PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK...
Transcript of PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK...
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PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT
On September 14, 2010, the Commission approved CBOE’s proposed rule change
to establish a pilot program to list P.M.-settled options on broad-based indexes to expire on (a) any Friday of the month, other than the third Friday-of-the-month ("End of Week Expirations" or "EOWs"), and (b) the last trading day of the month ("End of Month Expirations" or "EOMs"). Under the End of Week/End of Month Expirations Pilot Program ("Program"), EOWs and EOMs are permitted on any broad-based index that is eligible for regular options trading. EOWs and EOMs are cash-settled and have European-style exercise. The proposal became effective on a pilot basis for a period fourteen months that commenced on the next full month after approval was received to establish the Program and the Program is scheduled to expire on December 14, 2011.
Pursuant to the order approving the establishment of the Program, two months prior to the conclusion of the pilot period, CBOE is required to submit an annual report to the Commission, which addresses the following areas: Analysis of Volume & Open Interest, Monthly Analysis of EOW & EOM Trading Patterns and Provisional Analysis of Index Price Volatility. For purposes of the annual report, CBOE states that the Standard & Poor’s 500 Index ("S&P 500") was the only index on which EOWs were listed for trading under the Program. No EOM expirations traded under the Program. The first EOW on the S&P 500 was listed on December 2, 2010 and expired on December 10, 2010. The Exchange notes, that it ceased listing Short Term Option Series on the S&P 500 when the Program was approved; however, to manage market expectations, CBOE listed EOWs on the S&P 500 according to the convention used for Short Term Options Series. Specifically, the Exchange opened EOWs on the S&P 500 on Thursdays to expire the following Friday and did not populate other Friday expirations as permitted under the Program.
In the data provided in the tabs to this annual report, the Exchange notes the
symbol "SPX" refers to third-Friday-of-the-month, A.M.-settled S&P 500 options and the symbol "SPXW" refers to EOW expirations on the S&P 500. In addition, the data which follows is limited to EOW expirations since the Exchange did not list EOM expirations under the Program.
In a separate filing, the Exchange is proposing to renew the Program for an
additional fourteen months, so that it will expire on February 14, 2013.
* * * * *
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Tab 1: Analysis of Volume & Open Interest For EOW and EOM series, the annual report will contain the following volume and open interest for each broad-based index overlying EOW and EOM options:
Monthly volume aggregated for all EOW and EOM series Volume in EOW and EOM series aggregated by expiration date Month-end open interest aggregated for all EOW and EOM series Month-end open interest for EOM series aggregated by expiration date; Week-
ending open interest for EOW series aggregated by expiration date Ratio of monthly aggregate volume in EOW and EOM series to total monthly
class volume Ratio of month-end open interest in EOM series to total month-end class open
interest; ratio of week-ending open interest in EOW series to total week-ending open interest.
In addition, the annual report will contain the information noted above for standard Expiration Friday, AM-settled series, if applicable1, for the period covered in the pilot report as well as for the six-month period prior to the initiation of the pilot. * The first EOW commenced trading on December 2, 2010. As a result, the six-month period prior to the initiation of the pilot commenced in June 2011. ** For the fifth and sixth bullet points above, quarterly expirations on the S&P 500 are included as part of the total monthly class volume and open interest, respectively. Upon request by the SEC, CBOE will provide a data file containing: 1. EOW and EOM option volume aggregated by series 2. EOW week-ending open interest for expiring series and EOM month-end open
interest for expiring series.
1 Standard OEX & XEO option series are PM-settled.
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUMEJun-10 SPX 19-Jun-10 200 P 204Jun-10 SPX 19-Jun-10 400 C 30Jun-10 SPX 19-Jun-10 500 C 4,630Jun-10 SPX 19-Jun-10 500 P 4,668Jun-10 SPX 19-Jun-10 550 P 15Jun-10 SPX 19-Jun-10 600 P 573Jun-10 SPX 19-Jun-10 625 P 293Jun-10 SPX 19-Jun-10 650 P 927Jun-10 SPX 19-Jun-10 675 P 1,388Jun-10 SPX 19-Jun-10 700 C 11Jun-10 SPX 19-Jun-10 700 P 6,112Jun-10 SPX 19-Jun-10 705 P 248Jun-10 SPX 19-Jun-10 710 P 235Jun-10 SPX 19-Jun-10 715 P 141Jun-10 SPX 19-Jun-10 720 P 250Jun-10 SPX 19-Jun-10 725 P 773Jun-10 SPX 19-Jun-10 730 P 94Jun-10 SPX 19-Jun-10 735 P 154Jun-10 SPX 19-Jun-10 740 P 742Jun-10 SPX 19-Jun-10 745 P 171Jun-10 SPX 19-Jun-10 750 C 1Jun-10 SPX 19-Jun-10 750 P 1,698Jun-10 SPX 19-Jun-10 755 P 153Jun-10 SPX 19-Jun-10 760 P 146Jun-10 SPX 19-Jun-10 765 P 104Jun-10 SPX 19-Jun-10 770 P 39Jun-10 SPX 19-Jun-10 775 C 3Jun-10 SPX 19-Jun-10 775 P 1,936Jun-10 SPX 19-Jun-10 780 P 2,588Jun-10 SPX 19-Jun-10 785 P 2,600Jun-10 SPX 19-Jun-10 790 P 1,919Jun-10 SPX 19-Jun-10 795 P 2,100Jun-10 SPX 19-Jun-10 800 C 14Jun-10 SPX 19-Jun-10 800 P 14,180Jun-10 SPX 19-Jun-10 805 P 396Jun-10 SPX 19-Jun-10 810 P 271Jun-10 SPX 19-Jun-10 815 P 190Jun-10 SPX 19-Jun-10 820 P 91Jun-10 SPX 19-Jun-10 825 C 2Jun-10 SPX 19-Jun-10 825 P 16,463Jun-10 SPX 19-Jun-10 830 P 4,536Jun-10 SPX 19-Jun-10 835 P 1,148Jun-10 SPX 19-Jun-10 840 P 714Jun-10 SPX 19-Jun-10 845 P 256Jun-10 SPX 19-Jun-10 850 C 6Jun-10 SPX 19-Jun-10 850 P 64,609Jun-10 SPX 19-Jun-10 855 P 411Jun-10 SPX 19-Jun-10 860 P 4,821
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 19-Jun-10 865 P 346Jun-10 SPX 19-Jun-10 870 P 345Jun-10 SPX 19-Jun-10 875 C 650Jun-10 SPX 19-Jun-10 875 P 9,738Jun-10 SPX 19-Jun-10 880 P 1,418Jun-10 SPX 19-Jun-10 885 P 168Jun-10 SPX 19-Jun-10 890 P 3,060Jun-10 SPX 19-Jun-10 895 P 6,179Jun-10 SPX 19-Jun-10 900 C 544Jun-10 SPX 19-Jun-10 900 P 71,509Jun-10 SPX 19-Jun-10 905 P 2,288Jun-10 SPX 19-Jun-10 910 C 1Jun-10 SPX 19-Jun-10 910 P 9,191Jun-10 SPX 19-Jun-10 915 C 60Jun-10 SPX 19-Jun-10 915 P 1,122Jun-10 SPX 19-Jun-10 920 C 3Jun-10 SPX 19-Jun-10 920 P 9,045Jun-10 SPX 19-Jun-10 925 C 1Jun-10 SPX 19-Jun-10 925 P 54,030Jun-10 SPX 19-Jun-10 930 C 9Jun-10 SPX 19-Jun-10 930 P 23,271Jun-10 SPX 19-Jun-10 935 P 7,121Jun-10 SPX 19-Jun-10 940 P 11,448Jun-10 SPX 19-Jun-10 945 P 2,571Jun-10 SPX 19-Jun-10 950 C 146Jun-10 SPX 19-Jun-10 950 P 206,957Jun-10 SPX 19-Jun-10 955 C 1Jun-10 SPX 19-Jun-10 955 P 3,422Jun-10 SPX 19-Jun-10 960 C 4Jun-10 SPX 19-Jun-10 960 P 19,298Jun-10 SPX 19-Jun-10 965 C 1Jun-10 SPX 19-Jun-10 965 P 1,048Jun-10 SPX 19-Jun-10 970 C 35Jun-10 SPX 19-Jun-10 970 P 5,454Jun-10 SPX 19-Jun-10 975 C 662Jun-10 SPX 19-Jun-10 975 P 90,255Jun-10 SPX 19-Jun-10 980 C 67Jun-10 SPX 19-Jun-10 980 P 9,426Jun-10 SPX 19-Jun-10 985 P 2,447Jun-10 SPX 19-Jun-10 990 C 70Jun-10 SPX 19-Jun-10 990 P 13,971Jun-10 SPX 19-Jun-10 995 C 101Jun-10 SPX 19-Jun-10 995 P 2,400Jun-10 SPX 19-Jun-10 1000 C 8,514Jun-10 SPX 19-Jun-10 1000 P 226,226Jun-10 SPX 19-Jun-10 1005 P 4,701Jun-10 SPX 19-Jun-10 1010 C 2Jun-10 SPX 19-Jun-10 1010 P 19,789
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 19-Jun-10 1015 C 2Jun-10 SPX 19-Jun-10 1015 P 9,772Jun-10 SPX 19-Jun-10 1020 C 58Jun-10 SPX 19-Jun-10 1020 P 15,359Jun-10 SPX 19-Jun-10 1025 C 9,844Jun-10 SPX 19-Jun-10 1025 P 111,099Jun-10 SPX 19-Jun-10 1030 C 483Jun-10 SPX 19-Jun-10 1030 P 14,102Jun-10 SPX 19-Jun-10 1035 C 44Jun-10 SPX 19-Jun-10 1035 P 6,218Jun-10 SPX 19-Jun-10 1040 C 824Jun-10 SPX 19-Jun-10 1040 P 27,096Jun-10 SPX 19-Jun-10 1045 C 14,964Jun-10 SPX 19-Jun-10 1045 P 19,264Jun-10 SPX 19-Jun-10 1050 C 58,099Jun-10 SPX 19-Jun-10 1050 P 284,190Jun-10 SPX 19-Jun-10 1055 C 31,229Jun-10 SPX 19-Jun-10 1055 P 41,662Jun-10 SPX 19-Jun-10 1060 C 14,613Jun-10 SPX 19-Jun-10 1060 P 54,835Jun-10 SPX 19-Jun-10 1065 C 40,763Jun-10 SPX 19-Jun-10 1065 P 48,232Jun-10 SPX 19-Jun-10 1070 C 27,208Jun-10 SPX 19-Jun-10 1070 P 47,374Jun-10 SPX 19-Jun-10 1075 C 67,023Jun-10 SPX 19-Jun-10 1075 P 141,637Jun-10 SPX 19-Jun-10 1080 C 85,120Jun-10 SPX 19-Jun-10 1080 P 88,931Jun-10 SPX 19-Jun-10 1085 C 39,971Jun-10 SPX 19-Jun-10 1085 P 44,947Jun-10 SPX 19-Jun-10 1090 C 38,186Jun-10 SPX 19-Jun-10 1090 P 49,733Jun-10 SPX 19-Jun-10 1095 C 12,031Jun-10 SPX 19-Jun-10 1095 P 18,929Jun-10 SPX 19-Jun-10 1100 C 489,612Jun-10 SPX 19-Jun-10 1100 P 453,844Jun-10 SPX 19-Jun-10 1105 C 16,799Jun-10 SPX 19-Jun-10 1105 P 11,748Jun-10 SPX 19-Jun-10 1110 C 56,042Jun-10 SPX 19-Jun-10 1110 P 13,283Jun-10 SPX 19-Jun-10 1115 C 39,101Jun-10 SPX 19-Jun-10 1115 P 12,635Jun-10 SPX 19-Jun-10 1120 C 45,043Jun-10 SPX 19-Jun-10 1120 P 5,708Jun-10 SPX 19-Jun-10 1125 C 252,894Jun-10 SPX 19-Jun-10 1125 P 36,122Jun-10 SPX 19-Jun-10 1130 C 57,834Jun-10 SPX 19-Jun-10 1130 P 1,405
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 19-Jun-10 1135 C 29,450Jun-10 SPX 19-Jun-10 1135 P 161Jun-10 SPX 19-Jun-10 1140 C 36,572Jun-10 SPX 19-Jun-10 1140 P 3,069Jun-10 SPX 19-Jun-10 1145 C 24,040Jun-10 SPX 19-Jun-10 1145 P 534Jun-10 SPX 19-Jun-10 1150 C 164,744Jun-10 SPX 19-Jun-10 1150 P 11,102Jun-10 SPX 19-Jun-10 1155 C 17,268Jun-10 SPX 19-Jun-10 1155 P 318Jun-10 SPX 19-Jun-10 1160 C 33,760Jun-10 SPX 19-Jun-10 1160 P 242Jun-10 SPX 19-Jun-10 1165 C 13,400Jun-10 SPX 19-Jun-10 1165 P 120Jun-10 SPX 19-Jun-10 1170 C 18,233Jun-10 SPX 19-Jun-10 1170 P 1,107Jun-10 SPX 19-Jun-10 1175 C 48,089Jun-10 SPX 19-Jun-10 1175 P 2,384Jun-10 SPX 19-Jun-10 1180 C 17,200Jun-10 SPX 19-Jun-10 1180 P 274Jun-10 SPX 19-Jun-10 1185 C 4,990Jun-10 SPX 19-Jun-10 1185 P 151Jun-10 SPX 19-Jun-10 1190 C 10,686Jun-10 SPX 19-Jun-10 1190 P 507Jun-10 SPX 19-Jun-10 1195 C 3,336Jun-10 SPX 19-Jun-10 1195 P 85Jun-10 SPX 19-Jun-10 1200 C 30,825Jun-10 SPX 19-Jun-10 1200 P 1,899Jun-10 SPX 19-Jun-10 1205 C 1,663Jun-10 SPX 19-Jun-10 1205 P 17Jun-10 SPX 19-Jun-10 1210 C 5,189Jun-10 SPX 19-Jun-10 1210 P 19Jun-10 SPX 19-Jun-10 1215 C 7,140Jun-10 SPX 19-Jun-10 1215 P 51Jun-10 SPX 19-Jun-10 1220 C 491Jun-10 SPX 19-Jun-10 1220 P 66Jun-10 SPX 19-Jun-10 1225 C 9,873Jun-10 SPX 19-Jun-10 1225 P 237Jun-10 SPX 19-Jun-10 1230 C 876Jun-10 SPX 19-Jun-10 1230 P 30Jun-10 SPX 19-Jun-10 1235 C 347Jun-10 SPX 19-Jun-10 1235 P 14Jun-10 SPX 19-Jun-10 1240 C 248Jun-10 SPX 19-Jun-10 1245 C 78Jun-10 SPX 19-Jun-10 1250 C 1,433Jun-10 SPX 19-Jun-10 1250 P 183Jun-10 SPX 19-Jun-10 1255 C 175Jun-10 SPX 19-Jun-10 1260 C 1,377
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 19-Jun-10 1260 P 1Jun-10 SPX 19-Jun-10 1265 C 72Jun-10 SPX 19-Jun-10 1270 C 346Jun-10 SPX 19-Jun-10 1270 P 1Jun-10 SPX 19-Jun-10 1275 C 460Jun-10 SPX 19-Jun-10 1275 P 11Jun-10 SPX 19-Jun-10 1280 C 66Jun-10 SPX 19-Jun-10 1285 C 142Jun-10 SPX 19-Jun-10 1290 C 197Jun-10 SPX 19-Jun-10 1295 C 58Jun-10 SPX 19-Jun-10 1300 C 2,999Jun-10 SPX 19-Jun-10 1305 C 13Jun-10 SPX 19-Jun-10 1310 C 204Jun-10 SPX 19-Jun-10 1320 C 1Jun-10 SPX 19-Jun-10 1325 C 1,791Jun-10 SPX 19-Jun-10 1350 C 1,891Jun-10 SPX 19-Jun-10 1400 C 203Jun-10 SPX 19-Jun-10 1500 C 4,630Jun-10 SPX 19-Jun-10 1500 P 4,638Jun-10 SPX 19-Jun-10 1600 P 20Jun-10 SPX 19-Jun-10 1700 P 30Jun-10 SPX 19-Jun-10 1800 P 20Jun-10 SPX 19-Jun-10 1900 P 100Jun-10 SPX 19-Jun-10 2000 P 92Jun-10 SPX 17-Jul-10 500 C 200Jun-10 SPX 17-Jul-10 500 P 12,135Jun-10 SPX 17-Jul-10 525 P 10,209Jun-10 SPX 17-Jul-10 550 P 10,772Jun-10 SPX 17-Jul-10 575 P 9,511Jun-10 SPX 17-Jul-10 600 P 17,107Jun-10 SPX 17-Jul-10 605 P 2,282Jun-10 SPX 17-Jul-10 610 P 2,247Jun-10 SPX 17-Jul-10 615 P 2,212Jun-10 SPX 17-Jul-10 620 P 2,167Jun-10 SPX 17-Jul-10 625 P 2,792Jun-10 SPX 17-Jul-10 630 P 2,413Jun-10 SPX 17-Jul-10 635 P 2,058Jun-10 SPX 17-Jul-10 640 P 2,057Jun-10 SPX 17-Jul-10 645 P 2,095Jun-10 SPX 17-Jul-10 650 P 8,579Jun-10 SPX 17-Jul-10 655 P 2,469Jun-10 SPX 17-Jul-10 660 P 2,084Jun-10 SPX 17-Jul-10 665 P 2,473Jun-10 SPX 17-Jul-10 670 P 2,460Jun-10 SPX 17-Jul-10 675 P 4,998Jun-10 SPX 17-Jul-10 680 P 3,200Jun-10 SPX 17-Jul-10 685 P 3,053Jun-10 SPX 17-Jul-10 690 P 3,239
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 17-Jul-10 695 P 3,376Jun-10 SPX 17-Jul-10 700 C 111Jun-10 SPX 17-Jul-10 700 P 45,063Jun-10 SPX 17-Jul-10 705 C 100Jun-10 SPX 17-Jul-10 705 P 4,335Jun-10 SPX 17-Jul-10 710 P 3,688Jun-10 SPX 17-Jul-10 715 P 2,896Jun-10 SPX 17-Jul-10 720 P 2,953Jun-10 SPX 17-Jul-10 725 C 1Jun-10 SPX 17-Jul-10 725 P 30,164Jun-10 SPX 17-Jul-10 730 P 3,065Jun-10 SPX 17-Jul-10 735 P 2,574Jun-10 SPX 17-Jul-10 740 P 2,580Jun-10 SPX 17-Jul-10 745 P 2,458Jun-10 SPX 17-Jul-10 750 C 88Jun-10 SPX 17-Jul-10 750 P 14,304Jun-10 SPX 17-Jul-10 755 P 3,915Jun-10 SPX 17-Jul-10 760 P 2,699Jun-10 SPX 17-Jul-10 765 P 2,958Jun-10 SPX 17-Jul-10 770 P 2,958Jun-10 SPX 17-Jul-10 775 C 99Jun-10 SPX 17-Jul-10 775 P 7,660Jun-10 SPX 17-Jul-10 780 P 2,379Jun-10 SPX 17-Jul-10 785 P 2,370Jun-10 SPX 17-Jul-10 790 P 3,094Jun-10 SPX 17-Jul-10 795 P 6,495Jun-10 SPX 17-Jul-10 800 C 143Jun-10 SPX 17-Jul-10 800 P 90,494Jun-10 SPX 17-Jul-10 805 P 1,951Jun-10 SPX 17-Jul-10 810 P 6,550Jun-10 SPX 17-Jul-10 815 C 210Jun-10 SPX 17-Jul-10 815 P 6,883Jun-10 SPX 17-Jul-10 820 P 2,309Jun-10 SPX 17-Jul-10 825 C 118Jun-10 SPX 17-Jul-10 825 P 35,772Jun-10 SPX 17-Jul-10 830 P 2,301Jun-10 SPX 17-Jul-10 835 C 35Jun-10 SPX 17-Jul-10 835 P 2,105Jun-10 SPX 17-Jul-10 840 P 3,334Jun-10 SPX 17-Jul-10 845 P 1,895Jun-10 SPX 17-Jul-10 850 C 89Jun-10 SPX 17-Jul-10 850 P 126,627Jun-10 SPX 17-Jul-10 855 P 2,218Jun-10 SPX 17-Jul-10 860 P 12,154Jun-10 SPX 17-Jul-10 865 P 4,027Jun-10 SPX 17-Jul-10 870 P 6,914Jun-10 SPX 17-Jul-10 875 C 98Jun-10 SPX 17-Jul-10 875 P 31,079
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 17-Jul-10 880 C 3Jun-10 SPX 17-Jul-10 880 P 8,916Jun-10 SPX 17-Jul-10 885 P 6,858Jun-10 SPX 17-Jul-10 890 C 210Jun-10 SPX 17-Jul-10 890 P 4,816Jun-10 SPX 17-Jul-10 895 C 10Jun-10 SPX 17-Jul-10 895 P 6,635Jun-10 SPX 17-Jul-10 900 C 178Jun-10 SPX 17-Jul-10 900 P 140,471Jun-10 SPX 17-Jul-10 905 P 2,784Jun-10 SPX 17-Jul-10 910 P 20,276Jun-10 SPX 17-Jul-10 915 P 4,382Jun-10 SPX 17-Jul-10 920 C 1Jun-10 SPX 17-Jul-10 920 P 7,504Jun-10 SPX 17-Jul-10 925 C 113Jun-10 SPX 17-Jul-10 925 P 66,260Jun-10 SPX 17-Jul-10 930 C 12Jun-10 SPX 17-Jul-10 930 P 31,901Jun-10 SPX 17-Jul-10 935 C 40Jun-10 SPX 17-Jul-10 935 P 9,648Jun-10 SPX 17-Jul-10 940 C 13Jun-10 SPX 17-Jul-10 940 P 18,938Jun-10 SPX 17-Jul-10 945 C 2Jun-10 SPX 17-Jul-10 945 P 4,735Jun-10 SPX 17-Jul-10 950 C 511Jun-10 SPX 17-Jul-10 950 P 215,042Jun-10 SPX 17-Jul-10 955 P 2,766Jun-10 SPX 17-Jul-10 960 C 14Jun-10 SPX 17-Jul-10 960 P 13,187Jun-10 SPX 17-Jul-10 965 C 28Jun-10 SPX 17-Jul-10 965 P 3,412Jun-10 SPX 17-Jul-10 970 C 4Jun-10 SPX 17-Jul-10 970 P 18,185Jun-10 SPX 17-Jul-10 975 C 16Jun-10 SPX 17-Jul-10 975 P 96,233Jun-10 SPX 17-Jul-10 980 C 54Jun-10 SPX 17-Jul-10 980 P 21,970Jun-10 SPX 17-Jul-10 985 C 12Jun-10 SPX 17-Jul-10 985 P 5,848Jun-10 SPX 17-Jul-10 990 C 50Jun-10 SPX 17-Jul-10 990 P 22,726Jun-10 SPX 17-Jul-10 995 C 8Jun-10 SPX 17-Jul-10 995 P 10,154Jun-10 SPX 17-Jul-10 1000 C 796Jun-10 SPX 17-Jul-10 1000 P 331,296Jun-10 SPX 17-Jul-10 1005 C 4Jun-10 SPX 17-Jul-10 1005 P 10,288Jun-10 SPX 17-Jul-10 1010 C 28
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 17-Jul-10 1010 P 10,556Jun-10 SPX 17-Jul-10 1015 C 70Jun-10 SPX 17-Jul-10 1015 P 16,008Jun-10 SPX 17-Jul-10 1020 C 441Jun-10 SPX 17-Jul-10 1020 P 30,573Jun-10 SPX 17-Jul-10 1025 C 14,819Jun-10 SPX 17-Jul-10 1025 P 139,584Jun-10 SPX 17-Jul-10 1030 C 552Jun-10 SPX 17-Jul-10 1030 P 23,678Jun-10 SPX 17-Jul-10 1035 C 258Jun-10 SPX 17-Jul-10 1035 P 10,449Jun-10 SPX 17-Jul-10 1040 C 3,784Jun-10 SPX 17-Jul-10 1040 P 40,410Jun-10 SPX 17-Jul-10 1045 C 1,923Jun-10 SPX 17-Jul-10 1045 P 18,220Jun-10 SPX 17-Jul-10 1050 C 54,540Jun-10 SPX 17-Jul-10 1050 P 277,650Jun-10 SPX 17-Jul-10 1055 C 2,448Jun-10 SPX 17-Jul-10 1055 P 11,257Jun-10 SPX 17-Jul-10 1060 C 8,763Jun-10 SPX 17-Jul-10 1060 P 52,366Jun-10 SPX 17-Jul-10 1065 C 7,245Jun-10 SPX 17-Jul-10 1065 P 7,063Jun-10 SPX 17-Jul-10 1070 C 6,352Jun-10 SPX 17-Jul-10 1070 P 18,938Jun-10 SPX 17-Jul-10 1075 C 66,656Jun-10 SPX 17-Jul-10 1075 P 149,757Jun-10 SPX 17-Jul-10 1080 C 11,370Jun-10 SPX 17-Jul-10 1080 P 25,432Jun-10 SPX 17-Jul-10 1085 C 9,176Jun-10 SPX 17-Jul-10 1085 P 13,133Jun-10 SPX 17-Jul-10 1090 C 9,786Jun-10 SPX 17-Jul-10 1090 P 23,630Jun-10 SPX 17-Jul-10 1095 C 2,876Jun-10 SPX 17-Jul-10 1095 P 2,550Jun-10 SPX 17-Jul-10 1100 C 329,716Jun-10 SPX 17-Jul-10 1100 P 310,399Jun-10 SPX 17-Jul-10 1105 C 15,762Jun-10 SPX 17-Jul-10 1105 P 3,184Jun-10 SPX 17-Jul-10 1110 C 21,263Jun-10 SPX 17-Jul-10 1110 P 9,162Jun-10 SPX 17-Jul-10 1115 C 38,647Jun-10 SPX 17-Jul-10 1115 P 5,484Jun-10 SPX 17-Jul-10 1120 C 15,508Jun-10 SPX 17-Jul-10 1120 P 2,375Jun-10 SPX 17-Jul-10 1125 C 204,339Jun-10 SPX 17-Jul-10 1125 P 24,853Jun-10 SPX 17-Jul-10 1130 C 45,547
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 17-Jul-10 1130 P 25,178Jun-10 SPX 17-Jul-10 1135 C 24,521Jun-10 SPX 17-Jul-10 1135 P 246Jun-10 SPX 17-Jul-10 1140 C 42,798Jun-10 SPX 17-Jul-10 1140 P 365Jun-10 SPX 17-Jul-10 1145 C 10,504Jun-10 SPX 17-Jul-10 1145 P 138Jun-10 SPX 17-Jul-10 1150 C 262,131Jun-10 SPX 17-Jul-10 1150 P 7,225Jun-10 SPX 17-Jul-10 1155 C 15,257Jun-10 SPX 17-Jul-10 1155 P 128Jun-10 SPX 17-Jul-10 1160 C 47,232Jun-10 SPX 17-Jul-10 1160 P 354Jun-10 SPX 17-Jul-10 1165 C 48,637Jun-10 SPX 17-Jul-10 1165 P 181Jun-10 SPX 17-Jul-10 1170 C 43,591Jun-10 SPX 17-Jul-10 1170 P 216Jun-10 SPX 17-Jul-10 1175 C 77,051Jun-10 SPX 17-Jul-10 1175 P 2,757Jun-10 SPX 17-Jul-10 1180 C 39,886Jun-10 SPX 17-Jul-10 1180 P 102Jun-10 SPX 17-Jul-10 1185 C 12,363Jun-10 SPX 17-Jul-10 1185 P 75Jun-10 SPX 17-Jul-10 1190 C 27,570Jun-10 SPX 17-Jul-10 1190 P 123Jun-10 SPX 17-Jul-10 1195 C 10,617Jun-10 SPX 17-Jul-10 1195 P 58Jun-10 SPX 17-Jul-10 1200 C 59,831Jun-10 SPX 17-Jul-10 1200 P 2,269Jun-10 SPX 17-Jul-10 1205 C 4,760Jun-10 SPX 17-Jul-10 1205 P 245Jun-10 SPX 17-Jul-10 1210 C 35,366Jun-10 SPX 17-Jul-10 1210 P 244Jun-10 SPX 17-Jul-10 1215 C 3,185Jun-10 SPX 17-Jul-10 1215 P 53Jun-10 SPX 17-Jul-10 1220 C 8,514Jun-10 SPX 17-Jul-10 1220 P 109Jun-10 SPX 17-Jul-10 1225 C 62,278Jun-10 SPX 17-Jul-10 1225 P 162Jun-10 SPX 17-Jul-10 1230 C 2,338Jun-10 SPX 17-Jul-10 1230 P 27Jun-10 SPX 17-Jul-10 1235 C 2,431Jun-10 SPX 17-Jul-10 1235 P 27Jun-10 SPX 17-Jul-10 1240 C 19,197Jun-10 SPX 17-Jul-10 1240 P 10Jun-10 SPX 17-Jul-10 1245 C 8,075Jun-10 SPX 17-Jul-10 1245 P 2Jun-10 SPX 17-Jul-10 1250 C 27,239
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 17-Jul-10 1250 P 37Jun-10 SPX 17-Jul-10 1255 C 964Jun-10 SPX 17-Jul-10 1255 P 13Jun-10 SPX 17-Jul-10 1260 C 802Jun-10 SPX 17-Jul-10 1265 C 818Jun-10 SPX 17-Jul-10 1270 C 1,059Jun-10 SPX 17-Jul-10 1270 P 3Jun-10 SPX 17-Jul-10 1275 C 11,586Jun-10 SPX 17-Jul-10 1280 C 961Jun-10 SPX 17-Jul-10 1280 P 100Jun-10 SPX 17-Jul-10 1285 C 534Jun-10 SPX 17-Jul-10 1285 P 100Jun-10 SPX 17-Jul-10 1290 C 960Jun-10 SPX 17-Jul-10 1290 P 40Jun-10 SPX 17-Jul-10 1295 C 540Jun-10 SPX 17-Jul-10 1295 P 23Jun-10 SPX 17-Jul-10 1300 C 1,948Jun-10 SPX 17-Jul-10 1300 P 50Jun-10 SPX 17-Jul-10 1305 C 173Jun-10 SPX 17-Jul-10 1310 C 161Jun-10 SPX 17-Jul-10 1315 C 146Jun-10 SPX 17-Jul-10 1320 C 40Jun-10 SPX 17-Jul-10 1325 C 254Jun-10 SPX 17-Jul-10 1330 C 60Jun-10 SPX 17-Jul-10 1335 C 48Jun-10 SPX 17-Jul-10 1340 C 43Jun-10 SPX 17-Jul-10 1345 C 38Jun-10 SPX 17-Jul-10 1350 C 154Jun-10 SPX 17-Jul-10 1355 C 18Jun-10 SPX 17-Jul-10 1360 C 8Jun-10 SPX 17-Jul-10 1365 C 1Jun-10 SPX 17-Jul-10 1370 C 17Jun-10 SPX 17-Jul-10 1375 C 17Jun-10 SPX 17-Jul-10 1380 C 1Jun-10 SPX 17-Jul-10 1385 C 1Jun-10 SPX 17-Jul-10 1390 C 1Jun-10 SPX 17-Jul-10 1400 C 8Jun-10 SPX 17-Jul-10 1425 C 1Jun-10 SPX 17-Jul-10 1500 C 200Jun-10 SPX 17-Jul-10 1500 P 200Jun-10 SPX 21-Aug-10 300 C 2Jun-10 SPX 21-Aug-10 400 P 51Jun-10 SPX 21-Aug-10 450 P 253Jun-10 SPX 21-Aug-10 500 P 278Jun-10 SPX 21-Aug-10 550 P 3,621Jun-10 SPX 21-Aug-10 600 P 1,583Jun-10 SPX 21-Aug-10 620 P 458Jun-10 SPX 21-Aug-10 625 P 32
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 21-Aug-10 640 P 425Jun-10 SPX 21-Aug-10 650 P 3,632Jun-10 SPX 21-Aug-10 660 P 856Jun-10 SPX 21-Aug-10 670 P 511Jun-10 SPX 21-Aug-10 675 P 95Jun-10 SPX 21-Aug-10 680 P 635Jun-10 SPX 21-Aug-10 690 P 872Jun-10 SPX 21-Aug-10 700 C 35Jun-10 SPX 21-Aug-10 700 P 37,344Jun-10 SPX 21-Aug-10 705 P 322Jun-10 SPX 21-Aug-10 710 P 948Jun-10 SPX 21-Aug-10 715 P 400Jun-10 SPX 21-Aug-10 720 P 1,000Jun-10 SPX 21-Aug-10 725 C 55Jun-10 SPX 21-Aug-10 725 P 2,147Jun-10 SPX 21-Aug-10 730 P 285Jun-10 SPX 21-Aug-10 735 P 215Jun-10 SPX 21-Aug-10 740 P 607Jun-10 SPX 21-Aug-10 745 P 200Jun-10 SPX 21-Aug-10 750 P 15,181Jun-10 SPX 21-Aug-10 755 P 203Jun-10 SPX 21-Aug-10 760 P 7,124Jun-10 SPX 21-Aug-10 770 P 108Jun-10 SPX 21-Aug-10 775 P 6,934Jun-10 SPX 21-Aug-10 780 P 295Jun-10 SPX 21-Aug-10 785 P 29Jun-10 SPX 21-Aug-10 790 P 12,940Jun-10 SPX 21-Aug-10 795 P 3Jun-10 SPX 21-Aug-10 800 C 28Jun-10 SPX 21-Aug-10 800 P 14,276Jun-10 SPX 21-Aug-10 805 P 13Jun-10 SPX 21-Aug-10 810 P 184Jun-10 SPX 21-Aug-10 815 P 41Jun-10 SPX 21-Aug-10 820 P 52Jun-10 SPX 21-Aug-10 825 C 55Jun-10 SPX 21-Aug-10 825 P 3,187Jun-10 SPX 21-Aug-10 830 P 13,116Jun-10 SPX 21-Aug-10 835 P 3Jun-10 SPX 21-Aug-10 840 P 83Jun-10 SPX 21-Aug-10 845 P 59Jun-10 SPX 21-Aug-10 850 P 41,583Jun-10 SPX 21-Aug-10 855 P 24Jun-10 SPX 21-Aug-10 860 P 502Jun-10 SPX 21-Aug-10 865 P 45Jun-10 SPX 21-Aug-10 870 P 325Jun-10 SPX 21-Aug-10 875 P 28,655Jun-10 SPX 21-Aug-10 880 P 103Jun-10 SPX 21-Aug-10 885 P 419
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 21-Aug-10 890 P 124Jun-10 SPX 21-Aug-10 895 P 139Jun-10 SPX 21-Aug-10 900 C 33Jun-10 SPX 21-Aug-10 900 P 65,826Jun-10 SPX 21-Aug-10 905 P 65Jun-10 SPX 21-Aug-10 910 P 385Jun-10 SPX 21-Aug-10 915 P 1,063Jun-10 SPX 21-Aug-10 920 P 2,685Jun-10 SPX 21-Aug-10 925 C 46Jun-10 SPX 21-Aug-10 925 P 16,453Jun-10 SPX 21-Aug-10 930 P 1,999Jun-10 SPX 21-Aug-10 935 P 46Jun-10 SPX 21-Aug-10 940 P 3,294Jun-10 SPX 21-Aug-10 945 P 39Jun-10 SPX 21-Aug-10 950 C 216Jun-10 SPX 21-Aug-10 950 P 37,680Jun-10 SPX 21-Aug-10 955 P 63Jun-10 SPX 21-Aug-10 960 C 4Jun-10 SPX 21-Aug-10 960 P 1,897Jun-10 SPX 21-Aug-10 965 C 47Jun-10 SPX 21-Aug-10 965 P 44Jun-10 SPX 21-Aug-10 970 P 4,334Jun-10 SPX 21-Aug-10 975 C 163Jun-10 SPX 21-Aug-10 975 P 44,168Jun-10 SPX 21-Aug-10 980 C 11Jun-10 SPX 21-Aug-10 980 P 606Jun-10 SPX 21-Aug-10 985 P 76Jun-10 SPX 21-Aug-10 990 C 4Jun-10 SPX 21-Aug-10 990 P 11,062Jun-10 SPX 21-Aug-10 995 P 512Jun-10 SPX 21-Aug-10 1000 C 8,673Jun-10 SPX 21-Aug-10 1000 P 119,988Jun-10 SPX 21-Aug-10 1005 P 10Jun-10 SPX 21-Aug-10 1010 C 340Jun-10 SPX 21-Aug-10 1010 P 4,488Jun-10 SPX 21-Aug-10 1015 C 3Jun-10 SPX 21-Aug-10 1015 P 25Jun-10 SPX 21-Aug-10 1020 C 10Jun-10 SPX 21-Aug-10 1020 P 1,081Jun-10 SPX 21-Aug-10 1025 C 2,004Jun-10 SPX 21-Aug-10 1025 P 68,628Jun-10 SPX 21-Aug-10 1030 C 80Jun-10 SPX 21-Aug-10 1030 P 5,656Jun-10 SPX 21-Aug-10 1035 C 21Jun-10 SPX 21-Aug-10 1035 P 36Jun-10 SPX 21-Aug-10 1040 C 116Jun-10 SPX 21-Aug-10 1040 P 8,349Jun-10 SPX 21-Aug-10 1045 C 105
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 21-Aug-10 1045 P 84Jun-10 SPX 21-Aug-10 1050 C 14,911Jun-10 SPX 21-Aug-10 1050 P 99,027Jun-10 SPX 21-Aug-10 1055 C 119Jun-10 SPX 21-Aug-10 1055 P 49Jun-10 SPX 21-Aug-10 1060 C 161Jun-10 SPX 21-Aug-10 1060 P 5,463Jun-10 SPX 21-Aug-10 1065 C 508Jun-10 SPX 21-Aug-10 1065 P 607Jun-10 SPX 21-Aug-10 1070 C 2,042Jun-10 SPX 21-Aug-10 1070 P 3,915Jun-10 SPX 21-Aug-10 1075 C 17,431Jun-10 SPX 21-Aug-10 1075 P 37,100Jun-10 SPX 21-Aug-10 1080 C 3,757Jun-10 SPX 21-Aug-10 1080 P 1,733Jun-10 SPX 21-Aug-10 1085 C 540Jun-10 SPX 21-Aug-10 1085 P 1,050Jun-10 SPX 21-Aug-10 1090 C 2,811Jun-10 SPX 21-Aug-10 1090 P 6,047Jun-10 SPX 21-Aug-10 1095 C 845Jun-10 SPX 21-Aug-10 1095 P 121Jun-10 SPX 21-Aug-10 1100 C 137,267Jun-10 SPX 21-Aug-10 1100 P 95,227Jun-10 SPX 21-Aug-10 1105 C 102Jun-10 SPX 21-Aug-10 1105 P 70Jun-10 SPX 21-Aug-10 1110 C 3,172Jun-10 SPX 21-Aug-10 1110 P 647Jun-10 SPX 21-Aug-10 1115 C 1,347Jun-10 SPX 21-Aug-10 1115 P 612Jun-10 SPX 21-Aug-10 1120 C 2,088Jun-10 SPX 21-Aug-10 1120 P 818Jun-10 SPX 21-Aug-10 1125 C 25,847Jun-10 SPX 21-Aug-10 1125 P 5,441Jun-10 SPX 21-Aug-10 1130 C 2,915Jun-10 SPX 21-Aug-10 1130 P 321Jun-10 SPX 21-Aug-10 1135 C 221Jun-10 SPX 21-Aug-10 1135 P 22Jun-10 SPX 21-Aug-10 1140 C 5,422Jun-10 SPX 21-Aug-10 1140 P 127Jun-10 SPX 21-Aug-10 1145 C 67Jun-10 SPX 21-Aug-10 1150 C 32,342Jun-10 SPX 21-Aug-10 1150 P 1,449Jun-10 SPX 21-Aug-10 1155 C 1,054Jun-10 SPX 21-Aug-10 1160 C 12,727Jun-10 SPX 21-Aug-10 1160 P 6Jun-10 SPX 21-Aug-10 1165 C 3,654Jun-10 SPX 21-Aug-10 1165 P 7Jun-10 SPX 21-Aug-10 1170 C 5,943
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 21-Aug-10 1170 P 1,261Jun-10 SPX 21-Aug-10 1175 C 32,870Jun-10 SPX 21-Aug-10 1175 P 20Jun-10 SPX 21-Aug-10 1180 C 9,863Jun-10 SPX 21-Aug-10 1180 P 765Jun-10 SPX 21-Aug-10 1190 C 1,851Jun-10 SPX 21-Aug-10 1190 P 531Jun-10 SPX 21-Aug-10 1195 C 2,413Jun-10 SPX 21-Aug-10 1195 P 14Jun-10 SPX 21-Aug-10 1200 C 37,115Jun-10 SPX 21-Aug-10 1200 P 107Jun-10 SPX 21-Aug-10 1205 C 1,294Jun-10 SPX 21-Aug-10 1205 P 16Jun-10 SPX 21-Aug-10 1210 C 1,624Jun-10 SPX 21-Aug-10 1210 P 3Jun-10 SPX 21-Aug-10 1215 C 1,270Jun-10 SPX 21-Aug-10 1220 C 8,690Jun-10 SPX 21-Aug-10 1220 P 3Jun-10 SPX 21-Aug-10 1225 C 6,689Jun-10 SPX 21-Aug-10 1225 P 22Jun-10 SPX 21-Aug-10 1230 C 15,233Jun-10 SPX 21-Aug-10 1230 P 1Jun-10 SPX 21-Aug-10 1235 C 563Jun-10 SPX 21-Aug-10 1235 P 1Jun-10 SPX 21-Aug-10 1240 C 705Jun-10 SPX 21-Aug-10 1250 C 25,649Jun-10 SPX 21-Aug-10 1250 P 22Jun-10 SPX 21-Aug-10 1255 C 359Jun-10 SPX 21-Aug-10 1260 C 586Jun-10 SPX 21-Aug-10 1265 C 100Jun-10 SPX 21-Aug-10 1270 C 459Jun-10 SPX 21-Aug-10 1275 C 1,242Jun-10 SPX 21-Aug-10 1280 C 699Jun-10 SPX 21-Aug-10 1290 C 839Jun-10 SPX 21-Aug-10 1300 C 1,082Jun-10 SPX 21-Aug-10 1310 C 16Jun-10 SPX 21-Aug-10 1325 C 20Jun-10 SPX 21-Aug-10 1330 C 2Jun-10 SPX 21-Aug-10 1340 C 2Jun-10 SPX 21-Aug-10 1350 C 10Jun-10 SPX 21-Aug-10 1380 C 15Jun-10 SPX 21-Aug-10 1400 C 47Jun-10 SPX 21-Aug-10 1425 C 20Jun-10 SPX 21-Aug-10 1450 C 149Jun-10 SPX 21-Aug-10 1550 C 104Jun-10 SPX 18-Sep-10 200 C 1Jun-10 SPX 18-Sep-10 300 P 52Jun-10 SPX 18-Sep-10 400 C 1,030
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 18-Sep-10 400 P 1,284Jun-10 SPX 18-Sep-10 450 P 23Jun-10 SPX 18-Sep-10 500 C 18,336Jun-10 SPX 18-Sep-10 500 P 21,339Jun-10 SPX 18-Sep-10 550 P 818Jun-10 SPX 18-Sep-10 600 P 6,871Jun-10 SPX 18-Sep-10 650 P 1,088Jun-10 SPX 18-Sep-10 675 P 949Jun-10 SPX 18-Sep-10 700 C 4Jun-10 SPX 18-Sep-10 700 P 22,828Jun-10 SPX 18-Sep-10 710 P 603Jun-10 SPX 18-Sep-10 720 P 804Jun-10 SPX 18-Sep-10 725 P 795Jun-10 SPX 18-Sep-10 730 P 621Jun-10 SPX 18-Sep-10 740 P 421Jun-10 SPX 18-Sep-10 750 P 5,614Jun-10 SPX 18-Sep-10 760 P 300Jun-10 SPX 18-Sep-10 770 P 200Jun-10 SPX 18-Sep-10 775 P 3,184Jun-10 SPX 18-Sep-10 780 P 6,544Jun-10 SPX 18-Sep-10 790 P 10Jun-10 SPX 18-Sep-10 800 P 70,540Jun-10 SPX 18-Sep-10 810 P 27Jun-10 SPX 18-Sep-10 820 P 58Jun-10 SPX 18-Sep-10 825 C 10Jun-10 SPX 18-Sep-10 825 P 6,792Jun-10 SPX 18-Sep-10 840 P 35Jun-10 SPX 18-Sep-10 850 P 51,173Jun-10 SPX 18-Sep-10 860 P 59Jun-10 SPX 18-Sep-10 870 P 29Jun-10 SPX 18-Sep-10 875 C 670Jun-10 SPX 18-Sep-10 875 P 7,789Jun-10 SPX 18-Sep-10 880 P 28Jun-10 SPX 18-Sep-10 890 P 23Jun-10 SPX 18-Sep-10 900 C 539Jun-10 SPX 18-Sep-10 900 P 74,843Jun-10 SPX 18-Sep-10 915 P 1Jun-10 SPX 18-Sep-10 920 P 1Jun-10 SPX 18-Sep-10 925 P 5,278Jun-10 SPX 18-Sep-10 930 P 5,023Jun-10 SPX 18-Sep-10 935 C 1Jun-10 SPX 18-Sep-10 935 P 4Jun-10 SPX 18-Sep-10 940 P 4,377Jun-10 SPX 18-Sep-10 945 C 10Jun-10 SPX 18-Sep-10 945 P 10,450Jun-10 SPX 18-Sep-10 950 C 1,490Jun-10 SPX 18-Sep-10 950 P 67,326Jun-10 SPX 18-Sep-10 960 P 5,015
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 18-Sep-10 965 P 500Jun-10 SPX 18-Sep-10 970 P 26Jun-10 SPX 18-Sep-10 975 C 800Jun-10 SPX 18-Sep-10 975 P 19,748Jun-10 SPX 18-Sep-10 980 P 806Jun-10 SPX 18-Sep-10 985 P 311Jun-10 SPX 18-Sep-10 990 P 2,517Jun-10 SPX 18-Sep-10 995 P 9Jun-10 SPX 18-Sep-10 1000 C 918Jun-10 SPX 18-Sep-10 1000 P 102,175Jun-10 SPX 18-Sep-10 1005 P 9Jun-10 SPX 18-Sep-10 1010 P 11Jun-10 SPX 18-Sep-10 1015 C 130Jun-10 SPX 18-Sep-10 1015 P 1,313Jun-10 SPX 18-Sep-10 1020 C 4Jun-10 SPX 18-Sep-10 1020 P 2,569Jun-10 SPX 18-Sep-10 1025 C 4,885Jun-10 SPX 18-Sep-10 1025 P 50,310Jun-10 SPX 18-Sep-10 1030 C 30,256Jun-10 SPX 18-Sep-10 1030 P 31,263Jun-10 SPX 18-Sep-10 1035 C 7,578Jun-10 SPX 18-Sep-10 1035 P 7,575Jun-10 SPX 18-Sep-10 1040 C 49,690Jun-10 SPX 18-Sep-10 1040 P 51,681Jun-10 SPX 18-Sep-10 1045 C 7,032Jun-10 SPX 18-Sep-10 1045 P 7,008Jun-10 SPX 18-Sep-10 1050 C 10,390Jun-10 SPX 18-Sep-10 1050 P 55,271Jun-10 SPX 18-Sep-10 1055 C 1,970Jun-10 SPX 18-Sep-10 1055 P 2,039Jun-10 SPX 18-Sep-10 1060 C 1,914Jun-10 SPX 18-Sep-10 1060 P 313Jun-10 SPX 18-Sep-10 1065 C 4,920Jun-10 SPX 18-Sep-10 1065 P 5,409Jun-10 SPX 18-Sep-10 1070 C 49,233Jun-10 SPX 18-Sep-10 1070 P 49,215Jun-10 SPX 18-Sep-10 1075 C 57,347Jun-10 SPX 18-Sep-10 1075 P 69,851Jun-10 SPX 18-Sep-10 1080 C 50,838Jun-10 SPX 18-Sep-10 1080 P 85,728Jun-10 SPX 18-Sep-10 1085 C 21,232Jun-10 SPX 18-Sep-10 1085 P 22,045Jun-10 SPX 18-Sep-10 1090 C 12,374Jun-10 SPX 18-Sep-10 1090 P 11,901Jun-10 SPX 18-Sep-10 1095 C 29,627Jun-10 SPX 18-Sep-10 1095 P 29,662Jun-10 SPX 18-Sep-10 1100 C 167,062Jun-10 SPX 18-Sep-10 1100 P 110,327
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 18-Sep-10 1105 C 53,394Jun-10 SPX 18-Sep-10 1105 P 54,580Jun-10 SPX 18-Sep-10 1110 C 62,647Jun-10 SPX 18-Sep-10 1110 P 58,486Jun-10 SPX 18-Sep-10 1115 C 22,937Jun-10 SPX 18-Sep-10 1115 P 23,062Jun-10 SPX 18-Sep-10 1120 C 7,091Jun-10 SPX 18-Sep-10 1120 P 8,338Jun-10 SPX 18-Sep-10 1125 C 34,704Jun-10 SPX 18-Sep-10 1125 P 12,253Jun-10 SPX 18-Sep-10 1130 C 1,769Jun-10 SPX 18-Sep-10 1130 P 36,502Jun-10 SPX 18-Sep-10 1135 C 437Jun-10 SPX 18-Sep-10 1135 P 75Jun-10 SPX 18-Sep-10 1140 C 2,531Jun-10 SPX 18-Sep-10 1140 P 1Jun-10 SPX 18-Sep-10 1145 C 1,083Jun-10 SPX 18-Sep-10 1150 C 42,174Jun-10 SPX 18-Sep-10 1150 P 6,839Jun-10 SPX 18-Sep-10 1155 C 22Jun-10 SPX 18-Sep-10 1155 P 4Jun-10 SPX 18-Sep-10 1160 C 1,201Jun-10 SPX 18-Sep-10 1165 C 120Jun-10 SPX 18-Sep-10 1165 P 1Jun-10 SPX 18-Sep-10 1170 C 6,002Jun-10 SPX 18-Sep-10 1170 P 28Jun-10 SPX 18-Sep-10 1175 C 29,307Jun-10 SPX 18-Sep-10 1175 P 7,511Jun-10 SPX 18-Sep-10 1180 C 1,444Jun-10 SPX 18-Sep-10 1180 P 28Jun-10 SPX 18-Sep-10 1185 C 6Jun-10 SPX 18-Sep-10 1190 C 454Jun-10 SPX 18-Sep-10 1190 P 750Jun-10 SPX 18-Sep-10 1195 C 826Jun-10 SPX 18-Sep-10 1195 P 1,700Jun-10 SPX 18-Sep-10 1200 C 98,770Jun-10 SPX 18-Sep-10 1200 P 7,532Jun-10 SPX 18-Sep-10 1205 C 1,995Jun-10 SPX 18-Sep-10 1220 C 2,347Jun-10 SPX 18-Sep-10 1225 C 15,054Jun-10 SPX 18-Sep-10 1225 P 23Jun-10 SPX 18-Sep-10 1240 C 20,747Jun-10 SPX 18-Sep-10 1250 C 29,314Jun-10 SPX 18-Sep-10 1250 P 155Jun-10 SPX 18-Sep-10 1255 C 2,672Jun-10 SPX 18-Sep-10 1275 C 21,334Jun-10 SPX 18-Sep-10 1280 C 105Jun-10 SPX 18-Sep-10 1300 C 7,087
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 18-Sep-10 1325 C 391Jun-10 SPX 18-Sep-10 1350 C 1,353Jun-10 SPX 18-Sep-10 1375 C 123Jun-10 SPX 18-Sep-10 1400 C 1,038Jun-10 SPX 18-Sep-10 1400 P 1,000Jun-10 SPX 18-Sep-10 1500 C 18,330Jun-10 SPX 18-Sep-10 1500 P 18,338Jun-10 SPX 16-Oct-10 500 P 1Jun-10 SPX 16-Oct-10 550 P 203Jun-10 SPX 16-Oct-10 600 P 112Jun-10 SPX 16-Oct-10 625 P 220Jun-10 SPX 16-Oct-10 650 P 11Jun-10 SPX 16-Oct-10 675 P 720Jun-10 SPX 16-Oct-10 700 P 140Jun-10 SPX 16-Oct-10 725 P 15Jun-10 SPX 16-Oct-10 750 P 348Jun-10 SPX 16-Oct-10 775 C 10Jun-10 SPX 16-Oct-10 775 P 2Jun-10 SPX 16-Oct-10 800 C 10Jun-10 SPX 16-Oct-10 800 P 297Jun-10 SPX 16-Oct-10 825 P 11Jun-10 SPX 16-Oct-10 850 P 7,614Jun-10 SPX 16-Oct-10 875 P 35Jun-10 SPX 16-Oct-10 900 P 2,235Jun-10 SPX 16-Oct-10 925 C 20Jun-10 SPX 16-Oct-10 925 P 52Jun-10 SPX 16-Oct-10 950 P 3,983Jun-10 SPX 16-Oct-10 975 P 502Jun-10 SPX 16-Oct-10 1000 C 22Jun-10 SPX 16-Oct-10 1000 P 3,495Jun-10 SPX 16-Oct-10 1020 P 10Jun-10 SPX 16-Oct-10 1025 C 20Jun-10 SPX 16-Oct-10 1025 P 290Jun-10 SPX 16-Oct-10 1050 C 109Jun-10 SPX 16-Oct-10 1050 P 8,569Jun-10 SPX 16-Oct-10 1075 C 1,502Jun-10 SPX 16-Oct-10 1075 P 1,829Jun-10 SPX 16-Oct-10 1100 C 4,308Jun-10 SPX 16-Oct-10 1100 P 4,620Jun-10 SPX 16-Oct-10 1125 C 2,755Jun-10 SPX 16-Oct-10 1125 P 115Jun-10 SPX 16-Oct-10 1150 C 1,360Jun-10 SPX 16-Oct-10 1150 P 3Jun-10 SPX 16-Oct-10 1175 C 705Jun-10 SPX 16-Oct-10 1200 C 2,483Jun-10 SPX 16-Oct-10 1200 P 5Jun-10 SPX 16-Oct-10 1225 C 952Jun-10 SPX 16-Oct-10 1225 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 16-Oct-10 1250 C 551Jun-10 SPX 16-Oct-10 1250 P 2Jun-10 SPX 16-Oct-10 1255 C 200Jun-10 SPX 16-Oct-10 1275 C 4Jun-10 SPX 16-Oct-10 1300 C 1,710Jun-10 SPX 18-Dec-10 100 C 500Jun-10 SPX 18-Dec-10 100 P 2,081Jun-10 SPX 18-Dec-10 200 C 1Jun-10 SPX 18-Dec-10 200 P 1,145Jun-10 SPX 18-Dec-10 250 P 16Jun-10 SPX 18-Dec-10 300 P 336Jun-10 SPX 18-Dec-10 325 P 122Jun-10 SPX 18-Dec-10 350 P 365Jun-10 SPX 18-Dec-10 400 C 1Jun-10 SPX 18-Dec-10 400 P 58,719Jun-10 SPX 18-Dec-10 425 P 4,332Jun-10 SPX 18-Dec-10 450 P 2,082Jun-10 SPX 18-Dec-10 475 P 1,590Jun-10 SPX 18-Dec-10 500 C 1,950Jun-10 SPX 18-Dec-10 500 P 23,044Jun-10 SPX 18-Dec-10 525 P 600Jun-10 SPX 18-Dec-10 550 P 21,392Jun-10 SPX 18-Dec-10 575 P 10Jun-10 SPX 18-Dec-10 600 P 24,533Jun-10 SPX 18-Dec-10 650 P 1,197Jun-10 SPX 18-Dec-10 675 P 533Jun-10 SPX 18-Dec-10 700 P 5,068Jun-10 SPX 18-Dec-10 725 P 1,875Jun-10 SPX 18-Dec-10 750 C 10Jun-10 SPX 18-Dec-10 750 P 8,669Jun-10 SPX 18-Dec-10 775 C 10Jun-10 SPX 18-Dec-10 775 P 3,929Jun-10 SPX 18-Dec-10 800 C 9Jun-10 SPX 18-Dec-10 800 P 15,973Jun-10 SPX 18-Dec-10 825 C 2Jun-10 SPX 18-Dec-10 825 P 7,247Jun-10 SPX 18-Dec-10 840 P 1,503Jun-10 SPX 18-Dec-10 850 C 2,503Jun-10 SPX 18-Dec-10 850 P 34,392Jun-10 SPX 18-Dec-10 875 P 4,288Jun-10 SPX 18-Dec-10 900 C 13Jun-10 SPX 18-Dec-10 900 P 45,812Jun-10 SPX 18-Dec-10 925 P 3,553Jun-10 SPX 18-Dec-10 930 P 77Jun-10 SPX 18-Dec-10 940 P 24Jun-10 SPX 18-Dec-10 945 P 120Jun-10 SPX 18-Dec-10 950 C 17Jun-10 SPX 18-Dec-10 950 P 31,575
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 18-Dec-10 975 C 2,050Jun-10 SPX 18-Dec-10 975 P 9,518Jun-10 SPX 18-Dec-10 1000 C 2,590Jun-10 SPX 18-Dec-10 1000 P 58,631Jun-10 SPX 18-Dec-10 1025 C 2,690Jun-10 SPX 18-Dec-10 1025 P 26,644Jun-10 SPX 18-Dec-10 1030 P 532Jun-10 SPX 18-Dec-10 1035 C 8Jun-10 SPX 18-Dec-10 1040 C 882Jun-10 SPX 18-Dec-10 1040 P 333Jun-10 SPX 18-Dec-10 1045 P 2,930Jun-10 SPX 18-Dec-10 1050 C 16,679Jun-10 SPX 18-Dec-10 1050 P 50,587Jun-10 SPX 18-Dec-10 1055 C 23Jun-10 SPX 18-Dec-10 1055 P 96Jun-10 SPX 18-Dec-10 1060 C 262Jun-10 SPX 18-Dec-10 1060 P 2,722Jun-10 SPX 18-Dec-10 1065 P 2Jun-10 SPX 18-Dec-10 1070 P 1,310Jun-10 SPX 18-Dec-10 1075 C 11,015Jun-10 SPX 18-Dec-10 1075 P 17,412Jun-10 SPX 18-Dec-10 1100 C 37,045Jun-10 SPX 18-Dec-10 1100 P 42,622Jun-10 SPX 18-Dec-10 1105 C 366Jun-10 SPX 18-Dec-10 1105 P 74Jun-10 SPX 18-Dec-10 1110 C 151Jun-10 SPX 18-Dec-10 1110 P 457Jun-10 SPX 18-Dec-10 1115 C 214Jun-10 SPX 18-Dec-10 1115 P 65Jun-10 SPX 18-Dec-10 1120 C 52Jun-10 SPX 18-Dec-10 1120 P 503Jun-10 SPX 18-Dec-10 1125 C 11,458Jun-10 SPX 18-Dec-10 1125 P 4,854Jun-10 SPX 18-Dec-10 1150 C 37,924Jun-10 SPX 18-Dec-10 1150 P 5,769Jun-10 SPX 18-Dec-10 1175 C 14,116Jun-10 SPX 18-Dec-10 1175 P 5,186Jun-10 SPX 18-Dec-10 1200 C 53,006Jun-10 SPX 18-Dec-10 1200 P 1,395Jun-10 SPX 18-Dec-10 1225 C 9,129Jun-10 SPX 18-Dec-10 1225 P 1Jun-10 SPX 18-Dec-10 1250 C 35,151Jun-10 SPX 18-Dec-10 1250 P 12Jun-10 SPX 18-Dec-10 1255 C 102Jun-10 SPX 18-Dec-10 1255 P 1Jun-10 SPX 18-Dec-10 1260 C 2,224Jun-10 SPX 18-Dec-10 1270 C 810Jun-10 SPX 18-Dec-10 1275 C 1,417
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 18-Dec-10 1295 C 1,900Jun-10 SPX 18-Dec-10 1300 C 22,536Jun-10 SPX 18-Dec-10 1300 P 102Jun-10 SPX 18-Dec-10 1320 C 102Jun-10 SPX 18-Dec-10 1325 C 5,442Jun-10 SPX 18-Dec-10 1350 C 17,778Jun-10 SPX 18-Dec-10 1350 P 3Jun-10 SPX 18-Dec-10 1375 C 3,191Jun-10 SPX 18-Dec-10 1400 C 3,832Jun-10 SPX 18-Dec-10 1400 P 1Jun-10 SPX 18-Dec-10 1425 C 526Jun-10 SPX 18-Dec-10 1450 C 238Jun-10 SPX 18-Dec-10 1500 C 2,010Jun-10 SPX 18-Dec-10 1500 P 1,956Jun-10 SPX 18-Dec-10 1550 C 2Jun-10 SPX 18-Dec-10 1600 C 1Jun-10 SPX 18-Dec-10 1700 C 71Jun-10 SPX 18-Dec-10 1700 P 8Jun-10 SPX 18-Dec-10 1800 C 1,559Jun-10 SPX 18-Dec-10 1800 P 4Jun-10 SPX 18-Dec-10 1900 C 44Jun-10 SPX 18-Dec-10 1900 P 34Jun-10 SPX 18-Dec-10 2000 C 36Jun-10 SPX 18-Dec-10 2000 P 42Jun-10 SPX 18-Dec-10 2100 C 696Jun-10 SPX 18-Dec-10 2100 P 500Jun-10 SPX 18-Dec-10 2150 C 123Jun-10 SPX 18-Dec-10 2250 P 20Jun-10 SPX 18-Dec-10 2500 P 70Jun-10 SPX 19-Mar-11 300 P 44Jun-10 SPX 19-Mar-11 325 P 25Jun-10 SPX 19-Mar-11 350 P 100Jun-10 SPX 19-Mar-11 400 P 78Jun-10 SPX 19-Mar-11 425 P 630Jun-10 SPX 19-Mar-11 450 P 50Jun-10 SPX 19-Mar-11 475 P 10Jun-10 SPX 19-Mar-11 500 P 21Jun-10 SPX 19-Mar-11 525 P 60Jun-10 SPX 19-Mar-11 550 P 50Jun-10 SPX 19-Mar-11 600 P 1,389Jun-10 SPX 19-Mar-11 625 P 12Jun-10 SPX 19-Mar-11 650 P 35Jun-10 SPX 19-Mar-11 700 C 4Jun-10 SPX 19-Mar-11 700 P 42Jun-10 SPX 19-Mar-11 750 P 1,253Jun-10 SPX 19-Mar-11 775 P 37Jun-10 SPX 19-Mar-11 800 P 978Jun-10 SPX 19-Mar-11 850 P 13,935
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 19-Mar-11 875 P 2,514Jun-10 SPX 19-Mar-11 900 P 852Jun-10 SPX 19-Mar-11 925 C 2Jun-10 SPX 19-Mar-11 925 P 6,610Jun-10 SPX 19-Mar-11 950 C 1,004Jun-10 SPX 19-Mar-11 950 P 12,245Jun-10 SPX 19-Mar-11 975 C 1Jun-10 SPX 19-Mar-11 975 P 376Jun-10 SPX 19-Mar-11 1000 C 951Jun-10 SPX 19-Mar-11 1000 P 8,660Jun-10 SPX 19-Mar-11 1025 C 218Jun-10 SPX 19-Mar-11 1025 P 579Jun-10 SPX 19-Mar-11 1050 C 583Jun-10 SPX 19-Mar-11 1050 P 7,165Jun-10 SPX 19-Mar-11 1075 C 4,652Jun-10 SPX 19-Mar-11 1075 P 7,918Jun-10 SPX 19-Mar-11 1100 C 14,151Jun-10 SPX 19-Mar-11 1100 P 7,883Jun-10 SPX 19-Mar-11 1125 C 3,774Jun-10 SPX 19-Mar-11 1125 P 4,651Jun-10 SPX 19-Mar-11 1150 C 3,948Jun-10 SPX 19-Mar-11 1150 P 1,605Jun-10 SPX 19-Mar-11 1175 C 588Jun-10 SPX 19-Mar-11 1175 P 5Jun-10 SPX 19-Mar-11 1200 C 11,614Jun-10 SPX 19-Mar-11 1200 P 1,451Jun-10 SPX 19-Mar-11 1225 C 618Jun-10 SPX 19-Mar-11 1250 C 4,385Jun-10 SPX 19-Mar-11 1250 P 7Jun-10 SPX 19-Mar-11 1275 C 478Jun-10 SPX 19-Mar-11 1300 C 13,447Jun-10 SPX 19-Mar-11 1300 P 5,000Jun-10 SPX 19-Mar-11 1350 C 505Jun-10 SPX 19-Mar-11 1400 C 9Jun-10 SPX 19-Mar-11 1425 C 15Jun-10 SPX 19-Mar-11 1450 C 118Jun-10 SPX 19-Mar-11 1475 C 75Jun-10 SPX 19-Mar-11 1525 C 20Jun-10 SPX 18-Jun-11 100 P 50Jun-10 SPX 18-Jun-11 200 P 25Jun-10 SPX 18-Jun-11 300 P 3Jun-10 SPX 18-Jun-11 375 P 10Jun-10 SPX 18-Jun-11 400 P 396Jun-10 SPX 18-Jun-11 500 P 994Jun-10 SPX 18-Jun-11 525 P 20Jun-10 SPX 18-Jun-11 550 P 4,650Jun-10 SPX 18-Jun-11 600 P 3,954Jun-10 SPX 18-Jun-11 650 P 1,335
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 18-Jun-11 700 P 327Jun-10 SPX 18-Jun-11 750 P 4,545Jun-10 SPX 18-Jun-11 775 P 2,010Jun-10 SPX 18-Jun-11 800 P 5,129Jun-10 SPX 18-Jun-11 825 P 3,509Jun-10 SPX 18-Jun-11 850 P 162Jun-10 SPX 18-Jun-11 875 P 2,503Jun-10 SPX 18-Jun-11 900 C 2Jun-10 SPX 18-Jun-11 900 P 8,308Jun-10 SPX 18-Jun-11 925 P 5Jun-10 SPX 18-Jun-11 950 C 5Jun-10 SPX 18-Jun-11 950 P 8,467Jun-10 SPX 18-Jun-11 975 P 252Jun-10 SPX 18-Jun-11 1000 C 909Jun-10 SPX 18-Jun-11 1000 P 2,290Jun-10 SPX 18-Jun-11 1025 C 102Jun-10 SPX 18-Jun-11 1025 P 277Jun-10 SPX 18-Jun-11 1050 C 2,110Jun-10 SPX 18-Jun-11 1050 P 8,319Jun-10 SPX 18-Jun-11 1060 P 4Jun-10 SPX 18-Jun-11 1075 C 4,566Jun-10 SPX 18-Jun-11 1075 P 2,851Jun-10 SPX 18-Jun-11 1100 C 9,986Jun-10 SPX 18-Jun-11 1100 P 8,658Jun-10 SPX 18-Jun-11 1125 C 1,990Jun-10 SPX 18-Jun-11 1125 P 2,304Jun-10 SPX 18-Jun-11 1150 C 4,728Jun-10 SPX 18-Jun-11 1150 P 304Jun-10 SPX 18-Jun-11 1175 C 1,966Jun-10 SPX 18-Jun-11 1175 P 321Jun-10 SPX 18-Jun-11 1200 C 15,209Jun-10 SPX 18-Jun-11 1200 P 15Jun-10 SPX 18-Jun-11 1225 C 1,635Jun-10 SPX 18-Jun-11 1225 P 1,000Jun-10 SPX 18-Jun-11 1250 C 8,450Jun-10 SPX 18-Jun-11 1275 C 10Jun-10 SPX 18-Jun-11 1275 P 1Jun-10 SPX 18-Jun-11 1300 C 2,270Jun-10 SPX 18-Jun-11 1300 P 252Jun-10 SPX 18-Jun-11 1325 C 4Jun-10 SPX 18-Jun-11 1350 C 2,227Jun-10 SPX 18-Jun-11 1400 C 1,325Jun-10 SPX 18-Jun-11 1500 C 1,714Jun-10 SPX 18-Jun-11 1600 C 10Jun-10 SPX 18-Jun-11 1600 P 20Jun-10 SPX 18-Jun-11 1650 C 20Jun-10 SPX 18-Jun-11 1700 C 20Jun-10 SPX 18-Jun-11 1700 P 36
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 18-Jun-11 1800 C 1Jun-10 SPX 18-Jun-11 1800 P 35Jun-10 SPX 18-Jun-11 1900 P 116Jun-10 SPX 18-Jun-11 2000 C 3Jun-10 SPX 18-Jun-11 2000 P 156Jun-10 SPX 18-Jun-11 2250 P 101Jun-10 SPX 18-Jun-11 2500 P 102Jun-10 SPX 17-Dec-11 50 P 718Jun-10 SPX 17-Dec-11 100 P 175Jun-10 SPX 17-Dec-11 150 P 2Jun-10 SPX 17-Dec-11 200 P 6,496Jun-10 SPX 17-Dec-11 225 P 890Jun-10 SPX 17-Dec-11 250 P 10,787Jun-10 SPX 17-Dec-11 275 P 14Jun-10 SPX 17-Dec-11 300 P 3,022Jun-10 SPX 17-Dec-11 325 P 3Jun-10 SPX 17-Dec-11 350 P 500Jun-10 SPX 17-Dec-11 400 P 8,886Jun-10 SPX 17-Dec-11 425 P 10Jun-10 SPX 17-Dec-11 475 P 65Jun-10 SPX 17-Dec-11 500 P 1,113Jun-10 SPX 17-Dec-11 525 P 40Jun-10 SPX 17-Dec-11 550 P 7,650Jun-10 SPX 17-Dec-11 600 P 2,805Jun-10 SPX 17-Dec-11 650 P 5,423Jun-10 SPX 17-Dec-11 700 P 16,872Jun-10 SPX 17-Dec-11 750 P 7,722Jun-10 SPX 17-Dec-11 800 P 24,166Jun-10 SPX 17-Dec-11 825 P 76Jun-10 SPX 17-Dec-11 850 P 10,576Jun-10 SPX 17-Dec-11 900 C 1,002Jun-10 SPX 17-Dec-11 900 P 21,502Jun-10 SPX 17-Dec-11 920 C 1Jun-10 SPX 17-Dec-11 950 P 6,051Jun-10 SPX 17-Dec-11 975 P 500Jun-10 SPX 17-Dec-11 1000 C 1,652Jun-10 SPX 17-Dec-11 1000 P 11,311Jun-10 SPX 17-Dec-11 1025 C 4Jun-10 SPX 17-Dec-11 1025 P 400Jun-10 SPX 17-Dec-11 1050 C 1,541Jun-10 SPX 17-Dec-11 1050 P 10,071Jun-10 SPX 17-Dec-11 1075 C 200Jun-10 SPX 17-Dec-11 1075 P 1,600Jun-10 SPX 17-Dec-11 1100 C 30,337Jun-10 SPX 17-Dec-11 1100 P 16,732Jun-10 SPX 17-Dec-11 1125 C 1,669Jun-10 SPX 17-Dec-11 1125 P 365Jun-10 SPX 17-Dec-11 1150 C 8,150
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 17-Dec-11 1150 P 5,850Jun-10 SPX 17-Dec-11 1175 P 45Jun-10 SPX 17-Dec-11 1200 C 3,191Jun-10 SPX 17-Dec-11 1200 P 3,025Jun-10 SPX 17-Dec-11 1225 C 500Jun-10 SPX 17-Dec-11 1250 C 6,744Jun-10 SPX 17-Dec-11 1275 C 850Jun-10 SPX 17-Dec-11 1300 C 16,980Jun-10 SPX 17-Dec-11 1300 P 14Jun-10 SPX 17-Dec-11 1350 C 1,704Jun-10 SPX 17-Dec-11 1350 P 1Jun-10 SPX 17-Dec-11 1400 C 20,345Jun-10 SPX 17-Dec-11 1450 C 805Jun-10 SPX 17-Dec-11 1500 C 18,441Jun-10 SPX 17-Dec-11 1700 C 1,000Jun-10 SPX 17-Dec-11 1700 P 4Jun-10 SPX 17-Dec-11 1800 P 2Jun-10 SPX 17-Dec-11 1900 P 4Jun-10 SPX 17-Dec-11 2000 C 255Jun-10 SPX 17-Dec-11 2000 P 20Jun-10 SPX 16-Jun-12 100 P 10Jun-10 SPX 16-Jun-12 825 P 20Jun-10 SPX 16-Jun-12 850 P 210Jun-10 SPX 16-Jun-12 900 P 1,100Jun-10 SPX 16-Jun-12 1050 C 250Jun-10 SPX 16-Jun-12 1050 P 4,250Jun-10 SPX 16-Jun-12 1075 C 100Jun-10 SPX 16-Jun-12 1075 P 100Jun-10 SPX 16-Jun-12 1125 C 80Jun-10 SPX 16-Jun-12 1200 C 50Jun-10 SPX 16-Jun-12 1225 P 2Jun-10 SPX 16-Jun-12 1250 C 1,000Jun-10 SPX 16-Jun-12 1275 C 60Jun-10 SPX 16-Jun-12 1325 C 25Jun-10 SPX 16-Jun-12 1450 C 10Jun-10 SPX 22-Dec-12 100 P 809Jun-10 SPX 22-Dec-12 200 P 578Jun-10 SPX 22-Dec-12 250 P 186Jun-10 SPX 22-Dec-12 300 C 2Jun-10 SPX 22-Dec-12 300 P 324Jun-10 SPX 22-Dec-12 350 P 210Jun-10 SPX 22-Dec-12 400 C 1Jun-10 SPX 22-Dec-12 400 P 156Jun-10 SPX 22-Dec-12 450 P 42Jun-10 SPX 22-Dec-12 500 C 1Jun-10 SPX 22-Dec-12 500 P 6,671Jun-10 SPX 22-Dec-12 550 P 9,000Jun-10 SPX 22-Dec-12 600 P 14,665
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 22-Dec-12 650 P 706Jun-10 SPX 22-Dec-12 700 C 5Jun-10 SPX 22-Dec-12 700 P 1,113Jun-10 SPX 22-Dec-12 750 P 9Jun-10 SPX 22-Dec-12 800 P 3,066Jun-10 SPX 22-Dec-12 825 P 13Jun-10 SPX 22-Dec-12 850 P 4,055Jun-10 SPX 22-Dec-12 900 C 2Jun-10 SPX 22-Dec-12 900 P 16,434Jun-10 SPX 22-Dec-12 925 P 200Jun-10 SPX 22-Dec-12 950 C 259Jun-10 SPX 22-Dec-12 950 P 5,422Jun-10 SPX 22-Dec-12 975 P 1Jun-10 SPX 22-Dec-12 1000 C 9,374Jun-10 SPX 22-Dec-12 1000 P 9,213Jun-10 SPX 22-Dec-12 1025 C 20Jun-10 SPX 22-Dec-12 1025 P 6Jun-10 SPX 22-Dec-12 1050 C 765Jun-10 SPX 22-Dec-12 1050 P 3,152Jun-10 SPX 22-Dec-12 1075 C 2,201Jun-10 SPX 22-Dec-12 1075 P 595Jun-10 SPX 22-Dec-12 1100 C 10,297Jun-10 SPX 22-Dec-12 1100 P 6,772Jun-10 SPX 22-Dec-12 1125 C 1,025Jun-10 SPX 22-Dec-12 1125 P 6Jun-10 SPX 22-Dec-12 1150 C 222Jun-10 SPX 22-Dec-12 1150 P 7,430Jun-10 SPX 22-Dec-12 1175 C 355Jun-10 SPX 22-Dec-12 1175 P 355Jun-10 SPX 22-Dec-12 1200 C 7,227Jun-10 SPX 22-Dec-12 1200 P 3,002Jun-10 SPX 22-Dec-12 1250 C 7Jun-10 SPX 22-Dec-12 1250 P 7Jun-10 SPX 22-Dec-12 1300 C 13,985Jun-10 SPX 22-Dec-12 1300 P 5Jun-10 SPX 22-Dec-12 1350 C 90Jun-10 SPX 22-Dec-12 1350 P 1Jun-10 SPX 22-Dec-12 1400 C 20,961Jun-10 SPX 22-Dec-12 1400 P 6Jun-10 SPX 22-Dec-12 1450 C 3,310Jun-10 SPX 22-Dec-12 1450 P 700Jun-10 SPX 22-Dec-12 1500 C 435Jun-10 SPX 22-Dec-12 1550 C 836Jun-10 SPX 22-Dec-12 1600 C 7,258Jun-10 SPX 22-Dec-12 1700 P 18Jun-10 SPX 22-Dec-12 1800 C 5,553Jun-10 SPX 22-Dec-12 1800 P 17Jun-10 SPX 22-Dec-12 1900 C 5,500
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-10 SPX 22-Dec-12 1900 P 54Jun-10 SPX 22-Dec-12 2000 C 4,836Jun-10 SPX 22-Dec-12 2000 P 106Jun-10 SPX 22-Dec-12 2250 C 2Jun-10 SPX 22-Dec-12 2250 P 121Jun-10 SPX 22-Dec-12 2500 P 170Jul-10 SPX 17-Jul-10 500 C 675Jul-10 SPX 17-Jul-10 500 P 675Jul-10 SPX 17-Jul-10 575 P 4Jul-10 SPX 17-Jul-10 650 C 1Jul-10 SPX 17-Jul-10 665 P 50Jul-10 SPX 17-Jul-10 675 P 12Jul-10 SPX 17-Jul-10 695 P 1Jul-10 SPX 17-Jul-10 700 C 13Jul-10 SPX 17-Jul-10 700 P 8Jul-10 SPX 17-Jul-10 705 P 2Jul-10 SPX 17-Jul-10 715 P 47Jul-10 SPX 17-Jul-10 720 P 32Jul-10 SPX 17-Jul-10 725 C 1Jul-10 SPX 17-Jul-10 725 P 302Jul-10 SPX 17-Jul-10 730 P 37Jul-10 SPX 17-Jul-10 735 P 32Jul-10 SPX 17-Jul-10 740 P 40Jul-10 SPX 17-Jul-10 745 P 32Jul-10 SPX 17-Jul-10 750 C 4Jul-10 SPX 17-Jul-10 750 P 255Jul-10 SPX 17-Jul-10 755 P 71Jul-10 SPX 17-Jul-10 760 P 55Jul-10 SPX 17-Jul-10 765 P 34Jul-10 SPX 17-Jul-10 770 P 49Jul-10 SPX 17-Jul-10 775 C 1Jul-10 SPX 17-Jul-10 775 P 145Jul-10 SPX 17-Jul-10 780 P 80Jul-10 SPX 17-Jul-10 785 P 10Jul-10 SPX 17-Jul-10 790 P 27Jul-10 SPX 17-Jul-10 795 P 20,104Jul-10 SPX 17-Jul-10 800 C 1Jul-10 SPX 17-Jul-10 800 P 12,339Jul-10 SPX 17-Jul-10 805 P 47Jul-10 SPX 17-Jul-10 810 P 95Jul-10 SPX 17-Jul-10 815 C 70Jul-10 SPX 17-Jul-10 815 P 52Jul-10 SPX 17-Jul-10 820 P 74Jul-10 SPX 17-Jul-10 825 C 5Jul-10 SPX 17-Jul-10 825 P 7,762Jul-10 SPX 17-Jul-10 830 P 109Jul-10 SPX 17-Jul-10 835 P 36Jul-10 SPX 17-Jul-10 840 P 410
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 17-Jul-10 845 P 14,987Jul-10 SPX 17-Jul-10 850 C 1Jul-10 SPX 17-Jul-10 850 P 20,068Jul-10 SPX 17-Jul-10 855 P 202Jul-10 SPX 17-Jul-10 860 P 294Jul-10 SPX 17-Jul-10 865 P 408Jul-10 SPX 17-Jul-10 870 P 7,192Jul-10 SPX 17-Jul-10 875 P 12,155Jul-10 SPX 17-Jul-10 880 C 5Jul-10 SPX 17-Jul-10 880 P 4,002Jul-10 SPX 17-Jul-10 885 P 2,133Jul-10 SPX 17-Jul-10 890 C 70Jul-10 SPX 17-Jul-10 890 P 5,606Jul-10 SPX 17-Jul-10 895 C 10Jul-10 SPX 17-Jul-10 895 P 3,458Jul-10 SPX 17-Jul-10 900 C 19Jul-10 SPX 17-Jul-10 900 P 53,294Jul-10 SPX 17-Jul-10 905 P 3,236Jul-10 SPX 17-Jul-10 910 P 2,712Jul-10 SPX 17-Jul-10 915 P 6,016Jul-10 SPX 17-Jul-10 920 C 3Jul-10 SPX 17-Jul-10 920 P 1,389Jul-10 SPX 17-Jul-10 925 C 5Jul-10 SPX 17-Jul-10 925 P 42,986Jul-10 SPX 17-Jul-10 930 C 24Jul-10 SPX 17-Jul-10 930 P 8,342Jul-10 SPX 17-Jul-10 935 C 5Jul-10 SPX 17-Jul-10 935 P 6,867Jul-10 SPX 17-Jul-10 940 C 8Jul-10 SPX 17-Jul-10 940 P 18,487Jul-10 SPX 17-Jul-10 945 P 7,546Jul-10 SPX 17-Jul-10 950 C 194Jul-10 SPX 17-Jul-10 950 P 114,064Jul-10 SPX 17-Jul-10 955 C 12Jul-10 SPX 17-Jul-10 955 P 6,184Jul-10 SPX 17-Jul-10 960 C 27Jul-10 SPX 17-Jul-10 960 P 24,289Jul-10 SPX 17-Jul-10 965 C 28Jul-10 SPX 17-Jul-10 965 P 2,479Jul-10 SPX 17-Jul-10 970 C 6Jul-10 SPX 17-Jul-10 970 P 27,952Jul-10 SPX 17-Jul-10 975 C 153Jul-10 SPX 17-Jul-10 975 P 68,232Jul-10 SPX 17-Jul-10 980 C 96Jul-10 SPX 17-Jul-10 980 P 27,773Jul-10 SPX 17-Jul-10 985 C 24Jul-10 SPX 17-Jul-10 985 P 6,873Jul-10 SPX 17-Jul-10 990 C 66
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 17-Jul-10 990 P 5,878Jul-10 SPX 17-Jul-10 995 C 52Jul-10 SPX 17-Jul-10 995 P 5,282Jul-10 SPX 17-Jul-10 1000 C 10,077Jul-10 SPX 17-Jul-10 1000 P 173,297Jul-10 SPX 17-Jul-10 1005 C 14Jul-10 SPX 17-Jul-10 1005 P 7,551Jul-10 SPX 17-Jul-10 1010 C 1,886Jul-10 SPX 17-Jul-10 1010 P 12,383Jul-10 SPX 17-Jul-10 1015 C 191Jul-10 SPX 17-Jul-10 1015 P 6,789Jul-10 SPX 17-Jul-10 1020 C 959Jul-10 SPX 17-Jul-10 1020 P 24,634Jul-10 SPX 17-Jul-10 1025 C 40,068Jul-10 SPX 17-Jul-10 1025 P 153,438Jul-10 SPX 17-Jul-10 1030 C 4,173Jul-10 SPX 17-Jul-10 1030 P 18,370Jul-10 SPX 17-Jul-10 1035 C 5,375Jul-10 SPX 17-Jul-10 1035 P 9,635Jul-10 SPX 17-Jul-10 1040 C 14,598Jul-10 SPX 17-Jul-10 1040 P 27,903Jul-10 SPX 17-Jul-10 1045 C 7,974Jul-10 SPX 17-Jul-10 1045 P 14,928Jul-10 SPX 17-Jul-10 1050 C 306,986Jul-10 SPX 17-Jul-10 1050 P 345,118Jul-10 SPX 17-Jul-10 1055 C 4,393Jul-10 SPX 17-Jul-10 1055 P 9,048Jul-10 SPX 17-Jul-10 1060 C 24,560Jul-10 SPX 17-Jul-10 1060 P 40,571Jul-10 SPX 17-Jul-10 1065 C 4,341Jul-10 SPX 17-Jul-10 1065 P 9,434Jul-10 SPX 17-Jul-10 1070 C 14,043Jul-10 SPX 17-Jul-10 1070 P 37,266Jul-10 SPX 17-Jul-10 1075 C 122,288Jul-10 SPX 17-Jul-10 1075 P 78,369Jul-10 SPX 17-Jul-10 1080 C 32,672Jul-10 SPX 17-Jul-10 1080 P 33,292Jul-10 SPX 17-Jul-10 1085 C 17,352Jul-10 SPX 17-Jul-10 1085 P 14,648Jul-10 SPX 17-Jul-10 1090 C 48,886Jul-10 SPX 17-Jul-10 1090 P 25,862Jul-10 SPX 17-Jul-10 1095 C 26,180Jul-10 SPX 17-Jul-10 1095 P 2,402Jul-10 SPX 17-Jul-10 1100 C 269,032Jul-10 SPX 17-Jul-10 1100 P 43,484Jul-10 SPX 17-Jul-10 1105 C 64,911Jul-10 SPX 17-Jul-10 1105 P 1,060Jul-10 SPX 17-Jul-10 1110 C 36,700
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 17-Jul-10 1110 P 190Jul-10 SPX 17-Jul-10 1115 C 25,070Jul-10 SPX 17-Jul-10 1115 P 3,576Jul-10 SPX 17-Jul-10 1120 C 22,889Jul-10 SPX 17-Jul-10 1120 P 625Jul-10 SPX 17-Jul-10 1125 C 148,759Jul-10 SPX 17-Jul-10 1125 P 3,405Jul-10 SPX 17-Jul-10 1130 C 21,185Jul-10 SPX 17-Jul-10 1130 P 137Jul-10 SPX 17-Jul-10 1135 C 9,529Jul-10 SPX 17-Jul-10 1135 P 3,163Jul-10 SPX 17-Jul-10 1140 C 18,021Jul-10 SPX 17-Jul-10 1140 P 157Jul-10 SPX 17-Jul-10 1145 C 5,139Jul-10 SPX 17-Jul-10 1145 P 129Jul-10 SPX 17-Jul-10 1150 C 58,042Jul-10 SPX 17-Jul-10 1150 P 1,637Jul-10 SPX 17-Jul-10 1155 C 3,332Jul-10 SPX 17-Jul-10 1155 P 112Jul-10 SPX 17-Jul-10 1160 C 4,530Jul-10 SPX 17-Jul-10 1160 P 46Jul-10 SPX 17-Jul-10 1165 C 2,344Jul-10 SPX 17-Jul-10 1165 P 45Jul-10 SPX 17-Jul-10 1170 C 10,959Jul-10 SPX 17-Jul-10 1170 P 64Jul-10 SPX 17-Jul-10 1175 C 52,038Jul-10 SPX 17-Jul-10 1175 P 134Jul-10 SPX 17-Jul-10 1180 C 13,949Jul-10 SPX 17-Jul-10 1180 P 54Jul-10 SPX 17-Jul-10 1185 C 5,997Jul-10 SPX 17-Jul-10 1185 P 79Jul-10 SPX 17-Jul-10 1190 C 2,854Jul-10 SPX 17-Jul-10 1190 P 86Jul-10 SPX 17-Jul-10 1195 C 16,245Jul-10 SPX 17-Jul-10 1195 P 34Jul-10 SPX 17-Jul-10 1200 C 18,012Jul-10 SPX 17-Jul-10 1200 P 91Jul-10 SPX 17-Jul-10 1205 C 2,475Jul-10 SPX 17-Jul-10 1205 P 33Jul-10 SPX 17-Jul-10 1210 C 2,342Jul-10 SPX 17-Jul-10 1210 P 32Jul-10 SPX 17-Jul-10 1215 C 817Jul-10 SPX 17-Jul-10 1215 P 20Jul-10 SPX 17-Jul-10 1220 C 106Jul-10 SPX 17-Jul-10 1220 P 79Jul-10 SPX 17-Jul-10 1225 C 4,819Jul-10 SPX 17-Jul-10 1225 P 136Jul-10 SPX 17-Jul-10 1230 C 137
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 17-Jul-10 1230 P 10Jul-10 SPX 17-Jul-10 1235 P 14Jul-10 SPX 17-Jul-10 1240 C 109Jul-10 SPX 17-Jul-10 1245 C 30Jul-10 SPX 17-Jul-10 1250 C 2,907Jul-10 SPX 17-Jul-10 1250 P 35Jul-10 SPX 17-Jul-10 1255 P 1Jul-10 SPX 17-Jul-10 1260 C 301Jul-10 SPX 17-Jul-10 1270 C 1Jul-10 SPX 17-Jul-10 1270 P 3Jul-10 SPX 17-Jul-10 1275 C 2,024Jul-10 SPX 17-Jul-10 1275 P 25Jul-10 SPX 17-Jul-10 1295 P 3Jul-10 SPX 17-Jul-10 1300 C 73Jul-10 SPX 17-Jul-10 1300 P 58Jul-10 SPX 17-Jul-10 1350 P 16Jul-10 SPX 17-Jul-10 1400 P 8Jul-10 SPX 17-Jul-10 1500 C 675Jul-10 SPX 17-Jul-10 1500 P 675Jul-10 SPX 21-Aug-10 300 C 12Jul-10 SPX 21-Aug-10 400 P 20Jul-10 SPX 21-Aug-10 500 C 300Jul-10 SPX 21-Aug-10 500 P 1,466Jul-10 SPX 21-Aug-10 550 P 1,652Jul-10 SPX 21-Aug-10 600 P 12,523Jul-10 SPX 21-Aug-10 610 P 6,849Jul-10 SPX 21-Aug-10 620 P 6,249Jul-10 SPX 21-Aug-10 625 P 8,175Jul-10 SPX 21-Aug-10 640 P 7,167Jul-10 SPX 21-Aug-10 650 P 9,991Jul-10 SPX 21-Aug-10 660 P 6,559Jul-10 SPX 21-Aug-10 670 P 5,298Jul-10 SPX 21-Aug-10 675 P 5,753Jul-10 SPX 21-Aug-10 680 P 3,443Jul-10 SPX 21-Aug-10 685 P 2,945Jul-10 SPX 21-Aug-10 690 P 3,246Jul-10 SPX 21-Aug-10 695 P 3,090Jul-10 SPX 21-Aug-10 700 C 20Jul-10 SPX 21-Aug-10 700 P 10,358Jul-10 SPX 21-Aug-10 705 P 3,436Jul-10 SPX 21-Aug-10 710 P 3,446Jul-10 SPX 21-Aug-10 715 P 3,596Jul-10 SPX 21-Aug-10 720 P 3,432Jul-10 SPX 21-Aug-10 725 C 77Jul-10 SPX 21-Aug-10 725 P 6,631Jul-10 SPX 21-Aug-10 730 P 3,977Jul-10 SPX 21-Aug-10 735 P 3,397Jul-10 SPX 21-Aug-10 740 P 3,433
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 21-Aug-10 745 P 3,306Jul-10 SPX 21-Aug-10 750 C 73Jul-10 SPX 21-Aug-10 750 P 16,685Jul-10 SPX 21-Aug-10 755 P 3,011Jul-10 SPX 21-Aug-10 760 P 3,241Jul-10 SPX 21-Aug-10 765 P 2,903Jul-10 SPX 21-Aug-10 770 P 3,251Jul-10 SPX 21-Aug-10 775 C 113Jul-10 SPX 21-Aug-10 775 P 13,874Jul-10 SPX 21-Aug-10 780 P 3,498Jul-10 SPX 21-Aug-10 785 P 3,361Jul-10 SPX 21-Aug-10 790 P 9,095Jul-10 SPX 21-Aug-10 795 P 3,293Jul-10 SPX 21-Aug-10 800 C 83Jul-10 SPX 21-Aug-10 800 P 89,654Jul-10 SPX 21-Aug-10 805 P 3,405Jul-10 SPX 21-Aug-10 810 P 3,955Jul-10 SPX 21-Aug-10 815 P 6,211Jul-10 SPX 21-Aug-10 820 P 9,537Jul-10 SPX 21-Aug-10 825 C 76Jul-10 SPX 21-Aug-10 825 P 16,912Jul-10 SPX 21-Aug-10 830 P 4,812Jul-10 SPX 21-Aug-10 835 P 3,402Jul-10 SPX 21-Aug-10 840 P 8,441Jul-10 SPX 21-Aug-10 845 P 3,535Jul-10 SPX 21-Aug-10 850 C 76Jul-10 SPX 21-Aug-10 850 P 60,714Jul-10 SPX 21-Aug-10 855 P 2,334Jul-10 SPX 21-Aug-10 860 P 14,814Jul-10 SPX 21-Aug-10 865 P 4,402Jul-10 SPX 21-Aug-10 870 P 3,742Jul-10 SPX 21-Aug-10 875 C 112Jul-10 SPX 21-Aug-10 875 P 68,876Jul-10 SPX 21-Aug-10 880 P 8,837Jul-10 SPX 21-Aug-10 885 C 35Jul-10 SPX 21-Aug-10 885 P 3,525Jul-10 SPX 21-Aug-10 890 C 35Jul-10 SPX 21-Aug-10 890 P 10,088Jul-10 SPX 21-Aug-10 895 P 3,453Jul-10 SPX 21-Aug-10 900 C 193Jul-10 SPX 21-Aug-10 900 P 146,341Jul-10 SPX 21-Aug-10 905 P 2,861Jul-10 SPX 21-Aug-10 910 P 9,261Jul-10 SPX 21-Aug-10 915 P 7,295Jul-10 SPX 21-Aug-10 920 C 1Jul-10 SPX 21-Aug-10 920 P 9,946Jul-10 SPX 21-Aug-10 925 C 11Jul-10 SPX 21-Aug-10 925 P 58,365
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 21-Aug-10 930 C 9Jul-10 SPX 21-Aug-10 930 P 23,536Jul-10 SPX 21-Aug-10 935 C 1Jul-10 SPX 21-Aug-10 935 P 5,836Jul-10 SPX 21-Aug-10 940 C 5Jul-10 SPX 21-Aug-10 940 P 23,285Jul-10 SPX 21-Aug-10 945 C 1Jul-10 SPX 21-Aug-10 945 P 3,792Jul-10 SPX 21-Aug-10 950 C 222Jul-10 SPX 21-Aug-10 950 P 214,051Jul-10 SPX 21-Aug-10 955 P 12,335Jul-10 SPX 21-Aug-10 960 C 5Jul-10 SPX 21-Aug-10 960 P 24,025Jul-10 SPX 21-Aug-10 965 C 22Jul-10 SPX 21-Aug-10 965 P 3,616Jul-10 SPX 21-Aug-10 970 C 26Jul-10 SPX 21-Aug-10 970 P 16,240Jul-10 SPX 21-Aug-10 975 C 8,922Jul-10 SPX 21-Aug-10 975 P 54,273Jul-10 SPX 21-Aug-10 980 C 185Jul-10 SPX 21-Aug-10 980 P 14,452Jul-10 SPX 21-Aug-10 985 C 4Jul-10 SPX 21-Aug-10 985 P 7,340Jul-10 SPX 21-Aug-10 990 C 139Jul-10 SPX 21-Aug-10 990 P 19,782Jul-10 SPX 21-Aug-10 995 C 28Jul-10 SPX 21-Aug-10 995 P 3,397Jul-10 SPX 21-Aug-10 1000 C 39,240Jul-10 SPX 21-Aug-10 1000 P 261,656Jul-10 SPX 21-Aug-10 1005 C 58Jul-10 SPX 21-Aug-10 1005 P 4,832Jul-10 SPX 21-Aug-10 1010 C 503Jul-10 SPX 21-Aug-10 1010 P 32,147Jul-10 SPX 21-Aug-10 1015 C 522Jul-10 SPX 21-Aug-10 1015 P 5,306Jul-10 SPX 21-Aug-10 1020 C 205Jul-10 SPX 21-Aug-10 1020 P 25,898Jul-10 SPX 21-Aug-10 1025 C 12,623Jul-10 SPX 21-Aug-10 1025 P 123,299Jul-10 SPX 21-Aug-10 1030 C 3,526Jul-10 SPX 21-Aug-10 1030 P 14,455Jul-10 SPX 21-Aug-10 1035 C 3,166Jul-10 SPX 21-Aug-10 1035 P 7,705Jul-10 SPX 21-Aug-10 1040 C 4,269Jul-10 SPX 21-Aug-10 1040 P 46,178Jul-10 SPX 21-Aug-10 1045 C 5,409Jul-10 SPX 21-Aug-10 1045 P 4,059Jul-10 SPX 21-Aug-10 1050 C 212,896
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 21-Aug-10 1050 P 326,209Jul-10 SPX 21-Aug-10 1055 C 2,693Jul-10 SPX 21-Aug-10 1055 P 7,991Jul-10 SPX 21-Aug-10 1060 C 1,378Jul-10 SPX 21-Aug-10 1060 P 35,077Jul-10 SPX 21-Aug-10 1065 C 3,452Jul-10 SPX 21-Aug-10 1065 P 6,022Jul-10 SPX 21-Aug-10 1070 C 3,121Jul-10 SPX 21-Aug-10 1070 P 34,038Jul-10 SPX 21-Aug-10 1075 C 114,228Jul-10 SPX 21-Aug-10 1075 P 47,816Jul-10 SPX 21-Aug-10 1080 C 8,823Jul-10 SPX 21-Aug-10 1080 P 15,392Jul-10 SPX 21-Aug-10 1085 C 13,431Jul-10 SPX 21-Aug-10 1085 P 3,868Jul-10 SPX 21-Aug-10 1090 C 9,941Jul-10 SPX 21-Aug-10 1090 P 8,152Jul-10 SPX 21-Aug-10 1095 C 25,550Jul-10 SPX 21-Aug-10 1095 P 1,361Jul-10 SPX 21-Aug-10 1100 C 267,249Jul-10 SPX 21-Aug-10 1100 P 104,479Jul-10 SPX 21-Aug-10 1105 C 11,526Jul-10 SPX 21-Aug-10 1105 P 3,522Jul-10 SPX 21-Aug-10 1110 C 18,821Jul-10 SPX 21-Aug-10 1110 P 4,417Jul-10 SPX 21-Aug-10 1115 C 30,190Jul-10 SPX 21-Aug-10 1115 P 473Jul-10 SPX 21-Aug-10 1120 C 31,961Jul-10 SPX 21-Aug-10 1120 P 1,816Jul-10 SPX 21-Aug-10 1125 C 134,161Jul-10 SPX 21-Aug-10 1125 P 6,709Jul-10 SPX 21-Aug-10 1130 C 32,791Jul-10 SPX 21-Aug-10 1130 P 480Jul-10 SPX 21-Aug-10 1135 C 17,677Jul-10 SPX 21-Aug-10 1135 P 177Jul-10 SPX 21-Aug-10 1140 C 42,095Jul-10 SPX 21-Aug-10 1140 P 287Jul-10 SPX 21-Aug-10 1145 C 12,325Jul-10 SPX 21-Aug-10 1145 P 72Jul-10 SPX 21-Aug-10 1150 C 146,074Jul-10 SPX 21-Aug-10 1150 P 1,439Jul-10 SPX 21-Aug-10 1155 C 16,554Jul-10 SPX 21-Aug-10 1155 P 123Jul-10 SPX 21-Aug-10 1160 C 27,401Jul-10 SPX 21-Aug-10 1160 P 125Jul-10 SPX 21-Aug-10 1165 C 9,836Jul-10 SPX 21-Aug-10 1165 P 63Jul-10 SPX 21-Aug-10 1170 C 20,512
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 21-Aug-10 1170 P 1,889Jul-10 SPX 21-Aug-10 1175 C 82,851Jul-10 SPX 21-Aug-10 1175 P 3,122Jul-10 SPX 21-Aug-10 1180 C 18,221Jul-10 SPX 21-Aug-10 1180 P 846Jul-10 SPX 21-Aug-10 1185 C 9,568Jul-10 SPX 21-Aug-10 1185 P 76Jul-10 SPX 21-Aug-10 1190 C 13,010Jul-10 SPX 21-Aug-10 1190 P 586Jul-10 SPX 21-Aug-10 1195 C 10,574Jul-10 SPX 21-Aug-10 1195 P 659Jul-10 SPX 21-Aug-10 1200 C 25,778Jul-10 SPX 21-Aug-10 1200 P 2,473Jul-10 SPX 21-Aug-10 1205 C 3,035Jul-10 SPX 21-Aug-10 1205 P 45Jul-10 SPX 21-Aug-10 1210 C 14,705Jul-10 SPX 21-Aug-10 1210 P 18Jul-10 SPX 21-Aug-10 1215 C 4,988Jul-10 SPX 21-Aug-10 1215 P 20Jul-10 SPX 21-Aug-10 1220 C 1,815Jul-10 SPX 21-Aug-10 1220 P 84Jul-10 SPX 21-Aug-10 1225 C 11,711Jul-10 SPX 21-Aug-10 1225 P 210Jul-10 SPX 21-Aug-10 1230 C 27,391Jul-10 SPX 21-Aug-10 1230 P 64Jul-10 SPX 21-Aug-10 1235 C 1,260Jul-10 SPX 21-Aug-10 1235 P 15Jul-10 SPX 21-Aug-10 1240 C 11,912Jul-10 SPX 21-Aug-10 1240 P 45Jul-10 SPX 21-Aug-10 1245 C 3,451Jul-10 SPX 21-Aug-10 1250 C 10,346Jul-10 SPX 21-Aug-10 1250 P 79Jul-10 SPX 21-Aug-10 1255 C 1,013Jul-10 SPX 21-Aug-10 1260 C 7,088Jul-10 SPX 21-Aug-10 1265 C 942Jul-10 SPX 21-Aug-10 1270 C 1,118Jul-10 SPX 21-Aug-10 1275 C 1,899Jul-10 SPX 21-Aug-10 1275 P 34Jul-10 SPX 21-Aug-10 1280 C 1,219Jul-10 SPX 21-Aug-10 1290 C 1,188Jul-10 SPX 21-Aug-10 1300 C 3,597Jul-10 SPX 21-Aug-10 1310 C 136Jul-10 SPX 21-Aug-10 1320 C 36Jul-10 SPX 21-Aug-10 1325 C 291Jul-10 SPX 21-Aug-10 1325 P 60Jul-10 SPX 21-Aug-10 1330 C 50Jul-10 SPX 21-Aug-10 1350 C 123Jul-10 SPX 21-Aug-10 1360 C 10
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 21-Aug-10 1375 C 67Jul-10 SPX 21-Aug-10 1375 P 30Jul-10 SPX 21-Aug-10 1380 C 9Jul-10 SPX 21-Aug-10 1400 C 64Jul-10 SPX 21-Aug-10 1425 C 50Jul-10 SPX 21-Aug-10 1500 C 300Jul-10 SPX 21-Aug-10 1500 P 300Jul-10 SPX 18-Sep-10 200 C 2Jul-10 SPX 18-Sep-10 300 C 6Jul-10 SPX 18-Sep-10 450 P 100Jul-10 SPX 18-Sep-10 475 P 103Jul-10 SPX 18-Sep-10 500 C 9,625Jul-10 SPX 18-Sep-10 500 P 13,070Jul-10 SPX 18-Sep-10 550 P 9,601Jul-10 SPX 18-Sep-10 600 P 7,302Jul-10 SPX 18-Sep-10 650 P 14,670Jul-10 SPX 18-Sep-10 655 P 130Jul-10 SPX 18-Sep-10 660 P 56Jul-10 SPX 18-Sep-10 665 P 54Jul-10 SPX 18-Sep-10 670 P 50Jul-10 SPX 18-Sep-10 675 P 5,547Jul-10 SPX 18-Sep-10 700 C 7Jul-10 SPX 18-Sep-10 700 P 86,730Jul-10 SPX 18-Sep-10 710 P 620Jul-10 SPX 18-Sep-10 720 P 630Jul-10 SPX 18-Sep-10 725 C 25Jul-10 SPX 18-Sep-10 725 P 1,092Jul-10 SPX 18-Sep-10 730 C 25Jul-10 SPX 18-Sep-10 730 P 725Jul-10 SPX 18-Sep-10 740 P 878Jul-10 SPX 18-Sep-10 750 C 50Jul-10 SPX 18-Sep-10 750 P 10,524Jul-10 SPX 18-Sep-10 755 P 733Jul-10 SPX 18-Sep-10 760 P 501Jul-10 SPX 18-Sep-10 765 P 2,007Jul-10 SPX 18-Sep-10 770 P 20Jul-10 SPX 18-Sep-10 775 C 10Jul-10 SPX 18-Sep-10 775 P 1,097Jul-10 SPX 18-Sep-10 780 C 10Jul-10 SPX 18-Sep-10 780 P 4,214Jul-10 SPX 18-Sep-10 785 P 2Jul-10 SPX 18-Sep-10 790 P 119Jul-10 SPX 18-Sep-10 795 P 20Jul-10 SPX 18-Sep-10 800 C 3Jul-10 SPX 18-Sep-10 800 P 58,753Jul-10 SPX 18-Sep-10 805 P 15Jul-10 SPX 18-Sep-10 810 P 77Jul-10 SPX 18-Sep-10 815 P 15
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 18-Sep-10 820 P 43Jul-10 SPX 18-Sep-10 825 P 9,362Jul-10 SPX 18-Sep-10 830 P 6Jul-10 SPX 18-Sep-10 835 P 13Jul-10 SPX 18-Sep-10 840 P 10Jul-10 SPX 18-Sep-10 845 P 6Jul-10 SPX 18-Sep-10 850 C 50Jul-10 SPX 18-Sep-10 850 P 61,416Jul-10 SPX 18-Sep-10 855 P 3Jul-10 SPX 18-Sep-10 860 P 1,741Jul-10 SPX 18-Sep-10 865 P 506Jul-10 SPX 18-Sep-10 870 P 2,975Jul-10 SPX 18-Sep-10 875 C 12Jul-10 SPX 18-Sep-10 875 P 19,614Jul-10 SPX 18-Sep-10 880 P 1,316Jul-10 SPX 18-Sep-10 885 P 32Jul-10 SPX 18-Sep-10 890 P 23,242Jul-10 SPX 18-Sep-10 895 P 1,012Jul-10 SPX 18-Sep-10 900 C 1,047Jul-10 SPX 18-Sep-10 900 P 138,018Jul-10 SPX 18-Sep-10 905 P 131Jul-10 SPX 18-Sep-10 910 P 3,545Jul-10 SPX 18-Sep-10 915 P 45Jul-10 SPX 18-Sep-10 920 C 20Jul-10 SPX 18-Sep-10 920 P 2,893Jul-10 SPX 18-Sep-10 925 C 88Jul-10 SPX 18-Sep-10 925 P 30,495Jul-10 SPX 18-Sep-10 930 C 10Jul-10 SPX 18-Sep-10 930 P 1,300Jul-10 SPX 18-Sep-10 935 C 1Jul-10 SPX 18-Sep-10 935 P 310Jul-10 SPX 18-Sep-10 940 P 5,131Jul-10 SPX 18-Sep-10 945 C 10Jul-10 SPX 18-Sep-10 945 P 582Jul-10 SPX 18-Sep-10 950 C 371Jul-10 SPX 18-Sep-10 950 P 79,509Jul-10 SPX 18-Sep-10 955 P 17Jul-10 SPX 18-Sep-10 960 C 2Jul-10 SPX 18-Sep-10 960 P 1,156Jul-10 SPX 18-Sep-10 965 P 62Jul-10 SPX 18-Sep-10 970 P 5,345Jul-10 SPX 18-Sep-10 975 C 251Jul-10 SPX 18-Sep-10 975 P 30,130Jul-10 SPX 18-Sep-10 980 C 20,001Jul-10 SPX 18-Sep-10 980 P 462Jul-10 SPX 18-Sep-10 985 P 3,829Jul-10 SPX 18-Sep-10 990 C 47Jul-10 SPX 18-Sep-10 990 P 7,058
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 18-Sep-10 995 P 47Jul-10 SPX 18-Sep-10 1000 C 3,720Jul-10 SPX 18-Sep-10 1000 P 153,519Jul-10 SPX 18-Sep-10 1005 C 68Jul-10 SPX 18-Sep-10 1005 P 117Jul-10 SPX 18-Sep-10 1010 C 13,654Jul-10 SPX 18-Sep-10 1010 P 23,438Jul-10 SPX 18-Sep-10 1015 C 15,398Jul-10 SPX 18-Sep-10 1015 P 17,806Jul-10 SPX 18-Sep-10 1020 C 24,585Jul-10 SPX 18-Sep-10 1020 P 28,475Jul-10 SPX 18-Sep-10 1025 C 29,289Jul-10 SPX 18-Sep-10 1025 P 90,481Jul-10 SPX 18-Sep-10 1030 C 13,429Jul-10 SPX 18-Sep-10 1030 P 59,355Jul-10 SPX 18-Sep-10 1035 C 23,976Jul-10 SPX 18-Sep-10 1035 P 25,010Jul-10 SPX 18-Sep-10 1040 C 7,291Jul-10 SPX 18-Sep-10 1040 P 20,700Jul-10 SPX 18-Sep-10 1045 C 10,327Jul-10 SPX 18-Sep-10 1045 P 10,581Jul-10 SPX 18-Sep-10 1050 C 146,399Jul-10 SPX 18-Sep-10 1050 P 210,012Jul-10 SPX 18-Sep-10 1055 C 5,746Jul-10 SPX 18-Sep-10 1055 P 6,258Jul-10 SPX 18-Sep-10 1060 C 31,956Jul-10 SPX 18-Sep-10 1060 P 38,052Jul-10 SPX 18-Sep-10 1065 C 47,399Jul-10 SPX 18-Sep-10 1065 P 47,155Jul-10 SPX 18-Sep-10 1070 C 38,033Jul-10 SPX 18-Sep-10 1070 P 142,948Jul-10 SPX 18-Sep-10 1075 C 72,802Jul-10 SPX 18-Sep-10 1075 P 84,947Jul-10 SPX 18-Sep-10 1080 C 46,266Jul-10 SPX 18-Sep-10 1080 P 30,036Jul-10 SPX 18-Sep-10 1085 C 33,829Jul-10 SPX 18-Sep-10 1085 P 32,240Jul-10 SPX 18-Sep-10 1090 C 67,080Jul-10 SPX 18-Sep-10 1090 P 139,799Jul-10 SPX 18-Sep-10 1095 C 26,769Jul-10 SPX 18-Sep-10 1095 P 25,873Jul-10 SPX 18-Sep-10 1100 C 151,414Jul-10 SPX 18-Sep-10 1100 P 77,967Jul-10 SPX 18-Sep-10 1105 C 18,218Jul-10 SPX 18-Sep-10 1105 P 18,390Jul-10 SPX 18-Sep-10 1110 C 28,210Jul-10 SPX 18-Sep-10 1110 P 25,012Jul-10 SPX 18-Sep-10 1115 C 8,463
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 18-Sep-10 1115 P 5,310Jul-10 SPX 18-Sep-10 1120 C 2,895Jul-10 SPX 18-Sep-10 1120 P 3,874Jul-10 SPX 18-Sep-10 1125 C 47,226Jul-10 SPX 18-Sep-10 1125 P 1,872Jul-10 SPX 18-Sep-10 1130 C 30,042Jul-10 SPX 18-Sep-10 1130 P 29Jul-10 SPX 18-Sep-10 1135 C 64Jul-10 SPX 18-Sep-10 1135 P 7Jul-10 SPX 18-Sep-10 1140 C 5,568Jul-10 SPX 18-Sep-10 1140 P 619Jul-10 SPX 18-Sep-10 1145 C 9,394Jul-10 SPX 18-Sep-10 1145 P 14Jul-10 SPX 18-Sep-10 1150 C 86,321Jul-10 SPX 18-Sep-10 1150 P 5,473Jul-10 SPX 18-Sep-10 1155 C 1,683Jul-10 SPX 18-Sep-10 1155 P 1,518Jul-10 SPX 18-Sep-10 1160 C 18,325Jul-10 SPX 18-Sep-10 1160 P 8Jul-10 SPX 18-Sep-10 1165 C 1,276Jul-10 SPX 18-Sep-10 1165 P 2Jul-10 SPX 18-Sep-10 1170 C 11,130Jul-10 SPX 18-Sep-10 1170 P 5Jul-10 SPX 18-Sep-10 1175 C 62,711Jul-10 SPX 18-Sep-10 1175 P 9,641Jul-10 SPX 18-Sep-10 1180 C 3,521Jul-10 SPX 18-Sep-10 1180 P 4,779Jul-10 SPX 18-Sep-10 1185 C 5,326Jul-10 SPX 18-Sep-10 1185 P 1,000Jul-10 SPX 18-Sep-10 1190 C 4,288Jul-10 SPX 18-Sep-10 1190 P 230Jul-10 SPX 18-Sep-10 1195 C 16,916Jul-10 SPX 18-Sep-10 1195 P 1,652Jul-10 SPX 18-Sep-10 1200 C 76,682Jul-10 SPX 18-Sep-10 1200 P 7,117Jul-10 SPX 18-Sep-10 1205 C 5,721Jul-10 SPX 18-Sep-10 1205 P 2,700Jul-10 SPX 18-Sep-10 1210 C 3,795Jul-10 SPX 18-Sep-10 1215 C 157Jul-10 SPX 18-Sep-10 1220 C 411Jul-10 SPX 18-Sep-10 1225 C 20,507Jul-10 SPX 18-Sep-10 1230 C 519Jul-10 SPX 18-Sep-10 1230 P 13Jul-10 SPX 18-Sep-10 1235 P 13Jul-10 SPX 18-Sep-10 1240 C 98Jul-10 SPX 18-Sep-10 1250 C 3,411Jul-10 SPX 18-Sep-10 1255 C 209Jul-10 SPX 18-Sep-10 1260 C 20
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 18-Sep-10 1260 P 14Jul-10 SPX 18-Sep-10 1275 C 5,834Jul-10 SPX 18-Sep-10 1280 C 2,163Jul-10 SPX 18-Sep-10 1290 C 256Jul-10 SPX 18-Sep-10 1300 C 5,047Jul-10 SPX 18-Sep-10 1325 C 22Jul-10 SPX 18-Sep-10 1350 C 8Jul-10 SPX 18-Sep-10 1350 P 60Jul-10 SPX 18-Sep-10 1375 C 9Jul-10 SPX 18-Sep-10 1375 P 34Jul-10 SPX 18-Sep-10 1400 P 35Jul-10 SPX 18-Sep-10 1500 C 9,625Jul-10 SPX 18-Sep-10 1500 P 9,626Jul-10 SPX 16-Oct-10 300 P 1Jul-10 SPX 16-Oct-10 400 P 110Jul-10 SPX 16-Oct-10 450 P 107Jul-10 SPX 16-Oct-10 500 C 1,500Jul-10 SPX 16-Oct-10 500 P 1,584Jul-10 SPX 16-Oct-10 550 P 106Jul-10 SPX 16-Oct-10 600 P 555Jul-10 SPX 16-Oct-10 625 P 635Jul-10 SPX 16-Oct-10 650 P 967Jul-10 SPX 16-Oct-10 675 P 854Jul-10 SPX 16-Oct-10 695 P 100Jul-10 SPX 16-Oct-10 700 C 4Jul-10 SPX 16-Oct-10 700 P 2,843Jul-10 SPX 16-Oct-10 710 P 200Jul-10 SPX 16-Oct-10 720 P 350Jul-10 SPX 16-Oct-10 725 P 1,212Jul-10 SPX 16-Oct-10 730 P 200Jul-10 SPX 16-Oct-10 740 P 200Jul-10 SPX 16-Oct-10 750 P 864Jul-10 SPX 16-Oct-10 775 P 539Jul-10 SPX 16-Oct-10 800 P 3,919Jul-10 SPX 16-Oct-10 825 P 4,358Jul-10 SPX 16-Oct-10 830 P 1Jul-10 SPX 16-Oct-10 840 P 31Jul-10 SPX 16-Oct-10 850 P 6,183Jul-10 SPX 16-Oct-10 860 P 1Jul-10 SPX 16-Oct-10 875 P 764Jul-10 SPX 16-Oct-10 880 P 51Jul-10 SPX 16-Oct-10 890 P 22Jul-10 SPX 16-Oct-10 900 C 1,000Jul-10 SPX 16-Oct-10 900 P 7,857Jul-10 SPX 16-Oct-10 920 P 10Jul-10 SPX 16-Oct-10 925 P 8,489Jul-10 SPX 16-Oct-10 940 P 8Jul-10 SPX 16-Oct-10 950 C 153
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 16-Oct-10 950 P 10,273Jul-10 SPX 16-Oct-10 960 P 248Jul-10 SPX 16-Oct-10 970 P 1Jul-10 SPX 16-Oct-10 975 C 3Jul-10 SPX 16-Oct-10 975 P 8,709Jul-10 SPX 16-Oct-10 980 P 5Jul-10 SPX 16-Oct-10 990 C 1Jul-10 SPX 16-Oct-10 990 P 7Jul-10 SPX 16-Oct-10 1000 C 267Jul-10 SPX 16-Oct-10 1000 P 30,109Jul-10 SPX 16-Oct-10 1010 P 1,105Jul-10 SPX 16-Oct-10 1020 C 6Jul-10 SPX 16-Oct-10 1020 P 36Jul-10 SPX 16-Oct-10 1025 C 3,184Jul-10 SPX 16-Oct-10 1025 P 18,377Jul-10 SPX 16-Oct-10 1030 P 11Jul-10 SPX 16-Oct-10 1040 P 873Jul-10 SPX 16-Oct-10 1050 C 10,198Jul-10 SPX 16-Oct-10 1050 P 25,559Jul-10 SPX 16-Oct-10 1060 C 2Jul-10 SPX 16-Oct-10 1060 P 1,346Jul-10 SPX 16-Oct-10 1070 C 566Jul-10 SPX 16-Oct-10 1070 P 467Jul-10 SPX 16-Oct-10 1075 C 10,082Jul-10 SPX 16-Oct-10 1075 P 12,381Jul-10 SPX 16-Oct-10 1080 C 92Jul-10 SPX 16-Oct-10 1080 P 1,009Jul-10 SPX 16-Oct-10 1090 C 1,010Jul-10 SPX 16-Oct-10 1090 P 1,009Jul-10 SPX 16-Oct-10 1100 C 22,176Jul-10 SPX 16-Oct-10 1100 P 53,280Jul-10 SPX 16-Oct-10 1110 C 471Jul-10 SPX 16-Oct-10 1110 P 261Jul-10 SPX 16-Oct-10 1120 C 1,811Jul-10 SPX 16-Oct-10 1120 P 30Jul-10 SPX 16-Oct-10 1125 C 7,883Jul-10 SPX 16-Oct-10 1125 P 691Jul-10 SPX 16-Oct-10 1130 C 31Jul-10 SPX 16-Oct-10 1140 C 2,012Jul-10 SPX 16-Oct-10 1150 C 11,025Jul-10 SPX 16-Oct-10 1150 P 1Jul-10 SPX 16-Oct-10 1160 C 288Jul-10 SPX 16-Oct-10 1170 C 91Jul-10 SPX 16-Oct-10 1175 C 7,189Jul-10 SPX 16-Oct-10 1175 P 1Jul-10 SPX 16-Oct-10 1180 C 4,018Jul-10 SPX 16-Oct-10 1190 C 97Jul-10 SPX 16-Oct-10 1195 C 503
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 16-Oct-10 1200 C 4,228Jul-10 SPX 16-Oct-10 1200 P 100Jul-10 SPX 16-Oct-10 1210 C 225Jul-10 SPX 16-Oct-10 1220 C 4,096Jul-10 SPX 16-Oct-10 1225 C 2,657Jul-10 SPX 16-Oct-10 1230 C 10Jul-10 SPX 16-Oct-10 1240 C 614Jul-10 SPX 16-Oct-10 1250 C 575Jul-10 SPX 16-Oct-10 1250 P 2Jul-10 SPX 16-Oct-10 1255 C 503Jul-10 SPX 16-Oct-10 1260 C 204Jul-10 SPX 16-Oct-10 1270 C 3Jul-10 SPX 16-Oct-10 1275 P 4Jul-10 SPX 16-Oct-10 1280 C 1Jul-10 SPX 16-Oct-10 1300 C 1Jul-10 SPX 16-Oct-10 1350 C 10Jul-10 SPX 16-Oct-10 1375 C 102Jul-10 SPX 16-Oct-10 1500 C 1,500Jul-10 SPX 16-Oct-10 1500 P 1,500Jul-10 SPX 20-Nov-10 600 P 1,917Jul-10 SPX 20-Nov-10 650 P 200Jul-10 SPX 20-Nov-10 675 P 225Jul-10 SPX 20-Nov-10 700 P 904Jul-10 SPX 20-Nov-10 725 P 306Jul-10 SPX 20-Nov-10 750 P 921Jul-10 SPX 20-Nov-10 775 P 6Jul-10 SPX 20-Nov-10 800 P 158Jul-10 SPX 20-Nov-10 825 P 47Jul-10 SPX 20-Nov-10 850 P 644Jul-10 SPX 20-Nov-10 875 P 85Jul-10 SPX 20-Nov-10 900 P 3,646Jul-10 SPX 20-Nov-10 925 P 20Jul-10 SPX 20-Nov-10 950 P 4,921Jul-10 SPX 20-Nov-10 975 P 259Jul-10 SPX 20-Nov-10 1000 P 1,067Jul-10 SPX 20-Nov-10 1025 P 1,427Jul-10 SPX 20-Nov-10 1050 P 2,799Jul-10 SPX 20-Nov-10 1075 C 980Jul-10 SPX 20-Nov-10 1075 P 4,145Jul-10 SPX 20-Nov-10 1100 C 2,122Jul-10 SPX 20-Nov-10 1100 P 2,974Jul-10 SPX 20-Nov-10 1125 C 70Jul-10 SPX 20-Nov-10 1125 P 1Jul-10 SPX 20-Nov-10 1150 C 385Jul-10 SPX 20-Nov-10 1150 P 1Jul-10 SPX 20-Nov-10 1175 C 410Jul-10 SPX 20-Nov-10 1175 P 1Jul-10 SPX 20-Nov-10 1200 C 409
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 20-Nov-10 1225 C 1,799Jul-10 SPX 20-Nov-10 1250 C 174Jul-10 SPX 20-Nov-10 1275 C 264Jul-10 SPX 18-Dec-10 100 P 20Jul-10 SPX 18-Dec-10 200 P 1,618Jul-10 SPX 18-Dec-10 250 P 64Jul-10 SPX 18-Dec-10 300 C 2Jul-10 SPX 18-Dec-10 300 P 418Jul-10 SPX 18-Dec-10 325 P 271Jul-10 SPX 18-Dec-10 350 C 2Jul-10 SPX 18-Dec-10 350 P 607Jul-10 SPX 18-Dec-10 400 P 4,368Jul-10 SPX 18-Dec-10 425 P 3,573Jul-10 SPX 18-Dec-10 450 P 1,313Jul-10 SPX 18-Dec-10 475 P 481Jul-10 SPX 18-Dec-10 500 C 12,270Jul-10 SPX 18-Dec-10 500 P 43,090Jul-10 SPX 18-Dec-10 525 P 5,192Jul-10 SPX 18-Dec-10 550 P 13,343Jul-10 SPX 18-Dec-10 575 P 4,439Jul-10 SPX 18-Dec-10 600 C 20Jul-10 SPX 18-Dec-10 600 P 11,858Jul-10 SPX 18-Dec-10 650 P 14,741Jul-10 SPX 18-Dec-10 675 C 1Jul-10 SPX 18-Dec-10 675 P 50Jul-10 SPX 18-Dec-10 700 C 11Jul-10 SPX 18-Dec-10 700 P 7,374Jul-10 SPX 18-Dec-10 725 P 277Jul-10 SPX 18-Dec-10 750 P 5,184Jul-10 SPX 18-Dec-10 775 P 85Jul-10 SPX 18-Dec-10 800 C 7Jul-10 SPX 18-Dec-10 800 P 41,695Jul-10 SPX 18-Dec-10 825 P 2,415Jul-10 SPX 18-Dec-10 840 P 56Jul-10 SPX 18-Dec-10 850 P 18,080Jul-10 SPX 18-Dec-10 875 C 480Jul-10 SPX 18-Dec-10 875 P 4,929Jul-10 SPX 18-Dec-10 900 C 1,152Jul-10 SPX 18-Dec-10 900 P 43,321Jul-10 SPX 18-Dec-10 925 P 7,732Jul-10 SPX 18-Dec-10 930 C 4Jul-10 SPX 18-Dec-10 930 P 2,252Jul-10 SPX 18-Dec-10 935 P 16Jul-10 SPX 18-Dec-10 940 P 802Jul-10 SPX 18-Dec-10 945 C 4Jul-10 SPX 18-Dec-10 945 P 20Jul-10 SPX 18-Dec-10 950 C 3,138Jul-10 SPX 18-Dec-10 950 P 24,612
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 18-Dec-10 975 C 7Jul-10 SPX 18-Dec-10 975 P 11,856Jul-10 SPX 18-Dec-10 1000 C 2,030Jul-10 SPX 18-Dec-10 1000 P 69,683Jul-10 SPX 18-Dec-10 1025 C 13,836Jul-10 SPX 18-Dec-10 1025 P 31,425Jul-10 SPX 18-Dec-10 1030 C 804Jul-10 SPX 18-Dec-10 1030 P 1,842Jul-10 SPX 18-Dec-10 1035 P 25Jul-10 SPX 18-Dec-10 1040 C 116Jul-10 SPX 18-Dec-10 1040 P 961Jul-10 SPX 18-Dec-10 1045 C 400Jul-10 SPX 18-Dec-10 1045 P 509Jul-10 SPX 18-Dec-10 1050 C 17,468Jul-10 SPX 18-Dec-10 1050 P 40,739Jul-10 SPX 18-Dec-10 1055 P 118Jul-10 SPX 18-Dec-10 1060 C 10Jul-10 SPX 18-Dec-10 1060 P 2,392Jul-10 SPX 18-Dec-10 1065 C 128Jul-10 SPX 18-Dec-10 1065 P 189Jul-10 SPX 18-Dec-10 1070 C 913Jul-10 SPX 18-Dec-10 1070 P 6,417Jul-10 SPX 18-Dec-10 1075 C 11,130Jul-10 SPX 18-Dec-10 1075 P 15,478Jul-10 SPX 18-Dec-10 1100 C 45,509Jul-10 SPX 18-Dec-10 1100 P 37,755Jul-10 SPX 18-Dec-10 1105 C 290Jul-10 SPX 18-Dec-10 1105 P 41Jul-10 SPX 18-Dec-10 1110 C 316Jul-10 SPX 18-Dec-10 1110 P 2,506Jul-10 SPX 18-Dec-10 1115 C 2,280Jul-10 SPX 18-Dec-10 1115 P 64Jul-10 SPX 18-Dec-10 1120 C 424Jul-10 SPX 18-Dec-10 1120 P 12Jul-10 SPX 18-Dec-10 1125 C 26,688Jul-10 SPX 18-Dec-10 1125 P 2,375Jul-10 SPX 18-Dec-10 1150 C 32,737Jul-10 SPX 18-Dec-10 1150 P 5,146Jul-10 SPX 18-Dec-10 1175 C 14,933Jul-10 SPX 18-Dec-10 1175 P 571Jul-10 SPX 18-Dec-10 1200 C 61,534Jul-10 SPX 18-Dec-10 1200 P 1,801Jul-10 SPX 18-Dec-10 1220 C 100Jul-10 SPX 18-Dec-10 1225 C 6,565Jul-10 SPX 18-Dec-10 1225 P 49Jul-10 SPX 18-Dec-10 1235 C 8Jul-10 SPX 18-Dec-10 1240 C 200Jul-10 SPX 18-Dec-10 1250 C 26,009
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 18-Dec-10 1255 C 180Jul-10 SPX 18-Dec-10 1260 C 102Jul-10 SPX 18-Dec-10 1265 C 100Jul-10 SPX 18-Dec-10 1270 C 1,500Jul-10 SPX 18-Dec-10 1275 C 956Jul-10 SPX 18-Dec-10 1295 C 200Jul-10 SPX 18-Dec-10 1300 C 13,964Jul-10 SPX 18-Dec-10 1300 P 258Jul-10 SPX 18-Dec-10 1320 C 4,862Jul-10 SPX 18-Dec-10 1325 C 2,613Jul-10 SPX 18-Dec-10 1325 P 1Jul-10 SPX 18-Dec-10 1350 C 966Jul-10 SPX 18-Dec-10 1350 P 240Jul-10 SPX 18-Dec-10 1375 C 1,675Jul-10 SPX 18-Dec-10 1400 C 4,199Jul-10 SPX 18-Dec-10 1400 P 16Jul-10 SPX 18-Dec-10 1425 C 203Jul-10 SPX 18-Dec-10 1450 C 154Jul-10 SPX 18-Dec-10 1500 C 14,353Jul-10 SPX 18-Dec-10 1500 P 12,260Jul-10 SPX 18-Dec-10 1550 C 194Jul-10 SPX 18-Dec-10 1600 C 665Jul-10 SPX 18-Dec-10 1700 C 1,028Jul-10 SPX 18-Dec-10 1800 C 521Jul-10 SPX 18-Dec-10 1900 C 170Jul-10 SPX 18-Dec-10 2000 C 9Jul-10 SPX 18-Dec-10 2000 P 16Jul-10 SPX 18-Dec-10 2100 C 4Jul-10 SPX 18-Dec-10 2150 C 26Jul-10 SPX 18-Dec-10 2250 P 4Jul-10 SPX 18-Dec-10 2500 C 20Jul-10 SPX 18-Dec-10 2500 P 80Jul-10 SPX 19-Mar-11 100 P 100Jul-10 SPX 19-Mar-11 300 P 5Jul-10 SPX 19-Mar-11 400 P 24Jul-10 SPX 19-Mar-11 425 P 360Jul-10 SPX 19-Mar-11 475 P 20Jul-10 SPX 19-Mar-11 500 P 2,314Jul-10 SPX 19-Mar-11 550 P 129Jul-10 SPX 19-Mar-11 600 P 1,190Jul-10 SPX 19-Mar-11 650 P 44Jul-10 SPX 19-Mar-11 700 P 13,388Jul-10 SPX 19-Mar-11 750 P 9Jul-10 SPX 19-Mar-11 800 P 1,157Jul-10 SPX 19-Mar-11 825 P 10Jul-10 SPX 19-Mar-11 850 P 7,590Jul-10 SPX 19-Mar-11 875 P 82Jul-10 SPX 19-Mar-11 900 P 10,580
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 19-Mar-11 925 C 500Jul-10 SPX 19-Mar-11 925 P 10,473Jul-10 SPX 19-Mar-11 950 C 4Jul-10 SPX 19-Mar-11 950 P 7,701Jul-10 SPX 19-Mar-11 975 C 2Jul-10 SPX 19-Mar-11 975 P 5,788Jul-10 SPX 19-Mar-11 1000 C 2,750Jul-10 SPX 19-Mar-11 1000 P 8,404Jul-10 SPX 19-Mar-11 1025 C 952Jul-10 SPX 19-Mar-11 1025 P 1,776Jul-10 SPX 19-Mar-11 1050 C 6,991Jul-10 SPX 19-Mar-11 1050 P 9,054Jul-10 SPX 19-Mar-11 1075 C 634Jul-10 SPX 19-Mar-11 1075 P 4,662Jul-10 SPX 19-Mar-11 1100 C 7,272Jul-10 SPX 19-Mar-11 1100 P 6,166Jul-10 SPX 19-Mar-11 1125 C 7,936Jul-10 SPX 19-Mar-11 1125 P 198Jul-10 SPX 19-Mar-11 1150 C 3,352Jul-10 SPX 19-Mar-11 1150 P 132Jul-10 SPX 19-Mar-11 1175 C 7,373Jul-10 SPX 19-Mar-11 1175 P 100Jul-10 SPX 19-Mar-11 1200 C 10,003Jul-10 SPX 19-Mar-11 1200 P 202Jul-10 SPX 19-Mar-11 1225 C 4,510Jul-10 SPX 19-Mar-11 1250 C 4,508Jul-10 SPX 19-Mar-11 1250 P 3Jul-10 SPX 19-Mar-11 1275 C 3,450Jul-10 SPX 19-Mar-11 1300 C 6,820Jul-10 SPX 19-Mar-11 1300 P 10Jul-10 SPX 19-Mar-11 1325 P 1Jul-10 SPX 19-Mar-11 1350 C 34Jul-10 SPX 19-Mar-11 1375 C 10Jul-10 SPX 19-Mar-11 1400 C 9,720Jul-10 SPX 19-Mar-11 1425 C 52Jul-10 SPX 19-Mar-11 1450 C 50Jul-10 SPX 19-Mar-11 1475 C 25Jul-10 SPX 19-Mar-11 1500 C 25Jul-10 SPX 19-Mar-11 1525 C 18Jul-10 SPX 19-Mar-11 1550 C 18Jul-10 SPX 18-Jun-11 100 P 24Jul-10 SPX 18-Jun-11 300 P 5Jul-10 SPX 18-Jun-11 350 P 1Jul-10 SPX 18-Jun-11 375 P 15Jul-10 SPX 18-Jun-11 400 P 481Jul-10 SPX 18-Jun-11 450 P 25Jul-10 SPX 18-Jun-11 500 P 3Jul-10 SPX 18-Jun-11 525 P 15
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 18-Jun-11 550 P 23Jul-10 SPX 18-Jun-11 600 P 141Jul-10 SPX 18-Jun-11 650 P 80Jul-10 SPX 18-Jun-11 700 P 15,550Jul-10 SPX 18-Jun-11 750 P 409Jul-10 SPX 18-Jun-11 800 P 388Jul-10 SPX 18-Jun-11 825 P 646Jul-10 SPX 18-Jun-11 850 P 4,054Jul-10 SPX 18-Jun-11 875 P 4Jul-10 SPX 18-Jun-11 900 P 9,096Jul-10 SPX 18-Jun-11 925 P 1,550Jul-10 SPX 18-Jun-11 950 C 125Jul-10 SPX 18-Jun-11 950 P 7,876Jul-10 SPX 18-Jun-11 975 P 1,693Jul-10 SPX 18-Jun-11 1000 C 1,455Jul-10 SPX 18-Jun-11 1000 P 4,822Jul-10 SPX 18-Jun-11 1025 C 1,256Jul-10 SPX 18-Jun-11 1025 P 876Jul-10 SPX 18-Jun-11 1050 C 10,495Jul-10 SPX 18-Jun-11 1050 P 15,922Jul-10 SPX 18-Jun-11 1060 C 23Jul-10 SPX 18-Jun-11 1060 P 6Jul-10 SPX 18-Jun-11 1075 C 5,253Jul-10 SPX 18-Jun-11 1075 P 3,253Jul-10 SPX 18-Jun-11 1100 C 14,555Jul-10 SPX 18-Jun-11 1100 P 17,580Jul-10 SPX 18-Jun-11 1125 C 7,625Jul-10 SPX 18-Jun-11 1125 P 223Jul-10 SPX 18-Jun-11 1150 C 1,017Jul-10 SPX 18-Jun-11 1150 P 5Jul-10 SPX 18-Jun-11 1175 C 4,420Jul-10 SPX 18-Jun-11 1175 P 100Jul-10 SPX 18-Jun-11 1200 C 8,229Jul-10 SPX 18-Jun-11 1200 P 4Jul-10 SPX 18-Jun-11 1225 C 1,700Jul-10 SPX 18-Jun-11 1250 C 5,777Jul-10 SPX 18-Jun-11 1275 C 450Jul-10 SPX 18-Jun-11 1300 C 6,451Jul-10 SPX 18-Jun-11 1300 P 755Jul-10 SPX 18-Jun-11 1350 C 2,550Jul-10 SPX 18-Jun-11 1400 C 10,600Jul-10 SPX 18-Jun-11 1500 C 404Jul-10 SPX 18-Jun-11 1550 C 201Jul-10 SPX 18-Jun-11 1600 C 10Jul-10 SPX 18-Jun-11 1650 C 100Jul-10 SPX 18-Jun-11 1700 C 5Jul-10 SPX 18-Jun-11 1800 C 1Jul-10 SPX 18-Jun-11 1800 P 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 18-Jun-11 2000 P 2Jul-10 SPX 18-Jun-11 2500 P 54Jul-10 SPX 17-Dec-11 50 P 118Jul-10 SPX 17-Dec-11 100 P 36Jul-10 SPX 17-Dec-11 150 P 66Jul-10 SPX 17-Dec-11 200 P 2,866Jul-10 SPX 17-Dec-11 225 P 165Jul-10 SPX 17-Dec-11 250 P 5,719Jul-10 SPX 17-Dec-11 275 P 285Jul-10 SPX 17-Dec-11 280 P 141Jul-10 SPX 17-Dec-11 300 C 2Jul-10 SPX 17-Dec-11 300 P 248Jul-10 SPX 17-Dec-11 325 P 90Jul-10 SPX 17-Dec-11 350 C 2Jul-10 SPX 17-Dec-11 400 P 10,834Jul-10 SPX 17-Dec-11 450 P 64Jul-10 SPX 17-Dec-11 500 P 116Jul-10 SPX 17-Dec-11 525 P 5Jul-10 SPX 17-Dec-11 550 P 4Jul-10 SPX 17-Dec-11 600 C 5Jul-10 SPX 17-Dec-11 600 P 4,819Jul-10 SPX 17-Dec-11 650 P 1,430Jul-10 SPX 17-Dec-11 700 P 5,690Jul-10 SPX 17-Dec-11 750 P 963Jul-10 SPX 17-Dec-11 800 P 1,545Jul-10 SPX 17-Dec-11 850 P 4,533Jul-10 SPX 17-Dec-11 900 C 105Jul-10 SPX 17-Dec-11 900 P 14,741Jul-10 SPX 17-Dec-11 920 P 400Jul-10 SPX 17-Dec-11 925 P 500Jul-10 SPX 17-Dec-11 950 C 1Jul-10 SPX 17-Dec-11 950 P 1,837Jul-10 SPX 17-Dec-11 975 P 1,100Jul-10 SPX 17-Dec-11 1000 C 1,300Jul-10 SPX 17-Dec-11 1000 P 7,691Jul-10 SPX 17-Dec-11 1025 C 1,300Jul-10 SPX 17-Dec-11 1025 P 1,110Jul-10 SPX 17-Dec-11 1050 C 5,382Jul-10 SPX 17-Dec-11 1050 P 8,383Jul-10 SPX 17-Dec-11 1075 C 2,162Jul-10 SPX 17-Dec-11 1075 P 2,510Jul-10 SPX 17-Dec-11 1100 C 13,465Jul-10 SPX 17-Dec-11 1100 P 15,057Jul-10 SPX 17-Dec-11 1125 C 1,350Jul-10 SPX 17-Dec-11 1125 P 1,151Jul-10 SPX 17-Dec-11 1150 C 2,900Jul-10 SPX 17-Dec-11 1150 P 700Jul-10 SPX 17-Dec-11 1175 C 450
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 17-Dec-11 1175 P 450Jul-10 SPX 17-Dec-11 1200 C 5,233Jul-10 SPX 17-Dec-11 1200 P 51Jul-10 SPX 17-Dec-11 1225 C 20Jul-10 SPX 17-Dec-11 1250 C 5,095Jul-10 SPX 17-Dec-11 1250 P 1,150Jul-10 SPX 17-Dec-11 1300 C 4,426Jul-10 SPX 17-Dec-11 1300 P 3Jul-10 SPX 17-Dec-11 1350 C 1,150Jul-10 SPX 17-Dec-11 1400 C 2,500Jul-10 SPX 17-Dec-11 1450 C 100Jul-10 SPX 17-Dec-11 1500 C 510Jul-10 SPX 17-Dec-11 1500 P 1Jul-10 SPX 17-Dec-11 1600 C 12Jul-10 SPX 17-Dec-11 1900 C 4Jul-10 SPX 17-Dec-11 1900 P 4Jul-10 SPX 17-Dec-11 2000 C 662Jul-10 SPX 17-Dec-11 2000 P 39Jul-10 SPX 17-Dec-11 2250 P 75Jul-10 SPX 17-Dec-11 2500 P 209Jul-10 SPX 16-Jun-12 200 P 2,220Jul-10 SPX 16-Jun-12 650 P 1,200Jul-10 SPX 16-Jun-12 750 P 1,220Jul-10 SPX 16-Jun-12 800 P 400Jul-10 SPX 16-Jun-12 850 P 385Jul-10 SPX 16-Jun-12 925 P 100Jul-10 SPX 16-Jun-12 1000 P 350Jul-10 SPX 16-Jun-12 1050 C 1,750Jul-10 SPX 16-Jun-12 1050 P 350Jul-10 SPX 16-Jun-12 1075 C 1,800Jul-10 SPX 16-Jun-12 1100 C 320Jul-10 SPX 16-Jun-12 1100 P 2,820Jul-10 SPX 16-Jun-12 1200 C 100Jul-10 SPX 16-Jun-12 1200 P 2Jul-10 SPX 16-Jun-12 1300 C 1,000Jul-10 SPX 16-Jun-12 1500 C 7,120Jul-10 SPX 16-Jun-12 1800 P 5Jul-10 SPX 22-Dec-12 100 P 244Jul-10 SPX 22-Dec-12 200 C 2Jul-10 SPX 22-Dec-12 200 P 3,275Jul-10 SPX 22-Dec-12 250 P 78Jul-10 SPX 22-Dec-12 300 C 18Jul-10 SPX 22-Dec-12 300 P 115Jul-10 SPX 22-Dec-12 350 P 20Jul-10 SPX 22-Dec-12 400 P 142Jul-10 SPX 22-Dec-12 450 P 203Jul-10 SPX 22-Dec-12 500 P 623Jul-10 SPX 22-Dec-12 550 P 33
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 22-Dec-12 600 C 20Jul-10 SPX 22-Dec-12 600 P 605Jul-10 SPX 22-Dec-12 650 P 150Jul-10 SPX 22-Dec-12 700 C 10Jul-10 SPX 22-Dec-12 700 P 7,967Jul-10 SPX 22-Dec-12 750 P 252Jul-10 SPX 22-Dec-12 800 P 1,606Jul-10 SPX 22-Dec-12 825 P 3Jul-10 SPX 22-Dec-12 850 P 658Jul-10 SPX 22-Dec-12 900 C 205Jul-10 SPX 22-Dec-12 900 P 9,082Jul-10 SPX 22-Dec-12 925 P 1Jul-10 SPX 22-Dec-12 950 C 1,007Jul-10 SPX 22-Dec-12 950 P 3,722Jul-10 SPX 22-Dec-12 975 C 1Jul-10 SPX 22-Dec-12 1000 C 284Jul-10 SPX 22-Dec-12 1000 P 5,770Jul-10 SPX 22-Dec-12 1025 C 920Jul-10 SPX 22-Dec-12 1025 P 905Jul-10 SPX 22-Dec-12 1050 C 3,800Jul-10 SPX 22-Dec-12 1050 P 2,313Jul-10 SPX 22-Dec-12 1075 C 300Jul-10 SPX 22-Dec-12 1075 P 2,001Jul-10 SPX 22-Dec-12 1100 C 7,417Jul-10 SPX 22-Dec-12 1100 P 4,946Jul-10 SPX 22-Dec-12 1125 C 6Jul-10 SPX 22-Dec-12 1125 P 6Jul-10 SPX 22-Dec-12 1150 C 155Jul-10 SPX 22-Dec-12 1150 P 153Jul-10 SPX 22-Dec-12 1175 C 5Jul-10 SPX 22-Dec-12 1175 P 106Jul-10 SPX 22-Dec-12 1200 C 3,530Jul-10 SPX 22-Dec-12 1200 P 202Jul-10 SPX 22-Dec-12 1250 C 802Jul-10 SPX 22-Dec-12 1250 P 102Jul-10 SPX 22-Dec-12 1300 C 768Jul-10 SPX 22-Dec-12 1300 P 2Jul-10 SPX 22-Dec-12 1350 C 401Jul-10 SPX 22-Dec-12 1350 P 2Jul-10 SPX 22-Dec-12 1400 C 3,411Jul-10 SPX 22-Dec-12 1400 P 2Jul-10 SPX 22-Dec-12 1450 C 500Jul-10 SPX 22-Dec-12 1500 C 3,444Jul-10 SPX 22-Dec-12 1550 C 3,569Jul-10 SPX 22-Dec-12 1600 C 2,759Jul-10 SPX 22-Dec-12 1700 C 2,300Jul-10 SPX 22-Dec-12 1800 C 9,400Jul-10 SPX 22-Dec-12 1800 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-10 SPX 22-Dec-12 1900 C 3Jul-10 SPX 22-Dec-12 1900 P 4Jul-10 SPX 22-Dec-12 2000 C 175Jul-10 SPX 22-Dec-12 2000 P 48Jul-10 SPX 22-Dec-12 2250 P 79Jul-10 SPX 22-Dec-12 2500 P 343
Aug-10 SPX 21-Aug-10 300 P 1Aug-10 SPX 21-Aug-10 700 C 11Aug-10 SPX 21-Aug-10 715 C 195Aug-10 SPX 21-Aug-10 715 P 11Aug-10 SPX 21-Aug-10 720 C 260Aug-10 SPX 21-Aug-10 720 P 28Aug-10 SPX 21-Aug-10 725 C 256Aug-10 SPX 21-Aug-10 725 P 46Aug-10 SPX 21-Aug-10 730 C 120Aug-10 SPX 21-Aug-10 735 C 60Aug-10 SPX 21-Aug-10 740 C 120Aug-10 SPX 21-Aug-10 740 P 87Aug-10 SPX 21-Aug-10 745 C 60Aug-10 SPX 21-Aug-10 745 P 78Aug-10 SPX 21-Aug-10 750 P 825Aug-10 SPX 21-Aug-10 755 P 321Aug-10 SPX 21-Aug-10 760 P 173Aug-10 SPX 21-Aug-10 765 P 339Aug-10 SPX 21-Aug-10 770 P 214Aug-10 SPX 21-Aug-10 775 C 11Aug-10 SPX 21-Aug-10 775 P 3,404Aug-10 SPX 21-Aug-10 780 C 70Aug-10 SPX 21-Aug-10 780 P 33Aug-10 SPX 21-Aug-10 785 C 60Aug-10 SPX 21-Aug-10 785 P 35Aug-10 SPX 21-Aug-10 790 P 174Aug-10 SPX 21-Aug-10 795 P 344Aug-10 SPX 21-Aug-10 800 C 61Aug-10 SPX 21-Aug-10 800 P 5,977Aug-10 SPX 21-Aug-10 805 C 120Aug-10 SPX 21-Aug-10 805 P 128Aug-10 SPX 21-Aug-10 810 C 60Aug-10 SPX 21-Aug-10 810 P 178Aug-10 SPX 21-Aug-10 815 P 171Aug-10 SPX 21-Aug-10 820 C 60Aug-10 SPX 21-Aug-10 820 P 274Aug-10 SPX 21-Aug-10 825 C 60Aug-10 SPX 21-Aug-10 825 P 2,167Aug-10 SPX 21-Aug-10 830 P 189Aug-10 SPX 21-Aug-10 835 P 245Aug-10 SPX 21-Aug-10 840 C 60Aug-10 SPX 21-Aug-10 840 P 10,332
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 21-Aug-10 845 C 60Aug-10 SPX 21-Aug-10 845 P 165Aug-10 SPX 21-Aug-10 850 C 2Aug-10 SPX 21-Aug-10 850 P 4,021Aug-10 SPX 21-Aug-10 855 P 110Aug-10 SPX 21-Aug-10 860 P 1,587Aug-10 SPX 21-Aug-10 865 P 179Aug-10 SPX 21-Aug-10 870 P 153Aug-10 SPX 21-Aug-10 875 P 14,697Aug-10 SPX 21-Aug-10 880 P 417Aug-10 SPX 21-Aug-10 885 P 201Aug-10 SPX 21-Aug-10 890 P 520Aug-10 SPX 21-Aug-10 895 P 400Aug-10 SPX 21-Aug-10 900 C 20Aug-10 SPX 21-Aug-10 900 P 39,979Aug-10 SPX 21-Aug-10 905 P 481Aug-10 SPX 21-Aug-10 910 P 1,951Aug-10 SPX 21-Aug-10 915 P 390Aug-10 SPX 21-Aug-10 920 P 1,852Aug-10 SPX 21-Aug-10 925 C 1Aug-10 SPX 21-Aug-10 925 P 17,785Aug-10 SPX 21-Aug-10 930 C 9Aug-10 SPX 21-Aug-10 930 P 6,641Aug-10 SPX 21-Aug-10 935 C 1Aug-10 SPX 21-Aug-10 935 P 1,029Aug-10 SPX 21-Aug-10 940 P 5,613Aug-10 SPX 21-Aug-10 945 P 1,306Aug-10 SPX 21-Aug-10 950 C 132Aug-10 SPX 21-Aug-10 950 P 72,314Aug-10 SPX 21-Aug-10 955 P 2,394Aug-10 SPX 21-Aug-10 960 C 4Aug-10 SPX 21-Aug-10 960 P 6,037Aug-10 SPX 21-Aug-10 965 C 5Aug-10 SPX 21-Aug-10 965 P 866Aug-10 SPX 21-Aug-10 970 P 3,423Aug-10 SPX 21-Aug-10 975 C 141Aug-10 SPX 21-Aug-10 975 P 61,125Aug-10 SPX 21-Aug-10 980 C 115Aug-10 SPX 21-Aug-10 980 P 5,299Aug-10 SPX 21-Aug-10 985 P 597Aug-10 SPX 21-Aug-10 990 C 20Aug-10 SPX 21-Aug-10 990 P 8,167Aug-10 SPX 21-Aug-10 995 C 6Aug-10 SPX 21-Aug-10 995 P 2,320Aug-10 SPX 21-Aug-10 1000 C 2,622Aug-10 SPX 21-Aug-10 1000 P 119,803Aug-10 SPX 21-Aug-10 1005 C 7Aug-10 SPX 21-Aug-10 1005 P 13,889
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 21-Aug-10 1010 C 27Aug-10 SPX 21-Aug-10 1010 P 23,008Aug-10 SPX 21-Aug-10 1015 C 9Aug-10 SPX 21-Aug-10 1015 P 4,490Aug-10 SPX 21-Aug-10 1020 C 52Aug-10 SPX 21-Aug-10 1020 P 19,109Aug-10 SPX 21-Aug-10 1025 C 2,989Aug-10 SPX 21-Aug-10 1025 P 78,130Aug-10 SPX 21-Aug-10 1030 C 109Aug-10 SPX 21-Aug-10 1030 P 13,646Aug-10 SPX 21-Aug-10 1035 C 17Aug-10 SPX 21-Aug-10 1035 P 10,833Aug-10 SPX 21-Aug-10 1040 C 563Aug-10 SPX 21-Aug-10 1040 P 61,065Aug-10 SPX 21-Aug-10 1045 C 215Aug-10 SPX 21-Aug-10 1045 P 14,267Aug-10 SPX 21-Aug-10 1050 C 9,355Aug-10 SPX 21-Aug-10 1050 P 222,429Aug-10 SPX 21-Aug-10 1055 C 2,678Aug-10 SPX 21-Aug-10 1055 P 14,469Aug-10 SPX 21-Aug-10 1060 C 781Aug-10 SPX 21-Aug-10 1060 P 42,717Aug-10 SPX 21-Aug-10 1065 C 1,103Aug-10 SPX 21-Aug-10 1065 P 27,526Aug-10 SPX 21-Aug-10 1070 C 2,881Aug-10 SPX 21-Aug-10 1070 P 56,458Aug-10 SPX 21-Aug-10 1075 C 32,216Aug-10 SPX 21-Aug-10 1075 P 178,015Aug-10 SPX 21-Aug-10 1080 C 12,283Aug-10 SPX 21-Aug-10 1080 P 63,958Aug-10 SPX 21-Aug-10 1085 C 11,299Aug-10 SPX 21-Aug-10 1085 P 8,876Aug-10 SPX 21-Aug-10 1090 C 34,277Aug-10 SPX 21-Aug-10 1090 P 52,186Aug-10 SPX 21-Aug-10 1095 C 22,969Aug-10 SPX 21-Aug-10 1095 P 4,032Aug-10 SPX 21-Aug-10 1100 C 436,122Aug-10 SPX 21-Aug-10 1100 P 373,125Aug-10 SPX 21-Aug-10 1105 C 8,829Aug-10 SPX 21-Aug-10 1105 P 3,720Aug-10 SPX 21-Aug-10 1110 C 42,554Aug-10 SPX 21-Aug-10 1110 P 5,981Aug-10 SPX 21-Aug-10 1115 C 20,809Aug-10 SPX 21-Aug-10 1115 P 9,885Aug-10 SPX 21-Aug-10 1120 C 81,937Aug-10 SPX 21-Aug-10 1120 P 7,469Aug-10 SPX 21-Aug-10 1125 C 99,756Aug-10 SPX 21-Aug-10 1125 P 64,583
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 21-Aug-10 1130 C 30,326Aug-10 SPX 21-Aug-10 1130 P 1,254Aug-10 SPX 21-Aug-10 1135 C 24,915Aug-10 SPX 21-Aug-10 1135 P 575Aug-10 SPX 21-Aug-10 1140 C 33,482Aug-10 SPX 21-Aug-10 1140 P 1,644Aug-10 SPX 21-Aug-10 1145 C 11,901Aug-10 SPX 21-Aug-10 1145 P 14Aug-10 SPX 21-Aug-10 1150 C 63,062Aug-10 SPX 21-Aug-10 1150 P 2,319Aug-10 SPX 21-Aug-10 1155 C 7,947Aug-10 SPX 21-Aug-10 1155 P 95Aug-10 SPX 21-Aug-10 1160 C 19,810Aug-10 SPX 21-Aug-10 1160 P 50Aug-10 SPX 21-Aug-10 1165 C 5,014Aug-10 SPX 21-Aug-10 1165 P 51Aug-10 SPX 21-Aug-10 1170 C 15,784Aug-10 SPX 21-Aug-10 1170 P 84Aug-10 SPX 21-Aug-10 1175 C 23,634Aug-10 SPX 21-Aug-10 1175 P 1,115Aug-10 SPX 21-Aug-10 1180 C 11,104Aug-10 SPX 21-Aug-10 1180 P 155Aug-10 SPX 21-Aug-10 1185 C 6,371Aug-10 SPX 21-Aug-10 1185 P 68Aug-10 SPX 21-Aug-10 1190 C 3,930Aug-10 SPX 21-Aug-10 1190 P 91Aug-10 SPX 21-Aug-10 1195 C 2,653Aug-10 SPX 21-Aug-10 1195 P 37Aug-10 SPX 21-Aug-10 1200 C 9,356Aug-10 SPX 21-Aug-10 1200 P 155Aug-10 SPX 21-Aug-10 1205 C 497Aug-10 SPX 21-Aug-10 1205 P 55Aug-10 SPX 21-Aug-10 1210 C 641Aug-10 SPX 21-Aug-10 1210 P 20Aug-10 SPX 21-Aug-10 1215 C 404Aug-10 SPX 21-Aug-10 1215 P 20Aug-10 SPX 21-Aug-10 1220 C 137Aug-10 SPX 21-Aug-10 1220 P 86Aug-10 SPX 21-Aug-10 1225 C 3,548Aug-10 SPX 21-Aug-10 1225 P 170Aug-10 SPX 21-Aug-10 1230 C 3,638Aug-10 SPX 21-Aug-10 1230 P 29Aug-10 SPX 21-Aug-10 1235 C 90Aug-10 SPX 21-Aug-10 1235 P 17Aug-10 SPX 21-Aug-10 1240 C 125Aug-10 SPX 21-Aug-10 1240 P 10Aug-10 SPX 21-Aug-10 1245 C 196Aug-10 SPX 21-Aug-10 1250 C 6,440
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 21-Aug-10 1250 P 44Aug-10 SPX 21-Aug-10 1255 C 521Aug-10 SPX 21-Aug-10 1260 C 163Aug-10 SPX 21-Aug-10 1265 C 55Aug-10 SPX 21-Aug-10 1270 C 778Aug-10 SPX 21-Aug-10 1275 C 215Aug-10 SPX 21-Aug-10 1275 P 6Aug-10 SPX 21-Aug-10 1280 C 110Aug-10 SPX 21-Aug-10 1290 C 10Aug-10 SPX 21-Aug-10 1300 C 102Aug-10 SPX 21-Aug-10 1340 C 1Aug-10 SPX 18-Sep-10 300 P 1Aug-10 SPX 18-Sep-10 450 P 20Aug-10 SPX 18-Sep-10 500 C 5,440Aug-10 SPX 18-Sep-10 500 P 5,440Aug-10 SPX 18-Sep-10 550 P 3,450Aug-10 SPX 18-Sep-10 600 P 4,560Aug-10 SPX 18-Sep-10 650 P 13,096Aug-10 SPX 18-Sep-10 655 P 2,850Aug-10 SPX 18-Sep-10 660 P 2,306Aug-10 SPX 18-Sep-10 665 P 2,803Aug-10 SPX 18-Sep-10 670 P 4,718Aug-10 SPX 18-Sep-10 675 P 2,483Aug-10 SPX 18-Sep-10 680 P 3,110Aug-10 SPX 18-Sep-10 685 P 2,668Aug-10 SPX 18-Sep-10 690 P 2,295Aug-10 SPX 18-Sep-10 695 P 2,274Aug-10 SPX 18-Sep-10 700 C 116Aug-10 SPX 18-Sep-10 700 P 46,151Aug-10 SPX 18-Sep-10 705 C 100Aug-10 SPX 18-Sep-10 705 P 2,350Aug-10 SPX 18-Sep-10 710 P 2,309Aug-10 SPX 18-Sep-10 715 C 60Aug-10 SPX 18-Sep-10 715 P 2,558Aug-10 SPX 18-Sep-10 720 P 2,350Aug-10 SPX 18-Sep-10 725 C 145Aug-10 SPX 18-Sep-10 725 P 18,997Aug-10 SPX 18-Sep-10 730 P 2,711Aug-10 SPX 18-Sep-10 735 P 2,787Aug-10 SPX 18-Sep-10 740 P 3,160Aug-10 SPX 18-Sep-10 745 P 2,244Aug-10 SPX 18-Sep-10 750 C 149Aug-10 SPX 18-Sep-10 750 P 10,811Aug-10 SPX 18-Sep-10 755 P 3,214Aug-10 SPX 18-Sep-10 760 P 3,298Aug-10 SPX 18-Sep-10 765 P 3,465Aug-10 SPX 18-Sep-10 770 P 3,163Aug-10 SPX 18-Sep-10 775 C 128
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 18-Sep-10 775 P 6,317Aug-10 SPX 18-Sep-10 780 P 6,479Aug-10 SPX 18-Sep-10 785 P 2,959Aug-10 SPX 18-Sep-10 790 P 2,615Aug-10 SPX 18-Sep-10 795 P 1,985Aug-10 SPX 18-Sep-10 800 C 89Aug-10 SPX 18-Sep-10 800 P 59,658Aug-10 SPX 18-Sep-10 805 P 1,986Aug-10 SPX 18-Sep-10 810 P 1,888Aug-10 SPX 18-Sep-10 815 C 60Aug-10 SPX 18-Sep-10 815 P 2,421Aug-10 SPX 18-Sep-10 820 P 2,945Aug-10 SPX 18-Sep-10 825 C 319Aug-10 SPX 18-Sep-10 825 P 21,205Aug-10 SPX 18-Sep-10 830 P 3,200Aug-10 SPX 18-Sep-10 835 P 13,414Aug-10 SPX 18-Sep-10 840 P 3,623Aug-10 SPX 18-Sep-10 845 P 4,515Aug-10 SPX 18-Sep-10 850 C 149Aug-10 SPX 18-Sep-10 850 P 127,382Aug-10 SPX 18-Sep-10 855 P 9,282Aug-10 SPX 18-Sep-10 860 P 6,116Aug-10 SPX 18-Sep-10 865 C 9Aug-10 SPX 18-Sep-10 865 P 6,394Aug-10 SPX 18-Sep-10 870 C 9Aug-10 SPX 18-Sep-10 870 P 17,348Aug-10 SPX 18-Sep-10 875 C 177Aug-10 SPX 18-Sep-10 875 P 60,079Aug-10 SPX 18-Sep-10 880 P 8,607Aug-10 SPX 18-Sep-10 885 P 2,780Aug-10 SPX 18-Sep-10 890 P 6,575Aug-10 SPX 18-Sep-10 895 P 4,215Aug-10 SPX 18-Sep-10 900 C 124Aug-10 SPX 18-Sep-10 900 P 93,652Aug-10 SPX 18-Sep-10 905 P 5,400Aug-10 SPX 18-Sep-10 910 C 4Aug-10 SPX 18-Sep-10 910 P 3,396Aug-10 SPX 18-Sep-10 915 P 7,545Aug-10 SPX 18-Sep-10 920 P 11,056Aug-10 SPX 18-Sep-10 925 C 90Aug-10 SPX 18-Sep-10 925 P 56,959Aug-10 SPX 18-Sep-10 930 C 11Aug-10 SPX 18-Sep-10 930 P 16,323Aug-10 SPX 18-Sep-10 935 P 10,999Aug-10 SPX 18-Sep-10 940 C 34Aug-10 SPX 18-Sep-10 940 P 17,062Aug-10 SPX 18-Sep-10 945 C 2Aug-10 SPX 18-Sep-10 945 P 6,260
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 18-Sep-10 950 C 1,152Aug-10 SPX 18-Sep-10 950 P 202,918Aug-10 SPX 18-Sep-10 955 P 4,004Aug-10 SPX 18-Sep-10 960 C 15Aug-10 SPX 18-Sep-10 960 P 20,060Aug-10 SPX 18-Sep-10 965 C 38Aug-10 SPX 18-Sep-10 965 P 2,658Aug-10 SPX 18-Sep-10 970 C 37Aug-10 SPX 18-Sep-10 970 P 9,861Aug-10 SPX 18-Sep-10 975 C 587Aug-10 SPX 18-Sep-10 975 P 118,001Aug-10 SPX 18-Sep-10 980 C 156Aug-10 SPX 18-Sep-10 980 P 11,296Aug-10 SPX 18-Sep-10 985 C 3Aug-10 SPX 18-Sep-10 985 P 8,907Aug-10 SPX 18-Sep-10 990 C 142Aug-10 SPX 18-Sep-10 990 P 13,921Aug-10 SPX 18-Sep-10 995 C 2Aug-10 SPX 18-Sep-10 995 P 4,944Aug-10 SPX 18-Sep-10 1000 C 26,832Aug-10 SPX 18-Sep-10 1000 P 301,709Aug-10 SPX 18-Sep-10 1005 C 34Aug-10 SPX 18-Sep-10 1005 P 3,803Aug-10 SPX 18-Sep-10 1010 C 586Aug-10 SPX 18-Sep-10 1010 P 19,018Aug-10 SPX 18-Sep-10 1015 C 57Aug-10 SPX 18-Sep-10 1015 P 6,582Aug-10 SPX 18-Sep-10 1020 C 181Aug-10 SPX 18-Sep-10 1020 P 12,687Aug-10 SPX 18-Sep-10 1025 C 14,184Aug-10 SPX 18-Sep-10 1025 P 118,033Aug-10 SPX 18-Sep-10 1030 C 4,241Aug-10 SPX 18-Sep-10 1030 P 56,899Aug-10 SPX 18-Sep-10 1035 C 380Aug-10 SPX 18-Sep-10 1035 P 22,098Aug-10 SPX 18-Sep-10 1040 C 4,518Aug-10 SPX 18-Sep-10 1040 P 35,572Aug-10 SPX 18-Sep-10 1045 C 31,677Aug-10 SPX 18-Sep-10 1045 P 42,337Aug-10 SPX 18-Sep-10 1050 C 80,624Aug-10 SPX 18-Sep-10 1050 P 432,536Aug-10 SPX 18-Sep-10 1055 C 53,372Aug-10 SPX 18-Sep-10 1055 P 49,429Aug-10 SPX 18-Sep-10 1060 C 39,524Aug-10 SPX 18-Sep-10 1060 P 55,878Aug-10 SPX 18-Sep-10 1065 C 36,201Aug-10 SPX 18-Sep-10 1065 P 29,375Aug-10 SPX 18-Sep-10 1070 C 64,666
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 18-Sep-10 1070 P 160,847Aug-10 SPX 18-Sep-10 1075 C 170,121Aug-10 SPX 18-Sep-10 1075 P 121,736Aug-10 SPX 18-Sep-10 1080 C 48,984Aug-10 SPX 18-Sep-10 1080 P 79,610Aug-10 SPX 18-Sep-10 1085 C 53,778Aug-10 SPX 18-Sep-10 1085 P 35,287Aug-10 SPX 18-Sep-10 1090 C 53,132Aug-10 SPX 18-Sep-10 1090 P 108,599Aug-10 SPX 18-Sep-10 1095 C 43,094Aug-10 SPX 18-Sep-10 1095 P 40,010Aug-10 SPX 18-Sep-10 1100 C 531,859Aug-10 SPX 18-Sep-10 1100 P 324,185Aug-10 SPX 18-Sep-10 1105 C 18,551Aug-10 SPX 18-Sep-10 1105 P 5,229Aug-10 SPX 18-Sep-10 1110 C 59,380Aug-10 SPX 18-Sep-10 1110 P 59,956Aug-10 SPX 18-Sep-10 1115 C 33,123Aug-10 SPX 18-Sep-10 1115 P 22,469Aug-10 SPX 18-Sep-10 1120 C 73,016Aug-10 SPX 18-Sep-10 1120 P 59,271Aug-10 SPX 18-Sep-10 1125 C 134,639Aug-10 SPX 18-Sep-10 1125 P 39,864Aug-10 SPX 18-Sep-10 1130 C 31,364Aug-10 SPX 18-Sep-10 1130 P 2,181Aug-10 SPX 18-Sep-10 1135 C 32,680Aug-10 SPX 18-Sep-10 1135 P 417Aug-10 SPX 18-Sep-10 1140 C 91,216Aug-10 SPX 18-Sep-10 1140 P 256Aug-10 SPX 18-Sep-10 1145 C 14,804Aug-10 SPX 18-Sep-10 1145 P 26Aug-10 SPX 18-Sep-10 1150 C 221,558Aug-10 SPX 18-Sep-10 1150 P 4,729Aug-10 SPX 18-Sep-10 1155 C 6,727Aug-10 SPX 18-Sep-10 1155 P 229Aug-10 SPX 18-Sep-10 1160 C 16,651Aug-10 SPX 18-Sep-10 1160 P 38Aug-10 SPX 18-Sep-10 1165 C 11,623Aug-10 SPX 18-Sep-10 1165 P 69Aug-10 SPX 18-Sep-10 1170 C 23,089Aug-10 SPX 18-Sep-10 1170 P 71Aug-10 SPX 18-Sep-10 1175 C 103,994Aug-10 SPX 18-Sep-10 1175 P 2,014Aug-10 SPX 18-Sep-10 1180 C 33,198Aug-10 SPX 18-Sep-10 1180 P 1,594Aug-10 SPX 18-Sep-10 1185 C 8,623Aug-10 SPX 18-Sep-10 1185 P 3,497Aug-10 SPX 18-Sep-10 1190 C 9,537
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 18-Sep-10 1190 P 2,068Aug-10 SPX 18-Sep-10 1195 C 6,758Aug-10 SPX 18-Sep-10 1195 P 37Aug-10 SPX 18-Sep-10 1200 C 45,344Aug-10 SPX 18-Sep-10 1200 P 1,807Aug-10 SPX 18-Sep-10 1205 C 11,270Aug-10 SPX 18-Sep-10 1205 P 2,712Aug-10 SPX 18-Sep-10 1210 C 12,819Aug-10 SPX 18-Sep-10 1210 P 3,294Aug-10 SPX 18-Sep-10 1215 C 2,093Aug-10 SPX 18-Sep-10 1215 P 42Aug-10 SPX 18-Sep-10 1220 C 3,956Aug-10 SPX 18-Sep-10 1220 P 76Aug-10 SPX 18-Sep-10 1225 C 15,318Aug-10 SPX 18-Sep-10 1225 P 153Aug-10 SPX 18-Sep-10 1230 C 16,967Aug-10 SPX 18-Sep-10 1230 P 7Aug-10 SPX 18-Sep-10 1235 C 1,863Aug-10 SPX 18-Sep-10 1235 P 28Aug-10 SPX 18-Sep-10 1240 C 3,811Aug-10 SPX 18-Sep-10 1240 P 8Aug-10 SPX 18-Sep-10 1245 C 1,429Aug-10 SPX 18-Sep-10 1245 P 7Aug-10 SPX 18-Sep-10 1250 C 10,224Aug-10 SPX 18-Sep-10 1250 P 260Aug-10 SPX 18-Sep-10 1255 C 1,388Aug-10 SPX 18-Sep-10 1260 C 1,385Aug-10 SPX 18-Sep-10 1260 P 14Aug-10 SPX 18-Sep-10 1265 C 1,992Aug-10 SPX 18-Sep-10 1275 C 2,512Aug-10 SPX 18-Sep-10 1275 P 10Aug-10 SPX 18-Sep-10 1280 C 1,790Aug-10 SPX 18-Sep-10 1285 C 1,137Aug-10 SPX 18-Sep-10 1290 C 946Aug-10 SPX 18-Sep-10 1295 C 745Aug-10 SPX 18-Sep-10 1300 C 5,474Aug-10 SPX 18-Sep-10 1310 C 404Aug-10 SPX 18-Sep-10 1315 C 48Aug-10 SPX 18-Sep-10 1320 C 45Aug-10 SPX 18-Sep-10 1325 C 36Aug-10 SPX 18-Sep-10 1330 C 83Aug-10 SPX 18-Sep-10 1350 C 329Aug-10 SPX 18-Sep-10 1375 C 27Aug-10 SPX 18-Sep-10 1400 C 46Aug-10 SPX 18-Sep-10 1500 C 5,440Aug-10 SPX 18-Sep-10 1500 P 5,466Aug-10 SPX 16-Oct-10 450 P 169Aug-10 SPX 16-Oct-10 500 P 261
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 16-Oct-10 550 P 344Aug-10 SPX 16-Oct-10 600 P 332Aug-10 SPX 16-Oct-10 620 P 1Aug-10 SPX 16-Oct-10 625 P 20Aug-10 SPX 16-Oct-10 640 P 3,011Aug-10 SPX 16-Oct-10 650 P 4,792Aug-10 SPX 16-Oct-10 660 P 2,196Aug-10 SPX 16-Oct-10 670 P 2,326Aug-10 SPX 16-Oct-10 675 P 598Aug-10 SPX 16-Oct-10 695 P 230Aug-10 SPX 16-Oct-10 700 C 72Aug-10 SPX 16-Oct-10 700 P 71,361Aug-10 SPX 16-Oct-10 705 P 59Aug-10 SPX 16-Oct-10 710 P 920Aug-10 SPX 16-Oct-10 715 P 50Aug-10 SPX 16-Oct-10 720 P 663Aug-10 SPX 16-Oct-10 725 C 50Aug-10 SPX 16-Oct-10 725 P 2,301Aug-10 SPX 16-Oct-10 730 P 651Aug-10 SPX 16-Oct-10 735 P 400Aug-10 SPX 16-Oct-10 740 P 1,634Aug-10 SPX 16-Oct-10 745 P 600Aug-10 SPX 16-Oct-10 750 P 8,832Aug-10 SPX 16-Oct-10 755 P 610Aug-10 SPX 16-Oct-10 760 P 445Aug-10 SPX 16-Oct-10 765 P 415Aug-10 SPX 16-Oct-10 770 P 30Aug-10 SPX 16-Oct-10 775 P 576Aug-10 SPX 16-Oct-10 780 P 16Aug-10 SPX 16-Oct-10 785 P 15Aug-10 SPX 16-Oct-10 790 P 17Aug-10 SPX 16-Oct-10 800 C 67Aug-10 SPX 16-Oct-10 800 P 14,110Aug-10 SPX 16-Oct-10 810 P 16Aug-10 SPX 16-Oct-10 815 P 8Aug-10 SPX 16-Oct-10 820 P 6,324Aug-10 SPX 16-Oct-10 825 C 50Aug-10 SPX 16-Oct-10 825 P 7,567Aug-10 SPX 16-Oct-10 830 P 6Aug-10 SPX 16-Oct-10 835 P 27Aug-10 SPX 16-Oct-10 840 P 14,104Aug-10 SPX 16-Oct-10 845 P 2,324Aug-10 SPX 16-Oct-10 850 C 1Aug-10 SPX 16-Oct-10 850 P 21,987Aug-10 SPX 16-Oct-10 855 P 66Aug-10 SPX 16-Oct-10 860 P 2,774Aug-10 SPX 16-Oct-10 865 P 31Aug-10 SPX 16-Oct-10 870 P 6,066
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 16-Oct-10 875 P 23,932Aug-10 SPX 16-Oct-10 880 P 452Aug-10 SPX 16-Oct-10 885 P 914Aug-10 SPX 16-Oct-10 890 C 2Aug-10 SPX 16-Oct-10 890 P 283Aug-10 SPX 16-Oct-10 895 P 208Aug-10 SPX 16-Oct-10 900 C 8Aug-10 SPX 16-Oct-10 900 P 72,458Aug-10 SPX 16-Oct-10 905 C 2Aug-10 SPX 16-Oct-10 905 P 47Aug-10 SPX 16-Oct-10 910 C 4Aug-10 SPX 16-Oct-10 910 P 727Aug-10 SPX 16-Oct-10 915 C 2Aug-10 SPX 16-Oct-10 915 P 33Aug-10 SPX 16-Oct-10 920 P 742Aug-10 SPX 16-Oct-10 925 P 11,567Aug-10 SPX 16-Oct-10 930 C 24Aug-10 SPX 16-Oct-10 930 P 3,312Aug-10 SPX 16-Oct-10 935 P 250Aug-10 SPX 16-Oct-10 940 P 8,403Aug-10 SPX 16-Oct-10 945 C 1Aug-10 SPX 16-Oct-10 945 P 385Aug-10 SPX 16-Oct-10 950 C 317Aug-10 SPX 16-Oct-10 950 P 76,532Aug-10 SPX 16-Oct-10 955 C 5Aug-10 SPX 16-Oct-10 955 P 303Aug-10 SPX 16-Oct-10 960 P 6,118Aug-10 SPX 16-Oct-10 965 P 88Aug-10 SPX 16-Oct-10 970 P 8,098Aug-10 SPX 16-Oct-10 975 C 159Aug-10 SPX 16-Oct-10 975 P 53,151Aug-10 SPX 16-Oct-10 980 P 1,317Aug-10 SPX 16-Oct-10 985 P 2,633Aug-10 SPX 16-Oct-10 990 P 5,859Aug-10 SPX 16-Oct-10 995 P 2,593Aug-10 SPX 16-Oct-10 1000 C 441Aug-10 SPX 16-Oct-10 1000 P 173,222Aug-10 SPX 16-Oct-10 1005 C 1Aug-10 SPX 16-Oct-10 1005 P 7Aug-10 SPX 16-Oct-10 1010 P 3,284Aug-10 SPX 16-Oct-10 1015 P 177Aug-10 SPX 16-Oct-10 1020 C 1Aug-10 SPX 16-Oct-10 1020 P 8,562Aug-10 SPX 16-Oct-10 1025 C 1,250Aug-10 SPX 16-Oct-10 1025 P 52,366Aug-10 SPX 16-Oct-10 1030 C 4,630Aug-10 SPX 16-Oct-10 1030 P 7,210Aug-10 SPX 16-Oct-10 1035 C 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 16-Oct-10 1035 P 37Aug-10 SPX 16-Oct-10 1040 C 31Aug-10 SPX 16-Oct-10 1040 P 9,146Aug-10 SPX 16-Oct-10 1045 C 112Aug-10 SPX 16-Oct-10 1045 P 5,240Aug-10 SPX 16-Oct-10 1050 C 8,452Aug-10 SPX 16-Oct-10 1050 P 62,917Aug-10 SPX 16-Oct-10 1055 C 72Aug-10 SPX 16-Oct-10 1055 P 155Aug-10 SPX 16-Oct-10 1060 C 1,865Aug-10 SPX 16-Oct-10 1060 P 5,860Aug-10 SPX 16-Oct-10 1065 C 623Aug-10 SPX 16-Oct-10 1065 P 6,101Aug-10 SPX 16-Oct-10 1070 C 771Aug-10 SPX 16-Oct-10 1070 P 4,222Aug-10 SPX 16-Oct-10 1075 C 15,180Aug-10 SPX 16-Oct-10 1075 P 37,703Aug-10 SPX 16-Oct-10 1080 C 2,707Aug-10 SPX 16-Oct-10 1080 P 1,072Aug-10 SPX 16-Oct-10 1085 C 2,852Aug-10 SPX 16-Oct-10 1085 P 1,123Aug-10 SPX 16-Oct-10 1090 C 1,572Aug-10 SPX 16-Oct-10 1090 P 2,751Aug-10 SPX 16-Oct-10 1095 C 361Aug-10 SPX 16-Oct-10 1095 P 82Aug-10 SPX 16-Oct-10 1100 C 99,983Aug-10 SPX 16-Oct-10 1100 P 69,043Aug-10 SPX 16-Oct-10 1105 C 34Aug-10 SPX 16-Oct-10 1105 P 138Aug-10 SPX 16-Oct-10 1110 C 818Aug-10 SPX 16-Oct-10 1110 P 382Aug-10 SPX 16-Oct-10 1115 C 2,780Aug-10 SPX 16-Oct-10 1115 P 127Aug-10 SPX 16-Oct-10 1120 C 843Aug-10 SPX 16-Oct-10 1120 P 283Aug-10 SPX 16-Oct-10 1125 C 32,165Aug-10 SPX 16-Oct-10 1125 P 5,427Aug-10 SPX 16-Oct-10 1130 C 3,185Aug-10 SPX 16-Oct-10 1130 P 839Aug-10 SPX 16-Oct-10 1135 C 443Aug-10 SPX 16-Oct-10 1140 C 4,294Aug-10 SPX 16-Oct-10 1140 P 21Aug-10 SPX 16-Oct-10 1145 C 5,931Aug-10 SPX 16-Oct-10 1145 P 4Aug-10 SPX 16-Oct-10 1150 C 23,633Aug-10 SPX 16-Oct-10 1150 P 727Aug-10 SPX 16-Oct-10 1155 C 269Aug-10 SPX 16-Oct-10 1155 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 16-Oct-10 1160 C 9,948Aug-10 SPX 16-Oct-10 1160 P 5Aug-10 SPX 16-Oct-10 1165 C 294Aug-10 SPX 16-Oct-10 1165 P 10Aug-10 SPX 16-Oct-10 1170 C 3,573Aug-10 SPX 16-Oct-10 1170 P 16Aug-10 SPX 16-Oct-10 1175 C 15,173Aug-10 SPX 16-Oct-10 1175 P 8Aug-10 SPX 16-Oct-10 1180 C 7,501Aug-10 SPX 16-Oct-10 1180 P 28Aug-10 SPX 16-Oct-10 1185 C 340Aug-10 SPX 16-Oct-10 1190 C 4,545Aug-10 SPX 16-Oct-10 1190 P 28Aug-10 SPX 16-Oct-10 1195 C 1,278Aug-10 SPX 16-Oct-10 1200 C 24,733Aug-10 SPX 16-Oct-10 1200 P 2,709Aug-10 SPX 16-Oct-10 1205 C 603Aug-10 SPX 16-Oct-10 1210 C 1,821Aug-10 SPX 16-Oct-10 1215 C 3,705Aug-10 SPX 16-Oct-10 1220 C 5,232Aug-10 SPX 16-Oct-10 1225 C 19,721Aug-10 SPX 16-Oct-10 1225 P 2Aug-10 SPX 16-Oct-10 1230 C 1,017Aug-10 SPX 16-Oct-10 1230 P 3Aug-10 SPX 16-Oct-10 1235 C 195Aug-10 SPX 16-Oct-10 1240 C 365Aug-10 SPX 16-Oct-10 1240 P 3Aug-10 SPX 16-Oct-10 1245 C 21Aug-10 SPX 16-Oct-10 1250 C 737Aug-10 SPX 16-Oct-10 1255 C 100Aug-10 SPX 16-Oct-10 1260 C 61Aug-10 SPX 16-Oct-10 1265 C 18Aug-10 SPX 16-Oct-10 1270 C 21Aug-10 SPX 16-Oct-10 1275 C 386Aug-10 SPX 16-Oct-10 1275 P 2Aug-10 SPX 16-Oct-10 1280 C 43Aug-10 SPX 16-Oct-10 1285 C 19Aug-10 SPX 16-Oct-10 1290 C 9Aug-10 SPX 16-Oct-10 1295 C 10Aug-10 SPX 16-Oct-10 1300 C 156Aug-10 SPX 16-Oct-10 1305 C 18Aug-10 SPX 16-Oct-10 1310 C 14Aug-10 SPX 16-Oct-10 1315 C 18Aug-10 SPX 16-Oct-10 1320 C 45Aug-10 SPX 16-Oct-10 1325 C 52Aug-10 SPX 16-Oct-10 1350 C 142Aug-10 SPX 16-Oct-10 1375 C 383Aug-10 SPX 16-Oct-10 1400 C 43
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 16-Oct-10 1450 C 148Aug-10 SPX 16-Oct-10 1500 C 142Aug-10 SPX 20-Nov-10 200 P 1Aug-10 SPX 20-Nov-10 300 P 1Aug-10 SPX 20-Nov-10 400 P 78Aug-10 SPX 20-Nov-10 500 P 60Aug-10 SPX 20-Nov-10 550 P 40Aug-10 SPX 20-Nov-10 600 P 201Aug-10 SPX 20-Nov-10 620 P 15Aug-10 SPX 20-Nov-10 625 P 247Aug-10 SPX 20-Nov-10 640 P 430Aug-10 SPX 20-Nov-10 650 P 2,534Aug-10 SPX 20-Nov-10 660 P 400Aug-10 SPX 20-Nov-10 675 P 400Aug-10 SPX 20-Nov-10 680 P 410Aug-10 SPX 20-Nov-10 700 C 4Aug-10 SPX 20-Nov-10 700 P 6,831Aug-10 SPX 20-Nov-10 720 P 300Aug-10 SPX 20-Nov-10 725 P 1,000Aug-10 SPX 20-Nov-10 740 P 626Aug-10 SPX 20-Nov-10 750 P 8,580Aug-10 SPX 20-Nov-10 760 P 9Aug-10 SPX 20-Nov-10 775 P 5,073Aug-10 SPX 20-Nov-10 780 P 1Aug-10 SPX 20-Nov-10 800 C 1Aug-10 SPX 20-Nov-10 800 P 4,914Aug-10 SPX 20-Nov-10 820 P 5Aug-10 SPX 20-Nov-10 825 P 2,714Aug-10 SPX 20-Nov-10 840 P 2,980Aug-10 SPX 20-Nov-10 850 P 18,332Aug-10 SPX 20-Nov-10 860 P 3Aug-10 SPX 20-Nov-10 875 P 465Aug-10 SPX 20-Nov-10 880 P 10Aug-10 SPX 20-Nov-10 900 P 9,077Aug-10 SPX 20-Nov-10 920 P 26Aug-10 SPX 20-Nov-10 925 P 9,127Aug-10 SPX 20-Nov-10 940 P 4,349Aug-10 SPX 20-Nov-10 950 C 10Aug-10 SPX 20-Nov-10 950 P 55,324Aug-10 SPX 20-Nov-10 960 C 4Aug-10 SPX 20-Nov-10 960 P 4,718Aug-10 SPX 20-Nov-10 975 C 10Aug-10 SPX 20-Nov-10 975 P 4,972Aug-10 SPX 20-Nov-10 980 P 171Aug-10 SPX 20-Nov-10 1000 C 7,358Aug-10 SPX 20-Nov-10 1000 P 78,988Aug-10 SPX 20-Nov-10 1020 P 202Aug-10 SPX 20-Nov-10 1025 P 20,103
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 20-Nov-10 1040 C 34Aug-10 SPX 20-Nov-10 1040 P 14,574Aug-10 SPX 20-Nov-10 1050 C 6,830Aug-10 SPX 20-Nov-10 1050 P 29,558Aug-10 SPX 20-Nov-10 1060 C 216Aug-10 SPX 20-Nov-10 1060 P 301Aug-10 SPX 20-Nov-10 1075 C 8,918Aug-10 SPX 20-Nov-10 1075 P 10,726Aug-10 SPX 20-Nov-10 1080 C 1,487Aug-10 SPX 20-Nov-10 1080 P 1,012Aug-10 SPX 20-Nov-10 1100 C 20,508Aug-10 SPX 20-Nov-10 1100 P 8,588Aug-10 SPX 20-Nov-10 1120 C 17Aug-10 SPX 20-Nov-10 1125 C 9,602Aug-10 SPX 20-Nov-10 1125 P 1,247Aug-10 SPX 20-Nov-10 1140 C 47Aug-10 SPX 20-Nov-10 1150 C 10,885Aug-10 SPX 20-Nov-10 1150 P 252Aug-10 SPX 20-Nov-10 1160 C 137Aug-10 SPX 20-Nov-10 1160 P 4Aug-10 SPX 20-Nov-10 1175 C 8,326Aug-10 SPX 20-Nov-10 1175 P 652Aug-10 SPX 20-Nov-10 1180 C 1,332Aug-10 SPX 20-Nov-10 1200 C 10,324Aug-10 SPX 20-Nov-10 1200 P 1Aug-10 SPX 20-Nov-10 1220 C 1,809Aug-10 SPX 20-Nov-10 1225 C 2,252Aug-10 SPX 20-Nov-10 1225 P 6Aug-10 SPX 20-Nov-10 1230 C 1,603Aug-10 SPX 20-Nov-10 1240 C 1,015Aug-10 SPX 20-Nov-10 1250 C 2,349Aug-10 SPX 20-Nov-10 1260 C 880Aug-10 SPX 20-Nov-10 1275 C 155Aug-10 SPX 20-Nov-10 1300 C 124Aug-10 SPX 20-Nov-10 1320 C 5Aug-10 SPX 20-Nov-10 1350 C 98Aug-10 SPX 20-Nov-10 1550 C 100Aug-10 SPX 18-Dec-10 100 P 15Aug-10 SPX 18-Dec-10 200 P 12Aug-10 SPX 18-Dec-10 250 P 1Aug-10 SPX 18-Dec-10 300 C 3,754Aug-10 SPX 18-Dec-10 300 P 2,808Aug-10 SPX 18-Dec-10 325 P 17Aug-10 SPX 18-Dec-10 350 C 3Aug-10 SPX 18-Dec-10 350 P 405Aug-10 SPX 18-Dec-10 400 C 3,501Aug-10 SPX 18-Dec-10 400 P 5,597Aug-10 SPX 18-Dec-10 425 P 391
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 18-Dec-10 450 P 858Aug-10 SPX 18-Dec-10 475 P 576Aug-10 SPX 18-Dec-10 500 C 2,830Aug-10 SPX 18-Dec-10 500 P 22,705Aug-10 SPX 18-Dec-10 525 P 1,834Aug-10 SPX 18-Dec-10 550 P 4,162Aug-10 SPX 18-Dec-10 575 P 3,400Aug-10 SPX 18-Dec-10 600 P 37,658Aug-10 SPX 18-Dec-10 620 P 1,047Aug-10 SPX 18-Dec-10 625 P 13,436Aug-10 SPX 18-Dec-10 640 P 1,385Aug-10 SPX 18-Dec-10 650 C 10Aug-10 SPX 18-Dec-10 650 P 2,711Aug-10 SPX 18-Dec-10 675 P 5Aug-10 SPX 18-Dec-10 680 P 11Aug-10 SPX 18-Dec-10 700 C 4Aug-10 SPX 18-Dec-10 700 P 7,966Aug-10 SPX 18-Dec-10 725 P 10,103Aug-10 SPX 18-Dec-10 750 P 30,630Aug-10 SPX 18-Dec-10 775 P 10,241Aug-10 SPX 18-Dec-10 800 C 1Aug-10 SPX 18-Dec-10 800 P 72,736Aug-10 SPX 18-Dec-10 820 P 615Aug-10 SPX 18-Dec-10 825 P 18,325Aug-10 SPX 18-Dec-10 840 P 2,406Aug-10 SPX 18-Dec-10 850 C 5Aug-10 SPX 18-Dec-10 850 P 20,452Aug-10 SPX 18-Dec-10 860 P 21Aug-10 SPX 18-Dec-10 875 C 10Aug-10 SPX 18-Dec-10 875 P 11,007Aug-10 SPX 18-Dec-10 880 P 58Aug-10 SPX 18-Dec-10 900 C 21Aug-10 SPX 18-Dec-10 900 P 68,493Aug-10 SPX 18-Dec-10 920 P 2,006Aug-10 SPX 18-Dec-10 925 P 26,293Aug-10 SPX 18-Dec-10 930 P 210Aug-10 SPX 18-Dec-10 935 P 215Aug-10 SPX 18-Dec-10 940 P 260Aug-10 SPX 18-Dec-10 945 P 6Aug-10 SPX 18-Dec-10 950 C 2Aug-10 SPX 18-Dec-10 950 P 57,828Aug-10 SPX 18-Dec-10 975 C 250Aug-10 SPX 18-Dec-10 975 P 36,023Aug-10 SPX 18-Dec-10 980 P 26Aug-10 SPX 18-Dec-10 985 P 166Aug-10 SPX 18-Dec-10 990 P 285Aug-10 SPX 18-Dec-10 995 P 516Aug-10 SPX 18-Dec-10 1000 C 178
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 18-Dec-10 1000 P 57,380Aug-10 SPX 18-Dec-10 1020 P 131Aug-10 SPX 18-Dec-10 1025 C 666Aug-10 SPX 18-Dec-10 1025 P 45,090Aug-10 SPX 18-Dec-10 1030 C 2Aug-10 SPX 18-Dec-10 1030 P 3,536Aug-10 SPX 18-Dec-10 1035 P 1,101Aug-10 SPX 18-Dec-10 1040 C 30Aug-10 SPX 18-Dec-10 1040 P 2,322Aug-10 SPX 18-Dec-10 1045 C 8Aug-10 SPX 18-Dec-10 1045 P 9Aug-10 SPX 18-Dec-10 1050 C 12,493Aug-10 SPX 18-Dec-10 1050 P 69,921Aug-10 SPX 18-Dec-10 1055 C 185Aug-10 SPX 18-Dec-10 1055 P 182Aug-10 SPX 18-Dec-10 1060 C 4,302Aug-10 SPX 18-Dec-10 1060 P 5,831Aug-10 SPX 18-Dec-10 1065 C 345Aug-10 SPX 18-Dec-10 1065 P 904Aug-10 SPX 18-Dec-10 1070 C 350Aug-10 SPX 18-Dec-10 1070 P 2,985Aug-10 SPX 18-Dec-10 1075 C 11,562Aug-10 SPX 18-Dec-10 1075 P 31,405Aug-10 SPX 18-Dec-10 1080 C 15Aug-10 SPX 18-Dec-10 1085 C 100Aug-10 SPX 18-Dec-10 1085 P 200Aug-10 SPX 18-Dec-10 1090 C 1Aug-10 SPX 18-Dec-10 1100 C 79,724Aug-10 SPX 18-Dec-10 1100 P 51,854Aug-10 SPX 18-Dec-10 1105 C 400Aug-10 SPX 18-Dec-10 1110 C 1,599Aug-10 SPX 18-Dec-10 1110 P 1,328Aug-10 SPX 18-Dec-10 1115 C 208Aug-10 SPX 18-Dec-10 1115 P 160Aug-10 SPX 18-Dec-10 1120 C 1,269Aug-10 SPX 18-Dec-10 1120 P 25Aug-10 SPX 18-Dec-10 1125 C 40,647Aug-10 SPX 18-Dec-10 1125 P 10,723Aug-10 SPX 18-Dec-10 1130 C 13Aug-10 SPX 18-Dec-10 1140 C 10Aug-10 SPX 18-Dec-10 1150 C 24,867Aug-10 SPX 18-Dec-10 1150 P 10,410Aug-10 SPX 18-Dec-10 1175 C 19,660Aug-10 SPX 18-Dec-10 1175 P 301Aug-10 SPX 18-Dec-10 1180 C 3,583Aug-10 SPX 18-Dec-10 1200 C 59,733Aug-10 SPX 18-Dec-10 1200 P 5,126Aug-10 SPX 18-Dec-10 1220 C 1,319
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 18-Dec-10 1225 C 5,291Aug-10 SPX 18-Dec-10 1225 P 1,052Aug-10 SPX 18-Dec-10 1230 C 925Aug-10 SPX 18-Dec-10 1235 C 1,614Aug-10 SPX 18-Dec-10 1240 C 820Aug-10 SPX 18-Dec-10 1250 C 45,033Aug-10 SPX 18-Dec-10 1250 P 14Aug-10 SPX 18-Dec-10 1255 C 602Aug-10 SPX 18-Dec-10 1260 C 1,225Aug-10 SPX 18-Dec-10 1260 P 2Aug-10 SPX 18-Dec-10 1265 C 732Aug-10 SPX 18-Dec-10 1270 C 340Aug-10 SPX 18-Dec-10 1275 C 1,091Aug-10 SPX 18-Dec-10 1280 C 200Aug-10 SPX 18-Dec-10 1295 C 630Aug-10 SPX 18-Dec-10 1300 C 5,384Aug-10 SPX 18-Dec-10 1300 P 259Aug-10 SPX 18-Dec-10 1320 C 571Aug-10 SPX 18-Dec-10 1325 C 848Aug-10 SPX 18-Dec-10 1350 C 4,210Aug-10 SPX 18-Dec-10 1350 P 5Aug-10 SPX 18-Dec-10 1375 C 1,028Aug-10 SPX 18-Dec-10 1400 C 1,344Aug-10 SPX 18-Dec-10 1400 P 1Aug-10 SPX 18-Dec-10 1425 C 58Aug-10 SPX 18-Dec-10 1425 P 5Aug-10 SPX 18-Dec-10 1500 C 2,359Aug-10 SPX 18-Dec-10 1500 P 2,253Aug-10 SPX 18-Dec-10 1550 C 181Aug-10 SPX 18-Dec-10 1600 C 93Aug-10 SPX 18-Dec-10 1700 P 1,000Aug-10 SPX 18-Dec-10 1900 P 1,000Aug-10 SPX 18-Dec-10 2000 P 6Aug-10 SPX 18-Dec-10 2250 P 2Aug-10 SPX 18-Dec-10 2500 C 580Aug-10 SPX 18-Dec-10 2500 P 594Aug-10 SPX 22-Jan-11 500 P 658Aug-10 SPX 22-Jan-11 550 P 6Aug-10 SPX 22-Jan-11 600 P 112Aug-10 SPX 22-Jan-11 650 C 3Aug-10 SPX 22-Jan-11 750 P 1,002Aug-10 SPX 22-Jan-11 775 P 500Aug-10 SPX 22-Jan-11 800 P 10Aug-10 SPX 22-Jan-11 825 P 300Aug-10 SPX 22-Jan-11 850 P 6,400Aug-10 SPX 22-Jan-11 875 P 1,900Aug-10 SPX 22-Jan-11 900 P 37,000Aug-10 SPX 22-Jan-11 925 P 3,305
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 22-Jan-11 950 P 11,380Aug-10 SPX 22-Jan-11 975 P 4,236Aug-10 SPX 22-Jan-11 1000 C 100Aug-10 SPX 22-Jan-11 1000 P 59,708Aug-10 SPX 22-Jan-11 1025 C 3,550Aug-10 SPX 22-Jan-11 1025 P 11,400Aug-10 SPX 22-Jan-11 1050 C 4,400Aug-10 SPX 22-Jan-11 1050 P 12,733Aug-10 SPX 22-Jan-11 1075 C 1,407Aug-10 SPX 22-Jan-11 1075 P 9,750Aug-10 SPX 22-Jan-11 1100 C 1,000Aug-10 SPX 22-Jan-11 1100 P 3Aug-10 SPX 22-Jan-11 1125 C 2,205Aug-10 SPX 22-Jan-11 1150 C 1,905Aug-10 SPX 22-Jan-11 1150 P 505Aug-10 SPX 22-Jan-11 1175 C 1,964Aug-10 SPX 22-Jan-11 1175 P 200Aug-10 SPX 22-Jan-11 1200 C 13,555Aug-10 SPX 22-Jan-11 1200 P 16Aug-10 SPX 22-Jan-11 1225 C 50Aug-10 SPX 22-Jan-11 1250 C 100Aug-10 SPX 22-Jan-11 1250 P 5Aug-10 SPX 22-Jan-11 1275 C 151Aug-10 SPX 22-Jan-11 1300 C 8Aug-10 SPX 19-Mar-11 400 P 11Aug-10 SPX 19-Mar-11 425 P 6Aug-10 SPX 19-Mar-11 450 P 50Aug-10 SPX 19-Mar-11 475 P 2Aug-10 SPX 19-Mar-11 500 P 44Aug-10 SPX 19-Mar-11 575 P 1Aug-10 SPX 19-Mar-11 600 P 449Aug-10 SPX 19-Mar-11 625 P 8Aug-10 SPX 19-Mar-11 650 P 70Aug-10 SPX 19-Mar-11 700 P 2,845Aug-10 SPX 19-Mar-11 725 P 40Aug-10 SPX 19-Mar-11 750 P 6,986Aug-10 SPX 19-Mar-11 775 P 3,390Aug-10 SPX 19-Mar-11 800 C 4Aug-10 SPX 19-Mar-11 800 P 14,731Aug-10 SPX 19-Mar-11 825 P 510Aug-10 SPX 19-Mar-11 850 C 1,000Aug-10 SPX 19-Mar-11 850 P 53,335Aug-10 SPX 19-Mar-11 875 P 1,566Aug-10 SPX 19-Mar-11 900 P 3,800Aug-10 SPX 19-Mar-11 925 P 45Aug-10 SPX 19-Mar-11 950 P 10,768Aug-10 SPX 19-Mar-11 975 C 1Aug-10 SPX 19-Mar-11 975 P 3,756
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 19-Mar-11 1000 C 5Aug-10 SPX 19-Mar-11 1000 P 15,441Aug-10 SPX 19-Mar-11 1025 C 206Aug-10 SPX 19-Mar-11 1025 P 3,276Aug-10 SPX 19-Mar-11 1050 C 8,577Aug-10 SPX 19-Mar-11 1050 P 18,043Aug-10 SPX 19-Mar-11 1075 C 10,134Aug-10 SPX 19-Mar-11 1075 P 14,210Aug-10 SPX 19-Mar-11 1100 C 7,436Aug-10 SPX 19-Mar-11 1100 P 18,695Aug-10 SPX 19-Mar-11 1125 C 7,624Aug-10 SPX 19-Mar-11 1125 P 1,106Aug-10 SPX 19-Mar-11 1150 C 4,616Aug-10 SPX 19-Mar-11 1150 P 2Aug-10 SPX 19-Mar-11 1175 C 1,275Aug-10 SPX 19-Mar-11 1200 C 9,278Aug-10 SPX 19-Mar-11 1200 P 5Aug-10 SPX 19-Mar-11 1225 C 65Aug-10 SPX 19-Mar-11 1250 C 1,720Aug-10 SPX 19-Mar-11 1250 P 8Aug-10 SPX 19-Mar-11 1275 C 547Aug-10 SPX 19-Mar-11 1275 P 6Aug-10 SPX 19-Mar-11 1300 C 1,411Aug-10 SPX 19-Mar-11 1325 C 1Aug-10 SPX 19-Mar-11 1350 C 349Aug-10 SPX 19-Mar-11 1375 C 70Aug-10 SPX 19-Mar-11 1400 C 25Aug-10 SPX 19-Mar-11 1400 P 20Aug-10 SPX 19-Mar-11 1425 C 20Aug-10 SPX 19-Mar-11 1450 C 100Aug-10 SPX 19-Mar-11 1500 C 16Aug-10 SPX 19-Mar-11 1500 P 22Aug-10 SPX 19-Mar-11 1900 P 990Aug-10 SPX 19-Mar-11 2100 P 990Aug-10 SPX 18-Jun-11 100 P 700Aug-10 SPX 18-Jun-11 200 P 364Aug-10 SPX 18-Jun-11 300 C 2Aug-10 SPX 18-Jun-11 350 C 3Aug-10 SPX 18-Jun-11 400 P 3,461Aug-10 SPX 18-Jun-11 450 P 13Aug-10 SPX 18-Jun-11 500 P 229Aug-10 SPX 18-Jun-11 525 P 30Aug-10 SPX 18-Jun-11 550 P 176Aug-10 SPX 18-Jun-11 600 P 4,459Aug-10 SPX 18-Jun-11 650 P 6,534Aug-10 SPX 18-Jun-11 700 P 10,052Aug-10 SPX 18-Jun-11 750 P 1,693Aug-10 SPX 18-Jun-11 775 P 42
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 18-Jun-11 800 P 6,519Aug-10 SPX 18-Jun-11 825 P 10Aug-10 SPX 18-Jun-11 850 P 2,486Aug-10 SPX 18-Jun-11 900 C 500Aug-10 SPX 18-Jun-11 900 P 6,148Aug-10 SPX 18-Jun-11 925 P 2,688Aug-10 SPX 18-Jun-11 950 C 2Aug-10 SPX 18-Jun-11 950 P 10,460Aug-10 SPX 18-Jun-11 975 P 4,201Aug-10 SPX 18-Jun-11 1000 C 100Aug-10 SPX 18-Jun-11 1000 P 44,325Aug-10 SPX 18-Jun-11 1025 P 852Aug-10 SPX 18-Jun-11 1050 C 4,162Aug-10 SPX 18-Jun-11 1050 P 18,233Aug-10 SPX 18-Jun-11 1060 C 1Aug-10 SPX 18-Jun-11 1060 P 44Aug-10 SPX 18-Jun-11 1075 C 2,701Aug-10 SPX 18-Jun-11 1075 P 5,886Aug-10 SPX 18-Jun-11 1100 C 17,403Aug-10 SPX 18-Jun-11 1100 P 12,804Aug-10 SPX 18-Jun-11 1125 C 2,303Aug-10 SPX 18-Jun-11 1125 P 1,507Aug-10 SPX 18-Jun-11 1150 C 2,570Aug-10 SPX 18-Jun-11 1150 P 6Aug-10 SPX 18-Jun-11 1175 C 6,827Aug-10 SPX 18-Jun-11 1200 C 4,317Aug-10 SPX 18-Jun-11 1200 P 1,900Aug-10 SPX 18-Jun-11 1225 C 5,410Aug-10 SPX 18-Jun-11 1225 P 510Aug-10 SPX 18-Jun-11 1250 C 5Aug-10 SPX 18-Jun-11 1250 P 10Aug-10 SPX 18-Jun-11 1275 C 1Aug-10 SPX 18-Jun-11 1300 C 19,819Aug-10 SPX 18-Jun-11 1325 C 9Aug-10 SPX 18-Jun-11 1350 C 1Aug-10 SPX 18-Jun-11 1400 C 30Aug-10 SPX 18-Jun-11 1400 P 20Aug-10 SPX 18-Jun-11 1500 C 700Aug-10 SPX 18-Jun-11 1600 C 1Aug-10 SPX 18-Jun-11 1650 C 40Aug-10 SPX 18-Jun-11 2000 P 6Aug-10 SPX 18-Jun-11 2250 P 2Aug-10 SPX 18-Jun-11 2500 P 1Aug-10 SPX 17-Dec-11 50 P 1,428Aug-10 SPX 17-Dec-11 100 C 1Aug-10 SPX 17-Dec-11 100 P 6Aug-10 SPX 17-Dec-11 200 P 11,326Aug-10 SPX 17-Dec-11 225 P 405
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 17-Dec-11 250 P 5,113Aug-10 SPX 17-Dec-11 275 P 140Aug-10 SPX 17-Dec-11 280 P 92Aug-10 SPX 17-Dec-11 300 C 2Aug-10 SPX 17-Dec-11 300 P 332Aug-10 SPX 17-Dec-11 325 P 254Aug-10 SPX 17-Dec-11 350 C 4Aug-10 SPX 17-Dec-11 400 P 24,598Aug-10 SPX 17-Dec-11 450 P 1,004Aug-10 SPX 17-Dec-11 475 P 20Aug-10 SPX 17-Dec-11 500 C 500Aug-10 SPX 17-Dec-11 500 P 2,445Aug-10 SPX 17-Dec-11 525 P 11Aug-10 SPX 17-Dec-11 550 P 63Aug-10 SPX 17-Dec-11 600 P 9,541Aug-10 SPX 17-Dec-11 650 P 680Aug-10 SPX 17-Dec-11 700 P 10,168Aug-10 SPX 17-Dec-11 750 C 2Aug-10 SPX 17-Dec-11 750 P 28,413Aug-10 SPX 17-Dec-11 775 P 147Aug-10 SPX 17-Dec-11 800 C 1Aug-10 SPX 17-Dec-11 800 P 3,365Aug-10 SPX 17-Dec-11 825 P 1,102Aug-10 SPX 17-Dec-11 850 C 1Aug-10 SPX 17-Dec-11 850 P 3,800Aug-10 SPX 17-Dec-11 900 C 254Aug-10 SPX 17-Dec-11 900 P 12,299Aug-10 SPX 17-Dec-11 920 P 637Aug-10 SPX 17-Dec-11 925 P 5,072Aug-10 SPX 17-Dec-11 950 P 9,147Aug-10 SPX 17-Dec-11 975 P 501Aug-10 SPX 17-Dec-11 1000 C 583Aug-10 SPX 17-Dec-11 1000 P 10,049Aug-10 SPX 17-Dec-11 1025 C 3Aug-10 SPX 17-Dec-11 1025 P 250Aug-10 SPX 17-Dec-11 1050 C 4,148Aug-10 SPX 17-Dec-11 1050 P 6,556Aug-10 SPX 17-Dec-11 1075 C 2,967Aug-10 SPX 17-Dec-11 1075 P 1,955Aug-10 SPX 17-Dec-11 1100 C 13,135Aug-10 SPX 17-Dec-11 1100 P 11,184Aug-10 SPX 17-Dec-11 1125 C 4,453Aug-10 SPX 17-Dec-11 1125 P 801Aug-10 SPX 17-Dec-11 1150 C 1,755Aug-10 SPX 17-Dec-11 1150 P 1Aug-10 SPX 17-Dec-11 1175 C 1,154Aug-10 SPX 17-Dec-11 1200 C 10,301Aug-10 SPX 17-Dec-11 1200 P 1,771
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 17-Dec-11 1225 C 503Aug-10 SPX 17-Dec-11 1250 C 2,670Aug-10 SPX 17-Dec-11 1250 P 500Aug-10 SPX 17-Dec-11 1275 C 311Aug-10 SPX 17-Dec-11 1300 C 10,653Aug-10 SPX 17-Dec-11 1300 P 2Aug-10 SPX 17-Dec-11 1350 C 300Aug-10 SPX 17-Dec-11 1400 C 8,300Aug-10 SPX 17-Dec-11 1400 P 10Aug-10 SPX 17-Dec-11 1500 C 2,102Aug-10 SPX 17-Dec-11 1500 P 501Aug-10 SPX 17-Dec-11 1550 C 50Aug-10 SPX 17-Dec-11 1600 C 4Aug-10 SPX 17-Dec-11 1800 P 2Aug-10 SPX 17-Dec-11 1900 P 4Aug-10 SPX 17-Dec-11 2000 C 111Aug-10 SPX 17-Dec-11 2000 P 10Aug-10 SPX 17-Dec-11 2250 P 5Aug-10 SPX 17-Dec-11 2500 C 13Aug-10 SPX 17-Dec-11 2500 P 43Aug-10 SPX 16-Jun-12 100 P 101Aug-10 SPX 16-Jun-12 200 P 2,005Aug-10 SPX 16-Jun-12 400 P 3Aug-10 SPX 16-Jun-12 600 P 500Aug-10 SPX 16-Jun-12 800 P 150Aug-10 SPX 16-Jun-12 850 P 10Aug-10 SPX 16-Jun-12 900 P 850Aug-10 SPX 16-Jun-12 950 C 100Aug-10 SPX 16-Jun-12 950 P 6Aug-10 SPX 16-Jun-12 1050 C 500Aug-10 SPX 16-Jun-12 1100 C 800Aug-10 SPX 16-Jun-12 1100 P 1,250Aug-10 SPX 16-Jun-12 1125 C 130Aug-10 SPX 16-Jun-12 1125 P 130Aug-10 SPX 16-Jun-12 1150 C 650Aug-10 SPX 16-Jun-12 1200 C 100Aug-10 SPX 16-Jun-12 1225 C 1Aug-10 SPX 16-Jun-12 1250 C 2Aug-10 SPX 16-Jun-12 1275 C 400Aug-10 SPX 16-Jun-12 1300 C 150Aug-10 SPX 16-Jun-12 1475 C 1,000Aug-10 SPX 16-Jun-12 1500 C 250Aug-10 SPX 16-Jun-12 2250 P 13Aug-10 SPX 16-Jun-12 2500 P 2Aug-10 SPX 22-Dec-12 100 C 1Aug-10 SPX 22-Dec-12 100 P 1,660Aug-10 SPX 22-Dec-12 200 P 365Aug-10 SPX 22-Dec-12 250 P 632
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 22-Dec-12 300 P 1,539Aug-10 SPX 22-Dec-12 400 C 1Aug-10 SPX 22-Dec-12 400 P 70Aug-10 SPX 22-Dec-12 500 P 588Aug-10 SPX 22-Dec-12 550 P 18Aug-10 SPX 22-Dec-12 600 P 20,129Aug-10 SPX 22-Dec-12 650 P 763Aug-10 SPX 22-Dec-12 700 C 5Aug-10 SPX 22-Dec-12 700 P 1,229Aug-10 SPX 22-Dec-12 750 P 3,337Aug-10 SPX 22-Dec-12 800 P 2,020Aug-10 SPX 22-Dec-12 850 P 1,757Aug-10 SPX 22-Dec-12 900 C 1Aug-10 SPX 22-Dec-12 900 P 3,756Aug-10 SPX 22-Dec-12 925 P 1Aug-10 SPX 22-Dec-12 950 C 809Aug-10 SPX 22-Dec-12 950 P 1,290Aug-10 SPX 22-Dec-12 1000 C 591Aug-10 SPX 22-Dec-12 1000 P 2,165Aug-10 SPX 22-Dec-12 1025 C 1Aug-10 SPX 22-Dec-12 1025 P 1,000Aug-10 SPX 22-Dec-12 1050 C 6,972Aug-10 SPX 22-Dec-12 1050 P 6,927Aug-10 SPX 22-Dec-12 1075 C 56Aug-10 SPX 22-Dec-12 1075 P 106Aug-10 SPX 22-Dec-12 1100 C 9,668Aug-10 SPX 22-Dec-12 1100 P 9,246Aug-10 SPX 22-Dec-12 1125 C 1,850Aug-10 SPX 22-Dec-12 1125 P 325Aug-10 SPX 22-Dec-12 1150 C 1,653Aug-10 SPX 22-Dec-12 1150 P 5Aug-10 SPX 22-Dec-12 1175 C 3,450Aug-10 SPX 22-Dec-12 1175 P 650Aug-10 SPX 22-Dec-12 1200 C 2,400Aug-10 SPX 22-Dec-12 1200 P 11Aug-10 SPX 22-Dec-12 1220 C 2Aug-10 SPX 22-Dec-12 1250 C 1,601Aug-10 SPX 22-Dec-12 1300 C 3,252Aug-10 SPX 22-Dec-12 1350 C 102Aug-10 SPX 22-Dec-12 1400 C 4,423Aug-10 SPX 22-Dec-12 1400 P 6Aug-10 SPX 22-Dec-12 1450 C 1Aug-10 SPX 22-Dec-12 1500 C 9,356Aug-10 SPX 22-Dec-12 1500 P 6Aug-10 SPX 22-Dec-12 1600 C 20,860Aug-10 SPX 22-Dec-12 1700 C 100Aug-10 SPX 22-Dec-12 1800 C 450Aug-10 SPX 22-Dec-12 1900 C 4
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-10 SPX 22-Dec-12 1900 P 4Aug-10 SPX 22-Dec-12 2000 C 17,050Aug-10 SPX 22-Dec-12 2000 P 10Aug-10 SPX 22-Dec-12 2250 C 1Aug-10 SPX 22-Dec-12 2250 P 8Aug-10 SPX 22-Dec-12 2500 C 515Aug-10 SPX 22-Dec-12 2500 P 28Sep-10 SPX 18-Sep-10 400 C 30Sep-10 SPX 18-Sep-10 500 C 365Sep-10 SPX 18-Sep-10 500 P 365Sep-10 SPX 18-Sep-10 700 C 11Sep-10 SPX 18-Sep-10 700 P 6Sep-10 SPX 18-Sep-10 715 P 9Sep-10 SPX 18-Sep-10 720 P 40Sep-10 SPX 18-Sep-10 725 C 1Sep-10 SPX 18-Sep-10 725 P 379Sep-10 SPX 18-Sep-10 730 P 43Sep-10 SPX 18-Sep-10 735 P 13Sep-10 SPX 18-Sep-10 740 P 7Sep-10 SPX 18-Sep-10 745 P 60Sep-10 SPX 18-Sep-10 750 P 1,377Sep-10 SPX 18-Sep-10 755 P 24Sep-10 SPX 18-Sep-10 760 P 156Sep-10 SPX 18-Sep-10 765 P 249Sep-10 SPX 18-Sep-10 770 P 34Sep-10 SPX 18-Sep-10 775 C 1Sep-10 SPX 18-Sep-10 775 P 186Sep-10 SPX 18-Sep-10 780 P 38Sep-10 SPX 18-Sep-10 785 P 15Sep-10 SPX 18-Sep-10 790 P 104Sep-10 SPX 18-Sep-10 795 P 77Sep-10 SPX 18-Sep-10 800 P 2,550Sep-10 SPX 18-Sep-10 805 P 218Sep-10 SPX 18-Sep-10 810 P 135Sep-10 SPX 18-Sep-10 815 P 136Sep-10 SPX 18-Sep-10 820 P 339Sep-10 SPX 18-Sep-10 825 C 10Sep-10 SPX 18-Sep-10 825 P 4,921Sep-10 SPX 18-Sep-10 830 P 361Sep-10 SPX 18-Sep-10 835 P 2,535Sep-10 SPX 18-Sep-10 840 P 54Sep-10 SPX 18-Sep-10 845 P 182Sep-10 SPX 18-Sep-10 850 C 4Sep-10 SPX 18-Sep-10 850 P 5,409Sep-10 SPX 18-Sep-10 855 P 451Sep-10 SPX 18-Sep-10 860 P 742Sep-10 SPX 18-Sep-10 865 P 1,194Sep-10 SPX 18-Sep-10 870 P 1,830
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 18-Sep-10 875 P 10,309Sep-10 SPX 18-Sep-10 880 P 2,419Sep-10 SPX 18-Sep-10 885 P 1,483Sep-10 SPX 18-Sep-10 890 P 395Sep-10 SPX 18-Sep-10 895 P 2,267Sep-10 SPX 18-Sep-10 900 C 14Sep-10 SPX 18-Sep-10 900 P 27,300Sep-10 SPX 18-Sep-10 905 P 287Sep-10 SPX 18-Sep-10 910 P 545Sep-10 SPX 18-Sep-10 915 P 1,802Sep-10 SPX 18-Sep-10 920 P 5,700Sep-10 SPX 18-Sep-10 925 C 11Sep-10 SPX 18-Sep-10 925 P 16,639Sep-10 SPX 18-Sep-10 930 C 1Sep-10 SPX 18-Sep-10 930 P 3,851Sep-10 SPX 18-Sep-10 935 C 1Sep-10 SPX 18-Sep-10 935 P 8,094Sep-10 SPX 18-Sep-10 940 C 10Sep-10 SPX 18-Sep-10 940 P 5,989Sep-10 SPX 18-Sep-10 945 C 2Sep-10 SPX 18-Sep-10 945 P 1,838Sep-10 SPX 18-Sep-10 950 C 46Sep-10 SPX 18-Sep-10 950 P 35,874Sep-10 SPX 18-Sep-10 955 P 914Sep-10 SPX 18-Sep-10 960 C 15Sep-10 SPX 18-Sep-10 960 P 8,092Sep-10 SPX 18-Sep-10 965 C 1Sep-10 SPX 18-Sep-10 965 P 947Sep-10 SPX 18-Sep-10 970 P 2,938Sep-10 SPX 18-Sep-10 975 C 52Sep-10 SPX 18-Sep-10 975 P 46,875Sep-10 SPX 18-Sep-10 980 C 20,103Sep-10 SPX 18-Sep-10 980 P 5,174Sep-10 SPX 18-Sep-10 985 C 1Sep-10 SPX 18-Sep-10 985 P 1,091Sep-10 SPX 18-Sep-10 990 C 46Sep-10 SPX 18-Sep-10 990 P 3,777Sep-10 SPX 18-Sep-10 995 C 2Sep-10 SPX 18-Sep-10 995 P 3,829Sep-10 SPX 18-Sep-10 1000 C 639Sep-10 SPX 18-Sep-10 1000 P 89,318Sep-10 SPX 18-Sep-10 1005 P 2,269Sep-10 SPX 18-Sep-10 1010 C 6Sep-10 SPX 18-Sep-10 1010 P 20,792Sep-10 SPX 18-Sep-10 1015 C 15Sep-10 SPX 18-Sep-10 1015 P 4,523Sep-10 SPX 18-Sep-10 1020 C 51Sep-10 SPX 18-Sep-10 1020 P 9,838
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 18-Sep-10 1025 C 126Sep-10 SPX 18-Sep-10 1025 P 80,486Sep-10 SPX 18-Sep-10 1030 C 30,491Sep-10 SPX 18-Sep-10 1030 P 40,943Sep-10 SPX 18-Sep-10 1035 C 22Sep-10 SPX 18-Sep-10 1035 P 11,920Sep-10 SPX 18-Sep-10 1040 C 166Sep-10 SPX 18-Sep-10 1040 P 54,733Sep-10 SPX 18-Sep-10 1045 C 76Sep-10 SPX 18-Sep-10 1045 P 8,290Sep-10 SPX 18-Sep-10 1050 C 29,857Sep-10 SPX 18-Sep-10 1050 P 210,057Sep-10 SPX 18-Sep-10 1055 C 486Sep-10 SPX 18-Sep-10 1055 P 6,081Sep-10 SPX 18-Sep-10 1060 C 3,042Sep-10 SPX 18-Sep-10 1060 P 60,719Sep-10 SPX 18-Sep-10 1065 C 12,665Sep-10 SPX 18-Sep-10 1065 P 15,156Sep-10 SPX 18-Sep-10 1070 C 1,900Sep-10 SPX 18-Sep-10 1070 P 85,569Sep-10 SPX 18-Sep-10 1075 C 96,977Sep-10 SPX 18-Sep-10 1075 P 119,185Sep-10 SPX 18-Sep-10 1080 C 28,261Sep-10 SPX 18-Sep-10 1080 P 48,229Sep-10 SPX 18-Sep-10 1085 C 26,457Sep-10 SPX 18-Sep-10 1085 P 30,440Sep-10 SPX 18-Sep-10 1090 C 13,610Sep-10 SPX 18-Sep-10 1090 P 55,503Sep-10 SPX 18-Sep-10 1095 C 21,802Sep-10 SPX 18-Sep-10 1095 P 33,364Sep-10 SPX 18-Sep-10 1100 C 341,242Sep-10 SPX 18-Sep-10 1100 P 317,459Sep-10 SPX 18-Sep-10 1105 C 14,999Sep-10 SPX 18-Sep-10 1105 P 24,149Sep-10 SPX 18-Sep-10 1110 C 28,120Sep-10 SPX 18-Sep-10 1110 P 34,933Sep-10 SPX 18-Sep-10 1115 C 30,411Sep-10 SPX 18-Sep-10 1115 P 21,590Sep-10 SPX 18-Sep-10 1120 C 46,164Sep-10 SPX 18-Sep-10 1120 P 14,586Sep-10 SPX 18-Sep-10 1125 C 116,601Sep-10 SPX 18-Sep-10 1125 P 13,974Sep-10 SPX 18-Sep-10 1130 C 89,402Sep-10 SPX 18-Sep-10 1130 P 1,918Sep-10 SPX 18-Sep-10 1135 C 63,927Sep-10 SPX 18-Sep-10 1135 P 242Sep-10 SPX 18-Sep-10 1140 C 134,504Sep-10 SPX 18-Sep-10 1140 P 225
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 18-Sep-10 1145 C 34,336Sep-10 SPX 18-Sep-10 1145 P 27Sep-10 SPX 18-Sep-10 1150 C 160,109Sep-10 SPX 18-Sep-10 1150 P 3,111Sep-10 SPX 18-Sep-10 1155 C 10,429Sep-10 SPX 18-Sep-10 1155 P 218Sep-10 SPX 18-Sep-10 1160 C 18,742Sep-10 SPX 18-Sep-10 1160 P 11Sep-10 SPX 18-Sep-10 1165 C 3,993Sep-10 SPX 18-Sep-10 1165 P 18Sep-10 SPX 18-Sep-10 1170 C 12,676Sep-10 SPX 18-Sep-10 1170 P 33Sep-10 SPX 18-Sep-10 1175 C 31,867Sep-10 SPX 18-Sep-10 1175 P 179Sep-10 SPX 18-Sep-10 1180 C 10,949Sep-10 SPX 18-Sep-10 1180 P 40Sep-10 SPX 18-Sep-10 1185 C 3,210Sep-10 SPX 18-Sep-10 1185 P 95Sep-10 SPX 18-Sep-10 1190 C 5,265Sep-10 SPX 18-Sep-10 1190 P 65Sep-10 SPX 18-Sep-10 1195 C 1,250Sep-10 SPX 18-Sep-10 1195 P 92Sep-10 SPX 18-Sep-10 1200 C 37,178Sep-10 SPX 18-Sep-10 1200 P 387Sep-10 SPX 18-Sep-10 1205 C 6,090Sep-10 SPX 18-Sep-10 1205 P 7Sep-10 SPX 18-Sep-10 1210 C 3,843Sep-10 SPX 18-Sep-10 1210 P 338Sep-10 SPX 18-Sep-10 1215 C 930Sep-10 SPX 18-Sep-10 1215 P 104Sep-10 SPX 18-Sep-10 1220 C 1,017Sep-10 SPX 18-Sep-10 1220 P 62Sep-10 SPX 18-Sep-10 1225 C 3,428Sep-10 SPX 18-Sep-10 1225 P 92Sep-10 SPX 18-Sep-10 1230 C 299Sep-10 SPX 18-Sep-10 1230 P 5Sep-10 SPX 18-Sep-10 1235 C 5,422Sep-10 SPX 18-Sep-10 1235 P 28Sep-10 SPX 18-Sep-10 1240 C 391Sep-10 SPX 18-Sep-10 1240 P 10Sep-10 SPX 18-Sep-10 1245 C 248Sep-10 SPX 18-Sep-10 1250 C 4,043Sep-10 SPX 18-Sep-10 1250 P 258Sep-10 SPX 18-Sep-10 1255 C 215Sep-10 SPX 18-Sep-10 1260 C 27Sep-10 SPX 18-Sep-10 1275 C 85Sep-10 SPX 18-Sep-10 1280 C 1,998Sep-10 SPX 18-Sep-10 1290 C 1
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 18-Sep-10 1320 C 2Sep-10 SPX 18-Sep-10 1500 C 365Sep-10 SPX 18-Sep-10 1500 P 392Sep-10 SPX 16-Oct-10 200 C 4Sep-10 SPX 16-Oct-10 300 C 7Sep-10 SPX 16-Oct-10 500 C 500Sep-10 SPX 16-Oct-10 500 P 1,500Sep-10 SPX 16-Oct-10 550 P 47Sep-10 SPX 16-Oct-10 575 P 200Sep-10 SPX 16-Oct-10 600 P 1,321Sep-10 SPX 16-Oct-10 610 P 1Sep-10 SPX 16-Oct-10 620 P 1Sep-10 SPX 16-Oct-10 625 P 372Sep-10 SPX 16-Oct-10 630 P 13Sep-10 SPX 16-Oct-10 635 P 10Sep-10 SPX 16-Oct-10 640 P 39Sep-10 SPX 16-Oct-10 645 P 1,277Sep-10 SPX 16-Oct-10 650 P 5,069Sep-10 SPX 16-Oct-10 655 P 2,208Sep-10 SPX 16-Oct-10 660 P 3,252Sep-10 SPX 16-Oct-10 670 P 3,159Sep-10 SPX 16-Oct-10 675 P 3,110Sep-10 SPX 16-Oct-10 680 P 2,479Sep-10 SPX 16-Oct-10 685 P 2,255Sep-10 SPX 16-Oct-10 690 P 2,573Sep-10 SPX 16-Oct-10 695 P 3,489Sep-10 SPX 16-Oct-10 700 C 23Sep-10 SPX 16-Oct-10 700 P 18,313Sep-10 SPX 16-Oct-10 705 C 2Sep-10 SPX 16-Oct-10 705 P 4,350Sep-10 SPX 16-Oct-10 710 P 3,512Sep-10 SPX 16-Oct-10 715 P 3,851Sep-10 SPX 16-Oct-10 720 P 4,007Sep-10 SPX 16-Oct-10 725 C 1Sep-10 SPX 16-Oct-10 725 P 4,564Sep-10 SPX 16-Oct-10 730 P 4,369Sep-10 SPX 16-Oct-10 735 P 4,106Sep-10 SPX 16-Oct-10 740 P 2,802Sep-10 SPX 16-Oct-10 745 P 3,652Sep-10 SPX 16-Oct-10 750 P 4,445Sep-10 SPX 16-Oct-10 755 P 4,198Sep-10 SPX 16-Oct-10 760 P 3,920Sep-10 SPX 16-Oct-10 765 P 3,601Sep-10 SPX 16-Oct-10 770 P 3,292Sep-10 SPX 16-Oct-10 775 C 1Sep-10 SPX 16-Oct-10 775 P 5,127Sep-10 SPX 16-Oct-10 780 P 2,585Sep-10 SPX 16-Oct-10 785 P 3,053
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 16-Oct-10 790 P 3,522Sep-10 SPX 16-Oct-10 795 P 2,349Sep-10 SPX 16-Oct-10 800 C 58Sep-10 SPX 16-Oct-10 800 P 31,137Sep-10 SPX 16-Oct-10 805 P 2,612Sep-10 SPX 16-Oct-10 810 P 3,087Sep-10 SPX 16-Oct-10 815 P 3,186Sep-10 SPX 16-Oct-10 820 P 9,855Sep-10 SPX 16-Oct-10 825 C 110Sep-10 SPX 16-Oct-10 825 P 12,858Sep-10 SPX 16-Oct-10 830 P 4,878Sep-10 SPX 16-Oct-10 835 P 2,770Sep-10 SPX 16-Oct-10 840 P 3,170Sep-10 SPX 16-Oct-10 845 P 2,890Sep-10 SPX 16-Oct-10 850 C 145Sep-10 SPX 16-Oct-10 850 P 28,257Sep-10 SPX 16-Oct-10 855 P 2,853Sep-10 SPX 16-Oct-10 860 P 4,366Sep-10 SPX 16-Oct-10 865 P 4,753Sep-10 SPX 16-Oct-10 870 P 4,170Sep-10 SPX 16-Oct-10 875 C 200Sep-10 SPX 16-Oct-10 875 P 18,884Sep-10 SPX 16-Oct-10 880 P 2,733Sep-10 SPX 16-Oct-10 885 P 3,818Sep-10 SPX 16-Oct-10 890 C 2Sep-10 SPX 16-Oct-10 890 P 2,798Sep-10 SPX 16-Oct-10 895 P 2,440Sep-10 SPX 16-Oct-10 900 C 51Sep-10 SPX 16-Oct-10 900 P 84,717Sep-10 SPX 16-Oct-10 905 C 2Sep-10 SPX 16-Oct-10 905 P 2,792Sep-10 SPX 16-Oct-10 910 P 12,297Sep-10 SPX 16-Oct-10 915 C 2Sep-10 SPX 16-Oct-10 915 P 2,043Sep-10 SPX 16-Oct-10 920 P 2,795Sep-10 SPX 16-Oct-10 925 C 100Sep-10 SPX 16-Oct-10 925 P 30,744Sep-10 SPX 16-Oct-10 930 C 24Sep-10 SPX 16-Oct-10 930 P 11,803Sep-10 SPX 16-Oct-10 935 C 1Sep-10 SPX 16-Oct-10 935 P 7,469Sep-10 SPX 16-Oct-10 940 C 1Sep-10 SPX 16-Oct-10 940 P 6,533Sep-10 SPX 16-Oct-10 945 C 1Sep-10 SPX 16-Oct-10 945 P 3,898Sep-10 SPX 16-Oct-10 950 C 222Sep-10 SPX 16-Oct-10 950 P 67,728Sep-10 SPX 16-Oct-10 955 P 8,530
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 16-Oct-10 960 C 4Sep-10 SPX 16-Oct-10 960 P 17,488Sep-10 SPX 16-Oct-10 965 C 1Sep-10 SPX 16-Oct-10 965 P 2,940Sep-10 SPX 16-Oct-10 970 P 14,903Sep-10 SPX 16-Oct-10 975 C 210Sep-10 SPX 16-Oct-10 975 P 74,088Sep-10 SPX 16-Oct-10 980 C 20,116Sep-10 SPX 16-Oct-10 980 P 16,179Sep-10 SPX 16-Oct-10 985 P 14,669Sep-10 SPX 16-Oct-10 990 P 23,499Sep-10 SPX 16-Oct-10 995 P 9,107Sep-10 SPX 16-Oct-10 1000 C 871Sep-10 SPX 16-Oct-10 1000 P 181,184Sep-10 SPX 16-Oct-10 1005 P 6,947Sep-10 SPX 16-Oct-10 1010 P 23,892Sep-10 SPX 16-Oct-10 1015 P 14,494Sep-10 SPX 16-Oct-10 1020 C 324Sep-10 SPX 16-Oct-10 1020 P 20,291Sep-10 SPX 16-Oct-10 1025 C 9,042Sep-10 SPX 16-Oct-10 1025 P 124,739Sep-10 SPX 16-Oct-10 1030 C 24,313Sep-10 SPX 16-Oct-10 1030 P 14,946Sep-10 SPX 16-Oct-10 1035 C 20Sep-10 SPX 16-Oct-10 1035 P 4,808Sep-10 SPX 16-Oct-10 1040 C 85Sep-10 SPX 16-Oct-10 1040 P 69,086Sep-10 SPX 16-Oct-10 1045 C 115Sep-10 SPX 16-Oct-10 1045 P 9,168Sep-10 SPX 16-Oct-10 1050 C 20,727Sep-10 SPX 16-Oct-10 1050 P 300,739Sep-10 SPX 16-Oct-10 1055 C 32Sep-10 SPX 16-Oct-10 1055 P 2,978Sep-10 SPX 16-Oct-10 1060 C 604Sep-10 SPX 16-Oct-10 1060 P 33,517Sep-10 SPX 16-Oct-10 1065 C 177Sep-10 SPX 16-Oct-10 1065 P 6,928Sep-10 SPX 16-Oct-10 1070 C 2,293Sep-10 SPX 16-Oct-10 1070 P 110,258Sep-10 SPX 16-Oct-10 1075 C 19,810Sep-10 SPX 16-Oct-10 1075 P 142,961Sep-10 SPX 16-Oct-10 1080 C 1,826Sep-10 SPX 16-Oct-10 1080 P 39,486Sep-10 SPX 16-Oct-10 1085 C 710Sep-10 SPX 16-Oct-10 1085 P 12,346Sep-10 SPX 16-Oct-10 1090 C 2,188Sep-10 SPX 16-Oct-10 1090 P 36,937Sep-10 SPX 16-Oct-10 1095 C 340
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 16-Oct-10 1095 P 6,801Sep-10 SPX 16-Oct-10 1100 C 182,916Sep-10 SPX 16-Oct-10 1100 P 436,422Sep-10 SPX 16-Oct-10 1105 C 6,138Sep-10 SPX 16-Oct-10 1105 P 5,527Sep-10 SPX 16-Oct-10 1110 C 5,112Sep-10 SPX 16-Oct-10 1110 P 12,640Sep-10 SPX 16-Oct-10 1115 C 12,756Sep-10 SPX 16-Oct-10 1115 P 6,205Sep-10 SPX 16-Oct-10 1120 C 51,418Sep-10 SPX 16-Oct-10 1120 P 126,181Sep-10 SPX 16-Oct-10 1125 C 122,922Sep-10 SPX 16-Oct-10 1125 P 82,940Sep-10 SPX 16-Oct-10 1130 C 27,534Sep-10 SPX 16-Oct-10 1130 P 14,715Sep-10 SPX 16-Oct-10 1135 C 11,298Sep-10 SPX 16-Oct-10 1135 P 1,508Sep-10 SPX 16-Oct-10 1140 C 55,048Sep-10 SPX 16-Oct-10 1140 P 17,562Sep-10 SPX 16-Oct-10 1145 C 18,792Sep-10 SPX 16-Oct-10 1145 P 4,042Sep-10 SPX 16-Oct-10 1150 C 140,346Sep-10 SPX 16-Oct-10 1150 P 37,599Sep-10 SPX 16-Oct-10 1155 C 18,937Sep-10 SPX 16-Oct-10 1155 P 3,646Sep-10 SPX 16-Oct-10 1160 C 58,319Sep-10 SPX 16-Oct-10 1160 P 995Sep-10 SPX 16-Oct-10 1165 C 40,121Sep-10 SPX 16-Oct-10 1165 P 79Sep-10 SPX 16-Oct-10 1170 C 48,099Sep-10 SPX 16-Oct-10 1170 P 185Sep-10 SPX 16-Oct-10 1175 C 103,610Sep-10 SPX 16-Oct-10 1175 P 2,379Sep-10 SPX 16-Oct-10 1180 C 30,137Sep-10 SPX 16-Oct-10 1180 P 132Sep-10 SPX 16-Oct-10 1185 C 35,199Sep-10 SPX 16-Oct-10 1185 P 56Sep-10 SPX 16-Oct-10 1190 C 41,106Sep-10 SPX 16-Oct-10 1190 P 93Sep-10 SPX 16-Oct-10 1195 C 16,151Sep-10 SPX 16-Oct-10 1195 P 58Sep-10 SPX 16-Oct-10 1200 C 111,518Sep-10 SPX 16-Oct-10 1200 P 585Sep-10 SPX 16-Oct-10 1205 C 9,171Sep-10 SPX 16-Oct-10 1205 P 5Sep-10 SPX 16-Oct-10 1210 C 16,117Sep-10 SPX 16-Oct-10 1210 P 18Sep-10 SPX 16-Oct-10 1215 C 11,232
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 16-Oct-10 1215 P 40Sep-10 SPX 16-Oct-10 1220 C 5,567Sep-10 SPX 16-Oct-10 1220 P 10Sep-10 SPX 16-Oct-10 1225 C 29,136Sep-10 SPX 16-Oct-10 1225 P 117Sep-10 SPX 16-Oct-10 1230 C 13,934Sep-10 SPX 16-Oct-10 1230 P 48Sep-10 SPX 16-Oct-10 1235 C 2,002Sep-10 SPX 16-Oct-10 1235 P 23Sep-10 SPX 16-Oct-10 1240 C 4,377Sep-10 SPX 16-Oct-10 1245 C 1,411Sep-10 SPX 16-Oct-10 1245 P 3Sep-10 SPX 16-Oct-10 1250 C 32,579Sep-10 SPX 16-Oct-10 1250 P 169Sep-10 SPX 16-Oct-10 1255 C 1,318Sep-10 SPX 16-Oct-10 1255 P 1Sep-10 SPX 16-Oct-10 1260 C 1,794Sep-10 SPX 16-Oct-10 1265 C 6,459Sep-10 SPX 16-Oct-10 1270 C 1,725Sep-10 SPX 16-Oct-10 1275 C 7,022Sep-10 SPX 16-Oct-10 1275 P 1Sep-10 SPX 16-Oct-10 1280 C 928Sep-10 SPX 16-Oct-10 1285 C 1,201Sep-10 SPX 16-Oct-10 1290 C 1,520Sep-10 SPX 16-Oct-10 1295 C 1,567Sep-10 SPX 16-Oct-10 1300 C 5,837Sep-10 SPX 16-Oct-10 1305 C 288Sep-10 SPX 16-Oct-10 1310 C 565Sep-10 SPX 16-Oct-10 1315 C 375Sep-10 SPX 16-Oct-10 1320 C 351Sep-10 SPX 16-Oct-10 1325 C 1,434Sep-10 SPX 16-Oct-10 1350 C 495Sep-10 SPX 16-Oct-10 1375 C 747Sep-10 SPX 16-Oct-10 1400 C 327Sep-10 SPX 16-Oct-10 1450 C 267Sep-10 SPX 16-Oct-10 1500 C 750Sep-10 SPX 16-Oct-10 1500 P 500Sep-10 SPX 20-Nov-10 400 P 1,182Sep-10 SPX 20-Nov-10 500 P 211Sep-10 SPX 20-Nov-10 550 P 650Sep-10 SPX 20-Nov-10 575 P 614Sep-10 SPX 20-Nov-10 600 P 2,129Sep-10 SPX 20-Nov-10 620 P 42Sep-10 SPX 20-Nov-10 625 P 791Sep-10 SPX 20-Nov-10 630 P 36Sep-10 SPX 20-Nov-10 640 P 66Sep-10 SPX 20-Nov-10 650 P 2,732Sep-10 SPX 20-Nov-10 660 P 36
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 20-Nov-10 670 P 27Sep-10 SPX 20-Nov-10 675 P 56,196Sep-10 SPX 20-Nov-10 680 P 222Sep-10 SPX 20-Nov-10 690 P 2Sep-10 SPX 20-Nov-10 700 C 14Sep-10 SPX 20-Nov-10 700 P 8,543Sep-10 SPX 20-Nov-10 710 P 112Sep-10 SPX 20-Nov-10 720 P 2,364Sep-10 SPX 20-Nov-10 725 P 4,281Sep-10 SPX 20-Nov-10 730 P 1,488Sep-10 SPX 20-Nov-10 740 P 620Sep-10 SPX 20-Nov-10 750 P 5,121Sep-10 SPX 20-Nov-10 755 P 195Sep-10 SPX 20-Nov-10 760 P 565Sep-10 SPX 20-Nov-10 765 P 910Sep-10 SPX 20-Nov-10 770 P 237Sep-10 SPX 20-Nov-10 775 P 6,330Sep-10 SPX 20-Nov-10 780 P 487Sep-10 SPX 20-Nov-10 785 P 419Sep-10 SPX 20-Nov-10 790 P 415Sep-10 SPX 20-Nov-10 795 P 232Sep-10 SPX 20-Nov-10 800 C 61Sep-10 SPX 20-Nov-10 800 P 25,586Sep-10 SPX 20-Nov-10 805 P 17Sep-10 SPX 20-Nov-10 810 P 45Sep-10 SPX 20-Nov-10 820 P 9Sep-10 SPX 20-Nov-10 825 P 7,780Sep-10 SPX 20-Nov-10 830 P 4,294Sep-10 SPX 20-Nov-10 835 P 300Sep-10 SPX 20-Nov-10 840 P 12,995Sep-10 SPX 20-Nov-10 845 P 606Sep-10 SPX 20-Nov-10 850 P 26,141Sep-10 SPX 20-Nov-10 855 P 220Sep-10 SPX 20-Nov-10 860 P 210Sep-10 SPX 20-Nov-10 865 P 1Sep-10 SPX 20-Nov-10 870 P 24Sep-10 SPX 20-Nov-10 875 C 200Sep-10 SPX 20-Nov-10 875 P 34,002Sep-10 SPX 20-Nov-10 880 P 2,249Sep-10 SPX 20-Nov-10 885 P 24Sep-10 SPX 20-Nov-10 890 P 36Sep-10 SPX 20-Nov-10 895 P 74Sep-10 SPX 20-Nov-10 900 C 250Sep-10 SPX 20-Nov-10 900 P 50,731Sep-10 SPX 20-Nov-10 905 P 1Sep-10 SPX 20-Nov-10 910 P 36Sep-10 SPX 20-Nov-10 915 P 6Sep-10 SPX 20-Nov-10 920 P 476
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 20-Nov-10 925 C 30Sep-10 SPX 20-Nov-10 925 P 15,200Sep-10 SPX 20-Nov-10 930 C 100Sep-10 SPX 20-Nov-10 930 P 5,579Sep-10 SPX 20-Nov-10 935 C 100Sep-10 SPX 20-Nov-10 935 P 2Sep-10 SPX 20-Nov-10 940 P 8,530Sep-10 SPX 20-Nov-10 945 P 1,593Sep-10 SPX 20-Nov-10 950 C 47Sep-10 SPX 20-Nov-10 950 P 56,196Sep-10 SPX 20-Nov-10 955 P 15Sep-10 SPX 20-Nov-10 960 C 6Sep-10 SPX 20-Nov-10 960 P 4,890Sep-10 SPX 20-Nov-10 965 P 1,048Sep-10 SPX 20-Nov-10 970 P 1,843Sep-10 SPX 20-Nov-10 975 C 10Sep-10 SPX 20-Nov-10 975 P 35,536Sep-10 SPX 20-Nov-10 980 P 4,833Sep-10 SPX 20-Nov-10 985 P 124Sep-10 SPX 20-Nov-10 990 P 2,048Sep-10 SPX 20-Nov-10 995 P 1,127Sep-10 SPX 20-Nov-10 1000 C 21Sep-10 SPX 20-Nov-10 1000 P 96,712Sep-10 SPX 20-Nov-10 1005 P 84Sep-10 SPX 20-Nov-10 1010 P 1,051Sep-10 SPX 20-Nov-10 1015 P 4,456Sep-10 SPX 20-Nov-10 1020 P 1,006Sep-10 SPX 20-Nov-10 1025 P 61,005Sep-10 SPX 20-Nov-10 1030 P 11,677Sep-10 SPX 20-Nov-10 1035 P 736Sep-10 SPX 20-Nov-10 1040 C 59Sep-10 SPX 20-Nov-10 1040 P 5,883Sep-10 SPX 20-Nov-10 1045 P 185Sep-10 SPX 20-Nov-10 1050 C 3,252Sep-10 SPX 20-Nov-10 1050 P 88,393Sep-10 SPX 20-Nov-10 1055 C 3Sep-10 SPX 20-Nov-10 1055 P 51Sep-10 SPX 20-Nov-10 1060 C 68Sep-10 SPX 20-Nov-10 1060 P 12,953Sep-10 SPX 20-Nov-10 1065 P 2,051Sep-10 SPX 20-Nov-10 1070 C 10Sep-10 SPX 20-Nov-10 1070 P 6,436Sep-10 SPX 20-Nov-10 1075 C 7,591Sep-10 SPX 20-Nov-10 1075 P 46,304Sep-10 SPX 20-Nov-10 1080 C 144Sep-10 SPX 20-Nov-10 1080 P 8,955Sep-10 SPX 20-Nov-10 1085 C 7Sep-10 SPX 20-Nov-10 1085 P 6,240
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 20-Nov-10 1090 C 43Sep-10 SPX 20-Nov-10 1090 P 12,271Sep-10 SPX 20-Nov-10 1095 C 65Sep-10 SPX 20-Nov-10 1095 P 379Sep-10 SPX 20-Nov-10 1100 C 55,420Sep-10 SPX 20-Nov-10 1100 P 108,762Sep-10 SPX 20-Nov-10 1105 P 64Sep-10 SPX 20-Nov-10 1110 C 708Sep-10 SPX 20-Nov-10 1110 P 4,056Sep-10 SPX 20-Nov-10 1115 C 117Sep-10 SPX 20-Nov-10 1115 P 794Sep-10 SPX 20-Nov-10 1120 C 1,303Sep-10 SPX 20-Nov-10 1120 P 53,411Sep-10 SPX 20-Nov-10 1125 C 19,484Sep-10 SPX 20-Nov-10 1125 P 47,965Sep-10 SPX 20-Nov-10 1130 C 11,852Sep-10 SPX 20-Nov-10 1130 P 14,399Sep-10 SPX 20-Nov-10 1135 C 784Sep-10 SPX 20-Nov-10 1135 P 594Sep-10 SPX 20-Nov-10 1140 C 8,146Sep-10 SPX 20-Nov-10 1140 P 2,286Sep-10 SPX 20-Nov-10 1145 C 1,261Sep-10 SPX 20-Nov-10 1145 P 1,560Sep-10 SPX 20-Nov-10 1150 C 38,022Sep-10 SPX 20-Nov-10 1150 P 13,360Sep-10 SPX 20-Nov-10 1155 C 1,293Sep-10 SPX 20-Nov-10 1155 P 6Sep-10 SPX 20-Nov-10 1160 C 7,592Sep-10 SPX 20-Nov-10 1160 P 14Sep-10 SPX 20-Nov-10 1165 C 3,332Sep-10 SPX 20-Nov-10 1165 P 11Sep-10 SPX 20-Nov-10 1170 C 808Sep-10 SPX 20-Nov-10 1170 P 20Sep-10 SPX 20-Nov-10 1175 C 42,250Sep-10 SPX 20-Nov-10 1175 P 251Sep-10 SPX 20-Nov-10 1180 C 3,109Sep-10 SPX 20-Nov-10 1180 P 6Sep-10 SPX 20-Nov-10 1185 C 3,522Sep-10 SPX 20-Nov-10 1190 C 7,792Sep-10 SPX 20-Nov-10 1195 C 917Sep-10 SPX 20-Nov-10 1200 C 111,629Sep-10 SPX 20-Nov-10 1200 P 834Sep-10 SPX 20-Nov-10 1205 C 1,281Sep-10 SPX 20-Nov-10 1210 C 17,668Sep-10 SPX 20-Nov-10 1210 P 1Sep-10 SPX 20-Nov-10 1215 C 1,507Sep-10 SPX 20-Nov-10 1220 C 3,921Sep-10 SPX 20-Nov-10 1220 P 3
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 20-Nov-10 1225 C 18,222Sep-10 SPX 20-Nov-10 1225 P 154Sep-10 SPX 20-Nov-10 1230 C 7,965Sep-10 SPX 20-Nov-10 1235 C 4,832Sep-10 SPX 20-Nov-10 1240 C 887Sep-10 SPX 20-Nov-10 1240 P 2Sep-10 SPX 20-Nov-10 1245 C 76Sep-10 SPX 20-Nov-10 1250 C 23,777Sep-10 SPX 20-Nov-10 1255 C 203Sep-10 SPX 20-Nov-10 1260 C 8,124Sep-10 SPX 20-Nov-10 1265 C 57Sep-10 SPX 20-Nov-10 1270 C 124Sep-10 SPX 20-Nov-10 1275 C 3,140Sep-10 SPX 20-Nov-10 1280 C 29Sep-10 SPX 20-Nov-10 1285 C 146Sep-10 SPX 20-Nov-10 1290 C 847Sep-10 SPX 20-Nov-10 1295 C 1,195Sep-10 SPX 20-Nov-10 1300 C 13,039Sep-10 SPX 20-Nov-10 1300 P 12Sep-10 SPX 20-Nov-10 1305 C 90Sep-10 SPX 20-Nov-10 1310 C 139Sep-10 SPX 20-Nov-10 1320 C 1,978Sep-10 SPX 20-Nov-10 1350 C 10Sep-10 SPX 20-Nov-10 1400 C 520Sep-10 SPX 20-Nov-10 1450 C 38Sep-10 SPX 20-Nov-10 1500 C 10Sep-10 SPX 18-Dec-10 100 C 18Sep-10 SPX 18-Dec-10 300 P 2Sep-10 SPX 18-Dec-10 325 C 100Sep-10 SPX 18-Dec-10 400 C 1,000Sep-10 SPX 18-Dec-10 400 P 1,510Sep-10 SPX 18-Dec-10 425 C 100Sep-10 SPX 18-Dec-10 425 P 302Sep-10 SPX 18-Dec-10 450 P 379Sep-10 SPX 18-Dec-10 475 P 103Sep-10 SPX 18-Dec-10 500 C 30,101Sep-10 SPX 18-Dec-10 500 P 33,354Sep-10 SPX 18-Dec-10 525 P 578Sep-10 SPX 18-Dec-10 550 P 3,827Sep-10 SPX 18-Dec-10 575 P 399Sep-10 SPX 18-Dec-10 600 C 2Sep-10 SPX 18-Dec-10 600 P 3,655Sep-10 SPX 18-Dec-10 620 P 1,183Sep-10 SPX 18-Dec-10 625 P 2,396Sep-10 SPX 18-Dec-10 640 P 1,621Sep-10 SPX 18-Dec-10 650 C 10Sep-10 SPX 18-Dec-10 650 P 9,426Sep-10 SPX 18-Dec-10 660 P 1,969
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 18-Dec-10 675 P 12,936Sep-10 SPX 18-Dec-10 680 P 359Sep-10 SPX 18-Dec-10 700 C 1,684Sep-10 SPX 18-Dec-10 700 P 28,501Sep-10 SPX 18-Dec-10 720 P 2,535Sep-10 SPX 18-Dec-10 725 P 5,482Sep-10 SPX 18-Dec-10 740 P 1,667Sep-10 SPX 18-Dec-10 750 P 5,594Sep-10 SPX 18-Dec-10 760 P 1,300Sep-10 SPX 18-Dec-10 775 P 1,509Sep-10 SPX 18-Dec-10 780 P 1,007Sep-10 SPX 18-Dec-10 800 P 55,599Sep-10 SPX 18-Dec-10 820 P 28,408Sep-10 SPX 18-Dec-10 825 P 2,735Sep-10 SPX 18-Dec-10 840 P 2,178Sep-10 SPX 18-Dec-10 850 C 1Sep-10 SPX 18-Dec-10 850 P 23,415Sep-10 SPX 18-Dec-10 860 P 8,200Sep-10 SPX 18-Dec-10 875 C 6Sep-10 SPX 18-Dec-10 875 P 12,554Sep-10 SPX 18-Dec-10 880 P 31Sep-10 SPX 18-Dec-10 900 C 16Sep-10 SPX 18-Dec-10 900 P 117,221Sep-10 SPX 18-Dec-10 910 P 70Sep-10 SPX 18-Dec-10 920 P 14Sep-10 SPX 18-Dec-10 925 C 9Sep-10 SPX 18-Dec-10 925 P 13,506Sep-10 SPX 18-Dec-10 930 P 2,890Sep-10 SPX 18-Dec-10 935 P 110Sep-10 SPX 18-Dec-10 940 P 91Sep-10 SPX 18-Dec-10 945 P 82Sep-10 SPX 18-Dec-10 950 C 66Sep-10 SPX 18-Dec-10 950 P 70,911Sep-10 SPX 18-Dec-10 960 P 1,206Sep-10 SPX 18-Dec-10 970 P 12Sep-10 SPX 18-Dec-10 975 C 2Sep-10 SPX 18-Dec-10 975 P 15,496Sep-10 SPX 18-Dec-10 980 P 16Sep-10 SPX 18-Dec-10 985 P 2Sep-10 SPX 18-Dec-10 990 P 288Sep-10 SPX 18-Dec-10 995 P 12Sep-10 SPX 18-Dec-10 1000 C 433Sep-10 SPX 18-Dec-10 1000 P 125,488Sep-10 SPX 18-Dec-10 1010 P 7,079Sep-10 SPX 18-Dec-10 1020 C 20Sep-10 SPX 18-Dec-10 1020 P 356Sep-10 SPX 18-Dec-10 1025 C 12Sep-10 SPX 18-Dec-10 1025 P 51,494
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 18-Dec-10 1030 C 7,000Sep-10 SPX 18-Dec-10 1030 P 9,906Sep-10 SPX 18-Dec-10 1035 P 770Sep-10 SPX 18-Dec-10 1040 C 20Sep-10 SPX 18-Dec-10 1040 P 1,121Sep-10 SPX 18-Dec-10 1045 C 6Sep-10 SPX 18-Dec-10 1045 P 11Sep-10 SPX 18-Dec-10 1050 C 1,904Sep-10 SPX 18-Dec-10 1050 P 81,298Sep-10 SPX 18-Dec-10 1055 P 886Sep-10 SPX 18-Dec-10 1060 C 34Sep-10 SPX 18-Dec-10 1060 P 3,432Sep-10 SPX 18-Dec-10 1065 P 56Sep-10 SPX 18-Dec-10 1070 C 582Sep-10 SPX 18-Dec-10 1070 P 1,571Sep-10 SPX 18-Dec-10 1075 C 2,516Sep-10 SPX 18-Dec-10 1075 P 60,533Sep-10 SPX 18-Dec-10 1080 C 115Sep-10 SPX 18-Dec-10 1080 P 1,509Sep-10 SPX 18-Dec-10 1085 C 10Sep-10 SPX 18-Dec-10 1085 P 5,606Sep-10 SPX 18-Dec-10 1090 C 56Sep-10 SPX 18-Dec-10 1090 P 412Sep-10 SPX 18-Dec-10 1095 C 6,276Sep-10 SPX 18-Dec-10 1095 P 6,517Sep-10 SPX 18-Dec-10 1100 C 112,569Sep-10 SPX 18-Dec-10 1100 P 184,544Sep-10 SPX 18-Dec-10 1105 C 39,332Sep-10 SPX 18-Dec-10 1105 P 39,663Sep-10 SPX 18-Dec-10 1110 C 5,958Sep-10 SPX 18-Dec-10 1110 P 5,964Sep-10 SPX 18-Dec-10 1115 C 64,024Sep-10 SPX 18-Dec-10 1115 P 65,510Sep-10 SPX 18-Dec-10 1120 C 55,720Sep-10 SPX 18-Dec-10 1120 P 56,773Sep-10 SPX 18-Dec-10 1125 C 54,571Sep-10 SPX 18-Dec-10 1125 P 47,289Sep-10 SPX 18-Dec-10 1130 C 46,832Sep-10 SPX 18-Dec-10 1130 P 45,865Sep-10 SPX 18-Dec-10 1135 C 58,736Sep-10 SPX 18-Dec-10 1135 P 61,399Sep-10 SPX 18-Dec-10 1140 C 94,204Sep-10 SPX 18-Dec-10 1140 P 94,557Sep-10 SPX 18-Dec-10 1145 C 23,704Sep-10 SPX 18-Dec-10 1145 P 22,870Sep-10 SPX 18-Dec-10 1150 C 57,615Sep-10 SPX 18-Dec-10 1150 P 25,665Sep-10 SPX 18-Dec-10 1155 C 482
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 18-Dec-10 1155 P 482Sep-10 SPX 18-Dec-10 1160 C 13,776Sep-10 SPX 18-Dec-10 1165 C 21Sep-10 SPX 18-Dec-10 1175 C 29,852Sep-10 SPX 18-Dec-10 1175 P 7,542Sep-10 SPX 18-Dec-10 1180 C 884Sep-10 SPX 18-Dec-10 1185 C 10,241Sep-10 SPX 18-Dec-10 1185 P 28Sep-10 SPX 18-Dec-10 1195 C 782Sep-10 SPX 18-Dec-10 1195 P 28Sep-10 SPX 18-Dec-10 1200 C 100,122Sep-10 SPX 18-Dec-10 1200 P 2,564Sep-10 SPX 18-Dec-10 1210 C 343Sep-10 SPX 18-Dec-10 1220 C 2,003Sep-10 SPX 18-Dec-10 1220 P 1Sep-10 SPX 18-Dec-10 1225 C 30,587Sep-10 SPX 18-Dec-10 1225 P 139Sep-10 SPX 18-Dec-10 1230 C 1,655Sep-10 SPX 18-Dec-10 1235 C 897Sep-10 SPX 18-Dec-10 1240 C 1,374Sep-10 SPX 18-Dec-10 1240 P 2Sep-10 SPX 18-Dec-10 1250 C 66,236Sep-10 SPX 18-Dec-10 1250 P 157Sep-10 SPX 18-Dec-10 1255 C 2,946Sep-10 SPX 18-Dec-10 1260 C 112Sep-10 SPX 18-Dec-10 1265 C 102Sep-10 SPX 18-Dec-10 1270 C 424Sep-10 SPX 18-Dec-10 1275 C 5,719Sep-10 SPX 18-Dec-10 1275 P 5Sep-10 SPX 18-Dec-10 1280 C 18Sep-10 SPX 18-Dec-10 1290 C 4Sep-10 SPX 18-Dec-10 1295 C 499Sep-10 SPX 18-Dec-10 1300 C 13,058Sep-10 SPX 18-Dec-10 1300 P 21Sep-10 SPX 18-Dec-10 1320 C 1,054Sep-10 SPX 18-Dec-10 1325 C 1,200Sep-10 SPX 18-Dec-10 1350 C 5,058Sep-10 SPX 18-Dec-10 1350 P 1,675Sep-10 SPX 18-Dec-10 1375 C 451Sep-10 SPX 18-Dec-10 1400 C 4,631Sep-10 SPX 18-Dec-10 1400 P 1,000Sep-10 SPX 18-Dec-10 1450 C 1,630Sep-10 SPX 18-Dec-10 1500 C 30,095Sep-10 SPX 18-Dec-10 1500 P 30,101Sep-10 SPX 18-Dec-10 1550 C 50Sep-10 SPX 18-Dec-10 1600 C 35Sep-10 SPX 22-Jan-11 400 C 8Sep-10 SPX 22-Jan-11 450 P 283
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 22-Jan-11 500 C 500Sep-10 SPX 22-Jan-11 500 P 580Sep-10 SPX 22-Jan-11 600 C 1Sep-10 SPX 22-Jan-11 600 P 2,315Sep-10 SPX 22-Jan-11 650 C 3Sep-10 SPX 22-Jan-11 650 P 1,148Sep-10 SPX 22-Jan-11 675 P 854Sep-10 SPX 22-Jan-11 700 P 23,094Sep-10 SPX 22-Jan-11 725 P 700Sep-10 SPX 22-Jan-11 750 P 22,973Sep-10 SPX 22-Jan-11 775 P 6,075Sep-10 SPX 22-Jan-11 800 P 19,438Sep-10 SPX 22-Jan-11 825 P 1,339Sep-10 SPX 22-Jan-11 850 C 5Sep-10 SPX 22-Jan-11 850 P 9,807Sep-10 SPX 22-Jan-11 875 P 216Sep-10 SPX 22-Jan-11 900 C 30Sep-10 SPX 22-Jan-11 900 P 22,167Sep-10 SPX 22-Jan-11 925 P 2,645Sep-10 SPX 22-Jan-11 950 P 5,611Sep-10 SPX 22-Jan-11 975 P 1,761Sep-10 SPX 22-Jan-11 1000 C 20Sep-10 SPX 22-Jan-11 1000 P 48,374Sep-10 SPX 22-Jan-11 1025 P 3,432Sep-10 SPX 22-Jan-11 1050 C 502Sep-10 SPX 22-Jan-11 1050 P 30,917Sep-10 SPX 22-Jan-11 1075 C 2,244Sep-10 SPX 22-Jan-11 1075 P 15,095Sep-10 SPX 22-Jan-11 1100 C 35,100Sep-10 SPX 22-Jan-11 1100 P 60,086Sep-10 SPX 22-Jan-11 1125 C 18,411Sep-10 SPX 22-Jan-11 1125 P 10,668Sep-10 SPX 22-Jan-11 1140 C 18,162Sep-10 SPX 22-Jan-11 1140 P 305Sep-10 SPX 22-Jan-11 1150 C 11,182Sep-10 SPX 22-Jan-11 1150 P 4,065Sep-10 SPX 22-Jan-11 1175 C 2,741Sep-10 SPX 22-Jan-11 1175 P 1,263Sep-10 SPX 22-Jan-11 1200 C 33,414Sep-10 SPX 22-Jan-11 1200 P 6Sep-10 SPX 22-Jan-11 1225 C 10,347Sep-10 SPX 22-Jan-11 1225 P 24Sep-10 SPX 22-Jan-11 1250 C 13,254Sep-10 SPX 22-Jan-11 1250 P 5,854Sep-10 SPX 22-Jan-11 1275 C 3,111Sep-10 SPX 22-Jan-11 1300 C 5,299Sep-10 SPX 22-Jan-11 1300 P 1,009Sep-10 SPX 22-Jan-11 1325 C 18
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 22-Jan-11 1350 C 2,520Sep-10 SPX 22-Jan-11 1400 C 500Sep-10 SPX 22-Jan-11 1400 P 18Sep-10 SPX 22-Jan-11 1500 C 500Sep-10 SPX 22-Jan-11 1500 P 500Sep-10 SPX 19-Mar-11 400 P 12Sep-10 SPX 19-Mar-11 425 P 425Sep-10 SPX 19-Mar-11 500 P 657Sep-10 SPX 19-Mar-11 550 P 9,854Sep-10 SPX 19-Mar-11 575 P 256Sep-10 SPX 19-Mar-11 600 P 16,060Sep-10 SPX 19-Mar-11 625 P 413Sep-10 SPX 19-Mar-11 650 P 6,013Sep-10 SPX 19-Mar-11 675 P 2Sep-10 SPX 19-Mar-11 700 P 5,586Sep-10 SPX 19-Mar-11 725 P 2,911Sep-10 SPX 19-Mar-11 750 P 9,683Sep-10 SPX 19-Mar-11 775 P 1,529Sep-10 SPX 19-Mar-11 800 C 4Sep-10 SPX 19-Mar-11 800 P 41,080Sep-10 SPX 19-Mar-11 825 P 20,590Sep-10 SPX 19-Mar-11 850 P 31,738Sep-10 SPX 19-Mar-11 875 P 2,655Sep-10 SPX 19-Mar-11 900 P 55,979Sep-10 SPX 19-Mar-11 925 P 29,587Sep-10 SPX 19-Mar-11 950 P 34,969Sep-10 SPX 19-Mar-11 975 C 10Sep-10 SPX 19-Mar-11 975 P 3,203Sep-10 SPX 19-Mar-11 1000 C 14Sep-10 SPX 19-Mar-11 1000 P 80,456Sep-10 SPX 19-Mar-11 1025 P 11,975Sep-10 SPX 19-Mar-11 1050 C 617Sep-10 SPX 19-Mar-11 1050 P 31,679Sep-10 SPX 19-Mar-11 1060 P 160Sep-10 SPX 19-Mar-11 1075 C 3,522Sep-10 SPX 19-Mar-11 1075 P 34,096Sep-10 SPX 19-Mar-11 1100 C 23,573Sep-10 SPX 19-Mar-11 1100 P 29,455Sep-10 SPX 19-Mar-11 1125 C 28,903Sep-10 SPX 19-Mar-11 1125 P 9,853Sep-10 SPX 19-Mar-11 1150 C 9,789Sep-10 SPX 19-Mar-11 1150 P 9,514Sep-10 SPX 19-Mar-11 1175 C 8,141Sep-10 SPX 19-Mar-11 1175 P 1,000Sep-10 SPX 19-Mar-11 1200 C 71,895Sep-10 SPX 19-Mar-11 1200 P 2,040Sep-10 SPX 19-Mar-11 1225 C 17,207Sep-10 SPX 19-Mar-11 1225 P 65
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 19-Mar-11 1250 C 14,672Sep-10 SPX 19-Mar-11 1250 P 765Sep-10 SPX 19-Mar-11 1275 C 890Sep-10 SPX 19-Mar-11 1300 C 1,160Sep-10 SPX 19-Mar-11 1325 C 266Sep-10 SPX 19-Mar-11 1325 P 1Sep-10 SPX 19-Mar-11 1350 C 1,785Sep-10 SPX 19-Mar-11 1375 C 2,819Sep-10 SPX 19-Mar-11 1400 C 1,550Sep-10 SPX 19-Mar-11 1425 C 30Sep-10 SPX 19-Mar-11 1450 C 300Sep-10 SPX 19-Mar-11 1575 C 27Sep-10 SPX 19-Mar-11 1600 C 9Sep-10 SPX 18-Jun-11 100 P 9Sep-10 SPX 18-Jun-11 200 P 102Sep-10 SPX 18-Jun-11 300 P 12Sep-10 SPX 18-Jun-11 350 P 10Sep-10 SPX 18-Jun-11 400 P 51Sep-10 SPX 18-Jun-11 450 P 10Sep-10 SPX 18-Jun-11 475 P 2Sep-10 SPX 18-Jun-11 500 P 471Sep-10 SPX 18-Jun-11 525 P 10Sep-10 SPX 18-Jun-11 550 P 354Sep-10 SPX 18-Jun-11 600 P 458Sep-10 SPX 18-Jun-11 650 P 1,507Sep-10 SPX 18-Jun-11 700 P 179Sep-10 SPX 18-Jun-11 750 P 461Sep-10 SPX 18-Jun-11 775 P 116Sep-10 SPX 18-Jun-11 800 P 2,688Sep-10 SPX 18-Jun-11 825 P 500Sep-10 SPX 18-Jun-11 850 P 1,330Sep-10 SPX 18-Jun-11 875 P 6Sep-10 SPX 18-Jun-11 900 P 6,102Sep-10 SPX 18-Jun-11 925 P 100Sep-10 SPX 18-Jun-11 950 C 10Sep-10 SPX 18-Jun-11 950 P 46,112Sep-10 SPX 18-Jun-11 975 P 1,089Sep-10 SPX 18-Jun-11 1000 C 43Sep-10 SPX 18-Jun-11 1000 P 45,180Sep-10 SPX 18-Jun-11 1025 P 2,357Sep-10 SPX 18-Jun-11 1050 C 2,714Sep-10 SPX 18-Jun-11 1050 P 5,817Sep-10 SPX 18-Jun-11 1060 P 508Sep-10 SPX 18-Jun-11 1075 C 2,161Sep-10 SPX 18-Jun-11 1075 P 9,729Sep-10 SPX 18-Jun-11 1100 C 6,997Sep-10 SPX 18-Jun-11 1100 P 18,001Sep-10 SPX 18-Jun-11 1125 C 2,704
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 18-Jun-11 1125 P 8,389Sep-10 SPX 18-Jun-11 1150 C 4,610Sep-10 SPX 18-Jun-11 1150 P 1,539Sep-10 SPX 18-Jun-11 1175 C 525Sep-10 SPX 18-Jun-11 1175 P 1Sep-10 SPX 18-Jun-11 1200 C 19,217Sep-10 SPX 18-Jun-11 1200 P 20Sep-10 SPX 18-Jun-11 1225 C 2,216Sep-10 SPX 18-Jun-11 1250 C 43,338Sep-10 SPX 18-Jun-11 1250 P 2Sep-10 SPX 18-Jun-11 1275 C 320Sep-10 SPX 18-Jun-11 1300 C 8,770Sep-10 SPX 18-Jun-11 1300 P 1Sep-10 SPX 18-Jun-11 1325 C 195Sep-10 SPX 18-Jun-11 1350 C 1,219Sep-10 SPX 18-Jun-11 1350 P 3Sep-10 SPX 18-Jun-11 1375 C 90Sep-10 SPX 18-Jun-11 1400 C 783Sep-10 SPX 18-Jun-11 1425 C 300Sep-10 SPX 18-Jun-11 1450 C 1,067Sep-10 SPX 18-Jun-11 1475 C 25Sep-10 SPX 18-Jun-11 1500 C 415Sep-10 SPX 18-Jun-11 1550 C 50Sep-10 SPX 18-Jun-11 1600 C 20Sep-10 SPX 18-Jun-11 2500 P 3Sep-10 SPX 17-Sep-11 500 P 3Sep-10 SPX 17-Sep-11 700 P 3Sep-10 SPX 17-Sep-11 750 P 3Sep-10 SPX 17-Sep-11 775 P 1,800Sep-10 SPX 17-Sep-11 800 P 2Sep-10 SPX 17-Sep-11 825 P 1Sep-10 SPX 17-Sep-11 850 P 252Sep-10 SPX 17-Sep-11 875 P 2Sep-10 SPX 17-Sep-11 900 P 13Sep-10 SPX 17-Sep-11 950 P 208Sep-10 SPX 17-Sep-11 1000 P 2,207Sep-10 SPX 17-Sep-11 1050 P 100Sep-10 SPX 17-Sep-11 1075 P 657Sep-10 SPX 17-Sep-11 1100 C 290Sep-10 SPX 17-Sep-11 1100 P 246Sep-10 SPX 17-Sep-11 1125 C 1,089Sep-10 SPX 17-Sep-11 1125 P 2,650Sep-10 SPX 17-Sep-11 1150 C 656Sep-10 SPX 17-Sep-11 1150 P 3,252Sep-10 SPX 17-Sep-11 1175 C 1,005Sep-10 SPX 17-Sep-11 1175 P 1Sep-10 SPX 17-Sep-11 1200 C 936Sep-10 SPX 17-Sep-11 1225 C 500
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 17-Sep-11 1250 C 3,272Sep-10 SPX 17-Sep-11 1275 C 302Sep-10 SPX 17-Sep-11 1300 C 480Sep-10 SPX 17-Sep-11 1325 C 20Sep-10 SPX 17-Sep-11 1350 C 201Sep-10 SPX 17-Sep-11 1375 C 102Sep-10 SPX 17-Sep-11 1400 C 12Sep-10 SPX 17-Sep-11 1425 C 101Sep-10 SPX 17-Sep-11 1450 C 10Sep-10 SPX 17-Dec-11 200 P 1,508Sep-10 SPX 17-Dec-11 225 P 670Sep-10 SPX 17-Dec-11 250 P 6,337Sep-10 SPX 17-Dec-11 275 P 654Sep-10 SPX 17-Dec-11 280 P 1,044Sep-10 SPX 17-Dec-11 300 P 3,434Sep-10 SPX 17-Dec-11 325 P 614Sep-10 SPX 17-Dec-11 350 P 345Sep-10 SPX 17-Dec-11 400 P 34,396Sep-10 SPX 17-Dec-11 425 P 48Sep-10 SPX 17-Dec-11 500 P 2,039Sep-10 SPX 17-Dec-11 550 P 1,726Sep-10 SPX 17-Dec-11 600 P 10,019Sep-10 SPX 17-Dec-11 650 P 13,382Sep-10 SPX 17-Dec-11 700 P 4,357Sep-10 SPX 17-Dec-11 750 P 16,457Sep-10 SPX 17-Dec-11 775 P 1,953Sep-10 SPX 17-Dec-11 800 P 17,378Sep-10 SPX 17-Dec-11 825 P 155Sep-10 SPX 17-Dec-11 850 P 1,110Sep-10 SPX 17-Dec-11 875 C 6Sep-10 SPX 17-Dec-11 900 C 6Sep-10 SPX 17-Dec-11 900 P 2,800Sep-10 SPX 17-Dec-11 920 P 600Sep-10 SPX 17-Dec-11 925 P 48Sep-10 SPX 17-Dec-11 950 P 8,154Sep-10 SPX 17-Dec-11 975 P 1,031Sep-10 SPX 17-Dec-11 1000 C 1,702Sep-10 SPX 17-Dec-11 1000 P 19,144Sep-10 SPX 17-Dec-11 1025 C 180Sep-10 SPX 17-Dec-11 1025 P 1,680Sep-10 SPX 17-Dec-11 1050 C 2,351Sep-10 SPX 17-Dec-11 1050 P 11,164Sep-10 SPX 17-Dec-11 1075 C 3,435Sep-10 SPX 17-Dec-11 1075 P 11,785Sep-10 SPX 17-Dec-11 1100 C 17,683Sep-10 SPX 17-Dec-11 1100 P 42,727Sep-10 SPX 17-Dec-11 1125 C 7,954Sep-10 SPX 17-Dec-11 1125 P 12,269
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 17-Dec-11 1150 C 11,041Sep-10 SPX 17-Dec-11 1150 P 5,275Sep-10 SPX 17-Dec-11 1175 C 3,252Sep-10 SPX 17-Dec-11 1175 P 600Sep-10 SPX 17-Dec-11 1200 C 5,814Sep-10 SPX 17-Dec-11 1225 C 2,770Sep-10 SPX 17-Dec-11 1250 C 3,710Sep-10 SPX 17-Dec-11 1275 C 33Sep-10 SPX 17-Dec-11 1300 C 8,568Sep-10 SPX 17-Dec-11 1300 P 417Sep-10 SPX 17-Dec-11 1325 C 2Sep-10 SPX 17-Dec-11 1350 C 341Sep-10 SPX 17-Dec-11 1350 P 3Sep-10 SPX 17-Dec-11 1400 C 3,006Sep-10 SPX 17-Dec-11 1400 P 20Sep-10 SPX 17-Dec-11 1450 C 1,750Sep-10 SPX 17-Dec-11 1500 C 3,515Sep-10 SPX 17-Dec-11 1550 C 350Sep-10 SPX 17-Dec-11 1700 C 40Sep-10 SPX 17-Dec-11 1800 C 50Sep-10 SPX 17-Dec-11 1900 C 1Sep-10 SPX 17-Dec-11 2000 C 306Sep-10 SPX 17-Dec-11 2000 P 4Sep-10 SPX 17-Dec-11 2500 P 101Sep-10 SPX 16-Jun-12 100 P 2Sep-10 SPX 16-Jun-12 200 P 151Sep-10 SPX 16-Jun-12 300 P 350Sep-10 SPX 16-Jun-12 600 P 2Sep-10 SPX 16-Jun-12 800 P 6,001Sep-10 SPX 16-Jun-12 900 P 1Sep-10 SPX 16-Jun-12 950 P 7Sep-10 SPX 16-Jun-12 1000 P 1,700Sep-10 SPX 16-Jun-12 1050 C 200Sep-10 SPX 16-Jun-12 1050 P 552Sep-10 SPX 16-Jun-12 1075 C 700Sep-10 SPX 16-Jun-12 1075 P 4Sep-10 SPX 16-Jun-12 1100 C 275Sep-10 SPX 16-Jun-12 1100 P 1,776Sep-10 SPX 16-Jun-12 1125 C 801Sep-10 SPX 16-Jun-12 1125 P 300Sep-10 SPX 16-Jun-12 1150 C 225Sep-10 SPX 16-Jun-12 1150 P 750Sep-10 SPX 16-Jun-12 1175 C 60Sep-10 SPX 16-Jun-12 1200 C 600Sep-10 SPX 16-Jun-12 1250 C 452Sep-10 SPX 16-Jun-12 1300 C 6,150Sep-10 SPX 16-Jun-12 1300 P 500Sep-10 SPX 16-Jun-12 1325 C 20
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 16-Jun-12 1800 P 5Sep-10 SPX 16-Jun-12 1900 C 6Sep-10 SPX 16-Jun-12 2250 P 68Sep-10 SPX 16-Jun-12 2500 P 103Sep-10 SPX 22-Dec-12 100 P 206Sep-10 SPX 22-Dec-12 200 C 4Sep-10 SPX 22-Dec-12 200 P 1,025Sep-10 SPX 22-Dec-12 250 P 916Sep-10 SPX 22-Dec-12 300 C 7Sep-10 SPX 22-Dec-12 300 P 36Sep-10 SPX 22-Dec-12 350 P 5Sep-10 SPX 22-Dec-12 400 P 1,218Sep-10 SPX 22-Dec-12 450 P 1,500Sep-10 SPX 22-Dec-12 500 C 4,000Sep-10 SPX 22-Dec-12 500 P 4,511Sep-10 SPX 22-Dec-12 550 P 906Sep-10 SPX 22-Dec-12 600 P 2,915Sep-10 SPX 22-Dec-12 650 P 18Sep-10 SPX 22-Dec-12 700 C 5Sep-10 SPX 22-Dec-12 700 P 2,123Sep-10 SPX 22-Dec-12 750 P 2,010Sep-10 SPX 22-Dec-12 800 P 4,485Sep-10 SPX 22-Dec-12 825 P 1Sep-10 SPX 22-Dec-12 850 P 2,855Sep-10 SPX 22-Dec-12 875 P 905Sep-10 SPX 22-Dec-12 900 C 2,201Sep-10 SPX 22-Dec-12 900 P 5,939Sep-10 SPX 22-Dec-12 925 P 1,916Sep-10 SPX 22-Dec-12 950 C 1Sep-10 SPX 22-Dec-12 950 P 2,451Sep-10 SPX 22-Dec-12 975 P 600Sep-10 SPX 22-Dec-12 1000 C 2,766Sep-10 SPX 22-Dec-12 1000 P 5,523Sep-10 SPX 22-Dec-12 1025 C 3,101Sep-10 SPX 22-Dec-12 1025 P 2,001Sep-10 SPX 22-Dec-12 1050 C 3,800Sep-10 SPX 22-Dec-12 1050 P 3,918Sep-10 SPX 22-Dec-12 1075 P 501Sep-10 SPX 22-Dec-12 1100 C 17,111Sep-10 SPX 22-Dec-12 1100 P 11,945Sep-10 SPX 22-Dec-12 1125 C 2,800Sep-10 SPX 22-Dec-12 1125 P 3,953Sep-10 SPX 22-Dec-12 1150 C 3,242Sep-10 SPX 22-Dec-12 1150 P 2,372Sep-10 SPX 22-Dec-12 1175 C 218Sep-10 SPX 22-Dec-12 1175 P 219Sep-10 SPX 22-Dec-12 1200 C 4,670Sep-10 SPX 22-Dec-12 1200 P 2
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-10 SPX 22-Dec-12 1250 C 1,551Sep-10 SPX 22-Dec-12 1300 C 4,681Sep-10 SPX 22-Dec-12 1300 P 300Sep-10 SPX 22-Dec-12 1400 C 4,181Sep-10 SPX 22-Dec-12 1450 C 1Sep-10 SPX 22-Dec-12 1500 C 12,533Sep-10 SPX 22-Dec-12 1500 P 4,003Sep-10 SPX 22-Dec-12 1600 C 7,011Sep-10 SPX 22-Dec-12 1700 C 2,306Sep-10 SPX 22-Dec-12 1800 C 8,217Sep-10 SPX 22-Dec-12 1800 P 5Sep-10 SPX 22-Dec-12 1900 C 1,267Sep-10 SPX 22-Dec-12 2000 C 405Sep-10 SPX 22-Dec-12 2000 P 54Sep-10 SPX 22-Dec-12 2250 P 118Sep-10 SPX 22-Dec-12 2500 P 117Oct-10 SPX 16-Oct-10 200 C 44Oct-10 SPX 16-Oct-10 300 C 11Oct-10 SPX 16-Oct-10 700 C 11Oct-10 SPX 16-Oct-10 725 C 1Oct-10 SPX 16-Oct-10 730 P 20Oct-10 SPX 16-Oct-10 750 C 1Oct-10 SPX 16-Oct-10 750 P 5Oct-10 SPX 16-Oct-10 775 C 3Oct-10 SPX 16-Oct-10 800 C 2Oct-10 SPX 16-Oct-10 800 P 7Oct-10 SPX 16-Oct-10 820 P 5Oct-10 SPX 16-Oct-10 825 C 10Oct-10 SPX 16-Oct-10 825 P 15Oct-10 SPX 16-Oct-10 845 P 10Oct-10 SPX 16-Oct-10 850 C 1Oct-10 SPX 16-Oct-10 850 P 955Oct-10 SPX 16-Oct-10 855 P 30Oct-10 SPX 16-Oct-10 860 P 175Oct-10 SPX 16-Oct-10 865 P 35Oct-10 SPX 16-Oct-10 870 P 31Oct-10 SPX 16-Oct-10 875 P 376Oct-10 SPX 16-Oct-10 880 P 299Oct-10 SPX 16-Oct-10 885 P 36Oct-10 SPX 16-Oct-10 890 P 169Oct-10 SPX 16-Oct-10 895 P 470Oct-10 SPX 16-Oct-10 900 C 11Oct-10 SPX 16-Oct-10 900 P 8,698Oct-10 SPX 16-Oct-10 905 P 513Oct-10 SPX 16-Oct-10 910 P 550Oct-10 SPX 16-Oct-10 915 P 831Oct-10 SPX 16-Oct-10 920 P 2,577Oct-10 SPX 16-Oct-10 925 P 5,178
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 16-Oct-10 930 P 332Oct-10 SPX 16-Oct-10 935 C 1Oct-10 SPX 16-Oct-10 935 P 2,045Oct-10 SPX 16-Oct-10 940 C 1Oct-10 SPX 16-Oct-10 940 P 4,815Oct-10 SPX 16-Oct-10 945 P 927Oct-10 SPX 16-Oct-10 950 C 40Oct-10 SPX 16-Oct-10 950 P 18,016Oct-10 SPX 16-Oct-10 955 P 6,904Oct-10 SPX 16-Oct-10 960 C 4Oct-10 SPX 16-Oct-10 960 P 1,491Oct-10 SPX 16-Oct-10 965 C 1Oct-10 SPX 16-Oct-10 965 P 725Oct-10 SPX 16-Oct-10 970 P 1,829Oct-10 SPX 16-Oct-10 975 P 14,621Oct-10 SPX 16-Oct-10 980 C 20,458Oct-10 SPX 16-Oct-10 980 P 993Oct-10 SPX 16-Oct-10 985 P 395Oct-10 SPX 16-Oct-10 990 C 1Oct-10 SPX 16-Oct-10 990 P 2,523Oct-10 SPX 16-Oct-10 995 P 9,768Oct-10 SPX 16-Oct-10 1000 C 208Oct-10 SPX 16-Oct-10 1000 P 35,059Oct-10 SPX 16-Oct-10 1005 P 2,175Oct-10 SPX 16-Oct-10 1010 P 2,521Oct-10 SPX 16-Oct-10 1015 P 857Oct-10 SPX 16-Oct-10 1020 C 187Oct-10 SPX 16-Oct-10 1020 P 1,499Oct-10 SPX 16-Oct-10 1025 C 8,393Oct-10 SPX 16-Oct-10 1025 P 33,423Oct-10 SPX 16-Oct-10 1030 C 24,092Oct-10 SPX 16-Oct-10 1030 P 10,062Oct-10 SPX 16-Oct-10 1035 C 4Oct-10 SPX 16-Oct-10 1035 P 1,718Oct-10 SPX 16-Oct-10 1040 C 13Oct-10 SPX 16-Oct-10 1040 P 17,278Oct-10 SPX 16-Oct-10 1045 C 5Oct-10 SPX 16-Oct-10 1045 P 3,627Oct-10 SPX 16-Oct-10 1050 C 10,108Oct-10 SPX 16-Oct-10 1050 P 49,594Oct-10 SPX 16-Oct-10 1055 C 17Oct-10 SPX 16-Oct-10 1055 P 4,418Oct-10 SPX 16-Oct-10 1060 C 105Oct-10 SPX 16-Oct-10 1060 P 9,966Oct-10 SPX 16-Oct-10 1065 C 49Oct-10 SPX 16-Oct-10 1065 P 6,612Oct-10 SPX 16-Oct-10 1070 C 549Oct-10 SPX 16-Oct-10 1070 P 17,109
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 16-Oct-10 1075 C 1,034Oct-10 SPX 16-Oct-10 1075 P 51,105Oct-10 SPX 16-Oct-10 1080 C 294Oct-10 SPX 16-Oct-10 1080 P 22,799Oct-10 SPX 16-Oct-10 1085 C 199Oct-10 SPX 16-Oct-10 1085 P 2,789Oct-10 SPX 16-Oct-10 1090 C 190Oct-10 SPX 16-Oct-10 1090 P 17,997Oct-10 SPX 16-Oct-10 1095 C 138Oct-10 SPX 16-Oct-10 1095 P 5,060Oct-10 SPX 16-Oct-10 1100 C 33,941Oct-10 SPX 16-Oct-10 1100 P 105,143Oct-10 SPX 16-Oct-10 1105 C 103Oct-10 SPX 16-Oct-10 1105 P 9,396Oct-10 SPX 16-Oct-10 1110 C 717Oct-10 SPX 16-Oct-10 1110 P 11,275Oct-10 SPX 16-Oct-10 1115 C 244Oct-10 SPX 16-Oct-10 1115 P 10,071Oct-10 SPX 16-Oct-10 1120 C 29,292Oct-10 SPX 16-Oct-10 1120 P 29,763Oct-10 SPX 16-Oct-10 1125 C 44,784Oct-10 SPX 16-Oct-10 1125 P 81,103Oct-10 SPX 16-Oct-10 1130 C 10,459Oct-10 SPX 16-Oct-10 1130 P 30,607Oct-10 SPX 16-Oct-10 1135 C 2,067Oct-10 SPX 16-Oct-10 1135 P 19,217Oct-10 SPX 16-Oct-10 1140 C 13,724Oct-10 SPX 16-Oct-10 1140 P 33,820Oct-10 SPX 16-Oct-10 1145 C 2,976Oct-10 SPX 16-Oct-10 1145 P 11,963Oct-10 SPX 16-Oct-10 1150 C 205,385Oct-10 SPX 16-Oct-10 1150 P 257,827Oct-10 SPX 16-Oct-10 1155 C 15,794Oct-10 SPX 16-Oct-10 1155 P 16,221Oct-10 SPX 16-Oct-10 1160 C 31,874Oct-10 SPX 16-Oct-10 1160 P 29,705Oct-10 SPX 16-Oct-10 1165 C 46,980Oct-10 SPX 16-Oct-10 1165 P 24,469Oct-10 SPX 16-Oct-10 1170 C 64,435Oct-10 SPX 16-Oct-10 1170 P 15,278Oct-10 SPX 16-Oct-10 1175 C 130,929Oct-10 SPX 16-Oct-10 1175 P 26,542Oct-10 SPX 16-Oct-10 1180 C 46,645Oct-10 SPX 16-Oct-10 1180 P 5,951Oct-10 SPX 16-Oct-10 1185 C 31,408Oct-10 SPX 16-Oct-10 1185 P 589Oct-10 SPX 16-Oct-10 1190 C 41,250Oct-10 SPX 16-Oct-10 1190 P 468
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 16-Oct-10 1195 C 25,289Oct-10 SPX 16-Oct-10 1195 P 80Oct-10 SPX 16-Oct-10 1200 C 96,763Oct-10 SPX 16-Oct-10 1200 P 3,443Oct-10 SPX 16-Oct-10 1205 C 15,608Oct-10 SPX 16-Oct-10 1210 C 11,562Oct-10 SPX 16-Oct-10 1210 P 36Oct-10 SPX 16-Oct-10 1215 C 5,007Oct-10 SPX 16-Oct-10 1215 P 20Oct-10 SPX 16-Oct-10 1220 C 5,637Oct-10 SPX 16-Oct-10 1220 P 20Oct-10 SPX 16-Oct-10 1225 C 18,698Oct-10 SPX 16-Oct-10 1225 P 441Oct-10 SPX 16-Oct-10 1230 C 2,266Oct-10 SPX 16-Oct-10 1230 P 46Oct-10 SPX 16-Oct-10 1235 C 2,802Oct-10 SPX 16-Oct-10 1235 P 21Oct-10 SPX 16-Oct-10 1240 C 1,780Oct-10 SPX 16-Oct-10 1240 P 3Oct-10 SPX 16-Oct-10 1245 C 757Oct-10 SPX 16-Oct-10 1245 P 3Oct-10 SPX 16-Oct-10 1250 C 8,312Oct-10 SPX 16-Oct-10 1250 P 75Oct-10 SPX 16-Oct-10 1255 C 1,007Oct-10 SPX 16-Oct-10 1255 P 5Oct-10 SPX 16-Oct-10 1260 C 2,161Oct-10 SPX 16-Oct-10 1265 C 3,259Oct-10 SPX 16-Oct-10 1270 C 1,517Oct-10 SPX 16-Oct-10 1275 C 5,120Oct-10 SPX 16-Oct-10 1275 P 3Oct-10 SPX 16-Oct-10 1280 C 718Oct-10 SPX 16-Oct-10 1285 C 510Oct-10 SPX 16-Oct-10 1290 C 354Oct-10 SPX 16-Oct-10 1295 C 244Oct-10 SPX 16-Oct-10 1300 C 607Oct-10 SPX 16-Oct-10 1305 C 50Oct-10 SPX 16-Oct-10 1310 C 52Oct-10 SPX 16-Oct-10 1315 C 4Oct-10 SPX 16-Oct-10 1320 C 1Oct-10 SPX 16-Oct-10 1500 C 450Oct-10 SPX 16-Oct-10 1550 C 450Oct-10 SPX 20-Nov-10 500 C 750Oct-10 SPX 20-Nov-10 500 P 750Oct-10 SPX 20-Nov-10 600 P 516Oct-10 SPX 20-Nov-10 625 P 562Oct-10 SPX 20-Nov-10 650 P 1,444Oct-10 SPX 20-Nov-10 660 P 5Oct-10 SPX 20-Nov-10 675 P 306
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 20-Nov-10 680 P 2Oct-10 SPX 20-Nov-10 690 P 51Oct-10 SPX 20-Nov-10 700 C 11Oct-10 SPX 20-Nov-10 700 P 11,345Oct-10 SPX 20-Nov-10 710 P 158Oct-10 SPX 20-Nov-10 720 P 306Oct-10 SPX 20-Nov-10 725 C 1Oct-10 SPX 20-Nov-10 725 P 5,067Oct-10 SPX 20-Nov-10 730 P 9,318Oct-10 SPX 20-Nov-10 740 P 10,180Oct-10 SPX 20-Nov-10 750 P 21,161Oct-10 SPX 20-Nov-10 755 P 5,350Oct-10 SPX 20-Nov-10 760 P 5,254Oct-10 SPX 20-Nov-10 765 P 6,294Oct-10 SPX 20-Nov-10 770 P 4,551Oct-10 SPX 20-Nov-10 775 C 1Oct-10 SPX 20-Nov-10 775 P 10,377Oct-10 SPX 20-Nov-10 780 P 4,623Oct-10 SPX 20-Nov-10 785 P 4,479Oct-10 SPX 20-Nov-10 790 P 4,236Oct-10 SPX 20-Nov-10 795 P 4,555Oct-10 SPX 20-Nov-10 800 C 40Oct-10 SPX 20-Nov-10 800 P 7,562Oct-10 SPX 20-Nov-10 805 P 4,484Oct-10 SPX 20-Nov-10 810 P 5,297Oct-10 SPX 20-Nov-10 815 P 4,159Oct-10 SPX 20-Nov-10 820 P 4,507Oct-10 SPX 20-Nov-10 825 P 8,163Oct-10 SPX 20-Nov-10 830 P 5,730Oct-10 SPX 20-Nov-10 835 P 5,894Oct-10 SPX 20-Nov-10 840 P 5,787Oct-10 SPX 20-Nov-10 845 P 6,002Oct-10 SPX 20-Nov-10 850 C 102Oct-10 SPX 20-Nov-10 850 P 33,752Oct-10 SPX 20-Nov-10 855 P 5,423Oct-10 SPX 20-Nov-10 860 P 4,769Oct-10 SPX 20-Nov-10 865 P 6,480Oct-10 SPX 20-Nov-10 870 C 3Oct-10 SPX 20-Nov-10 870 P 5,367Oct-10 SPX 20-Nov-10 875 C 90Oct-10 SPX 20-Nov-10 875 P 34,789Oct-10 SPX 20-Nov-10 880 C 43Oct-10 SPX 20-Nov-10 880 P 4,961Oct-10 SPX 20-Nov-10 885 P 4,229Oct-10 SPX 20-Nov-10 890 C 70Oct-10 SPX 20-Nov-10 890 P 4,289Oct-10 SPX 20-Nov-10 895 P 4,344Oct-10 SPX 20-Nov-10 900 C 185
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 20-Nov-10 900 P 38,977Oct-10 SPX 20-Nov-10 905 P 3,946Oct-10 SPX 20-Nov-10 910 P 14,937Oct-10 SPX 20-Nov-10 915 C 30Oct-10 SPX 20-Nov-10 915 P 4,695Oct-10 SPX 20-Nov-10 920 P 3,965Oct-10 SPX 20-Nov-10 925 C 68Oct-10 SPX 20-Nov-10 925 P 36,468Oct-10 SPX 20-Nov-10 930 P 8,809Oct-10 SPX 20-Nov-10 935 C 1Oct-10 SPX 20-Nov-10 935 P 5,785Oct-10 SPX 20-Nov-10 940 P 12,691Oct-10 SPX 20-Nov-10 945 P 5,563Oct-10 SPX 20-Nov-10 950 C 166Oct-10 SPX 20-Nov-10 950 P 48,283Oct-10 SPX 20-Nov-10 955 P 3,032Oct-10 SPX 20-Nov-10 960 C 16Oct-10 SPX 20-Nov-10 960 P 5,921Oct-10 SPX 20-Nov-10 965 C 1Oct-10 SPX 20-Nov-10 965 P 8,195Oct-10 SPX 20-Nov-10 970 C 4Oct-10 SPX 20-Nov-10 970 P 7,172Oct-10 SPX 20-Nov-10 975 C 90Oct-10 SPX 20-Nov-10 975 P 42,691Oct-10 SPX 20-Nov-10 980 C 20,494Oct-10 SPX 20-Nov-10 980 P 8,266Oct-10 SPX 20-Nov-10 985 P 6,804Oct-10 SPX 20-Nov-10 990 C 70Oct-10 SPX 20-Nov-10 990 P 8,279Oct-10 SPX 20-Nov-10 995 C 3Oct-10 SPX 20-Nov-10 995 P 5,298Oct-10 SPX 20-Nov-10 1000 C 257Oct-10 SPX 20-Nov-10 1000 P 110,121Oct-10 SPX 20-Nov-10 1005 P 4,657Oct-10 SPX 20-Nov-10 1010 P 12,623Oct-10 SPX 20-Nov-10 1015 C 30Oct-10 SPX 20-Nov-10 1015 P 13,393Oct-10 SPX 20-Nov-10 1020 P 15,913Oct-10 SPX 20-Nov-10 1025 C 39Oct-10 SPX 20-Nov-10 1025 P 70,037Oct-10 SPX 20-Nov-10 1030 C 24,098Oct-10 SPX 20-Nov-10 1030 P 28,261Oct-10 SPX 20-Nov-10 1035 P 19,474Oct-10 SPX 20-Nov-10 1040 C 17Oct-10 SPX 20-Nov-10 1040 P 19,357Oct-10 SPX 20-Nov-10 1045 P 6,482Oct-10 SPX 20-Nov-10 1050 C 644Oct-10 SPX 20-Nov-10 1050 P 186,426
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 20-Nov-10 1055 P 5,441Oct-10 SPX 20-Nov-10 1060 C 103Oct-10 SPX 20-Nov-10 1060 P 22,545Oct-10 SPX 20-Nov-10 1065 P 7,410Oct-10 SPX 20-Nov-10 1070 C 264Oct-10 SPX 20-Nov-10 1070 P 49,739Oct-10 SPX 20-Nov-10 1075 C 16,263Oct-10 SPX 20-Nov-10 1075 P 81,402Oct-10 SPX 20-Nov-10 1080 C 129Oct-10 SPX 20-Nov-10 1080 P 39,342Oct-10 SPX 20-Nov-10 1085 C 29Oct-10 SPX 20-Nov-10 1085 P 7,620Oct-10 SPX 20-Nov-10 1090 C 495Oct-10 SPX 20-Nov-10 1090 P 31,975Oct-10 SPX 20-Nov-10 1095 C 55Oct-10 SPX 20-Nov-10 1095 P 6,656Oct-10 SPX 20-Nov-10 1100 C 13,531Oct-10 SPX 20-Nov-10 1100 P 291,159Oct-10 SPX 20-Nov-10 1105 C 424Oct-10 SPX 20-Nov-10 1105 P 7,351Oct-10 SPX 20-Nov-10 1110 C 281Oct-10 SPX 20-Nov-10 1110 P 26,551Oct-10 SPX 20-Nov-10 1115 C 326Oct-10 SPX 20-Nov-10 1115 P 10,028Oct-10 SPX 20-Nov-10 1120 C 309Oct-10 SPX 20-Nov-10 1120 P 98,782Oct-10 SPX 20-Nov-10 1125 C 9,697Oct-10 SPX 20-Nov-10 1125 P 129,315Oct-10 SPX 20-Nov-10 1130 C 2,087Oct-10 SPX 20-Nov-10 1130 P 67,772Oct-10 SPX 20-Nov-10 1135 C 619Oct-10 SPX 20-Nov-10 1135 P 16,280Oct-10 SPX 20-Nov-10 1140 C 2,851Oct-10 SPX 20-Nov-10 1140 P 129,848Oct-10 SPX 20-Nov-10 1145 C 1,129Oct-10 SPX 20-Nov-10 1145 P 9,933Oct-10 SPX 20-Nov-10 1150 C 125,389Oct-10 SPX 20-Nov-10 1150 P 230,230Oct-10 SPX 20-Nov-10 1155 C 1,160Oct-10 SPX 20-Nov-10 1155 P 10,746Oct-10 SPX 20-Nov-10 1160 C 15,340Oct-10 SPX 20-Nov-10 1160 P 80,609Oct-10 SPX 20-Nov-10 1165 C 9,489Oct-10 SPX 20-Nov-10 1165 P 18,459Oct-10 SPX 20-Nov-10 1170 C 24,063Oct-10 SPX 20-Nov-10 1170 P 19,861Oct-10 SPX 20-Nov-10 1175 C 154,062Oct-10 SPX 20-Nov-10 1175 P 91,106
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 20-Nov-10 1180 C 64,940Oct-10 SPX 20-Nov-10 1180 P 16,537Oct-10 SPX 20-Nov-10 1185 C 16,854Oct-10 SPX 20-Nov-10 1185 P 4,011Oct-10 SPX 20-Nov-10 1190 C 27,006Oct-10 SPX 20-Nov-10 1190 P 3,587Oct-10 SPX 20-Nov-10 1195 C 6,914Oct-10 SPX 20-Nov-10 1195 P 219Oct-10 SPX 20-Nov-10 1200 C 206,271Oct-10 SPX 20-Nov-10 1200 P 8,149Oct-10 SPX 20-Nov-10 1205 C 12,972Oct-10 SPX 20-Nov-10 1205 P 91Oct-10 SPX 20-Nov-10 1210 C 51,343Oct-10 SPX 20-Nov-10 1210 P 722Oct-10 SPX 20-Nov-10 1215 C 14,812Oct-10 SPX 20-Nov-10 1215 P 6Oct-10 SPX 20-Nov-10 1220 C 27,954Oct-10 SPX 20-Nov-10 1220 P 167Oct-10 SPX 20-Nov-10 1225 C 76,655Oct-10 SPX 20-Nov-10 1225 P 1,745Oct-10 SPX 20-Nov-10 1230 C 38,990Oct-10 SPX 20-Nov-10 1230 P 114Oct-10 SPX 20-Nov-10 1235 C 28,055Oct-10 SPX 20-Nov-10 1240 C 65,569Oct-10 SPX 20-Nov-10 1240 P 14Oct-10 SPX 20-Nov-10 1245 C 23,905Oct-10 SPX 20-Nov-10 1245 P 2Oct-10 SPX 20-Nov-10 1250 C 114,047Oct-10 SPX 20-Nov-10 1250 P 269Oct-10 SPX 20-Nov-10 1255 C 4,386Oct-10 SPX 20-Nov-10 1260 C 30,620Oct-10 SPX 20-Nov-10 1260 P 4Oct-10 SPX 20-Nov-10 1265 C 6,894Oct-10 SPX 20-Nov-10 1265 P 2Oct-10 SPX 20-Nov-10 1270 C 29,397Oct-10 SPX 20-Nov-10 1270 P 1Oct-10 SPX 20-Nov-10 1275 C 30,021Oct-10 SPX 20-Nov-10 1275 P 50Oct-10 SPX 20-Nov-10 1280 C 18,929Oct-10 SPX 20-Nov-10 1285 C 6,941Oct-10 SPX 20-Nov-10 1285 P 3Oct-10 SPX 20-Nov-10 1290 C 2,896Oct-10 SPX 20-Nov-10 1290 P 20Oct-10 SPX 20-Nov-10 1295 C 3,837Oct-10 SPX 20-Nov-10 1300 C 27,448Oct-10 SPX 20-Nov-10 1300 P 20Oct-10 SPX 20-Nov-10 1305 C 4,283Oct-10 SPX 20-Nov-10 1310 C 5,966
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 20-Nov-10 1315 C 4,465Oct-10 SPX 20-Nov-10 1320 C 9,644Oct-10 SPX 20-Nov-10 1325 C 9,060Oct-10 SPX 20-Nov-10 1325 P 12Oct-10 SPX 20-Nov-10 1330 C 3,486Oct-10 SPX 20-Nov-10 1340 C 4,725Oct-10 SPX 20-Nov-10 1350 C 9,805Oct-10 SPX 20-Nov-10 1375 C 8,330Oct-10 SPX 20-Nov-10 1400 C 26,214Oct-10 SPX 20-Nov-10 1450 C 4,874Oct-10 SPX 20-Nov-10 1500 C 1,442Oct-10 SPX 20-Nov-10 1500 P 750Oct-10 SPX 20-Nov-10 1550 C 70Oct-10 SPX 20-Nov-10 1600 C 69Oct-10 SPX 18-Dec-10 300 C 4Oct-10 SPX 18-Dec-10 350 C 3Oct-10 SPX 18-Dec-10 400 P 20Oct-10 SPX 18-Dec-10 425 P 15Oct-10 SPX 18-Dec-10 450 P 12Oct-10 SPX 18-Dec-10 475 P 87Oct-10 SPX 18-Dec-10 500 C 2,550Oct-10 SPX 18-Dec-10 500 P 4,345Oct-10 SPX 18-Dec-10 525 P 42Oct-10 SPX 18-Dec-10 550 P 117Oct-10 SPX 18-Dec-10 575 P 181Oct-10 SPX 18-Dec-10 600 P 31,020Oct-10 SPX 18-Dec-10 620 P 310Oct-10 SPX 18-Dec-10 625 P 246Oct-10 SPX 18-Dec-10 640 P 173Oct-10 SPX 18-Dec-10 650 P 1,948Oct-10 SPX 18-Dec-10 660 P 481Oct-10 SPX 18-Dec-10 675 P 2,602Oct-10 SPX 18-Dec-10 680 P 634Oct-10 SPX 18-Dec-10 700 C 13Oct-10 SPX 18-Dec-10 700 P 4,549Oct-10 SPX 18-Dec-10 705 P 30Oct-10 SPX 18-Dec-10 710 P 16Oct-10 SPX 18-Dec-10 715 P 7Oct-10 SPX 18-Dec-10 720 P 738Oct-10 SPX 18-Dec-10 725 C 2Oct-10 SPX 18-Dec-10 725 P 47,968Oct-10 SPX 18-Dec-10 730 C 1Oct-10 SPX 18-Dec-10 740 P 369Oct-10 SPX 18-Dec-10 750 C 30Oct-10 SPX 18-Dec-10 750 P 15,067Oct-10 SPX 18-Dec-10 760 P 252Oct-10 SPX 18-Dec-10 775 C 1Oct-10 SPX 18-Dec-10 775 P 8,474
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 18-Dec-10 780 P 1,299Oct-10 SPX 18-Dec-10 790 P 26Oct-10 SPX 18-Dec-10 800 C 146Oct-10 SPX 18-Dec-10 800 P 52,748Oct-10 SPX 18-Dec-10 820 P 5,246Oct-10 SPX 18-Dec-10 825 C 303Oct-10 SPX 18-Dec-10 825 P 6,760Oct-10 SPX 18-Dec-10 840 P 1,098Oct-10 SPX 18-Dec-10 850 C 2,009Oct-10 SPX 18-Dec-10 850 P 26,290Oct-10 SPX 18-Dec-10 860 P 7,416Oct-10 SPX 18-Dec-10 870 P 500Oct-10 SPX 18-Dec-10 875 P 9,591Oct-10 SPX 18-Dec-10 880 P 446Oct-10 SPX 18-Dec-10 885 P 1,200Oct-10 SPX 18-Dec-10 890 P 200Oct-10 SPX 18-Dec-10 895 P 5Oct-10 SPX 18-Dec-10 900 C 7Oct-10 SPX 18-Dec-10 900 P 111,872Oct-10 SPX 18-Dec-10 905 P 29Oct-10 SPX 18-Dec-10 910 P 3,208Oct-10 SPX 18-Dec-10 915 P 22Oct-10 SPX 18-Dec-10 920 P 3,890Oct-10 SPX 18-Dec-10 925 C 40Oct-10 SPX 18-Dec-10 925 P 38,605Oct-10 SPX 18-Dec-10 930 P 2,997Oct-10 SPX 18-Dec-10 935 P 1,909Oct-10 SPX 18-Dec-10 940 P 11,518Oct-10 SPX 18-Dec-10 945 P 520Oct-10 SPX 18-Dec-10 950 C 11Oct-10 SPX 18-Dec-10 950 P 130,219Oct-10 SPX 18-Dec-10 960 C 2Oct-10 SPX 18-Dec-10 960 P 607Oct-10 SPX 18-Dec-10 965 P 10Oct-10 SPX 18-Dec-10 970 P 954Oct-10 SPX 18-Dec-10 975 C 1Oct-10 SPX 18-Dec-10 975 P 71,334Oct-10 SPX 18-Dec-10 980 P 466Oct-10 SPX 18-Dec-10 985 P 4,064Oct-10 SPX 18-Dec-10 990 C 2Oct-10 SPX 18-Dec-10 990 P 10,428Oct-10 SPX 18-Dec-10 995 P 20,242Oct-10 SPX 18-Dec-10 1000 C 26Oct-10 SPX 18-Dec-10 1000 P 187,597Oct-10 SPX 18-Dec-10 1005 P 1,502Oct-10 SPX 18-Dec-10 1010 P 2,727Oct-10 SPX 18-Dec-10 1015 P 1,476Oct-10 SPX 18-Dec-10 1020 P 5,348
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 18-Dec-10 1025 C 247Oct-10 SPX 18-Dec-10 1025 P 29,013Oct-10 SPX 18-Dec-10 1030 C 3,000Oct-10 SPX 18-Dec-10 1030 P 7,152Oct-10 SPX 18-Dec-10 1035 C 8Oct-10 SPX 18-Dec-10 1035 P 452Oct-10 SPX 18-Dec-10 1040 P 9,474Oct-10 SPX 18-Dec-10 1045 P 660Oct-10 SPX 18-Dec-10 1050 C 2,797Oct-10 SPX 18-Dec-10 1050 P 103,682Oct-10 SPX 18-Dec-10 1055 C 8Oct-10 SPX 18-Dec-10 1055 P 308Oct-10 SPX 18-Dec-10 1060 C 14Oct-10 SPX 18-Dec-10 1060 P 9,210Oct-10 SPX 18-Dec-10 1065 C 128Oct-10 SPX 18-Dec-10 1065 P 641Oct-10 SPX 18-Dec-10 1070 C 1,056Oct-10 SPX 18-Dec-10 1070 P 10,061Oct-10 SPX 18-Dec-10 1075 C 3,795Oct-10 SPX 18-Dec-10 1075 P 39,572Oct-10 SPX 18-Dec-10 1080 C 20Oct-10 SPX 18-Dec-10 1080 P 1,923Oct-10 SPX 18-Dec-10 1085 C 13Oct-10 SPX 18-Dec-10 1085 P 4,237Oct-10 SPX 18-Dec-10 1090 C 47Oct-10 SPX 18-Dec-10 1090 P 5,092Oct-10 SPX 18-Dec-10 1095 C 22Oct-10 SPX 18-Dec-10 1095 P 207Oct-10 SPX 18-Dec-10 1100 C 20,339Oct-10 SPX 18-Dec-10 1100 P 162,790Oct-10 SPX 18-Dec-10 1105 C 29Oct-10 SPX 18-Dec-10 1105 P 2,791Oct-10 SPX 18-Dec-10 1110 C 1,020Oct-10 SPX 18-Dec-10 1110 P 9,080Oct-10 SPX 18-Dec-10 1115 C 1,949Oct-10 SPX 18-Dec-10 1115 P 3,625Oct-10 SPX 18-Dec-10 1120 C 67Oct-10 SPX 18-Dec-10 1120 P 2,824Oct-10 SPX 18-Dec-10 1125 C 9,461Oct-10 SPX 18-Dec-10 1125 P 112,673Oct-10 SPX 18-Dec-10 1130 C 11,051Oct-10 SPX 18-Dec-10 1130 P 13,430Oct-10 SPX 18-Dec-10 1135 C 5,447Oct-10 SPX 18-Dec-10 1135 P 7,905Oct-10 SPX 18-Dec-10 1140 C 22,909Oct-10 SPX 18-Dec-10 1140 P 70,368Oct-10 SPX 18-Dec-10 1145 C 19,188Oct-10 SPX 18-Dec-10 1145 P 19,048
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 18-Dec-10 1150 C 172,690Oct-10 SPX 18-Dec-10 1150 P 234,364Oct-10 SPX 18-Dec-10 1155 C 83,969Oct-10 SPX 18-Dec-10 1155 P 85,670Oct-10 SPX 18-Dec-10 1160 C 45,893Oct-10 SPX 18-Dec-10 1160 P 88,064Oct-10 SPX 18-Dec-10 1165 C 41,877Oct-10 SPX 18-Dec-10 1165 P 43,796Oct-10 SPX 18-Dec-10 1170 C 69,786Oct-10 SPX 18-Dec-10 1170 P 68,549Oct-10 SPX 18-Dec-10 1175 C 255,735Oct-10 SPX 18-Dec-10 1175 P 194,630Oct-10 SPX 18-Dec-10 1180 C 99,516Oct-10 SPX 18-Dec-10 1180 P 98,315Oct-10 SPX 18-Dec-10 1185 C 46,931Oct-10 SPX 18-Dec-10 1185 P 29,130Oct-10 SPX 18-Dec-10 1190 C 7,144Oct-10 SPX 18-Dec-10 1190 P 8,148Oct-10 SPX 18-Dec-10 1195 C 1,257Oct-10 SPX 18-Dec-10 1195 P 1Oct-10 SPX 18-Dec-10 1200 C 117,256Oct-10 SPX 18-Dec-10 1200 P 14,668Oct-10 SPX 18-Dec-10 1205 C 309Oct-10 SPX 18-Dec-10 1205 P 2Oct-10 SPX 18-Dec-10 1210 C 1,059Oct-10 SPX 18-Dec-10 1210 P 4Oct-10 SPX 18-Dec-10 1215 C 2,415Oct-10 SPX 18-Dec-10 1220 C 1,416Oct-10 SPX 18-Dec-10 1220 P 1,000Oct-10 SPX 18-Dec-10 1225 C 43,519Oct-10 SPX 18-Dec-10 1225 P 82Oct-10 SPX 18-Dec-10 1230 C 6,459Oct-10 SPX 18-Dec-10 1230 P 8Oct-10 SPX 18-Dec-10 1235 C 1,930Oct-10 SPX 18-Dec-10 1240 C 5,368Oct-10 SPX 18-Dec-10 1245 C 2,927Oct-10 SPX 18-Dec-10 1250 C 186,470Oct-10 SPX 18-Dec-10 1250 P 2,768Oct-10 SPX 18-Dec-10 1255 C 3,565Oct-10 SPX 18-Dec-10 1255 P 3Oct-10 SPX 18-Dec-10 1260 C 6,321Oct-10 SPX 18-Dec-10 1265 C 1,027Oct-10 SPX 18-Dec-10 1270 C 6,433Oct-10 SPX 18-Dec-10 1275 C 62,454Oct-10 SPX 18-Dec-10 1280 C 4,145Oct-10 SPX 18-Dec-10 1285 C 47Oct-10 SPX 18-Dec-10 1290 C 6,064Oct-10 SPX 18-Dec-10 1290 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 18-Dec-10 1295 C 10,316Oct-10 SPX 18-Dec-10 1300 C 55,333Oct-10 SPX 18-Dec-10 1300 P 1,014Oct-10 SPX 18-Dec-10 1305 C 27Oct-10 SPX 18-Dec-10 1310 C 3Oct-10 SPX 18-Dec-10 1315 C 5Oct-10 SPX 18-Dec-10 1315 P 1Oct-10 SPX 18-Dec-10 1320 C 703Oct-10 SPX 18-Dec-10 1325 C 745Oct-10 SPX 18-Dec-10 1325 P 3Oct-10 SPX 18-Dec-10 1330 C 7Oct-10 SPX 18-Dec-10 1330 P 3Oct-10 SPX 18-Dec-10 1335 C 1Oct-10 SPX 18-Dec-10 1345 C 233Oct-10 SPX 18-Dec-10 1350 C 20,117Oct-10 SPX 18-Dec-10 1350 P 2,000Oct-10 SPX 18-Dec-10 1375 C 943Oct-10 SPX 18-Dec-10 1400 C 24,586Oct-10 SPX 18-Dec-10 1400 P 2Oct-10 SPX 18-Dec-10 1425 C 1,282Oct-10 SPX 18-Dec-10 1450 C 1,738Oct-10 SPX 18-Dec-10 1450 P 700Oct-10 SPX 18-Dec-10 1475 C 2,343Oct-10 SPX 18-Dec-10 1500 C 4,340Oct-10 SPX 18-Dec-10 1500 P 2,350Oct-10 SPX 18-Dec-10 1550 C 1,188Oct-10 SPX 18-Dec-10 1600 C 582Oct-10 SPX 18-Dec-10 2500 C 200Oct-10 SPX 18-Dec-10 2500 P 200Oct-10 SPX 22-Jan-11 450 P 100Oct-10 SPX 22-Jan-11 500 C 1,300Oct-10 SPX 22-Jan-11 500 P 1,540Oct-10 SPX 22-Jan-11 550 P 27Oct-10 SPX 22-Jan-11 600 P 89Oct-10 SPX 22-Jan-11 650 P 29,173Oct-10 SPX 22-Jan-11 675 P 210Oct-10 SPX 22-Jan-11 700 P 15,917Oct-10 SPX 22-Jan-11 720 P 10Oct-10 SPX 22-Jan-11 725 P 737Oct-10 SPX 22-Jan-11 740 P 27Oct-10 SPX 22-Jan-11 750 P 22,334Oct-10 SPX 22-Jan-11 760 P 124Oct-10 SPX 22-Jan-11 775 P 1,359Oct-10 SPX 22-Jan-11 780 P 865Oct-10 SPX 22-Jan-11 800 P 25,289Oct-10 SPX 22-Jan-11 820 P 600Oct-10 SPX 22-Jan-11 825 C 1Oct-10 SPX 22-Jan-11 825 P 1,630
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 22-Jan-11 840 P 300Oct-10 SPX 22-Jan-11 850 C 3Oct-10 SPX 22-Jan-11 850 P 28,320Oct-10 SPX 22-Jan-11 860 P 200Oct-10 SPX 22-Jan-11 875 P 4,908Oct-10 SPX 22-Jan-11 880 P 112Oct-10 SPX 22-Jan-11 900 P 17,238Oct-10 SPX 22-Jan-11 920 P 41Oct-10 SPX 22-Jan-11 925 P 1,905Oct-10 SPX 22-Jan-11 940 P 20Oct-10 SPX 22-Jan-11 950 C 30Oct-10 SPX 22-Jan-11 950 P 17,439Oct-10 SPX 22-Jan-11 960 P 20Oct-10 SPX 22-Jan-11 970 P 1Oct-10 SPX 22-Jan-11 975 C 30Oct-10 SPX 22-Jan-11 975 P 3,105Oct-10 SPX 22-Jan-11 980 P 1,023Oct-10 SPX 22-Jan-11 990 P 28Oct-10 SPX 22-Jan-11 1000 C 7Oct-10 SPX 22-Jan-11 1000 P 24,624Oct-10 SPX 22-Jan-11 1010 P 518Oct-10 SPX 22-Jan-11 1020 P 1,079Oct-10 SPX 22-Jan-11 1025 P 31,193Oct-10 SPX 22-Jan-11 1030 P 1Oct-10 SPX 22-Jan-11 1040 P 25Oct-10 SPX 22-Jan-11 1050 C 752Oct-10 SPX 22-Jan-11 1050 P 64,012Oct-10 SPX 22-Jan-11 1060 P 3,126Oct-10 SPX 22-Jan-11 1075 P 8,672Oct-10 SPX 22-Jan-11 1080 P 7,012Oct-10 SPX 22-Jan-11 1100 C 1,328Oct-10 SPX 22-Jan-11 1100 P 50,745Oct-10 SPX 22-Jan-11 1120 P 804Oct-10 SPX 22-Jan-11 1125 C 1,959Oct-10 SPX 22-Jan-11 1125 P 32,002Oct-10 SPX 22-Jan-11 1140 C 33Oct-10 SPX 22-Jan-11 1140 P 5,512Oct-10 SPX 22-Jan-11 1150 C 14,870Oct-10 SPX 22-Jan-11 1150 P 25,260Oct-10 SPX 22-Jan-11 1160 C 480Oct-10 SPX 22-Jan-11 1160 P 6,782Oct-10 SPX 22-Jan-11 1175 C 18,441Oct-10 SPX 22-Jan-11 1175 P 21,163Oct-10 SPX 22-Jan-11 1180 C 3,070Oct-10 SPX 22-Jan-11 1180 P 2,643Oct-10 SPX 22-Jan-11 1185 C 1,085Oct-10 SPX 22-Jan-11 1185 P 1,002Oct-10 SPX 22-Jan-11 1200 C 35,221
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 22-Jan-11 1200 P 5,040Oct-10 SPX 22-Jan-11 1210 C 501Oct-10 SPX 22-Jan-11 1220 C 12Oct-10 SPX 22-Jan-11 1225 C 16,158Oct-10 SPX 22-Jan-11 1225 P 800Oct-10 SPX 22-Jan-11 1235 C 12Oct-10 SPX 22-Jan-11 1235 P 2Oct-10 SPX 22-Jan-11 1240 C 1,982Oct-10 SPX 22-Jan-11 1250 C 31,987Oct-10 SPX 22-Jan-11 1250 P 41Oct-10 SPX 22-Jan-11 1260 C 2,289Oct-10 SPX 22-Jan-11 1270 C 81Oct-10 SPX 22-Jan-11 1275 C 5,492Oct-10 SPX 22-Jan-11 1275 P 261Oct-10 SPX 22-Jan-11 1280 C 5Oct-10 SPX 22-Jan-11 1290 C 1,001Oct-10 SPX 22-Jan-11 1300 C 17,537Oct-10 SPX 22-Jan-11 1310 C 1,215Oct-10 SPX 22-Jan-11 1320 C 9Oct-10 SPX 22-Jan-11 1325 C 6,649Oct-10 SPX 22-Jan-11 1325 P 2Oct-10 SPX 22-Jan-11 1330 C 750Oct-10 SPX 22-Jan-11 1340 C 20Oct-10 SPX 22-Jan-11 1350 C 6,573Oct-10 SPX 22-Jan-11 1350 P 2Oct-10 SPX 22-Jan-11 1375 C 3Oct-10 SPX 22-Jan-11 1400 C 263Oct-10 SPX 22-Jan-11 1400 P 18Oct-10 SPX 22-Jan-11 1425 C 27Oct-10 SPX 22-Jan-11 1450 C 247Oct-10 SPX 22-Jan-11 1475 C 646Oct-10 SPX 22-Jan-11 1500 C 1,445Oct-10 SPX 22-Jan-11 1500 P 1,300Oct-10 SPX 22-Jan-11 1550 C 112Oct-10 SPX 22-Jan-11 1600 C 382Oct-10 SPX 19-Feb-11 600 P 17Oct-10 SPX 19-Feb-11 650 P 8Oct-10 SPX 19-Feb-11 700 P 30Oct-10 SPX 19-Feb-11 725 P 215Oct-10 SPX 19-Feb-11 750 P 400Oct-10 SPX 19-Feb-11 775 P 311Oct-10 SPX 19-Feb-11 800 P 502Oct-10 SPX 19-Feb-11 825 P 2Oct-10 SPX 19-Feb-11 850 P 1,006Oct-10 SPX 19-Feb-11 900 P 83Oct-10 SPX 19-Feb-11 925 P 33Oct-10 SPX 19-Feb-11 950 P 771Oct-10 SPX 19-Feb-11 975 P 4
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 19-Feb-11 1000 P 6,544Oct-10 SPX 19-Feb-11 1025 P 1,252Oct-10 SPX 19-Feb-11 1050 P 14,140Oct-10 SPX 19-Feb-11 1075 P 1,214Oct-10 SPX 19-Feb-11 1100 P 10,954Oct-10 SPX 19-Feb-11 1125 C 51Oct-10 SPX 19-Feb-11 1125 P 5,356Oct-10 SPX 19-Feb-11 1150 C 1Oct-10 SPX 19-Feb-11 1150 P 11,653Oct-10 SPX 19-Feb-11 1175 C 2,314Oct-10 SPX 19-Feb-11 1175 P 6,484Oct-10 SPX 19-Feb-11 1200 C 6,831Oct-10 SPX 19-Feb-11 1200 P 2,604Oct-10 SPX 19-Feb-11 1225 C 2,237Oct-10 SPX 19-Feb-11 1250 C 941Oct-10 SPX 19-Feb-11 1275 C 1,510Oct-10 SPX 19-Feb-11 1300 C 665Oct-10 SPX 19-Feb-11 1325 C 326Oct-10 SPX 19-Feb-11 1350 C 610Oct-10 SPX 19-Feb-11 1375 C 200Oct-10 SPX 19-Feb-11 1400 C 300Oct-10 SPX 19-Feb-11 1500 C 1Oct-10 SPX 19-Feb-11 1600 C 45Oct-10 SPX 19-Mar-11 200 P 12Oct-10 SPX 19-Mar-11 300 C 4Oct-10 SPX 19-Mar-11 300 P 101Oct-10 SPX 19-Mar-11 325 P 1Oct-10 SPX 19-Mar-11 350 C 3Oct-10 SPX 19-Mar-11 400 P 45Oct-10 SPX 19-Mar-11 450 P 120Oct-10 SPX 19-Mar-11 475 P 71Oct-10 SPX 19-Mar-11 500 C 60Oct-10 SPX 19-Mar-11 500 P 839Oct-10 SPX 19-Mar-11 525 P 246Oct-10 SPX 19-Mar-11 550 P 510Oct-10 SPX 19-Mar-11 575 P 1,343Oct-10 SPX 19-Mar-11 600 P 10,856Oct-10 SPX 19-Mar-11 625 P 408Oct-10 SPX 19-Mar-11 650 P 673Oct-10 SPX 19-Mar-11 675 P 6,934Oct-10 SPX 19-Mar-11 700 P 1,602Oct-10 SPX 19-Mar-11 725 P 3Oct-10 SPX 19-Mar-11 750 P 1,740Oct-10 SPX 19-Mar-11 775 P 11,301Oct-10 SPX 19-Mar-11 800 P 14,554Oct-10 SPX 19-Mar-11 825 P 10,818Oct-10 SPX 19-Mar-11 850 P 4,110Oct-10 SPX 19-Mar-11 875 P 21
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 19-Mar-11 900 P 6,906Oct-10 SPX 19-Mar-11 925 P 8,360Oct-10 SPX 19-Mar-11 950 P 61,361Oct-10 SPX 19-Mar-11 975 P 5,855Oct-10 SPX 19-Mar-11 1000 C 20Oct-10 SPX 19-Mar-11 1000 P 38,868Oct-10 SPX 19-Mar-11 1025 C 165Oct-10 SPX 19-Mar-11 1025 P 2,586Oct-10 SPX 19-Mar-11 1050 C 240Oct-10 SPX 19-Mar-11 1050 P 20,049Oct-10 SPX 19-Mar-11 1060 P 150Oct-10 SPX 19-Mar-11 1075 C 1,237Oct-10 SPX 19-Mar-11 1075 P 18,407Oct-10 SPX 19-Mar-11 1100 C 1,768Oct-10 SPX 19-Mar-11 1100 P 48,796Oct-10 SPX 19-Mar-11 1125 C 504Oct-10 SPX 19-Mar-11 1125 P 19,017Oct-10 SPX 19-Mar-11 1150 C 9,428Oct-10 SPX 19-Mar-11 1150 P 33,775Oct-10 SPX 19-Mar-11 1175 C 12,817Oct-10 SPX 19-Mar-11 1175 P 12,207Oct-10 SPX 19-Mar-11 1190 C 161Oct-10 SPX 19-Mar-11 1190 P 149Oct-10 SPX 19-Mar-11 1200 C 16,325Oct-10 SPX 19-Mar-11 1200 P 816Oct-10 SPX 19-Mar-11 1225 C 19,015Oct-10 SPX 19-Mar-11 1225 P 1Oct-10 SPX 19-Mar-11 1250 C 17,452Oct-10 SPX 19-Mar-11 1250 P 35Oct-10 SPX 19-Mar-11 1275 C 4,124Oct-10 SPX 19-Mar-11 1275 P 2Oct-10 SPX 19-Mar-11 1300 C 20,623Oct-10 SPX 19-Mar-11 1300 P 2Oct-10 SPX 19-Mar-11 1325 C 1,676Oct-10 SPX 19-Mar-11 1350 C 5,921Oct-10 SPX 19-Mar-11 1350 P 5,000Oct-10 SPX 19-Mar-11 1375 C 2,867Oct-10 SPX 19-Mar-11 1400 C 13,159Oct-10 SPX 19-Mar-11 1425 C 760Oct-10 SPX 19-Mar-11 1450 C 1,406Oct-10 SPX 19-Mar-11 1475 C 1,692Oct-10 SPX 19-Mar-11 1500 C 962Oct-10 SPX 19-Mar-11 1500 P 60Oct-10 SPX 19-Mar-11 1525 C 223Oct-10 SPX 19-Mar-11 1550 C 240Oct-10 SPX 19-Mar-11 1575 C 103Oct-10 SPX 19-Mar-11 1600 C 193Oct-10 SPX 18-Jun-11 100 C 1
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 18-Jun-11 100 P 1Oct-10 SPX 18-Jun-11 200 P 151Oct-10 SPX 18-Jun-11 275 P 2Oct-10 SPX 18-Jun-11 300 P 110Oct-10 SPX 18-Jun-11 325 P 2Oct-10 SPX 18-Jun-11 350 P 99Oct-10 SPX 18-Jun-11 375 P 15Oct-10 SPX 18-Jun-11 400 P 45Oct-10 SPX 18-Jun-11 425 P 8Oct-10 SPX 18-Jun-11 450 P 13Oct-10 SPX 18-Jun-11 475 P 8Oct-10 SPX 18-Jun-11 500 C 300Oct-10 SPX 18-Jun-11 500 P 421Oct-10 SPX 18-Jun-11 525 P 18Oct-10 SPX 18-Jun-11 550 P 29Oct-10 SPX 18-Jun-11 600 P 5,181Oct-10 SPX 18-Jun-11 650 C 6,000Oct-10 SPX 18-Jun-11 650 P 658Oct-10 SPX 18-Jun-11 700 P 2,186Oct-10 SPX 18-Jun-11 750 P 1,083Oct-10 SPX 18-Jun-11 775 P 36Oct-10 SPX 18-Jun-11 800 P 1,687Oct-10 SPX 18-Jun-11 825 P 5,011Oct-10 SPX 18-Jun-11 850 P 1,118Oct-10 SPX 18-Jun-11 875 P 1Oct-10 SPX 18-Jun-11 900 P 10,676Oct-10 SPX 18-Jun-11 925 P 2Oct-10 SPX 18-Jun-11 950 P 62,148Oct-10 SPX 18-Jun-11 975 P 2,534Oct-10 SPX 18-Jun-11 1000 C 511Oct-10 SPX 18-Jun-11 1000 P 26,913Oct-10 SPX 18-Jun-11 1025 C 10Oct-10 SPX 18-Jun-11 1025 P 328Oct-10 SPX 18-Jun-11 1050 C 400Oct-10 SPX 18-Jun-11 1050 P 34,627Oct-10 SPX 18-Jun-11 1060 P 2,500Oct-10 SPX 18-Jun-11 1075 C 12Oct-10 SPX 18-Jun-11 1075 P 1,348Oct-10 SPX 18-Jun-11 1100 C 4,948Oct-10 SPX 18-Jun-11 1100 P 25,588Oct-10 SPX 18-Jun-11 1120 P 2,101Oct-10 SPX 18-Jun-11 1125 C 2,641Oct-10 SPX 18-Jun-11 1125 P 8,606Oct-10 SPX 18-Jun-11 1150 C 12,075Oct-10 SPX 18-Jun-11 1150 P 13,586Oct-10 SPX 18-Jun-11 1175 C 12,980Oct-10 SPX 18-Jun-11 1175 P 11,054Oct-10 SPX 18-Jun-11 1190 C 144
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 18-Jun-11 1190 P 140Oct-10 SPX 18-Jun-11 1200 C 20,421Oct-10 SPX 18-Jun-11 1200 P 5,184Oct-10 SPX 18-Jun-11 1225 C 4,916Oct-10 SPX 18-Jun-11 1250 C 29,800Oct-10 SPX 18-Jun-11 1275 C 2,857Oct-10 SPX 18-Jun-11 1300 C 19,786Oct-10 SPX 18-Jun-11 1300 P 512Oct-10 SPX 18-Jun-11 1325 C 414Oct-10 SPX 18-Jun-11 1350 C 14,850Oct-10 SPX 18-Jun-11 1375 C 210Oct-10 SPX 18-Jun-11 1400 C 3,056Oct-10 SPX 18-Jun-11 1400 P 1Oct-10 SPX 18-Jun-11 1425 C 3,078Oct-10 SPX 18-Jun-11 1450 C 893Oct-10 SPX 18-Jun-11 1475 C 484Oct-10 SPX 18-Jun-11 1500 C 1,372Oct-10 SPX 18-Jun-11 1500 P 300Oct-10 SPX 18-Jun-11 1550 C 1,537Oct-10 SPX 18-Jun-11 1600 C 1,003Oct-10 SPX 18-Jun-11 1600 P 20Oct-10 SPX 18-Jun-11 1800 C 1Oct-10 SPX 18-Jun-11 1800 P 1Oct-10 SPX 17-Sep-11 300 P 40Oct-10 SPX 17-Sep-11 350 P 85Oct-10 SPX 17-Sep-11 400 P 50Oct-10 SPX 17-Sep-11 500 P 11Oct-10 SPX 17-Sep-11 600 P 501Oct-10 SPX 17-Sep-11 700 P 350Oct-10 SPX 17-Sep-11 800 P 5,201Oct-10 SPX 17-Sep-11 850 P 410Oct-10 SPX 17-Sep-11 875 P 10Oct-10 SPX 17-Sep-11 900 P 62,452Oct-10 SPX 17-Sep-11 925 P 610Oct-10 SPX 17-Sep-11 950 P 4,676Oct-10 SPX 17-Sep-11 975 P 402Oct-10 SPX 17-Sep-11 1000 C 500Oct-10 SPX 17-Sep-11 1000 P 12,415Oct-10 SPX 17-Sep-11 1025 P 1,505Oct-10 SPX 17-Sep-11 1050 P 2,405Oct-10 SPX 17-Sep-11 1075 C 500Oct-10 SPX 17-Sep-11 1075 P 1,506Oct-10 SPX 17-Sep-11 1100 C 600Oct-10 SPX 17-Sep-11 1100 P 5,750Oct-10 SPX 17-Sep-11 1125 C 106Oct-10 SPX 17-Sep-11 1125 P 4,020Oct-10 SPX 17-Sep-11 1150 C 4,101Oct-10 SPX 17-Sep-11 1150 P 4,231
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 17-Sep-11 1175 C 10,503Oct-10 SPX 17-Sep-11 1175 P 3,117Oct-10 SPX 17-Sep-11 1200 C 2,292Oct-10 SPX 17-Sep-11 1200 P 754Oct-10 SPX 17-Sep-11 1225 C 4,150Oct-10 SPX 17-Sep-11 1250 C 8,200Oct-10 SPX 17-Sep-11 1250 P 250Oct-10 SPX 17-Sep-11 1275 C 5,600Oct-10 SPX 17-Sep-11 1300 C 61,953Oct-10 SPX 17-Sep-11 1300 P 10,050Oct-10 SPX 17-Sep-11 1325 C 1,405Oct-10 SPX 17-Sep-11 1350 C 1,530Oct-10 SPX 17-Sep-11 1375 C 1,206Oct-10 SPX 17-Sep-11 1400 C 32,702Oct-10 SPX 17-Sep-11 1400 P 500Oct-10 SPX 17-Sep-11 1450 C 800Oct-10 SPX 17-Sep-11 1500 C 225Oct-10 SPX 17-Sep-11 1525 C 1,079Oct-10 SPX 17-Sep-11 1550 C 332Oct-10 SPX 17-Sep-11 1600 C 682Oct-10 SPX 17-Sep-11 1650 C 925Oct-10 SPX 17-Sep-11 1700 C 242Oct-10 SPX 17-Dec-11 50 P 99Oct-10 SPX 17-Dec-11 100 C 201Oct-10 SPX 17-Dec-11 150 P 70Oct-10 SPX 17-Dec-11 200 P 942Oct-10 SPX 17-Dec-11 225 P 883Oct-10 SPX 17-Dec-11 250 P 3,504Oct-10 SPX 17-Dec-11 275 P 568Oct-10 SPX 17-Dec-11 280 P 382Oct-10 SPX 17-Dec-11 300 P 1,066Oct-10 SPX 17-Dec-11 325 P 555Oct-10 SPX 17-Dec-11 350 P 885Oct-10 SPX 17-Dec-11 375 P 50Oct-10 SPX 17-Dec-11 400 P 9,853Oct-10 SPX 17-Dec-11 500 P 42Oct-10 SPX 17-Dec-11 525 P 10Oct-10 SPX 17-Dec-11 600 C 1Oct-10 SPX 17-Dec-11 600 P 132Oct-10 SPX 17-Dec-11 650 P 100Oct-10 SPX 17-Dec-11 700 P 755Oct-10 SPX 17-Dec-11 750 P 6,762Oct-10 SPX 17-Dec-11 775 P 139Oct-10 SPX 17-Dec-11 800 P 21,277Oct-10 SPX 17-Dec-11 825 P 96Oct-10 SPX 17-Dec-11 850 P 7,047Oct-10 SPX 17-Dec-11 875 P 1,502Oct-10 SPX 17-Dec-11 900 C 4
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 17-Dec-11 900 P 31,368Oct-10 SPX 17-Dec-11 920 P 110Oct-10 SPX 17-Dec-11 925 P 2Oct-10 SPX 17-Dec-11 950 P 11,975Oct-10 SPX 17-Dec-11 975 C 10Oct-10 SPX 17-Dec-11 975 P 1,071Oct-10 SPX 17-Dec-11 1000 C 364Oct-10 SPX 17-Dec-11 1000 P 20,874Oct-10 SPX 17-Dec-11 1025 P 1,400Oct-10 SPX 17-Dec-11 1050 C 762Oct-10 SPX 17-Dec-11 1050 P 6,751Oct-10 SPX 17-Dec-11 1075 C 1,427Oct-10 SPX 17-Dec-11 1075 P 3,600Oct-10 SPX 17-Dec-11 1100 C 5,030Oct-10 SPX 17-Dec-11 1100 P 26,359Oct-10 SPX 17-Dec-11 1125 C 450Oct-10 SPX 17-Dec-11 1125 P 7,100Oct-10 SPX 17-Dec-11 1150 C 23,804Oct-10 SPX 17-Dec-11 1150 P 38,277Oct-10 SPX 17-Dec-11 1175 C 12,860Oct-10 SPX 17-Dec-11 1175 P 11,741Oct-10 SPX 17-Dec-11 1200 C 13,096Oct-10 SPX 17-Dec-11 1200 P 5,266Oct-10 SPX 17-Dec-11 1225 C 250Oct-10 SPX 17-Dec-11 1250 C 8,161Oct-10 SPX 17-Dec-11 1250 P 1,100Oct-10 SPX 17-Dec-11 1275 C 9Oct-10 SPX 17-Dec-11 1300 C 2,316Oct-10 SPX 17-Dec-11 1300 P 4,255Oct-10 SPX 17-Dec-11 1325 C 6Oct-10 SPX 17-Dec-11 1350 C 5,265Oct-10 SPX 17-Dec-11 1375 C 303Oct-10 SPX 17-Dec-11 1400 C 13,187Oct-10 SPX 17-Dec-11 1400 P 5,000Oct-10 SPX 17-Dec-11 1425 C 10Oct-10 SPX 17-Dec-11 1450 C 2,801Oct-10 SPX 17-Dec-11 1500 C 32,771Oct-10 SPX 17-Dec-11 1550 C 1,960Oct-10 SPX 17-Dec-11 1600 C 5,680Oct-10 SPX 17-Dec-11 1700 C 450Oct-10 SPX 17-Dec-11 2000 C 468Oct-10 SPX 17-Dec-11 2500 C 13Oct-10 SPX 17-Dec-11 2500 P 19Oct-10 SPX 16-Jun-12 200 P 7Oct-10 SPX 16-Jun-12 300 P 5Oct-10 SPX 16-Jun-12 400 P 20Oct-10 SPX 16-Jun-12 500 P 17Oct-10 SPX 16-Jun-12 600 P 1
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 16-Jun-12 700 C 180Oct-10 SPX 16-Jun-12 850 P 1Oct-10 SPX 16-Jun-12 900 P 10Oct-10 SPX 16-Jun-12 925 P 4Oct-10 SPX 16-Jun-12 1000 P 6Oct-10 SPX 16-Jun-12 1050 P 4,004Oct-10 SPX 16-Jun-12 1100 P 1,102Oct-10 SPX 16-Jun-12 1150 C 250Oct-10 SPX 16-Jun-12 1150 P 1,700Oct-10 SPX 16-Jun-12 1175 C 375Oct-10 SPX 16-Jun-12 1175 P 2,876Oct-10 SPX 16-Jun-12 1250 C 250Oct-10 SPX 16-Jun-12 1275 P 1Oct-10 SPX 16-Jun-12 1300 C 56Oct-10 SPX 16-Jun-12 1350 C 2,000Oct-10 SPX 16-Jun-12 1400 C 1,390Oct-10 SPX 16-Jun-12 1475 C 30Oct-10 SPX 16-Jun-12 1800 C 302Oct-10 SPX 16-Jun-12 1900 C 300Oct-10 SPX 16-Jun-12 2250 P 26Oct-10 SPX 16-Jun-12 2500 P 38Oct-10 SPX 22-Dec-12 100 C 201Oct-10 SPX 22-Dec-12 100 P 1,058Oct-10 SPX 22-Dec-12 200 C 44Oct-10 SPX 22-Dec-12 200 P 2,512Oct-10 SPX 22-Dec-12 250 P 2,251Oct-10 SPX 22-Dec-12 300 C 11Oct-10 SPX 22-Dec-12 300 P 5Oct-10 SPX 22-Dec-12 400 P 8,553Oct-10 SPX 22-Dec-12 500 C 504Oct-10 SPX 22-Dec-12 500 P 529Oct-10 SPX 22-Dec-12 550 P 1,051Oct-10 SPX 22-Dec-12 600 C 1Oct-10 SPX 22-Dec-12 600 P 10,355Oct-10 SPX 22-Dec-12 650 P 19Oct-10 SPX 22-Dec-12 675 P 8Oct-10 SPX 22-Dec-12 700 C 180Oct-10 SPX 22-Dec-12 700 P 3,134Oct-10 SPX 22-Dec-12 750 P 5,760Oct-10 SPX 22-Dec-12 800 P 2,056Oct-10 SPX 22-Dec-12 825 P 500Oct-10 SPX 22-Dec-12 850 P 47,281Oct-10 SPX 22-Dec-12 900 P 20,035Oct-10 SPX 22-Dec-12 950 C 2,901Oct-10 SPX 22-Dec-12 950 P 2,303Oct-10 SPX 22-Dec-12 975 P 600Oct-10 SPX 22-Dec-12 1000 C 2,004Oct-10 SPX 22-Dec-12 1000 P 7,809
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Oct-10 SPX 22-Dec-12 1050 C 2,550Oct-10 SPX 22-Dec-12 1050 P 365Oct-10 SPX 22-Dec-12 1100 C 901Oct-10 SPX 22-Dec-12 1100 P 1,697Oct-10 SPX 22-Dec-12 1150 C 3,685Oct-10 SPX 22-Dec-12 1150 P 14,338Oct-10 SPX 22-Dec-12 1175 C 2,630Oct-10 SPX 22-Dec-12 1175 P 4,080Oct-10 SPX 22-Dec-12 1200 C 6,348Oct-10 SPX 22-Dec-12 1200 P 28,926Oct-10 SPX 22-Dec-12 1220 C 50Oct-10 SPX 22-Dec-12 1220 P 50Oct-10 SPX 22-Dec-12 1250 C 4,426Oct-10 SPX 22-Dec-12 1250 P 1,013Oct-10 SPX 22-Dec-12 1300 C 3,381Oct-10 SPX 22-Dec-12 1300 P 2,000Oct-10 SPX 22-Dec-12 1350 C 3,201Oct-10 SPX 22-Dec-12 1400 C 6,207Oct-10 SPX 22-Dec-12 1450 C 6,015Oct-10 SPX 22-Dec-12 1500 C 6,271Oct-10 SPX 22-Dec-12 1500 P 507Oct-10 SPX 22-Dec-12 1550 C 200Oct-10 SPX 22-Dec-12 1600 C 2,611Oct-10 SPX 22-Dec-12 1600 P 20Oct-10 SPX 22-Dec-12 1700 C 900Oct-10 SPX 22-Dec-12 1800 C 1,841Oct-10 SPX 22-Dec-12 1800 P 13Oct-10 SPX 22-Dec-12 1900 C 859Oct-10 SPX 22-Dec-12 1900 P 2Oct-10 SPX 22-Dec-12 2000 C 15,874Oct-10 SPX 22-Dec-12 2250 C 200Oct-10 SPX 22-Dec-12 2250 P 26Oct-10 SPX 22-Dec-12 2500 C 163Oct-10 SPX 22-Dec-12 2500 P 57Nov-10 SPX 20-Nov-10 500 C 150Nov-10 SPX 20-Nov-10 500 P 150Nov-10 SPX 20-Nov-10 700 C 711Nov-10 SPX 20-Nov-10 725 C 1Nov-10 SPX 20-Nov-10 750 C 9Nov-10 SPX 20-Nov-10 775 C 1Nov-10 SPX 20-Nov-10 775 P 3Nov-10 SPX 20-Nov-10 800 C 19Nov-10 SPX 20-Nov-10 800 P 7Nov-10 SPX 20-Nov-10 825 P 109Nov-10 SPX 20-Nov-10 835 P 89Nov-10 SPX 20-Nov-10 840 P 86Nov-10 SPX 20-Nov-10 845 P 325Nov-10 SPX 20-Nov-10 850 C 10
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 20-Nov-10 850 P 1,803Nov-10 SPX 20-Nov-10 855 P 20Nov-10 SPX 20-Nov-10 865 P 41Nov-10 SPX 20-Nov-10 870 P 119Nov-10 SPX 20-Nov-10 875 P 247Nov-10 SPX 20-Nov-10 880 P 126Nov-10 SPX 20-Nov-10 885 P 12Nov-10 SPX 20-Nov-10 890 P 45Nov-10 SPX 20-Nov-10 895 P 335Nov-10 SPX 20-Nov-10 900 C 10Nov-10 SPX 20-Nov-10 900 P 1,692Nov-10 SPX 20-Nov-10 905 P 443Nov-10 SPX 20-Nov-10 910 P 555Nov-10 SPX 20-Nov-10 915 P 30Nov-10 SPX 20-Nov-10 920 P 199Nov-10 SPX 20-Nov-10 925 P 2,024Nov-10 SPX 20-Nov-10 930 P 272Nov-10 SPX 20-Nov-10 935 C 1Nov-10 SPX 20-Nov-10 935 P 1,292Nov-10 SPX 20-Nov-10 940 P 1,536Nov-10 SPX 20-Nov-10 945 P 586Nov-10 SPX 20-Nov-10 950 C 29Nov-10 SPX 20-Nov-10 950 P 6,870Nov-10 SPX 20-Nov-10 955 P 1,135Nov-10 SPX 20-Nov-10 960 C 14Nov-10 SPX 20-Nov-10 960 P 1,705Nov-10 SPX 20-Nov-10 965 C 1Nov-10 SPX 20-Nov-10 965 P 723Nov-10 SPX 20-Nov-10 970 C 4Nov-10 SPX 20-Nov-10 970 P 1,924Nov-10 SPX 20-Nov-10 975 P 21,298Nov-10 SPX 20-Nov-10 980 C 20,001Nov-10 SPX 20-Nov-10 980 P 3,584Nov-10 SPX 20-Nov-10 985 P 1,418Nov-10 SPX 20-Nov-10 990 P 3,049Nov-10 SPX 20-Nov-10 995 P 1,331Nov-10 SPX 20-Nov-10 1000 C 165Nov-10 SPX 20-Nov-10 1000 P 23,158Nov-10 SPX 20-Nov-10 1005 P 4,654Nov-10 SPX 20-Nov-10 1010 P 3,043Nov-10 SPX 20-Nov-10 1015 P 4,981Nov-10 SPX 20-Nov-10 1020 P 3,524Nov-10 SPX 20-Nov-10 1025 C 101Nov-10 SPX 20-Nov-10 1025 P 23,517Nov-10 SPX 20-Nov-10 1030 C 24,014Nov-10 SPX 20-Nov-10 1030 P 5,324Nov-10 SPX 20-Nov-10 1035 P 7,034Nov-10 SPX 20-Nov-10 1040 C 32
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 20-Nov-10 1040 P 4,051Nov-10 SPX 20-Nov-10 1045 P 2,593Nov-10 SPX 20-Nov-10 1050 C 409Nov-10 SPX 20-Nov-10 1050 P 65,094Nov-10 SPX 20-Nov-10 1055 P 810Nov-10 SPX 20-Nov-10 1060 C 11Nov-10 SPX 20-Nov-10 1060 P 5,768Nov-10 SPX 20-Nov-10 1065 P 1,933Nov-10 SPX 20-Nov-10 1070 C 7Nov-10 SPX 20-Nov-10 1070 P 4,137Nov-10 SPX 20-Nov-10 1075 C 9,033Nov-10 SPX 20-Nov-10 1075 P 30,349Nov-10 SPX 20-Nov-10 1080 C 122Nov-10 SPX 20-Nov-10 1080 P 7,905Nov-10 SPX 20-Nov-10 1085 C 4Nov-10 SPX 20-Nov-10 1085 P 4,314Nov-10 SPX 20-Nov-10 1090 C 225Nov-10 SPX 20-Nov-10 1090 P 6,830Nov-10 SPX 20-Nov-10 1095 C 15Nov-10 SPX 20-Nov-10 1095 P 2,953Nov-10 SPX 20-Nov-10 1100 C 17,557Nov-10 SPX 20-Nov-10 1100 P 131,161Nov-10 SPX 20-Nov-10 1105 C 128Nov-10 SPX 20-Nov-10 1105 P 3,658Nov-10 SPX 20-Nov-10 1110 C 83Nov-10 SPX 20-Nov-10 1110 P 11,834Nov-10 SPX 20-Nov-10 1115 C 55Nov-10 SPX 20-Nov-10 1115 P 3,673Nov-10 SPX 20-Nov-10 1120 C 357Nov-10 SPX 20-Nov-10 1120 P 24,797Nov-10 SPX 20-Nov-10 1125 C 7,936Nov-10 SPX 20-Nov-10 1125 P 74,356Nov-10 SPX 20-Nov-10 1130 C 377Nov-10 SPX 20-Nov-10 1130 P 36,010Nov-10 SPX 20-Nov-10 1135 C 407Nov-10 SPX 20-Nov-10 1135 P 11,401Nov-10 SPX 20-Nov-10 1140 C 920Nov-10 SPX 20-Nov-10 1140 P 39,123Nov-10 SPX 20-Nov-10 1145 C 236Nov-10 SPX 20-Nov-10 1145 P 15,049Nov-10 SPX 20-Nov-10 1150 C 45,530Nov-10 SPX 20-Nov-10 1150 P 252,860Nov-10 SPX 20-Nov-10 1155 C 485Nov-10 SPX 20-Nov-10 1155 P 26,030Nov-10 SPX 20-Nov-10 1160 C 9,743Nov-10 SPX 20-Nov-10 1160 P 77,320Nov-10 SPX 20-Nov-10 1165 C 2,149Nov-10 SPX 20-Nov-10 1165 P 35,062
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 20-Nov-10 1170 C 17,244Nov-10 SPX 20-Nov-10 1170 P 49,643Nov-10 SPX 20-Nov-10 1175 C 60,663Nov-10 SPX 20-Nov-10 1175 P 136,446Nov-10 SPX 20-Nov-10 1180 C 34,618Nov-10 SPX 20-Nov-10 1180 P 94,854Nov-10 SPX 20-Nov-10 1185 C 6,456Nov-10 SPX 20-Nov-10 1185 P 36,356Nov-10 SPX 20-Nov-10 1190 C 29,331Nov-10 SPX 20-Nov-10 1190 P 60,653Nov-10 SPX 20-Nov-10 1195 C 13,175Nov-10 SPX 20-Nov-10 1195 P 11,013Nov-10 SPX 20-Nov-10 1200 C 304,748Nov-10 SPX 20-Nov-10 1200 P 247,659Nov-10 SPX 20-Nov-10 1205 C 26,146Nov-10 SPX 20-Nov-10 1205 P 6,973Nov-10 SPX 20-Nov-10 1210 C 58,858Nov-10 SPX 20-Nov-10 1210 P 11,865Nov-10 SPX 20-Nov-10 1215 C 28,134Nov-10 SPX 20-Nov-10 1215 P 3,647Nov-10 SPX 20-Nov-10 1220 C 67,143Nov-10 SPX 20-Nov-10 1220 P 4,749Nov-10 SPX 20-Nov-10 1225 C 65,072Nov-10 SPX 20-Nov-10 1225 P 6,828Nov-10 SPX 20-Nov-10 1230 C 42,607Nov-10 SPX 20-Nov-10 1230 P 2,857Nov-10 SPX 20-Nov-10 1235 C 21,091Nov-10 SPX 20-Nov-10 1235 P 41Nov-10 SPX 20-Nov-10 1240 C 54,493Nov-10 SPX 20-Nov-10 1240 P 7,189Nov-10 SPX 20-Nov-10 1245 C 14,771Nov-10 SPX 20-Nov-10 1245 P 5,682Nov-10 SPX 20-Nov-10 1250 C 100,651Nov-10 SPX 20-Nov-10 1250 P 2,404Nov-10 SPX 20-Nov-10 1255 C 13,879Nov-10 SPX 20-Nov-10 1255 P 46Nov-10 SPX 20-Nov-10 1260 C 32,678Nov-10 SPX 20-Nov-10 1260 P 1,034Nov-10 SPX 20-Nov-10 1265 C 21,409Nov-10 SPX 20-Nov-10 1265 P 2Nov-10 SPX 20-Nov-10 1270 C 18,149Nov-10 SPX 20-Nov-10 1270 P 19Nov-10 SPX 20-Nov-10 1275 C 30,239Nov-10 SPX 20-Nov-10 1275 P 87Nov-10 SPX 20-Nov-10 1280 C 20,157Nov-10 SPX 20-Nov-10 1280 P 14Nov-10 SPX 20-Nov-10 1285 C 3,457Nov-10 SPX 20-Nov-10 1285 P 3
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 20-Nov-10 1290 C 5,368Nov-10 SPX 20-Nov-10 1290 P 26Nov-10 SPX 20-Nov-10 1295 C 4,774Nov-10 SPX 20-Nov-10 1300 C 39,511Nov-10 SPX 20-Nov-10 1300 P 83Nov-10 SPX 20-Nov-10 1305 C 1,863Nov-10 SPX 20-Nov-10 1310 C 1,696Nov-10 SPX 20-Nov-10 1315 C 1,824Nov-10 SPX 20-Nov-10 1320 C 3,149Nov-10 SPX 20-Nov-10 1325 C 2,631Nov-10 SPX 20-Nov-10 1325 P 58Nov-10 SPX 20-Nov-10 1330 C 982Nov-10 SPX 20-Nov-10 1340 C 2,478Nov-10 SPX 20-Nov-10 1350 C 2,984Nov-10 SPX 20-Nov-10 1375 C 1,091Nov-10 SPX 20-Nov-10 1400 C 926Nov-10 SPX 20-Nov-10 1450 C 54Nov-10 SPX 20-Nov-10 1500 C 200Nov-10 SPX 20-Nov-10 1500 P 150Nov-10 SPX 20-Nov-10 1550 C 40Nov-10 SPX 20-Nov-10 1600 C 70Nov-10 SPX 18-Dec-10 300 C 2Nov-10 SPX 18-Dec-10 350 C 2Nov-10 SPX 18-Dec-10 500 C 8,090Nov-10 SPX 18-Dec-10 500 P 8,140Nov-10 SPX 18-Dec-10 525 P 4Nov-10 SPX 18-Dec-10 600 C 1Nov-10 SPX 18-Dec-10 600 P 9Nov-10 SPX 18-Dec-10 620 P 42Nov-10 SPX 18-Dec-10 625 P 42Nov-10 SPX 18-Dec-10 640 P 63Nov-10 SPX 18-Dec-10 650 P 214Nov-10 SPX 18-Dec-10 660 P 75Nov-10 SPX 18-Dec-10 675 P 595Nov-10 SPX 18-Dec-10 680 P 202Nov-10 SPX 18-Dec-10 700 C 160Nov-10 SPX 18-Dec-10 700 P 2,067Nov-10 SPX 18-Dec-10 705 P 196Nov-10 SPX 18-Dec-10 710 P 188Nov-10 SPX 18-Dec-10 715 P 208Nov-10 SPX 18-Dec-10 720 P 278Nov-10 SPX 18-Dec-10 725 P 1,031Nov-10 SPX 18-Dec-10 730 P 432Nov-10 SPX 18-Dec-10 740 P 637Nov-10 SPX 18-Dec-10 750 P 9,975Nov-10 SPX 18-Dec-10 760 P 3,254Nov-10 SPX 18-Dec-10 770 P 2,326Nov-10 SPX 18-Dec-10 775 P 1,970
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 18-Dec-10 780 P 2,838Nov-10 SPX 18-Dec-10 790 P 2,526Nov-10 SPX 18-Dec-10 800 C 62Nov-10 SPX 18-Dec-10 800 P 30,632Nov-10 SPX 18-Dec-10 810 C 2Nov-10 SPX 18-Dec-10 810 P 2,752Nov-10 SPX 18-Dec-10 820 C 2Nov-10 SPX 18-Dec-10 820 P 28,927Nov-10 SPX 18-Dec-10 825 C 1Nov-10 SPX 18-Dec-10 825 P 7,969Nov-10 SPX 18-Dec-10 830 P 3,351Nov-10 SPX 18-Dec-10 840 P 3,702Nov-10 SPX 18-Dec-10 850 C 65Nov-10 SPX 18-Dec-10 850 P 7,833Nov-10 SPX 18-Dec-10 860 P 3,733Nov-10 SPX 18-Dec-10 870 P 2,171Nov-10 SPX 18-Dec-10 875 C 53Nov-10 SPX 18-Dec-10 875 P 15,780Nov-10 SPX 18-Dec-10 880 P 2,395Nov-10 SPX 18-Dec-10 885 C 147Nov-10 SPX 18-Dec-10 885 P 2,275Nov-10 SPX 18-Dec-10 890 C 106Nov-10 SPX 18-Dec-10 890 P 2,498Nov-10 SPX 18-Dec-10 895 C 25Nov-10 SPX 18-Dec-10 895 P 2,154Nov-10 SPX 18-Dec-10 900 C 83Nov-10 SPX 18-Dec-10 900 P 46,173Nov-10 SPX 18-Dec-10 905 P 2,158Nov-10 SPX 18-Dec-10 910 P 2,128Nov-10 SPX 18-Dec-10 915 P 2,174Nov-10 SPX 18-Dec-10 920 P 5,874Nov-10 SPX 18-Dec-10 925 P 20,347Nov-10 SPX 18-Dec-10 930 P 3,271Nov-10 SPX 18-Dec-10 935 P 1,828Nov-10 SPX 18-Dec-10 940 P 15,053Nov-10 SPX 18-Dec-10 945 P 2,054Nov-10 SPX 18-Dec-10 950 C 274Nov-10 SPX 18-Dec-10 950 P 88,827Nov-10 SPX 18-Dec-10 955 P 1,715Nov-10 SPX 18-Dec-10 960 P 4,671Nov-10 SPX 18-Dec-10 965 P 1,838Nov-10 SPX 18-Dec-10 970 C 9Nov-10 SPX 18-Dec-10 970 P 2,102Nov-10 SPX 18-Dec-10 975 C 64Nov-10 SPX 18-Dec-10 975 P 35,690Nov-10 SPX 18-Dec-10 980 C 20,004Nov-10 SPX 18-Dec-10 980 P 5,692Nov-10 SPX 18-Dec-10 985 C 147
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 18-Dec-10 985 P 5,421Nov-10 SPX 18-Dec-10 990 C 107Nov-10 SPX 18-Dec-10 990 P 19,151Nov-10 SPX 18-Dec-10 995 C 25Nov-10 SPX 18-Dec-10 995 P 24,255Nov-10 SPX 18-Dec-10 1000 C 1,327Nov-10 SPX 18-Dec-10 1000 P 165,174Nov-10 SPX 18-Dec-10 1005 P 1,735Nov-10 SPX 18-Dec-10 1010 C 1Nov-10 SPX 18-Dec-10 1010 P 6,953Nov-10 SPX 18-Dec-10 1015 P 5,634Nov-10 SPX 18-Dec-10 1020 P 11,766Nov-10 SPX 18-Dec-10 1025 C 65Nov-10 SPX 18-Dec-10 1025 P 71,963Nov-10 SPX 18-Dec-10 1030 C 26,004Nov-10 SPX 18-Dec-10 1030 P 20,563Nov-10 SPX 18-Dec-10 1035 P 4,272Nov-10 SPX 18-Dec-10 1040 C 31Nov-10 SPX 18-Dec-10 1040 P 26,375Nov-10 SPX 18-Dec-10 1045 C 10Nov-10 SPX 18-Dec-10 1045 P 2,943Nov-10 SPX 18-Dec-10 1050 C 1,149Nov-10 SPX 18-Dec-10 1050 P 141,628Nov-10 SPX 18-Dec-10 1055 C 160Nov-10 SPX 18-Dec-10 1055 P 17,206Nov-10 SPX 18-Dec-10 1060 C 3,430Nov-10 SPX 18-Dec-10 1060 P 20,587Nov-10 SPX 18-Dec-10 1065 C 8Nov-10 SPX 18-Dec-10 1065 P 6,715Nov-10 SPX 18-Dec-10 1070 C 7Nov-10 SPX 18-Dec-10 1070 P 20,052Nov-10 SPX 18-Dec-10 1075 C 3,322Nov-10 SPX 18-Dec-10 1075 P 111,026Nov-10 SPX 18-Dec-10 1080 C 46Nov-10 SPX 18-Dec-10 1080 P 6,034Nov-10 SPX 18-Dec-10 1085 C 31Nov-10 SPX 18-Dec-10 1085 P 8,593Nov-10 SPX 18-Dec-10 1090 C 26Nov-10 SPX 18-Dec-10 1090 P 34,114Nov-10 SPX 18-Dec-10 1095 C 28Nov-10 SPX 18-Dec-10 1095 P 8,520Nov-10 SPX 18-Dec-10 1100 C 11,680Nov-10 SPX 18-Dec-10 1100 P 201,025Nov-10 SPX 18-Dec-10 1105 C 50Nov-10 SPX 18-Dec-10 1105 P 8,196Nov-10 SPX 18-Dec-10 1110 C 893Nov-10 SPX 18-Dec-10 1110 P 22,544Nov-10 SPX 18-Dec-10 1115 C 197
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 18-Dec-10 1115 P 12,630Nov-10 SPX 18-Dec-10 1120 C 172Nov-10 SPX 18-Dec-10 1120 P 25,699Nov-10 SPX 18-Dec-10 1125 C 11,198Nov-10 SPX 18-Dec-10 1125 P 237,749Nov-10 SPX 18-Dec-10 1130 C 1,241Nov-10 SPX 18-Dec-10 1130 P 35,959Nov-10 SPX 18-Dec-10 1135 C 105Nov-10 SPX 18-Dec-10 1135 P 12,528Nov-10 SPX 18-Dec-10 1140 C 442Nov-10 SPX 18-Dec-10 1140 P 34,888Nov-10 SPX 18-Dec-10 1145 C 249Nov-10 SPX 18-Dec-10 1145 P 10,767Nov-10 SPX 18-Dec-10 1150 C 32,504Nov-10 SPX 18-Dec-10 1150 P 265,593Nov-10 SPX 18-Dec-10 1155 C 2,317Nov-10 SPX 18-Dec-10 1155 P 6,279Nov-10 SPX 18-Dec-10 1160 C 3,128Nov-10 SPX 18-Dec-10 1160 P 100,109Nov-10 SPX 18-Dec-10 1165 C 766Nov-10 SPX 18-Dec-10 1165 P 4,592Nov-10 SPX 18-Dec-10 1170 C 2,092Nov-10 SPX 18-Dec-10 1170 P 35,039Nov-10 SPX 18-Dec-10 1175 C 119,348Nov-10 SPX 18-Dec-10 1175 P 234,622Nov-10 SPX 18-Dec-10 1180 C 114,799Nov-10 SPX 18-Dec-10 1180 P 282,113Nov-10 SPX 18-Dec-10 1185 C 60,640Nov-10 SPX 18-Dec-10 1185 P 60,954Nov-10 SPX 18-Dec-10 1190 C 122,521Nov-10 SPX 18-Dec-10 1190 P 230,771Nov-10 SPX 18-Dec-10 1195 C 120,516Nov-10 SPX 18-Dec-10 1195 P 113,705Nov-10 SPX 18-Dec-10 1200 C 406,116Nov-10 SPX 18-Dec-10 1200 P 421,875Nov-10 SPX 18-Dec-10 1205 C 47,041Nov-10 SPX 18-Dec-10 1205 P 41,280Nov-10 SPX 18-Dec-10 1210 C 87,242Nov-10 SPX 18-Dec-10 1210 P 57,807Nov-10 SPX 18-Dec-10 1215 C 59,969Nov-10 SPX 18-Dec-10 1215 P 52,989Nov-10 SPX 18-Dec-10 1220 C 86,091Nov-10 SPX 18-Dec-10 1220 P 65,653Nov-10 SPX 18-Dec-10 1225 C 211,757Nov-10 SPX 18-Dec-10 1225 P 24,745Nov-10 SPX 18-Dec-10 1230 C 43,445Nov-10 SPX 18-Dec-10 1230 P 4,300Nov-10 SPX 18-Dec-10 1235 C 28,650
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 18-Dec-10 1235 P 191Nov-10 SPX 18-Dec-10 1240 C 20,060Nov-10 SPX 18-Dec-10 1240 P 1,261Nov-10 SPX 18-Dec-10 1245 C 23,739Nov-10 SPX 18-Dec-10 1245 P 45Nov-10 SPX 18-Dec-10 1250 C 315,476Nov-10 SPX 18-Dec-10 1250 P 10,594Nov-10 SPX 18-Dec-10 1255 C 19,214Nov-10 SPX 18-Dec-10 1260 C 39,625Nov-10 SPX 18-Dec-10 1260 P 27Nov-10 SPX 18-Dec-10 1265 C 12,257Nov-10 SPX 18-Dec-10 1270 C 24,908Nov-10 SPX 18-Dec-10 1275 C 64,414Nov-10 SPX 18-Dec-10 1275 P 1,900Nov-10 SPX 18-Dec-10 1280 C 28,528Nov-10 SPX 18-Dec-10 1280 P 16Nov-10 SPX 18-Dec-10 1285 C 16,314Nov-10 SPX 18-Dec-10 1290 C 16,983Nov-10 SPX 18-Dec-10 1290 P 21Nov-10 SPX 18-Dec-10 1295 C 21,769Nov-10 SPX 18-Dec-10 1300 C 104,051Nov-10 SPX 18-Dec-10 1300 P 949Nov-10 SPX 18-Dec-10 1305 C 3,043Nov-10 SPX 18-Dec-10 1310 C 2,780Nov-10 SPX 18-Dec-10 1315 C 9,521Nov-10 SPX 18-Dec-10 1315 P 2Nov-10 SPX 18-Dec-10 1320 C 2,952Nov-10 SPX 18-Dec-10 1320 P 2Nov-10 SPX 18-Dec-10 1325 C 10,745Nov-10 SPX 18-Dec-10 1325 P 4Nov-10 SPX 18-Dec-10 1330 C 7,239Nov-10 SPX 18-Dec-10 1335 C 995Nov-10 SPX 18-Dec-10 1340 C 9,133Nov-10 SPX 18-Dec-10 1340 P 1Nov-10 SPX 18-Dec-10 1345 C 925Nov-10 SPX 18-Dec-10 1350 C 27,574Nov-10 SPX 18-Dec-10 1350 P 2Nov-10 SPX 18-Dec-10 1375 C 4,230Nov-10 SPX 18-Dec-10 1400 C 13,293Nov-10 SPX 18-Dec-10 1400 P 2Nov-10 SPX 18-Dec-10 1425 C 965Nov-10 SPX 18-Dec-10 1450 C 953Nov-10 SPX 18-Dec-10 1475 C 290Nov-10 SPX 18-Dec-10 1500 C 12,965Nov-10 SPX 18-Dec-10 1500 P 7,943Nov-10 SPX 18-Dec-10 1550 C 235Nov-10 SPX 18-Dec-10 1600 C 226Nov-10 SPX 18-Dec-10 1900 C 4
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 18-Dec-10 2500 C 150Nov-10 SPX 18-Dec-10 2500 P 158Nov-10 SPX 22-Jan-11 400 C 1Nov-10 SPX 22-Jan-11 500 P 10Nov-10 SPX 22-Jan-11 550 P 2Nov-10 SPX 22-Jan-11 600 P 2,075Nov-10 SPX 22-Jan-11 675 P 10Nov-10 SPX 22-Jan-11 700 P 694Nov-10 SPX 22-Jan-11 725 P 142Nov-10 SPX 22-Jan-11 740 P 100Nov-10 SPX 22-Jan-11 750 P 4,171Nov-10 SPX 22-Jan-11 760 P 200Nov-10 SPX 22-Jan-11 775 P 2,315Nov-10 SPX 22-Jan-11 780 P 100Nov-10 SPX 22-Jan-11 800 P 7,229Nov-10 SPX 22-Jan-11 820 P 2,332Nov-10 SPX 22-Jan-11 825 C 50Nov-10 SPX 22-Jan-11 825 P 4,476Nov-10 SPX 22-Jan-11 840 P 254Nov-10 SPX 22-Jan-11 850 C 31Nov-10 SPX 22-Jan-11 850 P 4,971Nov-10 SPX 22-Jan-11 860 P 488Nov-10 SPX 22-Jan-11 865 P 32Nov-10 SPX 22-Jan-11 870 P 25Nov-10 SPX 22-Jan-11 875 P 6,157Nov-10 SPX 22-Jan-11 880 P 6,789Nov-10 SPX 22-Jan-11 885 P 91Nov-10 SPX 22-Jan-11 890 P 292Nov-10 SPX 22-Jan-11 895 P 65Nov-10 SPX 22-Jan-11 900 P 26,230Nov-10 SPX 22-Jan-11 910 P 75Nov-10 SPX 22-Jan-11 920 P 4,206Nov-10 SPX 22-Jan-11 925 C 50Nov-10 SPX 22-Jan-11 925 P 12,070Nov-10 SPX 22-Jan-11 930 P 16Nov-10 SPX 22-Jan-11 935 P 50Nov-10 SPX 22-Jan-11 940 P 4,017Nov-10 SPX 22-Jan-11 950 C 57Nov-10 SPX 22-Jan-11 950 P 15,582Nov-10 SPX 22-Jan-11 960 P 2,049Nov-10 SPX 22-Jan-11 965 P 450Nov-10 SPX 22-Jan-11 970 P 543Nov-10 SPX 22-Jan-11 975 C 32Nov-10 SPX 22-Jan-11 975 P 11,152Nov-10 SPX 22-Jan-11 980 C 2Nov-10 SPX 22-Jan-11 980 P 1,737Nov-10 SPX 22-Jan-11 985 P 459Nov-10 SPX 22-Jan-11 990 P 7,807
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 22-Jan-11 995 P 72Nov-10 SPX 22-Jan-11 1000 C 2,450Nov-10 SPX 22-Jan-11 1000 P 92,807Nov-10 SPX 22-Jan-11 1005 P 135Nov-10 SPX 22-Jan-11 1010 C 2Nov-10 SPX 22-Jan-11 1010 P 4,091Nov-10 SPX 22-Jan-11 1015 P 84Nov-10 SPX 22-Jan-11 1020 P 2,650Nov-10 SPX 22-Jan-11 1025 C 61Nov-10 SPX 22-Jan-11 1025 P 50,122Nov-10 SPX 22-Jan-11 1030 P 1,197Nov-10 SPX 22-Jan-11 1035 P 49Nov-10 SPX 22-Jan-11 1040 C 1Nov-10 SPX 22-Jan-11 1040 P 1,217Nov-10 SPX 22-Jan-11 1045 P 272Nov-10 SPX 22-Jan-11 1050 C 31Nov-10 SPX 22-Jan-11 1050 P 65,196Nov-10 SPX 22-Jan-11 1055 P 274Nov-10 SPX 22-Jan-11 1060 C 5Nov-10 SPX 22-Jan-11 1060 P 2,356Nov-10 SPX 22-Jan-11 1065 P 590Nov-10 SPX 22-Jan-11 1070 P 440Nov-10 SPX 22-Jan-11 1075 C 3Nov-10 SPX 22-Jan-11 1075 P 37,882Nov-10 SPX 22-Jan-11 1080 C 2Nov-10 SPX 22-Jan-11 1080 P 1,457Nov-10 SPX 22-Jan-11 1085 P 39Nov-10 SPX 22-Jan-11 1090 P 5,172Nov-10 SPX 22-Jan-11 1095 P 53Nov-10 SPX 22-Jan-11 1100 C 335Nov-10 SPX 22-Jan-11 1100 P 83,450Nov-10 SPX 22-Jan-11 1105 P 124Nov-10 SPX 22-Jan-11 1110 P 33Nov-10 SPX 22-Jan-11 1115 C 34Nov-10 SPX 22-Jan-11 1115 P 4,284Nov-10 SPX 22-Jan-11 1120 C 111Nov-10 SPX 22-Jan-11 1120 P 4,121Nov-10 SPX 22-Jan-11 1125 C 269Nov-10 SPX 22-Jan-11 1125 P 52,520Nov-10 SPX 22-Jan-11 1130 C 4Nov-10 SPX 22-Jan-11 1130 P 71Nov-10 SPX 22-Jan-11 1135 P 4Nov-10 SPX 22-Jan-11 1140 C 45Nov-10 SPX 22-Jan-11 1140 P 12,761Nov-10 SPX 22-Jan-11 1145 P 28Nov-10 SPX 22-Jan-11 1150 C 7,607Nov-10 SPX 22-Jan-11 1150 P 93,850Nov-10 SPX 22-Jan-11 1155 C 50
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 22-Jan-11 1155 P 51Nov-10 SPX 22-Jan-11 1160 C 461Nov-10 SPX 22-Jan-11 1160 P 9,765Nov-10 SPX 22-Jan-11 1165 C 5Nov-10 SPX 22-Jan-11 1165 P 13Nov-10 SPX 22-Jan-11 1170 C 128Nov-10 SPX 22-Jan-11 1170 P 135Nov-10 SPX 22-Jan-11 1175 C 25,859Nov-10 SPX 22-Jan-11 1175 P 64,778Nov-10 SPX 22-Jan-11 1180 C 5,034Nov-10 SPX 22-Jan-11 1180 P 8,989Nov-10 SPX 22-Jan-11 1185 C 925Nov-10 SPX 22-Jan-11 1185 P 6,299Nov-10 SPX 22-Jan-11 1190 C 485Nov-10 SPX 22-Jan-11 1190 P 1,220Nov-10 SPX 22-Jan-11 1195 C 303Nov-10 SPX 22-Jan-11 1195 P 351Nov-10 SPX 22-Jan-11 1200 C 98,105Nov-10 SPX 22-Jan-11 1200 P 85,239Nov-10 SPX 22-Jan-11 1205 C 1Nov-10 SPX 22-Jan-11 1205 P 4Nov-10 SPX 22-Jan-11 1210 C 2,129Nov-10 SPX 22-Jan-11 1210 P 1,249Nov-10 SPX 22-Jan-11 1215 C 118Nov-10 SPX 22-Jan-11 1220 C 1,322Nov-10 SPX 22-Jan-11 1220 P 3,311Nov-10 SPX 22-Jan-11 1225 C 58,374Nov-10 SPX 22-Jan-11 1225 P 1,806Nov-10 SPX 22-Jan-11 1230 C 7,098Nov-10 SPX 22-Jan-11 1230 P 508Nov-10 SPX 22-Jan-11 1235 C 602Nov-10 SPX 22-Jan-11 1235 P 157Nov-10 SPX 22-Jan-11 1240 C 9,724Nov-10 SPX 22-Jan-11 1240 P 2Nov-10 SPX 22-Jan-11 1245 C 115Nov-10 SPX 22-Jan-11 1250 C 65,776Nov-10 SPX 22-Jan-11 1250 P 1,098Nov-10 SPX 22-Jan-11 1255 C 1,398Nov-10 SPX 22-Jan-11 1260 C 7,066Nov-10 SPX 22-Jan-11 1265 C 15Nov-10 SPX 22-Jan-11 1270 C 9,205Nov-10 SPX 22-Jan-11 1275 C 7,712Nov-10 SPX 22-Jan-11 1275 P 27Nov-10 SPX 22-Jan-11 1280 C 9,539Nov-10 SPX 22-Jan-11 1280 P 20Nov-10 SPX 22-Jan-11 1285 C 357Nov-10 SPX 22-Jan-11 1290 C 19,610Nov-10 SPX 22-Jan-11 1295 C 498
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 22-Jan-11 1300 C 45,304Nov-10 SPX 22-Jan-11 1300 P 500Nov-10 SPX 22-Jan-11 1305 C 46Nov-10 SPX 22-Jan-11 1310 C 1,157Nov-10 SPX 22-Jan-11 1315 C 22Nov-10 SPX 22-Jan-11 1320 C 3,210Nov-10 SPX 22-Jan-11 1325 C 17,707Nov-10 SPX 22-Jan-11 1330 C 6,247Nov-10 SPX 22-Jan-11 1340 C 799Nov-10 SPX 22-Jan-11 1350 C 6,322Nov-10 SPX 22-Jan-11 1350 P 5Nov-10 SPX 22-Jan-11 1360 C 133Nov-10 SPX 22-Jan-11 1370 C 11Nov-10 SPX 22-Jan-11 1375 C 3,692Nov-10 SPX 22-Jan-11 1380 C 9Nov-10 SPX 22-Jan-11 1400 C 8,548Nov-10 SPX 22-Jan-11 1410 C 74Nov-10 SPX 22-Jan-11 1420 C 18Nov-10 SPX 22-Jan-11 1425 C 72Nov-10 SPX 22-Jan-11 1430 C 26Nov-10 SPX 22-Jan-11 1450 C 631Nov-10 SPX 22-Jan-11 1475 C 2,605Nov-10 SPX 22-Jan-11 1500 C 1,168Nov-10 SPX 22-Jan-11 1525 C 873Nov-10 SPX 22-Jan-11 1550 C 660Nov-10 SPX 22-Jan-11 1600 C 756Nov-10 SPX 22-Jan-11 1650 C 228Nov-10 SPX 19-Feb-11 700 P 13,000Nov-10 SPX 19-Feb-11 750 P 11,560Nov-10 SPX 19-Feb-11 775 P 125Nov-10 SPX 19-Feb-11 800 C 4Nov-10 SPX 19-Feb-11 800 P 6,185Nov-10 SPX 19-Feb-11 820 P 32Nov-10 SPX 19-Feb-11 825 P 65Nov-10 SPX 19-Feb-11 850 P 1,505Nov-10 SPX 19-Feb-11 870 P 2Nov-10 SPX 19-Feb-11 875 P 1,060Nov-10 SPX 19-Feb-11 890 P 2,001Nov-10 SPX 19-Feb-11 900 P 11,965Nov-10 SPX 19-Feb-11 910 P 29Nov-10 SPX 19-Feb-11 925 P 3,525Nov-10 SPX 19-Feb-11 950 P 11,199Nov-10 SPX 19-Feb-11 960 P 2Nov-10 SPX 19-Feb-11 970 P 2Nov-10 SPX 19-Feb-11 975 P 3,894Nov-10 SPX 19-Feb-11 980 P 26Nov-10 SPX 19-Feb-11 990 P 117Nov-10 SPX 19-Feb-11 1000 C 14
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 19-Feb-11 1000 P 15,155Nov-10 SPX 19-Feb-11 1010 P 593Nov-10 SPX 19-Feb-11 1020 P 1,380Nov-10 SPX 19-Feb-11 1025 C 20Nov-10 SPX 19-Feb-11 1025 P 610Nov-10 SPX 19-Feb-11 1030 P 49Nov-10 SPX 19-Feb-11 1040 P 26Nov-10 SPX 19-Feb-11 1050 C 16Nov-10 SPX 19-Feb-11 1050 P 7,425Nov-10 SPX 19-Feb-11 1060 P 1,010Nov-10 SPX 19-Feb-11 1070 P 894Nov-10 SPX 19-Feb-11 1075 C 1Nov-10 SPX 19-Feb-11 1075 P 13,576Nov-10 SPX 19-Feb-11 1080 P 6,020Nov-10 SPX 19-Feb-11 1090 P 886Nov-10 SPX 19-Feb-11 1100 C 20Nov-10 SPX 19-Feb-11 1100 P 45,564Nov-10 SPX 19-Feb-11 1110 P 14Nov-10 SPX 19-Feb-11 1120 C 1Nov-10 SPX 19-Feb-11 1120 P 58Nov-10 SPX 19-Feb-11 1125 P 43,061Nov-10 SPX 19-Feb-11 1130 P 16Nov-10 SPX 19-Feb-11 1140 C 3Nov-10 SPX 19-Feb-11 1140 P 18Nov-10 SPX 19-Feb-11 1150 C 571Nov-10 SPX 19-Feb-11 1150 P 28,752Nov-10 SPX 19-Feb-11 1160 P 1,501Nov-10 SPX 19-Feb-11 1170 C 2Nov-10 SPX 19-Feb-11 1170 P 25Nov-10 SPX 19-Feb-11 1175 C 1,409Nov-10 SPX 19-Feb-11 1175 P 13,516Nov-10 SPX 19-Feb-11 1180 C 105Nov-10 SPX 19-Feb-11 1180 P 5,059Nov-10 SPX 19-Feb-11 1190 C 2,784Nov-10 SPX 19-Feb-11 1190 P 192Nov-10 SPX 19-Feb-11 1200 C 29,925Nov-10 SPX 19-Feb-11 1200 P 29,366Nov-10 SPX 19-Feb-11 1210 C 3Nov-10 SPX 19-Feb-11 1220 C 4Nov-10 SPX 19-Feb-11 1225 C 10,276Nov-10 SPX 19-Feb-11 1225 P 1,906Nov-10 SPX 19-Feb-11 1230 C 1Nov-10 SPX 19-Feb-11 1240 C 1Nov-10 SPX 19-Feb-11 1250 C 19,303Nov-10 SPX 19-Feb-11 1250 P 1Nov-10 SPX 19-Feb-11 1260 C 16Nov-10 SPX 19-Feb-11 1270 C 18Nov-10 SPX 19-Feb-11 1275 C 14,108
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 19-Feb-11 1275 P 501Nov-10 SPX 19-Feb-11 1280 C 151Nov-10 SPX 19-Feb-11 1290 C 62Nov-10 SPX 19-Feb-11 1300 C 26,394Nov-10 SPX 19-Feb-11 1310 C 27Nov-10 SPX 19-Feb-11 1320 C 27Nov-10 SPX 19-Feb-11 1325 C 5,590Nov-10 SPX 19-Feb-11 1330 C 10Nov-10 SPX 19-Feb-11 1340 C 108Nov-10 SPX 19-Feb-11 1350 C 7,240Nov-10 SPX 19-Feb-11 1360 C 2Nov-10 SPX 19-Feb-11 1375 C 13Nov-10 SPX 19-Feb-11 1400 C 1Nov-10 SPX 19-Feb-11 1475 C 34Nov-10 SPX 19-Feb-11 1500 C 1,526Nov-10 SPX 19-Feb-11 1550 C 127Nov-10 SPX 19-Feb-11 1600 C 63Nov-10 SPX 19-Mar-11 300 P 101Nov-10 SPX 19-Mar-11 350 C 3Nov-10 SPX 19-Mar-11 400 P 45Nov-10 SPX 19-Mar-11 425 P 2Nov-10 SPX 19-Mar-11 450 P 4Nov-10 SPX 19-Mar-11 475 P 72Nov-10 SPX 19-Mar-11 500 C 150Nov-10 SPX 19-Mar-11 500 P 672Nov-10 SPX 19-Mar-11 525 P 21Nov-10 SPX 19-Mar-11 550 P 209Nov-10 SPX 19-Mar-11 575 P 371Nov-10 SPX 19-Mar-11 600 P 733Nov-10 SPX 19-Mar-11 625 P 345Nov-10 SPX 19-Mar-11 650 P 6,775Nov-10 SPX 19-Mar-11 675 P 3,095Nov-10 SPX 19-Mar-11 700 P 12,487Nov-10 SPX 19-Mar-11 725 P 1,500Nov-10 SPX 19-Mar-11 750 P 3,236Nov-10 SPX 19-Mar-11 775 P 2,445Nov-10 SPX 19-Mar-11 800 P 34,777Nov-10 SPX 19-Mar-11 825 P 209Nov-10 SPX 19-Mar-11 850 P 19,364Nov-10 SPX 19-Mar-11 875 P 19Nov-10 SPX 19-Mar-11 900 P 15,481Nov-10 SPX 19-Mar-11 925 P 1,701Nov-10 SPX 19-Mar-11 950 P 35,933Nov-10 SPX 19-Mar-11 975 C 1Nov-10 SPX 19-Mar-11 975 P 5,682Nov-10 SPX 19-Mar-11 1000 C 9Nov-10 SPX 19-Mar-11 1000 P 28,271Nov-10 SPX 19-Mar-11 1025 P 10,042
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 19-Mar-11 1050 C 860Nov-10 SPX 19-Mar-11 1050 P 31,217Nov-10 SPX 19-Mar-11 1060 P 70Nov-10 SPX 19-Mar-11 1075 C 500Nov-10 SPX 19-Mar-11 1075 P 29,216Nov-10 SPX 19-Mar-11 1100 C 8,586Nov-10 SPX 19-Mar-11 1100 P 69,628Nov-10 SPX 19-Mar-11 1125 C 212Nov-10 SPX 19-Mar-11 1125 P 46,804Nov-10 SPX 19-Mar-11 1150 C 2,270Nov-10 SPX 19-Mar-11 1150 P 41,463Nov-10 SPX 19-Mar-11 1175 C 5,087Nov-10 SPX 19-Mar-11 1175 P 24,763Nov-10 SPX 19-Mar-11 1190 C 5,518Nov-10 SPX 19-Mar-11 1190 P 10,778Nov-10 SPX 19-Mar-11 1200 C 57,651Nov-10 SPX 19-Mar-11 1200 P 35,148Nov-10 SPX 19-Mar-11 1225 C 22,002Nov-10 SPX 19-Mar-11 1225 P 7,661Nov-10 SPX 19-Mar-11 1250 C 29,770Nov-10 SPX 19-Mar-11 1250 P 980Nov-10 SPX 19-Mar-11 1275 C 24,465Nov-10 SPX 19-Mar-11 1300 C 26,818Nov-10 SPX 19-Mar-11 1300 P 505Nov-10 SPX 19-Mar-11 1325 C 1,907Nov-10 SPX 19-Mar-11 1325 P 2Nov-10 SPX 19-Mar-11 1350 C 18,787Nov-10 SPX 19-Mar-11 1350 P 10Nov-10 SPX 19-Mar-11 1375 C 8,876Nov-10 SPX 19-Mar-11 1400 C 5,561Nov-10 SPX 19-Mar-11 1425 C 5Nov-10 SPX 19-Mar-11 1450 C 568Nov-10 SPX 19-Mar-11 1475 C 40Nov-10 SPX 19-Mar-11 1500 C 230Nov-10 SPX 19-Mar-11 1500 P 153Nov-10 SPX 19-Mar-11 1525 C 16Nov-10 SPX 19-Mar-11 1550 C 142Nov-10 SPX 19-Mar-11 1600 C 57Nov-10 SPX 18-Jun-11 200 P 756Nov-10 SPX 18-Jun-11 225 P 97Nov-10 SPX 18-Jun-11 250 P 40Nov-10 SPX 18-Jun-11 275 P 24Nov-10 SPX 18-Jun-11 300 C 2Nov-10 SPX 18-Jun-11 300 P 103Nov-10 SPX 18-Jun-11 325 P 24Nov-10 SPX 18-Jun-11 350 C 3Nov-10 SPX 18-Jun-11 350 P 134Nov-10 SPX 18-Jun-11 375 P 18
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 18-Jun-11 400 P 199Nov-10 SPX 18-Jun-11 500 C 500Nov-10 SPX 18-Jun-11 500 P 2,508Nov-10 SPX 18-Jun-11 525 P 4Nov-10 SPX 18-Jun-11 550 P 7Nov-10 SPX 18-Jun-11 600 P 7,495Nov-10 SPX 18-Jun-11 650 P 4,250Nov-10 SPX 18-Jun-11 700 P 12,294Nov-10 SPX 18-Jun-11 750 P 10,009Nov-10 SPX 18-Jun-11 775 P 5Nov-10 SPX 18-Jun-11 800 P 18,248Nov-10 SPX 18-Jun-11 825 P 761Nov-10 SPX 18-Jun-11 850 P 4,951Nov-10 SPX 18-Jun-11 875 P 23Nov-10 SPX 18-Jun-11 900 P 19,628Nov-10 SPX 18-Jun-11 925 P 2,614Nov-10 SPX 18-Jun-11 950 P 5,575Nov-10 SPX 18-Jun-11 975 P 1,955Nov-10 SPX 18-Jun-11 1000 C 1,000Nov-10 SPX 18-Jun-11 1000 P 13,104Nov-10 SPX 18-Jun-11 1025 P 3,067Nov-10 SPX 18-Jun-11 1050 C 3Nov-10 SPX 18-Jun-11 1050 P 42,273Nov-10 SPX 18-Jun-11 1060 P 5,274Nov-10 SPX 18-Jun-11 1075 C 900Nov-10 SPX 18-Jun-11 1075 P 2,481Nov-10 SPX 18-Jun-11 1100 C 495Nov-10 SPX 18-Jun-11 1100 P 45,616Nov-10 SPX 18-Jun-11 1120 P 277Nov-10 SPX 18-Jun-11 1125 C 3Nov-10 SPX 18-Jun-11 1125 P 16,598Nov-10 SPX 18-Jun-11 1150 C 2,383Nov-10 SPX 18-Jun-11 1150 P 17,241Nov-10 SPX 18-Jun-11 1175 C 3,786Nov-10 SPX 18-Jun-11 1175 P 9,497Nov-10 SPX 18-Jun-11 1190 C 959Nov-10 SPX 18-Jun-11 1190 P 2,282Nov-10 SPX 18-Jun-11 1200 C 23,579Nov-10 SPX 18-Jun-11 1200 P 23,744Nov-10 SPX 18-Jun-11 1225 C 6,469Nov-10 SPX 18-Jun-11 1225 P 3,514Nov-10 SPX 18-Jun-11 1250 C 17,065Nov-10 SPX 18-Jun-11 1250 P 1,800Nov-10 SPX 18-Jun-11 1275 C 812Nov-10 SPX 18-Jun-11 1300 C 24,106Nov-10 SPX 18-Jun-11 1300 P 62Nov-10 SPX 18-Jun-11 1325 C 2,029Nov-10 SPX 18-Jun-11 1325 P 200
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 18-Jun-11 1350 C 27,437Nov-10 SPX 18-Jun-11 1350 P 550Nov-10 SPX 18-Jun-11 1375 C 1,590Nov-10 SPX 18-Jun-11 1400 C 6,212Nov-10 SPX 18-Jun-11 1400 P 1,701Nov-10 SPX 18-Jun-11 1425 C 6,594Nov-10 SPX 18-Jun-11 1450 C 281Nov-10 SPX 18-Jun-11 1475 C 113Nov-10 SPX 18-Jun-11 1500 C 2,771Nov-10 SPX 18-Jun-11 1500 P 500Nov-10 SPX 18-Jun-11 1600 C 10Nov-10 SPX 18-Jun-11 2500 P 8Nov-10 SPX 17-Sep-11 200 P 30Nov-10 SPX 17-Sep-11 400 P 40Nov-10 SPX 17-Sep-11 500 P 154Nov-10 SPX 17-Sep-11 600 P 44Nov-10 SPX 17-Sep-11 675 P 100Nov-10 SPX 17-Sep-11 700 P 1Nov-10 SPX 17-Sep-11 750 P 5Nov-10 SPX 17-Sep-11 800 P 7,309Nov-10 SPX 17-Sep-11 825 P 907Nov-10 SPX 17-Sep-11 850 P 20Nov-10 SPX 17-Sep-11 875 P 11Nov-10 SPX 17-Sep-11 900 P 308Nov-10 SPX 17-Sep-11 925 P 6Nov-10 SPX 17-Sep-11 950 P 1,160Nov-10 SPX 17-Sep-11 975 P 506Nov-10 SPX 17-Sep-11 1000 P 11,786Nov-10 SPX 17-Sep-11 1025 P 32Nov-10 SPX 17-Sep-11 1050 C 250Nov-10 SPX 17-Sep-11 1050 P 2,412Nov-10 SPX 17-Sep-11 1075 P 1Nov-10 SPX 17-Sep-11 1100 C 1,142Nov-10 SPX 17-Sep-11 1100 P 5,685Nov-10 SPX 17-Sep-11 1125 C 500Nov-10 SPX 17-Sep-11 1125 P 2,148Nov-10 SPX 17-Sep-11 1150 P 4,951Nov-10 SPX 17-Sep-11 1175 C 1,259Nov-10 SPX 17-Sep-11 1175 P 641Nov-10 SPX 17-Sep-11 1200 C 2,913Nov-10 SPX 17-Sep-11 1200 P 3,578Nov-10 SPX 17-Sep-11 1225 C 2,211Nov-10 SPX 17-Sep-11 1225 P 650Nov-10 SPX 17-Sep-11 1250 C 3,710Nov-10 SPX 17-Sep-11 1250 P 400Nov-10 SPX 17-Sep-11 1275 C 1,708Nov-10 SPX 17-Sep-11 1300 C 8,399Nov-10 SPX 17-Sep-11 1300 P 500
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 17-Sep-11 1325 C 310Nov-10 SPX 17-Sep-11 1350 C 1,255Nov-10 SPX 17-Sep-11 1350 P 200Nov-10 SPX 17-Sep-11 1375 C 215Nov-10 SPX 17-Sep-11 1400 C 5,618Nov-10 SPX 17-Sep-11 1425 C 44Nov-10 SPX 17-Sep-11 1450 C 581Nov-10 SPX 17-Sep-11 1475 C 95Nov-10 SPX 17-Sep-11 1500 C 514Nov-10 SPX 17-Sep-11 1525 C 54Nov-10 SPX 17-Sep-11 1550 C 1,600Nov-10 SPX 17-Sep-11 1600 C 584Nov-10 SPX 17-Sep-11 1650 C 436Nov-10 SPX 17-Sep-11 1700 C 494Nov-10 SPX 17-Dec-11 50 P 49Nov-10 SPX 17-Dec-11 100 C 2Nov-10 SPX 17-Dec-11 100 P 367Nov-10 SPX 17-Dec-11 150 P 55Nov-10 SPX 17-Dec-11 200 P 526Nov-10 SPX 17-Dec-11 225 P 736Nov-10 SPX 17-Dec-11 250 P 7,749Nov-10 SPX 17-Dec-11 275 P 1,047Nov-10 SPX 17-Dec-11 280 P 1,194Nov-10 SPX 17-Dec-11 300 C 6Nov-10 SPX 17-Dec-11 300 P 848Nov-10 SPX 17-Dec-11 325 P 616Nov-10 SPX 17-Dec-11 350 C 4Nov-10 SPX 17-Dec-11 350 P 382Nov-10 SPX 17-Dec-11 375 P 20Nov-10 SPX 17-Dec-11 400 P 13,795Nov-10 SPX 17-Dec-11 425 P 90Nov-10 SPX 17-Dec-11 450 P 2,575Nov-10 SPX 17-Dec-11 500 P 810Nov-10 SPX 17-Dec-11 550 P 15,054Nov-10 SPX 17-Dec-11 600 P 18,241Nov-10 SPX 17-Dec-11 650 P 15Nov-10 SPX 17-Dec-11 700 P 1,307Nov-10 SPX 17-Dec-11 725 P 750Nov-10 SPX 17-Dec-11 750 P 4,349Nov-10 SPX 17-Dec-11 775 P 2,923Nov-10 SPX 17-Dec-11 800 C 3,000Nov-10 SPX 17-Dec-11 800 P 15,116Nov-10 SPX 17-Dec-11 825 P 957Nov-10 SPX 17-Dec-11 850 C 5Nov-10 SPX 17-Dec-11 850 P 2,936Nov-10 SPX 17-Dec-11 875 P 905Nov-10 SPX 17-Dec-11 900 C 1,506Nov-10 SPX 17-Dec-11 900 P 13,424
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 17-Dec-11 920 P 5Nov-10 SPX 17-Dec-11 925 P 402Nov-10 SPX 17-Dec-11 950 P 3,423Nov-10 SPX 17-Dec-11 975 C 10Nov-10 SPX 17-Dec-11 975 P 2,514Nov-10 SPX 17-Dec-11 1000 C 29Nov-10 SPX 17-Dec-11 1000 P 10,951Nov-10 SPX 17-Dec-11 1025 P 1,102Nov-10 SPX 17-Dec-11 1050 C 84Nov-10 SPX 17-Dec-11 1050 P 4,899Nov-10 SPX 17-Dec-11 1075 P 6,025Nov-10 SPX 17-Dec-11 1100 C 3,764Nov-10 SPX 17-Dec-11 1100 P 27,205Nov-10 SPX 17-Dec-11 1125 C 225Nov-10 SPX 17-Dec-11 1125 P 2,404Nov-10 SPX 17-Dec-11 1150 C 1,928Nov-10 SPX 17-Dec-11 1150 P 13,027Nov-10 SPX 17-Dec-11 1175 C 10,683Nov-10 SPX 17-Dec-11 1175 P 9,972Nov-10 SPX 17-Dec-11 1200 C 30,557Nov-10 SPX 17-Dec-11 1200 P 28,342Nov-10 SPX 17-Dec-11 1225 C 5,373Nov-10 SPX 17-Dec-11 1225 P 2,600Nov-10 SPX 17-Dec-11 1250 C 3,797Nov-10 SPX 17-Dec-11 1250 P 818Nov-10 SPX 17-Dec-11 1275 C 4,549Nov-10 SPX 17-Dec-11 1300 C 19,643Nov-10 SPX 17-Dec-11 1300 P 20,271Nov-10 SPX 17-Dec-11 1325 C 6,490Nov-10 SPX 17-Dec-11 1350 C 4,557Nov-10 SPX 17-Dec-11 1375 C 1,163Nov-10 SPX 17-Dec-11 1400 C 9,316Nov-10 SPX 17-Dec-11 1425 C 2,269Nov-10 SPX 17-Dec-11 1450 C 460Nov-10 SPX 17-Dec-11 1450 P 1,100Nov-10 SPX 17-Dec-11 1475 C 10Nov-10 SPX 17-Dec-11 1500 C 15,473Nov-10 SPX 17-Dec-11 1500 P 1Nov-10 SPX 17-Dec-11 1550 C 458Nov-10 SPX 17-Dec-11 1600 C 2,723Nov-10 SPX 17-Dec-11 1700 C 392Nov-10 SPX 17-Dec-11 1800 C 424Nov-10 SPX 17-Dec-11 1900 C 490Nov-10 SPX 17-Dec-11 2000 C 288Nov-10 SPX 17-Dec-11 2000 P 1Nov-10 SPX 16-Jun-12 200 P 55Nov-10 SPX 16-Jun-12 700 C 400Nov-10 SPX 16-Jun-12 800 C 1,500
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 16-Jun-12 900 P 1,052Nov-10 SPX 16-Jun-12 950 P 205Nov-10 SPX 16-Jun-12 1025 P 11Nov-10 SPX 16-Jun-12 1075 P 1,004Nov-10 SPX 16-Jun-12 1100 C 100Nov-10 SPX 16-Jun-12 1100 P 4,252Nov-10 SPX 16-Jun-12 1125 P 500Nov-10 SPX 16-Jun-12 1150 C 450Nov-10 SPX 16-Jun-12 1150 P 550Nov-10 SPX 16-Jun-12 1175 C 252Nov-10 SPX 16-Jun-12 1175 P 551Nov-10 SPX 16-Jun-12 1200 C 2,625Nov-10 SPX 16-Jun-12 1200 P 2,000Nov-10 SPX 16-Jun-12 1225 P 1,200Nov-10 SPX 16-Jun-12 1300 C 3,500Nov-10 SPX 16-Jun-12 1400 C 1,016Nov-10 SPX 16-Jun-12 1450 C 1,200Nov-10 SPX 16-Jun-12 1500 C 250Nov-10 SPX 16-Jun-12 1600 C 1,900Nov-10 SPX 16-Jun-12 1800 C 8Nov-10 SPX 16-Jun-12 2250 P 169Nov-10 SPX 16-Jun-12 2500 C 140Nov-10 SPX 16-Jun-12 2500 P 1,173Nov-10 SPX 22-Dec-12 100 C 1Nov-10 SPX 22-Dec-12 100 P 536Nov-10 SPX 22-Dec-12 200 P 1,364Nov-10 SPX 22-Dec-12 250 P 677Nov-10 SPX 22-Dec-12 300 C 2Nov-10 SPX 22-Dec-12 300 P 30Nov-10 SPX 22-Dec-12 350 C 2Nov-10 SPX 22-Dec-12 350 P 18Nov-10 SPX 22-Dec-12 400 P 12,075Nov-10 SPX 22-Dec-12 500 P 29Nov-10 SPX 22-Dec-12 600 P 14,914Nov-10 SPX 22-Dec-12 675 P 150Nov-10 SPX 22-Dec-12 700 C 405Nov-10 SPX 22-Dec-12 700 P 1,801Nov-10 SPX 22-Dec-12 750 P 517Nov-10 SPX 22-Dec-12 800 C 2,500Nov-10 SPX 22-Dec-12 800 P 4,252Nov-10 SPX 22-Dec-12 825 P 50Nov-10 SPX 22-Dec-12 850 P 3,061Nov-10 SPX 22-Dec-12 900 C 1,000Nov-10 SPX 22-Dec-12 900 P 2,813Nov-10 SPX 22-Dec-12 925 P 1Nov-10 SPX 22-Dec-12 950 C 3Nov-10 SPX 22-Dec-12 950 P 3,257Nov-10 SPX 22-Dec-12 975 C 2
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Nov-10 SPX 22-Dec-12 975 P 53Nov-10 SPX 22-Dec-12 1000 C 275Nov-10 SPX 22-Dec-12 1000 P 7,766Nov-10 SPX 22-Dec-12 1025 C 10Nov-10 SPX 22-Dec-12 1025 P 101Nov-10 SPX 22-Dec-12 1050 P 753Nov-10 SPX 22-Dec-12 1075 C 7Nov-10 SPX 22-Dec-12 1100 C 2,503Nov-10 SPX 22-Dec-12 1100 P 15,240Nov-10 SPX 22-Dec-12 1125 P 905Nov-10 SPX 22-Dec-12 1150 C 1,429Nov-10 SPX 22-Dec-12 1150 P 3,082Nov-10 SPX 22-Dec-12 1175 C 602Nov-10 SPX 22-Dec-12 1175 P 1,102Nov-10 SPX 22-Dec-12 1200 C 8,908Nov-10 SPX 22-Dec-12 1200 P 13,817Nov-10 SPX 22-Dec-12 1220 C 1,339Nov-10 SPX 22-Dec-12 1220 P 1,639Nov-10 SPX 22-Dec-12 1225 P 6Nov-10 SPX 22-Dec-12 1250 C 503Nov-10 SPX 22-Dec-12 1250 P 1,656Nov-10 SPX 22-Dec-12 1300 C 5,255Nov-10 SPX 22-Dec-12 1300 P 1Nov-10 SPX 22-Dec-12 1350 C 3,102Nov-10 SPX 22-Dec-12 1400 C 1,341Nov-10 SPX 22-Dec-12 1400 P 7,800Nov-10 SPX 22-Dec-12 1450 C 213Nov-10 SPX 22-Dec-12 1500 C 7,470Nov-10 SPX 22-Dec-12 1550 C 600Nov-10 SPX 22-Dec-12 1600 C 1,594Nov-10 SPX 22-Dec-12 1700 C 20Nov-10 SPX 22-Dec-12 1800 C 13,614Nov-10 SPX 22-Dec-12 1900 C 108Nov-10 SPX 22-Dec-12 2000 C 8,566Nov-10 SPX 22-Dec-12 2250 C 20Nov-10 SPX 22-Dec-12 2250 P 169Nov-10 SPX 22-Dec-12 2500 C 195Nov-10 SPX 22-Dec-12 2500 P 1,173Dec-10 SPX 18-Dec-10 100 C 28Dec-10 SPX 18-Dec-10 200 C 3Dec-10 SPX 18-Dec-10 300 C 9,501Dec-10 SPX 18-Dec-10 300 P 6,000Dec-10 SPX 18-Dec-10 325 C 100Dec-10 SPX 18-Dec-10 400 C 3,500Dec-10 SPX 18-Dec-10 425 C 100Dec-10 SPX 18-Dec-10 500 C 2,150Dec-10 SPX 18-Dec-10 500 P 2,152Dec-10 SPX 18-Dec-10 575 C 2
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 18-Dec-10 700 C 200Dec-10 SPX 18-Dec-10 700 P 10Dec-10 SPX 18-Dec-10 750 P 10Dec-10 SPX 18-Dec-10 800 C 4Dec-10 SPX 18-Dec-10 800 P 127Dec-10 SPX 18-Dec-10 825 C 3Dec-10 SPX 18-Dec-10 825 P 3Dec-10 SPX 18-Dec-10 840 P 62Dec-10 SPX 18-Dec-10 850 C 7Dec-10 SPX 18-Dec-10 850 P 154Dec-10 SPX 18-Dec-10 860 P 118Dec-10 SPX 18-Dec-10 870 P 480Dec-10 SPX 18-Dec-10 875 C 15Dec-10 SPX 18-Dec-10 875 P 299Dec-10 SPX 18-Dec-10 880 P 57Dec-10 SPX 18-Dec-10 885 P 4Dec-10 SPX 18-Dec-10 890 P 72Dec-10 SPX 18-Dec-10 900 C 19Dec-10 SPX 18-Dec-10 900 P 13,201Dec-10 SPX 18-Dec-10 910 P 48Dec-10 SPX 18-Dec-10 915 P 60Dec-10 SPX 18-Dec-10 920 P 35Dec-10 SPX 18-Dec-10 925 C 9Dec-10 SPX 18-Dec-10 925 P 19,793Dec-10 SPX 18-Dec-10 930 P 809Dec-10 SPX 18-Dec-10 935 P 557Dec-10 SPX 18-Dec-10 940 P 93Dec-10 SPX 18-Dec-10 945 P 265Dec-10 SPX 18-Dec-10 950 C 32Dec-10 SPX 18-Dec-10 950 P 10,425Dec-10 SPX 18-Dec-10 955 P 80Dec-10 SPX 18-Dec-10 960 C 2Dec-10 SPX 18-Dec-10 960 P 154Dec-10 SPX 18-Dec-10 965 P 1Dec-10 SPX 18-Dec-10 970 C 9Dec-10 SPX 18-Dec-10 970 P 9Dec-10 SPX 18-Dec-10 975 C 4Dec-10 SPX 18-Dec-10 975 P 2,813Dec-10 SPX 18-Dec-10 980 C 20,204Dec-10 SPX 18-Dec-10 980 P 935Dec-10 SPX 18-Dec-10 985 P 38Dec-10 SPX 18-Dec-10 990 C 3Dec-10 SPX 18-Dec-10 990 P 413Dec-10 SPX 18-Dec-10 995 P 275Dec-10 SPX 18-Dec-10 1000 C 45Dec-10 SPX 18-Dec-10 1000 P 28,915Dec-10 SPX 18-Dec-10 1005 P 1,581Dec-10 SPX 18-Dec-10 1010 C 36
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 18-Dec-10 1010 P 297Dec-10 SPX 18-Dec-10 1015 P 3,543Dec-10 SPX 18-Dec-10 1020 P 699Dec-10 SPX 18-Dec-10 1025 C 719Dec-10 SPX 18-Dec-10 1025 P 14,772Dec-10 SPX 18-Dec-10 1030 C 24,000Dec-10 SPX 18-Dec-10 1030 P 20,809Dec-10 SPX 18-Dec-10 1035 P 5,978Dec-10 SPX 18-Dec-10 1040 C 7Dec-10 SPX 18-Dec-10 1040 P 6,470Dec-10 SPX 18-Dec-10 1045 C 2Dec-10 SPX 18-Dec-10 1045 P 485Dec-10 SPX 18-Dec-10 1050 C 503Dec-10 SPX 18-Dec-10 1050 P 7,606Dec-10 SPX 18-Dec-10 1055 C 40Dec-10 SPX 18-Dec-10 1055 P 747Dec-10 SPX 18-Dec-10 1060 C 6Dec-10 SPX 18-Dec-10 1060 P 13,692Dec-10 SPX 18-Dec-10 1065 P 4,094Dec-10 SPX 18-Dec-10 1070 C 242Dec-10 SPX 18-Dec-10 1070 P 4,223Dec-10 SPX 18-Dec-10 1075 C 75Dec-10 SPX 18-Dec-10 1075 P 25,152Dec-10 SPX 18-Dec-10 1080 C 50Dec-10 SPX 18-Dec-10 1080 P 7,639Dec-10 SPX 18-Dec-10 1085 C 9Dec-10 SPX 18-Dec-10 1085 P 7,331Dec-10 SPX 18-Dec-10 1090 C 66Dec-10 SPX 18-Dec-10 1090 P 14,788Dec-10 SPX 18-Dec-10 1095 P 3,891Dec-10 SPX 18-Dec-10 1100 C 4,380Dec-10 SPX 18-Dec-10 1100 P 85,489Dec-10 SPX 18-Dec-10 1105 C 19Dec-10 SPX 18-Dec-10 1105 P 963Dec-10 SPX 18-Dec-10 1110 C 178Dec-10 SPX 18-Dec-10 1110 P 2,446Dec-10 SPX 18-Dec-10 1115 C 66Dec-10 SPX 18-Dec-10 1115 P 2,904Dec-10 SPX 18-Dec-10 1120 C 62Dec-10 SPX 18-Dec-10 1120 P 8,531Dec-10 SPX 18-Dec-10 1125 C 3,572Dec-10 SPX 18-Dec-10 1125 P 42,496Dec-10 SPX 18-Dec-10 1130 C 689Dec-10 SPX 18-Dec-10 1130 P 7,842Dec-10 SPX 18-Dec-10 1135 C 56Dec-10 SPX 18-Dec-10 1135 P 4,372Dec-10 SPX 18-Dec-10 1140 C 96Dec-10 SPX 18-Dec-10 1140 P 21,356
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 18-Dec-10 1145 C 1,654Dec-10 SPX 18-Dec-10 1145 P 11,354Dec-10 SPX 18-Dec-10 1150 C 15,398Dec-10 SPX 18-Dec-10 1150 P 109,468Dec-10 SPX 18-Dec-10 1155 C 27Dec-10 SPX 18-Dec-10 1155 P 1,488Dec-10 SPX 18-Dec-10 1160 C 374Dec-10 SPX 18-Dec-10 1160 P 20,270Dec-10 SPX 18-Dec-10 1165 C 265Dec-10 SPX 18-Dec-10 1165 P 6,098Dec-10 SPX 18-Dec-10 1170 C 550Dec-10 SPX 18-Dec-10 1170 P 15,483Dec-10 SPX 18-Dec-10 1175 C 22,274Dec-10 SPX 18-Dec-10 1175 P 89,220Dec-10 SPX 18-Dec-10 1180 C 5,319Dec-10 SPX 18-Dec-10 1180 P 72,020Dec-10 SPX 18-Dec-10 1185 C 1,178Dec-10 SPX 18-Dec-10 1185 P 9,943Dec-10 SPX 18-Dec-10 1190 C 8,789Dec-10 SPX 18-Dec-10 1190 P 34,813Dec-10 SPX 18-Dec-10 1195 C 3,393Dec-10 SPX 18-Dec-10 1195 P 13,637Dec-10 SPX 18-Dec-10 1200 C 321,171Dec-10 SPX 18-Dec-10 1200 P 470,646Dec-10 SPX 18-Dec-10 1205 C 15,181Dec-10 SPX 18-Dec-10 1205 P 20,227Dec-10 SPX 18-Dec-10 1210 C 30,964Dec-10 SPX 18-Dec-10 1210 P 131,244Dec-10 SPX 18-Dec-10 1215 C 22,095Dec-10 SPX 18-Dec-10 1215 P 27,794Dec-10 SPX 18-Dec-10 1220 C 74,948Dec-10 SPX 18-Dec-10 1220 P 176,530Dec-10 SPX 18-Dec-10 1225 C 118,205Dec-10 SPX 18-Dec-10 1225 P 103,521Dec-10 SPX 18-Dec-10 1230 C 106,939Dec-10 SPX 18-Dec-10 1230 P 147,599Dec-10 SPX 18-Dec-10 1235 C 39,727Dec-10 SPX 18-Dec-10 1235 P 24,283Dec-10 SPX 18-Dec-10 1240 C 52,189Dec-10 SPX 18-Dec-10 1240 P 48,522Dec-10 SPX 18-Dec-10 1245 C 40,353Dec-10 SPX 18-Dec-10 1245 P 9,592Dec-10 SPX 18-Dec-10 1250 C 314,846Dec-10 SPX 18-Dec-10 1250 P 18,999Dec-10 SPX 18-Dec-10 1255 C 44,678Dec-10 SPX 18-Dec-10 1255 P 2,674Dec-10 SPX 18-Dec-10 1260 C 57,354Dec-10 SPX 18-Dec-10 1260 P 3,679
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 18-Dec-10 1265 C 17,806Dec-10 SPX 18-Dec-10 1265 P 4Dec-10 SPX 18-Dec-10 1270 C 36,835Dec-10 SPX 18-Dec-10 1270 P 17Dec-10 SPX 18-Dec-10 1275 C 60,757Dec-10 SPX 18-Dec-10 1275 P 1,127Dec-10 SPX 18-Dec-10 1280 C 33,457Dec-10 SPX 18-Dec-10 1280 P 156Dec-10 SPX 18-Dec-10 1285 C 6,345Dec-10 SPX 18-Dec-10 1285 P 4Dec-10 SPX 18-Dec-10 1290 C 11,353Dec-10 SPX 18-Dec-10 1290 P 16Dec-10 SPX 18-Dec-10 1295 C 10,676Dec-10 SPX 18-Dec-10 1295 P 12Dec-10 SPX 18-Dec-10 1300 C 113,721Dec-10 SPX 18-Dec-10 1300 P 6,454Dec-10 SPX 18-Dec-10 1305 C 2,795Dec-10 SPX 18-Dec-10 1305 P 6Dec-10 SPX 18-Dec-10 1310 C 1,769Dec-10 SPX 18-Dec-10 1310 P 4Dec-10 SPX 18-Dec-10 1315 C 10,403Dec-10 SPX 18-Dec-10 1315 P 2Dec-10 SPX 18-Dec-10 1320 C 1,418Dec-10 SPX 18-Dec-10 1320 P 2Dec-10 SPX 18-Dec-10 1325 C 11,114Dec-10 SPX 18-Dec-10 1330 C 2,462Dec-10 SPX 18-Dec-10 1330 P 3Dec-10 SPX 18-Dec-10 1335 C 1,398Dec-10 SPX 18-Dec-10 1340 C 2,695Dec-10 SPX 18-Dec-10 1345 C 586Dec-10 SPX 18-Dec-10 1350 C 8,093Dec-10 SPX 18-Dec-10 1350 P 1,523Dec-10 SPX 18-Dec-10 1375 C 178Dec-10 SPX 18-Dec-10 1375 P 1Dec-10 SPX 18-Dec-10 1400 C 109Dec-10 SPX 18-Dec-10 1400 P 12Dec-10 SPX 18-Dec-10 1425 C 100Dec-10 SPX 18-Dec-10 1500 C 2,150Dec-10 SPX 18-Dec-10 1500 P 2,160Dec-10 SPX 18-Dec-10 1700 P 3,000Dec-10 SPX 18-Dec-10 1800 P 30Dec-10 SPX 18-Dec-10 1900 P 3,040Dec-10 SPX 18-Dec-10 2000 P 110Dec-10 SPX 18-Dec-10 2250 P 110Dec-10 SPX 18-Dec-10 2500 P 242Dec-10 SPX 22-Jan-11 200 C 250Dec-10 SPX 22-Jan-11 200 P 251Dec-10 SPX 22-Jan-11 500 C 3,565
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 22-Jan-11 500 P 3,400Dec-10 SPX 22-Jan-11 600 P 100Dec-10 SPX 22-Jan-11 650 P 225Dec-10 SPX 22-Jan-11 675 P 60Dec-10 SPX 22-Jan-11 700 P 2,016Dec-10 SPX 22-Jan-11 720 P 10Dec-10 SPX 22-Jan-11 725 P 90Dec-10 SPX 22-Jan-11 740 P 41Dec-10 SPX 22-Jan-11 750 C 1,500Dec-10 SPX 22-Jan-11 750 P 4,197Dec-10 SPX 22-Jan-11 765 P 100Dec-10 SPX 22-Jan-11 775 P 1,670Dec-10 SPX 22-Jan-11 780 P 1,000Dec-10 SPX 22-Jan-11 785 P 1,215Dec-10 SPX 22-Jan-11 790 P 1,213Dec-10 SPX 22-Jan-11 795 P 1,210Dec-10 SPX 22-Jan-11 800 C 3Dec-10 SPX 22-Jan-11 800 P 14,595Dec-10 SPX 22-Jan-11 805 P 2,890Dec-10 SPX 22-Jan-11 810 P 2,857Dec-10 SPX 22-Jan-11 815 P 2,834Dec-10 SPX 22-Jan-11 820 P 2,944Dec-10 SPX 22-Jan-11 825 C 6Dec-10 SPX 22-Jan-11 825 P 4,651Dec-10 SPX 22-Jan-11 830 P 3,299Dec-10 SPX 22-Jan-11 835 P 3,002Dec-10 SPX 22-Jan-11 840 P 3,017Dec-10 SPX 22-Jan-11 845 P 2,932Dec-10 SPX 22-Jan-11 850 C 16Dec-10 SPX 22-Jan-11 850 P 10,878Dec-10 SPX 22-Jan-11 855 C 200Dec-10 SPX 22-Jan-11 855 P 2,444Dec-10 SPX 22-Jan-11 860 P 2,428Dec-10 SPX 22-Jan-11 865 P 1,994Dec-10 SPX 22-Jan-11 870 P 1,981Dec-10 SPX 22-Jan-11 875 P 2,652Dec-10 SPX 22-Jan-11 880 P 2,403Dec-10 SPX 22-Jan-11 885 P 2,737Dec-10 SPX 22-Jan-11 890 P 2,275Dec-10 SPX 22-Jan-11 895 P 1,942Dec-10 SPX 22-Jan-11 900 C 1Dec-10 SPX 22-Jan-11 900 P 12,760Dec-10 SPX 22-Jan-11 905 P 2,248Dec-10 SPX 22-Jan-11 910 P 2,099Dec-10 SPX 22-Jan-11 915 P 1,981Dec-10 SPX 22-Jan-11 920 P 2,143Dec-10 SPX 22-Jan-11 925 C 63Dec-10 SPX 22-Jan-11 925 P 8,670
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 22-Jan-11 930 P 2,019Dec-10 SPX 22-Jan-11 935 P 2,531Dec-10 SPX 22-Jan-11 940 P 2,848Dec-10 SPX 22-Jan-11 945 C 30Dec-10 SPX 22-Jan-11 945 P 2,001Dec-10 SPX 22-Jan-11 950 C 77Dec-10 SPX 22-Jan-11 950 P 32,392Dec-10 SPX 22-Jan-11 955 P 1,918Dec-10 SPX 22-Jan-11 960 P 2,436Dec-10 SPX 22-Jan-11 965 P 3,355Dec-10 SPX 22-Jan-11 970 P 2,274Dec-10 SPX 22-Jan-11 975 C 84Dec-10 SPX 22-Jan-11 975 P 11,872Dec-10 SPX 22-Jan-11 980 C 20,211Dec-10 SPX 22-Jan-11 980 P 2,781Dec-10 SPX 22-Jan-11 985 C 280Dec-10 SPX 22-Jan-11 985 P 2,301Dec-10 SPX 22-Jan-11 990 P 10,564Dec-10 SPX 22-Jan-11 995 C 82Dec-10 SPX 22-Jan-11 995 P 1,905Dec-10 SPX 22-Jan-11 1000 C 18Dec-10 SPX 22-Jan-11 1000 P 74,129Dec-10 SPX 22-Jan-11 1005 P 1,957Dec-10 SPX 22-Jan-11 1010 C 2Dec-10 SPX 22-Jan-11 1010 P 2,759Dec-10 SPX 22-Jan-11 1015 P 6,697Dec-10 SPX 22-Jan-11 1020 P 3,597Dec-10 SPX 22-Jan-11 1025 C 3,463Dec-10 SPX 22-Jan-11 1025 P 46,111Dec-10 SPX 22-Jan-11 1030 C 24,000Dec-10 SPX 22-Jan-11 1030 P 3,351Dec-10 SPX 22-Jan-11 1035 P 4,134Dec-10 SPX 22-Jan-11 1040 C 84Dec-10 SPX 22-Jan-11 1040 P 5,882Dec-10 SPX 22-Jan-11 1045 C 30Dec-10 SPX 22-Jan-11 1045 P 2,756Dec-10 SPX 22-Jan-11 1050 C 1,708Dec-10 SPX 22-Jan-11 1050 P 91,261Dec-10 SPX 22-Jan-11 1055 P 1,972Dec-10 SPX 22-Jan-11 1060 C 106Dec-10 SPX 22-Jan-11 1060 P 9,455Dec-10 SPX 22-Jan-11 1065 P 3,246Dec-10 SPX 22-Jan-11 1070 C 9Dec-10 SPX 22-Jan-11 1070 P 14,472Dec-10 SPX 22-Jan-11 1075 C 92Dec-10 SPX 22-Jan-11 1075 P 51,466Dec-10 SPX 22-Jan-11 1080 C 12Dec-10 SPX 22-Jan-11 1080 P 11,390
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 22-Jan-11 1085 C 88Dec-10 SPX 22-Jan-11 1085 P 13,075Dec-10 SPX 22-Jan-11 1090 P 22,535Dec-10 SPX 22-Jan-11 1095 C 78Dec-10 SPX 22-Jan-11 1095 P 3,316Dec-10 SPX 22-Jan-11 1100 C 805Dec-10 SPX 22-Jan-11 1100 P 196,894Dec-10 SPX 22-Jan-11 1105 P 3,433Dec-10 SPX 22-Jan-11 1110 C 2Dec-10 SPX 22-Jan-11 1110 P 10,163Dec-10 SPX 22-Jan-11 1115 C 27Dec-10 SPX 22-Jan-11 1115 P 6,487Dec-10 SPX 22-Jan-11 1120 C 70Dec-10 SPX 22-Jan-11 1120 P 42,901Dec-10 SPX 22-Jan-11 1125 C 2,237Dec-10 SPX 22-Jan-11 1125 P 92,329Dec-10 SPX 22-Jan-11 1130 C 7Dec-10 SPX 22-Jan-11 1130 P 9,902Dec-10 SPX 22-Jan-11 1135 C 25Dec-10 SPX 22-Jan-11 1135 P 9,606Dec-10 SPX 22-Jan-11 1140 C 46Dec-10 SPX 22-Jan-11 1140 P 14,015Dec-10 SPX 22-Jan-11 1145 P 5,505Dec-10 SPX 22-Jan-11 1150 C 17,002Dec-10 SPX 22-Jan-11 1150 P 153,202Dec-10 SPX 22-Jan-11 1155 C 65Dec-10 SPX 22-Jan-11 1155 P 2,243Dec-10 SPX 22-Jan-11 1160 C 155Dec-10 SPX 22-Jan-11 1160 P 33,705Dec-10 SPX 22-Jan-11 1165 C 99Dec-10 SPX 22-Jan-11 1165 P 4,124Dec-10 SPX 22-Jan-11 1170 C 1,977Dec-10 SPX 22-Jan-11 1170 P 25,108Dec-10 SPX 22-Jan-11 1175 C 10,639Dec-10 SPX 22-Jan-11 1175 P 155,486Dec-10 SPX 22-Jan-11 1180 C 467Dec-10 SPX 22-Jan-11 1180 P 32,565Dec-10 SPX 22-Jan-11 1185 C 326Dec-10 SPX 22-Jan-11 1185 P 15,080Dec-10 SPX 22-Jan-11 1190 C 164Dec-10 SPX 22-Jan-11 1190 P 10,136Dec-10 SPX 22-Jan-11 1195 C 1,321Dec-10 SPX 22-Jan-11 1195 P 4,338Dec-10 SPX 22-Jan-11 1200 C 133,366Dec-10 SPX 22-Jan-11 1200 P 302,531Dec-10 SPX 22-Jan-11 1205 C 333Dec-10 SPX 22-Jan-11 1205 P 2,299Dec-10 SPX 22-Jan-11 1210 C 2,991
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 22-Jan-11 1210 P 73,386Dec-10 SPX 22-Jan-11 1215 C 2,369Dec-10 SPX 22-Jan-11 1215 P 6,124Dec-10 SPX 22-Jan-11 1220 C 8,059Dec-10 SPX 22-Jan-11 1220 P 57,696Dec-10 SPX 22-Jan-11 1225 C 67,250Dec-10 SPX 22-Jan-11 1225 P 88,935Dec-10 SPX 22-Jan-11 1230 C 7,153Dec-10 SPX 22-Jan-11 1230 P 100,753Dec-10 SPX 22-Jan-11 1235 C 4,099Dec-10 SPX 22-Jan-11 1235 P 5,367Dec-10 SPX 22-Jan-11 1240 C 16,386Dec-10 SPX 22-Jan-11 1240 P 56,202Dec-10 SPX 22-Jan-11 1245 C 18,462Dec-10 SPX 22-Jan-11 1245 P 7,441Dec-10 SPX 22-Jan-11 1250 C 143,702Dec-10 SPX 22-Jan-11 1250 P 56,013Dec-10 SPX 22-Jan-11 1255 C 11,515Dec-10 SPX 22-Jan-11 1255 P 1,212Dec-10 SPX 22-Jan-11 1260 C 43,570Dec-10 SPX 22-Jan-11 1260 P 7,313Dec-10 SPX 22-Jan-11 1265 C 19,351Dec-10 SPX 22-Jan-11 1265 P 1,151Dec-10 SPX 22-Jan-11 1270 C 38,547Dec-10 SPX 22-Jan-11 1270 P 1,586Dec-10 SPX 22-Jan-11 1275 C 94,316Dec-10 SPX 22-Jan-11 1275 P 1,700Dec-10 SPX 22-Jan-11 1280 C 18,797Dec-10 SPX 22-Jan-11 1280 P 4,062Dec-10 SPX 22-Jan-11 1285 C 25,284Dec-10 SPX 22-Jan-11 1285 P 152Dec-10 SPX 22-Jan-11 1290 C 20,681Dec-10 SPX 22-Jan-11 1290 P 441Dec-10 SPX 22-Jan-11 1295 C 7,210Dec-10 SPX 22-Jan-11 1295 P 3,128Dec-10 SPX 22-Jan-11 1300 C 114,161Dec-10 SPX 22-Jan-11 1300 P 5,022Dec-10 SPX 22-Jan-11 1305 C 8,750Dec-10 SPX 22-Jan-11 1305 P 18Dec-10 SPX 22-Jan-11 1310 C 31,390Dec-10 SPX 22-Jan-11 1310 P 33Dec-10 SPX 22-Jan-11 1315 C 12,313Dec-10 SPX 22-Jan-11 1315 P 24Dec-10 SPX 22-Jan-11 1320 C 14,661Dec-10 SPX 22-Jan-11 1325 C 21,549Dec-10 SPX 22-Jan-11 1325 P 74Dec-10 SPX 22-Jan-11 1330 C 13,241Dec-10 SPX 22-Jan-11 1335 C 9,401
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 22-Jan-11 1335 P 6Dec-10 SPX 22-Jan-11 1340 C 4,346Dec-10 SPX 22-Jan-11 1340 P 2Dec-10 SPX 22-Jan-11 1345 C 4,621Dec-10 SPX 22-Jan-11 1350 C 36,590Dec-10 SPX 22-Jan-11 1350 P 19Dec-10 SPX 22-Jan-11 1355 C 5,103Dec-10 SPX 22-Jan-11 1355 P 3Dec-10 SPX 22-Jan-11 1360 C 2,494Dec-10 SPX 22-Jan-11 1360 P 603Dec-10 SPX 22-Jan-11 1365 C 12,275Dec-10 SPX 22-Jan-11 1365 P 3Dec-10 SPX 22-Jan-11 1370 C 3,323Dec-10 SPX 22-Jan-11 1375 C 2,767Dec-10 SPX 22-Jan-11 1375 P 12Dec-10 SPX 22-Jan-11 1380 C 11,298Dec-10 SPX 22-Jan-11 1390 C 4,451Dec-10 SPX 22-Jan-11 1390 P 2Dec-10 SPX 22-Jan-11 1400 C 5,296Dec-10 SPX 22-Jan-11 1400 P 8Dec-10 SPX 22-Jan-11 1410 C 1,856Dec-10 SPX 22-Jan-11 1420 C 3,052Dec-10 SPX 22-Jan-11 1420 P 4Dec-10 SPX 22-Jan-11 1425 C 882Dec-10 SPX 22-Jan-11 1430 C 8,262Dec-10 SPX 22-Jan-11 1440 C 1,843Dec-10 SPX 22-Jan-11 1450 C 659Dec-10 SPX 22-Jan-11 1475 C 84Dec-10 SPX 22-Jan-11 1500 C 3,584Dec-10 SPX 22-Jan-11 1500 P 3,400Dec-10 SPX 22-Jan-11 1525 C 9Dec-10 SPX 22-Jan-11 1550 C 216Dec-10 SPX 22-Jan-11 1600 C 277Dec-10 SPX 22-Jan-11 1650 C 210Dec-10 SPX 22-Jan-11 2000 C 410Dec-10 SPX 22-Jan-11 2000 P 415Dec-10 SPX 19-Feb-11 200 C 21Dec-10 SPX 19-Feb-11 550 P 13Dec-10 SPX 19-Feb-11 600 P 130Dec-10 SPX 19-Feb-11 700 P 100Dec-10 SPX 19-Feb-11 725 P 250Dec-10 SPX 19-Feb-11 750 P 10,070Dec-10 SPX 19-Feb-11 775 P 1,053Dec-10 SPX 19-Feb-11 800 C 12Dec-10 SPX 19-Feb-11 800 P 4,068Dec-10 SPX 19-Feb-11 820 P 18Dec-10 SPX 19-Feb-11 825 P 3,469Dec-10 SPX 19-Feb-11 850 P 6,112
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 19-Feb-11 870 P 22Dec-10 SPX 19-Feb-11 875 P 2,962Dec-10 SPX 19-Feb-11 880 P 24Dec-10 SPX 19-Feb-11 890 P 38Dec-10 SPX 19-Feb-11 900 C 108Dec-10 SPX 19-Feb-11 900 P 14,542Dec-10 SPX 19-Feb-11 905 P 50Dec-10 SPX 19-Feb-11 910 P 276Dec-10 SPX 19-Feb-11 915 P 225Dec-10 SPX 19-Feb-11 920 C 30Dec-10 SPX 19-Feb-11 920 P 95Dec-10 SPX 19-Feb-11 925 P 239Dec-10 SPX 19-Feb-11 930 P 30Dec-10 SPX 19-Feb-11 935 P 75Dec-10 SPX 19-Feb-11 940 P 75Dec-10 SPX 19-Feb-11 945 P 75Dec-10 SPX 19-Feb-11 950 P 11,936Dec-10 SPX 19-Feb-11 955 P 20Dec-10 SPX 19-Feb-11 960 P 60Dec-10 SPX 19-Feb-11 965 P 20Dec-10 SPX 19-Feb-11 970 P 42Dec-10 SPX 19-Feb-11 975 P 10,140Dec-10 SPX 19-Feb-11 980 P 245Dec-10 SPX 19-Feb-11 985 P 200Dec-10 SPX 19-Feb-11 990 P 413Dec-10 SPX 19-Feb-11 995 P 500Dec-10 SPX 19-Feb-11 1000 P 39,846Dec-10 SPX 19-Feb-11 1005 P 23Dec-10 SPX 19-Feb-11 1010 P 129Dec-10 SPX 19-Feb-11 1015 P 10Dec-10 SPX 19-Feb-11 1020 C 30Dec-10 SPX 19-Feb-11 1020 P 21Dec-10 SPX 19-Feb-11 1025 C 18Dec-10 SPX 19-Feb-11 1025 P 27,128Dec-10 SPX 19-Feb-11 1030 P 1,548Dec-10 SPX 19-Feb-11 1040 P 863Dec-10 SPX 19-Feb-11 1045 P 13Dec-10 SPX 19-Feb-11 1050 C 1,021Dec-10 SPX 19-Feb-11 1050 P 23,785Dec-10 SPX 19-Feb-11 1055 P 12Dec-10 SPX 19-Feb-11 1060 C 2Dec-10 SPX 19-Feb-11 1060 P 9,030Dec-10 SPX 19-Feb-11 1065 P 10Dec-10 SPX 19-Feb-11 1070 P 184Dec-10 SPX 19-Feb-11 1075 C 5Dec-10 SPX 19-Feb-11 1075 P 16,403Dec-10 SPX 19-Feb-11 1080 P 1,514Dec-10 SPX 19-Feb-11 1085 C 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 19-Feb-11 1085 P 1,425Dec-10 SPX 19-Feb-11 1090 P 2,523Dec-10 SPX 19-Feb-11 1095 P 416Dec-10 SPX 19-Feb-11 1100 C 10,878Dec-10 SPX 19-Feb-11 1100 P 59,262Dec-10 SPX 19-Feb-11 1105 C 45Dec-10 SPX 19-Feb-11 1105 P 640Dec-10 SPX 19-Feb-11 1110 C 136Dec-10 SPX 19-Feb-11 1110 P 259Dec-10 SPX 19-Feb-11 1115 C 29Dec-10 SPX 19-Feb-11 1115 P 58Dec-10 SPX 19-Feb-11 1120 C 195Dec-10 SPX 19-Feb-11 1120 P 3,734Dec-10 SPX 19-Feb-11 1125 C 122Dec-10 SPX 19-Feb-11 1125 P 32,841Dec-10 SPX 19-Feb-11 1130 P 290Dec-10 SPX 19-Feb-11 1135 C 1Dec-10 SPX 19-Feb-11 1135 P 621Dec-10 SPX 19-Feb-11 1140 C 1Dec-10 SPX 19-Feb-11 1140 P 3,218Dec-10 SPX 19-Feb-11 1145 P 85Dec-10 SPX 19-Feb-11 1150 C 53Dec-10 SPX 19-Feb-11 1150 P 25,794Dec-10 SPX 19-Feb-11 1155 P 113Dec-10 SPX 19-Feb-11 1160 P 8,733Dec-10 SPX 19-Feb-11 1165 P 44Dec-10 SPX 19-Feb-11 1170 C 37Dec-10 SPX 19-Feb-11 1170 P 1,093Dec-10 SPX 19-Feb-11 1175 C 12,916Dec-10 SPX 19-Feb-11 1175 P 57,216Dec-10 SPX 19-Feb-11 1180 C 2,976Dec-10 SPX 19-Feb-11 1180 P 1,647Dec-10 SPX 19-Feb-11 1185 C 75Dec-10 SPX 19-Feb-11 1185 P 2,406Dec-10 SPX 19-Feb-11 1190 C 117Dec-10 SPX 19-Feb-11 1190 P 2,208Dec-10 SPX 19-Feb-11 1195 P 101Dec-10 SPX 19-Feb-11 1200 C 73,201Dec-10 SPX 19-Feb-11 1200 P 155,445Dec-10 SPX 19-Feb-11 1205 C 24Dec-10 SPX 19-Feb-11 1205 P 9,011Dec-10 SPX 19-Feb-11 1210 C 1,261Dec-10 SPX 19-Feb-11 1210 P 4,330Dec-10 SPX 19-Feb-11 1215 C 35Dec-10 SPX 19-Feb-11 1215 P 246Dec-10 SPX 19-Feb-11 1220 C 347Dec-10 SPX 19-Feb-11 1220 P 1,096Dec-10 SPX 19-Feb-11 1225 C 15,544
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 19-Feb-11 1225 P 21,187Dec-10 SPX 19-Feb-11 1230 C 2,453Dec-10 SPX 19-Feb-11 1230 P 50,526Dec-10 SPX 19-Feb-11 1235 C 981Dec-10 SPX 19-Feb-11 1235 P 1,329Dec-10 SPX 19-Feb-11 1240 C 1,315Dec-10 SPX 19-Feb-11 1240 P 1,165Dec-10 SPX 19-Feb-11 1245 C 477Dec-10 SPX 19-Feb-11 1245 P 80Dec-10 SPX 19-Feb-11 1250 C 85,562Dec-10 SPX 19-Feb-11 1250 P 23,901Dec-10 SPX 19-Feb-11 1255 C 255Dec-10 SPX 19-Feb-11 1255 P 1,203Dec-10 SPX 19-Feb-11 1260 C 4,869Dec-10 SPX 19-Feb-11 1260 P 3,204Dec-10 SPX 19-Feb-11 1265 C 79Dec-10 SPX 19-Feb-11 1265 P 2Dec-10 SPX 19-Feb-11 1270 C 3,246Dec-10 SPX 19-Feb-11 1270 P 8Dec-10 SPX 19-Feb-11 1275 C 27,419Dec-10 SPX 19-Feb-11 1275 P 1,389Dec-10 SPX 19-Feb-11 1280 C 3,893Dec-10 SPX 19-Feb-11 1280 P 40Dec-10 SPX 19-Feb-11 1285 C 933Dec-10 SPX 19-Feb-11 1285 P 85Dec-10 SPX 19-Feb-11 1290 C 3,185Dec-10 SPX 19-Feb-11 1290 P 1Dec-10 SPX 19-Feb-11 1295 C 2,524Dec-10 SPX 19-Feb-11 1300 C 32,013Dec-10 SPX 19-Feb-11 1300 P 1,000Dec-10 SPX 19-Feb-11 1305 C 2,797Dec-10 SPX 19-Feb-11 1310 C 3,379Dec-10 SPX 19-Feb-11 1315 C 775Dec-10 SPX 19-Feb-11 1320 C 1,253Dec-10 SPX 19-Feb-11 1325 C 34,724Dec-10 SPX 19-Feb-11 1330 C 1,935Dec-10 SPX 19-Feb-11 1335 C 77Dec-10 SPX 19-Feb-11 1340 C 3,362Dec-10 SPX 19-Feb-11 1345 C 47Dec-10 SPX 19-Feb-11 1350 C 28,037Dec-10 SPX 19-Feb-11 1350 P 5Dec-10 SPX 19-Feb-11 1355 C 80Dec-10 SPX 19-Feb-11 1360 C 1,763Dec-10 SPX 19-Feb-11 1365 C 354Dec-10 SPX 19-Feb-11 1370 C 405Dec-10 SPX 19-Feb-11 1375 C 870Dec-10 SPX 19-Feb-11 1380 C 36Dec-10 SPX 19-Feb-11 1385 C 20
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 19-Feb-11 1390 C 73Dec-10 SPX 19-Feb-11 1400 C 2,921Dec-10 SPX 19-Feb-11 1410 C 40Dec-10 SPX 19-Feb-11 1420 C 53Dec-10 SPX 19-Feb-11 1425 C 185Dec-10 SPX 19-Feb-11 1440 C 9Dec-10 SPX 19-Feb-11 1450 C 1,023Dec-10 SPX 19-Feb-11 1460 C 15Dec-10 SPX 19-Feb-11 1470 C 503Dec-10 SPX 19-Feb-11 1475 C 533Dec-10 SPX 19-Feb-11 1500 C 2,829Dec-10 SPX 19-Feb-11 1550 C 425Dec-10 SPX 19-Feb-11 1750 C 36Dec-10 SPX 19-Feb-11 2000 P 21Dec-10 SPX 19-Mar-11 100 C 700Dec-10 SPX 19-Mar-11 100 P 675Dec-10 SPX 19-Mar-11 200 C 310Dec-10 SPX 19-Mar-11 250 C 555Dec-10 SPX 19-Mar-11 300 C 1,250Dec-10 SPX 19-Mar-11 400 C 13,200Dec-10 SPX 19-Mar-11 400 P 13,245Dec-10 SPX 19-Mar-11 450 C 500Dec-10 SPX 19-Mar-11 475 P 1Dec-10 SPX 19-Mar-11 500 C 15,850Dec-10 SPX 19-Mar-11 500 P 14,902Dec-10 SPX 19-Mar-11 550 P 8Dec-10 SPX 19-Mar-11 575 P 100Dec-10 SPX 19-Mar-11 600 C 317Dec-10 SPX 19-Mar-11 600 P 4,730Dec-10 SPX 19-Mar-11 625 P 60Dec-10 SPX 19-Mar-11 650 C 55Dec-10 SPX 19-Mar-11 650 P 204Dec-10 SPX 19-Mar-11 675 P 319Dec-10 SPX 19-Mar-11 700 P 7,836Dec-10 SPX 19-Mar-11 725 P 100Dec-10 SPX 19-Mar-11 750 P 2,238Dec-10 SPX 19-Mar-11 775 P 2,778Dec-10 SPX 19-Mar-11 800 C 2Dec-10 SPX 19-Mar-11 800 P 26,791Dec-10 SPX 19-Mar-11 825 P 120Dec-10 SPX 19-Mar-11 850 C 7Dec-10 SPX 19-Mar-11 850 P 42,461Dec-10 SPX 19-Mar-11 875 P 6,322Dec-10 SPX 19-Mar-11 900 C 15Dec-10 SPX 19-Mar-11 900 P 21,807Dec-10 SPX 19-Mar-11 925 P 12,715Dec-10 SPX 19-Mar-11 940 P 236Dec-10 SPX 19-Mar-11 950 P 5,551
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 19-Mar-11 960 P 9Dec-10 SPX 19-Mar-11 975 C 3Dec-10 SPX 19-Mar-11 975 P 7,863Dec-10 SPX 19-Mar-11 990 P 103Dec-10 SPX 19-Mar-11 1000 C 5Dec-10 SPX 19-Mar-11 1000 P 35,297Dec-10 SPX 19-Mar-11 1010 P 4,264Dec-10 SPX 19-Mar-11 1020 P 10Dec-10 SPX 19-Mar-11 1025 C 58Dec-10 SPX 19-Mar-11 1025 P 5,319Dec-10 SPX 19-Mar-11 1040 P 5Dec-10 SPX 19-Mar-11 1050 C 30Dec-10 SPX 19-Mar-11 1050 P 32,004Dec-10 SPX 19-Mar-11 1060 P 4,155Dec-10 SPX 19-Mar-11 1070 P 1,410Dec-10 SPX 19-Mar-11 1075 C 32Dec-10 SPX 19-Mar-11 1075 P 7,808Dec-10 SPX 19-Mar-11 1080 C 75Dec-10 SPX 19-Mar-11 1080 P 2,079Dec-10 SPX 19-Mar-11 1090 P 3,090Dec-10 SPX 19-Mar-11 1100 C 6,170Dec-10 SPX 19-Mar-11 1100 P 59,904Dec-10 SPX 19-Mar-11 1110 P 742Dec-10 SPX 19-Mar-11 1120 C 36Dec-10 SPX 19-Mar-11 1120 P 1,171Dec-10 SPX 19-Mar-11 1125 C 17,457Dec-10 SPX 19-Mar-11 1125 P 49,908Dec-10 SPX 19-Mar-11 1130 C 278Dec-10 SPX 19-Mar-11 1130 P 272Dec-10 SPX 19-Mar-11 1135 C 139Dec-10 SPX 19-Mar-11 1135 P 280Dec-10 SPX 19-Mar-11 1140 P 7Dec-10 SPX 19-Mar-11 1145 P 45Dec-10 SPX 19-Mar-11 1150 C 2,757Dec-10 SPX 19-Mar-11 1150 P 64,491Dec-10 SPX 19-Mar-11 1155 C 20Dec-10 SPX 19-Mar-11 1160 P 17Dec-10 SPX 19-Mar-11 1165 P 1,498Dec-10 SPX 19-Mar-11 1170 P 1,005Dec-10 SPX 19-Mar-11 1175 C 1,211Dec-10 SPX 19-Mar-11 1175 P 33,353Dec-10 SPX 19-Mar-11 1180 C 32Dec-10 SPX 19-Mar-11 1180 P 1,427Dec-10 SPX 19-Mar-11 1185 P 800Dec-10 SPX 19-Mar-11 1190 C 250Dec-10 SPX 19-Mar-11 1190 P 5,347Dec-10 SPX 19-Mar-11 1195 P 26Dec-10 SPX 19-Mar-11 1200 C 51,750
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 19-Mar-11 1200 P 100,293Dec-10 SPX 19-Mar-11 1210 P 206Dec-10 SPX 19-Mar-11 1215 C 37Dec-10 SPX 19-Mar-11 1215 P 500Dec-10 SPX 19-Mar-11 1220 C 486Dec-10 SPX 19-Mar-11 1220 P 1,688Dec-10 SPX 19-Mar-11 1225 C 29,890Dec-10 SPX 19-Mar-11 1225 P 41,293Dec-10 SPX 19-Mar-11 1230 C 30,729Dec-10 SPX 19-Mar-11 1230 P 34,614Dec-10 SPX 19-Mar-11 1235 C 61,479Dec-10 SPX 19-Mar-11 1235 P 60,305Dec-10 SPX 19-Mar-11 1240 C 81,171Dec-10 SPX 19-Mar-11 1240 P 85,920Dec-10 SPX 19-Mar-11 1245 C 11,228Dec-10 SPX 19-Mar-11 1245 P 11,040Dec-10 SPX 19-Mar-11 1250 C 92,925Dec-10 SPX 19-Mar-11 1250 P 79,050Dec-10 SPX 19-Mar-11 1255 C 51,025Dec-10 SPX 19-Mar-11 1255 P 51,004Dec-10 SPX 19-Mar-11 1260 C 3,710Dec-10 SPX 19-Mar-11 1260 P 3,670Dec-10 SPX 19-Mar-11 1265 C 50Dec-10 SPX 19-Mar-11 1270 C 726Dec-10 SPX 19-Mar-11 1275 C 18,392Dec-10 SPX 19-Mar-11 1275 P 1,511Dec-10 SPX 19-Mar-11 1280 C 23Dec-10 SPX 19-Mar-11 1280 P 2Dec-10 SPX 19-Mar-11 1285 C 77Dec-10 SPX 19-Mar-11 1290 C 105Dec-10 SPX 19-Mar-11 1295 C 304Dec-10 SPX 19-Mar-11 1300 C 49,829Dec-10 SPX 19-Mar-11 1300 P 1,512Dec-10 SPX 19-Mar-11 1305 C 17Dec-10 SPX 19-Mar-11 1310 C 1,151Dec-10 SPX 19-Mar-11 1315 C 15Dec-10 SPX 19-Mar-11 1320 C 286Dec-10 SPX 19-Mar-11 1325 C 11,723Dec-10 SPX 19-Mar-11 1325 P 2,002Dec-10 SPX 19-Mar-11 1330 C 76Dec-10 SPX 19-Mar-11 1340 C 7Dec-10 SPX 19-Mar-11 1340 P 1Dec-10 SPX 19-Mar-11 1350 C 16,096Dec-10 SPX 19-Mar-11 1350 P 26Dec-10 SPX 19-Mar-11 1360 C 311Dec-10 SPX 19-Mar-11 1360 P 2Dec-10 SPX 19-Mar-11 1370 C 1,416Dec-10 SPX 19-Mar-11 1370 P 6
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 19-Mar-11 1375 C 1,762Dec-10 SPX 19-Mar-11 1380 C 516Dec-10 SPX 19-Mar-11 1380 P 1Dec-10 SPX 19-Mar-11 1390 C 10Dec-10 SPX 19-Mar-11 1400 C 19,476Dec-10 SPX 19-Mar-11 1400 P 13,221Dec-10 SPX 19-Mar-11 1425 C 359Dec-10 SPX 19-Mar-11 1450 C 2,092Dec-10 SPX 19-Mar-11 1450 P 1Dec-10 SPX 19-Mar-11 1475 C 40Dec-10 SPX 19-Mar-11 1500 C 14,844Dec-10 SPX 19-Mar-11 1500 P 14,612Dec-10 SPX 19-Mar-11 1525 C 392Dec-10 SPX 19-Mar-11 1550 C 1,283Dec-10 SPX 19-Mar-11 1575 C 55Dec-10 SPX 19-Mar-11 1600 C 322Dec-10 SPX 19-Mar-11 1650 C 95Dec-10 SPX 19-Mar-11 1700 P 3,000Dec-10 SPX 19-Mar-11 1900 P 3,000Dec-10 SPX 19-Mar-11 2100 C 675Dec-10 SPX 19-Mar-11 2100 P 675Dec-10 SPX 16-Apr-11 500 P 152Dec-10 SPX 16-Apr-11 600 P 110Dec-10 SPX 16-Apr-11 650 P 500Dec-10 SPX 16-Apr-11 750 P 25Dec-10 SPX 16-Apr-11 800 P 66Dec-10 SPX 16-Apr-11 825 P 85Dec-10 SPX 16-Apr-11 850 P 33Dec-10 SPX 16-Apr-11 875 P 7Dec-10 SPX 16-Apr-11 900 P 770Dec-10 SPX 16-Apr-11 950 P 11Dec-10 SPX 16-Apr-11 975 P 802Dec-10 SPX 16-Apr-11 1000 C 2Dec-10 SPX 16-Apr-11 1000 P 1,026Dec-10 SPX 16-Apr-11 1025 P 7Dec-10 SPX 16-Apr-11 1050 P 5,027Dec-10 SPX 16-Apr-11 1075 P 206Dec-10 SPX 16-Apr-11 1100 P 3,482Dec-10 SPX 16-Apr-11 1125 P 4Dec-10 SPX 16-Apr-11 1150 C 1Dec-10 SPX 16-Apr-11 1150 P 1,107Dec-10 SPX 16-Apr-11 1175 P 4,051Dec-10 SPX 16-Apr-11 1200 C 101Dec-10 SPX 16-Apr-11 1200 P 9,953Dec-10 SPX 16-Apr-11 1225 C 100Dec-10 SPX 16-Apr-11 1225 P 4,772Dec-10 SPX 16-Apr-11 1250 C 885Dec-10 SPX 16-Apr-11 1250 P 2,197
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 16-Apr-11 1275 C 8Dec-10 SPX 16-Apr-11 1275 P 1Dec-10 SPX 16-Apr-11 1300 C 870Dec-10 SPX 16-Apr-11 1325 C 3,056Dec-10 SPX 16-Apr-11 1350 C 509Dec-10 SPX 16-Apr-11 1350 P 7Dec-10 SPX 16-Apr-11 1375 C 1,240Dec-10 SPX 16-Apr-11 1400 C 1,737Dec-10 SPX 16-Apr-11 1425 C 400Dec-10 SPX 16-Apr-11 1450 P 2Dec-10 SPX 16-Apr-11 1475 C 18Dec-10 SPX 16-Apr-11 1500 C 336Dec-10 SPX 16-Apr-11 1550 C 96Dec-10 SPX 18-Jun-11 100 P 400Dec-10 SPX 18-Jun-11 200 C 3Dec-10 SPX 18-Jun-11 225 P 17Dec-10 SPX 18-Jun-11 250 P 614Dec-10 SPX 18-Jun-11 275 P 50Dec-10 SPX 18-Jun-11 300 C 1Dec-10 SPX 18-Jun-11 300 P 10Dec-10 SPX 18-Jun-11 375 P 50Dec-10 SPX 18-Jun-11 400 P 174Dec-10 SPX 18-Jun-11 425 P 25Dec-10 SPX 18-Jun-11 450 P 30Dec-10 SPX 18-Jun-11 500 C 50Dec-10 SPX 18-Jun-11 500 P 96Dec-10 SPX 18-Jun-11 525 P 2,200Dec-10 SPX 18-Jun-11 600 C 7Dec-10 SPX 18-Jun-11 600 P 23,509Dec-10 SPX 18-Jun-11 650 C 7Dec-10 SPX 18-Jun-11 650 P 6,580Dec-10 SPX 18-Jun-11 700 P 2,842Dec-10 SPX 18-Jun-11 750 P 593Dec-10 SPX 18-Jun-11 775 P 1Dec-10 SPX 18-Jun-11 800 P 1,663Dec-10 SPX 18-Jun-11 825 P 4,674Dec-10 SPX 18-Jun-11 850 P 10,906Dec-10 SPX 18-Jun-11 875 P 38Dec-10 SPX 18-Jun-11 900 P 8,993Dec-10 SPX 18-Jun-11 925 P 10,687Dec-10 SPX 18-Jun-11 950 P 8,586Dec-10 SPX 18-Jun-11 975 P 3,813Dec-10 SPX 18-Jun-11 1000 C 32Dec-10 SPX 18-Jun-11 1000 P 10,736Dec-10 SPX 18-Jun-11 1025 C 11Dec-10 SPX 18-Jun-11 1025 P 3,913Dec-10 SPX 18-Jun-11 1050 C 9Dec-10 SPX 18-Jun-11 1050 P 5,209
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 18-Jun-11 1060 P 1,552Dec-10 SPX 18-Jun-11 1075 C 6Dec-10 SPX 18-Jun-11 1075 P 5,202Dec-10 SPX 18-Jun-11 1080 P 1Dec-10 SPX 18-Jun-11 1100 C 10,813Dec-10 SPX 18-Jun-11 1100 P 40,058Dec-10 SPX 18-Jun-11 1120 P 1,449Dec-10 SPX 18-Jun-11 1125 C 213Dec-10 SPX 18-Jun-11 1125 P 14,015Dec-10 SPX 18-Jun-11 1150 C 1,774Dec-10 SPX 18-Jun-11 1150 P 9,651Dec-10 SPX 18-Jun-11 1175 C 2,423Dec-10 SPX 18-Jun-11 1175 P 10,011Dec-10 SPX 18-Jun-11 1190 P 68Dec-10 SPX 18-Jun-11 1200 C 62,462Dec-10 SPX 18-Jun-11 1200 P 32,898Dec-10 SPX 18-Jun-11 1225 C 6,274Dec-10 SPX 18-Jun-11 1225 P 15,686Dec-10 SPX 18-Jun-11 1250 C 25,900Dec-10 SPX 18-Jun-11 1250 P 11,637Dec-10 SPX 18-Jun-11 1275 C 6,382Dec-10 SPX 18-Jun-11 1275 P 778Dec-10 SPX 18-Jun-11 1300 C 39,723Dec-10 SPX 18-Jun-11 1300 P 2,376Dec-10 SPX 18-Jun-11 1325 C 3,031Dec-10 SPX 18-Jun-11 1325 P 390Dec-10 SPX 18-Jun-11 1350 C 39,277Dec-10 SPX 18-Jun-11 1350 P 430Dec-10 SPX 18-Jun-11 1375 C 24,011Dec-10 SPX 18-Jun-11 1375 P 400Dec-10 SPX 18-Jun-11 1400 C 6,722Dec-10 SPX 18-Jun-11 1400 P 403Dec-10 SPX 18-Jun-11 1425 C 972Dec-10 SPX 18-Jun-11 1450 C 15,971Dec-10 SPX 18-Jun-11 1475 C 330Dec-10 SPX 18-Jun-11 1500 C 685Dec-10 SPX 18-Jun-11 1500 P 51Dec-10 SPX 18-Jun-11 1550 C 2,588Dec-10 SPX 18-Jun-11 1600 C 25Dec-10 SPX 18-Jun-11 1650 C 2Dec-10 SPX 18-Jun-11 1800 P 60Dec-10 SPX 18-Jun-11 1900 P 110Dec-10 SPX 18-Jun-11 2000 C 1Dec-10 SPX 18-Jun-11 2000 P 36Dec-10 SPX 18-Jun-11 2250 P 152Dec-10 SPX 18-Jun-11 2500 P 269Dec-10 SPX 18-Jun-11 3000 P 50Dec-10 SPX 17-Sep-11 400 P 1,730
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 17-Sep-11 500 C 200Dec-10 SPX 17-Sep-11 500 P 314Dec-10 SPX 17-Sep-11 550 P 7Dec-10 SPX 17-Sep-11 600 P 4,777Dec-10 SPX 17-Sep-11 625 P 5Dec-10 SPX 17-Sep-11 650 P 8,691Dec-10 SPX 17-Sep-11 675 P 105Dec-10 SPX 17-Sep-11 700 P 3,458Dec-10 SPX 17-Sep-11 725 P 5Dec-10 SPX 17-Sep-11 750 P 17Dec-10 SPX 17-Sep-11 800 P 5,942Dec-10 SPX 17-Sep-11 825 C 2Dec-10 SPX 17-Sep-11 825 P 9Dec-10 SPX 17-Sep-11 850 P 107Dec-10 SPX 17-Sep-11 875 P 78Dec-10 SPX 17-Sep-11 900 P 4,318Dec-10 SPX 17-Sep-11 925 C 9Dec-10 SPX 17-Sep-11 925 P 12Dec-10 SPX 17-Sep-11 950 P 508Dec-10 SPX 17-Sep-11 975 P 1,816Dec-10 SPX 17-Sep-11 1000 P 1,748Dec-10 SPX 17-Sep-11 1025 P 132Dec-10 SPX 17-Sep-11 1050 P 747Dec-10 SPX 17-Sep-11 1075 P 758Dec-10 SPX 17-Sep-11 1100 C 10Dec-10 SPX 17-Sep-11 1100 P 3,500Dec-10 SPX 17-Sep-11 1125 P 1,627Dec-10 SPX 17-Sep-11 1150 C 75Dec-10 SPX 17-Sep-11 1150 P 3,037Dec-10 SPX 17-Sep-11 1175 C 312Dec-10 SPX 17-Sep-11 1175 P 1,368Dec-10 SPX 17-Sep-11 1200 C 1,503Dec-10 SPX 17-Sep-11 1200 P 6,171Dec-10 SPX 17-Sep-11 1225 C 1,650Dec-10 SPX 17-Sep-11 1225 P 1,977Dec-10 SPX 17-Sep-11 1250 C 5,981Dec-10 SPX 17-Sep-11 1250 P 5,642Dec-10 SPX 17-Sep-11 1275 C 1,053Dec-10 SPX 17-Sep-11 1275 P 582Dec-10 SPX 17-Sep-11 1300 C 13,534Dec-10 SPX 17-Sep-11 1300 P 7Dec-10 SPX 17-Sep-11 1325 C 720Dec-10 SPX 17-Sep-11 1350 C 2,397Dec-10 SPX 17-Sep-11 1375 C 1,110Dec-10 SPX 17-Sep-11 1400 C 5,483Dec-10 SPX 17-Sep-11 1425 C 567Dec-10 SPX 17-Sep-11 1450 C 1,733Dec-10 SPX 17-Sep-11 1475 C 14
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 17-Sep-11 1500 C 1,870Dec-10 SPX 17-Sep-11 1500 P 200Dec-10 SPX 17-Sep-11 1525 C 10Dec-10 SPX 17-Sep-11 1550 C 47Dec-10 SPX 17-Sep-11 1600 C 50Dec-10 SPX 17-Sep-11 1650 C 58Dec-10 SPX 17-Sep-11 3000 P 30Dec-10 SPX 17-Dec-11 100 C 1Dec-10 SPX 17-Dec-11 100 P 658Dec-10 SPX 17-Dec-11 150 P 265Dec-10 SPX 17-Dec-11 200 P 1,858Dec-10 SPX 17-Dec-11 225 P 106Dec-10 SPX 17-Dec-11 250 P 6,844Dec-10 SPX 17-Dec-11 275 P 375Dec-10 SPX 17-Dec-11 280 P 796Dec-10 SPX 17-Dec-11 300 P 647Dec-10 SPX 17-Dec-11 325 P 204Dec-10 SPX 17-Dec-11 350 P 213Dec-10 SPX 17-Dec-11 400 P 156Dec-10 SPX 17-Dec-11 425 P 33Dec-10 SPX 17-Dec-11 450 P 85Dec-10 SPX 17-Dec-11 500 P 24Dec-10 SPX 17-Dec-11 550 P 448Dec-10 SPX 17-Dec-11 600 C 1Dec-10 SPX 17-Dec-11 600 P 2,933Dec-10 SPX 17-Dec-11 650 P 269Dec-10 SPX 17-Dec-11 700 C 2,023Dec-10 SPX 17-Dec-11 700 P 6,453Dec-10 SPX 17-Dec-11 725 P 70Dec-10 SPX 17-Dec-11 750 P 3,380Dec-10 SPX 17-Dec-11 775 P 89Dec-10 SPX 17-Dec-11 800 C 1Dec-10 SPX 17-Dec-11 800 P 19,459Dec-10 SPX 17-Dec-11 825 P 1,404Dec-10 SPX 17-Dec-11 850 C 2Dec-10 SPX 17-Dec-11 850 P 1,766Dec-10 SPX 17-Dec-11 875 P 1,665Dec-10 SPX 17-Dec-11 900 C 5Dec-10 SPX 17-Dec-11 900 P 3,420Dec-10 SPX 17-Dec-11 920 P 453Dec-10 SPX 17-Dec-11 925 P 9,417Dec-10 SPX 17-Dec-11 950 P 5,656Dec-10 SPX 17-Dec-11 975 P 6,912Dec-10 SPX 17-Dec-11 1000 C 4Dec-10 SPX 17-Dec-11 1000 P 22,424Dec-10 SPX 17-Dec-11 1025 P 1,118Dec-10 SPX 17-Dec-11 1050 C 310Dec-10 SPX 17-Dec-11 1050 P 5,614
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 17-Dec-11 1075 C 9Dec-10 SPX 17-Dec-11 1075 P 1,698Dec-10 SPX 17-Dec-11 1100 C 4,575Dec-10 SPX 17-Dec-11 1100 P 24,662Dec-10 SPX 17-Dec-11 1125 C 1Dec-10 SPX 17-Dec-11 1125 P 4,293Dec-10 SPX 17-Dec-11 1140 P 80Dec-10 SPX 17-Dec-11 1150 C 1,558Dec-10 SPX 17-Dec-11 1150 P 5,932Dec-10 SPX 17-Dec-11 1175 C 161Dec-10 SPX 17-Dec-11 1175 P 5,261Dec-10 SPX 17-Dec-11 1180 P 24Dec-10 SPX 17-Dec-11 1200 C 24,052Dec-10 SPX 17-Dec-11 1200 P 30,605Dec-10 SPX 17-Dec-11 1225 C 4,771Dec-10 SPX 17-Dec-11 1225 P 1,695Dec-10 SPX 17-Dec-11 1250 C 23,299Dec-10 SPX 17-Dec-11 1250 P 11,733Dec-10 SPX 17-Dec-11 1275 C 1,860Dec-10 SPX 17-Dec-11 1275 P 2,202Dec-10 SPX 17-Dec-11 1300 C 20,520Dec-10 SPX 17-Dec-11 1300 P 2,176Dec-10 SPX 17-Dec-11 1325 C 3,274Dec-10 SPX 17-Dec-11 1350 C 8,216Dec-10 SPX 17-Dec-11 1350 P 1Dec-10 SPX 17-Dec-11 1375 C 4,608Dec-10 SPX 17-Dec-11 1400 C 11,225Dec-10 SPX 17-Dec-11 1400 P 6Dec-10 SPX 17-Dec-11 1425 C 3,591Dec-10 SPX 17-Dec-11 1450 C 11,734Dec-10 SPX 17-Dec-11 1475 C 3,190Dec-10 SPX 17-Dec-11 1500 C 15,342Dec-10 SPX 17-Dec-11 1500 P 8Dec-10 SPX 17-Dec-11 1550 C 2,137Dec-10 SPX 17-Dec-11 1550 P 12Dec-10 SPX 17-Dec-11 1600 C 618Dec-10 SPX 17-Dec-11 1700 C 4,100Dec-10 SPX 17-Dec-11 1700 P 2,000Dec-10 SPX 17-Dec-11 1800 C 11Dec-10 SPX 17-Dec-11 1900 P 1Dec-10 SPX 17-Dec-11 2000 C 181Dec-10 SPX 17-Dec-11 2500 P 532Dec-10 SPX 17-Dec-11 3000 P 108Dec-10 SPX 16-Jun-12 200 P 400Dec-10 SPX 16-Jun-12 300 P 300Dec-10 SPX 16-Jun-12 400 P 72Dec-10 SPX 16-Jun-12 450 P 115Dec-10 SPX 16-Jun-12 500 P 808
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 16-Jun-12 550 P 75Dec-10 SPX 16-Jun-12 600 P 585Dec-10 SPX 16-Jun-12 650 P 78Dec-10 SPX 16-Jun-12 800 P 250Dec-10 SPX 16-Jun-12 850 P 16Dec-10 SPX 16-Jun-12 875 P 60Dec-10 SPX 16-Jun-12 950 P 451Dec-10 SPX 16-Jun-12 975 P 66Dec-10 SPX 16-Jun-12 1000 P 2,550Dec-10 SPX 16-Jun-12 1025 P 8Dec-10 SPX 16-Jun-12 1050 P 75Dec-10 SPX 16-Jun-12 1075 P 20Dec-10 SPX 16-Jun-12 1100 P 4,266Dec-10 SPX 16-Jun-12 1150 C 900Dec-10 SPX 16-Jun-12 1150 P 350Dec-10 SPX 16-Jun-12 1175 C 1Dec-10 SPX 16-Jun-12 1200 C 156Dec-10 SPX 16-Jun-12 1200 P 423Dec-10 SPX 16-Jun-12 1225 C 147Dec-10 SPX 16-Jun-12 1225 P 1,145Dec-10 SPX 16-Jun-12 1250 C 550Dec-10 SPX 16-Jun-12 1250 P 1,613Dec-10 SPX 16-Jun-12 1275 C 300Dec-10 SPX 16-Jun-12 1275 P 100Dec-10 SPX 16-Jun-12 1300 C 2,485Dec-10 SPX 16-Jun-12 1350 C 10Dec-10 SPX 16-Jun-12 1400 C 40Dec-10 SPX 16-Jun-12 1425 C 70Dec-10 SPX 16-Jun-12 1450 C 20Dec-10 SPX 16-Jun-12 1500 C 1,940Dec-10 SPX 16-Jun-12 1600 C 370Dec-10 SPX 16-Jun-12 1700 C 303Dec-10 SPX 16-Jun-12 1900 C 50Dec-10 SPX 16-Jun-12 2000 C 50Dec-10 SPX 16-Jun-12 2250 P 2Dec-10 SPX 16-Jun-12 2500 P 22Dec-10 SPX 22-Dec-12 100 C 3Dec-10 SPX 22-Dec-12 100 P 502Dec-10 SPX 22-Dec-12 200 P 1,944Dec-10 SPX 22-Dec-12 250 P 1,110Dec-10 SPX 22-Dec-12 300 C 30Dec-10 SPX 22-Dec-12 300 P 37Dec-10 SPX 22-Dec-12 350 C 30Dec-10 SPX 22-Dec-12 350 P 48Dec-10 SPX 22-Dec-12 400 P 5Dec-10 SPX 22-Dec-12 450 P 25Dec-10 SPX 22-Dec-12 500 C 2Dec-10 SPX 22-Dec-12 500 P 33
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 22-Dec-12 550 P 234Dec-10 SPX 22-Dec-12 600 P 4,534Dec-10 SPX 22-Dec-12 650 P 223Dec-10 SPX 22-Dec-12 700 C 20Dec-10 SPX 22-Dec-12 700 P 2,857Dec-10 SPX 22-Dec-12 750 P 658Dec-10 SPX 22-Dec-12 800 C 1Dec-10 SPX 22-Dec-12 800 P 5,076Dec-10 SPX 22-Dec-12 850 P 4,303Dec-10 SPX 22-Dec-12 900 C 11Dec-10 SPX 22-Dec-12 900 P 3,112Dec-10 SPX 22-Dec-12 925 P 1Dec-10 SPX 22-Dec-12 950 C 5Dec-10 SPX 22-Dec-12 950 P 18Dec-10 SPX 22-Dec-12 1000 C 27Dec-10 SPX 22-Dec-12 1000 P 4,638Dec-10 SPX 22-Dec-12 1050 C 43Dec-10 SPX 22-Dec-12 1050 P 3,952Dec-10 SPX 22-Dec-12 1075 C 25Dec-10 SPX 22-Dec-12 1075 P 1,027Dec-10 SPX 22-Dec-12 1100 C 3,287Dec-10 SPX 22-Dec-12 1100 P 12,852Dec-10 SPX 22-Dec-12 1125 C 65Dec-10 SPX 22-Dec-12 1125 P 265Dec-10 SPX 22-Dec-12 1150 C 1,030Dec-10 SPX 22-Dec-12 1150 P 1,737Dec-10 SPX 22-Dec-12 1175 C 1Dec-10 SPX 22-Dec-12 1200 C 12,086Dec-10 SPX 22-Dec-12 1200 P 17,982Dec-10 SPX 22-Dec-12 1225 C 3,902Dec-10 SPX 22-Dec-12 1225 P 2,807Dec-10 SPX 22-Dec-12 1250 C 6,891Dec-10 SPX 22-Dec-12 1250 P 2,617Dec-10 SPX 22-Dec-12 1300 C 12,378Dec-10 SPX 22-Dec-12 1300 P 990Dec-10 SPX 22-Dec-12 1350 C 4,600Dec-10 SPX 22-Dec-12 1350 P 141Dec-10 SPX 22-Dec-12 1400 C 2,051Dec-10 SPX 22-Dec-12 1400 P 5Dec-10 SPX 22-Dec-12 1450 C 3,817Dec-10 SPX 22-Dec-12 1500 C 12,508Dec-10 SPX 22-Dec-12 1550 C 27Dec-10 SPX 22-Dec-12 1600 C 1,202Dec-10 SPX 22-Dec-12 1700 C 1,076Dec-10 SPX 22-Dec-12 1700 P 1Dec-10 SPX 22-Dec-12 1800 C 2,541Dec-10 SPX 22-Dec-12 1800 P 90Dec-10 SPX 22-Dec-12 1900 C 367
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPX 22-Dec-12 1900 P 150Dec-10 SPX 22-Dec-12 2000 C 2,650Dec-10 SPX 22-Dec-12 2000 P 256Dec-10 SPX 22-Dec-12 2250 C 51Dec-10 SPX 22-Dec-12 2250 P 274Dec-10 SPX 22-Dec-12 2500 C 4Dec-10 SPX 22-Dec-12 2500 P 501Dec-10 SPX 21-Dec-13 200 P 25Dec-10 SPX 21-Dec-13 250 P 70Dec-10 SPX 21-Dec-13 300 P 5Dec-10 SPX 21-Dec-13 400 P 20Dec-10 SPX 21-Dec-13 500 P 10Dec-10 SPX 21-Dec-13 800 C 1Dec-10 SPX 21-Dec-13 850 P 4Dec-10 SPX 21-Dec-13 900 C 11Dec-10 SPX 21-Dec-13 900 P 1Dec-10 SPX 21-Dec-13 1000 P 401Dec-10 SPX 21-Dec-13 1050 P 302Dec-10 SPX 21-Dec-13 1100 P 3Dec-10 SPX 21-Dec-13 1250 C 200Dec-10 SPX 21-Dec-13 1250 P 559Dec-10 SPX 21-Dec-13 1450 C 300Dec-10 SPX 21-Dec-13 1500 C 700Dec-10 SPX 21-Dec-13 1500 P 30Dec-10 SPX 21-Dec-13 1600 C 425Dec-10 SPX 21-Dec-13 1900 C 1,400Dec-10 SPX 21-Dec-13 2000 C 2Dec-10 SPX 21-Dec-13 2000 P 170Dec-10 SPX 21-Dec-13 2250 P 310Dec-10 SPX 21-Dec-13 2500 P 1,040Dec-10 SPX 21-Dec-13 3000 P 188Dec-10 SPXW 10-Dec-10 1000 C 23Dec-10 SPXW 10-Dec-10 1000 P 305Dec-10 SPXW 10-Dec-10 1025 C 22Dec-10 SPXW 10-Dec-10 1025 P 929Dec-10 SPXW 10-Dec-10 1050 C 22Dec-10 SPXW 10-Dec-10 1050 P 13,887Dec-10 SPXW 10-Dec-10 1075 C 22Dec-10 SPXW 10-Dec-10 1075 P 1,650Dec-10 SPXW 10-Dec-10 1100 C 45Dec-10 SPXW 10-Dec-10 1100 P 8,749Dec-10 SPXW 10-Dec-10 1125 C 23Dec-10 SPXW 10-Dec-10 1125 P 1,674Dec-10 SPXW 10-Dec-10 1135 C 10Dec-10 SPXW 10-Dec-10 1135 P 883Dec-10 SPXW 10-Dec-10 1140 C 10Dec-10 SPXW 10-Dec-10 1140 P 646Dec-10 SPXW 10-Dec-10 1150 C 28
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPXW 10-Dec-10 1150 P 1,790Dec-10 SPXW 10-Dec-10 1175 C 50Dec-10 SPXW 10-Dec-10 1175 P 2,846Dec-10 SPXW 10-Dec-10 1180 C 72Dec-10 SPXW 10-Dec-10 1180 P 443Dec-10 SPXW 10-Dec-10 1185 C 20Dec-10 SPXW 10-Dec-10 1185 P 1,254Dec-10 SPXW 10-Dec-10 1200 C 308Dec-10 SPXW 10-Dec-10 1200 P 4,817Dec-10 SPXW 10-Dec-10 1205 C 54Dec-10 SPXW 10-Dec-10 1205 P 362Dec-10 SPXW 10-Dec-10 1210 C 65Dec-10 SPXW 10-Dec-10 1210 P 929Dec-10 SPXW 10-Dec-10 1215 C 258Dec-10 SPXW 10-Dec-10 1215 P 1,083Dec-10 SPXW 10-Dec-10 1220 C 61Dec-10 SPXW 10-Dec-10 1220 P 976Dec-10 SPXW 10-Dec-10 1225 C 1,075Dec-10 SPXW 10-Dec-10 1225 P 3,796Dec-10 SPXW 10-Dec-10 1230 C 390Dec-10 SPXW 10-Dec-10 1230 P 2,401Dec-10 SPXW 10-Dec-10 1235 C 1,825Dec-10 SPXW 10-Dec-10 1235 P 1,209Dec-10 SPXW 10-Dec-10 1240 C 3,518Dec-10 SPXW 10-Dec-10 1240 P 337Dec-10 SPXW 10-Dec-10 1245 C 1,697Dec-10 SPXW 10-Dec-10 1245 P 34Dec-10 SPXW 10-Dec-10 1250 C 5,285Dec-10 SPXW 10-Dec-10 1250 P 59Dec-10 SPXW 10-Dec-10 1260 C 2,318Dec-10 SPXW 10-Dec-10 1260 P 12Dec-10 SPXW 10-Dec-10 1265 C 1,383Dec-10 SPXW 10-Dec-10 1265 P 19Dec-10 SPXW 10-Dec-10 1275 C 3,786Dec-10 SPXW 10-Dec-10 1275 P 38Dec-10 SPXW 10-Dec-10 1300 C 3,912Dec-10 SPXW 10-Dec-10 1300 P 34Dec-10 SPXW 10-Dec-10 1305 C 1,126Dec-10 SPXW 10-Dec-10 1305 P 20Dec-10 SPXW 10-Dec-10 1310 C 901Dec-10 SPXW 10-Dec-10 1310 P 20Dec-10 SPXW 23-Dec-10 1050 P 1,852Dec-10 SPXW 23-Dec-10 1075 P 4,672Dec-10 SPXW 23-Dec-10 1100 P 8,040Dec-10 SPXW 23-Dec-10 1125 P 4,758Dec-10 SPXW 23-Dec-10 1150 C 4Dec-10 SPXW 23-Dec-10 1150 P 15,601Dec-10 SPXW 23-Dec-10 1160 C 1
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPXW 23-Dec-10 1160 P 922Dec-10 SPXW 23-Dec-10 1175 P 6,125Dec-10 SPXW 23-Dec-10 1180 C 1Dec-10 SPXW 23-Dec-10 1180 P 445Dec-10 SPXW 23-Dec-10 1185 P 214Dec-10 SPXW 23-Dec-10 1190 P 526Dec-10 SPXW 23-Dec-10 1195 P 234Dec-10 SPXW 23-Dec-10 1200 C 29Dec-10 SPXW 23-Dec-10 1200 P 4,318Dec-10 SPXW 23-Dec-10 1205 P 506Dec-10 SPXW 23-Dec-10 1210 P 817Dec-10 SPXW 23-Dec-10 1215 P 631Dec-10 SPXW 23-Dec-10 1220 C 2Dec-10 SPXW 23-Dec-10 1220 P 1,461Dec-10 SPXW 23-Dec-10 1225 C 193Dec-10 SPXW 23-Dec-10 1225 P 2,680Dec-10 SPXW 23-Dec-10 1230 C 2Dec-10 SPXW 23-Dec-10 1230 P 1,551Dec-10 SPXW 23-Dec-10 1235 C 35Dec-10 SPXW 23-Dec-10 1235 P 1,256Dec-10 SPXW 23-Dec-10 1240 C 176Dec-10 SPXW 23-Dec-10 1240 P 1,286Dec-10 SPXW 23-Dec-10 1245 C 159Dec-10 SPXW 23-Dec-10 1245 P 1,994Dec-10 SPXW 23-Dec-10 1250 C 864Dec-10 SPXW 23-Dec-10 1250 P 4,968Dec-10 SPXW 23-Dec-10 1255 C 1,528Dec-10 SPXW 23-Dec-10 1255 P 1,431Dec-10 SPXW 23-Dec-10 1260 C 3,764Dec-10 SPXW 23-Dec-10 1260 P 212Dec-10 SPXW 23-Dec-10 1265 C 3,550Dec-10 SPXW 23-Dec-10 1265 P 36Dec-10 SPXW 23-Dec-10 1270 C 2,403Dec-10 SPXW 23-Dec-10 1270 P 68Dec-10 SPXW 23-Dec-10 1275 C 8,204Dec-10 SPXW 23-Dec-10 1275 P 29Dec-10 SPXW 23-Dec-10 1280 C 1,111Dec-10 SPXW 23-Dec-10 1280 P 4Dec-10 SPXW 23-Dec-10 1285 C 1,270Dec-10 SPXW 23-Dec-10 1285 P 1Dec-10 SPXW 23-Dec-10 1290 C 1,919Dec-10 SPXW 23-Dec-10 1290 P 1Dec-10 SPXW 23-Dec-10 1300 C 3,523Dec-10 SPXW 23-Dec-10 1325 C 3,329Dec-10 SPXW 23-Dec-10 1350 C 1,305Dec-10 SPXW 07-Jan-11 1050 C 12Dec-10 SPXW 07-Jan-11 1050 P 7,532Dec-10 SPXW 07-Jan-11 1075 P 2,914
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Dec-10 SPXW 07-Jan-11 1100 C 11Dec-10 SPXW 07-Jan-11 1100 P 2,977Dec-10 SPXW 07-Jan-11 1125 P 6,802Dec-10 SPXW 07-Jan-11 1150 C 30Dec-10 SPXW 07-Jan-11 1150 P 10,725Dec-10 SPXW 07-Jan-11 1175 C 20Dec-10 SPXW 07-Jan-11 1175 P 1,235Dec-10 SPXW 07-Jan-11 1200 C 27Dec-10 SPXW 07-Jan-11 1200 P 10,663Dec-10 SPXW 07-Jan-11 1205 P 1,321Dec-10 SPXW 07-Jan-11 1210 C 11Dec-10 SPXW 07-Jan-11 1210 P 979Dec-10 SPXW 07-Jan-11 1215 C 4Dec-10 SPXW 07-Jan-11 1215 P 280Dec-10 SPXW 07-Jan-11 1220 C 37Dec-10 SPXW 07-Jan-11 1220 P 347Dec-10 SPXW 07-Jan-11 1225 C 23Dec-10 SPXW 07-Jan-11 1225 P 2,648Dec-10 SPXW 07-Jan-11 1230 C 21Dec-10 SPXW 07-Jan-11 1230 P 1,261Dec-10 SPXW 07-Jan-11 1235 C 2Dec-10 SPXW 07-Jan-11 1235 P 448Dec-10 SPXW 07-Jan-11 1240 P 476Dec-10 SPXW 07-Jan-11 1245 P 127Dec-10 SPXW 07-Jan-11 1250 C 613Dec-10 SPXW 07-Jan-11 1250 P 943Dec-10 SPXW 07-Jan-11 1255 C 549Dec-10 SPXW 07-Jan-11 1255 P 84Dec-10 SPXW 07-Jan-11 1260 C 3,947Dec-10 SPXW 07-Jan-11 1260 P 3,746Dec-10 SPXW 07-Jan-11 1265 C 53Dec-10 SPXW 07-Jan-11 1265 P 36Dec-10 SPXW 07-Jan-11 1270 C 249Dec-10 SPXW 07-Jan-11 1270 P 1Dec-10 SPXW 07-Jan-11 1275 C 954Dec-10 SPXW 07-Jan-11 1280 C 1,711Dec-10 SPXW 07-Jan-11 1285 C 3,102Dec-10 SPXW 07-Jan-11 1290 C 383Dec-10 SPXW 07-Jan-11 1290 P 11Dec-10 SPXW 07-Jan-11 1295 C 2,912Dec-10 SPXW 07-Jan-11 1300 C 4,142Dec-10 SPXW 07-Jan-11 1300 P 2Dec-10 SPXW 07-Jan-11 1315 C 152Dec-10 SPXW 07-Jan-11 1315 P 67Dec-10 SPXW 07-Jan-11 1325 C 1,612Dec-10 SPXW 07-Jan-11 1325 P 6Dec-10 SPXW 07-Jan-11 1350 C 1,258Dec-10 SPXW 07-Jan-11 1375 C 28
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 22-Jan-11 700 C 720Jan-11 SPX 22-Jan-11 700 P 2Jan-11 SPX 22-Jan-11 800 C 3Jan-11 SPX 22-Jan-11 800 P 10Jan-11 SPX 22-Jan-11 850 C 7Jan-11 SPX 22-Jan-11 850 P 15Jan-11 SPX 22-Jan-11 860 P 4Jan-11 SPX 22-Jan-11 865 P 10Jan-11 SPX 22-Jan-11 870 P 10Jan-11 SPX 22-Jan-11 875 P 13Jan-11 SPX 22-Jan-11 880 P 10Jan-11 SPX 22-Jan-11 885 P 10Jan-11 SPX 22-Jan-11 890 P 10Jan-11 SPX 22-Jan-11 895 P 10Jan-11 SPX 22-Jan-11 900 C 1Jan-11 SPX 22-Jan-11 900 P 129Jan-11 SPX 22-Jan-11 925 P 2,198Jan-11 SPX 22-Jan-11 930 P 231Jan-11 SPX 22-Jan-11 935 P 20Jan-11 SPX 22-Jan-11 945 P 250Jan-11 SPX 22-Jan-11 950 C 27Jan-11 SPX 22-Jan-11 950 P 3,248Jan-11 SPX 22-Jan-11 955 P 188Jan-11 SPX 22-Jan-11 965 P 225Jan-11 SPX 22-Jan-11 970 P 175Jan-11 SPX 22-Jan-11 975 C 4Jan-11 SPX 22-Jan-11 975 P 1,055Jan-11 SPX 22-Jan-11 980 C 21,009Jan-11 SPX 22-Jan-11 980 P 31Jan-11 SPX 22-Jan-11 985 P 50Jan-11 SPX 22-Jan-11 990 P 515Jan-11 SPX 22-Jan-11 995 C 4Jan-11 SPX 22-Jan-11 995 P 25Jan-11 SPX 22-Jan-11 1000 C 261Jan-11 SPX 22-Jan-11 1000 P 9,914Jan-11 SPX 22-Jan-11 1005 P 53Jan-11 SPX 22-Jan-11 1010 C 100Jan-11 SPX 22-Jan-11 1010 P 4,153Jan-11 SPX 22-Jan-11 1015 P 2,154Jan-11 SPX 22-Jan-11 1020 P 165Jan-11 SPX 22-Jan-11 1025 C 1Jan-11 SPX 22-Jan-11 1025 P 11,011Jan-11 SPX 22-Jan-11 1030 C 19,000Jan-11 SPX 22-Jan-11 1030 P 1,749Jan-11 SPX 22-Jan-11 1035 P 34Jan-11 SPX 22-Jan-11 1040 C 19Jan-11 SPX 22-Jan-11 1040 P 536Jan-11 SPX 22-Jan-11 1045 P 328
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 22-Jan-11 1050 C 11Jan-11 SPX 22-Jan-11 1050 P 24,044Jan-11 SPX 22-Jan-11 1055 P 55Jan-11 SPX 22-Jan-11 1060 C 2Jan-11 SPX 22-Jan-11 1060 P 2,208Jan-11 SPX 22-Jan-11 1065 P 180Jan-11 SPX 22-Jan-11 1070 C 9Jan-11 SPX 22-Jan-11 1070 P 407Jan-11 SPX 22-Jan-11 1075 C 9Jan-11 SPX 22-Jan-11 1075 P 14,379Jan-11 SPX 22-Jan-11 1080 C 10Jan-11 SPX 22-Jan-11 1080 P 3,565Jan-11 SPX 22-Jan-11 1085 C 4Jan-11 SPX 22-Jan-11 1085 P 2,211Jan-11 SPX 22-Jan-11 1090 P 3,089Jan-11 SPX 22-Jan-11 1095 P 913Jan-11 SPX 22-Jan-11 1100 C 60Jan-11 SPX 22-Jan-11 1100 P 29,001Jan-11 SPX 22-Jan-11 1105 P 4,462Jan-11 SPX 22-Jan-11 1110 C 1Jan-11 SPX 22-Jan-11 1110 P 7,108Jan-11 SPX 22-Jan-11 1115 C 9Jan-11 SPX 22-Jan-11 1115 P 588Jan-11 SPX 22-Jan-11 1120 C 51Jan-11 SPX 22-Jan-11 1120 P 10,433Jan-11 SPX 22-Jan-11 1125 C 2,524Jan-11 SPX 22-Jan-11 1125 P 26,133Jan-11 SPX 22-Jan-11 1130 C 3Jan-11 SPX 22-Jan-11 1130 P 3,522Jan-11 SPX 22-Jan-11 1135 C 23Jan-11 SPX 22-Jan-11 1135 P 9,120Jan-11 SPX 22-Jan-11 1140 C 34Jan-11 SPX 22-Jan-11 1140 P 4,241Jan-11 SPX 22-Jan-11 1145 P 3,270Jan-11 SPX 22-Jan-11 1150 C 8,846Jan-11 SPX 22-Jan-11 1150 P 49,291Jan-11 SPX 22-Jan-11 1155 C 15Jan-11 SPX 22-Jan-11 1155 P 1,905Jan-11 SPX 22-Jan-11 1160 C 104Jan-11 SPX 22-Jan-11 1160 P 12,554Jan-11 SPX 22-Jan-11 1165 C 32Jan-11 SPX 22-Jan-11 1165 P 3,965Jan-11 SPX 22-Jan-11 1170 C 59Jan-11 SPX 22-Jan-11 1170 P 14,093Jan-11 SPX 22-Jan-11 1175 C 404Jan-11 SPX 22-Jan-11 1175 P 67,767Jan-11 SPX 22-Jan-11 1180 C 132Jan-11 SPX 22-Jan-11 1180 P 12,999
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 22-Jan-11 1185 C 98Jan-11 SPX 22-Jan-11 1185 P 23,252Jan-11 SPX 22-Jan-11 1190 C 61Jan-11 SPX 22-Jan-11 1190 P 7,156Jan-11 SPX 22-Jan-11 1195 C 23Jan-11 SPX 22-Jan-11 1195 P 8,596Jan-11 SPX 22-Jan-11 1200 C 24,319Jan-11 SPX 22-Jan-11 1200 P 119,964Jan-11 SPX 22-Jan-11 1205 C 194Jan-11 SPX 22-Jan-11 1205 P 8,332Jan-11 SPX 22-Jan-11 1210 C 2,116Jan-11 SPX 22-Jan-11 1210 P 19,250Jan-11 SPX 22-Jan-11 1215 C 285Jan-11 SPX 22-Jan-11 1215 P 9,525Jan-11 SPX 22-Jan-11 1220 C 950Jan-11 SPX 22-Jan-11 1220 P 15,864Jan-11 SPX 22-Jan-11 1225 C 36,068Jan-11 SPX 22-Jan-11 1225 P 70,636Jan-11 SPX 22-Jan-11 1230 C 1,536Jan-11 SPX 22-Jan-11 1230 P 20,102Jan-11 SPX 22-Jan-11 1235 C 600Jan-11 SPX 22-Jan-11 1235 P 15,193Jan-11 SPX 22-Jan-11 1240 C 4,050Jan-11 SPX 22-Jan-11 1240 P 42,855Jan-11 SPX 22-Jan-11 1245 C 11,295Jan-11 SPX 22-Jan-11 1245 P 11,084Jan-11 SPX 22-Jan-11 1250 C 215,393Jan-11 SPX 22-Jan-11 1250 P 276,732Jan-11 SPX 22-Jan-11 1255 C 5,463Jan-11 SPX 22-Jan-11 1255 P 11,530Jan-11 SPX 22-Jan-11 1260 C 20,317Jan-11 SPX 22-Jan-11 1260 P 42,047Jan-11 SPX 22-Jan-11 1265 C 14,178Jan-11 SPX 22-Jan-11 1265 P 29,929Jan-11 SPX 22-Jan-11 1270 C 30,685Jan-11 SPX 22-Jan-11 1270 P 50,677Jan-11 SPX 22-Jan-11 1275 C 102,368Jan-11 SPX 22-Jan-11 1275 P 104,449Jan-11 SPX 22-Jan-11 1280 C 66,463Jan-11 SPX 22-Jan-11 1280 P 36,523Jan-11 SPX 22-Jan-11 1285 C 33,046Jan-11 SPX 22-Jan-11 1285 P 17,310Jan-11 SPX 22-Jan-11 1290 C 73,866Jan-11 SPX 22-Jan-11 1290 P 17,883Jan-11 SPX 22-Jan-11 1295 C 32,425Jan-11 SPX 22-Jan-11 1295 P 6,612Jan-11 SPX 22-Jan-11 1300 C 207,724Jan-11 SPX 22-Jan-11 1300 P 11,824
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 22-Jan-11 1305 C 13,641Jan-11 SPX 22-Jan-11 1305 P 2,845Jan-11 SPX 22-Jan-11 1310 C 51,908Jan-11 SPX 22-Jan-11 1310 P 4,513Jan-11 SPX 22-Jan-11 1315 C 26,436Jan-11 SPX 22-Jan-11 1315 P 70Jan-11 SPX 22-Jan-11 1320 C 29,703Jan-11 SPX 22-Jan-11 1320 P 11Jan-11 SPX 22-Jan-11 1325 C 41,492Jan-11 SPX 22-Jan-11 1325 P 118Jan-11 SPX 22-Jan-11 1330 C 10,412Jan-11 SPX 22-Jan-11 1330 P 121Jan-11 SPX 22-Jan-11 1335 C 3,152Jan-11 SPX 22-Jan-11 1335 P 50Jan-11 SPX 22-Jan-11 1340 C 3,814Jan-11 SPX 22-Jan-11 1340 P 11Jan-11 SPX 22-Jan-11 1345 C 3,722Jan-11 SPX 22-Jan-11 1345 P 4Jan-11 SPX 22-Jan-11 1350 C 32,530Jan-11 SPX 22-Jan-11 1350 P 160Jan-11 SPX 22-Jan-11 1355 C 2,521Jan-11 SPX 22-Jan-11 1355 P 21Jan-11 SPX 22-Jan-11 1360 C 2,439Jan-11 SPX 22-Jan-11 1360 P 9Jan-11 SPX 22-Jan-11 1365 C 1,452Jan-11 SPX 22-Jan-11 1365 P 5Jan-11 SPX 22-Jan-11 1370 C 2,010Jan-11 SPX 22-Jan-11 1375 C 2,217Jan-11 SPX 22-Jan-11 1375 P 12Jan-11 SPX 22-Jan-11 1380 C 1,860Jan-11 SPX 22-Jan-11 1390 C 418Jan-11 SPX 22-Jan-11 1390 P 4Jan-11 SPX 22-Jan-11 1400 C 1,077Jan-11 SPX 22-Jan-11 1400 P 30Jan-11 SPX 22-Jan-11 1410 C 616Jan-11 SPX 22-Jan-11 1420 C 1,956Jan-11 SPX 22-Jan-11 1430 C 1,771Jan-11 SPX 22-Jan-11 1440 C 10Jan-11 SPX 19-Feb-11 500 C 5,100Jan-11 SPX 19-Feb-11 500 P 5,100Jan-11 SPX 19-Feb-11 600 P 100Jan-11 SPX 19-Feb-11 650 P 100Jan-11 SPX 19-Feb-11 675 P 100Jan-11 SPX 19-Feb-11 700 P 325Jan-11 SPX 19-Feb-11 725 P 100Jan-11 SPX 19-Feb-11 750 P 100Jan-11 SPX 19-Feb-11 775 P 115Jan-11 SPX 19-Feb-11 780 P 100
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 19-Feb-11 785 P 100Jan-11 SPX 19-Feb-11 790 P 100Jan-11 SPX 19-Feb-11 795 P 100Jan-11 SPX 19-Feb-11 800 C 3Jan-11 SPX 19-Feb-11 800 P 12,081Jan-11 SPX 19-Feb-11 805 P 634Jan-11 SPX 19-Feb-11 810 P 627Jan-11 SPX 19-Feb-11 815 P 1,067Jan-11 SPX 19-Feb-11 820 P 1,057Jan-11 SPX 19-Feb-11 825 P 3,523Jan-11 SPX 19-Feb-11 830 P 4,030Jan-11 SPX 19-Feb-11 835 P 3,981Jan-11 SPX 19-Feb-11 840 P 4,840Jan-11 SPX 19-Feb-11 845 P 5,431Jan-11 SPX 19-Feb-11 850 C 2Jan-11 SPX 19-Feb-11 850 P 10,574Jan-11 SPX 19-Feb-11 855 P 4,203Jan-11 SPX 19-Feb-11 860 P 4,081Jan-11 SPX 19-Feb-11 865 P 4,159Jan-11 SPX 19-Feb-11 870 P 4,245Jan-11 SPX 19-Feb-11 875 P 4,778Jan-11 SPX 19-Feb-11 880 P 4,522Jan-11 SPX 19-Feb-11 885 P 4,675Jan-11 SPX 19-Feb-11 890 P 4,615Jan-11 SPX 19-Feb-11 895 P 4,367Jan-11 SPX 19-Feb-11 900 C 9Jan-11 SPX 19-Feb-11 900 P 15,087Jan-11 SPX 19-Feb-11 905 P 3,936Jan-11 SPX 19-Feb-11 910 P 3,773Jan-11 SPX 19-Feb-11 915 P 3,895Jan-11 SPX 19-Feb-11 920 P 3,711Jan-11 SPX 19-Feb-11 925 C 21Jan-11 SPX 19-Feb-11 925 P 10,135Jan-11 SPX 19-Feb-11 930 P 3,646Jan-11 SPX 19-Feb-11 935 P 3,599Jan-11 SPX 19-Feb-11 940 P 4,271Jan-11 SPX 19-Feb-11 945 C 30Jan-11 SPX 19-Feb-11 945 P 4,304Jan-11 SPX 19-Feb-11 950 C 87Jan-11 SPX 19-Feb-11 950 P 20,941Jan-11 SPX 19-Feb-11 955 P 4,503Jan-11 SPX 19-Feb-11 960 P 3,200Jan-11 SPX 19-Feb-11 965 C 60Jan-11 SPX 19-Feb-11 965 P 4,455Jan-11 SPX 19-Feb-11 970 P 4,908Jan-11 SPX 19-Feb-11 975 C 169Jan-11 SPX 19-Feb-11 975 P 28,862Jan-11 SPX 19-Feb-11 980 C 21,030
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 19-Feb-11 980 P 5,553Jan-11 SPX 19-Feb-11 985 P 8,860Jan-11 SPX 19-Feb-11 990 C 9Jan-11 SPX 19-Feb-11 990 P 4,691Jan-11 SPX 19-Feb-11 995 P 4,756Jan-11 SPX 19-Feb-11 1000 C 292Jan-11 SPX 19-Feb-11 1000 P 36,106Jan-11 SPX 19-Feb-11 1005 C 6Jan-11 SPX 19-Feb-11 1005 P 4,911Jan-11 SPX 19-Feb-11 1010 C 4Jan-11 SPX 19-Feb-11 1010 P 7,227Jan-11 SPX 19-Feb-11 1015 P 3,995Jan-11 SPX 19-Feb-11 1020 C 25Jan-11 SPX 19-Feb-11 1020 P 4,046Jan-11 SPX 19-Feb-11 1025 C 1Jan-11 SPX 19-Feb-11 1025 P 15,389Jan-11 SPX 19-Feb-11 1030 C 24,000Jan-11 SPX 19-Feb-11 1030 P 3,913Jan-11 SPX 19-Feb-11 1035 P 3,959Jan-11 SPX 19-Feb-11 1040 C 8Jan-11 SPX 19-Feb-11 1040 P 7,699Jan-11 SPX 19-Feb-11 1045 C 30Jan-11 SPX 19-Feb-11 1045 P 3,982Jan-11 SPX 19-Feb-11 1050 C 163Jan-11 SPX 19-Feb-11 1050 P 36,398Jan-11 SPX 19-Feb-11 1055 P 3,126Jan-11 SPX 19-Feb-11 1060 C 1Jan-11 SPX 19-Feb-11 1060 P 22,830Jan-11 SPX 19-Feb-11 1065 C 60Jan-11 SPX 19-Feb-11 1065 P 3,399Jan-11 SPX 19-Feb-11 1070 C 8Jan-11 SPX 19-Feb-11 1070 P 5,872Jan-11 SPX 19-Feb-11 1075 C 172Jan-11 SPX 19-Feb-11 1075 P 27,259Jan-11 SPX 19-Feb-11 1080 C 31Jan-11 SPX 19-Feb-11 1080 P 24,075Jan-11 SPX 19-Feb-11 1085 C 4Jan-11 SPX 19-Feb-11 1085 P 4,235Jan-11 SPX 19-Feb-11 1090 P 3,972Jan-11 SPX 19-Feb-11 1095 P 9,410Jan-11 SPX 19-Feb-11 1100 C 239Jan-11 SPX 19-Feb-11 1100 P 133,583Jan-11 SPX 19-Feb-11 1105 C 37Jan-11 SPX 19-Feb-11 1105 P 6,675Jan-11 SPX 19-Feb-11 1110 C 16Jan-11 SPX 19-Feb-11 1110 P 8,877Jan-11 SPX 19-Feb-11 1115 C 8Jan-11 SPX 19-Feb-11 1115 P 5,687
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 19-Feb-11 1120 C 30Jan-11 SPX 19-Feb-11 1120 P 9,840Jan-11 SPX 19-Feb-11 1125 C 22Jan-11 SPX 19-Feb-11 1125 P 77,701Jan-11 SPX 19-Feb-11 1130 C 23Jan-11 SPX 19-Feb-11 1130 P 9,785Jan-11 SPX 19-Feb-11 1135 C 23Jan-11 SPX 19-Feb-11 1135 P 20,471Jan-11 SPX 19-Feb-11 1140 C 24Jan-11 SPX 19-Feb-11 1140 P 19,958Jan-11 SPX 19-Feb-11 1145 P 8,726Jan-11 SPX 19-Feb-11 1150 C 103Jan-11 SPX 19-Feb-11 1150 P 140,904Jan-11 SPX 19-Feb-11 1155 C 36Jan-11 SPX 19-Feb-11 1155 P 4,516Jan-11 SPX 19-Feb-11 1160 C 26Jan-11 SPX 19-Feb-11 1160 P 16,866Jan-11 SPX 19-Feb-11 1165 P 4,472Jan-11 SPX 19-Feb-11 1170 C 20Jan-11 SPX 19-Feb-11 1170 P 37,965Jan-11 SPX 19-Feb-11 1175 C 120Jan-11 SPX 19-Feb-11 1175 P 127,572Jan-11 SPX 19-Feb-11 1180 C 2,756Jan-11 SPX 19-Feb-11 1180 P 19,592Jan-11 SPX 19-Feb-11 1185 C 39Jan-11 SPX 19-Feb-11 1185 P 11,699Jan-11 SPX 19-Feb-11 1190 C 124Jan-11 SPX 19-Feb-11 1190 P 29,338Jan-11 SPX 19-Feb-11 1195 C 4Jan-11 SPX 19-Feb-11 1195 P 6,185Jan-11 SPX 19-Feb-11 1200 C 9,934Jan-11 SPX 19-Feb-11 1200 P 236,426Jan-11 SPX 19-Feb-11 1205 C 1Jan-11 SPX 19-Feb-11 1205 P 18,040Jan-11 SPX 19-Feb-11 1210 C 156Jan-11 SPX 19-Feb-11 1210 P 42,859Jan-11 SPX 19-Feb-11 1215 C 92Jan-11 SPX 19-Feb-11 1215 P 9,160Jan-11 SPX 19-Feb-11 1220 C 140Jan-11 SPX 19-Feb-11 1220 P 30,056Jan-11 SPX 19-Feb-11 1225 C 1,164Jan-11 SPX 19-Feb-11 1225 P 111,271Jan-11 SPX 19-Feb-11 1230 C 1,034Jan-11 SPX 19-Feb-11 1230 P 75,077Jan-11 SPX 19-Feb-11 1235 C 153Jan-11 SPX 19-Feb-11 1235 P 10,960Jan-11 SPX 19-Feb-11 1240 C 3,078Jan-11 SPX 19-Feb-11 1240 P 134,817
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 19-Feb-11 1245 C 993Jan-11 SPX 19-Feb-11 1245 P 9,346Jan-11 SPX 19-Feb-11 1250 C 72,247Jan-11 SPX 19-Feb-11 1250 P 324,700Jan-11 SPX 19-Feb-11 1255 C 343Jan-11 SPX 19-Feb-11 1255 P 5,049Jan-11 SPX 19-Feb-11 1260 C 4,332Jan-11 SPX 19-Feb-11 1260 P 54,078Jan-11 SPX 19-Feb-11 1265 C 5,787Jan-11 SPX 19-Feb-11 1265 P 14,427Jan-11 SPX 19-Feb-11 1270 C 5,911Jan-11 SPX 19-Feb-11 1270 P 37,518Jan-11 SPX 19-Feb-11 1275 C 69,249Jan-11 SPX 19-Feb-11 1275 P 126,676Jan-11 SPX 19-Feb-11 1280 C 28,350Jan-11 SPX 19-Feb-11 1280 P 41,073Jan-11 SPX 19-Feb-11 1285 C 26,749Jan-11 SPX 19-Feb-11 1285 P 26,483Jan-11 SPX 19-Feb-11 1290 C 29,220Jan-11 SPX 19-Feb-11 1290 P 29,184Jan-11 SPX 19-Feb-11 1295 C 19,737Jan-11 SPX 19-Feb-11 1295 P 3,336Jan-11 SPX 19-Feb-11 1300 C 198,964Jan-11 SPX 19-Feb-11 1300 P 21,904Jan-11 SPX 19-Feb-11 1305 C 10,559Jan-11 SPX 19-Feb-11 1305 P 529Jan-11 SPX 19-Feb-11 1310 C 21,812Jan-11 SPX 19-Feb-11 1310 P 3,008Jan-11 SPX 19-Feb-11 1315 C 13,372Jan-11 SPX 19-Feb-11 1315 P 98Jan-11 SPX 19-Feb-11 1320 C 44,505Jan-11 SPX 19-Feb-11 1320 P 2,350Jan-11 SPX 19-Feb-11 1325 C 96,173Jan-11 SPX 19-Feb-11 1325 P 6,724Jan-11 SPX 19-Feb-11 1330 C 35,849Jan-11 SPX 19-Feb-11 1330 P 5,246Jan-11 SPX 19-Feb-11 1335 C 20,475Jan-11 SPX 19-Feb-11 1335 P 25Jan-11 SPX 19-Feb-11 1340 C 55,724Jan-11 SPX 19-Feb-11 1340 P 52Jan-11 SPX 19-Feb-11 1345 C 18,018Jan-11 SPX 19-Feb-11 1345 P 17Jan-11 SPX 19-Feb-11 1350 C 54,907Jan-11 SPX 19-Feb-11 1350 P 3,948Jan-11 SPX 19-Feb-11 1355 C 8,394Jan-11 SPX 19-Feb-11 1355 P 2Jan-11 SPX 19-Feb-11 1360 C 52,950Jan-11 SPX 19-Feb-11 1360 P 37
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 19-Feb-11 1365 C 7,086Jan-11 SPX 19-Feb-11 1365 P 34Jan-11 SPX 19-Feb-11 1370 C 45,713Jan-11 SPX 19-Feb-11 1370 P 10Jan-11 SPX 19-Feb-11 1375 C 39,305Jan-11 SPX 19-Feb-11 1375 P 1,225Jan-11 SPX 19-Feb-11 1380 C 10,159Jan-11 SPX 19-Feb-11 1380 P 11Jan-11 SPX 19-Feb-11 1385 C 9,416Jan-11 SPX 19-Feb-11 1385 P 20Jan-11 SPX 19-Feb-11 1390 C 4,115Jan-11 SPX 19-Feb-11 1390 P 40Jan-11 SPX 19-Feb-11 1395 C 2,274Jan-11 SPX 19-Feb-11 1395 P 46Jan-11 SPX 19-Feb-11 1400 C 39,456Jan-11 SPX 19-Feb-11 1400 P 67Jan-11 SPX 19-Feb-11 1410 C 4,871Jan-11 SPX 19-Feb-11 1420 C 3,427Jan-11 SPX 19-Feb-11 1425 C 7,876Jan-11 SPX 19-Feb-11 1440 C 2,356Jan-11 SPX 19-Feb-11 1450 C 12,504Jan-11 SPX 19-Feb-11 1450 P 8Jan-11 SPX 19-Feb-11 1460 C 3,632Jan-11 SPX 19-Feb-11 1470 C 1,452Jan-11 SPX 19-Feb-11 1475 C 8,785Jan-11 SPX 19-Feb-11 1500 C 12,043Jan-11 SPX 19-Feb-11 1500 P 5,100Jan-11 SPX 19-Feb-11 1550 C 203Jan-11 SPX 19-Feb-11 1800 C 100Jan-11 SPX 19-Mar-11 100 C 1,246Jan-11 SPX 19-Mar-11 100 P 1,175Jan-11 SPX 19-Mar-11 475 P 2Jan-11 SPX 19-Mar-11 500 C 12,115Jan-11 SPX 19-Mar-11 500 P 12,376Jan-11 SPX 19-Mar-11 550 P 1Jan-11 SPX 19-Mar-11 575 P 24Jan-11 SPX 19-Mar-11 600 P 240Jan-11 SPX 19-Mar-11 625 P 2Jan-11 SPX 19-Mar-11 675 P 1Jan-11 SPX 19-Mar-11 700 P 910Jan-11 SPX 19-Mar-11 725 P 52Jan-11 SPX 19-Mar-11 750 P 51Jan-11 SPX 19-Mar-11 800 C 1Jan-11 SPX 19-Mar-11 800 P 680Jan-11 SPX 19-Mar-11 810 P 29Jan-11 SPX 19-Mar-11 820 P 1Jan-11 SPX 19-Mar-11 825 P 3,331Jan-11 SPX 19-Mar-11 830 P 17
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 19-Mar-11 840 P 1Jan-11 SPX 19-Mar-11 850 C 1Jan-11 SPX 19-Mar-11 850 P 10,762Jan-11 SPX 19-Mar-11 855 P 8Jan-11 SPX 19-Mar-11 860 P 8Jan-11 SPX 19-Mar-11 865 P 8Jan-11 SPX 19-Mar-11 870 P 25Jan-11 SPX 19-Mar-11 875 P 9,935Jan-11 SPX 19-Mar-11 885 P 2,276Jan-11 SPX 19-Mar-11 890 P 1Jan-11 SPX 19-Mar-11 900 C 1Jan-11 SPX 19-Mar-11 900 P 21,629Jan-11 SPX 19-Mar-11 910 P 5Jan-11 SPX 19-Mar-11 915 P 1Jan-11 SPX 19-Mar-11 925 P 1,518Jan-11 SPX 19-Mar-11 930 P 210Jan-11 SPX 19-Mar-11 940 P 425Jan-11 SPX 19-Mar-11 945 P 55Jan-11 SPX 19-Mar-11 950 C 100Jan-11 SPX 19-Mar-11 950 P 68,791Jan-11 SPX 19-Mar-11 955 P 181Jan-11 SPX 19-Mar-11 960 P 670Jan-11 SPX 19-Mar-11 965 P 170Jan-11 SPX 19-Mar-11 970 P 770Jan-11 SPX 19-Mar-11 975 C 1Jan-11 SPX 19-Mar-11 975 P 3,666Jan-11 SPX 19-Mar-11 980 P 640Jan-11 SPX 19-Mar-11 985 P 4,225Jan-11 SPX 19-Mar-11 990 P 328Jan-11 SPX 19-Mar-11 995 P 1,256Jan-11 SPX 19-Mar-11 1000 C 1,054Jan-11 SPX 19-Mar-11 1000 P 66,152Jan-11 SPX 19-Mar-11 1005 P 117Jan-11 SPX 19-Mar-11 1010 P 459Jan-11 SPX 19-Mar-11 1015 P 200Jan-11 SPX 19-Mar-11 1020 P 526Jan-11 SPX 19-Mar-11 1025 P 12,677Jan-11 SPX 19-Mar-11 1030 P 1,899Jan-11 SPX 19-Mar-11 1035 P 450Jan-11 SPX 19-Mar-11 1040 P 509Jan-11 SPX 19-Mar-11 1045 P 203Jan-11 SPX 19-Mar-11 1050 P 55,498Jan-11 SPX 19-Mar-11 1055 P 1,969Jan-11 SPX 19-Mar-11 1060 P 11,452Jan-11 SPX 19-Mar-11 1070 P 62Jan-11 SPX 19-Mar-11 1075 C 15Jan-11 SPX 19-Mar-11 1075 P 27,232Jan-11 SPX 19-Mar-11 1080 P 6,316
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 19-Mar-11 1085 P 1,539Jan-11 SPX 19-Mar-11 1090 P 3,931Jan-11 SPX 19-Mar-11 1095 P 35Jan-11 SPX 19-Mar-11 1100 C 1,391Jan-11 SPX 19-Mar-11 1100 P 94,629Jan-11 SPX 19-Mar-11 1105 P 428Jan-11 SPX 19-Mar-11 1110 P 5,518Jan-11 SPX 19-Mar-11 1115 P 110Jan-11 SPX 19-Mar-11 1120 P 5,214Jan-11 SPX 19-Mar-11 1125 C 512Jan-11 SPX 19-Mar-11 1125 P 75,146Jan-11 SPX 19-Mar-11 1130 C 1Jan-11 SPX 19-Mar-11 1130 P 2,521Jan-11 SPX 19-Mar-11 1135 C 38Jan-11 SPX 19-Mar-11 1135 P 24Jan-11 SPX 19-Mar-11 1140 C 76Jan-11 SPX 19-Mar-11 1140 P 1,357Jan-11 SPX 19-Mar-11 1145 C 38Jan-11 SPX 19-Mar-11 1145 P 105Jan-11 SPX 19-Mar-11 1150 C 316Jan-11 SPX 19-Mar-11 1150 P 139,199Jan-11 SPX 19-Mar-11 1155 C 2Jan-11 SPX 19-Mar-11 1155 P 840Jan-11 SPX 19-Mar-11 1160 C 10Jan-11 SPX 19-Mar-11 1160 P 3,150Jan-11 SPX 19-Mar-11 1165 P 82Jan-11 SPX 19-Mar-11 1170 C 10Jan-11 SPX 19-Mar-11 1170 P 2,138Jan-11 SPX 19-Mar-11 1175 C 1,307Jan-11 SPX 19-Mar-11 1175 P 85,754Jan-11 SPX 19-Mar-11 1180 P 3,042Jan-11 SPX 19-Mar-11 1185 P 2,935Jan-11 SPX 19-Mar-11 1190 C 2,451Jan-11 SPX 19-Mar-11 1190 P 9,538Jan-11 SPX 19-Mar-11 1195 C 226Jan-11 SPX 19-Mar-11 1195 P 822Jan-11 SPX 19-Mar-11 1200 C 11,998Jan-11 SPX 19-Mar-11 1200 P 177,196Jan-11 SPX 19-Mar-11 1205 C 1Jan-11 SPX 19-Mar-11 1205 P 315Jan-11 SPX 19-Mar-11 1210 P 11,445Jan-11 SPX 19-Mar-11 1215 C 3Jan-11 SPX 19-Mar-11 1215 P 1,887Jan-11 SPX 19-Mar-11 1220 C 18Jan-11 SPX 19-Mar-11 1220 P 3,434Jan-11 SPX 19-Mar-11 1225 C 11,824Jan-11 SPX 19-Mar-11 1225 P 103,633Jan-11 SPX 19-Mar-11 1230 C 1,151
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 19-Mar-11 1230 P 5,724Jan-11 SPX 19-Mar-11 1235 C 12Jan-11 SPX 19-Mar-11 1235 P 1,171Jan-11 SPX 19-Mar-11 1240 C 7,059Jan-11 SPX 19-Mar-11 1240 P 22,884Jan-11 SPX 19-Mar-11 1245 C 636Jan-11 SPX 19-Mar-11 1245 P 1,036Jan-11 SPX 19-Mar-11 1250 C 172,399Jan-11 SPX 19-Mar-11 1250 P 252,201Jan-11 SPX 19-Mar-11 1255 C 53Jan-11 SPX 19-Mar-11 1255 P 1,315Jan-11 SPX 19-Mar-11 1260 C 18,489Jan-11 SPX 19-Mar-11 1260 P 107,112Jan-11 SPX 19-Mar-11 1265 C 52,908Jan-11 SPX 19-Mar-11 1265 P 54,277Jan-11 SPX 19-Mar-11 1270 C 95,547Jan-11 SPX 19-Mar-11 1270 P 108,736Jan-11 SPX 19-Mar-11 1275 C 157,933Jan-11 SPX 19-Mar-11 1275 P 142,287Jan-11 SPX 19-Mar-11 1280 C 126,352Jan-11 SPX 19-Mar-11 1280 P 168,927Jan-11 SPX 19-Mar-11 1285 C 79,226Jan-11 SPX 19-Mar-11 1285 P 85,071Jan-11 SPX 19-Mar-11 1290 C 47,546Jan-11 SPX 19-Mar-11 1290 P 47,529Jan-11 SPX 19-Mar-11 1295 C 35,055Jan-11 SPX 19-Mar-11 1295 P 35,195Jan-11 SPX 19-Mar-11 1300 C 98,378Jan-11 SPX 19-Mar-11 1300 P 17,411Jan-11 SPX 19-Mar-11 1305 C 467Jan-11 SPX 19-Mar-11 1310 C 892Jan-11 SPX 19-Mar-11 1310 P 122Jan-11 SPX 19-Mar-11 1315 C 4,924Jan-11 SPX 19-Mar-11 1320 C 4,278Jan-11 SPX 19-Mar-11 1320 P 40Jan-11 SPX 19-Mar-11 1325 C 39,273Jan-11 SPX 19-Mar-11 1325 P 2,069Jan-11 SPX 19-Mar-11 1330 C 3,992Jan-11 SPX 19-Mar-11 1330 P 174Jan-11 SPX 19-Mar-11 1335 C 1,224Jan-11 SPX 19-Mar-11 1340 C 8,312Jan-11 SPX 19-Mar-11 1345 C 3,167Jan-11 SPX 19-Mar-11 1350 C 62,457Jan-11 SPX 19-Mar-11 1350 P 3,979Jan-11 SPX 19-Mar-11 1355 C 2,608Jan-11 SPX 19-Mar-11 1360 C 12,527Jan-11 SPX 19-Mar-11 1360 P 1Jan-11 SPX 19-Mar-11 1365 C 318
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 19-Mar-11 1370 C 2,345Jan-11 SPX 19-Mar-11 1375 C 22,750Jan-11 SPX 19-Mar-11 1375 P 40Jan-11 SPX 19-Mar-11 1380 C 6,863Jan-11 SPX 19-Mar-11 1380 P 400Jan-11 SPX 19-Mar-11 1385 C 136Jan-11 SPX 19-Mar-11 1390 C 291Jan-11 SPX 19-Mar-11 1395 C 271Jan-11 SPX 19-Mar-11 1400 C 26,660Jan-11 SPX 19-Mar-11 1400 P 2,030Jan-11 SPX 19-Mar-11 1410 C 30Jan-11 SPX 19-Mar-11 1420 C 910Jan-11 SPX 19-Mar-11 1425 C 16,969Jan-11 SPX 19-Mar-11 1430 C 39Jan-11 SPX 19-Mar-11 1450 C 9,010Jan-11 SPX 19-Mar-11 1475 C 3,700Jan-11 SPX 19-Mar-11 1500 C 16,320Jan-11 SPX 19-Mar-11 1500 P 13,115Jan-11 SPX 19-Mar-11 1525 C 63Jan-11 SPX 19-Mar-11 1550 C 392Jan-11 SPX 19-Mar-11 1575 C 14Jan-11 SPX 19-Mar-11 1600 C 27Jan-11 SPX 19-Mar-11 2100 C 1,226Jan-11 SPX 19-Mar-11 2100 P 1,226Jan-11 SPX 16-Apr-11 500 P 370Jan-11 SPX 16-Apr-11 600 P 400Jan-11 SPX 16-Apr-11 650 P 33Jan-11 SPX 16-Apr-11 700 P 345Jan-11 SPX 16-Apr-11 750 P 206Jan-11 SPX 16-Apr-11 800 P 11,400Jan-11 SPX 16-Apr-11 850 C 5Jan-11 SPX 16-Apr-11 850 P 3,044Jan-11 SPX 16-Apr-11 870 P 22Jan-11 SPX 16-Apr-11 875 P 1Jan-11 SPX 16-Apr-11 900 P 4,822Jan-11 SPX 16-Apr-11 910 P 45Jan-11 SPX 16-Apr-11 920 P 45Jan-11 SPX 16-Apr-11 925 P 57Jan-11 SPX 16-Apr-11 930 P 70Jan-11 SPX 16-Apr-11 940 P 70Jan-11 SPX 16-Apr-11 950 P 1,092Jan-11 SPX 16-Apr-11 960 P 12Jan-11 SPX 16-Apr-11 975 P 2,763Jan-11 SPX 16-Apr-11 980 P 750Jan-11 SPX 16-Apr-11 990 P 75Jan-11 SPX 16-Apr-11 1000 C 5Jan-11 SPX 16-Apr-11 1000 P 6,196Jan-11 SPX 16-Apr-11 1010 P 1,260
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 16-Apr-11 1020 P 635Jan-11 SPX 16-Apr-11 1025 P 5,236Jan-11 SPX 16-Apr-11 1030 P 607Jan-11 SPX 16-Apr-11 1040 P 80Jan-11 SPX 16-Apr-11 1050 P 22,223Jan-11 SPX 16-Apr-11 1060 P 577Jan-11 SPX 16-Apr-11 1070 P 843Jan-11 SPX 16-Apr-11 1075 P 199Jan-11 SPX 16-Apr-11 1080 P 80Jan-11 SPX 16-Apr-11 1090 P 885Jan-11 SPX 16-Apr-11 1100 C 1Jan-11 SPX 16-Apr-11 1100 P 25,977Jan-11 SPX 16-Apr-11 1110 P 1,579Jan-11 SPX 16-Apr-11 1120 P 783Jan-11 SPX 16-Apr-11 1125 P 13,856Jan-11 SPX 16-Apr-11 1130 P 11Jan-11 SPX 16-Apr-11 1140 P 505Jan-11 SPX 16-Apr-11 1150 C 5Jan-11 SPX 16-Apr-11 1150 P 41,830Jan-11 SPX 16-Apr-11 1160 C 1Jan-11 SPX 16-Apr-11 1160 P 10Jan-11 SPX 16-Apr-11 1170 P 13Jan-11 SPX 16-Apr-11 1175 P 21,378Jan-11 SPX 16-Apr-11 1180 P 3,327Jan-11 SPX 16-Apr-11 1190 C 1Jan-11 SPX 16-Apr-11 1190 P 2,593Jan-11 SPX 16-Apr-11 1200 C 57Jan-11 SPX 16-Apr-11 1200 P 54,712Jan-11 SPX 16-Apr-11 1210 P 1,885Jan-11 SPX 16-Apr-11 1220 P 5,588Jan-11 SPX 16-Apr-11 1225 C 102Jan-11 SPX 16-Apr-11 1225 P 20,113Jan-11 SPX 16-Apr-11 1230 P 346Jan-11 SPX 16-Apr-11 1240 P 468Jan-11 SPX 16-Apr-11 1250 C 7,671Jan-11 SPX 16-Apr-11 1250 P 64,575Jan-11 SPX 16-Apr-11 1260 C 12Jan-11 SPX 16-Apr-11 1260 P 2,466Jan-11 SPX 16-Apr-11 1270 C 3Jan-11 SPX 16-Apr-11 1270 P 2,681Jan-11 SPX 16-Apr-11 1275 C 24,587Jan-11 SPX 16-Apr-11 1275 P 33,109Jan-11 SPX 16-Apr-11 1280 C 1,288Jan-11 SPX 16-Apr-11 1280 P 3,481Jan-11 SPX 16-Apr-11 1290 C 1,764Jan-11 SPX 16-Apr-11 1290 P 1,454Jan-11 SPX 16-Apr-11 1300 C 26,795Jan-11 SPX 16-Apr-11 1300 P 8,218
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 16-Apr-11 1310 C 1,628Jan-11 SPX 16-Apr-11 1320 C 54Jan-11 SPX 16-Apr-11 1325 C 13,891Jan-11 SPX 16-Apr-11 1325 P 850Jan-11 SPX 16-Apr-11 1330 C 777Jan-11 SPX 16-Apr-11 1340 C 435Jan-11 SPX 16-Apr-11 1350 C 14,869Jan-11 SPX 16-Apr-11 1350 P 2,911Jan-11 SPX 16-Apr-11 1360 C 720Jan-11 SPX 16-Apr-11 1370 C 1,041Jan-11 SPX 16-Apr-11 1375 C 19,732Jan-11 SPX 16-Apr-11 1375 P 500Jan-11 SPX 16-Apr-11 1380 C 1,955Jan-11 SPX 16-Apr-11 1390 C 16Jan-11 SPX 16-Apr-11 1400 C 12,803Jan-11 SPX 16-Apr-11 1410 C 486Jan-11 SPX 16-Apr-11 1420 C 1,140Jan-11 SPX 16-Apr-11 1425 C 1,152Jan-11 SPX 16-Apr-11 1430 C 36Jan-11 SPX 16-Apr-11 1440 C 5Jan-11 SPX 16-Apr-11 1450 C 5,510Jan-11 SPX 16-Apr-11 1475 C 200Jan-11 SPX 16-Apr-11 1500 C 1,350Jan-11 SPX 16-Apr-11 1500 P 2Jan-11 SPX 16-Apr-11 1550 C 93Jan-11 SPX 21-May-11 600 P 10Jan-11 SPX 21-May-11 650 P 10Jan-11 SPX 21-May-11 700 P 30Jan-11 SPX 21-May-11 800 P 75Jan-11 SPX 21-May-11 825 P 150Jan-11 SPX 21-May-11 850 P 299Jan-11 SPX 21-May-11 875 P 100Jan-11 SPX 21-May-11 900 P 487Jan-11 SPX 21-May-11 925 P 231Jan-11 SPX 21-May-11 950 P 150Jan-11 SPX 21-May-11 975 P 675Jan-11 SPX 21-May-11 1000 P 20,529Jan-11 SPX 21-May-11 1025 P 550Jan-11 SPX 21-May-11 1050 P 1Jan-11 SPX 21-May-11 1075 P 63Jan-11 SPX 21-May-11 1100 P 931Jan-11 SPX 21-May-11 1125 P 2,040Jan-11 SPX 21-May-11 1150 P 9,640Jan-11 SPX 21-May-11 1175 P 1,159Jan-11 SPX 21-May-11 1200 C 1Jan-11 SPX 21-May-11 1200 P 13,049Jan-11 SPX 21-May-11 1225 P 970Jan-11 SPX 21-May-11 1250 C 1,212
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 21-May-11 1250 P 8,676Jan-11 SPX 21-May-11 1275 C 1,033Jan-11 SPX 21-May-11 1275 P 6,343Jan-11 SPX 21-May-11 1300 C 4,499Jan-11 SPX 21-May-11 1300 P 1,261Jan-11 SPX 21-May-11 1325 C 2,002Jan-11 SPX 21-May-11 1350 C 2,246Jan-11 SPX 21-May-11 1375 C 996Jan-11 SPX 21-May-11 1400 C 2,108Jan-11 SPX 21-May-11 1425 C 1,105Jan-11 SPX 21-May-11 1450 C 500Jan-11 SPX 21-May-11 1700 P 40Jan-11 SPX 18-Jun-11 100 P 601Jan-11 SPX 18-Jun-11 225 P 5Jan-11 SPX 18-Jun-11 250 C 70Jan-11 SPX 18-Jun-11 250 P 120Jan-11 SPX 18-Jun-11 325 P 125Jan-11 SPX 18-Jun-11 375 P 153Jan-11 SPX 18-Jun-11 400 P 118Jan-11 SPX 18-Jun-11 425 P 175Jan-11 SPX 18-Jun-11 500 C 5,250Jan-11 SPX 18-Jun-11 500 P 5,626Jan-11 SPX 18-Jun-11 600 P 10,881Jan-11 SPX 18-Jun-11 625 P 3,100Jan-11 SPX 18-Jun-11 650 P 3,431Jan-11 SPX 18-Jun-11 700 P 958Jan-11 SPX 18-Jun-11 725 P 200Jan-11 SPX 18-Jun-11 750 P 64Jan-11 SPX 18-Jun-11 775 P 37Jan-11 SPX 18-Jun-11 800 P 4,030Jan-11 SPX 18-Jun-11 825 P 146Jan-11 SPX 18-Jun-11 850 P 14,503Jan-11 SPX 18-Jun-11 875 P 27Jan-11 SPX 18-Jun-11 900 P 11,370Jan-11 SPX 18-Jun-11 925 P 2,892Jan-11 SPX 18-Jun-11 950 P 4,542Jan-11 SPX 18-Jun-11 975 P 1,249Jan-11 SPX 18-Jun-11 1000 C 4Jan-11 SPX 18-Jun-11 1000 P 13,057Jan-11 SPX 18-Jun-11 1025 C 1Jan-11 SPX 18-Jun-11 1025 P 2,373Jan-11 SPX 18-Jun-11 1050 C 65Jan-11 SPX 18-Jun-11 1050 P 19,066Jan-11 SPX 18-Jun-11 1060 P 2,510Jan-11 SPX 18-Jun-11 1075 C 82Jan-11 SPX 18-Jun-11 1075 P 5,192Jan-11 SPX 18-Jun-11 1100 C 17Jan-11 SPX 18-Jun-11 1100 P 54,188
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 18-Jun-11 1120 P 1,705Jan-11 SPX 18-Jun-11 1125 C 8Jan-11 SPX 18-Jun-11 1125 P 15,496Jan-11 SPX 18-Jun-11 1150 C 119Jan-11 SPX 18-Jun-11 1150 P 40,500Jan-11 SPX 18-Jun-11 1175 C 1,247Jan-11 SPX 18-Jun-11 1175 P 5,178Jan-11 SPX 18-Jun-11 1190 C 642Jan-11 SPX 18-Jun-11 1190 P 340Jan-11 SPX 18-Jun-11 1200 C 2,296Jan-11 SPX 18-Jun-11 1200 P 52,865Jan-11 SPX 18-Jun-11 1225 C 271Jan-11 SPX 18-Jun-11 1225 P 9,424Jan-11 SPX 18-Jun-11 1250 C 15,153Jan-11 SPX 18-Jun-11 1250 P 45,925Jan-11 SPX 18-Jun-11 1275 C 14,604Jan-11 SPX 18-Jun-11 1275 P 21,520Jan-11 SPX 18-Jun-11 1300 C 24,307Jan-11 SPX 18-Jun-11 1300 P 6,956Jan-11 SPX 18-Jun-11 1325 C 6,390Jan-11 SPX 18-Jun-11 1325 P 643Jan-11 SPX 18-Jun-11 1350 C 35,510Jan-11 SPX 18-Jun-11 1350 P 15Jan-11 SPX 18-Jun-11 1365 C 8,428Jan-11 SPX 18-Jun-11 1375 C 12,355Jan-11 SPX 18-Jun-11 1375 P 842Jan-11 SPX 18-Jun-11 1400 C 54,905Jan-11 SPX 18-Jun-11 1400 P 1,156Jan-11 SPX 18-Jun-11 1425 C 3,806Jan-11 SPX 18-Jun-11 1450 C 17,771Jan-11 SPX 18-Jun-11 1475 C 5,003Jan-11 SPX 18-Jun-11 1500 C 10,698Jan-11 SPX 18-Jun-11 1500 P 5,252Jan-11 SPX 18-Jun-11 1550 C 1,750Jan-11 SPX 18-Jun-11 1550 P 6Jan-11 SPX 18-Jun-11 1600 C 113Jan-11 SPX 18-Jun-11 1650 C 28Jan-11 SPX 18-Jun-11 1700 P 50Jan-11 SPX 18-Jun-11 2000 P 170Jan-11 SPX 18-Jun-11 2250 C 70Jan-11 SPX 18-Jun-11 2250 P 310Jan-11 SPX 18-Jun-11 2500 P 352Jan-11 SPX 18-Jun-11 3000 P 30Jan-11 SPX 17-Sep-11 200 P 15Jan-11 SPX 17-Sep-11 400 P 32Jan-11 SPX 17-Sep-11 500 C 2,000Jan-11 SPX 17-Sep-11 500 P 2,101Jan-11 SPX 17-Sep-11 550 P 7
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 17-Sep-11 600 P 86Jan-11 SPX 17-Sep-11 625 P 1Jan-11 SPX 17-Sep-11 650 P 15Jan-11 SPX 17-Sep-11 675 P 20Jan-11 SPX 17-Sep-11 700 P 27Jan-11 SPX 17-Sep-11 725 P 560Jan-11 SPX 17-Sep-11 750 P 35Jan-11 SPX 17-Sep-11 775 P 13Jan-11 SPX 17-Sep-11 800 P 3,175Jan-11 SPX 17-Sep-11 825 P 20Jan-11 SPX 17-Sep-11 850 P 1,001Jan-11 SPX 17-Sep-11 875 P 6Jan-11 SPX 17-Sep-11 900 P 3,767Jan-11 SPX 17-Sep-11 950 P 3,909Jan-11 SPX 17-Sep-11 975 P 667Jan-11 SPX 17-Sep-11 1000 C 100Jan-11 SPX 17-Sep-11 1000 P 7,814Jan-11 SPX 17-Sep-11 1025 P 49Jan-11 SPX 17-Sep-11 1050 P 10,601Jan-11 SPX 17-Sep-11 1075 P 1,516Jan-11 SPX 17-Sep-11 1100 C 2Jan-11 SPX 17-Sep-11 1100 P 16,792Jan-11 SPX 17-Sep-11 1125 P 2,606Jan-11 SPX 17-Sep-11 1150 C 801Jan-11 SPX 17-Sep-11 1150 P 8,568Jan-11 SPX 17-Sep-11 1175 C 201Jan-11 SPX 17-Sep-11 1175 P 9,642Jan-11 SPX 17-Sep-11 1200 C 27Jan-11 SPX 17-Sep-11 1200 P 12,791Jan-11 SPX 17-Sep-11 1225 C 301Jan-11 SPX 17-Sep-11 1225 P 3,952Jan-11 SPX 17-Sep-11 1250 C 33,050Jan-11 SPX 17-Sep-11 1250 P 39,346Jan-11 SPX 17-Sep-11 1275 C 6,984Jan-11 SPX 17-Sep-11 1275 P 7,657Jan-11 SPX 17-Sep-11 1300 C 52,029Jan-11 SPX 17-Sep-11 1300 P 5,729Jan-11 SPX 17-Sep-11 1325 C 7,553Jan-11 SPX 17-Sep-11 1350 C 7,562Jan-11 SPX 17-Sep-11 1350 P 2,100Jan-11 SPX 17-Sep-11 1375 C 2,651Jan-11 SPX 17-Sep-11 1400 C 13,751Jan-11 SPX 17-Sep-11 1400 P 2Jan-11 SPX 17-Sep-11 1425 C 2,300Jan-11 SPX 17-Sep-11 1425 P 500Jan-11 SPX 17-Sep-11 1450 C 4,079Jan-11 SPX 17-Sep-11 1475 C 10Jan-11 SPX 17-Sep-11 1500 C 3,226
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 17-Sep-11 1500 P 2,000Jan-11 SPX 17-Sep-11 1525 C 420Jan-11 SPX 17-Sep-11 1550 C 40Jan-11 SPX 17-Sep-11 1600 C 2,300Jan-11 SPX 17-Sep-11 3000 P 180Jan-11 SPX 17-Dec-11 100 P 2,134Jan-11 SPX 17-Dec-11 150 P 83Jan-11 SPX 17-Dec-11 200 P 1,144Jan-11 SPX 17-Dec-11 225 P 589Jan-11 SPX 17-Dec-11 250 P 8,103Jan-11 SPX 17-Dec-11 275 P 12,284Jan-11 SPX 17-Dec-11 280 P 888Jan-11 SPX 17-Dec-11 300 P 2,922Jan-11 SPX 17-Dec-11 325 P 589Jan-11 SPX 17-Dec-11 350 P 277Jan-11 SPX 17-Dec-11 375 P 2Jan-11 SPX 17-Dec-11 400 C 10Jan-11 SPX 17-Dec-11 400 P 22,554Jan-11 SPX 17-Dec-11 425 P 42Jan-11 SPX 17-Dec-11 450 P 231Jan-11 SPX 17-Dec-11 500 C 380Jan-11 SPX 17-Dec-11 500 P 386Jan-11 SPX 17-Dec-11 525 P 5,553Jan-11 SPX 17-Dec-11 550 P 7,587Jan-11 SPX 17-Dec-11 575 P 5,962Jan-11 SPX 17-Dec-11 600 P 1,816Jan-11 SPX 17-Dec-11 650 P 5,316Jan-11 SPX 17-Dec-11 700 C 1Jan-11 SPX 17-Dec-11 700 P 704Jan-11 SPX 17-Dec-11 725 P 10Jan-11 SPX 17-Dec-11 750 P 1,496Jan-11 SPX 17-Dec-11 775 C 4Jan-11 SPX 17-Dec-11 775 P 3,772Jan-11 SPX 17-Dec-11 800 P 3,869Jan-11 SPX 17-Dec-11 825 P 533Jan-11 SPX 17-Dec-11 850 C 1Jan-11 SPX 17-Dec-11 850 P 11,726Jan-11 SPX 17-Dec-11 875 P 15Jan-11 SPX 17-Dec-11 900 C 38Jan-11 SPX 17-Dec-11 900 P 18,151Jan-11 SPX 17-Dec-11 925 P 454Jan-11 SPX 17-Dec-11 950 C 11Jan-11 SPX 17-Dec-11 950 P 8,315Jan-11 SPX 17-Dec-11 975 C 7Jan-11 SPX 17-Dec-11 975 P 6Jan-11 SPX 17-Dec-11 1000 C 3Jan-11 SPX 17-Dec-11 1000 P 18,816Jan-11 SPX 17-Dec-11 1025 C 155
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 17-Dec-11 1025 P 3,783Jan-11 SPX 17-Dec-11 1050 C 30Jan-11 SPX 17-Dec-11 1050 P 16,372Jan-11 SPX 17-Dec-11 1075 C 55Jan-11 SPX 17-Dec-11 1075 P 5,206Jan-11 SPX 17-Dec-11 1100 C 344Jan-11 SPX 17-Dec-11 1100 P 61,153Jan-11 SPX 17-Dec-11 1125 C 125Jan-11 SPX 17-Dec-11 1125 P 10,492Jan-11 SPX 17-Dec-11 1150 C 103Jan-11 SPX 17-Dec-11 1150 P 15,637Jan-11 SPX 17-Dec-11 1175 C 510Jan-11 SPX 17-Dec-11 1175 P 12,835Jan-11 SPX 17-Dec-11 1180 P 77Jan-11 SPX 17-Dec-11 1200 C 4,689Jan-11 SPX 17-Dec-11 1200 P 22,019Jan-11 SPX 17-Dec-11 1225 C 400Jan-11 SPX 17-Dec-11 1225 P 2,452Jan-11 SPX 17-Dec-11 1250 C 25,150Jan-11 SPX 17-Dec-11 1250 P 31,213Jan-11 SPX 17-Dec-11 1275 C 20,393Jan-11 SPX 17-Dec-11 1275 P 17,923Jan-11 SPX 17-Dec-11 1300 C 38,591Jan-11 SPX 17-Dec-11 1300 P 5,274Jan-11 SPX 17-Dec-11 1325 C 13,148Jan-11 SPX 17-Dec-11 1325 P 715Jan-11 SPX 17-Dec-11 1350 C 19,388Jan-11 SPX 17-Dec-11 1350 P 2,251Jan-11 SPX 17-Dec-11 1375 C 5,678Jan-11 SPX 17-Dec-11 1375 P 9Jan-11 SPX 17-Dec-11 1400 C 72,362Jan-11 SPX 17-Dec-11 1400 P 4,037Jan-11 SPX 17-Dec-11 1425 C 12,250Jan-11 SPX 17-Dec-11 1425 P 5Jan-11 SPX 17-Dec-11 1450 C 18,219Jan-11 SPX 17-Dec-11 1450 P 16Jan-11 SPX 17-Dec-11 1475 C 6,608Jan-11 SPX 17-Dec-11 1475 P 505Jan-11 SPX 17-Dec-11 1500 C 22,312Jan-11 SPX 17-Dec-11 1500 P 366Jan-11 SPX 17-Dec-11 1550 C 145Jan-11 SPX 17-Dec-11 1600 C 6,052Jan-11 SPX 17-Dec-11 1600 P 9Jan-11 SPX 17-Dec-11 1700 C 1Jan-11 SPX 17-Dec-11 2000 P 10Jan-11 SPX 17-Dec-11 2250 P 10Jan-11 SPX 17-Dec-11 2500 P 545Jan-11 SPX 17-Dec-11 3000 P 365
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 16-Jun-12 100 C 1Jan-11 SPX 16-Jun-12 100 P 100Jan-11 SPX 16-Jun-12 300 P 2Jan-11 SPX 16-Jun-12 450 P 2Jan-11 SPX 16-Jun-12 600 P 5,600Jan-11 SPX 16-Jun-12 650 P 5Jan-11 SPX 16-Jun-12 700 P 1Jan-11 SPX 16-Jun-12 800 P 2,800Jan-11 SPX 16-Jun-12 850 P 4Jan-11 SPX 16-Jun-12 875 P 428Jan-11 SPX 16-Jun-12 900 P 2,514Jan-11 SPX 16-Jun-12 925 P 60Jan-11 SPX 16-Jun-12 975 P 50Jan-11 SPX 16-Jun-12 1000 P 1,512Jan-11 SPX 16-Jun-12 1025 P 150Jan-11 SPX 16-Jun-12 1050 P 43Jan-11 SPX 16-Jun-12 1075 P 530Jan-11 SPX 16-Jun-12 1100 P 521Jan-11 SPX 16-Jun-12 1125 C 130Jan-11 SPX 16-Jun-12 1125 P 132Jan-11 SPX 16-Jun-12 1150 P 3,552Jan-11 SPX 16-Jun-12 1175 C 1Jan-11 SPX 16-Jun-12 1175 P 1,104Jan-11 SPX 16-Jun-12 1200 P 762Jan-11 SPX 16-Jun-12 1250 C 501Jan-11 SPX 16-Jun-12 1250 P 5Jan-11 SPX 16-Jun-12 1275 C 1,920Jan-11 SPX 16-Jun-12 1275 P 2,671Jan-11 SPX 16-Jun-12 1300 C 6,834Jan-11 SPX 16-Jun-12 1300 P 4,881Jan-11 SPX 16-Jun-12 1350 C 410Jan-11 SPX 16-Jun-12 1350 P 1Jan-11 SPX 16-Jun-12 1375 C 3,325Jan-11 SPX 16-Jun-12 1400 C 2,750Jan-11 SPX 16-Jun-12 1450 C 22Jan-11 SPX 16-Jun-12 1475 C 15Jan-11 SPX 16-Jun-12 1500 C 2,624Jan-11 SPX 16-Jun-12 1550 C 17Jan-11 SPX 16-Jun-12 1600 C 1,512Jan-11 SPX 16-Jun-12 1700 C 1,500Jan-11 SPX 16-Jun-12 1900 C 26Jan-11 SPX 16-Jun-12 2500 P 1Jan-11 SPX 16-Jun-12 3000 P 1Jan-11 SPX 22-Dec-12 100 P 1,269Jan-11 SPX 22-Dec-12 200 P 955Jan-11 SPX 22-Dec-12 250 P 783Jan-11 SPX 22-Dec-12 300 P 44Jan-11 SPX 22-Dec-12 400 P 815
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 22-Dec-12 450 P 300Jan-11 SPX 22-Dec-12 500 P 16Jan-11 SPX 22-Dec-12 550 P 2Jan-11 SPX 22-Dec-12 600 P 6,264Jan-11 SPX 22-Dec-12 650 P 36Jan-11 SPX 22-Dec-12 700 P 9Jan-11 SPX 22-Dec-12 750 P 15Jan-11 SPX 22-Dec-12 800 P 2,182Jan-11 SPX 22-Dec-12 850 P 4,002Jan-11 SPX 22-Dec-12 875 P 1Jan-11 SPX 22-Dec-12 900 P 6,094Jan-11 SPX 22-Dec-12 925 P 2Jan-11 SPX 22-Dec-12 950 C 3Jan-11 SPX 22-Dec-12 950 P 9,069Jan-11 SPX 22-Dec-12 975 C 2Jan-11 SPX 22-Dec-12 975 P 2Jan-11 SPX 22-Dec-12 1000 C 5Jan-11 SPX 22-Dec-12 1000 P 6,793Jan-11 SPX 22-Dec-12 1050 C 450Jan-11 SPX 22-Dec-12 1050 P 1Jan-11 SPX 22-Dec-12 1075 P 400Jan-11 SPX 22-Dec-12 1100 C 600Jan-11 SPX 22-Dec-12 1100 P 4,675Jan-11 SPX 22-Dec-12 1150 C 3Jan-11 SPX 22-Dec-12 1150 P 11,075Jan-11 SPX 22-Dec-12 1175 C 1Jan-11 SPX 22-Dec-12 1200 C 1,258Jan-11 SPX 22-Dec-12 1200 P 2,087Jan-11 SPX 22-Dec-12 1250 C 12,129Jan-11 SPX 22-Dec-12 1250 P 4,503Jan-11 SPX 22-Dec-12 1275 C 3,450Jan-11 SPX 22-Dec-12 1275 P 5,650Jan-11 SPX 22-Dec-12 1300 C 9,682Jan-11 SPX 22-Dec-12 1300 P 2,680Jan-11 SPX 22-Dec-12 1350 C 4,445Jan-11 SPX 22-Dec-12 1350 P 275Jan-11 SPX 22-Dec-12 1400 C 8,304Jan-11 SPX 22-Dec-12 1400 P 552Jan-11 SPX 22-Dec-12 1450 C 3,680Jan-11 SPX 22-Dec-12 1500 C 1,828Jan-11 SPX 22-Dec-12 1550 C 2,200Jan-11 SPX 22-Dec-12 1600 C 13,800Jan-11 SPX 22-Dec-12 1700 C 7,800Jan-11 SPX 22-Dec-12 1700 P 76Jan-11 SPX 22-Dec-12 1800 C 7,803Jan-11 SPX 22-Dec-12 1900 C 3,902Jan-11 SPX 22-Dec-12 1900 P 2Jan-11 SPX 22-Dec-12 2000 C 3,860
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 22-Dec-12 2000 P 32Jan-11 SPX 22-Dec-12 2250 C 20Jan-11 SPX 22-Dec-12 2250 P 3Jan-11 SPX 22-Dec-12 2500 C 356Jan-11 SPX 22-Dec-12 2500 P 123Jan-11 SPX 22-Dec-12 3000 P 1Jan-11 SPX 21-Dec-13 100 C 1,727Jan-11 SPX 21-Dec-13 200 C 1,000Jan-11 SPX 21-Dec-13 200 P 32Jan-11 SPX 21-Dec-13 250 P 370Jan-11 SPX 21-Dec-13 300 P 1,458Jan-11 SPX 21-Dec-13 500 P 76Jan-11 SPX 21-Dec-13 550 P 27Jan-11 SPX 21-Dec-13 600 P 125Jan-11 SPX 21-Dec-13 700 P 4Jan-11 SPX 21-Dec-13 750 P 1Jan-11 SPX 21-Dec-13 800 P 202Jan-11 SPX 21-Dec-13 850 C 2Jan-11 SPX 21-Dec-13 850 P 4,005Jan-11 SPX 21-Dec-13 900 C 6Jan-11 SPX 21-Dec-13 900 P 4Jan-11 SPX 21-Dec-13 950 P 1Jan-11 SPX 21-Dec-13 975 P 3Jan-11 SPX 21-Dec-13 1000 C 14Jan-11 SPX 21-Dec-13 1000 P 525Jan-11 SPX 21-Dec-13 1050 C 8Jan-11 SPX 21-Dec-13 1050 P 8Jan-11 SPX 21-Dec-13 1100 C 5Jan-11 SPX 21-Dec-13 1100 P 3,005Jan-11 SPX 21-Dec-13 1125 P 2,000Jan-11 SPX 21-Dec-13 1200 C 350Jan-11 SPX 21-Dec-13 1200 P 350Jan-11 SPX 21-Dec-13 1250 C 2,000Jan-11 SPX 21-Dec-13 1250 P 2,001Jan-11 SPX 21-Dec-13 1275 C 350Jan-11 SPX 21-Dec-13 1275 P 451Jan-11 SPX 21-Dec-13 1300 C 2Jan-11 SPX 21-Dec-13 1300 P 507Jan-11 SPX 21-Dec-13 1325 P 2Jan-11 SPX 21-Dec-13 1375 C 140Jan-11 SPX 21-Dec-13 1375 P 100Jan-11 SPX 21-Dec-13 1400 C 411Jan-11 SPX 21-Dec-13 1500 C 360Jan-11 SPX 21-Dec-13 1500 P 30Jan-11 SPX 21-Dec-13 1600 C 207Jan-11 SPX 21-Dec-13 1700 C 100Jan-11 SPX 21-Dec-13 1700 P 2Jan-11 SPX 21-Dec-13 1800 C 2,101
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPX 21-Dec-13 1900 C 200Jan-11 SPX 21-Dec-13 1900 P 2Jan-11 SPX 21-Dec-13 2000 C 879Jan-11 SPX 21-Dec-13 2000 P 152Jan-11 SPX 21-Dec-13 2250 C 1,978Jan-11 SPX 21-Dec-13 2250 P 253Jan-11 SPX 21-Dec-13 2500 C 35Jan-11 SPX 21-Dec-13 2500 P 797Jan-11 SPX 21-Dec-13 3000 P 776Jan-11 SPXW 07-Jan-11 1050 C 3Jan-11 SPXW 07-Jan-11 1075 C 3Jan-11 SPXW 07-Jan-11 1075 P 20Jan-11 SPXW 07-Jan-11 1100 C 1Jan-11 SPXW 07-Jan-11 1100 P 1,121Jan-11 SPXW 07-Jan-11 1125 C 1Jan-11 SPXW 07-Jan-11 1125 P 1,993Jan-11 SPXW 07-Jan-11 1150 C 35Jan-11 SPXW 07-Jan-11 1150 P 7,542Jan-11 SPXW 07-Jan-11 1175 C 18Jan-11 SPXW 07-Jan-11 1175 P 6,444Jan-11 SPXW 07-Jan-11 1200 C 52Jan-11 SPXW 07-Jan-11 1200 P 14,453Jan-11 SPXW 07-Jan-11 1205 C 8Jan-11 SPXW 07-Jan-11 1205 P 875Jan-11 SPXW 07-Jan-11 1210 C 1Jan-11 SPXW 07-Jan-11 1210 P 1,070Jan-11 SPXW 07-Jan-11 1215 C 12Jan-11 SPXW 07-Jan-11 1215 P 1,596Jan-11 SPXW 07-Jan-11 1220 C 38Jan-11 SPXW 07-Jan-11 1220 P 1,289Jan-11 SPXW 07-Jan-11 1225 C 14Jan-11 SPXW 07-Jan-11 1225 P 5,197Jan-11 SPXW 07-Jan-11 1230 C 44Jan-11 SPXW 07-Jan-11 1230 P 3,172Jan-11 SPXW 07-Jan-11 1235 C 13Jan-11 SPXW 07-Jan-11 1235 P 2,638Jan-11 SPXW 07-Jan-11 1240 C 27Jan-11 SPXW 07-Jan-11 1240 P 5,381Jan-11 SPXW 07-Jan-11 1245 P 6,726Jan-11 SPXW 07-Jan-11 1250 C 303Jan-11 SPXW 07-Jan-11 1250 P 8,168Jan-11 SPXW 07-Jan-11 1255 C 119Jan-11 SPXW 07-Jan-11 1255 P 4,151Jan-11 SPXW 07-Jan-11 1260 C 1,397Jan-11 SPXW 07-Jan-11 1260 P 10,448Jan-11 SPXW 07-Jan-11 1265 C 848Jan-11 SPXW 07-Jan-11 1265 P 6,114Jan-11 SPXW 07-Jan-11 1270 C 3,559
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPXW 07-Jan-11 1270 P 2,824Jan-11 SPXW 07-Jan-11 1275 C 4,068Jan-11 SPXW 07-Jan-11 1275 P 1,199Jan-11 SPXW 07-Jan-11 1280 C 7,027Jan-11 SPXW 07-Jan-11 1280 P 762Jan-11 SPXW 07-Jan-11 1285 C 8,856Jan-11 SPXW 07-Jan-11 1285 P 106Jan-11 SPXW 07-Jan-11 1290 C 6,082Jan-11 SPXW 07-Jan-11 1290 P 8Jan-11 SPXW 07-Jan-11 1295 C 6,852Jan-11 SPXW 07-Jan-11 1295 P 19Jan-11 SPXW 07-Jan-11 1300 C 13,559Jan-11 SPXW 07-Jan-11 1300 P 15Jan-11 SPXW 07-Jan-11 1315 C 9,367Jan-11 SPXW 07-Jan-11 1315 P 1Jan-11 SPXW 07-Jan-11 1325 C 3,657Jan-11 SPXW 07-Jan-11 1325 P 1Jan-11 SPXW 07-Jan-11 1350 C 1,422Jan-11 SPXW 07-Jan-11 1375 C 2,149Jan-11 SPXW 07-Jan-11 1375 P 3Jan-11 SPXW 14-Jan-11 1050 C 10Jan-11 SPXW 14-Jan-11 1050 P 7,663Jan-11 SPXW 14-Jan-11 1075 P 4,954Jan-11 SPXW 14-Jan-11 1100 C 1Jan-11 SPXW 14-Jan-11 1100 P 4,115Jan-11 SPXW 14-Jan-11 1125 C 2Jan-11 SPXW 14-Jan-11 1125 P 8,773Jan-11 SPXW 14-Jan-11 1150 C 1Jan-11 SPXW 14-Jan-11 1150 P 7,773Jan-11 SPXW 14-Jan-11 1175 C 10Jan-11 SPXW 14-Jan-11 1175 P 5,687Jan-11 SPXW 14-Jan-11 1200 C 20Jan-11 SPXW 14-Jan-11 1200 P 11,467Jan-11 SPXW 14-Jan-11 1215 C 1Jan-11 SPXW 14-Jan-11 1215 P 2,243Jan-11 SPXW 14-Jan-11 1220 C 2Jan-11 SPXW 14-Jan-11 1220 P 2,076Jan-11 SPXW 14-Jan-11 1225 C 10Jan-11 SPXW 14-Jan-11 1225 P 7,169Jan-11 SPXW 14-Jan-11 1230 C 21Jan-11 SPXW 14-Jan-11 1230 P 3,475Jan-11 SPXW 14-Jan-11 1235 C 7Jan-11 SPXW 14-Jan-11 1235 P 8,924Jan-11 SPXW 14-Jan-11 1240 C 1Jan-11 SPXW 14-Jan-11 1240 P 4,327Jan-11 SPXW 14-Jan-11 1245 C 173Jan-11 SPXW 14-Jan-11 1245 P 2,403Jan-11 SPXW 14-Jan-11 1250 C 42
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPXW 14-Jan-11 1250 P 6,421Jan-11 SPXW 14-Jan-11 1255 C 69Jan-11 SPXW 14-Jan-11 1255 P 2,576Jan-11 SPXW 14-Jan-11 1260 C 73Jan-11 SPXW 14-Jan-11 1260 P 4,891Jan-11 SPXW 14-Jan-11 1265 C 372Jan-11 SPXW 14-Jan-11 1265 P 8,816Jan-11 SPXW 14-Jan-11 1270 C 668Jan-11 SPXW 14-Jan-11 1270 P 4,718Jan-11 SPXW 14-Jan-11 1275 C 1,126Jan-11 SPXW 14-Jan-11 1275 P 6,612Jan-11 SPXW 14-Jan-11 1280 C 4,035Jan-11 SPXW 14-Jan-11 1280 P 3,454Jan-11 SPXW 14-Jan-11 1285 C 3,582Jan-11 SPXW 14-Jan-11 1285 P 2,293Jan-11 SPXW 14-Jan-11 1290 C 12,981Jan-11 SPXW 14-Jan-11 1290 P 1,231Jan-11 SPXW 14-Jan-11 1295 C 7,949Jan-11 SPXW 14-Jan-11 1295 P 205Jan-11 SPXW 14-Jan-11 1300 C 17,124Jan-11 SPXW 14-Jan-11 1300 P 29Jan-11 SPXW 14-Jan-11 1305 C 15,430Jan-11 SPXW 14-Jan-11 1305 P 13Jan-11 SPXW 14-Jan-11 1310 C 9,774Jan-11 SPXW 14-Jan-11 1310 P 2Jan-11 SPXW 14-Jan-11 1315 C 9,670Jan-11 SPXW 14-Jan-11 1315 P 4Jan-11 SPXW 14-Jan-11 1320 C 1,628Jan-11 SPXW 14-Jan-11 1325 C 2,823Jan-11 SPXW 14-Jan-11 1325 P 1Jan-11 SPXW 14-Jan-11 1350 C 4,163Jan-11 SPXW 14-Jan-11 1350 P 2Jan-11 SPXW 14-Jan-11 1375 C 2,270Jan-11 SPXW 14-Jan-11 1375 P 2Jan-11 SPXW 28-Jan-11 1075 C 163Jan-11 SPXW 28-Jan-11 1075 P 18,646Jan-11 SPXW 28-Jan-11 1100 C 113Jan-11 SPXW 28-Jan-11 1100 P 7,983Jan-11 SPXW 28-Jan-11 1125 C 253Jan-11 SPXW 28-Jan-11 1125 P 11,011Jan-11 SPXW 28-Jan-11 1150 C 201Jan-11 SPXW 28-Jan-11 1150 P 13,100Jan-11 SPXW 28-Jan-11 1175 C 77Jan-11 SPXW 28-Jan-11 1175 P 6,656Jan-11 SPXW 28-Jan-11 1200 C 141Jan-11 SPXW 28-Jan-11 1200 P 20,947Jan-11 SPXW 28-Jan-11 1225 C 47Jan-11 SPXW 28-Jan-11 1225 P 10,882
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPXW 28-Jan-11 1230 C 73Jan-11 SPXW 28-Jan-11 1230 P 1,729Jan-11 SPXW 28-Jan-11 1235 C 44Jan-11 SPXW 28-Jan-11 1235 P 3,105Jan-11 SPXW 28-Jan-11 1240 C 42Jan-11 SPXW 28-Jan-11 1240 P 13,844Jan-11 SPXW 28-Jan-11 1245 C 113Jan-11 SPXW 28-Jan-11 1245 P 4,809Jan-11 SPXW 28-Jan-11 1250 C 50Jan-11 SPXW 28-Jan-11 1250 P 10,593Jan-11 SPXW 28-Jan-11 1255 C 119Jan-11 SPXW 28-Jan-11 1255 P 3,254Jan-11 SPXW 28-Jan-11 1260 C 104Jan-11 SPXW 28-Jan-11 1260 P 24,506Jan-11 SPXW 28-Jan-11 1265 C 77Jan-11 SPXW 28-Jan-11 1265 P 6,455Jan-11 SPXW 28-Jan-11 1270 C 218Jan-11 SPXW 28-Jan-11 1270 P 9,416Jan-11 SPXW 28-Jan-11 1275 C 971Jan-11 SPXW 28-Jan-11 1275 P 10,330Jan-11 SPXW 28-Jan-11 1280 C 3,047Jan-11 SPXW 28-Jan-11 1280 P 22,561Jan-11 SPXW 28-Jan-11 1285 C 3,996Jan-11 SPXW 28-Jan-11 1285 P 3,882Jan-11 SPXW 28-Jan-11 1290 C 2,460Jan-11 SPXW 28-Jan-11 1290 P 7,682Jan-11 SPXW 28-Jan-11 1295 C 2,814Jan-11 SPXW 28-Jan-11 1295 P 939Jan-11 SPXW 28-Jan-11 1300 C 3,839Jan-11 SPXW 28-Jan-11 1300 P 688Jan-11 SPXW 28-Jan-11 1305 C 6,191Jan-11 SPXW 28-Jan-11 1305 P 91Jan-11 SPXW 28-Jan-11 1310 C 6,474Jan-11 SPXW 28-Jan-11 1310 P 121Jan-11 SPXW 28-Jan-11 1315 C 6,626Jan-11 SPXW 28-Jan-11 1315 P 104Jan-11 SPXW 28-Jan-11 1320 C 8,077Jan-11 SPXW 28-Jan-11 1320 P 125Jan-11 SPXW 28-Jan-11 1325 C 11,453Jan-11 SPXW 28-Jan-11 1325 P 86Jan-11 SPXW 28-Jan-11 1330 C 6,664Jan-11 SPXW 28-Jan-11 1330 P 8Jan-11 SPXW 28-Jan-11 1335 C 5,947Jan-11 SPXW 28-Jan-11 1340 C 1,197Jan-11 SPXW 28-Jan-11 1340 P 11Jan-11 SPXW 28-Jan-11 1345 C 1,185Jan-11 SPXW 28-Jan-11 1350 C 6,536Jan-11 SPXW 28-Jan-11 1375 C 3,666
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPXW 28-Jan-11 1375 P 22Jan-11 SPXW 28-Jan-11 1400 C 198Jan-11 SPXW 28-Jan-11 1400 P 11Jan-11 SPXW 04-Feb-11 1075 P 13,756Jan-11 SPXW 04-Feb-11 1100 C 33Jan-11 SPXW 04-Feb-11 1100 P 9,877Jan-11 SPXW 04-Feb-11 1125 P 12,053Jan-11 SPXW 04-Feb-11 1150 C 33Jan-11 SPXW 04-Feb-11 1150 P 7,934Jan-11 SPXW 04-Feb-11 1175 C 44Jan-11 SPXW 04-Feb-11 1175 P 4,565Jan-11 SPXW 04-Feb-11 1200 C 2Jan-11 SPXW 04-Feb-11 1200 P 6,495Jan-11 SPXW 04-Feb-11 1215 P 42Jan-11 SPXW 04-Feb-11 1220 P 134Jan-11 SPXW 04-Feb-11 1225 C 6Jan-11 SPXW 04-Feb-11 1225 P 6,902Jan-11 SPXW 04-Feb-11 1230 C 2Jan-11 SPXW 04-Feb-11 1230 P 1,533Jan-11 SPXW 04-Feb-11 1235 C 26Jan-11 SPXW 04-Feb-11 1235 P 2,056Jan-11 SPXW 04-Feb-11 1240 C 51Jan-11 SPXW 04-Feb-11 1240 P 3,417Jan-11 SPXW 04-Feb-11 1245 C 28Jan-11 SPXW 04-Feb-11 1245 P 17,143Jan-11 SPXW 04-Feb-11 1250 C 36Jan-11 SPXW 04-Feb-11 1250 P 5,133Jan-11 SPXW 04-Feb-11 1255 C 10Jan-11 SPXW 04-Feb-11 1255 P 1,119Jan-11 SPXW 04-Feb-11 1260 C 23Jan-11 SPXW 04-Feb-11 1260 P 27,995Jan-11 SPXW 04-Feb-11 1265 C 32Jan-11 SPXW 04-Feb-11 1265 P 2,972Jan-11 SPXW 04-Feb-11 1270 C 113Jan-11 SPXW 04-Feb-11 1270 P 15,241Jan-11 SPXW 04-Feb-11 1275 C 146Jan-11 SPXW 04-Feb-11 1275 P 5,726Jan-11 SPXW 04-Feb-11 1280 C 189Jan-11 SPXW 04-Feb-11 1280 P 2,421Jan-11 SPXW 04-Feb-11 1285 C 253Jan-11 SPXW 04-Feb-11 1285 P 623Jan-11 SPXW 04-Feb-11 1290 C 605Jan-11 SPXW 04-Feb-11 1290 P 2,319Jan-11 SPXW 04-Feb-11 1295 C 1,087Jan-11 SPXW 04-Feb-11 1295 P 289Jan-11 SPXW 04-Feb-11 1300 C 1,880Jan-11 SPXW 04-Feb-11 1300 P 3,041Jan-11 SPXW 04-Feb-11 1305 C 2,782
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jan-11 SPXW 04-Feb-11 1305 P 5Jan-11 SPXW 04-Feb-11 1310 C 3,165Jan-11 SPXW 04-Feb-11 1310 P 34Jan-11 SPXW 04-Feb-11 1315 C 5,252Jan-11 SPXW 04-Feb-11 1320 C 2,393Jan-11 SPXW 04-Feb-11 1320 P 21Jan-11 SPXW 04-Feb-11 1325 C 5,537Jan-11 SPXW 04-Feb-11 1325 P 1Jan-11 SPXW 04-Feb-11 1330 C 843Jan-11 SPXW 04-Feb-11 1330 P 37Jan-11 SPXW 04-Feb-11 1335 C 2,349Jan-11 SPXW 04-Feb-11 1335 P 28Jan-11 SPXW 04-Feb-11 1340 C 1,869Jan-11 SPXW 04-Feb-11 1340 P 6Jan-11 SPXW 04-Feb-11 1345 C 863Jan-11 SPXW 04-Feb-11 1345 P 31Jan-11 SPXW 04-Feb-11 1350 C 1,138Jan-11 SPXW 04-Feb-11 1375 C 2,831Feb-11 SPX 19-Feb-11 800 C 53Feb-11 SPX 19-Feb-11 850 C 2Feb-11 SPX 19-Feb-11 865 P 500Feb-11 SPX 19-Feb-11 870 P 100Feb-11 SPX 19-Feb-11 875 P 128Feb-11 SPX 19-Feb-11 900 C 1Feb-11 SPX 19-Feb-11 900 P 500Feb-11 SPX 19-Feb-11 920 P 11Feb-11 SPX 19-Feb-11 925 C 50Feb-11 SPX 19-Feb-11 925 P 4,247Feb-11 SPX 19-Feb-11 945 P 1Feb-11 SPX 19-Feb-11 950 C 27Feb-11 SPX 19-Feb-11 950 P 436Feb-11 SPX 19-Feb-11 955 P 50Feb-11 SPX 19-Feb-11 960 P 52Feb-11 SPX 19-Feb-11 970 P 81Feb-11 SPX 19-Feb-11 975 C 54Feb-11 SPX 19-Feb-11 975 P 462Feb-11 SPX 19-Feb-11 980 C 20,000Feb-11 SPX 19-Feb-11 980 P 75Feb-11 SPX 19-Feb-11 990 C 9Feb-11 SPX 19-Feb-11 990 P 4Feb-11 SPX 19-Feb-11 995 P 20Feb-11 SPX 19-Feb-11 1000 C 56Feb-11 SPX 19-Feb-11 1000 P 9,552Feb-11 SPX 19-Feb-11 1005 P 147Feb-11 SPX 19-Feb-11 1010 C 4Feb-11 SPX 19-Feb-11 1010 P 51Feb-11 SPX 19-Feb-11 1020 P 17Feb-11 SPX 19-Feb-11 1025 C 5
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 19-Feb-11 1025 P 13,855Feb-11 SPX 19-Feb-11 1030 C 10,000Feb-11 SPX 19-Feb-11 1030 P 531Feb-11 SPX 19-Feb-11 1040 C 8Feb-11 SPX 19-Feb-11 1040 P 19Feb-11 SPX 19-Feb-11 1045 P 101Feb-11 SPX 19-Feb-11 1050 C 502Feb-11 SPX 19-Feb-11 1050 P 7,779Feb-11 SPX 19-Feb-11 1055 P 68Feb-11 SPX 19-Feb-11 1060 C 3Feb-11 SPX 19-Feb-11 1060 P 2,183Feb-11 SPX 19-Feb-11 1065 P 64Feb-11 SPX 19-Feb-11 1070 C 2Feb-11 SPX 19-Feb-11 1070 P 163Feb-11 SPX 19-Feb-11 1075 C 103Feb-11 SPX 19-Feb-11 1075 P 8,933Feb-11 SPX 19-Feb-11 1080 C 1Feb-11 SPX 19-Feb-11 1080 P 4,885Feb-11 SPX 19-Feb-11 1085 C 6Feb-11 SPX 19-Feb-11 1085 P 1,571Feb-11 SPX 19-Feb-11 1090 C 400Feb-11 SPX 19-Feb-11 1090 P 11,004Feb-11 SPX 19-Feb-11 1095 P 1,080Feb-11 SPX 19-Feb-11 1100 C 11Feb-11 SPX 19-Feb-11 1100 P 30,477Feb-11 SPX 19-Feb-11 1105 P 655Feb-11 SPX 19-Feb-11 1110 P 663Feb-11 SPX 19-Feb-11 1115 C 1Feb-11 SPX 19-Feb-11 1115 P 3,350Feb-11 SPX 19-Feb-11 1120 C 1Feb-11 SPX 19-Feb-11 1120 P 928Feb-11 SPX 19-Feb-11 1125 C 2Feb-11 SPX 19-Feb-11 1125 P 29,094Feb-11 SPX 19-Feb-11 1130 C 3Feb-11 SPX 19-Feb-11 1130 P 1,865Feb-11 SPX 19-Feb-11 1135 C 24Feb-11 SPX 19-Feb-11 1135 P 2,037Feb-11 SPX 19-Feb-11 1140 C 24Feb-11 SPX 19-Feb-11 1140 P 6,114Feb-11 SPX 19-Feb-11 1145 P 7,451Feb-11 SPX 19-Feb-11 1150 C 53Feb-11 SPX 19-Feb-11 1150 P 60,954Feb-11 SPX 19-Feb-11 1155 C 16Feb-11 SPX 19-Feb-11 1155 P 554Feb-11 SPX 19-Feb-11 1160 C 26Feb-11 SPX 19-Feb-11 1160 P 7,635Feb-11 SPX 19-Feb-11 1165 P 1,128Feb-11 SPX 19-Feb-11 1170 C 55
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 19-Feb-11 1170 P 5,932Feb-11 SPX 19-Feb-11 1175 C 8,404Feb-11 SPX 19-Feb-11 1175 P 38,967Feb-11 SPX 19-Feb-11 1180 C 61Feb-11 SPX 19-Feb-11 1180 P 9,388Feb-11 SPX 19-Feb-11 1185 C 12Feb-11 SPX 19-Feb-11 1185 P 5,727Feb-11 SPX 19-Feb-11 1190 C 52Feb-11 SPX 19-Feb-11 1190 P 13,277Feb-11 SPX 19-Feb-11 1195 C 2Feb-11 SPX 19-Feb-11 1195 P 2,367Feb-11 SPX 19-Feb-11 1200 C 901Feb-11 SPX 19-Feb-11 1200 P 69,049Feb-11 SPX 19-Feb-11 1205 C 18Feb-11 SPX 19-Feb-11 1205 P 1,565Feb-11 SPX 19-Feb-11 1210 C 162Feb-11 SPX 19-Feb-11 1210 P 28,995Feb-11 SPX 19-Feb-11 1215 C 30Feb-11 SPX 19-Feb-11 1215 P 2,563Feb-11 SPX 19-Feb-11 1220 C 121Feb-11 SPX 19-Feb-11 1220 P 11,045Feb-11 SPX 19-Feb-11 1225 C 7,218Feb-11 SPX 19-Feb-11 1225 P 50,689Feb-11 SPX 19-Feb-11 1230 C 1,101Feb-11 SPX 19-Feb-11 1230 P 18,876Feb-11 SPX 19-Feb-11 1235 C 48Feb-11 SPX 19-Feb-11 1235 P 2,775Feb-11 SPX 19-Feb-11 1240 C 168Feb-11 SPX 19-Feb-11 1240 P 13,403Feb-11 SPX 19-Feb-11 1245 C 29Feb-11 SPX 19-Feb-11 1245 P 5,501Feb-11 SPX 19-Feb-11 1250 C 28,002Feb-11 SPX 19-Feb-11 1250 P 120,449Feb-11 SPX 19-Feb-11 1255 C 84Feb-11 SPX 19-Feb-11 1255 P 4,263Feb-11 SPX 19-Feb-11 1260 C 241Feb-11 SPX 19-Feb-11 1260 P 24,710Feb-11 SPX 19-Feb-11 1265 C 3,131Feb-11 SPX 19-Feb-11 1265 P 15,978Feb-11 SPX 19-Feb-11 1270 C 469Feb-11 SPX 19-Feb-11 1270 P 35,342Feb-11 SPX 19-Feb-11 1275 C 29,067Feb-11 SPX 19-Feb-11 1275 P 57,321Feb-11 SPX 19-Feb-11 1280 C 6,799Feb-11 SPX 19-Feb-11 1280 P 34,340Feb-11 SPX 19-Feb-11 1285 C 9,213Feb-11 SPX 19-Feb-11 1285 P 16,738Feb-11 SPX 19-Feb-11 1290 C 10,803
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 19-Feb-11 1290 P 58,099Feb-11 SPX 19-Feb-11 1295 C 16,383Feb-11 SPX 19-Feb-11 1295 P 16,581Feb-11 SPX 19-Feb-11 1300 C 160,594Feb-11 SPX 19-Feb-11 1300 P 193,190Feb-11 SPX 19-Feb-11 1305 C 5,297Feb-11 SPX 19-Feb-11 1305 P 18,055Feb-11 SPX 19-Feb-11 1310 C 12,073Feb-11 SPX 19-Feb-11 1310 P 31,290Feb-11 SPX 19-Feb-11 1315 C 6,039Feb-11 SPX 19-Feb-11 1315 P 17,099Feb-11 SPX 19-Feb-11 1320 C 47,002Feb-11 SPX 19-Feb-11 1320 P 25,755Feb-11 SPX 19-Feb-11 1325 C 93,180Feb-11 SPX 19-Feb-11 1325 P 56,257Feb-11 SPX 19-Feb-11 1330 C 54,616Feb-11 SPX 19-Feb-11 1330 P 16,055Feb-11 SPX 19-Feb-11 1335 C 33,669Feb-11 SPX 19-Feb-11 1335 P 6,283Feb-11 SPX 19-Feb-11 1340 C 76,234Feb-11 SPX 19-Feb-11 1340 P 6,020Feb-11 SPX 19-Feb-11 1345 C 29,483Feb-11 SPX 19-Feb-11 1345 P 309Feb-11 SPX 19-Feb-11 1350 C 92,381Feb-11 SPX 19-Feb-11 1350 P 2,392Feb-11 SPX 19-Feb-11 1355 C 21,827Feb-11 SPX 19-Feb-11 1355 P 17Feb-11 SPX 19-Feb-11 1360 C 24,209Feb-11 SPX 19-Feb-11 1360 P 10Feb-11 SPX 19-Feb-11 1365 C 13,309Feb-11 SPX 19-Feb-11 1365 P 24Feb-11 SPX 19-Feb-11 1370 C 12,679Feb-11 SPX 19-Feb-11 1370 P 66Feb-11 SPX 19-Feb-11 1375 C 20,171Feb-11 SPX 19-Feb-11 1375 P 51Feb-11 SPX 19-Feb-11 1380 C 3,147Feb-11 SPX 19-Feb-11 1380 P 37Feb-11 SPX 19-Feb-11 1385 C 3,309Feb-11 SPX 19-Feb-11 1390 C 1,151Feb-11 SPX 19-Feb-11 1395 C 424Feb-11 SPX 19-Feb-11 1395 P 10Feb-11 SPX 19-Feb-11 1400 C 21,320Feb-11 SPX 19-Feb-11 1400 P 3Feb-11 SPX 19-Feb-11 1410 C 1,165Feb-11 SPX 19-Feb-11 1420 C 762Feb-11 SPX 19-Feb-11 1425 C 1,514Feb-11 SPX 19-Feb-11 1440 C 754Feb-11 SPX 19-Feb-11 1450 C 2,392
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 19-Feb-11 1450 P 34Feb-11 SPX 19-Feb-11 1460 C 98Feb-11 SPX 19-Feb-11 1470 C 6Feb-11 SPX 19-Feb-11 1475 C 93Feb-11 SPX 19-Mar-11 250 C 555Feb-11 SPX 19-Mar-11 300 C 1,250Feb-11 SPX 19-Mar-11 450 C 500Feb-11 SPX 19-Mar-11 500 C 5,350Feb-11 SPX 19-Mar-11 500 P 4,100Feb-11 SPX 19-Mar-11 650 C 55Feb-11 SPX 19-Mar-11 700 C 300Feb-11 SPX 19-Mar-11 700 P 1,053Feb-11 SPX 19-Mar-11 725 P 3Feb-11 SPX 19-Mar-11 790 P 70Feb-11 SPX 19-Mar-11 800 C 7Feb-11 SPX 19-Mar-11 800 P 10,606Feb-11 SPX 19-Mar-11 810 P 1,403Feb-11 SPX 19-Mar-11 820 P 1,131Feb-11 SPX 19-Mar-11 825 P 3,023Feb-11 SPX 19-Mar-11 830 P 2,008Feb-11 SPX 19-Mar-11 840 P 2,400Feb-11 SPX 19-Mar-11 850 C 5Feb-11 SPX 19-Mar-11 850 P 10,595Feb-11 SPX 19-Mar-11 855 P 2,381Feb-11 SPX 19-Mar-11 860 P 2,359Feb-11 SPX 19-Mar-11 865 P 2,296Feb-11 SPX 19-Mar-11 870 P 2,401Feb-11 SPX 19-Mar-11 875 P 3,786Feb-11 SPX 19-Mar-11 880 P 2,341Feb-11 SPX 19-Mar-11 885 P 2,221Feb-11 SPX 19-Mar-11 890 P 2,261Feb-11 SPX 19-Mar-11 895 P 2,256Feb-11 SPX 19-Mar-11 900 C 15Feb-11 SPX 19-Mar-11 900 P 18,931Feb-11 SPX 19-Mar-11 905 P 3,522Feb-11 SPX 19-Mar-11 910 P 3,502Feb-11 SPX 19-Mar-11 915 P 3,626Feb-11 SPX 19-Mar-11 920 P 3,958Feb-11 SPX 19-Mar-11 925 P 8,819Feb-11 SPX 19-Mar-11 930 P 3,490Feb-11 SPX 19-Mar-11 935 P 2,734Feb-11 SPX 19-Mar-11 940 P 3,341Feb-11 SPX 19-Mar-11 945 P 3,754Feb-11 SPX 19-Mar-11 950 C 113Feb-11 SPX 19-Mar-11 950 P 16,374Feb-11 SPX 19-Mar-11 955 P 3,618Feb-11 SPX 19-Mar-11 960 P 3,662Feb-11 SPX 19-Mar-11 965 P 3,636
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 19-Mar-11 970 P 5,093Feb-11 SPX 19-Mar-11 975 C 4,035Feb-11 SPX 19-Mar-11 975 P 9,535Feb-11 SPX 19-Mar-11 980 C 20,000Feb-11 SPX 19-Mar-11 980 P 3,831Feb-11 SPX 19-Mar-11 985 P 8,084Feb-11 SPX 19-Mar-11 990 P 9,017Feb-11 SPX 19-Mar-11 995 P 4,074Feb-11 SPX 19-Mar-11 1000 C 165Feb-11 SPX 19-Mar-11 1000 P 42,030Feb-11 SPX 19-Mar-11 1005 P 3,909Feb-11 SPX 19-Mar-11 1010 P 8,169Feb-11 SPX 19-Mar-11 1015 P 3,504Feb-11 SPX 19-Mar-11 1020 P 3,752Feb-11 SPX 19-Mar-11 1025 C 33Feb-11 SPX 19-Mar-11 1025 P 19,279Feb-11 SPX 19-Mar-11 1030 C 16,000Feb-11 SPX 19-Mar-11 1030 P 4,094Feb-11 SPX 19-Mar-11 1035 P 4,280Feb-11 SPX 19-Mar-11 1040 C 9Feb-11 SPX 19-Mar-11 1040 P 3,465Feb-11 SPX 19-Mar-11 1045 P 4,316Feb-11 SPX 19-Mar-11 1050 C 188Feb-11 SPX 19-Mar-11 1050 P 45,526Feb-11 SPX 19-Mar-11 1055 P 4,832Feb-11 SPX 19-Mar-11 1060 C 3Feb-11 SPX 19-Mar-11 1060 P 9,618Feb-11 SPX 19-Mar-11 1065 P 3,134Feb-11 SPX 19-Mar-11 1070 P 22,021Feb-11 SPX 19-Mar-11 1075 C 216Feb-11 SPX 19-Mar-11 1075 P 18,257Feb-11 SPX 19-Mar-11 1080 P 10,180Feb-11 SPX 19-Mar-11 1085 C 8Feb-11 SPX 19-Mar-11 1085 P 3,465Feb-11 SPX 19-Mar-11 1090 P 16,073Feb-11 SPX 19-Mar-11 1095 P 3,444Feb-11 SPX 19-Mar-11 1100 C 355Feb-11 SPX 19-Mar-11 1100 P 148,208Feb-11 SPX 19-Mar-11 1105 P 3,952Feb-11 SPX 19-Mar-11 1110 P 9,337Feb-11 SPX 19-Mar-11 1115 C 1Feb-11 SPX 19-Mar-11 1115 P 4,496Feb-11 SPX 19-Mar-11 1120 C 3Feb-11 SPX 19-Mar-11 1120 P 5,467Feb-11 SPX 19-Mar-11 1125 C 2,550Feb-11 SPX 19-Mar-11 1125 P 68,240Feb-11 SPX 19-Mar-11 1130 C 1Feb-11 SPX 19-Mar-11 1130 P 4,628
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 19-Mar-11 1135 C 24Feb-11 SPX 19-Mar-11 1135 P 5,431Feb-11 SPX 19-Mar-11 1140 C 24Feb-11 SPX 19-Mar-11 1140 P 12,670Feb-11 SPX 19-Mar-11 1145 P 3,469Feb-11 SPX 19-Mar-11 1150 C 80Feb-11 SPX 19-Mar-11 1150 P 124,734Feb-11 SPX 19-Mar-11 1155 C 15Feb-11 SPX 19-Mar-11 1155 P 3,901Feb-11 SPX 19-Mar-11 1160 C 1,429Feb-11 SPX 19-Mar-11 1160 P 13,549Feb-11 SPX 19-Mar-11 1165 P 7,853Feb-11 SPX 19-Mar-11 1170 C 24Feb-11 SPX 19-Mar-11 1170 P 7,339Feb-11 SPX 19-Mar-11 1175 C 197Feb-11 SPX 19-Mar-11 1175 P 118,231Feb-11 SPX 19-Mar-11 1180 C 43Feb-11 SPX 19-Mar-11 1180 P 20,933Feb-11 SPX 19-Mar-11 1185 C 8Feb-11 SPX 19-Mar-11 1185 P 5,992Feb-11 SPX 19-Mar-11 1190 C 181Feb-11 SPX 19-Mar-11 1190 P 24,640Feb-11 SPX 19-Mar-11 1195 P 2,864Feb-11 SPX 19-Mar-11 1200 C 1,285Feb-11 SPX 19-Mar-11 1200 P 208,006Feb-11 SPX 19-Mar-11 1205 C 13Feb-11 SPX 19-Mar-11 1205 P 7,527Feb-11 SPX 19-Mar-11 1210 C 120Feb-11 SPX 19-Mar-11 1210 P 31,544Feb-11 SPX 19-Mar-11 1215 C 95Feb-11 SPX 19-Mar-11 1215 P 12,243Feb-11 SPX 19-Mar-11 1220 C 113Feb-11 SPX 19-Mar-11 1220 P 34,149Feb-11 SPX 19-Mar-11 1225 C 4,640Feb-11 SPX 19-Mar-11 1225 P 169,200Feb-11 SPX 19-Mar-11 1230 C 483Feb-11 SPX 19-Mar-11 1230 P 34,991Feb-11 SPX 19-Mar-11 1235 C 44Feb-11 SPX 19-Mar-11 1235 P 10,059Feb-11 SPX 19-Mar-11 1240 C 90Feb-11 SPX 19-Mar-11 1240 P 26,748Feb-11 SPX 19-Mar-11 1245 C 209Feb-11 SPX 19-Mar-11 1245 P 4,626Feb-11 SPX 19-Mar-11 1250 C 8,937Feb-11 SPX 19-Mar-11 1250 P 276,100Feb-11 SPX 19-Mar-11 1255 C 39Feb-11 SPX 19-Mar-11 1255 P 12,027Feb-11 SPX 19-Mar-11 1260 C 270
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 19-Mar-11 1260 P 44,143Feb-11 SPX 19-Mar-11 1265 C 76Feb-11 SPX 19-Mar-11 1265 P 16,118Feb-11 SPX 19-Mar-11 1270 C 4,634Feb-11 SPX 19-Mar-11 1270 P 44,230Feb-11 SPX 19-Mar-11 1275 C 19,037Feb-11 SPX 19-Mar-11 1275 P 157,316Feb-11 SPX 19-Mar-11 1280 C 755Feb-11 SPX 19-Mar-11 1280 P 101,059Feb-11 SPX 19-Mar-11 1285 C 2,681Feb-11 SPX 19-Mar-11 1285 P 18,302Feb-11 SPX 19-Mar-11 1290 C 5,239Feb-11 SPX 19-Mar-11 1290 P 41,481Feb-11 SPX 19-Mar-11 1295 C 17,855Feb-11 SPX 19-Mar-11 1295 P 32,582Feb-11 SPX 19-Mar-11 1300 C 188,066Feb-11 SPX 19-Mar-11 1300 P 465,471Feb-11 SPX 19-Mar-11 1305 C 74,167Feb-11 SPX 19-Mar-11 1305 P 79,430Feb-11 SPX 19-Mar-11 1310 C 49,892Feb-11 SPX 19-Mar-11 1310 P 133,401Feb-11 SPX 19-Mar-11 1315 C 93,091Feb-11 SPX 19-Mar-11 1315 P 95,512Feb-11 SPX 19-Mar-11 1320 C 104,302Feb-11 SPX 19-Mar-11 1320 P 96,760Feb-11 SPX 19-Mar-11 1325 C 156,134Feb-11 SPX 19-Mar-11 1325 P 120,182Feb-11 SPX 19-Mar-11 1330 C 91,598Feb-11 SPX 19-Mar-11 1330 P 63,673Feb-11 SPX 19-Mar-11 1335 C 44,157Feb-11 SPX 19-Mar-11 1335 P 30,603Feb-11 SPX 19-Mar-11 1340 C 85,457Feb-11 SPX 19-Mar-11 1340 P 44,398Feb-11 SPX 19-Mar-11 1345 C 37,067Feb-11 SPX 19-Mar-11 1345 P 795Feb-11 SPX 19-Mar-11 1350 C 168,979Feb-11 SPX 19-Mar-11 1350 P 9,293Feb-11 SPX 19-Mar-11 1355 C 20,274Feb-11 SPX 19-Mar-11 1355 P 20Feb-11 SPX 19-Mar-11 1360 C 72,457Feb-11 SPX 19-Mar-11 1360 P 3,371Feb-11 SPX 19-Mar-11 1365 C 15,470Feb-11 SPX 19-Mar-11 1365 P 61Feb-11 SPX 19-Mar-11 1370 C 31,184Feb-11 SPX 19-Mar-11 1370 P 3,325Feb-11 SPX 19-Mar-11 1375 C 63,998Feb-11 SPX 19-Mar-11 1375 P 5,980Feb-11 SPX 19-Mar-11 1380 C 36,787
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 19-Mar-11 1380 P 196Feb-11 SPX 19-Mar-11 1385 C 19,382Feb-11 SPX 19-Mar-11 1385 P 70Feb-11 SPX 19-Mar-11 1390 C 19,758Feb-11 SPX 19-Mar-11 1390 P 82Feb-11 SPX 19-Mar-11 1395 C 6,638Feb-11 SPX 19-Mar-11 1400 C 73,227Feb-11 SPX 19-Mar-11 1400 P 346Feb-11 SPX 19-Mar-11 1405 C 4,662Feb-11 SPX 19-Mar-11 1410 C 19,729Feb-11 SPX 19-Mar-11 1415 C 2,565Feb-11 SPX 19-Mar-11 1420 C 4,235Feb-11 SPX 19-Mar-11 1420 P 1Feb-11 SPX 19-Mar-11 1425 C 33,611Feb-11 SPX 19-Mar-11 1425 P 26Feb-11 SPX 19-Mar-11 1430 C 5,078Feb-11 SPX 19-Mar-11 1435 C 2,021Feb-11 SPX 19-Mar-11 1440 C 19,267Feb-11 SPX 19-Mar-11 1445 C 2,504Feb-11 SPX 19-Mar-11 1450 C 23,737Feb-11 SPX 19-Mar-11 1450 P 30Feb-11 SPX 19-Mar-11 1460 C 5,309Feb-11 SPX 19-Mar-11 1475 C 22,931Feb-11 SPX 19-Mar-11 1475 P 8Feb-11 SPX 19-Mar-11 1500 C 19,987Feb-11 SPX 19-Mar-11 1500 P 4,103Feb-11 SPX 19-Mar-11 1525 C 1,709Feb-11 SPX 19-Mar-11 1550 C 380Feb-11 SPX 19-Mar-11 1600 C 9Feb-11 SPX 19-Mar-11 1700 P 1,000Feb-11 SPX 19-Mar-11 1900 P 885Feb-11 SPX 19-Mar-11 2100 P 115Feb-11 SPX 16-Apr-11 600 P 300Feb-11 SPX 16-Apr-11 700 P 113Feb-11 SPX 16-Apr-11 800 C 4Feb-11 SPX 16-Apr-11 800 P 523Feb-11 SPX 16-Apr-11 820 P 25Feb-11 SPX 16-Apr-11 840 P 26Feb-11 SPX 16-Apr-11 850 P 963Feb-11 SPX 16-Apr-11 870 P 1,221Feb-11 SPX 16-Apr-11 875 P 5,473Feb-11 SPX 16-Apr-11 900 C 1Feb-11 SPX 16-Apr-11 900 P 15,602Feb-11 SPX 16-Apr-11 925 P 1,205Feb-11 SPX 16-Apr-11 930 P 20Feb-11 SPX 16-Apr-11 940 P 422Feb-11 SPX 16-Apr-11 950 C 2Feb-11 SPX 16-Apr-11 950 P 1,550
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 16-Apr-11 960 P 272Feb-11 SPX 16-Apr-11 965 P 37Feb-11 SPX 16-Apr-11 970 P 285Feb-11 SPX 16-Apr-11 975 P 15,726Feb-11 SPX 16-Apr-11 980 P 1Feb-11 SPX 16-Apr-11 985 P 25Feb-11 SPX 16-Apr-11 990 P 225Feb-11 SPX 16-Apr-11 995 P 25Feb-11 SPX 16-Apr-11 1000 C 4Feb-11 SPX 16-Apr-11 1000 P 19,017Feb-11 SPX 16-Apr-11 1005 P 40Feb-11 SPX 16-Apr-11 1010 P 6,740Feb-11 SPX 16-Apr-11 1015 P 335Feb-11 SPX 16-Apr-11 1020 P 6,925Feb-11 SPX 16-Apr-11 1025 C 1Feb-11 SPX 16-Apr-11 1025 P 20,326Feb-11 SPX 16-Apr-11 1030 P 101Feb-11 SPX 16-Apr-11 1035 P 300Feb-11 SPX 16-Apr-11 1040 P 36Feb-11 SPX 16-Apr-11 1050 P 13,894Feb-11 SPX 16-Apr-11 1060 P 2,063Feb-11 SPX 16-Apr-11 1065 P 600Feb-11 SPX 16-Apr-11 1070 P 2,945Feb-11 SPX 16-Apr-11 1075 P 12,356Feb-11 SPX 16-Apr-11 1080 P 3,507Feb-11 SPX 16-Apr-11 1085 P 3Feb-11 SPX 16-Apr-11 1090 P 19,120Feb-11 SPX 16-Apr-11 1095 P 5Feb-11 SPX 16-Apr-11 1100 C 1Feb-11 SPX 16-Apr-11 1100 P 43,697Feb-11 SPX 16-Apr-11 1105 P 3Feb-11 SPX 16-Apr-11 1110 P 70Feb-11 SPX 16-Apr-11 1115 P 14Feb-11 SPX 16-Apr-11 1120 P 7,036Feb-11 SPX 16-Apr-11 1125 C 1Feb-11 SPX 16-Apr-11 1125 P 23,544Feb-11 SPX 16-Apr-11 1130 C 2Feb-11 SPX 16-Apr-11 1130 P 969Feb-11 SPX 16-Apr-11 1135 P 52Feb-11 SPX 16-Apr-11 1140 C 1Feb-11 SPX 16-Apr-11 1140 P 1,033Feb-11 SPX 16-Apr-11 1145 P 63Feb-11 SPX 16-Apr-11 1150 C 7Feb-11 SPX 16-Apr-11 1150 P 46,628Feb-11 SPX 16-Apr-11 1155 P 53Feb-11 SPX 16-Apr-11 1160 P 2,403Feb-11 SPX 16-Apr-11 1165 P 17Feb-11 SPX 16-Apr-11 1170 P 2,518
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 16-Apr-11 1175 C 10Feb-11 SPX 16-Apr-11 1175 P 26,986Feb-11 SPX 16-Apr-11 1180 P 823Feb-11 SPX 16-Apr-11 1185 P 18Feb-11 SPX 16-Apr-11 1190 P 741Feb-11 SPX 16-Apr-11 1195 P 35Feb-11 SPX 16-Apr-11 1200 C 47Feb-11 SPX 16-Apr-11 1200 P 75,288Feb-11 SPX 16-Apr-11 1205 P 83Feb-11 SPX 16-Apr-11 1210 P 4,317Feb-11 SPX 16-Apr-11 1215 C 30Feb-11 SPX 16-Apr-11 1215 P 6,690Feb-11 SPX 16-Apr-11 1220 P 3,129Feb-11 SPX 16-Apr-11 1225 C 3Feb-11 SPX 16-Apr-11 1225 P 48,490Feb-11 SPX 16-Apr-11 1230 C 26Feb-11 SPX 16-Apr-11 1230 P 7,630Feb-11 SPX 16-Apr-11 1235 P 507Feb-11 SPX 16-Apr-11 1240 C 3Feb-11 SPX 16-Apr-11 1240 P 2,268Feb-11 SPX 16-Apr-11 1245 P 432Feb-11 SPX 16-Apr-11 1250 C 655Feb-11 SPX 16-Apr-11 1250 P 106,748Feb-11 SPX 16-Apr-11 1255 P 73Feb-11 SPX 16-Apr-11 1260 C 9Feb-11 SPX 16-Apr-11 1260 P 1,882Feb-11 SPX 16-Apr-11 1265 C 14Feb-11 SPX 16-Apr-11 1265 P 842Feb-11 SPX 16-Apr-11 1270 C 8Feb-11 SPX 16-Apr-11 1270 P 6,849Feb-11 SPX 16-Apr-11 1275 C 1,696Feb-11 SPX 16-Apr-11 1275 P 56,587Feb-11 SPX 16-Apr-11 1280 C 1,226Feb-11 SPX 16-Apr-11 1280 P 2,291Feb-11 SPX 16-Apr-11 1285 C 2Feb-11 SPX 16-Apr-11 1285 P 175Feb-11 SPX 16-Apr-11 1290 C 84Feb-11 SPX 16-Apr-11 1290 P 11,393Feb-11 SPX 16-Apr-11 1295 C 4Feb-11 SPX 16-Apr-11 1295 P 1,446Feb-11 SPX 16-Apr-11 1300 C 22,547Feb-11 SPX 16-Apr-11 1300 P 66,397Feb-11 SPX 16-Apr-11 1305 C 610Feb-11 SPX 16-Apr-11 1305 P 173Feb-11 SPX 16-Apr-11 1310 C 4,279Feb-11 SPX 16-Apr-11 1310 P 71,169Feb-11 SPX 16-Apr-11 1315 C 1,407Feb-11 SPX 16-Apr-11 1315 P 2,003
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 16-Apr-11 1320 C 7,188Feb-11 SPX 16-Apr-11 1320 P 37,444Feb-11 SPX 16-Apr-11 1325 C 44,614Feb-11 SPX 16-Apr-11 1325 P 40,689Feb-11 SPX 16-Apr-11 1330 C 4,653Feb-11 SPX 16-Apr-11 1330 P 3,672Feb-11 SPX 16-Apr-11 1335 C 304Feb-11 SPX 16-Apr-11 1335 P 292Feb-11 SPX 16-Apr-11 1340 C 17,021Feb-11 SPX 16-Apr-11 1340 P 1,951Feb-11 SPX 16-Apr-11 1345 C 1,625Feb-11 SPX 16-Apr-11 1345 P 28Feb-11 SPX 16-Apr-11 1350 C 70,040Feb-11 SPX 16-Apr-11 1350 P 11,606Feb-11 SPX 16-Apr-11 1355 C 158Feb-11 SPX 16-Apr-11 1355 P 5Feb-11 SPX 16-Apr-11 1360 C 7,943Feb-11 SPX 16-Apr-11 1360 P 600Feb-11 SPX 16-Apr-11 1365 C 3,090Feb-11 SPX 16-Apr-11 1370 C 9,804Feb-11 SPX 16-Apr-11 1370 P 30Feb-11 SPX 16-Apr-11 1375 C 38,242Feb-11 SPX 16-Apr-11 1375 P 451Feb-11 SPX 16-Apr-11 1380 C 2,276Feb-11 SPX 16-Apr-11 1380 P 15Feb-11 SPX 16-Apr-11 1385 C 4,517Feb-11 SPX 16-Apr-11 1390 C 4,007Feb-11 SPX 16-Apr-11 1390 P 1Feb-11 SPX 16-Apr-11 1395 C 1,266Feb-11 SPX 16-Apr-11 1400 C 31,944Feb-11 SPX 16-Apr-11 1400 P 2Feb-11 SPX 16-Apr-11 1405 C 5,807Feb-11 SPX 16-Apr-11 1410 C 863Feb-11 SPX 16-Apr-11 1415 C 718Feb-11 SPX 16-Apr-11 1420 C 1,895Feb-11 SPX 16-Apr-11 1425 C 12,067Feb-11 SPX 16-Apr-11 1430 C 158Feb-11 SPX 16-Apr-11 1435 C 550Feb-11 SPX 16-Apr-11 1440 C 1,137Feb-11 SPX 16-Apr-11 1445 C 484Feb-11 SPX 16-Apr-11 1450 C 13,350Feb-11 SPX 16-Apr-11 1450 P 2Feb-11 SPX 16-Apr-11 1455 C 610Feb-11 SPX 16-Apr-11 1460 C 162Feb-11 SPX 16-Apr-11 1465 C 11Feb-11 SPX 16-Apr-11 1475 C 298Feb-11 SPX 16-Apr-11 1480 C 3Feb-11 SPX 16-Apr-11 1500 C 22
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 16-Apr-11 1510 C 125Feb-11 SPX 16-Apr-11 1525 C 3Feb-11 SPX 16-Apr-11 1550 C 13Feb-11 SPX 16-Apr-11 1600 C 5Feb-11 SPX 21-May-11 600 P 140Feb-11 SPX 21-May-11 650 P 1Feb-11 SPX 21-May-11 700 P 227Feb-11 SPX 21-May-11 800 P 6,475Feb-11 SPX 21-May-11 825 P 175Feb-11 SPX 21-May-11 850 P 450Feb-11 SPX 21-May-11 875 P 165Feb-11 SPX 21-May-11 890 P 120Feb-11 SPX 21-May-11 900 P 7,422Feb-11 SPX 21-May-11 925 P 1,594Feb-11 SPX 21-May-11 930 P 8Feb-11 SPX 21-May-11 950 P 1,240Feb-11 SPX 21-May-11 975 P 1,503Feb-11 SPX 21-May-11 980 P 200Feb-11 SPX 21-May-11 1000 C 3Feb-11 SPX 21-May-11 1000 P 7,206Feb-11 SPX 21-May-11 1010 P 1Feb-11 SPX 21-May-11 1020 P 6,300Feb-11 SPX 21-May-11 1025 P 10,651Feb-11 SPX 21-May-11 1040 P 5Feb-11 SPX 21-May-11 1050 P 6,934Feb-11 SPX 21-May-11 1060 P 11Feb-11 SPX 21-May-11 1070 P 25Feb-11 SPX 21-May-11 1075 P 5,499Feb-11 SPX 21-May-11 1080 P 21Feb-11 SPX 21-May-11 1090 P 396Feb-11 SPX 21-May-11 1100 C 4Feb-11 SPX 21-May-11 1100 P 5,318Feb-11 SPX 21-May-11 1110 P 23Feb-11 SPX 21-May-11 1120 P 45Feb-11 SPX 21-May-11 1125 P 6,534Feb-11 SPX 21-May-11 1130 P 68Feb-11 SPX 21-May-11 1140 P 71Feb-11 SPX 21-May-11 1150 C 1Feb-11 SPX 21-May-11 1150 P 10,562Feb-11 SPX 21-May-11 1160 P 448Feb-11 SPX 21-May-11 1170 P 51Feb-11 SPX 21-May-11 1175 P 6,895Feb-11 SPX 21-May-11 1180 P 52Feb-11 SPX 21-May-11 1190 P 2Feb-11 SPX 21-May-11 1200 C 3Feb-11 SPX 21-May-11 1200 P 27,162Feb-11 SPX 21-May-11 1220 P 53Feb-11 SPX 21-May-11 1225 P 9,276
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 21-May-11 1230 P 200Feb-11 SPX 21-May-11 1240 C 4Feb-11 SPX 21-May-11 1240 P 2,907Feb-11 SPX 21-May-11 1250 C 13Feb-11 SPX 21-May-11 1250 P 14,719Feb-11 SPX 21-May-11 1260 P 2,592Feb-11 SPX 21-May-11 1270 C 1Feb-11 SPX 21-May-11 1270 P 121Feb-11 SPX 21-May-11 1275 C 512Feb-11 SPX 21-May-11 1275 P 14,211Feb-11 SPX 21-May-11 1280 C 20Feb-11 SPX 21-May-11 1280 P 4,178Feb-11 SPX 21-May-11 1290 P 2Feb-11 SPX 21-May-11 1300 C 6,847Feb-11 SPX 21-May-11 1300 P 22,784Feb-11 SPX 21-May-11 1310 C 1,162Feb-11 SPX 21-May-11 1310 P 2,601Feb-11 SPX 21-May-11 1320 C 135Feb-11 SPX 21-May-11 1320 P 565Feb-11 SPX 21-May-11 1325 C 13,807Feb-11 SPX 21-May-11 1325 P 5,004Feb-11 SPX 21-May-11 1330 C 23Feb-11 SPX 21-May-11 1330 P 50Feb-11 SPX 21-May-11 1340 C 506Feb-11 SPX 21-May-11 1340 P 104Feb-11 SPX 21-May-11 1350 C 22,012Feb-11 SPX 21-May-11 1350 P 184Feb-11 SPX 21-May-11 1355 C 18Feb-11 SPX 21-May-11 1355 P 2Feb-11 SPX 21-May-11 1360 C 1,027Feb-11 SPX 21-May-11 1365 C 1,521Feb-11 SPX 21-May-11 1370 C 2,842Feb-11 SPX 21-May-11 1375 C 6,265Feb-11 SPX 21-May-11 1375 P 1,000Feb-11 SPX 21-May-11 1380 C 2,211Feb-11 SPX 21-May-11 1390 C 28Feb-11 SPX 21-May-11 1400 C 8,445Feb-11 SPX 21-May-11 1400 P 4Feb-11 SPX 21-May-11 1410 C 18Feb-11 SPX 21-May-11 1420 C 205Feb-11 SPX 21-May-11 1425 C 5,576Feb-11 SPX 21-May-11 1430 C 815Feb-11 SPX 21-May-11 1440 C 10Feb-11 SPX 21-May-11 1450 C 8,330Feb-11 SPX 21-May-11 1460 C 3Feb-11 SPX 21-May-11 1475 C 1,715Feb-11 SPX 21-May-11 1550 C 1,000Feb-11 SPX 18-Jun-11 100 P 200
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 18-Jun-11 250 C 500Feb-11 SPX 18-Jun-11 300 C 1,924Feb-11 SPX 18-Jun-11 325 P 3Feb-11 SPX 18-Jun-11 350 P 7Feb-11 SPX 18-Jun-11 375 P 5Feb-11 SPX 18-Jun-11 400 P 3Feb-11 SPX 18-Jun-11 425 P 25Feb-11 SPX 18-Jun-11 450 C 500Feb-11 SPX 18-Jun-11 450 P 14Feb-11 SPX 18-Jun-11 475 P 52Feb-11 SPX 18-Jun-11 500 C 5,814Feb-11 SPX 18-Jun-11 500 P 4,691Feb-11 SPX 18-Jun-11 525 P 90Feb-11 SPX 18-Jun-11 550 P 247Feb-11 SPX 18-Jun-11 600 P 6,924Feb-11 SPX 18-Jun-11 625 P 2,015Feb-11 SPX 18-Jun-11 650 P 1,136Feb-11 SPX 18-Jun-11 675 P 305Feb-11 SPX 18-Jun-11 700 P 35Feb-11 SPX 18-Jun-11 725 P 300Feb-11 SPX 18-Jun-11 750 P 1,259Feb-11 SPX 18-Jun-11 775 P 4Feb-11 SPX 18-Jun-11 800 P 26,575Feb-11 SPX 18-Jun-11 825 P 21Feb-11 SPX 18-Jun-11 850 P 5,073Feb-11 SPX 18-Jun-11 875 P 35Feb-11 SPX 18-Jun-11 900 P 7,054Feb-11 SPX 18-Jun-11 925 P 9,218Feb-11 SPX 18-Jun-11 950 P 8,179Feb-11 SPX 18-Jun-11 975 C 1,946Feb-11 SPX 18-Jun-11 975 P 781Feb-11 SPX 18-Jun-11 1000 C 6Feb-11 SPX 18-Jun-11 1000 P 12,008Feb-11 SPX 18-Jun-11 1025 C 1Feb-11 SPX 18-Jun-11 1025 P 6,888Feb-11 SPX 18-Jun-11 1050 P 17,830Feb-11 SPX 18-Jun-11 1060 C 226Feb-11 SPX 18-Jun-11 1060 P 4,201Feb-11 SPX 18-Jun-11 1075 C 2Feb-11 SPX 18-Jun-11 1075 P 5,194Feb-11 SPX 18-Jun-11 1080 P 561Feb-11 SPX 18-Jun-11 1100 C 27Feb-11 SPX 18-Jun-11 1100 P 45,984Feb-11 SPX 18-Jun-11 1120 P 161Feb-11 SPX 18-Jun-11 1125 C 324Feb-11 SPX 18-Jun-11 1125 P 8,473Feb-11 SPX 18-Jun-11 1150 C 1,552Feb-11 SPX 18-Jun-11 1150 P 39,830
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 18-Jun-11 1175 C 76Feb-11 SPX 18-Jun-11 1175 P 18,100Feb-11 SPX 18-Jun-11 1190 C 284Feb-11 SPX 18-Jun-11 1190 P 655Feb-11 SPX 18-Jun-11 1200 C 1,546Feb-11 SPX 18-Jun-11 1200 P 103,356Feb-11 SPX 18-Jun-11 1225 C 469Feb-11 SPX 18-Jun-11 1225 P 33,478Feb-11 SPX 18-Jun-11 1250 C 14,301Feb-11 SPX 18-Jun-11 1250 P 45,499Feb-11 SPX 18-Jun-11 1275 C 1,541Feb-11 SPX 18-Jun-11 1275 P 38,661Feb-11 SPX 18-Jun-11 1300 C 36,402Feb-11 SPX 18-Jun-11 1300 P 63,313Feb-11 SPX 18-Jun-11 1325 C 42,739Feb-11 SPX 18-Jun-11 1325 P 29,483Feb-11 SPX 18-Jun-11 1350 C 50,321Feb-11 SPX 18-Jun-11 1350 P 3,946Feb-11 SPX 18-Jun-11 1365 C 2,852Feb-11 SPX 18-Jun-11 1375 C 22,819Feb-11 SPX 18-Jun-11 1375 P 1,558Feb-11 SPX 18-Jun-11 1400 C 64,267Feb-11 SPX 18-Jun-11 1400 P 168Feb-11 SPX 18-Jun-11 1425 C 8,219Feb-11 SPX 18-Jun-11 1425 P 1Feb-11 SPX 18-Jun-11 1450 C 26,204Feb-11 SPX 18-Jun-11 1450 P 6Feb-11 SPX 18-Jun-11 1475 C 3,330Feb-11 SPX 18-Jun-11 1500 C 23,984Feb-11 SPX 18-Jun-11 1500 P 3,895Feb-11 SPX 18-Jun-11 1525 C 5,010Feb-11 SPX 18-Jun-11 1550 C 818Feb-11 SPX 18-Jun-11 1600 C 18Feb-11 SPX 18-Jun-11 1700 P 1,115Feb-11 SPX 18-Jun-11 1800 C 1,000Feb-11 SPX 18-Jun-11 1900 P 1,115Feb-11 SPX 18-Jun-11 2250 P 10Feb-11 SPX 18-Jun-11 2500 P 40Feb-11 SPX 18-Jun-11 3000 P 20Feb-11 SPX 17-Sep-11 200 P 2Feb-11 SPX 17-Sep-11 300 P 5Feb-11 SPX 17-Sep-11 350 P 3Feb-11 SPX 17-Sep-11 400 P 2Feb-11 SPX 17-Sep-11 500 P 25Feb-11 SPX 17-Sep-11 600 P 30Feb-11 SPX 17-Sep-11 625 P 141Feb-11 SPX 17-Sep-11 650 P 196Feb-11 SPX 17-Sep-11 675 P 420
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 17-Sep-11 700 P 20,326Feb-11 SPX 17-Sep-11 725 P 10Feb-11 SPX 17-Sep-11 750 P 42Feb-11 SPX 17-Sep-11 775 P 10Feb-11 SPX 17-Sep-11 800 P 2,505Feb-11 SPX 17-Sep-11 825 P 1Feb-11 SPX 17-Sep-11 850 P 2Feb-11 SPX 17-Sep-11 900 P 15,062Feb-11 SPX 17-Sep-11 925 P 595Feb-11 SPX 17-Sep-11 950 P 918Feb-11 SPX 17-Sep-11 975 P 2,226Feb-11 SPX 17-Sep-11 1000 C 2Feb-11 SPX 17-Sep-11 1000 P 21,983Feb-11 SPX 17-Sep-11 1025 P 119Feb-11 SPX 17-Sep-11 1050 P 6,317Feb-11 SPX 17-Sep-11 1075 P 1,588Feb-11 SPX 17-Sep-11 1100 P 17,276Feb-11 SPX 17-Sep-11 1125 C 456Feb-11 SPX 17-Sep-11 1125 P 1,710Feb-11 SPX 17-Sep-11 1150 C 70Feb-11 SPX 17-Sep-11 1150 P 8,255Feb-11 SPX 17-Sep-11 1175 C 6Feb-11 SPX 17-Sep-11 1175 P 8,763Feb-11 SPX 17-Sep-11 1200 C 31Feb-11 SPX 17-Sep-11 1200 P 27,529Feb-11 SPX 17-Sep-11 1225 C 653Feb-11 SPX 17-Sep-11 1225 P 13,471Feb-11 SPX 17-Sep-11 1250 P 11,969Feb-11 SPX 17-Sep-11 1275 C 58,495Feb-11 SPX 17-Sep-11 1275 P 6,511Feb-11 SPX 17-Sep-11 1300 C 10,238Feb-11 SPX 17-Sep-11 1300 P 27,671Feb-11 SPX 17-Sep-11 1325 C 10,489Feb-11 SPX 17-Sep-11 1325 P 7,163Feb-11 SPX 17-Sep-11 1350 C 6,710Feb-11 SPX 17-Sep-11 1350 P 6,193Feb-11 SPX 17-Sep-11 1375 C 5,511Feb-11 SPX 17-Sep-11 1375 P 200Feb-11 SPX 17-Sep-11 1400 C 88,701Feb-11 SPX 17-Sep-11 1400 P 1,048Feb-11 SPX 17-Sep-11 1425 C 5,327Feb-11 SPX 17-Sep-11 1450 C 13,670Feb-11 SPX 17-Sep-11 1475 C 972Feb-11 SPX 17-Sep-11 1500 C 6,733Feb-11 SPX 17-Sep-11 1500 P 200Feb-11 SPX 17-Sep-11 1525 C 201Feb-11 SPX 17-Sep-11 1550 C 1,705Feb-11 SPX 17-Sep-11 1600 C 550
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 17-Sep-11 1700 C 50Feb-11 SPX 17-Sep-11 3000 P 50Feb-11 SPX 17-Dec-11 100 P 1,021Feb-11 SPX 17-Dec-11 200 P 840Feb-11 SPX 17-Dec-11 225 P 84Feb-11 SPX 17-Dec-11 250 P 9,518Feb-11 SPX 17-Dec-11 275 P 427Feb-11 SPX 17-Dec-11 280 P 135Feb-11 SPX 17-Dec-11 300 P 11,567Feb-11 SPX 17-Dec-11 325 P 155Feb-11 SPX 17-Dec-11 350 P 199Feb-11 SPX 17-Dec-11 400 P 3,855Feb-11 SPX 17-Dec-11 450 C 1Feb-11 SPX 17-Dec-11 450 P 125Feb-11 SPX 17-Dec-11 500 C 1,754Feb-11 SPX 17-Dec-11 500 P 7,938Feb-11 SPX 17-Dec-11 525 P 315Feb-11 SPX 17-Dec-11 550 P 635Feb-11 SPX 17-Dec-11 575 P 901Feb-11 SPX 17-Dec-11 600 P 988Feb-11 SPX 17-Dec-11 650 P 14,460Feb-11 SPX 17-Dec-11 700 C 1Feb-11 SPX 17-Dec-11 700 P 2,880Feb-11 SPX 17-Dec-11 725 P 50Feb-11 SPX 17-Dec-11 750 P 1,354Feb-11 SPX 17-Dec-11 770 P 100Feb-11 SPX 17-Dec-11 775 P 449Feb-11 SPX 17-Dec-11 800 P 3,780Feb-11 SPX 17-Dec-11 825 P 435Feb-11 SPX 17-Dec-11 850 P 254Feb-11 SPX 17-Dec-11 875 P 1,072Feb-11 SPX 17-Dec-11 900 P 8,053Feb-11 SPX 17-Dec-11 925 P 12,280Feb-11 SPX 17-Dec-11 950 C 1Feb-11 SPX 17-Dec-11 950 P 2,808Feb-11 SPX 17-Dec-11 975 P 3,394Feb-11 SPX 17-Dec-11 1000 C 1Feb-11 SPX 17-Dec-11 1000 P 18,014Feb-11 SPX 17-Dec-11 1025 P 1,082Feb-11 SPX 17-Dec-11 1050 P 18,592Feb-11 SPX 17-Dec-11 1075 P 503Feb-11 SPX 17-Dec-11 1100 C 13Feb-11 SPX 17-Dec-11 1100 P 25,493Feb-11 SPX 17-Dec-11 1125 C 27Feb-11 SPX 17-Dec-11 1125 P 7,314Feb-11 SPX 17-Dec-11 1140 P 1Feb-11 SPX 17-Dec-11 1150 C 128Feb-11 SPX 17-Dec-11 1150 P 14,074
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 17-Dec-11 1175 P 7,318Feb-11 SPX 17-Dec-11 1180 P 182Feb-11 SPX 17-Dec-11 1200 C 224Feb-11 SPX 17-Dec-11 1200 P 48,540Feb-11 SPX 17-Dec-11 1225 C 401Feb-11 SPX 17-Dec-11 1225 P 2,830Feb-11 SPX 17-Dec-11 1250 C 1,865Feb-11 SPX 17-Dec-11 1250 P 9,306Feb-11 SPX 17-Dec-11 1275 C 11,300Feb-11 SPX 17-Dec-11 1275 P 40,549Feb-11 SPX 17-Dec-11 1300 C 89,051Feb-11 SPX 17-Dec-11 1300 P 41,191Feb-11 SPX 17-Dec-11 1325 C 12,318Feb-11 SPX 17-Dec-11 1325 P 5,556Feb-11 SPX 17-Dec-11 1350 C 13,241Feb-11 SPX 17-Dec-11 1350 P 2,510Feb-11 SPX 17-Dec-11 1375 C 6,802Feb-11 SPX 17-Dec-11 1375 P 1,238Feb-11 SPX 17-Dec-11 1400 C 110,507Feb-11 SPX 17-Dec-11 1400 P 7,968Feb-11 SPX 17-Dec-11 1425 C 5,226Feb-11 SPX 17-Dec-11 1450 C 19,141Feb-11 SPX 17-Dec-11 1450 P 3,801Feb-11 SPX 17-Dec-11 1475 C 8,621Feb-11 SPX 17-Dec-11 1500 C 10,893Feb-11 SPX 17-Dec-11 1500 P 1,851Feb-11 SPX 17-Dec-11 1525 C 36Feb-11 SPX 17-Dec-11 1550 C 2,891Feb-11 SPX 17-Dec-11 1600 C 2,700Feb-11 SPX 17-Dec-11 1700 C 1,274Feb-11 SPX 17-Dec-11 1800 C 33Feb-11 SPX 17-Dec-11 2000 C 435Feb-11 SPX 17-Dec-11 2000 P 4Feb-11 SPX 17-Dec-11 2250 P 49Feb-11 SPX 17-Dec-11 2500 P 134Feb-11 SPX 17-Dec-11 3000 P 164Feb-11 SPX 16-Jun-12 100 P 65Feb-11 SPX 16-Jun-12 200 P 27Feb-11 SPX 16-Jun-12 400 P 2Feb-11 SPX 16-Jun-12 500 P 30Feb-11 SPX 16-Jun-12 600 P 14,804Feb-11 SPX 16-Jun-12 700 P 1,250Feb-11 SPX 16-Jun-12 725 P 50Feb-11 SPX 16-Jun-12 750 P 75Feb-11 SPX 16-Jun-12 775 P 150Feb-11 SPX 16-Jun-12 800 P 7,507Feb-11 SPX 16-Jun-12 825 P 133Feb-11 SPX 16-Jun-12 850 P 420
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 16-Jun-12 875 P 75Feb-11 SPX 16-Jun-12 900 P 533Feb-11 SPX 16-Jun-12 925 P 389Feb-11 SPX 16-Jun-12 950 P 134Feb-11 SPX 16-Jun-12 975 P 5Feb-11 SPX 16-Jun-12 1000 P 401Feb-11 SPX 16-Jun-12 1025 P 1Feb-11 SPX 16-Jun-12 1050 P 1,500Feb-11 SPX 16-Jun-12 1075 P 34Feb-11 SPX 16-Jun-12 1100 C 4,100Feb-11 SPX 16-Jun-12 1100 P 3,857Feb-11 SPX 16-Jun-12 1125 P 61Feb-11 SPX 16-Jun-12 1150 C 125Feb-11 SPX 16-Jun-12 1150 P 371Feb-11 SPX 16-Jun-12 1175 P 859Feb-11 SPX 16-Jun-12 1200 P 1,898Feb-11 SPX 16-Jun-12 1225 C 1Feb-11 SPX 16-Jun-12 1225 P 10Feb-11 SPX 16-Jun-12 1250 C 1Feb-11 SPX 16-Jun-12 1250 P 122Feb-11 SPX 16-Jun-12 1275 C 3Feb-11 SPX 16-Jun-12 1275 P 10Feb-11 SPX 16-Jun-12 1300 C 10,850Feb-11 SPX 16-Jun-12 1300 P 3,068Feb-11 SPX 16-Jun-12 1325 C 309Feb-11 SPX 16-Jun-12 1325 P 1,457Feb-11 SPX 16-Jun-12 1350 C 1,714Feb-11 SPX 16-Jun-12 1350 P 1,068Feb-11 SPX 16-Jun-12 1400 C 1,495Feb-11 SPX 16-Jun-12 1400 P 550Feb-11 SPX 16-Jun-12 1450 C 1,168Feb-11 SPX 16-Jun-12 1450 P 12Feb-11 SPX 16-Jun-12 1500 C 1,707Feb-11 SPX 16-Jun-12 1550 C 2,705Feb-11 SPX 16-Jun-12 1600 C 187Feb-11 SPX 16-Jun-12 1625 C 10,010Feb-11 SPX 16-Jun-12 1700 C 25Feb-11 SPX 16-Jun-12 1900 C 116Feb-11 SPX 16-Jun-12 3000 P 1Feb-11 SPX 22-Dec-12 100 P 272Feb-11 SPX 22-Dec-12 200 C 2Feb-11 SPX 22-Dec-12 200 P 471Feb-11 SPX 22-Dec-12 250 P 717Feb-11 SPX 22-Dec-12 300 P 22Feb-11 SPX 22-Dec-12 350 P 7Feb-11 SPX 22-Dec-12 400 P 874Feb-11 SPX 22-Dec-12 500 P 131Feb-11 SPX 22-Dec-12 550 P 8
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 22-Dec-12 600 P 3,862Feb-11 SPX 22-Dec-12 650 P 13Feb-11 SPX 22-Dec-12 700 P 13Feb-11 SPX 22-Dec-12 750 P 1,821Feb-11 SPX 22-Dec-12 800 C 2Feb-11 SPX 22-Dec-12 800 P 792Feb-11 SPX 22-Dec-12 825 P 15Feb-11 SPX 22-Dec-12 850 P 5,500Feb-11 SPX 22-Dec-12 875 P 51Feb-11 SPX 22-Dec-12 900 P 4,716Feb-11 SPX 22-Dec-12 950 C 502Feb-11 SPX 22-Dec-12 950 P 2,655Feb-11 SPX 22-Dec-12 1000 C 1,660Feb-11 SPX 22-Dec-12 1000 P 6,265Feb-11 SPX 22-Dec-12 1050 P 19,278Feb-11 SPX 22-Dec-12 1075 P 1,880Feb-11 SPX 22-Dec-12 1100 C 401Feb-11 SPX 22-Dec-12 1100 P 4,679Feb-11 SPX 22-Dec-12 1150 C 50Feb-11 SPX 22-Dec-12 1150 P 2,450Feb-11 SPX 22-Dec-12 1175 P 155Feb-11 SPX 22-Dec-12 1200 C 1Feb-11 SPX 22-Dec-12 1200 P 6,984Feb-11 SPX 22-Dec-12 1225 C 1Feb-11 SPX 22-Dec-12 1225 P 200Feb-11 SPX 22-Dec-12 1250 C 2,453Feb-11 SPX 22-Dec-12 1250 P 3,925Feb-11 SPX 22-Dec-12 1275 C 5,725Feb-11 SPX 22-Dec-12 1275 P 13,327Feb-11 SPX 22-Dec-12 1300 C 7,458Feb-11 SPX 22-Dec-12 1300 P 20,240Feb-11 SPX 22-Dec-12 1325 C 2,752Feb-11 SPX 22-Dec-12 1325 P 1,752Feb-11 SPX 22-Dec-12 1350 C 2,915Feb-11 SPX 22-Dec-12 1350 P 1,016Feb-11 SPX 22-Dec-12 1400 C 6,381Feb-11 SPX 22-Dec-12 1450 C 3,182Feb-11 SPX 22-Dec-12 1450 P 1Feb-11 SPX 22-Dec-12 1500 C 1,413Feb-11 SPX 22-Dec-12 1550 C 2,080Feb-11 SPX 22-Dec-12 1600 C 6,842Feb-11 SPX 22-Dec-12 1650 C 10Feb-11 SPX 22-Dec-12 1700 C 2,421Feb-11 SPX 22-Dec-12 1800 C 4,256Feb-11 SPX 22-Dec-12 1900 C 4Feb-11 SPX 22-Dec-12 1900 P 1Feb-11 SPX 22-Dec-12 2250 C 1Feb-11 SPX 22-Dec-12 2500 C 51
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPX 22-Dec-12 2500 P 5Feb-11 SPX 22-Dec-12 3000 P 3Feb-11 SPX 21-Dec-13 100 P 28Feb-11 SPX 21-Dec-13 300 P 2,766Feb-11 SPX 21-Dec-13 350 P 13Feb-11 SPX 21-Dec-13 400 P 20Feb-11 SPX 21-Dec-13 450 P 9Feb-11 SPX 21-Dec-13 500 P 37Feb-11 SPX 21-Dec-13 600 P 17Feb-11 SPX 21-Dec-13 700 P 1,038Feb-11 SPX 21-Dec-13 750 P 56Feb-11 SPX 21-Dec-13 800 P 405Feb-11 SPX 21-Dec-13 850 P 1Feb-11 SPX 21-Dec-13 900 P 755Feb-11 SPX 21-Dec-13 1000 C 3Feb-11 SPX 21-Dec-13 1000 P 4Feb-11 SPX 21-Dec-13 1050 P 10Feb-11 SPX 21-Dec-13 1075 P 3Feb-11 SPX 21-Dec-13 1125 P 1Feb-11 SPX 21-Dec-13 1200 P 1,776Feb-11 SPX 21-Dec-13 1250 C 250Feb-11 SPX 21-Dec-13 1250 P 2Feb-11 SPX 21-Dec-13 1275 P 1Feb-11 SPX 21-Dec-13 1300 C 8,051Feb-11 SPX 21-Dec-13 1300 P 3,778Feb-11 SPX 21-Dec-13 1325 C 2,412Feb-11 SPX 21-Dec-13 1325 P 2,062Feb-11 SPX 21-Dec-13 1350 C 450Feb-11 SPX 21-Dec-13 1350 P 302Feb-11 SPX 21-Dec-13 1375 C 160Feb-11 SPX 21-Dec-13 1375 P 160Feb-11 SPX 21-Dec-13 1400 C 75Feb-11 SPX 21-Dec-13 1450 C 125Feb-11 SPX 21-Dec-13 1525 C 200Feb-11 SPX 21-Dec-13 1550 C 2Feb-11 SPX 21-Dec-13 1600 C 2,127Feb-11 SPX 21-Dec-13 1700 C 253Feb-11 SPX 21-Dec-13 1800 C 11Feb-11 SPX 21-Dec-13 1900 C 22Feb-11 SPX 21-Dec-13 1900 P 1Feb-11 SPX 21-Dec-13 2000 C 82Feb-11 SPX 21-Dec-13 2000 P 4Feb-11 SPX 21-Dec-13 2250 C 11,755Feb-11 SPX 21-Dec-13 2250 P 59Feb-11 SPX 21-Dec-13 2500 C 5Feb-11 SPX 21-Dec-13 2500 P 179Feb-11 SPX 21-Dec-13 3000 C 1Feb-11 SPX 21-Dec-13 3000 P 236
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPXW 04-Feb-11 1075 P 438Feb-11 SPXW 04-Feb-11 1100 P 1,007Feb-11 SPXW 04-Feb-11 1125 P 789Feb-11 SPXW 04-Feb-11 1150 P 6,853Feb-11 SPXW 04-Feb-11 1175 P 2,152Feb-11 SPXW 04-Feb-11 1200 P 2,010Feb-11 SPXW 04-Feb-11 1210 P 360Feb-11 SPXW 04-Feb-11 1215 P 225Feb-11 SPXW 04-Feb-11 1220 P 477Feb-11 SPXW 04-Feb-11 1225 C 2Feb-11 SPXW 04-Feb-11 1225 P 2,873Feb-11 SPXW 04-Feb-11 1230 P 383Feb-11 SPXW 04-Feb-11 1235 P 374Feb-11 SPXW 04-Feb-11 1240 P 883Feb-11 SPXW 04-Feb-11 1245 C 10Feb-11 SPXW 04-Feb-11 1245 P 777Feb-11 SPXW 04-Feb-11 1250 C 17Feb-11 SPXW 04-Feb-11 1250 P 2,600Feb-11 SPXW 04-Feb-11 1255 C 10Feb-11 SPXW 04-Feb-11 1255 P 2,587Feb-11 SPXW 04-Feb-11 1260 C 15Feb-11 SPXW 04-Feb-11 1260 P 3,371Feb-11 SPXW 04-Feb-11 1265 C 7Feb-11 SPXW 04-Feb-11 1265 P 1,289Feb-11 SPXW 04-Feb-11 1270 C 9Feb-11 SPXW 04-Feb-11 1270 P 8,239Feb-11 SPXW 04-Feb-11 1275 C 26Feb-11 SPXW 04-Feb-11 1275 P 5,611Feb-11 SPXW 04-Feb-11 1280 C 82Feb-11 SPXW 04-Feb-11 1280 P 9,101Feb-11 SPXW 04-Feb-11 1285 C 110Feb-11 SPXW 04-Feb-11 1285 P 2,669Feb-11 SPXW 04-Feb-11 1290 C 293Feb-11 SPXW 04-Feb-11 1290 P 8,117Feb-11 SPXW 04-Feb-11 1295 C 340Feb-11 SPXW 04-Feb-11 1295 P 2,839Feb-11 SPXW 04-Feb-11 1300 C 2,343Feb-11 SPXW 04-Feb-11 1300 P 6,233Feb-11 SPXW 04-Feb-11 1305 C 4,563Feb-11 SPXW 04-Feb-11 1305 P 1,506Feb-11 SPXW 04-Feb-11 1310 C 7,985Feb-11 SPXW 04-Feb-11 1310 P 797Feb-11 SPXW 04-Feb-11 1315 C 12,370Feb-11 SPXW 04-Feb-11 1315 P 33Feb-11 SPXW 04-Feb-11 1320 C 21,080Feb-11 SPXW 04-Feb-11 1320 P 4Feb-11 SPXW 04-Feb-11 1325 C 9,832Feb-11 SPXW 04-Feb-11 1325 P 8
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPXW 04-Feb-11 1330 C 28,886Feb-11 SPXW 04-Feb-11 1330 P 5Feb-11 SPXW 04-Feb-11 1335 C 2,218Feb-11 SPXW 04-Feb-11 1340 C 16,844Feb-11 SPXW 04-Feb-11 1345 C 1,431Feb-11 SPXW 04-Feb-11 1350 C 3,380Feb-11 SPXW 04-Feb-11 1375 C 2,910Feb-11 SPXW 11-Feb-11 1075 P 5,069Feb-11 SPXW 11-Feb-11 1100 P 3,431Feb-11 SPXW 11-Feb-11 1125 P 8,196Feb-11 SPXW 11-Feb-11 1150 P 6,758Feb-11 SPXW 11-Feb-11 1175 P 5,549Feb-11 SPXW 11-Feb-11 1200 C 4Feb-11 SPXW 11-Feb-11 1200 P 5,812Feb-11 SPXW 11-Feb-11 1225 P 4,666Feb-11 SPXW 11-Feb-11 1230 C 4Feb-11 SPXW 11-Feb-11 1230 P 1,480Feb-11 SPXW 11-Feb-11 1235 C 11Feb-11 SPXW 11-Feb-11 1235 P 488Feb-11 SPXW 11-Feb-11 1240 C 25Feb-11 SPXW 11-Feb-11 1240 P 2,375Feb-11 SPXW 11-Feb-11 1245 C 22Feb-11 SPXW 11-Feb-11 1245 P 895Feb-11 SPXW 11-Feb-11 1250 C 3Feb-11 SPXW 11-Feb-11 1250 P 7,962Feb-11 SPXW 11-Feb-11 1255 C 5Feb-11 SPXW 11-Feb-11 1255 P 1,793Feb-11 SPXW 11-Feb-11 1260 C 24Feb-11 SPXW 11-Feb-11 1260 P 2,437Feb-11 SPXW 11-Feb-11 1265 C 35Feb-11 SPXW 11-Feb-11 1265 P 1,881Feb-11 SPXW 11-Feb-11 1270 C 65Feb-11 SPXW 11-Feb-11 1270 P 1,609Feb-11 SPXW 11-Feb-11 1275 C 47Feb-11 SPXW 11-Feb-11 1275 P 3,559Feb-11 SPXW 11-Feb-11 1280 C 22Feb-11 SPXW 11-Feb-11 1280 P 2,250Feb-11 SPXW 11-Feb-11 1285 C 34Feb-11 SPXW 11-Feb-11 1285 P 2,573Feb-11 SPXW 11-Feb-11 1290 C 25Feb-11 SPXW 11-Feb-11 1290 P 10,298Feb-11 SPXW 11-Feb-11 1295 C 141Feb-11 SPXW 11-Feb-11 1295 P 4,754Feb-11 SPXW 11-Feb-11 1300 C 258Feb-11 SPXW 11-Feb-11 1300 P 23,175Feb-11 SPXW 11-Feb-11 1305 C 4,067Feb-11 SPXW 11-Feb-11 1305 P 6,244Feb-11 SPXW 11-Feb-11 1310 C 1,023
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPXW 11-Feb-11 1310 P 13,272Feb-11 SPXW 11-Feb-11 1315 C 2,369Feb-11 SPXW 11-Feb-11 1315 P 5,038Feb-11 SPXW 11-Feb-11 1320 C 2,302Feb-11 SPXW 11-Feb-11 1320 P 4,216Feb-11 SPXW 11-Feb-11 1325 C 5,474Feb-11 SPXW 11-Feb-11 1325 P 2,945Feb-11 SPXW 11-Feb-11 1330 C 15,396Feb-11 SPXW 11-Feb-11 1330 P 929Feb-11 SPXW 11-Feb-11 1335 C 5,979Feb-11 SPXW 11-Feb-11 1335 P 623Feb-11 SPXW 11-Feb-11 1340 C 15,116Feb-11 SPXW 11-Feb-11 1340 P 74Feb-11 SPXW 11-Feb-11 1345 C 7,787Feb-11 SPXW 11-Feb-11 1345 P 15Feb-11 SPXW 11-Feb-11 1350 C 8,018Feb-11 SPXW 11-Feb-11 1350 P 15Feb-11 SPXW 11-Feb-11 1355 C 1,815Feb-11 SPXW 11-Feb-11 1355 P 39Feb-11 SPXW 11-Feb-11 1360 C 266Feb-11 SPXW 11-Feb-11 1360 P 47Feb-11 SPXW 11-Feb-11 1365 C 195Feb-11 SPXW 11-Feb-11 1365 P 53Feb-11 SPXW 11-Feb-11 1370 C 430Feb-11 SPXW 11-Feb-11 1370 P 10Feb-11 SPXW 11-Feb-11 1375 C 6,861Feb-11 SPXW 25-Feb-11 1100 C 103Feb-11 SPXW 25-Feb-11 1100 P 11,722Feb-11 SPXW 25-Feb-11 1125 C 57Feb-11 SPXW 25-Feb-11 1125 P 12,251Feb-11 SPXW 25-Feb-11 1150 P 23,641Feb-11 SPXW 25-Feb-11 1175 C 44Feb-11 SPXW 25-Feb-11 1175 P 25,583Feb-11 SPXW 25-Feb-11 1200 C 17Feb-11 SPXW 25-Feb-11 1200 P 14,432Feb-11 SPXW 25-Feb-11 1225 C 27Feb-11 SPXW 25-Feb-11 1225 P 20,221Feb-11 SPXW 25-Feb-11 1250 C 40Feb-11 SPXW 25-Feb-11 1250 P 15,278Feb-11 SPXW 25-Feb-11 1275 C 64Feb-11 SPXW 25-Feb-11 1275 P 26,576Feb-11 SPXW 25-Feb-11 1280 C 48Feb-11 SPXW 25-Feb-11 1280 P 4,889Feb-11 SPXW 25-Feb-11 1285 C 242Feb-11 SPXW 25-Feb-11 1285 P 7,693Feb-11 SPXW 25-Feb-11 1290 C 149Feb-11 SPXW 25-Feb-11 1290 P 9,381Feb-11 SPXW 25-Feb-11 1295 C 335
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPXW 25-Feb-11 1295 P 5,942Feb-11 SPXW 25-Feb-11 1300 C 2,297Feb-11 SPXW 25-Feb-11 1300 P 20,386Feb-11 SPXW 25-Feb-11 1305 C 696Feb-11 SPXW 25-Feb-11 1305 P 4,636Feb-11 SPXW 25-Feb-11 1310 C 1,511Feb-11 SPXW 25-Feb-11 1310 P 5,148Feb-11 SPXW 25-Feb-11 1315 C 13,497Feb-11 SPXW 25-Feb-11 1315 P 7,290Feb-11 SPXW 25-Feb-11 1320 C 6,383Feb-11 SPXW 25-Feb-11 1320 P 4,286Feb-11 SPXW 25-Feb-11 1325 C 21,831Feb-11 SPXW 25-Feb-11 1325 P 13,950Feb-11 SPXW 25-Feb-11 1330 C 11,896Feb-11 SPXW 25-Feb-11 1330 P 6,529Feb-11 SPXW 25-Feb-11 1335 C 5,202Feb-11 SPXW 25-Feb-11 1335 P 2,007Feb-11 SPXW 25-Feb-11 1340 C 8,957Feb-11 SPXW 25-Feb-11 1340 P 4,673Feb-11 SPXW 25-Feb-11 1345 C 3,396Feb-11 SPXW 25-Feb-11 1345 P 437Feb-11 SPXW 25-Feb-11 1350 C 7,056Feb-11 SPXW 25-Feb-11 1350 P 181Feb-11 SPXW 25-Feb-11 1355 C 2,821Feb-11 SPXW 25-Feb-11 1355 P 10Feb-11 SPXW 25-Feb-11 1360 C 3,598Feb-11 SPXW 25-Feb-11 1360 P 16Feb-11 SPXW 25-Feb-11 1365 C 5,991Feb-11 SPXW 25-Feb-11 1365 P 11Feb-11 SPXW 25-Feb-11 1370 C 4,491Feb-11 SPXW 25-Feb-11 1370 P 72Feb-11 SPXW 25-Feb-11 1375 C 15,431Feb-11 SPXW 25-Feb-11 1375 P 40Feb-11 SPXW 25-Feb-11 1380 C 2,636Feb-11 SPXW 25-Feb-11 1380 P 4Feb-11 SPXW 25-Feb-11 1385 C 12,640Feb-11 SPXW 25-Feb-11 1385 P 22Feb-11 SPXW 25-Feb-11 1400 C 2,468Feb-11 SPXW 25-Feb-11 1400 P 11Feb-11 SPXW 25-Feb-11 1425 C 951Feb-11 SPXW 25-Feb-11 1425 P 33Feb-11 SPXW 25-Feb-11 1450 C 2,788Feb-11 SPXW 25-Feb-11 1450 P 41Feb-11 SPXW 04-Mar-11 1050 C 11Feb-11 SPXW 04-Mar-11 1050 P 3,505Feb-11 SPXW 04-Mar-11 1075 P 4,846Feb-11 SPXW 04-Mar-11 1100 P 10,591Feb-11 SPXW 04-Mar-11 1125 P 8,076
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPXW 04-Mar-11 1150 P 26,325Feb-11 SPXW 04-Mar-11 1175 C 12Feb-11 SPXW 04-Mar-11 1175 P 3,979Feb-11 SPXW 04-Mar-11 1200 P 21,505Feb-11 SPXW 04-Mar-11 1220 P 364Feb-11 SPXW 04-Mar-11 1225 P 4,425Feb-11 SPXW 04-Mar-11 1230 C 1Feb-11 SPXW 04-Mar-11 1230 P 100Feb-11 SPXW 04-Mar-11 1235 C 1Feb-11 SPXW 04-Mar-11 1235 P 101Feb-11 SPXW 04-Mar-11 1240 P 102Feb-11 SPXW 04-Mar-11 1245 P 147Feb-11 SPXW 04-Mar-11 1250 C 22Feb-11 SPXW 04-Mar-11 1250 P 4,055Feb-11 SPXW 04-Mar-11 1255 P 1,347Feb-11 SPXW 04-Mar-11 1260 C 25Feb-11 SPXW 04-Mar-11 1260 P 1,752Feb-11 SPXW 04-Mar-11 1265 C 4Feb-11 SPXW 04-Mar-11 1265 P 1,995Feb-11 SPXW 04-Mar-11 1270 P 1,744Feb-11 SPXW 04-Mar-11 1275 P 5,799Feb-11 SPXW 04-Mar-11 1280 C 11Feb-11 SPXW 04-Mar-11 1280 P 1,490Feb-11 SPXW 04-Mar-11 1285 P 1,606Feb-11 SPXW 04-Mar-11 1290 C 32Feb-11 SPXW 04-Mar-11 1290 P 2,699Feb-11 SPXW 04-Mar-11 1295 C 42Feb-11 SPXW 04-Mar-11 1295 P 1,328Feb-11 SPXW 04-Mar-11 1300 C 662Feb-11 SPXW 04-Mar-11 1300 P 6,717Feb-11 SPXW 04-Mar-11 1305 C 298Feb-11 SPXW 04-Mar-11 1305 P 1,302Feb-11 SPXW 04-Mar-11 1310 C 940Feb-11 SPXW 04-Mar-11 1310 P 252Feb-11 SPXW 04-Mar-11 1315 C 441Feb-11 SPXW 04-Mar-11 1315 P 403Feb-11 SPXW 04-Mar-11 1320 C 374Feb-11 SPXW 04-Mar-11 1320 P 453Feb-11 SPXW 04-Mar-11 1325 C 4,919Feb-11 SPXW 04-Mar-11 1325 P 5,669Feb-11 SPXW 04-Mar-11 1330 C 1,566Feb-11 SPXW 04-Mar-11 1330 P 58Feb-11 SPXW 04-Mar-11 1335 C 768Feb-11 SPXW 04-Mar-11 1335 P 8Feb-11 SPXW 04-Mar-11 1340 C 5,172Feb-11 SPXW 04-Mar-11 1340 P 11Feb-11 SPXW 04-Mar-11 1345 C 2,176Feb-11 SPXW 04-Mar-11 1345 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Feb-11 SPXW 04-Mar-11 1350 C 9,273Feb-11 SPXW 04-Mar-11 1355 C 4,878Feb-11 SPXW 04-Mar-11 1360 C 5,508Feb-11 SPXW 04-Mar-11 1365 C 2,697Feb-11 SPXW 04-Mar-11 1370 C 2,858Feb-11 SPXW 04-Mar-11 1370 P 4Feb-11 SPXW 04-Mar-11 1375 C 1,222Feb-11 SPXW 04-Mar-11 1400 C 770Feb-11 SPXW 04-Mar-11 1400 P 18Feb-11 SPXW 04-Mar-11 1425 C 399Mar-11 SPX 19-Mar-11 200 C 310Mar-11 SPX 19-Mar-11 500 C 4,700Mar-11 SPX 19-Mar-11 500 P 4,700Mar-11 SPX 19-Mar-11 600 C 310Mar-11 SPX 19-Mar-11 800 C 1Mar-11 SPX 19-Mar-11 850 C 2Mar-11 SPX 19-Mar-11 900 P 122Mar-11 SPX 19-Mar-11 905 P 20Mar-11 SPX 19-Mar-11 915 P 10Mar-11 SPX 19-Mar-11 920 P 50Mar-11 SPX 19-Mar-11 925 P 1,346Mar-11 SPX 19-Mar-11 930 P 19Mar-11 SPX 19-Mar-11 935 P 5Mar-11 SPX 19-Mar-11 940 P 2Mar-11 SPX 19-Mar-11 945 P 20Mar-11 SPX 19-Mar-11 950 C 25Mar-11 SPX 19-Mar-11 950 P 3,102Mar-11 SPX 19-Mar-11 955 P 182Mar-11 SPX 19-Mar-11 960 P 199Mar-11 SPX 19-Mar-11 965 P 771Mar-11 SPX 19-Mar-11 970 P 468Mar-11 SPX 19-Mar-11 975 C 3,825Mar-11 SPX 19-Mar-11 975 P 9,057Mar-11 SPX 19-Mar-11 980 C 20,000Mar-11 SPX 19-Mar-11 980 P 940Mar-11 SPX 19-Mar-11 985 P 378Mar-11 SPX 19-Mar-11 990 P 868Mar-11 SPX 19-Mar-11 995 P 2,100Mar-11 SPX 19-Mar-11 1000 C 14Mar-11 SPX 19-Mar-11 1000 P 6,710Mar-11 SPX 19-Mar-11 1005 P 777Mar-11 SPX 19-Mar-11 1010 P 1,445Mar-11 SPX 19-Mar-11 1015 P 595Mar-11 SPX 19-Mar-11 1020 P 1,657Mar-11 SPX 19-Mar-11 1025 C 19Mar-11 SPX 19-Mar-11 1025 P 10,658Mar-11 SPX 19-Mar-11 1030 C 4,000Mar-11 SPX 19-Mar-11 1030 P 3,904
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 19-Mar-11 1035 P 530Mar-11 SPX 19-Mar-11 1040 C 7Mar-11 SPX 19-Mar-11 1040 P 614Mar-11 SPX 19-Mar-11 1045 P 394Mar-11 SPX 19-Mar-11 1050 C 133Mar-11 SPX 19-Mar-11 1050 P 13,528Mar-11 SPX 19-Mar-11 1055 P 1,039Mar-11 SPX 19-Mar-11 1060 C 3Mar-11 SPX 19-Mar-11 1060 P 7,744Mar-11 SPX 19-Mar-11 1065 P 1,682Mar-11 SPX 19-Mar-11 1070 P 1,399Mar-11 SPX 19-Mar-11 1075 C 26Mar-11 SPX 19-Mar-11 1075 P 8,836Mar-11 SPX 19-Mar-11 1080 C 75Mar-11 SPX 19-Mar-11 1080 P 3,181Mar-11 SPX 19-Mar-11 1085 C 4Mar-11 SPX 19-Mar-11 1085 P 7,917Mar-11 SPX 19-Mar-11 1090 C 100Mar-11 SPX 19-Mar-11 1090 P 5,358Mar-11 SPX 19-Mar-11 1095 P 2,796Mar-11 SPX 19-Mar-11 1100 C 944Mar-11 SPX 19-Mar-11 1100 P 46,307Mar-11 SPX 19-Mar-11 1105 C 141Mar-11 SPX 19-Mar-11 1105 P 850Mar-11 SPX 19-Mar-11 1110 P 1,789Mar-11 SPX 19-Mar-11 1115 C 1Mar-11 SPX 19-Mar-11 1115 P 4,813Mar-11 SPX 19-Mar-11 1120 C 1Mar-11 SPX 19-Mar-11 1120 P 2,033Mar-11 SPX 19-Mar-11 1125 C 92Mar-11 SPX 19-Mar-11 1125 P 46,738Mar-11 SPX 19-Mar-11 1130 P 1,209Mar-11 SPX 19-Mar-11 1135 C 24Mar-11 SPX 19-Mar-11 1135 P 489Mar-11 SPX 19-Mar-11 1140 C 24Mar-11 SPX 19-Mar-11 1140 P 2,655Mar-11 SPX 19-Mar-11 1145 P 3,378Mar-11 SPX 19-Mar-11 1150 C 155Mar-11 SPX 19-Mar-11 1150 P 84,234Mar-11 SPX 19-Mar-11 1155 C 35Mar-11 SPX 19-Mar-11 1155 P 332Mar-11 SPX 19-Mar-11 1160 C 1,447Mar-11 SPX 19-Mar-11 1160 P 6,007Mar-11 SPX 19-Mar-11 1165 P 2,725Mar-11 SPX 19-Mar-11 1170 C 20Mar-11 SPX 19-Mar-11 1170 P 1,891Mar-11 SPX 19-Mar-11 1175 C 87Mar-11 SPX 19-Mar-11 1175 P 76,906
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 19-Mar-11 1180 C 58Mar-11 SPX 19-Mar-11 1180 P 17,845Mar-11 SPX 19-Mar-11 1185 C 8Mar-11 SPX 19-Mar-11 1185 P 4,922Mar-11 SPX 19-Mar-11 1190 P 22,036Mar-11 SPX 19-Mar-11 1195 C 217Mar-11 SPX 19-Mar-11 1195 P 2,753Mar-11 SPX 19-Mar-11 1200 C 10,606Mar-11 SPX 19-Mar-11 1200 P 196,812Mar-11 SPX 19-Mar-11 1205 P 20,094Mar-11 SPX 19-Mar-11 1210 C 103Mar-11 SPX 19-Mar-11 1210 P 18,091Mar-11 SPX 19-Mar-11 1215 P 9,726Mar-11 SPX 19-Mar-11 1220 C 44Mar-11 SPX 19-Mar-11 1220 P 39,544Mar-11 SPX 19-Mar-11 1225 C 3,095Mar-11 SPX 19-Mar-11 1225 P 120,025Mar-11 SPX 19-Mar-11 1230 C 905Mar-11 SPX 19-Mar-11 1230 P 56,024Mar-11 SPX 19-Mar-11 1235 C 122Mar-11 SPX 19-Mar-11 1235 P 20,204Mar-11 SPX 19-Mar-11 1240 C 418Mar-11 SPX 19-Mar-11 1240 P 52,258Mar-11 SPX 19-Mar-11 1245 C 773Mar-11 SPX 19-Mar-11 1245 P 8,478Mar-11 SPX 19-Mar-11 1250 C 12,111Mar-11 SPX 19-Mar-11 1250 P 309,770Mar-11 SPX 19-Mar-11 1255 C 118Mar-11 SPX 19-Mar-11 1255 P 19,990Mar-11 SPX 19-Mar-11 1260 C 8,755Mar-11 SPX 19-Mar-11 1260 P 105,893Mar-11 SPX 19-Mar-11 1265 C 4,022Mar-11 SPX 19-Mar-11 1265 P 26,975Mar-11 SPX 19-Mar-11 1270 C 12,308Mar-11 SPX 19-Mar-11 1270 P 83,464Mar-11 SPX 19-Mar-11 1275 C 74,684Mar-11 SPX 19-Mar-11 1275 P 203,178Mar-11 SPX 19-Mar-11 1280 C 27,960Mar-11 SPX 19-Mar-11 1280 P 68,693Mar-11 SPX 19-Mar-11 1285 C 21,207Mar-11 SPX 19-Mar-11 1285 P 41,056Mar-11 SPX 19-Mar-11 1290 C 32,506Mar-11 SPX 19-Mar-11 1290 P 49,372Mar-11 SPX 19-Mar-11 1295 C 18,371Mar-11 SPX 19-Mar-11 1295 P 8,671Mar-11 SPX 19-Mar-11 1300 C 267,775Mar-11 SPX 19-Mar-11 1300 P 346,531Mar-11 SPX 19-Mar-11 1305 C 33,852
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 19-Mar-11 1305 P 30,398Mar-11 SPX 19-Mar-11 1310 C 97,375Mar-11 SPX 19-Mar-11 1310 P 53,779Mar-11 SPX 19-Mar-11 1315 C 55,244Mar-11 SPX 19-Mar-11 1315 P 42,965Mar-11 SPX 19-Mar-11 1320 C 89,023Mar-11 SPX 19-Mar-11 1320 P 60,245Mar-11 SPX 19-Mar-11 1325 C 137,200Mar-11 SPX 19-Mar-11 1325 P 60,262Mar-11 SPX 19-Mar-11 1330 C 55,145Mar-11 SPX 19-Mar-11 1330 P 28,099Mar-11 SPX 19-Mar-11 1335 C 14,051Mar-11 SPX 19-Mar-11 1335 P 1,687Mar-11 SPX 19-Mar-11 1340 C 71,083Mar-11 SPX 19-Mar-11 1340 P 722Mar-11 SPX 19-Mar-11 1345 C 37,897Mar-11 SPX 19-Mar-11 1345 P 208Mar-11 SPX 19-Mar-11 1350 C 120,330Mar-11 SPX 19-Mar-11 1350 P 3,390Mar-11 SPX 19-Mar-11 1355 C 21,325Mar-11 SPX 19-Mar-11 1355 P 1,502Mar-11 SPX 19-Mar-11 1360 C 38,971Mar-11 SPX 19-Mar-11 1360 P 38Mar-11 SPX 19-Mar-11 1365 C 16,426Mar-11 SPX 19-Mar-11 1365 P 5Mar-11 SPX 19-Mar-11 1370 C 15,095Mar-11 SPX 19-Mar-11 1370 P 533Mar-11 SPX 19-Mar-11 1375 C 11,451Mar-11 SPX 19-Mar-11 1375 P 2,645Mar-11 SPX 19-Mar-11 1380 C 8,707Mar-11 SPX 19-Mar-11 1380 P 8Mar-11 SPX 19-Mar-11 1385 C 3,181Mar-11 SPX 19-Mar-11 1385 P 12Mar-11 SPX 19-Mar-11 1390 C 3,440Mar-11 SPX 19-Mar-11 1390 P 2Mar-11 SPX 19-Mar-11 1395 C 7,367Mar-11 SPX 19-Mar-11 1400 C 14,427Mar-11 SPX 19-Mar-11 1400 P 38Mar-11 SPX 19-Mar-11 1405 C 627Mar-11 SPX 19-Mar-11 1410 C 8,121Mar-11 SPX 19-Mar-11 1410 P 4Mar-11 SPX 19-Mar-11 1415 C 334Mar-11 SPX 19-Mar-11 1420 C 327Mar-11 SPX 19-Mar-11 1420 P 1Mar-11 SPX 19-Mar-11 1425 C 942Mar-11 SPX 19-Mar-11 1425 P 11Mar-11 SPX 19-Mar-11 1430 C 242Mar-11 SPX 19-Mar-11 1435 C 56
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 19-Mar-11 1440 C 444Mar-11 SPX 19-Mar-11 1445 C 10Mar-11 SPX 19-Mar-11 1450 C 984Mar-11 SPX 19-Mar-11 1450 P 20Mar-11 SPX 19-Mar-11 1460 C 46Mar-11 SPX 19-Mar-11 1475 C 1,883Mar-11 SPX 19-Mar-11 1475 P 8Mar-11 SPX 19-Mar-11 1500 C 6,517Mar-11 SPX 19-Mar-11 1500 P 4,727Mar-11 SPX 19-Mar-11 1900 P 875Mar-11 SPX 19-Mar-11 2100 P 875Mar-11 SPX 16-Apr-11 500 C 3,470Mar-11 SPX 16-Apr-11 500 P 3,470Mar-11 SPX 16-Apr-11 600 P 1Mar-11 SPX 16-Apr-11 650 P 33Mar-11 SPX 16-Apr-11 700 P 2,140Mar-11 SPX 16-Apr-11 750 P 30,426Mar-11 SPX 16-Apr-11 760 P 9,722Mar-11 SPX 16-Apr-11 770 P 9,581Mar-11 SPX 16-Apr-11 780 P 10,880Mar-11 SPX 16-Apr-11 790 P 9,285Mar-11 SPX 16-Apr-11 800 C 1Mar-11 SPX 16-Apr-11 800 P 19,062Mar-11 SPX 16-Apr-11 810 P 10,572Mar-11 SPX 16-Apr-11 820 P 7,074Mar-11 SPX 16-Apr-11 825 P 5,427Mar-11 SPX 16-Apr-11 830 P 6,949Mar-11 SPX 16-Apr-11 840 P 8,266Mar-11 SPX 16-Apr-11 850 C 2Mar-11 SPX 16-Apr-11 850 P 13,423Mar-11 SPX 16-Apr-11 860 P 8,269Mar-11 SPX 16-Apr-11 870 P 6,265Mar-11 SPX 16-Apr-11 875 P 5,068Mar-11 SPX 16-Apr-11 880 P 6,482Mar-11 SPX 16-Apr-11 890 P 8,729Mar-11 SPX 16-Apr-11 900 P 17,073Mar-11 SPX 16-Apr-11 905 P 4,367Mar-11 SPX 16-Apr-11 910 P 4,293Mar-11 SPX 16-Apr-11 915 P 3,973Mar-11 SPX 16-Apr-11 920 P 4,320Mar-11 SPX 16-Apr-11 925 P 7,665Mar-11 SPX 16-Apr-11 930 P 4,654Mar-11 SPX 16-Apr-11 935 P 3,874Mar-11 SPX 16-Apr-11 940 P 3,856Mar-11 SPX 16-Apr-11 945 P 3,745Mar-11 SPX 16-Apr-11 950 C 75Mar-11 SPX 16-Apr-11 950 P 12,724Mar-11 SPX 16-Apr-11 955 P 4,395
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 16-Apr-11 960 P 3,861Mar-11 SPX 16-Apr-11 965 P 3,622Mar-11 SPX 16-Apr-11 970 P 3,551Mar-11 SPX 16-Apr-11 975 C 206Mar-11 SPX 16-Apr-11 975 P 24,719Mar-11 SPX 16-Apr-11 980 C 20,000Mar-11 SPX 16-Apr-11 980 P 3,675Mar-11 SPX 16-Apr-11 985 C 6Mar-11 SPX 16-Apr-11 985 P 3,698Mar-11 SPX 16-Apr-11 990 P 3,917Mar-11 SPX 16-Apr-11 995 P 4,148Mar-11 SPX 16-Apr-11 1000 C 77Mar-11 SPX 16-Apr-11 1000 P 44,582Mar-11 SPX 16-Apr-11 1005 P 3,439Mar-11 SPX 16-Apr-11 1010 P 10,489Mar-11 SPX 16-Apr-11 1015 C 25Mar-11 SPX 16-Apr-11 1015 P 4,072Mar-11 SPX 16-Apr-11 1020 C 2Mar-11 SPX 16-Apr-11 1020 P 11,663Mar-11 SPX 16-Apr-11 1025 C 45Mar-11 SPX 16-Apr-11 1025 P 28,763Mar-11 SPX 16-Apr-11 1030 C 10,004Mar-11 SPX 16-Apr-11 1030 P 3,715Mar-11 SPX 16-Apr-11 1035 P 5,386Mar-11 SPX 16-Apr-11 1040 C 13Mar-11 SPX 16-Apr-11 1040 P 11,027Mar-11 SPX 16-Apr-11 1045 P 3,341Mar-11 SPX 16-Apr-11 1050 C 197Mar-11 SPX 16-Apr-11 1050 P 60,068Mar-11 SPX 16-Apr-11 1055 P 3,557Mar-11 SPX 16-Apr-11 1060 C 4Mar-11 SPX 16-Apr-11 1060 P 6,167Mar-11 SPX 16-Apr-11 1065 P 7,900Mar-11 SPX 16-Apr-11 1070 P 4,362Mar-11 SPX 16-Apr-11 1075 C 206Mar-11 SPX 16-Apr-11 1075 P 25,804Mar-11 SPX 16-Apr-11 1080 C 2Mar-11 SPX 16-Apr-11 1080 P 10,206Mar-11 SPX 16-Apr-11 1085 C 12Mar-11 SPX 16-Apr-11 1085 P 3,723Mar-11 SPX 16-Apr-11 1090 P 7,174Mar-11 SPX 16-Apr-11 1095 P 3,686Mar-11 SPX 16-Apr-11 1100 C 94Mar-11 SPX 16-Apr-11 1100 P 179,837Mar-11 SPX 16-Apr-11 1105 P 3,293Mar-11 SPX 16-Apr-11 1110 P 5,872Mar-11 SPX 16-Apr-11 1115 C 27Mar-11 SPX 16-Apr-11 1115 P 7,602
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 16-Apr-11 1120 P 19,239Mar-11 SPX 16-Apr-11 1125 C 50Mar-11 SPX 16-Apr-11 1125 P 60,923Mar-11 SPX 16-Apr-11 1130 C 1Mar-11 SPX 16-Apr-11 1130 P 26,102Mar-11 SPX 16-Apr-11 1135 C 37Mar-11 SPX 16-Apr-11 1135 P 3,562Mar-11 SPX 16-Apr-11 1140 C 24Mar-11 SPX 16-Apr-11 1140 P 7,020Mar-11 SPX 16-Apr-11 1145 P 5,039Mar-11 SPX 16-Apr-11 1150 C 672Mar-11 SPX 16-Apr-11 1150 P 142,091Mar-11 SPX 16-Apr-11 1155 C 15Mar-11 SPX 16-Apr-11 1155 P 3,895Mar-11 SPX 16-Apr-11 1160 C 32Mar-11 SPX 16-Apr-11 1160 P 16,514Mar-11 SPX 16-Apr-11 1165 C 31Mar-11 SPX 16-Apr-11 1165 P 3,613Mar-11 SPX 16-Apr-11 1170 C 20Mar-11 SPX 16-Apr-11 1170 P 21,109Mar-11 SPX 16-Apr-11 1175 C 8Mar-11 SPX 16-Apr-11 1175 P 79,070Mar-11 SPX 16-Apr-11 1180 C 57Mar-11 SPX 16-Apr-11 1180 P 33,880Mar-11 SPX 16-Apr-11 1185 C 38Mar-11 SPX 16-Apr-11 1185 P 9,703Mar-11 SPX 16-Apr-11 1190 C 9Mar-11 SPX 16-Apr-11 1190 P 26,333Mar-11 SPX 16-Apr-11 1195 C 217Mar-11 SPX 16-Apr-11 1195 P 7,158Mar-11 SPX 16-Apr-11 1200 C 350Mar-11 SPX 16-Apr-11 1200 P 392,429Mar-11 SPX 16-Apr-11 1205 C 28Mar-11 SPX 16-Apr-11 1205 P 5,354Mar-11 SPX 16-Apr-11 1210 C 531Mar-11 SPX 16-Apr-11 1210 P 25,006Mar-11 SPX 16-Apr-11 1215 C 8Mar-11 SPX 16-Apr-11 1215 P 5,112Mar-11 SPX 16-Apr-11 1220 C 148Mar-11 SPX 16-Apr-11 1220 P 33,844Mar-11 SPX 16-Apr-11 1225 C 295Mar-11 SPX 16-Apr-11 1225 P 188,824Mar-11 SPX 16-Apr-11 1230 C 148Mar-11 SPX 16-Apr-11 1230 P 41,627Mar-11 SPX 16-Apr-11 1235 C 1,026Mar-11 SPX 16-Apr-11 1235 P 18,588Mar-11 SPX 16-Apr-11 1240 C 128Mar-11 SPX 16-Apr-11 1240 P 21,587
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 16-Apr-11 1245 C 26Mar-11 SPX 16-Apr-11 1245 P 9,317Mar-11 SPX 16-Apr-11 1250 C 17,017Mar-11 SPX 16-Apr-11 1250 P 379,934Mar-11 SPX 16-Apr-11 1255 C 67Mar-11 SPX 16-Apr-11 1255 P 10,317Mar-11 SPX 16-Apr-11 1260 C 1,771Mar-11 SPX 16-Apr-11 1260 P 41,585Mar-11 SPX 16-Apr-11 1265 C 1,533Mar-11 SPX 16-Apr-11 1265 P 30,223Mar-11 SPX 16-Apr-11 1270 C 8,260Mar-11 SPX 16-Apr-11 1270 P 66,092Mar-11 SPX 16-Apr-11 1275 C 25,477Mar-11 SPX 16-Apr-11 1275 P 186,302Mar-11 SPX 16-Apr-11 1280 C 5,040Mar-11 SPX 16-Apr-11 1280 P 38,901Mar-11 SPX 16-Apr-11 1285 C 13,139Mar-11 SPX 16-Apr-11 1285 P 11,159Mar-11 SPX 16-Apr-11 1290 C 12,173Mar-11 SPX 16-Apr-11 1290 P 68,705Mar-11 SPX 16-Apr-11 1295 C 14,944Mar-11 SPX 16-Apr-11 1295 P 6,539Mar-11 SPX 16-Apr-11 1300 C 198,703Mar-11 SPX 16-Apr-11 1300 P 344,082Mar-11 SPX 16-Apr-11 1305 C 21,502Mar-11 SPX 16-Apr-11 1305 P 1,883Mar-11 SPX 16-Apr-11 1310 C 28,456Mar-11 SPX 16-Apr-11 1310 P 24,316Mar-11 SPX 16-Apr-11 1315 C 20,793Mar-11 SPX 16-Apr-11 1315 P 10,098Mar-11 SPX 16-Apr-11 1320 C 25,580Mar-11 SPX 16-Apr-11 1320 P 45,624Mar-11 SPX 16-Apr-11 1325 C 176,189Mar-11 SPX 16-Apr-11 1325 P 53,869Mar-11 SPX 16-Apr-11 1330 C 30,666Mar-11 SPX 16-Apr-11 1330 P 1,208Mar-11 SPX 16-Apr-11 1335 C 13,054Mar-11 SPX 16-Apr-11 1335 P 853Mar-11 SPX 16-Apr-11 1340 C 40,051Mar-11 SPX 16-Apr-11 1340 P 1,462Mar-11 SPX 16-Apr-11 1345 C 16,128Mar-11 SPX 16-Apr-11 1345 P 126Mar-11 SPX 16-Apr-11 1350 C 182,331Mar-11 SPX 16-Apr-11 1350 P 16,233Mar-11 SPX 16-Apr-11 1355 C 21,291Mar-11 SPX 16-Apr-11 1355 P 28Mar-11 SPX 16-Apr-11 1360 C 57,705Mar-11 SPX 16-Apr-11 1360 P 116
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 16-Apr-11 1365 C 24,562Mar-11 SPX 16-Apr-11 1365 P 225Mar-11 SPX 16-Apr-11 1370 C 31,188Mar-11 SPX 16-Apr-11 1370 P 100Mar-11 SPX 16-Apr-11 1375 C 107,049Mar-11 SPX 16-Apr-11 1375 P 2,037Mar-11 SPX 16-Apr-11 1380 C 23,232Mar-11 SPX 16-Apr-11 1380 P 15Mar-11 SPX 16-Apr-11 1385 C 18,329Mar-11 SPX 16-Apr-11 1385 P 1Mar-11 SPX 16-Apr-11 1390 C 21,945Mar-11 SPX 16-Apr-11 1390 P 2Mar-11 SPX 16-Apr-11 1395 C 13,740Mar-11 SPX 16-Apr-11 1395 P 6Mar-11 SPX 16-Apr-11 1400 C 63,211Mar-11 SPX 16-Apr-11 1400 P 43Mar-11 SPX 16-Apr-11 1405 C 8,783Mar-11 SPX 16-Apr-11 1410 C 10,060Mar-11 SPX 16-Apr-11 1410 P 2Mar-11 SPX 16-Apr-11 1415 C 3,640Mar-11 SPX 16-Apr-11 1420 C 3,104Mar-11 SPX 16-Apr-11 1425 C 13,377Mar-11 SPX 16-Apr-11 1430 C 3,543Mar-11 SPX 16-Apr-11 1435 C 7,499Mar-11 SPX 16-Apr-11 1440 C 6,813Mar-11 SPX 16-Apr-11 1445 C 2,128Mar-11 SPX 16-Apr-11 1450 C 6,044Mar-11 SPX 16-Apr-11 1450 P 2Mar-11 SPX 16-Apr-11 1455 C 3,370Mar-11 SPX 16-Apr-11 1460 C 3,706Mar-11 SPX 16-Apr-11 1465 C 3,432Mar-11 SPX 16-Apr-11 1475 C 4,903Mar-11 SPX 16-Apr-11 1480 C 1Mar-11 SPX 16-Apr-11 1490 C 5Mar-11 SPX 16-Apr-11 1500 C 5,097Mar-11 SPX 16-Apr-11 1500 P 3,470Mar-11 SPX 16-Apr-11 1510 C 125Mar-11 SPX 16-Apr-11 1520 C 24Mar-11 SPX 16-Apr-11 1525 C 1Mar-11 SPX 16-Apr-11 1550 C 11Mar-11 SPX 16-Apr-11 1600 C 50Mar-11 SPX 21-May-11 500 C 1,500Mar-11 SPX 21-May-11 500 P 1,500Mar-11 SPX 21-May-11 650 P 5Mar-11 SPX 21-May-11 700 P 376Mar-11 SPX 21-May-11 750 P 112Mar-11 SPX 21-May-11 800 P 5,614Mar-11 SPX 21-May-11 810 P 2,323
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 21-May-11 820 P 50Mar-11 SPX 21-May-11 825 C 15Mar-11 SPX 21-May-11 825 P 828Mar-11 SPX 21-May-11 840 P 8Mar-11 SPX 21-May-11 850 P 5,712Mar-11 SPX 21-May-11 860 P 90Mar-11 SPX 21-May-11 870 P 2,266Mar-11 SPX 21-May-11 875 C 40Mar-11 SPX 21-May-11 875 P 1,243Mar-11 SPX 21-May-11 880 P 13Mar-11 SPX 21-May-11 890 P 80Mar-11 SPX 21-May-11 900 P 15,048Mar-11 SPX 21-May-11 905 P 50Mar-11 SPX 21-May-11 910 P 105Mar-11 SPX 21-May-11 915 P 184Mar-11 SPX 21-May-11 920 P 223Mar-11 SPX 21-May-11 925 C 15Mar-11 SPX 21-May-11 925 P 6,868Mar-11 SPX 21-May-11 930 P 22Mar-11 SPX 21-May-11 935 P 1,019Mar-11 SPX 21-May-11 940 P 25Mar-11 SPX 21-May-11 945 P 331Mar-11 SPX 21-May-11 950 C 50Mar-11 SPX 21-May-11 950 P 5,824Mar-11 SPX 21-May-11 955 P 425Mar-11 SPX 21-May-11 960 P 290Mar-11 SPX 21-May-11 965 C 110Mar-11 SPX 21-May-11 965 P 400Mar-11 SPX 21-May-11 970 P 577Mar-11 SPX 21-May-11 975 C 44Mar-11 SPX 21-May-11 975 P 7,565Mar-11 SPX 21-May-11 980 P 229Mar-11 SPX 21-May-11 985 P 473Mar-11 SPX 21-May-11 990 C 50Mar-11 SPX 21-May-11 990 P 2,657Mar-11 SPX 21-May-11 995 P 623Mar-11 SPX 21-May-11 1000 C 7Mar-11 SPX 21-May-11 1000 P 19,831Mar-11 SPX 21-May-11 1005 P 200Mar-11 SPX 21-May-11 1010 P 8,264Mar-11 SPX 21-May-11 1015 P 1,767Mar-11 SPX 21-May-11 1020 P 8,260Mar-11 SPX 21-May-11 1025 P 4,721Mar-11 SPX 21-May-11 1030 C 7,500Mar-11 SPX 21-May-11 1030 P 310Mar-11 SPX 21-May-11 1035 P 52Mar-11 SPX 21-May-11 1040 C 1Mar-11 SPX 21-May-11 1040 P 5,582
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 21-May-11 1045 P 255Mar-11 SPX 21-May-11 1050 C 25Mar-11 SPX 21-May-11 1050 P 15,833Mar-11 SPX 21-May-11 1055 P 924Mar-11 SPX 21-May-11 1060 C 3Mar-11 SPX 21-May-11 1060 P 4,906Mar-11 SPX 21-May-11 1065 C 110Mar-11 SPX 21-May-11 1065 P 320Mar-11 SPX 21-May-11 1070 P 7,992Mar-11 SPX 21-May-11 1075 P 35,115Mar-11 SPX 21-May-11 1080 C 1Mar-11 SPX 21-May-11 1080 P 1,222Mar-11 SPX 21-May-11 1085 C 2Mar-11 SPX 21-May-11 1085 P 507Mar-11 SPX 21-May-11 1090 C 50Mar-11 SPX 21-May-11 1090 P 620Mar-11 SPX 21-May-11 1095 P 196Mar-11 SPX 21-May-11 1100 C 2Mar-11 SPX 21-May-11 1100 P 49,956Mar-11 SPX 21-May-11 1105 P 32Mar-11 SPX 21-May-11 1110 P 1,794Mar-11 SPX 21-May-11 1115 C 1Mar-11 SPX 21-May-11 1115 P 93Mar-11 SPX 21-May-11 1120 C 1Mar-11 SPX 21-May-11 1120 P 1,737Mar-11 SPX 21-May-11 1125 P 21,778Mar-11 SPX 21-May-11 1130 P 389Mar-11 SPX 21-May-11 1135 C 1Mar-11 SPX 21-May-11 1135 P 367Mar-11 SPX 21-May-11 1140 C 1Mar-11 SPX 21-May-11 1140 P 1,009Mar-11 SPX 21-May-11 1145 P 1,054Mar-11 SPX 21-May-11 1150 C 2Mar-11 SPX 21-May-11 1150 P 25,402Mar-11 SPX 21-May-11 1155 P 29Mar-11 SPX 21-May-11 1160 C 6Mar-11 SPX 21-May-11 1160 P 4,903Mar-11 SPX 21-May-11 1165 P 2,171Mar-11 SPX 21-May-11 1170 P 4,300Mar-11 SPX 21-May-11 1175 C 8Mar-11 SPX 21-May-11 1175 P 35,002Mar-11 SPX 21-May-11 1180 P 8,746Mar-11 SPX 21-May-11 1185 C 6Mar-11 SPX 21-May-11 1185 P 3,480Mar-11 SPX 21-May-11 1190 P 2,397Mar-11 SPX 21-May-11 1195 P 816Mar-11 SPX 21-May-11 1200 C 4Mar-11 SPX 21-May-11 1200 P 98,310
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 21-May-11 1205 P 467Mar-11 SPX 21-May-11 1210 C 12Mar-11 SPX 21-May-11 1210 P 3,228Mar-11 SPX 21-May-11 1215 P 1,097Mar-11 SPX 21-May-11 1220 C 7Mar-11 SPX 21-May-11 1220 P 19,814Mar-11 SPX 21-May-11 1225 C 5Mar-11 SPX 21-May-11 1225 P 59,614Mar-11 SPX 21-May-11 1230 C 9Mar-11 SPX 21-May-11 1230 P 7,674Mar-11 SPX 21-May-11 1235 P 1,588Mar-11 SPX 21-May-11 1240 C 34Mar-11 SPX 21-May-11 1240 P 1,800Mar-11 SPX 21-May-11 1245 P 64Mar-11 SPX 21-May-11 1250 C 866Mar-11 SPX 21-May-11 1250 P 60,426Mar-11 SPX 21-May-11 1255 C 16Mar-11 SPX 21-May-11 1255 P 94Mar-11 SPX 21-May-11 1260 C 334Mar-11 SPX 21-May-11 1260 P 13,734Mar-11 SPX 21-May-11 1265 C 85Mar-11 SPX 21-May-11 1265 P 4,523Mar-11 SPX 21-May-11 1270 C 119Mar-11 SPX 21-May-11 1270 P 5,756Mar-11 SPX 21-May-11 1275 C 8,168Mar-11 SPX 21-May-11 1275 P 41,416Mar-11 SPX 21-May-11 1280 C 236Mar-11 SPX 21-May-11 1280 P 11,548Mar-11 SPX 21-May-11 1285 C 198Mar-11 SPX 21-May-11 1285 P 135Mar-11 SPX 21-May-11 1290 C 1,963Mar-11 SPX 21-May-11 1290 P 7,145Mar-11 SPX 21-May-11 1295 C 69Mar-11 SPX 21-May-11 1295 P 51Mar-11 SPX 21-May-11 1300 C 42,134Mar-11 SPX 21-May-11 1300 P 163,222Mar-11 SPX 21-May-11 1305 C 619Mar-11 SPX 21-May-11 1305 P 239Mar-11 SPX 21-May-11 1310 C 2,379Mar-11 SPX 21-May-11 1310 P 3,115Mar-11 SPX 21-May-11 1315 C 593Mar-11 SPX 21-May-11 1315 P 1,278Mar-11 SPX 21-May-11 1320 C 3,582Mar-11 SPX 21-May-11 1320 P 38,102Mar-11 SPX 21-May-11 1325 C 25,676Mar-11 SPX 21-May-11 1325 P 14,704Mar-11 SPX 21-May-11 1330 C 5,699Mar-11 SPX 21-May-11 1330 P 3,560
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 21-May-11 1335 C 1,676Mar-11 SPX 21-May-11 1335 P 3Mar-11 SPX 21-May-11 1340 C 5,441Mar-11 SPX 21-May-11 1340 P 1,026Mar-11 SPX 21-May-11 1345 C 2,234Mar-11 SPX 21-May-11 1350 C 54,758Mar-11 SPX 21-May-11 1350 P 1,059Mar-11 SPX 21-May-11 1355 C 3,693Mar-11 SPX 21-May-11 1355 P 5Mar-11 SPX 21-May-11 1360 C 13,690Mar-11 SPX 21-May-11 1365 C 6,808Mar-11 SPX 21-May-11 1365 P 60Mar-11 SPX 21-May-11 1370 C 16,275Mar-11 SPX 21-May-11 1375 C 43,478Mar-11 SPX 21-May-11 1375 P 1,002Mar-11 SPX 21-May-11 1380 C 13,255Mar-11 SPX 21-May-11 1385 C 5,441Mar-11 SPX 21-May-11 1390 C 2,648Mar-11 SPX 21-May-11 1395 C 3,467Mar-11 SPX 21-May-11 1400 C 59,581Mar-11 SPX 21-May-11 1400 P 426Mar-11 SPX 21-May-11 1405 C 2,637Mar-11 SPX 21-May-11 1410 C 6,575Mar-11 SPX 21-May-11 1415 C 505Mar-11 SPX 21-May-11 1420 C 363Mar-11 SPX 21-May-11 1425 C 28,365Mar-11 SPX 21-May-11 1430 C 159Mar-11 SPX 21-May-11 1435 C 388Mar-11 SPX 21-May-11 1440 C 1,593Mar-11 SPX 21-May-11 1445 C 51Mar-11 SPX 21-May-11 1450 C 12,716Mar-11 SPX 21-May-11 1460 C 786Mar-11 SPX 21-May-11 1470 C 430Mar-11 SPX 21-May-11 1475 C 1,731Mar-11 SPX 21-May-11 1480 C 103Mar-11 SPX 21-May-11 1490 C 1,760Mar-11 SPX 21-May-11 1500 C 1,531Mar-11 SPX 21-May-11 1500 P 1,500Mar-11 SPX 21-May-11 1525 C 2Mar-11 SPX 21-May-11 1550 C 203Mar-11 SPX 18-Jun-11 100 P 100Mar-11 SPX 18-Jun-11 200 C 310Mar-11 SPX 18-Jun-11 225 C 628Mar-11 SPX 18-Jun-11 400 C 1,150Mar-11 SPX 18-Jun-11 400 P 1,155Mar-11 SPX 18-Jun-11 475 P 2Mar-11 SPX 18-Jun-11 500 C 56,085Mar-11 SPX 18-Jun-11 500 P 57,405
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 18-Jun-11 525 P 109Mar-11 SPX 18-Jun-11 600 C 317Mar-11 SPX 18-Jun-11 600 P 1,042Mar-11 SPX 18-Jun-11 625 C 628Mar-11 SPX 18-Jun-11 625 P 900Mar-11 SPX 18-Jun-11 650 P 2,570Mar-11 SPX 18-Jun-11 675 P 440Mar-11 SPX 18-Jun-11 700 C 50Mar-11 SPX 18-Jun-11 700 P 6,691Mar-11 SPX 18-Jun-11 725 P 161Mar-11 SPX 18-Jun-11 750 P 3,506Mar-11 SPX 18-Jun-11 775 P 200Mar-11 SPX 18-Jun-11 800 C 140Mar-11 SPX 18-Jun-11 800 P 92,620Mar-11 SPX 18-Jun-11 825 P 4,688Mar-11 SPX 18-Jun-11 850 P 878Mar-11 SPX 18-Jun-11 875 P 589Mar-11 SPX 18-Jun-11 900 C 56Mar-11 SPX 18-Jun-11 900 P 9,877Mar-11 SPX 18-Jun-11 910 P 50Mar-11 SPX 18-Jun-11 915 P 50Mar-11 SPX 18-Jun-11 920 P 491Mar-11 SPX 18-Jun-11 925 P 923Mar-11 SPX 18-Jun-11 940 P 123Mar-11 SPX 18-Jun-11 950 C 200Mar-11 SPX 18-Jun-11 950 P 9,164Mar-11 SPX 18-Jun-11 960 P 3Mar-11 SPX 18-Jun-11 970 P 140Mar-11 SPX 18-Jun-11 975 P 15,133Mar-11 SPX 18-Jun-11 980 P 2,203Mar-11 SPX 18-Jun-11 990 P 309Mar-11 SPX 18-Jun-11 1000 C 6Mar-11 SPX 18-Jun-11 1000 P 32,110Mar-11 SPX 18-Jun-11 1025 P 3,472Mar-11 SPX 18-Jun-11 1030 P 3Mar-11 SPX 18-Jun-11 1050 P 33,877Mar-11 SPX 18-Jun-11 1060 P 4,249Mar-11 SPX 18-Jun-11 1070 P 22Mar-11 SPX 18-Jun-11 1075 C 200Mar-11 SPX 18-Jun-11 1075 P 13,492Mar-11 SPX 18-Jun-11 1080 C 75Mar-11 SPX 18-Jun-11 1080 P 291Mar-11 SPX 18-Jun-11 1090 P 1Mar-11 SPX 18-Jun-11 1100 C 665Mar-11 SPX 18-Jun-11 1100 P 68,918Mar-11 SPX 18-Jun-11 1110 P 1,000Mar-11 SPX 18-Jun-11 1120 P 124Mar-11 SPX 18-Jun-11 1125 P 19,264
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 18-Jun-11 1130 P 24Mar-11 SPX 18-Jun-11 1140 P 34Mar-11 SPX 18-Jun-11 1150 C 27Mar-11 SPX 18-Jun-11 1150 P 79,147Mar-11 SPX 18-Jun-11 1170 P 965Mar-11 SPX 18-Jun-11 1175 C 30Mar-11 SPX 18-Jun-11 1175 P 45,725Mar-11 SPX 18-Jun-11 1180 P 2,417Mar-11 SPX 18-Jun-11 1185 P 7Mar-11 SPX 18-Jun-11 1190 C 40Mar-11 SPX 18-Jun-11 1190 P 2,042Mar-11 SPX 18-Jun-11 1200 C 350Mar-11 SPX 18-Jun-11 1200 P 108,038Mar-11 SPX 18-Jun-11 1215 P 6Mar-11 SPX 18-Jun-11 1220 C 32Mar-11 SPX 18-Jun-11 1220 P 6,163Mar-11 SPX 18-Jun-11 1225 C 2,355Mar-11 SPX 18-Jun-11 1225 P 71,739Mar-11 SPX 18-Jun-11 1230 P 200Mar-11 SPX 18-Jun-11 1240 C 4Mar-11 SPX 18-Jun-11 1240 P 2,830Mar-11 SPX 18-Jun-11 1245 P 250Mar-11 SPX 18-Jun-11 1250 C 7,854Mar-11 SPX 18-Jun-11 1250 P 106,251Mar-11 SPX 18-Jun-11 1255 C 11,584Mar-11 SPX 18-Jun-11 1255 P 11,791Mar-11 SPX 18-Jun-11 1260 C 21,142Mar-11 SPX 18-Jun-11 1260 P 22,884Mar-11 SPX 18-Jun-11 1265 C 32,356Mar-11 SPX 18-Jun-11 1265 P 32,893Mar-11 SPX 18-Jun-11 1270 C 64,482Mar-11 SPX 18-Jun-11 1270 P 66,496Mar-11 SPX 18-Jun-11 1275 C 56,249Mar-11 SPX 18-Jun-11 1275 P 105,097Mar-11 SPX 18-Jun-11 1280 C 25,715Mar-11 SPX 18-Jun-11 1280 P 29,328Mar-11 SPX 18-Jun-11 1285 C 23,490Mar-11 SPX 18-Jun-11 1285 P 23,662Mar-11 SPX 18-Jun-11 1290 C 70,732Mar-11 SPX 18-Jun-11 1290 P 71,195Mar-11 SPX 18-Jun-11 1295 C 67,724Mar-11 SPX 18-Jun-11 1295 P 67,740Mar-11 SPX 18-Jun-11 1300 C 155,578Mar-11 SPX 18-Jun-11 1300 P 194,557Mar-11 SPX 18-Jun-11 1305 C 26,061Mar-11 SPX 18-Jun-11 1305 P 26,149Mar-11 SPX 18-Jun-11 1310 C 33,278Mar-11 SPX 18-Jun-11 1310 P 32,169
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 18-Jun-11 1315 C 16,630Mar-11 SPX 18-Jun-11 1315 P 17,421Mar-11 SPX 18-Jun-11 1320 C 17,255Mar-11 SPX 18-Jun-11 1320 P 13,971Mar-11 SPX 18-Jun-11 1325 C 74,311Mar-11 SPX 18-Jun-11 1325 P 53,938Mar-11 SPX 18-Jun-11 1330 C 710Mar-11 SPX 18-Jun-11 1330 P 8Mar-11 SPX 18-Jun-11 1335 C 1,129Mar-11 SPX 18-Jun-11 1340 C 328Mar-11 SPX 18-Jun-11 1345 C 10Mar-11 SPX 18-Jun-11 1345 P 8Mar-11 SPX 18-Jun-11 1350 C 70,077Mar-11 SPX 18-Jun-11 1350 P 3,337Mar-11 SPX 18-Jun-11 1355 C 108Mar-11 SPX 18-Jun-11 1360 C 1,531Mar-11 SPX 18-Jun-11 1365 C 4,686Mar-11 SPX 18-Jun-11 1370 C 266Mar-11 SPX 18-Jun-11 1375 C 40,561Mar-11 SPX 18-Jun-11 1375 P 1,022Mar-11 SPX 18-Jun-11 1380 C 425Mar-11 SPX 18-Jun-11 1385 C 216Mar-11 SPX 18-Jun-11 1390 C 91Mar-11 SPX 18-Jun-11 1395 C 8Mar-11 SPX 18-Jun-11 1400 C 57,969Mar-11 SPX 18-Jun-11 1400 P 2,286Mar-11 SPX 18-Jun-11 1410 C 25Mar-11 SPX 18-Jun-11 1420 C 6Mar-11 SPX 18-Jun-11 1420 P 8Mar-11 SPX 18-Jun-11 1425 C 32,176Mar-11 SPX 18-Jun-11 1425 P 67Mar-11 SPX 18-Jun-11 1440 C 197Mar-11 SPX 18-Jun-11 1450 C 14,539Mar-11 SPX 18-Jun-11 1450 P 701Mar-11 SPX 18-Jun-11 1475 C 9,022Mar-11 SPX 18-Jun-11 1500 C 62,475Mar-11 SPX 18-Jun-11 1500 P 56,092Mar-11 SPX 18-Jun-11 1550 C 104Mar-11 SPX 18-Jun-11 1600 C 29Mar-11 SPX 18-Jun-11 1700 C 59Mar-11 SPX 18-Jun-11 1700 P 50Mar-11 SPX 18-Jun-11 1800 C 140Mar-11 SPX 18-Jun-11 1800 P 1,015Mar-11 SPX 18-Jun-11 2000 P 875Mar-11 SPX 18-Jun-11 2500 P 12Mar-11 SPX 16-Jul-11 200 P 1Mar-11 SPX 16-Jul-11 300 P 1Mar-11 SPX 16-Jul-11 400 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 16-Jul-11 500 P 1Mar-11 SPX 16-Jul-11 800 P 29,971Mar-11 SPX 16-Jul-11 850 P 200Mar-11 SPX 16-Jul-11 900 P 2,700Mar-11 SPX 16-Jul-11 925 P 28Mar-11 SPX 16-Jul-11 950 P 374Mar-11 SPX 16-Jul-11 1000 P 9,193Mar-11 SPX 16-Jul-11 1025 P 206Mar-11 SPX 16-Jul-11 1050 P 1,132Mar-11 SPX 16-Jul-11 1075 P 122Mar-11 SPX 16-Jul-11 1100 P 223Mar-11 SPX 16-Jul-11 1125 P 7,533Mar-11 SPX 16-Jul-11 1150 C 1Mar-11 SPX 16-Jul-11 1150 P 2,300Mar-11 SPX 16-Jul-11 1175 P 1,315Mar-11 SPX 16-Jul-11 1200 P 15,299Mar-11 SPX 16-Jul-11 1225 P 1,014Mar-11 SPX 16-Jul-11 1250 C 10Mar-11 SPX 16-Jul-11 1250 P 16,545Mar-11 SPX 16-Jul-11 1275 P 2,201Mar-11 SPX 16-Jul-11 1300 C 2,020Mar-11 SPX 16-Jul-11 1300 P 8,137Mar-11 SPX 16-Jul-11 1325 C 1,882Mar-11 SPX 16-Jul-11 1325 P 310Mar-11 SPX 16-Jul-11 1350 C 2,893Mar-11 SPX 16-Jul-11 1350 P 19Mar-11 SPX 16-Jul-11 1375 C 2,030Mar-11 SPX 16-Jul-11 1400 C 5,751Mar-11 SPX 16-Jul-11 1425 C 1Mar-11 SPX 16-Jul-11 1450 C 557Mar-11 SPX 16-Jul-11 1475 C 2Mar-11 SPX 16-Jul-11 1500 C 4Mar-11 SPX 17-Sep-11 400 P 18Mar-11 SPX 17-Sep-11 500 C 800Mar-11 SPX 17-Sep-11 500 P 855Mar-11 SPX 17-Sep-11 600 P 2,289Mar-11 SPX 17-Sep-11 625 P 53Mar-11 SPX 17-Sep-11 650 P 5,196Mar-11 SPX 17-Sep-11 675 P 290Mar-11 SPX 17-Sep-11 700 P 1,770Mar-11 SPX 17-Sep-11 725 P 60Mar-11 SPX 17-Sep-11 750 P 1,517Mar-11 SPX 17-Sep-11 775 P 25Mar-11 SPX 17-Sep-11 800 P 10,856Mar-11 SPX 17-Sep-11 825 P 661Mar-11 SPX 17-Sep-11 850 P 143Mar-11 SPX 17-Sep-11 875 P 9Mar-11 SPX 17-Sep-11 900 P 5,968
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 17-Sep-11 925 P 1,178Mar-11 SPX 17-Sep-11 950 P 554Mar-11 SPX 17-Sep-11 975 P 273Mar-11 SPX 17-Sep-11 1000 C 2Mar-11 SPX 17-Sep-11 1000 P 23,311Mar-11 SPX 17-Sep-11 1025 P 15,697Mar-11 SPX 17-Sep-11 1050 P 5,940Mar-11 SPX 17-Sep-11 1075 C 10Mar-11 SPX 17-Sep-11 1075 P 2,921Mar-11 SPX 17-Sep-11 1100 C 10Mar-11 SPX 17-Sep-11 1100 P 18,157Mar-11 SPX 17-Sep-11 1125 P 15,024Mar-11 SPX 17-Sep-11 1150 C 1Mar-11 SPX 17-Sep-11 1150 P 14,278Mar-11 SPX 17-Sep-11 1175 C 60Mar-11 SPX 17-Sep-11 1175 P 11,946Mar-11 SPX 17-Sep-11 1200 C 23Mar-11 SPX 17-Sep-11 1200 P 38,483Mar-11 SPX 17-Sep-11 1225 C 83Mar-11 SPX 17-Sep-11 1225 P 32,847Mar-11 SPX 17-Sep-11 1250 C 1,936Mar-11 SPX 17-Sep-11 1250 P 20,666Mar-11 SPX 17-Sep-11 1275 C 50,149Mar-11 SPX 17-Sep-11 1275 P 21,915Mar-11 SPX 17-Sep-11 1300 C 16,070Mar-11 SPX 17-Sep-11 1300 P 66,305Mar-11 SPX 17-Sep-11 1325 C 18,484Mar-11 SPX 17-Sep-11 1325 P 5,877Mar-11 SPX 17-Sep-11 1350 C 17,761Mar-11 SPX 17-Sep-11 1350 P 2,881Mar-11 SPX 17-Sep-11 1375 C 9,160Mar-11 SPX 17-Sep-11 1375 P 50Mar-11 SPX 17-Sep-11 1400 C 46,695Mar-11 SPX 17-Sep-11 1400 P 205Mar-11 SPX 17-Sep-11 1425 C 970Mar-11 SPX 17-Sep-11 1425 P 12Mar-11 SPX 17-Sep-11 1450 C 8,845Mar-11 SPX 17-Sep-11 1450 P 250Mar-11 SPX 17-Sep-11 1475 C 607Mar-11 SPX 17-Sep-11 1500 C 13,089Mar-11 SPX 17-Sep-11 1500 P 827Mar-11 SPX 17-Sep-11 1525 C 535Mar-11 SPX 17-Sep-11 1550 C 345Mar-11 SPX 17-Sep-11 1600 C 3,463Mar-11 SPX 17-Sep-11 1650 C 99Mar-11 SPX 17-Sep-11 1700 C 1,235Mar-11 SPX 17-Sep-11 1750 C 209Mar-11 SPX 17-Sep-11 1800 C 28
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 17-Sep-11 3000 C 200Mar-11 SPX 17-Dec-11 100 C 5Mar-11 SPX 17-Dec-11 100 P 30Mar-11 SPX 17-Dec-11 150 P 403Mar-11 SPX 17-Dec-11 200 P 430Mar-11 SPX 17-Dec-11 225 P 85Mar-11 SPX 17-Dec-11 250 P 1,194Mar-11 SPX 17-Dec-11 275 P 20Mar-11 SPX 17-Dec-11 280 P 20Mar-11 SPX 17-Dec-11 300 P 453Mar-11 SPX 17-Dec-11 325 P 28Mar-11 SPX 17-Dec-11 350 P 210Mar-11 SPX 17-Dec-11 375 P 200Mar-11 SPX 17-Dec-11 400 C 50Mar-11 SPX 17-Dec-11 400 P 752Mar-11 SPX 17-Dec-11 425 P 125Mar-11 SPX 17-Dec-11 450 P 102Mar-11 SPX 17-Dec-11 475 P 400Mar-11 SPX 17-Dec-11 500 C 2,370Mar-11 SPX 17-Dec-11 500 P 2,891Mar-11 SPX 17-Dec-11 525 P 2,373Mar-11 SPX 17-Dec-11 550 P 2,477Mar-11 SPX 17-Dec-11 575 P 1,600Mar-11 SPX 17-Dec-11 600 C 16Mar-11 SPX 17-Dec-11 600 P 5,463Mar-11 SPX 17-Dec-11 650 P 151Mar-11 SPX 17-Dec-11 675 P 24,775Mar-11 SPX 17-Dec-11 700 P 36,196Mar-11 SPX 17-Dec-11 725 P 2,500Mar-11 SPX 17-Dec-11 750 P 2,362Mar-11 SPX 17-Dec-11 775 P 8,066Mar-11 SPX 17-Dec-11 800 P 15,773Mar-11 SPX 17-Dec-11 825 P 365Mar-11 SPX 17-Dec-11 850 P 2,264Mar-11 SPX 17-Dec-11 875 C 6Mar-11 SPX 17-Dec-11 875 P 1,527Mar-11 SPX 17-Dec-11 900 C 6Mar-11 SPX 17-Dec-11 900 P 32,886Mar-11 SPX 17-Dec-11 920 P 13Mar-11 SPX 17-Dec-11 925 P 5Mar-11 SPX 17-Dec-11 950 P 576Mar-11 SPX 17-Dec-11 975 P 4,151Mar-11 SPX 17-Dec-11 1000 C 6Mar-11 SPX 17-Dec-11 1000 P 29,795Mar-11 SPX 17-Dec-11 1025 C 5Mar-11 SPX 17-Dec-11 1025 P 1,754Mar-11 SPX 17-Dec-11 1030 P 1,822Mar-11 SPX 17-Dec-11 1050 C 31
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 17-Dec-11 1050 P 6,441Mar-11 SPX 17-Dec-11 1075 C 10Mar-11 SPX 17-Dec-11 1075 P 6,568Mar-11 SPX 17-Dec-11 1090 P 1,250Mar-11 SPX 17-Dec-11 1095 P 500Mar-11 SPX 17-Dec-11 1100 P 66,464Mar-11 SPX 17-Dec-11 1125 P 14,146Mar-11 SPX 17-Dec-11 1150 C 3,030Mar-11 SPX 17-Dec-11 1150 P 22,884Mar-11 SPX 17-Dec-11 1175 C 160Mar-11 SPX 17-Dec-11 1175 P 18,453Mar-11 SPX 17-Dec-11 1180 P 124Mar-11 SPX 17-Dec-11 1200 C 3,725Mar-11 SPX 17-Dec-11 1200 P 36,553Mar-11 SPX 17-Dec-11 1225 P 3,864Mar-11 SPX 17-Dec-11 1250 C 8,868Mar-11 SPX 17-Dec-11 1250 P 29,805Mar-11 SPX 17-Dec-11 1275 C 13,610Mar-11 SPX 17-Dec-11 1275 P 23,617Mar-11 SPX 17-Dec-11 1300 C 36,095Mar-11 SPX 17-Dec-11 1300 P 28,446Mar-11 SPX 17-Dec-11 1325 C 15,244Mar-11 SPX 17-Dec-11 1325 P 7,286Mar-11 SPX 17-Dec-11 1350 C 14,249Mar-11 SPX 17-Dec-11 1350 P 30Mar-11 SPX 17-Dec-11 1375 C 10,339Mar-11 SPX 17-Dec-11 1375 P 32Mar-11 SPX 17-Dec-11 1400 C 82,795Mar-11 SPX 17-Dec-11 1400 P 4,055Mar-11 SPX 17-Dec-11 1425 C 8,061Mar-11 SPX 17-Dec-11 1450 C 19,421Mar-11 SPX 17-Dec-11 1450 P 22Mar-11 SPX 17-Dec-11 1475 C 1,310Mar-11 SPX 17-Dec-11 1500 C 10,887Mar-11 SPX 17-Dec-11 1500 P 1,151Mar-11 SPX 17-Dec-11 1525 C 1,017Mar-11 SPX 17-Dec-11 1550 C 11,067Mar-11 SPX 17-Dec-11 1600 C 17,044Mar-11 SPX 17-Dec-11 1700 C 8,482Mar-11 SPX 17-Dec-11 1800 C 105Mar-11 SPX 17-Dec-11 1900 C 343Mar-11 SPX 17-Dec-11 2000 C 1,110Mar-11 SPX 17-Dec-11 2000 P 2Mar-11 SPX 17-Dec-11 2250 C 181Mar-11 SPX 17-Dec-11 2250 P 7Mar-11 SPX 17-Dec-11 2500 C 482Mar-11 SPX 17-Dec-11 2500 P 110Mar-11 SPX 17-Dec-11 3000 C 1,190
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 17-Dec-11 3000 P 170Mar-11 SPX 17-Mar-12 600 P 29Mar-11 SPX 17-Mar-12 800 P 3Mar-11 SPX 17-Mar-12 900 P 1,142Mar-11 SPX 17-Mar-12 950 P 10Mar-11 SPX 17-Mar-12 975 P 300Mar-11 SPX 17-Mar-12 1000 P 610Mar-11 SPX 17-Mar-12 1050 P 200Mar-11 SPX 17-Mar-12 1100 P 7,112Mar-11 SPX 17-Mar-12 1125 P 2,900Mar-11 SPX 17-Mar-12 1150 P 2,505Mar-11 SPX 17-Mar-12 1175 P 1,140Mar-11 SPX 17-Mar-12 1200 P 1,900Mar-11 SPX 17-Mar-12 1225 P 2,012Mar-11 SPX 17-Mar-12 1250 P 1,561Mar-11 SPX 17-Mar-12 1275 C 330Mar-11 SPX 17-Mar-12 1275 P 2,506Mar-11 SPX 17-Mar-12 1300 C 3,692Mar-11 SPX 17-Mar-12 1300 P 4,002Mar-11 SPX 17-Mar-12 1325 C 962Mar-11 SPX 17-Mar-12 1325 P 2,061Mar-11 SPX 17-Mar-12 1350 C 2,060Mar-11 SPX 17-Mar-12 1350 P 1Mar-11 SPX 17-Mar-12 1375 C 1,625Mar-11 SPX 17-Mar-12 1400 C 1,651Mar-11 SPX 17-Mar-12 1425 C 276Mar-11 SPX 17-Mar-12 1450 C 490Mar-11 SPX 17-Mar-12 1475 C 5Mar-11 SPX 17-Mar-12 1500 C 2Mar-11 SPX 17-Mar-12 1550 C 1,762Mar-11 SPX 16-Jun-12 200 P 10Mar-11 SPX 16-Jun-12 400 P 3Mar-11 SPX 16-Jun-12 600 P 6,009Mar-11 SPX 16-Jun-12 650 P 6Mar-11 SPX 16-Jun-12 700 C 1Mar-11 SPX 16-Jun-12 700 P 1,047Mar-11 SPX 16-Jun-12 750 P 100Mar-11 SPX 16-Jun-12 775 P 3Mar-11 SPX 16-Jun-12 800 P 5,129Mar-11 SPX 16-Jun-12 825 P 175Mar-11 SPX 16-Jun-12 850 P 115Mar-11 SPX 16-Jun-12 875 P 3Mar-11 SPX 16-Jun-12 900 P 1,015Mar-11 SPX 16-Jun-12 925 P 79Mar-11 SPX 16-Jun-12 950 P 1Mar-11 SPX 16-Jun-12 975 P 10Mar-11 SPX 16-Jun-12 1000 P 1,141Mar-11 SPX 16-Jun-12 1050 P 1,378
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 16-Jun-12 1075 P 385Mar-11 SPX 16-Jun-12 1100 P 4,542Mar-11 SPX 16-Jun-12 1125 C 1Mar-11 SPX 16-Jun-12 1125 P 1Mar-11 SPX 16-Jun-12 1150 P 5,724Mar-11 SPX 16-Jun-12 1175 P 22Mar-11 SPX 16-Jun-12 1200 P 811Mar-11 SPX 16-Jun-12 1225 P 1,500Mar-11 SPX 16-Jun-12 1250 C 526Mar-11 SPX 16-Jun-12 1250 P 3,564Mar-11 SPX 16-Jun-12 1275 C 348Mar-11 SPX 16-Jun-12 1275 P 1,415Mar-11 SPX 16-Jun-12 1300 C 3,160Mar-11 SPX 16-Jun-12 1300 P 5,841Mar-11 SPX 16-Jun-12 1325 C 981Mar-11 SPX 16-Jun-12 1325 P 26Mar-11 SPX 16-Jun-12 1350 C 6,740Mar-11 SPX 16-Jun-12 1350 P 905Mar-11 SPX 16-Jun-12 1375 C 857Mar-11 SPX 16-Jun-12 1400 C 4,928Mar-11 SPX 16-Jun-12 1400 P 10Mar-11 SPX 16-Jun-12 1425 C 53Mar-11 SPX 16-Jun-12 1450 C 3,893Mar-11 SPX 16-Jun-12 1450 P 4Mar-11 SPX 16-Jun-12 1475 C 665Mar-11 SPX 16-Jun-12 1500 C 41Mar-11 SPX 16-Jun-12 1550 C 308Mar-11 SPX 16-Jun-12 1600 C 145Mar-11 SPX 16-Jun-12 1700 C 312Mar-11 SPX 16-Jun-12 1800 C 2Mar-11 SPX 16-Jun-12 1900 C 32Mar-11 SPX 16-Jun-12 2000 C 49Mar-11 SPX 16-Jun-12 2250 C 2Mar-11 SPX 16-Jun-12 2250 P 2Mar-11 SPX 16-Jun-12 2500 C 65Mar-11 SPX 16-Jun-12 2500 P 10Mar-11 SPX 16-Jun-12 3000 C 104Mar-11 SPX 22-Dec-12 100 C 2Mar-11 SPX 22-Dec-12 100 P 288Mar-11 SPX 22-Dec-12 200 C 48Mar-11 SPX 22-Dec-12 200 P 841Mar-11 SPX 22-Dec-12 250 P 744Mar-11 SPX 22-Dec-12 300 C 6Mar-11 SPX 22-Dec-12 300 P 89Mar-11 SPX 22-Dec-12 350 P 1,834Mar-11 SPX 22-Dec-12 400 P 27Mar-11 SPX 22-Dec-12 450 P 2Mar-11 SPX 22-Dec-12 500 P 222
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 22-Dec-12 550 P 1,512Mar-11 SPX 22-Dec-12 600 C 5Mar-11 SPX 22-Dec-12 600 P 14,711Mar-11 SPX 22-Dec-12 650 P 2,150Mar-11 SPX 22-Dec-12 700 P 6,370Mar-11 SPX 22-Dec-12 750 P 2,032Mar-11 SPX 22-Dec-12 800 C 116Mar-11 SPX 22-Dec-12 800 P 905Mar-11 SPX 22-Dec-12 825 P 63Mar-11 SPX 22-Dec-12 850 P 166Mar-11 SPX 22-Dec-12 875 P 55Mar-11 SPX 22-Dec-12 900 C 13Mar-11 SPX 22-Dec-12 900 P 5,778Mar-11 SPX 22-Dec-12 925 P 3,959Mar-11 SPX 22-Dec-12 950 P 3,300Mar-11 SPX 22-Dec-12 1000 C 2,912Mar-11 SPX 22-Dec-12 1000 P 6,059Mar-11 SPX 22-Dec-12 1050 C 7Mar-11 SPX 22-Dec-12 1050 P 13,021Mar-11 SPX 22-Dec-12 1075 C 2Mar-11 SPX 22-Dec-12 1075 P 950Mar-11 SPX 22-Dec-12 1100 C 11,800Mar-11 SPX 22-Dec-12 1100 P 34,631Mar-11 SPX 22-Dec-12 1125 P 1Mar-11 SPX 22-Dec-12 1150 C 2Mar-11 SPX 22-Dec-12 1150 P 1,286Mar-11 SPX 22-Dec-12 1175 P 1,300Mar-11 SPX 22-Dec-12 1200 C 824Mar-11 SPX 22-Dec-12 1200 P 9,445Mar-11 SPX 22-Dec-12 1225 P 1,260Mar-11 SPX 22-Dec-12 1250 P 4,461Mar-11 SPX 22-Dec-12 1275 C 600Mar-11 SPX 22-Dec-12 1275 P 856Mar-11 SPX 22-Dec-12 1300 C 7,132Mar-11 SPX 22-Dec-12 1300 P 11,181Mar-11 SPX 22-Dec-12 1325 C 13,614Mar-11 SPX 22-Dec-12 1325 P 3,415Mar-11 SPX 22-Dec-12 1350 C 4,558Mar-11 SPX 22-Dec-12 1350 P 1,961Mar-11 SPX 22-Dec-12 1400 C 11,977Mar-11 SPX 22-Dec-12 1400 P 3Mar-11 SPX 22-Dec-12 1450 C 3,600Mar-11 SPX 22-Dec-12 1450 P 1Mar-11 SPX 22-Dec-12 1500 C 7,322Mar-11 SPX 22-Dec-12 1550 C 955Mar-11 SPX 22-Dec-12 1600 C 35,711Mar-11 SPX 22-Dec-12 1650 C 11Mar-11 SPX 22-Dec-12 1700 C 251
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 22-Dec-12 1750 C 3,000Mar-11 SPX 22-Dec-12 1800 C 760Mar-11 SPX 22-Dec-12 1900 C 100Mar-11 SPX 22-Dec-12 2000 C 250Mar-11 SPX 22-Dec-12 2250 C 2Mar-11 SPX 22-Dec-12 2250 P 6Mar-11 SPX 22-Dec-12 2500 C 58Mar-11 SPX 22-Dec-12 3000 P 8Mar-11 SPX 21-Dec-13 100 C 2Mar-11 SPX 21-Dec-13 100 P 210Mar-11 SPX 21-Dec-13 200 C 514Mar-11 SPX 21-Dec-13 200 P 51Mar-11 SPX 21-Dec-13 250 P 300Mar-11 SPX 21-Dec-13 300 P 3Mar-11 SPX 21-Dec-13 350 P 108Mar-11 SPX 21-Dec-13 400 P 113Mar-11 SPX 21-Dec-13 450 P 93Mar-11 SPX 21-Dec-13 500 P 33Mar-11 SPX 21-Dec-13 600 C 4Mar-11 SPX 21-Dec-13 600 P 126Mar-11 SPX 21-Dec-13 650 P 1,350Mar-11 SPX 21-Dec-13 700 P 173Mar-11 SPX 21-Dec-13 750 P 500Mar-11 SPX 21-Dec-13 800 C 516Mar-11 SPX 21-Dec-13 800 P 1,729Mar-11 SPX 21-Dec-13 850 C 1Mar-11 SPX 21-Dec-13 850 P 14Mar-11 SPX 21-Dec-13 900 P 258Mar-11 SPX 21-Dec-13 950 P 8Mar-11 SPX 21-Dec-13 1000 C 23Mar-11 SPX 21-Dec-13 1000 P 1,871Mar-11 SPX 21-Dec-13 1050 C 6Mar-11 SPX 21-Dec-13 1050 P 6Mar-11 SPX 21-Dec-13 1075 C 1Mar-11 SPX 21-Dec-13 1075 P 125Mar-11 SPX 21-Dec-13 1100 C 1Mar-11 SPX 21-Dec-13 1100 P 401Mar-11 SPX 21-Dec-13 1125 P 2Mar-11 SPX 21-Dec-13 1150 P 426Mar-11 SPX 21-Dec-13 1200 C 1Mar-11 SPX 21-Dec-13 1200 P 702Mar-11 SPX 21-Dec-13 1250 C 1,602Mar-11 SPX 21-Dec-13 1250 P 1,703Mar-11 SPX 21-Dec-13 1275 C 335Mar-11 SPX 21-Dec-13 1275 P 405Mar-11 SPX 21-Dec-13 1300 C 3,003Mar-11 SPX 21-Dec-13 1300 P 3,550Mar-11 SPX 21-Dec-13 1325 C 1,550
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPX 21-Dec-13 1325 P 602Mar-11 SPX 21-Dec-13 1350 C 1,100Mar-11 SPX 21-Dec-13 1350 P 4Mar-11 SPX 21-Dec-13 1375 P 125Mar-11 SPX 21-Dec-13 1400 C 2,001Mar-11 SPX 21-Dec-13 1425 C 400Mar-11 SPX 21-Dec-13 1450 C 1,758Mar-11 SPX 21-Dec-13 1500 C 400Mar-11 SPX 21-Dec-13 1600 C 250Mar-11 SPX 21-Dec-13 1700 C 2,100Mar-11 SPX 21-Dec-13 1800 C 1Mar-11 SPX 21-Dec-13 1900 C 500Mar-11 SPX 21-Dec-13 2000 C 25Mar-11 SPX 21-Dec-13 2250 C 149Mar-11 SPX 21-Dec-13 2250 P 11Mar-11 SPX 21-Dec-13 2500 P 12Mar-11 SPX 21-Dec-13 3000 P 191Mar-11 SPXW 04-Mar-11 1050 C 33Mar-11 SPXW 04-Mar-11 1050 P 1Mar-11 SPXW 04-Mar-11 1075 C 26Mar-11 SPXW 04-Mar-11 1075 P 100Mar-11 SPXW 04-Mar-11 1100 C 22Mar-11 SPXW 04-Mar-11 1100 P 627Mar-11 SPXW 04-Mar-11 1125 P 3,564Mar-11 SPXW 04-Mar-11 1150 C 49Mar-11 SPXW 04-Mar-11 1150 P 1,375Mar-11 SPXW 04-Mar-11 1175 C 14Mar-11 SPXW 04-Mar-11 1175 P 1,508Mar-11 SPXW 04-Mar-11 1200 C 12Mar-11 SPXW 04-Mar-11 1200 P 1,811Mar-11 SPXW 04-Mar-11 1220 C 11Mar-11 SPXW 04-Mar-11 1220 P 720Mar-11 SPXW 04-Mar-11 1225 C 11Mar-11 SPXW 04-Mar-11 1225 P 2,170Mar-11 SPXW 04-Mar-11 1230 P 142Mar-11 SPXW 04-Mar-11 1235 C 36Mar-11 SPXW 04-Mar-11 1235 P 371Mar-11 SPXW 04-Mar-11 1240 C 11Mar-11 SPXW 04-Mar-11 1240 P 932Mar-11 SPXW 04-Mar-11 1245 P 272Mar-11 SPXW 04-Mar-11 1250 C 26Mar-11 SPXW 04-Mar-11 1250 P 7,961Mar-11 SPXW 04-Mar-11 1255 C 22Mar-11 SPXW 04-Mar-11 1255 P 1,025Mar-11 SPXW 04-Mar-11 1260 C 11Mar-11 SPXW 04-Mar-11 1260 P 1,288Mar-11 SPXW 04-Mar-11 1265 C 15Mar-11 SPXW 04-Mar-11 1265 P 2,272
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPXW 04-Mar-11 1270 C 11Mar-11 SPXW 04-Mar-11 1270 P 2,479Mar-11 SPXW 04-Mar-11 1275 C 71Mar-11 SPXW 04-Mar-11 1275 P 10,938Mar-11 SPXW 04-Mar-11 1280 C 37Mar-11 SPXW 04-Mar-11 1280 P 9,989Mar-11 SPXW 04-Mar-11 1285 C 70Mar-11 SPXW 04-Mar-11 1285 P 2,817Mar-11 SPXW 04-Mar-11 1290 C 103Mar-11 SPXW 04-Mar-11 1290 P 5,398Mar-11 SPXW 04-Mar-11 1295 C 140Mar-11 SPXW 04-Mar-11 1295 P 2,571Mar-11 SPXW 04-Mar-11 1300 C 1,695Mar-11 SPXW 04-Mar-11 1300 P 13,058Mar-11 SPXW 04-Mar-11 1305 C 412Mar-11 SPXW 04-Mar-11 1305 P 7,089Mar-11 SPXW 04-Mar-11 1310 C 1,964Mar-11 SPXW 04-Mar-11 1310 P 23,502Mar-11 SPXW 04-Mar-11 1315 C 2,648Mar-11 SPXW 04-Mar-11 1315 P 6,816Mar-11 SPXW 04-Mar-11 1320 C 5,797Mar-11 SPXW 04-Mar-11 1320 P 10,711Mar-11 SPXW 04-Mar-11 1325 C 7,205Mar-11 SPXW 04-Mar-11 1325 P 7,470Mar-11 SPXW 04-Mar-11 1330 C 6,458Mar-11 SPXW 04-Mar-11 1330 P 1,103Mar-11 SPXW 04-Mar-11 1335 C 8,278Mar-11 SPXW 04-Mar-11 1335 P 2,083Mar-11 SPXW 04-Mar-11 1340 C 10,232Mar-11 SPXW 04-Mar-11 1340 P 104Mar-11 SPXW 04-Mar-11 1345 C 20,372Mar-11 SPXW 04-Mar-11 1345 P 60Mar-11 SPXW 04-Mar-11 1350 C 11,925Mar-11 SPXW 04-Mar-11 1350 P 149Mar-11 SPXW 04-Mar-11 1355 C 17,034Mar-11 SPXW 04-Mar-11 1355 P 55Mar-11 SPXW 04-Mar-11 1360 C 3,625Mar-11 SPXW 04-Mar-11 1360 P 62Mar-11 SPXW 04-Mar-11 1365 C 2,420Mar-11 SPXW 04-Mar-11 1365 P 44Mar-11 SPXW 04-Mar-11 1370 C 382Mar-11 SPXW 04-Mar-11 1370 P 22Mar-11 SPXW 04-Mar-11 1375 C 2,899Mar-11 SPXW 04-Mar-11 1375 P 11Mar-11 SPXW 04-Mar-11 1400 C 36Mar-11 SPXW 04-Mar-11 1400 P 22Mar-11 SPXW 04-Mar-11 1425 C 2,020Mar-11 SPXW 04-Mar-11 1425 P 22
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPXW 11-Mar-11 1050 C 34Mar-11 SPXW 11-Mar-11 1050 P 1,134Mar-11 SPXW 11-Mar-11 1075 C 15Mar-11 SPXW 11-Mar-11 1075 P 1,358Mar-11 SPXW 11-Mar-11 1100 C 33Mar-11 SPXW 11-Mar-11 1100 P 5,909Mar-11 SPXW 11-Mar-11 1125 C 54Mar-11 SPXW 11-Mar-11 1125 P 11,897Mar-11 SPXW 11-Mar-11 1150 C 93Mar-11 SPXW 11-Mar-11 1150 P 20,387Mar-11 SPXW 11-Mar-11 1175 C 11Mar-11 SPXW 11-Mar-11 1175 P 6,419Mar-11 SPXW 11-Mar-11 1200 C 2Mar-11 SPXW 11-Mar-11 1200 P 13,639Mar-11 SPXW 11-Mar-11 1225 C 11Mar-11 SPXW 11-Mar-11 1225 P 9,165Mar-11 SPXW 11-Mar-11 1230 C 54Mar-11 SPXW 11-Mar-11 1230 P 1,817Mar-11 SPXW 11-Mar-11 1235 C 23Mar-11 SPXW 11-Mar-11 1235 P 1,822Mar-11 SPXW 11-Mar-11 1240 C 43Mar-11 SPXW 11-Mar-11 1240 P 2,872Mar-11 SPXW 11-Mar-11 1245 C 11Mar-11 SPXW 11-Mar-11 1245 P 6,393Mar-11 SPXW 11-Mar-11 1250 C 23Mar-11 SPXW 11-Mar-11 1250 P 10,508Mar-11 SPXW 11-Mar-11 1255 C 28Mar-11 SPXW 11-Mar-11 1255 P 4,731Mar-11 SPXW 11-Mar-11 1260 C 6Mar-11 SPXW 11-Mar-11 1260 P 6,875Mar-11 SPXW 11-Mar-11 1265 C 31Mar-11 SPXW 11-Mar-11 1265 P 5,178Mar-11 SPXW 11-Mar-11 1270 C 91Mar-11 SPXW 11-Mar-11 1270 P 5,780Mar-11 SPXW 11-Mar-11 1275 C 58Mar-11 SPXW 11-Mar-11 1275 P 9,988Mar-11 SPXW 11-Mar-11 1280 C 47Mar-11 SPXW 11-Mar-11 1280 P 6,560Mar-11 SPXW 11-Mar-11 1285 C 20Mar-11 SPXW 11-Mar-11 1285 P 4,580Mar-11 SPXW 11-Mar-11 1290 C 120Mar-11 SPXW 11-Mar-11 1290 P 8,926Mar-11 SPXW 11-Mar-11 1295 C 688Mar-11 SPXW 11-Mar-11 1295 P 5,600Mar-11 SPXW 11-Mar-11 1300 C 5,743Mar-11 SPXW 11-Mar-11 1300 P 16,296Mar-11 SPXW 11-Mar-11 1305 C 3,638Mar-11 SPXW 11-Mar-11 1305 P 8,575
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPXW 11-Mar-11 1310 C 3,909Mar-11 SPXW 11-Mar-11 1310 P 1,910Mar-11 SPXW 11-Mar-11 1315 C 4,246Mar-11 SPXW 11-Mar-11 1315 P 3,445Mar-11 SPXW 11-Mar-11 1320 C 5,461Mar-11 SPXW 11-Mar-11 1320 P 1,578Mar-11 SPXW 11-Mar-11 1325 C 8,791Mar-11 SPXW 11-Mar-11 1325 P 5,141Mar-11 SPXW 11-Mar-11 1330 C 3,732Mar-11 SPXW 11-Mar-11 1330 P 247Mar-11 SPXW 11-Mar-11 1335 C 4,580Mar-11 SPXW 11-Mar-11 1335 P 194Mar-11 SPXW 11-Mar-11 1340 C 5,782Mar-11 SPXW 11-Mar-11 1340 P 111Mar-11 SPXW 11-Mar-11 1345 C 7,072Mar-11 SPXW 11-Mar-11 1345 P 18Mar-11 SPXW 11-Mar-11 1350 C 28,896Mar-11 SPXW 11-Mar-11 1350 P 133Mar-11 SPXW 11-Mar-11 1355 C 9,912Mar-11 SPXW 11-Mar-11 1355 P 28Mar-11 SPXW 11-Mar-11 1360 C 21,270Mar-11 SPXW 11-Mar-11 1360 P 108Mar-11 SPXW 11-Mar-11 1365 C 6,497Mar-11 SPXW 11-Mar-11 1365 P 149Mar-11 SPXW 11-Mar-11 1370 C 1,486Mar-11 SPXW 11-Mar-11 1370 P 42Mar-11 SPXW 11-Mar-11 1375 C 1,197Mar-11 SPXW 11-Mar-11 1375 P 40Mar-11 SPXW 11-Mar-11 1380 C 159Mar-11 SPXW 11-Mar-11 1400 C 399Mar-11 SPXW 11-Mar-11 1400 P 50Mar-11 SPXW 11-Mar-11 1425 C 226Mar-11 SPXW 11-Mar-11 1425 P 47Mar-11 SPXW 25-Mar-11 1000 C 13Mar-11 SPXW 25-Mar-11 1000 P 9,151Mar-11 SPXW 25-Mar-11 1025 C 2Mar-11 SPXW 25-Mar-11 1025 P 11,328Mar-11 SPXW 25-Mar-11 1050 C 93Mar-11 SPXW 25-Mar-11 1050 P 19,146Mar-11 SPXW 25-Mar-11 1075 C 46Mar-11 SPXW 25-Mar-11 1075 P 9,097Mar-11 SPXW 25-Mar-11 1100 C 116Mar-11 SPXW 25-Mar-11 1100 P 24,286Mar-11 SPXW 25-Mar-11 1125 C 82Mar-11 SPXW 25-Mar-11 1125 P 13,184Mar-11 SPXW 25-Mar-11 1150 C 17Mar-11 SPXW 25-Mar-11 1150 P 12,409Mar-11 SPXW 25-Mar-11 1175 P 6,659
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPXW 25-Mar-11 1180 P 261Mar-11 SPXW 25-Mar-11 1185 P 420Mar-11 SPXW 25-Mar-11 1190 P 350Mar-11 SPXW 25-Mar-11 1195 C 10Mar-11 SPXW 25-Mar-11 1195 P 1,639Mar-11 SPXW 25-Mar-11 1200 C 44Mar-11 SPXW 25-Mar-11 1200 P 3,915Mar-11 SPXW 25-Mar-11 1205 C 27Mar-11 SPXW 25-Mar-11 1205 P 1,085Mar-11 SPXW 25-Mar-11 1210 C 9Mar-11 SPXW 25-Mar-11 1210 P 1,193Mar-11 SPXW 25-Mar-11 1215 P 1,559Mar-11 SPXW 25-Mar-11 1220 P 2,227Mar-11 SPXW 25-Mar-11 1225 C 4Mar-11 SPXW 25-Mar-11 1225 P 7,009Mar-11 SPXW 25-Mar-11 1230 C 40Mar-11 SPXW 25-Mar-11 1230 P 1,710Mar-11 SPXW 25-Mar-11 1235 C 100Mar-11 SPXW 25-Mar-11 1235 P 2,680Mar-11 SPXW 25-Mar-11 1240 C 162Mar-11 SPXW 25-Mar-11 1240 P 2,443Mar-11 SPXW 25-Mar-11 1245 C 51Mar-11 SPXW 25-Mar-11 1245 P 4,122Mar-11 SPXW 25-Mar-11 1250 C 57Mar-11 SPXW 25-Mar-11 1250 P 7,223Mar-11 SPXW 25-Mar-11 1255 C 11Mar-11 SPXW 25-Mar-11 1255 P 1,503Mar-11 SPXW 25-Mar-11 1260 C 7Mar-11 SPXW 25-Mar-11 1260 P 3,400Mar-11 SPXW 25-Mar-11 1265 C 17Mar-11 SPXW 25-Mar-11 1265 P 2,531Mar-11 SPXW 25-Mar-11 1270 C 76Mar-11 SPXW 25-Mar-11 1270 P 2,077Mar-11 SPXW 25-Mar-11 1275 C 5,413Mar-11 SPXW 25-Mar-11 1275 P 2,603Mar-11 SPXW 25-Mar-11 1280 C 280Mar-11 SPXW 25-Mar-11 1280 P 4,604Mar-11 SPXW 25-Mar-11 1285 C 279Mar-11 SPXW 25-Mar-11 1285 P 4,553Mar-11 SPXW 25-Mar-11 1290 C 1,525Mar-11 SPXW 25-Mar-11 1290 P 4,022Mar-11 SPXW 25-Mar-11 1295 C 969Mar-11 SPXW 25-Mar-11 1295 P 3,227Mar-11 SPXW 25-Mar-11 1300 C 4,710Mar-11 SPXW 25-Mar-11 1300 P 5,258Mar-11 SPXW 25-Mar-11 1305 C 1,921Mar-11 SPXW 25-Mar-11 1305 P 3,227Mar-11 SPXW 25-Mar-11 1310 C 7,512
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPXW 25-Mar-11 1310 P 3,302Mar-11 SPXW 25-Mar-11 1315 C 13,320Mar-11 SPXW 25-Mar-11 1315 P 2,272Mar-11 SPXW 25-Mar-11 1320 C 42,290Mar-11 SPXW 25-Mar-11 1320 P 219Mar-11 SPXW 25-Mar-11 1325 C 19,332Mar-11 SPXW 25-Mar-11 1325 P 88Mar-11 SPXW 25-Mar-11 1330 C 38,023Mar-11 SPXW 25-Mar-11 1330 P 70Mar-11 SPXW 25-Mar-11 1335 C 2,842Mar-11 SPXW 25-Mar-11 1340 C 2,729Mar-11 SPXW 25-Mar-11 1345 C 985Mar-11 SPXW 25-Mar-11 1350 C 9,015Mar-11 SPXW 25-Mar-11 1350 P 28Mar-11 SPXW 25-Mar-11 1375 C 3,311Mar-11 SPXW 01-Apr-11 1000 P 50Mar-11 SPXW 01-Apr-11 1025 P 470Mar-11 SPXW 01-Apr-11 1050 P 885Mar-11 SPXW 01-Apr-11 1075 P 1,513Mar-11 SPXW 01-Apr-11 1100 P 5,062Mar-11 SPXW 01-Apr-11 1125 P 3,478Mar-11 SPXW 01-Apr-11 1150 P 12,310Mar-11 SPXW 01-Apr-11 1175 P 8,715Mar-11 SPXW 01-Apr-11 1200 C 1Mar-11 SPXW 01-Apr-11 1200 P 4,854Mar-11 SPXW 01-Apr-11 1205 P 527Mar-11 SPXW 01-Apr-11 1210 P 584Mar-11 SPXW 01-Apr-11 1215 P 388Mar-11 SPXW 01-Apr-11 1220 P 364Mar-11 SPXW 01-Apr-11 1225 P 1,935Mar-11 SPXW 01-Apr-11 1230 P 464Mar-11 SPXW 01-Apr-11 1235 P 475Mar-11 SPXW 01-Apr-11 1240 P 1,866Mar-11 SPXW 01-Apr-11 1245 P 702Mar-11 SPXW 01-Apr-11 1250 P 5,703Mar-11 SPXW 01-Apr-11 1255 P 3,038Mar-11 SPXW 01-Apr-11 1260 P 2,752Mar-11 SPXW 01-Apr-11 1265 C 40Mar-11 SPXW 01-Apr-11 1265 P 2,416Mar-11 SPXW 01-Apr-11 1270 C 40Mar-11 SPXW 01-Apr-11 1270 P 2,972Mar-11 SPXW 01-Apr-11 1275 C 37Mar-11 SPXW 01-Apr-11 1275 P 5,099Mar-11 SPXW 01-Apr-11 1280 C 19Mar-11 SPXW 01-Apr-11 1280 P 3,363Mar-11 SPXW 01-Apr-11 1285 C 4Mar-11 SPXW 01-Apr-11 1285 P 3,180Mar-11 SPXW 01-Apr-11 1290 C 96
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPXW 01-Apr-11 1290 P 2,715Mar-11 SPXW 01-Apr-11 1295 C 119Mar-11 SPXW 01-Apr-11 1295 P 2,946Mar-11 SPXW 01-Apr-11 1300 C 45Mar-11 SPXW 01-Apr-11 1300 P 6,173Mar-11 SPXW 01-Apr-11 1305 C 64Mar-11 SPXW 01-Apr-11 1305 P 10,830Mar-11 SPXW 01-Apr-11 1310 C 711Mar-11 SPXW 01-Apr-11 1310 P 2,677Mar-11 SPXW 01-Apr-11 1315 C 606Mar-11 SPXW 01-Apr-11 1315 P 894Mar-11 SPXW 01-Apr-11 1320 C 879Mar-11 SPXW 01-Apr-11 1320 P 5,425Mar-11 SPXW 01-Apr-11 1325 C 1,909Mar-11 SPXW 01-Apr-11 1325 P 421Mar-11 SPXW 01-Apr-11 1330 C 4,672Mar-11 SPXW 01-Apr-11 1330 P 1,960Mar-11 SPXW 01-Apr-11 1335 C 3,626Mar-11 SPXW 01-Apr-11 1335 P 94Mar-11 SPXW 01-Apr-11 1340 C 7,444Mar-11 SPXW 01-Apr-11 1340 P 93Mar-11 SPXW 01-Apr-11 1345 C 9,988Mar-11 SPXW 01-Apr-11 1345 P 20Mar-11 SPXW 01-Apr-11 1350 C 10,451Mar-11 SPXW 01-Apr-11 1350 P 22Mar-11 SPXW 01-Apr-11 1355 C 5,859Mar-11 SPXW 01-Apr-11 1355 P 5Mar-11 SPXW 01-Apr-11 1360 C 3,285Mar-11 SPXW 01-Apr-11 1360 P 25Mar-11 SPXW 01-Apr-11 1365 C 2,231Mar-11 SPXW 01-Apr-11 1370 C 1,221Mar-11 SPXW 01-Apr-11 1375 C 1,007Mar-11 SPXW 01-Apr-11 1375 P 4Mar-11 SPXW 01-Apr-11 1400 C 1,122Mar-11 SPXW 08-Apr-11 1075 P 1,720Mar-11 SPXW 08-Apr-11 1100 P 1,018Mar-11 SPXW 08-Apr-11 1125 P 1,005Mar-11 SPXW 08-Apr-11 1150 P 2,123Mar-11 SPXW 08-Apr-11 1175 P 2,951Mar-11 SPXW 08-Apr-11 1200 P 4,644Mar-11 SPXW 08-Apr-11 1225 P 1,225Mar-11 SPXW 08-Apr-11 1230 P 565Mar-11 SPXW 08-Apr-11 1235 P 40Mar-11 SPXW 08-Apr-11 1240 P 1Mar-11 SPXW 08-Apr-11 1245 P 23Mar-11 SPXW 08-Apr-11 1250 P 352Mar-11 SPXW 08-Apr-11 1255 P 21Mar-11 SPXW 08-Apr-11 1260 P 127
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Mar-11 SPXW 08-Apr-11 1265 P 118Mar-11 SPXW 08-Apr-11 1270 P 258Mar-11 SPXW 08-Apr-11 1275 P 1,076Mar-11 SPXW 08-Apr-11 1280 P 299Mar-11 SPXW 08-Apr-11 1285 P 421Mar-11 SPXW 08-Apr-11 1290 P 2,257Mar-11 SPXW 08-Apr-11 1295 P 123Mar-11 SPXW 08-Apr-11 1300 P 381Mar-11 SPXW 08-Apr-11 1305 P 47Mar-11 SPXW 08-Apr-11 1310 P 16Mar-11 SPXW 08-Apr-11 1315 P 316Mar-11 SPXW 08-Apr-11 1320 C 24Mar-11 SPXW 08-Apr-11 1320 P 20Mar-11 SPXW 08-Apr-11 1325 C 157Mar-11 SPXW 08-Apr-11 1325 P 114Mar-11 SPXW 08-Apr-11 1330 C 353Mar-11 SPXW 08-Apr-11 1330 P 271Mar-11 SPXW 08-Apr-11 1335 C 40Mar-11 SPXW 08-Apr-11 1335 P 6Mar-11 SPXW 08-Apr-11 1340 C 253Mar-11 SPXW 08-Apr-11 1345 C 97Mar-11 SPXW 08-Apr-11 1350 C 348Mar-11 SPXW 08-Apr-11 1350 P 2,002Mar-11 SPXW 08-Apr-11 1370 C 10Mar-11 SPXW 08-Apr-11 1375 C 290Mar-11 SPXW 08-Apr-11 1400 C 60Mar-11 SPXW 08-Apr-11 1425 C 12Apr-11 SPX 16-Apr-11 800 C 2Apr-11 SPX 16-Apr-11 850 C 7Apr-11 SPX 16-Apr-11 900 C 1Apr-11 SPX 16-Apr-11 950 C 2Apr-11 SPX 16-Apr-11 950 P 15Apr-11 SPX 16-Apr-11 965 P 22Apr-11 SPX 16-Apr-11 970 P 30Apr-11 SPX 16-Apr-11 975 P 1,720Apr-11 SPX 16-Apr-11 980 C 20,300Apr-11 SPX 16-Apr-11 980 P 50Apr-11 SPX 16-Apr-11 990 P 95Apr-11 SPX 16-Apr-11 995 P 77Apr-11 SPX 16-Apr-11 1000 C 8Apr-11 SPX 16-Apr-11 1000 P 1,853Apr-11 SPX 16-Apr-11 1005 P 71Apr-11 SPX 16-Apr-11 1010 P 142Apr-11 SPX 16-Apr-11 1015 P 90Apr-11 SPX 16-Apr-11 1020 C 2Apr-11 SPX 16-Apr-11 1020 P 70Apr-11 SPX 16-Apr-11 1025 C 1Apr-11 SPX 16-Apr-11 1025 P 7,727
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 16-Apr-11 1030 C 4Apr-11 SPX 16-Apr-11 1030 P 28Apr-11 SPX 16-Apr-11 1035 P 130Apr-11 SPX 16-Apr-11 1040 C 11Apr-11 SPX 16-Apr-11 1040 P 199Apr-11 SPX 16-Apr-11 1045 P 1,116Apr-11 SPX 16-Apr-11 1050 C 109Apr-11 SPX 16-Apr-11 1050 P 9,167Apr-11 SPX 16-Apr-11 1055 P 564Apr-11 SPX 16-Apr-11 1060 P 1,153Apr-11 SPX 16-Apr-11 1065 P 1,248Apr-11 SPX 16-Apr-11 1070 P 728Apr-11 SPX 16-Apr-11 1075 P 6,494Apr-11 SPX 16-Apr-11 1080 P 478Apr-11 SPX 16-Apr-11 1085 C 2Apr-11 SPX 16-Apr-11 1085 P 273Apr-11 SPX 16-Apr-11 1090 P 324Apr-11 SPX 16-Apr-11 1095 P 463Apr-11 SPX 16-Apr-11 1100 C 8Apr-11 SPX 16-Apr-11 1100 P 12,612Apr-11 SPX 16-Apr-11 1105 P 786Apr-11 SPX 16-Apr-11 1110 P 1,553Apr-11 SPX 16-Apr-11 1115 P 736Apr-11 SPX 16-Apr-11 1120 P 4,029Apr-11 SPX 16-Apr-11 1125 P 14,052Apr-11 SPX 16-Apr-11 1130 C 1Apr-11 SPX 16-Apr-11 1130 P 440Apr-11 SPX 16-Apr-11 1135 C 23Apr-11 SPX 16-Apr-11 1135 P 408Apr-11 SPX 16-Apr-11 1140 C 23Apr-11 SPX 16-Apr-11 1140 P 382Apr-11 SPX 16-Apr-11 1145 P 1,185Apr-11 SPX 16-Apr-11 1150 C 21Apr-11 SPX 16-Apr-11 1150 P 24,232Apr-11 SPX 16-Apr-11 1155 C 15Apr-11 SPX 16-Apr-11 1155 P 333Apr-11 SPX 16-Apr-11 1160 C 20Apr-11 SPX 16-Apr-11 1160 P 2,599Apr-11 SPX 16-Apr-11 1165 C 31Apr-11 SPX 16-Apr-11 1165 P 326Apr-11 SPX 16-Apr-11 1170 C 20Apr-11 SPX 16-Apr-11 1170 P 628Apr-11 SPX 16-Apr-11 1175 C 12Apr-11 SPX 16-Apr-11 1175 P 42,399Apr-11 SPX 16-Apr-11 1180 C 17Apr-11 SPX 16-Apr-11 1180 P 1,757Apr-11 SPX 16-Apr-11 1185 C 2Apr-11 SPX 16-Apr-11 1185 P 5,564
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 16-Apr-11 1190 C 10Apr-11 SPX 16-Apr-11 1190 P 2,378Apr-11 SPX 16-Apr-11 1195 C 18Apr-11 SPX 16-Apr-11 1195 P 1,634Apr-11 SPX 16-Apr-11 1200 C 50Apr-11 SPX 16-Apr-11 1200 P 63,505Apr-11 SPX 16-Apr-11 1205 P 4,047Apr-11 SPX 16-Apr-11 1210 C 19Apr-11 SPX 16-Apr-11 1210 P 9,493Apr-11 SPX 16-Apr-11 1215 C 2Apr-11 SPX 16-Apr-11 1215 P 931Apr-11 SPX 16-Apr-11 1220 C 13Apr-11 SPX 16-Apr-11 1220 P 4,723Apr-11 SPX 16-Apr-11 1225 C 112Apr-11 SPX 16-Apr-11 1225 P 57,703Apr-11 SPX 16-Apr-11 1230 C 70Apr-11 SPX 16-Apr-11 1230 P 3,928Apr-11 SPX 16-Apr-11 1235 C 2Apr-11 SPX 16-Apr-11 1235 P 761Apr-11 SPX 16-Apr-11 1240 C 23Apr-11 SPX 16-Apr-11 1240 P 8,001Apr-11 SPX 16-Apr-11 1245 C 22Apr-11 SPX 16-Apr-11 1245 P 2,160Apr-11 SPX 16-Apr-11 1250 C 7,924Apr-11 SPX 16-Apr-11 1250 P 112,091Apr-11 SPX 16-Apr-11 1255 C 26Apr-11 SPX 16-Apr-11 1255 P 3,466Apr-11 SPX 16-Apr-11 1260 C 107Apr-11 SPX 16-Apr-11 1260 P 23,311Apr-11 SPX 16-Apr-11 1265 C 67Apr-11 SPX 16-Apr-11 1265 P 14,331Apr-11 SPX 16-Apr-11 1270 C 1,282Apr-11 SPX 16-Apr-11 1270 P 18,024Apr-11 SPX 16-Apr-11 1275 C 8,282Apr-11 SPX 16-Apr-11 1275 P 105,523Apr-11 SPX 16-Apr-11 1280 C 3,439Apr-11 SPX 16-Apr-11 1280 P 25,554Apr-11 SPX 16-Apr-11 1285 C 10,471Apr-11 SPX 16-Apr-11 1285 P 21,095Apr-11 SPX 16-Apr-11 1290 C 678Apr-11 SPX 16-Apr-11 1290 P 53,313Apr-11 SPX 16-Apr-11 1295 C 9,628Apr-11 SPX 16-Apr-11 1295 P 19,643Apr-11 SPX 16-Apr-11 1300 C 44,419Apr-11 SPX 16-Apr-11 1300 P 234,217Apr-11 SPX 16-Apr-11 1305 C 8,954Apr-11 SPX 16-Apr-11 1305 P 38,123Apr-11 SPX 16-Apr-11 1310 C 20,919
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 16-Apr-11 1310 P 66,077Apr-11 SPX 16-Apr-11 1315 C 9,162Apr-11 SPX 16-Apr-11 1315 P 10,291Apr-11 SPX 16-Apr-11 1320 C 32,555Apr-11 SPX 16-Apr-11 1320 P 56,693Apr-11 SPX 16-Apr-11 1325 C 217,591Apr-11 SPX 16-Apr-11 1325 P 171,934Apr-11 SPX 16-Apr-11 1330 C 38,312Apr-11 SPX 16-Apr-11 1330 P 13,247Apr-11 SPX 16-Apr-11 1335 C 22,268Apr-11 SPX 16-Apr-11 1335 P 2,301Apr-11 SPX 16-Apr-11 1340 C 42,361Apr-11 SPX 16-Apr-11 1340 P 6,157Apr-11 SPX 16-Apr-11 1345 C 17,420Apr-11 SPX 16-Apr-11 1345 P 457Apr-11 SPX 16-Apr-11 1350 C 75,586Apr-11 SPX 16-Apr-11 1350 P 15,422Apr-11 SPX 16-Apr-11 1355 C 11,392Apr-11 SPX 16-Apr-11 1355 P 6,266Apr-11 SPX 16-Apr-11 1360 C 44,386Apr-11 SPX 16-Apr-11 1360 P 6,287Apr-11 SPX 16-Apr-11 1365 C 55,863Apr-11 SPX 16-Apr-11 1365 P 107Apr-11 SPX 16-Apr-11 1370 C 15,834Apr-11 SPX 16-Apr-11 1370 P 1,760Apr-11 SPX 16-Apr-11 1375 C 27,076Apr-11 SPX 16-Apr-11 1375 P 26Apr-11 SPX 16-Apr-11 1380 C 46,062Apr-11 SPX 16-Apr-11 1380 P 5Apr-11 SPX 16-Apr-11 1385 C 3,768Apr-11 SPX 16-Apr-11 1385 P 1Apr-11 SPX 16-Apr-11 1390 C 3,498Apr-11 SPX 16-Apr-11 1390 P 1Apr-11 SPX 16-Apr-11 1395 C 503Apr-11 SPX 16-Apr-11 1400 C 20,317Apr-11 SPX 16-Apr-11 1400 P 9Apr-11 SPX 16-Apr-11 1405 C 3,170Apr-11 SPX 16-Apr-11 1410 C 1,116Apr-11 SPX 16-Apr-11 1410 P 2Apr-11 SPX 16-Apr-11 1415 C 714Apr-11 SPX 16-Apr-11 1420 C 766Apr-11 SPX 16-Apr-11 1425 C 1,354Apr-11 SPX 16-Apr-11 1425 P 40Apr-11 SPX 16-Apr-11 1430 C 548Apr-11 SPX 16-Apr-11 1435 C 177Apr-11 SPX 16-Apr-11 1440 C 1,634Apr-11 SPX 16-Apr-11 1445 C 336Apr-11 SPX 16-Apr-11 1450 C 5,040
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 16-Apr-11 1455 C 9Apr-11 SPX 16-Apr-11 1460 C 2Apr-11 SPX 16-Apr-11 1465 C 9Apr-11 SPX 16-Apr-11 1475 C 810Apr-11 SPX 16-Apr-11 1485 C 200Apr-11 SPX 16-Apr-11 1500 C 1,578Apr-11 SPX 21-May-11 500 C 3,000Apr-11 SPX 21-May-11 500 P 3,000Apr-11 SPX 21-May-11 600 C 300Apr-11 SPX 21-May-11 650 P 1Apr-11 SPX 21-May-11 700 P 190Apr-11 SPX 21-May-11 750 P 250Apr-11 SPX 21-May-11 775 C 3Apr-11 SPX 21-May-11 775 P 288Apr-11 SPX 21-May-11 800 C 1Apr-11 SPX 21-May-11 800 P 6,895Apr-11 SPX 21-May-11 810 P 2,174Apr-11 SPX 21-May-11 820 P 1,549Apr-11 SPX 21-May-11 825 C 1Apr-11 SPX 21-May-11 825 P 1,166Apr-11 SPX 21-May-11 830 P 1,500Apr-11 SPX 21-May-11 840 P 2,433Apr-11 SPX 21-May-11 850 C 2Apr-11 SPX 21-May-11 850 P 4,264Apr-11 SPX 21-May-11 860 P 2,913Apr-11 SPX 21-May-11 870 C 3Apr-11 SPX 21-May-11 870 P 1,965Apr-11 SPX 21-May-11 875 C 1Apr-11 SPX 21-May-11 875 P 1,678Apr-11 SPX 21-May-11 880 C 3Apr-11 SPX 21-May-11 880 P 2,114Apr-11 SPX 21-May-11 890 P 2,448Apr-11 SPX 21-May-11 900 P 20,802Apr-11 SPX 21-May-11 905 C 3Apr-11 SPX 21-May-11 905 P 2,378Apr-11 SPX 21-May-11 910 C 3Apr-11 SPX 21-May-11 910 P 2,357Apr-11 SPX 21-May-11 915 C 3Apr-11 SPX 21-May-11 915 P 2,202Apr-11 SPX 21-May-11 920 P 2,668Apr-11 SPX 21-May-11 925 P 13,028Apr-11 SPX 21-May-11 930 P 2,952Apr-11 SPX 21-May-11 935 C 3Apr-11 SPX 21-May-11 935 P 3,042Apr-11 SPX 21-May-11 940 P 2,080Apr-11 SPX 21-May-11 945 C 3Apr-11 SPX 21-May-11 945 P 2,531Apr-11 SPX 21-May-11 950 C 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 21-May-11 950 P 19,015Apr-11 SPX 21-May-11 955 C 3Apr-11 SPX 21-May-11 955 P 2,272Apr-11 SPX 21-May-11 960 P 2,929Apr-11 SPX 21-May-11 965 C 3Apr-11 SPX 21-May-11 965 P 2,497Apr-11 SPX 21-May-11 970 C 3Apr-11 SPX 21-May-11 970 P 2,474Apr-11 SPX 21-May-11 975 P 12,155Apr-11 SPX 21-May-11 980 C 25Apr-11 SPX 21-May-11 980 P 3,061Apr-11 SPX 21-May-11 985 C 3Apr-11 SPX 21-May-11 985 P 2,867Apr-11 SPX 21-May-11 990 P 2,799Apr-11 SPX 21-May-11 995 C 3Apr-11 SPX 21-May-11 995 P 2,360Apr-11 SPX 21-May-11 1000 C 164Apr-11 SPX 21-May-11 1000 P 29,517Apr-11 SPX 21-May-11 1005 C 3Apr-11 SPX 21-May-11 1005 P 2,810Apr-11 SPX 21-May-11 1010 C 3Apr-11 SPX 21-May-11 1010 P 9,072Apr-11 SPX 21-May-11 1015 P 5,330Apr-11 SPX 21-May-11 1020 P 3,365Apr-11 SPX 21-May-11 1025 C 33Apr-11 SPX 21-May-11 1025 P 12,663Apr-11 SPX 21-May-11 1030 C 14,603Apr-11 SPX 21-May-11 1030 P 2,471Apr-11 SPX 21-May-11 1035 P 2,638Apr-11 SPX 21-May-11 1040 C 5Apr-11 SPX 21-May-11 1040 P 3,334Apr-11 SPX 21-May-11 1045 P 3,682Apr-11 SPX 21-May-11 1050 C 163Apr-11 SPX 21-May-11 1050 P 35,819Apr-11 SPX 21-May-11 1055 P 2,871Apr-11 SPX 21-May-11 1060 C 9Apr-11 SPX 21-May-11 1060 P 3,204Apr-11 SPX 21-May-11 1065 C 4Apr-11 SPX 21-May-11 1065 P 4,471Apr-11 SPX 21-May-11 1070 C 3Apr-11 SPX 21-May-11 1070 P 12,979Apr-11 SPX 21-May-11 1075 P 39,483Apr-11 SPX 21-May-11 1080 C 25Apr-11 SPX 21-May-11 1080 P 3,474Apr-11 SPX 21-May-11 1085 P 2,974Apr-11 SPX 21-May-11 1090 C 3Apr-11 SPX 21-May-11 1090 P 4,580Apr-11 SPX 21-May-11 1095 P 2,838
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 21-May-11 1100 C 70Apr-11 SPX 21-May-11 1100 P 85,336Apr-11 SPX 21-May-11 1105 P 2,730Apr-11 SPX 21-May-11 1110 C 3Apr-11 SPX 21-May-11 1110 P 10,262Apr-11 SPX 21-May-11 1115 P 3,410Apr-11 SPX 21-May-11 1120 P 5,708Apr-11 SPX 21-May-11 1125 C 35Apr-11 SPX 21-May-11 1125 P 31,563Apr-11 SPX 21-May-11 1130 P 5,562Apr-11 SPX 21-May-11 1135 C 26Apr-11 SPX 21-May-11 1135 P 2,920Apr-11 SPX 21-May-11 1140 C 23Apr-11 SPX 21-May-11 1140 P 12,941Apr-11 SPX 21-May-11 1145 P 3,187Apr-11 SPX 21-May-11 1150 C 86Apr-11 SPX 21-May-11 1150 P 107,472Apr-11 SPX 21-May-11 1155 C 17Apr-11 SPX 21-May-11 1155 P 6,484Apr-11 SPX 21-May-11 1160 C 10Apr-11 SPX 21-May-11 1160 P 10,538Apr-11 SPX 21-May-11 1165 C 25Apr-11 SPX 21-May-11 1165 P 5,314Apr-11 SPX 21-May-11 1170 C 10Apr-11 SPX 21-May-11 1170 P 10,620Apr-11 SPX 21-May-11 1175 C 14Apr-11 SPX 21-May-11 1175 P 94,289Apr-11 SPX 21-May-11 1180 C 8,540Apr-11 SPX 21-May-11 1180 P 17,210Apr-11 SPX 21-May-11 1185 C 8,500Apr-11 SPX 21-May-11 1185 P 8,870Apr-11 SPX 21-May-11 1190 C 9Apr-11 SPX 21-May-11 1190 P 8,870Apr-11 SPX 21-May-11 1195 C 199Apr-11 SPX 21-May-11 1195 P 10,363Apr-11 SPX 21-May-11 1200 C 6Apr-11 SPX 21-May-11 1200 P 184,421Apr-11 SPX 21-May-11 1205 P 3,034Apr-11 SPX 21-May-11 1210 C 2Apr-11 SPX 21-May-11 1210 P 10,162Apr-11 SPX 21-May-11 1215 C 6Apr-11 SPX 21-May-11 1215 P 4,712Apr-11 SPX 21-May-11 1220 C 55Apr-11 SPX 21-May-11 1220 P 21,716Apr-11 SPX 21-May-11 1225 C 7,621Apr-11 SPX 21-May-11 1225 P 50,578Apr-11 SPX 21-May-11 1230 C 70Apr-11 SPX 21-May-11 1230 P 11,610
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 21-May-11 1235 C 2Apr-11 SPX 21-May-11 1235 P 5,492Apr-11 SPX 21-May-11 1240 C 1,339Apr-11 SPX 21-May-11 1240 P 31,906Apr-11 SPX 21-May-11 1245 C 11Apr-11 SPX 21-May-11 1245 P 5,090Apr-11 SPX 21-May-11 1250 C 997Apr-11 SPX 21-May-11 1250 P 225,575Apr-11 SPX 21-May-11 1255 C 18Apr-11 SPX 21-May-11 1255 P 4,236Apr-11 SPX 21-May-11 1260 C 894Apr-11 SPX 21-May-11 1260 P 21,301Apr-11 SPX 21-May-11 1265 C 63Apr-11 SPX 21-May-11 1265 P 5,936Apr-11 SPX 21-May-11 1270 C 137Apr-11 SPX 21-May-11 1270 P 19,228Apr-11 SPX 21-May-11 1275 C 15,624Apr-11 SPX 21-May-11 1275 P 120,467Apr-11 SPX 21-May-11 1280 C 677Apr-11 SPX 21-May-11 1280 P 22,710Apr-11 SPX 21-May-11 1285 C 506Apr-11 SPX 21-May-11 1285 P 8,485Apr-11 SPX 21-May-11 1290 C 1,171Apr-11 SPX 21-May-11 1290 P 13,667Apr-11 SPX 21-May-11 1295 C 509Apr-11 SPX 21-May-11 1295 P 7,946Apr-11 SPX 21-May-11 1300 C 59,433Apr-11 SPX 21-May-11 1300 P 283,049Apr-11 SPX 21-May-11 1305 C 2,063Apr-11 SPX 21-May-11 1305 P 5,916Apr-11 SPX 21-May-11 1310 C 18,736Apr-11 SPX 21-May-11 1310 P 46,738Apr-11 SPX 21-May-11 1315 C 2,968Apr-11 SPX 21-May-11 1315 P 15,811Apr-11 SPX 21-May-11 1320 C 28,478Apr-11 SPX 21-May-11 1320 P 62,967Apr-11 SPX 21-May-11 1325 C 120,720Apr-11 SPX 21-May-11 1325 P 161,065Apr-11 SPX 21-May-11 1330 C 33,828Apr-11 SPX 21-May-11 1330 P 19,498Apr-11 SPX 21-May-11 1335 C 13,891Apr-11 SPX 21-May-11 1335 P 5,354Apr-11 SPX 21-May-11 1340 C 42,482Apr-11 SPX 21-May-11 1340 P 15,856Apr-11 SPX 21-May-11 1345 C 27,063Apr-11 SPX 21-May-11 1345 P 1,426Apr-11 SPX 21-May-11 1350 C 149,121Apr-11 SPX 21-May-11 1350 P 45,280
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 21-May-11 1355 C 29,628Apr-11 SPX 21-May-11 1355 P 742Apr-11 SPX 21-May-11 1360 C 72,633Apr-11 SPX 21-May-11 1360 P 4,861Apr-11 SPX 21-May-11 1365 C 27,030Apr-11 SPX 21-May-11 1365 P 1,997Apr-11 SPX 21-May-11 1370 C 61,676Apr-11 SPX 21-May-11 1370 P 6,865Apr-11 SPX 21-May-11 1375 C 106,492Apr-11 SPX 21-May-11 1375 P 10,357Apr-11 SPX 21-May-11 1380 C 55,801Apr-11 SPX 21-May-11 1380 P 40Apr-11 SPX 21-May-11 1385 C 48,037Apr-11 SPX 21-May-11 1385 P 805Apr-11 SPX 21-May-11 1390 C 50,376Apr-11 SPX 21-May-11 1390 P 12,056Apr-11 SPX 21-May-11 1395 C 16,961Apr-11 SPX 21-May-11 1395 P 12,115Apr-11 SPX 21-May-11 1400 C 52,363Apr-11 SPX 21-May-11 1400 P 1,704Apr-11 SPX 21-May-11 1405 C 13,978Apr-11 SPX 21-May-11 1405 P 5Apr-11 SPX 21-May-11 1410 C 17,446Apr-11 SPX 21-May-11 1410 P 64Apr-11 SPX 21-May-11 1415 C 9,982Apr-11 SPX 21-May-11 1415 P 7Apr-11 SPX 21-May-11 1420 C 5,283Apr-11 SPX 21-May-11 1425 C 35,555Apr-11 SPX 21-May-11 1425 P 1Apr-11 SPX 21-May-11 1430 C 12,529Apr-11 SPX 21-May-11 1430 P 1Apr-11 SPX 21-May-11 1435 C 4,512Apr-11 SPX 21-May-11 1435 P 1Apr-11 SPX 21-May-11 1440 C 3,561Apr-11 SPX 21-May-11 1445 C 8,851Apr-11 SPX 21-May-11 1450 C 8,816Apr-11 SPX 21-May-11 1450 P 350Apr-11 SPX 21-May-11 1460 C 17,012Apr-11 SPX 21-May-11 1470 C 1,981Apr-11 SPX 21-May-11 1475 C 3,992Apr-11 SPX 21-May-11 1475 P 27Apr-11 SPX 21-May-11 1480 C 3,430Apr-11 SPX 21-May-11 1490 C 4,127Apr-11 SPX 21-May-11 1490 P 2Apr-11 SPX 21-May-11 1500 C 8,531Apr-11 SPX 21-May-11 1500 P 3,000Apr-11 SPX 21-May-11 1525 C 4,304Apr-11 SPX 21-May-11 1550 C 204
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 21-May-11 1600 C 13Apr-11 SPX 21-May-11 1700 P 40Apr-11 SPX 18-Jun-11 400 P 1Apr-11 SPX 18-Jun-11 475 P 2Apr-11 SPX 18-Jun-11 500 C 40,950Apr-11 SPX 18-Jun-11 500 P 39,450Apr-11 SPX 18-Jun-11 550 P 40Apr-11 SPX 18-Jun-11 600 P 206Apr-11 SPX 18-Jun-11 625 P 107Apr-11 SPX 18-Jun-11 650 P 2,602Apr-11 SPX 18-Jun-11 675 P 14Apr-11 SPX 18-Jun-11 700 P 330Apr-11 SPX 18-Jun-11 750 P 182Apr-11 SPX 18-Jun-11 775 P 101Apr-11 SPX 18-Jun-11 800 C 2Apr-11 SPX 18-Jun-11 800 P 3,596Apr-11 SPX 18-Jun-11 825 P 228Apr-11 SPX 18-Jun-11 850 P 2,116Apr-11 SPX 18-Jun-11 860 P 1Apr-11 SPX 18-Jun-11 870 P 1Apr-11 SPX 18-Jun-11 875 P 1,366Apr-11 SPX 18-Jun-11 880 P 1Apr-11 SPX 18-Jun-11 890 P 658Apr-11 SPX 18-Jun-11 900 C 52Apr-11 SPX 18-Jun-11 900 P 11,566Apr-11 SPX 18-Jun-11 905 P 1Apr-11 SPX 18-Jun-11 915 P 71Apr-11 SPX 18-Jun-11 920 P 200Apr-11 SPX 18-Jun-11 925 P 5,410Apr-11 SPX 18-Jun-11 930 P 15Apr-11 SPX 18-Jun-11 935 P 1Apr-11 SPX 18-Jun-11 940 P 1,372Apr-11 SPX 18-Jun-11 945 P 15Apr-11 SPX 18-Jun-11 950 C 400Apr-11 SPX 18-Jun-11 950 P 4,782Apr-11 SPX 18-Jun-11 955 P 1Apr-11 SPX 18-Jun-11 960 P 5Apr-11 SPX 18-Jun-11 965 P 1Apr-11 SPX 18-Jun-11 970 P 100Apr-11 SPX 18-Jun-11 975 C 19Apr-11 SPX 18-Jun-11 975 P 4,520Apr-11 SPX 18-Jun-11 980 C 20,300Apr-11 SPX 18-Jun-11 980 P 300Apr-11 SPX 18-Jun-11 985 P 1Apr-11 SPX 18-Jun-11 990 P 103Apr-11 SPX 18-Jun-11 995 P 1Apr-11 SPX 18-Jun-11 1000 C 5,005Apr-11 SPX 18-Jun-11 1000 P 16,728
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 18-Jun-11 1005 P 400Apr-11 SPX 18-Jun-11 1010 P 400Apr-11 SPX 18-Jun-11 1015 P 400Apr-11 SPX 18-Jun-11 1020 P 640Apr-11 SPX 18-Jun-11 1025 C 1Apr-11 SPX 18-Jun-11 1025 P 1,094Apr-11 SPX 18-Jun-11 1030 P 425Apr-11 SPX 18-Jun-11 1035 P 400Apr-11 SPX 18-Jun-11 1040 P 1,451Apr-11 SPX 18-Jun-11 1045 P 600Apr-11 SPX 18-Jun-11 1050 C 50Apr-11 SPX 18-Jun-11 1050 P 24,108Apr-11 SPX 18-Jun-11 1055 P 200Apr-11 SPX 18-Jun-11 1060 P 456Apr-11 SPX 18-Jun-11 1065 P 105Apr-11 SPX 18-Jun-11 1070 P 577Apr-11 SPX 18-Jun-11 1075 C 1,500Apr-11 SPX 18-Jun-11 1075 P 11,414Apr-11 SPX 18-Jun-11 1080 C 10Apr-11 SPX 18-Jun-11 1080 P 865Apr-11 SPX 18-Jun-11 1085 C 2Apr-11 SPX 18-Jun-11 1085 P 38Apr-11 SPX 18-Jun-11 1090 P 52Apr-11 SPX 18-Jun-11 1095 P 97Apr-11 SPX 18-Jun-11 1100 C 7Apr-11 SPX 18-Jun-11 1100 P 50,954Apr-11 SPX 18-Jun-11 1105 P 4Apr-11 SPX 18-Jun-11 1110 P 973Apr-11 SPX 18-Jun-11 1115 P 280Apr-11 SPX 18-Jun-11 1120 P 462Apr-11 SPX 18-Jun-11 1125 C 2Apr-11 SPX 18-Jun-11 1125 P 31,036Apr-11 SPX 18-Jun-11 1130 P 155Apr-11 SPX 18-Jun-11 1135 P 55Apr-11 SPX 18-Jun-11 1140 P 1,086Apr-11 SPX 18-Jun-11 1145 P 621Apr-11 SPX 18-Jun-11 1150 C 2Apr-11 SPX 18-Jun-11 1150 P 28,630Apr-11 SPX 18-Jun-11 1155 P 17Apr-11 SPX 18-Jun-11 1160 C 21Apr-11 SPX 18-Jun-11 1160 P 2,490Apr-11 SPX 18-Jun-11 1165 P 14Apr-11 SPX 18-Jun-11 1170 C 20Apr-11 SPX 18-Jun-11 1170 P 2,998Apr-11 SPX 18-Jun-11 1175 C 344Apr-11 SPX 18-Jun-11 1175 P 23,399Apr-11 SPX 18-Jun-11 1180 P 2,483Apr-11 SPX 18-Jun-11 1185 P 1,700
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 18-Jun-11 1190 P 2,446Apr-11 SPX 18-Jun-11 1195 P 63Apr-11 SPX 18-Jun-11 1200 C 322Apr-11 SPX 18-Jun-11 1200 P 111,583Apr-11 SPX 18-Jun-11 1205 P 460Apr-11 SPX 18-Jun-11 1210 C 8Apr-11 SPX 18-Jun-11 1210 P 6,386Apr-11 SPX 18-Jun-11 1215 P 1,322Apr-11 SPX 18-Jun-11 1220 C 2Apr-11 SPX 18-Jun-11 1220 P 4,441Apr-11 SPX 18-Jun-11 1225 C 10,797Apr-11 SPX 18-Jun-11 1225 P 49,906Apr-11 SPX 18-Jun-11 1230 P 5,872Apr-11 SPX 18-Jun-11 1235 C 8Apr-11 SPX 18-Jun-11 1235 P 1,922Apr-11 SPX 18-Jun-11 1240 C 6Apr-11 SPX 18-Jun-11 1240 P 5,165Apr-11 SPX 18-Jun-11 1245 P 290Apr-11 SPX 18-Jun-11 1250 C 7,636Apr-11 SPX 18-Jun-11 1250 P 130,924Apr-11 SPX 18-Jun-11 1255 C 181Apr-11 SPX 18-Jun-11 1255 P 1,679Apr-11 SPX 18-Jun-11 1260 C 247Apr-11 SPX 18-Jun-11 1260 P 4,362Apr-11 SPX 18-Jun-11 1265 C 51Apr-11 SPX 18-Jun-11 1265 P 3,060Apr-11 SPX 18-Jun-11 1270 C 1,001Apr-11 SPX 18-Jun-11 1270 P 13,601Apr-11 SPX 18-Jun-11 1275 C 15,990Apr-11 SPX 18-Jun-11 1275 P 60,695Apr-11 SPX 18-Jun-11 1280 C 189Apr-11 SPX 18-Jun-11 1280 P 10,630Apr-11 SPX 18-Jun-11 1285 C 47Apr-11 SPX 18-Jun-11 1285 P 2,188Apr-11 SPX 18-Jun-11 1290 C 818Apr-11 SPX 18-Jun-11 1290 P 10,981Apr-11 SPX 18-Jun-11 1295 C 17,189Apr-11 SPX 18-Jun-11 1295 P 21,324Apr-11 SPX 18-Jun-11 1300 C 74,921Apr-11 SPX 18-Jun-11 1300 P 180,856Apr-11 SPX 18-Jun-11 1305 C 42,107Apr-11 SPX 18-Jun-11 1305 P 42,224Apr-11 SPX 18-Jun-11 1310 C 53,050Apr-11 SPX 18-Jun-11 1310 P 52,005Apr-11 SPX 18-Jun-11 1315 C 40,530Apr-11 SPX 18-Jun-11 1315 P 37,880Apr-11 SPX 18-Jun-11 1320 C 15,251Apr-11 SPX 18-Jun-11 1320 P 16,839
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 18-Jun-11 1325 C 258,105Apr-11 SPX 18-Jun-11 1325 P 254,896Apr-11 SPX 18-Jun-11 1330 C 129,679Apr-11 SPX 18-Jun-11 1330 P 195,800Apr-11 SPX 18-Jun-11 1335 C 34,786Apr-11 SPX 18-Jun-11 1335 P 33,793Apr-11 SPX 18-Jun-11 1340 C 27,600Apr-11 SPX 18-Jun-11 1340 P 92,674Apr-11 SPX 18-Jun-11 1345 C 33,597Apr-11 SPX 18-Jun-11 1345 P 29,929Apr-11 SPX 18-Jun-11 1350 C 93,698Apr-11 SPX 18-Jun-11 1350 P 69,662Apr-11 SPX 18-Jun-11 1355 C 27,955Apr-11 SPX 18-Jun-11 1355 P 27,744Apr-11 SPX 18-Jun-11 1360 C 36,869Apr-11 SPX 18-Jun-11 1360 P 21,247Apr-11 SPX 18-Jun-11 1365 C 8,202Apr-11 SPX 18-Jun-11 1365 P 3,611Apr-11 SPX 18-Jun-11 1370 C 4,603Apr-11 SPX 18-Jun-11 1370 P 1,262Apr-11 SPX 18-Jun-11 1375 C 70,020Apr-11 SPX 18-Jun-11 1375 P 7,770Apr-11 SPX 18-Jun-11 1380 C 15,598Apr-11 SPX 18-Jun-11 1380 P 7Apr-11 SPX 18-Jun-11 1385 C 12,637Apr-11 SPX 18-Jun-11 1390 C 9,813Apr-11 SPX 18-Jun-11 1390 P 4Apr-11 SPX 18-Jun-11 1395 C 5,561Apr-11 SPX 18-Jun-11 1395 P 4Apr-11 SPX 18-Jun-11 1400 C 106,863Apr-11 SPX 18-Jun-11 1400 P 55Apr-11 SPX 18-Jun-11 1405 C 2,358Apr-11 SPX 18-Jun-11 1410 C 8,754Apr-11 SPX 18-Jun-11 1410 P 1Apr-11 SPX 18-Jun-11 1415 C 10,728Apr-11 SPX 18-Jun-11 1420 C 3,114Apr-11 SPX 18-Jun-11 1425 C 31,232Apr-11 SPX 18-Jun-11 1425 P 13Apr-11 SPX 18-Jun-11 1430 C 6,137Apr-11 SPX 18-Jun-11 1430 P 4Apr-11 SPX 18-Jun-11 1435 C 1,664Apr-11 SPX 18-Jun-11 1440 C 623Apr-11 SPX 18-Jun-11 1440 P 4Apr-11 SPX 18-Jun-11 1445 C 520Apr-11 SPX 18-Jun-11 1450 C 8,205Apr-11 SPX 18-Jun-11 1455 C 140Apr-11 SPX 18-Jun-11 1460 C 15,149Apr-11 SPX 18-Jun-11 1465 C 526
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 18-Jun-11 1470 C 217Apr-11 SPX 18-Jun-11 1475 C 1,772Apr-11 SPX 18-Jun-11 1480 C 350Apr-11 SPX 18-Jun-11 1500 C 44,488Apr-11 SPX 18-Jun-11 1500 P 41,451Apr-11 SPX 18-Jun-11 1525 C 3,512Apr-11 SPX 18-Jun-11 1550 C 1,760Apr-11 SPX 18-Jun-11 1550 P 1Apr-11 SPX 18-Jun-11 1600 C 344Apr-11 SPX 18-Jun-11 1650 C 38Apr-11 SPX 18-Jun-11 1700 C 20Apr-11 SPX 18-Jun-11 2500 P 1Apr-11 SPX 16-Jul-11 300 C 1Apr-11 SPX 16-Jul-11 750 P 100Apr-11 SPX 16-Jul-11 800 P 12,745Apr-11 SPX 16-Jul-11 850 C 5Apr-11 SPX 16-Jul-11 850 P 38Apr-11 SPX 16-Jul-11 860 P 1Apr-11 SPX 16-Jul-11 870 P 1Apr-11 SPX 16-Jul-11 875 P 1Apr-11 SPX 16-Jul-11 880 P 1Apr-11 SPX 16-Jul-11 890 P 1Apr-11 SPX 16-Jul-11 900 P 26,510Apr-11 SPX 16-Jul-11 910 P 1Apr-11 SPX 16-Jul-11 920 P 25Apr-11 SPX 16-Jul-11 925 P 300Apr-11 SPX 16-Jul-11 930 P 26Apr-11 SPX 16-Jul-11 940 P 825Apr-11 SPX 16-Jul-11 950 P 3,512Apr-11 SPX 16-Jul-11 960 P 250Apr-11 SPX 16-Jul-11 970 P 1Apr-11 SPX 16-Jul-11 975 P 669Apr-11 SPX 16-Jul-11 980 P 1Apr-11 SPX 16-Jul-11 990 P 1Apr-11 SPX 16-Jul-11 1000 C 5Apr-11 SPX 16-Jul-11 1000 P 4,184Apr-11 SPX 16-Jul-11 1010 P 5Apr-11 SPX 16-Jul-11 1020 P 1Apr-11 SPX 16-Jul-11 1025 P 15Apr-11 SPX 16-Jul-11 1030 P 1Apr-11 SPX 16-Jul-11 1040 P 101Apr-11 SPX 16-Jul-11 1050 P 12,963Apr-11 SPX 16-Jul-11 1060 P 211Apr-11 SPX 16-Jul-11 1070 P 201Apr-11 SPX 16-Jul-11 1075 P 3,633Apr-11 SPX 16-Jul-11 1080 P 1Apr-11 SPX 16-Jul-11 1090 P 1Apr-11 SPX 16-Jul-11 1100 P 38,046
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 16-Jul-11 1110 P 133Apr-11 SPX 16-Jul-11 1120 P 522Apr-11 SPX 16-Jul-11 1125 P 8,563Apr-11 SPX 16-Jul-11 1130 P 714Apr-11 SPX 16-Jul-11 1140 P 627Apr-11 SPX 16-Jul-11 1150 P 26,692Apr-11 SPX 16-Jul-11 1160 P 32Apr-11 SPX 16-Jul-11 1170 P 3,309Apr-11 SPX 16-Jul-11 1175 P 6,573Apr-11 SPX 16-Jul-11 1180 P 1,223Apr-11 SPX 16-Jul-11 1190 C 1Apr-11 SPX 16-Jul-11 1190 P 961Apr-11 SPX 16-Jul-11 1200 C 41Apr-11 SPX 16-Jul-11 1200 P 28,949Apr-11 SPX 16-Jul-11 1210 P 2,466Apr-11 SPX 16-Jul-11 1220 P 701Apr-11 SPX 16-Jul-11 1225 P 17,683Apr-11 SPX 16-Jul-11 1230 P 869Apr-11 SPX 16-Jul-11 1240 C 1Apr-11 SPX 16-Jul-11 1240 P 858Apr-11 SPX 16-Jul-11 1250 C 602Apr-11 SPX 16-Jul-11 1250 P 53,114Apr-11 SPX 16-Jul-11 1260 C 2Apr-11 SPX 16-Jul-11 1260 P 1,483Apr-11 SPX 16-Jul-11 1270 P 5,467Apr-11 SPX 16-Jul-11 1275 P 24,532Apr-11 SPX 16-Jul-11 1280 P 51Apr-11 SPX 16-Jul-11 1290 C 23Apr-11 SPX 16-Jul-11 1290 P 605Apr-11 SPX 16-Jul-11 1300 C 8,091Apr-11 SPX 16-Jul-11 1300 P 40,383Apr-11 SPX 16-Jul-11 1310 C 363Apr-11 SPX 16-Jul-11 1310 P 332Apr-11 SPX 16-Jul-11 1320 C 117Apr-11 SPX 16-Jul-11 1320 P 960Apr-11 SPX 16-Jul-11 1325 C 15,207Apr-11 SPX 16-Jul-11 1325 P 26,767Apr-11 SPX 16-Jul-11 1330 C 52Apr-11 SPX 16-Jul-11 1330 P 332Apr-11 SPX 16-Jul-11 1340 C 726Apr-11 SPX 16-Jul-11 1340 P 2,501Apr-11 SPX 16-Jul-11 1350 C 14,549Apr-11 SPX 16-Jul-11 1350 P 6,567Apr-11 SPX 16-Jul-11 1360 C 7,068Apr-11 SPX 16-Jul-11 1360 P 3,912Apr-11 SPX 16-Jul-11 1370 C 2,842Apr-11 SPX 16-Jul-11 1375 C 4,524Apr-11 SPX 16-Jul-11 1375 P 900
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 16-Jul-11 1380 C 2,717Apr-11 SPX 16-Jul-11 1380 P 50Apr-11 SPX 16-Jul-11 1390 C 3,490Apr-11 SPX 16-Jul-11 1400 C 18,971Apr-11 SPX 16-Jul-11 1400 P 1Apr-11 SPX 16-Jul-11 1410 C 378Apr-11 SPX 16-Jul-11 1420 C 543Apr-11 SPX 16-Jul-11 1425 C 3,669Apr-11 SPX 16-Jul-11 1430 C 38Apr-11 SPX 16-Jul-11 1440 C 1,057Apr-11 SPX 16-Jul-11 1450 C 6,477Apr-11 SPX 16-Jul-11 1460 C 832Apr-11 SPX 16-Jul-11 1470 C 209Apr-11 SPX 16-Jul-11 1475 C 3,115Apr-11 SPX 16-Jul-11 1480 C 1,388Apr-11 SPX 16-Jul-11 1490 C 27Apr-11 SPX 16-Jul-11 1500 C 2,101Apr-11 SPX 16-Jul-11 1510 C 1Apr-11 SPX 16-Jul-11 1520 C 22Apr-11 SPX 16-Jul-11 1530 C 1Apr-11 SPX 16-Jul-11 1540 C 1Apr-11 SPX 16-Jul-11 1550 C 41Apr-11 SPX 16-Jul-11 1560 C 199Apr-11 SPX 16-Jul-11 1570 C 243Apr-11 SPX 16-Jul-11 1575 C 418Apr-11 SPX 16-Jul-11 1575 P 2Apr-11 SPX 16-Jul-11 1580 C 55Apr-11 SPX 16-Jul-11 1590 C 37Apr-11 SPX 16-Jul-11 1600 C 136Apr-11 SPX 16-Jul-11 1625 C 68Apr-11 SPX 16-Jul-11 1650 C 844Apr-11 SPX 20-Aug-11 600 P 1Apr-11 SPX 20-Aug-11 700 P 1Apr-11 SPX 20-Aug-11 750 P 1Apr-11 SPX 20-Aug-11 775 P 14,000Apr-11 SPX 20-Aug-11 800 P 5,859Apr-11 SPX 20-Aug-11 825 P 1Apr-11 SPX 20-Aug-11 850 P 1Apr-11 SPX 20-Aug-11 875 P 1Apr-11 SPX 20-Aug-11 900 P 52Apr-11 SPX 20-Aug-11 925 P 24Apr-11 SPX 20-Aug-11 950 P 51Apr-11 SPX 20-Aug-11 975 P 3Apr-11 SPX 20-Aug-11 1000 P 185Apr-11 SPX 20-Aug-11 1025 P 17Apr-11 SPX 20-Aug-11 1050 P 362Apr-11 SPX 20-Aug-11 1075 P 105Apr-11 SPX 20-Aug-11 1100 C 4
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 20-Aug-11 1100 P 756Apr-11 SPX 20-Aug-11 1125 P 80Apr-11 SPX 20-Aug-11 1150 P 1,279Apr-11 SPX 20-Aug-11 1175 P 6,052Apr-11 SPX 20-Aug-11 1180 P 50Apr-11 SPX 20-Aug-11 1200 C 1Apr-11 SPX 20-Aug-11 1200 P 2,532Apr-11 SPX 20-Aug-11 1225 P 1Apr-11 SPX 20-Aug-11 1250 P 2,878Apr-11 SPX 20-Aug-11 1260 P 13Apr-11 SPX 20-Aug-11 1275 C 10,003Apr-11 SPX 20-Aug-11 1275 P 18,291Apr-11 SPX 20-Aug-11 1300 C 10Apr-11 SPX 20-Aug-11 1300 P 4,067Apr-11 SPX 20-Aug-11 1325 C 5,385Apr-11 SPX 20-Aug-11 1325 P 5,863Apr-11 SPX 20-Aug-11 1340 C 1Apr-11 SPX 20-Aug-11 1340 P 1Apr-11 SPX 20-Aug-11 1350 C 10,059Apr-11 SPX 20-Aug-11 1350 P 109Apr-11 SPX 20-Aug-11 1360 C 2Apr-11 SPX 20-Aug-11 1360 P 3Apr-11 SPX 20-Aug-11 1375 C 2,211Apr-11 SPX 20-Aug-11 1380 C 1Apr-11 SPX 20-Aug-11 1400 C 7,242Apr-11 SPX 20-Aug-11 1420 C 7Apr-11 SPX 20-Aug-11 1425 C 224Apr-11 SPX 20-Aug-11 1450 C 2,420Apr-11 SPX 20-Aug-11 1460 C 500Apr-11 SPX 20-Aug-11 1475 C 205Apr-11 SPX 20-Aug-11 1500 C 17Apr-11 SPX 20-Aug-11 1525 C 2Apr-11 SPX 20-Aug-11 1550 C 1Apr-11 SPX 20-Aug-11 1600 C 37Apr-11 SPX 17-Sep-11 500 P 69Apr-11 SPX 17-Sep-11 550 P 2Apr-11 SPX 17-Sep-11 600 P 84Apr-11 SPX 17-Sep-11 625 P 184Apr-11 SPX 17-Sep-11 650 P 80Apr-11 SPX 17-Sep-11 700 P 2,230Apr-11 SPX 17-Sep-11 725 P 16Apr-11 SPX 17-Sep-11 750 P 520Apr-11 SPX 17-Sep-11 775 P 2,076Apr-11 SPX 17-Sep-11 800 P 37,112Apr-11 SPX 17-Sep-11 825 P 28Apr-11 SPX 17-Sep-11 850 P 846Apr-11 SPX 17-Sep-11 875 P 23Apr-11 SPX 17-Sep-11 900 P 11,523
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 17-Sep-11 925 P 519Apr-11 SPX 17-Sep-11 950 P 12Apr-11 SPX 17-Sep-11 975 P 9,056Apr-11 SPX 17-Sep-11 1000 C 3Apr-11 SPX 17-Sep-11 1000 P 1,674Apr-11 SPX 17-Sep-11 1025 P 8,623Apr-11 SPX 17-Sep-11 1050 P 9,964Apr-11 SPX 17-Sep-11 1075 P 4,781Apr-11 SPX 17-Sep-11 1100 C 4Apr-11 SPX 17-Sep-11 1100 P 26,217Apr-11 SPX 17-Sep-11 1125 P 13,646Apr-11 SPX 17-Sep-11 1150 P 24,434Apr-11 SPX 17-Sep-11 1175 C 839Apr-11 SPX 17-Sep-11 1175 P 11,223Apr-11 SPX 17-Sep-11 1200 C 4Apr-11 SPX 17-Sep-11 1200 P 57,051Apr-11 SPX 17-Sep-11 1225 C 29Apr-11 SPX 17-Sep-11 1225 P 17,256Apr-11 SPX 17-Sep-11 1250 C 78Apr-11 SPX 17-Sep-11 1250 P 31,451Apr-11 SPX 17-Sep-11 1260 P 4,225Apr-11 SPX 17-Sep-11 1275 C 1,812Apr-11 SPX 17-Sep-11 1275 P 30,176Apr-11 SPX 17-Sep-11 1300 C 5,557Apr-11 SPX 17-Sep-11 1300 P 42,726Apr-11 SPX 17-Sep-11 1325 C 7,870Apr-11 SPX 17-Sep-11 1325 P 18,237Apr-11 SPX 17-Sep-11 1340 C 220Apr-11 SPX 17-Sep-11 1340 P 344Apr-11 SPX 17-Sep-11 1350 C 14,503Apr-11 SPX 17-Sep-11 1350 P 5,620Apr-11 SPX 17-Sep-11 1360 C 96Apr-11 SPX 17-Sep-11 1360 P 84Apr-11 SPX 17-Sep-11 1375 C 7,331Apr-11 SPX 17-Sep-11 1375 P 91Apr-11 SPX 17-Sep-11 1400 C 18,730Apr-11 SPX 17-Sep-11 1400 P 1,701Apr-11 SPX 17-Sep-11 1420 C 1Apr-11 SPX 17-Sep-11 1425 C 10,154Apr-11 SPX 17-Sep-11 1425 P 23Apr-11 SPX 17-Sep-11 1450 C 27,681Apr-11 SPX 17-Sep-11 1450 P 12Apr-11 SPX 17-Sep-11 1475 C 1,851Apr-11 SPX 17-Sep-11 1500 C 8,330Apr-11 SPX 17-Sep-11 1500 P 1Apr-11 SPX 17-Sep-11 1520 C 25Apr-11 SPX 17-Sep-11 1525 C 2,162Apr-11 SPX 17-Sep-11 1525 P 4
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 17-Sep-11 1550 C 4,827Apr-11 SPX 17-Sep-11 1550 P 4Apr-11 SPX 17-Sep-11 1600 C 3,746Apr-11 SPX 17-Sep-11 1650 C 2,535Apr-11 SPX 17-Sep-11 1700 C 3,096Apr-11 SPX 17-Sep-11 1750 C 545Apr-11 SPX 17-Sep-11 1800 C 41Apr-11 SPX 17-Sep-11 1900 C 19Apr-11 SPX 17-Sep-11 2000 C 223Apr-11 SPX 17-Sep-11 2500 C 198Apr-11 SPX 17-Sep-11 3000 C 86Apr-11 SPX 17-Dec-11 200 P 898Apr-11 SPX 17-Dec-11 225 P 100Apr-11 SPX 17-Dec-11 250 P 436Apr-11 SPX 17-Dec-11 280 P 52Apr-11 SPX 17-Dec-11 300 P 33Apr-11 SPX 17-Dec-11 325 P 15Apr-11 SPX 17-Dec-11 350 P 75Apr-11 SPX 17-Dec-11 400 P 337Apr-11 SPX 17-Dec-11 450 P 2Apr-11 SPX 17-Dec-11 500 C 1,018Apr-11 SPX 17-Dec-11 500 P 1,192Apr-11 SPX 17-Dec-11 525 P 70Apr-11 SPX 17-Dec-11 550 P 164Apr-11 SPX 17-Dec-11 575 P 57Apr-11 SPX 17-Dec-11 600 C 14Apr-11 SPX 17-Dec-11 600 P 7,754Apr-11 SPX 17-Dec-11 650 P 533Apr-11 SPX 17-Dec-11 675 P 99Apr-11 SPX 17-Dec-11 700 C 1Apr-11 SPX 17-Dec-11 700 P 12,715Apr-11 SPX 17-Dec-11 725 P 15Apr-11 SPX 17-Dec-11 750 P 53Apr-11 SPX 17-Dec-11 775 P 2,050Apr-11 SPX 17-Dec-11 800 P 12,276Apr-11 SPX 17-Dec-11 825 P 1,557Apr-11 SPX 17-Dec-11 850 P 893Apr-11 SPX 17-Dec-11 875 P 1,800Apr-11 SPX 17-Dec-11 900 P 8,420Apr-11 SPX 17-Dec-11 920 P 2,206Apr-11 SPX 17-Dec-11 925 P 14Apr-11 SPX 17-Dec-11 950 P 4,743Apr-11 SPX 17-Dec-11 975 P 2,022Apr-11 SPX 17-Dec-11 1000 C 4Apr-11 SPX 17-Dec-11 1000 P 29,483Apr-11 SPX 17-Dec-11 1025 C 2Apr-11 SPX 17-Dec-11 1025 P 2,967Apr-11 SPX 17-Dec-11 1030 P 1,504
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 17-Dec-11 1050 C 23Apr-11 SPX 17-Dec-11 1050 P 14,598Apr-11 SPX 17-Dec-11 1075 C 10Apr-11 SPX 17-Dec-11 1075 P 4,302Apr-11 SPX 17-Dec-11 1090 P 1,003Apr-11 SPX 17-Dec-11 1100 C 1Apr-11 SPX 17-Dec-11 1100 P 26,405Apr-11 SPX 17-Dec-11 1125 P 5,818Apr-11 SPX 17-Dec-11 1140 P 2,001Apr-11 SPX 17-Dec-11 1150 C 641Apr-11 SPX 17-Dec-11 1150 P 31,311Apr-11 SPX 17-Dec-11 1175 C 9Apr-11 SPX 17-Dec-11 1175 P 11,263Apr-11 SPX 17-Dec-11 1180 P 51Apr-11 SPX 17-Dec-11 1200 C 4,832Apr-11 SPX 17-Dec-11 1200 P 38,539Apr-11 SPX 17-Dec-11 1225 C 240Apr-11 SPX 17-Dec-11 1225 P 4,926Apr-11 SPX 17-Dec-11 1250 C 5,560Apr-11 SPX 17-Dec-11 1250 P 22,895Apr-11 SPX 17-Dec-11 1275 C 1,698Apr-11 SPX 17-Dec-11 1275 P 18,219Apr-11 SPX 17-Dec-11 1300 C 19,374Apr-11 SPX 17-Dec-11 1300 P 38,113Apr-11 SPX 17-Dec-11 1325 C 18,653Apr-11 SPX 17-Dec-11 1325 P 18,604Apr-11 SPX 17-Dec-11 1335 C 1,668Apr-11 SPX 17-Dec-11 1335 P 4,598Apr-11 SPX 17-Dec-11 1350 C 19,000Apr-11 SPX 17-Dec-11 1350 P 11,297Apr-11 SPX 17-Dec-11 1375 C 10,417Apr-11 SPX 17-Dec-11 1375 P 1,495Apr-11 SPX 17-Dec-11 1400 C 34,417Apr-11 SPX 17-Dec-11 1400 P 2,068Apr-11 SPX 17-Dec-11 1425 C 4,485Apr-11 SPX 17-Dec-11 1450 C 37,542Apr-11 SPX 17-Dec-11 1450 P 10Apr-11 SPX 17-Dec-11 1475 C 14,129Apr-11 SPX 17-Dec-11 1475 P 1Apr-11 SPX 17-Dec-11 1500 C 24,863Apr-11 SPX 17-Dec-11 1500 P 1,027Apr-11 SPX 17-Dec-11 1525 C 2,953Apr-11 SPX 17-Dec-11 1525 P 1Apr-11 SPX 17-Dec-11 1550 C 817Apr-11 SPX 17-Dec-11 1550 P 5Apr-11 SPX 17-Dec-11 1600 C 14,599Apr-11 SPX 17-Dec-11 1700 C 5,035Apr-11 SPX 17-Dec-11 1800 C 4
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 17-Dec-11 1900 C 375Apr-11 SPX 17-Dec-11 2000 C 392Apr-11 SPX 17-Dec-11 2250 C 9Apr-11 SPX 17-Dec-11 3000 P 30Apr-11 SPX 17-Mar-12 600 P 4,000Apr-11 SPX 17-Mar-12 700 P 6,102Apr-11 SPX 17-Mar-12 750 P 10Apr-11 SPX 17-Mar-12 800 P 10Apr-11 SPX 17-Mar-12 850 P 4,310Apr-11 SPX 17-Mar-12 875 P 27Apr-11 SPX 17-Mar-12 900 P 497Apr-11 SPX 17-Mar-12 925 P 20Apr-11 SPX 17-Mar-12 950 P 30Apr-11 SPX 17-Mar-12 975 P 1,111Apr-11 SPX 17-Mar-12 1000 P 4,222Apr-11 SPX 17-Mar-12 1025 P 4Apr-11 SPX 17-Mar-12 1050 P 2,106Apr-11 SPX 17-Mar-12 1075 P 309Apr-11 SPX 17-Mar-12 1100 P 4,353Apr-11 SPX 17-Mar-12 1125 P 525Apr-11 SPX 17-Mar-12 1150 P 5,735Apr-11 SPX 17-Mar-12 1175 P 936Apr-11 SPX 17-Mar-12 1200 C 5Apr-11 SPX 17-Mar-12 1200 P 5,020Apr-11 SPX 17-Mar-12 1225 C 100Apr-11 SPX 17-Mar-12 1225 P 1Apr-11 SPX 17-Mar-12 1250 P 4,068Apr-11 SPX 17-Mar-12 1275 C 40Apr-11 SPX 17-Mar-12 1275 P 1,925Apr-11 SPX 17-Mar-12 1300 C 2,475Apr-11 SPX 17-Mar-12 1300 P 9,346Apr-11 SPX 17-Mar-12 1325 C 12,761Apr-11 SPX 17-Mar-12 1325 P 3,225Apr-11 SPX 17-Mar-12 1350 C 2,328Apr-11 SPX 17-Mar-12 1350 P 3Apr-11 SPX 17-Mar-12 1375 C 3,900Apr-11 SPX 17-Mar-12 1375 P 250Apr-11 SPX 17-Mar-12 1400 C 8,169Apr-11 SPX 17-Mar-12 1400 P 1Apr-11 SPX 17-Mar-12 1425 C 4,810Apr-11 SPX 17-Mar-12 1450 C 1,384Apr-11 SPX 17-Mar-12 1475 C 4,001Apr-11 SPX 17-Mar-12 1500 C 13,044Apr-11 SPX 17-Mar-12 1550 C 2,330Apr-11 SPX 17-Mar-12 1600 C 756Apr-11 SPX 17-Mar-12 1650 C 1,525Apr-11 SPX 16-Jun-12 100 C 1Apr-11 SPX 16-Jun-12 100 P 51
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 16-Jun-12 200 C 1Apr-11 SPX 16-Jun-12 200 P 1Apr-11 SPX 16-Jun-12 500 P 303Apr-11 SPX 16-Jun-12 700 C 210Apr-11 SPX 16-Jun-12 800 P 1,250Apr-11 SPX 16-Jun-12 850 P 1Apr-11 SPX 16-Jun-12 900 P 346Apr-11 SPX 16-Jun-12 925 P 14Apr-11 SPX 16-Jun-12 950 P 3,500Apr-11 SPX 16-Jun-12 975 P 2,001Apr-11 SPX 16-Jun-12 1000 P 24,320Apr-11 SPX 16-Jun-12 1100 P 4,894Apr-11 SPX 16-Jun-12 1125 P 1,211Apr-11 SPX 16-Jun-12 1150 P 201Apr-11 SPX 16-Jun-12 1200 C 300Apr-11 SPX 16-Jun-12 1200 P 2,029Apr-11 SPX 16-Jun-12 1225 P 101Apr-11 SPX 16-Jun-12 1250 P 15,326Apr-11 SPX 16-Jun-12 1275 P 1,500Apr-11 SPX 16-Jun-12 1300 C 2,433Apr-11 SPX 16-Jun-12 1300 P 3,291Apr-11 SPX 16-Jun-12 1325 C 217Apr-11 SPX 16-Jun-12 1325 P 471Apr-11 SPX 16-Jun-12 1350 C 3,363Apr-11 SPX 16-Jun-12 1350 P 1,907Apr-11 SPX 16-Jun-12 1375 C 5Apr-11 SPX 16-Jun-12 1400 C 3Apr-11 SPX 16-Jun-12 1400 P 120Apr-11 SPX 16-Jun-12 1450 C 257Apr-11 SPX 16-Jun-12 1475 C 65Apr-11 SPX 16-Jun-12 1500 C 6,828Apr-11 SPX 16-Jun-12 1550 C 1,820Apr-11 SPX 16-Jun-12 1600 C 2,140Apr-11 SPX 16-Jun-12 1625 C 27Apr-11 SPX 16-Jun-12 1650 C 1,750Apr-11 SPX 16-Jun-12 1800 C 6Apr-11 SPX 16-Jun-12 2000 C 9Apr-11 SPX 16-Jun-12 2500 C 9Apr-11 SPX 16-Jun-12 3000 C 1Apr-11 SPX 22-Dec-12 100 C 2Apr-11 SPX 22-Dec-12 100 P 219Apr-11 SPX 22-Dec-12 200 C 4Apr-11 SPX 22-Dec-12 200 P 69Apr-11 SPX 22-Dec-12 250 P 58Apr-11 SPX 22-Dec-12 300 C 7Apr-11 SPX 22-Dec-12 300 P 66Apr-11 SPX 22-Dec-12 350 P 2Apr-11 SPX 22-Dec-12 400 P 137
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 22-Dec-12 500 C 250Apr-11 SPX 22-Dec-12 500 P 350Apr-11 SPX 22-Dec-12 550 P 150Apr-11 SPX 22-Dec-12 600 P 2,305Apr-11 SPX 22-Dec-12 650 P 5Apr-11 SPX 22-Dec-12 675 P 4Apr-11 SPX 22-Dec-12 700 C 210Apr-11 SPX 22-Dec-12 700 P 507Apr-11 SPX 22-Dec-12 750 P 1,606Apr-11 SPX 22-Dec-12 800 C 5Apr-11 SPX 22-Dec-12 800 P 4,178Apr-11 SPX 22-Dec-12 850 P 4,914Apr-11 SPX 22-Dec-12 875 P 1Apr-11 SPX 22-Dec-12 900 C 8Apr-11 SPX 22-Dec-12 900 P 7,840Apr-11 SPX 22-Dec-12 925 P 507Apr-11 SPX 22-Dec-12 950 C 1Apr-11 SPX 22-Dec-12 950 P 2,702Apr-11 SPX 22-Dec-12 1000 C 1Apr-11 SPX 22-Dec-12 1000 P 24,912Apr-11 SPX 22-Dec-12 1025 C 2Apr-11 SPX 22-Dec-12 1025 P 302Apr-11 SPX 22-Dec-12 1050 C 1Apr-11 SPX 22-Dec-12 1050 P 323Apr-11 SPX 22-Dec-12 1075 C 1,300Apr-11 SPX 22-Dec-12 1075 P 169Apr-11 SPX 22-Dec-12 1100 C 19,201Apr-11 SPX 22-Dec-12 1100 P 15,565Apr-11 SPX 22-Dec-12 1125 P 110Apr-11 SPX 22-Dec-12 1150 P 3,809Apr-11 SPX 22-Dec-12 1175 P 407Apr-11 SPX 22-Dec-12 1200 C 4,753Apr-11 SPX 22-Dec-12 1200 P 12,040Apr-11 SPX 22-Dec-12 1220 P 20Apr-11 SPX 22-Dec-12 1225 P 260Apr-11 SPX 22-Dec-12 1250 C 200Apr-11 SPX 22-Dec-12 1250 P 12,223Apr-11 SPX 22-Dec-12 1275 P 647Apr-11 SPX 22-Dec-12 1300 C 5,497Apr-11 SPX 22-Dec-12 1300 P 9,472Apr-11 SPX 22-Dec-12 1325 C 2,398Apr-11 SPX 22-Dec-12 1325 P 3,889Apr-11 SPX 22-Dec-12 1350 C 1,833Apr-11 SPX 22-Dec-12 1350 P 6,701Apr-11 SPX 22-Dec-12 1400 C 2,048Apr-11 SPX 22-Dec-12 1400 P 2Apr-11 SPX 22-Dec-12 1450 C 1,051Apr-11 SPX 22-Dec-12 1500 C 1,276
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 22-Dec-12 1500 P 250Apr-11 SPX 22-Dec-12 1550 C 5,675Apr-11 SPX 22-Dec-12 1600 C 25,815Apr-11 SPX 22-Dec-12 1700 C 540Apr-11 SPX 22-Dec-12 1750 C 400Apr-11 SPX 22-Dec-12 1800 C 1,949Apr-11 SPX 22-Dec-12 1900 C 200Apr-11 SPX 22-Dec-12 2000 C 26Apr-11 SPX 22-Dec-12 2250 C 2Apr-11 SPX 22-Dec-12 2500 C 59Apr-11 SPX 22-Dec-12 2500 P 4Apr-11 SPX 21-Dec-13 100 C 4Apr-11 SPX 21-Dec-13 100 P 365Apr-11 SPX 21-Dec-13 200 C 5Apr-11 SPX 21-Dec-13 200 P 57Apr-11 SPX 21-Dec-13 250 P 5Apr-11 SPX 21-Dec-13 300 P 3Apr-11 SPX 21-Dec-13 400 P 1Apr-11 SPX 21-Dec-13 450 P 10Apr-11 SPX 21-Dec-13 550 P 1Apr-11 SPX 21-Dec-13 600 P 226Apr-11 SPX 21-Dec-13 650 C 1Apr-11 SPX 21-Dec-13 650 P 2Apr-11 SPX 21-Dec-13 700 P 30Apr-11 SPX 21-Dec-13 750 P 500Apr-11 SPX 21-Dec-13 800 C 6Apr-11 SPX 21-Dec-13 800 P 7,252Apr-11 SPX 21-Dec-13 850 C 3Apr-11 SPX 21-Dec-13 850 P 1Apr-11 SPX 21-Dec-13 900 C 4Apr-11 SPX 21-Dec-13 900 P 350Apr-11 SPX 21-Dec-13 950 P 2Apr-11 SPX 21-Dec-13 1000 C 3Apr-11 SPX 21-Dec-13 1000 P 1,716Apr-11 SPX 21-Dec-13 1025 C 4Apr-11 SPX 21-Dec-13 1050 C 2Apr-11 SPX 21-Dec-13 1050 P 2,003Apr-11 SPX 21-Dec-13 1075 C 1Apr-11 SPX 21-Dec-13 1100 P 5,309Apr-11 SPX 21-Dec-13 1125 P 1Apr-11 SPX 21-Dec-13 1150 C 1Apr-11 SPX 21-Dec-13 1150 P 126Apr-11 SPX 21-Dec-13 1200 P 317Apr-11 SPX 21-Dec-13 1250 P 1,834Apr-11 SPX 21-Dec-13 1275 P 15Apr-11 SPX 21-Dec-13 1300 C 1,680Apr-11 SPX 21-Dec-13 1300 P 1,354Apr-11 SPX 21-Dec-13 1325 C 1,400
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPX 21-Dec-13 1325 P 1,401Apr-11 SPX 21-Dec-13 1350 C 782Apr-11 SPX 21-Dec-13 1350 P 133Apr-11 SPX 21-Dec-13 1375 P 1Apr-11 SPX 21-Dec-13 1400 C 830Apr-11 SPX 21-Dec-13 1450 C 125Apr-11 SPX 21-Dec-13 1500 C 2,514Apr-11 SPX 21-Dec-13 1550 C 115Apr-11 SPX 21-Dec-13 1600 C 1,295Apr-11 SPX 21-Dec-13 1650 C 1,000Apr-11 SPX 21-Dec-13 1700 C 450Apr-11 SPX 21-Dec-13 1700 P 1Apr-11 SPX 21-Dec-13 1800 C 4,901Apr-11 SPX 21-Dec-13 1900 C 100Apr-11 SPX 21-Dec-13 2000 P 1Apr-11 SPX 21-Dec-13 2250 C 4Apr-11 SPX 21-Dec-13 2500 C 26Apr-11 SPX 21-Dec-13 2500 P 5Apr-11 SPX 21-Dec-13 3000 P 32Apr-11 SPXW 01-Apr-11 1215 P 40Apr-11 SPXW 01-Apr-11 1220 P 30Apr-11 SPXW 01-Apr-11 1225 P 64Apr-11 SPXW 01-Apr-11 1245 P 22Apr-11 SPXW 01-Apr-11 1250 P 40Apr-11 SPXW 01-Apr-11 1255 P 31Apr-11 SPXW 01-Apr-11 1260 P 37Apr-11 SPXW 01-Apr-11 1265 P 12Apr-11 SPXW 01-Apr-11 1270 P 90Apr-11 SPXW 01-Apr-11 1275 P 122Apr-11 SPXW 01-Apr-11 1280 P 27Apr-11 SPXW 01-Apr-11 1285 P 103Apr-11 SPXW 01-Apr-11 1290 C 60Apr-11 SPXW 01-Apr-11 1290 P 199Apr-11 SPXW 01-Apr-11 1295 C 60Apr-11 SPXW 01-Apr-11 1295 P 89Apr-11 SPXW 01-Apr-11 1300 C 1Apr-11 SPXW 01-Apr-11 1300 P 418Apr-11 SPXW 01-Apr-11 1305 C 3Apr-11 SPXW 01-Apr-11 1305 P 754Apr-11 SPXW 01-Apr-11 1310 C 83Apr-11 SPXW 01-Apr-11 1310 P 1,270Apr-11 SPXW 01-Apr-11 1315 C 52Apr-11 SPXW 01-Apr-11 1315 P 1,907Apr-11 SPXW 01-Apr-11 1320 C 29Apr-11 SPXW 01-Apr-11 1320 P 2,665Apr-11 SPXW 01-Apr-11 1325 C 648Apr-11 SPXW 01-Apr-11 1325 P 5,006Apr-11 SPXW 01-Apr-11 1330 C 559
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPXW 01-Apr-11 1330 P 3,804Apr-11 SPXW 01-Apr-11 1335 C 2,113Apr-11 SPXW 01-Apr-11 1335 P 1,430Apr-11 SPXW 01-Apr-11 1340 C 4,920Apr-11 SPXW 01-Apr-11 1340 P 178Apr-11 SPXW 01-Apr-11 1345 C 5,389Apr-11 SPXW 01-Apr-11 1345 P 100Apr-11 SPXW 01-Apr-11 1350 C 2,108Apr-11 SPXW 01-Apr-11 1355 C 1,135Apr-11 SPXW 01-Apr-11 1360 C 155Apr-11 SPXW 01-Apr-11 1365 C 70Apr-11 SPXW 01-Apr-11 1375 C 41Apr-11 SPXW 08-Apr-11 1075 P 3,929Apr-11 SPXW 08-Apr-11 1100 P 611Apr-11 SPXW 08-Apr-11 1125 P 1,923Apr-11 SPXW 08-Apr-11 1150 P 5,956Apr-11 SPXW 08-Apr-11 1175 P 19,281Apr-11 SPXW 08-Apr-11 1200 P 5,240Apr-11 SPXW 08-Apr-11 1225 P 7,124Apr-11 SPXW 08-Apr-11 1230 P 1,171Apr-11 SPXW 08-Apr-11 1235 C 26Apr-11 SPXW 08-Apr-11 1235 P 466Apr-11 SPXW 08-Apr-11 1240 C 19Apr-11 SPXW 08-Apr-11 1240 P 483Apr-11 SPXW 08-Apr-11 1245 P 265Apr-11 SPXW 08-Apr-11 1250 P 5,289Apr-11 SPXW 08-Apr-11 1255 P 674Apr-11 SPXW 08-Apr-11 1260 P 1,016Apr-11 SPXW 08-Apr-11 1265 P 628Apr-11 SPXW 08-Apr-11 1270 C 4Apr-11 SPXW 08-Apr-11 1270 P 788Apr-11 SPXW 08-Apr-11 1275 C 4Apr-11 SPXW 08-Apr-11 1275 P 6,140Apr-11 SPXW 08-Apr-11 1280 C 2Apr-11 SPXW 08-Apr-11 1280 P 3,003Apr-11 SPXW 08-Apr-11 1285 P 2,188Apr-11 SPXW 08-Apr-11 1290 P 4,133Apr-11 SPXW 08-Apr-11 1295 C 40Apr-11 SPXW 08-Apr-11 1295 P 4,307Apr-11 SPXW 08-Apr-11 1300 C 88Apr-11 SPXW 08-Apr-11 1300 P 11,095Apr-11 SPXW 08-Apr-11 1305 C 36Apr-11 SPXW 08-Apr-11 1305 P 6,461Apr-11 SPXW 08-Apr-11 1310 C 116Apr-11 SPXW 08-Apr-11 1310 P 8,899Apr-11 SPXW 08-Apr-11 1315 C 27Apr-11 SPXW 08-Apr-11 1315 P 9,336Apr-11 SPXW 08-Apr-11 1320 C 215
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPXW 08-Apr-11 1320 P 8,545Apr-11 SPXW 08-Apr-11 1325 C 1,194Apr-11 SPXW 08-Apr-11 1325 P 8,874Apr-11 SPXW 08-Apr-11 1330 C 5,032Apr-11 SPXW 08-Apr-11 1330 P 5,934Apr-11 SPXW 08-Apr-11 1335 C 4,335Apr-11 SPXW 08-Apr-11 1335 P 2,044Apr-11 SPXW 08-Apr-11 1340 C 6,804Apr-11 SPXW 08-Apr-11 1340 P 947Apr-11 SPXW 08-Apr-11 1345 C 8,148Apr-11 SPXW 08-Apr-11 1345 P 297Apr-11 SPXW 08-Apr-11 1350 C 15,727Apr-11 SPXW 08-Apr-11 1350 P 1,115Apr-11 SPXW 08-Apr-11 1355 C 13,166Apr-11 SPXW 08-Apr-11 1355 P 21Apr-11 SPXW 08-Apr-11 1360 C 9,090Apr-11 SPXW 08-Apr-11 1360 P 11Apr-11 SPXW 08-Apr-11 1365 C 6,471Apr-11 SPXW 08-Apr-11 1370 C 2,385Apr-11 SPXW 08-Apr-11 1375 C 5,558Apr-11 SPXW 08-Apr-11 1380 C 2,529Apr-11 SPXW 08-Apr-11 1385 C 941Apr-11 SPXW 08-Apr-11 1385 P 10Apr-11 SPXW 08-Apr-11 1400 C 505Apr-11 SPXW 08-Apr-11 1400 P 2Apr-11 SPXW 08-Apr-11 1425 C 912Apr-11 SPXW 08-Apr-11 1450 C 26Apr-11 SPXW 21-Apr-11 1075 C 10Apr-11 SPXW 21-Apr-11 1075 P 9,428Apr-11 SPXW 21-Apr-11 1100 C 10Apr-11 SPXW 21-Apr-11 1100 P 5,037Apr-11 SPXW 21-Apr-11 1125 P 1,133Apr-11 SPXW 21-Apr-11 1150 P 6,871Apr-11 SPXW 21-Apr-11 1175 C 10Apr-11 SPXW 21-Apr-11 1175 P 18,875Apr-11 SPXW 21-Apr-11 1200 P 12,661Apr-11 SPXW 21-Apr-11 1225 C 13Apr-11 SPXW 21-Apr-11 1225 P 5,494Apr-11 SPXW 21-Apr-11 1230 C 25Apr-11 SPXW 21-Apr-11 1230 P 1,304Apr-11 SPXW 21-Apr-11 1235 P 2,192Apr-11 SPXW 21-Apr-11 1240 P 1,792Apr-11 SPXW 21-Apr-11 1245 P 1,242Apr-11 SPXW 21-Apr-11 1250 C 24Apr-11 SPXW 21-Apr-11 1250 P 14,853Apr-11 SPXW 21-Apr-11 1255 P 3,492Apr-11 SPXW 21-Apr-11 1260 C 23Apr-11 SPXW 21-Apr-11 1260 P 8,205
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPXW 21-Apr-11 1265 C 10Apr-11 SPXW 21-Apr-11 1265 P 4,861Apr-11 SPXW 21-Apr-11 1270 C 4Apr-11 SPXW 21-Apr-11 1270 P 5,060Apr-11 SPXW 21-Apr-11 1275 C 52Apr-11 SPXW 21-Apr-11 1275 P 8,079Apr-11 SPXW 21-Apr-11 1280 C 101Apr-11 SPXW 21-Apr-11 1280 P 4,452Apr-11 SPXW 21-Apr-11 1285 C 787Apr-11 SPXW 21-Apr-11 1285 P 3,334Apr-11 SPXW 21-Apr-11 1290 C 566Apr-11 SPXW 21-Apr-11 1290 P 3,836Apr-11 SPXW 21-Apr-11 1295 C 223Apr-11 SPXW 21-Apr-11 1295 P 2,558Apr-11 SPXW 21-Apr-11 1300 C 2,459Apr-11 SPXW 21-Apr-11 1300 P 12,326Apr-11 SPXW 21-Apr-11 1305 C 1,233Apr-11 SPXW 21-Apr-11 1305 P 3,901Apr-11 SPXW 21-Apr-11 1310 C 2,082Apr-11 SPXW 21-Apr-11 1310 P 12,982Apr-11 SPXW 21-Apr-11 1315 C 4,750Apr-11 SPXW 21-Apr-11 1315 P 8,844Apr-11 SPXW 21-Apr-11 1320 C 4,665Apr-11 SPXW 21-Apr-11 1320 P 4,272Apr-11 SPXW 21-Apr-11 1325 C 7,896Apr-11 SPXW 21-Apr-11 1325 P 7,657Apr-11 SPXW 21-Apr-11 1330 C 14,516Apr-11 SPXW 21-Apr-11 1330 P 2,812Apr-11 SPXW 21-Apr-11 1335 C 12,767Apr-11 SPXW 21-Apr-11 1335 P 2,380Apr-11 SPXW 21-Apr-11 1340 C 14,873Apr-11 SPXW 21-Apr-11 1340 P 229Apr-11 SPXW 21-Apr-11 1345 C 13,741Apr-11 SPXW 21-Apr-11 1345 P 4Apr-11 SPXW 21-Apr-11 1350 C 9,452Apr-11 SPXW 21-Apr-11 1350 P 2Apr-11 SPXW 21-Apr-11 1355 C 5,415Apr-11 SPXW 21-Apr-11 1355 P 33Apr-11 SPXW 21-Apr-11 1360 C 2,884Apr-11 SPXW 21-Apr-11 1360 P 10Apr-11 SPXW 21-Apr-11 1365 C 807Apr-11 SPXW 21-Apr-11 1365 P 20Apr-11 SPXW 21-Apr-11 1370 C 1,971Apr-11 SPXW 21-Apr-11 1375 C 288Apr-11 SPXW 21-Apr-11 1400 C 141Apr-11 SPXW 21-Apr-11 1425 C 62Apr-11 SPXW 29-Apr-11 1100 P 8Apr-11 SPXW 29-Apr-11 1125 P 3,527
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPXW 29-Apr-11 1150 P 5,461Apr-11 SPXW 29-Apr-11 1175 P 12,267Apr-11 SPXW 29-Apr-11 1200 P 9,425Apr-11 SPXW 29-Apr-11 1225 P 2,136Apr-11 SPXW 29-Apr-11 1235 P 774Apr-11 SPXW 29-Apr-11 1240 P 538Apr-11 SPXW 29-Apr-11 1245 P 74Apr-11 SPXW 29-Apr-11 1250 C 12Apr-11 SPXW 29-Apr-11 1250 P 3,778Apr-11 SPXW 29-Apr-11 1255 P 47Apr-11 SPXW 29-Apr-11 1260 P 157Apr-11 SPXW 29-Apr-11 1265 P 789Apr-11 SPXW 29-Apr-11 1270 P 452Apr-11 SPXW 29-Apr-11 1275 P 4,259Apr-11 SPXW 29-Apr-11 1280 P 1,238Apr-11 SPXW 29-Apr-11 1285 C 6Apr-11 SPXW 29-Apr-11 1285 P 1,367Apr-11 SPXW 29-Apr-11 1290 C 36Apr-11 SPXW 29-Apr-11 1290 P 2,707Apr-11 SPXW 29-Apr-11 1295 C 82Apr-11 SPXW 29-Apr-11 1295 P 4,322Apr-11 SPXW 29-Apr-11 1300 C 79Apr-11 SPXW 29-Apr-11 1300 P 12,268Apr-11 SPXW 29-Apr-11 1305 C 6Apr-11 SPXW 29-Apr-11 1305 P 1,662Apr-11 SPXW 29-Apr-11 1310 C 3Apr-11 SPXW 29-Apr-11 1310 P 8,152Apr-11 SPXW 29-Apr-11 1315 C 352Apr-11 SPXW 29-Apr-11 1315 P 2,615Apr-11 SPXW 29-Apr-11 1320 C 303Apr-11 SPXW 29-Apr-11 1320 P 1,710Apr-11 SPXW 29-Apr-11 1325 C 921Apr-11 SPXW 29-Apr-11 1325 P 4,826Apr-11 SPXW 29-Apr-11 1330 C 776Apr-11 SPXW 29-Apr-11 1330 P 7,477Apr-11 SPXW 29-Apr-11 1335 C 7,946Apr-11 SPXW 29-Apr-11 1335 P 3,943Apr-11 SPXW 29-Apr-11 1340 C 1,533Apr-11 SPXW 29-Apr-11 1340 P 8,814Apr-11 SPXW 29-Apr-11 1345 C 2,348Apr-11 SPXW 29-Apr-11 1345 P 3,582Apr-11 SPXW 29-Apr-11 1350 C 7,310Apr-11 SPXW 29-Apr-11 1350 P 7,292Apr-11 SPXW 29-Apr-11 1355 C 4,470Apr-11 SPXW 29-Apr-11 1355 P 3,299Apr-11 SPXW 29-Apr-11 1360 C 12,367Apr-11 SPXW 29-Apr-11 1360 P 7,026Apr-11 SPXW 29-Apr-11 1365 C 28,907
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPXW 29-Apr-11 1365 P 306Apr-11 SPXW 29-Apr-11 1370 C 19,970Apr-11 SPXW 29-Apr-11 1370 P 3,247Apr-11 SPXW 29-Apr-11 1375 C 11,354Apr-11 SPXW 29-Apr-11 1380 C 4,096Apr-11 SPXW 29-Apr-11 1380 P 2Apr-11 SPXW 29-Apr-11 1385 C 4,952Apr-11 SPXW 29-Apr-11 1385 P 2Apr-11 SPXW 29-Apr-11 1400 C 4,213Apr-11 SPXW 29-Apr-11 1425 C 3,503Apr-11 SPXW 06-May-11 1125 P 5,914Apr-11 SPXW 06-May-11 1150 P 1,781Apr-11 SPXW 06-May-11 1175 P 17,246Apr-11 SPXW 06-May-11 1200 P 1,043Apr-11 SPXW 06-May-11 1225 P 5,651Apr-11 SPXW 06-May-11 1250 P 277Apr-11 SPXW 06-May-11 1255 P 59Apr-11 SPXW 06-May-11 1260 P 5Apr-11 SPXW 06-May-11 1265 P 15Apr-11 SPXW 06-May-11 1270 P 19Apr-11 SPXW 06-May-11 1275 P 81Apr-11 SPXW 06-May-11 1280 P 252Apr-11 SPXW 06-May-11 1285 P 336Apr-11 SPXW 06-May-11 1290 C 25Apr-11 SPXW 06-May-11 1290 P 2,139Apr-11 SPXW 06-May-11 1295 P 193Apr-11 SPXW 06-May-11 1300 C 2Apr-11 SPXW 06-May-11 1300 P 3,958Apr-11 SPXW 06-May-11 1305 C 1Apr-11 SPXW 06-May-11 1305 P 363Apr-11 SPXW 06-May-11 1310 P 5,388Apr-11 SPXW 06-May-11 1315 P 490Apr-11 SPXW 06-May-11 1320 P 866Apr-11 SPXW 06-May-11 1325 P 1,119Apr-11 SPXW 06-May-11 1330 C 6Apr-11 SPXW 06-May-11 1330 P 2,054Apr-11 SPXW 06-May-11 1335 C 16Apr-11 SPXW 06-May-11 1335 P 647Apr-11 SPXW 06-May-11 1340 C 72Apr-11 SPXW 06-May-11 1340 P 476Apr-11 SPXW 06-May-11 1345 C 178Apr-11 SPXW 06-May-11 1345 P 224Apr-11 SPXW 06-May-11 1350 C 1,032Apr-11 SPXW 06-May-11 1350 P 1,841Apr-11 SPXW 06-May-11 1355 C 107Apr-11 SPXW 06-May-11 1355 P 365Apr-11 SPXW 06-May-11 1360 C 3,590Apr-11 SPXW 06-May-11 1360 P 4,246
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Apr-11 SPXW 06-May-11 1365 C 611Apr-11 SPXW 06-May-11 1365 P 282Apr-11 SPXW 06-May-11 1370 C 2,803Apr-11 SPXW 06-May-11 1370 P 5Apr-11 SPXW 06-May-11 1375 C 358Apr-11 SPXW 06-May-11 1375 P 6Apr-11 SPXW 06-May-11 1380 C 1,343Apr-11 SPXW 06-May-11 1385 C 3,113Apr-11 SPXW 06-May-11 1390 C 1,083Apr-11 SPXW 06-May-11 1395 C 2,380Apr-11 SPXW 06-May-11 1400 C 3,261Apr-11 SPXW 06-May-11 1425 C 1,255Apr-11 SPXW 06-May-11 1450 C 3,867
May-11 SPX 21-May-11 500 C 1,000May-11 SPX 21-May-11 500 P 1,000May-11 SPX 21-May-11 600 C 50May-11 SPX 21-May-11 775 P 1May-11 SPX 21-May-11 800 C 1May-11 SPX 21-May-11 825 C 1May-11 SPX 21-May-11 850 C 2May-11 SPX 21-May-11 875 C 1May-11 SPX 21-May-11 900 P 150May-11 SPX 21-May-11 920 P 190May-11 SPX 21-May-11 930 P 10May-11 SPX 21-May-11 935 P 99May-11 SPX 21-May-11 940 P 109May-11 SPX 21-May-11 945 P 32May-11 SPX 21-May-11 950 C 526May-11 SPX 21-May-11 950 P 2,785May-11 SPX 21-May-11 955 P 60May-11 SPX 21-May-11 960 P 200May-11 SPX 21-May-11 970 P 170May-11 SPX 21-May-11 975 C 4May-11 SPX 21-May-11 975 P 1,020May-11 SPX 21-May-11 980 P 370May-11 SPX 21-May-11 985 P 66May-11 SPX 21-May-11 990 P 181May-11 SPX 21-May-11 995 P 1May-11 SPX 21-May-11 1000 C 203May-11 SPX 21-May-11 1000 P 6,142May-11 SPX 21-May-11 1005 P 29May-11 SPX 21-May-11 1010 P 51May-11 SPX 21-May-11 1015 P 93May-11 SPX 21-May-11 1020 P 228May-11 SPX 21-May-11 1025 P 746May-11 SPX 21-May-11 1030 C 7,000May-11 SPX 21-May-11 1030 P 155May-11 SPX 21-May-11 1035 P 192
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 21-May-11 1040 C 6May-11 SPX 21-May-11 1040 P 97May-11 SPX 21-May-11 1045 P 483May-11 SPX 21-May-11 1050 C 100May-11 SPX 21-May-11 1050 P 7,473May-11 SPX 21-May-11 1055 P 444May-11 SPX 21-May-11 1060 C 12May-11 SPX 21-May-11 1060 P 443May-11 SPX 21-May-11 1065 C 4May-11 SPX 21-May-11 1065 P 527May-11 SPX 21-May-11 1070 P 677May-11 SPX 21-May-11 1075 P 4,856May-11 SPX 21-May-11 1080 C 1May-11 SPX 21-May-11 1080 P 1,076May-11 SPX 21-May-11 1085 C 2May-11 SPX 21-May-11 1085 P 942May-11 SPX 21-May-11 1090 P 980May-11 SPX 21-May-11 1095 P 594May-11 SPX 21-May-11 1100 C 3May-11 SPX 21-May-11 1100 P 29,910May-11 SPX 21-May-11 1105 P 1,155May-11 SPX 21-May-11 1110 P 530May-11 SPX 21-May-11 1115 C 1May-11 SPX 21-May-11 1115 P 761May-11 SPX 21-May-11 1120 C 1May-11 SPX 21-May-11 1120 P 625May-11 SPX 21-May-11 1125 P 10,743May-11 SPX 21-May-11 1130 P 1,224May-11 SPX 21-May-11 1135 C 24May-11 SPX 21-May-11 1135 P 2,016May-11 SPX 21-May-11 1140 C 74May-11 SPX 21-May-11 1140 P 3,234May-11 SPX 21-May-11 1145 P 864May-11 SPX 21-May-11 1150 C 121May-11 SPX 21-May-11 1150 P 52,044May-11 SPX 21-May-11 1155 C 15May-11 SPX 21-May-11 1155 P 2,054May-11 SPX 21-May-11 1160 C 6May-11 SPX 21-May-11 1160 P 379May-11 SPX 21-May-11 1165 P 1,501May-11 SPX 21-May-11 1170 P 2,132May-11 SPX 21-May-11 1175 C 12May-11 SPX 21-May-11 1175 P 20,284May-11 SPX 21-May-11 1180 P 6,762May-11 SPX 21-May-11 1185 C 6May-11 SPX 21-May-11 1185 P 270May-11 SPX 21-May-11 1190 C 2May-11 SPX 21-May-11 1190 P 2,553
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 21-May-11 1195 C 199May-11 SPX 21-May-11 1195 P 369May-11 SPX 21-May-11 1200 C 4May-11 SPX 21-May-11 1200 P 82,009May-11 SPX 21-May-11 1205 P 1,209May-11 SPX 21-May-11 1210 C 2May-11 SPX 21-May-11 1210 P 6,740May-11 SPX 21-May-11 1215 P 2,154May-11 SPX 21-May-11 1220 C 21May-11 SPX 21-May-11 1220 P 13,327May-11 SPX 21-May-11 1225 C 4,000May-11 SPX 21-May-11 1225 P 38,957May-11 SPX 21-May-11 1230 C 71May-11 SPX 21-May-11 1230 P 8,979May-11 SPX 21-May-11 1235 C 22May-11 SPX 21-May-11 1235 P 1,649May-11 SPX 21-May-11 1240 C 11May-11 SPX 21-May-11 1240 P 12,427May-11 SPX 21-May-11 1245 C 3May-11 SPX 21-May-11 1245 P 1,832May-11 SPX 21-May-11 1250 C 312May-11 SPX 21-May-11 1250 P 93,333May-11 SPX 21-May-11 1255 C 8May-11 SPX 21-May-11 1255 P 3,927May-11 SPX 21-May-11 1260 C 10May-11 SPX 21-May-11 1260 P 24,978May-11 SPX 21-May-11 1265 C 76May-11 SPX 21-May-11 1265 P 5,572May-11 SPX 21-May-11 1270 C 63May-11 SPX 21-May-11 1270 P 21,708May-11 SPX 21-May-11 1275 C 349May-11 SPX 21-May-11 1275 P 76,278May-11 SPX 21-May-11 1280 C 458May-11 SPX 21-May-11 1280 P 24,137May-11 SPX 21-May-11 1285 C 471May-11 SPX 21-May-11 1285 P 13,520May-11 SPX 21-May-11 1290 C 108May-11 SPX 21-May-11 1290 P 18,273May-11 SPX 21-May-11 1295 C 30May-11 SPX 21-May-11 1295 P 15,242May-11 SPX 21-May-11 1300 C 18,979May-11 SPX 21-May-11 1300 P 204,243May-11 SPX 21-May-11 1305 C 87May-11 SPX 21-May-11 1305 P 22,813May-11 SPX 21-May-11 1310 C 8,933May-11 SPX 21-May-11 1310 P 91,487May-11 SPX 21-May-11 1315 C 1,240May-11 SPX 21-May-11 1315 P 17,266
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 21-May-11 1320 C 14,681May-11 SPX 21-May-11 1320 P 72,895May-11 SPX 21-May-11 1325 C 30,755May-11 SPX 21-May-11 1325 P 180,688May-11 SPX 21-May-11 1330 C 20,202May-11 SPX 21-May-11 1330 P 77,515May-11 SPX 21-May-11 1335 C 17,458May-11 SPX 21-May-11 1335 P 34,393May-11 SPX 21-May-11 1340 C 87,829May-11 SPX 21-May-11 1340 P 54,704May-11 SPX 21-May-11 1345 C 31,063May-11 SPX 21-May-11 1345 P 6,311May-11 SPX 21-May-11 1350 C 287,352May-11 SPX 21-May-11 1350 P 161,754May-11 SPX 21-May-11 1355 C 44,447May-11 SPX 21-May-11 1355 P 5,434May-11 SPX 21-May-11 1360 C 103,178May-11 SPX 21-May-11 1360 P 6,804May-11 SPX 21-May-11 1365 C 35,497May-11 SPX 21-May-11 1365 P 2,872May-11 SPX 21-May-11 1370 C 36,516May-11 SPX 21-May-11 1370 P 6,625May-11 SPX 21-May-11 1375 C 98,111May-11 SPX 21-May-11 1375 P 10,186May-11 SPX 21-May-11 1380 C 35,443May-11 SPX 21-May-11 1380 P 101May-11 SPX 21-May-11 1385 C 36,887May-11 SPX 21-May-11 1385 P 50May-11 SPX 21-May-11 1390 C 38,780May-11 SPX 21-May-11 1390 P 12,254May-11 SPX 21-May-11 1395 C 7,327May-11 SPX 21-May-11 1395 P 12,202May-11 SPX 21-May-11 1400 C 50,845May-11 SPX 21-May-11 1400 P 338May-11 SPX 21-May-11 1405 C 6,312May-11 SPX 21-May-11 1405 P 3May-11 SPX 21-May-11 1410 C 4,355May-11 SPX 21-May-11 1410 P 28May-11 SPX 21-May-11 1415 C 4,270May-11 SPX 21-May-11 1415 P 3May-11 SPX 21-May-11 1420 C 1,422May-11 SPX 21-May-11 1425 C 17,730May-11 SPX 21-May-11 1425 P 5May-11 SPX 21-May-11 1430 C 9,059May-11 SPX 21-May-11 1430 P 1May-11 SPX 21-May-11 1435 C 340May-11 SPX 21-May-11 1435 P 1May-11 SPX 21-May-11 1440 C 2,018
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 21-May-11 1445 C 496May-11 SPX 21-May-11 1450 C 2,457May-11 SPX 21-May-11 1450 P 21May-11 SPX 21-May-11 1460 C 624May-11 SPX 21-May-11 1470 C 872May-11 SPX 21-May-11 1475 C 566May-11 SPX 21-May-11 1475 P 35May-11 SPX 21-May-11 1480 C 248May-11 SPX 21-May-11 1490 C 169May-11 SPX 21-May-11 1500 C 3,017May-11 SPX 21-May-11 1500 P 1,000May-11 SPX 21-May-11 1525 C 68May-11 SPX 21-May-11 1550 C 864May-11 SPX 18-Jun-11 300 C 1,924May-11 SPX 18-Jun-11 500 C 6,934May-11 SPX 18-Jun-11 500 P 3,501May-11 SPX 18-Jun-11 600 P 32May-11 SPX 18-Jun-11 650 P 100May-11 SPX 18-Jun-11 725 P 1,919May-11 SPX 18-Jun-11 750 P 2,938May-11 SPX 18-Jun-11 775 P 2,810May-11 SPX 18-Jun-11 800 C 1May-11 SPX 18-Jun-11 800 P 21,703May-11 SPX 18-Jun-11 825 P 6,835May-11 SPX 18-Jun-11 850 C 2May-11 SPX 18-Jun-11 850 P 4,870May-11 SPX 18-Jun-11 860 P 2,030May-11 SPX 18-Jun-11 870 P 1,464May-11 SPX 18-Jun-11 875 P 2,792May-11 SPX 18-Jun-11 880 P 1,738May-11 SPX 18-Jun-11 890 P 1,937May-11 SPX 18-Jun-11 900 P 8,870May-11 SPX 18-Jun-11 905 P 1,453May-11 SPX 18-Jun-11 910 P 1,504May-11 SPX 18-Jun-11 915 P 1,359May-11 SPX 18-Jun-11 920 P 1,335May-11 SPX 18-Jun-11 925 P 7,246May-11 SPX 18-Jun-11 930 P 1,900May-11 SPX 18-Jun-11 935 P 1,310May-11 SPX 18-Jun-11 940 P 1,384May-11 SPX 18-Jun-11 945 P 1,318May-11 SPX 18-Jun-11 950 C 501May-11 SPX 18-Jun-11 950 P 11,742May-11 SPX 18-Jun-11 955 P 1,252May-11 SPX 18-Jun-11 960 P 1,303May-11 SPX 18-Jun-11 965 P 1,241May-11 SPX 18-Jun-11 970 P 1,216May-11 SPX 18-Jun-11 975 C 4
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 18-Jun-11 975 P 17,449May-11 SPX 18-Jun-11 980 P 1,193May-11 SPX 18-Jun-11 985 P 1,176May-11 SPX 18-Jun-11 990 P 1,256May-11 SPX 18-Jun-11 995 P 1,170May-11 SPX 18-Jun-11 1000 C 1,030May-11 SPX 18-Jun-11 1000 P 37,133May-11 SPX 18-Jun-11 1005 P 1,393May-11 SPX 18-Jun-11 1010 P 1,574May-11 SPX 18-Jun-11 1015 P 1,426May-11 SPX 18-Jun-11 1020 P 3,675May-11 SPX 18-Jun-11 1025 C 83May-11 SPX 18-Jun-11 1025 P 7,196May-11 SPX 18-Jun-11 1030 C 35May-11 SPX 18-Jun-11 1030 P 1,853May-11 SPX 18-Jun-11 1035 C 35May-11 SPX 18-Jun-11 1035 P 1,677May-11 SPX 18-Jun-11 1040 C 40May-11 SPX 18-Jun-11 1040 P 1,484May-11 SPX 18-Jun-11 1045 P 1,117May-11 SPX 18-Jun-11 1050 C 686May-11 SPX 18-Jun-11 1050 P 31,980May-11 SPX 18-Jun-11 1055 P 2,112May-11 SPX 18-Jun-11 1060 C 5May-11 SPX 18-Jun-11 1060 P 2,990May-11 SPX 18-Jun-11 1065 P 1,369May-11 SPX 18-Jun-11 1070 C 9May-11 SPX 18-Jun-11 1070 P 3,203May-11 SPX 18-Jun-11 1075 C 155May-11 SPX 18-Jun-11 1075 P 17,251May-11 SPX 18-Jun-11 1080 C 5May-11 SPX 18-Jun-11 1080 P 5,165May-11 SPX 18-Jun-11 1085 C 11May-11 SPX 18-Jun-11 1085 P 1,036May-11 SPX 18-Jun-11 1090 C 5May-11 SPX 18-Jun-11 1090 P 4,346May-11 SPX 18-Jun-11 1095 P 1,508May-11 SPX 18-Jun-11 1100 C 3,510May-11 SPX 18-Jun-11 1100 P 74,929May-11 SPX 18-Jun-11 1105 P 1,032May-11 SPX 18-Jun-11 1110 P 5,308May-11 SPX 18-Jun-11 1115 C 2May-11 SPX 18-Jun-11 1115 P 1,628May-11 SPX 18-Jun-11 1120 P 6,125May-11 SPX 18-Jun-11 1125 C 191May-11 SPX 18-Jun-11 1125 P 66,604May-11 SPX 18-Jun-11 1130 C 35May-11 SPX 18-Jun-11 1130 P 5,256
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 18-Jun-11 1135 C 60May-11 SPX 18-Jun-11 1135 P 2,710May-11 SPX 18-Jun-11 1140 C 58May-11 SPX 18-Jun-11 1140 P 7,170May-11 SPX 18-Jun-11 1145 P 1,492May-11 SPX 18-Jun-11 1150 C 99May-11 SPX 18-Jun-11 1150 P 82,185May-11 SPX 18-Jun-11 1155 C 15May-11 SPX 18-Jun-11 1155 P 1,497May-11 SPX 18-Jun-11 1160 C 21May-11 SPX 18-Jun-11 1160 P 6,441May-11 SPX 18-Jun-11 1165 P 1,030May-11 SPX 18-Jun-11 1170 C 7,025May-11 SPX 18-Jun-11 1170 P 6,942May-11 SPX 18-Jun-11 1175 C 7,016May-11 SPX 18-Jun-11 1175 P 69,655May-11 SPX 18-Jun-11 1180 P 17,016May-11 SPX 18-Jun-11 1185 P 8,487May-11 SPX 18-Jun-11 1190 C 3,552May-11 SPX 18-Jun-11 1190 P 20,750May-11 SPX 18-Jun-11 1195 C 3,500May-11 SPX 18-Jun-11 1195 P 7,149May-11 SPX 18-Jun-11 1200 C 260May-11 SPX 18-Jun-11 1200 P 218,176May-11 SPX 18-Jun-11 1205 P 7,370May-11 SPX 18-Jun-11 1210 C 1May-11 SPX 18-Jun-11 1210 P 13,513May-11 SPX 18-Jun-11 1215 P 6,586May-11 SPX 18-Jun-11 1220 C 35May-11 SPX 18-Jun-11 1220 P 20,668May-11 SPX 18-Jun-11 1225 C 720May-11 SPX 18-Jun-11 1225 P 128,264May-11 SPX 18-Jun-11 1230 C 54May-11 SPX 18-Jun-11 1230 P 12,608May-11 SPX 18-Jun-11 1235 C 8May-11 SPX 18-Jun-11 1235 P 3,338May-11 SPX 18-Jun-11 1240 C 25May-11 SPX 18-Jun-11 1240 P 19,218May-11 SPX 18-Jun-11 1245 P 5,526May-11 SPX 18-Jun-11 1250 C 9,825May-11 SPX 18-Jun-11 1250 P 259,579May-11 SPX 18-Jun-11 1255 C 1,121May-11 SPX 18-Jun-11 1255 P 4,134May-11 SPX 18-Jun-11 1260 C 102May-11 SPX 18-Jun-11 1260 P 35,586May-11 SPX 18-Jun-11 1265 C 297May-11 SPX 18-Jun-11 1265 P 7,540May-11 SPX 18-Jun-11 1270 C 371
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 18-Jun-11 1270 P 35,386May-11 SPX 18-Jun-11 1275 C 12,378May-11 SPX 18-Jun-11 1275 P 132,878May-11 SPX 18-Jun-11 1280 C 150May-11 SPX 18-Jun-11 1280 P 33,490May-11 SPX 18-Jun-11 1285 C 232May-11 SPX 18-Jun-11 1285 P 11,537May-11 SPX 18-Jun-11 1290 C 2,801May-11 SPX 18-Jun-11 1290 P 34,497May-11 SPX 18-Jun-11 1295 C 36May-11 SPX 18-Jun-11 1295 P 5,264May-11 SPX 18-Jun-11 1300 C 49,731May-11 SPX 18-Jun-11 1300 P 284,089May-11 SPX 18-Jun-11 1305 C 478May-11 SPX 18-Jun-11 1305 P 6,626May-11 SPX 18-Jun-11 1310 C 11,571May-11 SPX 18-Jun-11 1310 P 32,722May-11 SPX 18-Jun-11 1315 C 70,051May-11 SPX 18-Jun-11 1315 P 72,956May-11 SPX 18-Jun-11 1320 C 49,953May-11 SPX 18-Jun-11 1320 P 117,849May-11 SPX 18-Jun-11 1325 C 109,208May-11 SPX 18-Jun-11 1325 P 171,476May-11 SPX 18-Jun-11 1330 C 61,735May-11 SPX 18-Jun-11 1330 P 75,693May-11 SPX 18-Jun-11 1335 C 128,239May-11 SPX 18-Jun-11 1335 P 125,847May-11 SPX 18-Jun-11 1340 C 189,009May-11 SPX 18-Jun-11 1340 P 124,369May-11 SPX 18-Jun-11 1345 C 65,771May-11 SPX 18-Jun-11 1345 P 55,461May-11 SPX 18-Jun-11 1350 C 352,999May-11 SPX 18-Jun-11 1350 P 270,935May-11 SPX 18-Jun-11 1355 C 57,852May-11 SPX 18-Jun-11 1355 P 27,063May-11 SPX 18-Jun-11 1360 C 96,808May-11 SPX 18-Jun-11 1360 P 21,361May-11 SPX 18-Jun-11 1365 C 44,869May-11 SPX 18-Jun-11 1365 P 12,854May-11 SPX 18-Jun-11 1370 C 48,233May-11 SPX 18-Jun-11 1370 P 6,777May-11 SPX 18-Jun-11 1375 C 122,622May-11 SPX 18-Jun-11 1375 P 12,855May-11 SPX 18-Jun-11 1380 C 85,055May-11 SPX 18-Jun-11 1380 P 2,385May-11 SPX 18-Jun-11 1385 C 21,244May-11 SPX 18-Jun-11 1385 P 148May-11 SPX 18-Jun-11 1390 C 38,438
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 18-Jun-11 1390 P 3,459May-11 SPX 18-Jun-11 1395 C 18,301May-11 SPX 18-Jun-11 1395 P 3,515May-11 SPX 18-Jun-11 1400 C 162,022May-11 SPX 18-Jun-11 1400 P 12,493May-11 SPX 18-Jun-11 1405 C 11,890May-11 SPX 18-Jun-11 1405 P 2May-11 SPX 18-Jun-11 1410 C 26,063May-11 SPX 18-Jun-11 1410 P 7,007May-11 SPX 18-Jun-11 1415 C 21,591May-11 SPX 18-Jun-11 1415 P 7,000May-11 SPX 18-Jun-11 1420 C 14,374May-11 SPX 18-Jun-11 1425 C 59,189May-11 SPX 18-Jun-11 1425 P 36May-11 SPX 18-Jun-11 1430 C 10,380May-11 SPX 18-Jun-11 1430 P 1May-11 SPX 18-Jun-11 1435 C 5,915May-11 SPX 18-Jun-11 1435 P 32May-11 SPX 18-Jun-11 1440 C 12,154May-11 SPX 18-Jun-11 1440 P 6May-11 SPX 18-Jun-11 1445 C 2,316May-11 SPX 18-Jun-11 1450 C 11,098May-11 SPX 18-Jun-11 1450 P 12May-11 SPX 18-Jun-11 1455 C 494May-11 SPX 18-Jun-11 1460 C 22,473May-11 SPX 18-Jun-11 1465 C 1,129May-11 SPX 18-Jun-11 1470 C 1,113May-11 SPX 18-Jun-11 1475 C 5,606May-11 SPX 18-Jun-11 1475 P 2May-11 SPX 18-Jun-11 1480 C 1,062May-11 SPX 18-Jun-11 1485 C 7,836May-11 SPX 18-Jun-11 1490 C 8,625May-11 SPX 18-Jun-11 1495 C 668May-11 SPX 18-Jun-11 1500 C 9,906May-11 SPX 18-Jun-11 1500 P 4,513May-11 SPX 18-Jun-11 1510 C 400May-11 SPX 18-Jun-11 1520 C 1,101May-11 SPX 18-Jun-11 1525 C 231May-11 SPX 18-Jun-11 1530 C 131May-11 SPX 18-Jun-11 1540 C 173May-11 SPX 18-Jun-11 1550 C 1,317May-11 SPX 18-Jun-11 1550 P 3May-11 SPX 18-Jun-11 1600 C 1,398May-11 SPX 18-Jun-11 1650 C 741May-11 SPX 18-Jun-11 1700 C 1,027May-11 SPX 18-Jun-11 1700 P 1,115May-11 SPX 18-Jun-11 1800 C 1,246May-11 SPX 18-Jun-11 1900 C 1,118
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 18-Jun-11 1900 P 1,115May-11 SPX 18-Jun-11 3000 P 1May-11 SPX 16-Jul-11 600 P 52May-11 SPX 16-Jul-11 750 P 63May-11 SPX 16-Jul-11 800 P 35,525May-11 SPX 16-Jul-11 850 P 1,621May-11 SPX 16-Jul-11 860 P 60May-11 SPX 16-Jul-11 870 P 10May-11 SPX 16-Jul-11 880 P 5May-11 SPX 16-Jul-11 890 P 7May-11 SPX 16-Jul-11 900 P 985May-11 SPX 16-Jul-11 905 P 10May-11 SPX 16-Jul-11 910 P 5May-11 SPX 16-Jul-11 915 P 2,554May-11 SPX 16-Jul-11 920 P 50May-11 SPX 16-Jul-11 925 P 5,238May-11 SPX 16-Jul-11 930 P 687May-11 SPX 16-Jul-11 940 P 5May-11 SPX 16-Jul-11 950 C 25May-11 SPX 16-Jul-11 950 P 12,891May-11 SPX 16-Jul-11 975 C 53May-11 SPX 16-Jul-11 975 P 1,106May-11 SPX 16-Jul-11 1000 C 75May-11 SPX 16-Jul-11 1000 P 454May-11 SPX 16-Jul-11 1005 P 22May-11 SPX 16-Jul-11 1010 P 6May-11 SPX 16-Jul-11 1020 P 1May-11 SPX 16-Jul-11 1025 C 30May-11 SPX 16-Jul-11 1025 P 286May-11 SPX 16-Jul-11 1030 C 30May-11 SPX 16-Jul-11 1030 P 451May-11 SPX 16-Jul-11 1040 P 66May-11 SPX 16-Jul-11 1050 C 3May-11 SPX 16-Jul-11 1050 P 4,663May-11 SPX 16-Jul-11 1060 C 2May-11 SPX 16-Jul-11 1060 P 11May-11 SPX 16-Jul-11 1070 P 405May-11 SPX 16-Jul-11 1075 C 53May-11 SPX 16-Jul-11 1075 P 2,076May-11 SPX 16-Jul-11 1080 P 5,454May-11 SPX 16-Jul-11 1085 C 2May-11 SPX 16-Jul-11 1085 P 1,451May-11 SPX 16-Jul-11 1090 P 3,462May-11 SPX 16-Jul-11 1095 P 2,152May-11 SPX 16-Jul-11 1100 C 77May-11 SPX 16-Jul-11 1100 P 54,458May-11 SPX 16-Jul-11 1105 P 345May-11 SPX 16-Jul-11 1110 P 250
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 16-Jul-11 1115 C 1May-11 SPX 16-Jul-11 1115 P 3,018May-11 SPX 16-Jul-11 1120 C 1May-11 SPX 16-Jul-11 1120 P 558May-11 SPX 16-Jul-11 1125 C 30May-11 SPX 16-Jul-11 1125 P 11,016May-11 SPX 16-Jul-11 1130 C 30May-11 SPX 16-Jul-11 1130 P 10,080May-11 SPX 16-Jul-11 1135 C 1May-11 SPX 16-Jul-11 1135 P 23May-11 SPX 16-Jul-11 1140 C 1May-11 SPX 16-Jul-11 1140 P 1,599May-11 SPX 16-Jul-11 1145 P 90May-11 SPX 16-Jul-11 1150 P 59,948May-11 SPX 16-Jul-11 1155 P 27May-11 SPX 16-Jul-11 1160 C 20May-11 SPX 16-Jul-11 1160 P 1,138May-11 SPX 16-Jul-11 1165 P 1,012May-11 SPX 16-Jul-11 1170 C 20May-11 SPX 16-Jul-11 1170 P 2,104May-11 SPX 16-Jul-11 1175 C 8May-11 SPX 16-Jul-11 1175 P 19,694May-11 SPX 16-Jul-11 1180 P 4,620May-11 SPX 16-Jul-11 1185 P 150May-11 SPX 16-Jul-11 1190 C 1May-11 SPX 16-Jul-11 1190 P 1,447May-11 SPX 16-Jul-11 1195 P 87May-11 SPX 16-Jul-11 1200 C 7May-11 SPX 16-Jul-11 1200 P 46,560May-11 SPX 16-Jul-11 1205 P 2,318May-11 SPX 16-Jul-11 1210 P 1,974May-11 SPX 16-Jul-11 1215 P 1,140May-11 SPX 16-Jul-11 1220 C 2May-11 SPX 16-Jul-11 1220 P 2,748May-11 SPX 16-Jul-11 1225 C 9May-11 SPX 16-Jul-11 1225 P 53,783May-11 SPX 16-Jul-11 1230 P 1,583May-11 SPX 16-Jul-11 1235 C 6May-11 SPX 16-Jul-11 1235 P 332May-11 SPX 16-Jul-11 1240 C 3May-11 SPX 16-Jul-11 1240 P 15,310May-11 SPX 16-Jul-11 1245 P 2,537May-11 SPX 16-Jul-11 1250 C 4,591May-11 SPX 16-Jul-11 1250 P 71,925May-11 SPX 16-Jul-11 1255 P 112May-11 SPX 16-Jul-11 1260 C 3May-11 SPX 16-Jul-11 1260 P 6,595May-11 SPX 16-Jul-11 1265 C 6
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 16-Jul-11 1265 P 636May-11 SPX 16-Jul-11 1270 C 9May-11 SPX 16-Jul-11 1270 P 3,683May-11 SPX 16-Jul-11 1275 C 37May-11 SPX 16-Jul-11 1275 P 39,649May-11 SPX 16-Jul-11 1280 C 10May-11 SPX 16-Jul-11 1280 P 3,103May-11 SPX 16-Jul-11 1285 C 3May-11 SPX 16-Jul-11 1285 P 2,339May-11 SPX 16-Jul-11 1290 C 39May-11 SPX 16-Jul-11 1290 P 4,421May-11 SPX 16-Jul-11 1295 C 3May-11 SPX 16-Jul-11 1295 P 418May-11 SPX 16-Jul-11 1300 C 817May-11 SPX 16-Jul-11 1300 P 160,193May-11 SPX 16-Jul-11 1305 C 37May-11 SPX 16-Jul-11 1305 P 303May-11 SPX 16-Jul-11 1310 C 342May-11 SPX 16-Jul-11 1310 P 2,434May-11 SPX 16-Jul-11 1315 C 277May-11 SPX 16-Jul-11 1315 P 10,062May-11 SPX 16-Jul-11 1320 C 753May-11 SPX 16-Jul-11 1320 P 174,278May-11 SPX 16-Jul-11 1325 C 34,653May-11 SPX 16-Jul-11 1325 P 51,423May-11 SPX 16-Jul-11 1330 C 1,900May-11 SPX 16-Jul-11 1330 P 4,827May-11 SPX 16-Jul-11 1335 C 1,419May-11 SPX 16-Jul-11 1335 P 3,581May-11 SPX 16-Jul-11 1340 C 13,736May-11 SPX 16-Jul-11 1340 P 139,322May-11 SPX 16-Jul-11 1345 C 1,203May-11 SPX 16-Jul-11 1345 P 86May-11 SPX 16-Jul-11 1350 C 88,137May-11 SPX 16-Jul-11 1350 P 44,394May-11 SPX 16-Jul-11 1355 C 5,393May-11 SPX 16-Jul-11 1355 P 596May-11 SPX 16-Jul-11 1360 C 6,984May-11 SPX 16-Jul-11 1360 P 1,124May-11 SPX 16-Jul-11 1365 C 1,964May-11 SPX 16-Jul-11 1365 P 12May-11 SPX 16-Jul-11 1370 C 15,195May-11 SPX 16-Jul-11 1370 P 50May-11 SPX 16-Jul-11 1375 C 28,433May-11 SPX 16-Jul-11 1375 P 1,682May-11 SPX 16-Jul-11 1380 C 13,636May-11 SPX 16-Jul-11 1380 P 85May-11 SPX 16-Jul-11 1385 C 674
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 16-Jul-11 1385 P 16May-11 SPX 16-Jul-11 1390 C 2,563May-11 SPX 16-Jul-11 1390 P 1May-11 SPX 16-Jul-11 1395 C 956May-11 SPX 16-Jul-11 1395 P 1May-11 SPX 16-Jul-11 1400 C 85,582May-11 SPX 16-Jul-11 1400 P 3,109May-11 SPX 16-Jul-11 1405 C 1,729May-11 SPX 16-Jul-11 1410 C 5,509May-11 SPX 16-Jul-11 1415 C 3,487May-11 SPX 16-Jul-11 1420 C 5,571May-11 SPX 16-Jul-11 1425 C 23,590May-11 SPX 16-Jul-11 1425 P 1May-11 SPX 16-Jul-11 1430 C 4,630May-11 SPX 16-Jul-11 1435 C 3,122May-11 SPX 16-Jul-11 1440 C 7,169May-11 SPX 16-Jul-11 1445 C 1,017May-11 SPX 16-Jul-11 1450 C 9,472May-11 SPX 16-Jul-11 1455 C 387May-11 SPX 16-Jul-11 1460 C 217May-11 SPX 16-Jul-11 1465 C 101May-11 SPX 16-Jul-11 1470 C 252May-11 SPX 16-Jul-11 1475 C 3,244May-11 SPX 16-Jul-11 1480 C 747May-11 SPX 16-Jul-11 1485 C 630May-11 SPX 16-Jul-11 1490 C 139May-11 SPX 16-Jul-11 1495 C 42May-11 SPX 16-Jul-11 1500 C 7,713May-11 SPX 16-Jul-11 1505 C 68May-11 SPX 16-Jul-11 1510 C 422May-11 SPX 16-Jul-11 1515 C 70May-11 SPX 16-Jul-11 1520 C 390May-11 SPX 16-Jul-11 1530 C 327May-11 SPX 16-Jul-11 1535 C 17May-11 SPX 16-Jul-11 1540 C 812May-11 SPX 16-Jul-11 1545 C 19May-11 SPX 16-Jul-11 1550 C 471May-11 SPX 16-Jul-11 1560 C 652May-11 SPX 16-Jul-11 1570 C 203May-11 SPX 16-Jul-11 1575 C 211May-11 SPX 16-Jul-11 1580 C 171May-11 SPX 16-Jul-11 1600 C 173May-11 SPX 16-Jul-11 1625 C 61May-11 SPX 16-Jul-11 1650 C 453May-11 SPX 20-Aug-11 700 P 108May-11 SPX 20-Aug-11 775 P 319May-11 SPX 20-Aug-11 800 P 1,600May-11 SPX 20-Aug-11 825 P 201
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 20-Aug-11 850 P 50May-11 SPX 20-Aug-11 875 P 100May-11 SPX 20-Aug-11 890 P 1May-11 SPX 20-Aug-11 900 P 90May-11 SPX 20-Aug-11 920 P 2May-11 SPX 20-Aug-11 925 P 8May-11 SPX 20-Aug-11 930 P 26May-11 SPX 20-Aug-11 940 P 26May-11 SPX 20-Aug-11 950 P 72May-11 SPX 20-Aug-11 960 P 25May-11 SPX 20-Aug-11 970 P 25May-11 SPX 20-Aug-11 975 P 64May-11 SPX 20-Aug-11 980 P 25May-11 SPX 20-Aug-11 990 P 1May-11 SPX 20-Aug-11 1000 C 3May-11 SPX 20-Aug-11 1000 P 1,630May-11 SPX 20-Aug-11 1010 P 1May-11 SPX 20-Aug-11 1020 P 424May-11 SPX 20-Aug-11 1025 P 4,480May-11 SPX 20-Aug-11 1030 P 342May-11 SPX 20-Aug-11 1040 P 201May-11 SPX 20-Aug-11 1050 P 9,180May-11 SPX 20-Aug-11 1060 P 58May-11 SPX 20-Aug-11 1070 P 5May-11 SPX 20-Aug-11 1075 P 4,580May-11 SPX 20-Aug-11 1080 P 4May-11 SPX 20-Aug-11 1090 P 3May-11 SPX 20-Aug-11 1100 C 5,002May-11 SPX 20-Aug-11 1100 P 15,065May-11 SPX 20-Aug-11 1110 P 1,004May-11 SPX 20-Aug-11 1120 P 1,545May-11 SPX 20-Aug-11 1125 P 31,550May-11 SPX 20-Aug-11 1130 P 887May-11 SPX 20-Aug-11 1140 P 17May-11 SPX 20-Aug-11 1150 P 29,902May-11 SPX 20-Aug-11 1160 P 6May-11 SPX 20-Aug-11 1170 P 98May-11 SPX 20-Aug-11 1175 C 1May-11 SPX 20-Aug-11 1175 P 9,067May-11 SPX 20-Aug-11 1180 C 1May-11 SPX 20-Aug-11 1180 P 5,150May-11 SPX 20-Aug-11 1190 P 25May-11 SPX 20-Aug-11 1200 P 27,596May-11 SPX 20-Aug-11 1210 P 2,301May-11 SPX 20-Aug-11 1220 P 2,844May-11 SPX 20-Aug-11 1225 P 7,950May-11 SPX 20-Aug-11 1230 C 1May-11 SPX 20-Aug-11 1230 P 21
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 20-Aug-11 1240 P 770May-11 SPX 20-Aug-11 1250 C 2May-11 SPX 20-Aug-11 1250 P 27,843May-11 SPX 20-Aug-11 1260 P 2,896May-11 SPX 20-Aug-11 1270 C 4May-11 SPX 20-Aug-11 1270 P 960May-11 SPX 20-Aug-11 1275 C 101May-11 SPX 20-Aug-11 1275 P 17,177May-11 SPX 20-Aug-11 1280 C 1May-11 SPX 20-Aug-11 1280 P 32May-11 SPX 20-Aug-11 1290 C 400May-11 SPX 20-Aug-11 1290 P 400May-11 SPX 20-Aug-11 1300 C 3,631May-11 SPX 20-Aug-11 1300 P 25,004May-11 SPX 20-Aug-11 1310 C 99May-11 SPX 20-Aug-11 1310 P 3May-11 SPX 20-Aug-11 1320 C 957May-11 SPX 20-Aug-11 1320 P 1,842May-11 SPX 20-Aug-11 1325 C 2,292May-11 SPX 20-Aug-11 1325 P 20,235May-11 SPX 20-Aug-11 1330 C 445May-11 SPX 20-Aug-11 1330 P 251May-11 SPX 20-Aug-11 1340 C 946May-11 SPX 20-Aug-11 1340 P 587May-11 SPX 20-Aug-11 1350 C 23,311May-11 SPX 20-Aug-11 1350 P 7,525May-11 SPX 20-Aug-11 1360 C 2,322May-11 SPX 20-Aug-11 1360 P 1,046May-11 SPX 20-Aug-11 1370 C 27May-11 SPX 20-Aug-11 1370 P 40May-11 SPX 20-Aug-11 1375 C 13,848May-11 SPX 20-Aug-11 1375 P 1,500May-11 SPX 20-Aug-11 1380 C 2,997May-11 SPX 20-Aug-11 1390 C 2,186May-11 SPX 20-Aug-11 1400 C 11,077May-11 SPX 20-Aug-11 1400 P 534May-11 SPX 20-Aug-11 1410 C 74May-11 SPX 20-Aug-11 1410 P 24May-11 SPX 20-Aug-11 1420 C 30May-11 SPX 20-Aug-11 1425 C 3,573May-11 SPX 20-Aug-11 1430 C 329May-11 SPX 20-Aug-11 1440 C 795May-11 SPX 20-Aug-11 1450 C 6,354May-11 SPX 20-Aug-11 1450 P 400May-11 SPX 20-Aug-11 1460 C 1,074May-11 SPX 20-Aug-11 1470 C 121May-11 SPX 20-Aug-11 1475 C 21,670May-11 SPX 20-Aug-11 1480 C 44
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 20-Aug-11 1490 C 9May-11 SPX 20-Aug-11 1500 C 22,501May-11 SPX 20-Aug-11 1520 C 2May-11 SPX 20-Aug-11 1550 C 1May-11 SPX 20-Aug-11 1600 C 36May-11 SPX 17-Sep-11 300 C 1,924May-11 SPX 17-Sep-11 400 P 50May-11 SPX 17-Sep-11 500 C 2,824May-11 SPX 17-Sep-11 500 P 922May-11 SPX 17-Sep-11 600 P 24May-11 SPX 17-Sep-11 625 P 9May-11 SPX 17-Sep-11 650 P 10May-11 SPX 17-Sep-11 675 P 15May-11 SPX 17-Sep-11 700 P 17May-11 SPX 17-Sep-11 775 P 9May-11 SPX 17-Sep-11 800 P 122,603May-11 SPX 17-Sep-11 820 P 25May-11 SPX 17-Sep-11 825 P 40May-11 SPX 17-Sep-11 840 P 25May-11 SPX 17-Sep-11 850 P 188May-11 SPX 17-Sep-11 860 P 50May-11 SPX 17-Sep-11 875 P 148May-11 SPX 17-Sep-11 880 P 76May-11 SPX 17-Sep-11 900 P 2,621May-11 SPX 17-Sep-11 920 P 76May-11 SPX 17-Sep-11 925 P 123May-11 SPX 17-Sep-11 940 P 10May-11 SPX 17-Sep-11 950 P 3,002May-11 SPX 17-Sep-11 960 C 2May-11 SPX 17-Sep-11 960 P 25May-11 SPX 17-Sep-11 975 C 1May-11 SPX 17-Sep-11 975 P 15,958May-11 SPX 17-Sep-11 980 P 62May-11 SPX 17-Sep-11 1000 C 3May-11 SPX 17-Sep-11 1000 P 5,831May-11 SPX 17-Sep-11 1020 P 150May-11 SPX 17-Sep-11 1025 P 7,327May-11 SPX 17-Sep-11 1040 P 5May-11 SPX 17-Sep-11 1050 P 5,582May-11 SPX 17-Sep-11 1060 P 1,500May-11 SPX 17-Sep-11 1075 C 150May-11 SPX 17-Sep-11 1075 P 3,335May-11 SPX 17-Sep-11 1080 P 450May-11 SPX 17-Sep-11 1100 C 100May-11 SPX 17-Sep-11 1100 P 13,450May-11 SPX 17-Sep-11 1120 P 45May-11 SPX 17-Sep-11 1125 P 1,609May-11 SPX 17-Sep-11 1140 C 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 17-Sep-11 1140 P 802May-11 SPX 17-Sep-11 1150 P 24,500May-11 SPX 17-Sep-11 1160 P 340May-11 SPX 17-Sep-11 1175 C 17May-11 SPX 17-Sep-11 1175 P 7,466May-11 SPX 17-Sep-11 1180 P 1,002May-11 SPX 17-Sep-11 1200 C 1May-11 SPX 17-Sep-11 1200 P 39,497May-11 SPX 17-Sep-11 1220 P 1,191May-11 SPX 17-Sep-11 1225 C 31May-11 SPX 17-Sep-11 1225 P 26,889May-11 SPX 17-Sep-11 1240 C 16May-11 SPX 17-Sep-11 1240 P 1,356May-11 SPX 17-Sep-11 1250 C 560May-11 SPX 17-Sep-11 1250 P 42,208May-11 SPX 17-Sep-11 1260 P 1,223May-11 SPX 17-Sep-11 1275 C 3,287May-11 SPX 17-Sep-11 1275 P 28,388May-11 SPX 17-Sep-11 1280 C 51May-11 SPX 17-Sep-11 1280 P 1,291May-11 SPX 17-Sep-11 1300 C 3,065May-11 SPX 17-Sep-11 1300 P 36,496May-11 SPX 17-Sep-11 1310 C 60May-11 SPX 17-Sep-11 1310 P 1,123May-11 SPX 17-Sep-11 1315 C 3,422May-11 SPX 17-Sep-11 1315 P 3,942May-11 SPX 17-Sep-11 1320 C 780May-11 SPX 17-Sep-11 1320 P 708May-11 SPX 17-Sep-11 1325 C 5,750May-11 SPX 17-Sep-11 1325 P 16,712May-11 SPX 17-Sep-11 1330 C 116May-11 SPX 17-Sep-11 1330 P 311May-11 SPX 17-Sep-11 1335 C 350May-11 SPX 17-Sep-11 1335 P 354May-11 SPX 17-Sep-11 1340 C 2,025May-11 SPX 17-Sep-11 1340 P 4,097May-11 SPX 17-Sep-11 1350 C 16,977May-11 SPX 17-Sep-11 1350 P 15,371May-11 SPX 17-Sep-11 1355 C 20May-11 SPX 17-Sep-11 1360 C 533May-11 SPX 17-Sep-11 1360 P 1,231May-11 SPX 17-Sep-11 1370 C 620May-11 SPX 17-Sep-11 1375 C 11,013May-11 SPX 17-Sep-11 1375 P 853May-11 SPX 17-Sep-11 1380 C 116May-11 SPX 17-Sep-11 1390 C 215May-11 SPX 17-Sep-11 1400 C 24,751May-11 SPX 17-Sep-11 1400 P 1,025
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 17-Sep-11 1420 C 300May-11 SPX 17-Sep-11 1425 C 10,593May-11 SPX 17-Sep-11 1425 P 10May-11 SPX 17-Sep-11 1440 C 226May-11 SPX 17-Sep-11 1450 C 29,226May-11 SPX 17-Sep-11 1450 P 5May-11 SPX 17-Sep-11 1460 C 51May-11 SPX 17-Sep-11 1475 C 5,240May-11 SPX 17-Sep-11 1480 C 176May-11 SPX 17-Sep-11 1500 C 4,627May-11 SPX 17-Sep-11 1500 P 903May-11 SPX 17-Sep-11 1525 C 14May-11 SPX 17-Sep-11 1550 C 628May-11 SPX 17-Sep-11 1600 C 1,279May-11 SPX 17-Sep-11 1600 P 8May-11 SPX 17-Sep-11 1650 C 365May-11 SPX 17-Sep-11 1700 C 477May-11 SPX 17-Sep-11 1700 P 1,115May-11 SPX 17-Sep-11 1750 C 84May-11 SPX 17-Sep-11 1900 C 9May-11 SPX 17-Sep-11 1900 P 1,115May-11 SPX 17-Sep-11 2000 C 9May-11 SPX 17-Sep-11 2500 C 293May-11 SPX 17-Sep-11 3000 C 707May-11 SPX 17-Sep-11 3000 P 8May-11 SPX 17-Dec-11 150 P 5May-11 SPX 17-Dec-11 200 P 262May-11 SPX 17-Dec-11 225 P 23May-11 SPX 17-Dec-11 250 P 227May-11 SPX 17-Dec-11 275 P 60May-11 SPX 17-Dec-11 280 P 180May-11 SPX 17-Dec-11 300 P 217May-11 SPX 17-Dec-11 325 P 27May-11 SPX 17-Dec-11 350 P 60May-11 SPX 17-Dec-11 375 P 1May-11 SPX 17-Dec-11 400 P 865May-11 SPX 17-Dec-11 500 C 1,158May-11 SPX 17-Dec-11 500 P 3,192May-11 SPX 17-Dec-11 525 P 95May-11 SPX 17-Dec-11 550 P 36May-11 SPX 17-Dec-11 575 P 325May-11 SPX 17-Dec-11 600 P 653May-11 SPX 17-Dec-11 650 P 512May-11 SPX 17-Dec-11 675 P 20May-11 SPX 17-Dec-11 700 P 834May-11 SPX 17-Dec-11 725 P 1May-11 SPX 17-Dec-11 750 P 4,621May-11 SPX 17-Dec-11 775 P 19
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 17-Dec-11 800 C 510May-11 SPX 17-Dec-11 800 P 2,458May-11 SPX 17-Dec-11 825 P 35May-11 SPX 17-Dec-11 850 P 25,073May-11 SPX 17-Dec-11 875 P 18,483May-11 SPX 17-Dec-11 900 P 3,401May-11 SPX 17-Dec-11 925 P 260May-11 SPX 17-Dec-11 950 C 15May-11 SPX 17-Dec-11 950 P 735May-11 SPX 17-Dec-11 975 P 372May-11 SPX 17-Dec-11 1000 C 2May-11 SPX 17-Dec-11 1000 P 11,762May-11 SPX 17-Dec-11 1025 P 220May-11 SPX 17-Dec-11 1030 P 124May-11 SPX 17-Dec-11 1050 P 9,058May-11 SPX 17-Dec-11 1075 C 105May-11 SPX 17-Dec-11 1075 P 6,225May-11 SPX 17-Dec-11 1090 P 1,001May-11 SPX 17-Dec-11 1100 C 2,018May-11 SPX 17-Dec-11 1100 P 16,930May-11 SPX 17-Dec-11 1125 P 6,579May-11 SPX 17-Dec-11 1140 P 28May-11 SPX 17-Dec-11 1150 C 2May-11 SPX 17-Dec-11 1150 P 13,218May-11 SPX 17-Dec-11 1175 C 3May-11 SPX 17-Dec-11 1175 P 11,637May-11 SPX 17-Dec-11 1180 P 1,004May-11 SPX 17-Dec-11 1185 P 4May-11 SPX 17-Dec-11 1200 C 1,310May-11 SPX 17-Dec-11 1200 P 54,833May-11 SPX 17-Dec-11 1225 C 5May-11 SPX 17-Dec-11 1225 P 5,126May-11 SPX 17-Dec-11 1250 C 2,814May-11 SPX 17-Dec-11 1250 P 28,003May-11 SPX 17-Dec-11 1275 C 160May-11 SPX 17-Dec-11 1275 P 20,606May-11 SPX 17-Dec-11 1285 P 2May-11 SPX 17-Dec-11 1300 C 14,320May-11 SPX 17-Dec-11 1300 P 34,664May-11 SPX 17-Dec-11 1325 C 15,316May-11 SPX 17-Dec-11 1325 P 12,450May-11 SPX 17-Dec-11 1335 C 86May-11 SPX 17-Dec-11 1335 P 1,144May-11 SPX 17-Dec-11 1350 C 39,360May-11 SPX 17-Dec-11 1350 P 21,651May-11 SPX 17-Dec-11 1375 C 14,956May-11 SPX 17-Dec-11 1375 P 428May-11 SPX 17-Dec-11 1400 C 50,565
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 17-Dec-11 1400 P 11,410May-11 SPX 17-Dec-11 1415 C 8May-11 SPX 17-Dec-11 1420 C 34May-11 SPX 17-Dec-11 1425 C 1,749May-11 SPX 17-Dec-11 1450 C 23,190May-11 SPX 17-Dec-11 1450 P 10May-11 SPX 17-Dec-11 1475 C 5,267May-11 SPX 17-Dec-11 1500 C 29,936May-11 SPX 17-Dec-11 1500 P 966May-11 SPX 17-Dec-11 1525 C 1,093May-11 SPX 17-Dec-11 1550 C 20,556May-11 SPX 17-Dec-11 1550 P 1May-11 SPX 17-Dec-11 1600 C 4,515May-11 SPX 17-Dec-11 1600 P 1May-11 SPX 17-Dec-11 1700 C 726May-11 SPX 17-Dec-11 1800 C 500May-11 SPX 17-Dec-11 1800 P 500May-11 SPX 17-Dec-11 1900 C 243May-11 SPX 17-Dec-11 2000 C 661May-11 SPX 17-Dec-11 2250 C 18May-11 SPX 17-Dec-11 2250 P 8May-11 SPX 17-Dec-11 2500 C 141May-11 SPX 17-Dec-11 2500 P 55May-11 SPX 17-Dec-11 3000 C 390May-11 SPX 17-Dec-11 3000 P 40May-11 SPX 17-Mar-12 600 P 19,817May-11 SPX 17-Mar-12 650 P 2,250May-11 SPX 17-Mar-12 700 P 3,300May-11 SPX 17-Mar-12 750 P 4May-11 SPX 17-Mar-12 800 P 2,925May-11 SPX 17-Mar-12 850 P 28,308May-11 SPX 17-Mar-12 900 P 761May-11 SPX 17-Mar-12 925 P 300May-11 SPX 17-Mar-12 950 P 250May-11 SPX 17-Mar-12 975 P 1May-11 SPX 17-Mar-12 1000 P 2,008May-11 SPX 17-Mar-12 1025 P 6May-11 SPX 17-Mar-12 1050 P 627May-11 SPX 17-Mar-12 1075 P 10May-11 SPX 17-Mar-12 1100 P 4,950May-11 SPX 17-Mar-12 1125 P 500May-11 SPX 17-Mar-12 1150 C 30May-11 SPX 17-Mar-12 1150 P 2,510May-11 SPX 17-Mar-12 1175 P 4,205May-11 SPX 17-Mar-12 1200 P 3,125May-11 SPX 17-Mar-12 1225 P 775May-11 SPX 17-Mar-12 1250 C 10May-11 SPX 17-Mar-12 1250 P 4,064
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 17-Mar-12 1275 P 1,751May-11 SPX 17-Mar-12 1300 C 1,101May-11 SPX 17-Mar-12 1300 P 28,678May-11 SPX 17-Mar-12 1325 C 14,900May-11 SPX 17-Mar-12 1325 P 3,413May-11 SPX 17-Mar-12 1350 C 12,031May-11 SPX 17-Mar-12 1350 P 1,145May-11 SPX 17-Mar-12 1375 C 711May-11 SPX 17-Mar-12 1375 P 201May-11 SPX 17-Mar-12 1400 C 10,015May-11 SPX 17-Mar-12 1400 P 2,201May-11 SPX 17-Mar-12 1425 C 13,005May-11 SPX 17-Mar-12 1450 C 1,330May-11 SPX 17-Mar-12 1475 C 602May-11 SPX 17-Mar-12 1500 C 2,751May-11 SPX 17-Mar-12 1550 C 814May-11 SPX 17-Mar-12 1600 C 11,237May-11 SPX 17-Mar-12 1650 C 500May-11 SPX 16-Jun-12 600 P 503May-11 SPX 16-Jun-12 700 C 170May-11 SPX 16-Jun-12 700 P 1,000May-11 SPX 16-Jun-12 800 P 19May-11 SPX 16-Jun-12 825 P 1May-11 SPX 16-Jun-12 850 P 8May-11 SPX 16-Jun-12 875 P 5May-11 SPX 16-Jun-12 900 P 7May-11 SPX 16-Jun-12 925 P 29May-11 SPX 16-Jun-12 950 P 1,909May-11 SPX 16-Jun-12 975 P 3,050May-11 SPX 16-Jun-12 1000 P 1,956May-11 SPX 16-Jun-12 1050 P 5,417May-11 SPX 16-Jun-12 1075 P 3,011May-11 SPX 16-Jun-12 1100 P 7,440May-11 SPX 16-Jun-12 1125 P 327May-11 SPX 16-Jun-12 1150 P 704May-11 SPX 16-Jun-12 1175 P 500May-11 SPX 16-Jun-12 1200 P 10,176May-11 SPX 16-Jun-12 1225 P 4,582May-11 SPX 16-Jun-12 1250 P 13,853May-11 SPX 16-Jun-12 1275 C 123May-11 SPX 16-Jun-12 1275 P 1,867May-11 SPX 16-Jun-12 1300 C 1,246May-11 SPX 16-Jun-12 1300 P 7,823May-11 SPX 16-Jun-12 1325 C 3,394May-11 SPX 16-Jun-12 1325 P 1,466May-11 SPX 16-Jun-12 1350 C 8,990May-11 SPX 16-Jun-12 1350 P 7,283May-11 SPX 16-Jun-12 1375 C 1,299
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 16-Jun-12 1400 C 3,601May-11 SPX 16-Jun-12 1400 P 20May-11 SPX 16-Jun-12 1425 C 468May-11 SPX 16-Jun-12 1450 C 472May-11 SPX 16-Jun-12 1475 C 1May-11 SPX 16-Jun-12 1500 C 10,402May-11 SPX 16-Jun-12 1550 C 3,252May-11 SPX 16-Jun-12 1600 C 2,083May-11 SPX 16-Jun-12 1625 C 10,000May-11 SPX 16-Jun-12 1650 C 502May-11 SPX 16-Jun-12 1900 C 18May-11 SPX 16-Jun-12 1900 P 1May-11 SPX 16-Jun-12 2000 P 1May-11 SPX 16-Jun-12 2250 P 7May-11 SPX 16-Jun-12 2500 P 2May-11 SPX 22-Dec-12 100 P 1,981May-11 SPX 22-Dec-12 200 P 3May-11 SPX 22-Dec-12 250 P 82May-11 SPX 22-Dec-12 300 P 66May-11 SPX 22-Dec-12 400 P 31May-11 SPX 22-Dec-12 500 P 262May-11 SPX 22-Dec-12 550 P 4May-11 SPX 22-Dec-12 600 P 2,340May-11 SPX 22-Dec-12 650 P 14May-11 SPX 22-Dec-12 700 C 170May-11 SPX 22-Dec-12 700 P 452May-11 SPX 22-Dec-12 750 P 650May-11 SPX 22-Dec-12 800 P 12May-11 SPX 22-Dec-12 850 P 155May-11 SPX 22-Dec-12 900 P 13May-11 SPX 22-Dec-12 925 P 18May-11 SPX 22-Dec-12 950 P 14,402May-11 SPX 22-Dec-12 1000 P 4,601May-11 SPX 22-Dec-12 1025 C 1May-11 SPX 22-Dec-12 1050 P 2,029May-11 SPX 22-Dec-12 1075 P 157May-11 SPX 22-Dec-12 1100 C 2,801May-11 SPX 22-Dec-12 1100 P 2,493May-11 SPX 22-Dec-12 1150 C 100May-11 SPX 22-Dec-12 1150 P 954May-11 SPX 22-Dec-12 1175 P 2,000May-11 SPX 22-Dec-12 1200 C 1,541May-11 SPX 22-Dec-12 1200 P 8,580May-11 SPX 22-Dec-12 1225 C 1May-11 SPX 22-Dec-12 1250 C 700May-11 SPX 22-Dec-12 1250 P 20,105May-11 SPX 22-Dec-12 1275 P 2,201May-11 SPX 22-Dec-12 1300 C 5,630
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 22-Dec-12 1300 P 6,325May-11 SPX 22-Dec-12 1325 C 2,912May-11 SPX 22-Dec-12 1325 P 3,225May-11 SPX 22-Dec-12 1350 C 8,021May-11 SPX 22-Dec-12 1350 P 4,103May-11 SPX 22-Dec-12 1375 C 252May-11 SPX 22-Dec-12 1375 P 1May-11 SPX 22-Dec-12 1400 C 3,921May-11 SPX 22-Dec-12 1450 C 1,272May-11 SPX 22-Dec-12 1500 C 8,931May-11 SPX 22-Dec-12 1550 C 4,288May-11 SPX 22-Dec-12 1600 C 4,264May-11 SPX 22-Dec-12 1600 P 1May-11 SPX 22-Dec-12 1700 C 4,307May-11 SPX 22-Dec-12 1750 C 400May-11 SPX 22-Dec-12 1800 C 3,029May-11 SPX 22-Dec-12 1900 C 1,481May-11 SPX 22-Dec-12 1900 P 3May-11 SPX 22-Dec-12 2000 C 250May-11 SPX 22-Dec-12 2500 C 9May-11 SPX 22-Dec-12 2500 P 6May-11 SPX 21-Dec-13 100 P 60May-11 SPX 21-Dec-13 200 C 114May-11 SPX 21-Dec-13 200 P 74May-11 SPX 21-Dec-13 300 P 181May-11 SPX 21-Dec-13 400 P 7May-11 SPX 21-Dec-13 450 P 43May-11 SPX 21-Dec-13 500 P 4,622May-11 SPX 21-Dec-13 600 P 2May-11 SPX 21-Dec-13 650 P 251May-11 SPX 21-Dec-13 700 P 12,290May-11 SPX 21-Dec-13 800 C 114May-11 SPX 21-Dec-13 850 P 47May-11 SPX 21-Dec-13 900 P 2May-11 SPX 21-Dec-13 1000 C 3May-11 SPX 21-Dec-13 1000 P 532May-11 SPX 21-Dec-13 1050 C 1May-11 SPX 21-Dec-13 1050 P 2,502May-11 SPX 21-Dec-13 1075 P 1May-11 SPX 21-Dec-13 1100 P 2,915May-11 SPX 21-Dec-13 1125 C 1May-11 SPX 21-Dec-13 1125 P 2May-11 SPX 21-Dec-13 1150 P 1May-11 SPX 21-Dec-13 1200 P 704May-11 SPX 21-Dec-13 1225 C 1May-11 SPX 21-Dec-13 1250 C 850May-11 SPX 21-Dec-13 1250 P 1,403May-11 SPX 21-Dec-13 1275 C 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPX 21-Dec-13 1275 P 1,200May-11 SPX 21-Dec-13 1300 C 8,358May-11 SPX 21-Dec-13 1300 P 1,478May-11 SPX 21-Dec-13 1325 C 2,726May-11 SPX 21-Dec-13 1325 P 4,226May-11 SPX 21-Dec-13 1350 C 3,548May-11 SPX 21-Dec-13 1350 P 3,095May-11 SPX 21-Dec-13 1375 C 325May-11 SPX 21-Dec-13 1375 P 125May-11 SPX 21-Dec-13 1400 C 1,000May-11 SPX 21-Dec-13 1500 C 450May-11 SPX 21-Dec-13 1550 C 500May-11 SPX 21-Dec-13 1600 C 7,720May-11 SPX 21-Dec-13 1600 P 1May-11 SPX 21-Dec-13 1650 C 5May-11 SPX 21-Dec-13 1650 P 1May-11 SPX 21-Dec-13 1700 C 253May-11 SPX 21-Dec-13 1800 C 10May-11 SPX 21-Dec-13 1900 P 6May-11 SPX 21-Dec-13 2000 P 2May-11 SPX 21-Dec-13 2250 C 426May-11 SPX 21-Dec-13 2250 P 5May-11 SPX 21-Dec-13 2500 C 100May-11 SPX 21-Dec-13 2500 P 57May-11 SPX 21-Dec-13 3000 P 46May-11 SPXW 06-May-11 1125 P 50May-11 SPXW 06-May-11 1150 P 717May-11 SPXW 06-May-11 1175 P 3,690May-11 SPXW 06-May-11 1200 C 20May-11 SPXW 06-May-11 1200 P 4,686May-11 SPXW 06-May-11 1225 P 9,617May-11 SPXW 06-May-11 1250 P 2,427May-11 SPXW 06-May-11 1255 P 964May-11 SPXW 06-May-11 1260 C 16May-11 SPXW 06-May-11 1260 P 660May-11 SPXW 06-May-11 1265 P 237May-11 SPXW 06-May-11 1270 C 32May-11 SPXW 06-May-11 1270 P 508May-11 SPXW 06-May-11 1275 P 5,379May-11 SPXW 06-May-11 1280 C 16May-11 SPXW 06-May-11 1280 P 310May-11 SPXW 06-May-11 1285 P 1,445May-11 SPXW 06-May-11 1290 C 25May-11 SPXW 06-May-11 1290 P 4,356May-11 SPXW 06-May-11 1295 P 1,977May-11 SPXW 06-May-11 1300 C 1May-11 SPXW 06-May-11 1300 P 7,407May-11 SPXW 06-May-11 1305 C 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPXW 06-May-11 1305 P 3,655May-11 SPXW 06-May-11 1310 C 2May-11 SPXW 06-May-11 1310 P 12,723May-11 SPXW 06-May-11 1315 C 28May-11 SPXW 06-May-11 1315 P 11,026May-11 SPXW 06-May-11 1320 C 67May-11 SPXW 06-May-11 1320 P 11,874May-11 SPXW 06-May-11 1325 C 83May-11 SPXW 06-May-11 1325 P 16,551May-11 SPXW 06-May-11 1330 C 431May-11 SPXW 06-May-11 1330 P 23,163May-11 SPXW 06-May-11 1335 C 756May-11 SPXW 06-May-11 1335 P 8,102May-11 SPXW 06-May-11 1340 C 2,768May-11 SPXW 06-May-11 1340 P 8,975May-11 SPXW 06-May-11 1345 C 4,624May-11 SPXW 06-May-11 1345 P 3,952May-11 SPXW 06-May-11 1350 C 9,725May-11 SPXW 06-May-11 1350 P 7,915May-11 SPXW 06-May-11 1355 C 7,032May-11 SPXW 06-May-11 1355 P 1,394May-11 SPXW 06-May-11 1360 C 10,968May-11 SPXW 06-May-11 1360 P 5,081May-11 SPXW 06-May-11 1365 C 4,619May-11 SPXW 06-May-11 1365 P 465May-11 SPXW 06-May-11 1370 C 6,551May-11 SPXW 06-May-11 1370 P 172May-11 SPXW 06-May-11 1375 C 4,612May-11 SPXW 06-May-11 1375 P 108May-11 SPXW 06-May-11 1380 C 5,633May-11 SPXW 06-May-11 1380 P 18May-11 SPXW 06-May-11 1385 C 5,464May-11 SPXW 06-May-11 1385 P 40May-11 SPXW 06-May-11 1390 C 3,196May-11 SPXW 06-May-11 1390 P 30May-11 SPXW 06-May-11 1395 C 4,307May-11 SPXW 06-May-11 1395 P 20May-11 SPXW 06-May-11 1400 C 10,467May-11 SPXW 06-May-11 1400 P 48May-11 SPXW 06-May-11 1405 C 1,530May-11 SPXW 06-May-11 1405 P 60May-11 SPXW 06-May-11 1410 C 7,382May-11 SPXW 06-May-11 1410 P 23May-11 SPXW 06-May-11 1415 C 195May-11 SPXW 06-May-11 1415 P 20May-11 SPXW 06-May-11 1425 C 1,410May-11 SPXW 06-May-11 1425 P 47May-11 SPXW 06-May-11 1450 C 712
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPXW 06-May-11 1450 P 40May-11 SPXW 06-May-11 1475 P 20May-11 SPXW 13-May-11 1100 C 10May-11 SPXW 13-May-11 1100 P 6,366May-11 SPXW 13-May-11 1125 C 48May-11 SPXW 13-May-11 1125 P 4,982May-11 SPXW 13-May-11 1150 C 39May-11 SPXW 13-May-11 1150 P 21,259May-11 SPXW 13-May-11 1175 C 49May-11 SPXW 13-May-11 1175 P 6,948May-11 SPXW 13-May-11 1200 P 5,603May-11 SPXW 13-May-11 1225 P 6,632May-11 SPXW 13-May-11 1250 P 4,772May-11 SPXW 13-May-11 1255 P 674May-11 SPXW 13-May-11 1260 P 540May-11 SPXW 13-May-11 1265 C 10May-11 SPXW 13-May-11 1265 P 1,156May-11 SPXW 13-May-11 1270 P 755May-11 SPXW 13-May-11 1275 C 27May-11 SPXW 13-May-11 1275 P 4,043May-11 SPXW 13-May-11 1280 P 935May-11 SPXW 13-May-11 1285 P 1,082May-11 SPXW 13-May-11 1290 P 3,688May-11 SPXW 13-May-11 1295 C 36May-11 SPXW 13-May-11 1295 P 2,822May-11 SPXW 13-May-11 1300 C 71May-11 SPXW 13-May-11 1300 P 7,247May-11 SPXW 13-May-11 1305 C 29May-11 SPXW 13-May-11 1305 P 7,845May-11 SPXW 13-May-11 1310 C 158May-11 SPXW 13-May-11 1310 P 20,118May-11 SPXW 13-May-11 1315 C 59May-11 SPXW 13-May-11 1315 P 7,162May-11 SPXW 13-May-11 1320 C 100May-11 SPXW 13-May-11 1320 P 17,223May-11 SPXW 13-May-11 1325 C 153May-11 SPXW 13-May-11 1325 P 12,375May-11 SPXW 13-May-11 1330 C 285May-11 SPXW 13-May-11 1330 P 13,408May-11 SPXW 13-May-11 1335 C 1,088May-11 SPXW 13-May-11 1335 P 12,062May-11 SPXW 13-May-11 1340 C 6,831May-11 SPXW 13-May-11 1340 P 5,674May-11 SPXW 13-May-11 1345 C 10,146May-11 SPXW 13-May-11 1345 P 3,009May-11 SPXW 13-May-11 1350 C 9,893May-11 SPXW 13-May-11 1350 P 14,577May-11 SPXW 13-May-11 1355 C 6,385
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPXW 13-May-11 1355 P 519May-11 SPXW 13-May-11 1360 C 9,748May-11 SPXW 13-May-11 1360 P 257May-11 SPXW 13-May-11 1365 C 8,625May-11 SPXW 13-May-11 1365 P 52May-11 SPXW 13-May-11 1370 C 6,701May-11 SPXW 13-May-11 1370 P 54May-11 SPXW 13-May-11 1375 C 5,382May-11 SPXW 13-May-11 1375 P 101May-11 SPXW 13-May-11 1380 C 4,836May-11 SPXW 13-May-11 1380 P 16May-11 SPXW 13-May-11 1385 C 2,850May-11 SPXW 13-May-11 1385 P 35May-11 SPXW 13-May-11 1390 C 2,331May-11 SPXW 13-May-11 1390 P 16May-11 SPXW 13-May-11 1395 C 870May-11 SPXW 13-May-11 1395 P 25May-11 SPXW 13-May-11 1400 C 1,503May-11 SPXW 13-May-11 1400 P 4May-11 SPXW 13-May-11 1425 C 2,076May-11 SPXW 13-May-11 1450 C 1,630May-11 SPXW 27-May-11 1075 P 2,887May-11 SPXW 27-May-11 1100 P 8,247May-11 SPXW 27-May-11 1125 C 1May-11 SPXW 27-May-11 1125 P 6,446May-11 SPXW 27-May-11 1150 P 34,263May-11 SPXW 27-May-11 1175 C 10May-11 SPXW 27-May-11 1175 P 13,848May-11 SPXW 27-May-11 1200 C 10May-11 SPXW 27-May-11 1200 P 12,282May-11 SPXW 27-May-11 1220 P 246May-11 SPXW 27-May-11 1225 P 5,349May-11 SPXW 27-May-11 1230 P 233May-11 SPXW 27-May-11 1235 P 49May-11 SPXW 27-May-11 1240 P 4,870May-11 SPXW 27-May-11 1245 C 10May-11 SPXW 27-May-11 1245 P 1,177May-11 SPXW 27-May-11 1250 P 19,200May-11 SPXW 27-May-11 1255 C 10May-11 SPXW 27-May-11 1255 P 1,160May-11 SPXW 27-May-11 1260 C 10May-11 SPXW 27-May-11 1260 P 2,247May-11 SPXW 27-May-11 1265 C 10May-11 SPXW 27-May-11 1265 P 4,453May-11 SPXW 27-May-11 1270 C 52May-11 SPXW 27-May-11 1270 P 5,510May-11 SPXW 27-May-11 1275 C 1May-11 SPXW 27-May-11 1275 P 15,699
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPXW 27-May-11 1280 P 9,562May-11 SPXW 27-May-11 1285 C 9May-11 SPXW 27-May-11 1285 P 3,991May-11 SPXW 27-May-11 1290 C 24May-11 SPXW 27-May-11 1290 P 10,906May-11 SPXW 27-May-11 1295 C 67May-11 SPXW 27-May-11 1295 P 6,448May-11 SPXW 27-May-11 1300 C 773May-11 SPXW 27-May-11 1300 P 19,634May-11 SPXW 27-May-11 1305 C 166May-11 SPXW 27-May-11 1305 P 3,782May-11 SPXW 27-May-11 1310 C 399May-11 SPXW 27-May-11 1310 P 16,980May-11 SPXW 27-May-11 1315 C 795May-11 SPXW 27-May-11 1315 P 4,253May-11 SPXW 27-May-11 1320 C 1,777May-11 SPXW 27-May-11 1320 P 6,803May-11 SPXW 27-May-11 1325 C 5,505May-11 SPXW 27-May-11 1325 P 8,482May-11 SPXW 27-May-11 1330 C 5,381May-11 SPXW 27-May-11 1330 P 4,077May-11 SPXW 27-May-11 1335 C 22,768May-11 SPXW 27-May-11 1335 P 1,909May-11 SPXW 27-May-11 1340 C 23,566May-11 SPXW 27-May-11 1340 P 1,103May-11 SPXW 27-May-11 1345 C 7,568May-11 SPXW 27-May-11 1345 P 275May-11 SPXW 27-May-11 1350 C 9,481May-11 SPXW 27-May-11 1350 P 724May-11 SPXW 27-May-11 1355 C 3,341May-11 SPXW 27-May-11 1355 P 71May-11 SPXW 27-May-11 1360 C 4,857May-11 SPXW 27-May-11 1360 P 7,436May-11 SPXW 27-May-11 1365 C 2,855May-11 SPXW 27-May-11 1365 P 9May-11 SPXW 27-May-11 1370 C 1,599May-11 SPXW 27-May-11 1370 P 3,042May-11 SPXW 27-May-11 1375 C 3,630May-11 SPXW 27-May-11 1375 P 27May-11 SPXW 27-May-11 1380 C 1,074May-11 SPXW 27-May-11 1380 P 35May-11 SPXW 27-May-11 1385 C 1,047May-11 SPXW 27-May-11 1400 C 2,782May-11 SPXW 27-May-11 1425 C 589May-11 SPXW 27-May-11 1450 C 239May-11 SPXW 03-Jun-11 1075 P 1,430May-11 SPXW 03-Jun-11 1100 P 4,667May-11 SPXW 03-Jun-11 1125 P 3,279
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPXW 03-Jun-11 1150 P 21,501May-11 SPXW 03-Jun-11 1175 P 11,058May-11 SPXW 03-Jun-11 1200 C 10May-11 SPXW 03-Jun-11 1200 P 4,282May-11 SPXW 03-Jun-11 1225 P 6,614May-11 SPXW 03-Jun-11 1240 P 546May-11 SPXW 03-Jun-11 1245 P 369May-11 SPXW 03-Jun-11 1250 P 7,417May-11 SPXW 03-Jun-11 1255 P 1,094May-11 SPXW 03-Jun-11 1260 P 1,151May-11 SPXW 03-Jun-11 1265 P 1,054May-11 SPXW 03-Jun-11 1270 P 2,417May-11 SPXW 03-Jun-11 1275 P 3,837May-11 SPXW 03-Jun-11 1280 P 889May-11 SPXW 03-Jun-11 1285 C 2May-11 SPXW 03-Jun-11 1285 P 1,318May-11 SPXW 03-Jun-11 1290 P 2,870May-11 SPXW 03-Jun-11 1295 C 21May-11 SPXW 03-Jun-11 1295 P 1,717May-11 SPXW 03-Jun-11 1300 C 5May-11 SPXW 03-Jun-11 1300 P 6,398May-11 SPXW 03-Jun-11 1305 C 3May-11 SPXW 03-Jun-11 1305 P 1,442May-11 SPXW 03-Jun-11 1310 C 47May-11 SPXW 03-Jun-11 1310 P 1,668May-11 SPXW 03-Jun-11 1315 C 217May-11 SPXW 03-Jun-11 1315 P 1,129May-11 SPXW 03-Jun-11 1320 C 298May-11 SPXW 03-Jun-11 1320 P 1,034May-11 SPXW 03-Jun-11 1325 C 191May-11 SPXW 03-Jun-11 1325 P 850May-11 SPXW 03-Jun-11 1330 C 2,301May-11 SPXW 03-Jun-11 1330 P 997May-11 SPXW 03-Jun-11 1335 C 888May-11 SPXW 03-Jun-11 1335 P 380May-11 SPXW 03-Jun-11 1340 C 852May-11 SPXW 03-Jun-11 1340 P 1,139May-11 SPXW 03-Jun-11 1345 C 983May-11 SPXW 03-Jun-11 1345 P 40May-11 SPXW 03-Jun-11 1350 C 13,591May-11 SPXW 03-Jun-11 1350 P 186May-11 SPXW 03-Jun-11 1355 C 2,921May-11 SPXW 03-Jun-11 1355 P 18May-11 SPXW 03-Jun-11 1360 C 7,367May-11 SPXW 03-Jun-11 1360 P 31May-11 SPXW 03-Jun-11 1365 C 4,143May-11 SPXW 03-Jun-11 1370 C 5,494May-11 SPXW 03-Jun-11 1370 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
May-11 SPXW 03-Jun-11 1375 C 4,765May-11 SPXW 03-Jun-11 1375 P 2May-11 SPXW 03-Jun-11 1380 C 3,980May-11 SPXW 03-Jun-11 1385 C 853May-11 SPXW 03-Jun-11 1400 C 5,762May-11 SPXW 03-Jun-11 1425 C 3,790May-11 SPXW 03-Jun-11 1450 C 5,905May-11 SPXW 03-Jun-11 1450 P 2Jun-11 SPX 18-Jun-11 200 C 313Jun-11 SPX 18-Jun-11 225 C 628Jun-11 SPX 18-Jun-11 250 C 500Jun-11 SPX 18-Jun-11 300 C 1Jun-11 SPX 18-Jun-11 400 P 1Jun-11 SPX 18-Jun-11 450 C 500Jun-11 SPX 18-Jun-11 500 C 44,600Jun-11 SPX 18-Jun-11 500 P 44,600Jun-11 SPX 18-Jun-11 600 C 360Jun-11 SPX 18-Jun-11 625 C 628Jun-11 SPX 18-Jun-11 700 P 9Jun-11 SPX 18-Jun-11 800 C 3Jun-11 SPX 18-Jun-11 850 C 2Jun-11 SPX 18-Jun-11 850 P 5Jun-11 SPX 18-Jun-11 900 C 6Jun-11 SPX 18-Jun-11 900 P 100Jun-11 SPX 18-Jun-11 940 P 39Jun-11 SPX 18-Jun-11 945 P 10Jun-11 SPX 18-Jun-11 950 C 1Jun-11 SPX 18-Jun-11 950 P 1,070Jun-11 SPX 18-Jun-11 960 P 27Jun-11 SPX 18-Jun-11 965 P 39Jun-11 SPX 18-Jun-11 975 C 1,969Jun-11 SPX 18-Jun-11 975 P 1,211Jun-11 SPX 18-Jun-11 980 C 20,000Jun-11 SPX 18-Jun-11 980 P 77Jun-11 SPX 18-Jun-11 990 P 3Jun-11 SPX 18-Jun-11 995 P 25Jun-11 SPX 18-Jun-11 1000 C 160Jun-11 SPX 18-Jun-11 1000 P 6,176Jun-11 SPX 18-Jun-11 1005 P 20Jun-11 SPX 18-Jun-11 1010 P 465Jun-11 SPX 18-Jun-11 1015 P 111Jun-11 SPX 18-Jun-11 1020 P 363Jun-11 SPX 18-Jun-11 1025 C 1Jun-11 SPX 18-Jun-11 1025 P 2,267Jun-11 SPX 18-Jun-11 1030 P 313Jun-11 SPX 18-Jun-11 1035 P 583Jun-11 SPX 18-Jun-11 1040 C 5Jun-11 SPX 18-Jun-11 1040 P 527
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 18-Jun-11 1045 P 974Jun-11 SPX 18-Jun-11 1050 C 5Jun-11 SPX 18-Jun-11 1050 P 10,059Jun-11 SPX 18-Jun-11 1055 P 752Jun-11 SPX 18-Jun-11 1060 C 227Jun-11 SPX 18-Jun-11 1060 P 1,016Jun-11 SPX 18-Jun-11 1065 P 998Jun-11 SPX 18-Jun-11 1070 C 9Jun-11 SPX 18-Jun-11 1070 P 3,066Jun-11 SPX 18-Jun-11 1075 C 4Jun-11 SPX 18-Jun-11 1075 P 13,845Jun-11 SPX 18-Jun-11 1080 C 90Jun-11 SPX 18-Jun-11 1080 P 2,715Jun-11 SPX 18-Jun-11 1085 P 1,463Jun-11 SPX 18-Jun-11 1090 P 2,249Jun-11 SPX 18-Jun-11 1095 P 2,010Jun-11 SPX 18-Jun-11 1100 C 22Jun-11 SPX 18-Jun-11 1100 P 30,860Jun-11 SPX 18-Jun-11 1105 P 2,715Jun-11 SPX 18-Jun-11 1110 C 10Jun-11 SPX 18-Jun-11 1110 P 1,965Jun-11 SPX 18-Jun-11 1115 C 10Jun-11 SPX 18-Jun-11 1115 P 1,217Jun-11 SPX 18-Jun-11 1120 P 4,668Jun-11 SPX 18-Jun-11 1125 C 11Jun-11 SPX 18-Jun-11 1125 P 53,687Jun-11 SPX 18-Jun-11 1130 C 10Jun-11 SPX 18-Jun-11 1130 P 1,594Jun-11 SPX 18-Jun-11 1135 C 23Jun-11 SPX 18-Jun-11 1135 P 2,054Jun-11 SPX 18-Jun-11 1140 C 23Jun-11 SPX 18-Jun-11 1140 P 4,293Jun-11 SPX 18-Jun-11 1145 P 904Jun-11 SPX 18-Jun-11 1150 C 23Jun-11 SPX 18-Jun-11 1150 P 70,890Jun-11 SPX 18-Jun-11 1155 C 15Jun-11 SPX 18-Jun-11 1155 P 728Jun-11 SPX 18-Jun-11 1160 P 2,365Jun-11 SPX 18-Jun-11 1165 P 1,580Jun-11 SPX 18-Jun-11 1170 P 4,830Jun-11 SPX 18-Jun-11 1175 C 3,604Jun-11 SPX 18-Jun-11 1175 P 48,245Jun-11 SPX 18-Jun-11 1180 P 7,037Jun-11 SPX 18-Jun-11 1185 P 1,382Jun-11 SPX 18-Jun-11 1190 C 4Jun-11 SPX 18-Jun-11 1190 P 7,559Jun-11 SPX 18-Jun-11 1195 P 6,144Jun-11 SPX 18-Jun-11 1200 C 3,867
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 18-Jun-11 1200 P 200,945Jun-11 SPX 18-Jun-11 1205 P 5,983Jun-11 SPX 18-Jun-11 1210 C 11Jun-11 SPX 18-Jun-11 1210 P 22,276Jun-11 SPX 18-Jun-11 1215 C 56Jun-11 SPX 18-Jun-11 1215 P 7,232Jun-11 SPX 18-Jun-11 1220 C 25Jun-11 SPX 18-Jun-11 1220 P 52,631Jun-11 SPX 18-Jun-11 1225 C 7,628Jun-11 SPX 18-Jun-11 1225 P 156,959Jun-11 SPX 18-Jun-11 1230 C 91Jun-11 SPX 18-Jun-11 1230 P 40,504Jun-11 SPX 18-Jun-11 1235 C 41Jun-11 SPX 18-Jun-11 1235 P 38,233Jun-11 SPX 18-Jun-11 1240 C 1,159Jun-11 SPX 18-Jun-11 1240 P 95,304Jun-11 SPX 18-Jun-11 1245 C 826Jun-11 SPX 18-Jun-11 1245 P 53,080Jun-11 SPX 18-Jun-11 1250 C 8,403Jun-11 SPX 18-Jun-11 1250 P 354,869Jun-11 SPX 18-Jun-11 1255 C 870Jun-11 SPX 18-Jun-11 1255 P 26,313Jun-11 SPX 18-Jun-11 1260 C 2,778Jun-11 SPX 18-Jun-11 1260 P 115,840Jun-11 SPX 18-Jun-11 1265 C 7,260Jun-11 SPX 18-Jun-11 1265 P 50,397Jun-11 SPX 18-Jun-11 1270 C 16,271Jun-11 SPX 18-Jun-11 1270 P 70,846Jun-11 SPX 18-Jun-11 1275 C 49,913Jun-11 SPX 18-Jun-11 1275 P 171,761Jun-11 SPX 18-Jun-11 1280 C 55,124Jun-11 SPX 18-Jun-11 1280 P 99,153Jun-11 SPX 18-Jun-11 1285 C 42,655Jun-11 SPX 18-Jun-11 1285 P 41,792Jun-11 SPX 18-Jun-11 1290 C 75,555Jun-11 SPX 18-Jun-11 1290 P 51,565Jun-11 SPX 18-Jun-11 1295 C 43,756Jun-11 SPX 18-Jun-11 1295 P 38,125Jun-11 SPX 18-Jun-11 1300 C 351,505Jun-11 SPX 18-Jun-11 1300 P 327,285Jun-11 SPX 18-Jun-11 1305 C 26,394Jun-11 SPX 18-Jun-11 1305 P 20,646Jun-11 SPX 18-Jun-11 1310 C 70,745Jun-11 SPX 18-Jun-11 1310 P 26,943Jun-11 SPX 18-Jun-11 1315 C 77,836Jun-11 SPX 18-Jun-11 1315 P 26,984Jun-11 SPX 18-Jun-11 1320 C 61,371Jun-11 SPX 18-Jun-11 1320 P 23,130
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 18-Jun-11 1325 C 86,942Jun-11 SPX 18-Jun-11 1325 P 41,618Jun-11 SPX 18-Jun-11 1330 C 60,424Jun-11 SPX 18-Jun-11 1330 P 18,330Jun-11 SPX 18-Jun-11 1335 C 25,967Jun-11 SPX 18-Jun-11 1335 P 5,903Jun-11 SPX 18-Jun-11 1340 C 39,540Jun-11 SPX 18-Jun-11 1340 P 5,537Jun-11 SPX 18-Jun-11 1345 C 7,015Jun-11 SPX 18-Jun-11 1345 P 3,500Jun-11 SPX 18-Jun-11 1350 C 61,595Jun-11 SPX 18-Jun-11 1350 P 9,580Jun-11 SPX 18-Jun-11 1355 C 22,978Jun-11 SPX 18-Jun-11 1355 P 73Jun-11 SPX 18-Jun-11 1360 C 22,126Jun-11 SPX 18-Jun-11 1360 P 1,414Jun-11 SPX 18-Jun-11 1365 C 14,397Jun-11 SPX 18-Jun-11 1365 P 52Jun-11 SPX 18-Jun-11 1370 C 17,796Jun-11 SPX 18-Jun-11 1370 P 2,049Jun-11 SPX 18-Jun-11 1375 C 31,379Jun-11 SPX 18-Jun-11 1375 P 189Jun-11 SPX 18-Jun-11 1380 C 12,389Jun-11 SPX 18-Jun-11 1380 P 25Jun-11 SPX 18-Jun-11 1385 C 4,727Jun-11 SPX 18-Jun-11 1385 P 4Jun-11 SPX 18-Jun-11 1390 C 8,099Jun-11 SPX 18-Jun-11 1390 P 14Jun-11 SPX 18-Jun-11 1395 C 4,835Jun-11 SPX 18-Jun-11 1400 C 20,218Jun-11 SPX 18-Jun-11 1400 P 63Jun-11 SPX 18-Jun-11 1405 C 488Jun-11 SPX 18-Jun-11 1410 C 1,969Jun-11 SPX 18-Jun-11 1410 P 1Jun-11 SPX 18-Jun-11 1415 C 1,016Jun-11 SPX 18-Jun-11 1420 C 485Jun-11 SPX 18-Jun-11 1425 C 3,565Jun-11 SPX 18-Jun-11 1425 P 43Jun-11 SPX 18-Jun-11 1430 C 144Jun-11 SPX 18-Jun-11 1435 C 511Jun-11 SPX 18-Jun-11 1440 C 83Jun-11 SPX 18-Jun-11 1445 C 7Jun-11 SPX 18-Jun-11 1450 C 1,292Jun-11 SPX 18-Jun-11 1450 P 6Jun-11 SPX 18-Jun-11 1455 C 100Jun-11 SPX 18-Jun-11 1460 C 244Jun-11 SPX 18-Jun-11 1465 C 95Jun-11 SPX 18-Jun-11 1470 C 69
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 18-Jun-11 1475 C 1,804Jun-11 SPX 18-Jun-11 1480 C 18Jun-11 SPX 18-Jun-11 1500 C 46,365Jun-11 SPX 18-Jun-11 1500 P 44,601Jun-11 SPX 18-Jun-11 1525 C 1,562Jun-11 SPX 18-Jun-11 1800 C 18Jun-11 SPX 18-Jun-11 1800 P 875Jun-11 SPX 18-Jun-11 1900 C 54Jun-11 SPX 18-Jun-11 2000 C 121Jun-11 SPX 18-Jun-11 2000 P 885Jun-11 SPX 18-Jun-11 2250 C 213Jun-11 SPX 18-Jun-11 2250 P 11Jun-11 SPX 18-Jun-11 2500 C 254Jun-11 SPX 18-Jun-11 2500 P 20Jun-11 SPX 18-Jun-11 3000 C 558Jun-11 SPX 18-Jun-11 3000 P 1Jun-11 SPX 16-Jul-11 400 P 93Jun-11 SPX 16-Jul-11 500 C 3,020Jun-11 SPX 16-Jul-11 500 P 2,086Jun-11 SPX 16-Jul-11 550 P 232Jun-11 SPX 16-Jul-11 600 P 86Jun-11 SPX 16-Jul-11 650 P 1Jun-11 SPX 16-Jul-11 700 P 270Jun-11 SPX 16-Jul-11 750 P 857Jun-11 SPX 16-Jul-11 800 P 11,280Jun-11 SPX 16-Jul-11 810 P 3,603Jun-11 SPX 16-Jul-11 820 P 2,052Jun-11 SPX 16-Jul-11 825 P 1,346Jun-11 SPX 16-Jul-11 830 P 679Jun-11 SPX 16-Jul-11 840 P 888Jun-11 SPX 16-Jul-11 850 P 9,916Jun-11 SPX 16-Jul-11 860 P 4,423Jun-11 SPX 16-Jul-11 870 P 3,411Jun-11 SPX 16-Jul-11 875 P 8,071Jun-11 SPX 16-Jul-11 880 P 2,314Jun-11 SPX 16-Jul-11 890 P 2,929Jun-11 SPX 16-Jul-11 900 P 6,379Jun-11 SPX 16-Jul-11 905 P 2,099Jun-11 SPX 16-Jul-11 910 P 2,070Jun-11 SPX 16-Jul-11 915 P 2,395Jun-11 SPX 16-Jul-11 920 P 2,103Jun-11 SPX 16-Jul-11 925 P 8,196Jun-11 SPX 16-Jul-11 930 P 2,614Jun-11 SPX 16-Jul-11 935 P 1,968Jun-11 SPX 16-Jul-11 940 P 2,022Jun-11 SPX 16-Jul-11 945 P 1,987Jun-11 SPX 16-Jul-11 950 C 2,191Jun-11 SPX 16-Jul-11 950 P 26,732
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 16-Jul-11 955 P 1,908Jun-11 SPX 16-Jul-11 960 P 1,923Jun-11 SPX 16-Jul-11 965 P 1,844Jun-11 SPX 16-Jul-11 970 P 2,101Jun-11 SPX 16-Jul-11 975 C 92Jun-11 SPX 16-Jul-11 975 P 11,269Jun-11 SPX 16-Jul-11 980 P 1,887Jun-11 SPX 16-Jul-11 985 P 1,896Jun-11 SPX 16-Jul-11 990 P 1,748Jun-11 SPX 16-Jul-11 995 P 1,733Jun-11 SPX 16-Jul-11 1000 C 466Jun-11 SPX 16-Jul-11 1000 P 47,322Jun-11 SPX 16-Jul-11 1005 P 1,818Jun-11 SPX 16-Jul-11 1010 P 3,012Jun-11 SPX 16-Jul-11 1015 P 1,688Jun-11 SPX 16-Jul-11 1020 P 3,118Jun-11 SPX 16-Jul-11 1025 C 77Jun-11 SPX 16-Jul-11 1025 P 33,731Jun-11 SPX 16-Jul-11 1030 P 1,980Jun-11 SPX 16-Jul-11 1035 P 1,614Jun-11 SPX 16-Jul-11 1040 C 7Jun-11 SPX 16-Jul-11 1040 P 8,621Jun-11 SPX 16-Jul-11 1045 P 2,617Jun-11 SPX 16-Jul-11 1050 P 37,123Jun-11 SPX 16-Jul-11 1055 P 1,934Jun-11 SPX 16-Jul-11 1060 C 1Jun-11 SPX 16-Jul-11 1060 P 11,967Jun-11 SPX 16-Jul-11 1065 P 2,662Jun-11 SPX 16-Jul-11 1070 P 2,456Jun-11 SPX 16-Jul-11 1075 C 88Jun-11 SPX 16-Jul-11 1075 P 19,256Jun-11 SPX 16-Jul-11 1080 C 10Jun-11 SPX 16-Jul-11 1080 P 12,230Jun-11 SPX 16-Jul-11 1085 P 2,794Jun-11 SPX 16-Jul-11 1090 C 4Jun-11 SPX 16-Jul-11 1090 P 7,609Jun-11 SPX 16-Jul-11 1095 P 2,195Jun-11 SPX 16-Jul-11 1100 C 110Jun-11 SPX 16-Jul-11 1100 P 117,854Jun-11 SPX 16-Jul-11 1105 P 5,877Jun-11 SPX 16-Jul-11 1110 P 7,260Jun-11 SPX 16-Jul-11 1115 C 16Jun-11 SPX 16-Jul-11 1115 P 5,753Jun-11 SPX 16-Jul-11 1120 P 23,803Jun-11 SPX 16-Jul-11 1125 C 76Jun-11 SPX 16-Jul-11 1125 P 73,118Jun-11 SPX 16-Jul-11 1130 P 16,999Jun-11 SPX 16-Jul-11 1135 C 23
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 16-Jul-11 1135 P 5,464Jun-11 SPX 16-Jul-11 1140 C 23Jun-11 SPX 16-Jul-11 1140 P 43,391Jun-11 SPX 16-Jul-11 1145 C 7Jun-11 SPX 16-Jul-11 1145 P 7,415Jun-11 SPX 16-Jul-11 1150 C 3,537Jun-11 SPX 16-Jul-11 1150 P 173,865Jun-11 SPX 16-Jul-11 1155 C 3,525Jun-11 SPX 16-Jul-11 1155 P 4,592Jun-11 SPX 16-Jul-11 1160 P 33,458Jun-11 SPX 16-Jul-11 1165 C 1Jun-11 SPX 16-Jul-11 1165 P 3,881Jun-11 SPX 16-Jul-11 1170 P 13,017Jun-11 SPX 16-Jul-11 1175 C 6Jun-11 SPX 16-Jul-11 1175 P 92,130Jun-11 SPX 16-Jul-11 1180 P 50,424Jun-11 SPX 16-Jul-11 1185 C 11Jun-11 SPX 16-Jul-11 1185 P 6,595Jun-11 SPX 16-Jul-11 1190 C 78Jun-11 SPX 16-Jul-11 1190 P 20,618Jun-11 SPX 16-Jul-11 1195 P 6,113Jun-11 SPX 16-Jul-11 1200 C 518Jun-11 SPX 16-Jul-11 1200 P 393,402Jun-11 SPX 16-Jul-11 1205 C 7Jun-11 SPX 16-Jul-11 1205 P 11,433Jun-11 SPX 16-Jul-11 1210 C 81Jun-11 SPX 16-Jul-11 1210 P 69,422Jun-11 SPX 16-Jul-11 1215 C 10Jun-11 SPX 16-Jul-11 1215 P 9,542Jun-11 SPX 16-Jul-11 1220 C 82Jun-11 SPX 16-Jul-11 1220 P 33,564Jun-11 SPX 16-Jul-11 1225 C 1,436Jun-11 SPX 16-Jul-11 1225 P 194,233Jun-11 SPX 16-Jul-11 1230 C 131Jun-11 SPX 16-Jul-11 1230 P 39,663Jun-11 SPX 16-Jul-11 1235 C 2,577Jun-11 SPX 16-Jul-11 1235 P 19,089Jun-11 SPX 16-Jul-11 1240 C 342Jun-11 SPX 16-Jul-11 1240 P 49,325Jun-11 SPX 16-Jul-11 1245 C 37Jun-11 SPX 16-Jul-11 1245 P 6,543Jun-11 SPX 16-Jul-11 1250 C 26,125Jun-11 SPX 16-Jul-11 1250 P 452,310Jun-11 SPX 16-Jul-11 1255 C 124Jun-11 SPX 16-Jul-11 1255 P 14,694Jun-11 SPX 16-Jul-11 1260 C 6,367Jun-11 SPX 16-Jul-11 1260 P 93,508Jun-11 SPX 16-Jul-11 1265 C 9,448
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 16-Jul-11 1265 P 23,101Jun-11 SPX 16-Jul-11 1270 C 14,055Jun-11 SPX 16-Jul-11 1270 P 119,352Jun-11 SPX 16-Jul-11 1275 C 65,725Jun-11 SPX 16-Jul-11 1275 P 191,417Jun-11 SPX 16-Jul-11 1280 C 32,407Jun-11 SPX 16-Jul-11 1280 P 107,035Jun-11 SPX 16-Jul-11 1285 C 10,536Jun-11 SPX 16-Jul-11 1285 P 16,020Jun-11 SPX 16-Jul-11 1290 C 43,182Jun-11 SPX 16-Jul-11 1290 P 95,376Jun-11 SPX 16-Jul-11 1295 C 7,176Jun-11 SPX 16-Jul-11 1295 P 3,553Jun-11 SPX 16-Jul-11 1300 C 310,783Jun-11 SPX 16-Jul-11 1300 P 231,810Jun-11 SPX 16-Jul-11 1305 C 13,587Jun-11 SPX 16-Jul-11 1305 P 1,126Jun-11 SPX 16-Jul-11 1310 C 45,427Jun-11 SPX 16-Jul-11 1310 P 71,846Jun-11 SPX 16-Jul-11 1315 C 35,992Jun-11 SPX 16-Jul-11 1315 P 12,064Jun-11 SPX 16-Jul-11 1320 C 32,248Jun-11 SPX 16-Jul-11 1320 P 44,199Jun-11 SPX 16-Jul-11 1325 C 162,367Jun-11 SPX 16-Jul-11 1325 P 34,968Jun-11 SPX 16-Jul-11 1330 C 49,290Jun-11 SPX 16-Jul-11 1330 P 5,169Jun-11 SPX 16-Jul-11 1335 C 34,362Jun-11 SPX 16-Jul-11 1335 P 3,394Jun-11 SPX 16-Jul-11 1340 C 78,146Jun-11 SPX 16-Jul-11 1340 P 4,942Jun-11 SPX 16-Jul-11 1345 C 28,078Jun-11 SPX 16-Jul-11 1345 P 84Jun-11 SPX 16-Jul-11 1350 C 151,464Jun-11 SPX 16-Jul-11 1350 P 15,245Jun-11 SPX 16-Jul-11 1355 C 12,013Jun-11 SPX 16-Jul-11 1355 P 554Jun-11 SPX 16-Jul-11 1360 C 51,380Jun-11 SPX 16-Jul-11 1360 P 85Jun-11 SPX 16-Jul-11 1365 C 9,858Jun-11 SPX 16-Jul-11 1365 P 10,558Jun-11 SPX 16-Jul-11 1370 C 16,830Jun-11 SPX 16-Jul-11 1370 P 11,135Jun-11 SPX 16-Jul-11 1375 C 42,415Jun-11 SPX 16-Jul-11 1375 P 3,174Jun-11 SPX 16-Jul-11 1380 C 12,158Jun-11 SPX 16-Jul-11 1380 P 36Jun-11 SPX 16-Jul-11 1385 C 11,612
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 16-Jul-11 1385 P 5Jun-11 SPX 16-Jul-11 1390 C 15,198Jun-11 SPX 16-Jul-11 1390 P 8Jun-11 SPX 16-Jul-11 1395 C 5,680Jun-11 SPX 16-Jul-11 1395 P 1Jun-11 SPX 16-Jul-11 1400 C 51,690Jun-11 SPX 16-Jul-11 1400 P 1,430Jun-11 SPX 16-Jul-11 1405 C 2,182Jun-11 SPX 16-Jul-11 1410 C 9,177Jun-11 SPX 16-Jul-11 1410 P 3Jun-11 SPX 16-Jul-11 1415 C 2,665Jun-11 SPX 16-Jul-11 1415 P 3Jun-11 SPX 16-Jul-11 1420 C 5,582Jun-11 SPX 16-Jul-11 1425 C 18,208Jun-11 SPX 16-Jul-11 1425 P 42Jun-11 SPX 16-Jul-11 1430 C 2,034Jun-11 SPX 16-Jul-11 1435 C 1,553Jun-11 SPX 16-Jul-11 1440 C 4,035Jun-11 SPX 16-Jul-11 1445 C 622Jun-11 SPX 16-Jul-11 1450 C 4,243Jun-11 SPX 16-Jul-11 1455 C 420Jun-11 SPX 16-Jul-11 1460 C 304Jun-11 SPX 16-Jul-11 1465 C 212Jun-11 SPX 16-Jul-11 1470 C 548Jun-11 SPX 16-Jul-11 1475 C 1,410Jun-11 SPX 16-Jul-11 1480 C 440Jun-11 SPX 16-Jul-11 1485 C 256Jun-11 SPX 16-Jul-11 1490 C 305Jun-11 SPX 16-Jul-11 1495 C 214Jun-11 SPX 16-Jul-11 1500 C 6,175Jun-11 SPX 16-Jul-11 1500 P 3,420Jun-11 SPX 16-Jul-11 1505 C 567Jun-11 SPX 16-Jul-11 1510 C 289Jun-11 SPX 16-Jul-11 1515 C 105Jun-11 SPX 16-Jul-11 1520 C 195Jun-11 SPX 16-Jul-11 1530 C 813Jun-11 SPX 16-Jul-11 1535 C 102Jun-11 SPX 16-Jul-11 1540 C 415Jun-11 SPX 16-Jul-11 1545 C 101Jun-11 SPX 16-Jul-11 1550 C 163Jun-11 SPX 16-Jul-11 1560 C 247Jun-11 SPX 16-Jul-11 1570 C 19Jun-11 SPX 16-Jul-11 1575 C 90Jun-11 SPX 16-Jul-11 1580 C 101Jun-11 SPX 16-Jul-11 1590 C 10Jun-11 SPX 16-Jul-11 1600 C 18Jun-11 SPX 16-Jul-11 1625 C 9Jun-11 SPX 16-Jul-11 1650 C 229
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 20-Aug-11 600 P 270Jun-11 SPX 20-Aug-11 700 P 100Jun-11 SPX 20-Aug-11 750 P 20Jun-11 SPX 20-Aug-11 775 P 6,996Jun-11 SPX 20-Aug-11 800 C 3Jun-11 SPX 20-Aug-11 800 P 12,434Jun-11 SPX 20-Aug-11 820 P 177Jun-11 SPX 20-Aug-11 825 P 2,975Jun-11 SPX 20-Aug-11 850 C 2Jun-11 SPX 20-Aug-11 850 P 10,717Jun-11 SPX 20-Aug-11 875 C 30Jun-11 SPX 20-Aug-11 875 P 2,560Jun-11 SPX 20-Aug-11 880 P 1,469Jun-11 SPX 20-Aug-11 895 P 335Jun-11 SPX 20-Aug-11 900 C 76Jun-11 SPX 20-Aug-11 900 P 26,388Jun-11 SPX 20-Aug-11 925 P 160Jun-11 SPX 20-Aug-11 935 P 1,458Jun-11 SPX 20-Aug-11 940 P 2Jun-11 SPX 20-Aug-11 950 C 1Jun-11 SPX 20-Aug-11 950 P 14,201Jun-11 SPX 20-Aug-11 955 P 10Jun-11 SPX 20-Aug-11 960 P 22Jun-11 SPX 20-Aug-11 965 P 47Jun-11 SPX 20-Aug-11 970 P 625Jun-11 SPX 20-Aug-11 975 C 30Jun-11 SPX 20-Aug-11 975 P 7,303Jun-11 SPX 20-Aug-11 980 P 87Jun-11 SPX 20-Aug-11 985 P 50Jun-11 SPX 20-Aug-11 990 P 69Jun-11 SPX 20-Aug-11 995 P 60Jun-11 SPX 20-Aug-11 1000 C 83Jun-11 SPX 20-Aug-11 1000 P 21,920Jun-11 SPX 20-Aug-11 1005 P 209Jun-11 SPX 20-Aug-11 1010 P 5,282Jun-11 SPX 20-Aug-11 1015 P 1,231Jun-11 SPX 20-Aug-11 1020 P 47Jun-11 SPX 20-Aug-11 1025 P 9,129Jun-11 SPX 20-Aug-11 1030 P 224Jun-11 SPX 20-Aug-11 1035 P 5Jun-11 SPX 20-Aug-11 1040 C 3Jun-11 SPX 20-Aug-11 1040 P 5,211Jun-11 SPX 20-Aug-11 1045 P 562Jun-11 SPX 20-Aug-11 1050 P 16,479Jun-11 SPX 20-Aug-11 1055 P 3Jun-11 SPX 20-Aug-11 1060 P 5,398Jun-11 SPX 20-Aug-11 1065 P 941Jun-11 SPX 20-Aug-11 1070 P 13,100
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 20-Aug-11 1075 P 23,292Jun-11 SPX 20-Aug-11 1080 P 878Jun-11 SPX 20-Aug-11 1085 P 38Jun-11 SPX 20-Aug-11 1090 P 2,290Jun-11 SPX 20-Aug-11 1095 P 92Jun-11 SPX 20-Aug-11 1100 C 23,000Jun-11 SPX 20-Aug-11 1100 P 108,582Jun-11 SPX 20-Aug-11 1105 P 112Jun-11 SPX 20-Aug-11 1110 P 1,026Jun-11 SPX 20-Aug-11 1115 P 1,067Jun-11 SPX 20-Aug-11 1120 P 9,570Jun-11 SPX 20-Aug-11 1125 P 19,560Jun-11 SPX 20-Aug-11 1130 P 797Jun-11 SPX 20-Aug-11 1135 P 744Jun-11 SPX 20-Aug-11 1140 P 2,004Jun-11 SPX 20-Aug-11 1145 P 364Jun-11 SPX 20-Aug-11 1150 C 4,002Jun-11 SPX 20-Aug-11 1150 P 64,012Jun-11 SPX 20-Aug-11 1155 P 374Jun-11 SPX 20-Aug-11 1160 P 3,167Jun-11 SPX 20-Aug-11 1165 P 4,288Jun-11 SPX 20-Aug-11 1170 P 7,945Jun-11 SPX 20-Aug-11 1175 P 26,651Jun-11 SPX 20-Aug-11 1180 C 2Jun-11 SPX 20-Aug-11 1180 P 1,450Jun-11 SPX 20-Aug-11 1185 P 147Jun-11 SPX 20-Aug-11 1190 P 1,813Jun-11 SPX 20-Aug-11 1195 P 271Jun-11 SPX 20-Aug-11 1200 C 12,592Jun-11 SPX 20-Aug-11 1200 P 104,040Jun-11 SPX 20-Aug-11 1205 P 3,092Jun-11 SPX 20-Aug-11 1210 P 21,877Jun-11 SPX 20-Aug-11 1215 C 1Jun-11 SPX 20-Aug-11 1215 P 1,050Jun-11 SPX 20-Aug-11 1220 C 50Jun-11 SPX 20-Aug-11 1220 P 1,144Jun-11 SPX 20-Aug-11 1225 C 12,926Jun-11 SPX 20-Aug-11 1225 P 54,033Jun-11 SPX 20-Aug-11 1230 C 1Jun-11 SPX 20-Aug-11 1230 P 5,049Jun-11 SPX 20-Aug-11 1235 P 1,236Jun-11 SPX 20-Aug-11 1240 C 8Jun-11 SPX 20-Aug-11 1240 P 6,536Jun-11 SPX 20-Aug-11 1245 C 25Jun-11 SPX 20-Aug-11 1245 P 95Jun-11 SPX 20-Aug-11 1250 C 4,248Jun-11 SPX 20-Aug-11 1250 P 211,973Jun-11 SPX 20-Aug-11 1255 C 47
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 20-Aug-11 1255 P 2,792Jun-11 SPX 20-Aug-11 1260 C 315Jun-11 SPX 20-Aug-11 1260 P 30,996Jun-11 SPX 20-Aug-11 1265 C 1,485Jun-11 SPX 20-Aug-11 1265 P 2,408Jun-11 SPX 20-Aug-11 1270 C 8,297Jun-11 SPX 20-Aug-11 1270 P 3,258Jun-11 SPX 20-Aug-11 1275 C 54,073Jun-11 SPX 20-Aug-11 1275 P 73,970Jun-11 SPX 20-Aug-11 1280 C 5,421Jun-11 SPX 20-Aug-11 1280 P 26,801Jun-11 SPX 20-Aug-11 1285 C 8,080Jun-11 SPX 20-Aug-11 1285 P 1,193Jun-11 SPX 20-Aug-11 1290 C 6,339Jun-11 SPX 20-Aug-11 1290 P 1,617Jun-11 SPX 20-Aug-11 1295 C 1,012Jun-11 SPX 20-Aug-11 1295 P 609Jun-11 SPX 20-Aug-11 1300 C 141,468Jun-11 SPX 20-Aug-11 1300 P 70,463Jun-11 SPX 20-Aug-11 1305 C 721Jun-11 SPX 20-Aug-11 1305 P 137Jun-11 SPX 20-Aug-11 1310 C 10,201Jun-11 SPX 20-Aug-11 1310 P 1,286Jun-11 SPX 20-Aug-11 1315 C 6,024Jun-11 SPX 20-Aug-11 1315 P 3,607Jun-11 SPX 20-Aug-11 1320 C 16,502Jun-11 SPX 20-Aug-11 1320 P 2,027Jun-11 SPX 20-Aug-11 1325 C 77,654Jun-11 SPX 20-Aug-11 1325 P 10,089Jun-11 SPX 20-Aug-11 1330 C 22,468Jun-11 SPX 20-Aug-11 1330 P 159Jun-11 SPX 20-Aug-11 1335 C 3,538Jun-11 SPX 20-Aug-11 1340 C 21,875Jun-11 SPX 20-Aug-11 1340 P 113Jun-11 SPX 20-Aug-11 1345 C 1,042Jun-11 SPX 20-Aug-11 1350 C 104,359Jun-11 SPX 20-Aug-11 1350 P 555Jun-11 SPX 20-Aug-11 1355 C 12,300Jun-11 SPX 20-Aug-11 1355 P 2Jun-11 SPX 20-Aug-11 1360 C 22,667Jun-11 SPX 20-Aug-11 1360 P 22Jun-11 SPX 20-Aug-11 1365 C 3,986Jun-11 SPX 20-Aug-11 1365 P 4Jun-11 SPX 20-Aug-11 1370 C 9,127Jun-11 SPX 20-Aug-11 1370 P 25Jun-11 SPX 20-Aug-11 1375 C 60,202Jun-11 SPX 20-Aug-11 1375 P 102Jun-11 SPX 20-Aug-11 1380 C 9,335
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 20-Aug-11 1380 P 2Jun-11 SPX 20-Aug-11 1385 C 1,256Jun-11 SPX 20-Aug-11 1390 C 19,027Jun-11 SPX 20-Aug-11 1395 C 273Jun-11 SPX 20-Aug-11 1400 C 27,024Jun-11 SPX 20-Aug-11 1400 P 52Jun-11 SPX 20-Aug-11 1405 C 3,946Jun-11 SPX 20-Aug-11 1410 C 3,885Jun-11 SPX 20-Aug-11 1415 C 428Jun-11 SPX 20-Aug-11 1420 C 213Jun-11 SPX 20-Aug-11 1425 C 4,671Jun-11 SPX 20-Aug-11 1430 C 409Jun-11 SPX 20-Aug-11 1430 P 2Jun-11 SPX 20-Aug-11 1435 C 22Jun-11 SPX 20-Aug-11 1440 C 626Jun-11 SPX 20-Aug-11 1445 C 26Jun-11 SPX 20-Aug-11 1450 C 5,641Jun-11 SPX 20-Aug-11 1460 C 22Jun-11 SPX 20-Aug-11 1470 C 115Jun-11 SPX 20-Aug-11 1475 C 5,147Jun-11 SPX 20-Aug-11 1480 C 48Jun-11 SPX 20-Aug-11 1485 C 7Jun-11 SPX 20-Aug-11 1490 C 8Jun-11 SPX 20-Aug-11 1500 C 2,002Jun-11 SPX 20-Aug-11 1520 C 2Jun-11 SPX 20-Aug-11 1525 C 5Jun-11 SPX 20-Aug-11 1550 C 203Jun-11 SPX 20-Aug-11 1600 C 52Jun-11 SPX 17-Sep-11 200 C 310Jun-11 SPX 17-Sep-11 225 C 628Jun-11 SPX 17-Sep-11 350 C 110Jun-11 SPX 17-Sep-11 400 C 1,450Jun-11 SPX 17-Sep-11 400 P 968Jun-11 SPX 17-Sep-11 500 C 65,710Jun-11 SPX 17-Sep-11 500 P 65,816Jun-11 SPX 17-Sep-11 550 C 110Jun-11 SPX 17-Sep-11 600 C 810Jun-11 SPX 17-Sep-11 600 P 149Jun-11 SPX 17-Sep-11 625 C 628Jun-11 SPX 17-Sep-11 625 P 22Jun-11 SPX 17-Sep-11 650 P 370Jun-11 SPX 17-Sep-11 675 P 19Jun-11 SPX 17-Sep-11 700 P 2,009Jun-11 SPX 17-Sep-11 725 P 575Jun-11 SPX 17-Sep-11 750 P 150Jun-11 SPX 17-Sep-11 775 P 552Jun-11 SPX 17-Sep-11 800 P 16,199Jun-11 SPX 17-Sep-11 820 P 965
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 17-Sep-11 825 P 380Jun-11 SPX 17-Sep-11 840 P 5Jun-11 SPX 17-Sep-11 850 P 9,984Jun-11 SPX 17-Sep-11 860 P 6Jun-11 SPX 17-Sep-11 875 P 52Jun-11 SPX 17-Sep-11 880 P 88Jun-11 SPX 17-Sep-11 900 C 229Jun-11 SPX 17-Sep-11 900 P 27,405Jun-11 SPX 17-Sep-11 920 P 252Jun-11 SPX 17-Sep-11 925 P 1,495Jun-11 SPX 17-Sep-11 940 P 4,186Jun-11 SPX 17-Sep-11 950 P 19,569Jun-11 SPX 17-Sep-11 960 C 2Jun-11 SPX 17-Sep-11 960 P 523Jun-11 SPX 17-Sep-11 975 P 1,593Jun-11 SPX 17-Sep-11 980 C 20,000Jun-11 SPX 17-Sep-11 980 P 4,757Jun-11 SPX 17-Sep-11 1000 C 153Jun-11 SPX 17-Sep-11 1000 P 25,766Jun-11 SPX 17-Sep-11 1020 P 38Jun-11 SPX 17-Sep-11 1025 P 15,641Jun-11 SPX 17-Sep-11 1040 P 1,008Jun-11 SPX 17-Sep-11 1050 C 55Jun-11 SPX 17-Sep-11 1050 P 20,966Jun-11 SPX 17-Sep-11 1060 P 8,242Jun-11 SPX 17-Sep-11 1075 C 2Jun-11 SPX 17-Sep-11 1075 P 28,166Jun-11 SPX 17-Sep-11 1080 C 85Jun-11 SPX 17-Sep-11 1080 P 1,207Jun-11 SPX 17-Sep-11 1100 C 800Jun-11 SPX 17-Sep-11 1100 P 49,192Jun-11 SPX 17-Sep-11 1110 P 131Jun-11 SPX 17-Sep-11 1120 P 757Jun-11 SPX 17-Sep-11 1125 C 4Jun-11 SPX 17-Sep-11 1125 P 20,245Jun-11 SPX 17-Sep-11 1130 P 16Jun-11 SPX 17-Sep-11 1140 P 775Jun-11 SPX 17-Sep-11 1150 C 104Jun-11 SPX 17-Sep-11 1150 P 57,544Jun-11 SPX 17-Sep-11 1160 C 1Jun-11 SPX 17-Sep-11 1160 P 10,235Jun-11 SPX 17-Sep-11 1170 P 336Jun-11 SPX 17-Sep-11 1175 C 337Jun-11 SPX 17-Sep-11 1175 P 37,943Jun-11 SPX 17-Sep-11 1180 P 1,521Jun-11 SPX 17-Sep-11 1185 P 160Jun-11 SPX 17-Sep-11 1190 P 569Jun-11 SPX 17-Sep-11 1200 C 563
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 17-Sep-11 1200 P 129,909Jun-11 SPX 17-Sep-11 1205 P 10Jun-11 SPX 17-Sep-11 1210 P 192Jun-11 SPX 17-Sep-11 1215 C 30Jun-11 SPX 17-Sep-11 1215 P 1,179Jun-11 SPX 17-Sep-11 1220 P 844Jun-11 SPX 17-Sep-11 1225 C 102Jun-11 SPX 17-Sep-11 1225 P 92,582Jun-11 SPX 17-Sep-11 1230 P 500Jun-11 SPX 17-Sep-11 1235 C 1Jun-11 SPX 17-Sep-11 1235 P 3,180Jun-11 SPX 17-Sep-11 1240 C 8Jun-11 SPX 17-Sep-11 1240 P 6,175Jun-11 SPX 17-Sep-11 1245 C 1Jun-11 SPX 17-Sep-11 1245 P 655Jun-11 SPX 17-Sep-11 1250 C 4,836Jun-11 SPX 17-Sep-11 1250 P 140,066Jun-11 SPX 17-Sep-11 1255 C 4,498Jun-11 SPX 17-Sep-11 1255 P 4,510Jun-11 SPX 17-Sep-11 1260 C 50,977Jun-11 SPX 17-Sep-11 1260 P 55,428Jun-11 SPX 17-Sep-11 1265 C 100,931Jun-11 SPX 17-Sep-11 1265 P 101,602Jun-11 SPX 17-Sep-11 1270 C 88,903Jun-11 SPX 17-Sep-11 1270 P 89,278Jun-11 SPX 17-Sep-11 1275 C 87,349Jun-11 SPX 17-Sep-11 1275 P 141,452Jun-11 SPX 17-Sep-11 1280 C 47,849Jun-11 SPX 17-Sep-11 1280 P 45,664Jun-11 SPX 17-Sep-11 1285 C 54,702Jun-11 SPX 17-Sep-11 1285 P 54,824Jun-11 SPX 17-Sep-11 1290 C 50,675Jun-11 SPX 17-Sep-11 1290 P 47,054Jun-11 SPX 17-Sep-11 1295 C 10,597Jun-11 SPX 17-Sep-11 1295 P 10,550Jun-11 SPX 17-Sep-11 1300 C 213,942Jun-11 SPX 17-Sep-11 1300 P 193,102Jun-11 SPX 17-Sep-11 1305 C 14,456Jun-11 SPX 17-Sep-11 1305 P 13,277Jun-11 SPX 17-Sep-11 1310 C 16,181Jun-11 SPX 17-Sep-11 1310 P 14,486Jun-11 SPX 17-Sep-11 1315 C 34,988Jun-11 SPX 17-Sep-11 1315 P 33,807Jun-11 SPX 17-Sep-11 1320 C 3,059Jun-11 SPX 17-Sep-11 1320 P 1,039Jun-11 SPX 17-Sep-11 1325 C 37,595Jun-11 SPX 17-Sep-11 1325 P 11,250Jun-11 SPX 17-Sep-11 1330 C 2,255
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 17-Sep-11 1330 P 735Jun-11 SPX 17-Sep-11 1335 C 313Jun-11 SPX 17-Sep-11 1335 P 124Jun-11 SPX 17-Sep-11 1340 C 9,303Jun-11 SPX 17-Sep-11 1340 P 1,593Jun-11 SPX 17-Sep-11 1345 C 2,303Jun-11 SPX 17-Sep-11 1350 C 57,412Jun-11 SPX 17-Sep-11 1350 P 2,943Jun-11 SPX 17-Sep-11 1355 C 77Jun-11 SPX 17-Sep-11 1360 C 4,669Jun-11 SPX 17-Sep-11 1360 P 1,584Jun-11 SPX 17-Sep-11 1365 C 1,024Jun-11 SPX 17-Sep-11 1370 C 4,198Jun-11 SPX 17-Sep-11 1375 C 30,333Jun-11 SPX 17-Sep-11 1375 P 120Jun-11 SPX 17-Sep-11 1380 C 2,409Jun-11 SPX 17-Sep-11 1385 C 67Jun-11 SPX 17-Sep-11 1390 C 8,749Jun-11 SPX 17-Sep-11 1390 P 1Jun-11 SPX 17-Sep-11 1395 C 404Jun-11 SPX 17-Sep-11 1400 C 57,681Jun-11 SPX 17-Sep-11 1400 P 1,798Jun-11 SPX 17-Sep-11 1420 C 147Jun-11 SPX 17-Sep-11 1425 C 34,624Jun-11 SPX 17-Sep-11 1425 P 42Jun-11 SPX 17-Sep-11 1440 C 913Jun-11 SPX 17-Sep-11 1440 P 2Jun-11 SPX 17-Sep-11 1450 C 18,268Jun-11 SPX 17-Sep-11 1450 P 2Jun-11 SPX 17-Sep-11 1460 C 399Jun-11 SPX 17-Sep-11 1475 C 6,577Jun-11 SPX 17-Sep-11 1480 C 62Jun-11 SPX 17-Sep-11 1500 C 71,523Jun-11 SPX 17-Sep-11 1500 P 65,910Jun-11 SPX 17-Sep-11 1520 C 89Jun-11 SPX 17-Sep-11 1525 C 107Jun-11 SPX 17-Sep-11 1550 C 2,730Jun-11 SPX 17-Sep-11 1600 C 2,166Jun-11 SPX 17-Sep-11 1600 P 45Jun-11 SPX 17-Sep-11 1650 C 312Jun-11 SPX 17-Sep-11 1700 C 462Jun-11 SPX 17-Sep-11 1750 C 59Jun-11 SPX 17-Sep-11 1800 C 45Jun-11 SPX 17-Sep-11 1800 P 875Jun-11 SPX 17-Sep-11 1900 C 25Jun-11 SPX 17-Sep-11 2000 C 48Jun-11 SPX 17-Sep-11 2000 P 875Jun-11 SPX 17-Sep-11 2500 C 227
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 17-Sep-11 3000 C 879Jun-11 SPX 17-Sep-11 3000 P 45Jun-11 SPX 22-Oct-11 700 P 760Jun-11 SPX 22-Oct-11 750 P 22,840Jun-11 SPX 22-Oct-11 800 P 6,176Jun-11 SPX 22-Oct-11 825 P 50Jun-11 SPX 22-Oct-11 850 P 4,575Jun-11 SPX 22-Oct-11 875 P 185Jun-11 SPX 22-Oct-11 900 P 281Jun-11 SPX 22-Oct-11 925 P 2,234Jun-11 SPX 22-Oct-11 950 P 33Jun-11 SPX 22-Oct-11 975 P 35Jun-11 SPX 22-Oct-11 1000 P 450Jun-11 SPX 22-Oct-11 1025 P 3,048Jun-11 SPX 22-Oct-11 1050 P 210Jun-11 SPX 22-Oct-11 1075 P 5Jun-11 SPX 22-Oct-11 1100 P 2,423Jun-11 SPX 22-Oct-11 1125 P 1,737Jun-11 SPX 22-Oct-11 1150 P 2,280Jun-11 SPX 22-Oct-11 1175 C 3Jun-11 SPX 22-Oct-11 1175 P 1,019Jun-11 SPX 22-Oct-11 1200 C 2Jun-11 SPX 22-Oct-11 1200 P 4,161Jun-11 SPX 22-Oct-11 1225 C 4Jun-11 SPX 22-Oct-11 1225 P 1,506Jun-11 SPX 22-Oct-11 1250 C 13Jun-11 SPX 22-Oct-11 1250 P 3,901Jun-11 SPX 22-Oct-11 1275 C 3,506Jun-11 SPX 22-Oct-11 1275 P 1,471Jun-11 SPX 22-Oct-11 1300 C 2,501Jun-11 SPX 22-Oct-11 1300 P 570Jun-11 SPX 22-Oct-11 1325 C 4,253Jun-11 SPX 22-Oct-11 1325 P 13Jun-11 SPX 22-Oct-11 1350 C 4,270Jun-11 SPX 22-Oct-11 1350 P 533Jun-11 SPX 22-Oct-11 1375 C 2,218Jun-11 SPX 22-Oct-11 1400 C 1,667Jun-11 SPX 22-Oct-11 1400 P 1Jun-11 SPX 22-Oct-11 1425 C 974Jun-11 SPX 22-Oct-11 1450 C 1,802Jun-11 SPX 22-Oct-11 1475 C 50Jun-11 SPX 17-Dec-11 100 P 1,567Jun-11 SPX 17-Dec-11 150 P 737Jun-11 SPX 17-Dec-11 200 C 3Jun-11 SPX 17-Dec-11 200 P 6,025Jun-11 SPX 17-Dec-11 225 P 7,196Jun-11 SPX 17-Dec-11 250 P 78,851Jun-11 SPX 17-Dec-11 275 P 7,898
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 17-Dec-11 280 P 6,268Jun-11 SPX 17-Dec-11 300 C 1Jun-11 SPX 17-Dec-11 300 P 8,608Jun-11 SPX 17-Dec-11 325 P 2,645Jun-11 SPX 17-Dec-11 350 P 1,976Jun-11 SPX 17-Dec-11 375 P 80Jun-11 SPX 17-Dec-11 400 P 926Jun-11 SPX 17-Dec-11 475 P 10Jun-11 SPX 17-Dec-11 500 C 7,525Jun-11 SPX 17-Dec-11 500 P 10,780Jun-11 SPX 17-Dec-11 525 P 7,920Jun-11 SPX 17-Dec-11 550 P 8,969Jun-11 SPX 17-Dec-11 575 P 5,539Jun-11 SPX 17-Dec-11 600 P 2,596Jun-11 SPX 17-Dec-11 650 P 122Jun-11 SPX 17-Dec-11 675 P 50Jun-11 SPX 17-Dec-11 700 C 7Jun-11 SPX 17-Dec-11 700 P 4,714Jun-11 SPX 17-Dec-11 725 P 25Jun-11 SPX 17-Dec-11 750 P 36,795Jun-11 SPX 17-Dec-11 770 P 704Jun-11 SPX 17-Dec-11 775 P 292Jun-11 SPX 17-Dec-11 800 C 2Jun-11 SPX 17-Dec-11 800 P 10,089Jun-11 SPX 17-Dec-11 825 P 480Jun-11 SPX 17-Dec-11 850 P 1,001Jun-11 SPX 17-Dec-11 875 P 11,372Jun-11 SPX 17-Dec-11 900 C 100Jun-11 SPX 17-Dec-11 900 P 21,352Jun-11 SPX 17-Dec-11 920 P 1Jun-11 SPX 17-Dec-11 925 P 5,807Jun-11 SPX 17-Dec-11 950 P 13,943Jun-11 SPX 17-Dec-11 975 P 9,297Jun-11 SPX 17-Dec-11 1000 C 6Jun-11 SPX 17-Dec-11 1000 P 61,155Jun-11 SPX 17-Dec-11 1025 C 5Jun-11 SPX 17-Dec-11 1025 P 1,814Jun-11 SPX 17-Dec-11 1030 P 304Jun-11 SPX 17-Dec-11 1050 C 2,001Jun-11 SPX 17-Dec-11 1050 P 12,343Jun-11 SPX 17-Dec-11 1075 C 4Jun-11 SPX 17-Dec-11 1075 P 4,011Jun-11 SPX 17-Dec-11 1090 P 466Jun-11 SPX 17-Dec-11 1095 P 500Jun-11 SPX 17-Dec-11 1100 C 2,054Jun-11 SPX 17-Dec-11 1100 P 61,704Jun-11 SPX 17-Dec-11 1125 P 12,431Jun-11 SPX 17-Dec-11 1140 P 153
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 17-Dec-11 1150 C 6Jun-11 SPX 17-Dec-11 1150 P 40,572Jun-11 SPX 17-Dec-11 1175 C 336Jun-11 SPX 17-Dec-11 1175 P 33,954Jun-11 SPX 17-Dec-11 1180 P 152Jun-11 SPX 17-Dec-11 1185 P 4Jun-11 SPX 17-Dec-11 1200 C 813Jun-11 SPX 17-Dec-11 1200 P 76,881Jun-11 SPX 17-Dec-11 1225 C 1,508Jun-11 SPX 17-Dec-11 1225 P 21,921Jun-11 SPX 17-Dec-11 1245 P 909Jun-11 SPX 17-Dec-11 1250 C 1,661Jun-11 SPX 17-Dec-11 1250 P 44,969Jun-11 SPX 17-Dec-11 1275 C 20,402Jun-11 SPX 17-Dec-11 1275 P 28,779Jun-11 SPX 17-Dec-11 1285 C 2,791Jun-11 SPX 17-Dec-11 1285 P 1,586Jun-11 SPX 17-Dec-11 1300 C 44,343Jun-11 SPX 17-Dec-11 1300 P 36,540Jun-11 SPX 17-Dec-11 1325 C 37,339Jun-11 SPX 17-Dec-11 1325 P 2,164Jun-11 SPX 17-Dec-11 1335 C 1,697Jun-11 SPX 17-Dec-11 1335 P 14Jun-11 SPX 17-Dec-11 1350 C 42,925Jun-11 SPX 17-Dec-11 1350 P 871Jun-11 SPX 17-Dec-11 1375 C 23,353Jun-11 SPX 17-Dec-11 1375 P 1,194Jun-11 SPX 17-Dec-11 1400 C 40,566Jun-11 SPX 17-Dec-11 1400 P 1,570Jun-11 SPX 17-Dec-11 1415 C 10Jun-11 SPX 17-Dec-11 1420 C 184Jun-11 SPX 17-Dec-11 1420 P 600Jun-11 SPX 17-Dec-11 1425 C 11,266Jun-11 SPX 17-Dec-11 1425 P 1Jun-11 SPX 17-Dec-11 1450 C 32,705Jun-11 SPX 17-Dec-11 1475 C 3,595Jun-11 SPX 17-Dec-11 1500 C 65,651Jun-11 SPX 17-Dec-11 1500 P 7,359Jun-11 SPX 17-Dec-11 1525 C 826Jun-11 SPX 17-Dec-11 1550 C 33,572Jun-11 SPX 17-Dec-11 1550 P 10Jun-11 SPX 17-Dec-11 1600 C 9,025Jun-11 SPX 17-Dec-11 1600 P 7Jun-11 SPX 17-Dec-11 1700 C 2,795Jun-11 SPX 17-Dec-11 1800 C 591Jun-11 SPX 17-Dec-11 1900 C 970Jun-11 SPX 17-Dec-11 2000 C 609Jun-11 SPX 17-Dec-11 2250 C 27
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 17-Dec-11 2250 P 15Jun-11 SPX 17-Dec-11 2500 C 18Jun-11 SPX 17-Dec-11 2500 P 22Jun-11 SPX 17-Dec-11 3000 C 54Jun-11 SPX 17-Dec-11 3000 P 38Jun-11 SPX 17-Mar-12 400 P 10Jun-11 SPX 17-Mar-12 500 C 1,300Jun-11 SPX 17-Mar-12 500 P 1,300Jun-11 SPX 17-Mar-12 600 P 2,002Jun-11 SPX 17-Mar-12 650 P 6,344Jun-11 SPX 17-Mar-12 700 P 2,000Jun-11 SPX 17-Mar-12 750 P 1,806Jun-11 SPX 17-Mar-12 800 P 2,852Jun-11 SPX 17-Mar-12 850 P 766Jun-11 SPX 17-Mar-12 875 P 5Jun-11 SPX 17-Mar-12 900 P 1,004Jun-11 SPX 17-Mar-12 925 P 30Jun-11 SPX 17-Mar-12 950 P 7Jun-11 SPX 17-Mar-12 975 P 501Jun-11 SPX 17-Mar-12 1000 P 7,159Jun-11 SPX 17-Mar-12 1025 P 1,165Jun-11 SPX 17-Mar-12 1050 P 2,225Jun-11 SPX 17-Mar-12 1075 P 151Jun-11 SPX 17-Mar-12 1100 C 20Jun-11 SPX 17-Mar-12 1100 P 28,989Jun-11 SPX 17-Mar-12 1125 P 2,858Jun-11 SPX 17-Mar-12 1150 C 15Jun-11 SPX 17-Mar-12 1150 P 12,303Jun-11 SPX 17-Mar-12 1175 P 4,286Jun-11 SPX 17-Mar-12 1200 C 1Jun-11 SPX 17-Mar-12 1200 P 36,607Jun-11 SPX 17-Mar-12 1225 P 8,576Jun-11 SPX 17-Mar-12 1250 C 5,888Jun-11 SPX 17-Mar-12 1250 P 8,781Jun-11 SPX 17-Mar-12 1275 C 8,207Jun-11 SPX 17-Mar-12 1275 P 11,307Jun-11 SPX 17-Mar-12 1300 C 30,670Jun-11 SPX 17-Mar-12 1300 P 36,805Jun-11 SPX 17-Mar-12 1325 C 2,986Jun-11 SPX 17-Mar-12 1325 P 4,744Jun-11 SPX 17-Mar-12 1350 C 4,957Jun-11 SPX 17-Mar-12 1350 P 452Jun-11 SPX 17-Mar-12 1360 C 300Jun-11 SPX 17-Mar-12 1375 C 3,227Jun-11 SPX 17-Mar-12 1400 C 11,856Jun-11 SPX 17-Mar-12 1400 P 590Jun-11 SPX 17-Mar-12 1425 C 734Jun-11 SPX 17-Mar-12 1450 C 3,164
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 17-Mar-12 1475 C 865Jun-11 SPX 17-Mar-12 1500 C 6,634Jun-11 SPX 17-Mar-12 1500 P 1,624Jun-11 SPX 17-Mar-12 1550 C 18Jun-11 SPX 17-Mar-12 1600 C 100Jun-11 SPX 17-Mar-12 1650 C 2Jun-11 SPX 17-Mar-12 1700 C 1Jun-11 SPX 16-Jun-12 100 C 1Jun-11 SPX 16-Jun-12 200 P 2,118Jun-11 SPX 16-Jun-12 300 P 50Jun-11 SPX 16-Jun-12 400 P 3Jun-11 SPX 16-Jun-12 500 C 4Jun-11 SPX 16-Jun-12 500 P 24Jun-11 SPX 16-Jun-12 600 P 542Jun-11 SPX 16-Jun-12 650 P 2Jun-11 SPX 16-Jun-12 750 P 1Jun-11 SPX 16-Jun-12 800 P 86Jun-11 SPX 16-Jun-12 850 P 435Jun-11 SPX 16-Jun-12 875 P 16Jun-11 SPX 16-Jun-12 900 P 930Jun-11 SPX 16-Jun-12 925 P 4,006Jun-11 SPX 16-Jun-12 950 P 1,946Jun-11 SPX 16-Jun-12 975 P 572Jun-11 SPX 16-Jun-12 1000 P 8,265Jun-11 SPX 16-Jun-12 1025 P 205Jun-11 SPX 16-Jun-12 1050 P 6,397Jun-11 SPX 16-Jun-12 1075 P 214Jun-11 SPX 16-Jun-12 1100 C 6Jun-11 SPX 16-Jun-12 1100 P 17,209Jun-11 SPX 16-Jun-12 1125 C 3Jun-11 SPX 16-Jun-12 1125 P 973Jun-11 SPX 16-Jun-12 1150 C 5Jun-11 SPX 16-Jun-12 1150 P 3,400Jun-11 SPX 16-Jun-12 1175 P 2,231Jun-11 SPX 16-Jun-12 1200 C 2Jun-11 SPX 16-Jun-12 1200 P 7,240Jun-11 SPX 16-Jun-12 1225 C 534Jun-11 SPX 16-Jun-12 1225 P 791Jun-11 SPX 16-Jun-12 1250 C 190Jun-11 SPX 16-Jun-12 1250 P 4,760Jun-11 SPX 16-Jun-12 1275 C 4,826Jun-11 SPX 16-Jun-12 1275 P 3,403Jun-11 SPX 16-Jun-12 1300 C 4,863Jun-11 SPX 16-Jun-12 1300 P 11,899Jun-11 SPX 16-Jun-12 1325 C 4,937Jun-11 SPX 16-Jun-12 1325 P 1,353Jun-11 SPX 16-Jun-12 1350 C 2,857Jun-11 SPX 16-Jun-12 1350 P 509
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 16-Jun-12 1375 C 1,628Jun-11 SPX 16-Jun-12 1400 C 5,432Jun-11 SPX 16-Jun-12 1400 P 249Jun-11 SPX 16-Jun-12 1425 C 1,630Jun-11 SPX 16-Jun-12 1450 C 1,317Jun-11 SPX 16-Jun-12 1475 C 23Jun-11 SPX 16-Jun-12 1500 C 9,424Jun-11 SPX 16-Jun-12 1500 P 6Jun-11 SPX 16-Jun-12 1550 C 3,602Jun-11 SPX 16-Jun-12 1550 P 130Jun-11 SPX 16-Jun-12 1600 C 1,598Jun-11 SPX 16-Jun-12 1700 C 4Jun-11 SPX 16-Jun-12 1900 C 18Jun-11 SPX 16-Jun-12 2000 C 40Jun-11 SPX 16-Jun-12 2250 P 3Jun-11 SPX 16-Jun-12 2500 C 16Jun-11 SPX 16-Jun-12 3000 C 66Jun-11 SPX 22-Dec-12 100 P 444Jun-11 SPX 22-Dec-12 200 P 2,648Jun-11 SPX 22-Dec-12 250 P 2,932Jun-11 SPX 22-Dec-12 400 P 151Jun-11 SPX 22-Dec-12 500 C 5Jun-11 SPX 22-Dec-12 500 P 2,537Jun-11 SPX 22-Dec-12 550 C 5Jun-11 SPX 22-Dec-12 550 P 1,817Jun-11 SPX 22-Dec-12 600 C 5Jun-11 SPX 22-Dec-12 600 P 1,559Jun-11 SPX 22-Dec-12 650 P 154Jun-11 SPX 22-Dec-12 675 P 216Jun-11 SPX 22-Dec-12 700 C 1Jun-11 SPX 22-Dec-12 700 P 501Jun-11 SPX 22-Dec-12 750 P 249Jun-11 SPX 22-Dec-12 800 P 12Jun-11 SPX 22-Dec-12 850 P 3,276Jun-11 SPX 22-Dec-12 900 P 8,942Jun-11 SPX 22-Dec-12 925 C 2Jun-11 SPX 22-Dec-12 925 P 700Jun-11 SPX 22-Dec-12 950 P 802Jun-11 SPX 22-Dec-12 1000 P 8,317Jun-11 SPX 22-Dec-12 1025 C 2Jun-11 SPX 22-Dec-12 1025 P 1Jun-11 SPX 22-Dec-12 1050 C 2Jun-11 SPX 22-Dec-12 1050 P 1,749Jun-11 SPX 22-Dec-12 1075 C 1Jun-11 SPX 22-Dec-12 1075 P 12Jun-11 SPX 22-Dec-12 1100 C 2,500Jun-11 SPX 22-Dec-12 1100 P 3,377Jun-11 SPX 22-Dec-12 1125 P 100
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 22-Dec-12 1150 C 1,750Jun-11 SPX 22-Dec-12 1150 P 3,402Jun-11 SPX 22-Dec-12 1175 P 1,875Jun-11 SPX 22-Dec-12 1200 C 4,659Jun-11 SPX 22-Dec-12 1200 P 12,817Jun-11 SPX 22-Dec-12 1220 P 3Jun-11 SPX 22-Dec-12 1225 P 992Jun-11 SPX 22-Dec-12 1250 C 253Jun-11 SPX 22-Dec-12 1250 P 12,788Jun-11 SPX 22-Dec-12 1275 C 3,266Jun-11 SPX 22-Dec-12 1275 P 10,954Jun-11 SPX 22-Dec-12 1300 C 13,059Jun-11 SPX 22-Dec-12 1300 P 11,707Jun-11 SPX 22-Dec-12 1325 C 10,213Jun-11 SPX 22-Dec-12 1325 P 4,216Jun-11 SPX 22-Dec-12 1350 C 4,571Jun-11 SPX 22-Dec-12 1350 P 813Jun-11 SPX 22-Dec-12 1375 C 252Jun-11 SPX 22-Dec-12 1375 P 1Jun-11 SPX 22-Dec-12 1400 C 3,084Jun-11 SPX 22-Dec-12 1400 P 2,001Jun-11 SPX 22-Dec-12 1425 C 5Jun-11 SPX 22-Dec-12 1450 C 1,102Jun-11 SPX 22-Dec-12 1500 C 7,257Jun-11 SPX 22-Dec-12 1500 P 190Jun-11 SPX 22-Dec-12 1550 C 1,550Jun-11 SPX 22-Dec-12 1600 C 16,960Jun-11 SPX 22-Dec-12 1600 P 1Jun-11 SPX 22-Dec-12 1650 C 750Jun-11 SPX 22-Dec-12 1700 C 500Jun-11 SPX 22-Dec-12 1700 P 144Jun-11 SPX 22-Dec-12 1750 C 103Jun-11 SPX 22-Dec-12 1800 C 200Jun-11 SPX 22-Dec-12 1800 P 7Jun-11 SPX 22-Dec-12 2000 C 1,151Jun-11 SPX 22-Dec-12 2250 P 11Jun-11 SPX 22-Dec-12 2500 C 21Jun-11 SPX 22-Dec-12 2500 P 10Jun-11 SPX 22-Dec-12 3000 C 18Jun-11 SPX 22-Jun-13 700 P 1Jun-11 SPX 22-Jun-13 750 C 500Jun-11 SPX 22-Jun-13 800 P 4Jun-11 SPX 22-Jun-13 900 P 325Jun-11 SPX 22-Jun-13 1050 P 50Jun-11 SPX 22-Jun-13 1100 P 3,070Jun-11 SPX 22-Jun-13 1200 P 500Jun-11 SPX 22-Jun-13 1250 P 1,900Jun-11 SPX 22-Jun-13 1275 P 7,227
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 22-Jun-13 1300 C 331Jun-11 SPX 22-Jun-13 1300 P 56Jun-11 SPX 22-Jun-13 1350 P 2Jun-11 SPX 22-Jun-13 1500 C 1,004Jun-11 SPX 22-Jun-13 1700 C 200Jun-11 SPX 21-Dec-13 100 C 2Jun-11 SPX 21-Dec-13 100 P 1,698Jun-11 SPX 21-Dec-13 200 C 84Jun-11 SPX 21-Dec-13 200 P 440Jun-11 SPX 21-Dec-13 250 C 2Jun-11 SPX 21-Dec-13 250 P 680Jun-11 SPX 21-Dec-13 300 P 20Jun-11 SPX 21-Dec-13 400 C 12Jun-11 SPX 21-Dec-13 400 P 66Jun-11 SPX 21-Dec-13 450 P 37Jun-11 SPX 21-Dec-13 500 P 20Jun-11 SPX 21-Dec-13 550 P 10Jun-11 SPX 21-Dec-13 600 P 26Jun-11 SPX 21-Dec-13 650 P 592Jun-11 SPX 21-Dec-13 700 C 12Jun-11 SPX 21-Dec-13 700 P 111Jun-11 SPX 21-Dec-13 750 C 502Jun-11 SPX 21-Dec-13 750 P 102Jun-11 SPX 21-Dec-13 800 C 86Jun-11 SPX 21-Dec-13 800 P 860Jun-11 SPX 21-Dec-13 850 P 2,003Jun-11 SPX 21-Dec-13 900 C 2Jun-11 SPX 21-Dec-13 900 P 168Jun-11 SPX 21-Dec-13 950 P 3Jun-11 SPX 21-Dec-13 1000 C 11Jun-11 SPX 21-Dec-13 1000 P 3,136Jun-11 SPX 21-Dec-13 1025 C 2Jun-11 SPX 21-Dec-13 1025 P 1Jun-11 SPX 21-Dec-13 1050 C 2Jun-11 SPX 21-Dec-13 1050 P 1,660Jun-11 SPX 21-Dec-13 1075 C 1Jun-11 SPX 21-Dec-13 1075 P 1Jun-11 SPX 21-Dec-13 1100 C 1Jun-11 SPX 21-Dec-13 1100 P 828Jun-11 SPX 21-Dec-13 1150 C 750Jun-11 SPX 21-Dec-13 1150 P 5Jun-11 SPX 21-Dec-13 1175 C 215Jun-11 SPX 21-Dec-13 1175 P 220Jun-11 SPX 21-Dec-13 1200 C 6Jun-11 SPX 21-Dec-13 1200 P 3,952Jun-11 SPX 21-Dec-13 1225 P 1,150Jun-11 SPX 21-Dec-13 1250 C 390Jun-11 SPX 21-Dec-13 1250 P 1,591
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPX 21-Dec-13 1275 C 1,345Jun-11 SPX 21-Dec-13 1275 P 1,645Jun-11 SPX 21-Dec-13 1300 C 6,795Jun-11 SPX 21-Dec-13 1300 P 4,347Jun-11 SPX 21-Dec-13 1325 C 1,055Jun-11 SPX 21-Dec-13 1325 P 1,050Jun-11 SPX 21-Dec-13 1350 C 1,252Jun-11 SPX 21-Dec-13 1350 P 1,100Jun-11 SPX 21-Dec-13 1375 C 405Jun-11 SPX 21-Dec-13 1400 C 630Jun-11 SPX 21-Dec-13 1450 C 958Jun-11 SPX 21-Dec-13 1500 C 200Jun-11 SPX 21-Dec-13 1550 C 3Jun-11 SPX 21-Dec-13 1600 C 1,100Jun-11 SPX 21-Dec-13 1650 C 6Jun-11 SPX 21-Dec-13 1700 C 1,852Jun-11 SPX 21-Dec-13 1900 C 1Jun-11 SPX 21-Dec-13 1900 P 1Jun-11 SPX 21-Dec-13 2000 C 60Jun-11 SPX 21-Dec-13 2000 P 10Jun-11 SPX 21-Dec-13 2250 C 100Jun-11 SPX 21-Dec-13 2250 P 18Jun-11 SPX 21-Dec-13 2500 P 32Jun-11 SPX 21-Dec-13 3000 P 40Jun-11 SPXW 03-Jun-11 1125 P 2Jun-11 SPXW 03-Jun-11 1150 P 1,628Jun-11 SPXW 03-Jun-11 1175 P 3,041Jun-11 SPXW 03-Jun-11 1200 P 2,201Jun-11 SPXW 03-Jun-11 1225 P 3,413Jun-11 SPXW 03-Jun-11 1240 P 1,097Jun-11 SPXW 03-Jun-11 1245 P 691Jun-11 SPXW 03-Jun-11 1250 P 5,632Jun-11 SPXW 03-Jun-11 1255 P 964Jun-11 SPXW 03-Jun-11 1260 C 3Jun-11 SPXW 03-Jun-11 1260 P 2,777Jun-11 SPXW 03-Jun-11 1265 P 2,905Jun-11 SPXW 03-Jun-11 1270 C 24Jun-11 SPXW 03-Jun-11 1270 P 2,019Jun-11 SPXW 03-Jun-11 1275 P 8,844Jun-11 SPXW 03-Jun-11 1280 C 39Jun-11 SPXW 03-Jun-11 1280 P 4,958Jun-11 SPXW 03-Jun-11 1285 C 9Jun-11 SPXW 03-Jun-11 1285 P 9,059Jun-11 SPXW 03-Jun-11 1290 C 113Jun-11 SPXW 03-Jun-11 1290 P 9,186Jun-11 SPXW 03-Jun-11 1295 C 221Jun-11 SPXW 03-Jun-11 1295 P 10,956Jun-11 SPXW 03-Jun-11 1300 C 2,668
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPXW 03-Jun-11 1300 P 25,194Jun-11 SPXW 03-Jun-11 1305 C 3,012Jun-11 SPXW 03-Jun-11 1305 P 15,769Jun-11 SPXW 03-Jun-11 1310 C 5,032Jun-11 SPXW 03-Jun-11 1310 P 7,044Jun-11 SPXW 03-Jun-11 1315 C 5,984Jun-11 SPXW 03-Jun-11 1315 P 2,828Jun-11 SPXW 03-Jun-11 1320 C 4,798Jun-11 SPXW 03-Jun-11 1320 P 1,541Jun-11 SPXW 03-Jun-11 1325 C 3,385Jun-11 SPXW 03-Jun-11 1325 P 3,551Jun-11 SPXW 03-Jun-11 1330 C 6,129Jun-11 SPXW 03-Jun-11 1330 P 3,384Jun-11 SPXW 03-Jun-11 1335 C 22,884Jun-11 SPXW 03-Jun-11 1335 P 305Jun-11 SPXW 03-Jun-11 1340 C 8,845Jun-11 SPXW 03-Jun-11 1340 P 258Jun-11 SPXW 03-Jun-11 1345 C 26,931Jun-11 SPXW 03-Jun-11 1345 P 40Jun-11 SPXW 03-Jun-11 1350 C 4,735Jun-11 SPXW 03-Jun-11 1350 P 93Jun-11 SPXW 03-Jun-11 1355 C 3,007Jun-11 SPXW 03-Jun-11 1355 P 46Jun-11 SPXW 03-Jun-11 1360 C 5,304Jun-11 SPXW 03-Jun-11 1360 P 6Jun-11 SPXW 03-Jun-11 1365 C 1,801Jun-11 SPXW 03-Jun-11 1370 C 2,247Jun-11 SPXW 03-Jun-11 1370 P 11Jun-11 SPXW 03-Jun-11 1375 C 1,758Jun-11 SPXW 03-Jun-11 1375 P 2Jun-11 SPXW 03-Jun-11 1380 C 706Jun-11 SPXW 03-Jun-11 1385 C 549Jun-11 SPXW 03-Jun-11 1400 C 325Jun-11 SPXW 03-Jun-11 1425 C 45Jun-11 SPXW 10-Jun-11 1050 C 10Jun-11 SPXW 10-Jun-11 1050 P 5,800Jun-11 SPXW 10-Jun-11 1075 P 1,441Jun-11 SPXW 10-Jun-11 1100 C 10Jun-11 SPXW 10-Jun-11 1100 P 11,895Jun-11 SPXW 10-Jun-11 1125 P 20,549Jun-11 SPXW 10-Jun-11 1150 P 9,792Jun-11 SPXW 10-Jun-11 1175 C 27Jun-11 SPXW 10-Jun-11 1175 P 12,234Jun-11 SPXW 10-Jun-11 1200 C 11Jun-11 SPXW 10-Jun-11 1200 P 11,098Jun-11 SPXW 10-Jun-11 1205 P 339Jun-11 SPXW 10-Jun-11 1210 P 1,781Jun-11 SPXW 10-Jun-11 1215 P 69
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPXW 10-Jun-11 1220 C 10Jun-11 SPXW 10-Jun-11 1220 P 3,507Jun-11 SPXW 10-Jun-11 1225 P 9,973Jun-11 SPXW 10-Jun-11 1230 C 50Jun-11 SPXW 10-Jun-11 1230 P 6,191Jun-11 SPXW 10-Jun-11 1235 P 3,860Jun-11 SPXW 10-Jun-11 1240 P 6,472Jun-11 SPXW 10-Jun-11 1245 C 35Jun-11 SPXW 10-Jun-11 1245 P 7,222Jun-11 SPXW 10-Jun-11 1250 C 14Jun-11 SPXW 10-Jun-11 1250 P 17,102Jun-11 SPXW 10-Jun-11 1255 P 14,506Jun-11 SPXW 10-Jun-11 1260 C 38Jun-11 SPXW 10-Jun-11 1260 P 9,985Jun-11 SPXW 10-Jun-11 1265 C 118Jun-11 SPXW 10-Jun-11 1265 P 18,735Jun-11 SPXW 10-Jun-11 1270 C 466Jun-11 SPXW 10-Jun-11 1270 P 12,182Jun-11 SPXW 10-Jun-11 1275 C 4,027Jun-11 SPXW 10-Jun-11 1275 P 14,772Jun-11 SPXW 10-Jun-11 1280 C 5,463Jun-11 SPXW 10-Jun-11 1280 P 5,423Jun-11 SPXW 10-Jun-11 1285 C 4,041Jun-11 SPXW 10-Jun-11 1285 P 5,438Jun-11 SPXW 10-Jun-11 1290 C 4,327Jun-11 SPXW 10-Jun-11 1290 P 3,670Jun-11 SPXW 10-Jun-11 1295 C 4,009Jun-11 SPXW 10-Jun-11 1295 P 3,381Jun-11 SPXW 10-Jun-11 1300 C 7,397Jun-11 SPXW 10-Jun-11 1300 P 12,745Jun-11 SPXW 10-Jun-11 1305 C 15,768Jun-11 SPXW 10-Jun-11 1305 P 4,392Jun-11 SPXW 10-Jun-11 1310 C 21,464Jun-11 SPXW 10-Jun-11 1310 P 563Jun-11 SPXW 10-Jun-11 1315 C 8,980Jun-11 SPXW 10-Jun-11 1315 P 258Jun-11 SPXW 10-Jun-11 1320 C 6,049Jun-11 SPXW 10-Jun-11 1320 P 465Jun-11 SPXW 10-Jun-11 1325 C 6,849Jun-11 SPXW 10-Jun-11 1325 P 2,309Jun-11 SPXW 10-Jun-11 1330 C 5,346Jun-11 SPXW 10-Jun-11 1330 P 110Jun-11 SPXW 10-Jun-11 1335 C 4,099Jun-11 SPXW 10-Jun-11 1335 P 128Jun-11 SPXW 10-Jun-11 1340 C 2,502Jun-11 SPXW 10-Jun-11 1340 P 36Jun-11 SPXW 10-Jun-11 1345 C 2,502Jun-11 SPXW 10-Jun-11 1345 P 10
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPXW 10-Jun-11 1350 C 3,174Jun-11 SPXW 10-Jun-11 1355 C 873Jun-11 SPXW 10-Jun-11 1360 C 1,005Jun-11 SPXW 10-Jun-11 1365 C 561Jun-11 SPXW 10-Jun-11 1370 C 600Jun-11 SPXW 10-Jun-11 1375 C 2,609Jun-11 SPXW 10-Jun-11 1380 C 219Jun-11 SPXW 10-Jun-11 1385 C 284Jun-11 SPXW 10-Jun-11 1400 C 139Jun-11 SPXW 10-Jun-11 1425 C 87Jun-11 SPXW 10-Jun-11 1450 C 189Jun-11 SPXW 24-Jun-11 1000 C 20Jun-11 SPXW 24-Jun-11 1000 P 8,537Jun-11 SPXW 24-Jun-11 1025 C 108Jun-11 SPXW 24-Jun-11 1025 P 4,348Jun-11 SPXW 24-Jun-11 1050 C 1Jun-11 SPXW 24-Jun-11 1050 P 11,302Jun-11 SPXW 24-Jun-11 1075 C 10Jun-11 SPXW 24-Jun-11 1075 P 14,570Jun-11 SPXW 24-Jun-11 1100 P 7,982Jun-11 SPXW 24-Jun-11 1125 P 13,610Jun-11 SPXW 24-Jun-11 1150 C 50Jun-11 SPXW 24-Jun-11 1150 P 20,948Jun-11 SPXW 24-Jun-11 1160 P 676Jun-11 SPXW 24-Jun-11 1165 P 682Jun-11 SPXW 24-Jun-11 1170 P 1,254Jun-11 SPXW 24-Jun-11 1175 C 7Jun-11 SPXW 24-Jun-11 1175 P 12,337Jun-11 SPXW 24-Jun-11 1180 P 350Jun-11 SPXW 24-Jun-11 1185 P 642Jun-11 SPXW 24-Jun-11 1190 P 2,637Jun-11 SPXW 24-Jun-11 1195 P 2,251Jun-11 SPXW 24-Jun-11 1200 C 21Jun-11 SPXW 24-Jun-11 1200 P 11,693Jun-11 SPXW 24-Jun-11 1205 C 10Jun-11 SPXW 24-Jun-11 1205 P 2,560Jun-11 SPXW 24-Jun-11 1210 P 2,154Jun-11 SPXW 24-Jun-11 1215 C 1Jun-11 SPXW 24-Jun-11 1215 P 2,199Jun-11 SPXW 24-Jun-11 1220 C 47Jun-11 SPXW 24-Jun-11 1220 P 3,032Jun-11 SPXW 24-Jun-11 1225 C 140Jun-11 SPXW 24-Jun-11 1225 P 29,307Jun-11 SPXW 24-Jun-11 1230 C 10Jun-11 SPXW 24-Jun-11 1230 P 4,005Jun-11 SPXW 24-Jun-11 1235 P 4,747Jun-11 SPXW 24-Jun-11 1240 C 36Jun-11 SPXW 24-Jun-11 1240 P 14,783
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPXW 24-Jun-11 1245 P 6,857Jun-11 SPXW 24-Jun-11 1250 C 244Jun-11 SPXW 24-Jun-11 1250 P 27,319Jun-11 SPXW 24-Jun-11 1255 C 93Jun-11 SPXW 24-Jun-11 1255 P 13,195Jun-11 SPXW 24-Jun-11 1260 C 420Jun-11 SPXW 24-Jun-11 1260 P 20,822Jun-11 SPXW 24-Jun-11 1265 C 931Jun-11 SPXW 24-Jun-11 1265 P 9,058Jun-11 SPXW 24-Jun-11 1270 C 5,429Jun-11 SPXW 24-Jun-11 1270 P 7,034Jun-11 SPXW 24-Jun-11 1275 C 8,350Jun-11 SPXW 24-Jun-11 1275 P 6,506Jun-11 SPXW 24-Jun-11 1280 C 8,771Jun-11 SPXW 24-Jun-11 1280 P 4,430Jun-11 SPXW 24-Jun-11 1285 C 9,279Jun-11 SPXW 24-Jun-11 1285 P 1,189Jun-11 SPXW 24-Jun-11 1290 C 6,880Jun-11 SPXW 24-Jun-11 1290 P 2,050Jun-11 SPXW 24-Jun-11 1295 C 6,641Jun-11 SPXW 24-Jun-11 1295 P 1,881Jun-11 SPXW 24-Jun-11 1300 C 8,621Jun-11 SPXW 24-Jun-11 1300 P 1,403Jun-11 SPXW 24-Jun-11 1305 C 5,637Jun-11 SPXW 24-Jun-11 1305 P 41Jun-11 SPXW 24-Jun-11 1310 C 9,590Jun-11 SPXW 24-Jun-11 1310 P 31Jun-11 SPXW 24-Jun-11 1315 C 16,407Jun-11 SPXW 24-Jun-11 1315 P 138Jun-11 SPXW 24-Jun-11 1320 C 24,688Jun-11 SPXW 24-Jun-11 1320 P 42Jun-11 SPXW 24-Jun-11 1325 C 8,236Jun-11 SPXW 24-Jun-11 1325 P 22Jun-11 SPXW 24-Jun-11 1330 C 17,569Jun-11 SPXW 24-Jun-11 1330 P 39Jun-11 SPXW 24-Jun-11 1350 C 4,539Jun-11 SPXW 24-Jun-11 1350 P 6Jun-11 SPXW 24-Jun-11 1360 C 2,317Jun-11 SPXW 24-Jun-11 1360 P 20Jun-11 SPXW 24-Jun-11 1375 C 1,002Jun-11 SPXW 24-Jun-11 1375 P 60Jun-11 SPXW 24-Jun-11 1400 C 234Jun-11 SPXW 24-Jun-11 1400 P 70Jun-11 SPXW 01-Jul-11 1000 P 3,195Jun-11 SPXW 01-Jul-11 1025 P 21Jun-11 SPXW 01-Jul-11 1050 P 1,309Jun-11 SPXW 01-Jul-11 1075 P 9,791Jun-11 SPXW 01-Jul-11 1100 P 20,832
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPXW 01-Jul-11 1125 C 1Jun-11 SPXW 01-Jul-11 1125 P 7,959Jun-11 SPXW 01-Jul-11 1150 P 5,136Jun-11 SPXW 01-Jul-11 1175 P 7,009Jun-11 SPXW 01-Jul-11 1180 P 170Jun-11 SPXW 01-Jul-11 1185 P 358Jun-11 SPXW 01-Jul-11 1190 P 1,368Jun-11 SPXW 01-Jul-11 1195 P 1,924Jun-11 SPXW 01-Jul-11 1200 P 9,786Jun-11 SPXW 01-Jul-11 1205 C 11Jun-11 SPXW 01-Jul-11 1205 P 2,438Jun-11 SPXW 01-Jul-11 1210 C 11Jun-11 SPXW 01-Jul-11 1210 P 10,714Jun-11 SPXW 01-Jul-11 1215 P 2,290Jun-11 SPXW 01-Jul-11 1220 P 12,025Jun-11 SPXW 01-Jul-11 1225 P 8,101Jun-11 SPXW 01-Jul-11 1230 C 40Jun-11 SPXW 01-Jul-11 1230 P 2,052Jun-11 SPXW 01-Jul-11 1235 P 2,314Jun-11 SPXW 01-Jul-11 1240 C 27Jun-11 SPXW 01-Jul-11 1240 P 4,157Jun-11 SPXW 01-Jul-11 1245 P 2,839Jun-11 SPXW 01-Jul-11 1250 C 48Jun-11 SPXW 01-Jul-11 1250 P 11,079Jun-11 SPXW 01-Jul-11 1255 P 1,250Jun-11 SPXW 01-Jul-11 1260 C 14Jun-11 SPXW 01-Jul-11 1260 P 4,203Jun-11 SPXW 01-Jul-11 1265 C 34Jun-11 SPXW 01-Jul-11 1265 P 4,789Jun-11 SPXW 01-Jul-11 1270 C 553Jun-11 SPXW 01-Jul-11 1270 P 5,934Jun-11 SPXW 01-Jul-11 1275 C 2,171Jun-11 SPXW 01-Jul-11 1275 P 3,890Jun-11 SPXW 01-Jul-11 1280 C 1,156Jun-11 SPXW 01-Jul-11 1280 P 3,392Jun-11 SPXW 01-Jul-11 1285 C 627Jun-11 SPXW 01-Jul-11 1285 P 1,838Jun-11 SPXW 01-Jul-11 1290 C 868Jun-11 SPXW 01-Jul-11 1290 P 4,300Jun-11 SPXW 01-Jul-11 1295 C 1,480Jun-11 SPXW 01-Jul-11 1295 P 4,337Jun-11 SPXW 01-Jul-11 1300 C 7,874Jun-11 SPXW 01-Jul-11 1300 P 10,583Jun-11 SPXW 01-Jul-11 1305 C 4,801Jun-11 SPXW 01-Jul-11 1305 P 3,524Jun-11 SPXW 01-Jul-11 1310 C 8,148Jun-11 SPXW 01-Jul-11 1310 P 2,850Jun-11 SPXW 01-Jul-11 1315 C 9,644
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPXW 01-Jul-11 1315 P 2,338Jun-11 SPXW 01-Jul-11 1320 C 17,242Jun-11 SPXW 01-Jul-11 1320 P 1,070Jun-11 SPXW 01-Jul-11 1325 C 19,268Jun-11 SPXW 01-Jul-11 1325 P 178Jun-11 SPXW 01-Jul-11 1330 C 33,640Jun-11 SPXW 01-Jul-11 1330 P 54Jun-11 SPXW 01-Jul-11 1335 C 8,514Jun-11 SPXW 01-Jul-11 1335 P 42Jun-11 SPXW 01-Jul-11 1340 C 15,822Jun-11 SPXW 01-Jul-11 1340 P 54Jun-11 SPXW 01-Jul-11 1350 C 3,630Jun-11 SPXW 01-Jul-11 1350 P 4Jun-11 SPXW 01-Jul-11 1375 C 7,938Jun-11 SPXW 01-Jul-11 1400 C 867Jun-11 SPXW 08-Jul-11 1025 P 1,512Jun-11 SPXW 08-Jul-11 1050 P 3,179Jun-11 SPXW 08-Jul-11 1100 P 12,531Jun-11 SPXW 08-Jul-11 1125 P 2,253Jun-11 SPXW 08-Jul-11 1150 P 720Jun-11 SPXW 08-Jul-11 1175 P 2,861Jun-11 SPXW 08-Jul-11 1190 P 54Jun-11 SPXW 08-Jul-11 1195 P 10Jun-11 SPXW 08-Jul-11 1200 P 435Jun-11 SPXW 08-Jul-11 1205 P 11Jun-11 SPXW 08-Jul-11 1210 P 17Jun-11 SPXW 08-Jul-11 1215 P 5Jun-11 SPXW 08-Jul-11 1220 P 4Jun-11 SPXW 08-Jul-11 1225 P 1,487Jun-11 SPXW 08-Jul-11 1230 P 32Jun-11 SPXW 08-Jul-11 1235 P 6Jun-11 SPXW 08-Jul-11 1240 P 17Jun-11 SPXW 08-Jul-11 1250 P 42Jun-11 SPXW 08-Jul-11 1255 P 15Jun-11 SPXW 08-Jul-11 1260 P 217Jun-11 SPXW 08-Jul-11 1265 P 80Jun-11 SPXW 08-Jul-11 1270 C 1Jun-11 SPXW 08-Jul-11 1270 P 224Jun-11 SPXW 08-Jul-11 1275 P 7,165Jun-11 SPXW 08-Jul-11 1280 P 729Jun-11 SPXW 08-Jul-11 1285 P 108Jun-11 SPXW 08-Jul-11 1290 P 22Jun-11 SPXW 08-Jul-11 1300 C 29Jun-11 SPXW 08-Jul-11 1300 P 594Jun-11 SPXW 08-Jul-11 1305 C 68Jun-11 SPXW 08-Jul-11 1305 P 267Jun-11 SPXW 08-Jul-11 1310 C 33Jun-11 SPXW 08-Jul-11 1310 P 441
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jun-11 SPXW 08-Jul-11 1315 C 2,644Jun-11 SPXW 08-Jul-11 1315 P 90Jun-11 SPXW 08-Jul-11 1320 C 5,558Jun-11 SPXW 08-Jul-11 1320 P 116Jun-11 SPXW 08-Jul-11 1325 C 827Jun-11 SPXW 08-Jul-11 1325 P 1,000Jun-11 SPXW 08-Jul-11 1330 C 286Jun-11 SPXW 08-Jul-11 1335 C 385Jun-11 SPXW 08-Jul-11 1340 C 542Jun-11 SPXW 08-Jul-11 1350 C 810Jun-11 SPXW 08-Jul-11 1375 C 189Jun-11 SPXW 08-Jul-11 1400 C 247Jul-11 SPX 16-Jul-11 500 C 500Jul-11 SPX 16-Jul-11 500 P 500Jul-11 SPX 16-Jul-11 830 P 1Jul-11 SPX 16-Jul-11 850 C 5Jul-11 SPX 16-Jul-11 875 P 1Jul-11 SPX 16-Jul-11 900 P 12Jul-11 SPX 16-Jul-11 925 P 11Jul-11 SPX 16-Jul-11 950 C 2,187Jul-11 SPX 16-Jul-11 950 P 12Jul-11 SPX 16-Jul-11 975 C 4Jul-11 SPX 16-Jul-11 975 P 693Jul-11 SPX 16-Jul-11 985 P 945Jul-11 SPX 16-Jul-11 995 P 100Jul-11 SPX 16-Jul-11 1000 C 25Jul-11 SPX 16-Jul-11 1000 P 670Jul-11 SPX 16-Jul-11 1010 P 1Jul-11 SPX 16-Jul-11 1020 P 22Jul-11 SPX 16-Jul-11 1025 C 1Jul-11 SPX 16-Jul-11 1025 P 3,854Jul-11 SPX 16-Jul-11 1030 P 551Jul-11 SPX 16-Jul-11 1040 C 1Jul-11 SPX 16-Jul-11 1040 P 1,381Jul-11 SPX 16-Jul-11 1045 P 102Jul-11 SPX 16-Jul-11 1050 P 5,105Jul-11 SPX 16-Jul-11 1055 P 850Jul-11 SPX 16-Jul-11 1060 C 3Jul-11 SPX 16-Jul-11 1060 P 734Jul-11 SPX 16-Jul-11 1065 P 462Jul-11 SPX 16-Jul-11 1070 P 456Jul-11 SPX 16-Jul-11 1075 P 2,908Jul-11 SPX 16-Jul-11 1080 C 10Jul-11 SPX 16-Jul-11 1080 P 691Jul-11 SPX 16-Jul-11 1085 C 2Jul-11 SPX 16-Jul-11 1085 P 1,637Jul-11 SPX 16-Jul-11 1090 C 4Jul-11 SPX 16-Jul-11 1090 P 2,833
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 16-Jul-11 1095 P 1,698Jul-11 SPX 16-Jul-11 1100 C 28Jul-11 SPX 16-Jul-11 1100 P 20,295Jul-11 SPX 16-Jul-11 1105 P 2,915Jul-11 SPX 16-Jul-11 1110 P 1,084Jul-11 SPX 16-Jul-11 1115 C 1Jul-11 SPX 16-Jul-11 1115 P 124Jul-11 SPX 16-Jul-11 1120 C 1Jul-11 SPX 16-Jul-11 1120 P 8,839Jul-11 SPX 16-Jul-11 1125 P 8,977Jul-11 SPX 16-Jul-11 1130 P 4,426Jul-11 SPX 16-Jul-11 1135 C 24Jul-11 SPX 16-Jul-11 1135 P 2,026Jul-11 SPX 16-Jul-11 1140 C 24Jul-11 SPX 16-Jul-11 1140 P 2,192Jul-11 SPX 16-Jul-11 1145 P 2,131Jul-11 SPX 16-Jul-11 1150 C 21Jul-11 SPX 16-Jul-11 1150 P 29,945Jul-11 SPX 16-Jul-11 1155 C 15Jul-11 SPX 16-Jul-11 1155 P 1,033Jul-11 SPX 16-Jul-11 1160 C 20Jul-11 SPX 16-Jul-11 1160 P 10,041Jul-11 SPX 16-Jul-11 1165 C 1Jul-11 SPX 16-Jul-11 1165 P 610Jul-11 SPX 16-Jul-11 1170 C 20Jul-11 SPX 16-Jul-11 1170 P 5,662Jul-11 SPX 16-Jul-11 1175 C 14Jul-11 SPX 16-Jul-11 1175 P 33,203Jul-11 SPX 16-Jul-11 1180 P 4,558Jul-11 SPX 16-Jul-11 1185 P 851Jul-11 SPX 16-Jul-11 1190 C 41Jul-11 SPX 16-Jul-11 1190 P 4,693Jul-11 SPX 16-Jul-11 1195 P 1,782Jul-11 SPX 16-Jul-11 1200 C 314Jul-11 SPX 16-Jul-11 1200 P 60,139Jul-11 SPX 16-Jul-11 1205 C 3Jul-11 SPX 16-Jul-11 1205 P 10,212Jul-11 SPX 16-Jul-11 1210 C 24Jul-11 SPX 16-Jul-11 1210 P 4,619Jul-11 SPX 16-Jul-11 1215 P 5,887Jul-11 SPX 16-Jul-11 1220 C 20Jul-11 SPX 16-Jul-11 1220 P 15,225Jul-11 SPX 16-Jul-11 1225 C 30Jul-11 SPX 16-Jul-11 1225 P 59,193Jul-11 SPX 16-Jul-11 1230 C 62Jul-11 SPX 16-Jul-11 1230 P 4,543Jul-11 SPX 16-Jul-11 1235 C 17Jul-11 SPX 16-Jul-11 1235 P 11,667
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 16-Jul-11 1240 C 52Jul-11 SPX 16-Jul-11 1240 P 12,721Jul-11 SPX 16-Jul-11 1245 C 46Jul-11 SPX 16-Jul-11 1245 P 3,459Jul-11 SPX 16-Jul-11 1250 C 851Jul-11 SPX 16-Jul-11 1250 P 77,122Jul-11 SPX 16-Jul-11 1255 C 113Jul-11 SPX 16-Jul-11 1255 P 3,293Jul-11 SPX 16-Jul-11 1260 C 100Jul-11 SPX 16-Jul-11 1260 P 57,367Jul-11 SPX 16-Jul-11 1265 C 6,914Jul-11 SPX 16-Jul-11 1265 P 21,924Jul-11 SPX 16-Jul-11 1270 C 107Jul-11 SPX 16-Jul-11 1270 P 53,005Jul-11 SPX 16-Jul-11 1275 C 8,055Jul-11 SPX 16-Jul-11 1275 P 97,568Jul-11 SPX 16-Jul-11 1280 C 7,467Jul-11 SPX 16-Jul-11 1280 P 69,569Jul-11 SPX 16-Jul-11 1285 C 522Jul-11 SPX 16-Jul-11 1285 P 29,513Jul-11 SPX 16-Jul-11 1290 C 9,355Jul-11 SPX 16-Jul-11 1290 P 70,767Jul-11 SPX 16-Jul-11 1295 C 3,991Jul-11 SPX 16-Jul-11 1295 P 19,396Jul-11 SPX 16-Jul-11 1300 C 181,385Jul-11 SPX 16-Jul-11 1300 P 375,320Jul-11 SPX 16-Jul-11 1305 C 1,348Jul-11 SPX 16-Jul-11 1305 P 14,307Jul-11 SPX 16-Jul-11 1310 C 22,554Jul-11 SPX 16-Jul-11 1310 P 63,957Jul-11 SPX 16-Jul-11 1315 C 15,727Jul-11 SPX 16-Jul-11 1315 P 41,160Jul-11 SPX 16-Jul-11 1320 C 34,012Jul-11 SPX 16-Jul-11 1320 P 57,823Jul-11 SPX 16-Jul-11 1325 C 73,840Jul-11 SPX 16-Jul-11 1325 P 98,497Jul-11 SPX 16-Jul-11 1330 C 34,915Jul-11 SPX 16-Jul-11 1330 P 26,036Jul-11 SPX 16-Jul-11 1335 C 39,045Jul-11 SPX 16-Jul-11 1335 P 15,987Jul-11 SPX 16-Jul-11 1340 C 102,294Jul-11 SPX 16-Jul-11 1340 P 17,596Jul-11 SPX 16-Jul-11 1345 C 44,597Jul-11 SPX 16-Jul-11 1345 P 3,393Jul-11 SPX 16-Jul-11 1350 C 107,089Jul-11 SPX 16-Jul-11 1350 P 14,898Jul-11 SPX 16-Jul-11 1355 C 36,101Jul-11 SPX 16-Jul-11 1355 P 1,749
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 16-Jul-11 1360 C 64,579Jul-11 SPX 16-Jul-11 1360 P 4,847Jul-11 SPX 16-Jul-11 1365 C 26,250Jul-11 SPX 16-Jul-11 1365 P 12,958Jul-11 SPX 16-Jul-11 1370 C 66,376Jul-11 SPX 16-Jul-11 1370 P 12,844Jul-11 SPX 16-Jul-11 1375 C 48,696Jul-11 SPX 16-Jul-11 1375 P 176Jul-11 SPX 16-Jul-11 1380 C 25,961Jul-11 SPX 16-Jul-11 1380 P 3Jul-11 SPX 16-Jul-11 1385 C 11,462Jul-11 SPX 16-Jul-11 1385 P 1Jul-11 SPX 16-Jul-11 1390 C 6,623Jul-11 SPX 16-Jul-11 1390 P 9Jul-11 SPX 16-Jul-11 1395 C 2,659Jul-11 SPX 16-Jul-11 1400 C 17,435Jul-11 SPX 16-Jul-11 1400 P 56Jul-11 SPX 16-Jul-11 1405 C 4,751Jul-11 SPX 16-Jul-11 1410 C 2,218Jul-11 SPX 16-Jul-11 1410 P 1Jul-11 SPX 16-Jul-11 1415 C 888Jul-11 SPX 16-Jul-11 1415 P 10Jul-11 SPX 16-Jul-11 1420 C 414Jul-11 SPX 16-Jul-11 1425 C 7,121Jul-11 SPX 16-Jul-11 1425 P 40Jul-11 SPX 16-Jul-11 1430 C 65Jul-11 SPX 16-Jul-11 1435 C 122Jul-11 SPX 16-Jul-11 1440 C 378Jul-11 SPX 16-Jul-11 1445 C 155Jul-11 SPX 16-Jul-11 1450 C 8,211Jul-11 SPX 16-Jul-11 1455 C 418Jul-11 SPX 16-Jul-11 1460 C 1,607Jul-11 SPX 16-Jul-11 1465 C 135Jul-11 SPX 16-Jul-11 1470 C 142Jul-11 SPX 16-Jul-11 1475 C 905Jul-11 SPX 16-Jul-11 1480 C 391Jul-11 SPX 16-Jul-11 1485 C 100Jul-11 SPX 16-Jul-11 1490 C 500Jul-11 SPX 16-Jul-11 1495 C 50Jul-11 SPX 16-Jul-11 1500 C 3,061Jul-11 SPX 16-Jul-11 1500 P 500Jul-11 SPX 16-Jul-11 1520 C 106Jul-11 SPX 16-Jul-11 1530 C 1Jul-11 SPX 20-Aug-11 500 C 4,050Jul-11 SPX 20-Aug-11 500 P 2,750Jul-11 SPX 20-Aug-11 700 C 2,350Jul-11 SPX 20-Aug-11 700 P 66Jul-11 SPX 20-Aug-11 750 P 205
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 20-Aug-11 775 P 1,380Jul-11 SPX 20-Aug-11 800 P 8,633Jul-11 SPX 20-Aug-11 810 P 1,974Jul-11 SPX 20-Aug-11 820 P 1,588Jul-11 SPX 20-Aug-11 825 C 5Jul-11 SPX 20-Aug-11 825 P 1,724Jul-11 SPX 20-Aug-11 830 P 1,331Jul-11 SPX 20-Aug-11 840 P 1,815Jul-11 SPX 20-Aug-11 850 P 5,073Jul-11 SPX 20-Aug-11 860 P 3,162Jul-11 SPX 20-Aug-11 870 P 2,469Jul-11 SPX 20-Aug-11 875 P 3,154Jul-11 SPX 20-Aug-11 880 P 6,537Jul-11 SPX 20-Aug-11 885 P 1,629Jul-11 SPX 20-Aug-11 890 P 1,478Jul-11 SPX 20-Aug-11 895 P 1,488Jul-11 SPX 20-Aug-11 900 P 6,649Jul-11 SPX 20-Aug-11 905 P 1,773Jul-11 SPX 20-Aug-11 910 P 1,410Jul-11 SPX 20-Aug-11 915 P 1,396Jul-11 SPX 20-Aug-11 920 P 1,370Jul-11 SPX 20-Aug-11 925 P 4,716Jul-11 SPX 20-Aug-11 930 C 4Jul-11 SPX 20-Aug-11 930 P 2,197Jul-11 SPX 20-Aug-11 935 P 1,785Jul-11 SPX 20-Aug-11 940 P 1,723Jul-11 SPX 20-Aug-11 945 P 1,922Jul-11 SPX 20-Aug-11 950 C 2,237Jul-11 SPX 20-Aug-11 950 P 16,246Jul-11 SPX 20-Aug-11 955 P 1,716Jul-11 SPX 20-Aug-11 960 P 1,691Jul-11 SPX 20-Aug-11 965 P 2,068Jul-11 SPX 20-Aug-11 970 P 1,756Jul-11 SPX 20-Aug-11 975 C 7Jul-11 SPX 20-Aug-11 975 P 14,757Jul-11 SPX 20-Aug-11 980 P 2,714Jul-11 SPX 20-Aug-11 985 P 4,201Jul-11 SPX 20-Aug-11 990 P 1,867Jul-11 SPX 20-Aug-11 995 P 1,617Jul-11 SPX 20-Aug-11 1000 C 15Jul-11 SPX 20-Aug-11 1000 P 44,005Jul-11 SPX 20-Aug-11 1005 P 1,581Jul-11 SPX 20-Aug-11 1010 C 21Jul-11 SPX 20-Aug-11 1010 P 5,141Jul-11 SPX 20-Aug-11 1015 P 2,560Jul-11 SPX 20-Aug-11 1020 P 2,092Jul-11 SPX 20-Aug-11 1025 C 51Jul-11 SPX 20-Aug-11 1025 P 10,359
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 20-Aug-11 1030 P 1,541Jul-11 SPX 20-Aug-11 1035 P 1,795Jul-11 SPX 20-Aug-11 1040 C 2Jul-11 SPX 20-Aug-11 1040 P 3,919Jul-11 SPX 20-Aug-11 1045 C 63Jul-11 SPX 20-Aug-11 1045 P 1,593Jul-11 SPX 20-Aug-11 1050 C 74Jul-11 SPX 20-Aug-11 1050 P 64,412Jul-11 SPX 20-Aug-11 1055 P 3,845Jul-11 SPX 20-Aug-11 1060 C 3Jul-11 SPX 20-Aug-11 1060 P 2,691Jul-11 SPX 20-Aug-11 1065 P 3,059Jul-11 SPX 20-Aug-11 1070 P 11,465Jul-11 SPX 20-Aug-11 1075 P 30,411Jul-11 SPX 20-Aug-11 1080 P 14,704Jul-11 SPX 20-Aug-11 1085 C 2Jul-11 SPX 20-Aug-11 1085 P 2,455Jul-11 SPX 20-Aug-11 1090 C 9Jul-11 SPX 20-Aug-11 1090 P 2,210Jul-11 SPX 20-Aug-11 1095 P 1,492Jul-11 SPX 20-Aug-11 1100 C 11Jul-11 SPX 20-Aug-11 1100 P 133,569Jul-11 SPX 20-Aug-11 1105 P 4,170Jul-11 SPX 20-Aug-11 1110 C 21Jul-11 SPX 20-Aug-11 1110 P 4,816Jul-11 SPX 20-Aug-11 1115 C 2Jul-11 SPX 20-Aug-11 1115 P 1,279Jul-11 SPX 20-Aug-11 1120 P 12,932Jul-11 SPX 20-Aug-11 1125 C 50Jul-11 SPX 20-Aug-11 1125 P 58,895Jul-11 SPX 20-Aug-11 1130 P 9,337Jul-11 SPX 20-Aug-11 1135 C 25Jul-11 SPX 20-Aug-11 1135 P 2,916Jul-11 SPX 20-Aug-11 1140 C 23Jul-11 SPX 20-Aug-11 1140 P 8,562Jul-11 SPX 20-Aug-11 1145 C 63Jul-11 SPX 20-Aug-11 1145 P 4,385Jul-11 SPX 20-Aug-11 1150 C 47Jul-11 SPX 20-Aug-11 1150 P 132,198Jul-11 SPX 20-Aug-11 1155 C 16Jul-11 SPX 20-Aug-11 1155 P 3,196Jul-11 SPX 20-Aug-11 1160 C 20Jul-11 SPX 20-Aug-11 1160 P 13,780Jul-11 SPX 20-Aug-11 1165 P 2,469Jul-11 SPX 20-Aug-11 1170 C 20Jul-11 SPX 20-Aug-11 1170 P 11,702Jul-11 SPX 20-Aug-11 1175 C 16Jul-11 SPX 20-Aug-11 1175 P 110,686
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 20-Aug-11 1180 C 10,516Jul-11 SPX 20-Aug-11 1180 P 15,631Jul-11 SPX 20-Aug-11 1185 C 10,513Jul-11 SPX 20-Aug-11 1185 P 6,907Jul-11 SPX 20-Aug-11 1190 C 9Jul-11 SPX 20-Aug-11 1190 P 46,664Jul-11 SPX 20-Aug-11 1195 P 12,338Jul-11 SPX 20-Aug-11 1200 C 12,031Jul-11 SPX 20-Aug-11 1200 P 292,674Jul-11 SPX 20-Aug-11 1205 C 2Jul-11 SPX 20-Aug-11 1205 P 18,760Jul-11 SPX 20-Aug-11 1210 C 1Jul-11 SPX 20-Aug-11 1210 P 34,442Jul-11 SPX 20-Aug-11 1215 C 1Jul-11 SPX 20-Aug-11 1215 P 15,220Jul-11 SPX 20-Aug-11 1220 C 37Jul-11 SPX 20-Aug-11 1220 P 31,441Jul-11 SPX 20-Aug-11 1225 C 12,579Jul-11 SPX 20-Aug-11 1225 P 173,899Jul-11 SPX 20-Aug-11 1230 C 3,570Jul-11 SPX 20-Aug-11 1230 P 70,883Jul-11 SPX 20-Aug-11 1235 C 3,500Jul-11 SPX 20-Aug-11 1235 P 36,084Jul-11 SPX 20-Aug-11 1240 C 156Jul-11 SPX 20-Aug-11 1240 P 64,485Jul-11 SPX 20-Aug-11 1245 C 93Jul-11 SPX 20-Aug-11 1245 P 9,254Jul-11 SPX 20-Aug-11 1250 C 16,109Jul-11 SPX 20-Aug-11 1250 P 389,604Jul-11 SPX 20-Aug-11 1255 C 23Jul-11 SPX 20-Aug-11 1255 P 21,767Jul-11 SPX 20-Aug-11 1260 C 322Jul-11 SPX 20-Aug-11 1260 P 75,766Jul-11 SPX 20-Aug-11 1265 C 45Jul-11 SPX 20-Aug-11 1265 P 29,940Jul-11 SPX 20-Aug-11 1270 C 577Jul-11 SPX 20-Aug-11 1270 P 92,618Jul-11 SPX 20-Aug-11 1275 C 36,809Jul-11 SPX 20-Aug-11 1275 P 195,519Jul-11 SPX 20-Aug-11 1280 C 1,411Jul-11 SPX 20-Aug-11 1280 P 85,052Jul-11 SPX 20-Aug-11 1285 C 6,985Jul-11 SPX 20-Aug-11 1285 P 11,054Jul-11 SPX 20-Aug-11 1290 C 617Jul-11 SPX 20-Aug-11 1290 P 51,206Jul-11 SPX 20-Aug-11 1295 C 376Jul-11 SPX 20-Aug-11 1295 P 11,841Jul-11 SPX 20-Aug-11 1300 C 126,900
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 20-Aug-11 1300 P 446,322Jul-11 SPX 20-Aug-11 1305 C 1,508Jul-11 SPX 20-Aug-11 1305 P 8,642Jul-11 SPX 20-Aug-11 1310 C 9,919Jul-11 SPX 20-Aug-11 1310 P 19,778Jul-11 SPX 20-Aug-11 1315 C 7,719Jul-11 SPX 20-Aug-11 1315 P 17,258Jul-11 SPX 20-Aug-11 1320 C 21,977Jul-11 SPX 20-Aug-11 1320 P 84,778Jul-11 SPX 20-Aug-11 1325 C 113,039Jul-11 SPX 20-Aug-11 1325 P 81,961Jul-11 SPX 20-Aug-11 1330 C 42,284Jul-11 SPX 20-Aug-11 1330 P 19,798Jul-11 SPX 20-Aug-11 1335 C 18,672Jul-11 SPX 20-Aug-11 1335 P 13,970Jul-11 SPX 20-Aug-11 1340 C 76,255Jul-11 SPX 20-Aug-11 1340 P 17,195Jul-11 SPX 20-Aug-11 1345 C 8,983Jul-11 SPX 20-Aug-11 1345 P 563Jul-11 SPX 20-Aug-11 1350 C 215,522Jul-11 SPX 20-Aug-11 1350 P 29,041Jul-11 SPX 20-Aug-11 1355 C 16,043Jul-11 SPX 20-Aug-11 1355 P 337Jul-11 SPX 20-Aug-11 1360 C 83,050Jul-11 SPX 20-Aug-11 1360 P 9,603Jul-11 SPX 20-Aug-11 1365 C 16,635Jul-11 SPX 20-Aug-11 1365 P 14Jul-11 SPX 20-Aug-11 1370 C 61,482Jul-11 SPX 20-Aug-11 1370 P 2,903Jul-11 SPX 20-Aug-11 1375 C 241,010Jul-11 SPX 20-Aug-11 1375 P 6,985Jul-11 SPX 20-Aug-11 1380 C 119,026Jul-11 SPX 20-Aug-11 1380 P 7Jul-11 SPX 20-Aug-11 1385 C 30,604Jul-11 SPX 20-Aug-11 1385 P 4Jul-11 SPX 20-Aug-11 1390 C 63,533Jul-11 SPX 20-Aug-11 1390 P 7,079Jul-11 SPX 20-Aug-11 1395 C 54,479Jul-11 SPX 20-Aug-11 1395 P 12Jul-11 SPX 20-Aug-11 1400 C 121,430Jul-11 SPX 20-Aug-11 1400 P 7,072Jul-11 SPX 20-Aug-11 1405 C 52,048Jul-11 SPX 20-Aug-11 1405 P 6Jul-11 SPX 20-Aug-11 1410 C 31,990Jul-11 SPX 20-Aug-11 1410 P 12Jul-11 SPX 20-Aug-11 1415 C 26,132Jul-11 SPX 20-Aug-11 1420 C 31,634Jul-11 SPX 20-Aug-11 1420 P 14
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 20-Aug-11 1425 C 15,902Jul-11 SPX 20-Aug-11 1425 P 200Jul-11 SPX 20-Aug-11 1430 C 19,208Jul-11 SPX 20-Aug-11 1435 C 3,350Jul-11 SPX 20-Aug-11 1440 C 5,478Jul-11 SPX 20-Aug-11 1445 C 2,265Jul-11 SPX 20-Aug-11 1450 C 18,455Jul-11 SPX 20-Aug-11 1450 P 5Jul-11 SPX 20-Aug-11 1455 C 1,636Jul-11 SPX 20-Aug-11 1460 C 729Jul-11 SPX 20-Aug-11 1465 C 2,692Jul-11 SPX 20-Aug-11 1470 C 2,693Jul-11 SPX 20-Aug-11 1475 C 1,795Jul-11 SPX 20-Aug-11 1475 P 5Jul-11 SPX 20-Aug-11 1480 C 665Jul-11 SPX 20-Aug-11 1485 C 1,037Jul-11 SPX 20-Aug-11 1490 C 1,046Jul-11 SPX 20-Aug-11 1495 C 10Jul-11 SPX 20-Aug-11 1500 C 11,363Jul-11 SPX 20-Aug-11 1500 P 4,050Jul-11 SPX 20-Aug-11 1510 C 67Jul-11 SPX 20-Aug-11 1520 C 248Jul-11 SPX 20-Aug-11 1525 C 2,133Jul-11 SPX 20-Aug-11 1550 C 407Jul-11 SPX 17-Sep-11 200 C 100Jul-11 SPX 17-Sep-11 500 C 17,290Jul-11 SPX 17-Sep-11 500 P 17,295Jul-11 SPX 17-Sep-11 600 C 500Jul-11 SPX 17-Sep-11 600 P 162Jul-11 SPX 17-Sep-11 625 P 93Jul-11 SPX 17-Sep-11 650 P 9Jul-11 SPX 17-Sep-11 675 P 22Jul-11 SPX 17-Sep-11 700 C 2,350Jul-11 SPX 17-Sep-11 700 P 99Jul-11 SPX 17-Sep-11 725 P 240Jul-11 SPX 17-Sep-11 750 P 190Jul-11 SPX 17-Sep-11 775 P 1,000Jul-11 SPX 17-Sep-11 800 P 86,847Jul-11 SPX 17-Sep-11 810 P 190Jul-11 SPX 17-Sep-11 820 P 165Jul-11 SPX 17-Sep-11 825 P 7,318Jul-11 SPX 17-Sep-11 830 P 133Jul-11 SPX 17-Sep-11 835 P 150Jul-11 SPX 17-Sep-11 840 P 135Jul-11 SPX 17-Sep-11 845 P 132Jul-11 SPX 17-Sep-11 850 P 9,510Jul-11 SPX 17-Sep-11 855 P 20Jul-11 SPX 17-Sep-11 860 P 6
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 17-Sep-11 875 P 7,504Jul-11 SPX 17-Sep-11 880 P 746Jul-11 SPX 17-Sep-11 900 C 4Jul-11 SPX 17-Sep-11 900 P 15,628Jul-11 SPX 17-Sep-11 905 P 15Jul-11 SPX 17-Sep-11 910 P 300Jul-11 SPX 17-Sep-11 925 C 50Jul-11 SPX 17-Sep-11 925 P 1,308Jul-11 SPX 17-Sep-11 935 P 22Jul-11 SPX 17-Sep-11 940 P 428Jul-11 SPX 17-Sep-11 950 C 25Jul-11 SPX 17-Sep-11 950 P 31,161Jul-11 SPX 17-Sep-11 960 P 46Jul-11 SPX 17-Sep-11 975 P 6,236Jul-11 SPX 17-Sep-11 980 C 3,000Jul-11 SPX 17-Sep-11 980 P 3,051Jul-11 SPX 17-Sep-11 990 P 25Jul-11 SPX 17-Sep-11 1000 C 5Jul-11 SPX 17-Sep-11 1000 P 35,737Jul-11 SPX 17-Sep-11 1005 P 10Jul-11 SPX 17-Sep-11 1015 P 2Jul-11 SPX 17-Sep-11 1020 P 55Jul-11 SPX 17-Sep-11 1025 C 50Jul-11 SPX 17-Sep-11 1025 P 10,852Jul-11 SPX 17-Sep-11 1030 P 150Jul-11 SPX 17-Sep-11 1035 P 6,000Jul-11 SPX 17-Sep-11 1040 P 498Jul-11 SPX 17-Sep-11 1045 P 56Jul-11 SPX 17-Sep-11 1050 C 10Jul-11 SPX 17-Sep-11 1050 P 28,065Jul-11 SPX 17-Sep-11 1055 P 2,030Jul-11 SPX 17-Sep-11 1060 P 5,077Jul-11 SPX 17-Sep-11 1065 P 17Jul-11 SPX 17-Sep-11 1070 P 2,046Jul-11 SPX 17-Sep-11 1075 C 11Jul-11 SPX 17-Sep-11 1075 P 29,447Jul-11 SPX 17-Sep-11 1080 C 1Jul-11 SPX 17-Sep-11 1080 P 4,339Jul-11 SPX 17-Sep-11 1085 P 1,464Jul-11 SPX 17-Sep-11 1090 P 173Jul-11 SPX 17-Sep-11 1095 P 61Jul-11 SPX 17-Sep-11 1100 C 4Jul-11 SPX 17-Sep-11 1100 P 74,915Jul-11 SPX 17-Sep-11 1105 P 23Jul-11 SPX 17-Sep-11 1110 P 2,371Jul-11 SPX 17-Sep-11 1115 C 1Jul-11 SPX 17-Sep-11 1115 P 20Jul-11 SPX 17-Sep-11 1120 C 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 17-Sep-11 1120 P 6,529Jul-11 SPX 17-Sep-11 1125 P 44,227Jul-11 SPX 17-Sep-11 1130 P 14,858Jul-11 SPX 17-Sep-11 1135 C 1Jul-11 SPX 17-Sep-11 1135 P 583Jul-11 SPX 17-Sep-11 1140 C 1Jul-11 SPX 17-Sep-11 1140 P 1,541Jul-11 SPX 17-Sep-11 1145 P 1,646Jul-11 SPX 17-Sep-11 1150 C 2Jul-11 SPX 17-Sep-11 1150 P 82,496Jul-11 SPX 17-Sep-11 1155 P 494Jul-11 SPX 17-Sep-11 1160 P 7,914Jul-11 SPX 17-Sep-11 1165 P 102Jul-11 SPX 17-Sep-11 1170 P 2,227Jul-11 SPX 17-Sep-11 1175 P 35,624Jul-11 SPX 17-Sep-11 1180 P 1,255Jul-11 SPX 17-Sep-11 1185 P 1,369Jul-11 SPX 17-Sep-11 1190 P 2,189Jul-11 SPX 17-Sep-11 1195 P 865Jul-11 SPX 17-Sep-11 1200 C 1,776Jul-11 SPX 17-Sep-11 1200 P 191,892Jul-11 SPX 17-Sep-11 1205 P 191Jul-11 SPX 17-Sep-11 1210 P 15,378Jul-11 SPX 17-Sep-11 1215 P 5,134Jul-11 SPX 17-Sep-11 1220 C 2Jul-11 SPX 17-Sep-11 1220 P 4,983Jul-11 SPX 17-Sep-11 1225 C 45Jul-11 SPX 17-Sep-11 1225 P 78,060Jul-11 SPX 17-Sep-11 1230 C 16Jul-11 SPX 17-Sep-11 1230 P 2,693Jul-11 SPX 17-Sep-11 1235 C 22Jul-11 SPX 17-Sep-11 1235 P 5,033Jul-11 SPX 17-Sep-11 1240 C 6Jul-11 SPX 17-Sep-11 1240 P 6,304Jul-11 SPX 17-Sep-11 1245 P 3,878Jul-11 SPX 17-Sep-11 1250 C 375Jul-11 SPX 17-Sep-11 1250 P 178,163Jul-11 SPX 17-Sep-11 1255 P 1,860Jul-11 SPX 17-Sep-11 1260 C 552Jul-11 SPX 17-Sep-11 1260 P 5,002Jul-11 SPX 17-Sep-11 1265 C 11Jul-11 SPX 17-Sep-11 1265 P 754Jul-11 SPX 17-Sep-11 1270 C 72Jul-11 SPX 17-Sep-11 1270 P 5,417Jul-11 SPX 17-Sep-11 1275 C 2,490Jul-11 SPX 17-Sep-11 1275 P 85,260Jul-11 SPX 17-Sep-11 1280 C 15,866Jul-11 SPX 17-Sep-11 1280 P 51,217
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 17-Sep-11 1285 C 16,759Jul-11 SPX 17-Sep-11 1285 P 13,473Jul-11 SPX 17-Sep-11 1290 C 17,481Jul-11 SPX 17-Sep-11 1290 P 26,131Jul-11 SPX 17-Sep-11 1295 C 35,379Jul-11 SPX 17-Sep-11 1295 P 35,237Jul-11 SPX 17-Sep-11 1300 C 209,137Jul-11 SPX 17-Sep-11 1300 P 380,013Jul-11 SPX 17-Sep-11 1305 C 42,901Jul-11 SPX 17-Sep-11 1305 P 43,569Jul-11 SPX 17-Sep-11 1310 C 67,766Jul-11 SPX 17-Sep-11 1310 P 185,553Jul-11 SPX 17-Sep-11 1315 C 78,949Jul-11 SPX 17-Sep-11 1315 P 82,645Jul-11 SPX 17-Sep-11 1320 C 59,205Jul-11 SPX 17-Sep-11 1320 P 125,366Jul-11 SPX 17-Sep-11 1325 C 102,941Jul-11 SPX 17-Sep-11 1325 P 92,930Jul-11 SPX 17-Sep-11 1330 C 80,583Jul-11 SPX 17-Sep-11 1330 P 183,239Jul-11 SPX 17-Sep-11 1335 C 82,786Jul-11 SPX 17-Sep-11 1335 P 81,634Jul-11 SPX 17-Sep-11 1340 C 69,858Jul-11 SPX 17-Sep-11 1340 P 55,245Jul-11 SPX 17-Sep-11 1345 C 25,983Jul-11 SPX 17-Sep-11 1345 P 26,465Jul-11 SPX 17-Sep-11 1350 C 94,015Jul-11 SPX 17-Sep-11 1350 P 29,117Jul-11 SPX 17-Sep-11 1355 C 518Jul-11 SPX 17-Sep-11 1355 P 404Jul-11 SPX 17-Sep-11 1360 C 12,238Jul-11 SPX 17-Sep-11 1360 P 1,620Jul-11 SPX 17-Sep-11 1365 C 4,719Jul-11 SPX 17-Sep-11 1365 P 700Jul-11 SPX 17-Sep-11 1370 C 4,596Jul-11 SPX 17-Sep-11 1375 C 66,771Jul-11 SPX 17-Sep-11 1375 P 765Jul-11 SPX 17-Sep-11 1380 C 7,011Jul-11 SPX 17-Sep-11 1380 P 1,206Jul-11 SPX 17-Sep-11 1385 C 10,278Jul-11 SPX 17-Sep-11 1390 C 9,912Jul-11 SPX 17-Sep-11 1390 P 602Jul-11 SPX 17-Sep-11 1395 C 11,080Jul-11 SPX 17-Sep-11 1400 C 97,175Jul-11 SPX 17-Sep-11 1400 P 1,270Jul-11 SPX 17-Sep-11 1405 C 1,193Jul-11 SPX 17-Sep-11 1410 C 984Jul-11 SPX 17-Sep-11 1410 P 4
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 17-Sep-11 1415 C 4,122Jul-11 SPX 17-Sep-11 1415 P 10Jul-11 SPX 17-Sep-11 1420 C 2,238Jul-11 SPX 17-Sep-11 1420 P 10Jul-11 SPX 17-Sep-11 1425 C 28,059Jul-11 SPX 17-Sep-11 1425 P 15Jul-11 SPX 17-Sep-11 1430 C 1,340Jul-11 SPX 17-Sep-11 1435 C 205Jul-11 SPX 17-Sep-11 1440 C 3,212Jul-11 SPX 17-Sep-11 1445 C 1,525Jul-11 SPX 17-Sep-11 1450 C 32,814Jul-11 SPX 17-Sep-11 1450 P 6Jul-11 SPX 17-Sep-11 1455 C 16Jul-11 SPX 17-Sep-11 1460 C 338Jul-11 SPX 17-Sep-11 1460 P 1Jul-11 SPX 17-Sep-11 1465 C 708Jul-11 SPX 17-Sep-11 1470 C 130Jul-11 SPX 17-Sep-11 1475 C 4,407Jul-11 SPX 17-Sep-11 1475 P 20Jul-11 SPX 17-Sep-11 1480 C 20Jul-11 SPX 17-Sep-11 1485 C 4Jul-11 SPX 17-Sep-11 1490 C 20Jul-11 SPX 17-Sep-11 1495 C 193Jul-11 SPX 17-Sep-11 1500 C 18,713Jul-11 SPX 17-Sep-11 1500 P 17,290Jul-11 SPX 17-Sep-11 1510 C 68Jul-11 SPX 17-Sep-11 1520 C 102Jul-11 SPX 17-Sep-11 1525 C 193Jul-11 SPX 17-Sep-11 1530 C 100Jul-11 SPX 17-Sep-11 1550 C 47Jul-11 SPX 17-Sep-11 1550 P 50Jul-11 SPX 17-Sep-11 1600 C 2,180Jul-11 SPX 17-Sep-11 1600 P 30Jul-11 SPX 17-Sep-11 1650 C 28Jul-11 SPX 17-Sep-11 1650 P 10Jul-11 SPX 17-Sep-11 1700 P 10Jul-11 SPX 17-Sep-11 1750 P 10Jul-11 SPX 17-Sep-11 1800 P 10Jul-11 SPX 17-Sep-11 3000 C 131Jul-11 SPX 17-Sep-11 3000 P 2Jul-11 SPX 22-Oct-11 700 C 5Jul-11 SPX 22-Oct-11 700 P 77Jul-11 SPX 22-Oct-11 750 P 48,939Jul-11 SPX 22-Oct-11 775 P 50Jul-11 SPX 22-Oct-11 800 P 72,601Jul-11 SPX 22-Oct-11 820 P 60Jul-11 SPX 22-Oct-11 825 P 1,550Jul-11 SPX 22-Oct-11 850 C 5
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 22-Oct-11 850 P 3,105Jul-11 SPX 22-Oct-11 860 P 25Jul-11 SPX 22-Oct-11 875 P 112Jul-11 SPX 22-Oct-11 880 P 25Jul-11 SPX 22-Oct-11 900 P 425Jul-11 SPX 22-Oct-11 920 P 177Jul-11 SPX 22-Oct-11 925 P 134Jul-11 SPX 22-Oct-11 940 P 147Jul-11 SPX 22-Oct-11 950 P 3,088Jul-11 SPX 22-Oct-11 975 P 3,918Jul-11 SPX 22-Oct-11 980 P 1,611Jul-11 SPX 22-Oct-11 1000 C 3Jul-11 SPX 22-Oct-11 1000 P 8,115Jul-11 SPX 22-Oct-11 1025 P 1,664Jul-11 SPX 22-Oct-11 1050 P 17,479Jul-11 SPX 22-Oct-11 1060 P 2Jul-11 SPX 22-Oct-11 1070 P 7Jul-11 SPX 22-Oct-11 1075 P 314Jul-11 SPX 22-Oct-11 1080 P 7Jul-11 SPX 22-Oct-11 1090 P 2Jul-11 SPX 22-Oct-11 1100 P 20,742Jul-11 SPX 22-Oct-11 1110 P 13Jul-11 SPX 22-Oct-11 1120 P 1,795Jul-11 SPX 22-Oct-11 1125 P 5,282Jul-11 SPX 22-Oct-11 1130 P 2,509Jul-11 SPX 22-Oct-11 1140 P 1,509Jul-11 SPX 22-Oct-11 1150 C 503Jul-11 SPX 22-Oct-11 1150 P 14,704Jul-11 SPX 22-Oct-11 1160 P 27Jul-11 SPX 22-Oct-11 1170 P 1,032Jul-11 SPX 22-Oct-11 1175 P 9,387Jul-11 SPX 22-Oct-11 1180 P 2,024Jul-11 SPX 22-Oct-11 1190 P 1,820Jul-11 SPX 22-Oct-11 1200 C 253Jul-11 SPX 22-Oct-11 1200 P 36,513Jul-11 SPX 22-Oct-11 1210 P 5,056Jul-11 SPX 22-Oct-11 1220 P 1,382Jul-11 SPX 22-Oct-11 1225 C 428Jul-11 SPX 22-Oct-11 1225 P 20,547Jul-11 SPX 22-Oct-11 1230 P 386Jul-11 SPX 22-Oct-11 1240 P 2,181Jul-11 SPX 22-Oct-11 1250 C 37Jul-11 SPX 22-Oct-11 1250 P 40,682Jul-11 SPX 22-Oct-11 1255 P 220Jul-11 SPX 22-Oct-11 1260 P 5,748Jul-11 SPX 22-Oct-11 1265 P 13Jul-11 SPX 22-Oct-11 1270 P 7,204Jul-11 SPX 22-Oct-11 1275 C 1,838
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 22-Oct-11 1275 P 23,688Jul-11 SPX 22-Oct-11 1280 C 421Jul-11 SPX 22-Oct-11 1280 P 905Jul-11 SPX 22-Oct-11 1285 P 508Jul-11 SPX 22-Oct-11 1290 C 564Jul-11 SPX 22-Oct-11 1290 P 2,380Jul-11 SPX 22-Oct-11 1295 C 417Jul-11 SPX 22-Oct-11 1300 C 24,979Jul-11 SPX 22-Oct-11 1300 P 52,012Jul-11 SPX 22-Oct-11 1305 C 194Jul-11 SPX 22-Oct-11 1305 P 627Jul-11 SPX 22-Oct-11 1310 C 286Jul-11 SPX 22-Oct-11 1310 P 495Jul-11 SPX 22-Oct-11 1315 C 31Jul-11 SPX 22-Oct-11 1315 P 218Jul-11 SPX 22-Oct-11 1320 C 465Jul-11 SPX 22-Oct-11 1320 P 566Jul-11 SPX 22-Oct-11 1325 C 7,268Jul-11 SPX 22-Oct-11 1325 P 8,720Jul-11 SPX 22-Oct-11 1330 C 295Jul-11 SPX 22-Oct-11 1330 P 124Jul-11 SPX 22-Oct-11 1335 C 102Jul-11 SPX 22-Oct-11 1340 C 1,117Jul-11 SPX 22-Oct-11 1340 P 649Jul-11 SPX 22-Oct-11 1345 C 255Jul-11 SPX 22-Oct-11 1345 P 410Jul-11 SPX 22-Oct-11 1350 C 17,946Jul-11 SPX 22-Oct-11 1350 P 2,508Jul-11 SPX 22-Oct-11 1355 C 5Jul-11 SPX 22-Oct-11 1360 C 680Jul-11 SPX 22-Oct-11 1360 P 533Jul-11 SPX 22-Oct-11 1365 C 1,381Jul-11 SPX 22-Oct-11 1370 C 70Jul-11 SPX 22-Oct-11 1370 P 3Jul-11 SPX 22-Oct-11 1375 C 12,125Jul-11 SPX 22-Oct-11 1375 P 301Jul-11 SPX 22-Oct-11 1380 C 922Jul-11 SPX 22-Oct-11 1380 P 465Jul-11 SPX 22-Oct-11 1385 C 2,679Jul-11 SPX 22-Oct-11 1390 C 62Jul-11 SPX 22-Oct-11 1395 C 14Jul-11 SPX 22-Oct-11 1400 C 21,998Jul-11 SPX 22-Oct-11 1400 P 3Jul-11 SPX 22-Oct-11 1410 C 87Jul-11 SPX 22-Oct-11 1415 C 806Jul-11 SPX 22-Oct-11 1420 C 20Jul-11 SPX 22-Oct-11 1425 C 6,922Jul-11 SPX 22-Oct-11 1430 C 1,749
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 22-Oct-11 1440 C 177Jul-11 SPX 22-Oct-11 1440 P 425Jul-11 SPX 22-Oct-11 1450 C 7,176Jul-11 SPX 22-Oct-11 1460 C 1,605Jul-11 SPX 22-Oct-11 1470 C 85Jul-11 SPX 22-Oct-11 1475 C 4,960Jul-11 SPX 22-Oct-11 1480 C 225Jul-11 SPX 22-Oct-11 1500 C 4,600Jul-11 SPX 22-Oct-11 1520 C 15Jul-11 SPX 22-Oct-11 1525 C 25Jul-11 SPX 22-Oct-11 1525 P 1,282Jul-11 SPX 19-Nov-11 800 P 11,011Jul-11 SPX 19-Nov-11 825 P 27Jul-11 SPX 19-Nov-11 850 P 28Jul-11 SPX 19-Nov-11 875 P 2Jul-11 SPX 19-Nov-11 900 P 401Jul-11 SPX 19-Nov-11 925 P 11Jul-11 SPX 19-Nov-11 950 P 6Jul-11 SPX 19-Nov-11 1000 P 1,560Jul-11 SPX 19-Nov-11 1025 P 4Jul-11 SPX 19-Nov-11 1050 P 90Jul-11 SPX 19-Nov-11 1075 P 1,504Jul-11 SPX 19-Nov-11 1100 P 5,051Jul-11 SPX 19-Nov-11 1125 P 815Jul-11 SPX 19-Nov-11 1150 P 7,680Jul-11 SPX 19-Nov-11 1175 P 2,281Jul-11 SPX 19-Nov-11 1200 C 1Jul-11 SPX 19-Nov-11 1200 P 1,776Jul-11 SPX 19-Nov-11 1225 P 534Jul-11 SPX 19-Nov-11 1250 P 510Jul-11 SPX 19-Nov-11 1275 C 5Jul-11 SPX 19-Nov-11 1275 P 1,100Jul-11 SPX 19-Nov-11 1300 C 1,762Jul-11 SPX 19-Nov-11 1300 P 10,499Jul-11 SPX 19-Nov-11 1325 C 4,635Jul-11 SPX 19-Nov-11 1325 P 1,740Jul-11 SPX 19-Nov-11 1350 C 6,701Jul-11 SPX 19-Nov-11 1350 P 606Jul-11 SPX 19-Nov-11 1375 C 4,776Jul-11 SPX 19-Nov-11 1375 P 475Jul-11 SPX 19-Nov-11 1400 C 364Jul-11 SPX 19-Nov-11 1400 P 1Jul-11 SPX 19-Nov-11 1425 C 2,312Jul-11 SPX 19-Nov-11 1450 C 65Jul-11 SPX 19-Nov-11 1475 C 205Jul-11 SPX 19-Nov-11 1500 C 823Jul-11 SPX 19-Nov-11 1600 C 500Jul-11 SPX 17-Dec-11 100 C 11
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 17-Dec-11 200 P 559Jul-11 SPX 17-Dec-11 225 P 2Jul-11 SPX 17-Dec-11 250 P 14Jul-11 SPX 17-Dec-11 300 P 860Jul-11 SPX 17-Dec-11 350 P 2Jul-11 SPX 17-Dec-11 375 P 61Jul-11 SPX 17-Dec-11 400 P 437Jul-11 SPX 17-Dec-11 425 P 39Jul-11 SPX 17-Dec-11 450 P 26Jul-11 SPX 17-Dec-11 475 P 169Jul-11 SPX 17-Dec-11 500 C 1,082Jul-11 SPX 17-Dec-11 500 P 814Jul-11 SPX 17-Dec-11 525 P 84Jul-11 SPX 17-Dec-11 550 P 815Jul-11 SPX 17-Dec-11 575 P 20Jul-11 SPX 17-Dec-11 600 P 268Jul-11 SPX 17-Dec-11 650 P 674Jul-11 SPX 17-Dec-11 700 P 5,391Jul-11 SPX 17-Dec-11 750 P 9,795Jul-11 SPX 17-Dec-11 770 P 2,205Jul-11 SPX 17-Dec-11 775 P 318Jul-11 SPX 17-Dec-11 800 P 4,498Jul-11 SPX 17-Dec-11 825 P 341Jul-11 SPX 17-Dec-11 850 P 2,608Jul-11 SPX 17-Dec-11 875 P 2,193Jul-11 SPX 17-Dec-11 900 P 27,915Jul-11 SPX 17-Dec-11 920 P 334Jul-11 SPX 17-Dec-11 925 P 14,581Jul-11 SPX 17-Dec-11 950 P 22,800Jul-11 SPX 17-Dec-11 975 P 7,411Jul-11 SPX 17-Dec-11 1000 C 2Jul-11 SPX 17-Dec-11 1000 P 35,596Jul-11 SPX 17-Dec-11 1025 P 1,981Jul-11 SPX 17-Dec-11 1030 P 2,082Jul-11 SPX 17-Dec-11 1050 C 4Jul-11 SPX 17-Dec-11 1050 P 2,252Jul-11 SPX 17-Dec-11 1075 C 1Jul-11 SPX 17-Dec-11 1075 P 4,673Jul-11 SPX 17-Dec-11 1095 P 1,511Jul-11 SPX 17-Dec-11 1100 C 12Jul-11 SPX 17-Dec-11 1100 P 22,412Jul-11 SPX 17-Dec-11 1125 P 15,769Jul-11 SPX 17-Dec-11 1140 C 1Jul-11 SPX 17-Dec-11 1140 P 299Jul-11 SPX 17-Dec-11 1150 C 1,016Jul-11 SPX 17-Dec-11 1150 P 39,312Jul-11 SPX 17-Dec-11 1175 P 11,939Jul-11 SPX 17-Dec-11 1180 C 6
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 17-Dec-11 1180 P 4,146Jul-11 SPX 17-Dec-11 1185 P 44Jul-11 SPX 17-Dec-11 1200 C 2,511Jul-11 SPX 17-Dec-11 1200 P 77,068Jul-11 SPX 17-Dec-11 1225 C 3Jul-11 SPX 17-Dec-11 1225 P 19,549Jul-11 SPX 17-Dec-11 1245 P 78Jul-11 SPX 17-Dec-11 1250 C 1,406Jul-11 SPX 17-Dec-11 1250 P 68,142Jul-11 SPX 17-Dec-11 1275 C 1,158Jul-11 SPX 17-Dec-11 1275 P 20,221Jul-11 SPX 17-Dec-11 1285 P 102Jul-11 SPX 17-Dec-11 1300 C 25,904Jul-11 SPX 17-Dec-11 1300 P 68,628Jul-11 SPX 17-Dec-11 1305 P 20Jul-11 SPX 17-Dec-11 1310 C 154Jul-11 SPX 17-Dec-11 1310 P 76Jul-11 SPX 17-Dec-11 1315 C 68Jul-11 SPX 17-Dec-11 1315 P 68Jul-11 SPX 17-Dec-11 1320 C 1,000Jul-11 SPX 17-Dec-11 1325 C 19,759Jul-11 SPX 17-Dec-11 1325 P 13,801Jul-11 SPX 17-Dec-11 1335 C 638Jul-11 SPX 17-Dec-11 1335 P 2,353Jul-11 SPX 17-Dec-11 1350 C 39,264Jul-11 SPX 17-Dec-11 1350 P 7,246Jul-11 SPX 17-Dec-11 1375 C 35,732Jul-11 SPX 17-Dec-11 1375 P 502Jul-11 SPX 17-Dec-11 1400 C 81,313Jul-11 SPX 17-Dec-11 1400 P 990Jul-11 SPX 17-Dec-11 1415 C 55Jul-11 SPX 17-Dec-11 1415 P 2Jul-11 SPX 17-Dec-11 1420 C 63Jul-11 SPX 17-Dec-11 1420 P 1Jul-11 SPX 17-Dec-11 1425 C 11,678Jul-11 SPX 17-Dec-11 1425 P 200Jul-11 SPX 17-Dec-11 1450 C 38,028Jul-11 SPX 17-Dec-11 1450 P 35Jul-11 SPX 17-Dec-11 1475 C 12,054Jul-11 SPX 17-Dec-11 1500 C 50,658Jul-11 SPX 17-Dec-11 1500 P 785Jul-11 SPX 17-Dec-11 1525 C 3,639Jul-11 SPX 17-Dec-11 1550 C 8,190Jul-11 SPX 17-Dec-11 1600 C 3,340Jul-11 SPX 17-Dec-11 1600 P 10Jul-11 SPX 17-Dec-11 1700 C 2,874Jul-11 SPX 17-Dec-11 1800 C 1,001Jul-11 SPX 17-Dec-11 1900 C 151
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 17-Dec-11 2000 C 2Jul-11 SPX 17-Dec-11 3000 C 20Jul-11 SPX 17-Dec-11 3000 P 175Jul-11 SPX 17-Mar-12 200 C 100Jul-11 SPX 17-Mar-12 500 P 45Jul-11 SPX 17-Mar-12 600 P 5,550Jul-11 SPX 17-Mar-12 650 P 11Jul-11 SPX 17-Mar-12 700 P 15,402Jul-11 SPX 17-Mar-12 800 P 5,405Jul-11 SPX 17-Mar-12 850 P 145Jul-11 SPX 17-Mar-12 900 P 2,518Jul-11 SPX 17-Mar-12 950 P 2,010Jul-11 SPX 17-Mar-12 975 P 203Jul-11 SPX 17-Mar-12 1000 C 504Jul-11 SPX 17-Mar-12 1000 P 16,353Jul-11 SPX 17-Mar-12 1025 P 1,519Jul-11 SPX 17-Mar-12 1050 C 1Jul-11 SPX 17-Mar-12 1050 P 3,131Jul-11 SPX 17-Mar-12 1075 C 4Jul-11 SPX 17-Mar-12 1075 P 188Jul-11 SPX 17-Mar-12 1100 C 4Jul-11 SPX 17-Mar-12 1100 P 10,449Jul-11 SPX 17-Mar-12 1125 C 5Jul-11 SPX 17-Mar-12 1125 P 77Jul-11 SPX 17-Mar-12 1150 C 9Jul-11 SPX 17-Mar-12 1150 P 2,588Jul-11 SPX 17-Mar-12 1175 P 3,114Jul-11 SPX 17-Mar-12 1200 C 3Jul-11 SPX 17-Mar-12 1200 P 21,317Jul-11 SPX 17-Mar-12 1225 P 5,031Jul-11 SPX 17-Mar-12 1250 C 850Jul-11 SPX 17-Mar-12 1250 P 8,174Jul-11 SPX 17-Mar-12 1275 C 475Jul-11 SPX 17-Mar-12 1275 P 6,575Jul-11 SPX 17-Mar-12 1300 C 10,899Jul-11 SPX 17-Mar-12 1300 P 12,432Jul-11 SPX 17-Mar-12 1325 C 5,520Jul-11 SPX 17-Mar-12 1325 P 2,803Jul-11 SPX 17-Mar-12 1350 C 13,009Jul-11 SPX 17-Mar-12 1350 P 3,180Jul-11 SPX 17-Mar-12 1360 C 2Jul-11 SPX 17-Mar-12 1375 C 2,802Jul-11 SPX 17-Mar-12 1375 P 255Jul-11 SPX 17-Mar-12 1400 C 13,821Jul-11 SPX 17-Mar-12 1400 P 2Jul-11 SPX 17-Mar-12 1425 C 650Jul-11 SPX 17-Mar-12 1425 P 2Jul-11 SPX 17-Mar-12 1450 C 5,534
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 17-Mar-12 1450 P 2Jul-11 SPX 17-Mar-12 1475 C 5Jul-11 SPX 17-Mar-12 1500 C 1,206Jul-11 SPX 17-Mar-12 1550 C 719Jul-11 SPX 17-Mar-12 1600 C 11,122Jul-11 SPX 17-Mar-12 1600 P 1,000Jul-11 SPX 17-Mar-12 1650 C 100Jul-11 SPX 17-Mar-12 1700 C 102Jul-11 SPX 16-Jun-12 100 C 2Jul-11 SPX 16-Jun-12 500 C 104Jul-11 SPX 16-Jun-12 500 P 104Jul-11 SPX 16-Jun-12 600 P 5,502Jul-11 SPX 16-Jun-12 650 P 10Jul-11 SPX 16-Jun-12 800 P 1,522Jul-11 SPX 16-Jun-12 825 P 24Jul-11 SPX 16-Jun-12 850 P 500Jul-11 SPX 16-Jun-12 900 P 2,501Jul-11 SPX 16-Jun-12 925 P 9Jul-11 SPX 16-Jun-12 975 P 486Jul-11 SPX 16-Jun-12 1000 P 1,505Jul-11 SPX 16-Jun-12 1025 P 4Jul-11 SPX 16-Jun-12 1050 P 1,603Jul-11 SPX 16-Jun-12 1075 P 760Jul-11 SPX 16-Jun-12 1100 P 15,576Jul-11 SPX 16-Jun-12 1125 P 433Jul-11 SPX 16-Jun-12 1150 C 3Jul-11 SPX 16-Jun-12 1150 P 1,948Jul-11 SPX 16-Jun-12 1175 P 3,468Jul-11 SPX 16-Jun-12 1200 P 12,973Jul-11 SPX 16-Jun-12 1225 P 1,717Jul-11 SPX 16-Jun-12 1250 C 13Jul-11 SPX 16-Jun-12 1250 P 3,481Jul-11 SPX 16-Jun-12 1275 C 972Jul-11 SPX 16-Jun-12 1275 P 10,565Jul-11 SPX 16-Jun-12 1300 C 8,098Jul-11 SPX 16-Jun-12 1300 P 9,958Jul-11 SPX 16-Jun-12 1325 C 3,877Jul-11 SPX 16-Jun-12 1325 P 2,908Jul-11 SPX 16-Jun-12 1350 C 16,751Jul-11 SPX 16-Jun-12 1350 P 5,726Jul-11 SPX 16-Jun-12 1375 C 2,974Jul-11 SPX 16-Jun-12 1375 P 25Jul-11 SPX 16-Jun-12 1400 C 7,630Jul-11 SPX 16-Jun-12 1400 P 85Jul-11 SPX 16-Jun-12 1425 C 746Jul-11 SPX 16-Jun-12 1425 P 1Jul-11 SPX 16-Jun-12 1450 C 6,212Jul-11 SPX 16-Jun-12 1450 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 16-Jun-12 1475 C 955Jul-11 SPX 16-Jun-12 1500 C 4,959Jul-11 SPX 16-Jun-12 1500 P 104Jul-11 SPX 16-Jun-12 1550 C 15Jul-11 SPX 16-Jun-12 1600 C 1,366Jul-11 SPX 16-Jun-12 1625 C 2Jul-11 SPX 16-Jun-12 1800 C 205Jul-11 SPX 16-Jun-12 1900 C 259Jul-11 SPX 16-Jun-12 2500 P 4Jul-11 SPX 22-Dec-12 100 C 2Jul-11 SPX 22-Dec-12 100 P 155Jul-11 SPX 22-Dec-12 200 P 8,683Jul-11 SPX 22-Dec-12 250 P 5,479Jul-11 SPX 22-Dec-12 300 P 5Jul-11 SPX 22-Dec-12 400 P 42Jul-11 SPX 22-Dec-12 500 C 105Jul-11 SPX 22-Dec-12 500 P 25Jul-11 SPX 22-Dec-12 550 P 103Jul-11 SPX 22-Dec-12 600 C 600Jul-11 SPX 22-Dec-12 600 P 183Jul-11 SPX 22-Dec-12 700 P 535Jul-11 SPX 22-Dec-12 750 P 23Jul-11 SPX 22-Dec-12 800 P 4,344Jul-11 SPX 22-Dec-12 825 P 5Jul-11 SPX 22-Dec-12 850 C 100Jul-11 SPX 22-Dec-12 850 P 408Jul-11 SPX 22-Dec-12 875 P 7Jul-11 SPX 22-Dec-12 900 P 2,258Jul-11 SPX 22-Dec-12 925 P 249Jul-11 SPX 22-Dec-12 950 P 62Jul-11 SPX 22-Dec-12 975 P 150Jul-11 SPX 22-Dec-12 1000 P 7,640Jul-11 SPX 22-Dec-12 1025 P 1,010Jul-11 SPX 22-Dec-12 1050 P 7,976Jul-11 SPX 22-Dec-12 1075 P 219Jul-11 SPX 22-Dec-12 1100 P 4,182Jul-11 SPX 22-Dec-12 1125 P 39Jul-11 SPX 22-Dec-12 1150 C 3Jul-11 SPX 22-Dec-12 1150 P 1,871Jul-11 SPX 22-Dec-12 1175 P 300Jul-11 SPX 22-Dec-12 1200 C 924Jul-11 SPX 22-Dec-12 1200 P 10,241Jul-11 SPX 22-Dec-12 1225 P 176Jul-11 SPX 22-Dec-12 1250 P 7,501Jul-11 SPX 22-Dec-12 1275 C 1,341Jul-11 SPX 22-Dec-12 1275 P 1,942Jul-11 SPX 22-Dec-12 1300 C 5,703Jul-11 SPX 22-Dec-12 1300 P 14,423
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 22-Dec-12 1325 C 1,715Jul-11 SPX 22-Dec-12 1325 P 2,478Jul-11 SPX 22-Dec-12 1350 C 1,459Jul-11 SPX 22-Dec-12 1350 P 604Jul-11 SPX 22-Dec-12 1375 C 2Jul-11 SPX 22-Dec-12 1375 P 1Jul-11 SPX 22-Dec-12 1400 C 2,851Jul-11 SPX 22-Dec-12 1400 P 253Jul-11 SPX 22-Dec-12 1425 C 225Jul-11 SPX 22-Dec-12 1450 C 6,926Jul-11 SPX 22-Dec-12 1450 P 1Jul-11 SPX 22-Dec-12 1500 C 6,787Jul-11 SPX 22-Dec-12 1500 P 5Jul-11 SPX 22-Dec-12 1550 C 1,004Jul-11 SPX 22-Dec-12 1600 C 4,333Jul-11 SPX 22-Dec-12 1650 C 5,010Jul-11 SPX 22-Dec-12 1700 C 507Jul-11 SPX 22-Dec-12 1750 C 1,500Jul-11 SPX 22-Dec-12 1800 C 5,956Jul-11 SPX 22-Dec-12 1900 C 1Jul-11 SPX 22-Dec-12 2000 C 2,630Jul-11 SPX 22-Dec-12 2250 C 1Jul-11 SPX 22-Dec-12 2500 C 8Jul-11 SPX 22-Dec-12 2500 P 4Jul-11 SPX 22-Jun-13 550 P 10Jul-11 SPX 22-Jun-13 650 P 1Jul-11 SPX 22-Jun-13 800 P 200Jul-11 SPX 22-Jun-13 850 P 20Jul-11 SPX 22-Jun-13 900 C 500Jul-11 SPX 22-Jun-13 950 P 10Jul-11 SPX 22-Jun-13 1000 P 2Jul-11 SPX 22-Jun-13 1050 P 1,001Jul-11 SPX 22-Jun-13 1100 P 1,130Jul-11 SPX 22-Jun-13 1150 P 1Jul-11 SPX 22-Jun-13 1200 C 35Jul-11 SPX 22-Jun-13 1200 P 190Jul-11 SPX 22-Jun-13 1250 P 1,000Jul-11 SPX 22-Jun-13 1275 C 34Jul-11 SPX 22-Jun-13 1300 C 1,546Jul-11 SPX 22-Jun-13 1300 P 1,000Jul-11 SPX 22-Jun-13 1325 C 59Jul-11 SPX 22-Jun-13 1350 C 116Jul-11 SPX 22-Jun-13 1350 P 104Jul-11 SPX 22-Jun-13 1400 C 100Jul-11 SPX 22-Jun-13 1400 P 3Jul-11 SPX 22-Jun-13 1500 C 1,100Jul-11 SPX 22-Jun-13 1600 C 4Jul-11 SPX 22-Jun-13 1700 C 960
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 22-Jun-13 1800 C 4Jul-11 SPX 22-Jun-13 2000 C 4Jul-11 SPX 21-Dec-13 100 P 1,538Jul-11 SPX 21-Dec-13 200 C 166Jul-11 SPX 21-Dec-13 200 P 3Jul-11 SPX 21-Dec-13 250 P 220Jul-11 SPX 21-Dec-13 300 P 10Jul-11 SPX 21-Dec-13 350 P 2Jul-11 SPX 21-Dec-13 400 P 35Jul-11 SPX 21-Dec-13 450 P 11Jul-11 SPX 21-Dec-13 500 C 5Jul-11 SPX 21-Dec-13 500 P 133Jul-11 SPX 21-Dec-13 550 P 10Jul-11 SPX 21-Dec-13 600 P 801Jul-11 SPX 21-Dec-13 650 P 17Jul-11 SPX 21-Dec-13 700 P 330Jul-11 SPX 21-Dec-13 750 P 21Jul-11 SPX 21-Dec-13 800 C 166Jul-11 SPX 21-Dec-13 800 P 515Jul-11 SPX 21-Dec-13 850 P 60Jul-11 SPX 21-Dec-13 900 P 1,721Jul-11 SPX 21-Dec-13 925 P 20Jul-11 SPX 21-Dec-13 975 P 1Jul-11 SPX 21-Dec-13 1000 C 7Jul-11 SPX 21-Dec-13 1000 P 4,452Jul-11 SPX 21-Dec-13 1050 P 2,211Jul-11 SPX 21-Dec-13 1075 P 48Jul-11 SPX 21-Dec-13 1100 C 5Jul-11 SPX 21-Dec-13 1100 P 387Jul-11 SPX 21-Dec-13 1125 P 15Jul-11 SPX 21-Dec-13 1150 C 150Jul-11 SPX 21-Dec-13 1150 P 1,655Jul-11 SPX 21-Dec-13 1175 P 5Jul-11 SPX 21-Dec-13 1200 C 1,250Jul-11 SPX 21-Dec-13 1200 P 2Jul-11 SPX 21-Dec-13 1225 C 1Jul-11 SPX 21-Dec-13 1250 P 125Jul-11 SPX 21-Dec-13 1275 C 34Jul-11 SPX 21-Dec-13 1275 P 77Jul-11 SPX 21-Dec-13 1300 C 5,346Jul-11 SPX 21-Dec-13 1300 P 6,401Jul-11 SPX 21-Dec-13 1325 C 280Jul-11 SPX 21-Dec-13 1325 P 223Jul-11 SPX 21-Dec-13 1350 C 2,310Jul-11 SPX 21-Dec-13 1350 P 251Jul-11 SPX 21-Dec-13 1375 C 5Jul-11 SPX 21-Dec-13 1400 C 355Jul-11 SPX 21-Dec-13 1400 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPX 21-Dec-13 1450 C 600Jul-11 SPX 21-Dec-13 1450 P 1Jul-11 SPX 21-Dec-13 1475 C 1,010Jul-11 SPX 21-Dec-13 1500 C 1,430Jul-11 SPX 21-Dec-13 1500 P 5Jul-11 SPX 21-Dec-13 1550 C 503Jul-11 SPX 21-Dec-13 1600 C 4,550Jul-11 SPX 21-Dec-13 1650 C 2Jul-11 SPX 21-Dec-13 1800 C 1Jul-11 SPX 21-Dec-13 2000 C 296Jul-11 SPX 21-Dec-13 2000 P 1Jul-11 SPX 21-Dec-13 2250 C 2,563Jul-11 SPX 21-Dec-13 2500 C 3Jul-11 SPX 21-Dec-13 3000 C 100Jul-11 SPX 21-Dec-13 3000 P 156Jul-11 SPXW 01-Jul-11 1125 P 1Jul-11 SPXW 01-Jul-11 1150 P 5Jul-11 SPXW 01-Jul-11 1175 P 4Jul-11 SPXW 01-Jul-11 1200 P 25Jul-11 SPXW 01-Jul-11 1205 P 5Jul-11 SPXW 01-Jul-11 1210 P 26Jul-11 SPXW 01-Jul-11 1215 P 184Jul-11 SPXW 01-Jul-11 1220 P 199Jul-11 SPXW 01-Jul-11 1225 P 10Jul-11 SPXW 01-Jul-11 1230 P 4Jul-11 SPXW 01-Jul-11 1235 P 3Jul-11 SPXW 01-Jul-11 1240 P 55Jul-11 SPXW 01-Jul-11 1245 P 10Jul-11 SPXW 01-Jul-11 1250 P 7Jul-11 SPXW 01-Jul-11 1255 P 4Jul-11 SPXW 01-Jul-11 1260 P 74Jul-11 SPXW 01-Jul-11 1265 P 77Jul-11 SPXW 01-Jul-11 1270 P 292Jul-11 SPXW 01-Jul-11 1275 C 29Jul-11 SPXW 01-Jul-11 1275 P 70Jul-11 SPXW 01-Jul-11 1280 C 27Jul-11 SPXW 01-Jul-11 1280 P 58Jul-11 SPXW 01-Jul-11 1285 C 29Jul-11 SPXW 01-Jul-11 1285 P 116Jul-11 SPXW 01-Jul-11 1290 C 57Jul-11 SPXW 01-Jul-11 1290 P 98Jul-11 SPXW 01-Jul-11 1295 C 22Jul-11 SPXW 01-Jul-11 1295 P 105Jul-11 SPXW 01-Jul-11 1300 C 2,299Jul-11 SPXW 01-Jul-11 1300 P 2,461Jul-11 SPXW 01-Jul-11 1305 C 199Jul-11 SPXW 01-Jul-11 1305 P 338Jul-11 SPXW 01-Jul-11 1310 C 648
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPXW 01-Jul-11 1310 P 1,593Jul-11 SPXW 01-Jul-11 1315 C 831Jul-11 SPXW 01-Jul-11 1315 P 2,258Jul-11 SPXW 01-Jul-11 1320 C 6,337Jul-11 SPXW 01-Jul-11 1320 P 2,604Jul-11 SPXW 01-Jul-11 1325 C 5,476Jul-11 SPXW 01-Jul-11 1325 P 3,804Jul-11 SPXW 01-Jul-11 1330 C 18,079Jul-11 SPXW 01-Jul-11 1330 P 4,765Jul-11 SPXW 01-Jul-11 1335 C 14,051Jul-11 SPXW 01-Jul-11 1335 P 2,810Jul-11 SPXW 01-Jul-11 1340 C 20,394Jul-11 SPXW 01-Jul-11 1340 P 1,559Jul-11 SPXW 01-Jul-11 1350 C 2,138Jul-11 SPXW 01-Jul-11 1350 P 101Jul-11 SPXW 01-Jul-11 1400 C 300Jul-11 SPXW 08-Jul-11 1025 P 1,000Jul-11 SPXW 08-Jul-11 1050 P 1,226Jul-11 SPXW 08-Jul-11 1075 P 1,631Jul-11 SPXW 08-Jul-11 1100 P 1,185Jul-11 SPXW 08-Jul-11 1125 C 1Jul-11 SPXW 08-Jul-11 1125 P 2,332Jul-11 SPXW 08-Jul-11 1150 P 4,896Jul-11 SPXW 08-Jul-11 1175 C 10Jul-11 SPXW 08-Jul-11 1175 P 3,082Jul-11 SPXW 08-Jul-11 1190 P 8,200Jul-11 SPXW 08-Jul-11 1195 P 424Jul-11 SPXW 08-Jul-11 1200 P 3,640Jul-11 SPXW 08-Jul-11 1205 P 887Jul-11 SPXW 08-Jul-11 1210 C 21Jul-11 SPXW 08-Jul-11 1210 P 1,078Jul-11 SPXW 08-Jul-11 1215 C 10Jul-11 SPXW 08-Jul-11 1215 P 129Jul-11 SPXW 08-Jul-11 1220 C 10Jul-11 SPXW 08-Jul-11 1220 P 252Jul-11 SPXW 08-Jul-11 1225 P 5,103Jul-11 SPXW 08-Jul-11 1230 C 20Jul-11 SPXW 08-Jul-11 1230 P 111Jul-11 SPXW 08-Jul-11 1235 C 22Jul-11 SPXW 08-Jul-11 1235 P 189Jul-11 SPXW 08-Jul-11 1240 P 1,445Jul-11 SPXW 08-Jul-11 1245 P 1,301Jul-11 SPXW 08-Jul-11 1250 P 3,115Jul-11 SPXW 08-Jul-11 1255 P 463Jul-11 SPXW 08-Jul-11 1260 P 710Jul-11 SPXW 08-Jul-11 1265 P 226Jul-11 SPXW 08-Jul-11 1270 C 1Jul-11 SPXW 08-Jul-11 1270 P 930
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPXW 08-Jul-11 1275 P 7,355Jul-11 SPXW 08-Jul-11 1280 P 4,895Jul-11 SPXW 08-Jul-11 1285 C 2Jul-11 SPXW 08-Jul-11 1285 P 607Jul-11 SPXW 08-Jul-11 1290 C 2Jul-11 SPXW 08-Jul-11 1290 P 2,586Jul-11 SPXW 08-Jul-11 1295 C 48Jul-11 SPXW 08-Jul-11 1295 P 1,493Jul-11 SPXW 08-Jul-11 1300 C 822Jul-11 SPXW 08-Jul-11 1300 P 4,404Jul-11 SPXW 08-Jul-11 1305 C 69Jul-11 SPXW 08-Jul-11 1305 P 2,253Jul-11 SPXW 08-Jul-11 1310 C 245Jul-11 SPXW 08-Jul-11 1310 P 3,200Jul-11 SPXW 08-Jul-11 1315 C 125Jul-11 SPXW 08-Jul-11 1315 P 7,916Jul-11 SPXW 08-Jul-11 1320 C 3,130Jul-11 SPXW 08-Jul-11 1320 P 9,386Jul-11 SPXW 08-Jul-11 1325 C 2,124Jul-11 SPXW 08-Jul-11 1325 P 12,723Jul-11 SPXW 08-Jul-11 1330 C 986Jul-11 SPXW 08-Jul-11 1330 P 11,368Jul-11 SPXW 08-Jul-11 1335 C 2,421Jul-11 SPXW 08-Jul-11 1335 P 8,015Jul-11 SPXW 08-Jul-11 1340 C 8,310Jul-11 SPXW 08-Jul-11 1340 P 5,805Jul-11 SPXW 08-Jul-11 1345 C 6,999Jul-11 SPXW 08-Jul-11 1345 P 1,854Jul-11 SPXW 08-Jul-11 1350 C 5,944Jul-11 SPXW 08-Jul-11 1350 P 1,247Jul-11 SPXW 08-Jul-11 1355 C 1,899Jul-11 SPXW 08-Jul-11 1355 P 240Jul-11 SPXW 08-Jul-11 1360 C 3,548Jul-11 SPXW 08-Jul-11 1360 P 159Jul-11 SPXW 08-Jul-11 1365 C 2,267Jul-11 SPXW 08-Jul-11 1370 C 4,105Jul-11 SPXW 08-Jul-11 1370 P 2Jul-11 SPXW 08-Jul-11 1375 C 8,289Jul-11 SPXW 08-Jul-11 1375 P 4Jul-11 SPXW 08-Jul-11 1380 C 1Jul-11 SPXW 08-Jul-11 1400 C 5,596Jul-11 SPXW 08-Jul-11 1400 P 1Jul-11 SPXW 22-Jul-11 1050 P 9,010Jul-11 SPXW 22-Jul-11 1075 P 7,378Jul-11 SPXW 22-Jul-11 1100 C 10Jul-11 SPXW 22-Jul-11 1100 P 9,760Jul-11 SPXW 22-Jul-11 1125 P 13,348Jul-11 SPXW 22-Jul-11 1150 C 10
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPXW 22-Jul-11 1150 P 19,158Jul-11 SPXW 22-Jul-11 1175 P 8,407Jul-11 SPXW 22-Jul-11 1200 P 18,935Jul-11 SPXW 22-Jul-11 1210 C 10Jul-11 SPXW 22-Jul-11 1210 P 607Jul-11 SPXW 22-Jul-11 1215 C 10Jul-11 SPXW 22-Jul-11 1215 P 323Jul-11 SPXW 22-Jul-11 1220 P 528Jul-11 SPXW 22-Jul-11 1225 P 16,895Jul-11 SPXW 22-Jul-11 1230 C 4Jul-11 SPXW 22-Jul-11 1230 P 3,199Jul-11 SPXW 22-Jul-11 1235 C 10Jul-11 SPXW 22-Jul-11 1235 P 3,085Jul-11 SPXW 22-Jul-11 1240 C 10Jul-11 SPXW 22-Jul-11 1240 P 6,889Jul-11 SPXW 22-Jul-11 1245 C 10Jul-11 SPXW 22-Jul-11 1245 P 2,022Jul-11 SPXW 22-Jul-11 1250 C 2Jul-11 SPXW 22-Jul-11 1250 P 16,546Jul-11 SPXW 22-Jul-11 1255 P 3,536Jul-11 SPXW 22-Jul-11 1260 C 33Jul-11 SPXW 22-Jul-11 1260 P 5,087Jul-11 SPXW 22-Jul-11 1265 C 14Jul-11 SPXW 22-Jul-11 1265 P 1,582Jul-11 SPXW 22-Jul-11 1270 C 41Jul-11 SPXW 22-Jul-11 1270 P 5,370Jul-11 SPXW 22-Jul-11 1275 C 29Jul-11 SPXW 22-Jul-11 1275 P 3,704Jul-11 SPXW 22-Jul-11 1280 C 10Jul-11 SPXW 22-Jul-11 1280 P 10,152Jul-11 SPXW 22-Jul-11 1285 C 10Jul-11 SPXW 22-Jul-11 1285 P 4,484Jul-11 SPXW 22-Jul-11 1290 C 13Jul-11 SPXW 22-Jul-11 1290 P 7,481Jul-11 SPXW 22-Jul-11 1295 C 89Jul-11 SPXW 22-Jul-11 1295 P 3,766Jul-11 SPXW 22-Jul-11 1300 C 2,509Jul-11 SPXW 22-Jul-11 1300 P 28,716Jul-11 SPXW 22-Jul-11 1305 C 418Jul-11 SPXW 22-Jul-11 1305 P 8,472Jul-11 SPXW 22-Jul-11 1310 C 2,315Jul-11 SPXW 22-Jul-11 1310 P 11,538Jul-11 SPXW 22-Jul-11 1315 C 7,558Jul-11 SPXW 22-Jul-11 1315 P 7,296Jul-11 SPXW 22-Jul-11 1320 C 3,559Jul-11 SPXW 22-Jul-11 1320 P 7,653Jul-11 SPXW 22-Jul-11 1325 C 6,430Jul-11 SPXW 22-Jul-11 1325 P 6,032
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPXW 22-Jul-11 1330 C 7,781Jul-11 SPXW 22-Jul-11 1330 P 8,075Jul-11 SPXW 22-Jul-11 1335 C 6,810Jul-11 SPXW 22-Jul-11 1335 P 6,309Jul-11 SPXW 22-Jul-11 1340 C 9,237Jul-11 SPXW 22-Jul-11 1340 P 4,750Jul-11 SPXW 22-Jul-11 1345 C 7,878Jul-11 SPXW 22-Jul-11 1345 P 2,054Jul-11 SPXW 22-Jul-11 1350 C 19,612Jul-11 SPXW 22-Jul-11 1350 P 2,967Jul-11 SPXW 22-Jul-11 1355 C 12,478Jul-11 SPXW 22-Jul-11 1355 P 54Jul-11 SPXW 22-Jul-11 1360 C 14,283Jul-11 SPXW 22-Jul-11 1360 P 20Jul-11 SPXW 22-Jul-11 1365 C 6,249Jul-11 SPXW 22-Jul-11 1365 P 4Jul-11 SPXW 22-Jul-11 1370 C 5,160Jul-11 SPXW 22-Jul-11 1370 P 12Jul-11 SPXW 22-Jul-11 1375 C 3,982Jul-11 SPXW 22-Jul-11 1375 P 22Jul-11 SPXW 22-Jul-11 1380 C 2,142Jul-11 SPXW 22-Jul-11 1380 P 20Jul-11 SPXW 22-Jul-11 1400 C 2,903Jul-11 SPXW 22-Jul-11 1425 C 2,005Jul-11 SPXW 29-Jul-11 1050 P 5,506Jul-11 SPXW 29-Jul-11 1075 P 516Jul-11 SPXW 29-Jul-11 1100 P 865Jul-11 SPXW 29-Jul-11 1125 P 3,363Jul-11 SPXW 29-Jul-11 1150 P 14,816Jul-11 SPXW 29-Jul-11 1175 P 13,784Jul-11 SPXW 29-Jul-11 1200 P 15,546Jul-11 SPXW 29-Jul-11 1210 P 1,436Jul-11 SPXW 29-Jul-11 1215 P 1,293Jul-11 SPXW 29-Jul-11 1220 P 576Jul-11 SPXW 29-Jul-11 1225 P 19,767Jul-11 SPXW 29-Jul-11 1230 P 983Jul-11 SPXW 29-Jul-11 1235 P 882Jul-11 SPXW 29-Jul-11 1240 P 1,590Jul-11 SPXW 29-Jul-11 1245 P 1,137Jul-11 SPXW 29-Jul-11 1250 C 6Jul-11 SPXW 29-Jul-11 1250 P 15,719Jul-11 SPXW 29-Jul-11 1255 C 12Jul-11 SPXW 29-Jul-11 1255 P 2,552Jul-11 SPXW 29-Jul-11 1260 P 3,690Jul-11 SPXW 29-Jul-11 1265 P 7,657Jul-11 SPXW 29-Jul-11 1270 C 26Jul-11 SPXW 29-Jul-11 1270 P 5,221Jul-11 SPXW 29-Jul-11 1275 C 43
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPXW 29-Jul-11 1275 P 15,061Jul-11 SPXW 29-Jul-11 1280 C 149Jul-11 SPXW 29-Jul-11 1280 P 15,382Jul-11 SPXW 29-Jul-11 1285 C 41Jul-11 SPXW 29-Jul-11 1285 P 9,945Jul-11 SPXW 29-Jul-11 1290 C 749Jul-11 SPXW 29-Jul-11 1290 P 14,497Jul-11 SPXW 29-Jul-11 1295 C 4,537Jul-11 SPXW 29-Jul-11 1295 P 8,159Jul-11 SPXW 29-Jul-11 1300 C 7,480Jul-11 SPXW 29-Jul-11 1300 P 31,273Jul-11 SPXW 29-Jul-11 1305 C 3,870Jul-11 SPXW 29-Jul-11 1305 P 4,014Jul-11 SPXW 29-Jul-11 1310 C 5,671Jul-11 SPXW 29-Jul-11 1310 P 14,695Jul-11 SPXW 29-Jul-11 1315 C 6,482Jul-11 SPXW 29-Jul-11 1315 P 2,728Jul-11 SPXW 29-Jul-11 1320 C 6,705Jul-11 SPXW 29-Jul-11 1320 P 3,287Jul-11 SPXW 29-Jul-11 1325 C 5,363Jul-11 SPXW 29-Jul-11 1325 P 3,174Jul-11 SPXW 29-Jul-11 1330 C 8,323Jul-11 SPXW 29-Jul-11 1330 P 2,962Jul-11 SPXW 29-Jul-11 1335 C 8,081Jul-11 SPXW 29-Jul-11 1335 P 4,379Jul-11 SPXW 29-Jul-11 1340 C 6,231Jul-11 SPXW 29-Jul-11 1340 P 875Jul-11 SPXW 29-Jul-11 1345 C 3,939Jul-11 SPXW 29-Jul-11 1345 P 546Jul-11 SPXW 29-Jul-11 1350 C 13,004Jul-11 SPXW 29-Jul-11 1350 P 2,125Jul-11 SPXW 29-Jul-11 1355 C 3,546Jul-11 SPXW 29-Jul-11 1355 P 25Jul-11 SPXW 29-Jul-11 1360 C 5,417Jul-11 SPXW 29-Jul-11 1360 P 71Jul-11 SPXW 29-Jul-11 1365 C 2,001Jul-11 SPXW 29-Jul-11 1365 P 67Jul-11 SPXW 29-Jul-11 1370 C 15,820Jul-11 SPXW 29-Jul-11 1370 P 17Jul-11 SPXW 29-Jul-11 1375 C 7,334Jul-11 SPXW 29-Jul-11 1375 P 22Jul-11 SPXW 29-Jul-11 1380 C 3,158Jul-11 SPXW 29-Jul-11 1380 P 8Jul-11 SPXW 29-Jul-11 1385 C 2,495Jul-11 SPXW 29-Jul-11 1385 P 78Jul-11 SPXW 29-Jul-11 1390 C 1,237Jul-11 SPXW 29-Jul-11 1390 P 57Jul-11 SPXW 29-Jul-11 1395 C 1,106
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPXW 29-Jul-11 1395 P 13Jul-11 SPXW 29-Jul-11 1400 C 1,870Jul-11 SPXW 29-Jul-11 1405 C 132Jul-11 SPXW 29-Jul-11 1410 C 243Jul-11 SPXW 29-Jul-11 1415 C 64Jul-11 SPXW 29-Jul-11 1420 C 240Jul-11 SPXW 29-Jul-11 1420 P 1Jul-11 SPXW 29-Jul-11 1425 C 4,452Jul-11 SPXW 29-Jul-11 1450 C 200Jul-11 SPXW 29-Jul-11 1450 P 25Jul-11 SPXW 05-Aug-11 1050 P 460Jul-11 SPXW 05-Aug-11 1075 P 2,203Jul-11 SPXW 05-Aug-11 1100 C 11Jul-11 SPXW 05-Aug-11 1100 P 17,530Jul-11 SPXW 05-Aug-11 1125 C 10Jul-11 SPXW 05-Aug-11 1125 P 2,376Jul-11 SPXW 05-Aug-11 1150 C 5Jul-11 SPXW 05-Aug-11 1150 P 10,001Jul-11 SPXW 05-Aug-11 1175 C 5Jul-11 SPXW 05-Aug-11 1175 P 1,708Jul-11 SPXW 05-Aug-11 1200 P 12,383Jul-11 SPXW 05-Aug-11 1225 C 3Jul-11 SPXW 05-Aug-11 1225 P 5,211Jul-11 SPXW 05-Aug-11 1230 P 275Jul-11 SPXW 05-Aug-11 1235 P 380Jul-11 SPXW 05-Aug-11 1240 C 2Jul-11 SPXW 05-Aug-11 1240 P 276Jul-11 SPXW 05-Aug-11 1245 P 277Jul-11 SPXW 05-Aug-11 1250 C 6Jul-11 SPXW 05-Aug-11 1250 P 7,479Jul-11 SPXW 05-Aug-11 1255 P 176Jul-11 SPXW 05-Aug-11 1260 P 335Jul-11 SPXW 05-Aug-11 1265 C 6Jul-11 SPXW 05-Aug-11 1265 P 906Jul-11 SPXW 05-Aug-11 1270 C 6Jul-11 SPXW 05-Aug-11 1270 P 498Jul-11 SPXW 05-Aug-11 1275 C 13Jul-11 SPXW 05-Aug-11 1275 P 1,996Jul-11 SPXW 05-Aug-11 1280 C 14Jul-11 SPXW 05-Aug-11 1280 P 777Jul-11 SPXW 05-Aug-11 1285 C 32Jul-11 SPXW 05-Aug-11 1285 P 1,284Jul-11 SPXW 05-Aug-11 1290 C 96Jul-11 SPXW 05-Aug-11 1290 P 967Jul-11 SPXW 05-Aug-11 1295 C 129Jul-11 SPXW 05-Aug-11 1295 P 419Jul-11 SPXW 05-Aug-11 1300 C 2,018Jul-11 SPXW 05-Aug-11 1300 P 2,669
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Jul-11 SPXW 05-Aug-11 1305 C 253Jul-11 SPXW 05-Aug-11 1305 P 754Jul-11 SPXW 05-Aug-11 1310 C 1,402Jul-11 SPXW 05-Aug-11 1310 P 293Jul-11 SPXW 05-Aug-11 1315 C 1,610Jul-11 SPXW 05-Aug-11 1315 P 200Jul-11 SPXW 05-Aug-11 1320 C 2,568Jul-11 SPXW 05-Aug-11 1320 P 29Jul-11 SPXW 05-Aug-11 1325 C 4,396Jul-11 SPXW 05-Aug-11 1325 P 500Jul-11 SPXW 05-Aug-11 1330 C 2,049Jul-11 SPXW 05-Aug-11 1330 P 201Jul-11 SPXW 05-Aug-11 1335 C 2,518Jul-11 SPXW 05-Aug-11 1335 P 1Jul-11 SPXW 05-Aug-11 1340 C 851Jul-11 SPXW 05-Aug-11 1340 P 49Jul-11 SPXW 05-Aug-11 1345 C 145Jul-11 SPXW 05-Aug-11 1345 P 312Jul-11 SPXW 05-Aug-11 1350 C 2,001Jul-11 SPXW 05-Aug-11 1350 P 2,038Jul-11 SPXW 05-Aug-11 1355 C 420Jul-11 SPXW 05-Aug-11 1360 C 433Jul-11 SPXW 05-Aug-11 1365 C 1,078Jul-11 SPXW 05-Aug-11 1370 C 442Jul-11 SPXW 05-Aug-11 1370 P 10Jul-11 SPXW 05-Aug-11 1375 C 258Jul-11 SPXW 05-Aug-11 1375 P 10Jul-11 SPXW 05-Aug-11 1380 C 543Jul-11 SPXW 05-Aug-11 1385 C 6Jul-11 SPXW 05-Aug-11 1390 C 5Jul-11 SPXW 05-Aug-11 1400 C 396Jul-11 SPXW 05-Aug-11 1405 C 6Jul-11 SPXW 05-Aug-11 1420 C 5Jul-11 SPXW 05-Aug-11 1425 C 328
Aug-11 SPX 20-Aug-11 500 C 900Aug-11 SPX 20-Aug-11 500 P 901Aug-11 SPX 20-Aug-11 600 P 216Aug-11 SPX 20-Aug-11 700 P 2,894Aug-11 SPX 20-Aug-11 750 P 2,014Aug-11 SPX 20-Aug-11 775 P 2,196Aug-11 SPX 20-Aug-11 800 C 3Aug-11 SPX 20-Aug-11 800 P 12,785Aug-11 SPX 20-Aug-11 810 P 378Aug-11 SPX 20-Aug-11 820 P 170Aug-11 SPX 20-Aug-11 825 P 1,932Aug-11 SPX 20-Aug-11 830 P 161Aug-11 SPX 20-Aug-11 840 P 164Aug-11 SPX 20-Aug-11 850 C 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 20-Aug-11 850 P 4,835Aug-11 SPX 20-Aug-11 860 P 1,177Aug-11 SPX 20-Aug-11 865 P 125Aug-11 SPX 20-Aug-11 870 P 1,308Aug-11 SPX 20-Aug-11 875 P 7,584Aug-11 SPX 20-Aug-11 880 P 1,236Aug-11 SPX 20-Aug-11 885 P 3,144Aug-11 SPX 20-Aug-11 890 P 3,569Aug-11 SPX 20-Aug-11 895 P 543Aug-11 SPX 20-Aug-11 900 C 4Aug-11 SPX 20-Aug-11 900 P 47,168Aug-11 SPX 20-Aug-11 905 P 1,124Aug-11 SPX 20-Aug-11 910 P 387Aug-11 SPX 20-Aug-11 915 P 73Aug-11 SPX 20-Aug-11 920 P 1,712Aug-11 SPX 20-Aug-11 925 P 15,464Aug-11 SPX 20-Aug-11 930 P 823Aug-11 SPX 20-Aug-11 935 P 21Aug-11 SPX 20-Aug-11 940 P 1,793Aug-11 SPX 20-Aug-11 945 P 296Aug-11 SPX 20-Aug-11 950 C 2,216Aug-11 SPX 20-Aug-11 950 P 45,295Aug-11 SPX 20-Aug-11 955 P 953Aug-11 SPX 20-Aug-11 960 C 2Aug-11 SPX 20-Aug-11 960 P 454Aug-11 SPX 20-Aug-11 965 P 481Aug-11 SPX 20-Aug-11 970 P 1,503Aug-11 SPX 20-Aug-11 975 C 4Aug-11 SPX 20-Aug-11 975 P 21,713Aug-11 SPX 20-Aug-11 980 P 7,165Aug-11 SPX 20-Aug-11 985 P 6,686Aug-11 SPX 20-Aug-11 990 C 2Aug-11 SPX 20-Aug-11 990 P 1,792Aug-11 SPX 20-Aug-11 995 P 4,194Aug-11 SPX 20-Aug-11 1000 C 541Aug-11 SPX 20-Aug-11 1000 P 183,103Aug-11 SPX 20-Aug-11 1005 C 4Aug-11 SPX 20-Aug-11 1005 P 522Aug-11 SPX 20-Aug-11 1010 C 21Aug-11 SPX 20-Aug-11 1010 P 5,549Aug-11 SPX 20-Aug-11 1015 P 2,750Aug-11 SPX 20-Aug-11 1020 C 1Aug-11 SPX 20-Aug-11 1020 P 3,573Aug-11 SPX 20-Aug-11 1025 C 4Aug-11 SPX 20-Aug-11 1025 P 62,783Aug-11 SPX 20-Aug-11 1030 P 12,853Aug-11 SPX 20-Aug-11 1035 P 10,232Aug-11 SPX 20-Aug-11 1040 C 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 20-Aug-11 1040 P 29,969Aug-11 SPX 20-Aug-11 1045 C 63Aug-11 SPX 20-Aug-11 1045 P 4,052Aug-11 SPX 20-Aug-11 1050 C 181Aug-11 SPX 20-Aug-11 1050 P 184,538Aug-11 SPX 20-Aug-11 1055 C 75Aug-11 SPX 20-Aug-11 1055 P 11,137Aug-11 SPX 20-Aug-11 1060 C 73Aug-11 SPX 20-Aug-11 1060 P 60,950Aug-11 SPX 20-Aug-11 1065 C 2Aug-11 SPX 20-Aug-11 1065 P 6,143Aug-11 SPX 20-Aug-11 1070 P 17,546Aug-11 SPX 20-Aug-11 1075 C 200Aug-11 SPX 20-Aug-11 1075 P 101,624Aug-11 SPX 20-Aug-11 1080 C 14Aug-11 SPX 20-Aug-11 1080 P 56,785Aug-11 SPX 20-Aug-11 1085 C 4Aug-11 SPX 20-Aug-11 1085 P 5,104Aug-11 SPX 20-Aug-11 1090 C 9Aug-11 SPX 20-Aug-11 1090 P 14,570Aug-11 SPX 20-Aug-11 1095 C 23Aug-11 SPX 20-Aug-11 1095 P 3,419Aug-11 SPX 20-Aug-11 1100 C 45,649Aug-11 SPX 20-Aug-11 1100 P 442,299Aug-11 SPX 20-Aug-11 1105 C 6Aug-11 SPX 20-Aug-11 1105 P 7,876Aug-11 SPX 20-Aug-11 1110 C 53Aug-11 SPX 20-Aug-11 1110 P 36,243Aug-11 SPX 20-Aug-11 1115 C 104Aug-11 SPX 20-Aug-11 1115 P 28,036Aug-11 SPX 20-Aug-11 1120 C 1,433Aug-11 SPX 20-Aug-11 1120 P 38,739Aug-11 SPX 20-Aug-11 1125 C 7,510Aug-11 SPX 20-Aug-11 1125 P 174,364Aug-11 SPX 20-Aug-11 1130 C 2,572Aug-11 SPX 20-Aug-11 1130 P 159,179Aug-11 SPX 20-Aug-11 1135 C 686Aug-11 SPX 20-Aug-11 1135 P 6,945Aug-11 SPX 20-Aug-11 1140 C 17,756Aug-11 SPX 20-Aug-11 1140 P 88,048Aug-11 SPX 20-Aug-11 1145 C 4,822Aug-11 SPX 20-Aug-11 1145 P 8,632Aug-11 SPX 20-Aug-11 1150 C 240,255Aug-11 SPX 20-Aug-11 1150 P 623,420Aug-11 SPX 20-Aug-11 1155 C 5,260Aug-11 SPX 20-Aug-11 1155 P 17,079Aug-11 SPX 20-Aug-11 1160 C 27,586Aug-11 SPX 20-Aug-11 1160 P 119,034
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 20-Aug-11 1165 C 10,919Aug-11 SPX 20-Aug-11 1165 P 19,545Aug-11 SPX 20-Aug-11 1170 C 26,933Aug-11 SPX 20-Aug-11 1170 P 100,791Aug-11 SPX 20-Aug-11 1175 C 83,596Aug-11 SPX 20-Aug-11 1175 P 164,785Aug-11 SPX 20-Aug-11 1180 C 56,507Aug-11 SPX 20-Aug-11 1180 P 137,767Aug-11 SPX 20-Aug-11 1185 C 15,851Aug-11 SPX 20-Aug-11 1185 P 25,008Aug-11 SPX 20-Aug-11 1190 C 42,748Aug-11 SPX 20-Aug-11 1190 P 86,501Aug-11 SPX 20-Aug-11 1195 C 13,221Aug-11 SPX 20-Aug-11 1195 P 16,581Aug-11 SPX 20-Aug-11 1200 C 281,987Aug-11 SPX 20-Aug-11 1200 P 401,925Aug-11 SPX 20-Aug-11 1205 C 12,714Aug-11 SPX 20-Aug-11 1205 P 21,108Aug-11 SPX 20-Aug-11 1210 C 66,096Aug-11 SPX 20-Aug-11 1210 P 95,520Aug-11 SPX 20-Aug-11 1215 C 10,734Aug-11 SPX 20-Aug-11 1215 P 9,099Aug-11 SPX 20-Aug-11 1220 C 92,804Aug-11 SPX 20-Aug-11 1220 P 133,690Aug-11 SPX 20-Aug-11 1225 C 105,803Aug-11 SPX 20-Aug-11 1225 P 83,375Aug-11 SPX 20-Aug-11 1230 C 55,493Aug-11 SPX 20-Aug-11 1230 P 93,893Aug-11 SPX 20-Aug-11 1235 C 12,949Aug-11 SPX 20-Aug-11 1235 P 9,033Aug-11 SPX 20-Aug-11 1240 C 69,235Aug-11 SPX 20-Aug-11 1240 P 57,597Aug-11 SPX 20-Aug-11 1245 C 11,774Aug-11 SPX 20-Aug-11 1245 P 8,117Aug-11 SPX 20-Aug-11 1250 C 125,207Aug-11 SPX 20-Aug-11 1250 P 143,023Aug-11 SPX 20-Aug-11 1255 C 7,469Aug-11 SPX 20-Aug-11 1255 P 6,705Aug-11 SPX 20-Aug-11 1260 C 29,320Aug-11 SPX 20-Aug-11 1260 P 54,982Aug-11 SPX 20-Aug-11 1265 C 24,043Aug-11 SPX 20-Aug-11 1265 P 16,314Aug-11 SPX 20-Aug-11 1270 C 28,754Aug-11 SPX 20-Aug-11 1270 P 36,664Aug-11 SPX 20-Aug-11 1275 C 108,319Aug-11 SPX 20-Aug-11 1275 P 59,100Aug-11 SPX 20-Aug-11 1280 C 27,814Aug-11 SPX 20-Aug-11 1280 P 25,518
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 20-Aug-11 1285 C 22,359Aug-11 SPX 20-Aug-11 1285 P 3,586Aug-11 SPX 20-Aug-11 1290 C 22,711Aug-11 SPX 20-Aug-11 1290 P 9,072Aug-11 SPX 20-Aug-11 1295 C 7,089Aug-11 SPX 20-Aug-11 1295 P 2,842Aug-11 SPX 20-Aug-11 1300 C 162,832Aug-11 SPX 20-Aug-11 1300 P 51,379Aug-11 SPX 20-Aug-11 1305 C 8,047Aug-11 SPX 20-Aug-11 1305 P 2,819Aug-11 SPX 20-Aug-11 1310 C 19,200Aug-11 SPX 20-Aug-11 1310 P 1,178Aug-11 SPX 20-Aug-11 1315 C 41,422Aug-11 SPX 20-Aug-11 1315 P 6,213Aug-11 SPX 20-Aug-11 1320 C 17,475Aug-11 SPX 20-Aug-11 1320 P 8,062Aug-11 SPX 20-Aug-11 1325 C 59,567Aug-11 SPX 20-Aug-11 1325 P 3,519Aug-11 SPX 20-Aug-11 1330 C 18,960Aug-11 SPX 20-Aug-11 1330 P 4,289Aug-11 SPX 20-Aug-11 1335 C 5,177Aug-11 SPX 20-Aug-11 1335 P 3,354Aug-11 SPX 20-Aug-11 1340 C 43,306Aug-11 SPX 20-Aug-11 1340 P 1,760Aug-11 SPX 20-Aug-11 1345 C 5,328Aug-11 SPX 20-Aug-11 1345 P 54Aug-11 SPX 20-Aug-11 1350 C 41,179Aug-11 SPX 20-Aug-11 1350 P 9,439Aug-11 SPX 20-Aug-11 1355 C 1,829Aug-11 SPX 20-Aug-11 1355 P 19Aug-11 SPX 20-Aug-11 1360 C 15,028Aug-11 SPX 20-Aug-11 1360 P 8,099Aug-11 SPX 20-Aug-11 1365 C 3,681Aug-11 SPX 20-Aug-11 1365 P 10Aug-11 SPX 20-Aug-11 1370 C 6,796Aug-11 SPX 20-Aug-11 1370 P 10Aug-11 SPX 20-Aug-11 1375 C 17,249Aug-11 SPX 20-Aug-11 1375 P 70Aug-11 SPX 20-Aug-11 1380 C 8,457Aug-11 SPX 20-Aug-11 1380 P 1Aug-11 SPX 20-Aug-11 1385 C 4,975Aug-11 SPX 20-Aug-11 1390 C 7,901Aug-11 SPX 20-Aug-11 1390 P 229Aug-11 SPX 20-Aug-11 1395 C 3,468Aug-11 SPX 20-Aug-11 1400 C 9,315Aug-11 SPX 20-Aug-11 1400 P 23,549Aug-11 SPX 20-Aug-11 1405 C 3,736Aug-11 SPX 20-Aug-11 1405 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 20-Aug-11 1410 C 4,671Aug-11 SPX 20-Aug-11 1415 C 3,266Aug-11 SPX 20-Aug-11 1415 P 14Aug-11 SPX 20-Aug-11 1420 C 3,030Aug-11 SPX 20-Aug-11 1420 P 10Aug-11 SPX 20-Aug-11 1425 C 1,117Aug-11 SPX 20-Aug-11 1425 P 14Aug-11 SPX 20-Aug-11 1430 C 5,051Aug-11 SPX 20-Aug-11 1435 C 649Aug-11 SPX 20-Aug-11 1435 P 50Aug-11 SPX 20-Aug-11 1440 C 498Aug-11 SPX 20-Aug-11 1445 C 372Aug-11 SPX 20-Aug-11 1450 C 4,184Aug-11 SPX 20-Aug-11 1450 P 1Aug-11 SPX 20-Aug-11 1455 C 30Aug-11 SPX 20-Aug-11 1460 C 6Aug-11 SPX 20-Aug-11 1465 C 12Aug-11 SPX 20-Aug-11 1470 C 24Aug-11 SPX 20-Aug-11 1475 C 138Aug-11 SPX 20-Aug-11 1480 C 2Aug-11 SPX 20-Aug-11 1490 C 2Aug-11 SPX 20-Aug-11 1500 C 2,836Aug-11 SPX 20-Aug-11 1500 P 900Aug-11 SPX 20-Aug-11 1525 C 1,744Aug-11 SPX 20-Aug-11 1550 C 9Aug-11 SPX 20-Aug-11 1600 C 17Aug-11 SPX 17-Sep-11 100 C 2Aug-11 SPX 17-Sep-11 200 C 310Aug-11 SPX 17-Sep-11 225 C 628Aug-11 SPX 17-Sep-11 300 C 2,174Aug-11 SPX 17-Sep-11 300 P 350Aug-11 SPX 17-Sep-11 400 C 500Aug-11 SPX 17-Sep-11 400 P 755Aug-11 SPX 17-Sep-11 500 C 22,209Aug-11 SPX 17-Sep-11 500 P 20,190Aug-11 SPX 17-Sep-11 550 P 802Aug-11 SPX 17-Sep-11 600 C 810Aug-11 SPX 17-Sep-11 600 P 66,070Aug-11 SPX 17-Sep-11 625 C 628Aug-11 SPX 17-Sep-11 625 P 21,433Aug-11 SPX 17-Sep-11 650 P 20,971Aug-11 SPX 17-Sep-11 675 P 29,336Aug-11 SPX 17-Sep-11 700 P 35,007Aug-11 SPX 17-Sep-11 710 P 6,979Aug-11 SPX 17-Sep-11 720 P 4,645Aug-11 SPX 17-Sep-11 725 P 3,351Aug-11 SPX 17-Sep-11 730 P 4,845Aug-11 SPX 17-Sep-11 740 P 6,737
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 17-Sep-11 750 C 150Aug-11 SPX 17-Sep-11 750 P 8,493Aug-11 SPX 17-Sep-11 755 P 3,666Aug-11 SPX 17-Sep-11 760 P 2,970Aug-11 SPX 17-Sep-11 765 P 3,160Aug-11 SPX 17-Sep-11 770 P 2,877Aug-11 SPX 17-Sep-11 775 P 9,285Aug-11 SPX 17-Sep-11 780 P 3,130Aug-11 SPX 17-Sep-11 785 P 2,930Aug-11 SPX 17-Sep-11 790 P 2,886Aug-11 SPX 17-Sep-11 795 P 2,773Aug-11 SPX 17-Sep-11 800 C 75Aug-11 SPX 17-Sep-11 800 P 111,102Aug-11 SPX 17-Sep-11 805 P 2,787Aug-11 SPX 17-Sep-11 810 P 3,096Aug-11 SPX 17-Sep-11 815 P 2,626Aug-11 SPX 17-Sep-11 820 P 2,894Aug-11 SPX 17-Sep-11 825 C 50Aug-11 SPX 17-Sep-11 825 P 30,865Aug-11 SPX 17-Sep-11 830 P 2,802Aug-11 SPX 17-Sep-11 835 P 2,707Aug-11 SPX 17-Sep-11 840 C 10Aug-11 SPX 17-Sep-11 840 P 2,913Aug-11 SPX 17-Sep-11 845 P 2,514Aug-11 SPX 17-Sep-11 850 P 112,324Aug-11 SPX 17-Sep-11 855 P 2,321Aug-11 SPX 17-Sep-11 860 P 3,579Aug-11 SPX 17-Sep-11 865 P 6,886Aug-11 SPX 17-Sep-11 870 P 2,975Aug-11 SPX 17-Sep-11 875 C 4,027Aug-11 SPX 17-Sep-11 875 P 35,513Aug-11 SPX 17-Sep-11 880 P 4,912Aug-11 SPX 17-Sep-11 885 P 12,244Aug-11 SPX 17-Sep-11 890 P 4,507Aug-11 SPX 17-Sep-11 895 C 12Aug-11 SPX 17-Sep-11 895 P 2,720Aug-11 SPX 17-Sep-11 900 C 97Aug-11 SPX 17-Sep-11 900 P 242,290Aug-11 SPX 17-Sep-11 905 P 2,114Aug-11 SPX 17-Sep-11 910 P 2,795Aug-11 SPX 17-Sep-11 915 C 1Aug-11 SPX 17-Sep-11 915 P 2,042Aug-11 SPX 17-Sep-11 920 P 7,007Aug-11 SPX 17-Sep-11 925 C 60Aug-11 SPX 17-Sep-11 925 P 45,778Aug-11 SPX 17-Sep-11 930 C 1Aug-11 SPX 17-Sep-11 930 P 5,330Aug-11 SPX 17-Sep-11 935 P 5,317
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 17-Sep-11 940 P 7,603Aug-11 SPX 17-Sep-11 945 C 1Aug-11 SPX 17-Sep-11 945 P 3,649Aug-11 SPX 17-Sep-11 950 C 15,451Aug-11 SPX 17-Sep-11 950 P 233,452Aug-11 SPX 17-Sep-11 955 P 2,186Aug-11 SPX 17-Sep-11 960 C 12Aug-11 SPX 17-Sep-11 960 P 21,302Aug-11 SPX 17-Sep-11 965 P 4,009Aug-11 SPX 17-Sep-11 970 P 2,707Aug-11 SPX 17-Sep-11 975 C 29Aug-11 SPX 17-Sep-11 975 P 108,794Aug-11 SPX 17-Sep-11 980 C 10Aug-11 SPX 17-Sep-11 980 P 30,464Aug-11 SPX 17-Sep-11 985 C 10Aug-11 SPX 17-Sep-11 985 P 5,828Aug-11 SPX 17-Sep-11 990 C 34Aug-11 SPX 17-Sep-11 990 P 19,726Aug-11 SPX 17-Sep-11 995 P 2,611Aug-11 SPX 17-Sep-11 1000 C 3,653Aug-11 SPX 17-Sep-11 1000 P 344,126Aug-11 SPX 17-Sep-11 1005 C 11Aug-11 SPX 17-Sep-11 1005 P 1,939Aug-11 SPX 17-Sep-11 1010 C 11Aug-11 SPX 17-Sep-11 1010 P 9,728Aug-11 SPX 17-Sep-11 1015 C 5Aug-11 SPX 17-Sep-11 1015 P 4,640Aug-11 SPX 17-Sep-11 1020 C 100Aug-11 SPX 17-Sep-11 1020 P 21,386Aug-11 SPX 17-Sep-11 1025 C 14Aug-11 SPX 17-Sep-11 1025 P 79,370Aug-11 SPX 17-Sep-11 1030 C 100Aug-11 SPX 17-Sep-11 1030 P 17,161Aug-11 SPX 17-Sep-11 1035 C 10Aug-11 SPX 17-Sep-11 1035 P 6,362Aug-11 SPX 17-Sep-11 1040 C 123Aug-11 SPX 17-Sep-11 1040 P 30,377Aug-11 SPX 17-Sep-11 1045 C 20Aug-11 SPX 17-Sep-11 1045 P 4,622Aug-11 SPX 17-Sep-11 1050 C 450Aug-11 SPX 17-Sep-11 1050 P 436,685Aug-11 SPX 17-Sep-11 1055 C 7Aug-11 SPX 17-Sep-11 1055 P 3,805Aug-11 SPX 17-Sep-11 1060 C 92Aug-11 SPX 17-Sep-11 1060 P 57,959Aug-11 SPX 17-Sep-11 1065 C 22Aug-11 SPX 17-Sep-11 1065 P 3,576Aug-11 SPX 17-Sep-11 1070 C 8
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 17-Sep-11 1070 P 21,481Aug-11 SPX 17-Sep-11 1075 C 8,478Aug-11 SPX 17-Sep-11 1075 P 186,413Aug-11 SPX 17-Sep-11 1080 C 289Aug-11 SPX 17-Sep-11 1080 P 70,157Aug-11 SPX 17-Sep-11 1085 C 19Aug-11 SPX 17-Sep-11 1085 P 11,607Aug-11 SPX 17-Sep-11 1090 C 17Aug-11 SPX 17-Sep-11 1090 P 9,569Aug-11 SPX 17-Sep-11 1095 C 12Aug-11 SPX 17-Sep-11 1095 P 2,026Aug-11 SPX 17-Sep-11 1100 C 39,765Aug-11 SPX 17-Sep-11 1100 P 619,838Aug-11 SPX 17-Sep-11 1105 C 381Aug-11 SPX 17-Sep-11 1105 P 3,868Aug-11 SPX 17-Sep-11 1110 C 1,867Aug-11 SPX 17-Sep-11 1110 P 36,772Aug-11 SPX 17-Sep-11 1115 C 3,807Aug-11 SPX 17-Sep-11 1115 P 18,475Aug-11 SPX 17-Sep-11 1120 C 15,636Aug-11 SPX 17-Sep-11 1120 P 112,336Aug-11 SPX 17-Sep-11 1125 C 80,720Aug-11 SPX 17-Sep-11 1125 P 240,771Aug-11 SPX 17-Sep-11 1130 C 52,300Aug-11 SPX 17-Sep-11 1130 P 168,565Aug-11 SPX 17-Sep-11 1135 C 68,212Aug-11 SPX 17-Sep-11 1135 P 81,345Aug-11 SPX 17-Sep-11 1140 C 89,774Aug-11 SPX 17-Sep-11 1140 P 190,156Aug-11 SPX 17-Sep-11 1145 C 68,365Aug-11 SPX 17-Sep-11 1145 P 71,565Aug-11 SPX 17-Sep-11 1150 C 290,457Aug-11 SPX 17-Sep-11 1150 P 693,212Aug-11 SPX 17-Sep-11 1155 C 47,006Aug-11 SPX 17-Sep-11 1155 P 58,242Aug-11 SPX 17-Sep-11 1160 C 98,385Aug-11 SPX 17-Sep-11 1160 P 157,173Aug-11 SPX 17-Sep-11 1165 C 75,573Aug-11 SPX 17-Sep-11 1165 P 52,339Aug-11 SPX 17-Sep-11 1170 C 75,627Aug-11 SPX 17-Sep-11 1170 P 122,234Aug-11 SPX 17-Sep-11 1175 C 212,639Aug-11 SPX 17-Sep-11 1175 P 256,579Aug-11 SPX 17-Sep-11 1180 C 60,278Aug-11 SPX 17-Sep-11 1180 P 165,493Aug-11 SPX 17-Sep-11 1185 C 57,297Aug-11 SPX 17-Sep-11 1185 P 42,559Aug-11 SPX 17-Sep-11 1190 C 92,005
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 17-Sep-11 1190 P 101,242Aug-11 SPX 17-Sep-11 1195 C 80,954Aug-11 SPX 17-Sep-11 1195 P 72,633Aug-11 SPX 17-Sep-11 1200 C 465,876Aug-11 SPX 17-Sep-11 1200 P 523,249Aug-11 SPX 17-Sep-11 1205 C 86,973Aug-11 SPX 17-Sep-11 1205 P 66,643Aug-11 SPX 17-Sep-11 1210 C 51,263Aug-11 SPX 17-Sep-11 1210 P 40,738Aug-11 SPX 17-Sep-11 1215 C 42,533Aug-11 SPX 17-Sep-11 1215 P 34,426Aug-11 SPX 17-Sep-11 1220 C 89,012Aug-11 SPX 17-Sep-11 1220 P 65,760Aug-11 SPX 17-Sep-11 1225 C 191,799Aug-11 SPX 17-Sep-11 1225 P 167,642Aug-11 SPX 17-Sep-11 1230 C 35,062Aug-11 SPX 17-Sep-11 1230 P 22,823Aug-11 SPX 17-Sep-11 1235 C 23,375Aug-11 SPX 17-Sep-11 1235 P 20,848Aug-11 SPX 17-Sep-11 1240 C 95,141Aug-11 SPX 17-Sep-11 1240 P 19,195Aug-11 SPX 17-Sep-11 1245 C 31,660Aug-11 SPX 17-Sep-11 1245 P 8,760Aug-11 SPX 17-Sep-11 1250 C 281,964Aug-11 SPX 17-Sep-11 1250 P 194,626Aug-11 SPX 17-Sep-11 1255 C 23,014Aug-11 SPX 17-Sep-11 1255 P 7,442Aug-11 SPX 17-Sep-11 1260 C 54,102Aug-11 SPX 17-Sep-11 1260 P 26,049Aug-11 SPX 17-Sep-11 1265 C 17,859Aug-11 SPX 17-Sep-11 1265 P 16,089Aug-11 SPX 17-Sep-11 1270 C 71,944Aug-11 SPX 17-Sep-11 1270 P 61,828Aug-11 SPX 17-Sep-11 1275 C 140,238Aug-11 SPX 17-Sep-11 1275 P 60,514Aug-11 SPX 17-Sep-11 1280 C 117,803Aug-11 SPX 17-Sep-11 1280 P 16,528Aug-11 SPX 17-Sep-11 1285 C 37,186Aug-11 SPX 17-Sep-11 1285 P 5,989Aug-11 SPX 17-Sep-11 1290 C 24,895Aug-11 SPX 17-Sep-11 1290 P 49,341Aug-11 SPX 17-Sep-11 1295 C 6,754Aug-11 SPX 17-Sep-11 1295 P 1,913Aug-11 SPX 17-Sep-11 1300 C 247,256Aug-11 SPX 17-Sep-11 1300 P 48,158Aug-11 SPX 17-Sep-11 1305 C 3,187Aug-11 SPX 17-Sep-11 1305 P 1,115Aug-11 SPX 17-Sep-11 1310 C 25,260
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 17-Sep-11 1310 P 1,267Aug-11 SPX 17-Sep-11 1315 C 12,245Aug-11 SPX 17-Sep-11 1315 P 5,301Aug-11 SPX 17-Sep-11 1320 C 36,823Aug-11 SPX 17-Sep-11 1320 P 2,153Aug-11 SPX 17-Sep-11 1325 C 69,311Aug-11 SPX 17-Sep-11 1325 P 8,608Aug-11 SPX 17-Sep-11 1330 C 6,413Aug-11 SPX 17-Sep-11 1330 P 761Aug-11 SPX 17-Sep-11 1335 C 5,395Aug-11 SPX 17-Sep-11 1335 P 430Aug-11 SPX 17-Sep-11 1340 C 67,685Aug-11 SPX 17-Sep-11 1340 P 1,061Aug-11 SPX 17-Sep-11 1345 C 4,805Aug-11 SPX 17-Sep-11 1345 P 16Aug-11 SPX 17-Sep-11 1350 C 62,542Aug-11 SPX 17-Sep-11 1350 P 485Aug-11 SPX 17-Sep-11 1355 C 1,608Aug-11 SPX 17-Sep-11 1355 P 3Aug-11 SPX 17-Sep-11 1360 C 20,305Aug-11 SPX 17-Sep-11 1360 P 389Aug-11 SPX 17-Sep-11 1365 C 23,643Aug-11 SPX 17-Sep-11 1370 C 4,995Aug-11 SPX 17-Sep-11 1375 C 30,728Aug-11 SPX 17-Sep-11 1375 P 61Aug-11 SPX 17-Sep-11 1380 C 19,467Aug-11 SPX 17-Sep-11 1380 P 11Aug-11 SPX 17-Sep-11 1385 C 10,371Aug-11 SPX 17-Sep-11 1390 C 13,010Aug-11 SPX 17-Sep-11 1390 P 5Aug-11 SPX 17-Sep-11 1395 C 12,612Aug-11 SPX 17-Sep-11 1400 C 45,429Aug-11 SPX 17-Sep-11 1400 P 900Aug-11 SPX 17-Sep-11 1405 C 1,912Aug-11 SPX 17-Sep-11 1410 C 2,620Aug-11 SPX 17-Sep-11 1415 C 358Aug-11 SPX 17-Sep-11 1420 C 1,353Aug-11 SPX 17-Sep-11 1425 C 6,417Aug-11 SPX 17-Sep-11 1425 P 42Aug-11 SPX 17-Sep-11 1430 C 765Aug-11 SPX 17-Sep-11 1435 C 195Aug-11 SPX 17-Sep-11 1440 C 1,480Aug-11 SPX 17-Sep-11 1445 C 127Aug-11 SPX 17-Sep-11 1450 C 7,446Aug-11 SPX 17-Sep-11 1455 C 121Aug-11 SPX 17-Sep-11 1460 C 195Aug-11 SPX 17-Sep-11 1465 C 106Aug-11 SPX 17-Sep-11 1470 C 298
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 17-Sep-11 1475 C 5,177Aug-11 SPX 17-Sep-11 1480 C 110Aug-11 SPX 17-Sep-11 1485 C 101Aug-11 SPX 17-Sep-11 1490 C 152Aug-11 SPX 17-Sep-11 1495 C 99Aug-11 SPX 17-Sep-11 1500 C 20,859Aug-11 SPX 17-Sep-11 1500 P 20,288Aug-11 SPX 17-Sep-11 1510 C 231Aug-11 SPX 17-Sep-11 1520 C 186Aug-11 SPX 17-Sep-11 1525 C 170Aug-11 SPX 17-Sep-11 1530 C 1,380Aug-11 SPX 17-Sep-11 1550 C 1,081Aug-11 SPX 17-Sep-11 1600 C 1,611Aug-11 SPX 17-Sep-11 1600 P 40Aug-11 SPX 17-Sep-11 1650 C 225Aug-11 SPX 17-Sep-11 1700 C 20Aug-11 SPX 17-Sep-11 1700 P 1,115Aug-11 SPX 17-Sep-11 1800 P 875Aug-11 SPX 17-Sep-11 1900 P 1,115Aug-11 SPX 17-Sep-11 2000 P 875Aug-11 SPX 17-Sep-11 3000 C 41Aug-11 SPX 17-Sep-11 3000 P 42Aug-11 SPX 22-Oct-11 100 P 10Aug-11 SPX 22-Oct-11 400 P 16Aug-11 SPX 22-Oct-11 500 P 426Aug-11 SPX 22-Oct-11 550 P 7,232Aug-11 SPX 22-Oct-11 600 C 50Aug-11 SPX 22-Oct-11 600 P 6,542Aug-11 SPX 22-Oct-11 650 C 75Aug-11 SPX 22-Oct-11 650 P 15,948Aug-11 SPX 22-Oct-11 700 C 125Aug-11 SPX 22-Oct-11 700 P 10,948Aug-11 SPX 22-Oct-11 710 P 10Aug-11 SPX 22-Oct-11 725 P 563Aug-11 SPX 22-Oct-11 740 P 7Aug-11 SPX 22-Oct-11 750 C 75Aug-11 SPX 22-Oct-11 750 P 30,257Aug-11 SPX 22-Oct-11 770 P 6Aug-11 SPX 22-Oct-11 775 P 3,104Aug-11 SPX 22-Oct-11 780 P 140Aug-11 SPX 22-Oct-11 800 C 77Aug-11 SPX 22-Oct-11 800 P 81,841Aug-11 SPX 22-Oct-11 810 P 22Aug-11 SPX 22-Oct-11 820 P 64Aug-11 SPX 22-Oct-11 825 P 10,366Aug-11 SPX 22-Oct-11 830 P 3Aug-11 SPX 22-Oct-11 835 P 3Aug-11 SPX 22-Oct-11 840 P 5
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 22-Oct-11 845 P 3Aug-11 SPX 22-Oct-11 850 C 2Aug-11 SPX 22-Oct-11 850 P 26,698Aug-11 SPX 22-Oct-11 855 P 39Aug-11 SPX 22-Oct-11 860 P 74Aug-11 SPX 22-Oct-11 865 P 4Aug-11 SPX 22-Oct-11 870 P 136Aug-11 SPX 22-Oct-11 875 P 46,324Aug-11 SPX 22-Oct-11 880 P 636Aug-11 SPX 22-Oct-11 885 P 21Aug-11 SPX 22-Oct-11 890 P 3,642Aug-11 SPX 22-Oct-11 895 P 54Aug-11 SPX 22-Oct-11 900 C 2,401Aug-11 SPX 22-Oct-11 900 P 93,477Aug-11 SPX 22-Oct-11 910 P 16,496Aug-11 SPX 22-Oct-11 915 P 19Aug-11 SPX 22-Oct-11 920 P 709Aug-11 SPX 22-Oct-11 925 P 17,743Aug-11 SPX 22-Oct-11 930 P 3,699Aug-11 SPX 22-Oct-11 935 P 7Aug-11 SPX 22-Oct-11 940 P 1,114Aug-11 SPX 22-Oct-11 945 P 2Aug-11 SPX 22-Oct-11 950 C 1Aug-11 SPX 22-Oct-11 950 P 72,198Aug-11 SPX 22-Oct-11 960 P 22,501Aug-11 SPX 22-Oct-11 965 P 2Aug-11 SPX 22-Oct-11 970 P 1,469Aug-11 SPX 22-Oct-11 975 P 62,857Aug-11 SPX 22-Oct-11 980 P 22,958Aug-11 SPX 22-Oct-11 985 P 4Aug-11 SPX 22-Oct-11 990 P 1,579Aug-11 SPX 22-Oct-11 995 P 52Aug-11 SPX 22-Oct-11 1000 C 1,345Aug-11 SPX 22-Oct-11 1000 P 102,607Aug-11 SPX 22-Oct-11 1005 P 82Aug-11 SPX 22-Oct-11 1010 P 20,487Aug-11 SPX 22-Oct-11 1015 P 16,763Aug-11 SPX 22-Oct-11 1020 C 2Aug-11 SPX 22-Oct-11 1020 P 6,427Aug-11 SPX 22-Oct-11 1025 P 49,138Aug-11 SPX 22-Oct-11 1030 P 38,184Aug-11 SPX 22-Oct-11 1035 P 2,501Aug-11 SPX 22-Oct-11 1040 P 16,220Aug-11 SPX 22-Oct-11 1045 P 21Aug-11 SPX 22-Oct-11 1050 C 208Aug-11 SPX 22-Oct-11 1050 P 121,991Aug-11 SPX 22-Oct-11 1055 P 319Aug-11 SPX 22-Oct-11 1060 P 9,442
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 22-Oct-11 1065 P 42Aug-11 SPX 22-Oct-11 1070 C 2Aug-11 SPX 22-Oct-11 1070 P 9,931Aug-11 SPX 22-Oct-11 1075 C 1,000Aug-11 SPX 22-Oct-11 1075 P 70,748Aug-11 SPX 22-Oct-11 1080 C 4,003Aug-11 SPX 22-Oct-11 1080 P 9,443Aug-11 SPX 22-Oct-11 1085 P 27Aug-11 SPX 22-Oct-11 1090 C 10Aug-11 SPX 22-Oct-11 1090 P 1,541Aug-11 SPX 22-Oct-11 1095 C 3Aug-11 SPX 22-Oct-11 1095 P 63Aug-11 SPX 22-Oct-11 1100 C 4,296Aug-11 SPX 22-Oct-11 1100 P 159,384Aug-11 SPX 22-Oct-11 1105 C 20Aug-11 SPX 22-Oct-11 1105 P 72Aug-11 SPX 22-Oct-11 1110 C 46Aug-11 SPX 22-Oct-11 1110 P 1,348Aug-11 SPX 22-Oct-11 1115 P 896Aug-11 SPX 22-Oct-11 1120 C 569Aug-11 SPX 22-Oct-11 1120 P 8,098Aug-11 SPX 22-Oct-11 1125 C 13,490Aug-11 SPX 22-Oct-11 1125 P 78,402Aug-11 SPX 22-Oct-11 1130 C 3,907Aug-11 SPX 22-Oct-11 1130 P 6,060Aug-11 SPX 22-Oct-11 1135 C 536Aug-11 SPX 22-Oct-11 1135 P 204Aug-11 SPX 22-Oct-11 1140 C 5,692Aug-11 SPX 22-Oct-11 1140 P 12,495Aug-11 SPX 22-Oct-11 1145 C 48Aug-11 SPX 22-Oct-11 1145 P 120Aug-11 SPX 22-Oct-11 1150 C 77,276Aug-11 SPX 22-Oct-11 1150 P 174,532Aug-11 SPX 22-Oct-11 1155 C 30Aug-11 SPX 22-Oct-11 1155 P 210Aug-11 SPX 22-Oct-11 1160 C 1,481Aug-11 SPX 22-Oct-11 1160 P 5,820Aug-11 SPX 22-Oct-11 1165 C 128Aug-11 SPX 22-Oct-11 1165 P 244Aug-11 SPX 22-Oct-11 1170 C 2,540Aug-11 SPX 22-Oct-11 1170 P 3,565Aug-11 SPX 22-Oct-11 1175 C 36,428Aug-11 SPX 22-Oct-11 1175 P 52,645Aug-11 SPX 22-Oct-11 1180 C 4,920Aug-11 SPX 22-Oct-11 1180 P 4,281Aug-11 SPX 22-Oct-11 1185 C 1,274Aug-11 SPX 22-Oct-11 1185 P 13Aug-11 SPX 22-Oct-11 1190 C 2,662
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 22-Oct-11 1190 P 6,087Aug-11 SPX 22-Oct-11 1195 C 848Aug-11 SPX 22-Oct-11 1195 P 32Aug-11 SPX 22-Oct-11 1200 C 99,952Aug-11 SPX 22-Oct-11 1200 P 46,542Aug-11 SPX 22-Oct-11 1205 C 93Aug-11 SPX 22-Oct-11 1205 P 130Aug-11 SPX 22-Oct-11 1210 C 2,443Aug-11 SPX 22-Oct-11 1210 P 1,931Aug-11 SPX 22-Oct-11 1215 C 138Aug-11 SPX 22-Oct-11 1215 P 322Aug-11 SPX 22-Oct-11 1220 C 3,222Aug-11 SPX 22-Oct-11 1220 P 3,322Aug-11 SPX 22-Oct-11 1225 C 53,629Aug-11 SPX 22-Oct-11 1225 P 34,712Aug-11 SPX 22-Oct-11 1230 C 3,644Aug-11 SPX 22-Oct-11 1230 P 747Aug-11 SPX 22-Oct-11 1235 C 1,545Aug-11 SPX 22-Oct-11 1235 P 10Aug-11 SPX 22-Oct-11 1240 C 1,040Aug-11 SPX 22-Oct-11 1240 P 3,374Aug-11 SPX 22-Oct-11 1245 C 150Aug-11 SPX 22-Oct-11 1245 P 14Aug-11 SPX 22-Oct-11 1250 C 67,119Aug-11 SPX 22-Oct-11 1250 P 25,585Aug-11 SPX 22-Oct-11 1255 C 1,055Aug-11 SPX 22-Oct-11 1255 P 122Aug-11 SPX 22-Oct-11 1260 C 8,003Aug-11 SPX 22-Oct-11 1260 P 1,157Aug-11 SPX 22-Oct-11 1265 C 1,228Aug-11 SPX 22-Oct-11 1265 P 59Aug-11 SPX 22-Oct-11 1270 C 457Aug-11 SPX 22-Oct-11 1270 P 1,376Aug-11 SPX 22-Oct-11 1275 C 44,866Aug-11 SPX 22-Oct-11 1275 P 15,420Aug-11 SPX 22-Oct-11 1280 C 12,316Aug-11 SPX 22-Oct-11 1280 P 1,367Aug-11 SPX 22-Oct-11 1285 C 2,404Aug-11 SPX 22-Oct-11 1285 P 532Aug-11 SPX 22-Oct-11 1290 C 17,755Aug-11 SPX 22-Oct-11 1290 P 1,921Aug-11 SPX 22-Oct-11 1295 C 2,135Aug-11 SPX 22-Oct-11 1295 P 19Aug-11 SPX 22-Oct-11 1300 C 63,682Aug-11 SPX 22-Oct-11 1300 P 13,598Aug-11 SPX 22-Oct-11 1305 C 10,383Aug-11 SPX 22-Oct-11 1310 C 2,941Aug-11 SPX 22-Oct-11 1310 P 415
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 22-Oct-11 1315 C 400Aug-11 SPX 22-Oct-11 1315 P 209Aug-11 SPX 22-Oct-11 1320 C 8,522Aug-11 SPX 22-Oct-11 1320 P 29Aug-11 SPX 22-Oct-11 1325 C 14,805Aug-11 SPX 22-Oct-11 1325 P 1,703Aug-11 SPX 22-Oct-11 1330 C 16,510Aug-11 SPX 22-Oct-11 1330 P 20Aug-11 SPX 22-Oct-11 1335 C 251Aug-11 SPX 22-Oct-11 1340 C 3,591Aug-11 SPX 22-Oct-11 1340 P 23Aug-11 SPX 22-Oct-11 1345 C 38Aug-11 SPX 22-Oct-11 1345 P 202Aug-11 SPX 22-Oct-11 1350 C 20,224Aug-11 SPX 22-Oct-11 1350 P 795Aug-11 SPX 22-Oct-11 1355 C 192Aug-11 SPX 22-Oct-11 1360 C 1,394Aug-11 SPX 22-Oct-11 1360 P 516Aug-11 SPX 22-Oct-11 1365 C 1,233Aug-11 SPX 22-Oct-11 1370 C 3,632Aug-11 SPX 22-Oct-11 1370 P 1Aug-11 SPX 22-Oct-11 1375 C 4,471Aug-11 SPX 22-Oct-11 1375 P 251Aug-11 SPX 22-Oct-11 1380 C 707Aug-11 SPX 22-Oct-11 1380 P 37Aug-11 SPX 22-Oct-11 1385 C 2,756Aug-11 SPX 22-Oct-11 1390 C 10Aug-11 SPX 22-Oct-11 1395 C 71Aug-11 SPX 22-Oct-11 1400 C 9,607Aug-11 SPX 22-Oct-11 1400 P 12Aug-11 SPX 22-Oct-11 1410 C 75Aug-11 SPX 22-Oct-11 1415 C 15Aug-11 SPX 22-Oct-11 1420 C 122Aug-11 SPX 22-Oct-11 1425 C 3,839Aug-11 SPX 22-Oct-11 1430 C 524Aug-11 SPX 22-Oct-11 1440 C 106Aug-11 SPX 22-Oct-11 1440 P 16Aug-11 SPX 22-Oct-11 1450 C 1,002Aug-11 SPX 22-Oct-11 1460 C 36Aug-11 SPX 22-Oct-11 1470 C 104Aug-11 SPX 22-Oct-11 1475 C 87Aug-11 SPX 22-Oct-11 1480 C 15Aug-11 SPX 22-Oct-11 1500 C 201Aug-11 SPX 22-Oct-11 1525 C 4Aug-11 SPX 22-Oct-11 1525 P 50Aug-11 SPX 19-Nov-11 100 P 10Aug-11 SPX 19-Nov-11 300 P 50Aug-11 SPX 19-Nov-11 500 P 12,617
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 19-Nov-11 550 P 5,842Aug-11 SPX 19-Nov-11 600 P 6,666Aug-11 SPX 19-Nov-11 650 P 42,156Aug-11 SPX 19-Nov-11 700 P 3,693Aug-11 SPX 19-Nov-11 720 P 20Aug-11 SPX 19-Nov-11 725 P 1Aug-11 SPX 19-Nov-11 750 P 760Aug-11 SPX 19-Nov-11 760 P 5Aug-11 SPX 19-Nov-11 780 P 2Aug-11 SPX 19-Nov-11 800 C 5Aug-11 SPX 19-Nov-11 800 P 25,987Aug-11 SPX 19-Nov-11 825 P 1,307Aug-11 SPX 19-Nov-11 840 P 710Aug-11 SPX 19-Nov-11 850 P 27,072Aug-11 SPX 19-Nov-11 875 P 37,379Aug-11 SPX 19-Nov-11 880 P 4,484Aug-11 SPX 19-Nov-11 900 P 50,389Aug-11 SPX 19-Nov-11 920 P 200Aug-11 SPX 19-Nov-11 925 P 17,406Aug-11 SPX 19-Nov-11 940 P 4Aug-11 SPX 19-Nov-11 950 P 18,122Aug-11 SPX 19-Nov-11 960 P 1,391Aug-11 SPX 19-Nov-11 975 P 10,068Aug-11 SPX 19-Nov-11 980 P 2Aug-11 SPX 19-Nov-11 1000 C 3,500Aug-11 SPX 19-Nov-11 1000 P 16,707Aug-11 SPX 19-Nov-11 1020 P 246Aug-11 SPX 19-Nov-11 1025 P 27,824Aug-11 SPX 19-Nov-11 1040 C 2Aug-11 SPX 19-Nov-11 1040 P 321Aug-11 SPX 19-Nov-11 1050 C 8Aug-11 SPX 19-Nov-11 1050 P 36,237Aug-11 SPX 19-Nov-11 1060 P 10Aug-11 SPX 19-Nov-11 1075 C 1,390Aug-11 SPX 19-Nov-11 1075 P 11,412Aug-11 SPX 19-Nov-11 1080 P 537Aug-11 SPX 19-Nov-11 1100 C 1,124Aug-11 SPX 19-Nov-11 1100 P 55,226Aug-11 SPX 19-Nov-11 1105 P 1Aug-11 SPX 19-Nov-11 1120 C 108Aug-11 SPX 19-Nov-11 1120 P 58Aug-11 SPX 19-Nov-11 1125 C 5,991Aug-11 SPX 19-Nov-11 1125 P 24,088Aug-11 SPX 19-Nov-11 1130 C 6Aug-11 SPX 19-Nov-11 1130 P 2,902Aug-11 SPX 19-Nov-11 1135 P 3Aug-11 SPX 19-Nov-11 1140 C 106Aug-11 SPX 19-Nov-11 1140 P 127
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 19-Nov-11 1150 C 14,502Aug-11 SPX 19-Nov-11 1150 P 40,954Aug-11 SPX 19-Nov-11 1155 P 9Aug-11 SPX 19-Nov-11 1160 C 662Aug-11 SPX 19-Nov-11 1160 P 948Aug-11 SPX 19-Nov-11 1170 C 2Aug-11 SPX 19-Nov-11 1170 P 11Aug-11 SPX 19-Nov-11 1175 C 9,278Aug-11 SPX 19-Nov-11 1175 P 20,419Aug-11 SPX 19-Nov-11 1180 C 106Aug-11 SPX 19-Nov-11 1180 P 1,709Aug-11 SPX 19-Nov-11 1185 C 114Aug-11 SPX 19-Nov-11 1185 P 2Aug-11 SPX 19-Nov-11 1190 C 28Aug-11 SPX 19-Nov-11 1195 C 16Aug-11 SPX 19-Nov-11 1195 P 21Aug-11 SPX 19-Nov-11 1200 C 22,720Aug-11 SPX 19-Nov-11 1200 P 27,066Aug-11 SPX 19-Nov-11 1220 C 391Aug-11 SPX 19-Nov-11 1220 P 1,142Aug-11 SPX 19-Nov-11 1225 C 20,371Aug-11 SPX 19-Nov-11 1225 P 6,881Aug-11 SPX 19-Nov-11 1240 C 512Aug-11 SPX 19-Nov-11 1240 P 1,750Aug-11 SPX 19-Nov-11 1250 C 25,363Aug-11 SPX 19-Nov-11 1250 P 7,271Aug-11 SPX 19-Nov-11 1260 C 19Aug-11 SPX 19-Nov-11 1275 C 10,742Aug-11 SPX 19-Nov-11 1275 P 9,734Aug-11 SPX 19-Nov-11 1280 C 80Aug-11 SPX 19-Nov-11 1300 C 23,182Aug-11 SPX 19-Nov-11 1300 P 4,514Aug-11 SPX 19-Nov-11 1320 C 69Aug-11 SPX 19-Nov-11 1320 P 100Aug-11 SPX 19-Nov-11 1325 C 12,050Aug-11 SPX 19-Nov-11 1325 P 5Aug-11 SPX 19-Nov-11 1340 C 56Aug-11 SPX 19-Nov-11 1350 C 6,055Aug-11 SPX 19-Nov-11 1350 P 617Aug-11 SPX 19-Nov-11 1360 C 36Aug-11 SPX 19-Nov-11 1360 P 76Aug-11 SPX 19-Nov-11 1375 C 18,156Aug-11 SPX 19-Nov-11 1375 P 290Aug-11 SPX 19-Nov-11 1380 C 1Aug-11 SPX 19-Nov-11 1400 C 18,684Aug-11 SPX 19-Nov-11 1400 P 8Aug-11 SPX 19-Nov-11 1420 C 40Aug-11 SPX 19-Nov-11 1425 C 1,155
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 19-Nov-11 1450 C 868Aug-11 SPX 19-Nov-11 1475 C 4,540Aug-11 SPX 19-Nov-11 1500 C 21Aug-11 SPX 19-Nov-11 1550 C 186Aug-11 SPX 19-Nov-11 1600 C 735Aug-11 SPX 19-Nov-11 1700 C 1,435Aug-11 SPX 19-Nov-11 1750 C 58Aug-11 SPX 17-Dec-11 100 C 1Aug-11 SPX 17-Dec-11 100 P 5,051Aug-11 SPX 17-Dec-11 150 C 3,680Aug-11 SPX 17-Dec-11 150 P 454Aug-11 SPX 17-Dec-11 200 P 5,155Aug-11 SPX 17-Dec-11 225 P 12Aug-11 SPX 17-Dec-11 250 P 1,181Aug-11 SPX 17-Dec-11 275 P 14Aug-11 SPX 17-Dec-11 280 P 67Aug-11 SPX 17-Dec-11 300 P 5,411Aug-11 SPX 17-Dec-11 325 P 281Aug-11 SPX 17-Dec-11 350 C 3,680Aug-11 SPX 17-Dec-11 350 P 81Aug-11 SPX 17-Dec-11 375 P 295Aug-11 SPX 17-Dec-11 400 P 2,353Aug-11 SPX 17-Dec-11 425 P 300Aug-11 SPX 17-Dec-11 450 P 356Aug-11 SPX 17-Dec-11 475 P 6,403Aug-11 SPX 17-Dec-11 500 C 4,955Aug-11 SPX 17-Dec-11 500 P 7,486Aug-11 SPX 17-Dec-11 525 P 262Aug-11 SPX 17-Dec-11 550 P 35,437Aug-11 SPX 17-Dec-11 575 P 530Aug-11 SPX 17-Dec-11 600 P 36,624Aug-11 SPX 17-Dec-11 650 P 18,685Aug-11 SPX 17-Dec-11 675 P 21,037Aug-11 SPX 17-Dec-11 700 C 31Aug-11 SPX 17-Dec-11 700 P 44,976Aug-11 SPX 17-Dec-11 725 P 6,471Aug-11 SPX 17-Dec-11 750 P 61,822Aug-11 SPX 17-Dec-11 770 C 50Aug-11 SPX 17-Dec-11 770 P 202Aug-11 SPX 17-Dec-11 775 C 16Aug-11 SPX 17-Dec-11 775 P 1,416Aug-11 SPX 17-Dec-11 800 P 70,093Aug-11 SPX 17-Dec-11 825 P 16,988Aug-11 SPX 17-Dec-11 840 P 2,000Aug-11 SPX 17-Dec-11 850 P 33,039Aug-11 SPX 17-Dec-11 875 P 35,477Aug-11 SPX 17-Dec-11 880 P 1Aug-11 SPX 17-Dec-11 890 P 140
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 17-Dec-11 900 C 2,012Aug-11 SPX 17-Dec-11 900 P 157,845Aug-11 SPX 17-Dec-11 910 P 1Aug-11 SPX 17-Dec-11 920 P 3,517Aug-11 SPX 17-Dec-11 925 P 63,387Aug-11 SPX 17-Dec-11 950 C 2,000Aug-11 SPX 17-Dec-11 950 P 59,253Aug-11 SPX 17-Dec-11 975 P 23,810Aug-11 SPX 17-Dec-11 1000 C 102Aug-11 SPX 17-Dec-11 1000 P 175,315Aug-11 SPX 17-Dec-11 1025 P 34,898Aug-11 SPX 17-Dec-11 1030 P 9Aug-11 SPX 17-Dec-11 1050 C 68Aug-11 SPX 17-Dec-11 1050 P 136,530Aug-11 SPX 17-Dec-11 1065 P 2Aug-11 SPX 17-Dec-11 1075 C 205Aug-11 SPX 17-Dec-11 1075 P 46,070Aug-11 SPX 17-Dec-11 1090 P 13,051Aug-11 SPX 17-Dec-11 1095 C 6Aug-11 SPX 17-Dec-11 1095 P 65Aug-11 SPX 17-Dec-11 1100 C 4,323Aug-11 SPX 17-Dec-11 1100 P 193,951Aug-11 SPX 17-Dec-11 1125 C 7,486Aug-11 SPX 17-Dec-11 1125 P 79,401Aug-11 SPX 17-Dec-11 1140 C 459Aug-11 SPX 17-Dec-11 1140 P 4,235Aug-11 SPX 17-Dec-11 1150 C 59,496Aug-11 SPX 17-Dec-11 1150 P 164,649Aug-11 SPX 17-Dec-11 1175 C 39,446Aug-11 SPX 17-Dec-11 1175 P 72,976Aug-11 SPX 17-Dec-11 1180 C 582Aug-11 SPX 17-Dec-11 1180 P 8,009Aug-11 SPX 17-Dec-11 1185 C 2,290Aug-11 SPX 17-Dec-11 1185 P 5,272Aug-11 SPX 17-Dec-11 1200 C 115,236Aug-11 SPX 17-Dec-11 1200 P 146,406Aug-11 SPX 17-Dec-11 1225 C 39,046Aug-11 SPX 17-Dec-11 1225 P 30,914Aug-11 SPX 17-Dec-11 1245 C 1,644Aug-11 SPX 17-Dec-11 1245 P 665Aug-11 SPX 17-Dec-11 1250 C 85,913Aug-11 SPX 17-Dec-11 1250 P 34,827Aug-11 SPX 17-Dec-11 1275 C 66,906Aug-11 SPX 17-Dec-11 1275 P 15,952Aug-11 SPX 17-Dec-11 1285 C 4,359Aug-11 SPX 17-Dec-11 1285 P 2,467Aug-11 SPX 17-Dec-11 1300 C 150,782Aug-11 SPX 17-Dec-11 1300 P 25,571
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 17-Dec-11 1305 C 4Aug-11 SPX 17-Dec-11 1310 C 627Aug-11 SPX 17-Dec-11 1315 C 308Aug-11 SPX 17-Dec-11 1320 C 432Aug-11 SPX 17-Dec-11 1320 P 2Aug-11 SPX 17-Dec-11 1325 C 47,953Aug-11 SPX 17-Dec-11 1325 P 1,684Aug-11 SPX 17-Dec-11 1335 C 391Aug-11 SPX 17-Dec-11 1335 P 84Aug-11 SPX 17-Dec-11 1350 C 91,522Aug-11 SPX 17-Dec-11 1350 P 4,671Aug-11 SPX 17-Dec-11 1375 C 34,628Aug-11 SPX 17-Dec-11 1375 P 42Aug-11 SPX 17-Dec-11 1395 C 2,055Aug-11 SPX 17-Dec-11 1400 C 128,045Aug-11 SPX 17-Dec-11 1400 P 2,121Aug-11 SPX 17-Dec-11 1415 C 1,706Aug-11 SPX 17-Dec-11 1415 P 2Aug-11 SPX 17-Dec-11 1420 C 181Aug-11 SPX 17-Dec-11 1420 P 1,001Aug-11 SPX 17-Dec-11 1425 C 28,859Aug-11 SPX 17-Dec-11 1425 P 3Aug-11 SPX 17-Dec-11 1450 C 63,849Aug-11 SPX 17-Dec-11 1450 P 17Aug-11 SPX 17-Dec-11 1475 C 8,748Aug-11 SPX 17-Dec-11 1500 C 85,235Aug-11 SPX 17-Dec-11 1500 P 4,978Aug-11 SPX 17-Dec-11 1525 C 538Aug-11 SPX 17-Dec-11 1550 C 650Aug-11 SPX 17-Dec-11 1550 P 15Aug-11 SPX 17-Dec-11 1600 C 5,506Aug-11 SPX 17-Dec-11 1700 C 7,011Aug-11 SPX 17-Dec-11 1700 P 1,115Aug-11 SPX 17-Dec-11 1800 C 719Aug-11 SPX 17-Dec-11 1800 P 875Aug-11 SPX 17-Dec-11 1900 C 225Aug-11 SPX 17-Dec-11 1900 P 1,115Aug-11 SPX 17-Dec-11 2000 P 875Aug-11 SPX 17-Dec-11 3000 C 5Aug-11 SPX 17-Dec-11 3000 P 83Aug-11 SPX 17-Mar-12 200 P 71Aug-11 SPX 17-Mar-12 300 P 165Aug-11 SPX 17-Mar-12 400 P 1,595Aug-11 SPX 17-Mar-12 500 P 618Aug-11 SPX 17-Mar-12 600 P 20,157Aug-11 SPX 17-Mar-12 650 P 1,929Aug-11 SPX 17-Mar-12 700 P 5,206Aug-11 SPX 17-Mar-12 750 P 1,841
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 17-Mar-12 800 P 42,616Aug-11 SPX 17-Mar-12 850 P 37,193Aug-11 SPX 17-Mar-12 875 P 11,038Aug-11 SPX 17-Mar-12 900 C 143Aug-11 SPX 17-Mar-12 900 P 25,325Aug-11 SPX 17-Mar-12 925 P 12,133Aug-11 SPX 17-Mar-12 950 P 24,898Aug-11 SPX 17-Mar-12 975 P 2,503Aug-11 SPX 17-Mar-12 1000 C 84Aug-11 SPX 17-Mar-12 1000 P 36,668Aug-11 SPX 17-Mar-12 1025 P 8,124Aug-11 SPX 17-Mar-12 1030 P 500Aug-11 SPX 17-Mar-12 1050 C 154Aug-11 SPX 17-Mar-12 1050 P 31,480Aug-11 SPX 17-Mar-12 1075 C 2Aug-11 SPX 17-Mar-12 1075 P 21,805Aug-11 SPX 17-Mar-12 1100 C 888Aug-11 SPX 17-Mar-12 1100 P 52,831Aug-11 SPX 17-Mar-12 1125 C 2,109Aug-11 SPX 17-Mar-12 1125 P 14,187Aug-11 SPX 17-Mar-12 1150 C 23,175Aug-11 SPX 17-Mar-12 1150 P 40,200Aug-11 SPX 17-Mar-12 1175 C 12,822Aug-11 SPX 17-Mar-12 1175 P 11,758Aug-11 SPX 17-Mar-12 1200 C 39,463Aug-11 SPX 17-Mar-12 1200 P 33,689Aug-11 SPX 17-Mar-12 1225 C 8,816Aug-11 SPX 17-Mar-12 1225 P 12,600Aug-11 SPX 17-Mar-12 1250 C 10,247Aug-11 SPX 17-Mar-12 1250 P 14,335Aug-11 SPX 17-Mar-12 1275 C 15,267Aug-11 SPX 17-Mar-12 1275 P 4,166Aug-11 SPX 17-Mar-12 1300 C 35,542Aug-11 SPX 17-Mar-12 1300 P 2,128Aug-11 SPX 17-Mar-12 1325 C 12,433Aug-11 SPX 17-Mar-12 1325 P 10Aug-11 SPX 17-Mar-12 1350 C 22,852Aug-11 SPX 17-Mar-12 1350 P 150Aug-11 SPX 17-Mar-12 1375 C 1,446Aug-11 SPX 17-Mar-12 1375 P 8Aug-11 SPX 17-Mar-12 1400 C 18,016Aug-11 SPX 17-Mar-12 1400 P 93Aug-11 SPX 17-Mar-12 1425 C 3,131Aug-11 SPX 17-Mar-12 1425 P 2Aug-11 SPX 17-Mar-12 1450 C 4,880Aug-11 SPX 17-Mar-12 1475 C 70Aug-11 SPX 17-Mar-12 1500 C 17,219Aug-11 SPX 17-Mar-12 1500 P 74
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 17-Mar-12 1550 C 178Aug-11 SPX 17-Mar-12 1600 C 332Aug-11 SPX 16-Jun-12 100 C 2Aug-11 SPX 16-Jun-12 200 P 3Aug-11 SPX 16-Jun-12 300 P 2,058Aug-11 SPX 16-Jun-12 450 P 8Aug-11 SPX 16-Jun-12 500 C 660Aug-11 SPX 16-Jun-12 500 P 2,304Aug-11 SPX 16-Jun-12 550 P 2,250Aug-11 SPX 16-Jun-12 600 P 9,235Aug-11 SPX 16-Jun-12 650 P 7,060Aug-11 SPX 16-Jun-12 700 P 48,433Aug-11 SPX 16-Jun-12 725 P 10Aug-11 SPX 16-Jun-12 750 P 322Aug-11 SPX 16-Jun-12 775 P 110Aug-11 SPX 16-Jun-12 800 C 2Aug-11 SPX 16-Jun-12 800 P 32,436Aug-11 SPX 16-Jun-12 825 P 813Aug-11 SPX 16-Jun-12 850 P 2,459Aug-11 SPX 16-Jun-12 875 P 200Aug-11 SPX 16-Jun-12 900 P 16,024Aug-11 SPX 16-Jun-12 925 P 1,964Aug-11 SPX 16-Jun-12 950 C 1Aug-11 SPX 16-Jun-12 950 P 3,041Aug-11 SPX 16-Jun-12 975 P 1,096Aug-11 SPX 16-Jun-12 1000 P 9,894Aug-11 SPX 16-Jun-12 1025 C 4Aug-11 SPX 16-Jun-12 1025 P 9,424Aug-11 SPX 16-Jun-12 1050 P 11,357Aug-11 SPX 16-Jun-12 1075 P 1,065Aug-11 SPX 16-Jun-12 1100 C 2,364Aug-11 SPX 16-Jun-12 1100 P 24,445Aug-11 SPX 16-Jun-12 1125 C 2,035Aug-11 SPX 16-Jun-12 1125 P 3,862Aug-11 SPX 16-Jun-12 1150 C 17,608Aug-11 SPX 16-Jun-12 1150 P 28,302Aug-11 SPX 16-Jun-12 1175 C 3,456Aug-11 SPX 16-Jun-12 1175 P 2,359Aug-11 SPX 16-Jun-12 1200 C 27,601Aug-11 SPX 16-Jun-12 1200 P 23,512Aug-11 SPX 16-Jun-12 1225 C 6,400Aug-11 SPX 16-Jun-12 1225 P 1,959Aug-11 SPX 16-Jun-12 1250 C 6,489Aug-11 SPX 16-Jun-12 1250 P 3,620Aug-11 SPX 16-Jun-12 1275 C 6,580Aug-11 SPX 16-Jun-12 1275 P 4,242Aug-11 SPX 16-Jun-12 1300 C 14,335Aug-11 SPX 16-Jun-12 1300 P 1,688
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 16-Jun-12 1325 C 4,000Aug-11 SPX 16-Jun-12 1325 P 26Aug-11 SPX 16-Jun-12 1350 C 14,036Aug-11 SPX 16-Jun-12 1375 C 1,656Aug-11 SPX 16-Jun-12 1375 P 15Aug-11 SPX 16-Jun-12 1400 C 2,857Aug-11 SPX 16-Jun-12 1400 P 166Aug-11 SPX 16-Jun-12 1425 C 6,375Aug-11 SPX 16-Jun-12 1425 P 2Aug-11 SPX 16-Jun-12 1450 C 1,473Aug-11 SPX 16-Jun-12 1450 P 5Aug-11 SPX 16-Jun-12 1475 C 3,018Aug-11 SPX 16-Jun-12 1500 C 20,893Aug-11 SPX 16-Jun-12 1500 P 660Aug-11 SPX 16-Jun-12 1550 C 1,571Aug-11 SPX 16-Jun-12 1550 P 12Aug-11 SPX 16-Jun-12 1600 C 548Aug-11 SPX 16-Jun-12 1625 C 10Aug-11 SPX 16-Jun-12 1650 C 13Aug-11 SPX 16-Jun-12 1700 C 218Aug-11 SPX 16-Jun-12 1800 C 97Aug-11 SPX 16-Jun-12 1900 C 14Aug-11 SPX 16-Jun-12 2500 P 12Aug-11 SPX 16-Jun-12 3000 P 2Aug-11 SPX 22-Dec-12 100 P 436Aug-11 SPX 22-Dec-12 200 P 406Aug-11 SPX 22-Dec-12 250 P 933Aug-11 SPX 22-Dec-12 300 P 176Aug-11 SPX 22-Dec-12 350 P 302Aug-11 SPX 22-Dec-12 400 P 265Aug-11 SPX 22-Dec-12 450 P 1Aug-11 SPX 22-Dec-12 500 P 12,699Aug-11 SPX 22-Dec-12 550 P 50Aug-11 SPX 22-Dec-12 600 P 7,233Aug-11 SPX 22-Dec-12 650 P 1,514Aug-11 SPX 22-Dec-12 675 P 4,007Aug-11 SPX 22-Dec-12 700 C 12Aug-11 SPX 22-Dec-12 700 P 13,786Aug-11 SPX 22-Dec-12 750 P 369Aug-11 SPX 22-Dec-12 800 C 46Aug-11 SPX 22-Dec-12 800 P 2,972Aug-11 SPX 22-Dec-12 825 P 56Aug-11 SPX 22-Dec-12 850 P 4,031Aug-11 SPX 22-Dec-12 875 P 358Aug-11 SPX 22-Dec-12 900 P 23,878Aug-11 SPX 22-Dec-12 925 C 3Aug-11 SPX 22-Dec-12 925 P 487Aug-11 SPX 22-Dec-12 950 C 8
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 22-Dec-12 950 P 3,008Aug-11 SPX 22-Dec-12 975 P 2,071Aug-11 SPX 22-Dec-12 1000 C 5Aug-11 SPX 22-Dec-12 1000 P 30,852Aug-11 SPX 22-Dec-12 1025 C 2Aug-11 SPX 22-Dec-12 1025 P 302Aug-11 SPX 22-Dec-12 1050 C 21Aug-11 SPX 22-Dec-12 1050 P 7,657Aug-11 SPX 22-Dec-12 1075 C 20Aug-11 SPX 22-Dec-12 1075 P 1,040Aug-11 SPX 22-Dec-12 1100 C 4,720Aug-11 SPX 22-Dec-12 1100 P 42,465Aug-11 SPX 22-Dec-12 1125 C 520Aug-11 SPX 22-Dec-12 1125 P 532Aug-11 SPX 22-Dec-12 1150 C 33,616Aug-11 SPX 22-Dec-12 1150 P 34,104Aug-11 SPX 22-Dec-12 1175 C 3,151Aug-11 SPX 22-Dec-12 1175 P 3,071Aug-11 SPX 22-Dec-12 1200 C 17,417Aug-11 SPX 22-Dec-12 1200 P 20,732Aug-11 SPX 22-Dec-12 1220 C 2Aug-11 SPX 22-Dec-12 1220 P 3Aug-11 SPX 22-Dec-12 1225 C 1,825Aug-11 SPX 22-Dec-12 1225 P 5,301Aug-11 SPX 22-Dec-12 1250 C 7,491Aug-11 SPX 22-Dec-12 1250 P 12,356Aug-11 SPX 22-Dec-12 1275 C 1,103Aug-11 SPX 22-Dec-12 1275 P 1,536Aug-11 SPX 22-Dec-12 1300 C 9,788Aug-11 SPX 22-Dec-12 1300 P 1,747Aug-11 SPX 22-Dec-12 1325 C 3,792Aug-11 SPX 22-Dec-12 1325 P 22Aug-11 SPX 22-Dec-12 1350 C 7,067Aug-11 SPX 22-Dec-12 1350 P 236Aug-11 SPX 22-Dec-12 1375 C 955Aug-11 SPX 22-Dec-12 1400 C 12,163Aug-11 SPX 22-Dec-12 1400 P 1,001Aug-11 SPX 22-Dec-12 1425 C 4Aug-11 SPX 22-Dec-12 1450 C 4,955Aug-11 SPX 22-Dec-12 1450 P 1Aug-11 SPX 22-Dec-12 1500 C 5,754Aug-11 SPX 22-Dec-12 1500 P 20Aug-11 SPX 22-Dec-12 1550 C 280Aug-11 SPX 22-Dec-12 1600 C 24,353Aug-11 SPX 22-Dec-12 1600 P 1Aug-11 SPX 22-Dec-12 1650 C 3Aug-11 SPX 22-Dec-12 1700 P 13Aug-11 SPX 22-Dec-12 1800 C 703
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 22-Dec-12 1800 P 1Aug-11 SPX 22-Dec-12 1900 C 33Aug-11 SPX 22-Dec-12 2000 C 53Aug-11 SPX 22-Dec-12 2000 P 2Aug-11 SPX 22-Dec-12 2500 P 17Aug-11 SPX 22-Dec-12 3000 P 1Aug-11 SPX 22-Jun-13 100 P 25Aug-11 SPX 22-Jun-13 400 P 20Aug-11 SPX 22-Jun-13 500 P 12Aug-11 SPX 22-Jun-13 550 P 11Aug-11 SPX 22-Jun-13 650 P 2Aug-11 SPX 22-Jun-13 700 C 2Aug-11 SPX 22-Jun-13 700 P 4Aug-11 SPX 22-Jun-13 750 C 300Aug-11 SPX 22-Jun-13 750 P 20Aug-11 SPX 22-Jun-13 800 C 2Aug-11 SPX 22-Jun-13 800 P 1,000Aug-11 SPX 22-Jun-13 850 P 11Aug-11 SPX 22-Jun-13 900 P 4,817Aug-11 SPX 22-Jun-13 950 P 1,533Aug-11 SPX 22-Jun-13 1050 C 1Aug-11 SPX 22-Jun-13 1100 P 2,251Aug-11 SPX 22-Jun-13 1125 C 100Aug-11 SPX 22-Jun-13 1125 P 100Aug-11 SPX 22-Jun-13 1150 C 710Aug-11 SPX 22-Jun-13 1150 P 2,951Aug-11 SPX 22-Jun-13 1175 C 400Aug-11 SPX 22-Jun-13 1175 P 800Aug-11 SPX 22-Jun-13 1200 C 1,524Aug-11 SPX 22-Jun-13 1200 P 1,353Aug-11 SPX 22-Jun-13 1250 C 652Aug-11 SPX 22-Jun-13 1250 P 683Aug-11 SPX 22-Jun-13 1275 C 228Aug-11 SPX 22-Jun-13 1275 P 11Aug-11 SPX 22-Jun-13 1300 C 164Aug-11 SPX 22-Jun-13 1325 C 29Aug-11 SPX 22-Jun-13 1350 C 4,540Aug-11 SPX 22-Jun-13 1350 P 53Aug-11 SPX 22-Jun-13 1400 C 335Aug-11 SPX 22-Jun-13 1400 P 3Aug-11 SPX 22-Jun-13 1450 C 500Aug-11 SPX 22-Jun-13 1500 C 16Aug-11 SPX 22-Jun-13 1550 C 332Aug-11 SPX 22-Jun-13 1600 C 2Aug-11 SPX 22-Jun-13 1700 C 10Aug-11 SPX 22-Jun-13 1900 C 50Aug-11 SPX 22-Jun-13 2000 C 13Aug-11 SPX 21-Dec-13 100 C 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 21-Dec-13 100 P 121Aug-11 SPX 21-Dec-13 200 P 174Aug-11 SPX 21-Dec-13 250 P 516Aug-11 SPX 21-Dec-13 300 P 507Aug-11 SPX 21-Dec-13 350 P 25Aug-11 SPX 21-Dec-13 400 P 13Aug-11 SPX 21-Dec-13 450 P 326Aug-11 SPX 21-Dec-13 500 P 761Aug-11 SPX 21-Dec-13 550 P 2Aug-11 SPX 21-Dec-13 600 P 1,923Aug-11 SPX 21-Dec-13 650 P 1,104Aug-11 SPX 21-Dec-13 700 P 7,633Aug-11 SPX 21-Dec-13 750 C 300Aug-11 SPX 21-Dec-13 750 P 121Aug-11 SPX 21-Dec-13 800 P 1,230Aug-11 SPX 21-Dec-13 850 P 1,880Aug-11 SPX 21-Dec-13 900 C 26Aug-11 SPX 21-Dec-13 900 P 3,195Aug-11 SPX 21-Dec-13 925 P 4Aug-11 SPX 21-Dec-13 950 P 1,712Aug-11 SPX 21-Dec-13 975 P 17Aug-11 SPX 21-Dec-13 1000 C 4Aug-11 SPX 21-Dec-13 1000 P 7,387Aug-11 SPX 21-Dec-13 1025 C 1Aug-11 SPX 21-Dec-13 1025 P 14Aug-11 SPX 21-Dec-13 1050 C 1,256Aug-11 SPX 21-Dec-13 1050 P 905Aug-11 SPX 21-Dec-13 1100 C 1,268Aug-11 SPX 21-Dec-13 1100 P 4,399Aug-11 SPX 21-Dec-13 1125 C 1,425Aug-11 SPX 21-Dec-13 1125 P 1,975Aug-11 SPX 21-Dec-13 1150 C 4,234Aug-11 SPX 21-Dec-13 1150 P 3,300Aug-11 SPX 21-Dec-13 1175 C 701Aug-11 SPX 21-Dec-13 1175 P 506Aug-11 SPX 21-Dec-13 1200 C 5,358Aug-11 SPX 21-Dec-13 1200 P 7,637Aug-11 SPX 21-Dec-13 1225 C 150Aug-11 SPX 21-Dec-13 1225 P 150Aug-11 SPX 21-Dec-13 1250 C 6,193Aug-11 SPX 21-Dec-13 1250 P 5,542Aug-11 SPX 21-Dec-13 1275 C 939Aug-11 SPX 21-Dec-13 1275 P 505Aug-11 SPX 21-Dec-13 1300 C 1,923Aug-11 SPX 21-Dec-13 1300 P 1,204Aug-11 SPX 21-Dec-13 1325 C 9Aug-11 SPX 21-Dec-13 1325 P 787Aug-11 SPX 21-Dec-13 1350 C 4
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPX 21-Dec-13 1350 P 8Aug-11 SPX 21-Dec-13 1375 C 90Aug-11 SPX 21-Dec-13 1400 C 5,607Aug-11 SPX 21-Dec-13 1450 C 39Aug-11 SPX 21-Dec-13 1500 C 2,417Aug-11 SPX 21-Dec-13 1600 C 2Aug-11 SPX 21-Dec-13 1600 P 1Aug-11 SPX 21-Dec-13 1650 P 1Aug-11 SPX 21-Dec-13 1700 C 1,103Aug-11 SPX 21-Dec-13 1800 C 1,501Aug-11 SPX 21-Dec-13 1900 C 1Aug-11 SPX 21-Dec-13 2000 C 250Aug-11 SPX 21-Dec-13 2000 P 2Aug-11 SPX 21-Dec-13 2250 C 28Aug-11 SPX 21-Dec-13 2500 C 21Aug-11 SPX 21-Dec-13 2500 P 64Aug-11 SPX 21-Dec-13 3000 C 2Aug-11 SPX 21-Dec-13 3000 P 137Aug-11 SPXW 05-Aug-11 1050 P 10,282Aug-11 SPXW 05-Aug-11 1075 P 12,585Aug-11 SPXW 05-Aug-11 1100 C 6Aug-11 SPXW 05-Aug-11 1100 P 25,270Aug-11 SPXW 05-Aug-11 1105 P 1,038Aug-11 SPXW 05-Aug-11 1110 P 1,180Aug-11 SPXW 05-Aug-11 1115 P 869Aug-11 SPXW 05-Aug-11 1120 P 1,458Aug-11 SPXW 05-Aug-11 1125 P 11,880Aug-11 SPXW 05-Aug-11 1130 P 830Aug-11 SPXW 05-Aug-11 1135 P 1,830Aug-11 SPXW 05-Aug-11 1140 P 2,765Aug-11 SPXW 05-Aug-11 1145 P 1,237Aug-11 SPXW 05-Aug-11 1150 P 29,518Aug-11 SPXW 05-Aug-11 1155 P 2,211Aug-11 SPXW 05-Aug-11 1160 C 21Aug-11 SPXW 05-Aug-11 1160 P 3,369Aug-11 SPXW 05-Aug-11 1165 C 23Aug-11 SPXW 05-Aug-11 1165 P 2,981Aug-11 SPXW 05-Aug-11 1170 C 14Aug-11 SPXW 05-Aug-11 1170 P 7,840Aug-11 SPXW 05-Aug-11 1175 C 143Aug-11 SPXW 05-Aug-11 1175 P 19,927Aug-11 SPXW 05-Aug-11 1180 C 53Aug-11 SPXW 05-Aug-11 1180 P 4,833Aug-11 SPXW 05-Aug-11 1185 C 92Aug-11 SPXW 05-Aug-11 1185 P 5,498Aug-11 SPXW 05-Aug-11 1190 C 512Aug-11 SPXW 05-Aug-11 1190 P 7,237Aug-11 SPXW 05-Aug-11 1195 C 665
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPXW 05-Aug-11 1195 P 7,898Aug-11 SPXW 05-Aug-11 1200 C 10,603Aug-11 SPXW 05-Aug-11 1200 P 68,767Aug-11 SPXW 05-Aug-11 1205 C 1,535Aug-11 SPXW 05-Aug-11 1205 P 3,532Aug-11 SPXW 05-Aug-11 1210 C 5,859Aug-11 SPXW 05-Aug-11 1210 P 22,801Aug-11 SPXW 05-Aug-11 1215 C 2,248Aug-11 SPXW 05-Aug-11 1215 P 5,447Aug-11 SPXW 05-Aug-11 1220 C 3,597Aug-11 SPXW 05-Aug-11 1220 P 9,912Aug-11 SPXW 05-Aug-11 1225 C 11,423Aug-11 SPXW 05-Aug-11 1225 P 15,298Aug-11 SPXW 05-Aug-11 1230 C 4,668Aug-11 SPXW 05-Aug-11 1230 P 13,930Aug-11 SPXW 05-Aug-11 1235 C 2,344Aug-11 SPXW 05-Aug-11 1235 P 8,550Aug-11 SPXW 05-Aug-11 1240 C 4,009Aug-11 SPXW 05-Aug-11 1240 P 3,993Aug-11 SPXW 05-Aug-11 1245 C 3,150Aug-11 SPXW 05-Aug-11 1245 P 3,125Aug-11 SPXW 05-Aug-11 1250 C 9,742Aug-11 SPXW 05-Aug-11 1250 P 16,027Aug-11 SPXW 05-Aug-11 1255 C 2,862Aug-11 SPXW 05-Aug-11 1255 P 1,777Aug-11 SPXW 05-Aug-11 1260 C 5,266Aug-11 SPXW 05-Aug-11 1260 P 3,276Aug-11 SPXW 05-Aug-11 1265 C 9,528Aug-11 SPXW 05-Aug-11 1265 P 934Aug-11 SPXW 05-Aug-11 1270 C 8,470Aug-11 SPXW 05-Aug-11 1270 P 1,397Aug-11 SPXW 05-Aug-11 1275 C 6,237Aug-11 SPXW 05-Aug-11 1275 P 3,326Aug-11 SPXW 05-Aug-11 1280 C 9,110Aug-11 SPXW 05-Aug-11 1280 P 2,431Aug-11 SPXW 05-Aug-11 1285 C 5,586Aug-11 SPXW 05-Aug-11 1285 P 2,076Aug-11 SPXW 05-Aug-11 1290 C 11,661Aug-11 SPXW 05-Aug-11 1290 P 482Aug-11 SPXW 05-Aug-11 1295 C 3,384Aug-11 SPXW 05-Aug-11 1295 P 213Aug-11 SPXW 05-Aug-11 1300 C 8,570Aug-11 SPXW 05-Aug-11 1300 P 1,188Aug-11 SPXW 05-Aug-11 1305 C 5,137Aug-11 SPXW 05-Aug-11 1305 P 35Aug-11 SPXW 05-Aug-11 1310 C 5,712Aug-11 SPXW 05-Aug-11 1310 P 106Aug-11 SPXW 05-Aug-11 1315 C 2,250
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPXW 05-Aug-11 1315 P 33Aug-11 SPXW 05-Aug-11 1320 C 3,135Aug-11 SPXW 05-Aug-11 1320 P 101Aug-11 SPXW 05-Aug-11 1325 C 3,240Aug-11 SPXW 05-Aug-11 1325 P 501Aug-11 SPXW 05-Aug-11 1330 C 2,959Aug-11 SPXW 05-Aug-11 1330 P 201Aug-11 SPXW 05-Aug-11 1335 C 788Aug-11 SPXW 05-Aug-11 1335 P 15Aug-11 SPXW 05-Aug-11 1340 C 1,042Aug-11 SPXW 05-Aug-11 1340 P 46Aug-11 SPXW 05-Aug-11 1345 C 440Aug-11 SPXW 05-Aug-11 1345 P 116Aug-11 SPXW 05-Aug-11 1350 C 2,139Aug-11 SPXW 05-Aug-11 1350 P 111Aug-11 SPXW 05-Aug-11 1355 C 381Aug-11 SPXW 05-Aug-11 1360 C 569Aug-11 SPXW 05-Aug-11 1365 C 396Aug-11 SPXW 05-Aug-11 1365 P 5Aug-11 SPXW 05-Aug-11 1370 C 160Aug-11 SPXW 05-Aug-11 1375 C 3,071Aug-11 SPXW 05-Aug-11 1380 C 94Aug-11 SPXW 05-Aug-11 1385 C 74Aug-11 SPXW 05-Aug-11 1390 C 212Aug-11 SPXW 05-Aug-11 1395 C 20Aug-11 SPXW 05-Aug-11 1400 C 32Aug-11 SPXW 12-Aug-11 850 C 10Aug-11 SPXW 12-Aug-11 850 P 1,564Aug-11 SPXW 12-Aug-11 875 C 10Aug-11 SPXW 12-Aug-11 875 P 2,960Aug-11 SPXW 12-Aug-11 900 C 10Aug-11 SPXW 12-Aug-11 900 P 3,774Aug-11 SPXW 12-Aug-11 910 P 702Aug-11 SPXW 12-Aug-11 920 P 997Aug-11 SPXW 12-Aug-11 925 C 10Aug-11 SPXW 12-Aug-11 925 P 16,808Aug-11 SPXW 12-Aug-11 930 C 10Aug-11 SPXW 12-Aug-11 930 P 873Aug-11 SPXW 12-Aug-11 940 P 636Aug-11 SPXW 12-Aug-11 945 C 2Aug-11 SPXW 12-Aug-11 945 P 654Aug-11 SPXW 12-Aug-11 950 C 13Aug-11 SPXW 12-Aug-11 950 P 13,948Aug-11 SPXW 12-Aug-11 960 P 446Aug-11 SPXW 12-Aug-11 965 P 705Aug-11 SPXW 12-Aug-11 970 P 314Aug-11 SPXW 12-Aug-11 975 C 31Aug-11 SPXW 12-Aug-11 975 P 10,444
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPXW 12-Aug-11 980 P 710Aug-11 SPXW 12-Aug-11 985 P 437Aug-11 SPXW 12-Aug-11 990 C 9Aug-11 SPXW 12-Aug-11 990 P 407Aug-11 SPXW 12-Aug-11 995 P 400Aug-11 SPXW 12-Aug-11 1000 P 38,801Aug-11 SPXW 12-Aug-11 1005 P 429Aug-11 SPXW 12-Aug-11 1010 C 11Aug-11 SPXW 12-Aug-11 1010 P 3,977Aug-11 SPXW 12-Aug-11 1015 P 132Aug-11 SPXW 12-Aug-11 1020 P 649Aug-11 SPXW 12-Aug-11 1025 C 2Aug-11 SPXW 12-Aug-11 1025 P 16,737Aug-11 SPXW 12-Aug-11 1030 P 693Aug-11 SPXW 12-Aug-11 1035 P 845Aug-11 SPXW 12-Aug-11 1040 P 5,631Aug-11 SPXW 12-Aug-11 1045 C 10Aug-11 SPXW 12-Aug-11 1045 P 1,229Aug-11 SPXW 12-Aug-11 1050 C 2Aug-11 SPXW 12-Aug-11 1050 P 35,793Aug-11 SPXW 12-Aug-11 1055 P 943Aug-11 SPXW 12-Aug-11 1060 C 2Aug-11 SPXW 12-Aug-11 1060 P 1,224Aug-11 SPXW 12-Aug-11 1065 P 1,534Aug-11 SPXW 12-Aug-11 1070 C 40Aug-11 SPXW 12-Aug-11 1070 P 4,480Aug-11 SPXW 12-Aug-11 1075 P 14,669Aug-11 SPXW 12-Aug-11 1080 C 10Aug-11 SPXW 12-Aug-11 1080 P 2,846Aug-11 SPXW 12-Aug-11 1085 P 3,658Aug-11 SPXW 12-Aug-11 1090 C 2Aug-11 SPXW 12-Aug-11 1090 P 3,048Aug-11 SPXW 12-Aug-11 1095 C 21Aug-11 SPXW 12-Aug-11 1095 P 2,891Aug-11 SPXW 12-Aug-11 1100 C 46Aug-11 SPXW 12-Aug-11 1100 P 43,327Aug-11 SPXW 12-Aug-11 1105 C 71Aug-11 SPXW 12-Aug-11 1105 P 2,112Aug-11 SPXW 12-Aug-11 1110 C 68Aug-11 SPXW 12-Aug-11 1110 P 4,974Aug-11 SPXW 12-Aug-11 1115 C 123Aug-11 SPXW 12-Aug-11 1115 P 2,703Aug-11 SPXW 12-Aug-11 1120 C 314Aug-11 SPXW 12-Aug-11 1120 P 4,247Aug-11 SPXW 12-Aug-11 1125 C 808Aug-11 SPXW 12-Aug-11 1125 P 47,279Aug-11 SPXW 12-Aug-11 1130 C 729Aug-11 SPXW 12-Aug-11 1130 P 21,546
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPXW 12-Aug-11 1135 C 1,355Aug-11 SPXW 12-Aug-11 1135 P 25,328Aug-11 SPXW 12-Aug-11 1140 C 2,739Aug-11 SPXW 12-Aug-11 1140 P 5,544Aug-11 SPXW 12-Aug-11 1145 C 4,172Aug-11 SPXW 12-Aug-11 1145 P 3,020Aug-11 SPXW 12-Aug-11 1150 C 6,736Aug-11 SPXW 12-Aug-11 1150 P 45,264Aug-11 SPXW 12-Aug-11 1155 C 3,061Aug-11 SPXW 12-Aug-11 1155 P 2,603Aug-11 SPXW 12-Aug-11 1160 C 4,448Aug-11 SPXW 12-Aug-11 1160 P 9,238Aug-11 SPXW 12-Aug-11 1165 C 3,170Aug-11 SPXW 12-Aug-11 1165 P 12,416Aug-11 SPXW 12-Aug-11 1170 C 3,858Aug-11 SPXW 12-Aug-11 1170 P 6,548Aug-11 SPXW 12-Aug-11 1175 C 9,903Aug-11 SPXW 12-Aug-11 1175 P 18,886Aug-11 SPXW 12-Aug-11 1180 C 12,420Aug-11 SPXW 12-Aug-11 1180 P 1,852Aug-11 SPXW 12-Aug-11 1185 C 10,082Aug-11 SPXW 12-Aug-11 1185 P 2,205Aug-11 SPXW 12-Aug-11 1190 C 7,177Aug-11 SPXW 12-Aug-11 1190 P 1,524Aug-11 SPXW 12-Aug-11 1195 C 4,843Aug-11 SPXW 12-Aug-11 1195 P 762Aug-11 SPXW 12-Aug-11 1200 C 86,896Aug-11 SPXW 12-Aug-11 1200 P 1,849Aug-11 SPXW 12-Aug-11 1205 C 5,778Aug-11 SPXW 12-Aug-11 1205 P 234Aug-11 SPXW 12-Aug-11 1210 C 29,431Aug-11 SPXW 12-Aug-11 1210 P 1,191Aug-11 SPXW 12-Aug-11 1215 C 5,820Aug-11 SPXW 12-Aug-11 1215 P 179Aug-11 SPXW 12-Aug-11 1220 C 10,858Aug-11 SPXW 12-Aug-11 1220 P 576Aug-11 SPXW 12-Aug-11 1225 C 52,179Aug-11 SPXW 12-Aug-11 1225 P 3,593Aug-11 SPXW 12-Aug-11 1230 C 6,572Aug-11 SPXW 12-Aug-11 1230 P 670Aug-11 SPXW 12-Aug-11 1235 C 2,898Aug-11 SPXW 12-Aug-11 1235 P 2,553Aug-11 SPXW 12-Aug-11 1240 C 8,465Aug-11 SPXW 12-Aug-11 1240 P 180Aug-11 SPXW 12-Aug-11 1245 C 2,419Aug-11 SPXW 12-Aug-11 1245 P 115Aug-11 SPXW 12-Aug-11 1250 C 32,538Aug-11 SPXW 12-Aug-11 1250 P 3,168
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPXW 12-Aug-11 1255 C 1,913Aug-11 SPXW 12-Aug-11 1255 P 62Aug-11 SPXW 12-Aug-11 1260 C 11,588Aug-11 SPXW 12-Aug-11 1260 P 102Aug-11 SPXW 12-Aug-11 1265 C 1,598Aug-11 SPXW 12-Aug-11 1265 P 10Aug-11 SPXW 12-Aug-11 1270 C 2,506Aug-11 SPXW 12-Aug-11 1270 P 32Aug-11 SPXW 12-Aug-11 1275 C 2,238Aug-11 SPXW 12-Aug-11 1275 P 16Aug-11 SPXW 12-Aug-11 1280 C 1,490Aug-11 SPXW 12-Aug-11 1280 P 20Aug-11 SPXW 12-Aug-11 1285 C 1,430Aug-11 SPXW 12-Aug-11 1285 P 20Aug-11 SPXW 12-Aug-11 1290 C 1,975Aug-11 SPXW 12-Aug-11 1290 P 20Aug-11 SPXW 12-Aug-11 1295 C 1,552Aug-11 SPXW 12-Aug-11 1295 P 20Aug-11 SPXW 12-Aug-11 1300 C 3,684Aug-11 SPXW 12-Aug-11 1300 P 22Aug-11 SPXW 12-Aug-11 1305 C 151Aug-11 SPXW 12-Aug-11 1305 P 10Aug-11 SPXW 12-Aug-11 1310 C 10Aug-11 SPXW 12-Aug-11 1310 P 8Aug-11 SPXW 12-Aug-11 1325 C 1,791Aug-11 SPXW 12-Aug-11 1350 C 1,354Aug-11 SPXW 26-Aug-11 800 P 11Aug-11 SPXW 26-Aug-11 825 P 33Aug-11 SPXW 26-Aug-11 850 P 28Aug-11 SPXW 26-Aug-11 875 P 4,008Aug-11 SPXW 26-Aug-11 900 C 31Aug-11 SPXW 26-Aug-11 900 P 15,966Aug-11 SPXW 26-Aug-11 925 C 31Aug-11 SPXW 26-Aug-11 925 P 9,314Aug-11 SPXW 26-Aug-11 950 C 4Aug-11 SPXW 26-Aug-11 950 P 11,387Aug-11 SPXW 26-Aug-11 975 C 32Aug-11 SPXW 26-Aug-11 975 P 15,403Aug-11 SPXW 26-Aug-11 1000 C 10Aug-11 SPXW 26-Aug-11 1000 P 26,049Aug-11 SPXW 26-Aug-11 1015 P 935Aug-11 SPXW 26-Aug-11 1025 C 11Aug-11 SPXW 26-Aug-11 1025 P 22,385Aug-11 SPXW 26-Aug-11 1030 P 1,308Aug-11 SPXW 26-Aug-11 1035 P 537Aug-11 SPXW 26-Aug-11 1040 P 798Aug-11 SPXW 26-Aug-11 1045 C 4Aug-11 SPXW 26-Aug-11 1045 P 819
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPXW 26-Aug-11 1050 C 4Aug-11 SPXW 26-Aug-11 1050 P 33,406Aug-11 SPXW 26-Aug-11 1055 P 1,377Aug-11 SPXW 26-Aug-11 1060 C 10Aug-11 SPXW 26-Aug-11 1060 P 17,279Aug-11 SPXW 26-Aug-11 1065 C 14Aug-11 SPXW 26-Aug-11 1065 P 4,467Aug-11 SPXW 26-Aug-11 1070 C 21Aug-11 SPXW 26-Aug-11 1070 P 3,575Aug-11 SPXW 26-Aug-11 1075 C 23Aug-11 SPXW 26-Aug-11 1075 P 17,191Aug-11 SPXW 26-Aug-11 1080 C 27Aug-11 SPXW 26-Aug-11 1080 P 5,652Aug-11 SPXW 26-Aug-11 1085 C 4Aug-11 SPXW 26-Aug-11 1085 P 5,327Aug-11 SPXW 26-Aug-11 1090 C 15Aug-11 SPXW 26-Aug-11 1090 P 2,126Aug-11 SPXW 26-Aug-11 1095 C 52Aug-11 SPXW 26-Aug-11 1095 P 2,075Aug-11 SPXW 26-Aug-11 1100 C 59Aug-11 SPXW 26-Aug-11 1100 P 28,740Aug-11 SPXW 26-Aug-11 1105 C 4Aug-11 SPXW 26-Aug-11 1105 P 1,733Aug-11 SPXW 26-Aug-11 1110 C 53Aug-11 SPXW 26-Aug-11 1110 P 4,498Aug-11 SPXW 26-Aug-11 1115 C 52Aug-11 SPXW 26-Aug-11 1115 P 1,949Aug-11 SPXW 26-Aug-11 1120 C 176Aug-11 SPXW 26-Aug-11 1120 P 3,716Aug-11 SPXW 26-Aug-11 1125 C 698Aug-11 SPXW 26-Aug-11 1125 P 15,291Aug-11 SPXW 26-Aug-11 1130 C 648Aug-11 SPXW 26-Aug-11 1130 P 3,489Aug-11 SPXW 26-Aug-11 1135 C 601Aug-11 SPXW 26-Aug-11 1135 P 1,756Aug-11 SPXW 26-Aug-11 1140 C 4,991Aug-11 SPXW 26-Aug-11 1140 P 9,567Aug-11 SPXW 26-Aug-11 1145 C 1,601Aug-11 SPXW 26-Aug-11 1145 P 4,435Aug-11 SPXW 26-Aug-11 1150 C 8,087Aug-11 SPXW 26-Aug-11 1150 P 15,384Aug-11 SPXW 26-Aug-11 1155 C 3,155Aug-11 SPXW 26-Aug-11 1155 P 3,080Aug-11 SPXW 26-Aug-11 1160 C 6,419Aug-11 SPXW 26-Aug-11 1160 P 8,888Aug-11 SPXW 26-Aug-11 1165 C 2,729Aug-11 SPXW 26-Aug-11 1165 P 2,534Aug-11 SPXW 26-Aug-11 1170 C 5,292
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPXW 26-Aug-11 1170 P 2,757Aug-11 SPXW 26-Aug-11 1175 C 10,427Aug-11 SPXW 26-Aug-11 1175 P 9,637Aug-11 SPXW 26-Aug-11 1180 C 13,880Aug-11 SPXW 26-Aug-11 1180 P 889Aug-11 SPXW 26-Aug-11 1185 C 8,954Aug-11 SPXW 26-Aug-11 1185 P 228Aug-11 SPXW 26-Aug-11 1190 C 20,383Aug-11 SPXW 26-Aug-11 1190 P 197Aug-11 SPXW 26-Aug-11 1195 C 6,935Aug-11 SPXW 26-Aug-11 1195 P 179Aug-11 SPXW 26-Aug-11 1200 C 21,652Aug-11 SPXW 26-Aug-11 1200 P 151Aug-11 SPXW 26-Aug-11 1205 C 4,328Aug-11 SPXW 26-Aug-11 1205 P 114Aug-11 SPXW 26-Aug-11 1210 C 4,480Aug-11 SPXW 26-Aug-11 1210 P 20Aug-11 SPXW 26-Aug-11 1215 C 15,584Aug-11 SPXW 26-Aug-11 1215 P 116Aug-11 SPXW 26-Aug-11 1220 C 4,396Aug-11 SPXW 26-Aug-11 1220 P 55Aug-11 SPXW 26-Aug-11 1225 C 12,643Aug-11 SPXW 26-Aug-11 1225 P 37Aug-11 SPXW 26-Aug-11 1230 C 2,664Aug-11 SPXW 26-Aug-11 1230 P 24Aug-11 SPXW 26-Aug-11 1235 C 2,024Aug-11 SPXW 26-Aug-11 1240 C 1,677Aug-11 SPXW 26-Aug-11 1240 P 25Aug-11 SPXW 26-Aug-11 1245 C 1,228Aug-11 SPXW 26-Aug-11 1245 P 10Aug-11 SPXW 26-Aug-11 1250 C 4,783Aug-11 SPXW 26-Aug-11 1250 P 14Aug-11 SPXW 26-Aug-11 1255 C 4,723Aug-11 SPXW 26-Aug-11 1260 C 1,059Aug-11 SPXW 26-Aug-11 1260 P 35Aug-11 SPXW 26-Aug-11 1265 C 231Aug-11 SPXW 26-Aug-11 1265 P 102Aug-11 SPXW 26-Aug-11 1270 C 287Aug-11 SPXW 26-Aug-11 1270 P 41Aug-11 SPXW 26-Aug-11 1275 C 552Aug-11 SPXW 26-Aug-11 1275 P 147Aug-11 SPXW 26-Aug-11 1300 C 2,994Aug-11 SPXW 26-Aug-11 1300 P 283Aug-11 SPXW 26-Aug-11 1325 P 294Aug-11 SPXW 26-Aug-11 1350 C 25Aug-11 SPXW 26-Aug-11 1350 P 30Aug-11 SPXW 02-Sep-11 900 P 3,343Aug-11 SPXW 02-Sep-11 925 P 7,330
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPXW 02-Sep-11 950 C 11Aug-11 SPXW 02-Sep-11 950 P 16,003Aug-11 SPXW 02-Sep-11 975 P 15,013Aug-11 SPXW 02-Sep-11 1000 P 12,461Aug-11 SPXW 02-Sep-11 1025 C 98Aug-11 SPXW 02-Sep-11 1025 P 11,375Aug-11 SPXW 02-Sep-11 1030 P 579Aug-11 SPXW 02-Sep-11 1040 P 2,632Aug-11 SPXW 02-Sep-11 1045 P 1,327Aug-11 SPXW 02-Sep-11 1050 C 53Aug-11 SPXW 02-Sep-11 1050 P 31,664Aug-11 SPXW 02-Sep-11 1055 C 32Aug-11 SPXW 02-Sep-11 1055 P 355Aug-11 SPXW 02-Sep-11 1060 C 21Aug-11 SPXW 02-Sep-11 1060 P 858Aug-11 SPXW 02-Sep-11 1065 C 21Aug-11 SPXW 02-Sep-11 1065 P 3,310Aug-11 SPXW 02-Sep-11 1070 C 6Aug-11 SPXW 02-Sep-11 1070 P 1,040Aug-11 SPXW 02-Sep-11 1075 C 25Aug-11 SPXW 02-Sep-11 1075 P 9,415Aug-11 SPXW 02-Sep-11 1080 C 12Aug-11 SPXW 02-Sep-11 1080 P 1,116Aug-11 SPXW 02-Sep-11 1085 P 868Aug-11 SPXW 02-Sep-11 1090 P 6,215Aug-11 SPXW 02-Sep-11 1095 P 508Aug-11 SPXW 02-Sep-11 1100 C 9Aug-11 SPXW 02-Sep-11 1100 P 39,372Aug-11 SPXW 02-Sep-11 1105 C 31Aug-11 SPXW 02-Sep-11 1105 P 401Aug-11 SPXW 02-Sep-11 1110 C 34Aug-11 SPXW 02-Sep-11 1110 P 820Aug-11 SPXW 02-Sep-11 1115 C 11Aug-11 SPXW 02-Sep-11 1115 P 3,448Aug-11 SPXW 02-Sep-11 1120 C 43Aug-11 SPXW 02-Sep-11 1120 P 1,381Aug-11 SPXW 02-Sep-11 1125 C 11Aug-11 SPXW 02-Sep-11 1125 P 20,198Aug-11 SPXW 02-Sep-11 1130 C 23Aug-11 SPXW 02-Sep-11 1130 P 1,861Aug-11 SPXW 02-Sep-11 1135 C 63Aug-11 SPXW 02-Sep-11 1135 P 5,156Aug-11 SPXW 02-Sep-11 1140 C 35Aug-11 SPXW 02-Sep-11 1140 P 12,329Aug-11 SPXW 02-Sep-11 1145 C 10Aug-11 SPXW 02-Sep-11 1145 P 1,180Aug-11 SPXW 02-Sep-11 1150 C 212Aug-11 SPXW 02-Sep-11 1150 P 26,329
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPXW 02-Sep-11 1155 C 17Aug-11 SPXW 02-Sep-11 1155 P 1,011Aug-11 SPXW 02-Sep-11 1160 C 1,138Aug-11 SPXW 02-Sep-11 1160 P 3,746Aug-11 SPXW 02-Sep-11 1165 C 3,130Aug-11 SPXW 02-Sep-11 1165 P 4,984Aug-11 SPXW 02-Sep-11 1170 C 216Aug-11 SPXW 02-Sep-11 1170 P 1,649Aug-11 SPXW 02-Sep-11 1175 C 1,861Aug-11 SPXW 02-Sep-11 1175 P 10,378Aug-11 SPXW 02-Sep-11 1180 C 641Aug-11 SPXW 02-Sep-11 1180 P 1,195Aug-11 SPXW 02-Sep-11 1185 C 240Aug-11 SPXW 02-Sep-11 1185 P 638Aug-11 SPXW 02-Sep-11 1190 C 1,401Aug-11 SPXW 02-Sep-11 1190 P 7,131Aug-11 SPXW 02-Sep-11 1195 C 318Aug-11 SPXW 02-Sep-11 1195 P 917Aug-11 SPXW 02-Sep-11 1200 C 2,124Aug-11 SPXW 02-Sep-11 1200 P 6,263Aug-11 SPXW 02-Sep-11 1205 C 694Aug-11 SPXW 02-Sep-11 1205 P 847Aug-11 SPXW 02-Sep-11 1210 C 1,462Aug-11 SPXW 02-Sep-11 1210 P 2,488Aug-11 SPXW 02-Sep-11 1215 C 759Aug-11 SPXW 02-Sep-11 1215 P 889Aug-11 SPXW 02-Sep-11 1220 C 3,778Aug-11 SPXW 02-Sep-11 1220 P 1,338Aug-11 SPXW 02-Sep-11 1225 C 2,566Aug-11 SPXW 02-Sep-11 1225 P 604Aug-11 SPXW 02-Sep-11 1230 C 4,930Aug-11 SPXW 02-Sep-11 1230 P 121Aug-11 SPXW 02-Sep-11 1235 C 4,836Aug-11 SPXW 02-Sep-11 1235 P 43Aug-11 SPXW 02-Sep-11 1240 C 3,309Aug-11 SPXW 02-Sep-11 1240 P 24Aug-11 SPXW 02-Sep-11 1245 C 4,351Aug-11 SPXW 02-Sep-11 1245 P 14Aug-11 SPXW 02-Sep-11 1250 C 14,014Aug-11 SPXW 02-Sep-11 1250 P 447Aug-11 SPXW 02-Sep-11 1255 C 2,543Aug-11 SPXW 02-Sep-11 1255 P 507Aug-11 SPXW 02-Sep-11 1260 C 5,432Aug-11 SPXW 02-Sep-11 1260 P 750Aug-11 SPXW 02-Sep-11 1265 C 2,028Aug-11 SPXW 02-Sep-11 1265 P 11Aug-11 SPXW 02-Sep-11 1270 C 1,218Aug-11 SPXW 02-Sep-11 1270 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Aug-11 SPXW 02-Sep-11 1275 C 6,588Aug-11 SPXW 02-Sep-11 1275 P 109Aug-11 SPXW 02-Sep-11 1300 C 11,211Aug-11 SPXW 02-Sep-11 1300 P 80Aug-11 SPXW 02-Sep-11 1325 C 9,520Aug-11 SPXW 02-Sep-11 1350 C 330Sep-11 SPX 17-Sep-11 300 C 1000Sep-11 SPX 17-Sep-11 300 P 1000Sep-11 SPX 17-Sep-11 350 C 110Sep-11 SPX 17-Sep-11 500 C 9700Sep-11 SPX 17-Sep-11 500 P 9701Sep-11 SPX 17-Sep-11 550 C 110Sep-11 SPX 17-Sep-11 550 P 2Sep-11 SPX 17-Sep-11 625 P 25Sep-11 SPX 17-Sep-11 650 P 1Sep-11 SPX 17-Sep-11 675 P 173Sep-11 SPX 17-Sep-11 700 C 100Sep-11 SPX 17-Sep-11 700 P 2485Sep-11 SPX 17-Sep-11 725 P 426Sep-11 SPX 17-Sep-11 750 P 1277Sep-11 SPX 17-Sep-11 755 P 154Sep-11 SPX 17-Sep-11 760 P 120Sep-11 SPX 17-Sep-11 765 P 67Sep-11 SPX 17-Sep-11 770 P 31Sep-11 SPX 17-Sep-11 775 P 515Sep-11 SPX 17-Sep-11 780 P 55Sep-11 SPX 17-Sep-11 785 P 10Sep-11 SPX 17-Sep-11 790 P 10Sep-11 SPX 17-Sep-11 795 P 25Sep-11 SPX 17-Sep-11 800 P 13460Sep-11 SPX 17-Sep-11 805 P 117Sep-11 SPX 17-Sep-11 810 P 141Sep-11 SPX 17-Sep-11 815 P 1014Sep-11 SPX 17-Sep-11 820 P 1352Sep-11 SPX 17-Sep-11 825 C 2Sep-11 SPX 17-Sep-11 825 P 5607Sep-11 SPX 17-Sep-11 830 C 1Sep-11 SPX 17-Sep-11 830 P 222Sep-11 SPX 17-Sep-11 835 C 1Sep-11 SPX 17-Sep-11 835 P 107Sep-11 SPX 17-Sep-11 840 P 1216Sep-11 SPX 17-Sep-11 845 P 1942Sep-11 SPX 17-Sep-11 850 P 9802Sep-11 SPX 17-Sep-11 855 P 2043Sep-11 SPX 17-Sep-11 860 P 896Sep-11 SPX 17-Sep-11 865 C 1Sep-11 SPX 17-Sep-11 865 P 886Sep-11 SPX 17-Sep-11 870 P 944
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 17-Sep-11 875 P 4424Sep-11 SPX 17-Sep-11 880 C 1Sep-11 SPX 17-Sep-11 880 P 990Sep-11 SPX 17-Sep-11 885 P 82Sep-11 SPX 17-Sep-11 890 C 1Sep-11 SPX 17-Sep-11 890 P 1424Sep-11 SPX 17-Sep-11 895 P 2727Sep-11 SPX 17-Sep-11 900 C 10Sep-11 SPX 17-Sep-11 900 P 39157Sep-11 SPX 17-Sep-11 905 C 1Sep-11 SPX 17-Sep-11 905 P 3060Sep-11 SPX 17-Sep-11 910 C 1Sep-11 SPX 17-Sep-11 910 P 1769Sep-11 SPX 17-Sep-11 915 P 243Sep-11 SPX 17-Sep-11 920 P 1440Sep-11 SPX 17-Sep-11 925 C 60Sep-11 SPX 17-Sep-11 925 P 32533Sep-11 SPX 17-Sep-11 930 P 323Sep-11 SPX 17-Sep-11 935 C 1Sep-11 SPX 17-Sep-11 935 P 338Sep-11 SPX 17-Sep-11 940 C 1Sep-11 SPX 17-Sep-11 940 P 2094Sep-11 SPX 17-Sep-11 945 C 1Sep-11 SPX 17-Sep-11 945 P 3705Sep-11 SPX 17-Sep-11 950 C 13027Sep-11 SPX 17-Sep-11 950 P 57785Sep-11 SPX 17-Sep-11 955 P 1811Sep-11 SPX 17-Sep-11 960 P 949Sep-11 SPX 17-Sep-11 965 C 1Sep-11 SPX 17-Sep-11 965 P 2059Sep-11 SPX 17-Sep-11 970 C 1Sep-11 SPX 17-Sep-11 970 P 2192Sep-11 SPX 17-Sep-11 975 C 5Sep-11 SPX 17-Sep-11 975 P 41368Sep-11 SPX 17-Sep-11 980 C 20001Sep-11 SPX 17-Sep-11 980 P 8749Sep-11 SPX 17-Sep-11 985 P 498Sep-11 SPX 17-Sep-11 990 P 8340Sep-11 SPX 17-Sep-11 995 P 891Sep-11 SPX 17-Sep-11 1000 C 24Sep-11 SPX 17-Sep-11 1000 P 115345Sep-11 SPX 17-Sep-11 1005 P 898Sep-11 SPX 17-Sep-11 1010 P 2653Sep-11 SPX 17-Sep-11 1015 C 5Sep-11 SPX 17-Sep-11 1015 P 2198Sep-11 SPX 17-Sep-11 1020 C 2Sep-11 SPX 17-Sep-11 1020 P 5373Sep-11 SPX 17-Sep-11 1025 C 64
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 17-Sep-11 1025 P 58887Sep-11 SPX 17-Sep-11 1030 P 64131Sep-11 SPX 17-Sep-11 1035 P 12985Sep-11 SPX 17-Sep-11 1040 C 3Sep-11 SPX 17-Sep-11 1040 P 13112Sep-11 SPX 17-Sep-11 1045 C 30Sep-11 SPX 17-Sep-11 1045 P 25108Sep-11 SPX 17-Sep-11 1050 C 27Sep-11 SPX 17-Sep-11 1050 P 172817Sep-11 SPX 17-Sep-11 1055 C 6Sep-11 SPX 17-Sep-11 1055 P 1435Sep-11 SPX 17-Sep-11 1060 C 14Sep-11 SPX 17-Sep-11 1060 P 71328Sep-11 SPX 17-Sep-11 1065 P 2240Sep-11 SPX 17-Sep-11 1070 P 25450Sep-11 SPX 17-Sep-11 1075 C 7947Sep-11 SPX 17-Sep-11 1075 P 86009Sep-11 SPX 17-Sep-11 1080 C 91Sep-11 SPX 17-Sep-11 1080 P 24743Sep-11 SPX 17-Sep-11 1085 C 4Sep-11 SPX 17-Sep-11 1085 P 4801Sep-11 SPX 17-Sep-11 1090 C 21Sep-11 SPX 17-Sep-11 1090 P 75382Sep-11 SPX 17-Sep-11 1095 C 33Sep-11 SPX 17-Sep-11 1095 P 5084Sep-11 SPX 17-Sep-11 1100 C 6430Sep-11 SPX 17-Sep-11 1100 P 231136Sep-11 SPX 17-Sep-11 1105 C 11Sep-11 SPX 17-Sep-11 1105 P 4297Sep-11 SPX 17-Sep-11 1110 C 13Sep-11 SPX 17-Sep-11 1110 P 88673Sep-11 SPX 17-Sep-11 1115 C 151Sep-11 SPX 17-Sep-11 1115 P 11692Sep-11 SPX 17-Sep-11 1120 C 866Sep-11 SPX 17-Sep-11 1120 P 54880Sep-11 SPX 17-Sep-11 1125 C 3013Sep-11 SPX 17-Sep-11 1125 P 110591Sep-11 SPX 17-Sep-11 1130 C 314Sep-11 SPX 17-Sep-11 1130 P 55925Sep-11 SPX 17-Sep-11 1135 C 1206Sep-11 SPX 17-Sep-11 1135 P 13995Sep-11 SPX 17-Sep-11 1140 C 7863Sep-11 SPX 17-Sep-11 1140 P 152633Sep-11 SPX 17-Sep-11 1145 C 8343Sep-11 SPX 17-Sep-11 1145 P 17094Sep-11 SPX 17-Sep-11 1150 C 192661Sep-11 SPX 17-Sep-11 1150 P 390957Sep-11 SPX 17-Sep-11 1155 C 17762
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 17-Sep-11 1155 P 16134Sep-11 SPX 17-Sep-11 1160 C 39172Sep-11 SPX 17-Sep-11 1160 P 244655Sep-11 SPX 17-Sep-11 1165 C 16953Sep-11 SPX 17-Sep-11 1165 P 17881Sep-11 SPX 17-Sep-11 1170 C 30902Sep-11 SPX 17-Sep-11 1170 P 122268Sep-11 SPX 17-Sep-11 1175 C 138761Sep-11 SPX 17-Sep-11 1175 P 153260Sep-11 SPX 17-Sep-11 1180 C 54057Sep-11 SPX 17-Sep-11 1180 P 152487Sep-11 SPX 17-Sep-11 1185 C 36548Sep-11 SPX 17-Sep-11 1185 P 21515Sep-11 SPX 17-Sep-11 1190 C 39768Sep-11 SPX 17-Sep-11 1190 P 133432Sep-11 SPX 17-Sep-11 1195 C 17688Sep-11 SPX 17-Sep-11 1195 P 15447Sep-11 SPX 17-Sep-11 1200 C 365594Sep-11 SPX 17-Sep-11 1200 P 169638Sep-11 SPX 17-Sep-11 1205 C 43540Sep-11 SPX 17-Sep-11 1205 P 10708Sep-11 SPX 17-Sep-11 1210 C 56785Sep-11 SPX 17-Sep-11 1210 P 11835Sep-11 SPX 17-Sep-11 1215 C 64075Sep-11 SPX 17-Sep-11 1215 P 12853Sep-11 SPX 17-Sep-11 1220 C 75487Sep-11 SPX 17-Sep-11 1220 P 33751Sep-11 SPX 17-Sep-11 1225 C 169835Sep-11 SPX 17-Sep-11 1225 P 13683Sep-11 SPX 17-Sep-11 1230 C 37107Sep-11 SPX 17-Sep-11 1230 P 629Sep-11 SPX 17-Sep-11 1235 C 11879Sep-11 SPX 17-Sep-11 1235 P 717Sep-11 SPX 17-Sep-11 1240 C 69894Sep-11 SPX 17-Sep-11 1240 P 1601Sep-11 SPX 17-Sep-11 1245 C 32449Sep-11 SPX 17-Sep-11 1245 P 85Sep-11 SPX 17-Sep-11 1250 C 124719Sep-11 SPX 17-Sep-11 1250 P 35329Sep-11 SPX 17-Sep-11 1255 C 20098Sep-11 SPX 17-Sep-11 1255 P 778Sep-11 SPX 17-Sep-11 1260 C 13919Sep-11 SPX 17-Sep-11 1260 P 929Sep-11 SPX 17-Sep-11 1265 C 11003Sep-11 SPX 17-Sep-11 1265 P 308Sep-11 SPX 17-Sep-11 1270 C 16290Sep-11 SPX 17-Sep-11 1270 P 262Sep-11 SPX 17-Sep-11 1275 C 71646
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 17-Sep-11 1275 P 4108Sep-11 SPX 17-Sep-11 1280 C 25566Sep-11 SPX 17-Sep-11 1280 P 255Sep-11 SPX 17-Sep-11 1285 C 5843Sep-11 SPX 17-Sep-11 1285 P 12Sep-11 SPX 17-Sep-11 1290 C 6784Sep-11 SPX 17-Sep-11 1290 P 680Sep-11 SPX 17-Sep-11 1295 C 2809Sep-11 SPX 17-Sep-11 1295 P 243Sep-11 SPX 17-Sep-11 1300 C 29428Sep-11 SPX 17-Sep-11 1300 P 3178Sep-11 SPX 17-Sep-11 1305 C 1047Sep-11 SPX 17-Sep-11 1305 P 176Sep-11 SPX 17-Sep-11 1310 C 921Sep-11 SPX 17-Sep-11 1310 P 87Sep-11 SPX 17-Sep-11 1315 C 2086Sep-11 SPX 17-Sep-11 1315 P 3Sep-11 SPX 17-Sep-11 1320 C 1755Sep-11 SPX 17-Sep-11 1320 P 70Sep-11 SPX 17-Sep-11 1325 C 919Sep-11 SPX 17-Sep-11 1325 P 1207Sep-11 SPX 17-Sep-11 1330 C 719Sep-11 SPX 17-Sep-11 1330 P 110Sep-11 SPX 17-Sep-11 1335 C 4620Sep-11 SPX 17-Sep-11 1335 P 1Sep-11 SPX 17-Sep-11 1340 C 854Sep-11 SPX 17-Sep-11 1340 P 97Sep-11 SPX 17-Sep-11 1345 C 223Sep-11 SPX 17-Sep-11 1345 P 202Sep-11 SPX 17-Sep-11 1350 C 3570Sep-11 SPX 17-Sep-11 1350 P 628Sep-11 SPX 17-Sep-11 1355 C 97Sep-11 SPX 17-Sep-11 1355 P 1Sep-11 SPX 17-Sep-11 1360 C 2535Sep-11 SPX 17-Sep-11 1360 P 106Sep-11 SPX 17-Sep-11 1365 C 391Sep-11 SPX 17-Sep-11 1370 C 350Sep-11 SPX 17-Sep-11 1375 C 2323Sep-11 SPX 17-Sep-11 1375 P 267Sep-11 SPX 17-Sep-11 1380 C 116Sep-11 SPX 17-Sep-11 1380 P 1Sep-11 SPX 17-Sep-11 1385 C 1181Sep-11 SPX 17-Sep-11 1390 C 193Sep-11 SPX 17-Sep-11 1395 C 3Sep-11 SPX 17-Sep-11 1400 C 304Sep-11 SPX 17-Sep-11 1400 P 633Sep-11 SPX 17-Sep-11 1405 C 50Sep-11 SPX 17-Sep-11 1425 C 1952
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 17-Sep-11 1425 P 300Sep-11 SPX 17-Sep-11 1430 C 1Sep-11 SPX 17-Sep-11 1440 C 1Sep-11 SPX 17-Sep-11 1450 C 45Sep-11 SPX 17-Sep-11 1450 P 101Sep-11 SPX 17-Sep-11 1455 C 9Sep-11 SPX 17-Sep-11 1495 C 10Sep-11 SPX 17-Sep-11 1500 C 9709Sep-11 SPX 17-Sep-11 1500 P 9727Sep-11 SPX 17-Sep-11 1510 C 9Sep-11 SPX 17-Sep-11 1525 C 4Sep-11 SPX 17-Sep-11 1750 C 9Sep-11 SPX 17-Sep-11 1800 C 36Sep-11 SPX 17-Sep-11 1900 C 339Sep-11 SPX 17-Sep-11 2000 C 865Sep-11 SPX 17-Sep-11 2500 C 1491Sep-11 SPX 17-Sep-11 3000 C 1433Sep-11 SPX 22-Oct-11 400 P 15Sep-11 SPX 22-Oct-11 500 C 15100Sep-11 SPX 22-Oct-11 500 P 14632Sep-11 SPX 22-Oct-11 550 P 15613Sep-11 SPX 22-Oct-11 575 P 16644Sep-11 SPX 22-Oct-11 600 P 15857Sep-11 SPX 22-Oct-11 620 P 5032Sep-11 SPX 22-Oct-11 625 P 4185Sep-11 SPX 22-Oct-11 640 P 4560Sep-11 SPX 22-Oct-11 650 P 15136Sep-11 SPX 22-Oct-11 660 P 8128Sep-11 SPX 22-Oct-11 675 P 7450Sep-11 SPX 22-Oct-11 680 P 7447Sep-11 SPX 22-Oct-11 700 P 23470Sep-11 SPX 22-Oct-11 710 P 4121Sep-11 SPX 22-Oct-11 715 P 2671Sep-11 SPX 22-Oct-11 720 P 2668Sep-11 SPX 22-Oct-11 725 P 5352Sep-11 SPX 22-Oct-11 730 P 2562Sep-11 SPX 22-Oct-11 735 P 2527Sep-11 SPX 22-Oct-11 740 P 7506Sep-11 SPX 22-Oct-11 745 P 2627Sep-11 SPX 22-Oct-11 750 P 75146Sep-11 SPX 22-Oct-11 755 P 2880Sep-11 SPX 22-Oct-11 760 P 2706Sep-11 SPX 22-Oct-11 765 P 2334Sep-11 SPX 22-Oct-11 770 P 2575Sep-11 SPX 22-Oct-11 775 P 9551Sep-11 SPX 22-Oct-11 780 P 2246Sep-11 SPX 22-Oct-11 785 P 2217Sep-11 SPX 22-Oct-11 790 P 2598
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 22-Oct-11 795 P 2160Sep-11 SPX 22-Oct-11 800 C 1Sep-11 SPX 22-Oct-11 800 P 41576Sep-11 SPX 22-Oct-11 805 P 2368Sep-11 SPX 22-Oct-11 810 P 8031Sep-11 SPX 22-Oct-11 815 P 2309Sep-11 SPX 22-Oct-11 820 P 2226Sep-11 SPX 22-Oct-11 825 P 12640Sep-11 SPX 22-Oct-11 830 P 3539Sep-11 SPX 22-Oct-11 835 P 2096Sep-11 SPX 22-Oct-11 840 P 2101Sep-11 SPX 22-Oct-11 845 P 2944Sep-11 SPX 22-Oct-11 850 C 14Sep-11 SPX 22-Oct-11 850 P 59380Sep-11 SPX 22-Oct-11 855 P 2006Sep-11 SPX 22-Oct-11 860 P 3436Sep-11 SPX 22-Oct-11 865 P 2748Sep-11 SPX 22-Oct-11 870 P 2803Sep-11 SPX 22-Oct-11 875 P 12089Sep-11 SPX 22-Oct-11 880 P 4788Sep-11 SPX 22-Oct-11 885 P 3208Sep-11 SPX 22-Oct-11 890 C 10Sep-11 SPX 22-Oct-11 890 P 5463Sep-11 SPX 22-Oct-11 895 P 2737Sep-11 SPX 22-Oct-11 900 C 7Sep-11 SPX 22-Oct-11 900 P 121807Sep-11 SPX 22-Oct-11 905 P 2119Sep-11 SPX 22-Oct-11 910 P 8065Sep-11 SPX 22-Oct-11 915 P 1834Sep-11 SPX 22-Oct-11 920 P 5361Sep-11 SPX 22-Oct-11 925 P 34562Sep-11 SPX 22-Oct-11 930 C 1000Sep-11 SPX 22-Oct-11 930 P 4250Sep-11 SPX 22-Oct-11 935 P 1819Sep-11 SPX 22-Oct-11 940 P 13609Sep-11 SPX 22-Oct-11 945 P 2999Sep-11 SPX 22-Oct-11 950 C 13004Sep-11 SPX 22-Oct-11 950 P 80670Sep-11 SPX 22-Oct-11 955 P 1926Sep-11 SPX 22-Oct-11 960 P 14746Sep-11 SPX 22-Oct-11 965 P 3081Sep-11 SPX 22-Oct-11 970 P 5142Sep-11 SPX 22-Oct-11 975 P 46081Sep-11 SPX 22-Oct-11 980 C 20000Sep-11 SPX 22-Oct-11 980 P 21735Sep-11 SPX 22-Oct-11 985 P 4246Sep-11 SPX 22-Oct-11 990 C 2Sep-11 SPX 22-Oct-11 990 P 5811
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 22-Oct-11 995 P 1608Sep-11 SPX 22-Oct-11 1000 C 105Sep-11 SPX 22-Oct-11 1000 P 270522Sep-11 SPX 22-Oct-11 1005 P 1895Sep-11 SPX 22-Oct-11 1010 P 10291Sep-11 SPX 22-Oct-11 1015 P 1927Sep-11 SPX 22-Oct-11 1020 C 10Sep-11 SPX 22-Oct-11 1020 P 15337Sep-11 SPX 22-Oct-11 1025 C 2Sep-11 SPX 22-Oct-11 1025 P 59324Sep-11 SPX 22-Oct-11 1030 C 3Sep-11 SPX 22-Oct-11 1030 P 11126Sep-11 SPX 22-Oct-11 1035 C 2Sep-11 SPX 22-Oct-11 1035 P 1973Sep-11 SPX 22-Oct-11 1040 C 9Sep-11 SPX 22-Oct-11 1040 P 58192Sep-11 SPX 22-Oct-11 1045 P 6419Sep-11 SPX 22-Oct-11 1050 C 111Sep-11 SPX 22-Oct-11 1050 P 263494Sep-11 SPX 22-Oct-11 1055 P 3501Sep-11 SPX 22-Oct-11 1060 C 9Sep-11 SPX 22-Oct-11 1060 P 19103Sep-11 SPX 22-Oct-11 1065 C 37Sep-11 SPX 22-Oct-11 1065 P 1741Sep-11 SPX 22-Oct-11 1070 C 18Sep-11 SPX 22-Oct-11 1070 P 9372Sep-11 SPX 22-Oct-11 1075 C 10461Sep-11 SPX 22-Oct-11 1075 P 137150Sep-11 SPX 22-Oct-11 1080 C 15Sep-11 SPX 22-Oct-11 1080 P 26881Sep-11 SPX 22-Oct-11 1085 C 3Sep-11 SPX 22-Oct-11 1085 P 4671Sep-11 SPX 22-Oct-11 1090 C 29Sep-11 SPX 22-Oct-11 1090 P 22717Sep-11 SPX 22-Oct-11 1095 C 7Sep-11 SPX 22-Oct-11 1095 P 1613Sep-11 SPX 22-Oct-11 1100 C 28817Sep-11 SPX 22-Oct-11 1100 P 385853Sep-11 SPX 22-Oct-11 1105 C 3Sep-11 SPX 22-Oct-11 1105 P 1792Sep-11 SPX 22-Oct-11 1110 C 198Sep-11 SPX 22-Oct-11 1110 P 20722Sep-11 SPX 22-Oct-11 1115 C 11Sep-11 SPX 22-Oct-11 1115 P 2164Sep-11 SPX 22-Oct-11 1120 C 2309Sep-11 SPX 22-Oct-11 1120 P 31314Sep-11 SPX 22-Oct-11 1125 C 13847Sep-11 SPX 22-Oct-11 1125 P 174973
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 22-Oct-11 1130 C 2988Sep-11 SPX 22-Oct-11 1130 P 55068Sep-11 SPX 22-Oct-11 1135 C 744Sep-11 SPX 22-Oct-11 1135 P 5615Sep-11 SPX 22-Oct-11 1140 C 5351Sep-11 SPX 22-Oct-11 1140 P 137166Sep-11 SPX 22-Oct-11 1145 C 1820Sep-11 SPX 22-Oct-11 1145 P 5447Sep-11 SPX 22-Oct-11 1150 C 134039Sep-11 SPX 22-Oct-11 1150 P 389665Sep-11 SPX 22-Oct-11 1155 C 384Sep-11 SPX 22-Oct-11 1155 P 2547Sep-11 SPX 22-Oct-11 1160 C 2325Sep-11 SPX 22-Oct-11 1160 P 10521Sep-11 SPX 22-Oct-11 1165 C 1026Sep-11 SPX 22-Oct-11 1165 P 3451Sep-11 SPX 22-Oct-11 1170 C 4116Sep-11 SPX 22-Oct-11 1170 P 208474Sep-11 SPX 22-Oct-11 1175 C 92713Sep-11 SPX 22-Oct-11 1175 P 89918Sep-11 SPX 22-Oct-11 1180 C 12679Sep-11 SPX 22-Oct-11 1180 P 32026Sep-11 SPX 22-Oct-11 1185 C 6251Sep-11 SPX 22-Oct-11 1185 P 2808Sep-11 SPX 22-Oct-11 1190 C 17301Sep-11 SPX 22-Oct-11 1190 P 74588Sep-11 SPX 22-Oct-11 1195 C 1912Sep-11 SPX 22-Oct-11 1195 P 2004Sep-11 SPX 22-Oct-11 1200 C 267011Sep-11 SPX 22-Oct-11 1200 P 241635Sep-11 SPX 22-Oct-11 1205 C 6620Sep-11 SPX 22-Oct-11 1205 P 702Sep-11 SPX 22-Oct-11 1210 C 19197Sep-11 SPX 22-Oct-11 1210 P 3627Sep-11 SPX 22-Oct-11 1215 C 12872Sep-11 SPX 22-Oct-11 1215 P 3814Sep-11 SPX 22-Oct-11 1220 C 18815Sep-11 SPX 22-Oct-11 1220 P 11519Sep-11 SPX 22-Oct-11 1225 C 141646Sep-11 SPX 22-Oct-11 1225 P 11054Sep-11 SPX 22-Oct-11 1230 C 13336Sep-11 SPX 22-Oct-11 1230 P 467Sep-11 SPX 22-Oct-11 1235 C 8161Sep-11 SPX 22-Oct-11 1235 P 336Sep-11 SPX 22-Oct-11 1240 C 46076Sep-11 SPX 22-Oct-11 1240 P 2264Sep-11 SPX 22-Oct-11 1245 C 9533Sep-11 SPX 22-Oct-11 1245 P 44
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 22-Oct-11 1250 C 126161Sep-11 SPX 22-Oct-11 1250 P 8593Sep-11 SPX 22-Oct-11 1255 C 3925Sep-11 SPX 22-Oct-11 1255 P 79Sep-11 SPX 22-Oct-11 1260 C 10750Sep-11 SPX 22-Oct-11 1260 P 325Sep-11 SPX 22-Oct-11 1265 C 8319Sep-11 SPX 22-Oct-11 1265 P 188Sep-11 SPX 22-Oct-11 1270 C 7715Sep-11 SPX 22-Oct-11 1270 P 461Sep-11 SPX 22-Oct-11 1275 C 96964Sep-11 SPX 22-Oct-11 1275 P 1545Sep-11 SPX 22-Oct-11 1280 C 15512Sep-11 SPX 22-Oct-11 1280 P 53Sep-11 SPX 22-Oct-11 1285 C 4297Sep-11 SPX 22-Oct-11 1285 P 11Sep-11 SPX 22-Oct-11 1290 C 37987Sep-11 SPX 22-Oct-11 1290 P 73Sep-11 SPX 22-Oct-11 1295 C 8633Sep-11 SPX 22-Oct-11 1295 P 66Sep-11 SPX 22-Oct-11 1300 C 132652Sep-11 SPX 22-Oct-11 1300 P 1173Sep-11 SPX 22-Oct-11 1305 C 13505Sep-11 SPX 22-Oct-11 1305 P 20Sep-11 SPX 22-Oct-11 1310 C 23464Sep-11 SPX 22-Oct-11 1310 P 38Sep-11 SPX 22-Oct-11 1315 C 4760Sep-11 SPX 22-Oct-11 1315 P 9Sep-11 SPX 22-Oct-11 1320 C 7337Sep-11 SPX 22-Oct-11 1320 P 298Sep-11 SPX 22-Oct-11 1325 C 29070Sep-11 SPX 22-Oct-11 1325 P 342Sep-11 SPX 22-Oct-11 1330 C 14155Sep-11 SPX 22-Oct-11 1330 P 61Sep-11 SPX 22-Oct-11 1335 C 3951Sep-11 SPX 22-Oct-11 1335 P 67Sep-11 SPX 22-Oct-11 1340 C 8693Sep-11 SPX 22-Oct-11 1340 P 72Sep-11 SPX 22-Oct-11 1345 C 4558Sep-11 SPX 22-Oct-11 1345 P 324Sep-11 SPX 22-Oct-11 1350 C 28297Sep-11 SPX 22-Oct-11 1350 P 554Sep-11 SPX 22-Oct-11 1355 C 1473Sep-11 SPX 22-Oct-11 1355 P 75Sep-11 SPX 22-Oct-11 1360 C 10378Sep-11 SPX 22-Oct-11 1360 P 17Sep-11 SPX 22-Oct-11 1365 C 1116Sep-11 SPX 22-Oct-11 1365 P 74
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 22-Oct-11 1370 C 11377Sep-11 SPX 22-Oct-11 1375 C 6801Sep-11 SPX 22-Oct-11 1375 P 3Sep-11 SPX 22-Oct-11 1380 C 1460Sep-11 SPX 22-Oct-11 1380 P 9Sep-11 SPX 22-Oct-11 1385 C 978Sep-11 SPX 22-Oct-11 1390 C 797Sep-11 SPX 22-Oct-11 1395 C 725Sep-11 SPX 22-Oct-11 1400 C 6538Sep-11 SPX 22-Oct-11 1400 P 8Sep-11 SPX 22-Oct-11 1405 C 207Sep-11 SPX 22-Oct-11 1410 C 294Sep-11 SPX 22-Oct-11 1415 C 221Sep-11 SPX 22-Oct-11 1420 C 436Sep-11 SPX 22-Oct-11 1425 C 1272Sep-11 SPX 22-Oct-11 1430 C 380Sep-11 SPX 22-Oct-11 1440 C 157Sep-11 SPX 22-Oct-11 1450 C 907Sep-11 SPX 22-Oct-11 1460 C 76Sep-11 SPX 22-Oct-11 1470 C 80Sep-11 SPX 22-Oct-11 1475 C 92Sep-11 SPX 22-Oct-11 1500 C 15146Sep-11 SPX 22-Oct-11 1500 P 15100Sep-11 SPX 22-Oct-11 1520 C 95Sep-11 SPX 22-Oct-11 1525 C 10Sep-11 SPX 22-Oct-11 1575 C 73Sep-11 SPX 22-Oct-11 1750 C 74Sep-11 SPX 19-Nov-11 500 P 72Sep-11 SPX 19-Nov-11 550 P 451Sep-11 SPX 19-Nov-11 600 C 100Sep-11 SPX 19-Nov-11 600 P 1583Sep-11 SPX 19-Nov-11 625 C 53Sep-11 SPX 19-Nov-11 625 P 4109Sep-11 SPX 19-Nov-11 640 P 200Sep-11 SPX 19-Nov-11 650 C 80Sep-11 SPX 19-Nov-11 650 P 59956Sep-11 SPX 19-Nov-11 660 P 436Sep-11 SPX 19-Nov-11 670 P 415Sep-11 SPX 19-Nov-11 675 C 50Sep-11 SPX 19-Nov-11 675 P 9335Sep-11 SPX 19-Nov-11 700 C 50Sep-11 SPX 19-Nov-11 700 P 14137Sep-11 SPX 19-Nov-11 710 P 2Sep-11 SPX 19-Nov-11 715 P 1Sep-11 SPX 19-Nov-11 720 P 4Sep-11 SPX 19-Nov-11 725 C 53Sep-11 SPX 19-Nov-11 725 P 78Sep-11 SPX 19-Nov-11 730 P 5
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 19-Nov-11 735 P 3Sep-11 SPX 19-Nov-11 740 P 28Sep-11 SPX 19-Nov-11 745 P 3Sep-11 SPX 19-Nov-11 750 C 75Sep-11 SPX 19-Nov-11 750 P 4599Sep-11 SPX 19-Nov-11 755 P 4Sep-11 SPX 19-Nov-11 760 P 203Sep-11 SPX 19-Nov-11 765 P 203Sep-11 SPX 19-Nov-11 770 P 433Sep-11 SPX 19-Nov-11 775 C 50Sep-11 SPX 19-Nov-11 775 P 1572Sep-11 SPX 19-Nov-11 780 P 3Sep-11 SPX 19-Nov-11 785 P 35Sep-11 SPX 19-Nov-11 790 P 59Sep-11 SPX 19-Nov-11 795 P 11Sep-11 SPX 19-Nov-11 800 C 55Sep-11 SPX 19-Nov-11 800 P 41740Sep-11 SPX 19-Nov-11 810 P 19Sep-11 SPX 19-Nov-11 815 P 16Sep-11 SPX 19-Nov-11 820 P 169Sep-11 SPX 19-Nov-11 825 P 109Sep-11 SPX 19-Nov-11 830 P 23Sep-11 SPX 19-Nov-11 835 P 3Sep-11 SPX 19-Nov-11 840 P 115Sep-11 SPX 19-Nov-11 845 P 15Sep-11 SPX 19-Nov-11 850 P 15442Sep-11 SPX 19-Nov-11 855 P 1Sep-11 SPX 19-Nov-11 860 P 335Sep-11 SPX 19-Nov-11 865 P 18Sep-11 SPX 19-Nov-11 870 P 106Sep-11 SPX 19-Nov-11 875 P 8948Sep-11 SPX 19-Nov-11 880 P 8124Sep-11 SPX 19-Nov-11 885 P 1104Sep-11 SPX 19-Nov-11 890 P 207Sep-11 SPX 19-Nov-11 895 P 75Sep-11 SPX 19-Nov-11 900 P 61978Sep-11 SPX 19-Nov-11 905 P 78Sep-11 SPX 19-Nov-11 910 P 197Sep-11 SPX 19-Nov-11 915 P 18Sep-11 SPX 19-Nov-11 920 P 69Sep-11 SPX 19-Nov-11 925 C 9Sep-11 SPX 19-Nov-11 925 P 17037Sep-11 SPX 19-Nov-11 930 P 23Sep-11 SPX 19-Nov-11 935 P 5Sep-11 SPX 19-Nov-11 940 P 223Sep-11 SPX 19-Nov-11 945 P 21Sep-11 SPX 19-Nov-11 950 C 25Sep-11 SPX 19-Nov-11 950 P 18792
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 19-Nov-11 955 P 11Sep-11 SPX 19-Nov-11 960 P 2605Sep-11 SPX 19-Nov-11 965 C 11Sep-11 SPX 19-Nov-11 970 P 37Sep-11 SPX 19-Nov-11 975 P 11866Sep-11 SPX 19-Nov-11 980 P 1289Sep-11 SPX 19-Nov-11 985 C 10Sep-11 SPX 19-Nov-11 985 P 32Sep-11 SPX 19-Nov-11 990 P 37Sep-11 SPX 19-Nov-11 995 P 33Sep-11 SPX 19-Nov-11 1000 C 245Sep-11 SPX 19-Nov-11 1000 P 70738Sep-11 SPX 19-Nov-11 1005 P 46Sep-11 SPX 19-Nov-11 1010 P 121Sep-11 SPX 19-Nov-11 1015 P 371Sep-11 SPX 19-Nov-11 1020 P 288Sep-11 SPX 19-Nov-11 1025 C 2Sep-11 SPX 19-Nov-11 1025 P 30160Sep-11 SPX 19-Nov-11 1030 P 1214Sep-11 SPX 19-Nov-11 1035 P 37Sep-11 SPX 19-Nov-11 1040 C 127Sep-11 SPX 19-Nov-11 1040 P 1140Sep-11 SPX 19-Nov-11 1045 P 110Sep-11 SPX 19-Nov-11 1050 C 112Sep-11 SPX 19-Nov-11 1050 P 51572Sep-11 SPX 19-Nov-11 1055 P 374Sep-11 SPX 19-Nov-11 1060 C 6Sep-11 SPX 19-Nov-11 1060 P 874Sep-11 SPX 19-Nov-11 1065 P 7Sep-11 SPX 19-Nov-11 1070 C 60Sep-11 SPX 19-Nov-11 1070 P 1098Sep-11 SPX 19-Nov-11 1075 P 32098Sep-11 SPX 19-Nov-11 1080 C 170Sep-11 SPX 19-Nov-11 1080 P 1304Sep-11 SPX 19-Nov-11 1085 P 22Sep-11 SPX 19-Nov-11 1090 C 58Sep-11 SPX 19-Nov-11 1090 P 2118Sep-11 SPX 19-Nov-11 1095 C 2Sep-11 SPX 19-Nov-11 1095 P 185Sep-11 SPX 19-Nov-11 1100 C 2099Sep-11 SPX 19-Nov-11 1100 P 121132Sep-11 SPX 19-Nov-11 1105 P 135Sep-11 SPX 19-Nov-11 1110 C 75Sep-11 SPX 19-Nov-11 1110 P 2269Sep-11 SPX 19-Nov-11 1115 C 102Sep-11 SPX 19-Nov-11 1115 P 511Sep-11 SPX 19-Nov-11 1120 C 143Sep-11 SPX 19-Nov-11 1120 P 1440
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 19-Nov-11 1125 C 12670Sep-11 SPX 19-Nov-11 1125 P 53184Sep-11 SPX 19-Nov-11 1130 C 49Sep-11 SPX 19-Nov-11 1130 P 3302Sep-11 SPX 19-Nov-11 1135 C 25Sep-11 SPX 19-Nov-11 1135 P 2722Sep-11 SPX 19-Nov-11 1140 C 1893Sep-11 SPX 19-Nov-11 1140 P 5722Sep-11 SPX 19-Nov-11 1145 C 17Sep-11 SPX 19-Nov-11 1145 P 103Sep-11 SPX 19-Nov-11 1150 C 43472Sep-11 SPX 19-Nov-11 1150 P 98457Sep-11 SPX 19-Nov-11 1155 C 204Sep-11 SPX 19-Nov-11 1155 P 120Sep-11 SPX 19-Nov-11 1160 C 484Sep-11 SPX 19-Nov-11 1160 P 1155Sep-11 SPX 19-Nov-11 1165 C 22Sep-11 SPX 19-Nov-11 1165 P 393Sep-11 SPX 19-Nov-11 1170 C 198Sep-11 SPX 19-Nov-11 1170 P 2180Sep-11 SPX 19-Nov-11 1175 C 57748Sep-11 SPX 19-Nov-11 1175 P 37847Sep-11 SPX 19-Nov-11 1180 C 294Sep-11 SPX 19-Nov-11 1180 P 493Sep-11 SPX 19-Nov-11 1185 C 29Sep-11 SPX 19-Nov-11 1185 P 2639Sep-11 SPX 19-Nov-11 1190 C 826Sep-11 SPX 19-Nov-11 1190 P 429Sep-11 SPX 19-Nov-11 1195 C 39Sep-11 SPX 19-Nov-11 1195 P 138Sep-11 SPX 19-Nov-11 1200 C 61721Sep-11 SPX 19-Nov-11 1200 P 36921Sep-11 SPX 19-Nov-11 1205 C 40Sep-11 SPX 19-Nov-11 1205 P 94Sep-11 SPX 19-Nov-11 1210 C 1348Sep-11 SPX 19-Nov-11 1210 P 1880Sep-11 SPX 19-Nov-11 1215 C 162Sep-11 SPX 19-Nov-11 1215 P 72Sep-11 SPX 19-Nov-11 1220 C 1014Sep-11 SPX 19-Nov-11 1220 P 126Sep-11 SPX 19-Nov-11 1225 C 37699Sep-11 SPX 19-Nov-11 1225 P 1575Sep-11 SPX 19-Nov-11 1230 C 10765Sep-11 SPX 19-Nov-11 1230 P 593Sep-11 SPX 19-Nov-11 1235 C 56Sep-11 SPX 19-Nov-11 1235 P 110Sep-11 SPX 19-Nov-11 1240 C 5335Sep-11 SPX 19-Nov-11 1240 P 74
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 19-Nov-11 1245 C 1334Sep-11 SPX 19-Nov-11 1245 P 47Sep-11 SPX 19-Nov-11 1250 C 55667Sep-11 SPX 19-Nov-11 1250 P 1390Sep-11 SPX 19-Nov-11 1255 C 48Sep-11 SPX 19-Nov-11 1260 C 8684Sep-11 SPX 19-Nov-11 1260 P 10Sep-11 SPX 19-Nov-11 1265 C 908Sep-11 SPX 19-Nov-11 1265 P 26Sep-11 SPX 19-Nov-11 1270 C 8681Sep-11 SPX 19-Nov-11 1270 P 2Sep-11 SPX 19-Nov-11 1275 C 7518Sep-11 SPX 19-Nov-11 1275 P 18Sep-11 SPX 19-Nov-11 1280 C 796Sep-11 SPX 19-Nov-11 1280 P 5Sep-11 SPX 19-Nov-11 1285 C 454Sep-11 SPX 19-Nov-11 1285 P 1Sep-11 SPX 19-Nov-11 1290 C 8865Sep-11 SPX 19-Nov-11 1295 C 1092Sep-11 SPX 19-Nov-11 1300 C 29290Sep-11 SPX 19-Nov-11 1300 P 2000Sep-11 SPX 19-Nov-11 1305 C 4742Sep-11 SPX 19-Nov-11 1310 C 1304Sep-11 SPX 19-Nov-11 1315 C 1069Sep-11 SPX 19-Nov-11 1320 C 726Sep-11 SPX 19-Nov-11 1320 P 4Sep-11 SPX 19-Nov-11 1325 C 15715Sep-11 SPX 19-Nov-11 1330 C 2661Sep-11 SPX 19-Nov-11 1335 C 242Sep-11 SPX 19-Nov-11 1340 C 2339Sep-11 SPX 19-Nov-11 1340 P 88Sep-11 SPX 19-Nov-11 1345 C 233Sep-11 SPX 19-Nov-11 1345 P 469Sep-11 SPX 19-Nov-11 1350 C 19991Sep-11 SPX 19-Nov-11 1350 P 1402Sep-11 SPX 19-Nov-11 1360 C 297Sep-11 SPX 19-Nov-11 1360 P 529Sep-11 SPX 19-Nov-11 1370 C 16635Sep-11 SPX 19-Nov-11 1370 P 337Sep-11 SPX 19-Nov-11 1375 C 9677Sep-11 SPX 19-Nov-11 1375 P 186Sep-11 SPX 19-Nov-11 1380 C 164Sep-11 SPX 19-Nov-11 1390 C 19635Sep-11 SPX 19-Nov-11 1400 C 8656Sep-11 SPX 19-Nov-11 1400 P 600Sep-11 SPX 19-Nov-11 1420 C 11622Sep-11 SPX 19-Nov-11 1425 C 264Sep-11 SPX 19-Nov-11 1425 P 300
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 19-Nov-11 1440 C 3994Sep-11 SPX 19-Nov-11 1450 C 27Sep-11 SPX 19-Nov-11 1450 P 100Sep-11 SPX 19-Nov-11 1475 C 822Sep-11 SPX 19-Nov-11 1500 C 2008Sep-11 SPX 19-Nov-11 1550 C 10124Sep-11 SPX 19-Nov-11 1600 C 6635Sep-11 SPX 19-Nov-11 1650 C 6522Sep-11 SPX 19-Nov-11 1700 C 7781Sep-11 SPX 19-Nov-11 1750 C 12771Sep-11 SPX 17-Dec-11 50 P 10Sep-11 SPX 17-Dec-11 100 C 10Sep-11 SPX 17-Dec-11 150 C 470Sep-11 SPX 17-Dec-11 250 P 9802Sep-11 SPX 17-Dec-11 300 P 5438Sep-11 SPX 17-Dec-11 325 P 234Sep-11 SPX 17-Dec-11 350 C 470Sep-11 SPX 17-Dec-11 350 P 541Sep-11 SPX 17-Dec-11 400 P 13549Sep-11 SPX 17-Dec-11 450 P 80Sep-11 SPX 17-Dec-11 475 P 305Sep-11 SPX 17-Dec-11 500 C 55084Sep-11 SPX 17-Dec-11 500 P 60614Sep-11 SPX 17-Dec-11 525 P 599Sep-11 SPX 17-Dec-11 550 P 23631Sep-11 SPX 17-Dec-11 575 P 5011Sep-11 SPX 17-Dec-11 600 P 26756Sep-11 SPX 17-Dec-11 620 P 103Sep-11 SPX 17-Dec-11 650 P 508Sep-11 SPX 17-Dec-11 660 P 2Sep-11 SPX 17-Dec-11 675 P 382Sep-11 SPX 17-Dec-11 680 P 2501Sep-11 SPX 17-Dec-11 700 P 25153Sep-11 SPX 17-Dec-11 720 P 1Sep-11 SPX 17-Dec-11 725 P 150Sep-11 SPX 17-Dec-11 750 P 9286Sep-11 SPX 17-Dec-11 760 P 10Sep-11 SPX 17-Dec-11 770 P 2Sep-11 SPX 17-Dec-11 775 P 78Sep-11 SPX 17-Dec-11 800 C 4Sep-11 SPX 17-Dec-11 800 P 44079Sep-11 SPX 17-Dec-11 825 P 5350Sep-11 SPX 17-Dec-11 830 P 4Sep-11 SPX 17-Dec-11 840 P 97Sep-11 SPX 17-Dec-11 850 P 35968Sep-11 SPX 17-Dec-11 860 P 48Sep-11 SPX 17-Dec-11 870 P 252Sep-11 SPX 17-Dec-11 875 P 35036
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 17-Dec-11 880 P 72Sep-11 SPX 17-Dec-11 890 P 25Sep-11 SPX 17-Dec-11 900 C 16Sep-11 SPX 17-Dec-11 900 P 107517Sep-11 SPX 17-Dec-11 910 P 3802Sep-11 SPX 17-Dec-11 920 C 2Sep-11 SPX 17-Dec-11 920 P 9227Sep-11 SPX 17-Dec-11 925 P 15619Sep-11 SPX 17-Dec-11 930 P 269Sep-11 SPX 17-Dec-11 940 P 124Sep-11 SPX 17-Dec-11 950 P 38759Sep-11 SPX 17-Dec-11 960 P 77Sep-11 SPX 17-Dec-11 970 P 8Sep-11 SPX 17-Dec-11 975 P 12886Sep-11 SPX 17-Dec-11 980 P 840Sep-11 SPX 17-Dec-11 990 P 9Sep-11 SPX 17-Dec-11 1000 C 1800Sep-11 SPX 17-Dec-11 1000 P 99360Sep-11 SPX 17-Dec-11 1005 P 5Sep-11 SPX 17-Dec-11 1010 C 3Sep-11 SPX 17-Dec-11 1010 P 25Sep-11 SPX 17-Dec-11 1020 C 3Sep-11 SPX 17-Dec-11 1020 P 27Sep-11 SPX 17-Dec-11 1025 C 20Sep-11 SPX 17-Dec-11 1025 P 20260Sep-11 SPX 17-Dec-11 1030 P 3546Sep-11 SPX 17-Dec-11 1040 P 92Sep-11 SPX 17-Dec-11 1045 P 6Sep-11 SPX 17-Dec-11 1050 C 85Sep-11 SPX 17-Dec-11 1050 P 73203Sep-11 SPX 17-Dec-11 1060 P 36Sep-11 SPX 17-Dec-11 1065 C 5Sep-11 SPX 17-Dec-11 1065 P 795Sep-11 SPX 17-Dec-11 1070 P 9921Sep-11 SPX 17-Dec-11 1075 C 551Sep-11 SPX 17-Dec-11 1075 P 31185Sep-11 SPX 17-Dec-11 1080 C 85Sep-11 SPX 17-Dec-11 1080 P 2553Sep-11 SPX 17-Dec-11 1085 C 5Sep-11 SPX 17-Dec-11 1085 P 15Sep-11 SPX 17-Dec-11 1090 C 2Sep-11 SPX 17-Dec-11 1090 P 5Sep-11 SPX 17-Dec-11 1095 P 1004Sep-11 SPX 17-Dec-11 1100 C 4450Sep-11 SPX 17-Dec-11 1100 P 108242Sep-11 SPX 17-Dec-11 1105 P 1Sep-11 SPX 17-Dec-11 1110 C 1418Sep-11 SPX 17-Dec-11 1110 P 7141
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 17-Dec-11 1115 C 9969Sep-11 SPX 17-Dec-11 1115 P 10044Sep-11 SPX 17-Dec-11 1120 C 17647Sep-11 SPX 17-Dec-11 1120 P 18911Sep-11 SPX 17-Dec-11 1125 C 38037Sep-11 SPX 17-Dec-11 1125 P 64724Sep-11 SPX 17-Dec-11 1130 C 27557Sep-11 SPX 17-Dec-11 1130 P 27159Sep-11 SPX 17-Dec-11 1135 C 35833Sep-11 SPX 17-Dec-11 1135 P 35713Sep-11 SPX 17-Dec-11 1140 C 30716Sep-11 SPX 17-Dec-11 1140 P 33998Sep-11 SPX 17-Dec-11 1145 C 34232Sep-11 SPX 17-Dec-11 1145 P 34285Sep-11 SPX 17-Dec-11 1150 C 108668Sep-11 SPX 17-Dec-11 1150 P 176666Sep-11 SPX 17-Dec-11 1155 C 24016Sep-11 SPX 17-Dec-11 1155 P 24044Sep-11 SPX 17-Dec-11 1160 C 34683Sep-11 SPX 17-Dec-11 1160 P 36132Sep-11 SPX 17-Dec-11 1165 C 54516Sep-11 SPX 17-Dec-11 1165 P 54761Sep-11 SPX 17-Dec-11 1170 C 18505Sep-11 SPX 17-Dec-11 1170 P 18707Sep-11 SPX 17-Dec-11 1175 C 34044Sep-11 SPX 17-Dec-11 1175 P 37754Sep-11 SPX 17-Dec-11 1180 C 33474Sep-11 SPX 17-Dec-11 1180 P 33065Sep-11 SPX 17-Dec-11 1185 C 43868Sep-11 SPX 17-Dec-11 1185 P 43546Sep-11 SPX 17-Dec-11 1190 C 41545Sep-11 SPX 17-Dec-11 1190 P 41169Sep-11 SPX 17-Dec-11 1195 C 30601Sep-11 SPX 17-Dec-11 1195 P 30625Sep-11 SPX 17-Dec-11 1200 C 143486Sep-11 SPX 17-Dec-11 1200 P 97040Sep-11 SPX 17-Dec-11 1205 C 19259Sep-11 SPX 17-Dec-11 1205 P 19274Sep-11 SPX 17-Dec-11 1210 C 21788Sep-11 SPX 17-Dec-11 1210 P 21045Sep-11 SPX 17-Dec-11 1215 C 3146Sep-11 SPX 17-Dec-11 1215 P 3161Sep-11 SPX 17-Dec-11 1220 C 281Sep-11 SPX 17-Dec-11 1220 P 37Sep-11 SPX 17-Dec-11 1225 C 29638Sep-11 SPX 17-Dec-11 1225 P 16882Sep-11 SPX 17-Dec-11 1230 C 200Sep-11 SPX 17-Dec-11 1230 P 10
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 17-Dec-11 1235 C 5Sep-11 SPX 17-Dec-11 1235 P 10Sep-11 SPX 17-Dec-11 1240 C 1800Sep-11 SPX 17-Dec-11 1245 C 12Sep-11 SPX 17-Dec-11 1245 P 25Sep-11 SPX 17-Dec-11 1250 C 57813Sep-11 SPX 17-Dec-11 1250 P 2357Sep-11 SPX 17-Dec-11 1260 C 68Sep-11 SPX 17-Dec-11 1260 P 1Sep-11 SPX 17-Dec-11 1265 P 2Sep-11 SPX 17-Dec-11 1270 C 90Sep-11 SPX 17-Dec-11 1275 C 29106Sep-11 SPX 17-Dec-11 1275 P 946Sep-11 SPX 17-Dec-11 1280 C 147Sep-11 SPX 17-Dec-11 1285 C 991Sep-11 SPX 17-Dec-11 1285 P 34Sep-11 SPX 17-Dec-11 1290 C 1867Sep-11 SPX 17-Dec-11 1300 C 81491Sep-11 SPX 17-Dec-11 1300 P 1282Sep-11 SPX 17-Dec-11 1305 C 202Sep-11 SPX 17-Dec-11 1310 C 1972Sep-11 SPX 17-Dec-11 1315 C 9Sep-11 SPX 17-Dec-11 1320 C 3600Sep-11 SPX 17-Dec-11 1325 C 18293Sep-11 SPX 17-Dec-11 1325 P 44Sep-11 SPX 17-Dec-11 1330 C 14Sep-11 SPX 17-Dec-11 1335 C 3617Sep-11 SPX 17-Dec-11 1335 P 42Sep-11 SPX 17-Dec-11 1340 C 122Sep-11 SPX 17-Dec-11 1340 P 4Sep-11 SPX 17-Dec-11 1350 C 41433Sep-11 SPX 17-Dec-11 1350 P 1903Sep-11 SPX 17-Dec-11 1360 C 1113Sep-11 SPX 17-Dec-11 1370 C 25Sep-11 SPX 17-Dec-11 1375 C 22718Sep-11 SPX 17-Dec-11 1375 P 160Sep-11 SPX 17-Dec-11 1380 C 2Sep-11 SPX 17-Dec-11 1385 C 1Sep-11 SPX 17-Dec-11 1395 C 13Sep-11 SPX 17-Dec-11 1400 C 48397Sep-11 SPX 17-Dec-11 1400 P 7Sep-11 SPX 17-Dec-11 1415 C 47Sep-11 SPX 17-Dec-11 1420 C 35Sep-11 SPX 17-Dec-11 1425 C 6558Sep-11 SPX 17-Dec-11 1450 C 6273Sep-11 SPX 17-Dec-11 1475 C 669Sep-11 SPX 17-Dec-11 1500 C 56588Sep-11 SPX 17-Dec-11 1500 P 55082
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 17-Dec-11 1525 C 4Sep-11 SPX 17-Dec-11 1550 C 488Sep-11 SPX 17-Dec-11 1600 C 588Sep-11 SPX 17-Dec-11 1600 P 11Sep-11 SPX 17-Dec-11 1700 C 355Sep-11 SPX 17-Dec-11 1800 C 9Sep-11 SPX 17-Dec-11 1900 C 25Sep-11 SPX 17-Dec-11 1900 P 1Sep-11 SPX 17-Dec-11 2000 C 75Sep-11 SPX 17-Dec-11 2250 C 68Sep-11 SPX 17-Dec-11 2500 C 9Sep-11 SPX 17-Dec-11 3000 C 35Sep-11 SPX 17-Dec-11 3000 P 118Sep-11 SPX 21-Jan-12 500 P 5Sep-11 SPX 21-Jan-12 600 P 2Sep-11 SPX 21-Jan-12 625 P 300Sep-11 SPX 21-Jan-12 650 P 5Sep-11 SPX 21-Jan-12 675 P 1400Sep-11 SPX 21-Jan-12 700 P 6010Sep-11 SPX 21-Jan-12 750 P 1275Sep-11 SPX 21-Jan-12 775 P 4534Sep-11 SPX 21-Jan-12 800 P 1901Sep-11 SPX 21-Jan-12 825 P 200Sep-11 SPX 21-Jan-12 850 P 3300Sep-11 SPX 21-Jan-12 875 P 3015Sep-11 SPX 21-Jan-12 900 P 3909Sep-11 SPX 21-Jan-12 925 P 319Sep-11 SPX 21-Jan-12 950 P 2128Sep-11 SPX 21-Jan-12 975 P 3755Sep-11 SPX 21-Jan-12 1000 P 22060Sep-11 SPX 21-Jan-12 1025 C 10Sep-11 SPX 21-Jan-12 1025 P 10Sep-11 SPX 21-Jan-12 1050 P 17829Sep-11 SPX 21-Jan-12 1075 P 9431Sep-11 SPX 21-Jan-12 1100 C 320Sep-11 SPX 21-Jan-12 1100 P 6463Sep-11 SPX 21-Jan-12 1125 C 2456Sep-11 SPX 21-Jan-12 1125 P 15018Sep-11 SPX 21-Jan-12 1150 C 4588Sep-11 SPX 21-Jan-12 1150 P 19230Sep-11 SPX 21-Jan-12 1175 C 15251Sep-11 SPX 21-Jan-12 1175 P 3532Sep-11 SPX 21-Jan-12 1200 C 10605Sep-11 SPX 21-Jan-12 1200 P 1632Sep-11 SPX 21-Jan-12 1225 C 17721Sep-11 SPX 21-Jan-12 1225 P 3070Sep-11 SPX 21-Jan-12 1250 C 11552Sep-11 SPX 21-Jan-12 1250 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 21-Jan-12 1275 C 3220Sep-11 SPX 21-Jan-12 1300 C 8001Sep-11 SPX 21-Jan-12 1300 P 3Sep-11 SPX 21-Jan-12 1325 C 4153Sep-11 SPX 21-Jan-12 1350 C 1657Sep-11 SPX 21-Jan-12 1350 P 3Sep-11 SPX 21-Jan-12 1375 C 2015Sep-11 SPX 21-Jan-12 1400 C 650Sep-11 SPX 21-Jan-12 1425 C 9458Sep-11 SPX 21-Jan-12 1450 C 5Sep-11 SPX 17-Mar-12 200 P 55Sep-11 SPX 17-Mar-12 300 P 92Sep-11 SPX 17-Mar-12 400 P 1024Sep-11 SPX 17-Mar-12 500 C 600Sep-11 SPX 17-Mar-12 500 P 5875Sep-11 SPX 17-Mar-12 600 P 4816Sep-11 SPX 17-Mar-12 650 P 8239Sep-11 SPX 17-Mar-12 700 P 7154Sep-11 SPX 17-Mar-12 750 P 5810Sep-11 SPX 17-Mar-12 800 C 108Sep-11 SPX 17-Mar-12 800 P 6093Sep-11 SPX 17-Mar-12 850 P 36131Sep-11 SPX 17-Mar-12 875 P 5822Sep-11 SPX 17-Mar-12 900 C 2971Sep-11 SPX 17-Mar-12 900 P 15652Sep-11 SPX 17-Mar-12 925 P 1071Sep-11 SPX 17-Mar-12 950 P 28616Sep-11 SPX 17-Mar-12 975 P 240Sep-11 SPX 17-Mar-12 1000 C 19Sep-11 SPX 17-Mar-12 1000 P 33804Sep-11 SPX 17-Mar-12 1020 P 20Sep-11 SPX 17-Mar-12 1025 P 1528Sep-11 SPX 17-Mar-12 1030 P 752Sep-11 SPX 17-Mar-12 1040 P 4Sep-11 SPX 17-Mar-12 1050 C 30Sep-11 SPX 17-Mar-12 1050 P 41943Sep-11 SPX 17-Mar-12 1075 P 2799Sep-11 SPX 17-Mar-12 1100 C 2268Sep-11 SPX 17-Mar-12 1100 P 29391Sep-11 SPX 17-Mar-12 1125 C 2568Sep-11 SPX 17-Mar-12 1125 P 23186Sep-11 SPX 17-Mar-12 1150 C 5740Sep-11 SPX 17-Mar-12 1150 P 26224Sep-11 SPX 17-Mar-12 1175 C 12078Sep-11 SPX 17-Mar-12 1175 P 13161Sep-11 SPX 17-Mar-12 1200 C 31179Sep-11 SPX 17-Mar-12 1200 P 14376Sep-11 SPX 17-Mar-12 1225 C 4623
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 17-Mar-12 1225 P 3566Sep-11 SPX 17-Mar-12 1250 C 16101Sep-11 SPX 17-Mar-12 1250 P 286Sep-11 SPX 17-Mar-12 1275 C 2308Sep-11 SPX 17-Mar-12 1275 P 134Sep-11 SPX 17-Mar-12 1300 C 24468Sep-11 SPX 17-Mar-12 1300 P 453Sep-11 SPX 17-Mar-12 1325 C 5394Sep-11 SPX 17-Mar-12 1325 P 37Sep-11 SPX 17-Mar-12 1350 C 10724Sep-11 SPX 17-Mar-12 1350 P 4Sep-11 SPX 17-Mar-12 1375 C 6001Sep-11 SPX 17-Mar-12 1375 P 2Sep-11 SPX 17-Mar-12 1400 C 13678Sep-11 SPX 17-Mar-12 1400 P 30Sep-11 SPX 17-Mar-12 1425 C 3953Sep-11 SPX 17-Mar-12 1450 C 7081Sep-11 SPX 17-Mar-12 1450 P 2Sep-11 SPX 17-Mar-12 1475 C 10Sep-11 SPX 17-Mar-12 1500 C 1877Sep-11 SPX 17-Mar-12 1500 P 627Sep-11 SPX 17-Mar-12 1600 C 172Sep-11 SPX 17-Mar-12 1650 C 116Sep-11 SPX 17-Mar-12 1700 P 3Sep-11 SPX 16-Jun-12 100 C 1Sep-11 SPX 16-Jun-12 100 P 584Sep-11 SPX 16-Jun-12 200 P 137Sep-11 SPX 16-Jun-12 300 P 660Sep-11 SPX 16-Jun-12 400 P 1001Sep-11 SPX 16-Jun-12 450 P 1020Sep-11 SPX 16-Jun-12 500 C 340Sep-11 SPX 16-Jun-12 500 P 6881Sep-11 SPX 16-Jun-12 550 P 79Sep-11 SPX 16-Jun-12 600 P 9150Sep-11 SPX 16-Jun-12 650 P 950Sep-11 SPX 16-Jun-12 700 P 641Sep-11 SPX 16-Jun-12 725 P 46Sep-11 SPX 16-Jun-12 750 P 3321Sep-11 SPX 16-Jun-12 775 P 1000Sep-11 SPX 16-Jun-12 800 C 1Sep-11 SPX 16-Jun-12 800 P 4943Sep-11 SPX 16-Jun-12 825 C 2Sep-11 SPX 16-Jun-12 825 P 201Sep-11 SPX 16-Jun-12 850 P 2751Sep-11 SPX 16-Jun-12 900 P 5159Sep-11 SPX 16-Jun-12 925 P 513Sep-11 SPX 16-Jun-12 950 C 1Sep-11 SPX 16-Jun-12 950 P 15
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 16-Jun-12 975 P 1144Sep-11 SPX 16-Jun-12 1000 C 102Sep-11 SPX 16-Jun-12 1000 P 13313Sep-11 SPX 16-Jun-12 1025 C 3Sep-11 SPX 16-Jun-12 1025 P 423Sep-11 SPX 16-Jun-12 1050 C 5Sep-11 SPX 16-Jun-12 1050 P 13085Sep-11 SPX 16-Jun-12 1075 C 200Sep-11 SPX 16-Jun-12 1075 P 2125Sep-11 SPX 16-Jun-12 1100 C 511Sep-11 SPX 16-Jun-12 1100 P 15167Sep-11 SPX 16-Jun-12 1125 C 850Sep-11 SPX 16-Jun-12 1125 P 1193Sep-11 SPX 16-Jun-12 1150 C 5309Sep-11 SPX 16-Jun-12 1150 P 8669Sep-11 SPX 16-Jun-12 1175 C 2683Sep-11 SPX 16-Jun-12 1175 P 4091Sep-11 SPX 16-Jun-12 1200 C 6623Sep-11 SPX 16-Jun-12 1200 P 10498Sep-11 SPX 16-Jun-12 1225 C 1139Sep-11 SPX 16-Jun-12 1225 P 408Sep-11 SPX 16-Jun-12 1250 C 9330Sep-11 SPX 16-Jun-12 1250 P 1949Sep-11 SPX 16-Jun-12 1275 C 1702Sep-11 SPX 16-Jun-12 1275 P 190Sep-11 SPX 16-Jun-12 1300 C 9150Sep-11 SPX 16-Jun-12 1300 P 964Sep-11 SPX 16-Jun-12 1325 C 4209Sep-11 SPX 16-Jun-12 1350 C 1376Sep-11 SPX 16-Jun-12 1350 P 1Sep-11 SPX 16-Jun-12 1375 C 408Sep-11 SPX 16-Jun-12 1400 C 2505Sep-11 SPX 16-Jun-12 1400 P 2Sep-11 SPX 16-Jun-12 1425 C 489Sep-11 SPX 16-Jun-12 1450 C 972Sep-11 SPX 16-Jun-12 1450 P 750Sep-11 SPX 16-Jun-12 1475 C 250Sep-11 SPX 16-Jun-12 1500 C 4190Sep-11 SPX 16-Jun-12 1500 P 340Sep-11 SPX 16-Jun-12 1550 C 1206Sep-11 SPX 16-Jun-12 1600 C 1091Sep-11 SPX 16-Jun-12 1700 C 12Sep-11 SPX 16-Jun-12 1800 C 26Sep-11 SPX 16-Jun-12 3000 P 10Sep-11 SPX 22-Sep-12 100 P 140Sep-11 SPX 22-Sep-12 500 P 50Sep-11 SPX 22-Sep-12 700 P 4Sep-11 SPX 22-Sep-12 750 P 34
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 22-Sep-12 775 P 250Sep-11 SPX 22-Sep-12 800 P 12Sep-11 SPX 22-Sep-12 825 P 19Sep-11 SPX 22-Sep-12 850 P 1251Sep-11 SPX 22-Sep-12 875 P 13Sep-11 SPX 22-Sep-12 900 P 11Sep-11 SPX 22-Sep-12 925 P 750Sep-11 SPX 22-Sep-12 950 P 10Sep-11 SPX 22-Sep-12 975 P 145Sep-11 SPX 22-Sep-12 1000 P 590Sep-11 SPX 22-Sep-12 1050 P 3Sep-11 SPX 22-Sep-12 1100 P 750Sep-11 SPX 22-Sep-12 1125 C 200Sep-11 SPX 22-Sep-12 1125 P 334Sep-11 SPX 22-Sep-12 1150 C 1740Sep-11 SPX 22-Sep-12 1150 P 2150Sep-11 SPX 22-Sep-12 1175 C 1195Sep-11 SPX 22-Sep-12 1175 P 435Sep-11 SPX 22-Sep-12 1200 C 3270Sep-11 SPX 22-Sep-12 1200 P 2300Sep-11 SPX 22-Sep-12 1225 C 691Sep-11 SPX 22-Sep-12 1250 C 1292Sep-11 SPX 22-Sep-12 1275 C 563Sep-11 SPX 22-Sep-12 1300 C 364Sep-11 SPX 22-Sep-12 1325 C 100Sep-11 SPX 22-Sep-12 1350 C 250Sep-11 SPX 22-Sep-12 1425 C 5Sep-11 SPX 22-Sep-12 1475 C 5Sep-11 SPX 22-Sep-12 1500 C 15Sep-11 SPX 22-Sep-12 1550 C 4Sep-11 SPX 22-Sep-12 1600 C 261Sep-11 SPX 22-Sep-12 1700 C 10Sep-11 SPX 22-Sep-12 1800 C 5Sep-11 SPX 22-Dec-12 100 P 284Sep-11 SPX 22-Dec-12 200 P 102Sep-11 SPX 22-Dec-12 250 P 225Sep-11 SPX 22-Dec-12 300 P 2325Sep-11 SPX 22-Dec-12 350 P 102Sep-11 SPX 22-Dec-12 400 P 907Sep-11 SPX 22-Dec-12 500 C 275Sep-11 SPX 22-Dec-12 500 P 8948Sep-11 SPX 22-Dec-12 550 P 300Sep-11 SPX 22-Dec-12 600 P 24363Sep-11 SPX 22-Dec-12 650 P 2262Sep-11 SPX 22-Dec-12 675 P 550Sep-11 SPX 22-Dec-12 700 C 11Sep-11 SPX 22-Dec-12 700 P 21063Sep-11 SPX 22-Dec-12 750 P 1630
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 22-Dec-12 800 P 17174Sep-11 SPX 22-Dec-12 825 P 3Sep-11 SPX 22-Dec-12 850 P 5558Sep-11 SPX 22-Dec-12 875 P 28Sep-11 SPX 22-Dec-12 900 C 170Sep-11 SPX 22-Dec-12 900 P 6966Sep-11 SPX 22-Dec-12 925 P 9Sep-11 SPX 22-Dec-12 950 C 307Sep-11 SPX 22-Dec-12 950 P 4753Sep-11 SPX 22-Dec-12 975 C 1Sep-11 SPX 22-Dec-12 975 P 6Sep-11 SPX 22-Dec-12 1000 C 508Sep-11 SPX 22-Dec-12 1000 P 23907Sep-11 SPX 22-Dec-12 1025 P 127Sep-11 SPX 22-Dec-12 1050 C 144Sep-11 SPX 22-Dec-12 1050 P 1608Sep-11 SPX 22-Dec-12 1075 C 50Sep-11 SPX 22-Dec-12 1075 P 475Sep-11 SPX 22-Dec-12 1100 C 1992Sep-11 SPX 22-Dec-12 1100 P 18388Sep-11 SPX 22-Dec-12 1125 C 202Sep-11 SPX 22-Dec-12 1125 P 8011Sep-11 SPX 22-Dec-12 1150 C 27924Sep-11 SPX 22-Dec-12 1150 P 16978Sep-11 SPX 22-Dec-12 1175 C 6076Sep-11 SPX 22-Dec-12 1175 P 5638Sep-11 SPX 22-Dec-12 1200 C 23831Sep-11 SPX 22-Dec-12 1200 P 28810Sep-11 SPX 22-Dec-12 1220 C 100Sep-11 SPX 22-Dec-12 1220 P 102Sep-11 SPX 22-Dec-12 1225 C 5501Sep-11 SPX 22-Dec-12 1225 P 800Sep-11 SPX 22-Dec-12 1250 C 14416Sep-11 SPX 22-Dec-12 1250 P 1098Sep-11 SPX 22-Dec-12 1275 C 1520Sep-11 SPX 22-Dec-12 1275 P 182Sep-11 SPX 22-Dec-12 1300 C 40228Sep-11 SPX 22-Dec-12 1300 P 814Sep-11 SPX 22-Dec-12 1325 C 1016Sep-11 SPX 22-Dec-12 1350 C 1036Sep-11 SPX 22-Dec-12 1350 P 75Sep-11 SPX 22-Dec-12 1375 C 6Sep-11 SPX 22-Dec-12 1400 C 19084Sep-11 SPX 22-Dec-12 1425 C 4Sep-11 SPX 22-Dec-12 1450 C 5169Sep-11 SPX 22-Dec-12 1500 C 5534Sep-11 SPX 22-Dec-12 1500 P 277Sep-11 SPX 22-Dec-12 1550 C 946
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 22-Dec-12 1600 C 5075Sep-11 SPX 22-Dec-12 1650 C 2Sep-11 SPX 22-Dec-12 1700 C 501Sep-11 SPX 22-Dec-12 1700 P 1Sep-11 SPX 22-Dec-12 1800 C 1000Sep-11 SPX 22-Dec-12 2000 C 3Sep-11 SPX 22-Dec-12 2000 P 3Sep-11 SPX 22-Dec-12 2500 C 8Sep-11 SPX 22-Dec-12 2500 P 8Sep-11 SPX 22-Dec-12 3000 P 6Sep-11 SPX 22-Jun-13 100 P 20Sep-11 SPX 22-Jun-13 200 P 15Sep-11 SPX 22-Jun-13 300 P 10Sep-11 SPX 22-Jun-13 400 P 51Sep-11 SPX 22-Jun-13 500 P 14Sep-11 SPX 22-Jun-13 600 P 4Sep-11 SPX 22-Jun-13 750 P 20Sep-11 SPX 22-Jun-13 850 P 3Sep-11 SPX 22-Jun-13 900 P 7354Sep-11 SPX 22-Jun-13 950 C 500Sep-11 SPX 22-Jun-13 950 P 14Sep-11 SPX 22-Jun-13 1100 C 30Sep-11 SPX 22-Jun-13 1100 P 5300Sep-11 SPX 22-Jun-13 1125 C 3Sep-11 SPX 22-Jun-13 1150 C 1806Sep-11 SPX 22-Jun-13 1150 P 1302Sep-11 SPX 22-Jun-13 1175 C 9Sep-11 SPX 22-Jun-13 1175 P 402Sep-11 SPX 22-Jun-13 1200 C 351Sep-11 SPX 22-Jun-13 1200 P 301Sep-11 SPX 22-Jun-13 1225 C 4Sep-11 SPX 22-Jun-13 1250 C 85Sep-11 SPX 22-Jun-13 1275 C 40Sep-11 SPX 22-Jun-13 1275 P 1Sep-11 SPX 22-Jun-13 1300 C 9Sep-11 SPX 22-Jun-13 1325 C 5Sep-11 SPX 22-Jun-13 1350 C 3Sep-11 SPX 22-Jun-13 1350 P 2Sep-11 SPX 22-Jun-13 1400 C 500Sep-11 SPX 22-Jun-13 1450 C 1Sep-11 SPX 22-Jun-13 1550 C 1Sep-11 SPX 22-Jun-13 1600 C 2Sep-11 SPX 22-Jun-13 2000 P 10Sep-11 SPX 21-Dec-13 100 P 88Sep-11 SPX 21-Dec-13 200 C 2Sep-11 SPX 21-Dec-13 200 P 119Sep-11 SPX 21-Dec-13 250 P 150Sep-11 SPX 21-Dec-13 300 P 63
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 21-Dec-13 350 P 11Sep-11 SPX 21-Dec-13 400 P 1016Sep-11 SPX 21-Dec-13 450 P 34Sep-11 SPX 21-Dec-13 500 C 2Sep-11 SPX 21-Dec-13 500 P 4568Sep-11 SPX 21-Dec-13 550 P 1Sep-11 SPX 21-Dec-13 600 P 224Sep-11 SPX 21-Dec-13 650 P 3805Sep-11 SPX 21-Dec-13 700 P 3088Sep-11 SPX 21-Dec-13 750 P 10Sep-11 SPX 21-Dec-13 800 C 2Sep-11 SPX 21-Dec-13 800 P 2865Sep-11 SPX 21-Dec-13 850 P 1050Sep-11 SPX 21-Dec-13 900 P 3633Sep-11 SPX 21-Dec-13 950 P 100Sep-11 SPX 21-Dec-13 1000 C 751Sep-11 SPX 21-Dec-13 1000 P 4552Sep-11 SPX 21-Dec-13 1025 C 2Sep-11 SPX 21-Dec-13 1050 P 1002Sep-11 SPX 21-Dec-13 1100 C 3317Sep-11 SPX 21-Dec-13 1100 P 3567Sep-11 SPX 21-Dec-13 1125 C 100Sep-11 SPX 21-Dec-13 1125 P 1100Sep-11 SPX 21-Dec-13 1150 C 3713Sep-11 SPX 21-Dec-13 1150 P 3900Sep-11 SPX 21-Dec-13 1175 C 1750Sep-11 SPX 21-Dec-13 1175 P 1503Sep-11 SPX 21-Dec-13 1200 C 7719Sep-11 SPX 21-Dec-13 1200 P 8988Sep-11 SPX 21-Dec-13 1225 C 2310Sep-11 SPX 21-Dec-13 1225 P 550Sep-11 SPX 21-Dec-13 1250 C 112Sep-11 SPX 21-Dec-13 1275 C 7Sep-11 SPX 21-Dec-13 1275 P 250Sep-11 SPX 21-Dec-13 1300 C 332Sep-11 SPX 21-Dec-13 1300 P 200Sep-11 SPX 21-Dec-13 1325 C 319Sep-11 SPX 21-Dec-13 1325 P 3Sep-11 SPX 21-Dec-13 1350 C 1382Sep-11 SPX 21-Dec-13 1350 P 1Sep-11 SPX 21-Dec-13 1400 C 1366Sep-11 SPX 21-Dec-13 1425 C 2500Sep-11 SPX 21-Dec-13 1450 C 103Sep-11 SPX 21-Dec-13 1475 C 350Sep-11 SPX 21-Dec-13 1500 C 2901Sep-11 SPX 21-Dec-13 1550 C 8Sep-11 SPX 21-Dec-13 1600 C 913Sep-11 SPX 21-Dec-13 1800 C 1550
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPX 21-Dec-13 1900 P 2Sep-11 SPX 21-Dec-13 2000 P 12Sep-11 SPX 21-Dec-13 2250 C 7Sep-11 SPX 21-Dec-13 2500 C 2Sep-11 SPX 21-Dec-13 2500 P 31Sep-11 SPX 21-Dec-13 3000 C 4Sep-11 SPX 21-Dec-13 3000 P 126Sep-11 SPXW 02-Sep-11 900 P 20Sep-11 SPXW 02-Sep-11 925 P 55Sep-11 SPXW 02-Sep-11 950 P 180Sep-11 SPXW 02-Sep-11 975 P 93Sep-11 SPXW 02-Sep-11 1000 P 10Sep-11 SPXW 02-Sep-11 1025 P 263Sep-11 SPXW 02-Sep-11 1040 P 668Sep-11 SPXW 02-Sep-11 1045 P 120Sep-11 SPXW 02-Sep-11 1050 P 541Sep-11 SPXW 02-Sep-11 1055 P 21Sep-11 SPXW 02-Sep-11 1060 P 149Sep-11 SPXW 02-Sep-11 1065 P 231Sep-11 SPXW 02-Sep-11 1070 P 196Sep-11 SPXW 02-Sep-11 1075 P 2683Sep-11 SPXW 02-Sep-11 1080 P 102Sep-11 SPXW 02-Sep-11 1085 P 112Sep-11 SPXW 02-Sep-11 1090 P 3744Sep-11 SPXW 02-Sep-11 1095 P 70Sep-11 SPXW 02-Sep-11 1100 P 1997Sep-11 SPXW 02-Sep-11 1105 P 112Sep-11 SPXW 02-Sep-11 1110 P 278Sep-11 SPXW 02-Sep-11 1115 P 953Sep-11 SPXW 02-Sep-11 1120 P 408Sep-11 SPXW 02-Sep-11 1125 P 2478Sep-11 SPXW 02-Sep-11 1130 C 2Sep-11 SPXW 02-Sep-11 1130 P 420Sep-11 SPXW 02-Sep-11 1135 C 10Sep-11 SPXW 02-Sep-11 1135 P 421Sep-11 SPXW 02-Sep-11 1140 C 5Sep-11 SPXW 02-Sep-11 1140 P 10465Sep-11 SPXW 02-Sep-11 1145 P 1463Sep-11 SPXW 02-Sep-11 1150 P 6991Sep-11 SPXW 02-Sep-11 1155 C 2Sep-11 SPXW 02-Sep-11 1155 P 1091Sep-11 SPXW 02-Sep-11 1160 C 40Sep-11 SPXW 02-Sep-11 1160 P 4241Sep-11 SPXW 02-Sep-11 1165 C 3063Sep-11 SPXW 02-Sep-11 1165 P 6810Sep-11 SPXW 02-Sep-11 1170 C 354Sep-11 SPXW 02-Sep-11 1170 P 5962Sep-11 SPXW 02-Sep-11 1175 C 1842
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPXW 02-Sep-11 1175 P 8911Sep-11 SPXW 02-Sep-11 1180 C 2978Sep-11 SPXW 02-Sep-11 1180 P 3544Sep-11 SPXW 02-Sep-11 1185 C 1956Sep-11 SPXW 02-Sep-11 1185 P 1437Sep-11 SPXW 02-Sep-11 1190 C 4136Sep-11 SPXW 02-Sep-11 1190 P 4985Sep-11 SPXW 02-Sep-11 1195 C 2666Sep-11 SPXW 02-Sep-11 1195 P 419Sep-11 SPXW 02-Sep-11 1200 C 8420Sep-11 SPXW 02-Sep-11 1200 P 5864Sep-11 SPXW 02-Sep-11 1205 C 1031Sep-11 SPXW 02-Sep-11 1205 P 396Sep-11 SPXW 02-Sep-11 1210 C 4296Sep-11 SPXW 02-Sep-11 1210 P 2047Sep-11 SPXW 02-Sep-11 1215 C 1081Sep-11 SPXW 02-Sep-11 1215 P 873Sep-11 SPXW 02-Sep-11 1220 C 1940Sep-11 SPXW 02-Sep-11 1220 P 209Sep-11 SPXW 02-Sep-11 1225 C 1057Sep-11 SPXW 02-Sep-11 1225 P 342Sep-11 SPXW 02-Sep-11 1230 C 3073Sep-11 SPXW 02-Sep-11 1230 P 45Sep-11 SPXW 02-Sep-11 1235 C 868Sep-11 SPXW 02-Sep-11 1235 P 4Sep-11 SPXW 02-Sep-11 1240 C 1094Sep-11 SPXW 02-Sep-11 1240 P 16Sep-11 SPXW 02-Sep-11 1245 C 963Sep-11 SPXW 02-Sep-11 1250 C 4113Sep-11 SPXW 02-Sep-11 1250 P 266Sep-11 SPXW 02-Sep-11 1255 C 1362Sep-11 SPXW 02-Sep-11 1255 P 183Sep-11 SPXW 02-Sep-11 1260 C 712Sep-11 SPXW 02-Sep-11 1260 P 448Sep-11 SPXW 02-Sep-11 1265 C 1255Sep-11 SPXW 02-Sep-11 1265 P 61Sep-11 SPXW 02-Sep-11 1270 C 405Sep-11 SPXW 02-Sep-11 1270 P 2Sep-11 SPXW 02-Sep-11 1275 C 2432Sep-11 SPXW 02-Sep-11 1275 P 60Sep-11 SPXW 02-Sep-11 1300 C 483Sep-11 SPXW 02-Sep-11 1325 C 20Sep-11 SPXW 09-Sep-11 925 P 11Sep-11 SPXW 09-Sep-11 950 P 5961Sep-11 SPXW 09-Sep-11 975 P 6569Sep-11 SPXW 09-Sep-11 1000 C 56Sep-11 SPXW 09-Sep-11 1000 P 23750Sep-11 SPXW 09-Sep-11 1025 C 22
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPXW 09-Sep-11 1025 P 13412Sep-11 SPXW 09-Sep-11 1035 P 241Sep-11 SPXW 09-Sep-11 1040 P 105Sep-11 SPXW 09-Sep-11 1045 P 8Sep-11 SPXW 09-Sep-11 1050 C 11Sep-11 SPXW 09-Sep-11 1050 P 14976Sep-11 SPXW 09-Sep-11 1055 P 56Sep-11 SPXW 09-Sep-11 1060 P 100Sep-11 SPXW 09-Sep-11 1065 P 236Sep-11 SPXW 09-Sep-11 1070 C 5Sep-11 SPXW 09-Sep-11 1070 P 922Sep-11 SPXW 09-Sep-11 1075 C 5Sep-11 SPXW 09-Sep-11 1075 P 28782Sep-11 SPXW 09-Sep-11 1080 C 2Sep-11 SPXW 09-Sep-11 1080 P 5022Sep-11 SPXW 09-Sep-11 1085 P 683Sep-11 SPXW 09-Sep-11 1090 C 23Sep-11 SPXW 09-Sep-11 1090 P 1864Sep-11 SPXW 09-Sep-11 1095 C 14Sep-11 SPXW 09-Sep-11 1095 P 988Sep-11 SPXW 09-Sep-11 1100 C 23Sep-11 SPXW 09-Sep-11 1100 P 13095Sep-11 SPXW 09-Sep-11 1105 P 3858Sep-11 SPXW 09-Sep-11 1110 C 10Sep-11 SPXW 09-Sep-11 1110 P 5350Sep-11 SPXW 09-Sep-11 1115 C 14Sep-11 SPXW 09-Sep-11 1115 P 31426Sep-11 SPXW 09-Sep-11 1120 C 1Sep-11 SPXW 09-Sep-11 1120 P 4706Sep-11 SPXW 09-Sep-11 1125 C 34Sep-11 SPXW 09-Sep-11 1125 P 7129Sep-11 SPXW 09-Sep-11 1130 C 26Sep-11 SPXW 09-Sep-11 1130 P 11898Sep-11 SPXW 09-Sep-11 1135 C 75Sep-11 SPXW 09-Sep-11 1135 P 5375Sep-11 SPXW 09-Sep-11 1140 C 242Sep-11 SPXW 09-Sep-11 1140 P 34723Sep-11 SPXW 09-Sep-11 1145 C 249Sep-11 SPXW 09-Sep-11 1145 P 7625Sep-11 SPXW 09-Sep-11 1150 C 9500Sep-11 SPXW 09-Sep-11 1150 P 24118Sep-11 SPXW 09-Sep-11 1155 C 3283Sep-11 SPXW 09-Sep-11 1155 P 5106Sep-11 SPXW 09-Sep-11 1160 C 4656Sep-11 SPXW 09-Sep-11 1160 P 4873Sep-11 SPXW 09-Sep-11 1165 C 4497Sep-11 SPXW 09-Sep-11 1165 P 3086Sep-11 SPXW 09-Sep-11 1170 C 4478
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPXW 09-Sep-11 1170 P 3197Sep-11 SPXW 09-Sep-11 1175 C 4009Sep-11 SPXW 09-Sep-11 1175 P 16350Sep-11 SPXW 09-Sep-11 1180 C 2818Sep-11 SPXW 09-Sep-11 1180 P 2731Sep-11 SPXW 09-Sep-11 1185 C 3931Sep-11 SPXW 09-Sep-11 1185 P 1908Sep-11 SPXW 09-Sep-11 1190 C 4658Sep-11 SPXW 09-Sep-11 1190 P 1890Sep-11 SPXW 09-Sep-11 1195 C 3314Sep-11 SPXW 09-Sep-11 1195 P 882Sep-11 SPXW 09-Sep-11 1200 C 15173Sep-11 SPXW 09-Sep-11 1200 P 4789Sep-11 SPXW 09-Sep-11 1205 C 3506Sep-11 SPXW 09-Sep-11 1205 P 706Sep-11 SPXW 09-Sep-11 1210 C 6519Sep-11 SPXW 09-Sep-11 1210 P 3078Sep-11 SPXW 09-Sep-11 1215 C 4893Sep-11 SPXW 09-Sep-11 1215 P 172Sep-11 SPXW 09-Sep-11 1220 C 8724Sep-11 SPXW 09-Sep-11 1220 P 872Sep-11 SPXW 09-Sep-11 1225 C 5683Sep-11 SPXW 09-Sep-11 1225 P 296Sep-11 SPXW 09-Sep-11 1230 C 14038Sep-11 SPXW 09-Sep-11 1230 P 98Sep-11 SPXW 09-Sep-11 1235 C 4135Sep-11 SPXW 09-Sep-11 1235 P 94Sep-11 SPXW 09-Sep-11 1240 C 5895Sep-11 SPXW 09-Sep-11 1240 P 135Sep-11 SPXW 09-Sep-11 1245 C 2720Sep-11 SPXW 09-Sep-11 1245 P 51Sep-11 SPXW 09-Sep-11 1250 C 8879Sep-11 SPXW 09-Sep-11 1250 P 37Sep-11 SPXW 09-Sep-11 1255 C 787Sep-11 SPXW 09-Sep-11 1255 P 74Sep-11 SPXW 09-Sep-11 1260 C 1795Sep-11 SPXW 09-Sep-11 1260 P 84Sep-11 SPXW 09-Sep-11 1265 C 1001Sep-11 SPXW 09-Sep-11 1265 P 42Sep-11 SPXW 09-Sep-11 1270 C 847Sep-11 SPXW 09-Sep-11 1270 P 40Sep-11 SPXW 09-Sep-11 1275 C 1865Sep-11 SPXW 09-Sep-11 1275 P 82Sep-11 SPXW 09-Sep-11 1280 C 1272Sep-11 SPXW 09-Sep-11 1280 P 2Sep-11 SPXW 09-Sep-11 1285 C 418Sep-11 SPXW 09-Sep-11 1285 P 94Sep-11 SPXW 09-Sep-11 1290 C 292
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPXW 09-Sep-11 1290 P 287Sep-11 SPXW 09-Sep-11 1295 C 88Sep-11 SPXW 09-Sep-11 1295 P 92Sep-11 SPXW 09-Sep-11 1300 C 3229Sep-11 SPXW 09-Sep-11 1300 P 296Sep-11 SPXW 09-Sep-11 1305 C 100Sep-11 SPXW 09-Sep-11 1305 P 20Sep-11 SPXW 09-Sep-11 1310 C 270Sep-11 SPXW 09-Sep-11 1325 C 276Sep-11 SPXW 09-Sep-11 1325 P 20Sep-11 SPXW 09-Sep-11 1350 C 410Sep-11 SPXW 09-Sep-11 1375 C 2174Sep-11 SPXW 23-Sep-11 925 C 10Sep-11 SPXW 23-Sep-11 925 P 11985Sep-11 SPXW 23-Sep-11 950 C 11Sep-11 SPXW 23-Sep-11 950 P 24538Sep-11 SPXW 23-Sep-11 975 C 10Sep-11 SPXW 23-Sep-11 975 P 19942Sep-11 SPXW 23-Sep-11 1000 C 6Sep-11 SPXW 23-Sep-11 1000 P 27458Sep-11 SPXW 23-Sep-11 1025 P 19215Sep-11 SPXW 23-Sep-11 1050 C 3Sep-11 SPXW 23-Sep-11 1050 P 16795Sep-11 SPXW 23-Sep-11 1055 C 21Sep-11 SPXW 23-Sep-11 1055 P 2797Sep-11 SPXW 23-Sep-11 1060 C 3Sep-11 SPXW 23-Sep-11 1060 P 1161Sep-11 SPXW 23-Sep-11 1065 C 32Sep-11 SPXW 23-Sep-11 1065 P 2218Sep-11 SPXW 23-Sep-11 1070 C 11Sep-11 SPXW 23-Sep-11 1070 P 1572Sep-11 SPXW 23-Sep-11 1075 C 22Sep-11 SPXW 23-Sep-11 1075 P 10591Sep-11 SPXW 23-Sep-11 1080 C 13Sep-11 SPXW 23-Sep-11 1080 P 6223Sep-11 SPXW 23-Sep-11 1085 C 22Sep-11 SPXW 23-Sep-11 1085 P 5449Sep-11 SPXW 23-Sep-11 1090 C 198Sep-11 SPXW 23-Sep-11 1090 P 13762Sep-11 SPXW 23-Sep-11 1095 C 175Sep-11 SPXW 23-Sep-11 1095 P 5084Sep-11 SPXW 23-Sep-11 1100 C 140Sep-11 SPXW 23-Sep-11 1100 P 21586Sep-11 SPXW 23-Sep-11 1105 C 108Sep-11 SPXW 23-Sep-11 1105 P 3462Sep-11 SPXW 23-Sep-11 1110 C 243Sep-11 SPXW 23-Sep-11 1110 P 6316Sep-11 SPXW 23-Sep-11 1115 C 461
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPXW 23-Sep-11 1115 P 4607Sep-11 SPXW 23-Sep-11 1120 C 928Sep-11 SPXW 23-Sep-11 1120 P 13694Sep-11 SPXW 23-Sep-11 1125 C 1497Sep-11 SPXW 23-Sep-11 1125 P 32573Sep-11 SPXW 23-Sep-11 1130 C 2461Sep-11 SPXW 23-Sep-11 1130 P 11670Sep-11 SPXW 23-Sep-11 1135 C 3431Sep-11 SPXW 23-Sep-11 1135 P 3653Sep-11 SPXW 23-Sep-11 1140 C 5186Sep-11 SPXW 23-Sep-11 1140 P 14783Sep-11 SPXW 23-Sep-11 1145 C 3653Sep-11 SPXW 23-Sep-11 1145 P 2250Sep-11 SPXW 23-Sep-11 1150 C 14318Sep-11 SPXW 23-Sep-11 1150 P 16196Sep-11 SPXW 23-Sep-11 1155 C 2366Sep-11 SPXW 23-Sep-11 1155 P 3022Sep-11 SPXW 23-Sep-11 1160 C 8427Sep-11 SPXW 23-Sep-11 1160 P 15996Sep-11 SPXW 23-Sep-11 1165 C 3254Sep-11 SPXW 23-Sep-11 1165 P 1029Sep-11 SPXW 23-Sep-11 1170 C 3063Sep-11 SPXW 23-Sep-11 1170 P 2950Sep-11 SPXW 23-Sep-11 1175 C 3325Sep-11 SPXW 23-Sep-11 1175 P 4681Sep-11 SPXW 23-Sep-11 1180 C 2616Sep-11 SPXW 23-Sep-11 1180 P 2252Sep-11 SPXW 23-Sep-11 1185 C 1792Sep-11 SPXW 23-Sep-11 1185 P 1486Sep-11 SPXW 23-Sep-11 1190 C 1968Sep-11 SPXW 23-Sep-11 1190 P 2064Sep-11 SPXW 23-Sep-11 1195 C 1334Sep-11 SPXW 23-Sep-11 1195 P 2851Sep-11 SPXW 23-Sep-11 1200 C 4361Sep-11 SPXW 23-Sep-11 1200 P 5791Sep-11 SPXW 23-Sep-11 1205 C 1971Sep-11 SPXW 23-Sep-11 1205 P 683Sep-11 SPXW 23-Sep-11 1210 C 5533Sep-11 SPXW 23-Sep-11 1210 P 970Sep-11 SPXW 23-Sep-11 1215 C 5670Sep-11 SPXW 23-Sep-11 1215 P 2321Sep-11 SPXW 23-Sep-11 1220 C 2323Sep-11 SPXW 23-Sep-11 1220 P 154Sep-11 SPXW 23-Sep-11 1225 C 9487Sep-11 SPXW 23-Sep-11 1225 P 495Sep-11 SPXW 23-Sep-11 1230 C 8326Sep-11 SPXW 23-Sep-11 1230 P 125Sep-11 SPXW 23-Sep-11 1235 C 3335
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPXW 23-Sep-11 1235 P 146Sep-11 SPXW 23-Sep-11 1240 C 3470Sep-11 SPXW 23-Sep-11 1240 P 2Sep-11 SPXW 23-Sep-11 1245 C 2185Sep-11 SPXW 23-Sep-11 1245 P 50Sep-11 SPXW 23-Sep-11 1250 C 19743Sep-11 SPXW 23-Sep-11 1250 P 153Sep-11 SPXW 23-Sep-11 1255 C 2349Sep-11 SPXW 23-Sep-11 1255 P 22Sep-11 SPXW 23-Sep-11 1260 C 8222Sep-11 SPXW 23-Sep-11 1260 P 118Sep-11 SPXW 23-Sep-11 1265 C 4251Sep-11 SPXW 23-Sep-11 1265 P 266Sep-11 SPXW 23-Sep-11 1270 C 4359Sep-11 SPXW 23-Sep-11 1270 P 35Sep-11 SPXW 23-Sep-11 1275 C 5579Sep-11 SPXW 23-Sep-11 1275 P 296Sep-11 SPXW 23-Sep-11 1280 C 3586Sep-11 SPXW 23-Sep-11 1280 P 41Sep-11 SPXW 23-Sep-11 1285 C 6074Sep-11 SPXW 23-Sep-11 1285 P 10Sep-11 SPXW 23-Sep-11 1300 C 5267Sep-11 SPXW 23-Sep-11 1300 P 32Sep-11 SPXW 23-Sep-11 1325 C 3266Sep-11 SPXW 23-Sep-11 1325 P 33Sep-11 SPXW 23-Sep-11 1350 C 3397Sep-11 SPXW 23-Sep-11 1350 P 10Sep-11 SPXW 07-Oct-11 825 P 981Sep-11 SPXW 07-Oct-11 850 P 93Sep-11 SPXW 07-Oct-11 875 P 2134Sep-11 SPXW 07-Oct-11 900 P 2157Sep-11 SPXW 07-Oct-11 925 P 14871Sep-11 SPXW 07-Oct-11 950 P 7113Sep-11 SPXW 07-Oct-11 975 P 6739Sep-11 SPXW 07-Oct-11 1000 P 8342Sep-11 SPXW 07-Oct-11 1005 P 376Sep-11 SPXW 07-Oct-11 1020 P 48Sep-11 SPXW 07-Oct-11 1025 P 3152Sep-11 SPXW 07-Oct-11 1035 P 10Sep-11 SPXW 07-Oct-11 1040 P 6651Sep-11 SPXW 07-Oct-11 1045 P 951Sep-11 SPXW 07-Oct-11 1050 P 1884Sep-11 SPXW 07-Oct-11 1055 P 157Sep-11 SPXW 07-Oct-11 1060 C 10Sep-11 SPXW 07-Oct-11 1060 P 5207Sep-11 SPXW 07-Oct-11 1065 C 2Sep-11 SPXW 07-Oct-11 1065 P 59Sep-11 SPXW 07-Oct-11 1070 P 132
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPXW 07-Oct-11 1075 C 3Sep-11 SPXW 07-Oct-11 1075 P 3351Sep-11 SPXW 07-Oct-11 1080 C 10Sep-11 SPXW 07-Oct-11 1080 P 4511Sep-11 SPXW 07-Oct-11 1085 C 11Sep-11 SPXW 07-Oct-11 1085 P 806Sep-11 SPXW 07-Oct-11 1090 C 21Sep-11 SPXW 07-Oct-11 1090 P 678Sep-11 SPXW 07-Oct-11 1095 C 20Sep-11 SPXW 07-Oct-11 1095 P 170Sep-11 SPXW 07-Oct-11 1100 C 17Sep-11 SPXW 07-Oct-11 1100 P 4979Sep-11 SPXW 07-Oct-11 1105 C 20Sep-11 SPXW 07-Oct-11 1105 P 282Sep-11 SPXW 07-Oct-11 1110 C 25Sep-11 SPXW 07-Oct-11 1110 P 12771Sep-11 SPXW 07-Oct-11 1115 C 23Sep-11 SPXW 07-Oct-11 1115 P 1262Sep-11 SPXW 07-Oct-11 1120 C 34Sep-11 SPXW 07-Oct-11 1120 P 407Sep-11 SPXW 07-Oct-11 1125 C 264Sep-11 SPXW 07-Oct-11 1125 P 2589Sep-11 SPXW 07-Oct-11 1130 C 1024Sep-11 SPXW 07-Oct-11 1130 P 301Sep-11 SPXW 07-Oct-11 1135 C 129Sep-11 SPXW 07-Oct-11 1135 P 247Sep-11 SPXW 07-Oct-11 1140 C 109Sep-11 SPXW 07-Oct-11 1140 P 1641Sep-11 SPXW 07-Oct-11 1145 C 272Sep-11 SPXW 07-Oct-11 1145 P 163Sep-11 SPXW 07-Oct-11 1150 C 882Sep-11 SPXW 07-Oct-11 1150 P 1568Sep-11 SPXW 07-Oct-11 1155 C 2797Sep-11 SPXW 07-Oct-11 1155 P 35Sep-11 SPXW 07-Oct-11 1160 C 1805Sep-11 SPXW 07-Oct-11 1160 P 6201Sep-11 SPXW 07-Oct-11 1165 C 5453Sep-11 SPXW 07-Oct-11 1165 P 3Sep-11 SPXW 07-Oct-11 1170 C 664Sep-11 SPXW 07-Oct-11 1170 P 53Sep-11 SPXW 07-Oct-11 1175 C 4826Sep-11 SPXW 07-Oct-11 1175 P 20Sep-11 SPXW 07-Oct-11 1180 C 383Sep-11 SPXW 07-Oct-11 1180 P 12Sep-11 SPXW 07-Oct-11 1185 C 138Sep-11 SPXW 07-Oct-11 1185 P 12Sep-11 SPXW 07-Oct-11 1190 C 802Sep-11 SPXW 07-Oct-11 1190 P 13
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME
Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date
Sep-11 SPXW 07-Oct-11 1195 C 846Sep-11 SPXW 07-Oct-11 1195 P 13Sep-11 SPXW 07-Oct-11 1200 C 2368Sep-11 SPXW 07-Oct-11 1200 P 653Sep-11 SPXW 07-Oct-11 1205 C 1224Sep-11 SPXW 07-Oct-11 1205 P 10Sep-11 SPXW 07-Oct-11 1210 C 161Sep-11 SPXW 07-Oct-11 1210 P 10Sep-11 SPXW 07-Oct-11 1215 C 1236Sep-11 SPXW 07-Oct-11 1220 C 414Sep-11 SPXW 07-Oct-11 1225 C 810Sep-11 SPXW 07-Oct-11 1230 C 1702Sep-11 SPXW 07-Oct-11 1230 P 11Sep-11 SPXW 07-Oct-11 1235 C 1073Sep-11 SPXW 07-Oct-11 1240 C 2052Sep-11 SPXW 07-Oct-11 1245 C 1297Sep-11 SPXW 07-Oct-11 1245 P 3Sep-11 SPXW 07-Oct-11 1250 C 3249Sep-11 SPXW 07-Oct-11 1275 C 1617Sep-11 SPXW 07-Oct-11 1300 C 500Sep-11 SPXW 07-Oct-11 1325 C 650Sep-11 SPXW 07-Oct-11 1325 P 10
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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CLASS EXPR_DATE SumOfVOLUME1
Standard SPX and SPX EOW Options Volume Aggregated by Expiration Date
June 2010 - September 2011
SPXW 04-Mar-11 406,707SPXW 11-Mar-11 314,142SPX 19-Mar-11 16,477,802SPXW 25-Mar-11 341,520SPXW 01-Apr-11 198,809SPXW 08-Apr-11 246,790SPX 16-Apr-11 8,612,648SPXW 21-Apr-11 282,091SPXW 29-Apr-11 245,094SPXW 06-May-11 335,069SPXW 13-May-11 276,005SPX 21-May-11 7,885,387SPXW 27-May-11 348,121SPXW 03-Jun-11 397,215SPXW 10-Jun-11 351,785SPX 18-Jun-11 18,724,407SPXW 24-Jun-11 425,158SPXW 01-Jul-11 420,567SPXW 08-Jul-11 233,958SPX 16-Jul-11 9,673,553SPXW 22-Jul-11 398,870SPXW 29-Jul-11 380,412SPXW 05-Aug-11 614,572SPXW 12-Aug-11 826,478SPX 20-Aug-11 14,496,136SPXW 26-Aug-11 502,668SPXW 02-Sep-11 510,608SPXW 09-Sep-11 445,418SPX 17-Sep-11 26,714,579SPXW 23-Sep-11 521,526SPXW 07-Oct-11 142,785SPX 22-Oct-11 8,303,128SPX 19-Nov-11 2,235,895SPX 17-Dec-11 13,329,860SPX 21-Jan-12 222,002SPX 17-Mar-12 1,985,320SPX 16-Jun-12 1,341,936SPX 22-Sep-12 19,221SPX 22-Dec-12 3,067,509SPX 22-Jun-13 68,046SPX 21-Dec-13 464,019
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OIJun-10 SPX 7/17/2010 500 P 12,690Jun-10 SPX 7/17/2010 500 C 200Jun-10 SPX 7/17/2010 525 P 10,311Jun-10 SPX 7/17/2010 550 P 10,789Jun-10 SPX 7/17/2010 575 P 9,426Jun-10 SPX 7/17/2010 600 P 38,120Jun-10 SPX 7/17/2010 605 P 2,282Jun-10 SPX 7/17/2010 610 P 2,247Jun-10 SPX 7/17/2010 615 P 2,212Jun-10 SPX 7/17/2010 620 P 2,192Jun-10 SPX 7/17/2010 625 P 2,886Jun-10 SPX 7/17/2010 630 P 2,438Jun-10 SPX 7/17/2010 635 P 2,058Jun-10 SPX 7/17/2010 640 P 2,052Jun-10 SPX 7/17/2010 645 P 2,005Jun-10 SPX 7/17/2010 650 P 9,909Jun-10 SPX 7/17/2010 655 P 2,467Jun-10 SPX 7/17/2010 660 P 1,978Jun-10 SPX 7/17/2010 665 P 2,471Jun-10 SPX 7/17/2010 670 P 2,457Jun-10 SPX 7/17/2010 675 P 4,853Jun-10 SPX 7/17/2010 680 P 3,196Jun-10 SPX 7/17/2010 685 P 3,033Jun-10 SPX 7/17/2010 690 P 3,279Jun-10 SPX 7/17/2010 695 P 3,386Jun-10 SPX 7/17/2010 700 P 43,269Jun-10 SPX 7/17/2010 700 C 111Jun-10 SPX 7/17/2010 705 P 4,243Jun-10 SPX 7/17/2010 705 C 100Jun-10 SPX 7/17/2010 710 P 3,479Jun-10 SPX 7/17/2010 715 P 2,756Jun-10 SPX 7/17/2010 720 P 2,921Jun-10 SPX 7/17/2010 725 C 1Jun-10 SPX 7/17/2010 725 P 28,880Jun-10 SPX 7/17/2010 730 P 3,006Jun-10 SPX 7/17/2010 735 P 2,563Jun-10 SPX 7/17/2010 740 P 2,544Jun-10 SPX 7/17/2010 745 P 2,458Jun-10 SPX 7/17/2010 750 P 13,412Jun-10 SPX 7/17/2010 750 C 88Jun-10 SPX 7/17/2010 755 P 2,899Jun-10 SPX 7/17/2010 760 P 2,574Jun-10 SPX 7/17/2010 765 P 2,854Jun-10 SPX 7/17/2010 770 P 2,824Jun-10 SPX 7/17/2010 775 P 10,238Jun-10 SPX 7/17/2010 775 C 98Jun-10 SPX 7/17/2010 780 P 3,779Jun-10 SPX 7/17/2010 780 C 5Jun-10 SPX 7/17/2010 785 P 2,368
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 7/17/2010 790 P 4,125Jun-10 SPX 7/17/2010 790 C 5Jun-10 SPX 7/17/2010 795 P 4,015Jun-10 SPX 7/17/2010 800 C 148Jun-10 SPX 7/17/2010 800 P 53,069Jun-10 SPX 7/17/2010 805 P 1,954Jun-10 SPX 7/17/2010 810 P 6,058Jun-10 SPX 7/17/2010 815 P 6,161Jun-10 SPX 7/17/2010 815 C 132Jun-10 SPX 7/17/2010 820 P 3,298Jun-10 SPX 7/17/2010 820 C 5Jun-10 SPX 7/17/2010 825 P 28,996Jun-10 SPX 7/17/2010 825 C 118Jun-10 SPX 7/17/2010 830 P 2,366Jun-10 SPX 7/17/2010 835 P 2,083Jun-10 SPX 7/17/2010 835 C 35Jun-10 SPX 7/17/2010 840 P 3,580Jun-10 SPX 7/17/2010 845 P 2,012Jun-10 SPX 7/17/2010 850 P 74,964Jun-10 SPX 7/17/2010 850 C 95Jun-10 SPX 7/17/2010 855 P 2,062Jun-10 SPX 7/17/2010 860 P 10,302Jun-10 SPX 7/17/2010 865 P 5,006Jun-10 SPX 7/17/2010 870 C 35Jun-10 SPX 7/17/2010 870 P 8,109Jun-10 SPX 7/17/2010 875 P 16,531Jun-10 SPX 7/17/2010 875 C 133Jun-10 SPX 7/17/2010 880 P 8,039Jun-10 SPX 7/17/2010 880 C 3Jun-10 SPX 7/17/2010 885 P 5,775Jun-10 SPX 7/17/2010 890 P 7,277Jun-10 SPX 7/17/2010 890 C 132Jun-10 SPX 7/17/2010 895 P 6,259Jun-10 SPX 7/17/2010 895 C 10Jun-10 SPX 7/17/2010 900 C 201Jun-10 SPX 7/17/2010 900 P 86,924Jun-10 SPX 7/17/2010 905 P 2,426Jun-10 SPX 7/17/2010 910 P 14,636Jun-10 SPX 7/17/2010 910 C 35Jun-10 SPX 7/17/2010 915 P 3,465Jun-10 SPX 7/17/2010 920 P 7,381Jun-10 SPX 7/17/2010 920 C 1Jun-10 SPX 7/17/2010 925 P 40,764Jun-10 SPX 7/17/2010 925 C 113Jun-10 SPX 7/17/2010 930 C 12Jun-10 SPX 7/17/2010 930 P 20,319Jun-10 SPX 7/17/2010 935 C 40Jun-10 SPX 7/17/2010 935 P 9,271Jun-10 SPX 7/17/2010 940 P 14,779
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 7/17/2010 940 C 11Jun-10 SPX 7/17/2010 945 P 3,728Jun-10 SPX 7/17/2010 945 C 2Jun-10 SPX 7/17/2010 950 P 143,024Jun-10 SPX 7/17/2010 950 C 136Jun-10 SPX 7/17/2010 955 P 2,347Jun-10 SPX 7/17/2010 960 C 6Jun-10 SPX 7/17/2010 960 P 10,808Jun-10 SPX 7/17/2010 965 P 2,625Jun-10 SPX 7/17/2010 965 C 28Jun-10 SPX 7/17/2010 970 P 15,791Jun-10 SPX 7/17/2010 970 C 2Jun-10 SPX 7/17/2010 975 C 74Jun-10 SPX 7/17/2010 975 P 53,161Jun-10 SPX 7/17/2010 980 P 15,375Jun-10 SPX 7/17/2010 980 C 44Jun-10 SPX 7/17/2010 985 P 3,788Jun-10 SPX 7/17/2010 985 C 8Jun-10 SPX 7/17/2010 990 P 11,092Jun-10 SPX 7/17/2010 990 C 25Jun-10 SPX 7/17/2010 995 P 4,935Jun-10 SPX 7/17/2010 1000 P 131,418Jun-10 SPX 7/17/2010 1000 C 650Jun-10 SPX 7/17/2010 1005 C 4Jun-10 SPX 7/17/2010 1005 P 6,472Jun-10 SPX 7/17/2010 1010 P 7,315Jun-10 SPX 7/17/2010 1010 C 24Jun-10 SPX 7/17/2010 1015 P 14,581Jun-10 SPX 7/17/2010 1015 C 50Jun-10 SPX 7/17/2010 1020 P 15,940Jun-10 SPX 7/17/2010 1020 C 272Jun-10 SPX 7/17/2010 1025 P 67,186Jun-10 SPX 7/17/2010 1025 C 13,021Jun-10 SPX 7/17/2010 1030 P 16,437Jun-10 SPX 7/17/2010 1030 C 506Jun-10 SPX 7/17/2010 1035 P 7,826Jun-10 SPX 7/17/2010 1035 C 229Jun-10 SPX 7/17/2010 1040 P 20,967Jun-10 SPX 7/17/2010 1040 C 3,201Jun-10 SPX 7/17/2010 1045 C 1,749Jun-10 SPX 7/17/2010 1045 P 15,051Jun-10 SPX 7/17/2010 1050 P 99,419Jun-10 SPX 7/17/2010 1050 C 36,398Jun-10 SPX 7/17/2010 1055 P 8,333Jun-10 SPX 7/17/2010 1055 C 1,199Jun-10 SPX 7/17/2010 1060 P 23,825Jun-10 SPX 7/17/2010 1060 C 4,609Jun-10 SPX 7/17/2010 1065 P 5,356Jun-10 SPX 7/17/2010 1065 C 4,375
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 7/17/2010 1070 P 15,354Jun-10 SPX 7/17/2010 1070 C 4,547Jun-10 SPX 7/17/2010 1075 P 74,426Jun-10 SPX 7/17/2010 1075 C 47,713Jun-10 SPX 7/17/2010 1080 C 7,930Jun-10 SPX 7/17/2010 1080 P 18,921Jun-10 SPX 7/17/2010 1085 P 9,659Jun-10 SPX 7/17/2010 1085 C 5,991Jun-10 SPX 7/17/2010 1090 P 13,440Jun-10 SPX 7/17/2010 1090 C 5,883Jun-10 SPX 7/17/2010 1095 P 1,822Jun-10 SPX 7/17/2010 1095 C 2,846Jun-10 SPX 7/17/2010 1100 P 155,627Jun-10 SPX 7/17/2010 1100 C 155,894Jun-10 SPX 7/17/2010 1105 P 1,983Jun-10 SPX 7/17/2010 1105 C 12,082Jun-10 SPX 7/17/2010 1110 C 11,184Jun-10 SPX 7/17/2010 1110 P 5,053Jun-10 SPX 7/17/2010 1115 P 7,429Jun-10 SPX 7/17/2010 1115 C 26,277Jun-10 SPX 7/17/2010 1120 P 4,258Jun-10 SPX 7/17/2010 1120 C 8,011Jun-10 SPX 7/17/2010 1125 P 67,739Jun-10 SPX 7/17/2010 1125 C 102,249Jun-10 SPX 7/17/2010 1130 P 18,440Jun-10 SPX 7/17/2010 1130 C 31,148Jun-10 SPX 7/17/2010 1135 P 4,720Jun-10 SPX 7/17/2010 1135 C 20,373Jun-10 SPX 7/17/2010 1140 P 6,967Jun-10 SPX 7/17/2010 1140 C 15,316Jun-10 SPX 7/17/2010 1145 C 7,211Jun-10 SPX 7/17/2010 1145 P 140Jun-10 SPX 7/17/2010 1150 C 128,125Jun-10 SPX 7/17/2010 1150 P 77,697Jun-10 SPX 7/17/2010 1155 P 125Jun-10 SPX 7/17/2010 1155 C 8,597Jun-10 SPX 7/17/2010 1160 P 1,342Jun-10 SPX 7/17/2010 1160 C 17,453Jun-10 SPX 7/17/2010 1165 P 102Jun-10 SPX 7/17/2010 1165 C 21,321Jun-10 SPX 7/17/2010 1170 P 1,573Jun-10 SPX 7/17/2010 1170 C 13,278Jun-10 SPX 7/17/2010 1175 P 62,060Jun-10 SPX 7/17/2010 1175 C 116,309Jun-10 SPX 7/17/2010 1180 C 20,634Jun-10 SPX 7/17/2010 1180 P 119Jun-10 SPX 7/17/2010 1185 P 75Jun-10 SPX 7/17/2010 1185 C 7,963Jun-10 SPX 7/17/2010 1190 P 992
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 7/17/2010 1190 C 16,374Jun-10 SPX 7/17/2010 1195 P 126Jun-10 SPX 7/17/2010 1195 C 6,235Jun-10 SPX 7/17/2010 1200 P 21,947Jun-10 SPX 7/17/2010 1200 C 87,867Jun-10 SPX 7/17/2010 1205 P 249Jun-10 SPX 7/17/2010 1205 C 3,379Jun-10 SPX 7/17/2010 1210 P 1,824Jun-10 SPX 7/17/2010 1210 C 18,100Jun-10 SPX 7/17/2010 1215 P 51Jun-10 SPX 7/17/2010 1215 C 3,370Jun-10 SPX 7/17/2010 1220 P 107Jun-10 SPX 7/17/2010 1220 C 8,280Jun-10 SPX 7/17/2010 1225 P 156Jun-10 SPX 7/17/2010 1225 C 66,550Jun-10 SPX 7/17/2010 1230 P 26Jun-10 SPX 7/17/2010 1230 C 5,201Jun-10 SPX 7/17/2010 1235 P 25Jun-10 SPX 7/17/2010 1235 C 2,077Jun-10 SPX 7/17/2010 1240 P 12Jun-10 SPX 7/17/2010 1240 C 22,648Jun-10 SPX 7/17/2010 1245 P 2Jun-10 SPX 7/17/2010 1245 C 4,003Jun-10 SPX 7/17/2010 1250 C 44,008Jun-10 SPX 7/17/2010 1250 P 40Jun-10 SPX 7/17/2010 1255 P 14Jun-10 SPX 7/17/2010 1255 C 720Jun-10 SPX 7/17/2010 1260 C 1,941Jun-10 SPX 7/17/2010 1265 C 780Jun-10 SPX 7/17/2010 1270 P 3Jun-10 SPX 7/17/2010 1270 C 2,201Jun-10 SPX 7/17/2010 1275 C 21,013Jun-10 SPX 7/17/2010 1280 C 2,096Jun-10 SPX 7/17/2010 1280 P 100Jun-10 SPX 7/17/2010 1285 P 100Jun-10 SPX 7/17/2010 1285 C 526Jun-10 SPX 7/17/2010 1290 P 20Jun-10 SPX 7/17/2010 1290 C 2,247Jun-10 SPX 7/17/2010 1295 P 23Jun-10 SPX 7/17/2010 1295 C 595Jun-10 SPX 7/17/2010 1300 P 160Jun-10 SPX 7/17/2010 1300 C 10,804Jun-10 SPX 7/17/2010 1305 P 150Jun-10 SPX 7/17/2010 1305 C 154Jun-10 SPX 7/17/2010 1310 C 1,120Jun-10 SPX 7/17/2010 1315 C 165Jun-10 SPX 7/17/2010 1320 C 89Jun-10 SPX 7/17/2010 1325 P 2Jun-10 SPX 7/17/2010 1325 C 12,139
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 7/17/2010 1330 C 85Jun-10 SPX 7/17/2010 1335 C 36Jun-10 SPX 7/17/2010 1340 C 77Jun-10 SPX 7/17/2010 1345 C 18Jun-10 SPX 7/17/2010 1350 C 7,891Jun-10 SPX 7/17/2010 1350 P 1Jun-10 SPX 7/17/2010 1355 C 18Jun-10 SPX 7/17/2010 1360 C 8Jun-10 SPX 7/17/2010 1365 C 1Jun-10 SPX 7/17/2010 1370 C 19Jun-10 SPX 7/17/2010 1375 C 23Jun-10 SPX 7/17/2010 1380 C 3Jun-10 SPX 7/17/2010 1385 C 1Jun-10 SPX 7/17/2010 1390 C 1Jun-10 SPX 7/17/2010 1400 P 1Jun-10 SPX 7/17/2010 1400 C 1,030Jun-10 SPX 7/17/2010 1425 C 35Jun-10 SPX 7/17/2010 1450 C 34Jun-10 SPX 7/17/2010 1475 C 36Jun-10 SPX 7/17/2010 1500 C 232Jun-10 SPX 7/17/2010 1500 P 200Jun-10 SPX 7/17/2010 1525 C 17Jun-10 SPX 7/17/2010 1550 C 17Jun-10 SPX 8/21/2010 300 C 2Jun-10 SPX 8/21/2010 400 P 51Jun-10 SPX 8/21/2010 450 P 253Jun-10 SPX 8/21/2010 500 C 200Jun-10 SPX 8/21/2010 500 P 480Jun-10 SPX 8/21/2010 550 P 5,885Jun-10 SPX 8/21/2010 600 P 4,557Jun-10 SPX 8/21/2010 620 P 429Jun-10 SPX 8/21/2010 625 P 28Jun-10 SPX 8/21/2010 640 P 346Jun-10 SPX 8/21/2010 650 P 10,263Jun-10 SPX 8/21/2010 660 P 428Jun-10 SPX 8/21/2010 670 P 313Jun-10 SPX 8/21/2010 675 P 95Jun-10 SPX 8/21/2010 680 P 636Jun-10 SPX 8/21/2010 690 P 573Jun-10 SPX 8/21/2010 700 P 36,547Jun-10 SPX 8/21/2010 700 C 37Jun-10 SPX 8/21/2010 705 P 222Jun-10 SPX 8/21/2010 710 P 546Jun-10 SPX 8/21/2010 715 P 188Jun-10 SPX 8/21/2010 720 P 628Jun-10 SPX 8/21/2010 725 P 1,602Jun-10 SPX 8/21/2010 725 C 55Jun-10 SPX 8/21/2010 730 P 120Jun-10 SPX 8/21/2010 735 P 215
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 8/21/2010 740 P 691Jun-10 SPX 8/21/2010 745 P 200Jun-10 SPX 8/21/2010 750 P 16,586Jun-10 SPX 8/21/2010 755 P 102Jun-10 SPX 8/21/2010 760 P 4,446Jun-10 SPX 8/21/2010 770 P 216Jun-10 SPX 8/21/2010 775 P 6,406Jun-10 SPX 8/21/2010 780 P 3,158Jun-10 SPX 8/21/2010 785 P 29Jun-10 SPX 8/21/2010 790 P 3,233Jun-10 SPX 8/21/2010 795 P 3Jun-10 SPX 8/21/2010 800 P 17,888Jun-10 SPX 8/21/2010 800 C 28Jun-10 SPX 8/21/2010 805 P 13Jun-10 SPX 8/21/2010 810 P 144Jun-10 SPX 8/21/2010 815 P 20Jun-10 SPX 8/21/2010 820 P 406Jun-10 SPX 8/21/2010 825 P 5,976Jun-10 SPX 8/21/2010 825 C 55Jun-10 SPX 8/21/2010 830 P 4,230Jun-10 SPX 8/21/2010 835 P 3Jun-10 SPX 8/21/2010 840 P 449Jun-10 SPX 8/21/2010 845 P 51Jun-10 SPX 8/21/2010 850 P 37,467Jun-10 SPX 8/21/2010 850 C 3Jun-10 SPX 8/21/2010 855 P 18Jun-10 SPX 8/21/2010 860 P 365Jun-10 SPX 8/21/2010 865 P 45Jun-10 SPX 8/21/2010 870 P 321Jun-10 SPX 8/21/2010 875 C 3Jun-10 SPX 8/21/2010 875 P 25,680Jun-10 SPX 8/21/2010 880 P 45Jun-10 SPX 8/21/2010 885 P 419Jun-10 SPX 8/21/2010 890 P 103Jun-10 SPX 8/21/2010 895 P 138Jun-10 SPX 8/21/2010 900 P 54,347Jun-10 SPX 8/21/2010 900 C 33Jun-10 SPX 8/21/2010 905 P 56Jun-10 SPX 8/21/2010 910 P 1,038Jun-10 SPX 8/21/2010 915 P 1,063Jun-10 SPX 8/21/2010 920 P 2,243Jun-10 SPX 8/21/2010 925 P 10,512Jun-10 SPX 8/21/2010 925 C 28Jun-10 SPX 8/21/2010 930 P 1,968Jun-10 SPX 8/21/2010 935 P 46Jun-10 SPX 8/21/2010 940 P 3,144Jun-10 SPX 8/21/2010 945 P 25Jun-10 SPX 8/21/2010 950 C 168Jun-10 SPX 8/21/2010 950 P 23,540
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 8/21/2010 955 P 46Jun-10 SPX 8/21/2010 960 P 1,831Jun-10 SPX 8/21/2010 960 C 4Jun-10 SPX 8/21/2010 965 P 44Jun-10 SPX 8/21/2010 965 C 15Jun-10 SPX 8/21/2010 970 P 4,180Jun-10 SPX 8/21/2010 975 P 26,755Jun-10 SPX 8/21/2010 975 C 99Jun-10 SPX 8/21/2010 980 C 11Jun-10 SPX 8/21/2010 980 P 747Jun-10 SPX 8/21/2010 985 P 63Jun-10 SPX 8/21/2010 990 P 8,860Jun-10 SPX 8/21/2010 990 C 4Jun-10 SPX 8/21/2010 995 P 512Jun-10 SPX 8/21/2010 1000 P 66,475Jun-10 SPX 8/21/2010 1000 C 6,917Jun-10 SPX 8/21/2010 1005 P 7Jun-10 SPX 8/21/2010 1010 P 2,855Jun-10 SPX 8/21/2010 1010 C 338Jun-10 SPX 8/21/2010 1015 C 3Jun-10 SPX 8/21/2010 1015 P 23Jun-10 SPX 8/21/2010 1020 P 764Jun-10 SPX 8/21/2010 1020 C 6Jun-10 SPX 8/21/2010 1025 P 33,741Jun-10 SPX 8/21/2010 1025 C 1,913Jun-10 SPX 8/21/2010 1030 P 5,489Jun-10 SPX 8/21/2010 1030 C 108Jun-10 SPX 8/21/2010 1035 C 20Jun-10 SPX 8/21/2010 1035 P 30Jun-10 SPX 8/21/2010 1040 P 4,835Jun-10 SPX 8/21/2010 1040 C 108Jun-10 SPX 8/21/2010 1045 P 69Jun-10 SPX 8/21/2010 1045 C 88Jun-10 SPX 8/21/2010 1050 P 48,108Jun-10 SPX 8/21/2010 1050 C 14,161Jun-10 SPX 8/21/2010 1055 C 113Jun-10 SPX 8/21/2010 1055 P 41Jun-10 SPX 8/21/2010 1060 P 4,539Jun-10 SPX 8/21/2010 1060 C 143Jun-10 SPX 8/21/2010 1065 P 549Jun-10 SPX 8/21/2010 1065 C 465Jun-10 SPX 8/21/2010 1070 P 4,786Jun-10 SPX 8/21/2010 1070 C 1,501Jun-10 SPX 8/21/2010 1075 P 24,714Jun-10 SPX 8/21/2010 1075 C 14,861Jun-10 SPX 8/21/2010 1080 P 2,600Jun-10 SPX 8/21/2010 1080 C 3,963Jun-10 SPX 8/21/2010 1085 C 529Jun-10 SPX 8/21/2010 1085 P 1,031
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 8/21/2010 1090 P 5,021Jun-10 SPX 8/21/2010 1090 C 2,458Jun-10 SPX 8/21/2010 1095 P 72Jun-10 SPX 8/21/2010 1095 C 539Jun-10 SPX 8/21/2010 1100 P 84,297Jun-10 SPX 8/21/2010 1100 C 82,918Jun-10 SPX 8/21/2010 1105 P 46Jun-10 SPX 8/21/2010 1105 C 55Jun-10 SPX 8/21/2010 1110 P 473Jun-10 SPX 8/21/2010 1110 C 2,386Jun-10 SPX 8/21/2010 1115 P 485Jun-10 SPX 8/21/2010 1115 C 9,491Jun-10 SPX 8/21/2010 1120 C 1,784Jun-10 SPX 8/21/2010 1120 P 825Jun-10 SPX 8/21/2010 1125 P 7,888Jun-10 SPX 8/21/2010 1125 C 19,248Jun-10 SPX 8/21/2010 1130 P 316Jun-10 SPX 8/21/2010 1130 C 2,678Jun-10 SPX 8/21/2010 1135 P 111Jun-10 SPX 8/21/2010 1135 C 238Jun-10 SPX 8/21/2010 1140 P 121Jun-10 SPX 8/21/2010 1140 C 4,249Jun-10 SPX 8/21/2010 1145 C 48Jun-10 SPX 8/21/2010 1150 P 13,050Jun-10 SPX 8/21/2010 1150 C 26,876Jun-10 SPX 8/21/2010 1155 C 982Jun-10 SPX 8/21/2010 1160 C 9,959Jun-10 SPX 8/21/2010 1160 P 814Jun-10 SPX 8/21/2010 1165 P 5Jun-10 SPX 8/21/2010 1165 C 3,154Jun-10 SPX 8/21/2010 1170 P 3,107Jun-10 SPX 8/21/2010 1170 C 4,399Jun-10 SPX 8/21/2010 1175 P 10,082Jun-10 SPX 8/21/2010 1175 C 30,086Jun-10 SPX 8/21/2010 1180 P 764Jun-10 SPX 8/21/2010 1180 C 4,385Jun-10 SPX 8/21/2010 1190 P 531Jun-10 SPX 8/21/2010 1190 C 1,038Jun-10 SPX 8/21/2010 1195 C 2,051Jun-10 SPX 8/21/2010 1195 P 1,723Jun-10 SPX 8/21/2010 1200 P 7,085Jun-10 SPX 8/21/2010 1200 C 24,976Jun-10 SPX 8/21/2010 1205 P 16Jun-10 SPX 8/21/2010 1205 C 555Jun-10 SPX 8/21/2010 1210 P 203Jun-10 SPX 8/21/2010 1210 C 1,211Jun-10 SPX 8/21/2010 1215 C 724Jun-10 SPX 8/21/2010 1220 P 11Jun-10 SPX 8/21/2010 1220 C 3,637
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 8/21/2010 1225 P 11Jun-10 SPX 8/21/2010 1225 C 16,764Jun-10 SPX 8/21/2010 1230 C 16,059Jun-10 SPX 8/21/2010 1230 P 1Jun-10 SPX 8/21/2010 1235 C 557Jun-10 SPX 8/21/2010 1235 P 1Jun-10 SPX 8/21/2010 1240 C 1,380Jun-10 SPX 8/21/2010 1240 P 1Jun-10 SPX 8/21/2010 1250 P 12Jun-10 SPX 8/21/2010 1250 C 30,290Jun-10 SPX 8/21/2010 1255 C 407Jun-10 SPX 8/21/2010 1260 C 664Jun-10 SPX 8/21/2010 1265 C 100Jun-10 SPX 8/21/2010 1270 C 459Jun-10 SPX 8/21/2010 1275 C 7,518Jun-10 SPX 8/21/2010 1280 C 706Jun-10 SPX 8/21/2010 1290 C 833Jun-10 SPX 8/21/2010 1300 C 7,378Jun-10 SPX 8/21/2010 1310 C 220Jun-10 SPX 8/21/2010 1320 C 204Jun-10 SPX 8/21/2010 1325 C 2,341Jun-10 SPX 8/21/2010 1325 P 1,650Jun-10 SPX 8/21/2010 1330 C 355Jun-10 SPX 8/21/2010 1340 C 15Jun-10 SPX 8/21/2010 1350 C 161Jun-10 SPX 8/21/2010 1360 C 14Jun-10 SPX 8/21/2010 1375 C 11Jun-10 SPX 8/21/2010 1380 C 15Jun-10 SPX 8/21/2010 1400 C 63Jun-10 SPX 8/21/2010 1425 C 20Jun-10 SPX 8/21/2010 1450 C 149Jun-10 SPX 8/21/2010 1500 C 200Jun-10 SPX 8/21/2010 1500 P 200Jun-10 SPX 8/21/2010 1550 C 104Jun-10 SPX 9/18/2010 200 C 1Jun-10 SPX 9/18/2010 200 P 225Jun-10 SPX 9/18/2010 250 P 50Jun-10 SPX 9/18/2010 300 P 159Jun-10 SPX 9/18/2010 350 P 158Jun-10 SPX 9/18/2010 400 P 1,661Jun-10 SPX 9/18/2010 400 C 1,030Jun-10 SPX 9/18/2010 450 P 230Jun-10 SPX 9/18/2010 500 P 41,803Jun-10 SPX 9/18/2010 500 C 27,811Jun-10 SPX 9/18/2010 550 P 15,022Jun-10 SPX 9/18/2010 600 P 16,617Jun-10 SPX 9/18/2010 600 C 11Jun-10 SPX 9/18/2010 650 P 19,330Jun-10 SPX 9/18/2010 675 P 3,655
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 9/18/2010 675 C 44Jun-10 SPX 9/18/2010 700 P 28,239Jun-10 SPX 9/18/2010 700 C 45Jun-10 SPX 9/18/2010 710 P 403Jun-10 SPX 9/18/2010 720 P 471Jun-10 SPX 9/18/2010 725 P 3,499Jun-10 SPX 9/18/2010 730 P 520Jun-10 SPX 9/18/2010 740 P 221Jun-10 SPX 9/18/2010 750 C 1,200Jun-10 SPX 9/18/2010 750 P 20,094Jun-10 SPX 9/18/2010 760 P 100Jun-10 SPX 9/18/2010 770 P 100Jun-10 SPX 9/18/2010 775 P 4,126Jun-10 SPX 9/18/2010 775 C 40Jun-10 SPX 9/18/2010 780 P 6,544Jun-10 SPX 9/18/2010 790 P 10Jun-10 SPX 9/18/2010 800 P 66,061Jun-10 SPX 9/18/2010 800 C 40Jun-10 SPX 9/18/2010 810 P 27Jun-10 SPX 9/18/2010 820 P 58Jun-10 SPX 9/18/2010 825 P 10,385Jun-10 SPX 9/18/2010 825 C 110Jun-10 SPX 9/18/2010 840 P 35Jun-10 SPX 9/18/2010 850 P 101,193Jun-10 SPX 9/18/2010 850 C 4Jun-10 SPX 9/18/2010 860 P 59Jun-10 SPX 9/18/2010 870 P 29Jun-10 SPX 9/18/2010 875 C 661Jun-10 SPX 9/18/2010 875 P 14,977Jun-10 SPX 9/18/2010 880 P 28Jun-10 SPX 9/18/2010 890 P 23Jun-10 SPX 9/18/2010 900 P 83,077Jun-10 SPX 9/18/2010 900 C 738Jun-10 SPX 9/18/2010 915 P 1Jun-10 SPX 9/18/2010 920 P 1Jun-10 SPX 9/18/2010 925 C 22Jun-10 SPX 9/18/2010 925 P 19,180Jun-10 SPX 9/18/2010 930 P 4,921Jun-10 SPX 9/18/2010 935 P 4Jun-10 SPX 9/18/2010 935 C 1Jun-10 SPX 9/18/2010 940 P 4,369Jun-10 SPX 9/18/2010 945 P 10,450Jun-10 SPX 9/18/2010 945 C 10Jun-10 SPX 9/18/2010 950 P 103,130Jun-10 SPX 9/18/2010 950 C 1,573Jun-10 SPX 9/18/2010 960 P 4,875Jun-10 SPX 9/18/2010 965 P 500Jun-10 SPX 9/18/2010 970 P 25Jun-10 SPX 9/18/2010 975 P 32,033
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 9/18/2010 975 C 788Jun-10 SPX 9/18/2010 980 P 106Jun-10 SPX 9/18/2010 985 P 311Jun-10 SPX 9/18/2010 990 P 3,717Jun-10 SPX 9/18/2010 990 C 50Jun-10 SPX 9/18/2010 995 P 9Jun-10 SPX 9/18/2010 1000 P 92,801Jun-10 SPX 9/18/2010 1000 C 4,881Jun-10 SPX 9/18/2010 1005 P 9Jun-10 SPX 9/18/2010 1010 P 7Jun-10 SPX 9/18/2010 1015 P 1,307Jun-10 SPX 9/18/2010 1015 C 130Jun-10 SPX 9/18/2010 1020 P 604Jun-10 SPX 9/18/2010 1020 C 4Jun-10 SPX 9/18/2010 1025 P 67,210Jun-10 SPX 9/18/2010 1025 C 10,564Jun-10 SPX 9/18/2010 1030 C 27,593Jun-10 SPX 9/18/2010 1030 P 28,516Jun-10 SPX 9/18/2010 1035 P 4,389Jun-10 SPX 9/18/2010 1035 C 4,692Jun-10 SPX 9/18/2010 1040 P 25,937Jun-10 SPX 9/18/2010 1040 C 25,248Jun-10 SPX 9/18/2010 1045 P 4,415Jun-10 SPX 9/18/2010 1045 C 4,422Jun-10 SPX 9/18/2010 1050 P 86,200Jun-10 SPX 9/18/2010 1050 C 11,710Jun-10 SPX 9/18/2010 1055 P 1,626Jun-10 SPX 9/18/2010 1055 C 1,557Jun-10 SPX 9/18/2010 1060 P 294Jun-10 SPX 9/18/2010 1060 C 1,712Jun-10 SPX 9/18/2010 1065 C 3,906Jun-10 SPX 9/18/2010 1065 P 4,670Jun-10 SPX 9/18/2010 1070 P 20,347Jun-10 SPX 9/18/2010 1070 C 20,928Jun-10 SPX 9/18/2010 1075 P 48,352Jun-10 SPX 9/18/2010 1075 C 31,647Jun-10 SPX 9/18/2010 1080 P 40,534Jun-10 SPX 9/18/2010 1080 C 34,224Jun-10 SPX 9/18/2010 1085 P 12,522Jun-10 SPX 9/18/2010 1085 C 12,751Jun-10 SPX 9/18/2010 1090 P 8,926Jun-10 SPX 9/18/2010 1090 C 8,271Jun-10 SPX 9/18/2010 1095 C 12,586Jun-10 SPX 9/18/2010 1095 P 12,573Jun-10 SPX 9/18/2010 1100 P 132,003Jun-10 SPX 9/18/2010 1100 C 140,783Jun-10 SPX 9/18/2010 1105 P 21,034Jun-10 SPX 9/18/2010 1105 C 21,370Jun-10 SPX 9/18/2010 1110 P 25,540
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 9/18/2010 1110 C 27,083Jun-10 SPX 9/18/2010 1115 P 12,778Jun-10 SPX 9/18/2010 1115 C 14,325Jun-10 SPX 9/18/2010 1120 P 9,784Jun-10 SPX 9/18/2010 1120 C 5,014Jun-10 SPX 9/18/2010 1125 P 32,070Jun-10 SPX 9/18/2010 1125 C 35,742Jun-10 SPX 9/18/2010 1130 C 2,717Jun-10 SPX 9/18/2010 1130 P 11,952Jun-10 SPX 9/18/2010 1135 C 855Jun-10 SPX 9/18/2010 1135 P 552Jun-10 SPX 9/18/2010 1140 P 243Jun-10 SPX 9/18/2010 1140 C 3,028Jun-10 SPX 9/18/2010 1145 C 1,064Jun-10 SPX 9/18/2010 1150 P 40,226Jun-10 SPX 9/18/2010 1150 C 51,258Jun-10 SPX 9/18/2010 1155 P 4Jun-10 SPX 9/18/2010 1155 C 15Jun-10 SPX 9/18/2010 1160 C 951Jun-10 SPX 9/18/2010 1165 C 90Jun-10 SPX 9/18/2010 1165 P 1Jun-10 SPX 9/18/2010 1170 P 28Jun-10 SPX 9/18/2010 1170 C 5,977Jun-10 SPX 9/18/2010 1175 P 29,823Jun-10 SPX 9/18/2010 1175 C 42,909Jun-10 SPX 9/18/2010 1180 P 28Jun-10 SPX 9/18/2010 1180 C 1,437Jun-10 SPX 9/18/2010 1185 C 6Jun-10 SPX 9/18/2010 1190 P 5,620Jun-10 SPX 9/18/2010 1190 C 4,625Jun-10 SPX 9/18/2010 1195 C 600Jun-10 SPX 9/18/2010 1195 P 2,529Jun-10 SPX 9/18/2010 1200 P 32,415Jun-10 SPX 9/18/2010 1200 C 88,226Jun-10 SPX 9/18/2010 1205 C 687Jun-10 SPX 9/18/2010 1220 P 20Jun-10 SPX 9/18/2010 1220 C 2,445Jun-10 SPX 9/18/2010 1225 P 4,166Jun-10 SPX 9/18/2010 1225 C 48,415Jun-10 SPX 9/18/2010 1240 C 22,492Jun-10 SPX 9/18/2010 1250 P 2,480Jun-10 SPX 9/18/2010 1250 C 41,590Jun-10 SPX 9/18/2010 1255 C 2,571Jun-10 SPX 9/18/2010 1275 C 32,512Jun-10 SPX 9/18/2010 1275 P 1Jun-10 SPX 9/18/2010 1280 C 3,463Jun-10 SPX 9/18/2010 1300 P 80Jun-10 SPX 9/18/2010 1300 C 49,121Jun-10 SPX 9/18/2010 1325 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 9/18/2010 1325 C 11,455Jun-10 SPX 9/18/2010 1350 C 19,938Jun-10 SPX 9/18/2010 1350 P 3Jun-10 SPX 9/18/2010 1375 C 2,254Jun-10 SPX 9/18/2010 1400 P 1,000Jun-10 SPX 9/18/2010 1400 C 10,653Jun-10 SPX 9/18/2010 1450 C 81Jun-10 SPX 9/18/2010 1500 C 27,815Jun-10 SPX 9/18/2010 1500 P 27,831Jun-10 SPX 10/16/2010 500 P 1Jun-10 SPX 10/16/2010 550 P 203Jun-10 SPX 10/16/2010 600 P 112Jun-10 SPX 10/16/2010 625 P 220Jun-10 SPX 10/16/2010 650 P 11Jun-10 SPX 10/16/2010 675 P 720Jun-10 SPX 10/16/2010 700 P 140Jun-10 SPX 10/16/2010 725 P 15Jun-10 SPX 10/16/2010 750 P 328Jun-10 SPX 10/16/2010 775 C 10Jun-10 SPX 10/16/2010 775 P 2Jun-10 SPX 10/16/2010 800 P 281Jun-10 SPX 10/16/2010 800 C 10Jun-10 SPX 10/16/2010 825 P 10Jun-10 SPX 10/16/2010 850 P 7,514Jun-10 SPX 10/16/2010 875 P 35Jun-10 SPX 10/16/2010 900 P 2,155Jun-10 SPX 10/16/2010 925 C 10Jun-10 SPX 10/16/2010 925 P 52Jun-10 SPX 10/16/2010 950 P 3,982Jun-10 SPX 10/16/2010 975 P 502Jun-10 SPX 10/16/2010 1000 P 3,144Jun-10 SPX 10/16/2010 1000 C 10Jun-10 SPX 10/16/2010 1020 P 10Jun-10 SPX 10/16/2010 1025 P 219Jun-10 SPX 10/16/2010 1025 C 10Jun-10 SPX 10/16/2010 1050 P 7,037Jun-10 SPX 10/16/2010 1050 C 109Jun-10 SPX 10/16/2010 1075 P 1,764Jun-10 SPX 10/16/2010 1075 C 1,302Jun-10 SPX 10/16/2010 1100 P 4,451Jun-10 SPX 10/16/2010 1100 C 3,754Jun-10 SPX 10/16/2010 1125 P 26Jun-10 SPX 10/16/2010 1125 C 2,755Jun-10 SPX 10/16/2010 1150 P 3Jun-10 SPX 10/16/2010 1150 C 1,352Jun-10 SPX 10/16/2010 1175 C 705Jun-10 SPX 10/16/2010 1200 P 4Jun-10 SPX 10/16/2010 1200 C 2,277Jun-10 SPX 10/16/2010 1225 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 10/16/2010 1225 C 766Jun-10 SPX 10/16/2010 1250 C 396Jun-10 SPX 10/16/2010 1255 C 200Jun-10 SPX 10/16/2010 1275 C 4Jun-10 SPX 10/16/2010 1300 C 1,710Jun-10 SPX 12/18/2010 100 C 507Jun-10 SPX 12/18/2010 100 P 7,978Jun-10 SPX 12/18/2010 200 P 38,987Jun-10 SPX 12/18/2010 200 C 17Jun-10 SPX 12/18/2010 250 P 4,578Jun-10 SPX 12/18/2010 300 P 2,896Jun-10 SPX 12/18/2010 300 C 102Jun-10 SPX 12/18/2010 325 P 727Jun-10 SPX 12/18/2010 350 P 1,865Jun-10 SPX 12/18/2010 400 P 88,617Jun-10 SPX 12/18/2010 400 C 26Jun-10 SPX 12/18/2010 425 P 32,155Jun-10 SPX 12/18/2010 450 P 31,472Jun-10 SPX 12/18/2010 475 P 8,321Jun-10 SPX 12/18/2010 500 P 119,252Jun-10 SPX 12/18/2010 500 C 12,027Jun-10 SPX 12/18/2010 525 P 2,019Jun-10 SPX 12/18/2010 550 P 92,170Jun-10 SPX 12/18/2010 550 C 1Jun-10 SPX 12/18/2010 575 C 5Jun-10 SPX 12/18/2010 575 P 7,928Jun-10 SPX 12/18/2010 600 P 147,260Jun-10 SPX 12/18/2010 600 C 2,167Jun-10 SPX 12/18/2010 650 P 24,600Jun-10 SPX 12/18/2010 650 C 1,204Jun-10 SPX 12/18/2010 675 P 3,686Jun-10 SPX 12/18/2010 675 C 1,940Jun-10 SPX 12/18/2010 700 P 51,048Jun-10 SPX 12/18/2010 700 C 7,581Jun-10 SPX 12/18/2010 725 P 5,178Jun-10 SPX 12/18/2010 725 C 1,000Jun-10 SPX 12/18/2010 750 P 54,866Jun-10 SPX 12/18/2010 750 C 15,473Jun-10 SPX 12/18/2010 775 C 2,132Jun-10 SPX 12/18/2010 775 P 6,292Jun-10 SPX 12/18/2010 800 C 20,214Jun-10 SPX 12/18/2010 800 P 118,050Jun-10 SPX 12/18/2010 825 P 18,903Jun-10 SPX 12/18/2010 825 C 2,393Jun-10 SPX 12/18/2010 840 P 3,353Jun-10 SPX 12/18/2010 850 P 66,790Jun-10 SPX 12/18/2010 850 C 24,634Jun-10 SPX 12/18/2010 875 P 18,104Jun-10 SPX 12/18/2010 875 C 2,904
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 12/18/2010 900 P 100,566Jun-10 SPX 12/18/2010 900 C 47,970Jun-10 SPX 12/18/2010 925 C 226Jun-10 SPX 12/18/2010 925 P 20,444Jun-10 SPX 12/18/2010 930 P 77Jun-10 SPX 12/18/2010 935 P 266Jun-10 SPX 12/18/2010 940 P 276Jun-10 SPX 12/18/2010 945 P 61Jun-10 SPX 12/18/2010 945 C 5Jun-10 SPX 12/18/2010 950 P 62,397Jun-10 SPX 12/18/2010 950 C 28,339Jun-10 SPX 12/18/2010 975 C 4,054Jun-10 SPX 12/18/2010 975 P 27,986Jun-10 SPX 12/18/2010 1000 C 44,563Jun-10 SPX 12/18/2010 1000 P 199,941Jun-10 SPX 12/18/2010 1025 P 56,622Jun-10 SPX 12/18/2010 1025 C 7,994Jun-10 SPX 12/18/2010 1030 P 1,288Jun-10 SPX 12/18/2010 1030 C 1Jun-10 SPX 12/18/2010 1035 P 6,300Jun-10 SPX 12/18/2010 1035 C 8Jun-10 SPX 12/18/2010 1040 P 1,390Jun-10 SPX 12/18/2010 1040 C 914Jun-10 SPX 12/18/2010 1045 P 3,291Jun-10 SPX 12/18/2010 1045 C 750Jun-10 SPX 12/18/2010 1050 P 86,058Jun-10 SPX 12/18/2010 1050 C 34,107Jun-10 SPX 12/18/2010 1055 C 23Jun-10 SPX 12/18/2010 1055 P 98Jun-10 SPX 12/18/2010 1060 P 4,190Jun-10 SPX 12/18/2010 1060 C 260Jun-10 SPX 12/18/2010 1065 P 2Jun-10 SPX 12/18/2010 1070 P 1,706Jun-10 SPX 12/18/2010 1070 C 605Jun-10 SPX 12/18/2010 1075 P 62,006Jun-10 SPX 12/18/2010 1075 C 23,199Jun-10 SPX 12/18/2010 1100 P 123,608Jun-10 SPX 12/18/2010 1100 C 144,023Jun-10 SPX 12/18/2010 1105 C 664Jun-10 SPX 12/18/2010 1105 P 365Jun-10 SPX 12/18/2010 1110 P 505Jun-10 SPX 12/18/2010 1110 C 289Jun-10 SPX 12/18/2010 1115 P 65Jun-10 SPX 12/18/2010 1115 C 215Jun-10 SPX 12/18/2010 1120 P 2,362Jun-10 SPX 12/18/2010 1120 C 49Jun-10 SPX 12/18/2010 1125 P 23,723Jun-10 SPX 12/18/2010 1125 C 37,821Jun-10 SPX 12/18/2010 1150 P 61,783
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 12/18/2010 1150 C 86,365Jun-10 SPX 12/18/2010 1175 P 33,418Jun-10 SPX 12/18/2010 1175 C 40,182Jun-10 SPX 12/18/2010 1200 P 75,072Jun-10 SPX 12/18/2010 1200 C 200,171Jun-10 SPX 12/18/2010 1225 C 25,848Jun-10 SPX 12/18/2010 1225 P 3,454Jun-10 SPX 12/18/2010 1250 P 16,860Jun-10 SPX 12/18/2010 1250 C 77,634Jun-10 SPX 12/18/2010 1255 P 1Jun-10 SPX 12/18/2010 1255 C 8,842Jun-10 SPX 12/18/2010 1260 C 2,588Jun-10 SPX 12/18/2010 1265 C 258Jun-10 SPX 12/18/2010 1270 C 3,775Jun-10 SPX 12/18/2010 1275 P 60Jun-10 SPX 12/18/2010 1275 C 14,919Jun-10 SPX 12/18/2010 1295 C 1,900Jun-10 SPX 12/18/2010 1300 P 47,067Jun-10 SPX 12/18/2010 1300 C 122,497Jun-10 SPX 12/18/2010 1320 C 102Jun-10 SPX 12/18/2010 1325 P 2,826Jun-10 SPX 12/18/2010 1325 C 12,759Jun-10 SPX 12/18/2010 1350 P 11,181Jun-10 SPX 12/18/2010 1350 C 39,655Jun-10 SPX 12/18/2010 1375 P 3,230Jun-10 SPX 12/18/2010 1375 C 15,680Jun-10 SPX 12/18/2010 1400 C 146,450Jun-10 SPX 12/18/2010 1400 P 7,335Jun-10 SPX 12/18/2010 1425 P 1,818Jun-10 SPX 12/18/2010 1425 C 4,293Jun-10 SPX 12/18/2010 1450 P 1,557Jun-10 SPX 12/18/2010 1450 C 14,859Jun-10 SPX 12/18/2010 1500 P 24,968Jun-10 SPX 12/18/2010 1500 C 65,105Jun-10 SPX 12/18/2010 1550 P 361Jun-10 SPX 12/18/2010 1550 C 1,824Jun-10 SPX 12/18/2010 1600 P 234Jun-10 SPX 12/18/2010 1600 C 4,875Jun-10 SPX 12/18/2010 1700 P 577Jun-10 SPX 12/18/2010 1700 C 7,641Jun-10 SPX 12/18/2010 1800 C 9,396Jun-10 SPX 12/18/2010 1800 P 90Jun-10 SPX 12/18/2010 1900 C 7,357Jun-10 SPX 12/18/2010 1900 P 125Jun-10 SPX 12/18/2010 2000 P 187Jun-10 SPX 12/18/2010 2000 C 15,689Jun-10 SPX 12/18/2010 2100 P 632Jun-10 SPX 12/18/2010 2100 C 5,726Jun-10 SPX 12/18/2010 2150 C 160
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 12/18/2010 2250 P 237Jun-10 SPX 12/18/2010 2250 C 6,176Jun-10 SPX 12/18/2010 2500 P 522Jun-10 SPX 12/18/2010 2500 C 9,719Jun-10 SPX 3/19/2011 300 P 44Jun-10 SPX 3/19/2011 325 P 25Jun-10 SPX 3/19/2011 350 P 100Jun-10 SPX 3/19/2011 400 P 680Jun-10 SPX 3/19/2011 425 P 961Jun-10 SPX 3/19/2011 450 P 218Jun-10 SPX 3/19/2011 475 P 12Jun-10 SPX 3/19/2011 500 P 1,578Jun-10 SPX 3/19/2011 525 P 212Jun-10 SPX 3/19/2011 550 P 1,122Jun-10 SPX 3/19/2011 575 P 92Jun-10 SPX 3/19/2011 600 P 1,591Jun-10 SPX 3/19/2011 625 P 12Jun-10 SPX 3/19/2011 650 P 60Jun-10 SPX 3/19/2011 675 P 100Jun-10 SPX 3/19/2011 700 P 572Jun-10 SPX 3/19/2011 700 C 2Jun-10 SPX 3/19/2011 750 P 1,662Jun-10 SPX 3/19/2011 775 P 26Jun-10 SPX 3/19/2011 800 P 907Jun-10 SPX 3/19/2011 800 C 100Jun-10 SPX 3/19/2011 825 P 1,607Jun-10 SPX 3/19/2011 850 P 11,998Jun-10 SPX 3/19/2011 875 P 4,131Jun-10 SPX 3/19/2011 900 P 2,286Jun-10 SPX 3/19/2011 925 P 8,122Jun-10 SPX 3/19/2011 925 C 1Jun-10 SPX 3/19/2011 950 C 1,001Jun-10 SPX 3/19/2011 950 P 11,973Jun-10 SPX 3/19/2011 975 P 1,690Jun-10 SPX 3/19/2011 975 C 1Jun-10 SPX 3/19/2011 1000 P 9,409Jun-10 SPX 3/19/2011 1000 C 950Jun-10 SPX 3/19/2011 1025 P 469Jun-10 SPX 3/19/2011 1025 C 218Jun-10 SPX 3/19/2011 1050 P 21,156Jun-10 SPX 3/19/2011 1050 C 1,267Jun-10 SPX 3/19/2011 1075 P 8,556Jun-10 SPX 3/19/2011 1075 C 2,800Jun-10 SPX 3/19/2011 1100 C 23,502Jun-10 SPX 3/19/2011 1100 P 13,353Jun-10 SPX 3/19/2011 1125 P 9,491Jun-10 SPX 3/19/2011 1125 C 4,387Jun-10 SPX 3/19/2011 1150 P 5,609Jun-10 SPX 3/19/2011 1150 C 5,837
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 3/19/2011 1175 P 4,596Jun-10 SPX 3/19/2011 1175 C 4,052Jun-10 SPX 3/19/2011 1200 P 4,934Jun-10 SPX 3/19/2011 1200 C 23,748Jun-10 SPX 3/19/2011 1225 C 1,434Jun-10 SPX 3/19/2011 1250 P 504Jun-10 SPX 3/19/2011 1250 C 7,557Jun-10 SPX 3/19/2011 1275 C 4,791Jun-10 SPX 3/19/2011 1300 P 6,000Jun-10 SPX 3/19/2011 1300 C 22,180Jun-10 SPX 3/19/2011 1325 C 2,168Jun-10 SPX 3/19/2011 1350 C 3,973Jun-10 SPX 3/19/2011 1375 C 101Jun-10 SPX 3/19/2011 1400 C 3,328Jun-10 SPX 3/19/2011 1425 C 435Jun-10 SPX 3/19/2011 1450 C 159Jun-10 SPX 3/19/2011 1475 C 75Jun-10 SPX 3/19/2011 1500 C 7Jun-10 SPX 3/19/2011 1525 C 20Jun-10 SPX 6/18/2011 100 P 21,317Jun-10 SPX 6/18/2011 100 C 1Jun-10 SPX 6/18/2011 200 P 9,854Jun-10 SPX 6/18/2011 225 P 161Jun-10 SPX 6/18/2011 250 P 92Jun-10 SPX 6/18/2011 275 P 1Jun-10 SPX 6/18/2011 300 P 81Jun-10 SPX 6/18/2011 325 P 1Jun-10 SPX 6/18/2011 350 P 22Jun-10 SPX 6/18/2011 375 P 268Jun-10 SPX 6/18/2011 400 P 817Jun-10 SPX 6/18/2011 425 P 26Jun-10 SPX 6/18/2011 450 P 77Jun-10 SPX 6/18/2011 475 P 1Jun-10 SPX 6/18/2011 500 P 2,170Jun-10 SPX 6/18/2011 525 P 72Jun-10 SPX 6/18/2011 550 P 4,662Jun-10 SPX 6/18/2011 600 P 4,607Jun-10 SPX 6/18/2011 650 P 1,460Jun-10 SPX 6/18/2011 650 C 6,000Jun-10 SPX 6/18/2011 700 P 28,796Jun-10 SPX 6/18/2011 750 P 27,423Jun-10 SPX 6/18/2011 775 P 2,057Jun-10 SPX 6/18/2011 800 C 100Jun-10 SPX 6/18/2011 800 P 16,037Jun-10 SPX 6/18/2011 825 P 3,620Jun-10 SPX 6/18/2011 850 P 17,594Jun-10 SPX 6/18/2011 875 P 2,502Jun-10 SPX 6/18/2011 900 P 12,748Jun-10 SPX 6/18/2011 900 C 1,863
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 6/18/2011 925 P 5Jun-10 SPX 6/18/2011 950 P 20,880Jun-10 SPX 6/18/2011 950 C 1,120Jun-10 SPX 6/18/2011 975 C 1Jun-10 SPX 6/18/2011 975 P 10,656Jun-10 SPX 6/18/2011 1000 P 31,871Jun-10 SPX 6/18/2011 1000 C 11,770Jun-10 SPX 6/18/2011 1025 P 7,988Jun-10 SPX 6/18/2011 1025 C 5,344Jun-10 SPX 6/18/2011 1050 P 16,792Jun-10 SPX 6/18/2011 1050 C 4,217Jun-10 SPX 6/18/2011 1060 P 4Jun-10 SPX 6/18/2011 1075 P 13,224Jun-10 SPX 6/18/2011 1075 C 8,410Jun-10 SPX 6/18/2011 1100 P 23,194Jun-10 SPX 6/18/2011 1100 C 22,466Jun-10 SPX 6/18/2011 1125 P 7,155Jun-10 SPX 6/18/2011 1125 C 6,424Jun-10 SPX 6/18/2011 1150 P 9,519Jun-10 SPX 6/18/2011 1150 C 11,607Jun-10 SPX 6/18/2011 1175 P 3,811Jun-10 SPX 6/18/2011 1175 C 4,293Jun-10 SPX 6/18/2011 1200 P 11,029Jun-10 SPX 6/18/2011 1200 C 21,954Jun-10 SPX 6/18/2011 1225 P 1,053Jun-10 SPX 6/18/2011 1225 C 2,740Jun-10 SPX 6/18/2011 1250 P 406Jun-10 SPX 6/18/2011 1250 C 8,206Jun-10 SPX 6/18/2011 1275 P 350Jun-10 SPX 6/18/2011 1275 C 1,031Jun-10 SPX 6/18/2011 1300 C 16,891Jun-10 SPX 6/18/2011 1300 P 2,258Jun-10 SPX 6/18/2011 1325 C 6,996Jun-10 SPX 6/18/2011 1350 P 3Jun-10 SPX 6/18/2011 1350 C 7,980Jun-10 SPX 6/18/2011 1375 P 1Jun-10 SPX 6/18/2011 1375 C 78Jun-10 SPX 6/18/2011 1400 C 4,564Jun-10 SPX 6/18/2011 1450 C 1,761Jun-10 SPX 6/18/2011 1475 C 5,040Jun-10 SPX 6/18/2011 1500 C 2,617Jun-10 SPX 6/18/2011 1550 C 102Jun-10 SPX 6/18/2011 1600 P 20Jun-10 SPX 6/18/2011 1600 C 140Jun-10 SPX 6/18/2011 1650 C 91Jun-10 SPX 6/18/2011 1700 P 50Jun-10 SPX 6/18/2011 1700 C 73Jun-10 SPX 6/18/2011 1800 P 68Jun-10 SPX 6/18/2011 1800 C 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 6/18/2011 1900 P 113Jun-10 SPX 6/18/2011 2000 P 152Jun-10 SPX 6/18/2011 2000 C 1Jun-10 SPX 6/18/2011 2250 P 111Jun-10 SPX 6/18/2011 2500 P 112Jun-10 SPX 12/17/2011 50 P 26,009Jun-10 SPX 12/17/2011 100 P 12,461Jun-10 SPX 12/17/2011 100 C 8Jun-10 SPX 12/17/2011 150 P 1,391Jun-10 SPX 12/17/2011 200 C 3Jun-10 SPX 12/17/2011 200 P 32,059Jun-10 SPX 12/17/2011 225 P 5,461Jun-10 SPX 12/17/2011 250 P 103,609Jun-10 SPX 12/17/2011 250 C 15Jun-10 SPX 12/17/2011 275 P 2,137Jun-10 SPX 12/17/2011 280 P 1,400Jun-10 SPX 12/17/2011 280 C 102Jun-10 SPX 12/17/2011 300 P 18,321Jun-10 SPX 12/17/2011 300 C 85Jun-10 SPX 12/17/2011 325 P 62Jun-10 SPX 12/17/2011 350 P 2,037Jun-10 SPX 12/17/2011 350 C 6Jun-10 SPX 12/17/2011 375 P 12Jun-10 SPX 12/17/2011 400 P 155,206Jun-10 SPX 12/17/2011 400 C 32Jun-10 SPX 12/17/2011 425 P 111Jun-10 SPX 12/17/2011 450 P 12,277Jun-10 SPX 12/17/2011 450 C 8Jun-10 SPX 12/17/2011 475 P 168Jun-10 SPX 12/17/2011 500 C 28Jun-10 SPX 12/17/2011 500 P 19,584Jun-10 SPX 12/17/2011 525 P 45Jun-10 SPX 12/17/2011 550 P 8,401Jun-10 SPX 12/17/2011 550 C 6Jun-10 SPX 12/17/2011 600 P 54,639Jun-10 SPX 12/17/2011 600 C 26Jun-10 SPX 12/17/2011 650 P 29,688Jun-10 SPX 12/17/2011 650 C 1,217Jun-10 SPX 12/17/2011 700 P 49,799Jun-10 SPX 12/17/2011 700 C 3,818Jun-10 SPX 12/17/2011 750 P 18,575Jun-10 SPX 12/17/2011 750 C 404Jun-10 SPX 12/17/2011 800 C 14,399Jun-10 SPX 12/17/2011 800 P 65,997Jun-10 SPX 12/17/2011 825 P 586Jun-10 SPX 12/17/2011 825 C 151Jun-10 SPX 12/17/2011 850 P 16,962Jun-10 SPX 12/17/2011 850 C 6,751Jun-10 SPX 12/17/2011 900 P 55,915
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 12/17/2011 900 C 16,927Jun-10 SPX 12/17/2011 920 P 2,319Jun-10 SPX 12/17/2011 920 C 606Jun-10 SPX 12/17/2011 950 P 12,406Jun-10 SPX 12/17/2011 950 C 6,435Jun-10 SPX 12/17/2011 975 P 2,706Jun-10 SPX 12/17/2011 975 C 2Jun-10 SPX 12/17/2011 1000 P 33,396Jun-10 SPX 12/17/2011 1000 C 19,749Jun-10 SPX 12/17/2011 1025 P 5,464Jun-10 SPX 12/17/2011 1025 C 1,083Jun-10 SPX 12/17/2011 1050 P 22,274Jun-10 SPX 12/17/2011 1050 C 11,750Jun-10 SPX 12/17/2011 1075 P 9,844Jun-10 SPX 12/17/2011 1075 C 3,836Jun-10 SPX 12/17/2011 1100 P 55,705Jun-10 SPX 12/17/2011 1100 C 58,799Jun-10 SPX 12/17/2011 1125 P 10,309Jun-10 SPX 12/17/2011 1125 C 15,214Jun-10 SPX 12/17/2011 1150 P 13,927Jun-10 SPX 12/17/2011 1150 C 29,002Jun-10 SPX 12/17/2011 1175 C 2,924Jun-10 SPX 12/17/2011 1175 P 2,671Jun-10 SPX 12/17/2011 1200 P 14,982Jun-10 SPX 12/17/2011 1200 C 52,193Jun-10 SPX 12/17/2011 1225 P 1,000Jun-10 SPX 12/17/2011 1225 C 2,771Jun-10 SPX 12/17/2011 1250 P 1,303Jun-10 SPX 12/17/2011 1250 C 15,474Jun-10 SPX 12/17/2011 1275 P 1,350Jun-10 SPX 12/17/2011 1275 C 5,274Jun-10 SPX 12/17/2011 1300 P 3,045Jun-10 SPX 12/17/2011 1300 C 72,583Jun-10 SPX 12/17/2011 1350 C 7,734Jun-10 SPX 12/17/2011 1350 P 751Jun-10 SPX 12/17/2011 1400 P 3,464Jun-10 SPX 12/17/2011 1400 C 40,866Jun-10 SPX 12/17/2011 1450 C 8,545Jun-10 SPX 12/17/2011 1500 P 2,662Jun-10 SPX 12/17/2011 1500 C 61,553Jun-10 SPX 12/17/2011 1550 C 4,460Jun-10 SPX 12/17/2011 1600 P 527Jun-10 SPX 12/17/2011 1600 C 30,244Jun-10 SPX 12/17/2011 1700 P 97Jun-10 SPX 12/17/2011 1700 C 2,384Jun-10 SPX 12/17/2011 1800 P 121Jun-10 SPX 12/17/2011 1800 C 630Jun-10 SPX 12/17/2011 1900 C 74Jun-10 SPX 12/17/2011 1900 P 106
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 12/17/2011 2000 P 233Jun-10 SPX 12/17/2011 2000 C 5,072Jun-10 SPX 6/16/2012 100 P 10Jun-10 SPX 6/16/2012 825 P 20Jun-10 SPX 6/16/2012 850 P 210Jun-10 SPX 6/16/2012 900 P 1,000Jun-10 SPX 6/16/2012 1050 C 250Jun-10 SPX 6/16/2012 1050 P 4,250Jun-10 SPX 6/16/2012 1075 P 100Jun-10 SPX 6/16/2012 1075 C 100Jun-10 SPX 6/16/2012 1100 P 91Jun-10 SPX 6/16/2012 1125 C 80Jun-10 SPX 6/16/2012 1200 C 50Jun-10 SPX 6/16/2012 1225 P 2Jun-10 SPX 6/16/2012 1250 C 500Jun-10 SPX 6/16/2012 1275 C 60Jun-10 SPX 6/16/2012 1325 C 25Jun-10 SPX 6/16/2012 1450 C 10Jun-10 SPX 12/22/2012 100 P 2,289Jun-10 SPX 12/22/2012 100 C 3Jun-10 SPX 12/22/2012 200 P 3,706Jun-10 SPX 12/22/2012 250 P 1,764Jun-10 SPX 12/22/2012 300 P 1,359Jun-10 SPX 12/22/2012 300 C 6Jun-10 SPX 12/22/2012 350 P 3,885Jun-10 SPX 12/22/2012 350 C 2Jun-10 SPX 12/22/2012 400 P 10,657Jun-10 SPX 12/22/2012 400 C 1Jun-10 SPX 12/22/2012 450 P 1,764Jun-10 SPX 12/22/2012 450 C 10Jun-10 SPX 12/22/2012 500 P 18,154Jun-10 SPX 12/22/2012 500 C 606Jun-10 SPX 12/22/2012 550 P 11,013Jun-10 SPX 12/22/2012 600 P 68,309Jun-10 SPX 12/22/2012 650 P 2,198Jun-10 SPX 12/22/2012 650 C 5Jun-10 SPX 12/22/2012 700 C 4,264Jun-10 SPX 12/22/2012 700 P 13,770Jun-10 SPX 12/22/2012 750 P 6,121Jun-10 SPX 12/22/2012 800 P 9,887Jun-10 SPX 12/22/2012 800 C 111Jun-10 SPX 12/22/2012 825 P 56Jun-10 SPX 12/22/2012 825 C 600Jun-10 SPX 12/22/2012 850 P 16,019Jun-10 SPX 12/22/2012 875 P 10Jun-10 SPX 12/22/2012 900 P 25,717Jun-10 SPX 12/22/2012 900 C 522Jun-10 SPX 12/22/2012 925 C 2Jun-10 SPX 12/22/2012 925 P 201
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 12/22/2012 950 P 8,634Jun-10 SPX 12/22/2012 950 C 1,459Jun-10 SPX 12/22/2012 975 P 2Jun-10 SPX 12/22/2012 975 C 5Jun-10 SPX 12/22/2012 1000 P 15,981Jun-10 SPX 12/22/2012 1000 C 7,663Jun-10 SPX 12/22/2012 1025 P 258Jun-10 SPX 12/22/2012 1025 C 27Jun-10 SPX 12/22/2012 1050 P 13,968Jun-10 SPX 12/22/2012 1050 C 5,312Jun-10 SPX 12/22/2012 1075 P 3,710Jun-10 SPX 12/22/2012 1075 C 3,758Jun-10 SPX 12/22/2012 1100 C 33,505Jun-10 SPX 12/22/2012 1100 P 40,459Jun-10 SPX 12/22/2012 1125 C 4,955Jun-10 SPX 12/22/2012 1125 P 4,776Jun-10 SPX 12/22/2012 1150 P 15,425Jun-10 SPX 12/22/2012 1150 C 20,441Jun-10 SPX 12/22/2012 1175 P 4,307Jun-10 SPX 12/22/2012 1175 C 4,358Jun-10 SPX 12/22/2012 1200 P 22,203Jun-10 SPX 12/22/2012 1200 C 11,897Jun-10 SPX 12/22/2012 1250 P 3,497Jun-10 SPX 12/22/2012 1250 C 15,186Jun-10 SPX 12/22/2012 1300 P 5,862Jun-10 SPX 12/22/2012 1300 C 23,070Jun-10 SPX 12/22/2012 1350 C 1,492Jun-10 SPX 12/22/2012 1350 P 1,000Jun-10 SPX 12/22/2012 1400 P 606Jun-10 SPX 12/22/2012 1400 C 26,749Jun-10 SPX 12/22/2012 1450 P 701Jun-10 SPX 12/22/2012 1450 C 4,001Jun-10 SPX 12/22/2012 1500 P 603Jun-10 SPX 12/22/2012 1500 C 11,531Jun-10 SPX 12/22/2012 1550 P 10Jun-10 SPX 12/22/2012 1550 C 2,041Jun-10 SPX 12/22/2012 1600 P 40Jun-10 SPX 12/22/2012 1600 C 56,860Jun-10 SPX 12/22/2012 1700 P 126Jun-10 SPX 12/22/2012 1700 C 3,502Jun-10 SPX 12/22/2012 1800 P 97Jun-10 SPX 12/22/2012 1800 C 5,763Jun-10 SPX 12/22/2012 1900 P 156Jun-10 SPX 12/22/2012 1900 C 5,452Jun-10 SPX 12/22/2012 2000 P 293Jun-10 SPX 12/22/2012 2000 C 4,756Jun-10 SPX 12/22/2012 2250 P 229Jun-10 SPX 12/22/2012 2250 C 4Jun-10 SPX 12/22/2012 2500 P 277
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-10 SPX 12/22/2012 2500 C 23Jul-10 SPX 8/21/2010 300 C 7Jul-10 SPX 8/21/2010 400 P 71Jul-10 SPX 8/21/2010 450 P 253Jul-10 SPX 8/21/2010 500 P 1,934Jul-10 SPX 8/21/2010 500 C 500Jul-10 SPX 8/21/2010 550 P 7,456Jul-10 SPX 8/21/2010 600 P 16,236Jul-10 SPX 8/21/2010 610 P 6,661Jul-10 SPX 8/21/2010 620 P 6,532Jul-10 SPX 8/21/2010 625 P 7,898Jul-10 SPX 8/21/2010 640 P 7,474Jul-10 SPX 8/21/2010 650 P 19,296Jul-10 SPX 8/21/2010 660 P 6,969Jul-10 SPX 8/21/2010 670 P 5,552Jul-10 SPX 8/21/2010 675 P 5,608Jul-10 SPX 8/21/2010 680 P 4,039Jul-10 SPX 8/21/2010 685 P 2,920Jul-10 SPX 8/21/2010 690 P 3,560Jul-10 SPX 8/21/2010 695 P 3,026Jul-10 SPX 8/21/2010 700 P 41,437Jul-10 SPX 8/21/2010 700 C 39Jul-10 SPX 8/21/2010 705 P 3,345Jul-10 SPX 8/21/2010 710 P 3,605Jul-10 SPX 8/21/2010 715 P 3,072Jul-10 SPX 8/21/2010 720 P 3,814Jul-10 SPX 8/21/2010 725 C 132Jul-10 SPX 8/21/2010 725 P 6,786Jul-10 SPX 8/21/2010 730 P 3,933Jul-10 SPX 8/21/2010 735 P 3,269Jul-10 SPX 8/21/2010 740 P 3,730Jul-10 SPX 8/21/2010 745 P 3,181Jul-10 SPX 8/21/2010 750 P 26,562Jul-10 SPX 8/21/2010 750 C 73Jul-10 SPX 8/21/2010 755 P 3,066Jul-10 SPX 8/21/2010 760 P 7,192Jul-10 SPX 8/21/2010 765 P 2,728Jul-10 SPX 8/21/2010 770 P 3,326Jul-10 SPX 8/21/2010 775 P 16,923Jul-10 SPX 8/21/2010 775 C 113Jul-10 SPX 8/21/2010 780 P 6,363Jul-10 SPX 8/21/2010 785 P 3,212Jul-10 SPX 8/21/2010 790 P 11,742Jul-10 SPX 8/21/2010 795 P 3,191Jul-10 SPX 8/21/2010 800 P 81,089Jul-10 SPX 8/21/2010 800 C 96Jul-10 SPX 8/21/2010 805 P 3,333Jul-10 SPX 8/21/2010 810 P 3,860Jul-10 SPX 8/21/2010 815 P 5,858
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 8/21/2010 820 P 9,388Jul-10 SPX 8/21/2010 825 P 17,465Jul-10 SPX 8/21/2010 825 C 131Jul-10 SPX 8/21/2010 830 P 8,207Jul-10 SPX 8/21/2010 835 P 3,285Jul-10 SPX 8/21/2010 840 P 7,945Jul-10 SPX 8/21/2010 845 P 3,399Jul-10 SPX 8/21/2010 850 P 52,055Jul-10 SPX 8/21/2010 850 C 78Jul-10 SPX 8/21/2010 855 P 2,277Jul-10 SPX 8/21/2010 860 P 8,077Jul-10 SPX 8/21/2010 865 P 4,148Jul-10 SPX 8/21/2010 870 P 3,642Jul-10 SPX 8/21/2010 875 P 46,766Jul-10 SPX 8/21/2010 875 C 115Jul-10 SPX 8/21/2010 880 P 5,021Jul-10 SPX 8/21/2010 885 P 3,093Jul-10 SPX 8/21/2010 885 C 35Jul-10 SPX 8/21/2010 890 P 7,913Jul-10 SPX 8/21/2010 890 C 35Jul-10 SPX 8/21/2010 895 P 3,488Jul-10 SPX 8/21/2010 900 P 77,024Jul-10 SPX 8/21/2010 900 C 145Jul-10 SPX 8/21/2010 905 P 2,644Jul-10 SPX 8/21/2010 910 P 7,559Jul-10 SPX 8/21/2010 915 P 6,909Jul-10 SPX 8/21/2010 920 C 1Jul-10 SPX 8/21/2010 920 P 6,335Jul-10 SPX 8/21/2010 925 C 28Jul-10 SPX 8/21/2010 925 P 32,961Jul-10 SPX 8/21/2010 930 P 14,850Jul-10 SPX 8/21/2010 930 C 9Jul-10 SPX 8/21/2010 935 P 3,338Jul-10 SPX 8/21/2010 935 C 1Jul-10 SPX 8/21/2010 940 P 13,234Jul-10 SPX 8/21/2010 940 C 3Jul-10 SPX 8/21/2010 945 P 2,698Jul-10 SPX 8/21/2010 945 C 1Jul-10 SPX 8/21/2010 950 P 75,866Jul-10 SPX 8/21/2010 950 C 251Jul-10 SPX 8/21/2010 955 P 6,160Jul-10 SPX 8/21/2010 960 P 14,423Jul-10 SPX 8/21/2010 960 C 9Jul-10 SPX 8/21/2010 965 P 3,104Jul-10 SPX 8/21/2010 965 C 27Jul-10 SPX 8/21/2010 970 P 11,734Jul-10 SPX 8/21/2010 970 C 25Jul-10 SPX 8/21/2010 975 P 36,672Jul-10 SPX 8/21/2010 975 C 2,402
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 8/21/2010 980 C 174Jul-10 SPX 8/21/2010 980 P 8,635Jul-10 SPX 8/21/2010 985 P 6,390Jul-10 SPX 8/21/2010 985 C 2Jul-10 SPX 8/21/2010 990 P 14,583Jul-10 SPX 8/21/2010 990 C 77Jul-10 SPX 8/21/2010 995 P 3,291Jul-10 SPX 8/21/2010 995 C 11Jul-10 SPX 8/21/2010 1000 P 104,847Jul-10 SPX 8/21/2010 1000 C 35,117Jul-10 SPX 8/21/2010 1005 P 4,003Jul-10 SPX 8/21/2010 1005 C 46Jul-10 SPX 8/21/2010 1010 C 373Jul-10 SPX 8/21/2010 1010 P 24,841Jul-10 SPX 8/21/2010 1015 P 3,911Jul-10 SPX 8/21/2010 1015 C 510Jul-10 SPX 8/21/2010 1020 P 17,470Jul-10 SPX 8/21/2010 1020 C 142Jul-10 SPX 8/21/2010 1025 P 73,055Jul-10 SPX 8/21/2010 1025 C 5,526Jul-10 SPX 8/21/2010 1030 P 12,748Jul-10 SPX 8/21/2010 1030 C 1,354Jul-10 SPX 8/21/2010 1035 C 1,129Jul-10 SPX 8/21/2010 1035 P 5,798Jul-10 SPX 8/21/2010 1040 C 3,359Jul-10 SPX 8/21/2010 1040 P 31,888Jul-10 SPX 8/21/2010 1045 P 3,215Jul-10 SPX 8/21/2010 1045 C 3,880Jul-10 SPX 8/21/2010 1050 P 199,350Jul-10 SPX 8/21/2010 1050 C 147,733Jul-10 SPX 8/21/2010 1055 P 6,712Jul-10 SPX 8/21/2010 1055 C 2,688Jul-10 SPX 8/21/2010 1060 P 27,357Jul-10 SPX 8/21/2010 1060 C 1,068Jul-10 SPX 8/21/2010 1065 P 5,066Jul-10 SPX 8/21/2010 1065 C 2,239Jul-10 SPX 8/21/2010 1070 C 3,043Jul-10 SPX 8/21/2010 1070 P 23,957Jul-10 SPX 8/21/2010 1075 P 41,727Jul-10 SPX 8/21/2010 1075 C 67,048Jul-10 SPX 8/21/2010 1080 P 11,996Jul-10 SPX 8/21/2010 1080 C 9,223Jul-10 SPX 8/21/2010 1085 P 3,805Jul-10 SPX 8/21/2010 1085 C 7,384Jul-10 SPX 8/21/2010 1090 P 9,395Jul-10 SPX 8/21/2010 1090 C 7,237Jul-10 SPX 8/21/2010 1095 C 23,919Jul-10 SPX 8/21/2010 1095 P 871Jul-10 SPX 8/21/2010 1100 P 97,920
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 8/21/2010 1100 C 133,577Jul-10 SPX 8/21/2010 1105 P 3,016Jul-10 SPX 8/21/2010 1105 C 5,566Jul-10 SPX 8/21/2010 1110 P 3,615Jul-10 SPX 8/21/2010 1110 C 14,612Jul-10 SPX 8/21/2010 1115 P 615Jul-10 SPX 8/21/2010 1115 C 11,259Jul-10 SPX 8/21/2010 1120 P 1,296Jul-10 SPX 8/21/2010 1120 C 15,255Jul-10 SPX 8/21/2010 1125 C 56,710Jul-10 SPX 8/21/2010 1125 P 12,354Jul-10 SPX 8/21/2010 1130 P 574Jul-10 SPX 8/21/2010 1130 C 15,461Jul-10 SPX 8/21/2010 1135 P 207Jul-10 SPX 8/21/2010 1135 C 9,459Jul-10 SPX 8/21/2010 1140 P 336Jul-10 SPX 8/21/2010 1140 C 18,514Jul-10 SPX 8/21/2010 1145 P 46Jul-10 SPX 8/21/2010 1145 C 4,742Jul-10 SPX 8/21/2010 1150 C 80,838Jul-10 SPX 8/21/2010 1150 P 13,727Jul-10 SPX 8/21/2010 1155 P 105Jul-10 SPX 8/21/2010 1155 C 8,246Jul-10 SPX 8/21/2010 1160 P 882Jul-10 SPX 8/21/2010 1160 C 18,662Jul-10 SPX 8/21/2010 1165 P 58Jul-10 SPX 8/21/2010 1165 C 9,471Jul-10 SPX 8/21/2010 1170 P 2,367Jul-10 SPX 8/21/2010 1170 C 17,691Jul-10 SPX 8/21/2010 1175 P 9,028Jul-10 SPX 8/21/2010 1175 C 52,854Jul-10 SPX 8/21/2010 1180 C 12,931Jul-10 SPX 8/21/2010 1180 P 572Jul-10 SPX 8/21/2010 1185 P 55Jul-10 SPX 8/21/2010 1185 C 7,549Jul-10 SPX 8/21/2010 1190 P 488Jul-10 SPX 8/21/2010 1190 C 9,708Jul-10 SPX 8/21/2010 1195 P 1,520Jul-10 SPX 8/21/2010 1195 C 11,747Jul-10 SPX 8/21/2010 1200 P 6,118Jul-10 SPX 8/21/2010 1200 C 29,630Jul-10 SPX 8/21/2010 1205 P 59Jul-10 SPX 8/21/2010 1205 C 2,535Jul-10 SPX 8/21/2010 1210 C 14,481Jul-10 SPX 8/21/2010 1210 P 19Jul-10 SPX 8/21/2010 1215 C 5,021Jul-10 SPX 8/21/2010 1215 P 20Jul-10 SPX 8/21/2010 1220 P 80Jul-10 SPX 8/21/2010 1220 C 5,262
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 8/21/2010 1225 P 191Jul-10 SPX 8/21/2010 1225 C 27,361Jul-10 SPX 8/21/2010 1230 P 60Jul-10 SPX 8/21/2010 1230 C 23,498Jul-10 SPX 8/21/2010 1235 P 16Jul-10 SPX 8/21/2010 1235 C 1,769Jul-10 SPX 8/21/2010 1240 C 11,653Jul-10 SPX 8/21/2010 1240 P 46Jul-10 SPX 8/21/2010 1245 C 3,451Jul-10 SPX 8/21/2010 1250 P 91Jul-10 SPX 8/21/2010 1250 C 36,480Jul-10 SPX 8/21/2010 1255 C 1,209Jul-10 SPX 8/21/2010 1260 C 7,563Jul-10 SPX 8/21/2010 1265 C 1,015Jul-10 SPX 8/21/2010 1270 C 1,528Jul-10 SPX 8/21/2010 1275 P 34Jul-10 SPX 8/21/2010 1275 C 8,540Jul-10 SPX 8/21/2010 1280 C 1,923Jul-10 SPX 8/21/2010 1290 C 1,949Jul-10 SPX 8/21/2010 1300 C 9,650Jul-10 SPX 8/21/2010 1310 C 338Jul-10 SPX 8/21/2010 1320 C 240Jul-10 SPX 8/21/2010 1325 P 1,710Jul-10 SPX 8/21/2010 1325 C 2,379Jul-10 SPX 8/21/2010 1330 C 355Jul-10 SPX 8/21/2010 1340 C 15Jul-10 SPX 8/21/2010 1350 C 261Jul-10 SPX 8/21/2010 1360 C 24Jul-10 SPX 8/21/2010 1375 P 30Jul-10 SPX 8/21/2010 1375 C 78Jul-10 SPX 8/21/2010 1380 C 24Jul-10 SPX 8/21/2010 1400 C 127Jul-10 SPX 8/21/2010 1425 C 70Jul-10 SPX 8/21/2010 1450 C 149Jul-10 SPX 8/21/2010 1500 P 500Jul-10 SPX 8/21/2010 1500 C 500Jul-10 SPX 8/21/2010 1550 C 104Jul-10 SPX 9/18/2010 200 P 225Jul-10 SPX 9/18/2010 200 C 2Jul-10 SPX 9/18/2010 250 P 50Jul-10 SPX 9/18/2010 300 C 3Jul-10 SPX 9/18/2010 300 P 159Jul-10 SPX 9/18/2010 350 P 158Jul-10 SPX 9/18/2010 400 C 1,030Jul-10 SPX 9/18/2010 400 P 1,661Jul-10 SPX 9/18/2010 450 P 330Jul-10 SPX 9/18/2010 475 P 103Jul-10 SPX 9/18/2010 500 P 52,643Jul-10 SPX 9/18/2010 500 C 34,911
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 9/18/2010 550 P 23,452Jul-10 SPX 9/18/2010 600 C 11Jul-10 SPX 9/18/2010 600 P 21,426Jul-10 SPX 9/18/2010 650 P 20,716Jul-10 SPX 9/18/2010 655 P 80Jul-10 SPX 9/18/2010 660 P 56Jul-10 SPX 9/18/2010 665 P 54Jul-10 SPX 9/18/2010 670 P 50Jul-10 SPX 9/18/2010 675 C 44Jul-10 SPX 9/18/2010 675 P 8,023Jul-10 SPX 9/18/2010 700 P 105,217Jul-10 SPX 9/18/2010 700 C 45Jul-10 SPX 9/18/2010 710 P 574Jul-10 SPX 9/18/2010 720 P 534Jul-10 SPX 9/18/2010 725 P 3,718Jul-10 SPX 9/18/2010 725 C 25Jul-10 SPX 9/18/2010 730 P 444Jul-10 SPX 9/18/2010 730 C 25Jul-10 SPX 9/18/2010 740 P 365Jul-10 SPX 9/18/2010 750 P 26,117Jul-10 SPX 9/18/2010 750 C 1,250Jul-10 SPX 9/18/2010 755 P 94Jul-10 SPX 9/18/2010 760 P 250Jul-10 SPX 9/18/2010 765 P 1,805Jul-10 SPX 9/18/2010 770 P 115Jul-10 SPX 9/18/2010 775 P 4,660Jul-10 SPX 9/18/2010 775 C 46Jul-10 SPX 9/18/2010 780 P 5,855Jul-10 SPX 9/18/2010 780 C 10Jul-10 SPX 9/18/2010 785 P 2Jul-10 SPX 9/18/2010 790 P 118Jul-10 SPX 9/18/2010 795 P 20Jul-10 SPX 9/18/2010 800 P 90,581Jul-10 SPX 9/18/2010 800 C 43Jul-10 SPX 9/18/2010 805 P 15Jul-10 SPX 9/18/2010 810 P 96Jul-10 SPX 9/18/2010 815 P 15Jul-10 SPX 9/18/2010 820 P 74Jul-10 SPX 9/18/2010 825 P 17,106Jul-10 SPX 9/18/2010 825 C 110Jul-10 SPX 9/18/2010 830 P 6Jul-10 SPX 9/18/2010 835 P 13Jul-10 SPX 9/18/2010 840 P 44Jul-10 SPX 9/18/2010 845 P 6Jul-10 SPX 9/18/2010 850 C 54Jul-10 SPX 9/18/2010 850 P 97,176Jul-10 SPX 9/18/2010 855 P 2Jul-10 SPX 9/18/2010 860 P 1,430Jul-10 SPX 9/18/2010 865 P 506
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 9/18/2010 870 P 1,765Jul-10 SPX 9/18/2010 875 C 667Jul-10 SPX 9/18/2010 875 P 20,173Jul-10 SPX 9/18/2010 880 P 875Jul-10 SPX 9/18/2010 885 P 32Jul-10 SPX 9/18/2010 890 P 13,042Jul-10 SPX 9/18/2010 895 P 515Jul-10 SPX 9/18/2010 900 C 1,754Jul-10 SPX 9/18/2010 900 P 119,604Jul-10 SPX 9/18/2010 905 P 108Jul-10 SPX 9/18/2010 910 P 3,206Jul-10 SPX 9/18/2010 915 P 41Jul-10 SPX 9/18/2010 920 P 2,644Jul-10 SPX 9/18/2010 920 C 10Jul-10 SPX 9/18/2010 925 P 33,576Jul-10 SPX 9/18/2010 925 C 89Jul-10 SPX 9/18/2010 930 P 4,675Jul-10 SPX 9/18/2010 930 C 5Jul-10 SPX 9/18/2010 935 C 2Jul-10 SPX 9/18/2010 935 P 310Jul-10 SPX 9/18/2010 940 P 9,154Jul-10 SPX 9/18/2010 945 P 10,751Jul-10 SPX 9/18/2010 945 C 10Jul-10 SPX 9/18/2010 950 P 106,585Jul-10 SPX 9/18/2010 950 C 469Jul-10 SPX 9/18/2010 955 P 12Jul-10 SPX 9/18/2010 960 P 5,498Jul-10 SPX 9/18/2010 960 C 1Jul-10 SPX 9/18/2010 965 P 544Jul-10 SPX 9/18/2010 970 P 3,417Jul-10 SPX 9/18/2010 975 P 47,190Jul-10 SPX 9/18/2010 975 C 958Jul-10 SPX 9/18/2010 980 P 558Jul-10 SPX 9/18/2010 980 C 20,001Jul-10 SPX 9/18/2010 985 P 4,074Jul-10 SPX 9/18/2010 990 C 97Jul-10 SPX 9/18/2010 990 P 7,380Jul-10 SPX 9/18/2010 995 P 54Jul-10 SPX 9/18/2010 1000 P 123,356Jul-10 SPX 9/18/2010 1000 C 6,957Jul-10 SPX 9/18/2010 1005 P 116Jul-10 SPX 9/18/2010 1005 C 68Jul-10 SPX 9/18/2010 1010 P 18,372Jul-10 SPX 9/18/2010 1010 C 9,767Jul-10 SPX 9/18/2010 1015 P 10,563Jul-10 SPX 9/18/2010 1015 C 8,964Jul-10 SPX 9/18/2010 1020 P 15,116Jul-10 SPX 9/18/2010 1020 C 14,100Jul-10 SPX 9/18/2010 1025 P 76,910
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 9/18/2010 1025 C 24,394Jul-10 SPX 9/18/2010 1030 P 31,369Jul-10 SPX 9/18/2010 1030 C 34,249Jul-10 SPX 9/18/2010 1035 P 17,315Jul-10 SPX 9/18/2010 1035 C 15,411Jul-10 SPX 9/18/2010 1040 P 38,148Jul-10 SPX 9/18/2010 1040 C 31,269Jul-10 SPX 9/18/2010 1045 P 9,497Jul-10 SPX 9/18/2010 1045 C 9,665Jul-10 SPX 9/18/2010 1050 C 109,792Jul-10 SPX 9/18/2010 1050 P 156,584Jul-10 SPX 9/18/2010 1055 P 4,251Jul-10 SPX 9/18/2010 1055 C 3,809Jul-10 SPX 9/18/2010 1060 P 16,899Jul-10 SPX 9/18/2010 1060 C 15,898Jul-10 SPX 9/18/2010 1065 P 23,293Jul-10 SPX 9/18/2010 1065 C 21,700Jul-10 SPX 9/18/2010 1070 P 40,164Jul-10 SPX 9/18/2010 1070 C 28,040Jul-10 SPX 9/18/2010 1075 P 62,780Jul-10 SPX 9/18/2010 1075 C 41,972Jul-10 SPX 9/18/2010 1080 C 30,915Jul-10 SPX 9/18/2010 1080 P 48,238Jul-10 SPX 9/18/2010 1085 P 20,759Jul-10 SPX 9/18/2010 1085 C 21,453Jul-10 SPX 9/18/2010 1090 P 50,600Jul-10 SPX 9/18/2010 1090 C 24,384Jul-10 SPX 9/18/2010 1095 P 19,331Jul-10 SPX 9/18/2010 1095 C 20,338Jul-10 SPX 9/18/2010 1100 P 144,148Jul-10 SPX 9/18/2010 1100 C 157,872Jul-10 SPX 9/18/2010 1105 C 27,322Jul-10 SPX 9/18/2010 1105 P 27,690Jul-10 SPX 9/18/2010 1110 P 31,310Jul-10 SPX 9/18/2010 1110 C 32,676Jul-10 SPX 9/18/2010 1115 P 14,137Jul-10 SPX 9/18/2010 1115 C 20,316Jul-10 SPX 9/18/2010 1120 P 8,080Jul-10 SPX 9/18/2010 1120 C 7,216Jul-10 SPX 9/18/2010 1125 P 31,366Jul-10 SPX 9/18/2010 1125 C 42,174Jul-10 SPX 9/18/2010 1130 P 11,969Jul-10 SPX 9/18/2010 1130 C 11,865Jul-10 SPX 9/18/2010 1135 P 558Jul-10 SPX 9/18/2010 1135 C 900Jul-10 SPX 9/18/2010 1140 P 853Jul-10 SPX 9/18/2010 1140 C 6,857Jul-10 SPX 9/18/2010 1145 P 13Jul-10 SPX 9/18/2010 1145 C 9,129
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 9/18/2010 1150 P 40,476Jul-10 SPX 9/18/2010 1150 C 73,585Jul-10 SPX 9/18/2010 1155 P 771Jul-10 SPX 9/18/2010 1155 C 1,591Jul-10 SPX 9/18/2010 1160 P 6Jul-10 SPX 9/18/2010 1160 C 9,758Jul-10 SPX 9/18/2010 1165 C 1,324Jul-10 SPX 9/18/2010 1165 P 1Jul-10 SPX 9/18/2010 1170 P 31Jul-10 SPX 9/18/2010 1170 C 10,700Jul-10 SPX 9/18/2010 1175 P 27,346Jul-10 SPX 9/18/2010 1175 C 62,059Jul-10 SPX 9/18/2010 1180 P 2,739Jul-10 SPX 9/18/2010 1180 C 1,910Jul-10 SPX 9/18/2010 1185 P 1,000Jul-10 SPX 9/18/2010 1185 C 4,829Jul-10 SPX 9/18/2010 1190 P 5,513Jul-10 SPX 9/18/2010 1190 C 5,837Jul-10 SPX 9/18/2010 1195 C 7,624Jul-10 SPX 9/18/2010 1195 P 2,579Jul-10 SPX 9/18/2010 1200 P 31,062Jul-10 SPX 9/18/2010 1200 C 82,302Jul-10 SPX 9/18/2010 1205 P 2,190Jul-10 SPX 9/18/2010 1205 C 5,021Jul-10 SPX 9/18/2010 1210 C 3,394Jul-10 SPX 9/18/2010 1215 C 157Jul-10 SPX 9/18/2010 1220 C 2,673Jul-10 SPX 9/18/2010 1220 P 20Jul-10 SPX 9/18/2010 1225 P 4,166Jul-10 SPX 9/18/2010 1225 C 53,007Jul-10 SPX 9/18/2010 1230 P 13Jul-10 SPX 9/18/2010 1230 C 517Jul-10 SPX 9/18/2010 1235 P 13Jul-10 SPX 9/18/2010 1240 C 22,533Jul-10 SPX 9/18/2010 1250 P 2,480Jul-10 SPX 9/18/2010 1250 C 41,353Jul-10 SPX 9/18/2010 1255 C 2,526Jul-10 SPX 9/18/2010 1260 P 14Jul-10 SPX 9/18/2010 1260 C 20Jul-10 SPX 9/18/2010 1275 P 1Jul-10 SPX 9/18/2010 1275 C 34,340Jul-10 SPX 9/18/2010 1280 C 5,284Jul-10 SPX 9/18/2010 1290 C 172Jul-10 SPX 9/18/2010 1300 P 80Jul-10 SPX 9/18/2010 1300 C 47,852Jul-10 SPX 9/18/2010 1325 P 2Jul-10 SPX 9/18/2010 1325 C 11,455Jul-10 SPX 9/18/2010 1350 P 33Jul-10 SPX 9/18/2010 1350 C 19,946
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 9/18/2010 1375 P 34Jul-10 SPX 9/18/2010 1375 C 2,251Jul-10 SPX 9/18/2010 1400 C 10,643Jul-10 SPX 9/18/2010 1400 P 1,035Jul-10 SPX 9/18/2010 1450 C 81Jul-10 SPX 9/18/2010 1500 P 34,931Jul-10 SPX 9/18/2010 1500 C 35,515Jul-10 SPX 10/16/2010 300 P 1Jul-10 SPX 10/16/2010 400 P 103Jul-10 SPX 10/16/2010 450 P 107Jul-10 SPX 10/16/2010 500 P 1,585Jul-10 SPX 10/16/2010 500 C 1,500Jul-10 SPX 10/16/2010 550 P 203Jul-10 SPX 10/16/2010 600 P 351Jul-10 SPX 10/16/2010 625 P 505Jul-10 SPX 10/16/2010 650 P 270Jul-10 SPX 10/16/2010 675 P 1,053Jul-10 SPX 10/16/2010 695 P 100Jul-10 SPX 10/16/2010 700 C 4Jul-10 SPX 10/16/2010 700 P 2,451Jul-10 SPX 10/16/2010 710 P 200Jul-10 SPX 10/16/2010 720 P 300Jul-10 SPX 10/16/2010 725 P 660Jul-10 SPX 10/16/2010 730 P 200Jul-10 SPX 10/16/2010 740 P 200Jul-10 SPX 10/16/2010 750 P 863Jul-10 SPX 10/16/2010 775 P 540Jul-10 SPX 10/16/2010 775 C 10Jul-10 SPX 10/16/2010 800 C 10Jul-10 SPX 10/16/2010 800 P 3,048Jul-10 SPX 10/16/2010 825 P 4,215Jul-10 SPX 10/16/2010 830 P 1Jul-10 SPX 10/16/2010 840 P 31Jul-10 SPX 10/16/2010 850 P 9,425Jul-10 SPX 10/16/2010 860 P 1Jul-10 SPX 10/16/2010 875 P 786Jul-10 SPX 10/16/2010 880 P 51Jul-10 SPX 10/16/2010 890 P 22Jul-10 SPX 10/16/2010 900 P 7,468Jul-10 SPX 10/16/2010 900 C 1,000Jul-10 SPX 10/16/2010 920 P 10Jul-10 SPX 10/16/2010 925 P 6,911Jul-10 SPX 10/16/2010 925 C 10Jul-10 SPX 10/16/2010 940 P 8Jul-10 SPX 10/16/2010 950 P 11,275Jul-10 SPX 10/16/2010 950 C 153Jul-10 SPX 10/16/2010 960 P 118Jul-10 SPX 10/16/2010 970 P 1Jul-10 SPX 10/16/2010 975 P 8,484
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 10/16/2010 975 C 3Jul-10 SPX 10/16/2010 980 P 4Jul-10 SPX 10/16/2010 990 P 6Jul-10 SPX 10/16/2010 990 C 1Jul-10 SPX 10/16/2010 1000 P 20,959Jul-10 SPX 10/16/2010 1000 C 274Jul-10 SPX 10/16/2010 1010 P 1,105Jul-10 SPX 10/16/2010 1020 P 18Jul-10 SPX 10/16/2010 1020 C 5Jul-10 SPX 10/16/2010 1025 P 13,494Jul-10 SPX 10/16/2010 1025 C 3,100Jul-10 SPX 10/16/2010 1030 P 11Jul-10 SPX 10/16/2010 1040 P 873Jul-10 SPX 10/16/2010 1050 P 23,386Jul-10 SPX 10/16/2010 1050 C 9,418Jul-10 SPX 10/16/2010 1060 P 1,335Jul-10 SPX 10/16/2010 1060 C 2Jul-10 SPX 10/16/2010 1070 P 462Jul-10 SPX 10/16/2010 1070 C 561Jul-10 SPX 10/16/2010 1075 C 10,164Jul-10 SPX 10/16/2010 1075 P 11,769Jul-10 SPX 10/16/2010 1080 P 1,008Jul-10 SPX 10/16/2010 1080 C 29Jul-10 SPX 10/16/2010 1090 P 1,005Jul-10 SPX 10/16/2010 1090 C 1,005Jul-10 SPX 10/16/2010 1100 P 48,154Jul-10 SPX 10/16/2010 1100 C 16,555Jul-10 SPX 10/16/2010 1110 P 259Jul-10 SPX 10/16/2010 1110 C 431Jul-10 SPX 10/16/2010 1120 P 24Jul-10 SPX 10/16/2010 1120 C 1,810Jul-10 SPX 10/16/2010 1125 P 706Jul-10 SPX 10/16/2010 1125 C 8,927Jul-10 SPX 10/16/2010 1130 C 31Jul-10 SPX 10/16/2010 1140 C 2,009Jul-10 SPX 10/16/2010 1150 P 4Jul-10 SPX 10/16/2010 1150 C 8,756Jul-10 SPX 10/16/2010 1160 C 278Jul-10 SPX 10/16/2010 1170 C 91Jul-10 SPX 10/16/2010 1175 C 5,746Jul-10 SPX 10/16/2010 1175 P 1Jul-10 SPX 10/16/2010 1180 C 4,010Jul-10 SPX 10/16/2010 1190 C 97Jul-10 SPX 10/16/2010 1195 C 253Jul-10 SPX 10/16/2010 1200 P 104Jul-10 SPX 10/16/2010 1200 C 4,248Jul-10 SPX 10/16/2010 1210 C 225Jul-10 SPX 10/16/2010 1220 C 3,559Jul-10 SPX 10/16/2010 1225 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 10/16/2010 1225 C 2,494Jul-10 SPX 10/16/2010 1230 C 10Jul-10 SPX 10/16/2010 1240 C 404Jul-10 SPX 10/16/2010 1250 P 1Jul-10 SPX 10/16/2010 1250 C 449Jul-10 SPX 10/16/2010 1255 C 378Jul-10 SPX 10/16/2010 1260 C 204Jul-10 SPX 10/16/2010 1270 C 3Jul-10 SPX 10/16/2010 1275 C 4Jul-10 SPX 10/16/2010 1280 C 1Jul-10 SPX 10/16/2010 1300 C 1,711Jul-10 SPX 10/16/2010 1350 C 10Jul-10 SPX 10/16/2010 1375 C 102Jul-10 SPX 10/16/2010 1500 P 1,500Jul-10 SPX 10/16/2010 1500 C 1,500Jul-10 SPX 11/20/2010 600 P 1,717Jul-10 SPX 11/20/2010 650 P 200Jul-10 SPX 11/20/2010 675 P 200Jul-10 SPX 11/20/2010 700 P 802Jul-10 SPX 11/20/2010 725 P 300Jul-10 SPX 11/20/2010 750 P 554Jul-10 SPX 11/20/2010 775 P 6Jul-10 SPX 11/20/2010 800 P 157Jul-10 SPX 11/20/2010 825 P 47Jul-10 SPX 11/20/2010 850 P 650Jul-10 SPX 11/20/2010 875 P 85Jul-10 SPX 11/20/2010 900 P 3,646Jul-10 SPX 11/20/2010 925 P 19Jul-10 SPX 11/20/2010 950 P 4,885Jul-10 SPX 11/20/2010 975 P 256Jul-10 SPX 11/20/2010 1000 P 1,066Jul-10 SPX 11/20/2010 1025 P 1,238Jul-10 SPX 11/20/2010 1050 P 2,799Jul-10 SPX 11/20/2010 1075 P 3,992Jul-10 SPX 11/20/2010 1075 C 880Jul-10 SPX 11/20/2010 1100 P 2,823Jul-10 SPX 11/20/2010 1100 C 2,015Jul-10 SPX 11/20/2010 1125 P 1Jul-10 SPX 11/20/2010 1125 C 60Jul-10 SPX 11/20/2010 1150 C 385Jul-10 SPX 11/20/2010 1150 P 1Jul-10 SPX 11/20/2010 1175 C 410Jul-10 SPX 11/20/2010 1175 P 1Jul-10 SPX 11/20/2010 1200 C 409Jul-10 SPX 11/20/2010 1225 C 1,799Jul-10 SPX 11/20/2010 1250 C 162Jul-10 SPX 11/20/2010 1275 C 213Jul-10 SPX 12/18/2010 100 P 7,995Jul-10 SPX 12/18/2010 100 C 507
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 12/18/2010 200 P 40,360Jul-10 SPX 12/18/2010 200 C 17Jul-10 SPX 12/18/2010 250 P 2,685Jul-10 SPX 12/18/2010 300 P 3,244Jul-10 SPX 12/18/2010 300 C 104Jul-10 SPX 12/18/2010 325 P 925Jul-10 SPX 12/18/2010 350 P 2,420Jul-10 SPX 12/18/2010 350 C 2Jul-10 SPX 12/18/2010 400 P 88,805Jul-10 SPX 12/18/2010 400 C 26Jul-10 SPX 12/18/2010 425 P 35,593Jul-10 SPX 12/18/2010 450 P 31,475Jul-10 SPX 12/18/2010 475 P 8,771Jul-10 SPX 12/18/2010 500 C 17,827Jul-10 SPX 12/18/2010 500 P 129,432Jul-10 SPX 12/18/2010 525 P 6,419Jul-10 SPX 12/18/2010 550 P 100,660Jul-10 SPX 12/18/2010 550 C 1Jul-10 SPX 12/18/2010 575 P 10,972Jul-10 SPX 12/18/2010 575 C 5Jul-10 SPX 12/18/2010 600 P 150,970Jul-10 SPX 12/18/2010 600 C 2,174Jul-10 SPX 12/18/2010 650 P 25,246Jul-10 SPX 12/18/2010 650 C 1,204Jul-10 SPX 12/18/2010 675 P 3,721Jul-10 SPX 12/18/2010 675 C 1,941Jul-10 SPX 12/18/2010 700 C 7,591Jul-10 SPX 12/18/2010 700 P 52,311Jul-10 SPX 12/18/2010 725 P 5,296Jul-10 SPX 12/18/2010 725 C 1,000Jul-10 SPX 12/18/2010 750 P 56,689Jul-10 SPX 12/18/2010 750 C 15,473Jul-10 SPX 12/18/2010 775 P 6,286Jul-10 SPX 12/18/2010 775 C 2,132Jul-10 SPX 12/18/2010 800 P 116,301Jul-10 SPX 12/18/2010 800 C 20,214Jul-10 SPX 12/18/2010 825 C 2,393Jul-10 SPX 12/18/2010 825 P 21,264Jul-10 SPX 12/18/2010 840 P 3,391Jul-10 SPX 12/18/2010 850 P 68,557Jul-10 SPX 12/18/2010 850 C 24,634Jul-10 SPX 12/18/2010 875 C 2,724Jul-10 SPX 12/18/2010 875 P 19,886Jul-10 SPX 12/18/2010 900 P 112,339Jul-10 SPX 12/18/2010 900 C 47,731Jul-10 SPX 12/18/2010 925 P 24,245Jul-10 SPX 12/18/2010 925 C 226Jul-10 SPX 12/18/2010 930 P 1,677Jul-10 SPX 12/18/2010 930 C 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 12/18/2010 935 P 263Jul-10 SPX 12/18/2010 940 P 976Jul-10 SPX 12/18/2010 945 P 78Jul-10 SPX 12/18/2010 945 C 7Jul-10 SPX 12/18/2010 950 C 30,344Jul-10 SPX 12/18/2010 950 P 64,940Jul-10 SPX 12/18/2010 975 P 30,216Jul-10 SPX 12/18/2010 975 C 4,057Jul-10 SPX 12/18/2010 1000 P 196,090Jul-10 SPX 12/18/2010 1000 C 44,811Jul-10 SPX 12/18/2010 1025 P 66,131Jul-10 SPX 12/18/2010 1025 C 14,721Jul-10 SPX 12/18/2010 1030 P 2,086Jul-10 SPX 12/18/2010 1030 C 804Jul-10 SPX 12/18/2010 1035 P 6,301Jul-10 SPX 12/18/2010 1035 C 8Jul-10 SPX 12/18/2010 1040 C 912Jul-10 SPX 12/18/2010 1040 P 1,898Jul-10 SPX 12/18/2010 1045 P 3,798Jul-10 SPX 12/18/2010 1045 C 1,150Jul-10 SPX 12/18/2010 1050 P 88,218Jul-10 SPX 12/18/2010 1050 C 40,424Jul-10 SPX 12/18/2010 1055 C 23Jul-10 SPX 12/18/2010 1055 P 57Jul-10 SPX 12/18/2010 1060 P 4,760Jul-10 SPX 12/18/2010 1060 C 260Jul-10 SPX 12/18/2010 1065 P 191Jul-10 SPX 12/18/2010 1065 C 128Jul-10 SPX 12/18/2010 1070 C 1,417Jul-10 SPX 12/18/2010 1070 P 6,303Jul-10 SPX 12/18/2010 1075 P 65,929Jul-10 SPX 12/18/2010 1075 C 24,246Jul-10 SPX 12/18/2010 1100 P 127,994Jul-10 SPX 12/18/2010 1100 C 151,553Jul-10 SPX 12/18/2010 1105 P 349Jul-10 SPX 12/18/2010 1105 C 898Jul-10 SPX 12/18/2010 1110 P 2,784Jul-10 SPX 12/18/2010 1110 C 593Jul-10 SPX 12/18/2010 1115 P 65Jul-10 SPX 12/18/2010 1115 C 2,414Jul-10 SPX 12/18/2010 1120 C 467Jul-10 SPX 12/18/2010 1120 P 2,368Jul-10 SPX 12/18/2010 1125 P 25,238Jul-10 SPX 12/18/2010 1125 C 42,212Jul-10 SPX 12/18/2010 1150 P 60,941Jul-10 SPX 12/18/2010 1150 C 88,221Jul-10 SPX 12/18/2010 1175 P 33,550Jul-10 SPX 12/18/2010 1175 C 46,518Jul-10 SPX 12/18/2010 1200 P 75,309
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 12/18/2010 1200 C 193,493Jul-10 SPX 12/18/2010 1220 C 100Jul-10 SPX 12/18/2010 1225 C 25,805Jul-10 SPX 12/18/2010 1225 P 3,457Jul-10 SPX 12/18/2010 1235 C 7Jul-10 SPX 12/18/2010 1240 C 100Jul-10 SPX 12/18/2010 1250 P 16,860Jul-10 SPX 12/18/2010 1250 C 86,351Jul-10 SPX 12/18/2010 1255 P 1Jul-10 SPX 12/18/2010 1255 C 8,922Jul-10 SPX 12/18/2010 1260 C 2,688Jul-10 SPX 12/18/2010 1265 C 358Jul-10 SPX 12/18/2010 1270 C 5,270Jul-10 SPX 12/18/2010 1275 P 60Jul-10 SPX 12/18/2010 1275 C 15,342Jul-10 SPX 12/18/2010 1295 C 1,867Jul-10 SPX 12/18/2010 1300 P 46,938Jul-10 SPX 12/18/2010 1300 C 121,999Jul-10 SPX 12/18/2010 1320 C 2,634Jul-10 SPX 12/18/2010 1325 P 2,825Jul-10 SPX 12/18/2010 1325 C 11,673Jul-10 SPX 12/18/2010 1350 C 39,445Jul-10 SPX 12/18/2010 1350 P 11,181Jul-10 SPX 12/18/2010 1375 P 3,490Jul-10 SPX 12/18/2010 1375 C 16,606Jul-10 SPX 12/18/2010 1400 P 7,334Jul-10 SPX 12/18/2010 1400 C 149,021Jul-10 SPX 12/18/2010 1425 P 1,818Jul-10 SPX 12/18/2010 1425 C 4,422Jul-10 SPX 12/18/2010 1450 P 1,557Jul-10 SPX 12/18/2010 1450 C 14,865Jul-10 SPX 12/18/2010 1500 C 71,028Jul-10 SPX 12/18/2010 1500 P 30,685Jul-10 SPX 12/18/2010 1550 P 361Jul-10 SPX 12/18/2010 1550 C 2,018Jul-10 SPX 12/18/2010 1600 P 234Jul-10 SPX 12/18/2010 1600 C 4,814Jul-10 SPX 12/18/2010 1700 P 577Jul-10 SPX 12/18/2010 1700 C 7,574Jul-10 SPX 12/18/2010 1800 P 90Jul-10 SPX 12/18/2010 1800 C 9,294Jul-10 SPX 12/18/2010 1900 C 7,488Jul-10 SPX 12/18/2010 1900 P 125Jul-10 SPX 12/18/2010 2000 C 15,689Jul-10 SPX 12/18/2010 2000 P 178Jul-10 SPX 12/18/2010 2100 P 632Jul-10 SPX 12/18/2010 2100 C 5,726Jul-10 SPX 12/18/2010 2150 C 160Jul-10 SPX 12/18/2010 2250 P 234
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 12/18/2010 2250 C 6,176Jul-10 SPX 12/18/2010 2500 P 602Jul-10 SPX 12/18/2010 2500 C 9,719Jul-10 SPX 3/19/2011 100 P 100Jul-10 SPX 3/19/2011 300 P 49Jul-10 SPX 3/19/2011 325 P 25Jul-10 SPX 3/19/2011 350 P 100Jul-10 SPX 3/19/2011 400 P 704Jul-10 SPX 3/19/2011 425 P 1,321Jul-10 SPX 3/19/2011 450 P 218Jul-10 SPX 3/19/2011 475 P 32Jul-10 SPX 3/19/2011 500 P 3,470Jul-10 SPX 3/19/2011 525 P 212Jul-10 SPX 3/19/2011 550 P 1,231Jul-10 SPX 3/19/2011 575 P 92Jul-10 SPX 3/19/2011 600 P 2,554Jul-10 SPX 3/19/2011 625 P 12Jul-10 SPX 3/19/2011 650 P 88Jul-10 SPX 3/19/2011 675 P 100Jul-10 SPX 3/19/2011 700 P 13,223Jul-10 SPX 3/19/2011 700 C 2Jul-10 SPX 3/19/2011 750 P 1,665Jul-10 SPX 3/19/2011 775 P 26Jul-10 SPX 3/19/2011 800 P 2,064Jul-10 SPX 3/19/2011 800 C 100Jul-10 SPX 3/19/2011 825 P 1,617Jul-10 SPX 3/19/2011 850 P 14,453Jul-10 SPX 3/19/2011 875 P 4,201Jul-10 SPX 3/19/2011 900 P 10,039Jul-10 SPX 3/19/2011 925 P 15,973Jul-10 SPX 3/19/2011 925 C 500Jul-10 SPX 3/19/2011 950 P 13,459Jul-10 SPX 3/19/2011 950 C 1,001Jul-10 SPX 3/19/2011 975 C 2Jul-10 SPX 3/19/2011 975 P 6,000Jul-10 SPX 3/19/2011 1000 P 13,461Jul-10 SPX 3/19/2011 1000 C 2,900Jul-10 SPX 3/19/2011 1025 P 1,591Jul-10 SPX 3/19/2011 1025 C 1,164Jul-10 SPX 3/19/2011 1050 P 23,431Jul-10 SPX 3/19/2011 1050 C 5,563Jul-10 SPX 3/19/2011 1075 P 10,595Jul-10 SPX 3/19/2011 1075 C 3,010Jul-10 SPX 3/19/2011 1100 C 24,303Jul-10 SPX 3/19/2011 1100 P 16,582Jul-10 SPX 3/19/2011 1125 P 9,526Jul-10 SPX 3/19/2011 1125 C 9,314Jul-10 SPX 3/19/2011 1150 P 5,582Jul-10 SPX 3/19/2011 1150 C 7,506
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 3/19/2011 1175 P 4,496Jul-10 SPX 3/19/2011 1175 C 8,901Jul-10 SPX 3/19/2011 1200 P 4,983Jul-10 SPX 3/19/2011 1200 C 30,741Jul-10 SPX 3/19/2011 1225 C 5,944Jul-10 SPX 3/19/2011 1250 C 9,392Jul-10 SPX 3/19/2011 1250 P 504Jul-10 SPX 3/19/2011 1275 C 6,356Jul-10 SPX 3/19/2011 1300 P 6,004Jul-10 SPX 3/19/2011 1300 C 25,080Jul-10 SPX 3/19/2011 1325 P 1Jul-10 SPX 3/19/2011 1325 C 2,168Jul-10 SPX 3/19/2011 1350 C 3,943Jul-10 SPX 3/19/2011 1375 C 111Jul-10 SPX 3/19/2011 1400 C 11,729Jul-10 SPX 3/19/2011 1425 C 487Jul-10 SPX 3/19/2011 1450 C 209Jul-10 SPX 3/19/2011 1475 C 100Jul-10 SPX 3/19/2011 1500 C 32Jul-10 SPX 3/19/2011 1525 C 29Jul-10 SPX 3/19/2011 1550 C 9Jul-10 SPX 6/18/2011 100 P 21,341Jul-10 SPX 6/18/2011 100 C 1Jul-10 SPX 6/18/2011 200 P 3,734Jul-10 SPX 6/18/2011 225 P 161Jul-10 SPX 6/18/2011 250 P 92Jul-10 SPX 6/18/2011 275 P 1Jul-10 SPX 6/18/2011 300 P 81Jul-10 SPX 6/18/2011 325 P 1Jul-10 SPX 6/18/2011 350 P 23Jul-10 SPX 6/18/2011 375 P 253Jul-10 SPX 6/18/2011 400 P 1,231Jul-10 SPX 6/18/2011 425 P 26Jul-10 SPX 6/18/2011 450 P 77Jul-10 SPX 6/18/2011 475 P 1Jul-10 SPX 6/18/2011 500 P 2,170Jul-10 SPX 6/18/2011 525 P 67Jul-10 SPX 6/18/2011 550 P 4,685Jul-10 SPX 6/18/2011 600 P 4,699Jul-10 SPX 6/18/2011 650 P 1,510Jul-10 SPX 6/18/2011 650 C 6,000Jul-10 SPX 6/18/2011 700 P 29,145Jul-10 SPX 6/18/2011 750 P 27,175Jul-10 SPX 6/18/2011 775 P 2,057Jul-10 SPX 6/18/2011 800 C 100Jul-10 SPX 6/18/2011 800 P 16,345Jul-10 SPX 6/18/2011 825 P 4,262Jul-10 SPX 6/18/2011 850 P 21,496Jul-10 SPX 6/18/2011 875 P 2,506
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 6/18/2011 900 P 17,362Jul-10 SPX 6/18/2011 900 C 1,863Jul-10 SPX 6/18/2011 925 P 1,553Jul-10 SPX 6/18/2011 950 P 23,158Jul-10 SPX 6/18/2011 950 C 1,245Jul-10 SPX 6/18/2011 975 P 12,276Jul-10 SPX 6/18/2011 975 C 1Jul-10 SPX 6/18/2011 1000 P 34,038Jul-10 SPX 6/18/2011 1000 C 13,120Jul-10 SPX 6/18/2011 1025 P 8,318Jul-10 SPX 6/18/2011 1025 C 5,750Jul-10 SPX 6/18/2011 1050 C 11,227Jul-10 SPX 6/18/2011 1050 P 26,403Jul-10 SPX 6/18/2011 1060 C 22Jul-10 SPX 6/18/2011 1060 P 10Jul-10 SPX 6/18/2011 1075 P 14,362Jul-10 SPX 6/18/2011 1075 C 11,087Jul-10 SPX 6/18/2011 1100 P 25,258Jul-10 SPX 6/18/2011 1100 C 21,408Jul-10 SPX 6/18/2011 1125 P 7,183Jul-10 SPX 6/18/2011 1125 C 11,346Jul-10 SPX 6/18/2011 1150 P 9,520Jul-10 SPX 6/18/2011 1150 C 12,062Jul-10 SPX 6/18/2011 1175 P 3,711Jul-10 SPX 6/18/2011 1175 C 8,182Jul-10 SPX 6/18/2011 1200 C 25,945Jul-10 SPX 6/18/2011 1200 P 11,033Jul-10 SPX 6/18/2011 1225 P 1,053Jul-10 SPX 6/18/2011 1225 C 3,740Jul-10 SPX 6/18/2011 1250 P 406Jul-10 SPX 6/18/2011 1250 C 12,648Jul-10 SPX 6/18/2011 1275 P 350Jul-10 SPX 6/18/2011 1275 C 1,381Jul-10 SPX 6/18/2011 1300 P 2,711Jul-10 SPX 6/18/2011 1300 C 21,314Jul-10 SPX 6/18/2011 1325 C 6,996Jul-10 SPX 6/18/2011 1350 C 9,679Jul-10 SPX 6/18/2011 1350 P 3Jul-10 SPX 6/18/2011 1375 P 1Jul-10 SPX 6/18/2011 1375 C 78Jul-10 SPX 6/18/2011 1400 C 13,214Jul-10 SPX 6/18/2011 1450 C 1,761Jul-10 SPX 6/18/2011 1475 C 5,040Jul-10 SPX 6/18/2011 1500 C 3,017Jul-10 SPX 6/18/2011 1550 C 303Jul-10 SPX 6/18/2011 1600 P 20Jul-10 SPX 6/18/2011 1600 C 140Jul-10 SPX 6/18/2011 1650 C 191Jul-10 SPX 6/18/2011 1700 P 50
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 6/18/2011 1700 C 78Jul-10 SPX 6/18/2011 1800 C 3Jul-10 SPX 6/18/2011 1800 P 68Jul-10 SPX 6/18/2011 1900 P 113Jul-10 SPX 6/18/2011 2000 P 152Jul-10 SPX 6/18/2011 2000 C 1Jul-10 SPX 6/18/2011 2250 P 111Jul-10 SPX 6/18/2011 2500 P 166Jul-10 SPX 12/17/2011 50 P 26,052Jul-10 SPX 12/17/2011 100 P 12,482Jul-10 SPX 12/17/2011 100 C 8Jul-10 SPX 12/17/2011 150 P 1,428Jul-10 SPX 12/17/2011 200 P 34,613Jul-10 SPX 12/17/2011 200 C 3Jul-10 SPX 12/17/2011 225 P 5,606Jul-10 SPX 12/17/2011 250 P 105,566Jul-10 SPX 12/17/2011 250 C 15Jul-10 SPX 12/17/2011 275 P 2,422Jul-10 SPX 12/17/2011 280 P 1,536Jul-10 SPX 12/17/2011 280 C 102Jul-10 SPX 12/17/2011 300 C 87Jul-10 SPX 12/17/2011 300 P 18,502Jul-10 SPX 12/17/2011 325 P 151Jul-10 SPX 12/17/2011 350 P 2,037Jul-10 SPX 12/17/2011 350 C 8Jul-10 SPX 12/17/2011 375 P 12Jul-10 SPX 12/17/2011 400 P 150,830Jul-10 SPX 12/17/2011 400 C 32Jul-10 SPX 12/17/2011 425 P 111Jul-10 SPX 12/17/2011 450 P 12,279Jul-10 SPX 12/17/2011 450 C 8Jul-10 SPX 12/17/2011 475 P 168Jul-10 SPX 12/17/2011 500 P 19,651Jul-10 SPX 12/17/2011 500 C 28Jul-10 SPX 12/17/2011 525 P 50Jul-10 SPX 12/17/2011 550 C 6Jul-10 SPX 12/17/2011 550 P 8,404Jul-10 SPX 12/17/2011 600 C 21Jul-10 SPX 12/17/2011 600 P 54,887Jul-10 SPX 12/17/2011 650 P 30,526Jul-10 SPX 12/17/2011 650 C 1,217Jul-10 SPX 12/17/2011 700 P 49,919Jul-10 SPX 12/17/2011 700 C 3,818Jul-10 SPX 12/17/2011 750 P 19,323Jul-10 SPX 12/17/2011 750 C 404Jul-10 SPX 12/17/2011 800 P 66,870Jul-10 SPX 12/17/2011 800 C 14,399Jul-10 SPX 12/17/2011 825 P 586Jul-10 SPX 12/17/2011 825 C 151
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 12/17/2011 850 C 6,751Jul-10 SPX 12/17/2011 850 P 19,478Jul-10 SPX 12/17/2011 900 P 61,625Jul-10 SPX 12/17/2011 900 C 16,930Jul-10 SPX 12/17/2011 920 P 2,469Jul-10 SPX 12/17/2011 920 C 606Jul-10 SPX 12/17/2011 925 P 500Jul-10 SPX 12/17/2011 950 P 12,908Jul-10 SPX 12/17/2011 950 C 6,434Jul-10 SPX 12/17/2011 975 P 3,606Jul-10 SPX 12/17/2011 975 C 2Jul-10 SPX 12/17/2011 1000 C 19,999Jul-10 SPX 12/17/2011 1000 P 35,827Jul-10 SPX 12/17/2011 1025 P 5,772Jul-10 SPX 12/17/2011 1025 C 1,873Jul-10 SPX 12/17/2011 1050 P 26,117Jul-10 SPX 12/17/2011 1050 C 13,512Jul-10 SPX 12/17/2011 1075 P 10,971Jul-10 SPX 12/17/2011 1075 C 4,993Jul-10 SPX 12/17/2011 1100 P 59,052Jul-10 SPX 12/17/2011 1100 C 64,171Jul-10 SPX 12/17/2011 1125 C 16,214Jul-10 SPX 12/17/2011 1125 P 10,285Jul-10 SPX 12/17/2011 1150 P 14,227Jul-10 SPX 12/17/2011 1150 C 29,752Jul-10 SPX 12/17/2011 1175 P 2,596Jul-10 SPX 12/17/2011 1175 C 2,949Jul-10 SPX 12/17/2011 1200 P 15,002Jul-10 SPX 12/17/2011 1200 C 54,156Jul-10 SPX 12/17/2011 1225 P 1,000Jul-10 SPX 12/17/2011 1225 C 2,791Jul-10 SPX 12/17/2011 1250 C 19,091Jul-10 SPX 12/17/2011 1250 P 1,878Jul-10 SPX 12/17/2011 1275 C 5,274Jul-10 SPX 12/17/2011 1275 P 1,350Jul-10 SPX 12/17/2011 1300 P 3,047Jul-10 SPX 12/17/2011 1300 C 73,787Jul-10 SPX 12/17/2011 1350 P 751Jul-10 SPX 12/17/2011 1350 C 7,284Jul-10 SPX 12/17/2011 1400 P 3,464Jul-10 SPX 12/17/2011 1400 C 41,339Jul-10 SPX 12/17/2011 1450 C 8,645Jul-10 SPX 12/17/2011 1500 P 2,663Jul-10 SPX 12/17/2011 1500 C 62,063Jul-10 SPX 12/17/2011 1550 C 4,460Jul-10 SPX 12/17/2011 1600 P 527Jul-10 SPX 12/17/2011 1600 C 30,256Jul-10 SPX 12/17/2011 1700 P 97Jul-10 SPX 12/17/2011 1700 C 2,384
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 12/17/2011 1800 P 121Jul-10 SPX 12/17/2011 1800 C 630Jul-10 SPX 12/17/2011 1900 P 110Jul-10 SPX 12/17/2011 1900 C 74Jul-10 SPX 12/17/2011 2000 P 254Jul-10 SPX 12/17/2011 2000 C 5,077Jul-10 SPX 12/17/2011 2250 P 70Jul-10 SPX 12/17/2011 2500 P 197Jul-10 SPX 6/16/2012 100 P 10Jul-10 SPX 6/16/2012 200 P 2,210Jul-10 SPX 6/16/2012 650 P 1,200Jul-10 SPX 6/16/2012 750 P 1,220Jul-10 SPX 6/16/2012 800 P 400Jul-10 SPX 6/16/2012 825 P 20Jul-10 SPX 6/16/2012 850 P 595Jul-10 SPX 6/16/2012 900 P 1,000Jul-10 SPX 6/16/2012 925 P 100Jul-10 SPX 6/16/2012 1000 P 300Jul-10 SPX 6/16/2012 1050 P 4,600Jul-10 SPX 6/16/2012 1050 C 2,000Jul-10 SPX 6/16/2012 1075 C 1,900Jul-10 SPX 6/16/2012 1075 P 100Jul-10 SPX 6/16/2012 1100 P 2,911Jul-10 SPX 6/16/2012 1100 C 320Jul-10 SPX 6/16/2012 1125 C 80Jul-10 SPX 6/16/2012 1200 C 125Jul-10 SPX 6/16/2012 1200 P 2Jul-10 SPX 6/16/2012 1225 P 2Jul-10 SPX 6/16/2012 1250 C 500Jul-10 SPX 6/16/2012 1275 C 60Jul-10 SPX 6/16/2012 1300 C 1,000Jul-10 SPX 6/16/2012 1325 C 25Jul-10 SPX 6/16/2012 1450 C 10Jul-10 SPX 6/16/2012 1500 C 6,520Jul-10 SPX 6/16/2012 1800 P 5Jul-10 SPX 12/22/2012 100 P 2,479Jul-10 SPX 12/22/2012 100 C 3Jul-10 SPX 12/22/2012 200 P 6,762Jul-10 SPX 12/22/2012 200 C 1Jul-10 SPX 12/22/2012 250 P 1,842Jul-10 SPX 12/22/2012 300 P 1,474Jul-10 SPX 12/22/2012 300 C 14Jul-10 SPX 12/22/2012 350 P 3,885Jul-10 SPX 12/22/2012 350 C 2Jul-10 SPX 12/22/2012 400 P 10,727Jul-10 SPX 12/22/2012 400 C 1Jul-10 SPX 12/22/2012 450 C 10Jul-10 SPX 12/22/2012 450 P 1,765Jul-10 SPX 12/22/2012 500 C 606
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 12/22/2012 500 P 17,785Jul-10 SPX 12/22/2012 550 P 11,045Jul-10 SPX 12/22/2012 600 P 67,912Jul-10 SPX 12/22/2012 600 C 20Jul-10 SPX 12/22/2012 650 P 2,348Jul-10 SPX 12/22/2012 650 C 5Jul-10 SPX 12/22/2012 700 P 16,634Jul-10 SPX 12/22/2012 700 C 4,271Jul-10 SPX 12/22/2012 750 P 6,123Jul-10 SPX 12/22/2012 800 C 111Jul-10 SPX 12/22/2012 800 P 10,050Jul-10 SPX 12/22/2012 825 P 55Jul-10 SPX 12/22/2012 825 C 600Jul-10 SPX 12/22/2012 850 P 15,967Jul-10 SPX 12/22/2012 875 P 10Jul-10 SPX 12/22/2012 900 P 30,222Jul-10 SPX 12/22/2012 900 C 719Jul-10 SPX 12/22/2012 925 C 2Jul-10 SPX 12/22/2012 925 P 202Jul-10 SPX 12/22/2012 950 P 8,805Jul-10 SPX 12/22/2012 950 C 1,615Jul-10 SPX 12/22/2012 975 P 2Jul-10 SPX 12/22/2012 975 C 6Jul-10 SPX 12/22/2012 1000 P 15,251Jul-10 SPX 12/22/2012 1000 C 7,789Jul-10 SPX 12/22/2012 1025 P 554Jul-10 SPX 12/22/2012 1025 C 301Jul-10 SPX 12/22/2012 1050 C 8,031Jul-10 SPX 12/22/2012 1050 P 13,815Jul-10 SPX 12/22/2012 1075 C 4,008Jul-10 SPX 12/22/2012 1075 P 5,409Jul-10 SPX 12/22/2012 1100 C 34,165Jul-10 SPX 12/22/2012 1100 P 42,999Jul-10 SPX 12/22/2012 1125 P 4,776Jul-10 SPX 12/22/2012 1125 C 4,955Jul-10 SPX 12/22/2012 1150 P 15,276Jul-10 SPX 12/22/2012 1150 C 20,441Jul-10 SPX 12/22/2012 1175 P 4,251Jul-10 SPX 12/22/2012 1175 C 4,353Jul-10 SPX 12/22/2012 1200 C 13,560Jul-10 SPX 12/22/2012 1200 P 22,203Jul-10 SPX 12/22/2012 1250 C 14,335Jul-10 SPX 12/22/2012 1250 P 3,557Jul-10 SPX 12/22/2012 1300 C 23,368Jul-10 SPX 12/22/2012 1300 P 5,860Jul-10 SPX 12/22/2012 1350 C 1,883Jul-10 SPX 12/22/2012 1350 P 1,000Jul-10 SPX 12/22/2012 1400 P 606Jul-10 SPX 12/22/2012 1400 C 27,208
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-10 SPX 12/22/2012 1450 P 701Jul-10 SPX 12/22/2012 1450 C 4,501Jul-10 SPX 12/22/2012 1500 P 603Jul-10 SPX 12/22/2012 1500 C 11,929Jul-10 SPX 12/22/2012 1550 P 10Jul-10 SPX 12/22/2012 1550 C 4,771Jul-10 SPX 12/22/2012 1600 P 40Jul-10 SPX 12/22/2012 1600 C 56,901Jul-10 SPX 12/22/2012 1700 P 126Jul-10 SPX 12/22/2012 1700 C 5,452Jul-10 SPX 12/22/2012 1800 P 99Jul-10 SPX 12/22/2012 1800 C 15,024Jul-10 SPX 12/22/2012 1900 P 160Jul-10 SPX 12/22/2012 1900 C 5,453Jul-10 SPX 12/22/2012 2000 P 312Jul-10 SPX 12/22/2012 2000 C 4,931Jul-10 SPX 12/22/2012 2250 P 296Jul-10 SPX 12/22/2012 2250 C 4Jul-10 SPX 12/22/2012 2500 P 608Jul-10 SPX 12/22/2012 2500 C 23
Aug-10 SPX 9/18/2010 200 P 225Aug-10 SPX 9/18/2010 200 C 2Aug-10 SPX 9/18/2010 250 P 50Aug-10 SPX 9/18/2010 300 C 3Aug-10 SPX 9/18/2010 300 P 159Aug-10 SPX 9/18/2010 350 P 158Aug-10 SPX 9/18/2010 400 P 1,661Aug-10 SPX 9/18/2010 400 C 1,030Aug-10 SPX 9/18/2010 450 P 316Aug-10 SPX 9/18/2010 475 P 103Aug-10 SPX 9/18/2010 500 P 55,398Aug-10 SPX 9/18/2010 500 C 37,755Aug-10 SPX 9/18/2010 550 P 27,772Aug-10 SPX 9/18/2010 600 P 25,051Aug-10 SPX 9/18/2010 600 C 11Aug-10 SPX 9/18/2010 650 P 26,551Aug-10 SPX 9/18/2010 655 P 2,864Aug-10 SPX 9/18/2010 660 P 2,047Aug-10 SPX 9/18/2010 665 P 2,666Aug-10 SPX 9/18/2010 670 P 4,773Aug-10 SPX 9/18/2010 675 P 8,981Aug-10 SPX 9/18/2010 675 C 44Aug-10 SPX 9/18/2010 680 P 3,049Aug-10 SPX 9/18/2010 685 P 2,579Aug-10 SPX 9/18/2010 690 P 2,242Aug-10 SPX 9/18/2010 695 P 2,222Aug-10 SPX 9/18/2010 700 P 90,031Aug-10 SPX 9/18/2010 700 C 156Aug-10 SPX 9/18/2010 705 P 2,326
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 9/18/2010 705 C 100Aug-10 SPX 9/18/2010 710 P 2,822Aug-10 SPX 9/18/2010 715 C 60Aug-10 SPX 9/18/2010 715 P 2,437Aug-10 SPX 9/18/2010 720 P 2,629Aug-10 SPX 9/18/2010 725 P 19,947Aug-10 SPX 9/18/2010 725 C 170Aug-10 SPX 9/18/2010 730 P 2,857Aug-10 SPX 9/18/2010 730 C 25Aug-10 SPX 9/18/2010 735 P 2,643Aug-10 SPX 9/18/2010 740 P 3,319Aug-10 SPX 9/18/2010 745 P 2,241Aug-10 SPX 9/18/2010 750 P 29,445Aug-10 SPX 9/18/2010 750 C 1,399Aug-10 SPX 9/18/2010 755 P 3,238Aug-10 SPX 9/18/2010 760 P 3,452Aug-10 SPX 9/18/2010 765 P 4,985Aug-10 SPX 9/18/2010 770 P 3,161Aug-10 SPX 9/18/2010 775 P 9,058Aug-10 SPX 9/18/2010 775 C 166Aug-10 SPX 9/18/2010 780 P 6,866Aug-10 SPX 9/18/2010 780 C 10Aug-10 SPX 9/18/2010 785 P 2,953Aug-10 SPX 9/18/2010 790 P 2,600Aug-10 SPX 9/18/2010 795 P 1,990Aug-10 SPX 9/18/2010 800 P 103,048Aug-10 SPX 9/18/2010 800 C 124Aug-10 SPX 9/18/2010 805 P 1,970Aug-10 SPX 9/18/2010 810 P 1,811Aug-10 SPX 9/18/2010 815 P 2,413Aug-10 SPX 9/18/2010 815 C 60Aug-10 SPX 9/18/2010 820 P 2,932Aug-10 SPX 9/18/2010 825 P 28,828Aug-10 SPX 9/18/2010 825 C 283Aug-10 SPX 9/18/2010 830 P 2,934Aug-10 SPX 9/18/2010 835 P 13,206Aug-10 SPX 9/18/2010 840 P 3,389Aug-10 SPX 9/18/2010 845 P 4,355Aug-10 SPX 9/18/2010 850 P 86,831Aug-10 SPX 9/18/2010 850 C 203Aug-10 SPX 9/18/2010 855 P 8,478Aug-10 SPX 9/18/2010 860 P 6,596Aug-10 SPX 9/18/2010 865 P 6,260Aug-10 SPX 9/18/2010 865 C 9Aug-10 SPX 9/18/2010 870 C 9Aug-10 SPX 9/18/2010 870 P 14,037Aug-10 SPX 9/18/2010 875 P 50,358Aug-10 SPX 9/18/2010 875 C 810Aug-10 SPX 9/18/2010 880 P 7,479
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 9/18/2010 885 P 2,600Aug-10 SPX 9/18/2010 890 P 14,207Aug-10 SPX 9/18/2010 895 P 4,481Aug-10 SPX 9/18/2010 900 P 116,147Aug-10 SPX 9/18/2010 900 C 1,795Aug-10 SPX 9/18/2010 905 P 3,936Aug-10 SPX 9/18/2010 910 P 5,754Aug-10 SPX 9/18/2010 910 C 2Aug-10 SPX 9/18/2010 915 P 4,764Aug-10 SPX 9/18/2010 920 P 9,507Aug-10 SPX 9/18/2010 920 C 10Aug-10 SPX 9/18/2010 925 P 47,567Aug-10 SPX 9/18/2010 925 C 137Aug-10 SPX 9/18/2010 930 P 10,005Aug-10 SPX 9/18/2010 930 C 11Aug-10 SPX 9/18/2010 935 P 10,550Aug-10 SPX 9/18/2010 935 C 2Aug-10 SPX 9/18/2010 940 C 19Aug-10 SPX 9/18/2010 940 P 12,607Aug-10 SPX 9/18/2010 945 P 13,929Aug-10 SPX 9/18/2010 945 C 10Aug-10 SPX 9/18/2010 950 P 91,163Aug-10 SPX 9/18/2010 950 C 1,171Aug-10 SPX 9/18/2010 955 P 2,962Aug-10 SPX 9/18/2010 960 P 10,605Aug-10 SPX 9/18/2010 960 C 16Aug-10 SPX 9/18/2010 965 P 2,287Aug-10 SPX 9/18/2010 965 C 37Aug-10 SPX 9/18/2010 970 P 8,473Aug-10 SPX 9/18/2010 970 C 36Aug-10 SPX 9/18/2010 975 P 84,265Aug-10 SPX 9/18/2010 975 C 1,099Aug-10 SPX 9/18/2010 980 C 20,086Aug-10 SPX 9/18/2010 980 P 7,064Aug-10 SPX 9/18/2010 985 P 8,686Aug-10 SPX 9/18/2010 985 C 2Aug-10 SPX 9/18/2010 990 P 15,754Aug-10 SPX 9/18/2010 990 C 128Aug-10 SPX 9/18/2010 995 P 3,552Aug-10 SPX 9/18/2010 995 C 2Aug-10 SPX 9/18/2010 1000 P 157,757Aug-10 SPX 9/18/2010 1000 C 12,284Aug-10 SPX 9/18/2010 1005 P 3,082Aug-10 SPX 9/18/2010 1005 C 83Aug-10 SPX 9/18/2010 1010 P 28,437Aug-10 SPX 9/18/2010 1010 C 9,836Aug-10 SPX 9/18/2010 1015 C 8,969Aug-10 SPX 9/18/2010 1015 P 13,276Aug-10 SPX 9/18/2010 1020 C 14,101
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 9/18/2010 1020 P 19,054Aug-10 SPX 9/18/2010 1025 P 84,402Aug-10 SPX 9/18/2010 1025 C 25,586Aug-10 SPX 9/18/2010 1030 P 56,404Aug-10 SPX 9/18/2010 1030 C 37,833Aug-10 SPX 9/18/2010 1035 P 26,528Aug-10 SPX 9/18/2010 1035 C 15,430Aug-10 SPX 9/18/2010 1040 P 50,885Aug-10 SPX 9/18/2010 1040 C 32,420Aug-10 SPX 9/18/2010 1045 P 23,942Aug-10 SPX 9/18/2010 1045 C 20,483Aug-10 SPX 9/18/2010 1050 P 187,063Aug-10 SPX 9/18/2010 1050 C 129,564Aug-10 SPX 9/18/2010 1055 C 24,978Aug-10 SPX 9/18/2010 1055 P 23,820Aug-10 SPX 9/18/2010 1060 P 42,911Aug-10 SPX 9/18/2010 1060 C 34,690Aug-10 SPX 9/18/2010 1065 P 31,651Aug-10 SPX 9/18/2010 1065 C 36,961Aug-10 SPX 9/18/2010 1070 P 65,648Aug-10 SPX 9/18/2010 1070 C 40,169Aug-10 SPX 9/18/2010 1075 P 78,794Aug-10 SPX 9/18/2010 1075 C 74,017Aug-10 SPX 9/18/2010 1080 P 44,342Aug-10 SPX 9/18/2010 1080 C 38,854Aug-10 SPX 9/18/2010 1085 P 34,053Aug-10 SPX 9/18/2010 1085 C 41,857Aug-10 SPX 9/18/2010 1090 P 50,084Aug-10 SPX 9/18/2010 1090 C 39,322Aug-10 SPX 9/18/2010 1095 P 29,664Aug-10 SPX 9/18/2010 1095 C 30,670Aug-10 SPX 9/18/2010 1100 P 268,989Aug-10 SPX 9/18/2010 1100 C 295,108Aug-10 SPX 9/18/2010 1105 P 27,925Aug-10 SPX 9/18/2010 1105 C 30,434Aug-10 SPX 9/18/2010 1110 P 42,028Aug-10 SPX 9/18/2010 1110 C 46,815Aug-10 SPX 9/18/2010 1115 P 18,585Aug-10 SPX 9/18/2010 1115 C 29,371Aug-10 SPX 9/18/2010 1120 P 26,131Aug-10 SPX 9/18/2010 1120 C 30,017Aug-10 SPX 9/18/2010 1125 C 76,460Aug-10 SPX 9/18/2010 1125 P 46,116Aug-10 SPX 9/18/2010 1130 P 12,730Aug-10 SPX 9/18/2010 1130 C 25,840Aug-10 SPX 9/18/2010 1135 P 868Aug-10 SPX 9/18/2010 1135 C 19,935Aug-10 SPX 9/18/2010 1140 P 973Aug-10 SPX 9/18/2010 1140 C 74,249
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 9/18/2010 1145 P 28Aug-10 SPX 9/18/2010 1145 C 17,006Aug-10 SPX 9/18/2010 1150 P 40,198Aug-10 SPX 9/18/2010 1150 C 120,052Aug-10 SPX 9/18/2010 1155 P 932Aug-10 SPX 9/18/2010 1155 C 5,679Aug-10 SPX 9/18/2010 1160 C 14,439Aug-10 SPX 9/18/2010 1160 P 30Aug-10 SPX 9/18/2010 1165 P 153Aug-10 SPX 9/18/2010 1165 C 7,977Aug-10 SPX 9/18/2010 1170 P 22Aug-10 SPX 9/18/2010 1170 C 20,095Aug-10 SPX 9/18/2010 1175 P 27,464Aug-10 SPX 9/18/2010 1175 C 97,062Aug-10 SPX 9/18/2010 1180 P 2,145Aug-10 SPX 9/18/2010 1180 C 16,538Aug-10 SPX 9/18/2010 1185 P 1,125Aug-10 SPX 9/18/2010 1185 C 8,046Aug-10 SPX 9/18/2010 1190 P 5,800Aug-10 SPX 9/18/2010 1190 C 9,255Aug-10 SPX 9/18/2010 1195 P 2,596Aug-10 SPX 9/18/2010 1195 C 7,719Aug-10 SPX 9/18/2010 1200 C 86,519Aug-10 SPX 9/18/2010 1200 P 30,687Aug-10 SPX 9/18/2010 1205 P 1,662Aug-10 SPX 9/18/2010 1205 C 9,162Aug-10 SPX 9/18/2010 1210 C 6,861Aug-10 SPX 9/18/2010 1210 P 1,238Aug-10 SPX 9/18/2010 1215 C 1,275Aug-10 SPX 9/18/2010 1215 P 21Aug-10 SPX 9/18/2010 1220 P 89Aug-10 SPX 9/18/2010 1220 C 4,362Aug-10 SPX 9/18/2010 1225 P 4,293Aug-10 SPX 9/18/2010 1225 C 58,296Aug-10 SPX 9/18/2010 1230 P 19Aug-10 SPX 9/18/2010 1230 C 5,512Aug-10 SPX 9/18/2010 1235 P 25Aug-10 SPX 9/18/2010 1235 C 1,540Aug-10 SPX 9/18/2010 1240 C 25,325Aug-10 SPX 9/18/2010 1240 P 8Aug-10 SPX 9/18/2010 1245 P 7Aug-10 SPX 9/18/2010 1245 C 1,411Aug-10 SPX 9/18/2010 1250 P 2,626Aug-10 SPX 9/18/2010 1250 C 43,951Aug-10 SPX 9/18/2010 1255 C 3,699Aug-10 SPX 9/18/2010 1260 P 7Aug-10 SPX 9/18/2010 1260 C 1,364Aug-10 SPX 9/18/2010 1265 C 1,654Aug-10 SPX 9/18/2010 1275 P 9
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 9/18/2010 1275 C 35,666Aug-10 SPX 9/18/2010 1280 C 6,553Aug-10 SPX 9/18/2010 1285 C 1,072Aug-10 SPX 9/18/2010 1290 C 933Aug-10 SPX 9/18/2010 1295 C 721Aug-10 SPX 9/18/2010 1300 P 80Aug-10 SPX 9/18/2010 1300 C 49,596Aug-10 SPX 9/18/2010 1310 C 402Aug-10 SPX 9/18/2010 1315 C 48Aug-10 SPX 9/18/2010 1320 C 45Aug-10 SPX 9/18/2010 1325 C 11,475Aug-10 SPX 9/18/2010 1325 P 2Aug-10 SPX 9/18/2010 1330 C 83Aug-10 SPX 9/18/2010 1350 P 33Aug-10 SPX 9/18/2010 1350 C 20,228Aug-10 SPX 9/18/2010 1375 P 34Aug-10 SPX 9/18/2010 1375 C 2,278Aug-10 SPX 9/18/2010 1400 P 1,035Aug-10 SPX 9/18/2010 1400 C 10,677Aug-10 SPX 9/18/2010 1450 C 81Aug-10 SPX 9/18/2010 1500 P 37,775Aug-10 SPX 9/18/2010 1500 C 38,365Aug-10 SPX 10/16/2010 300 P 1Aug-10 SPX 10/16/2010 400 P 96Aug-10 SPX 10/16/2010 450 P 169Aug-10 SPX 10/16/2010 500 P 1,686Aug-10 SPX 10/16/2010 500 C 1,500Aug-10 SPX 10/16/2010 550 P 533Aug-10 SPX 10/16/2010 600 P 444Aug-10 SPX 10/16/2010 620 P 1Aug-10 SPX 10/16/2010 625 P 485Aug-10 SPX 10/16/2010 640 P 3,011Aug-10 SPX 10/16/2010 650 P 4,459Aug-10 SPX 10/16/2010 660 P 2,196Aug-10 SPX 10/16/2010 670 P 2,326Aug-10 SPX 10/16/2010 675 P 1,629Aug-10 SPX 10/16/2010 695 P 230Aug-10 SPX 10/16/2010 700 P 64,585Aug-10 SPX 10/16/2010 700 C 76Aug-10 SPX 10/16/2010 705 P 50Aug-10 SPX 10/16/2010 710 P 820Aug-10 SPX 10/16/2010 715 P 50Aug-10 SPX 10/16/2010 720 P 396Aug-10 SPX 10/16/2010 725 P 2,106Aug-10 SPX 10/16/2010 725 C 50Aug-10 SPX 10/16/2010 730 P 380Aug-10 SPX 10/16/2010 735 P 200Aug-10 SPX 10/16/2010 740 P 1,350Aug-10 SPX 10/16/2010 745 P 300
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 10/16/2010 750 P 6,902Aug-10 SPX 10/16/2010 755 P 309Aug-10 SPX 10/16/2010 760 P 245Aug-10 SPX 10/16/2010 765 P 215Aug-10 SPX 10/16/2010 770 P 30Aug-10 SPX 10/16/2010 775 P 1,113Aug-10 SPX 10/16/2010 775 C 10Aug-10 SPX 10/16/2010 780 P 16Aug-10 SPX 10/16/2010 785 P 15Aug-10 SPX 10/16/2010 790 P 17Aug-10 SPX 10/16/2010 800 C 67Aug-10 SPX 10/16/2010 800 P 15,234Aug-10 SPX 10/16/2010 810 P 16Aug-10 SPX 10/16/2010 815 P 7Aug-10 SPX 10/16/2010 820 P 6,324Aug-10 SPX 10/16/2010 825 P 11,128Aug-10 SPX 10/16/2010 825 C 50Aug-10 SPX 10/16/2010 830 P 6Aug-10 SPX 10/16/2010 835 P 26Aug-10 SPX 10/16/2010 840 P 4,620Aug-10 SPX 10/16/2010 845 P 2,323Aug-10 SPX 10/16/2010 850 P 21,091Aug-10 SPX 10/16/2010 850 C 1Aug-10 SPX 10/16/2010 855 P 65Aug-10 SPX 10/16/2010 860 P 2,774Aug-10 SPX 10/16/2010 865 P 28Aug-10 SPX 10/16/2010 870 P 3,512Aug-10 SPX 10/16/2010 875 P 13,633Aug-10 SPX 10/16/2010 880 P 395Aug-10 SPX 10/16/2010 885 P 822Aug-10 SPX 10/16/2010 890 P 161Aug-10 SPX 10/16/2010 890 C 2Aug-10 SPX 10/16/2010 895 P 172Aug-10 SPX 10/16/2010 900 P 42,596Aug-10 SPX 10/16/2010 900 C 1,005Aug-10 SPX 10/16/2010 905 P 41Aug-10 SPX 10/16/2010 905 C 2Aug-10 SPX 10/16/2010 910 P 539Aug-10 SPX 10/16/2010 910 C 2Aug-10 SPX 10/16/2010 915 C 2Aug-10 SPX 10/16/2010 915 P 15Aug-10 SPX 10/16/2010 920 P 622Aug-10 SPX 10/16/2010 925 P 12,267Aug-10 SPX 10/16/2010 925 C 10Aug-10 SPX 10/16/2010 930 P 2,635Aug-10 SPX 10/16/2010 930 C 24Aug-10 SPX 10/16/2010 935 P 192Aug-10 SPX 10/16/2010 940 P 8,180Aug-10 SPX 10/16/2010 945 C 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 10/16/2010 945 P 318Aug-10 SPX 10/16/2010 950 P 43,267Aug-10 SPX 10/16/2010 950 C 463Aug-10 SPX 10/16/2010 955 P 182Aug-10 SPX 10/16/2010 955 C 5Aug-10 SPX 10/16/2010 960 P 4,712Aug-10 SPX 10/16/2010 965 P 84Aug-10 SPX 10/16/2010 970 P 4,444Aug-10 SPX 10/16/2010 975 P 37,376Aug-10 SPX 10/16/2010 975 C 156Aug-10 SPX 10/16/2010 980 P 1,262Aug-10 SPX 10/16/2010 985 P 1,698Aug-10 SPX 10/16/2010 990 C 1Aug-10 SPX 10/16/2010 990 P 5,560Aug-10 SPX 10/16/2010 995 P 2,586Aug-10 SPX 10/16/2010 1000 P 85,802Aug-10 SPX 10/16/2010 1000 C 614Aug-10 SPX 10/16/2010 1005 P 6Aug-10 SPX 10/16/2010 1005 C 1Aug-10 SPX 10/16/2010 1010 P 4,125Aug-10 SPX 10/16/2010 1015 P 87Aug-10 SPX 10/16/2010 1020 P 4,184Aug-10 SPX 10/16/2010 1020 C 6Aug-10 SPX 10/16/2010 1025 C 4,229Aug-10 SPX 10/16/2010 1025 P 36,467Aug-10 SPX 10/16/2010 1030 P 5,739Aug-10 SPX 10/16/2010 1030 C 4,598Aug-10 SPX 10/16/2010 1035 P 32Aug-10 SPX 10/16/2010 1035 C 3Aug-10 SPX 10/16/2010 1040 P 8,695Aug-10 SPX 10/16/2010 1040 C 18Aug-10 SPX 10/16/2010 1045 P 5,105Aug-10 SPX 10/16/2010 1045 C 109Aug-10 SPX 10/16/2010 1050 P 46,098Aug-10 SPX 10/16/2010 1050 C 14,394Aug-10 SPX 10/16/2010 1055 P 132Aug-10 SPX 10/16/2010 1055 C 68Aug-10 SPX 10/16/2010 1060 C 1,719Aug-10 SPX 10/16/2010 1060 P 5,634Aug-10 SPX 10/16/2010 1065 P 2,974Aug-10 SPX 10/16/2010 1065 C 610Aug-10 SPX 10/16/2010 1070 P 4,173Aug-10 SPX 10/16/2010 1070 C 1,240Aug-10 SPX 10/16/2010 1075 P 31,210Aug-10 SPX 10/16/2010 1075 C 18,603Aug-10 SPX 10/16/2010 1080 P 1,976Aug-10 SPX 10/16/2010 1080 C 2,176Aug-10 SPX 10/16/2010 1085 P 1,110Aug-10 SPX 10/16/2010 1085 C 2,226
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 10/16/2010 1090 P 3,721Aug-10 SPX 10/16/2010 1090 C 2,462Aug-10 SPX 10/16/2010 1095 P 57Aug-10 SPX 10/16/2010 1095 C 341Aug-10 SPX 10/16/2010 1100 C 76,358Aug-10 SPX 10/16/2010 1100 P 83,833Aug-10 SPX 10/16/2010 1105 P 48Aug-10 SPX 10/16/2010 1105 C 33Aug-10 SPX 10/16/2010 1110 P 523Aug-10 SPX 10/16/2010 1110 C 1,042Aug-10 SPX 10/16/2010 1115 P 127Aug-10 SPX 10/16/2010 1115 C 2,635Aug-10 SPX 10/16/2010 1120 P 248Aug-10 SPX 10/16/2010 1120 C 2,520Aug-10 SPX 10/16/2010 1125 P 5,021Aug-10 SPX 10/16/2010 1125 C 24,688Aug-10 SPX 10/16/2010 1130 P 418Aug-10 SPX 10/16/2010 1130 C 2,841Aug-10 SPX 10/16/2010 1135 C 399Aug-10 SPX 10/16/2010 1140 C 3,501Aug-10 SPX 10/16/2010 1140 P 11Aug-10 SPX 10/16/2010 1145 P 4Aug-10 SPX 10/16/2010 1145 C 4,699Aug-10 SPX 10/16/2010 1150 P 710Aug-10 SPX 10/16/2010 1150 C 20,964Aug-10 SPX 10/16/2010 1155 P 1Aug-10 SPX 10/16/2010 1155 C 191Aug-10 SPX 10/16/2010 1160 P 5Aug-10 SPX 10/16/2010 1160 C 9,285Aug-10 SPX 10/16/2010 1165 P 10Aug-10 SPX 10/16/2010 1165 C 205Aug-10 SPX 10/16/2010 1170 P 16Aug-10 SPX 10/16/2010 1170 C 2,055Aug-10 SPX 10/16/2010 1175 C 10,946Aug-10 SPX 10/16/2010 1175 P 5Aug-10 SPX 10/16/2010 1180 P 28Aug-10 SPX 10/16/2010 1180 C 8,395Aug-10 SPX 10/16/2010 1185 C 238Aug-10 SPX 10/16/2010 1190 P 28Aug-10 SPX 10/16/2010 1190 C 2,764Aug-10 SPX 10/16/2010 1195 C 872Aug-10 SPX 10/16/2010 1200 P 2,708Aug-10 SPX 10/16/2010 1200 C 14,224Aug-10 SPX 10/16/2010 1205 C 416Aug-10 SPX 10/16/2010 1210 C 799Aug-10 SPX 10/16/2010 1215 C 1,537Aug-10 SPX 10/16/2010 1220 C 3,759Aug-10 SPX 10/16/2010 1225 P 2Aug-10 SPX 10/16/2010 1225 C 9,091
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 10/16/2010 1230 P 3Aug-10 SPX 10/16/2010 1230 C 281Aug-10 SPX 10/16/2010 1235 C 86Aug-10 SPX 10/16/2010 1240 P 3Aug-10 SPX 10/16/2010 1240 C 324Aug-10 SPX 10/16/2010 1245 C 11Aug-10 SPX 10/16/2010 1250 C 1,015Aug-10 SPX 10/16/2010 1250 P 1Aug-10 SPX 10/16/2010 1255 C 302Aug-10 SPX 10/16/2010 1260 C 250Aug-10 SPX 10/16/2010 1265 C 18Aug-10 SPX 10/16/2010 1270 C 24Aug-10 SPX 10/16/2010 1275 P 1Aug-10 SPX 10/16/2010 1275 C 359Aug-10 SPX 10/16/2010 1280 C 44Aug-10 SPX 10/16/2010 1285 C 19Aug-10 SPX 10/16/2010 1290 C 9Aug-10 SPX 10/16/2010 1295 C 10Aug-10 SPX 10/16/2010 1300 C 1,732Aug-10 SPX 10/16/2010 1305 C 18Aug-10 SPX 10/16/2010 1310 C 14Aug-10 SPX 10/16/2010 1315 C 18Aug-10 SPX 10/16/2010 1320 C 36Aug-10 SPX 10/16/2010 1325 C 52Aug-10 SPX 10/16/2010 1350 C 152Aug-10 SPX 10/16/2010 1375 C 261Aug-10 SPX 10/16/2010 1400 C 43Aug-10 SPX 10/16/2010 1450 C 148Aug-10 SPX 10/16/2010 1500 P 1,500Aug-10 SPX 10/16/2010 1500 C 1,642Aug-10 SPX 11/20/2010 200 P 1Aug-10 SPX 11/20/2010 300 P 1Aug-10 SPX 11/20/2010 400 P 48Aug-10 SPX 11/20/2010 500 P 54Aug-10 SPX 11/20/2010 550 P 40Aug-10 SPX 11/20/2010 600 P 1,753Aug-10 SPX 11/20/2010 620 P 15Aug-10 SPX 11/20/2010 625 P 208Aug-10 SPX 11/20/2010 640 P 215Aug-10 SPX 11/20/2010 650 P 2,486Aug-10 SPX 11/20/2010 660 P 200Aug-10 SPX 11/20/2010 675 P 400Aug-10 SPX 11/20/2010 680 P 305Aug-10 SPX 11/20/2010 700 C 4Aug-10 SPX 11/20/2010 700 P 4,524Aug-10 SPX 11/20/2010 720 P 200Aug-10 SPX 11/20/2010 725 P 833Aug-10 SPX 11/20/2010 740 P 355Aug-10 SPX 11/20/2010 750 P 8,551
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 11/20/2010 760 P 9Aug-10 SPX 11/20/2010 775 P 5,072Aug-10 SPX 11/20/2010 780 P 1Aug-10 SPX 11/20/2010 800 P 4,114Aug-10 SPX 11/20/2010 800 C 1Aug-10 SPX 11/20/2010 820 P 5Aug-10 SPX 11/20/2010 825 P 2,697Aug-10 SPX 11/20/2010 840 P 2,978Aug-10 SPX 11/20/2010 850 P 11,667Aug-10 SPX 11/20/2010 860 P 3Aug-10 SPX 11/20/2010 875 P 545Aug-10 SPX 11/20/2010 880 P 10Aug-10 SPX 11/20/2010 900 P 11,947Aug-10 SPX 11/20/2010 920 P 26Aug-10 SPX 11/20/2010 925 P 7,587Aug-10 SPX 11/20/2010 940 P 4,343Aug-10 SPX 11/20/2010 950 P 39,114Aug-10 SPX 11/20/2010 950 C 10Aug-10 SPX 11/20/2010 960 P 4,016Aug-10 SPX 11/20/2010 960 C 4Aug-10 SPX 11/20/2010 975 P 4,450Aug-10 SPX 11/20/2010 975 C 10Aug-10 SPX 11/20/2010 980 P 164Aug-10 SPX 11/20/2010 1000 P 48,640Aug-10 SPX 11/20/2010 1000 C 7,105Aug-10 SPX 11/20/2010 1020 P 200Aug-10 SPX 11/20/2010 1025 P 16,192Aug-10 SPX 11/20/2010 1040 P 14,155Aug-10 SPX 11/20/2010 1040 C 34Aug-10 SPX 11/20/2010 1050 P 20,198Aug-10 SPX 11/20/2010 1050 C 6,155Aug-10 SPX 11/20/2010 1060 P 282Aug-10 SPX 11/20/2010 1060 C 215Aug-10 SPX 11/20/2010 1075 C 6,125Aug-10 SPX 11/20/2010 1075 P 9,971Aug-10 SPX 11/20/2010 1080 C 1,473Aug-10 SPX 11/20/2010 1080 P 1,002Aug-10 SPX 11/20/2010 1100 P 9,269Aug-10 SPX 11/20/2010 1100 C 15,324Aug-10 SPX 11/20/2010 1120 C 14Aug-10 SPX 11/20/2010 1125 P 1,134Aug-10 SPX 11/20/2010 1125 C 6,693Aug-10 SPX 11/20/2010 1140 C 41Aug-10 SPX 11/20/2010 1150 P 253Aug-10 SPX 11/20/2010 1150 C 9,841Aug-10 SPX 11/20/2010 1160 P 4Aug-10 SPX 11/20/2010 1160 C 136Aug-10 SPX 11/20/2010 1175 P 653Aug-10 SPX 11/20/2010 1175 C 6,295
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 11/20/2010 1180 C 1,330Aug-10 SPX 11/20/2010 1200 P 1Aug-10 SPX 11/20/2010 1200 C 7,008Aug-10 SPX 11/20/2010 1220 C 1,585Aug-10 SPX 11/20/2010 1225 P 4Aug-10 SPX 11/20/2010 1225 C 2,970Aug-10 SPX 11/20/2010 1230 C 594Aug-10 SPX 11/20/2010 1240 C 513Aug-10 SPX 11/20/2010 1250 C 1,866Aug-10 SPX 11/20/2010 1260 C 295Aug-10 SPX 11/20/2010 1275 C 239Aug-10 SPX 11/20/2010 1300 C 124Aug-10 SPX 11/20/2010 1320 C 5Aug-10 SPX 11/20/2010 1350 C 98Aug-10 SPX 11/20/2010 1550 C 100Aug-10 SPX 12/18/2010 100 P 8,010Aug-10 SPX 12/18/2010 100 C 507Aug-10 SPX 12/18/2010 200 P 40,361Aug-10 SPX 12/18/2010 200 C 17Aug-10 SPX 12/18/2010 250 P 2,686Aug-10 SPX 12/18/2010 300 P 5,669Aug-10 SPX 12/18/2010 300 C 3,653Aug-10 SPX 12/18/2010 325 P 932Aug-10 SPX 12/18/2010 350 P 2,752Aug-10 SPX 12/18/2010 350 C 5Aug-10 SPX 12/18/2010 400 P 92,647Aug-10 SPX 12/18/2010 400 C 3,515Aug-10 SPX 12/18/2010 425 P 35,984Aug-10 SPX 12/18/2010 450 P 31,978Aug-10 SPX 12/18/2010 475 P 9,197Aug-10 SPX 12/18/2010 500 C 16,018Aug-10 SPX 12/18/2010 500 P 136,585Aug-10 SPX 12/18/2010 525 P 7,662Aug-10 SPX 12/18/2010 550 P 103,306Aug-10 SPX 12/18/2010 550 C 1Aug-10 SPX 12/18/2010 575 P 12,691Aug-10 SPX 12/18/2010 575 C 5Aug-10 SPX 12/18/2010 600 P 148,972Aug-10 SPX 12/18/2010 600 C 2,174Aug-10 SPX 12/18/2010 620 P 947Aug-10 SPX 12/18/2010 625 P 12,682Aug-10 SPX 12/18/2010 640 P 1,385Aug-10 SPX 12/18/2010 650 P 26,353Aug-10 SPX 12/18/2010 650 C 1,214Aug-10 SPX 12/18/2010 675 P 3,721Aug-10 SPX 12/18/2010 675 C 1,941Aug-10 SPX 12/18/2010 680 P 11Aug-10 SPX 12/18/2010 700 P 56,963Aug-10 SPX 12/18/2010 700 C 7,595
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 12/18/2010 725 P 14,162Aug-10 SPX 12/18/2010 725 C 1,000Aug-10 SPX 12/18/2010 750 P 64,959Aug-10 SPX 12/18/2010 750 C 15,473Aug-10 SPX 12/18/2010 775 P 15,855Aug-10 SPX 12/18/2010 775 C 2,132Aug-10 SPX 12/18/2010 800 P 131,925Aug-10 SPX 12/18/2010 800 C 20,213Aug-10 SPX 12/18/2010 820 P 615Aug-10 SPX 12/18/2010 825 P 29,055Aug-10 SPX 12/18/2010 825 C 2,393Aug-10 SPX 12/18/2010 840 P 4,325Aug-10 SPX 12/18/2010 850 P 75,253Aug-10 SPX 12/18/2010 850 C 24,629Aug-10 SPX 12/18/2010 860 P 19Aug-10 SPX 12/18/2010 875 P 28,329Aug-10 SPX 12/18/2010 875 C 2,734Aug-10 SPX 12/18/2010 880 P 56Aug-10 SPX 12/18/2010 900 P 134,147Aug-10 SPX 12/18/2010 900 C 47,739Aug-10 SPX 12/18/2010 920 P 2,006Aug-10 SPX 12/18/2010 925 C 226Aug-10 SPX 12/18/2010 925 P 40,495Aug-10 SPX 12/18/2010 930 P 1,698Aug-10 SPX 12/18/2010 930 C 2Aug-10 SPX 12/18/2010 935 P 423Aug-10 SPX 12/18/2010 940 P 1,135Aug-10 SPX 12/18/2010 945 P 80Aug-10 SPX 12/18/2010 945 C 7Aug-10 SPX 12/18/2010 950 P 83,834Aug-10 SPX 12/18/2010 950 C 30,344Aug-10 SPX 12/18/2010 975 C 3,957Aug-10 SPX 12/18/2010 975 P 49,368Aug-10 SPX 12/18/2010 980 P 26Aug-10 SPX 12/18/2010 985 P 166Aug-10 SPX 12/18/2010 990 P 270Aug-10 SPX 12/18/2010 995 P 256Aug-10 SPX 12/18/2010 1000 P 202,775Aug-10 SPX 12/18/2010 1000 C 44,857Aug-10 SPX 12/18/2010 1020 P 131Aug-10 SPX 12/18/2010 1025 P 86,261Aug-10 SPX 12/18/2010 1025 C 15,381Aug-10 SPX 12/18/2010 1030 C 806Aug-10 SPX 12/18/2010 1030 P 4,821Aug-10 SPX 12/18/2010 1035 P 7,302Aug-10 SPX 12/18/2010 1035 C 8Aug-10 SPX 12/18/2010 1040 P 3,151Aug-10 SPX 12/18/2010 1040 C 916Aug-10 SPX 12/18/2010 1045 P 3,805
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 12/18/2010 1045 C 1,158Aug-10 SPX 12/18/2010 1050 P 98,361Aug-10 SPX 12/18/2010 1050 C 45,694Aug-10 SPX 12/18/2010 1055 P 220Aug-10 SPX 12/18/2010 1055 C 206Aug-10 SPX 12/18/2010 1060 P 7,704Aug-10 SPX 12/18/2010 1060 C 4,289Aug-10 SPX 12/18/2010 1065 C 372Aug-10 SPX 12/18/2010 1065 P 891Aug-10 SPX 12/18/2010 1070 C 1,464Aug-10 SPX 12/18/2010 1070 P 5,978Aug-10 SPX 12/18/2010 1075 P 77,884Aug-10 SPX 12/18/2010 1075 C 29,963Aug-10 SPX 12/18/2010 1080 C 10Aug-10 SPX 12/18/2010 1085 P 200Aug-10 SPX 12/18/2010 1085 C 100Aug-10 SPX 12/18/2010 1090 C 1Aug-10 SPX 12/18/2010 1100 P 125,514Aug-10 SPX 12/18/2010 1100 C 138,259Aug-10 SPX 12/18/2010 1105 C 1,182Aug-10 SPX 12/18/2010 1105 P 349Aug-10 SPX 12/18/2010 1110 P 3,570Aug-10 SPX 12/18/2010 1110 C 2,004Aug-10 SPX 12/18/2010 1115 P 225Aug-10 SPX 12/18/2010 1115 C 2,610Aug-10 SPX 12/18/2010 1120 P 2,376Aug-10 SPX 12/18/2010 1120 C 1,492Aug-10 SPX 12/18/2010 1125 P 26,237Aug-10 SPX 12/18/2010 1125 C 58,904Aug-10 SPX 12/18/2010 1130 C 13Aug-10 SPX 12/18/2010 1140 C 10Aug-10 SPX 12/18/2010 1150 P 66,112Aug-10 SPX 12/18/2010 1150 C 92,313Aug-10 SPX 12/18/2010 1175 P 33,502Aug-10 SPX 12/18/2010 1175 C 52,879Aug-10 SPX 12/18/2010 1180 C 3,523Aug-10 SPX 12/18/2010 1200 P 74,733Aug-10 SPX 12/18/2010 1200 C 183,923Aug-10 SPX 12/18/2010 1220 C 1,314Aug-10 SPX 12/18/2010 1225 P 3,079Aug-10 SPX 12/18/2010 1225 C 23,743Aug-10 SPX 12/18/2010 1230 C 199Aug-10 SPX 12/18/2010 1235 C 814Aug-10 SPX 12/18/2010 1240 C 832Aug-10 SPX 12/18/2010 1250 P 16,865Aug-10 SPX 12/18/2010 1250 C 101,871Aug-10 SPX 12/18/2010 1255 P 1Aug-10 SPX 12/18/2010 1255 C 9,124Aug-10 SPX 12/18/2010 1260 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 12/18/2010 1260 C 2,808Aug-10 SPX 12/18/2010 1265 C 617Aug-10 SPX 12/18/2010 1270 C 5,181Aug-10 SPX 12/18/2010 1275 C 14,498Aug-10 SPX 12/18/2010 1275 P 60Aug-10 SPX 12/18/2010 1280 C 100Aug-10 SPX 12/18/2010 1295 C 2,124Aug-10 SPX 12/18/2010 1300 P 47,088Aug-10 SPX 12/18/2010 1300 C 120,260Aug-10 SPX 12/18/2010 1320 C 2,853Aug-10 SPX 12/18/2010 1325 P 2,825Aug-10 SPX 12/18/2010 1325 C 11,695Aug-10 SPX 12/18/2010 1350 P 11,181Aug-10 SPX 12/18/2010 1350 C 37,972Aug-10 SPX 12/18/2010 1375 C 16,616Aug-10 SPX 12/18/2010 1375 P 3,230Aug-10 SPX 12/18/2010 1400 C 149,299Aug-10 SPX 12/18/2010 1400 P 7,335Aug-10 SPX 12/18/2010 1425 C 4,421Aug-10 SPX 12/18/2010 1425 P 1,818Aug-10 SPX 12/18/2010 1450 P 1,557Aug-10 SPX 12/18/2010 1450 C 14,865Aug-10 SPX 12/18/2010 1500 P 28,983Aug-10 SPX 12/18/2010 1500 C 69,236Aug-10 SPX 12/18/2010 1550 P 361Aug-10 SPX 12/18/2010 1550 C 1,982Aug-10 SPX 12/18/2010 1600 P 234Aug-10 SPX 12/18/2010 1600 C 4,824Aug-10 SPX 12/18/2010 1700 P 1,447Aug-10 SPX 12/18/2010 1700 C 7,574Aug-10 SPX 12/18/2010 1800 P 90Aug-10 SPX 12/18/2010 1800 C 9,294Aug-10 SPX 12/18/2010 1900 P 1,123Aug-10 SPX 12/18/2010 1900 C 7,488Aug-10 SPX 12/18/2010 2000 P 178Aug-10 SPX 12/18/2010 2000 C 15,689Aug-10 SPX 12/18/2010 2100 P 632Aug-10 SPX 12/18/2010 2100 C 5,726Aug-10 SPX 12/18/2010 2150 C 160Aug-10 SPX 12/18/2010 2250 P 234Aug-10 SPX 12/18/2010 2250 C 6,176Aug-10 SPX 12/18/2010 2500 P 1,168Aug-10 SPX 12/18/2010 2500 C 10,299Aug-10 SPX 1/22/2011 500 P 658Aug-10 SPX 1/22/2011 550 P 6Aug-10 SPX 1/22/2011 600 P 112Aug-10 SPX 1/22/2011 650 C 3Aug-10 SPX 1/22/2011 750 P 1,001Aug-10 SPX 1/22/2011 775 P 500
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 1/22/2011 800 P 10Aug-10 SPX 1/22/2011 825 P 300Aug-10 SPX 1/22/2011 850 P 4,850Aug-10 SPX 1/22/2011 875 P 1,900Aug-10 SPX 1/22/2011 900 P 34,950Aug-10 SPX 1/22/2011 925 P 3,305Aug-10 SPX 1/22/2011 950 P 10,430Aug-10 SPX 1/22/2011 975 P 4,036Aug-10 SPX 1/22/2011 1000 C 100Aug-10 SPX 1/22/2011 1000 P 59,072Aug-10 SPX 1/22/2011 1025 P 9,750Aug-10 SPX 1/22/2011 1025 C 3,550Aug-10 SPX 1/22/2011 1050 P 10,376Aug-10 SPX 1/22/2011 1050 C 3,900Aug-10 SPX 1/22/2011 1075 P 9,250Aug-10 SPX 1/22/2011 1075 C 1,407Aug-10 SPX 1/22/2011 1100 P 3Aug-10 SPX 1/22/2011 1100 C 1,000Aug-10 SPX 1/22/2011 1125 C 2,005Aug-10 SPX 1/22/2011 1150 P 505Aug-10 SPX 1/22/2011 1150 C 1,905Aug-10 SPX 1/22/2011 1175 C 1,914Aug-10 SPX 1/22/2011 1175 P 200Aug-10 SPX 1/22/2011 1200 P 4Aug-10 SPX 1/22/2011 1200 C 11,280Aug-10 SPX 1/22/2011 1225 C 50Aug-10 SPX 1/22/2011 1250 P 5Aug-10 SPX 1/22/2011 1250 C 100Aug-10 SPX 1/22/2011 1275 C 146Aug-10 SPX 1/22/2011 1300 C 8Aug-10 SPX 3/19/2011 100 P 100Aug-10 SPX 3/19/2011 300 P 49Aug-10 SPX 3/19/2011 325 P 25Aug-10 SPX 3/19/2011 350 P 100Aug-10 SPX 3/19/2011 400 P 714Aug-10 SPX 3/19/2011 425 P 1,327Aug-10 SPX 3/19/2011 450 P 268Aug-10 SPX 3/19/2011 475 P 32Aug-10 SPX 3/19/2011 500 P 3,485Aug-10 SPX 3/19/2011 525 P 212Aug-10 SPX 3/19/2011 550 P 1,231Aug-10 SPX 3/19/2011 575 P 93Aug-10 SPX 3/19/2011 600 P 2,750Aug-10 SPX 3/19/2011 625 P 17Aug-10 SPX 3/19/2011 650 P 154Aug-10 SPX 3/19/2011 675 P 100Aug-10 SPX 3/19/2011 700 P 13,355Aug-10 SPX 3/19/2011 700 C 2Aug-10 SPX 3/19/2011 725 P 40
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 3/19/2011 750 P 6,789Aug-10 SPX 3/19/2011 775 P 2,855Aug-10 SPX 3/19/2011 800 P 13,761Aug-10 SPX 3/19/2011 800 C 104Aug-10 SPX 3/19/2011 825 P 2,117Aug-10 SPX 3/19/2011 850 P 25,594Aug-10 SPX 3/19/2011 850 C 1,000Aug-10 SPX 3/19/2011 875 P 5,527Aug-10 SPX 3/19/2011 900 P 12,600Aug-10 SPX 3/19/2011 925 P 15,998Aug-10 SPX 3/19/2011 925 C 500Aug-10 SPX 3/19/2011 950 C 1,001Aug-10 SPX 3/19/2011 950 P 19,174Aug-10 SPX 3/19/2011 975 P 8,043Aug-10 SPX 3/19/2011 975 C 3Aug-10 SPX 3/19/2011 1000 C 2,904Aug-10 SPX 3/19/2011 1000 P 22,477Aug-10 SPX 3/19/2011 1025 P 3,894Aug-10 SPX 3/19/2011 1025 C 1,368Aug-10 SPX 3/19/2011 1050 P 22,928Aug-10 SPX 3/19/2011 1050 C 10,403Aug-10 SPX 3/19/2011 1075 P 16,947Aug-10 SPX 3/19/2011 1075 C 7,085Aug-10 SPX 3/19/2011 1100 P 27,095Aug-10 SPX 3/19/2011 1100 C 24,203Aug-10 SPX 3/19/2011 1125 C 12,581Aug-10 SPX 3/19/2011 1125 P 9,905Aug-10 SPX 3/19/2011 1150 P 5,583Aug-10 SPX 3/19/2011 1150 C 9,328Aug-10 SPX 3/19/2011 1175 C 9,936Aug-10 SPX 3/19/2011 1175 P 4,496Aug-10 SPX 3/19/2011 1200 P 4,988Aug-10 SPX 3/19/2011 1200 C 36,003Aug-10 SPX 3/19/2011 1225 C 5,959Aug-10 SPX 3/19/2011 1250 P 507Aug-10 SPX 3/19/2011 1250 C 9,860Aug-10 SPX 3/19/2011 1275 P 2Aug-10 SPX 3/19/2011 1275 C 6,786Aug-10 SPX 3/19/2011 1300 P 6,004Aug-10 SPX 3/19/2011 1300 C 25,311Aug-10 SPX 3/19/2011 1325 C 2,168Aug-10 SPX 3/19/2011 1325 P 1Aug-10 SPX 3/19/2011 1350 C 4,043Aug-10 SPX 3/19/2011 1375 C 150Aug-10 SPX 3/19/2011 1400 P 20Aug-10 SPX 3/19/2011 1400 C 11,729Aug-10 SPX 3/19/2011 1425 C 497Aug-10 SPX 3/19/2011 1450 C 309Aug-10 SPX 3/19/2011 1475 C 100
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 3/19/2011 1500 P 22Aug-10 SPX 3/19/2011 1500 C 48Aug-10 SPX 3/19/2011 1525 C 29Aug-10 SPX 3/19/2011 1550 C 9Aug-10 SPX 3/19/2011 1900 P 990Aug-10 SPX 3/19/2011 2100 P 990Aug-10 SPX 6/18/2011 100 C 1Aug-10 SPX 6/18/2011 100 P 22,041Aug-10 SPX 6/18/2011 200 P 4,018Aug-10 SPX 6/18/2011 225 P 161Aug-10 SPX 6/18/2011 250 P 92Aug-10 SPX 6/18/2011 275 P 1Aug-10 SPX 6/18/2011 300 C 2Aug-10 SPX 6/18/2011 300 P 81Aug-10 SPX 6/18/2011 325 P 1Aug-10 SPX 6/18/2011 350 C 3Aug-10 SPX 6/18/2011 350 P 23Aug-10 SPX 6/18/2011 375 P 253Aug-10 SPX 6/18/2011 400 P 4,610Aug-10 SPX 6/18/2011 425 P 26Aug-10 SPX 6/18/2011 450 P 90Aug-10 SPX 6/18/2011 475 P 1Aug-10 SPX 6/18/2011 500 P 2,359Aug-10 SPX 6/18/2011 525 P 67Aug-10 SPX 6/18/2011 550 P 4,840Aug-10 SPX 6/18/2011 600 P 8,173Aug-10 SPX 6/18/2011 650 P 7,411Aug-10 SPX 6/18/2011 650 C 6,000Aug-10 SPX 6/18/2011 700 P 33,311Aug-10 SPX 6/18/2011 750 P 28,640Aug-10 SPX 6/18/2011 775 P 2,066Aug-10 SPX 6/18/2011 800 P 22,049Aug-10 SPX 6/18/2011 800 C 100Aug-10 SPX 6/18/2011 825 P 4,264Aug-10 SPX 6/18/2011 850 P 21,446Aug-10 SPX 6/18/2011 875 P 2,506Aug-10 SPX 6/18/2011 900 C 2,113Aug-10 SPX 6/18/2011 900 P 21,990Aug-10 SPX 6/18/2011 925 P 3,725Aug-10 SPX 6/18/2011 950 P 29,195Aug-10 SPX 6/18/2011 950 C 1,244Aug-10 SPX 6/18/2011 975 P 14,958Aug-10 SPX 6/18/2011 975 C 1Aug-10 SPX 6/18/2011 1000 P 47,723Aug-10 SPX 6/18/2011 1000 C 13,220Aug-10 SPX 6/18/2011 1025 P 8,719Aug-10 SPX 6/18/2011 1025 C 5,750Aug-10 SPX 6/18/2011 1050 P 37,226Aug-10 SPX 6/18/2011 1050 C 13,280
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 6/18/2011 1060 P 32Aug-10 SPX 6/18/2011 1060 C 22Aug-10 SPX 6/18/2011 1075 C 11,548Aug-10 SPX 6/18/2011 1075 P 16,481Aug-10 SPX 6/18/2011 1100 P 30,467Aug-10 SPX 6/18/2011 1100 C 25,509Aug-10 SPX 6/18/2011 1125 P 7,277Aug-10 SPX 6/18/2011 1125 C 10,512Aug-10 SPX 6/18/2011 1150 P 9,522Aug-10 SPX 6/18/2011 1150 C 12,630Aug-10 SPX 6/18/2011 1175 P 3,711Aug-10 SPX 6/18/2011 1175 C 13,488Aug-10 SPX 6/18/2011 1200 P 11,923Aug-10 SPX 6/18/2011 1200 C 27,884Aug-10 SPX 6/18/2011 1225 P 1,063Aug-10 SPX 6/18/2011 1225 C 7,903Aug-10 SPX 6/18/2011 1250 P 406Aug-10 SPX 6/18/2011 1250 C 12,650Aug-10 SPX 6/18/2011 1275 C 1,382Aug-10 SPX 6/18/2011 1275 P 350Aug-10 SPX 6/18/2011 1300 P 2,711Aug-10 SPX 6/18/2011 1300 C 33,509Aug-10 SPX 6/18/2011 1325 C 7,005Aug-10 SPX 6/18/2011 1350 P 3Aug-10 SPX 6/18/2011 1350 C 9,680Aug-10 SPX 6/18/2011 1375 P 1Aug-10 SPX 6/18/2011 1375 C 78Aug-10 SPX 6/18/2011 1400 P 20Aug-10 SPX 6/18/2011 1400 C 13,244Aug-10 SPX 6/18/2011 1450 C 1,761Aug-10 SPX 6/18/2011 1475 C 5,040Aug-10 SPX 6/18/2011 1500 C 3,717Aug-10 SPX 6/18/2011 1550 C 303Aug-10 SPX 6/18/2011 1600 P 20Aug-10 SPX 6/18/2011 1600 C 141Aug-10 SPX 6/18/2011 1650 C 151Aug-10 SPX 6/18/2011 1700 P 50Aug-10 SPX 6/18/2011 1700 C 78Aug-10 SPX 6/18/2011 1800 C 3Aug-10 SPX 6/18/2011 1800 P 68Aug-10 SPX 6/18/2011 1900 P 113Aug-10 SPX 6/18/2011 2000 P 156Aug-10 SPX 6/18/2011 2000 C 1Aug-10 SPX 6/18/2011 2250 P 113Aug-10 SPX 6/18/2011 2500 P 165Aug-10 SPX 12/17/2011 50 P 27,376Aug-10 SPX 12/17/2011 100 P 12,487Aug-10 SPX 12/17/2011 100 C 9Aug-10 SPX 12/17/2011 150 P 1,428
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 12/17/2011 200 C 3Aug-10 SPX 12/17/2011 200 P 44,752Aug-10 SPX 12/17/2011 225 P 5,961Aug-10 SPX 12/17/2011 250 P 109,713Aug-10 SPX 12/17/2011 250 C 15Aug-10 SPX 12/17/2011 275 P 2,562Aug-10 SPX 12/17/2011 280 P 1,628Aug-10 SPX 12/17/2011 280 C 102Aug-10 SPX 12/17/2011 300 P 18,622Aug-10 SPX 12/17/2011 300 C 89Aug-10 SPX 12/17/2011 325 P 332Aug-10 SPX 12/17/2011 350 C 10Aug-10 SPX 12/17/2011 350 P 2,037Aug-10 SPX 12/17/2011 375 P 12Aug-10 SPX 12/17/2011 400 C 32Aug-10 SPX 12/17/2011 400 P 145,846Aug-10 SPX 12/17/2011 425 P 111Aug-10 SPX 12/17/2011 450 P 12,506Aug-10 SPX 12/17/2011 450 C 8Aug-10 SPX 12/17/2011 475 P 168Aug-10 SPX 12/17/2011 500 P 19,680Aug-10 SPX 12/17/2011 500 C 526Aug-10 SPX 12/17/2011 525 P 57Aug-10 SPX 12/17/2011 550 P 8,441Aug-10 SPX 12/17/2011 550 C 6Aug-10 SPX 12/17/2011 600 C 21Aug-10 SPX 12/17/2011 600 P 52,643Aug-10 SPX 12/17/2011 650 P 30,277Aug-10 SPX 12/17/2011 650 C 1,217Aug-10 SPX 12/17/2011 700 P 56,636Aug-10 SPX 12/17/2011 700 C 3,818Aug-10 SPX 12/17/2011 750 P 36,655Aug-10 SPX 12/17/2011 750 C 404Aug-10 SPX 12/17/2011 775 P 147Aug-10 SPX 12/17/2011 800 C 14,399Aug-10 SPX 12/17/2011 800 P 67,577Aug-10 SPX 12/17/2011 825 P 1,588Aug-10 SPX 12/17/2011 825 C 151Aug-10 SPX 12/17/2011 850 P 20,134Aug-10 SPX 12/17/2011 850 C 6,751Aug-10 SPX 12/17/2011 900 P 67,298Aug-10 SPX 12/17/2011 900 C 16,676Aug-10 SPX 12/17/2011 920 P 3,100Aug-10 SPX 12/17/2011 920 C 606Aug-10 SPX 12/17/2011 925 P 4,338Aug-10 SPX 12/17/2011 950 P 17,167Aug-10 SPX 12/17/2011 950 C 6,434Aug-10 SPX 12/17/2011 975 C 2Aug-10 SPX 12/17/2011 975 P 3,906
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 12/17/2011 1000 P 36,911Aug-10 SPX 12/17/2011 1000 C 19,420Aug-10 SPX 12/17/2011 1025 P 5,897Aug-10 SPX 12/17/2011 1025 C 1,872Aug-10 SPX 12/17/2011 1050 P 29,048Aug-10 SPX 12/17/2011 1050 C 13,887Aug-10 SPX 12/17/2011 1075 P 12,323Aug-10 SPX 12/17/2011 1075 C 7,122Aug-10 SPX 12/17/2011 1100 P 64,650Aug-10 SPX 12/17/2011 1100 C 66,616Aug-10 SPX 12/17/2011 1125 C 18,485Aug-10 SPX 12/17/2011 1125 P 10,786Aug-10 SPX 12/17/2011 1150 C 30,697Aug-10 SPX 12/17/2011 1150 P 14,227Aug-10 SPX 12/17/2011 1175 P 2,596Aug-10 SPX 12/17/2011 1175 C 3,598Aug-10 SPX 12/17/2011 1200 P 15,094Aug-10 SPX 12/17/2011 1200 C 56,789Aug-10 SPX 12/17/2011 1225 P 1,000Aug-10 SPX 12/17/2011 1225 C 3,244Aug-10 SPX 12/17/2011 1250 P 1,828Aug-10 SPX 12/17/2011 1250 C 19,820Aug-10 SPX 12/17/2011 1275 P 1,350Aug-10 SPX 12/17/2011 1275 C 5,485Aug-10 SPX 12/17/2011 1300 P 3,047Aug-10 SPX 12/17/2011 1300 C 78,933Aug-10 SPX 12/17/2011 1350 P 751Aug-10 SPX 12/17/2011 1350 C 7,284Aug-10 SPX 12/17/2011 1400 C 39,447Aug-10 SPX 12/17/2011 1400 P 3,474Aug-10 SPX 12/17/2011 1450 C 8,645Aug-10 SPX 12/17/2011 1500 P 3,163Aug-10 SPX 12/17/2011 1500 C 62,234Aug-10 SPX 12/17/2011 1550 C 4,410Aug-10 SPX 12/17/2011 1600 P 527Aug-10 SPX 12/17/2011 1600 C 30,256Aug-10 SPX 12/17/2011 1700 P 97Aug-10 SPX 12/17/2011 1700 C 2,384Aug-10 SPX 12/17/2011 1800 P 119Aug-10 SPX 12/17/2011 1800 C 630Aug-10 SPX 12/17/2011 1900 P 106Aug-10 SPX 12/17/2011 1900 C 74Aug-10 SPX 12/17/2011 2000 P 244Aug-10 SPX 12/17/2011 2000 C 5,078Aug-10 SPX 12/17/2011 2250 P 70Aug-10 SPX 12/17/2011 2500 P 239Aug-10 SPX 12/17/2011 2500 C 13Aug-10 SPX 6/16/2012 100 P 111Aug-10 SPX 6/16/2012 200 P 4,215
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 6/16/2012 400 P 3Aug-10 SPX 6/16/2012 600 P 500Aug-10 SPX 6/16/2012 650 P 1,200Aug-10 SPX 6/16/2012 750 P 1,220Aug-10 SPX 6/16/2012 800 P 550Aug-10 SPX 6/16/2012 825 P 20Aug-10 SPX 6/16/2012 850 P 595Aug-10 SPX 6/16/2012 900 P 1,850Aug-10 SPX 6/16/2012 925 P 100Aug-10 SPX 6/16/2012 950 P 6Aug-10 SPX 6/16/2012 950 C 100Aug-10 SPX 6/16/2012 1000 P 300Aug-10 SPX 6/16/2012 1050 P 4,600Aug-10 SPX 6/16/2012 1050 C 2,450Aug-10 SPX 6/16/2012 1075 P 100Aug-10 SPX 6/16/2012 1075 C 1,900Aug-10 SPX 6/16/2012 1100 P 4,161Aug-10 SPX 6/16/2012 1100 C 1,095Aug-10 SPX 6/16/2012 1125 C 170Aug-10 SPX 6/16/2012 1125 P 130Aug-10 SPX 6/16/2012 1150 C 550Aug-10 SPX 6/16/2012 1200 P 2Aug-10 SPX 6/16/2012 1200 C 225Aug-10 SPX 6/16/2012 1225 P 2Aug-10 SPX 6/16/2012 1225 C 1Aug-10 SPX 6/16/2012 1250 C 502Aug-10 SPX 6/16/2012 1275 C 460Aug-10 SPX 6/16/2012 1300 C 1,150Aug-10 SPX 6/16/2012 1325 C 25Aug-10 SPX 6/16/2012 1450 C 10Aug-10 SPX 6/16/2012 1475 C 1,000Aug-10 SPX 6/16/2012 1500 C 6,520Aug-10 SPX 6/16/2012 1800 P 5Aug-10 SPX 6/16/2012 2250 P 13Aug-10 SPX 6/16/2012 2500 P 1Aug-10 SPX 12/22/2012 100 P 3,998Aug-10 SPX 12/22/2012 100 C 4Aug-10 SPX 12/22/2012 200 P 6,919Aug-10 SPX 12/22/2012 200 C 1Aug-10 SPX 12/22/2012 250 P 2,328Aug-10 SPX 12/22/2012 300 P 2,844Aug-10 SPX 12/22/2012 300 C 14Aug-10 SPX 12/22/2012 350 P 3,885Aug-10 SPX 12/22/2012 350 C 2Aug-10 SPX 12/22/2012 400 C 1Aug-10 SPX 12/22/2012 400 P 10,748Aug-10 SPX 12/22/2012 450 P 1,765Aug-10 SPX 12/22/2012 450 C 10Aug-10 SPX 12/22/2012 500 P 18,264
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 12/22/2012 500 C 606Aug-10 SPX 12/22/2012 550 P 11,060Aug-10 SPX 12/22/2012 600 P 87,499Aug-10 SPX 12/22/2012 600 C 20Aug-10 SPX 12/22/2012 650 P 2,857Aug-10 SPX 12/22/2012 650 C 5Aug-10 SPX 12/22/2012 700 P 16,850Aug-10 SPX 12/22/2012 700 C 4,273Aug-10 SPX 12/22/2012 750 P 8,844Aug-10 SPX 12/22/2012 800 P 11,528Aug-10 SPX 12/22/2012 800 C 111Aug-10 SPX 12/22/2012 825 P 55Aug-10 SPX 12/22/2012 825 C 600Aug-10 SPX 12/22/2012 850 P 16,742Aug-10 SPX 12/22/2012 875 P 10Aug-10 SPX 12/22/2012 900 P 31,382Aug-10 SPX 12/22/2012 900 C 719Aug-10 SPX 12/22/2012 925 P 203Aug-10 SPX 12/22/2012 925 C 2Aug-10 SPX 12/22/2012 950 C 1,918Aug-10 SPX 12/22/2012 950 P 9,350Aug-10 SPX 12/22/2012 975 C 6Aug-10 SPX 12/22/2012 975 P 2Aug-10 SPX 12/22/2012 1000 P 16,755Aug-10 SPX 12/22/2012 1000 C 7,991Aug-10 SPX 12/22/2012 1025 P 1,402Aug-10 SPX 12/22/2012 1025 C 301Aug-10 SPX 12/22/2012 1050 P 18,750Aug-10 SPX 12/22/2012 1050 C 11,062Aug-10 SPX 12/22/2012 1075 P 5,505Aug-10 SPX 12/22/2012 1075 C 4,033Aug-10 SPX 12/22/2012 1100 P 49,497Aug-10 SPX 12/22/2012 1100 C 40,731Aug-10 SPX 12/22/2012 1125 P 4,901Aug-10 SPX 12/22/2012 1125 C 6,705Aug-10 SPX 12/22/2012 1150 C 21,072Aug-10 SPX 12/22/2012 1150 P 15,277Aug-10 SPX 12/22/2012 1175 P 4,639Aug-10 SPX 12/22/2012 1175 C 6,703Aug-10 SPX 12/22/2012 1200 P 22,114Aug-10 SPX 12/22/2012 1200 C 13,835Aug-10 SPX 12/22/2012 1220 C 2Aug-10 SPX 12/22/2012 1250 P 3,557Aug-10 SPX 12/22/2012 1250 C 15,336Aug-10 SPX 12/22/2012 1300 P 5,860Aug-10 SPX 12/22/2012 1300 C 24,516Aug-10 SPX 12/22/2012 1350 P 1,000Aug-10 SPX 12/22/2012 1350 C 1,984Aug-10 SPX 12/22/2012 1400 P 602
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-10 SPX 12/22/2012 1400 C 28,816Aug-10 SPX 12/22/2012 1450 P 701Aug-10 SPX 12/22/2012 1450 C 4,502Aug-10 SPX 12/22/2012 1500 P 606Aug-10 SPX 12/22/2012 1500 C 18,334Aug-10 SPX 12/22/2012 1550 P 10Aug-10 SPX 12/22/2012 1550 C 4,771Aug-10 SPX 12/22/2012 1600 P 40Aug-10 SPX 12/22/2012 1600 C 69,451Aug-10 SPX 12/22/2012 1700 P 126Aug-10 SPX 12/22/2012 1700 C 5,502Aug-10 SPX 12/22/2012 1800 P 99Aug-10 SPX 12/22/2012 1800 C 15,224Aug-10 SPX 12/22/2012 1900 P 160Aug-10 SPX 12/22/2012 1900 C 5,456Aug-10 SPX 12/22/2012 2000 C 21,946Aug-10 SPX 12/22/2012 2000 P 307Aug-10 SPX 12/22/2012 2250 P 304Aug-10 SPX 12/22/2012 2250 C 4Aug-10 SPX 12/22/2012 2500 P 634Aug-10 SPX 12/22/2012 2500 C 518Sep-10 SPX 10/16/2010 200 C 4Sep-10 SPX 10/16/2010 300 C 7Sep-10 SPX 10/16/2010 300 P 1Sep-10 SPX 10/16/2010 400 P 96Sep-10 SPX 10/16/2010 450 P 169Sep-10 SPX 10/16/2010 500 C 2,000Sep-10 SPX 10/16/2010 500 P 3,178Sep-10 SPX 10/16/2010 550 P 533Sep-10 SPX 10/16/2010 575 P 200Sep-10 SPX 10/16/2010 600 P 1,498Sep-10 SPX 10/16/2010 610 P 1Sep-10 SPX 10/16/2010 620 P 2Sep-10 SPX 10/16/2010 625 P 840Sep-10 SPX 10/16/2010 630 P 13Sep-10 SPX 10/16/2010 635 P 10Sep-10 SPX 10/16/2010 640 P 3,041Sep-10 SPX 10/16/2010 645 P 1,277Sep-10 SPX 10/16/2010 650 P 9,238Sep-10 SPX 10/16/2010 655 P 2,183Sep-10 SPX 10/16/2010 660 P 5,419Sep-10 SPX 10/16/2010 670 P 4,356Sep-10 SPX 10/16/2010 675 P 4,224Sep-10 SPX 10/16/2010 680 P 2,479Sep-10 SPX 10/16/2010 685 P 2,255Sep-10 SPX 10/16/2010 690 P 2,562Sep-10 SPX 10/16/2010 695 P 3,538Sep-10 SPX 10/16/2010 700 P 66,421Sep-10 SPX 10/16/2010 700 C 85
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 10/16/2010 705 P 4,399Sep-10 SPX 10/16/2010 705 C 2Sep-10 SPX 10/16/2010 710 P 4,152Sep-10 SPX 10/16/2010 715 P 3,818Sep-10 SPX 10/16/2010 720 P 4,296Sep-10 SPX 10/16/2010 725 P 6,172Sep-10 SPX 10/16/2010 725 C 51Sep-10 SPX 10/16/2010 730 P 4,776Sep-10 SPX 10/16/2010 735 P 4,267Sep-10 SPX 10/16/2010 740 P 4,071Sep-10 SPX 10/16/2010 745 P 3,834Sep-10 SPX 10/16/2010 750 P 8,862Sep-10 SPX 10/16/2010 755 P 4,487Sep-10 SPX 10/16/2010 760 P 4,045Sep-10 SPX 10/16/2010 765 P 3,769Sep-10 SPX 10/16/2010 770 P 3,232Sep-10 SPX 10/16/2010 775 P 5,602Sep-10 SPX 10/16/2010 775 C 11Sep-10 SPX 10/16/2010 780 P 2,575Sep-10 SPX 10/16/2010 785 P 3,041Sep-10 SPX 10/16/2010 790 P 3,506Sep-10 SPX 10/16/2010 795 P 2,355Sep-10 SPX 10/16/2010 800 C 105Sep-10 SPX 10/16/2010 800 P 28,930Sep-10 SPX 10/16/2010 805 P 2,525Sep-10 SPX 10/16/2010 810 P 3,133Sep-10 SPX 10/16/2010 815 P 3,229Sep-10 SPX 10/16/2010 820 P 6,842Sep-10 SPX 10/16/2010 825 P 21,326Sep-10 SPX 10/16/2010 825 C 110Sep-10 SPX 10/16/2010 830 P 4,931Sep-10 SPX 10/16/2010 835 P 2,862Sep-10 SPX 10/16/2010 840 P 7,670Sep-10 SPX 10/16/2010 845 P 4,676Sep-10 SPX 10/16/2010 850 C 145Sep-10 SPX 10/16/2010 850 P 36,509Sep-10 SPX 10/16/2010 855 P 2,882Sep-10 SPX 10/16/2010 860 P 4,750Sep-10 SPX 10/16/2010 865 P 4,769Sep-10 SPX 10/16/2010 870 P 5,707Sep-10 SPX 10/16/2010 875 P 25,344Sep-10 SPX 10/16/2010 875 C 200Sep-10 SPX 10/16/2010 880 P 2,680Sep-10 SPX 10/16/2010 885 P 3,934Sep-10 SPX 10/16/2010 890 P 2,700Sep-10 SPX 10/16/2010 890 C 2Sep-10 SPX 10/16/2010 895 P 2,549Sep-10 SPX 10/16/2010 900 P 53,982Sep-10 SPX 10/16/2010 900 C 1,053
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 10/16/2010 905 C 2Sep-10 SPX 10/16/2010 905 P 2,740Sep-10 SPX 10/16/2010 910 C 2Sep-10 SPX 10/16/2010 910 P 6,930Sep-10 SPX 10/16/2010 915 C 2Sep-10 SPX 10/16/2010 915 P 2,078Sep-10 SPX 10/16/2010 920 P 2,591Sep-10 SPX 10/16/2010 925 P 24,333Sep-10 SPX 10/16/2010 925 C 110Sep-10 SPX 10/16/2010 930 P 6,987Sep-10 SPX 10/16/2010 930 C 24Sep-10 SPX 10/16/2010 935 P 6,717Sep-10 SPX 10/16/2010 935 C 1Sep-10 SPX 10/16/2010 940 P 10,583Sep-10 SPX 10/16/2010 940 C 1Sep-10 SPX 10/16/2010 945 P 3,672Sep-10 SPX 10/16/2010 945 C 1Sep-10 SPX 10/16/2010 950 P 63,013Sep-10 SPX 10/16/2010 950 C 653Sep-10 SPX 10/16/2010 955 C 5Sep-10 SPX 10/16/2010 955 P 8,170Sep-10 SPX 10/16/2010 960 C 4Sep-10 SPX 10/16/2010 960 P 13,077Sep-10 SPX 10/16/2010 965 P 2,826Sep-10 SPX 10/16/2010 965 C 1Sep-10 SPX 10/16/2010 970 P 11,303Sep-10 SPX 10/16/2010 975 P 49,216Sep-10 SPX 10/16/2010 975 C 366Sep-10 SPX 10/16/2010 980 P 9,797Sep-10 SPX 10/16/2010 980 C 20,000Sep-10 SPX 10/16/2010 985 P 12,340Sep-10 SPX 10/16/2010 990 P 13,826Sep-10 SPX 10/16/2010 990 C 1Sep-10 SPX 10/16/2010 995 P 6,504Sep-10 SPX 10/16/2010 1000 C 1,086Sep-10 SPX 10/16/2010 1000 P 110,597Sep-10 SPX 10/16/2010 1005 C 1Sep-10 SPX 10/16/2010 1005 P 6,494Sep-10 SPX 10/16/2010 1010 P 21,672Sep-10 SPX 10/16/2010 1015 P 5,517Sep-10 SPX 10/16/2010 1020 P 16,216Sep-10 SPX 10/16/2010 1020 C 231Sep-10 SPX 10/16/2010 1025 P 69,079Sep-10 SPX 10/16/2010 1025 C 11,592Sep-10 SPX 10/16/2010 1030 C 26,631Sep-10 SPX 10/16/2010 1030 P 12,389Sep-10 SPX 10/16/2010 1035 P 3,905Sep-10 SPX 10/16/2010 1035 C 19Sep-10 SPX 10/16/2010 1040 P 36,266
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 10/16/2010 1040 C 49Sep-10 SPX 10/16/2010 1045 P 10,357Sep-10 SPX 10/16/2010 1045 C 108Sep-10 SPX 10/16/2010 1050 P 108,256Sep-10 SPX 10/16/2010 1050 C 30,923Sep-10 SPX 10/16/2010 1055 P 2,628Sep-10 SPX 10/16/2010 1055 C 81Sep-10 SPX 10/16/2010 1060 P 22,202Sep-10 SPX 10/16/2010 1060 C 1,727Sep-10 SPX 10/16/2010 1065 P 8,380Sep-10 SPX 10/16/2010 1065 C 607Sep-10 SPX 10/16/2010 1070 C 2,195Sep-10 SPX 10/16/2010 1070 P 39,526Sep-10 SPX 10/16/2010 1075 P 73,192Sep-10 SPX 10/16/2010 1075 C 16,883Sep-10 SPX 10/16/2010 1080 P 28,117Sep-10 SPX 10/16/2010 1080 C 2,666Sep-10 SPX 10/16/2010 1085 P 5,437Sep-10 SPX 10/16/2010 1085 C 2,364Sep-10 SPX 10/16/2010 1090 C 2,459Sep-10 SPX 10/16/2010 1090 P 17,498Sep-10 SPX 10/16/2010 1095 C 499Sep-10 SPX 10/16/2010 1095 P 5,659Sep-10 SPX 10/16/2010 1100 P 171,257Sep-10 SPX 10/16/2010 1100 C 140,806Sep-10 SPX 10/16/2010 1105 P 4,414Sep-10 SPX 10/16/2010 1105 C 3,072Sep-10 SPX 10/16/2010 1110 P 7,893Sep-10 SPX 10/16/2010 1110 C 2,858Sep-10 SPX 10/16/2010 1115 P 5,020Sep-10 SPX 10/16/2010 1115 C 9,992Sep-10 SPX 10/16/2010 1120 C 35,907Sep-10 SPX 10/16/2010 1120 P 39,775Sep-10 SPX 10/16/2010 1125 P 35,955Sep-10 SPX 10/16/2010 1125 C 62,892Sep-10 SPX 10/16/2010 1130 P 8,359Sep-10 SPX 10/16/2010 1130 C 19,988Sep-10 SPX 10/16/2010 1135 C 6,738Sep-10 SPX 10/16/2010 1135 P 980Sep-10 SPX 10/16/2010 1140 P 12,298Sep-10 SPX 10/16/2010 1140 C 24,221Sep-10 SPX 10/16/2010 1145 P 1,942Sep-10 SPX 10/16/2010 1145 C 10,767Sep-10 SPX 10/16/2010 1150 P 22,084Sep-10 SPX 10/16/2010 1150 C 51,219Sep-10 SPX 10/16/2010 1155 P 3,181Sep-10 SPX 10/16/2010 1155 C 13,615Sep-10 SPX 10/16/2010 1160 P 719Sep-10 SPX 10/16/2010 1160 C 26,252
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 10/16/2010 1165 P 34Sep-10 SPX 10/16/2010 1165 C 23,599Sep-10 SPX 10/16/2010 1170 C 31,654Sep-10 SPX 10/16/2010 1170 P 151Sep-10 SPX 10/16/2010 1175 P 1,998Sep-10 SPX 10/16/2010 1175 C 54,362Sep-10 SPX 10/16/2010 1180 P 55Sep-10 SPX 10/16/2010 1180 C 15,381Sep-10 SPX 10/16/2010 1185 P 56Sep-10 SPX 10/16/2010 1185 C 13,868Sep-10 SPX 10/16/2010 1190 P 78Sep-10 SPX 10/16/2010 1190 C 17,686Sep-10 SPX 10/16/2010 1195 P 58Sep-10 SPX 10/16/2010 1195 C 7,689Sep-10 SPX 10/16/2010 1200 P 2,944Sep-10 SPX 10/16/2010 1200 C 60,105Sep-10 SPX 10/16/2010 1205 C 7,313Sep-10 SPX 10/16/2010 1205 P 5Sep-10 SPX 10/16/2010 1210 P 16Sep-10 SPX 10/16/2010 1210 C 11,653Sep-10 SPX 10/16/2010 1215 P 25Sep-10 SPX 10/16/2010 1215 C 8,372Sep-10 SPX 10/16/2010 1220 P 10Sep-10 SPX 10/16/2010 1220 C 6,355Sep-10 SPX 10/16/2010 1225 P 104Sep-10 SPX 10/16/2010 1225 C 26,924Sep-10 SPX 10/16/2010 1230 P 51Sep-10 SPX 10/16/2010 1230 C 12,114Sep-10 SPX 10/16/2010 1235 C 1,829Sep-10 SPX 10/16/2010 1235 P 496Sep-10 SPX 10/16/2010 1240 P 3Sep-10 SPX 10/16/2010 1240 C 4,164Sep-10 SPX 10/16/2010 1245 P 3Sep-10 SPX 10/16/2010 1245 C 1,314Sep-10 SPX 10/16/2010 1250 P 111Sep-10 SPX 10/16/2010 1250 C 21,343Sep-10 SPX 10/16/2010 1255 P 1Sep-10 SPX 10/16/2010 1255 C 1,594Sep-10 SPX 10/16/2010 1260 C 1,854Sep-10 SPX 10/16/2010 1265 C 6,305Sep-10 SPX 10/16/2010 1270 C 1,385Sep-10 SPX 10/16/2010 1275 P 2Sep-10 SPX 10/16/2010 1275 C 4,456Sep-10 SPX 10/16/2010 1280 C 913Sep-10 SPX 10/16/2010 1285 C 1,154Sep-10 SPX 10/16/2010 1290 C 1,201Sep-10 SPX 10/16/2010 1295 C 1,060Sep-10 SPX 10/16/2010 1300 C 5,830Sep-10 SPX 10/16/2010 1305 C 304
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 10/16/2010 1310 C 532Sep-10 SPX 10/16/2010 1315 C 404Sep-10 SPX 10/16/2010 1320 C 388Sep-10 SPX 10/16/2010 1325 C 1,434Sep-10 SPX 10/16/2010 1350 C 479Sep-10 SPX 10/16/2010 1375 C 876Sep-10 SPX 10/16/2010 1400 C 352Sep-10 SPX 10/16/2010 1450 C 415Sep-10 SPX 10/16/2010 1500 P 2,000Sep-10 SPX 10/16/2010 1500 C 2,392Sep-10 SPX 11/20/2010 200 P 1Sep-10 SPX 11/20/2010 300 P 1Sep-10 SPX 11/20/2010 400 P 1,188Sep-10 SPX 11/20/2010 500 P 175Sep-10 SPX 11/20/2010 550 P 620Sep-10 SPX 11/20/2010 575 P 359Sep-10 SPX 11/20/2010 600 P 3,399Sep-10 SPX 11/20/2010 620 P 27Sep-10 SPX 11/20/2010 625 P 665Sep-10 SPX 11/20/2010 630 P 36Sep-10 SPX 11/20/2010 640 P 251Sep-10 SPX 11/20/2010 650 P 4,549Sep-10 SPX 11/20/2010 660 P 236Sep-10 SPX 11/20/2010 670 P 18Sep-10 SPX 11/20/2010 675 P 55,308Sep-10 SPX 11/20/2010 680 P 288Sep-10 SPX 11/20/2010 690 P 2Sep-10 SPX 11/20/2010 700 C 8Sep-10 SPX 11/20/2010 700 P 11,316Sep-10 SPX 11/20/2010 710 P 112Sep-10 SPX 11/20/2010 720 P 2,221Sep-10 SPX 11/20/2010 725 P 4,300Sep-10 SPX 11/20/2010 730 P 1,225Sep-10 SPX 11/20/2010 740 P 380Sep-10 SPX 11/20/2010 750 P 12,420Sep-10 SPX 11/20/2010 755 P 131Sep-10 SPX 11/20/2010 760 P 275Sep-10 SPX 11/20/2010 765 P 710Sep-10 SPX 11/20/2010 770 P 122Sep-10 SPX 11/20/2010 775 P 9,560Sep-10 SPX 11/20/2010 780 P 258Sep-10 SPX 11/20/2010 785 P 59Sep-10 SPX 11/20/2010 790 P 200Sep-10 SPX 11/20/2010 795 P 132Sep-10 SPX 11/20/2010 800 P 23,109Sep-10 SPX 11/20/2010 800 C 62Sep-10 SPX 11/20/2010 805 P 17Sep-10 SPX 11/20/2010 810 P 45Sep-10 SPX 11/20/2010 820 P 14
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 11/20/2010 825 P 8,298Sep-10 SPX 11/20/2010 830 P 3,679Sep-10 SPX 11/20/2010 835 P 151Sep-10 SPX 11/20/2010 840 P 7,838Sep-10 SPX 11/20/2010 845 P 279Sep-10 SPX 11/20/2010 850 P 23,913Sep-10 SPX 11/20/2010 855 P 220Sep-10 SPX 11/20/2010 860 P 213Sep-10 SPX 11/20/2010 865 P 1Sep-10 SPX 11/20/2010 870 P 14Sep-10 SPX 11/20/2010 875 P 28,535Sep-10 SPX 11/20/2010 875 C 74Sep-10 SPX 11/20/2010 880 P 2,225Sep-10 SPX 11/20/2010 885 P 24Sep-10 SPX 11/20/2010 890 P 36Sep-10 SPX 11/20/2010 895 P 74Sep-10 SPX 11/20/2010 900 P 31,914Sep-10 SPX 11/20/2010 900 C 124Sep-10 SPX 11/20/2010 905 P 1Sep-10 SPX 11/20/2010 910 P 26Sep-10 SPX 11/20/2010 915 P 6Sep-10 SPX 11/20/2010 920 P 467Sep-10 SPX 11/20/2010 925 P 13,847Sep-10 SPX 11/20/2010 925 C 30Sep-10 SPX 11/20/2010 930 P 5,390Sep-10 SPX 11/20/2010 930 C 100Sep-10 SPX 11/20/2010 935 P 2Sep-10 SPX 11/20/2010 935 C 100Sep-10 SPX 11/20/2010 940 P 7,738Sep-10 SPX 11/20/2010 945 P 1,592Sep-10 SPX 11/20/2010 950 P 57,064Sep-10 SPX 11/20/2010 950 C 45Sep-10 SPX 11/20/2010 955 P 15Sep-10 SPX 11/20/2010 960 P 8,092Sep-10 SPX 11/20/2010 960 C 10Sep-10 SPX 11/20/2010 965 P 1,035Sep-10 SPX 11/20/2010 970 P 1,501Sep-10 SPX 11/20/2010 975 P 18,505Sep-10 SPX 11/20/2010 975 C 10Sep-10 SPX 11/20/2010 980 P 3,620Sep-10 SPX 11/20/2010 985 P 95Sep-10 SPX 11/20/2010 990 P 1,895Sep-10 SPX 11/20/2010 995 P 1,036Sep-10 SPX 11/20/2010 1000 P 84,127Sep-10 SPX 11/20/2010 1000 C 7,122Sep-10 SPX 11/20/2010 1005 P 72Sep-10 SPX 11/20/2010 1010 P 767Sep-10 SPX 11/20/2010 1015 P 4,304Sep-10 SPX 11/20/2010 1020 P 836
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 11/20/2010 1025 P 41,979Sep-10 SPX 11/20/2010 1030 P 7,215Sep-10 SPX 11/20/2010 1035 P 697Sep-10 SPX 11/20/2010 1040 P 16,235Sep-10 SPX 11/20/2010 1040 C 61Sep-10 SPX 11/20/2010 1045 P 174Sep-10 SPX 11/20/2010 1050 P 59,002Sep-10 SPX 11/20/2010 1050 C 7,999Sep-10 SPX 11/20/2010 1055 C 3Sep-10 SPX 11/20/2010 1055 P 49Sep-10 SPX 11/20/2010 1060 P 11,199Sep-10 SPX 11/20/2010 1060 C 234Sep-10 SPX 11/20/2010 1065 P 2,045Sep-10 SPX 11/20/2010 1070 P 5,874Sep-10 SPX 11/20/2010 1070 C 10Sep-10 SPX 11/20/2010 1075 P 32,268Sep-10 SPX 11/20/2010 1075 C 12,804Sep-10 SPX 11/20/2010 1080 P 8,307Sep-10 SPX 11/20/2010 1080 C 1,502Sep-10 SPX 11/20/2010 1085 P 5,604Sep-10 SPX 11/20/2010 1085 C 6Sep-10 SPX 11/20/2010 1090 P 9,173Sep-10 SPX 11/20/2010 1090 C 36Sep-10 SPX 11/20/2010 1095 P 377Sep-10 SPX 11/20/2010 1095 C 65Sep-10 SPX 11/20/2010 1100 P 59,264Sep-10 SPX 11/20/2010 1100 C 40,990Sep-10 SPX 11/20/2010 1105 P 62Sep-10 SPX 11/20/2010 1110 P 3,701Sep-10 SPX 11/20/2010 1110 C 672Sep-10 SPX 11/20/2010 1115 P 784Sep-10 SPX 11/20/2010 1115 C 78Sep-10 SPX 11/20/2010 1120 P 49,800Sep-10 SPX 11/20/2010 1120 C 1,229Sep-10 SPX 11/20/2010 1125 C 16,861Sep-10 SPX 11/20/2010 1125 P 27,349Sep-10 SPX 11/20/2010 1130 P 10,379Sep-10 SPX 11/20/2010 1130 C 9,397Sep-10 SPX 11/20/2010 1135 P 472Sep-10 SPX 11/20/2010 1135 C 767Sep-10 SPX 11/20/2010 1140 P 2,134Sep-10 SPX 11/20/2010 1140 C 6,186Sep-10 SPX 11/20/2010 1145 P 1,515Sep-10 SPX 11/20/2010 1145 C 490Sep-10 SPX 11/20/2010 1150 P 12,804Sep-10 SPX 11/20/2010 1150 C 26,306Sep-10 SPX 11/20/2010 1155 C 1,141Sep-10 SPX 11/20/2010 1155 P 6Sep-10 SPX 11/20/2010 1160 C 7,171
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 11/20/2010 1160 P 18Sep-10 SPX 11/20/2010 1165 P 11Sep-10 SPX 11/20/2010 1165 C 2,718Sep-10 SPX 11/20/2010 1170 P 18Sep-10 SPX 11/20/2010 1170 C 791Sep-10 SPX 11/20/2010 1175 P 895Sep-10 SPX 11/20/2010 1175 C 24,885Sep-10 SPX 11/20/2010 1180 P 5Sep-10 SPX 11/20/2010 1180 C 3,274Sep-10 SPX 11/20/2010 1185 C 3,494Sep-10 SPX 11/20/2010 1190 C 6,846Sep-10 SPX 11/20/2010 1195 C 877Sep-10 SPX 11/20/2010 1200 P 819Sep-10 SPX 11/20/2010 1200 C 72,733Sep-10 SPX 11/20/2010 1205 C 1,092Sep-10 SPX 11/20/2010 1210 P 1Sep-10 SPX 11/20/2010 1210 C 14,686Sep-10 SPX 11/20/2010 1215 C 1,092Sep-10 SPX 11/20/2010 1220 C 3,527Sep-10 SPX 11/20/2010 1220 P 3Sep-10 SPX 11/20/2010 1225 P 157Sep-10 SPX 11/20/2010 1225 C 10,903Sep-10 SPX 11/20/2010 1230 C 7,012Sep-10 SPX 11/20/2010 1235 C 3,989Sep-10 SPX 11/20/2010 1240 P 2Sep-10 SPX 11/20/2010 1240 C 929Sep-10 SPX 11/20/2010 1245 C 74Sep-10 SPX 11/20/2010 1250 C 21,901Sep-10 SPX 11/20/2010 1255 C 180Sep-10 SPX 11/20/2010 1260 C 7,986Sep-10 SPX 11/20/2010 1265 C 46Sep-10 SPX 11/20/2010 1270 C 114Sep-10 SPX 11/20/2010 1275 C 3,053Sep-10 SPX 11/20/2010 1280 C 29Sep-10 SPX 11/20/2010 1285 C 71Sep-10 SPX 11/20/2010 1290 C 441Sep-10 SPX 11/20/2010 1295 C 656Sep-10 SPX 11/20/2010 1300 P 3Sep-10 SPX 11/20/2010 1300 C 11,702Sep-10 SPX 11/20/2010 1305 C 64Sep-10 SPX 11/20/2010 1310 C 123Sep-10 SPX 11/20/2010 1320 C 1,983Sep-10 SPX 11/20/2010 1350 C 108Sep-10 SPX 11/20/2010 1400 C 520Sep-10 SPX 11/20/2010 1450 C 38Sep-10 SPX 11/20/2010 1500 C 10Sep-10 SPX 11/20/2010 1550 C 100Sep-10 SPX 12/18/2010 100 C 525Sep-10 SPX 12/18/2010 100 P 8,010
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 12/18/2010 200 P 40,361Sep-10 SPX 12/18/2010 200 C 17Sep-10 SPX 12/18/2010 250 P 2,686Sep-10 SPX 12/18/2010 300 P 5,667Sep-10 SPX 12/18/2010 300 C 3,653Sep-10 SPX 12/18/2010 325 P 932Sep-10 SPX 12/18/2010 325 C 100Sep-10 SPX 12/18/2010 350 P 2,752Sep-10 SPX 12/18/2010 350 C 5Sep-10 SPX 12/18/2010 400 C 4,315Sep-10 SPX 12/18/2010 400 P 92,828Sep-10 SPX 12/18/2010 425 P 36,095Sep-10 SPX 12/18/2010 425 C 100Sep-10 SPX 12/18/2010 450 P 32,200Sep-10 SPX 12/18/2010 475 P 9,254Sep-10 SPX 12/18/2010 500 P 160,071Sep-10 SPX 12/18/2010 500 C 40,852Sep-10 SPX 12/18/2010 525 P 8,024Sep-10 SPX 12/18/2010 550 C 1Sep-10 SPX 12/18/2010 550 P 105,194Sep-10 SPX 12/18/2010 575 C 5Sep-10 SPX 12/18/2010 575 P 13,050Sep-10 SPX 12/18/2010 600 P 150,704Sep-10 SPX 12/18/2010 600 C 2,174Sep-10 SPX 12/18/2010 620 P 1,809Sep-10 SPX 12/18/2010 625 P 14,562Sep-10 SPX 12/18/2010 640 P 2,357Sep-10 SPX 12/18/2010 650 P 33,922Sep-10 SPX 12/18/2010 650 C 1,211Sep-10 SPX 12/18/2010 660 P 1,623Sep-10 SPX 12/18/2010 675 C 1,941Sep-10 SPX 12/18/2010 675 P 15,497Sep-10 SPX 12/18/2010 680 P 338Sep-10 SPX 12/18/2010 700 P 68,694Sep-10 SPX 12/18/2010 700 C 7,399Sep-10 SPX 12/18/2010 720 P 2,335Sep-10 SPX 12/18/2010 725 P 18,005Sep-10 SPX 12/18/2010 725 C 1,000Sep-10 SPX 12/18/2010 740 P 1,203Sep-10 SPX 12/18/2010 750 P 67,849Sep-10 SPX 12/18/2010 750 C 15,473Sep-10 SPX 12/18/2010 760 P 956Sep-10 SPX 12/18/2010 775 C 2,132Sep-10 SPX 12/18/2010 775 P 16,085Sep-10 SPX 12/18/2010 780 P 439Sep-10 SPX 12/18/2010 800 P 133,968Sep-10 SPX 12/18/2010 800 C 20,213Sep-10 SPX 12/18/2010 820 P 29,023Sep-10 SPX 12/18/2010 825 C 2,393
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 12/18/2010 825 P 30,403Sep-10 SPX 12/18/2010 840 P 4,129Sep-10 SPX 12/18/2010 850 P 77,950Sep-10 SPX 12/18/2010 850 C 24,629Sep-10 SPX 12/18/2010 860 P 7,886Sep-10 SPX 12/18/2010 875 P 37,836Sep-10 SPX 12/18/2010 875 C 2,734Sep-10 SPX 12/18/2010 880 P 66Sep-10 SPX 12/18/2010 900 C 47,736Sep-10 SPX 12/18/2010 900 P 161,691Sep-10 SPX 12/18/2010 910 P 70Sep-10 SPX 12/18/2010 920 P 2,017Sep-10 SPX 12/18/2010 925 P 44,214Sep-10 SPX 12/18/2010 925 C 235Sep-10 SPX 12/18/2010 930 C 2Sep-10 SPX 12/18/2010 930 P 4,019Sep-10 SPX 12/18/2010 935 P 407Sep-10 SPX 12/18/2010 940 P 1,216Sep-10 SPX 12/18/2010 945 P 160Sep-10 SPX 12/18/2010 945 C 7Sep-10 SPX 12/18/2010 950 P 114,421Sep-10 SPX 12/18/2010 950 C 30,284Sep-10 SPX 12/18/2010 960 P 855Sep-10 SPX 12/18/2010 970 P 12Sep-10 SPX 12/18/2010 975 P 52,154Sep-10 SPX 12/18/2010 975 C 3,957Sep-10 SPX 12/18/2010 980 P 40Sep-10 SPX 12/18/2010 985 P 168Sep-10 SPX 12/18/2010 990 P 540Sep-10 SPX 12/18/2010 995 P 268Sep-10 SPX 12/18/2010 1000 C 45,192Sep-10 SPX 12/18/2010 1000 P 209,471Sep-10 SPX 12/18/2010 1010 P 4,506Sep-10 SPX 12/18/2010 1020 P 276Sep-10 SPX 12/18/2010 1020 C 20Sep-10 SPX 12/18/2010 1025 P 107,189Sep-10 SPX 12/18/2010 1025 C 15,134Sep-10 SPX 12/18/2010 1030 C 6,806Sep-10 SPX 12/18/2010 1030 P 12,898Sep-10 SPX 12/18/2010 1035 P 8,072Sep-10 SPX 12/18/2010 1035 C 8Sep-10 SPX 12/18/2010 1040 P 3,938Sep-10 SPX 12/18/2010 1040 C 926Sep-10 SPX 12/18/2010 1045 P 3,815Sep-10 SPX 12/18/2010 1045 C 1,160Sep-10 SPX 12/18/2010 1050 P 121,019Sep-10 SPX 12/18/2010 1050 C 46,604Sep-10 SPX 12/18/2010 1055 P 928Sep-10 SPX 12/18/2010 1055 C 206
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 12/18/2010 1060 C 4,255Sep-10 SPX 12/18/2010 1060 P 8,454Sep-10 SPX 12/18/2010 1065 C 372Sep-10 SPX 12/18/2010 1065 P 946Sep-10 SPX 12/18/2010 1070 P 6,106Sep-10 SPX 12/18/2010 1070 C 1,903Sep-10 SPX 12/18/2010 1075 P 80,353Sep-10 SPX 12/18/2010 1075 C 30,098Sep-10 SPX 12/18/2010 1080 P 1,505Sep-10 SPX 12/18/2010 1080 C 117Sep-10 SPX 12/18/2010 1085 P 5,369Sep-10 SPX 12/18/2010 1085 C 110Sep-10 SPX 12/18/2010 1090 P 356Sep-10 SPX 12/18/2010 1090 C 57Sep-10 SPX 12/18/2010 1095 P 3,843Sep-10 SPX 12/18/2010 1095 C 3,696Sep-10 SPX 12/18/2010 1100 C 161,433Sep-10 SPX 12/18/2010 1100 P 185,195Sep-10 SPX 12/18/2010 1105 P 21,794Sep-10 SPX 12/18/2010 1105 C 19,403Sep-10 SPX 12/18/2010 1110 P 6,135Sep-10 SPX 12/18/2010 1110 C 5,114Sep-10 SPX 12/18/2010 1115 P 25,536Sep-10 SPX 12/18/2010 1115 C 27,070Sep-10 SPX 12/18/2010 1120 P 23,955Sep-10 SPX 12/18/2010 1120 C 20,137Sep-10 SPX 12/18/2010 1125 P 38,410Sep-10 SPX 12/18/2010 1125 C 63,581Sep-10 SPX 12/18/2010 1130 P 20,057Sep-10 SPX 12/18/2010 1130 C 21,075Sep-10 SPX 12/18/2010 1135 C 24,552Sep-10 SPX 12/18/2010 1135 P 24,367Sep-10 SPX 12/18/2010 1140 C 39,244Sep-10 SPX 12/18/2010 1140 P 36,960Sep-10 SPX 12/18/2010 1145 C 14,156Sep-10 SPX 12/18/2010 1145 P 14,088Sep-10 SPX 12/18/2010 1150 P 66,592Sep-10 SPX 12/18/2010 1150 C 99,925Sep-10 SPX 12/18/2010 1155 P 421Sep-10 SPX 12/18/2010 1155 C 421Sep-10 SPX 12/18/2010 1160 C 11,872Sep-10 SPX 12/18/2010 1165 C 21Sep-10 SPX 12/18/2010 1175 P 34,297Sep-10 SPX 12/18/2010 1175 C 59,880Sep-10 SPX 12/18/2010 1180 C 3,997Sep-10 SPX 12/18/2010 1185 P 28Sep-10 SPX 12/18/2010 1185 C 9,340Sep-10 SPX 12/18/2010 1195 P 28Sep-10 SPX 12/18/2010 1195 C 763
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 12/18/2010 1200 C 190,587Sep-10 SPX 12/18/2010 1200 P 76,853Sep-10 SPX 12/18/2010 1210 C 343Sep-10 SPX 12/18/2010 1220 P 1Sep-10 SPX 12/18/2010 1220 C 3,077Sep-10 SPX 12/18/2010 1225 C 39,853Sep-10 SPX 12/18/2010 1225 P 3,080Sep-10 SPX 12/18/2010 1230 C 1,610Sep-10 SPX 12/18/2010 1235 C 1,566Sep-10 SPX 12/18/2010 1240 P 2Sep-10 SPX 12/18/2010 1240 C 1,425Sep-10 SPX 12/18/2010 1250 P 17,007Sep-10 SPX 12/18/2010 1250 C 131,186Sep-10 SPX 12/18/2010 1255 C 11,692Sep-10 SPX 12/18/2010 1255 P 1Sep-10 SPX 12/18/2010 1260 P 2Sep-10 SPX 12/18/2010 1260 C 2,900Sep-10 SPX 12/18/2010 1265 C 627Sep-10 SPX 12/18/2010 1270 C 5,505Sep-10 SPX 12/18/2010 1275 C 17,333Sep-10 SPX 12/18/2010 1275 P 65Sep-10 SPX 12/18/2010 1280 C 116Sep-10 SPX 12/18/2010 1290 C 4Sep-10 SPX 12/18/2010 1295 C 2,435Sep-10 SPX 12/18/2010 1300 P 47,076Sep-10 SPX 12/18/2010 1300 C 119,579Sep-10 SPX 12/18/2010 1320 C 3,247Sep-10 SPX 12/18/2010 1325 P 2,825Sep-10 SPX 12/18/2010 1325 C 11,906Sep-10 SPX 12/18/2010 1350 P 11,181Sep-10 SPX 12/18/2010 1350 C 40,063Sep-10 SPX 12/18/2010 1375 C 16,614Sep-10 SPX 12/18/2010 1375 P 3,230Sep-10 SPX 12/18/2010 1400 P 8,335Sep-10 SPX 12/18/2010 1400 C 151,365Sep-10 SPX 12/18/2010 1425 P 1,818Sep-10 SPX 12/18/2010 1425 C 4,421Sep-10 SPX 12/18/2010 1450 P 1,557Sep-10 SPX 12/18/2010 1450 C 16,495Sep-10 SPX 12/18/2010 1500 P 51,546Sep-10 SPX 12/18/2010 1500 C 92,749Sep-10 SPX 12/18/2010 1550 P 361Sep-10 SPX 12/18/2010 1550 C 1,982Sep-10 SPX 12/18/2010 1600 C 4,859Sep-10 SPX 12/18/2010 1600 P 234Sep-10 SPX 12/18/2010 1700 P 1,447Sep-10 SPX 12/18/2010 1700 C 7,574Sep-10 SPX 12/18/2010 1800 P 90Sep-10 SPX 12/18/2010 1800 C 9,294
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 12/18/2010 1900 P 1,123Sep-10 SPX 12/18/2010 1900 C 7,488Sep-10 SPX 12/18/2010 2000 C 15,689Sep-10 SPX 12/18/2010 2000 P 178Sep-10 SPX 12/18/2010 2100 C 5,726Sep-10 SPX 12/18/2010 2100 P 632Sep-10 SPX 12/18/2010 2150 C 160Sep-10 SPX 12/18/2010 2250 P 234Sep-10 SPX 12/18/2010 2250 C 6,176Sep-10 SPX 12/18/2010 2500 P 1,168Sep-10 SPX 12/18/2010 2500 C 10,299Sep-10 SPX 1/22/2011 400 C 8Sep-10 SPX 1/22/2011 450 P 283Sep-10 SPX 1/22/2011 500 P 1,213Sep-10 SPX 1/22/2011 500 C 500Sep-10 SPX 1/22/2011 550 P 6Sep-10 SPX 1/22/2011 600 P 1,638Sep-10 SPX 1/22/2011 600 C 1Sep-10 SPX 1/22/2011 650 P 672Sep-10 SPX 1/22/2011 650 C 3Sep-10 SPX 1/22/2011 675 P 565Sep-10 SPX 1/22/2011 700 P 22,132Sep-10 SPX 1/22/2011 725 P 469Sep-10 SPX 1/22/2011 750 P 22,498Sep-10 SPX 1/22/2011 775 P 6,273Sep-10 SPX 1/22/2011 800 P 16,952Sep-10 SPX 1/22/2011 825 P 1,628Sep-10 SPX 1/22/2011 850 P 13,634Sep-10 SPX 1/22/2011 850 C 5Sep-10 SPX 1/22/2011 875 P 2,106Sep-10 SPX 1/22/2011 900 C 15Sep-10 SPX 1/22/2011 900 P 31,193Sep-10 SPX 1/22/2011 925 P 5,934Sep-10 SPX 1/22/2011 950 P 13,646Sep-10 SPX 1/22/2011 975 P 4,998Sep-10 SPX 1/22/2011 1000 P 76,477Sep-10 SPX 1/22/2011 1000 C 110Sep-10 SPX 1/22/2011 1025 P 12,870Sep-10 SPX 1/22/2011 1025 C 3,550Sep-10 SPX 1/22/2011 1050 P 23,769Sep-10 SPX 1/22/2011 1050 C 3,902Sep-10 SPX 1/22/2011 1075 P 16,444Sep-10 SPX 1/22/2011 1075 C 2,864Sep-10 SPX 1/22/2011 1100 C 22,864Sep-10 SPX 1/22/2011 1100 P 43,772Sep-10 SPX 1/22/2011 1125 P 8,246Sep-10 SPX 1/22/2011 1125 C 17,005Sep-10 SPX 1/22/2011 1140 P 305Sep-10 SPX 1/22/2011 1140 C 9,386
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 1/22/2011 1150 P 3,827Sep-10 SPX 1/22/2011 1150 C 9,293Sep-10 SPX 1/22/2011 1175 P 1,063Sep-10 SPX 1/22/2011 1175 C 1,611Sep-10 SPX 1/22/2011 1200 P 4Sep-10 SPX 1/22/2011 1200 C 30,045Sep-10 SPX 1/22/2011 1225 C 10,296Sep-10 SPX 1/22/2011 1225 P 9Sep-10 SPX 1/22/2011 1250 P 5,855Sep-10 SPX 1/22/2011 1250 C 12,198Sep-10 SPX 1/22/2011 1275 C 2,656Sep-10 SPX 1/22/2011 1300 P 1,003Sep-10 SPX 1/22/2011 1300 C 4,237Sep-10 SPX 1/22/2011 1325 C 18Sep-10 SPX 1/22/2011 1350 C 2,520Sep-10 SPX 1/22/2011 1400 P 18Sep-10 SPX 1/22/2011 1400 C 500Sep-10 SPX 1/22/2011 1500 P 500Sep-10 SPX 1/22/2011 1500 C 500Sep-10 SPX 3/19/2011 100 P 100Sep-10 SPX 3/19/2011 300 P 49Sep-10 SPX 3/19/2011 325 P 25Sep-10 SPX 3/19/2011 350 P 100Sep-10 SPX 3/19/2011 400 P 726Sep-10 SPX 3/19/2011 425 P 1,185Sep-10 SPX 3/19/2011 450 P 268Sep-10 SPX 3/19/2011 475 P 32Sep-10 SPX 3/19/2011 500 P 4,142Sep-10 SPX 3/19/2011 525 P 212Sep-10 SPX 3/19/2011 550 P 10,874Sep-10 SPX 3/19/2011 575 P 249Sep-10 SPX 3/19/2011 600 P 18,596Sep-10 SPX 3/19/2011 625 P 420Sep-10 SPX 3/19/2011 650 P 6,155Sep-10 SPX 3/19/2011 675 P 102Sep-10 SPX 3/19/2011 700 C 2Sep-10 SPX 3/19/2011 700 P 17,986Sep-10 SPX 3/19/2011 725 P 2,651Sep-10 SPX 3/19/2011 750 P 13,719Sep-10 SPX 3/19/2011 775 P 4,272Sep-10 SPX 3/19/2011 800 P 34,677Sep-10 SPX 3/19/2011 800 C 104Sep-10 SPX 3/19/2011 825 P 21,033Sep-10 SPX 3/19/2011 850 P 40,345Sep-10 SPX 3/19/2011 850 C 1,000Sep-10 SPX 3/19/2011 875 P 6,317Sep-10 SPX 3/19/2011 900 P 25,263Sep-10 SPX 3/19/2011 925 P 27,378Sep-10 SPX 3/19/2011 925 C 500
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 3/19/2011 950 P 38,556Sep-10 SPX 3/19/2011 950 C 1,001Sep-10 SPX 3/19/2011 975 P 10,416Sep-10 SPX 3/19/2011 975 C 13Sep-10 SPX 3/19/2011 1000 P 77,112Sep-10 SPX 3/19/2011 1000 C 2,910Sep-10 SPX 3/19/2011 1025 P 14,463Sep-10 SPX 3/19/2011 1025 C 1,368Sep-10 SPX 3/19/2011 1050 P 34,578Sep-10 SPX 3/19/2011 1050 C 10,775Sep-10 SPX 3/19/2011 1060 P 160Sep-10 SPX 3/19/2011 1075 P 33,799Sep-10 SPX 3/19/2011 1075 C 9,933Sep-10 SPX 3/19/2011 1100 P 22,626Sep-10 SPX 3/19/2011 1100 C 31,449Sep-10 SPX 3/19/2011 1125 P 15,527Sep-10 SPX 3/19/2011 1125 C 26,827Sep-10 SPX 3/19/2011 1150 P 10,884Sep-10 SPX 3/19/2011 1150 C 15,694Sep-10 SPX 3/19/2011 1175 P 5,396Sep-10 SPX 3/19/2011 1175 C 15,477Sep-10 SPX 3/19/2011 1200 C 52,411Sep-10 SPX 3/19/2011 1200 P 6,436Sep-10 SPX 3/19/2011 1225 P 65Sep-10 SPX 3/19/2011 1225 C 16,628Sep-10 SPX 3/19/2011 1250 P 822Sep-10 SPX 3/19/2011 1250 C 21,463Sep-10 SPX 3/19/2011 1275 P 2Sep-10 SPX 3/19/2011 1275 C 7,618Sep-10 SPX 3/19/2011 1300 P 6,004Sep-10 SPX 3/19/2011 1300 C 25,756Sep-10 SPX 3/19/2011 1325 P 1Sep-10 SPX 3/19/2011 1325 C 2,397Sep-10 SPX 3/19/2011 1350 C 4,475Sep-10 SPX 3/19/2011 1375 C 2,869Sep-10 SPX 3/19/2011 1400 P 20Sep-10 SPX 3/19/2011 1400 C 13,029Sep-10 SPX 3/19/2011 1425 C 517Sep-10 SPX 3/19/2011 1450 C 609Sep-10 SPX 3/19/2011 1475 C 100Sep-10 SPX 3/19/2011 1500 P 22Sep-10 SPX 3/19/2011 1500 C 48Sep-10 SPX 3/19/2011 1525 C 29Sep-10 SPX 3/19/2011 1550 C 9Sep-10 SPX 3/19/2011 1575 C 27Sep-10 SPX 3/19/2011 1600 C 9Sep-10 SPX 3/19/2011 1900 P 990Sep-10 SPX 3/19/2011 2100 P 990Sep-10 SPX 6/18/2011 100 P 22,050
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 6/18/2011 100 C 1Sep-10 SPX 6/18/2011 200 P 4,111Sep-10 SPX 6/18/2011 225 P 161Sep-10 SPX 6/18/2011 250 P 92Sep-10 SPX 6/18/2011 275 P 1Sep-10 SPX 6/18/2011 300 P 83Sep-10 SPX 6/18/2011 300 C 2Sep-10 SPX 6/18/2011 325 P 1Sep-10 SPX 6/18/2011 350 P 23Sep-10 SPX 6/18/2011 350 C 3Sep-10 SPX 6/18/2011 375 P 253Sep-10 SPX 6/18/2011 400 P 4,656Sep-10 SPX 6/18/2011 425 P 26Sep-10 SPX 6/18/2011 450 P 87Sep-10 SPX 6/18/2011 475 P 3Sep-10 SPX 6/18/2011 500 P 2,814Sep-10 SPX 6/18/2011 525 P 77Sep-10 SPX 6/18/2011 550 P 5,186Sep-10 SPX 6/18/2011 600 P 8,478Sep-10 SPX 6/18/2011 650 P 8,411Sep-10 SPX 6/18/2011 650 C 6,000Sep-10 SPX 6/18/2011 700 P 33,209Sep-10 SPX 6/18/2011 750 P 28,503Sep-10 SPX 6/18/2011 775 P 2,182Sep-10 SPX 6/18/2011 800 P 23,930Sep-10 SPX 6/18/2011 800 C 100Sep-10 SPX 6/18/2011 825 P 4,764Sep-10 SPX 6/18/2011 850 P 21,962Sep-10 SPX 6/18/2011 875 P 2,512Sep-10 SPX 6/18/2011 900 P 26,264Sep-10 SPX 6/18/2011 900 C 2,113Sep-10 SPX 6/18/2011 925 P 3,725Sep-10 SPX 6/18/2011 950 P 55,358Sep-10 SPX 6/18/2011 950 C 1,253Sep-10 SPX 6/18/2011 975 P 15,425Sep-10 SPX 6/18/2011 975 C 1Sep-10 SPX 6/18/2011 1000 C 13,260Sep-10 SPX 6/18/2011 1000 P 40,689Sep-10 SPX 6/18/2011 1025 P 8,793Sep-10 SPX 6/18/2011 1025 C 5,750Sep-10 SPX 6/18/2011 1050 P 38,831Sep-10 SPX 6/18/2011 1050 C 14,360Sep-10 SPX 6/18/2011 1060 P 460Sep-10 SPX 6/18/2011 1060 C 22Sep-10 SPX 6/18/2011 1075 P 17,764Sep-10 SPX 6/18/2011 1075 C 12,620Sep-10 SPX 6/18/2011 1100 C 28,441Sep-10 SPX 6/18/2011 1100 P 36,361Sep-10 SPX 6/18/2011 1125 P 10,926
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 6/18/2011 1125 C 12,507Sep-10 SPX 6/18/2011 1150 P 10,590Sep-10 SPX 6/18/2011 1150 C 15,424Sep-10 SPX 6/18/2011 1175 P 3,712Sep-10 SPX 6/18/2011 1175 C 13,213Sep-10 SPX 6/18/2011 1200 P 11,943Sep-10 SPX 6/18/2011 1200 C 35,728Sep-10 SPX 6/18/2011 1225 P 1,063Sep-10 SPX 6/18/2011 1225 C 9,241Sep-10 SPX 6/18/2011 1250 C 51,019Sep-10 SPX 6/18/2011 1250 P 406Sep-10 SPX 6/18/2011 1275 P 350Sep-10 SPX 6/18/2011 1275 C 1,502Sep-10 SPX 6/18/2011 1300 P 2,710Sep-10 SPX 6/18/2011 1300 C 37,662Sep-10 SPX 6/18/2011 1325 C 7,120Sep-10 SPX 6/18/2011 1350 C 10,458Sep-10 SPX 6/18/2011 1375 P 1Sep-10 SPX 6/18/2011 1375 C 168Sep-10 SPX 6/18/2011 1400 P 20Sep-10 SPX 6/18/2011 1400 C 13,707Sep-10 SPX 6/18/2011 1425 C 300Sep-10 SPX 6/18/2011 1450 C 2,368Sep-10 SPX 6/18/2011 1475 C 5,065Sep-10 SPX 6/18/2011 1500 C 4,132Sep-10 SPX 6/18/2011 1550 C 353Sep-10 SPX 6/18/2011 1600 P 20Sep-10 SPX 6/18/2011 1600 C 161Sep-10 SPX 6/18/2011 1650 C 151Sep-10 SPX 6/18/2011 1700 P 50Sep-10 SPX 6/18/2011 1700 C 78Sep-10 SPX 6/18/2011 1800 P 68Sep-10 SPX 6/18/2011 1800 C 3Sep-10 SPX 6/18/2011 1900 P 113Sep-10 SPX 6/18/2011 2000 P 156Sep-10 SPX 6/18/2011 2000 C 1Sep-10 SPX 6/18/2011 2250 P 113Sep-10 SPX 6/18/2011 2500 P 163Sep-10 SPX 9/17/2011 500 P 3Sep-10 SPX 9/17/2011 700 P 3Sep-10 SPX 9/17/2011 750 P 3Sep-10 SPX 9/17/2011 775 P 1,800Sep-10 SPX 9/17/2011 800 P 2Sep-10 SPX 9/17/2011 825 P 1Sep-10 SPX 9/17/2011 850 P 251Sep-10 SPX 9/17/2011 875 P 2Sep-10 SPX 9/17/2011 900 P 13Sep-10 SPX 9/17/2011 950 P 206Sep-10 SPX 9/17/2011 1000 P 2,207
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 9/17/2011 1050 P 100Sep-10 SPX 9/17/2011 1075 P 657Sep-10 SPX 9/17/2011 1100 C 290Sep-10 SPX 9/17/2011 1100 P 240Sep-10 SPX 9/17/2011 1125 P 2,350Sep-10 SPX 9/17/2011 1125 C 1,085Sep-10 SPX 9/17/2011 1150 P 3,252Sep-10 SPX 9/17/2011 1150 C 626Sep-10 SPX 9/17/2011 1175 P 1Sep-10 SPX 9/17/2011 1175 C 1,000Sep-10 SPX 9/17/2011 1200 C 936Sep-10 SPX 9/17/2011 1225 C 500Sep-10 SPX 9/17/2011 1250 C 3,004Sep-10 SPX 9/17/2011 1275 C 302Sep-10 SPX 9/17/2011 1300 C 480Sep-10 SPX 9/17/2011 1325 C 20Sep-10 SPX 9/17/2011 1350 C 201Sep-10 SPX 9/17/2011 1375 C 102Sep-10 SPX 9/17/2011 1400 C 12Sep-10 SPX 9/17/2011 1425 C 101Sep-10 SPX 9/17/2011 1450 C 10Sep-10 SPX 12/17/2011 50 P 27,376Sep-10 SPX 12/17/2011 100 C 9Sep-10 SPX 12/17/2011 100 P 12,487Sep-10 SPX 12/17/2011 150 P 1,428Sep-10 SPX 12/17/2011 200 P 46,064Sep-10 SPX 12/17/2011 200 C 3Sep-10 SPX 12/17/2011 225 P 6,506Sep-10 SPX 12/17/2011 250 P 112,564Sep-10 SPX 12/17/2011 250 C 15Sep-10 SPX 12/17/2011 275 P 3,216Sep-10 SPX 12/17/2011 280 P 2,672Sep-10 SPX 12/17/2011 280 C 102Sep-10 SPX 12/17/2011 300 C 89Sep-10 SPX 12/17/2011 300 P 20,844Sep-10 SPX 12/17/2011 325 P 937Sep-10 SPX 12/17/2011 350 P 2,182Sep-10 SPX 12/17/2011 350 C 10Sep-10 SPX 12/17/2011 375 P 12Sep-10 SPX 12/17/2011 400 P 167,527Sep-10 SPX 12/17/2011 400 C 32Sep-10 SPX 12/17/2011 425 P 159Sep-10 SPX 12/17/2011 450 C 8Sep-10 SPX 12/17/2011 450 P 12,506Sep-10 SPX 12/17/2011 475 P 168Sep-10 SPX 12/17/2011 500 P 19,586Sep-10 SPX 12/17/2011 500 C 526Sep-10 SPX 12/17/2011 525 P 57Sep-10 SPX 12/17/2011 550 P 8,866
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 12/17/2011 550 C 6Sep-10 SPX 12/17/2011 600 P 57,149Sep-10 SPX 12/17/2011 600 C 21Sep-10 SPX 12/17/2011 650 P 37,617Sep-10 SPX 12/17/2011 650 C 1,217Sep-10 SPX 12/17/2011 700 C 3,818Sep-10 SPX 12/17/2011 700 P 56,081Sep-10 SPX 12/17/2011 750 P 35,161Sep-10 SPX 12/17/2011 750 C 404Sep-10 SPX 12/17/2011 775 P 2,084Sep-10 SPX 12/17/2011 800 P 70,509Sep-10 SPX 12/17/2011 800 C 14,399Sep-10 SPX 12/17/2011 825 P 1,743Sep-10 SPX 12/17/2011 825 C 151Sep-10 SPX 12/17/2011 850 C 6,751Sep-10 SPX 12/17/2011 850 P 20,888Sep-10 SPX 12/17/2011 875 C 6Sep-10 SPX 12/17/2011 900 P 67,834Sep-10 SPX 12/17/2011 900 C 16,677Sep-10 SPX 12/17/2011 920 P 3,700Sep-10 SPX 12/17/2011 920 C 606Sep-10 SPX 12/17/2011 925 P 4,369Sep-10 SPX 12/17/2011 950 P 21,219Sep-10 SPX 12/17/2011 950 C 6,434Sep-10 SPX 12/17/2011 975 P 4,706Sep-10 SPX 12/17/2011 975 C 2Sep-10 SPX 12/17/2011 1000 C 19,156Sep-10 SPX 12/17/2011 1000 P 40,802Sep-10 SPX 12/17/2011 1025 P 6,759Sep-10 SPX 12/17/2011 1025 C 2,027Sep-10 SPX 12/17/2011 1050 P 35,025Sep-10 SPX 12/17/2011 1050 C 13,818Sep-10 SPX 12/17/2011 1075 P 19,863Sep-10 SPX 12/17/2011 1075 C 8,896Sep-10 SPX 12/17/2011 1100 P 75,934Sep-10 SPX 12/17/2011 1100 C 71,201Sep-10 SPX 12/17/2011 1125 P 13,949Sep-10 SPX 12/17/2011 1125 C 20,445Sep-10 SPX 12/17/2011 1150 P 16,810Sep-10 SPX 12/17/2011 1150 C 33,570Sep-10 SPX 12/17/2011 1175 C 5,592Sep-10 SPX 12/17/2011 1175 P 3,096Sep-10 SPX 12/17/2011 1200 C 56,491Sep-10 SPX 12/17/2011 1200 P 15,094Sep-10 SPX 12/17/2011 1225 P 1,000Sep-10 SPX 12/17/2011 1225 C 5,910Sep-10 SPX 12/17/2011 1250 P 1,828Sep-10 SPX 12/17/2011 1250 C 19,321Sep-10 SPX 12/17/2011 1275 P 1,350
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 12/17/2011 1275 C 5,474Sep-10 SPX 12/17/2011 1300 P 3,413Sep-10 SPX 12/17/2011 1300 C 79,640Sep-10 SPX 12/17/2011 1325 C 2Sep-10 SPX 12/17/2011 1350 C 7,290Sep-10 SPX 12/17/2011 1350 P 754Sep-10 SPX 12/17/2011 1400 P 3,484Sep-10 SPX 12/17/2011 1400 C 38,945Sep-10 SPX 12/17/2011 1450 C 9,945Sep-10 SPX 12/17/2011 1500 P 3,163Sep-10 SPX 12/17/2011 1500 C 65,293Sep-10 SPX 12/17/2011 1550 C 4,410Sep-10 SPX 12/17/2011 1600 C 30,256Sep-10 SPX 12/17/2011 1600 P 527Sep-10 SPX 12/17/2011 1700 P 97Sep-10 SPX 12/17/2011 1700 C 2,415Sep-10 SPX 12/17/2011 1800 P 119Sep-10 SPX 12/17/2011 1800 C 680Sep-10 SPX 12/17/2011 1900 P 106Sep-10 SPX 12/17/2011 1900 C 74Sep-10 SPX 12/17/2011 2000 P 240Sep-10 SPX 12/17/2011 2000 C 5,080Sep-10 SPX 12/17/2011 2250 P 70Sep-10 SPX 12/17/2011 2500 C 13Sep-10 SPX 12/17/2011 2500 P 248Sep-10 SPX 6/16/2012 100 P 113Sep-10 SPX 6/16/2012 200 P 4,366Sep-10 SPX 6/16/2012 300 P 350Sep-10 SPX 6/16/2012 400 P 3Sep-10 SPX 6/16/2012 600 P 502Sep-10 SPX 6/16/2012 650 P 1,200Sep-10 SPX 6/16/2012 750 P 1,220Sep-10 SPX 6/16/2012 800 P 6,550Sep-10 SPX 6/16/2012 825 P 20Sep-10 SPX 6/16/2012 850 P 595Sep-10 SPX 6/16/2012 900 P 1,850Sep-10 SPX 6/16/2012 925 P 100Sep-10 SPX 6/16/2012 950 P 4Sep-10 SPX 6/16/2012 950 C 100Sep-10 SPX 6/16/2012 1000 P 1,750Sep-10 SPX 6/16/2012 1050 P 4,951Sep-10 SPX 6/16/2012 1050 C 2,550Sep-10 SPX 6/16/2012 1075 P 102Sep-10 SPX 6/16/2012 1075 C 2,550Sep-10 SPX 6/16/2012 1100 P 6,087Sep-10 SPX 6/16/2012 1100 C 1,270Sep-10 SPX 6/16/2012 1125 C 781Sep-10 SPX 6/16/2012 1125 P 330Sep-10 SPX 6/16/2012 1150 P 750
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 6/16/2012 1150 C 1,150Sep-10 SPX 6/16/2012 1175 C 60Sep-10 SPX 6/16/2012 1200 P 2Sep-10 SPX 6/16/2012 1200 C 825Sep-10 SPX 6/16/2012 1225 P 2Sep-10 SPX 6/16/2012 1225 C 1Sep-10 SPX 6/16/2012 1250 C 902Sep-10 SPX 6/16/2012 1275 C 460Sep-10 SPX 6/16/2012 1300 C 7,100Sep-10 SPX 6/16/2012 1300 P 500Sep-10 SPX 6/16/2012 1325 C 45Sep-10 SPX 6/16/2012 1450 C 10Sep-10 SPX 6/16/2012 1475 C 1,000Sep-10 SPX 6/16/2012 1500 C 6,520Sep-10 SPX 6/16/2012 1800 P 3Sep-10 SPX 6/16/2012 1900 C 4Sep-10 SPX 6/16/2012 2250 P 31Sep-10 SPX 6/16/2012 2500 P 41Sep-10 SPX 12/22/2012 100 P 4,154Sep-10 SPX 12/22/2012 100 C 4Sep-10 SPX 12/22/2012 200 P 7,565Sep-10 SPX 12/22/2012 200 C 5Sep-10 SPX 12/22/2012 250 P 2,998Sep-10 SPX 12/22/2012 300 C 21Sep-10 SPX 12/22/2012 300 P 2,879Sep-10 SPX 12/22/2012 350 P 3,880Sep-10 SPX 12/22/2012 350 C 2Sep-10 SPX 12/22/2012 400 P 11,436Sep-10 SPX 12/22/2012 400 C 1Sep-10 SPX 12/22/2012 450 P 3,165Sep-10 SPX 12/22/2012 450 C 10Sep-10 SPX 12/22/2012 500 P 21,271Sep-10 SPX 12/22/2012 500 C 3,606Sep-10 SPX 12/22/2012 550 P 11,604Sep-10 SPX 12/22/2012 600 P 86,508Sep-10 SPX 12/22/2012 600 C 20Sep-10 SPX 12/22/2012 650 P 2,873Sep-10 SPX 12/22/2012 650 C 5Sep-10 SPX 12/22/2012 700 P 18,370Sep-10 SPX 12/22/2012 700 C 4,278Sep-10 SPX 12/22/2012 750 P 10,831Sep-10 SPX 12/22/2012 800 P 14,464Sep-10 SPX 12/22/2012 800 C 111Sep-10 SPX 12/22/2012 825 P 54Sep-10 SPX 12/22/2012 825 C 600Sep-10 SPX 12/22/2012 850 P 18,995Sep-10 SPX 12/22/2012 875 P 914Sep-10 SPX 12/22/2012 900 P 35,085Sep-10 SPX 12/22/2012 900 C 2,819
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 12/22/2012 925 P 1,902Sep-10 SPX 12/22/2012 925 C 2Sep-10 SPX 12/22/2012 950 P 10,150Sep-10 SPX 12/22/2012 950 C 1,917Sep-10 SPX 12/22/2012 975 P 602Sep-10 SPX 12/22/2012 975 C 6Sep-10 SPX 12/22/2012 1000 P 18,322Sep-10 SPX 12/22/2012 1000 C 10,442Sep-10 SPX 12/22/2012 1025 P 2,603Sep-10 SPX 12/22/2012 1025 C 3,401Sep-10 SPX 12/22/2012 1050 C 12,002Sep-10 SPX 12/22/2012 1050 P 17,051Sep-10 SPX 12/22/2012 1075 P 5,846Sep-10 SPX 12/22/2012 1075 C 4,033Sep-10 SPX 12/22/2012 1100 P 51,276Sep-10 SPX 12/22/2012 1100 C 39,780Sep-10 SPX 12/22/2012 1125 P 7,257Sep-10 SPX 12/22/2012 1125 C 7,654Sep-10 SPX 12/22/2012 1150 P 16,068Sep-10 SPX 12/22/2012 1150 C 20,569Sep-10 SPX 12/22/2012 1175 P 4,794Sep-10 SPX 12/22/2012 1175 C 6,805Sep-10 SPX 12/22/2012 1200 C 13,865Sep-10 SPX 12/22/2012 1200 P 22,113Sep-10 SPX 12/22/2012 1220 C 2Sep-10 SPX 12/22/2012 1250 P 3,557Sep-10 SPX 12/22/2012 1250 C 15,289Sep-10 SPX 12/22/2012 1300 P 6,160Sep-10 SPX 12/22/2012 1300 C 27,060Sep-10 SPX 12/22/2012 1350 P 1,000Sep-10 SPX 12/22/2012 1350 C 1,984Sep-10 SPX 12/22/2012 1400 P 602Sep-10 SPX 12/22/2012 1400 C 32,252Sep-10 SPX 12/22/2012 1450 C 4,503Sep-10 SPX 12/22/2012 1450 P 701Sep-10 SPX 12/22/2012 1500 C 24,220Sep-10 SPX 12/22/2012 1500 P 3,606Sep-10 SPX 12/22/2012 1550 P 10Sep-10 SPX 12/22/2012 1550 C 4,771Sep-10 SPX 12/22/2012 1600 P 40Sep-10 SPX 12/22/2012 1600 C 75,942Sep-10 SPX 12/22/2012 1700 P 126Sep-10 SPX 12/22/2012 1700 C 7,443Sep-10 SPX 12/22/2012 1800 P 94Sep-10 SPX 12/22/2012 1800 C 23,441Sep-10 SPX 12/22/2012 1900 P 160Sep-10 SPX 12/22/2012 1900 C 6,706Sep-10 SPX 12/22/2012 2000 P 350Sep-10 SPX 12/22/2012 2000 C 22,350
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-10 SPX 12/22/2012 2250 C 4Sep-10 SPX 12/22/2012 2250 P 377Sep-10 SPX 12/22/2012 2500 P 666Sep-10 SPX 12/22/2012 2500 C 518Oct-10 SPX 11/20/2010 200 P 1Oct-10 SPX 11/20/2010 300 P 1Oct-10 SPX 11/20/2010 400 P 1,188Oct-10 SPX 11/20/2010 500 P 925Oct-10 SPX 11/20/2010 500 C 750Oct-10 SPX 11/20/2010 550 P 620Oct-10 SPX 11/20/2010 575 P 359Oct-10 SPX 11/20/2010 600 P 3,744Oct-10 SPX 11/20/2010 620 P 27Oct-10 SPX 11/20/2010 625 P 902Oct-10 SPX 11/20/2010 630 P 36Oct-10 SPX 11/20/2010 640 P 251Oct-10 SPX 11/20/2010 650 P 5,468Oct-10 SPX 11/20/2010 660 P 241Oct-10 SPX 11/20/2010 670 P 18Oct-10 SPX 11/20/2010 675 P 55,452Oct-10 SPX 11/20/2010 680 P 290Oct-10 SPX 11/20/2010 690 P 593Oct-10 SPX 11/20/2010 700 P 21,176Oct-10 SPX 11/20/2010 700 C 19Oct-10 SPX 11/20/2010 710 P 190Oct-10 SPX 11/20/2010 720 P 2,496Oct-10 SPX 11/20/2010 725 C 1Oct-10 SPX 11/20/2010 725 P 9,337Oct-10 SPX 11/20/2010 730 P 10,461Oct-10 SPX 11/20/2010 740 P 10,444Oct-10 SPX 11/20/2010 750 P 19,759Oct-10 SPX 11/20/2010 755 P 5,287Oct-10 SPX 11/20/2010 760 P 5,352Oct-10 SPX 11/20/2010 765 P 6,610Oct-10 SPX 11/20/2010 770 P 4,542Oct-10 SPX 11/20/2010 775 P 10,201Oct-10 SPX 11/20/2010 775 C 1Oct-10 SPX 11/20/2010 780 P 4,633Oct-10 SPX 11/20/2010 785 P 4,335Oct-10 SPX 11/20/2010 790 P 4,263Oct-10 SPX 11/20/2010 795 P 4,253Oct-10 SPX 11/20/2010 800 C 84Oct-10 SPX 11/20/2010 800 P 23,736Oct-10 SPX 11/20/2010 805 P 4,174Oct-10 SPX 11/20/2010 810 P 4,894Oct-10 SPX 11/20/2010 815 P 3,996Oct-10 SPX 11/20/2010 820 P 4,334Oct-10 SPX 11/20/2010 825 P 14,253Oct-10 SPX 11/20/2010 830 P 7,286
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 11/20/2010 835 P 5,677Oct-10 SPX 11/20/2010 840 P 12,661Oct-10 SPX 11/20/2010 845 P 5,717Oct-10 SPX 11/20/2010 850 C 101Oct-10 SPX 11/20/2010 850 P 37,272Oct-10 SPX 11/20/2010 855 P 5,295Oct-10 SPX 11/20/2010 860 P 4,254Oct-10 SPX 11/20/2010 865 P 5,550Oct-10 SPX 11/20/2010 870 C 3Oct-10 SPX 11/20/2010 870 P 4,745Oct-10 SPX 11/20/2010 875 C 159Oct-10 SPX 11/20/2010 875 P 25,019Oct-10 SPX 11/20/2010 880 C 43Oct-10 SPX 11/20/2010 880 P 6,996Oct-10 SPX 11/20/2010 885 P 4,076Oct-10 SPX 11/20/2010 890 C 70Oct-10 SPX 11/20/2010 890 P 4,199Oct-10 SPX 11/20/2010 895 P 4,247Oct-10 SPX 11/20/2010 900 C 262Oct-10 SPX 11/20/2010 900 P 44,501Oct-10 SPX 11/20/2010 905 P 3,828Oct-10 SPX 11/20/2010 910 P 13,918Oct-10 SPX 11/20/2010 915 C 30Oct-10 SPX 11/20/2010 915 P 4,167Oct-10 SPX 11/20/2010 920 P 4,210Oct-10 SPX 11/20/2010 925 C 65Oct-10 SPX 11/20/2010 925 P 31,219Oct-10 SPX 11/20/2010 930 C 100Oct-10 SPX 11/20/2010 930 P 10,234Oct-10 SPX 11/20/2010 935 P 5,148Oct-10 SPX 11/20/2010 935 C 101Oct-10 SPX 11/20/2010 940 P 11,761Oct-10 SPX 11/20/2010 945 P 6,506Oct-10 SPX 11/20/2010 950 C 152Oct-10 SPX 11/20/2010 950 P 75,641Oct-10 SPX 11/20/2010 955 P 2,936Oct-10 SPX 11/20/2010 960 P 10,061Oct-10 SPX 11/20/2010 960 C 19Oct-10 SPX 11/20/2010 965 C 1Oct-10 SPX 11/20/2010 965 P 6,961Oct-10 SPX 11/20/2010 970 C 4Oct-10 SPX 11/20/2010 970 P 5,978Oct-10 SPX 11/20/2010 975 C 100Oct-10 SPX 11/20/2010 975 P 37,029Oct-10 SPX 11/20/2010 980 P 9,108Oct-10 SPX 11/20/2010 980 C 20,044Oct-10 SPX 11/20/2010 985 P 5,345Oct-10 SPX 11/20/2010 990 C 70Oct-10 SPX 11/20/2010 990 P 6,345
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 11/20/2010 995 C 3Oct-10 SPX 11/20/2010 995 P 5,486Oct-10 SPX 11/20/2010 1000 C 7,358Oct-10 SPX 11/20/2010 1000 P 97,680Oct-10 SPX 11/20/2010 1005 P 4,394Oct-10 SPX 11/20/2010 1010 P 7,690Oct-10 SPX 11/20/2010 1015 C 30Oct-10 SPX 11/20/2010 1015 P 9,821Oct-10 SPX 11/20/2010 1020 P 14,635Oct-10 SPX 11/20/2010 1025 P 57,214Oct-10 SPX 11/20/2010 1025 C 39Oct-10 SPX 11/20/2010 1030 C 24,012Oct-10 SPX 11/20/2010 1030 P 20,581Oct-10 SPX 11/20/2010 1035 P 11,400Oct-10 SPX 11/20/2010 1040 C 64Oct-10 SPX 11/20/2010 1040 P 20,983Oct-10 SPX 11/20/2010 1045 P 6,282Oct-10 SPX 11/20/2010 1050 P 81,502Oct-10 SPX 11/20/2010 1050 C 8,518Oct-10 SPX 11/20/2010 1055 P 4,879Oct-10 SPX 11/20/2010 1055 C 3Oct-10 SPX 11/20/2010 1060 C 177Oct-10 SPX 11/20/2010 1060 P 22,170Oct-10 SPX 11/20/2010 1065 P 6,329Oct-10 SPX 11/20/2010 1070 C 255Oct-10 SPX 11/20/2010 1070 P 39,959Oct-10 SPX 11/20/2010 1075 P 62,813Oct-10 SPX 11/20/2010 1075 C 16,054Oct-10 SPX 11/20/2010 1080 C 1,533Oct-10 SPX 11/20/2010 1080 P 24,932Oct-10 SPX 11/20/2010 1085 C 8Oct-10 SPX 11/20/2010 1085 P 7,485Oct-10 SPX 11/20/2010 1090 C 353Oct-10 SPX 11/20/2010 1090 P 20,039Oct-10 SPX 11/20/2010 1095 C 80Oct-10 SPX 11/20/2010 1095 P 5,525Oct-10 SPX 11/20/2010 1100 P 125,466Oct-10 SPX 11/20/2010 1100 C 48,117Oct-10 SPX 11/20/2010 1105 C 252Oct-10 SPX 11/20/2010 1105 P 4,994Oct-10 SPX 11/20/2010 1110 C 815Oct-10 SPX 11/20/2010 1110 P 18,523Oct-10 SPX 11/20/2010 1115 C 123Oct-10 SPX 11/20/2010 1115 P 7,787Oct-10 SPX 11/20/2010 1120 P 48,150Oct-10 SPX 11/20/2010 1120 C 1,268Oct-10 SPX 11/20/2010 1125 C 21,307Oct-10 SPX 11/20/2010 1125 P 68,813Oct-10 SPX 11/20/2010 1130 C 9,409
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 11/20/2010 1130 P 36,866Oct-10 SPX 11/20/2010 1135 C 678Oct-10 SPX 11/20/2010 1135 P 7,678Oct-10 SPX 11/20/2010 1140 P 38,695Oct-10 SPX 11/20/2010 1140 C 5,910Oct-10 SPX 11/20/2010 1145 P 7,083Oct-10 SPX 11/20/2010 1145 C 947Oct-10 SPX 11/20/2010 1150 C 97,797Oct-10 SPX 11/20/2010 1150 P 121,622Oct-10 SPX 11/20/2010 1155 C 1,385Oct-10 SPX 11/20/2010 1155 P 6,411Oct-10 SPX 11/20/2010 1160 C 14,717Oct-10 SPX 11/20/2010 1160 P 33,738Oct-10 SPX 11/20/2010 1165 P 13,378Oct-10 SPX 11/20/2010 1165 C 7,905Oct-10 SPX 11/20/2010 1170 C 19,736Oct-10 SPX 11/20/2010 1170 P 13,647Oct-10 SPX 11/20/2010 1175 C 70,847Oct-10 SPX 11/20/2010 1175 P 48,627Oct-10 SPX 11/20/2010 1180 C 46,159Oct-10 SPX 11/20/2010 1180 P 11,398Oct-10 SPX 11/20/2010 1185 C 9,638Oct-10 SPX 11/20/2010 1185 P 3,367Oct-10 SPX 11/20/2010 1190 C 18,981Oct-10 SPX 11/20/2010 1190 P 2,378Oct-10 SPX 11/20/2010 1195 C 5,386Oct-10 SPX 11/20/2010 1195 P 198Oct-10 SPX 11/20/2010 1200 C 75,627Oct-10 SPX 11/20/2010 1200 P 5,511Oct-10 SPX 11/20/2010 1205 C 9,660Oct-10 SPX 11/20/2010 1205 P 51Oct-10 SPX 11/20/2010 1210 C 31,644Oct-10 SPX 11/20/2010 1210 P 677Oct-10 SPX 11/20/2010 1215 P 4Oct-10 SPX 11/20/2010 1215 C 12,160Oct-10 SPX 11/20/2010 1220 C 15,659Oct-10 SPX 11/20/2010 1220 P 135Oct-10 SPX 11/20/2010 1225 C 35,770Oct-10 SPX 11/20/2010 1225 P 1,594Oct-10 SPX 11/20/2010 1230 C 20,179Oct-10 SPX 11/20/2010 1230 P 95Oct-10 SPX 11/20/2010 1235 C 15,232Oct-10 SPX 11/20/2010 1240 P 10Oct-10 SPX 11/20/2010 1240 C 36,344Oct-10 SPX 11/20/2010 1245 C 12,384Oct-10 SPX 11/20/2010 1245 P 2Oct-10 SPX 11/20/2010 1250 C 80,834Oct-10 SPX 11/20/2010 1250 P 118Oct-10 SPX 11/20/2010 1255 C 3,596
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 11/20/2010 1260 P 3Oct-10 SPX 11/20/2010 1260 C 20,171Oct-10 SPX 11/20/2010 1265 C 5,675Oct-10 SPX 11/20/2010 1265 P 2Oct-10 SPX 11/20/2010 1270 C 11,958Oct-10 SPX 11/20/2010 1270 P 1Oct-10 SPX 11/20/2010 1275 C 17,319Oct-10 SPX 11/20/2010 1275 P 38Oct-10 SPX 11/20/2010 1280 C 13,427Oct-10 SPX 11/20/2010 1285 P 3Oct-10 SPX 11/20/2010 1285 C 6,362Oct-10 SPX 11/20/2010 1290 C 3,142Oct-10 SPX 11/20/2010 1290 P 20Oct-10 SPX 11/20/2010 1295 C 4,163Oct-10 SPX 11/20/2010 1300 P 23Oct-10 SPX 11/20/2010 1300 C 26,764Oct-10 SPX 11/20/2010 1305 C 3,918Oct-10 SPX 11/20/2010 1310 C 5,856Oct-10 SPX 11/20/2010 1315 C 4,325Oct-10 SPX 11/20/2010 1320 C 10,613Oct-10 SPX 11/20/2010 1325 P 12Oct-10 SPX 11/20/2010 1325 C 7,077Oct-10 SPX 11/20/2010 1330 C 3,438Oct-10 SPX 11/20/2010 1340 C 4,294Oct-10 SPX 11/20/2010 1350 C 8,996Oct-10 SPX 11/20/2010 1375 C 8,272Oct-10 SPX 11/20/2010 1400 C 25,521Oct-10 SPX 11/20/2010 1450 C 2,069Oct-10 SPX 11/20/2010 1500 C 1,218Oct-10 SPX 11/20/2010 1500 P 750Oct-10 SPX 11/20/2010 1550 C 170Oct-10 SPX 11/20/2010 1600 C 69Oct-10 SPX 12/18/2010 100 C 525Oct-10 SPX 12/18/2010 100 P 8,010Oct-10 SPX 12/18/2010 200 C 17Oct-10 SPX 12/18/2010 200 P 40,361Oct-10 SPX 12/18/2010 250 P 2,686Oct-10 SPX 12/18/2010 300 C 3,654Oct-10 SPX 12/18/2010 300 P 5,667Oct-10 SPX 12/18/2010 325 C 100Oct-10 SPX 12/18/2010 325 P 932Oct-10 SPX 12/18/2010 350 P 2,752Oct-10 SPX 12/18/2010 350 C 5Oct-10 SPX 12/18/2010 400 C 4,315Oct-10 SPX 12/18/2010 400 P 92,848Oct-10 SPX 12/18/2010 425 C 100Oct-10 SPX 12/18/2010 425 P 36,110Oct-10 SPX 12/18/2010 450 P 32,202Oct-10 SPX 12/18/2010 475 P 9,330
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 12/18/2010 500 C 41,702Oct-10 SPX 12/18/2010 500 P 160,796Oct-10 SPX 12/18/2010 525 P 8,004Oct-10 SPX 12/18/2010 550 C 1Oct-10 SPX 12/18/2010 550 P 105,254Oct-10 SPX 12/18/2010 575 C 5Oct-10 SPX 12/18/2010 575 P 13,150Oct-10 SPX 12/18/2010 600 P 161,808Oct-10 SPX 12/18/2010 600 C 2,174Oct-10 SPX 12/18/2010 620 P 1,857Oct-10 SPX 12/18/2010 625 P 14,655Oct-10 SPX 12/18/2010 640 P 2,439Oct-10 SPX 12/18/2010 650 C 1,211Oct-10 SPX 12/18/2010 650 P 33,961Oct-10 SPX 12/18/2010 660 P 1,752Oct-10 SPX 12/18/2010 675 P 15,709Oct-10 SPX 12/18/2010 675 C 1,941Oct-10 SPX 12/18/2010 680 P 617Oct-10 SPX 12/18/2010 700 C 7,401Oct-10 SPX 12/18/2010 700 P 70,495Oct-10 SPX 12/18/2010 705 P 28Oct-10 SPX 12/18/2010 710 P 16Oct-10 SPX 12/18/2010 715 P 7Oct-10 SPX 12/18/2010 720 P 3,017Oct-10 SPX 12/18/2010 725 C 1,002Oct-10 SPX 12/18/2010 725 P 40,297Oct-10 SPX 12/18/2010 730 C 1Oct-10 SPX 12/18/2010 740 P 1,229Oct-10 SPX 12/18/2010 750 C 15,473Oct-10 SPX 12/18/2010 750 P 76,930Oct-10 SPX 12/18/2010 760 P 952Oct-10 SPX 12/18/2010 775 C 2,133Oct-10 SPX 12/18/2010 775 P 15,520Oct-10 SPX 12/18/2010 780 P 1,429Oct-10 SPX 12/18/2010 790 P 26Oct-10 SPX 12/18/2010 800 P 146,438Oct-10 SPX 12/18/2010 800 C 20,341Oct-10 SPX 12/18/2010 820 P 30,517Oct-10 SPX 12/18/2010 825 C 2,415Oct-10 SPX 12/18/2010 825 P 33,386Oct-10 SPX 12/18/2010 840 P 4,223Oct-10 SPX 12/18/2010 850 P 81,582Oct-10 SPX 12/18/2010 850 C 24,667Oct-10 SPX 12/18/2010 860 P 4,077Oct-10 SPX 12/18/2010 870 P 225Oct-10 SPX 12/18/2010 875 C 2,734Oct-10 SPX 12/18/2010 875 P 42,621Oct-10 SPX 12/18/2010 880 P 256Oct-10 SPX 12/18/2010 885 P 490
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 12/18/2010 890 P 50Oct-10 SPX 12/18/2010 895 P 5Oct-10 SPX 12/18/2010 900 C 47,736Oct-10 SPX 12/18/2010 900 P 184,317Oct-10 SPX 12/18/2010 905 P 29Oct-10 SPX 12/18/2010 910 P 3,247Oct-10 SPX 12/18/2010 915 P 22Oct-10 SPX 12/18/2010 920 P 3,711Oct-10 SPX 12/18/2010 925 P 66,789Oct-10 SPX 12/18/2010 925 C 275Oct-10 SPX 12/18/2010 930 C 2Oct-10 SPX 12/18/2010 930 P 4,051Oct-10 SPX 12/18/2010 935 P 2,174Oct-10 SPX 12/18/2010 940 P 11,348Oct-10 SPX 12/18/2010 945 C 7Oct-10 SPX 12/18/2010 945 P 547Oct-10 SPX 12/18/2010 950 C 30,279Oct-10 SPX 12/18/2010 950 P 148,642Oct-10 SPX 12/18/2010 960 C 2Oct-10 SPX 12/18/2010 960 P 1,290Oct-10 SPX 12/18/2010 965 P 10Oct-10 SPX 12/18/2010 970 P 843Oct-10 SPX 12/18/2010 975 C 3,957Oct-10 SPX 12/18/2010 975 P 89,063Oct-10 SPX 12/18/2010 980 P 451Oct-10 SPX 12/18/2010 985 P 2,814Oct-10 SPX 12/18/2010 990 C 2Oct-10 SPX 12/18/2010 990 P 10,786Oct-10 SPX 12/18/2010 995 P 20,085Oct-10 SPX 12/18/2010 1000 P 217,737Oct-10 SPX 12/18/2010 1000 C 44,883Oct-10 SPX 12/18/2010 1005 P 1,481Oct-10 SPX 12/18/2010 1010 P 6,562Oct-10 SPX 12/18/2010 1015 P 1,446Oct-10 SPX 12/18/2010 1020 C 20Oct-10 SPX 12/18/2010 1020 P 3,133Oct-10 SPX 12/18/2010 1025 P 111,595Oct-10 SPX 12/18/2010 1025 C 15,000Oct-10 SPX 12/18/2010 1030 C 6,706Oct-10 SPX 12/18/2010 1030 P 12,787Oct-10 SPX 12/18/2010 1035 C 8Oct-10 SPX 12/18/2010 1035 P 8,403Oct-10 SPX 12/18/2010 1040 C 926Oct-10 SPX 12/18/2010 1040 P 10,952Oct-10 SPX 12/18/2010 1045 P 4,211Oct-10 SPX 12/18/2010 1045 C 1,160Oct-10 SPX 12/18/2010 1050 C 44,919Oct-10 SPX 12/18/2010 1050 P 137,795Oct-10 SPX 12/18/2010 1055 C 206
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 12/18/2010 1055 P 1,166Oct-10 SPX 12/18/2010 1060 C 4,257Oct-10 SPX 12/18/2010 1060 P 13,836Oct-10 SPX 12/18/2010 1065 C 344Oct-10 SPX 12/18/2010 1065 P 895Oct-10 SPX 12/18/2010 1070 P 15,377Oct-10 SPX 12/18/2010 1070 C 2,749Oct-10 SPX 12/18/2010 1075 P 88,210Oct-10 SPX 12/18/2010 1075 C 29,926Oct-10 SPX 12/18/2010 1080 C 137Oct-10 SPX 12/18/2010 1080 P 3,209Oct-10 SPX 12/18/2010 1085 C 103Oct-10 SPX 12/18/2010 1085 P 8,726Oct-10 SPX 12/18/2010 1090 C 82Oct-10 SPX 12/18/2010 1090 P 5,101Oct-10 SPX 12/18/2010 1095 P 3,948Oct-10 SPX 12/18/2010 1095 C 3,704Oct-10 SPX 12/18/2010 1100 C 166,336Oct-10 SPX 12/18/2010 1100 P 227,743Oct-10 SPX 12/18/2010 1105 C 19,431Oct-10 SPX 12/18/2010 1105 P 21,565Oct-10 SPX 12/18/2010 1110 C 5,807Oct-10 SPX 12/18/2010 1110 P 14,063Oct-10 SPX 12/18/2010 1115 C 26,280Oct-10 SPX 12/18/2010 1115 P 27,232Oct-10 SPX 12/18/2010 1120 P 24,618Oct-10 SPX 12/18/2010 1120 C 20,137Oct-10 SPX 12/18/2010 1125 C 64,255Oct-10 SPX 12/18/2010 1125 P 80,514Oct-10 SPX 12/18/2010 1130 C 23,463Oct-10 SPX 12/18/2010 1130 P 23,724Oct-10 SPX 12/18/2010 1135 C 25,277Oct-10 SPX 12/18/2010 1135 P 26,832Oct-10 SPX 12/18/2010 1140 P 57,042Oct-10 SPX 12/18/2010 1140 C 43,921Oct-10 SPX 12/18/2010 1145 C 21,703Oct-10 SPX 12/18/2010 1145 P 21,389Oct-10 SPX 12/18/2010 1150 C 148,201Oct-10 SPX 12/18/2010 1150 P 151,709Oct-10 SPX 12/18/2010 1155 C 35,603Oct-10 SPX 12/18/2010 1155 P 35,994Oct-10 SPX 12/18/2010 1160 P 56,014Oct-10 SPX 12/18/2010 1160 C 24,101Oct-10 SPX 12/18/2010 1165 P 22,109Oct-10 SPX 12/18/2010 1165 C 21,184Oct-10 SPX 12/18/2010 1170 C 29,686Oct-10 SPX 12/18/2010 1170 P 29,217Oct-10 SPX 12/18/2010 1175 C 104,806Oct-10 SPX 12/18/2010 1175 P 90,936
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 12/18/2010 1180 C 33,189Oct-10 SPX 12/18/2010 1180 P 28,920Oct-10 SPX 12/18/2010 1185 P 13,313Oct-10 SPX 12/18/2010 1185 C 18,337Oct-10 SPX 12/18/2010 1190 C 5,448Oct-10 SPX 12/18/2010 1190 P 6,394Oct-10 SPX 12/18/2010 1195 C 1,885Oct-10 SPX 12/18/2010 1195 P 29Oct-10 SPX 12/18/2010 1200 C 189,595Oct-10 SPX 12/18/2010 1200 P 79,330Oct-10 SPX 12/18/2010 1205 C 309Oct-10 SPX 12/18/2010 1205 P 1Oct-10 SPX 12/18/2010 1210 C 1,113Oct-10 SPX 12/18/2010 1210 P 4Oct-10 SPX 12/18/2010 1215 C 1,571Oct-10 SPX 12/18/2010 1220 P 1,001Oct-10 SPX 12/18/2010 1220 C 3,202Oct-10 SPX 12/18/2010 1225 C 48,030Oct-10 SPX 12/18/2010 1225 P 3,121Oct-10 SPX 12/18/2010 1230 C 5,075Oct-10 SPX 12/18/2010 1230 P 4Oct-10 SPX 12/18/2010 1235 C 2,722Oct-10 SPX 12/18/2010 1240 P 2Oct-10 SPX 12/18/2010 1240 C 4,782Oct-10 SPX 12/18/2010 1245 C 2,904Oct-10 SPX 12/18/2010 1250 C 210,065Oct-10 SPX 12/18/2010 1250 P 18,903Oct-10 SPX 12/18/2010 1255 C 12,031Oct-10 SPX 12/18/2010 1255 P 4Oct-10 SPX 12/18/2010 1260 C 6,308Oct-10 SPX 12/18/2010 1260 P 2Oct-10 SPX 12/18/2010 1265 C 1,614Oct-10 SPX 12/18/2010 1270 C 9,120Oct-10 SPX 12/18/2010 1275 C 46,525Oct-10 SPX 12/18/2010 1275 P 65Oct-10 SPX 12/18/2010 1280 C 4,081Oct-10 SPX 12/18/2010 1285 C 46Oct-10 SPX 12/18/2010 1290 C 5,858Oct-10 SPX 12/18/2010 1290 P 1Oct-10 SPX 12/18/2010 1295 C 12,130Oct-10 SPX 12/18/2010 1300 C 124,867Oct-10 SPX 12/18/2010 1300 P 47,526Oct-10 SPX 12/18/2010 1305 C 27Oct-10 SPX 12/18/2010 1310 C 3Oct-10 SPX 12/18/2010 1315 P 1Oct-10 SPX 12/18/2010 1315 C 5Oct-10 SPX 12/18/2010 1320 C 2,697Oct-10 SPX 12/18/2010 1325 P 2,827Oct-10 SPX 12/18/2010 1325 C 11,977
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 12/18/2010 1330 P 3Oct-10 SPX 12/18/2010 1330 C 7Oct-10 SPX 12/18/2010 1335 C 1Oct-10 SPX 12/18/2010 1345 C 134Oct-10 SPX 12/18/2010 1350 C 44,624Oct-10 SPX 12/18/2010 1350 P 11,456Oct-10 SPX 12/18/2010 1375 P 3,230Oct-10 SPX 12/18/2010 1375 C 16,909Oct-10 SPX 12/18/2010 1400 P 8,335Oct-10 SPX 12/18/2010 1400 C 150,464Oct-10 SPX 12/18/2010 1425 P 1,818Oct-10 SPX 12/18/2010 1425 C 5,006Oct-10 SPX 12/18/2010 1450 C 17,148Oct-10 SPX 12/18/2010 1450 P 1,557Oct-10 SPX 12/18/2010 1475 C 1,428Oct-10 SPX 12/18/2010 1500 P 52,396Oct-10 SPX 12/18/2010 1500 C 93,414Oct-10 SPX 12/18/2010 1550 P 361Oct-10 SPX 12/18/2010 1550 C 2,239Oct-10 SPX 12/18/2010 1600 P 234Oct-10 SPX 12/18/2010 1600 C 5,180Oct-10 SPX 12/18/2010 1700 P 1,447Oct-10 SPX 12/18/2010 1700 C 7,574Oct-10 SPX 12/18/2010 1800 P 90Oct-10 SPX 12/18/2010 1800 C 9,294Oct-10 SPX 12/18/2010 1900 P 1,123Oct-10 SPX 12/18/2010 1900 C 7,488Oct-10 SPX 12/18/2010 2000 P 178Oct-10 SPX 12/18/2010 2000 C 15,689Oct-10 SPX 12/18/2010 2100 P 632Oct-10 SPX 12/18/2010 2100 C 5,726Oct-10 SPX 12/18/2010 2150 C 160Oct-10 SPX 12/18/2010 2250 P 234Oct-10 SPX 12/18/2010 2250 C 6,176Oct-10 SPX 12/18/2010 2500 P 968Oct-10 SPX 12/18/2010 2500 C 10,287Oct-10 SPX 1/22/2011 400 C 8Oct-10 SPX 1/22/2011 450 P 383Oct-10 SPX 1/22/2011 500 P 2,603Oct-10 SPX 1/22/2011 500 C 1,650Oct-10 SPX 1/22/2011 550 P 33Oct-10 SPX 1/22/2011 600 C 1Oct-10 SPX 1/22/2011 600 P 1,641Oct-10 SPX 1/22/2011 650 P 26,164Oct-10 SPX 1/22/2011 650 C 3Oct-10 SPX 1/22/2011 675 P 393Oct-10 SPX 1/22/2011 700 P 34,008Oct-10 SPX 1/22/2011 720 P 10Oct-10 SPX 1/22/2011 725 P 679
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 1/22/2011 740 P 27Oct-10 SPX 1/22/2011 750 P 25,804Oct-10 SPX 1/22/2011 760 P 123Oct-10 SPX 1/22/2011 775 P 6,851Oct-10 SPX 1/22/2011 780 P 615Oct-10 SPX 1/22/2011 800 P 34,210Oct-10 SPX 1/22/2011 820 P 266Oct-10 SPX 1/22/2011 825 C 1Oct-10 SPX 1/22/2011 825 P 2,971Oct-10 SPX 1/22/2011 840 P 300Oct-10 SPX 1/22/2011 850 P 31,176Oct-10 SPX 1/22/2011 850 C 8Oct-10 SPX 1/22/2011 860 P 200Oct-10 SPX 1/22/2011 875 P 5,836Oct-10 SPX 1/22/2011 880 P 112Oct-10 SPX 1/22/2011 900 P 41,748Oct-10 SPX 1/22/2011 900 C 15Oct-10 SPX 1/22/2011 920 P 38Oct-10 SPX 1/22/2011 925 P 7,179Oct-10 SPX 1/22/2011 940 P 20Oct-10 SPX 1/22/2011 950 P 27,786Oct-10 SPX 1/22/2011 950 C 30Oct-10 SPX 1/22/2011 960 P 20Oct-10 SPX 1/22/2011 970 P 1Oct-10 SPX 1/22/2011 975 P 7,469Oct-10 SPX 1/22/2011 975 C 30Oct-10 SPX 1/22/2011 980 P 1,003Oct-10 SPX 1/22/2011 990 P 27Oct-10 SPX 1/22/2011 1000 C 117Oct-10 SPX 1/22/2011 1000 P 92,475Oct-10 SPX 1/22/2011 1010 P 516Oct-10 SPX 1/22/2011 1020 P 1,077Oct-10 SPX 1/22/2011 1025 P 26,154Oct-10 SPX 1/22/2011 1025 C 3,550Oct-10 SPX 1/22/2011 1030 P 1Oct-10 SPX 1/22/2011 1040 P 23Oct-10 SPX 1/22/2011 1050 C 4,652Oct-10 SPX 1/22/2011 1050 P 55,574Oct-10 SPX 1/22/2011 1060 P 3,114Oct-10 SPX 1/22/2011 1075 P 20,959Oct-10 SPX 1/22/2011 1075 C 2,864Oct-10 SPX 1/22/2011 1080 P 7,012Oct-10 SPX 1/22/2011 1100 C 22,431Oct-10 SPX 1/22/2011 1100 P 62,021Oct-10 SPX 1/22/2011 1120 P 801Oct-10 SPX 1/22/2011 1125 P 24,044Oct-10 SPX 1/22/2011 1125 C 17,111Oct-10 SPX 1/22/2011 1140 P 4,904Oct-10 SPX 1/22/2011 1140 C 9,406
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 1/22/2011 1150 P 20,673Oct-10 SPX 1/22/2011 1150 C 18,621Oct-10 SPX 1/22/2011 1160 P 5,531Oct-10 SPX 1/22/2011 1160 C 480Oct-10 SPX 1/22/2011 1175 P 18,131Oct-10 SPX 1/22/2011 1175 C 14,113Oct-10 SPX 1/22/2011 1180 P 2,607Oct-10 SPX 1/22/2011 1180 C 3,026Oct-10 SPX 1/22/2011 1185 P 1,002Oct-10 SPX 1/22/2011 1185 C 1,084Oct-10 SPX 1/22/2011 1200 C 36,763Oct-10 SPX 1/22/2011 1200 P 4,989Oct-10 SPX 1/22/2011 1210 C 501Oct-10 SPX 1/22/2011 1220 C 12Oct-10 SPX 1/22/2011 1225 P 809Oct-10 SPX 1/22/2011 1225 C 18,380Oct-10 SPX 1/22/2011 1235 C 12Oct-10 SPX 1/22/2011 1235 P 2Oct-10 SPX 1/22/2011 1240 C 1,870Oct-10 SPX 1/22/2011 1250 P 5,866Oct-10 SPX 1/22/2011 1250 C 30,362Oct-10 SPX 1/22/2011 1260 C 2,156Oct-10 SPX 1/22/2011 1270 C 41Oct-10 SPX 1/22/2011 1275 P 261Oct-10 SPX 1/22/2011 1275 C 6,536Oct-10 SPX 1/22/2011 1280 C 4Oct-10 SPX 1/22/2011 1290 C 1,001Oct-10 SPX 1/22/2011 1300 P 1,003Oct-10 SPX 1/22/2011 1300 C 17,605Oct-10 SPX 1/22/2011 1310 C 1,215Oct-10 SPX 1/22/2011 1320 C 9Oct-10 SPX 1/22/2011 1325 C 6,053Oct-10 SPX 1/22/2011 1325 P 1Oct-10 SPX 1/22/2011 1330 C 750Oct-10 SPX 1/22/2011 1340 C 20Oct-10 SPX 1/22/2011 1350 C 8,010Oct-10 SPX 1/22/2011 1375 C 3Oct-10 SPX 1/22/2011 1400 P 12Oct-10 SPX 1/22/2011 1400 C 536Oct-10 SPX 1/22/2011 1425 C 18Oct-10 SPX 1/22/2011 1450 C 166Oct-10 SPX 1/22/2011 1475 C 646Oct-10 SPX 1/22/2011 1500 P 1,650Oct-10 SPX 1/22/2011 1500 C 1,720Oct-10 SPX 1/22/2011 1550 C 112Oct-10 SPX 1/22/2011 1600 C 237Oct-10 SPX 2/19/2011 600 P 17Oct-10 SPX 2/19/2011 650 P 8Oct-10 SPX 2/19/2011 700 P 30
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 2/19/2011 725 P 215Oct-10 SPX 2/19/2011 750 P 200Oct-10 SPX 2/19/2011 775 P 207Oct-10 SPX 2/19/2011 800 P 502Oct-10 SPX 2/19/2011 825 P 1Oct-10 SPX 2/19/2011 850 P 1,000Oct-10 SPX 2/19/2011 900 P 77Oct-10 SPX 2/19/2011 925 P 31Oct-10 SPX 2/19/2011 950 P 763Oct-10 SPX 2/19/2011 975 P 4Oct-10 SPX 2/19/2011 1000 P 5,691Oct-10 SPX 2/19/2011 1025 P 1,127Oct-10 SPX 2/19/2011 1050 P 11,587Oct-10 SPX 2/19/2011 1075 P 1,207Oct-10 SPX 2/19/2011 1100 P 6,939Oct-10 SPX 2/19/2011 1125 C 51Oct-10 SPX 2/19/2011 1125 P 3,605Oct-10 SPX 2/19/2011 1150 P 10,350Oct-10 SPX 2/19/2011 1150 C 1Oct-10 SPX 2/19/2011 1175 P 5,703Oct-10 SPX 2/19/2011 1175 C 2,314Oct-10 SPX 2/19/2011 1200 P 2,253Oct-10 SPX 2/19/2011 1200 C 5,076Oct-10 SPX 2/19/2011 1225 C 2,235Oct-10 SPX 2/19/2011 1250 C 636Oct-10 SPX 2/19/2011 1275 C 1,101Oct-10 SPX 2/19/2011 1300 C 360Oct-10 SPX 2/19/2011 1325 C 226Oct-10 SPX 2/19/2011 1350 C 610Oct-10 SPX 2/19/2011 1375 C 200Oct-10 SPX 2/19/2011 1400 C 300Oct-10 SPX 2/19/2011 1500 C 1Oct-10 SPX 2/19/2011 1600 C 45Oct-10 SPX 3/19/2011 100 P 100Oct-10 SPX 3/19/2011 200 P 12Oct-10 SPX 3/19/2011 300 P 106Oct-10 SPX 3/19/2011 300 C 2Oct-10 SPX 3/19/2011 325 P 26Oct-10 SPX 3/19/2011 350 P 100Oct-10 SPX 3/19/2011 350 C 3Oct-10 SPX 3/19/2011 400 P 771Oct-10 SPX 3/19/2011 425 P 1,185Oct-10 SPX 3/19/2011 450 P 388Oct-10 SPX 3/19/2011 475 P 86Oct-10 SPX 3/19/2011 500 P 4,709Oct-10 SPX 3/19/2011 500 C 60Oct-10 SPX 3/19/2011 525 P 245Oct-10 SPX 3/19/2011 550 P 11,111Oct-10 SPX 3/19/2011 575 P 1,521
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 3/19/2011 600 P 25,534Oct-10 SPX 3/19/2011 625 P 723Oct-10 SPX 3/19/2011 650 P 6,585Oct-10 SPX 3/19/2011 675 P 7,036Oct-10 SPX 3/19/2011 700 P 18,988Oct-10 SPX 3/19/2011 700 C 2Oct-10 SPX 3/19/2011 725 P 2,654Oct-10 SPX 3/19/2011 750 P 14,103Oct-10 SPX 3/19/2011 775 P 14,573Oct-10 SPX 3/19/2011 800 C 104Oct-10 SPX 3/19/2011 800 P 33,959Oct-10 SPX 3/19/2011 825 P 18,395Oct-10 SPX 3/19/2011 850 P 40,798Oct-10 SPX 3/19/2011 850 C 1,000Oct-10 SPX 3/19/2011 875 P 6,303Oct-10 SPX 3/19/2011 900 P 25,189Oct-10 SPX 3/19/2011 925 C 500Oct-10 SPX 3/19/2011 925 P 30,755Oct-10 SPX 3/19/2011 950 P 74,284Oct-10 SPX 3/19/2011 950 C 1,001Oct-10 SPX 3/19/2011 975 C 13Oct-10 SPX 3/19/2011 975 P 14,016Oct-10 SPX 3/19/2011 1000 P 78,032Oct-10 SPX 3/19/2011 1000 C 2,925Oct-10 SPX 3/19/2011 1025 P 14,496Oct-10 SPX 3/19/2011 1025 C 1,373Oct-10 SPX 3/19/2011 1050 P 41,076Oct-10 SPX 3/19/2011 1050 C 10,672Oct-10 SPX 3/19/2011 1060 P 60Oct-10 SPX 3/19/2011 1075 P 35,732Oct-10 SPX 3/19/2011 1075 C 9,934Oct-10 SPX 3/19/2011 1100 P 45,100Oct-10 SPX 3/19/2011 1100 C 31,865Oct-10 SPX 3/19/2011 1125 C 26,954Oct-10 SPX 3/19/2011 1125 P 23,608Oct-10 SPX 3/19/2011 1150 C 19,866Oct-10 SPX 3/19/2011 1150 P 28,841Oct-10 SPX 3/19/2011 1175 P 13,334Oct-10 SPX 3/19/2011 1175 C 14,530Oct-10 SPX 3/19/2011 1190 P 141Oct-10 SPX 3/19/2011 1190 C 161Oct-10 SPX 3/19/2011 1200 C 59,651Oct-10 SPX 3/19/2011 1200 P 7,184Oct-10 SPX 3/19/2011 1225 P 66Oct-10 SPX 3/19/2011 1225 C 16,223Oct-10 SPX 3/19/2011 1250 C 29,781Oct-10 SPX 3/19/2011 1250 P 846Oct-10 SPX 3/19/2011 1275 P 3Oct-10 SPX 3/19/2011 1275 C 8,878
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 3/19/2011 1300 P 6,005Oct-10 SPX 3/19/2011 1300 C 31,416Oct-10 SPX 3/19/2011 1325 C 3,810Oct-10 SPX 3/19/2011 1325 P 1Oct-10 SPX 3/19/2011 1350 P 5,000Oct-10 SPX 3/19/2011 1350 C 8,920Oct-10 SPX 3/19/2011 1375 C 5,481Oct-10 SPX 3/19/2011 1400 P 20Oct-10 SPX 3/19/2011 1400 C 23,213Oct-10 SPX 3/19/2011 1425 C 1,147Oct-10 SPX 3/19/2011 1450 C 1,271Oct-10 SPX 3/19/2011 1475 C 962Oct-10 SPX 3/19/2011 1500 P 82Oct-10 SPX 3/19/2011 1500 C 558Oct-10 SPX 3/19/2011 1525 C 149Oct-10 SPX 3/19/2011 1550 C 145Oct-10 SPX 3/19/2011 1575 C 81Oct-10 SPX 3/19/2011 1600 C 126Oct-10 SPX 3/19/2011 1900 P 990Oct-10 SPX 3/19/2011 2100 P 990Oct-10 SPX 6/18/2011 100 P 22,049Oct-10 SPX 6/18/2011 100 C 1Oct-10 SPX 6/18/2011 200 P 4,196Oct-10 SPX 6/18/2011 225 P 161Oct-10 SPX 6/18/2011 250 P 92Oct-10 SPX 6/18/2011 275 P 3Oct-10 SPX 6/18/2011 300 P 193Oct-10 SPX 6/18/2011 300 C 2Oct-10 SPX 6/18/2011 325 P 3Oct-10 SPX 6/18/2011 350 P 122Oct-10 SPX 6/18/2011 350 C 3Oct-10 SPX 6/18/2011 375 P 268Oct-10 SPX 6/18/2011 400 P 4,687Oct-10 SPX 6/18/2011 425 P 34Oct-10 SPX 6/18/2011 450 P 90Oct-10 SPX 6/18/2011 475 P 11Oct-10 SPX 6/18/2011 500 P 3,094Oct-10 SPX 6/18/2011 500 C 300Oct-10 SPX 6/18/2011 525 P 95Oct-10 SPX 6/18/2011 550 P 5,198Oct-10 SPX 6/18/2011 600 P 13,067Oct-10 SPX 6/18/2011 650 P 8,869Oct-10 SPX 6/18/2011 700 P 34,266Oct-10 SPX 6/18/2011 750 P 28,660Oct-10 SPX 6/18/2011 775 P 2,217Oct-10 SPX 6/18/2011 800 P 23,685Oct-10 SPX 6/18/2011 800 C 100Oct-10 SPX 6/18/2011 825 P 3,569Oct-10 SPX 6/18/2011 850 P 21,963
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 6/18/2011 875 P 2,513Oct-10 SPX 6/18/2011 900 C 2,113Oct-10 SPX 6/18/2011 900 P 32,647Oct-10 SPX 6/18/2011 925 P 3,727Oct-10 SPX 6/18/2011 950 P 93,642Oct-10 SPX 6/18/2011 950 C 1,253Oct-10 SPX 6/18/2011 975 P 14,914Oct-10 SPX 6/18/2011 975 C 1Oct-10 SPX 6/18/2011 1000 P 45,009Oct-10 SPX 6/18/2011 1000 C 13,053Oct-10 SPX 6/18/2011 1025 C 5,757Oct-10 SPX 6/18/2011 1025 P 8,493Oct-10 SPX 6/18/2011 1050 C 14,471Oct-10 SPX 6/18/2011 1050 P 37,198Oct-10 SPX 6/18/2011 1060 P 2,756Oct-10 SPX 6/18/2011 1060 C 22Oct-10 SPX 6/18/2011 1075 P 18,269Oct-10 SPX 6/18/2011 1075 C 12,608Oct-10 SPX 6/18/2011 1100 C 27,629Oct-10 SPX 6/18/2011 1100 P 48,032Oct-10 SPX 6/18/2011 1120 P 2,051Oct-10 SPX 6/18/2011 1125 P 19,066Oct-10 SPX 6/18/2011 1125 C 12,498Oct-10 SPX 6/18/2011 1150 P 14,158Oct-10 SPX 6/18/2011 1150 C 16,734Oct-10 SPX 6/18/2011 1175 C 19,049Oct-10 SPX 6/18/2011 1175 P 11,416Oct-10 SPX 6/18/2011 1190 C 144Oct-10 SPX 6/18/2011 1190 P 140Oct-10 SPX 6/18/2011 1200 P 16,052Oct-10 SPX 6/18/2011 1200 C 29,105Oct-10 SPX 6/18/2011 1225 P 1,063Oct-10 SPX 6/18/2011 1225 C 12,056Oct-10 SPX 6/18/2011 1250 P 406Oct-10 SPX 6/18/2011 1250 C 62,782Oct-10 SPX 6/18/2011 1275 P 350Oct-10 SPX 6/18/2011 1275 C 3,609Oct-10 SPX 6/18/2011 1300 C 47,214Oct-10 SPX 6/18/2011 1300 P 3,216Oct-10 SPX 6/18/2011 1325 C 6,982Oct-10 SPX 6/18/2011 1350 C 17,755Oct-10 SPX 6/18/2011 1375 P 1Oct-10 SPX 6/18/2011 1375 C 378Oct-10 SPX 6/18/2011 1400 C 15,309Oct-10 SPX 6/18/2011 1400 P 21Oct-10 SPX 6/18/2011 1425 C 3,110Oct-10 SPX 6/18/2011 1450 C 2,951Oct-10 SPX 6/18/2011 1475 C 5,255Oct-10 SPX 6/18/2011 1500 P 300
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 6/18/2011 1500 C 4,698Oct-10 SPX 6/18/2011 1550 C 1,157Oct-10 SPX 6/18/2011 1600 C 676Oct-10 SPX 6/18/2011 1600 P 20Oct-10 SPX 6/18/2011 1650 C 151Oct-10 SPX 6/18/2011 1700 P 50Oct-10 SPX 6/18/2011 1700 C 78Oct-10 SPX 6/18/2011 1800 P 68Oct-10 SPX 6/18/2011 1800 C 3Oct-10 SPX 6/18/2011 1900 P 113Oct-10 SPX 6/18/2011 2000 P 156Oct-10 SPX 6/18/2011 2000 C 1Oct-10 SPX 6/18/2011 2250 P 113Oct-10 SPX 6/18/2011 2500 P 163Oct-10 SPX 9/17/2011 300 P 20Oct-10 SPX 9/17/2011 350 P 65Oct-10 SPX 9/17/2011 400 P 25Oct-10 SPX 9/17/2011 500 P 11Oct-10 SPX 9/17/2011 600 P 501Oct-10 SPX 9/17/2011 700 P 353Oct-10 SPX 9/17/2011 750 P 3Oct-10 SPX 9/17/2011 775 P 1,800Oct-10 SPX 9/17/2011 800 P 5,151Oct-10 SPX 9/17/2011 825 P 1Oct-10 SPX 9/17/2011 850 P 656Oct-10 SPX 9/17/2011 875 P 12Oct-10 SPX 9/17/2011 900 P 61,587Oct-10 SPX 9/17/2011 925 P 610Oct-10 SPX 9/17/2011 950 P 4,082Oct-10 SPX 9/17/2011 975 P 202Oct-10 SPX 9/17/2011 1000 P 12,753Oct-10 SPX 9/17/2011 1000 C 500Oct-10 SPX 9/17/2011 1025 P 1,501Oct-10 SPX 9/17/2011 1050 P 2,020Oct-10 SPX 9/17/2011 1075 C 500Oct-10 SPX 9/17/2011 1075 P 2,163Oct-10 SPX 9/17/2011 1100 C 890Oct-10 SPX 9/17/2011 1100 P 4,340Oct-10 SPX 9/17/2011 1125 P 5,172Oct-10 SPX 9/17/2011 1125 C 1,191Oct-10 SPX 9/17/2011 1150 P 6,082Oct-10 SPX 9/17/2011 1150 C 3,955Oct-10 SPX 9/17/2011 1175 P 2,165Oct-10 SPX 9/17/2011 1175 C 5,477Oct-10 SPX 9/17/2011 1200 C 2,432Oct-10 SPX 9/17/2011 1200 P 754Oct-10 SPX 9/17/2011 1225 C 3,900Oct-10 SPX 9/17/2011 1250 P 250Oct-10 SPX 9/17/2011 1250 C 9,494
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 9/17/2011 1275 C 5,152Oct-10 SPX 9/17/2011 1300 P 9,650Oct-10 SPX 9/17/2011 1300 C 58,525Oct-10 SPX 9/17/2011 1325 C 1,205Oct-10 SPX 9/17/2011 1350 C 1,711Oct-10 SPX 9/17/2011 1375 C 1,308Oct-10 SPX 9/17/2011 1400 P 500Oct-10 SPX 9/17/2011 1400 C 32,611Oct-10 SPX 9/17/2011 1425 C 101Oct-10 SPX 9/17/2011 1450 C 810Oct-10 SPX 9/17/2011 1500 C 140Oct-10 SPX 9/17/2011 1525 C 598Oct-10 SPX 9/17/2011 1550 C 166Oct-10 SPX 9/17/2011 1600 C 341Oct-10 SPX 9/17/2011 1650 C 565Oct-10 SPX 9/17/2011 1700 C 121Oct-10 SPX 12/17/2011 50 P 27,376Oct-10 SPX 12/17/2011 100 P 12,487Oct-10 SPX 12/17/2011 100 C 109Oct-10 SPX 12/17/2011 150 P 1,487Oct-10 SPX 12/17/2011 200 P 46,861Oct-10 SPX 12/17/2011 200 C 3Oct-10 SPX 12/17/2011 225 P 7,218Oct-10 SPX 12/17/2011 250 P 115,017Oct-10 SPX 12/17/2011 250 C 15Oct-10 SPX 12/17/2011 275 P 3,784Oct-10 SPX 12/17/2011 280 P 3,034Oct-10 SPX 12/17/2011 280 C 102Oct-10 SPX 12/17/2011 300 C 89Oct-10 SPX 12/17/2011 300 P 21,785Oct-10 SPX 12/17/2011 325 P 1,492Oct-10 SPX 12/17/2011 350 P 3,019Oct-10 SPX 12/17/2011 350 C 10Oct-10 SPX 12/17/2011 375 P 62Oct-10 SPX 12/17/2011 400 P 160,869Oct-10 SPX 12/17/2011 400 C 32Oct-10 SPX 12/17/2011 425 P 159Oct-10 SPX 12/17/2011 450 P 12,506Oct-10 SPX 12/17/2011 450 C 8Oct-10 SPX 12/17/2011 475 P 168Oct-10 SPX 12/17/2011 500 P 19,598Oct-10 SPX 12/17/2011 500 C 526Oct-10 SPX 12/17/2011 525 P 57Oct-10 SPX 12/17/2011 550 C 6Oct-10 SPX 12/17/2011 550 P 8,866Oct-10 SPX 12/17/2011 600 P 57,152Oct-10 SPX 12/17/2011 600 C 21Oct-10 SPX 12/17/2011 650 P 37,617Oct-10 SPX 12/17/2011 650 C 1,217
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 12/17/2011 700 P 56,038Oct-10 SPX 12/17/2011 700 C 3,818Oct-10 SPX 12/17/2011 750 P 33,479Oct-10 SPX 12/17/2011 750 C 404Oct-10 SPX 12/17/2011 775 P 2,215Oct-10 SPX 12/17/2011 800 P 72,198Oct-10 SPX 12/17/2011 800 C 14,399Oct-10 SPX 12/17/2011 825 P 1,799Oct-10 SPX 12/17/2011 825 C 151Oct-10 SPX 12/17/2011 850 C 6,751Oct-10 SPX 12/17/2011 850 P 25,332Oct-10 SPX 12/17/2011 875 P 1,501Oct-10 SPX 12/17/2011 875 C 6Oct-10 SPX 12/17/2011 900 P 79,615Oct-10 SPX 12/17/2011 900 C 16,675Oct-10 SPX 12/17/2011 920 P 3,810Oct-10 SPX 12/17/2011 920 C 606Oct-10 SPX 12/17/2011 925 P 4,369Oct-10 SPX 12/17/2011 950 C 6,434Oct-10 SPX 12/17/2011 950 P 23,365Oct-10 SPX 12/17/2011 975 C 12Oct-10 SPX 12/17/2011 975 P 5,565Oct-10 SPX 12/17/2011 1000 P 47,208Oct-10 SPX 12/17/2011 1000 C 19,534Oct-10 SPX 12/17/2011 1025 P 7,959Oct-10 SPX 12/17/2011 1025 C 2,027Oct-10 SPX 12/17/2011 1050 P 38,474Oct-10 SPX 12/17/2011 1050 C 14,554Oct-10 SPX 12/17/2011 1075 C 8,421Oct-10 SPX 12/17/2011 1075 P 20,713Oct-10 SPX 12/17/2011 1100 P 80,579Oct-10 SPX 12/17/2011 1100 C 71,530Oct-10 SPX 12/17/2011 1125 P 16,074Oct-10 SPX 12/17/2011 1125 C 20,895Oct-10 SPX 12/17/2011 1150 P 36,591Oct-10 SPX 12/17/2011 1150 C 34,878Oct-10 SPX 12/17/2011 1175 P 9,304Oct-10 SPX 12/17/2011 1175 C 11,137Oct-10 SPX 12/17/2011 1200 P 19,902Oct-10 SPX 12/17/2011 1200 C 55,019Oct-10 SPX 12/17/2011 1225 P 1,000Oct-10 SPX 12/17/2011 1225 C 5,910Oct-10 SPX 12/17/2011 1250 P 2,728Oct-10 SPX 12/17/2011 1250 C 21,384Oct-10 SPX 12/17/2011 1275 P 1,350Oct-10 SPX 12/17/2011 1275 C 5,483Oct-10 SPX 12/17/2011 1300 P 7,415Oct-10 SPX 12/17/2011 1300 C 80,278Oct-10 SPX 12/17/2011 1325 C 5
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 12/17/2011 1350 P 754Oct-10 SPX 12/17/2011 1350 C 10,310Oct-10 SPX 12/17/2011 1375 C 303Oct-10 SPX 12/17/2011 1400 P 8,323Oct-10 SPX 12/17/2011 1400 C 38,534Oct-10 SPX 12/17/2011 1425 C 10Oct-10 SPX 12/17/2011 1450 C 11,689Oct-10 SPX 12/17/2011 1500 P 3,163Oct-10 SPX 12/17/2011 1500 C 91,542Oct-10 SPX 12/17/2011 1550 C 5,025Oct-10 SPX 12/17/2011 1600 P 527Oct-10 SPX 12/17/2011 1600 C 34,286Oct-10 SPX 12/17/2011 1700 C 2,827Oct-10 SPX 12/17/2011 1700 P 97Oct-10 SPX 12/17/2011 1800 P 119Oct-10 SPX 12/17/2011 1800 C 680Oct-10 SPX 12/17/2011 1900 P 106Oct-10 SPX 12/17/2011 1900 C 74Oct-10 SPX 12/17/2011 2000 P 240Oct-10 SPX 12/17/2011 2000 C 5,083Oct-10 SPX 12/17/2011 2250 P 70Oct-10 SPX 12/17/2011 2500 C 12Oct-10 SPX 12/17/2011 2500 P 229Oct-10 SPX 6/16/2012 100 P 113Oct-10 SPX 6/16/2012 200 P 4,365Oct-10 SPX 6/16/2012 300 P 355Oct-10 SPX 6/16/2012 400 P 23Oct-10 SPX 6/16/2012 500 P 17Oct-10 SPX 6/16/2012 600 P 503Oct-10 SPX 6/16/2012 650 P 1,200Oct-10 SPX 6/16/2012 700 C 180Oct-10 SPX 6/16/2012 750 P 1,220Oct-10 SPX 6/16/2012 800 P 6,550Oct-10 SPX 6/16/2012 825 P 20Oct-10 SPX 6/16/2012 850 P 596Oct-10 SPX 6/16/2012 900 P 1,860Oct-10 SPX 6/16/2012 925 P 104Oct-10 SPX 6/16/2012 950 C 100Oct-10 SPX 6/16/2012 950 P 4Oct-10 SPX 6/16/2012 1000 P 1,755Oct-10 SPX 6/16/2012 1050 C 2,550Oct-10 SPX 6/16/2012 1050 P 8,601Oct-10 SPX 6/16/2012 1075 P 102Oct-10 SPX 6/16/2012 1075 C 2,550Oct-10 SPX 6/16/2012 1100 P 6,846Oct-10 SPX 6/16/2012 1100 C 1,270Oct-10 SPX 6/16/2012 1125 P 330Oct-10 SPX 6/16/2012 1125 C 781Oct-10 SPX 6/16/2012 1150 C 1,400
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 6/16/2012 1150 P 2,150Oct-10 SPX 6/16/2012 1175 C 415Oct-10 SPX 6/16/2012 1175 P 2,375Oct-10 SPX 6/16/2012 1200 P 2Oct-10 SPX 6/16/2012 1200 C 825Oct-10 SPX 6/16/2012 1225 P 2Oct-10 SPX 6/16/2012 1225 C 1Oct-10 SPX 6/16/2012 1250 C 1,052Oct-10 SPX 6/16/2012 1275 P 1Oct-10 SPX 6/16/2012 1275 C 460Oct-10 SPX 6/16/2012 1300 C 7,130Oct-10 SPX 6/16/2012 1300 P 500Oct-10 SPX 6/16/2012 1325 C 45Oct-10 SPX 6/16/2012 1350 C 2,000Oct-10 SPX 6/16/2012 1400 C 1,290Oct-10 SPX 6/16/2012 1450 C 10Oct-10 SPX 6/16/2012 1475 C 1,015Oct-10 SPX 6/16/2012 1500 C 6,520Oct-10 SPX 6/16/2012 1800 P 3Oct-10 SPX 6/16/2012 1800 C 302Oct-10 SPX 6/16/2012 1900 C 304Oct-10 SPX 6/16/2012 2250 P 14Oct-10 SPX 6/16/2012 2500 P 46Oct-10 SPX 12/22/2012 100 P 5,212Oct-10 SPX 12/22/2012 100 C 104Oct-10 SPX 12/22/2012 200 P 9,836Oct-10 SPX 12/22/2012 200 C 24Oct-10 SPX 12/22/2012 250 P 4,502Oct-10 SPX 12/22/2012 300 C 23Oct-10 SPX 12/22/2012 300 P 2,884Oct-10 SPX 12/22/2012 350 P 3,880Oct-10 SPX 12/22/2012 350 C 2Oct-10 SPX 12/22/2012 400 P 15,761Oct-10 SPX 12/22/2012 400 C 1Oct-10 SPX 12/22/2012 450 P 3,165Oct-10 SPX 12/22/2012 450 C 10Oct-10 SPX 12/22/2012 500 P 21,597Oct-10 SPX 12/22/2012 500 C 4,110Oct-10 SPX 12/22/2012 550 P 12,554Oct-10 SPX 12/22/2012 600 P 83,784Oct-10 SPX 12/22/2012 600 C 20Oct-10 SPX 12/22/2012 650 P 2,877Oct-10 SPX 12/22/2012 650 C 5Oct-10 SPX 12/22/2012 675 P 4Oct-10 SPX 12/22/2012 700 C 4,458Oct-10 SPX 12/22/2012 700 P 17,446Oct-10 SPX 12/22/2012 750 P 12,369Oct-10 SPX 12/22/2012 800 P 16,064Oct-10 SPX 12/22/2012 800 C 111
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 12/22/2012 825 P 554Oct-10 SPX 12/22/2012 825 C 600Oct-10 SPX 12/22/2012 850 P 62,676Oct-10 SPX 12/22/2012 875 P 914Oct-10 SPX 12/22/2012 900 C 2,819Oct-10 SPX 12/22/2012 900 P 47,339Oct-10 SPX 12/22/2012 925 P 1,902Oct-10 SPX 12/22/2012 925 C 2Oct-10 SPX 12/22/2012 950 P 10,400Oct-10 SPX 12/22/2012 950 C 4,740Oct-10 SPX 12/22/2012 975 P 452Oct-10 SPX 12/22/2012 975 C 6Oct-10 SPX 12/22/2012 1000 C 12,444Oct-10 SPX 12/22/2012 1000 P 22,365Oct-10 SPX 12/22/2012 1025 P 2,603Oct-10 SPX 12/22/2012 1025 C 3,401Oct-10 SPX 12/22/2012 1050 P 17,001Oct-10 SPX 12/22/2012 1050 C 14,502Oct-10 SPX 12/22/2012 1075 P 5,846Oct-10 SPX 12/22/2012 1075 C 4,033Oct-10 SPX 12/22/2012 1100 P 50,891Oct-10 SPX 12/22/2012 1100 C 40,079Oct-10 SPX 12/22/2012 1125 P 7,457Oct-10 SPX 12/22/2012 1125 C 7,654Oct-10 SPX 12/22/2012 1150 P 26,718Oct-10 SPX 12/22/2012 1150 C 23,187Oct-10 SPX 12/22/2012 1175 P 7,846Oct-10 SPX 12/22/2012 1175 C 8,031Oct-10 SPX 12/22/2012 1200 P 49,162Oct-10 SPX 12/22/2012 1200 C 15,265Oct-10 SPX 12/22/2012 1220 P 50Oct-10 SPX 12/22/2012 1220 C 52Oct-10 SPX 12/22/2012 1250 C 18,963Oct-10 SPX 12/22/2012 1250 P 4,570Oct-10 SPX 12/22/2012 1300 P 6,160Oct-10 SPX 12/22/2012 1300 C 29,942Oct-10 SPX 12/22/2012 1350 P 1,000Oct-10 SPX 12/22/2012 1350 C 4,933Oct-10 SPX 12/22/2012 1400 P 602Oct-10 SPX 12/22/2012 1400 C 35,598Oct-10 SPX 12/22/2012 1450 C 9,848Oct-10 SPX 12/22/2012 1450 P 701Oct-10 SPX 12/22/2012 1500 P 4,110Oct-10 SPX 12/22/2012 1500 C 28,114Oct-10 SPX 12/22/2012 1550 P 10Oct-10 SPX 12/22/2012 1550 C 4,871Oct-10 SPX 12/22/2012 1600 P 25Oct-10 SPX 12/22/2012 1600 C 74,834Oct-10 SPX 12/22/2012 1700 P 126
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Oct-10 SPX 12/22/2012 1700 C 8,343Oct-10 SPX 12/22/2012 1800 P 107Oct-10 SPX 12/22/2012 1800 C 25,282Oct-10 SPX 12/22/2012 1900 C 7,565Oct-10 SPX 12/22/2012 1900 P 162Oct-10 SPX 12/22/2012 2000 P 350Oct-10 SPX 12/22/2012 2000 C 38,224Oct-10 SPX 12/22/2012 2250 P 351Oct-10 SPX 12/22/2012 2250 C 204Oct-10 SPX 12/22/2012 2500 P 653Oct-10 SPX 12/22/2012 2500 C 655Nov-10 SPX 12/18/2010 100 P 8,010Nov-10 SPX 12/18/2010 100 C 525Nov-10 SPX 12/18/2010 200 P 40,361Nov-10 SPX 12/18/2010 200 C 17Nov-10 SPX 12/18/2010 250 P 2,686Nov-10 SPX 12/18/2010 300 P 5,667Nov-10 SPX 12/18/2010 300 C 3,654Nov-10 SPX 12/18/2010 325 P 932Nov-10 SPX 12/18/2010 325 C 100Nov-10 SPX 12/18/2010 350 P 2,752Nov-10 SPX 12/18/2010 350 C 5Nov-10 SPX 12/18/2010 400 P 92,848Nov-10 SPX 12/18/2010 400 C 4,315Nov-10 SPX 12/18/2010 425 P 36,110Nov-10 SPX 12/18/2010 425 C 100Nov-10 SPX 12/18/2010 450 P 32,202Nov-10 SPX 12/18/2010 475 P 9,330Nov-10 SPX 12/18/2010 500 P 161,419Nov-10 SPX 12/18/2010 500 C 47,103Nov-10 SPX 12/18/2010 525 P 8,004Nov-10 SPX 12/18/2010 550 P 105,254Nov-10 SPX 12/18/2010 550 C 1Nov-10 SPX 12/18/2010 575 P 13,150Nov-10 SPX 12/18/2010 575 C 5Nov-10 SPX 12/18/2010 600 P 161,808Nov-10 SPX 12/18/2010 600 C 2,174Nov-10 SPX 12/18/2010 620 P 1,839Nov-10 SPX 12/18/2010 625 P 14,643Nov-10 SPX 12/18/2010 640 P 2,440Nov-10 SPX 12/18/2010 650 P 34,123Nov-10 SPX 12/18/2010 650 C 1,211Nov-10 SPX 12/18/2010 660 P 1,805Nov-10 SPX 12/18/2010 675 C 1,941Nov-10 SPX 12/18/2010 675 P 16,248Nov-10 SPX 12/18/2010 680 P 804Nov-10 SPX 12/18/2010 700 P 72,405Nov-10 SPX 12/18/2010 700 C 7,551Nov-10 SPX 12/18/2010 705 P 218
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 12/18/2010 710 P 196Nov-10 SPX 12/18/2010 715 P 204Nov-10 SPX 12/18/2010 720 P 3,234Nov-10 SPX 12/18/2010 725 P 41,426Nov-10 SPX 12/18/2010 725 C 1,002Nov-10 SPX 12/18/2010 730 P 432Nov-10 SPX 12/18/2010 730 C 1Nov-10 SPX 12/18/2010 740 P 1,859Nov-10 SPX 12/18/2010 750 C 15,473Nov-10 SPX 12/18/2010 750 P 85,457Nov-10 SPX 12/18/2010 760 P 4,237Nov-10 SPX 12/18/2010 770 P 2,381Nov-10 SPX 12/18/2010 775 P 16,668Nov-10 SPX 12/18/2010 775 C 2,133Nov-10 SPX 12/18/2010 780 P 4,248Nov-10 SPX 12/18/2010 790 P 2,555Nov-10 SPX 12/18/2010 800 P 125,261Nov-10 SPX 12/18/2010 800 C 20,284Nov-10 SPX 12/18/2010 810 P 2,743Nov-10 SPX 12/18/2010 810 C 1Nov-10 SPX 12/18/2010 820 P 19,691Nov-10 SPX 12/18/2010 820 C 1Nov-10 SPX 12/18/2010 825 P 32,308Nov-10 SPX 12/18/2010 825 C 2,416Nov-10 SPX 12/18/2010 830 P 3,268Nov-10 SPX 12/18/2010 840 P 7,862Nov-10 SPX 12/18/2010 850 P 82,768Nov-10 SPX 12/18/2010 850 C 24,723Nov-10 SPX 12/18/2010 860 P 7,484Nov-10 SPX 12/18/2010 870 P 2,444Nov-10 SPX 12/18/2010 875 P 43,529Nov-10 SPX 12/18/2010 875 C 2,787Nov-10 SPX 12/18/2010 880 P 2,556Nov-10 SPX 12/18/2010 885 C 147Nov-10 SPX 12/18/2010 885 P 2,720Nov-10 SPX 12/18/2010 890 P 2,561Nov-10 SPX 12/18/2010 890 C 106Nov-10 SPX 12/18/2010 895 P 2,176Nov-10 SPX 12/18/2010 895 C 25Nov-10 SPX 12/18/2010 900 P 190,913Nov-10 SPX 12/18/2010 900 C 47,785Nov-10 SPX 12/18/2010 905 P 2,183Nov-10 SPX 12/18/2010 910 P 5,389Nov-10 SPX 12/18/2010 915 P 2,130Nov-10 SPX 12/18/2010 920 P 8,967Nov-10 SPX 12/18/2010 925 P 69,435Nov-10 SPX 12/18/2010 925 C 275Nov-10 SPX 12/18/2010 930 P 5,050Nov-10 SPX 12/18/2010 930 C 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 12/18/2010 935 P 3,755Nov-10 SPX 12/18/2010 940 P 13,706Nov-10 SPX 12/18/2010 945 P 2,300Nov-10 SPX 12/18/2010 945 C 7Nov-10 SPX 12/18/2010 950 P 168,527Nov-10 SPX 12/18/2010 950 C 30,154Nov-10 SPX 12/18/2010 955 P 1,735Nov-10 SPX 12/18/2010 960 P 5,014Nov-10 SPX 12/18/2010 960 C 2Nov-10 SPX 12/18/2010 965 P 1,749Nov-10 SPX 12/18/2010 970 P 2,671Nov-10 SPX 12/18/2010 970 C 9Nov-10 SPX 12/18/2010 975 P 97,317Nov-10 SPX 12/18/2010 975 C 4,009Nov-10 SPX 12/18/2010 980 P 5,516Nov-10 SPX 12/18/2010 980 C 20,004Nov-10 SPX 12/18/2010 985 P 7,590Nov-10 SPX 12/18/2010 985 C 147Nov-10 SPX 12/18/2010 990 P 28,920Nov-10 SPX 12/18/2010 990 C 109Nov-10 SPX 12/18/2010 995 P 42,659Nov-10 SPX 12/18/2010 995 C 25Nov-10 SPX 12/18/2010 1000 P 225,615Nov-10 SPX 12/18/2010 1000 C 44,031Nov-10 SPX 12/18/2010 1005 P 2,935Nov-10 SPX 12/18/2010 1010 P 10,098Nov-10 SPX 12/18/2010 1010 C 1Nov-10 SPX 12/18/2010 1015 P 5,556Nov-10 SPX 12/18/2010 1020 P 10,422Nov-10 SPX 12/18/2010 1020 C 20Nov-10 SPX 12/18/2010 1025 P 102,817Nov-10 SPX 12/18/2010 1025 C 14,985Nov-10 SPX 12/18/2010 1030 P 24,722Nov-10 SPX 12/18/2010 1030 C 27,706Nov-10 SPX 12/18/2010 1035 P 11,212Nov-10 SPX 12/18/2010 1035 C 8Nov-10 SPX 12/18/2010 1040 C 930Nov-10 SPX 12/18/2010 1040 P 20,502Nov-10 SPX 12/18/2010 1045 P 6,278Nov-10 SPX 12/18/2010 1045 C 1,160Nov-10 SPX 12/18/2010 1050 P 124,844Nov-10 SPX 12/18/2010 1050 C 44,599Nov-10 SPX 12/18/2010 1055 P 9,430Nov-10 SPX 12/18/2010 1055 C 206Nov-10 SPX 12/18/2010 1060 P 17,849Nov-10 SPX 12/18/2010 1060 C 3,952Nov-10 SPX 12/18/2010 1065 P 6,487Nov-10 SPX 12/18/2010 1065 C 343Nov-10 SPX 12/18/2010 1070 C 2,752
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 12/18/2010 1070 P 25,415Nov-10 SPX 12/18/2010 1075 P 104,485Nov-10 SPX 12/18/2010 1075 C 32,314Nov-10 SPX 12/18/2010 1080 P 7,271Nov-10 SPX 12/18/2010 1080 C 149Nov-10 SPX 12/18/2010 1085 P 14,012Nov-10 SPX 12/18/2010 1085 C 116Nov-10 SPX 12/18/2010 1090 P 22,514Nov-10 SPX 12/18/2010 1090 C 81Nov-10 SPX 12/18/2010 1095 C 3,704Nov-10 SPX 12/18/2010 1095 P 8,837Nov-10 SPX 12/18/2010 1100 P 243,640Nov-10 SPX 12/18/2010 1100 C 171,792Nov-10 SPX 12/18/2010 1105 P 22,945Nov-10 SPX 12/18/2010 1105 C 19,431Nov-10 SPX 12/18/2010 1110 P 16,423Nov-10 SPX 12/18/2010 1110 C 5,816Nov-10 SPX 12/18/2010 1115 P 35,432Nov-10 SPX 12/18/2010 1115 C 26,154Nov-10 SPX 12/18/2010 1120 P 31,084Nov-10 SPX 12/18/2010 1120 C 20,142Nov-10 SPX 12/18/2010 1125 C 60,588Nov-10 SPX 12/18/2010 1125 P 120,475Nov-10 SPX 12/18/2010 1130 P 35,172Nov-10 SPX 12/18/2010 1130 C 23,020Nov-10 SPX 12/18/2010 1135 P 28,987Nov-10 SPX 12/18/2010 1135 C 25,136Nov-10 SPX 12/18/2010 1140 P 71,259Nov-10 SPX 12/18/2010 1140 C 43,712Nov-10 SPX 12/18/2010 1145 C 21,781Nov-10 SPX 12/18/2010 1145 P 28,577Nov-10 SPX 12/18/2010 1150 C 136,033Nov-10 SPX 12/18/2010 1150 P 201,851Nov-10 SPX 12/18/2010 1155 P 37,835Nov-10 SPX 12/18/2010 1155 C 35,719Nov-10 SPX 12/18/2010 1160 P 48,724Nov-10 SPX 12/18/2010 1160 C 25,156Nov-10 SPX 12/18/2010 1165 P 23,367Nov-10 SPX 12/18/2010 1165 C 21,306Nov-10 SPX 12/18/2010 1170 P 42,237Nov-10 SPX 12/18/2010 1170 C 29,743Nov-10 SPX 12/18/2010 1175 C 134,275Nov-10 SPX 12/18/2010 1175 P 128,631Nov-10 SPX 12/18/2010 1180 P 98,282Nov-10 SPX 12/18/2010 1180 C 60,398Nov-10 SPX 12/18/2010 1185 P 25,907Nov-10 SPX 12/18/2010 1185 C 33,186Nov-10 SPX 12/18/2010 1190 P 59,968Nov-10 SPX 12/18/2010 1190 C 42,999
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 12/18/2010 1195 P 38,099Nov-10 SPX 12/18/2010 1195 C 40,674Nov-10 SPX 12/18/2010 1200 C 238,994Nov-10 SPX 12/18/2010 1200 P 198,733Nov-10 SPX 12/18/2010 1205 P 19,973Nov-10 SPX 12/18/2010 1205 C 23,102Nov-10 SPX 12/18/2010 1210 P 19,354Nov-10 SPX 12/18/2010 1210 C 40,480Nov-10 SPX 12/18/2010 1215 P 22,700Nov-10 SPX 12/18/2010 1215 C 29,372Nov-10 SPX 12/18/2010 1220 P 26,937Nov-10 SPX 12/18/2010 1220 C 32,743Nov-10 SPX 12/18/2010 1225 P 19,181Nov-10 SPX 12/18/2010 1225 C 96,994Nov-10 SPX 12/18/2010 1230 C 20,518Nov-10 SPX 12/18/2010 1230 P 2,686Nov-10 SPX 12/18/2010 1235 C 15,533Nov-10 SPX 12/18/2010 1235 P 164Nov-10 SPX 12/18/2010 1240 P 1,239Nov-10 SPX 12/18/2010 1240 C 14,507Nov-10 SPX 12/18/2010 1245 P 23Nov-10 SPX 12/18/2010 1245 C 10,186Nov-10 SPX 12/18/2010 1250 P 25,711Nov-10 SPX 12/18/2010 1250 C 190,586Nov-10 SPX 12/18/2010 1255 P 4Nov-10 SPX 12/18/2010 1255 C 18,781Nov-10 SPX 12/18/2010 1260 C 27,407Nov-10 SPX 12/18/2010 1260 P 20Nov-10 SPX 12/18/2010 1265 C 6,708Nov-10 SPX 12/18/2010 1270 C 12,535Nov-10 SPX 12/18/2010 1275 P 1,682Nov-10 SPX 12/18/2010 1275 C 65,790Nov-10 SPX 12/18/2010 1280 P 11Nov-10 SPX 12/18/2010 1280 C 17,426Nov-10 SPX 12/18/2010 1285 C 7,857Nov-10 SPX 12/18/2010 1290 C 11,014Nov-10 SPX 12/18/2010 1290 P 22Nov-10 SPX 12/18/2010 1295 C 18,081Nov-10 SPX 12/18/2010 1300 P 48,269Nov-10 SPX 12/18/2010 1300 C 119,961Nov-10 SPX 12/18/2010 1305 C 2,720Nov-10 SPX 12/18/2010 1310 C 2,320Nov-10 SPX 12/18/2010 1315 P 2Nov-10 SPX 12/18/2010 1315 C 8,379Nov-10 SPX 12/18/2010 1320 P 2Nov-10 SPX 12/18/2010 1320 C 4,158Nov-10 SPX 12/18/2010 1325 P 2,826Nov-10 SPX 12/18/2010 1325 C 18,801Nov-10 SPX 12/18/2010 1330 P 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 12/18/2010 1330 C 6,538Nov-10 SPX 12/18/2010 1335 C 1,011Nov-10 SPX 12/18/2010 1340 C 9,116Nov-10 SPX 12/18/2010 1340 P 1Nov-10 SPX 12/18/2010 1345 C 973Nov-10 SPX 12/18/2010 1350 P 11,458Nov-10 SPX 12/18/2010 1350 C 59,300Nov-10 SPX 12/18/2010 1375 P 3,230Nov-10 SPX 12/18/2010 1375 C 19,981Nov-10 SPX 12/18/2010 1400 P 8,335Nov-10 SPX 12/18/2010 1400 C 154,442Nov-10 SPX 12/18/2010 1425 C 5,369Nov-10 SPX 12/18/2010 1425 P 1,818Nov-10 SPX 12/18/2010 1450 P 1,557Nov-10 SPX 12/18/2010 1450 C 17,732Nov-10 SPX 12/18/2010 1475 C 1,670Nov-10 SPX 12/18/2010 1500 P 56,053Nov-10 SPX 12/18/2010 1500 C 82,002Nov-10 SPX 12/18/2010 1550 P 361Nov-10 SPX 12/18/2010 1550 C 2,384Nov-10 SPX 12/18/2010 1600 P 234Nov-10 SPX 12/18/2010 1600 C 5,037Nov-10 SPX 12/18/2010 1700 C 7,574Nov-10 SPX 12/18/2010 1700 P 1,447Nov-10 SPX 12/18/2010 1800 P 90Nov-10 SPX 12/18/2010 1800 C 9,294Nov-10 SPX 12/18/2010 1900 P 1,123Nov-10 SPX 12/18/2010 1900 C 7,492Nov-10 SPX 12/18/2010 2000 P 178Nov-10 SPX 12/18/2010 2000 C 15,689Nov-10 SPX 12/18/2010 2100 P 632Nov-10 SPX 12/18/2010 2100 C 5,726Nov-10 SPX 12/18/2010 2150 C 160Nov-10 SPX 12/18/2010 2250 P 234Nov-10 SPX 12/18/2010 2250 C 6,176Nov-10 SPX 12/18/2010 2500 P 1,110Nov-10 SPX 12/18/2010 2500 C 10,437Nov-10 SPX 1/22/2011 400 C 9Nov-10 SPX 1/22/2011 450 P 383Nov-10 SPX 1/22/2011 500 P 2,613Nov-10 SPX 1/22/2011 500 C 1,650Nov-10 SPX 1/22/2011 550 P 35Nov-10 SPX 1/22/2011 600 P 3,716Nov-10 SPX 1/22/2011 600 C 1Nov-10 SPX 1/22/2011 650 C 3Nov-10 SPX 1/22/2011 650 P 26,164Nov-10 SPX 1/22/2011 675 P 403Nov-10 SPX 1/22/2011 700 P 36,577Nov-10 SPX 1/22/2011 720 P 10
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 1/22/2011 725 P 736Nov-10 SPX 1/22/2011 740 P 127Nov-10 SPX 1/22/2011 750 P 28,592Nov-10 SPX 1/22/2011 760 P 323Nov-10 SPX 1/22/2011 775 P 9,119Nov-10 SPX 1/22/2011 780 P 675Nov-10 SPX 1/22/2011 800 P 35,822Nov-10 SPX 1/22/2011 820 P 2,256Nov-10 SPX 1/22/2011 825 P 6,982Nov-10 SPX 1/22/2011 825 C 51Nov-10 SPX 1/22/2011 840 P 259Nov-10 SPX 1/22/2011 850 P 33,265Nov-10 SPX 1/22/2011 850 C 39Nov-10 SPX 1/22/2011 860 P 344Nov-10 SPX 1/22/2011 865 P 25Nov-10 SPX 1/22/2011 870 P 25Nov-10 SPX 1/22/2011 875 P 9,990Nov-10 SPX 1/22/2011 880 P 6,423Nov-10 SPX 1/22/2011 885 P 75Nov-10 SPX 1/22/2011 890 P 114Nov-10 SPX 1/22/2011 895 P 35Nov-10 SPX 1/22/2011 900 P 45,423Nov-10 SPX 1/22/2011 900 C 15Nov-10 SPX 1/22/2011 910 P 75Nov-10 SPX 1/22/2011 920 P 4,244Nov-10 SPX 1/22/2011 925 P 15,396Nov-10 SPX 1/22/2011 925 C 50Nov-10 SPX 1/22/2011 930 P 16Nov-10 SPX 1/22/2011 935 P 50Nov-10 SPX 1/22/2011 940 P 4,032Nov-10 SPX 1/22/2011 950 P 31,580Nov-10 SPX 1/22/2011 950 C 57Nov-10 SPX 1/22/2011 960 P 1,787Nov-10 SPX 1/22/2011 965 P 450Nov-10 SPX 1/22/2011 970 P 143Nov-10 SPX 1/22/2011 975 P 14,205Nov-10 SPX 1/22/2011 975 C 32Nov-10 SPX 1/22/2011 980 P 1,351Nov-10 SPX 1/22/2011 980 C 2Nov-10 SPX 1/22/2011 985 P 459Nov-10 SPX 1/22/2011 990 P 7,182Nov-10 SPX 1/22/2011 995 P 65Nov-10 SPX 1/22/2011 1000 P 85,800Nov-10 SPX 1/22/2011 1000 C 1,280Nov-10 SPX 1/22/2011 1005 P 85Nov-10 SPX 1/22/2011 1010 P 4,058Nov-10 SPX 1/22/2011 1010 C 2Nov-10 SPX 1/22/2011 1015 P 84Nov-10 SPX 1/22/2011 1020 P 3,114
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 1/22/2011 1025 P 46,686Nov-10 SPX 1/22/2011 1025 C 3,567Nov-10 SPX 1/22/2011 1030 P 1,143Nov-10 SPX 1/22/2011 1035 P 40Nov-10 SPX 1/22/2011 1040 P 1,157Nov-10 SPX 1/22/2011 1040 C 1Nov-10 SPX 1/22/2011 1045 P 244Nov-10 SPX 1/22/2011 1050 P 76,282Nov-10 SPX 1/22/2011 1050 C 4,617Nov-10 SPX 1/22/2011 1055 P 273Nov-10 SPX 1/22/2011 1060 P 3,402Nov-10 SPX 1/22/2011 1060 C 5Nov-10 SPX 1/22/2011 1065 P 281Nov-10 SPX 1/22/2011 1070 P 420Nov-10 SPX 1/22/2011 1075 C 2,867Nov-10 SPX 1/22/2011 1075 P 39,952Nov-10 SPX 1/22/2011 1080 P 8,158Nov-10 SPX 1/22/2011 1080 C 2Nov-10 SPX 1/22/2011 1085 P 39Nov-10 SPX 1/22/2011 1090 P 4,284Nov-10 SPX 1/22/2011 1095 P 50Nov-10 SPX 1/22/2011 1100 C 22,402Nov-10 SPX 1/22/2011 1100 P 78,367Nov-10 SPX 1/22/2011 1105 P 124Nov-10 SPX 1/22/2011 1110 P 22Nov-10 SPX 1/22/2011 1115 P 3,996Nov-10 SPX 1/22/2011 1115 C 25Nov-10 SPX 1/22/2011 1120 P 3,585Nov-10 SPX 1/22/2011 1120 C 75Nov-10 SPX 1/22/2011 1125 P 39,653Nov-10 SPX 1/22/2011 1125 C 17,116Nov-10 SPX 1/22/2011 1130 C 4Nov-10 SPX 1/22/2011 1130 P 61Nov-10 SPX 1/22/2011 1135 P 4Nov-10 SPX 1/22/2011 1140 P 11,859Nov-10 SPX 1/22/2011 1140 C 9,402Nov-10 SPX 1/22/2011 1145 P 28Nov-10 SPX 1/22/2011 1150 P 60,914Nov-10 SPX 1/22/2011 1150 C 23,353Nov-10 SPX 1/22/2011 1155 C 50Nov-10 SPX 1/22/2011 1155 P 50Nov-10 SPX 1/22/2011 1160 C 411Nov-10 SPX 1/22/2011 1160 P 8,685Nov-10 SPX 1/22/2011 1165 P 13Nov-10 SPX 1/22/2011 1165 C 3Nov-10 SPX 1/22/2011 1170 P 101Nov-10 SPX 1/22/2011 1170 C 128Nov-10 SPX 1/22/2011 1175 P 46,178Nov-10 SPX 1/22/2011 1175 C 26,972
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 1/22/2011 1180 P 7,876Nov-10 SPX 1/22/2011 1180 C 4,426Nov-10 SPX 1/22/2011 1185 C 1,804Nov-10 SPX 1/22/2011 1185 P 6,277Nov-10 SPX 1/22/2011 1190 P 1,171Nov-10 SPX 1/22/2011 1190 C 439Nov-10 SPX 1/22/2011 1195 P 303Nov-10 SPX 1/22/2011 1195 C 256Nov-10 SPX 1/22/2011 1200 P 53,120Nov-10 SPX 1/22/2011 1200 C 72,114Nov-10 SPX 1/22/2011 1205 P 4Nov-10 SPX 1/22/2011 1205 C 1Nov-10 SPX 1/22/2011 1210 P 722Nov-10 SPX 1/22/2011 1210 C 1,986Nov-10 SPX 1/22/2011 1215 C 118Nov-10 SPX 1/22/2011 1220 P 1,581Nov-10 SPX 1/22/2011 1220 C 1,083Nov-10 SPX 1/22/2011 1225 P 2,230Nov-10 SPX 1/22/2011 1225 C 42,958Nov-10 SPX 1/22/2011 1230 P 500Nov-10 SPX 1/22/2011 1230 C 6,589Nov-10 SPX 1/22/2011 1235 C 581Nov-10 SPX 1/22/2011 1235 P 156Nov-10 SPX 1/22/2011 1240 P 2Nov-10 SPX 1/22/2011 1240 C 7,668Nov-10 SPX 1/22/2011 1245 C 115Nov-10 SPX 1/22/2011 1250 P 6,542Nov-10 SPX 1/22/2011 1250 C 55,868Nov-10 SPX 1/22/2011 1255 C 1,381Nov-10 SPX 1/22/2011 1260 C 6,083Nov-10 SPX 1/22/2011 1265 C 13Nov-10 SPX 1/22/2011 1270 C 7,874Nov-10 SPX 1/22/2011 1275 P 281Nov-10 SPX 1/22/2011 1275 C 8,574Nov-10 SPX 1/22/2011 1280 P 20Nov-10 SPX 1/22/2011 1280 C 6,445Nov-10 SPX 1/22/2011 1285 C 279Nov-10 SPX 1/22/2011 1290 C 12,426Nov-10 SPX 1/22/2011 1295 C 355Nov-10 SPX 1/22/2011 1300 P 903Nov-10 SPX 1/22/2011 1300 C 30,535Nov-10 SPX 1/22/2011 1305 C 46Nov-10 SPX 1/22/2011 1310 C 1,515Nov-10 SPX 1/22/2011 1315 C 22Nov-10 SPX 1/22/2011 1320 C 2,992Nov-10 SPX 1/22/2011 1325 P 1Nov-10 SPX 1/22/2011 1325 C 15,146Nov-10 SPX 1/22/2011 1330 C 3,132Nov-10 SPX 1/22/2011 1340 C 632
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 1/22/2011 1350 C 11,400Nov-10 SPX 1/22/2011 1350 P 1Nov-10 SPX 1/22/2011 1360 C 133Nov-10 SPX 1/22/2011 1370 C 11Nov-10 SPX 1/22/2011 1375 C 1,791Nov-10 SPX 1/22/2011 1380 C 9Nov-10 SPX 1/22/2011 1400 P 12Nov-10 SPX 1/22/2011 1400 C 6,770Nov-10 SPX 1/22/2011 1410 C 37Nov-10 SPX 1/22/2011 1420 C 18Nov-10 SPX 1/22/2011 1425 C 63Nov-10 SPX 1/22/2011 1430 C 23Nov-10 SPX 1/22/2011 1450 C 510Nov-10 SPX 1/22/2011 1475 C 2,041Nov-10 SPX 1/22/2011 1500 P 1,650Nov-10 SPX 1/22/2011 1500 C 2,575Nov-10 SPX 1/22/2011 1525 C 631Nov-10 SPX 1/22/2011 1550 C 496Nov-10 SPX 1/22/2011 1600 C 570Nov-10 SPX 1/22/2011 1650 C 219Nov-10 SPX 2/19/2011 600 P 17Nov-10 SPX 2/19/2011 650 P 8Nov-10 SPX 2/19/2011 700 P 13,030Nov-10 SPX 2/19/2011 725 P 215Nov-10 SPX 2/19/2011 750 P 11,740Nov-10 SPX 2/19/2011 775 P 230Nov-10 SPX 2/19/2011 800 P 6,087Nov-10 SPX 2/19/2011 800 C 4Nov-10 SPX 2/19/2011 820 P 18Nov-10 SPX 2/19/2011 825 P 66Nov-10 SPX 2/19/2011 850 P 2,025Nov-10 SPX 2/19/2011 870 P 2Nov-10 SPX 2/19/2011 875 P 935Nov-10 SPX 2/19/2011 890 P 2,001Nov-10 SPX 2/19/2011 900 P 11,674Nov-10 SPX 2/19/2011 910 P 29Nov-10 SPX 2/19/2011 925 P 3,488Nov-10 SPX 2/19/2011 950 P 10,478Nov-10 SPX 2/19/2011 960 P 2Nov-10 SPX 2/19/2011 970 P 2Nov-10 SPX 2/19/2011 975 P 3,275Nov-10 SPX 2/19/2011 980 P 26Nov-10 SPX 2/19/2011 990 P 117Nov-10 SPX 2/19/2011 1000 C 8Nov-10 SPX 2/19/2011 1000 P 14,690Nov-10 SPX 2/19/2011 1010 P 583Nov-10 SPX 2/19/2011 1020 P 1,380Nov-10 SPX 2/19/2011 1025 P 1,694Nov-10 SPX 2/19/2011 1025 C 15
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 2/19/2011 1030 P 46Nov-10 SPX 2/19/2011 1040 P 22Nov-10 SPX 2/19/2011 1050 C 15Nov-10 SPX 2/19/2011 1050 P 16,903Nov-10 SPX 2/19/2011 1060 P 1,008Nov-10 SPX 2/19/2011 1070 P 834Nov-10 SPX 2/19/2011 1075 C 1Nov-10 SPX 2/19/2011 1075 P 10,858Nov-10 SPX 2/19/2011 1080 P 6,020Nov-10 SPX 2/19/2011 1090 P 869Nov-10 SPX 2/19/2011 1100 C 10Nov-10 SPX 2/19/2011 1100 P 39,528Nov-10 SPX 2/19/2011 1110 P 14Nov-10 SPX 2/19/2011 1120 P 58Nov-10 SPX 2/19/2011 1120 C 1Nov-10 SPX 2/19/2011 1125 P 34,374Nov-10 SPX 2/19/2011 1125 C 51Nov-10 SPX 2/19/2011 1130 P 16Nov-10 SPX 2/19/2011 1140 C 1Nov-10 SPX 2/19/2011 1140 P 16Nov-10 SPX 2/19/2011 1150 P 26,011Nov-10 SPX 2/19/2011 1150 C 571Nov-10 SPX 2/19/2011 1160 P 1,401Nov-10 SPX 2/19/2011 1170 P 25Nov-10 SPX 2/19/2011 1170 C 2Nov-10 SPX 2/19/2011 1175 P 13,589Nov-10 SPX 2/19/2011 1175 C 2,970Nov-10 SPX 2/19/2011 1180 C 103Nov-10 SPX 2/19/2011 1180 P 4,809Nov-10 SPX 2/19/2011 1190 P 186Nov-10 SPX 2/19/2011 1190 C 2,719Nov-10 SPX 2/19/2011 1200 P 24,019Nov-10 SPX 2/19/2011 1200 C 25,251Nov-10 SPX 2/19/2011 1210 C 3Nov-10 SPX 2/19/2011 1220 C 2Nov-10 SPX 2/19/2011 1225 C 7,058Nov-10 SPX 2/19/2011 1225 P 1,563Nov-10 SPX 2/19/2011 1230 C 1Nov-10 SPX 2/19/2011 1240 C 1Nov-10 SPX 2/19/2011 1250 P 1Nov-10 SPX 2/19/2011 1250 C 14,909Nov-10 SPX 2/19/2011 1260 C 14Nov-10 SPX 2/19/2011 1270 C 4Nov-10 SPX 2/19/2011 1275 C 11,173Nov-10 SPX 2/19/2011 1275 P 501Nov-10 SPX 2/19/2011 1280 C 140Nov-10 SPX 2/19/2011 1290 C 61Nov-10 SPX 2/19/2011 1300 C 20,188Nov-10 SPX 2/19/2011 1310 C 24
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 2/19/2011 1320 C 27Nov-10 SPX 2/19/2011 1325 C 4,988Nov-10 SPX 2/19/2011 1330 C 10Nov-10 SPX 2/19/2011 1340 C 103Nov-10 SPX 2/19/2011 1350 C 5,558Nov-10 SPX 2/19/2011 1360 C 2Nov-10 SPX 2/19/2011 1375 C 210Nov-10 SPX 2/19/2011 1400 C 301Nov-10 SPX 2/19/2011 1475 C 34Nov-10 SPX 2/19/2011 1500 C 1,525Nov-10 SPX 2/19/2011 1550 C 127Nov-10 SPX 2/19/2011 1600 C 108Nov-10 SPX 3/19/2011 100 P 100Nov-10 SPX 3/19/2011 200 P 12Nov-10 SPX 3/19/2011 300 C 2Nov-10 SPX 3/19/2011 300 P 106Nov-10 SPX 3/19/2011 325 P 26Nov-10 SPX 3/19/2011 350 P 100Nov-10 SPX 3/19/2011 350 C 3Nov-10 SPX 3/19/2011 400 P 816Nov-10 SPX 3/19/2011 425 P 1,187Nov-10 SPX 3/19/2011 450 P 392Nov-10 SPX 3/19/2011 475 P 94Nov-10 SPX 3/19/2011 500 P 5,117Nov-10 SPX 3/19/2011 500 C 210Nov-10 SPX 3/19/2011 525 P 257Nov-10 SPX 3/19/2011 550 P 11,094Nov-10 SPX 3/19/2011 575 P 1,493Nov-10 SPX 3/19/2011 600 P 26,034Nov-10 SPX 3/19/2011 625 P 954Nov-10 SPX 3/19/2011 650 P 12,565Nov-10 SPX 3/19/2011 675 P 9,997Nov-10 SPX 3/19/2011 700 C 2Nov-10 SPX 3/19/2011 700 P 30,611Nov-10 SPX 3/19/2011 725 P 4,020Nov-10 SPX 3/19/2011 750 P 15,420Nov-10 SPX 3/19/2011 775 P 14,609Nov-10 SPX 3/19/2011 800 P 43,847Nov-10 SPX 3/19/2011 800 C 104Nov-10 SPX 3/19/2011 825 P 18,521Nov-10 SPX 3/19/2011 850 C 1,000Nov-10 SPX 3/19/2011 850 P 53,734Nov-10 SPX 3/19/2011 875 P 6,320Nov-10 SPX 3/19/2011 900 P 32,994Nov-10 SPX 3/19/2011 925 P 30,359Nov-10 SPX 3/19/2011 925 C 500Nov-10 SPX 3/19/2011 950 P 78,441Nov-10 SPX 3/19/2011 950 C 1,001Nov-10 SPX 3/19/2011 975 P 15,649
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 3/19/2011 975 C 14Nov-10 SPX 3/19/2011 1000 P 88,325Nov-10 SPX 3/19/2011 1000 C 2,922Nov-10 SPX 3/19/2011 1025 C 1,373Nov-10 SPX 3/19/2011 1025 P 20,707Nov-10 SPX 3/19/2011 1050 P 48,792Nov-10 SPX 3/19/2011 1050 C 10,892Nov-10 SPX 3/19/2011 1060 P 130Nov-10 SPX 3/19/2011 1075 C 10,434Nov-10 SPX 3/19/2011 1075 P 48,839Nov-10 SPX 3/19/2011 1100 P 64,499Nov-10 SPX 3/19/2011 1100 C 27,107Nov-10 SPX 3/19/2011 1125 C 26,884Nov-10 SPX 3/19/2011 1125 P 51,926Nov-10 SPX 3/19/2011 1150 P 38,975Nov-10 SPX 3/19/2011 1150 C 18,882Nov-10 SPX 3/19/2011 1175 P 26,418Nov-10 SPX 3/19/2011 1175 C 15,695Nov-10 SPX 3/19/2011 1190 P 8,044Nov-10 SPX 3/19/2011 1190 C 4,747Nov-10 SPX 3/19/2011 1200 P 25,545Nov-10 SPX 3/19/2011 1200 C 56,934Nov-10 SPX 3/19/2011 1225 C 23,942Nov-10 SPX 3/19/2011 1225 P 6,697Nov-10 SPX 3/19/2011 1250 P 1,807Nov-10 SPX 3/19/2011 1250 C 34,445Nov-10 SPX 3/19/2011 1275 P 3Nov-10 SPX 3/19/2011 1275 C 24,386Nov-10 SPX 3/19/2011 1300 P 6,510Nov-10 SPX 3/19/2011 1300 C 41,888Nov-10 SPX 3/19/2011 1325 P 3Nov-10 SPX 3/19/2011 1325 C 4,651Nov-10 SPX 3/19/2011 1350 C 19,756Nov-10 SPX 3/19/2011 1350 P 5,010Nov-10 SPX 3/19/2011 1375 C 12,714Nov-10 SPX 3/19/2011 1400 P 20Nov-10 SPX 3/19/2011 1400 C 22,869Nov-10 SPX 3/19/2011 1425 C 1,147Nov-10 SPX 3/19/2011 1450 C 2,136Nov-10 SPX 3/19/2011 1475 C 982Nov-10 SPX 3/19/2011 1500 C 758Nov-10 SPX 3/19/2011 1500 P 235Nov-10 SPX 3/19/2011 1525 C 157Nov-10 SPX 3/19/2011 1550 C 219Nov-10 SPX 3/19/2011 1575 C 81Nov-10 SPX 3/19/2011 1600 C 151Nov-10 SPX 3/19/2011 1900 P 990Nov-10 SPX 3/19/2011 2100 P 990Nov-10 SPX 6/18/2011 100 C 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 6/18/2011 100 P 22,049Nov-10 SPX 6/18/2011 200 P 4,944Nov-10 SPX 6/18/2011 225 P 221Nov-10 SPX 6/18/2011 250 P 114Nov-10 SPX 6/18/2011 275 P 16Nov-10 SPX 6/18/2011 300 C 2Nov-10 SPX 6/18/2011 300 P 263Nov-10 SPX 6/18/2011 325 P 14Nov-10 SPX 6/18/2011 350 P 93Nov-10 SPX 6/18/2011 350 C 3Nov-10 SPX 6/18/2011 375 P 277Nov-10 SPX 6/18/2011 400 P 4,832Nov-10 SPX 6/18/2011 425 P 34Nov-10 SPX 6/18/2011 450 P 90Nov-10 SPX 6/18/2011 475 P 11Nov-10 SPX 6/18/2011 500 P 5,290Nov-10 SPX 6/18/2011 500 C 800Nov-10 SPX 6/18/2011 525 P 99Nov-10 SPX 6/18/2011 550 P 5,203Nov-10 SPX 6/18/2011 600 P 20,160Nov-10 SPX 6/18/2011 650 P 13,003Nov-10 SPX 6/18/2011 700 P 44,299Nov-10 SPX 6/18/2011 750 P 35,724Nov-10 SPX 6/18/2011 775 P 2,222Nov-10 SPX 6/18/2011 800 P 28,775Nov-10 SPX 6/18/2011 800 C 100Nov-10 SPX 6/18/2011 825 P 2,931Nov-10 SPX 6/18/2011 850 P 25,035Nov-10 SPX 6/18/2011 875 P 2,535Nov-10 SPX 6/18/2011 900 C 2,113Nov-10 SPX 6/18/2011 900 P 40,316Nov-10 SPX 6/18/2011 925 P 6,283Nov-10 SPX 6/18/2011 950 P 94,673Nov-10 SPX 6/18/2011 950 C 1,253Nov-10 SPX 6/18/2011 975 P 15,295Nov-10 SPX 6/18/2011 975 C 1Nov-10 SPX 6/18/2011 1000 P 51,560Nov-10 SPX 6/18/2011 1000 C 13,153Nov-10 SPX 6/18/2011 1025 P 8,474Nov-10 SPX 6/18/2011 1025 C 5,757Nov-10 SPX 6/18/2011 1050 C 14,474Nov-10 SPX 6/18/2011 1050 P 44,406Nov-10 SPX 6/18/2011 1060 P 7,205Nov-10 SPX 6/18/2011 1060 C 22Nov-10 SPX 6/18/2011 1075 P 18,483Nov-10 SPX 6/18/2011 1075 C 12,508Nov-10 SPX 6/18/2011 1100 P 53,496Nov-10 SPX 6/18/2011 1100 C 27,647Nov-10 SPX 6/18/2011 1120 P 2,296
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 6/18/2011 1125 P 26,666Nov-10 SPX 6/18/2011 1125 C 12,498Nov-10 SPX 6/18/2011 1150 P 18,321Nov-10 SPX 6/18/2011 1150 C 15,934Nov-10 SPX 6/18/2011 1175 P 15,142Nov-10 SPX 6/18/2011 1175 C 21,569Nov-10 SPX 6/18/2011 1190 P 2,141Nov-10 SPX 6/18/2011 1190 C 810Nov-10 SPX 6/18/2011 1200 P 25,434Nov-10 SPX 6/18/2011 1200 C 35,081Nov-10 SPX 6/18/2011 1225 C 15,465Nov-10 SPX 6/18/2011 1225 P 3,965Nov-10 SPX 6/18/2011 1250 P 2,102Nov-10 SPX 6/18/2011 1250 C 66,161Nov-10 SPX 6/18/2011 1275 P 350Nov-10 SPX 6/18/2011 1275 C 3,981Nov-10 SPX 6/18/2011 1300 P 3,276Nov-10 SPX 6/18/2011 1300 C 53,709Nov-10 SPX 6/18/2011 1325 C 8,016Nov-10 SPX 6/18/2011 1325 P 200Nov-10 SPX 6/18/2011 1350 C 37,579Nov-10 SPX 6/18/2011 1350 P 450Nov-10 SPX 6/18/2011 1375 P 1Nov-10 SPX 6/18/2011 1375 C 1,876Nov-10 SPX 6/18/2011 1400 P 1,662Nov-10 SPX 6/18/2011 1400 C 18,176Nov-10 SPX 6/18/2011 1425 C 8,921Nov-10 SPX 6/18/2011 1450 C 3,204Nov-10 SPX 6/18/2011 1475 C 5,335Nov-10 SPX 6/18/2011 1500 P 800Nov-10 SPX 6/18/2011 1500 C 4,515Nov-10 SPX 6/18/2011 1550 C 1,157Nov-10 SPX 6/18/2011 1600 P 20Nov-10 SPX 6/18/2011 1600 C 686Nov-10 SPX 6/18/2011 1650 C 151Nov-10 SPX 6/18/2011 1700 C 78Nov-10 SPX 6/18/2011 1700 P 50Nov-10 SPX 6/18/2011 1800 P 68Nov-10 SPX 6/18/2011 1800 C 3Nov-10 SPX 6/18/2011 1900 P 113Nov-10 SPX 6/18/2011 2000 P 156Nov-10 SPX 6/18/2011 2000 C 1Nov-10 SPX 6/18/2011 2250 P 113Nov-10 SPX 6/18/2011 2500 P 171Nov-10 SPX 9/17/2011 200 P 30Nov-10 SPX 9/17/2011 300 P 20Nov-10 SPX 9/17/2011 350 P 65Nov-10 SPX 9/17/2011 400 P 45Nov-10 SPX 9/17/2011 500 P 165
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 9/17/2011 600 P 544Nov-10 SPX 9/17/2011 675 P 100Nov-10 SPX 9/17/2011 700 P 354Nov-10 SPX 9/17/2011 750 P 8Nov-10 SPX 9/17/2011 775 P 1,800Nov-10 SPX 9/17/2011 800 P 11,855Nov-10 SPX 9/17/2011 825 P 908Nov-10 SPX 9/17/2011 850 P 670Nov-10 SPX 9/17/2011 875 P 20Nov-10 SPX 9/17/2011 900 P 61,859Nov-10 SPX 9/17/2011 925 P 615Nov-10 SPX 9/17/2011 950 P 4,481Nov-10 SPX 9/17/2011 975 P 603Nov-10 SPX 9/17/2011 1000 P 20,816Nov-10 SPX 9/17/2011 1000 C 500Nov-10 SPX 9/17/2011 1025 P 1,510Nov-10 SPX 9/17/2011 1050 P 3,835Nov-10 SPX 9/17/2011 1050 C 250Nov-10 SPX 9/17/2011 1075 C 500Nov-10 SPX 9/17/2011 1075 P 2,164Nov-10 SPX 9/17/2011 1100 P 7,593Nov-10 SPX 9/17/2011 1100 C 1,651Nov-10 SPX 9/17/2011 1125 P 6,172Nov-10 SPX 9/17/2011 1125 C 1,691Nov-10 SPX 9/17/2011 1150 P 9,592Nov-10 SPX 9/17/2011 1150 C 3,955Nov-10 SPX 9/17/2011 1175 P 2,459Nov-10 SPX 9/17/2011 1175 C 6,323Nov-10 SPX 9/17/2011 1200 P 3,307Nov-10 SPX 9/17/2011 1200 C 3,377Nov-10 SPX 9/17/2011 1225 C 4,231Nov-10 SPX 9/17/2011 1225 P 650Nov-10 SPX 9/17/2011 1250 P 650Nov-10 SPX 9/17/2011 1250 C 10,904Nov-10 SPX 9/17/2011 1275 C 6,065Nov-10 SPX 9/17/2011 1300 P 9,650Nov-10 SPX 9/17/2011 1300 C 66,258Nov-10 SPX 9/17/2011 1325 C 1,305Nov-10 SPX 9/17/2011 1350 P 200Nov-10 SPX 9/17/2011 1350 C 2,416Nov-10 SPX 9/17/2011 1375 C 1,413Nov-10 SPX 9/17/2011 1400 P 500Nov-10 SPX 9/17/2011 1400 C 33,849Nov-10 SPX 9/17/2011 1425 C 108Nov-10 SPX 9/17/2011 1450 C 1,380Nov-10 SPX 9/17/2011 1475 C 93Nov-10 SPX 9/17/2011 1500 C 617Nov-10 SPX 9/17/2011 1525 C 623Nov-10 SPX 9/17/2011 1550 C 1,691
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 9/17/2011 1600 C 633Nov-10 SPX 9/17/2011 1650 C 783Nov-10 SPX 9/17/2011 1700 C 368Nov-10 SPX 12/17/2011 50 P 27,401Nov-10 SPX 12/17/2011 100 C 109Nov-10 SPX 12/17/2011 100 P 12,841Nov-10 SPX 12/17/2011 150 P 1,542Nov-10 SPX 12/17/2011 200 P 47,304Nov-10 SPX 12/17/2011 200 C 3Nov-10 SPX 12/17/2011 225 P 7,825Nov-10 SPX 12/17/2011 250 P 119,033Nov-10 SPX 12/17/2011 250 C 15Nov-10 SPX 12/17/2011 275 P 4,831Nov-10 SPX 12/17/2011 280 P 4,228Nov-10 SPX 12/17/2011 280 C 102Nov-10 SPX 12/17/2011 300 P 22,377Nov-10 SPX 12/17/2011 300 C 85Nov-10 SPX 12/17/2011 325 P 2,108Nov-10 SPX 12/17/2011 350 P 3,210Nov-10 SPX 12/17/2011 350 C 10Nov-10 SPX 12/17/2011 375 P 82Nov-10 SPX 12/17/2011 400 C 32Nov-10 SPX 12/17/2011 400 P 147,928Nov-10 SPX 12/17/2011 425 P 226Nov-10 SPX 12/17/2011 450 P 12,168Nov-10 SPX 12/17/2011 450 C 8Nov-10 SPX 12/17/2011 475 P 168Nov-10 SPX 12/17/2011 500 P 20,227Nov-10 SPX 12/17/2011 500 C 526Nov-10 SPX 12/17/2011 525 P 57Nov-10 SPX 12/17/2011 550 C 6Nov-10 SPX 12/17/2011 550 P 22,368Nov-10 SPX 12/17/2011 600 P 68,409Nov-10 SPX 12/17/2011 600 C 21Nov-10 SPX 12/17/2011 650 P 37,617Nov-10 SPX 12/17/2011 650 C 1,217Nov-10 SPX 12/17/2011 700 P 56,481Nov-10 SPX 12/17/2011 700 C 3,818Nov-10 SPX 12/17/2011 725 P 750Nov-10 SPX 12/17/2011 750 C 404Nov-10 SPX 12/17/2011 750 P 35,431Nov-10 SPX 12/17/2011 775 P 5,134Nov-10 SPX 12/17/2011 800 P 74,885Nov-10 SPX 12/17/2011 800 C 13,233Nov-10 SPX 12/17/2011 825 P 2,756Nov-10 SPX 12/17/2011 825 C 151Nov-10 SPX 12/17/2011 850 P 27,356Nov-10 SPX 12/17/2011 850 C 6,745Nov-10 SPX 12/17/2011 875 C 6
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 12/17/2011 875 P 2,256Nov-10 SPX 12/17/2011 900 C 17,671Nov-10 SPX 12/17/2011 900 P 75,563Nov-10 SPX 12/17/2011 920 P 3,810Nov-10 SPX 12/17/2011 920 C 606Nov-10 SPX 12/17/2011 925 P 4,399Nov-10 SPX 12/17/2011 950 P 22,265Nov-10 SPX 12/17/2011 950 C 6,434Nov-10 SPX 12/17/2011 975 C 2Nov-10 SPX 12/17/2011 975 P 8,002Nov-10 SPX 12/17/2011 1000 P 51,599Nov-10 SPX 12/17/2011 1000 C 19,534Nov-10 SPX 12/17/2011 1025 P 8,909Nov-10 SPX 12/17/2011 1025 C 2,027Nov-10 SPX 12/17/2011 1050 P 37,733Nov-10 SPX 12/17/2011 1050 C 14,572Nov-10 SPX 12/17/2011 1075 P 24,873Nov-10 SPX 12/17/2011 1075 C 8,421Nov-10 SPX 12/17/2011 1100 C 74,024Nov-10 SPX 12/17/2011 1100 P 83,601Nov-10 SPX 12/17/2011 1125 P 16,159Nov-10 SPX 12/17/2011 1125 C 20,895Nov-10 SPX 12/17/2011 1150 P 41,172Nov-10 SPX 12/17/2011 1150 C 35,728Nov-10 SPX 12/17/2011 1175 P 16,904Nov-10 SPX 12/17/2011 1175 C 17,292Nov-10 SPX 12/17/2011 1200 P 32,270Nov-10 SPX 12/17/2011 1200 C 58,837Nov-10 SPX 12/17/2011 1225 P 3,350Nov-10 SPX 12/17/2011 1225 C 8,271Nov-10 SPX 12/17/2011 1250 C 22,429Nov-10 SPX 12/17/2011 1250 P 3,194Nov-10 SPX 12/17/2011 1275 P 1,350Nov-10 SPX 12/17/2011 1275 C 6,912Nov-10 SPX 12/17/2011 1300 P 23,974Nov-10 SPX 12/17/2011 1300 C 91,935Nov-10 SPX 12/17/2011 1325 C 5,895Nov-10 SPX 12/17/2011 1350 P 754Nov-10 SPX 12/17/2011 1350 C 12,560Nov-10 SPX 12/17/2011 1375 C 1,266Nov-10 SPX 12/17/2011 1400 C 40,928Nov-10 SPX 12/17/2011 1400 P 8,323Nov-10 SPX 12/17/2011 1425 C 2,255Nov-10 SPX 12/17/2011 1450 P 1,100Nov-10 SPX 12/17/2011 1450 C 12,029Nov-10 SPX 12/17/2011 1475 C 10Nov-10 SPX 12/17/2011 1500 P 3,164Nov-10 SPX 12/17/2011 1500 C 89,500Nov-10 SPX 12/17/2011 1550 C 5,475
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 12/17/2011 1600 P 527Nov-10 SPX 12/17/2011 1600 C 34,603Nov-10 SPX 12/17/2011 1700 P 97Nov-10 SPX 12/17/2011 1700 C 3,120Nov-10 SPX 12/17/2011 1800 P 119Nov-10 SPX 12/17/2011 1800 C 807Nov-10 SPX 12/17/2011 1900 P 106Nov-10 SPX 12/17/2011 1900 C 309Nov-10 SPX 12/17/2011 2000 C 5,132Nov-10 SPX 12/17/2011 2000 P 239Nov-10 SPX 12/17/2011 2250 P 70Nov-10 SPX 12/17/2011 2500 P 229Nov-10 SPX 12/17/2011 2500 C 12Nov-10 SPX 6/16/2012 100 P 113Nov-10 SPX 6/16/2012 200 P 4,365Nov-10 SPX 6/16/2012 300 P 355Nov-10 SPX 6/16/2012 400 P 23Nov-10 SPX 6/16/2012 500 P 17Nov-10 SPX 6/16/2012 600 P 503Nov-10 SPX 6/16/2012 650 P 1,200Nov-10 SPX 6/16/2012 700 C 380Nov-10 SPX 6/16/2012 750 P 1,220Nov-10 SPX 6/16/2012 800 P 6,550Nov-10 SPX 6/16/2012 800 C 1,500Nov-10 SPX 6/16/2012 825 P 20Nov-10 SPX 6/16/2012 850 P 596Nov-10 SPX 6/16/2012 900 P 2,512Nov-10 SPX 6/16/2012 925 P 104Nov-10 SPX 6/16/2012 950 P 209Nov-10 SPX 6/16/2012 950 C 100Nov-10 SPX 6/16/2012 1000 P 1,755Nov-10 SPX 6/16/2012 1025 P 11Nov-10 SPX 6/16/2012 1050 P 8,601Nov-10 SPX 6/16/2012 1050 C 2,550Nov-10 SPX 6/16/2012 1075 P 1,056Nov-10 SPX 6/16/2012 1075 C 2,550Nov-10 SPX 6/16/2012 1100 P 9,396Nov-10 SPX 6/16/2012 1100 C 1,270Nov-10 SPX 6/16/2012 1125 P 680Nov-10 SPX 6/16/2012 1125 C 781Nov-10 SPX 6/16/2012 1150 P 2,350Nov-10 SPX 6/16/2012 1150 C 1,650Nov-10 SPX 6/16/2012 1175 C 617Nov-10 SPX 6/16/2012 1175 P 2,801Nov-10 SPX 6/16/2012 1200 P 1,500Nov-10 SPX 6/16/2012 1200 C 2,750Nov-10 SPX 6/16/2012 1225 P 1,000Nov-10 SPX 6/16/2012 1225 C 1Nov-10 SPX 6/16/2012 1250 C 1,052
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 6/16/2012 1275 P 1Nov-10 SPX 6/16/2012 1275 C 460Nov-10 SPX 6/16/2012 1300 P 500Nov-10 SPX 6/16/2012 1300 C 7,321Nov-10 SPX 6/16/2012 1325 C 45Nov-10 SPX 6/16/2012 1350 C 2,000Nov-10 SPX 6/16/2012 1400 C 1,844Nov-10 SPX 6/16/2012 1450 C 1,110Nov-10 SPX 6/16/2012 1475 C 1,015Nov-10 SPX 6/16/2012 1500 C 6,520Nov-10 SPX 6/16/2012 1600 C 1,900Nov-10 SPX 6/16/2012 1800 P 3Nov-10 SPX 6/16/2012 1800 C 302Nov-10 SPX 6/16/2012 1900 C 304Nov-10 SPX 6/16/2012 2250 P 14Nov-10 SPX 6/16/2012 2500 P 217Nov-10 SPX 12/22/2012 100 C 104Nov-10 SPX 12/22/2012 100 P 5,692Nov-10 SPX 12/22/2012 200 P 11,016Nov-10 SPX 12/22/2012 200 C 24Nov-10 SPX 12/22/2012 250 P 4,704Nov-10 SPX 12/22/2012 300 P 2,905Nov-10 SPX 12/22/2012 300 C 23Nov-10 SPX 12/22/2012 350 P 3,892Nov-10 SPX 12/22/2012 350 C 2Nov-10 SPX 12/22/2012 400 P 22,100Nov-10 SPX 12/22/2012 400 C 1Nov-10 SPX 12/22/2012 450 P 3,165Nov-10 SPX 12/22/2012 450 C 10Nov-10 SPX 12/22/2012 500 C 4,110Nov-10 SPX 12/22/2012 500 P 21,609Nov-10 SPX 12/22/2012 550 P 12,554Nov-10 SPX 12/22/2012 600 P 79,219Nov-10 SPX 12/22/2012 600 C 20Nov-10 SPX 12/22/2012 650 P 2,877Nov-10 SPX 12/22/2012 650 C 5Nov-10 SPX 12/22/2012 675 P 154Nov-10 SPX 12/22/2012 700 P 17,596Nov-10 SPX 12/22/2012 700 C 4,549Nov-10 SPX 12/22/2012 750 P 12,366Nov-10 SPX 12/22/2012 800 C 2,610Nov-10 SPX 12/22/2012 800 P 19,230Nov-10 SPX 12/22/2012 825 P 594Nov-10 SPX 12/22/2012 825 C 600Nov-10 SPX 12/22/2012 850 P 64,526Nov-10 SPX 12/22/2012 875 P 914Nov-10 SPX 12/22/2012 900 P 48,874Nov-10 SPX 12/22/2012 900 C 3,719Nov-10 SPX 12/22/2012 925 P 1,903
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 12/22/2012 925 C 2Nov-10 SPX 12/22/2012 950 C 4,738Nov-10 SPX 12/22/2012 950 P 12,768Nov-10 SPX 12/22/2012 975 C 8Nov-10 SPX 12/22/2012 975 P 454Nov-10 SPX 12/22/2012 1000 C 12,568Nov-10 SPX 12/22/2012 1000 P 24,131Nov-10 SPX 12/22/2012 1025 P 2,704Nov-10 SPX 12/22/2012 1025 C 3,401Nov-10 SPX 12/22/2012 1050 P 17,150Nov-10 SPX 12/22/2012 1050 C 14,502Nov-10 SPX 12/22/2012 1075 P 5,846Nov-10 SPX 12/22/2012 1075 C 4,028Nov-10 SPX 12/22/2012 1100 P 47,668Nov-10 SPX 12/22/2012 1100 C 42,580Nov-10 SPX 12/22/2012 1125 P 7,603Nov-10 SPX 12/22/2012 1125 C 7,654Nov-10 SPX 12/22/2012 1150 C 22,912Nov-10 SPX 12/22/2012 1150 P 28,692Nov-10 SPX 12/22/2012 1175 C 8,481Nov-10 SPX 12/22/2012 1175 P 8,506Nov-10 SPX 12/22/2012 1200 P 50,784Nov-10 SPX 12/22/2012 1200 C 18,220Nov-10 SPX 12/22/2012 1220 C 1,170Nov-10 SPX 12/22/2012 1220 P 1,277Nov-10 SPX 12/22/2012 1225 P 6Nov-10 SPX 12/22/2012 1250 C 18,915Nov-10 SPX 12/22/2012 1250 P 6,035Nov-10 SPX 12/22/2012 1300 P 6,161Nov-10 SPX 12/22/2012 1300 C 31,192Nov-10 SPX 12/22/2012 1350 P 1,000Nov-10 SPX 12/22/2012 1350 C 6,611Nov-10 SPX 12/22/2012 1400 C 36,569Nov-10 SPX 12/22/2012 1400 P 8,402Nov-10 SPX 12/22/2012 1450 P 701Nov-10 SPX 12/22/2012 1450 C 9,851Nov-10 SPX 12/22/2012 1500 P 4,110Nov-10 SPX 12/22/2012 1500 C 34,732Nov-10 SPX 12/22/2012 1550 P 10Nov-10 SPX 12/22/2012 1550 C 4,371Nov-10 SPX 12/22/2012 1600 P 25Nov-10 SPX 12/22/2012 1600 C 75,834Nov-10 SPX 12/22/2012 1700 P 126Nov-10 SPX 12/22/2012 1700 C 8,363Nov-10 SPX 12/22/2012 1800 P 107Nov-10 SPX 12/22/2012 1800 C 35,041Nov-10 SPX 12/22/2012 1900 P 162Nov-10 SPX 12/22/2012 1900 C 7,673Nov-10 SPX 12/22/2012 2000 P 350
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Nov-10 SPX 12/22/2012 2000 C 46,674Nov-10 SPX 12/22/2012 2250 P 346Nov-10 SPX 12/22/2012 2250 C 224Nov-10 SPX 12/22/2012 2500 P 810Nov-10 SPX 12/22/2012 2500 C 690Dec-10 SPXW 1/7/2011 1050 P 6,454Dec-10 SPXW 1/7/2011 1050 C 11Dec-10 SPXW 1/7/2011 1075 P 2,811Dec-10 SPXW 1/7/2011 1100 C 11Dec-10 SPXW 1/7/2011 1100 P 3,053Dec-10 SPXW 1/7/2011 1125 P 6,387Dec-10 SPXW 1/7/2011 1150 C 30Dec-10 SPXW 1/7/2011 1150 P 9,511Dec-10 SPXW 1/7/2011 1175 C 20Dec-10 SPXW 1/7/2011 1175 P 1,184Dec-10 SPXW 1/7/2011 1200 C 27Dec-10 SPXW 1/7/2011 1200 P 9,671Dec-10 SPXW 1/7/2011 1205 P 1,079Dec-10 SPXW 1/7/2011 1210 P 822Dec-10 SPXW 1/7/2011 1210 C 11Dec-10 SPXW 1/7/2011 1215 P 165Dec-10 SPXW 1/7/2011 1215 C 4Dec-10 SPXW 1/7/2011 1220 P 226Dec-10 SPXW 1/7/2011 1220 C 37Dec-10 SPXW 1/7/2011 1225 P 2,537Dec-10 SPXW 1/7/2011 1225 C 23Dec-10 SPXW 1/7/2011 1230 P 1,031Dec-10 SPXW 1/7/2011 1230 C 21Dec-10 SPXW 1/7/2011 1235 P 287Dec-10 SPXW 1/7/2011 1235 C 2Dec-10 SPXW 1/7/2011 1240 P 394Dec-10 SPXW 1/7/2011 1245 P 99Dec-10 SPXW 1/7/2011 1250 C 613Dec-10 SPXW 1/7/2011 1250 P 809Dec-10 SPXW 1/7/2011 1255 C 537Dec-10 SPXW 1/7/2011 1255 P 48Dec-10 SPXW 1/7/2011 1260 C 2,602Dec-10 SPXW 1/7/2011 1260 P 3,684Dec-10 SPXW 1/7/2011 1265 P 34Dec-10 SPXW 1/7/2011 1265 C 39Dec-10 SPXW 1/7/2011 1270 C 229Dec-10 SPXW 1/7/2011 1270 P 1Dec-10 SPXW 1/7/2011 1275 C 895Dec-10 SPXW 1/7/2011 1280 C 1,559Dec-10 SPXW 1/7/2011 1285 C 3,012Dec-10 SPXW 1/7/2011 1290 P 11Dec-10 SPXW 1/7/2011 1290 C 249Dec-10 SPXW 1/7/2011 1295 C 2,902Dec-10 SPXW 1/7/2011 1300 C 4,114
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPXW 1/7/2011 1300 P 2Dec-10 SPXW 1/7/2011 1315 P 67Dec-10 SPXW 1/7/2011 1315 C 152Dec-10 SPXW 1/7/2011 1325 C 1,602Dec-10 SPXW 1/7/2011 1325 P 6Dec-10 SPXW 1/7/2011 1350 C 1,258Dec-10 SPXW 1/7/2011 1375 C 28Dec-10 SPX 1/22/2011 200 C 250Dec-10 SPX 1/22/2011 200 P 251Dec-10 SPX 1/22/2011 400 C 9Dec-10 SPX 1/22/2011 450 P 383Dec-10 SPX 1/22/2011 500 C 4,365Dec-10 SPX 1/22/2011 500 P 5,128Dec-10 SPX 1/22/2011 550 P 35Dec-10 SPX 1/22/2011 600 P 3,777Dec-10 SPX 1/22/2011 600 C 1Dec-10 SPX 1/22/2011 650 P 26,389Dec-10 SPX 1/22/2011 650 C 3Dec-10 SPX 1/22/2011 675 P 463Dec-10 SPX 1/22/2011 700 P 38,122Dec-10 SPX 1/22/2011 720 P 10Dec-10 SPX 1/22/2011 725 P 776Dec-10 SPX 1/22/2011 740 P 168Dec-10 SPX 1/22/2011 750 C 1,000Dec-10 SPX 1/22/2011 750 P 32,444Dec-10 SPX 1/22/2011 760 P 323Dec-10 SPX 1/22/2011 765 P 100Dec-10 SPX 1/22/2011 775 P 10,247Dec-10 SPX 1/22/2011 780 P 1,675Dec-10 SPX 1/22/2011 785 P 1,375Dec-10 SPX 1/22/2011 790 P 1,371Dec-10 SPX 1/22/2011 795 P 1,366Dec-10 SPX 1/22/2011 800 C 3Dec-10 SPX 1/22/2011 800 P 47,132Dec-10 SPX 1/22/2011 805 P 3,042Dec-10 SPX 1/22/2011 810 P 3,007Dec-10 SPX 1/22/2011 815 P 2,982Dec-10 SPX 1/22/2011 820 P 5,306Dec-10 SPX 1/22/2011 825 C 56Dec-10 SPX 1/22/2011 825 P 10,870Dec-10 SPX 1/22/2011 830 P 3,443Dec-10 SPX 1/22/2011 835 P 3,144Dec-10 SPX 1/22/2011 840 P 3,366Dec-10 SPX 1/22/2011 845 P 2,994Dec-10 SPX 1/22/2011 850 C 45Dec-10 SPX 1/22/2011 850 P 35,706Dec-10 SPX 1/22/2011 855 P 2,482Dec-10 SPX 1/22/2011 855 C 200Dec-10 SPX 1/22/2011 860 P 2,780
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 1/22/2011 865 P 2,069Dec-10 SPX 1/22/2011 870 P 2,045Dec-10 SPX 1/22/2011 875 P 12,132Dec-10 SPX 1/22/2011 880 P 8,875Dec-10 SPX 1/22/2011 885 P 2,837Dec-10 SPX 1/22/2011 890 P 2,467Dec-10 SPX 1/22/2011 895 P 2,055Dec-10 SPX 1/22/2011 900 P 48,683Dec-10 SPX 1/22/2011 900 C 16Dec-10 SPX 1/22/2011 905 P 2,341Dec-10 SPX 1/22/2011 910 P 2,293Dec-10 SPX 1/22/2011 915 P 2,100Dec-10 SPX 1/22/2011 920 P 6,481Dec-10 SPX 1/22/2011 925 C 113Dec-10 SPX 1/22/2011 925 P 20,816Dec-10 SPX 1/22/2011 930 P 2,144Dec-10 SPX 1/22/2011 935 P 2,664Dec-10 SPX 1/22/2011 940 P 6,972Dec-10 SPX 1/22/2011 945 C 30Dec-10 SPX 1/22/2011 945 P 2,106Dec-10 SPX 1/22/2011 950 C 115Dec-10 SPX 1/22/2011 950 P 47,331Dec-10 SPX 1/22/2011 955 P 2,027Dec-10 SPX 1/22/2011 960 P 4,303Dec-10 SPX 1/22/2011 965 P 2,890Dec-10 SPX 1/22/2011 970 P 2,459Dec-10 SPX 1/22/2011 975 P 20,982Dec-10 SPX 1/22/2011 975 C 100Dec-10 SPX 1/22/2011 980 C 20,009Dec-10 SPX 1/22/2011 980 P 4,003Dec-10 SPX 1/22/2011 985 C 280Dec-10 SPX 1/22/2011 985 P 2,137Dec-10 SPX 1/22/2011 990 P 8,357Dec-10 SPX 1/22/2011 995 C 82Dec-10 SPX 1/22/2011 995 P 1,999Dec-10 SPX 1/22/2011 1000 C 1,286Dec-10 SPX 1/22/2011 1000 P 92,135Dec-10 SPX 1/22/2011 1005 P 2,065Dec-10 SPX 1/22/2011 1010 C 2Dec-10 SPX 1/22/2011 1010 P 6,040Dec-10 SPX 1/22/2011 1015 P 6,849Dec-10 SPX 1/22/2011 1020 P 5,963Dec-10 SPX 1/22/2011 1025 C 7,030Dec-10 SPX 1/22/2011 1025 P 49,243Dec-10 SPX 1/22/2011 1030 C 19,700Dec-10 SPX 1/22/2011 1030 P 3,207Dec-10 SPX 1/22/2011 1035 P 4,127Dec-10 SPX 1/22/2011 1040 P 6,015Dec-10 SPX 1/22/2011 1040 C 85
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 1/22/2011 1045 C 30Dec-10 SPX 1/22/2011 1045 P 2,613Dec-10 SPX 1/22/2011 1050 C 6,253Dec-10 SPX 1/22/2011 1050 P 92,905Dec-10 SPX 1/22/2011 1055 P 1,918Dec-10 SPX 1/22/2011 1060 C 107Dec-10 SPX 1/22/2011 1060 P 9,598Dec-10 SPX 1/22/2011 1065 P 2,863Dec-10 SPX 1/22/2011 1070 C 9Dec-10 SPX 1/22/2011 1070 P 13,532Dec-10 SPX 1/22/2011 1075 C 2,941Dec-10 SPX 1/22/2011 1075 P 56,052Dec-10 SPX 1/22/2011 1080 C 10Dec-10 SPX 1/22/2011 1080 P 11,525Dec-10 SPX 1/22/2011 1085 C 86Dec-10 SPX 1/22/2011 1085 P 6,587Dec-10 SPX 1/22/2011 1090 P 16,713Dec-10 SPX 1/22/2011 1095 P 2,583Dec-10 SPX 1/22/2011 1095 C 78Dec-10 SPX 1/22/2011 1100 C 22,402Dec-10 SPX 1/22/2011 1100 P 126,249Dec-10 SPX 1/22/2011 1105 P 2,959Dec-10 SPX 1/22/2011 1110 C 2Dec-10 SPX 1/22/2011 1110 P 8,677Dec-10 SPX 1/22/2011 1115 P 4,417Dec-10 SPX 1/22/2011 1115 C 17Dec-10 SPX 1/22/2011 1120 P 35,275Dec-10 SPX 1/22/2011 1120 C 38Dec-10 SPX 1/22/2011 1125 C 18,631Dec-10 SPX 1/22/2011 1125 P 52,744Dec-10 SPX 1/22/2011 1130 C 5Dec-10 SPX 1/22/2011 1130 P 7,502Dec-10 SPX 1/22/2011 1135 P 7,814Dec-10 SPX 1/22/2011 1135 C 24Dec-10 SPX 1/22/2011 1140 C 9,430Dec-10 SPX 1/22/2011 1140 P 17,842Dec-10 SPX 1/22/2011 1145 P 4,270Dec-10 SPX 1/22/2011 1150 P 95,231Dec-10 SPX 1/22/2011 1150 C 27,810Dec-10 SPX 1/22/2011 1155 P 1,727Dec-10 SPX 1/22/2011 1155 C 65Dec-10 SPX 1/22/2011 1160 C 504Dec-10 SPX 1/22/2011 1160 P 23,386Dec-10 SPX 1/22/2011 1165 C 56Dec-10 SPX 1/22/2011 1165 P 3,001Dec-10 SPX 1/22/2011 1170 C 993Dec-10 SPX 1/22/2011 1170 P 19,915Dec-10 SPX 1/22/2011 1175 P 88,898Dec-10 SPX 1/22/2011 1175 C 24,901
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 1/22/2011 1180 C 4,452Dec-10 SPX 1/22/2011 1180 P 20,483Dec-10 SPX 1/22/2011 1185 C 1,807Dec-10 SPX 1/22/2011 1185 P 12,142Dec-10 SPX 1/22/2011 1190 P 7,466Dec-10 SPX 1/22/2011 1190 C 457Dec-10 SPX 1/22/2011 1195 P 4,293Dec-10 SPX 1/22/2011 1195 C 769Dec-10 SPX 1/22/2011 1200 P 184,586Dec-10 SPX 1/22/2011 1200 C 157,140Dec-10 SPX 1/22/2011 1205 P 2,002Dec-10 SPX 1/22/2011 1205 C 209Dec-10 SPX 1/22/2011 1210 P 26,190Dec-10 SPX 1/22/2011 1210 C 3,586Dec-10 SPX 1/22/2011 1215 P 3,996Dec-10 SPX 1/22/2011 1215 C 2,166Dec-10 SPX 1/22/2011 1220 P 17,883Dec-10 SPX 1/22/2011 1220 C 3,821Dec-10 SPX 1/22/2011 1225 P 51,523Dec-10 SPX 1/22/2011 1225 C 62,706Dec-10 SPX 1/22/2011 1230 C 9,277Dec-10 SPX 1/22/2011 1230 P 29,161Dec-10 SPX 1/22/2011 1235 P 4,467Dec-10 SPX 1/22/2011 1235 C 3,271Dec-10 SPX 1/22/2011 1240 C 17,091Dec-10 SPX 1/22/2011 1240 P 23,113Dec-10 SPX 1/22/2011 1245 C 13,877Dec-10 SPX 1/22/2011 1245 P 6,047Dec-10 SPX 1/22/2011 1250 P 33,590Dec-10 SPX 1/22/2011 1250 C 87,906Dec-10 SPX 1/22/2011 1255 C 8,433Dec-10 SPX 1/22/2011 1255 P 745Dec-10 SPX 1/22/2011 1260 C 32,621Dec-10 SPX 1/22/2011 1260 P 6,299Dec-10 SPX 1/22/2011 1265 C 15,244Dec-10 SPX 1/22/2011 1265 P 1,112Dec-10 SPX 1/22/2011 1270 P 1,508Dec-10 SPX 1/22/2011 1270 C 29,822Dec-10 SPX 1/22/2011 1275 C 41,247Dec-10 SPX 1/22/2011 1275 P 1,723Dec-10 SPX 1/22/2011 1280 C 18,665Dec-10 SPX 1/22/2011 1280 P 3,132Dec-10 SPX 1/22/2011 1285 C 12,574Dec-10 SPX 1/22/2011 1285 P 144Dec-10 SPX 1/22/2011 1290 P 211Dec-10 SPX 1/22/2011 1290 C 18,794Dec-10 SPX 1/22/2011 1295 C 5,706Dec-10 SPX 1/22/2011 1295 P 2,858Dec-10 SPX 1/22/2011 1300 C 64,912
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 1/22/2011 1300 P 5,123Dec-10 SPX 1/22/2011 1305 C 6,767Dec-10 SPX 1/22/2011 1305 P 16Dec-10 SPX 1/22/2011 1310 C 14,756Dec-10 SPX 1/22/2011 1310 P 26Dec-10 SPX 1/22/2011 1315 P 15Dec-10 SPX 1/22/2011 1315 C 10,658Dec-10 SPX 1/22/2011 1320 C 12,472Dec-10 SPX 1/22/2011 1325 C 21,608Dec-10 SPX 1/22/2011 1325 P 50Dec-10 SPX 1/22/2011 1330 C 9,339Dec-10 SPX 1/22/2011 1335 C 4,035Dec-10 SPX 1/22/2011 1335 P 6Dec-10 SPX 1/22/2011 1340 C 3,803Dec-10 SPX 1/22/2011 1340 P 2Dec-10 SPX 1/22/2011 1345 C 4,411Dec-10 SPX 1/22/2011 1350 C 33,505Dec-10 SPX 1/22/2011 1350 P 20Dec-10 SPX 1/22/2011 1355 P 3Dec-10 SPX 1/22/2011 1355 C 4,650Dec-10 SPX 1/22/2011 1360 P 603Dec-10 SPX 1/22/2011 1360 C 2,241Dec-10 SPX 1/22/2011 1365 P 3Dec-10 SPX 1/22/2011 1365 C 11,799Dec-10 SPX 1/22/2011 1370 C 2,977Dec-10 SPX 1/22/2011 1375 P 12Dec-10 SPX 1/22/2011 1375 C 4,331Dec-10 SPX 1/22/2011 1380 C 11,299Dec-10 SPX 1/22/2011 1390 P 2Dec-10 SPX 1/22/2011 1390 C 4,345Dec-10 SPX 1/22/2011 1400 C 11,418Dec-10 SPX 1/22/2011 1400 P 20Dec-10 SPX 1/22/2011 1410 C 1,456Dec-10 SPX 1/22/2011 1420 C 2,955Dec-10 SPX 1/22/2011 1420 P 2Dec-10 SPX 1/22/2011 1425 C 891Dec-10 SPX 1/22/2011 1430 C 3,714Dec-10 SPX 1/22/2011 1440 C 1,504Dec-10 SPX 1/22/2011 1450 C 889Dec-10 SPX 1/22/2011 1475 C 1,966Dec-10 SPX 1/22/2011 1500 P 4,200Dec-10 SPX 1/22/2011 1500 C 5,154Dec-10 SPX 1/22/2011 1525 C 631Dec-10 SPX 1/22/2011 1550 C 506Dec-10 SPX 1/22/2011 1600 C 570Dec-10 SPX 1/22/2011 1650 C 219Dec-10 SPX 1/22/2011 2000 P 415Dec-10 SPX 1/22/2011 2000 C 410Dec-10 SPX 2/19/2011 200 C 21
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 2/19/2011 550 P 13Dec-10 SPX 2/19/2011 600 P 147Dec-10 SPX 2/19/2011 650 P 8Dec-10 SPX 2/19/2011 700 P 13,130Dec-10 SPX 2/19/2011 725 P 465Dec-10 SPX 2/19/2011 750 P 21,770Dec-10 SPX 2/19/2011 775 P 1,283Dec-10 SPX 2/19/2011 800 C 8Dec-10 SPX 2/19/2011 800 P 9,456Dec-10 SPX 2/19/2011 820 P 6Dec-10 SPX 2/19/2011 825 P 3,435Dec-10 SPX 2/19/2011 850 P 7,915Dec-10 SPX 2/19/2011 870 P 24Dec-10 SPX 2/19/2011 875 P 3,370Dec-10 SPX 2/19/2011 880 P 24Dec-10 SPX 2/19/2011 890 P 2,037Dec-10 SPX 2/19/2011 900 P 17,808Dec-10 SPX 2/19/2011 900 C 108Dec-10 SPX 2/19/2011 905 P 50Dec-10 SPX 2/19/2011 910 P 303Dec-10 SPX 2/19/2011 915 P 225Dec-10 SPX 2/19/2011 920 P 95Dec-10 SPX 2/19/2011 920 C 30Dec-10 SPX 2/19/2011 925 P 3,658Dec-10 SPX 2/19/2011 930 P 30Dec-10 SPX 2/19/2011 935 P 75Dec-10 SPX 2/19/2011 940 P 75Dec-10 SPX 2/19/2011 945 P 75Dec-10 SPX 2/19/2011 950 P 16,119Dec-10 SPX 2/19/2011 955 P 20Dec-10 SPX 2/19/2011 960 P 60Dec-10 SPX 2/19/2011 965 P 20Dec-10 SPX 2/19/2011 970 P 44Dec-10 SPX 2/19/2011 975 P 9,086Dec-10 SPX 2/19/2011 980 P 265Dec-10 SPX 2/19/2011 985 P 200Dec-10 SPX 2/19/2011 990 P 419Dec-10 SPX 2/19/2011 995 P 400Dec-10 SPX 2/19/2011 1000 C 8Dec-10 SPX 2/19/2011 1000 P 28,341Dec-10 SPX 2/19/2011 1005 P 23Dec-10 SPX 2/19/2011 1010 P 694Dec-10 SPX 2/19/2011 1015 P 10Dec-10 SPX 2/19/2011 1020 P 1,387Dec-10 SPX 2/19/2011 1020 C 30Dec-10 SPX 2/19/2011 1025 C 14Dec-10 SPX 2/19/2011 1025 P 13,969Dec-10 SPX 2/19/2011 1030 P 1,547Dec-10 SPX 2/19/2011 1040 P 863
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 2/19/2011 1045 P 13Dec-10 SPX 2/19/2011 1050 P 30,079Dec-10 SPX 2/19/2011 1050 C 1,013Dec-10 SPX 2/19/2011 1055 P 11Dec-10 SPX 2/19/2011 1060 P 5,316Dec-10 SPX 2/19/2011 1060 C 2Dec-10 SPX 2/19/2011 1065 P 10Dec-10 SPX 2/19/2011 1070 P 924Dec-10 SPX 2/19/2011 1075 P 20,808Dec-10 SPX 2/19/2011 1075 C 6Dec-10 SPX 2/19/2011 1080 P 6,438Dec-10 SPX 2/19/2011 1085 P 1,419Dec-10 SPX 2/19/2011 1085 C 2Dec-10 SPX 2/19/2011 1090 P 2,951Dec-10 SPX 2/19/2011 1095 P 405Dec-10 SPX 2/19/2011 1100 C 10,813Dec-10 SPX 2/19/2011 1100 P 67,325Dec-10 SPX 2/19/2011 1105 C 15Dec-10 SPX 2/19/2011 1105 P 623Dec-10 SPX 2/19/2011 1110 P 213Dec-10 SPX 2/19/2011 1110 C 34Dec-10 SPX 2/19/2011 1115 C 9Dec-10 SPX 2/19/2011 1115 P 40Dec-10 SPX 2/19/2011 1120 C 72Dec-10 SPX 2/19/2011 1120 P 3,671Dec-10 SPX 2/19/2011 1125 C 81Dec-10 SPX 2/19/2011 1125 P 44,977Dec-10 SPX 2/19/2011 1130 P 216Dec-10 SPX 2/19/2011 1135 C 1Dec-10 SPX 2/19/2011 1135 P 609Dec-10 SPX 2/19/2011 1140 C 1Dec-10 SPX 2/19/2011 1140 P 2,432Dec-10 SPX 2/19/2011 1145 P 70Dec-10 SPX 2/19/2011 1150 P 38,008Dec-10 SPX 2/19/2011 1150 C 574Dec-10 SPX 2/19/2011 1155 P 74Dec-10 SPX 2/19/2011 1160 P 8,584Dec-10 SPX 2/19/2011 1165 P 31Dec-10 SPX 2/19/2011 1170 P 1,003Dec-10 SPX 2/19/2011 1170 C 36Dec-10 SPX 2/19/2011 1175 C 15,666Dec-10 SPX 2/19/2011 1175 P 43,547Dec-10 SPX 2/19/2011 1180 C 2,950Dec-10 SPX 2/19/2011 1180 P 6,036Dec-10 SPX 2/19/2011 1185 C 42Dec-10 SPX 2/19/2011 1185 P 2,400Dec-10 SPX 2/19/2011 1190 P 1,537Dec-10 SPX 2/19/2011 1190 C 2,760Dec-10 SPX 2/19/2011 1195 P 99
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 2/19/2011 1200 C 87,313Dec-10 SPX 2/19/2011 1200 P 116,703Dec-10 SPX 2/19/2011 1205 C 24Dec-10 SPX 2/19/2011 1205 P 5,010Dec-10 SPX 2/19/2011 1210 C 1,041Dec-10 SPX 2/19/2011 1210 P 4,055Dec-10 SPX 2/19/2011 1215 P 243Dec-10 SPX 2/19/2011 1215 C 35Dec-10 SPX 2/19/2011 1220 P 956Dec-10 SPX 2/19/2011 1220 C 322Dec-10 SPX 2/19/2011 1225 P 13,488Dec-10 SPX 2/19/2011 1225 C 13,770Dec-10 SPX 2/19/2011 1230 P 40,131Dec-10 SPX 2/19/2011 1230 C 2,098Dec-10 SPX 2/19/2011 1235 P 1,043Dec-10 SPX 2/19/2011 1235 C 620Dec-10 SPX 2/19/2011 1240 P 1,048Dec-10 SPX 2/19/2011 1240 C 1,012Dec-10 SPX 2/19/2011 1245 P 79Dec-10 SPX 2/19/2011 1245 C 361Dec-10 SPX 2/19/2011 1250 C 56,378Dec-10 SPX 2/19/2011 1250 P 14,629Dec-10 SPX 2/19/2011 1255 C 224Dec-10 SPX 2/19/2011 1255 P 1,016Dec-10 SPX 2/19/2011 1260 C 2,300Dec-10 SPX 2/19/2011 1260 P 2,875Dec-10 SPX 2/19/2011 1265 C 62Dec-10 SPX 2/19/2011 1265 P 1Dec-10 SPX 2/19/2011 1270 P 5Dec-10 SPX 2/19/2011 1270 C 2,809Dec-10 SPX 2/19/2011 1275 C 19,571Dec-10 SPX 2/19/2011 1275 P 1,261Dec-10 SPX 2/19/2011 1280 C 3,055Dec-10 SPX 2/19/2011 1280 P 40Dec-10 SPX 2/19/2011 1285 C 780Dec-10 SPX 2/19/2011 1285 P 85Dec-10 SPX 2/19/2011 1290 P 1Dec-10 SPX 2/19/2011 1290 C 2,833Dec-10 SPX 2/19/2011 1295 C 2,517Dec-10 SPX 2/19/2011 1300 C 32,618Dec-10 SPX 2/19/2011 1300 P 1,000Dec-10 SPX 2/19/2011 1305 C 2,674Dec-10 SPX 2/19/2011 1310 C 2,983Dec-10 SPX 2/19/2011 1315 C 760Dec-10 SPX 2/19/2011 1320 C 1,086Dec-10 SPX 2/19/2011 1325 C 24,057Dec-10 SPX 2/19/2011 1330 C 998Dec-10 SPX 2/19/2011 1335 C 70Dec-10 SPX 2/19/2011 1340 C 3,313
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 2/19/2011 1345 C 45Dec-10 SPX 2/19/2011 1350 P 5Dec-10 SPX 2/19/2011 1350 C 18,611Dec-10 SPX 2/19/2011 1355 C 66Dec-10 SPX 2/19/2011 1360 C 1,659Dec-10 SPX 2/19/2011 1365 C 335Dec-10 SPX 2/19/2011 1370 C 397Dec-10 SPX 2/19/2011 1375 C 974Dec-10 SPX 2/19/2011 1380 C 36Dec-10 SPX 2/19/2011 1385 C 20Dec-10 SPX 2/19/2011 1390 C 22Dec-10 SPX 2/19/2011 1400 C 2,582Dec-10 SPX 2/19/2011 1410 C 22Dec-10 SPX 2/19/2011 1420 C 31Dec-10 SPX 2/19/2011 1425 C 163Dec-10 SPX 2/19/2011 1440 C 9Dec-10 SPX 2/19/2011 1450 C 503Dec-10 SPX 2/19/2011 1460 C 15Dec-10 SPX 2/19/2011 1470 C 276Dec-10 SPX 2/19/2011 1475 C 272Dec-10 SPX 2/19/2011 1500 C 3,425Dec-10 SPX 2/19/2011 1550 C 497Dec-10 SPX 2/19/2011 1600 C 108Dec-10 SPX 2/19/2011 1750 C 36Dec-10 SPX 2/19/2011 2000 P 21Dec-10 SPX 3/19/2011 100 C 700Dec-10 SPX 3/19/2011 100 P 775Dec-10 SPX 3/19/2011 200 P 12Dec-10 SPX 3/19/2011 200 C 310Dec-10 SPX 3/19/2011 250 C 555Dec-10 SPX 3/19/2011 300 C 1,252Dec-10 SPX 3/19/2011 300 P 106Dec-10 SPX 3/19/2011 325 P 26Dec-10 SPX 3/19/2011 350 C 3Dec-10 SPX 3/19/2011 350 P 100Dec-10 SPX 3/19/2011 400 C 13,200Dec-10 SPX 3/19/2011 400 P 13,995Dec-10 SPX 3/19/2011 425 P 1,187Dec-10 SPX 3/19/2011 450 P 392Dec-10 SPX 3/19/2011 450 C 500Dec-10 SPX 3/19/2011 475 P 95Dec-10 SPX 3/19/2011 500 C 15,850Dec-10 SPX 3/19/2011 500 P 18,948Dec-10 SPX 3/19/2011 525 P 257Dec-10 SPX 3/19/2011 550 P 11,086Dec-10 SPX 3/19/2011 575 P 1,593Dec-10 SPX 3/19/2011 600 C 317Dec-10 SPX 3/19/2011 600 P 25,888Dec-10 SPX 3/19/2011 625 P 1,012
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 3/19/2011 650 P 12,699Dec-10 SPX 3/19/2011 650 C 55Dec-10 SPX 3/19/2011 675 P 10,316Dec-10 SPX 3/19/2011 700 C 2Dec-10 SPX 3/19/2011 700 P 36,427Dec-10 SPX 3/19/2011 725 P 4,120Dec-10 SPX 3/19/2011 750 P 16,697Dec-10 SPX 3/19/2011 775 P 16,558Dec-10 SPX 3/19/2011 800 C 106Dec-10 SPX 3/19/2011 800 P 49,622Dec-10 SPX 3/19/2011 825 P 18,540Dec-10 SPX 3/19/2011 850 P 39,193Dec-10 SPX 3/19/2011 850 C 1,006Dec-10 SPX 3/19/2011 875 P 10,920Dec-10 SPX 3/19/2011 900 C 15Dec-10 SPX 3/19/2011 900 P 39,193Dec-10 SPX 3/19/2011 925 P 35,560Dec-10 SPX 3/19/2011 925 C 500Dec-10 SPX 3/19/2011 940 P 236Dec-10 SPX 3/19/2011 950 P 79,547Dec-10 SPX 3/19/2011 950 C 1,001Dec-10 SPX 3/19/2011 960 P 9Dec-10 SPX 3/19/2011 975 C 14Dec-10 SPX 3/19/2011 975 P 21,882Dec-10 SPX 3/19/2011 990 P 103Dec-10 SPX 3/19/2011 1000 P 88,527Dec-10 SPX 3/19/2011 1000 C 2,922Dec-10 SPX 3/19/2011 1010 P 4,261Dec-10 SPX 3/19/2011 1020 P 10Dec-10 SPX 3/19/2011 1025 P 24,232Dec-10 SPX 3/19/2011 1025 C 1,386Dec-10 SPX 3/19/2011 1040 P 5Dec-10 SPX 3/19/2011 1050 C 10,892Dec-10 SPX 3/19/2011 1050 P 57,119Dec-10 SPX 3/19/2011 1060 P 4,000Dec-10 SPX 3/19/2011 1070 P 1,406Dec-10 SPX 3/19/2011 1075 C 10,464Dec-10 SPX 3/19/2011 1075 P 50,963Dec-10 SPX 3/19/2011 1080 P 2,079Dec-10 SPX 3/19/2011 1080 C 75Dec-10 SPX 3/19/2011 1090 P 3,065Dec-10 SPX 3/19/2011 1100 C 27,577Dec-10 SPX 3/19/2011 1100 P 83,717Dec-10 SPX 3/19/2011 1110 P 672Dec-10 SPX 3/19/2011 1120 P 1,166Dec-10 SPX 3/19/2011 1120 C 18Dec-10 SPX 3/19/2011 1125 C 28,588Dec-10 SPX 3/19/2011 1125 P 68,284Dec-10 SPX 3/19/2011 1130 C 85
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 3/19/2011 1130 P 272Dec-10 SPX 3/19/2011 1135 P 279Dec-10 SPX 3/19/2011 1135 C 24Dec-10 SPX 3/19/2011 1140 P 7Dec-10 SPX 3/19/2011 1145 P 45Dec-10 SPX 3/19/2011 1150 P 54,047Dec-10 SPX 3/19/2011 1150 C 18,839Dec-10 SPX 3/19/2011 1155 C 20Dec-10 SPX 3/19/2011 1160 P 14Dec-10 SPX 3/19/2011 1165 P 1,498Dec-10 SPX 3/19/2011 1170 P 1,000Dec-10 SPX 3/19/2011 1175 P 37,789Dec-10 SPX 3/19/2011 1175 C 14,790Dec-10 SPX 3/19/2011 1180 C 32Dec-10 SPX 3/19/2011 1180 P 1,415Dec-10 SPX 3/19/2011 1185 P 800Dec-10 SPX 3/19/2011 1190 P 12,633Dec-10 SPX 3/19/2011 1190 C 5,037Dec-10 SPX 3/19/2011 1195 P 25Dec-10 SPX 3/19/2011 1200 P 69,825Dec-10 SPX 3/19/2011 1200 C 84,045Dec-10 SPX 3/19/2011 1210 P 206Dec-10 SPX 3/19/2011 1215 P 500Dec-10 SPX 3/19/2011 1215 C 37Dec-10 SPX 3/19/2011 1220 P 1,637Dec-10 SPX 3/19/2011 1220 C 435Dec-10 SPX 3/19/2011 1225 P 24,191Dec-10 SPX 3/19/2011 1225 C 31,994Dec-10 SPX 3/19/2011 1230 C 13,763Dec-10 SPX 3/19/2011 1230 P 16,265Dec-10 SPX 3/19/2011 1235 P 22,996Dec-10 SPX 3/19/2011 1235 C 23,544Dec-10 SPX 3/19/2011 1240 C 34,205Dec-10 SPX 3/19/2011 1240 P 36,811Dec-10 SPX 3/19/2011 1245 C 4,926Dec-10 SPX 3/19/2011 1245 P 4,347Dec-10 SPX 3/19/2011 1250 P 30,213Dec-10 SPX 3/19/2011 1250 C 51,646Dec-10 SPX 3/19/2011 1255 C 20,292Dec-10 SPX 3/19/2011 1255 P 19,977Dec-10 SPX 3/19/2011 1260 C 2,976Dec-10 SPX 3/19/2011 1260 P 2,959Dec-10 SPX 3/19/2011 1265 C 32Dec-10 SPX 3/19/2011 1270 C 716Dec-10 SPX 3/19/2011 1275 C 30,554Dec-10 SPX 3/19/2011 1275 P 1,511Dec-10 SPX 3/19/2011 1280 C 21Dec-10 SPX 3/19/2011 1280 P 2Dec-10 SPX 3/19/2011 1285 C 75
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 3/19/2011 1290 C 105Dec-10 SPX 3/19/2011 1295 C 304Dec-10 SPX 3/19/2011 1300 C 59,352Dec-10 SPX 3/19/2011 1300 P 7,608Dec-10 SPX 3/19/2011 1305 C 17Dec-10 SPX 3/19/2011 1310 C 1,151Dec-10 SPX 3/19/2011 1315 C 15Dec-10 SPX 3/19/2011 1320 C 252Dec-10 SPX 3/19/2011 1325 C 9,327Dec-10 SPX 3/19/2011 1325 P 2,002Dec-10 SPX 3/19/2011 1330 C 65Dec-10 SPX 3/19/2011 1340 C 7Dec-10 SPX 3/19/2011 1340 P 1Dec-10 SPX 3/19/2011 1350 C 25,276Dec-10 SPX 3/19/2011 1350 P 5,026Dec-10 SPX 3/19/2011 1360 C 306Dec-10 SPX 3/19/2011 1360 P 2Dec-10 SPX 3/19/2011 1370 C 1,136Dec-10 SPX 3/19/2011 1370 P 6Dec-10 SPX 3/19/2011 1375 C 12,803Dec-10 SPX 3/19/2011 1380 P 1Dec-10 SPX 3/19/2011 1380 C 516Dec-10 SPX 3/19/2011 1390 C 10Dec-10 SPX 3/19/2011 1400 P 13,221Dec-10 SPX 3/19/2011 1400 C 33,697Dec-10 SPX 3/19/2011 1425 C 1,426Dec-10 SPX 3/19/2011 1450 P 1Dec-10 SPX 3/19/2011 1450 C 3,861Dec-10 SPX 3/19/2011 1475 C 983Dec-10 SPX 3/19/2011 1500 C 15,407Dec-10 SPX 3/19/2011 1500 P 14,630Dec-10 SPX 3/19/2011 1525 C 195Dec-10 SPX 3/19/2011 1550 C 906Dec-10 SPX 3/19/2011 1575 C 95Dec-10 SPX 3/19/2011 1600 C 448Dec-10 SPX 3/19/2011 1650 C 66Dec-10 SPX 3/19/2011 1700 P 3,000Dec-10 SPX 3/19/2011 1900 P 3,875Dec-10 SPX 3/19/2011 2100 C 675Dec-10 SPX 3/19/2011 2100 P 1,665Dec-10 SPX 4/16/2011 500 P 152Dec-10 SPX 4/16/2011 600 P 110Dec-10 SPX 4/16/2011 650 P 500Dec-10 SPX 4/16/2011 750 P 25Dec-10 SPX 4/16/2011 800 P 66Dec-10 SPX 4/16/2011 825 P 85Dec-10 SPX 4/16/2011 850 P 33Dec-10 SPX 4/16/2011 875 P 7Dec-10 SPX 4/16/2011 900 P 770
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 4/16/2011 950 P 11Dec-10 SPX 4/16/2011 975 P 802Dec-10 SPX 4/16/2011 1000 P 1,026Dec-10 SPX 4/16/2011 1000 C 2Dec-10 SPX 4/16/2011 1025 P 7Dec-10 SPX 4/16/2011 1050 P 4,386Dec-10 SPX 4/16/2011 1075 P 206Dec-10 SPX 4/16/2011 1100 P 3,086Dec-10 SPX 4/16/2011 1125 P 4Dec-10 SPX 4/16/2011 1150 C 1Dec-10 SPX 4/16/2011 1150 P 957Dec-10 SPX 4/16/2011 1175 P 3,401Dec-10 SPX 4/16/2011 1200 C 101Dec-10 SPX 4/16/2011 1200 P 7,275Dec-10 SPX 4/16/2011 1225 C 100Dec-10 SPX 4/16/2011 1225 P 4,097Dec-10 SPX 4/16/2011 1250 P 2,193Dec-10 SPX 4/16/2011 1250 C 884Dec-10 SPX 4/16/2011 1275 C 8Dec-10 SPX 4/16/2011 1275 P 1Dec-10 SPX 4/16/2011 1300 C 810Dec-10 SPX 4/16/2011 1325 C 3,014Dec-10 SPX 4/16/2011 1350 P 7Dec-10 SPX 4/16/2011 1350 C 484Dec-10 SPX 4/16/2011 1375 C 1,210Dec-10 SPX 4/16/2011 1400 C 1,737Dec-10 SPX 4/16/2011 1425 C 400Dec-10 SPX 4/16/2011 1450 P 2Dec-10 SPX 4/16/2011 1475 C 9Dec-10 SPX 4/16/2011 1500 C 318Dec-10 SPX 4/16/2011 1550 C 96Dec-10 SPX 6/18/2011 100 C 1Dec-10 SPX 6/18/2011 100 P 22,449Dec-10 SPX 6/18/2011 200 C 3Dec-10 SPX 6/18/2011 200 P 4,944Dec-10 SPX 6/18/2011 225 P 238Dec-10 SPX 6/18/2011 250 P 614Dec-10 SPX 6/18/2011 275 P 66Dec-10 SPX 6/18/2011 300 P 263Dec-10 SPX 6/18/2011 300 C 3Dec-10 SPX 6/18/2011 325 P 14Dec-10 SPX 6/18/2011 350 P 93Dec-10 SPX 6/18/2011 350 C 3Dec-10 SPX 6/18/2011 375 P 277Dec-10 SPX 6/18/2011 400 P 4,983Dec-10 SPX 6/18/2011 425 P 34Dec-10 SPX 6/18/2011 450 P 90Dec-10 SPX 6/18/2011 475 P 11Dec-10 SPX 6/18/2011 500 C 850
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 6/18/2011 500 P 5,309Dec-10 SPX 6/18/2011 525 P 2,228Dec-10 SPX 6/18/2011 550 P 5,203Dec-10 SPX 6/18/2011 600 C 7Dec-10 SPX 6/18/2011 600 P 40,741Dec-10 SPX 6/18/2011 650 C 7Dec-10 SPX 6/18/2011 650 P 18,285Dec-10 SPX 6/18/2011 700 P 44,765Dec-10 SPX 6/18/2011 750 P 36,039Dec-10 SPX 6/18/2011 775 P 2,223Dec-10 SPX 6/18/2011 800 C 100Dec-10 SPX 6/18/2011 800 P 28,414Dec-10 SPX 6/18/2011 825 P 7,460Dec-10 SPX 6/18/2011 850 P 34,278Dec-10 SPX 6/18/2011 875 P 2,571Dec-10 SPX 6/18/2011 900 C 2,113Dec-10 SPX 6/18/2011 900 P 42,051Dec-10 SPX 6/18/2011 925 P 14,667Dec-10 SPX 6/18/2011 950 P 99,626Dec-10 SPX 6/18/2011 950 C 1,253Dec-10 SPX 6/18/2011 975 C 1Dec-10 SPX 6/18/2011 975 P 17,004Dec-10 SPX 6/18/2011 1000 C 13,144Dec-10 SPX 6/18/2011 1000 P 55,270Dec-10 SPX 6/18/2011 1025 P 11,210Dec-10 SPX 6/18/2011 1025 C 5,747Dec-10 SPX 6/18/2011 1050 C 14,478Dec-10 SPX 6/18/2011 1050 P 46,459Dec-10 SPX 6/18/2011 1060 C 22Dec-10 SPX 6/18/2011 1060 P 7,930Dec-10 SPX 6/18/2011 1075 P 18,251Dec-10 SPX 6/18/2011 1075 C 12,514Dec-10 SPX 6/18/2011 1080 P 1Dec-10 SPX 6/18/2011 1100 P 65,517Dec-10 SPX 6/18/2011 1100 C 31,927Dec-10 SPX 6/18/2011 1120 P 3,460Dec-10 SPX 6/18/2011 1125 P 35,036Dec-10 SPX 6/18/2011 1125 C 12,460Dec-10 SPX 6/18/2011 1150 P 24,730Dec-10 SPX 6/18/2011 1150 C 17,334Dec-10 SPX 6/18/2011 1175 P 18,537Dec-10 SPX 6/18/2011 1175 C 21,599Dec-10 SPX 6/18/2011 1190 P 2,106Dec-10 SPX 6/18/2011 1190 C 810Dec-10 SPX 6/18/2011 1200 C 76,410Dec-10 SPX 6/18/2011 1200 P 36,641Dec-10 SPX 6/18/2011 1225 P 13,981Dec-10 SPX 6/18/2011 1225 C 15,635Dec-10 SPX 6/18/2011 1250 C 67,133
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 6/18/2011 1250 P 10,269Dec-10 SPX 6/18/2011 1275 C 6,846Dec-10 SPX 6/18/2011 1275 P 1,127Dec-10 SPX 6/18/2011 1300 P 4,964Dec-10 SPX 6/18/2011 1300 C 71,198Dec-10 SPX 6/18/2011 1325 C 9,536Dec-10 SPX 6/18/2011 1325 P 550Dec-10 SPX 6/18/2011 1350 C 54,731Dec-10 SPX 6/18/2011 1350 P 271Dec-10 SPX 6/18/2011 1375 P 400Dec-10 SPX 6/18/2011 1375 C 21,483Dec-10 SPX 6/18/2011 1400 P 1,449Dec-10 SPX 6/18/2011 1400 C 20,434Dec-10 SPX 6/18/2011 1425 C 9,659Dec-10 SPX 6/18/2011 1450 C 18,226Dec-10 SPX 6/18/2011 1475 C 5,732Dec-10 SPX 6/18/2011 1500 C 4,850Dec-10 SPX 6/18/2011 1500 P 851Dec-10 SPX 6/18/2011 1550 C 3,690Dec-10 SPX 6/18/2011 1600 C 711Dec-10 SPX 6/18/2011 1600 P 20Dec-10 SPX 6/18/2011 1650 C 153Dec-10 SPX 6/18/2011 1700 C 78Dec-10 SPX 6/18/2011 1700 P 50Dec-10 SPX 6/18/2011 1800 P 58Dec-10 SPX 6/18/2011 1800 C 3Dec-10 SPX 6/18/2011 1900 P 103Dec-10 SPX 6/18/2011 2000 C 1Dec-10 SPX 6/18/2011 2000 P 180Dec-10 SPX 6/18/2011 2250 P 261Dec-10 SPX 6/18/2011 2500 P 424Dec-10 SPX 6/18/2011 3000 P 50Dec-10 SPX 9/17/2011 200 P 30Dec-10 SPX 9/17/2011 300 P 20Dec-10 SPX 9/17/2011 350 P 65Dec-10 SPX 9/17/2011 400 P 1,775Dec-10 SPX 9/17/2011 500 P 475Dec-10 SPX 9/17/2011 500 C 200Dec-10 SPX 9/17/2011 550 P 7Dec-10 SPX 9/17/2011 600 P 5,320Dec-10 SPX 9/17/2011 625 P 5Dec-10 SPX 9/17/2011 650 P 8,077Dec-10 SPX 9/17/2011 675 P 205Dec-10 SPX 9/17/2011 700 P 3,805Dec-10 SPX 9/17/2011 725 P 5Dec-10 SPX 9/17/2011 750 P 22Dec-10 SPX 9/17/2011 775 P 1,800Dec-10 SPX 9/17/2011 800 P 16,962Dec-10 SPX 9/17/2011 825 C 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 9/17/2011 825 P 917Dec-10 SPX 9/17/2011 850 P 776Dec-10 SPX 9/17/2011 875 P 83Dec-10 SPX 9/17/2011 900 P 64,108Dec-10 SPX 9/17/2011 925 C 9Dec-10 SPX 9/17/2011 925 P 621Dec-10 SPX 9/17/2011 950 P 4,889Dec-10 SPX 9/17/2011 975 P 2,319Dec-10 SPX 9/17/2011 1000 C 500Dec-10 SPX 9/17/2011 1000 P 22,591Dec-10 SPX 9/17/2011 1025 P 1,622Dec-10 SPX 9/17/2011 1050 C 250Dec-10 SPX 9/17/2011 1050 P 4,363Dec-10 SPX 9/17/2011 1075 C 500Dec-10 SPX 9/17/2011 1075 P 2,566Dec-10 SPX 9/17/2011 1100 C 1,645Dec-10 SPX 9/17/2011 1100 P 9,906Dec-10 SPX 9/17/2011 1125 C 1,691Dec-10 SPX 9/17/2011 1125 P 7,385Dec-10 SPX 9/17/2011 1150 C 4,030Dec-10 SPX 9/17/2011 1150 P 10,819Dec-10 SPX 9/17/2011 1175 P 3,445Dec-10 SPX 9/17/2011 1175 C 6,368Dec-10 SPX 9/17/2011 1200 C 3,884Dec-10 SPX 9/17/2011 1200 P 8,097Dec-10 SPX 9/17/2011 1225 C 4,611Dec-10 SPX 9/17/2011 1225 P 1,826Dec-10 SPX 9/17/2011 1250 C 12,381Dec-10 SPX 9/17/2011 1250 P 4,258Dec-10 SPX 9/17/2011 1275 P 582Dec-10 SPX 9/17/2011 1275 C 6,668Dec-10 SPX 9/17/2011 1300 P 9,650Dec-10 SPX 9/17/2011 1300 C 66,958Dec-10 SPX 9/17/2011 1325 C 1,398Dec-10 SPX 9/17/2011 1350 C 3,910Dec-10 SPX 9/17/2011 1350 P 200Dec-10 SPX 9/17/2011 1375 C 2,150Dec-10 SPX 9/17/2011 1400 C 35,416Dec-10 SPX 9/17/2011 1400 P 500Dec-10 SPX 9/17/2011 1425 C 642Dec-10 SPX 9/17/2011 1450 C 3,005Dec-10 SPX 9/17/2011 1475 C 103Dec-10 SPX 9/17/2011 1500 C 2,372Dec-10 SPX 9/17/2011 1500 P 200Dec-10 SPX 9/17/2011 1525 C 633Dec-10 SPX 9/17/2011 1550 C 1,738Dec-10 SPX 9/17/2011 1600 C 683Dec-10 SPX 9/17/2011 1650 C 790Dec-10 SPX 9/17/2011 1700 C 368
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 9/17/2011 3000 P 30Dec-10 SPX 12/17/2011 50 P 27,401Dec-10 SPX 12/17/2011 100 C 109Dec-10 SPX 12/17/2011 100 P 13,470Dec-10 SPX 12/17/2011 150 P 1,797Dec-10 SPX 12/17/2011 200 P 48,802Dec-10 SPX 12/17/2011 200 C 3Dec-10 SPX 12/17/2011 225 P 7,931Dec-10 SPX 12/17/2011 250 C 15Dec-10 SPX 12/17/2011 250 P 124,739Dec-10 SPX 12/17/2011 275 P 5,166Dec-10 SPX 12/17/2011 280 P 5,024Dec-10 SPX 12/17/2011 280 C 102Dec-10 SPX 12/17/2011 300 C 85Dec-10 SPX 12/17/2011 300 P 23,002Dec-10 SPX 12/17/2011 325 P 2,312Dec-10 SPX 12/17/2011 350 P 3,403Dec-10 SPX 12/17/2011 350 C 10Dec-10 SPX 12/17/2011 375 P 82Dec-10 SPX 12/17/2011 400 P 147,850Dec-10 SPX 12/17/2011 400 C 32Dec-10 SPX 12/17/2011 425 P 226Dec-10 SPX 12/17/2011 450 P 12,253Dec-10 SPX 12/17/2011 450 C 8Dec-10 SPX 12/17/2011 475 P 168Dec-10 SPX 12/17/2011 500 P 20,251Dec-10 SPX 12/17/2011 500 C 526Dec-10 SPX 12/17/2011 525 P 57Dec-10 SPX 12/17/2011 550 C 6Dec-10 SPX 12/17/2011 550 P 22,572Dec-10 SPX 12/17/2011 600 P 71,078Dec-10 SPX 12/17/2011 600 C 21Dec-10 SPX 12/17/2011 650 C 1,217Dec-10 SPX 12/17/2011 650 P 37,685Dec-10 SPX 12/17/2011 700 C 5,392Dec-10 SPX 12/17/2011 700 P 59,963Dec-10 SPX 12/17/2011 725 P 820Dec-10 SPX 12/17/2011 750 C 404Dec-10 SPX 12/17/2011 750 P 36,768Dec-10 SPX 12/17/2011 775 P 5,208Dec-10 SPX 12/17/2011 800 C 13,233Dec-10 SPX 12/17/2011 800 P 76,880Dec-10 SPX 12/17/2011 825 P 4,005Dec-10 SPX 12/17/2011 825 C 151Dec-10 SPX 12/17/2011 850 C 6,745Dec-10 SPX 12/17/2011 850 P 28,532Dec-10 SPX 12/17/2011 875 C 6Dec-10 SPX 12/17/2011 875 P 3,810Dec-10 SPX 12/17/2011 900 C 17,671
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 12/17/2011 900 P 75,927Dec-10 SPX 12/17/2011 920 P 3,857Dec-10 SPX 12/17/2011 920 C 606Dec-10 SPX 12/17/2011 925 P 11,792Dec-10 SPX 12/17/2011 950 C 6,434Dec-10 SPX 12/17/2011 950 P 21,965Dec-10 SPX 12/17/2011 975 C 2Dec-10 SPX 12/17/2011 975 P 13,818Dec-10 SPX 12/17/2011 1000 C 19,535Dec-10 SPX 12/17/2011 1000 P 57,555Dec-10 SPX 12/17/2011 1025 P 9,871Dec-10 SPX 12/17/2011 1025 C 2,027Dec-10 SPX 12/17/2011 1050 P 40,075Dec-10 SPX 12/17/2011 1050 C 14,872Dec-10 SPX 12/17/2011 1075 C 8,421Dec-10 SPX 12/17/2011 1075 P 24,615Dec-10 SPX 12/17/2011 1100 C 70,466Dec-10 SPX 12/17/2011 1100 P 82,254Dec-10 SPX 12/17/2011 1125 P 19,203Dec-10 SPX 12/17/2011 1125 C 20,894Dec-10 SPX 12/17/2011 1140 P 80Dec-10 SPX 12/17/2011 1150 P 41,726Dec-10 SPX 12/17/2011 1150 C 34,803Dec-10 SPX 12/17/2011 1175 C 17,364Dec-10 SPX 12/17/2011 1175 P 17,664Dec-10 SPX 12/17/2011 1180 P 24Dec-10 SPX 12/17/2011 1200 P 54,476Dec-10 SPX 12/17/2011 1200 C 72,273Dec-10 SPX 12/17/2011 1225 C 10,725Dec-10 SPX 12/17/2011 1225 P 4,151Dec-10 SPX 12/17/2011 1250 C 26,824Dec-10 SPX 12/17/2011 1250 P 11,098Dec-10 SPX 12/17/2011 1275 C 8,336Dec-10 SPX 12/17/2011 1275 P 2,501Dec-10 SPX 12/17/2011 1300 P 25,259Dec-10 SPX 12/17/2011 1300 C 103,435Dec-10 SPX 12/17/2011 1325 C 7,629Dec-10 SPX 12/17/2011 1350 C 13,872Dec-10 SPX 12/17/2011 1350 P 755Dec-10 SPX 12/17/2011 1375 C 5,744Dec-10 SPX 12/17/2011 1400 P 8,328Dec-10 SPX 12/17/2011 1400 C 44,385Dec-10 SPX 12/17/2011 1425 C 4,214Dec-10 SPX 12/17/2011 1450 C 18,291Dec-10 SPX 12/17/2011 1450 P 1,100Dec-10 SPX 12/17/2011 1475 C 3,094Dec-10 SPX 12/17/2011 1500 P 3,172Dec-10 SPX 12/17/2011 1500 C 90,833Dec-10 SPX 12/17/2011 1550 C 7,207
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 12/17/2011 1550 P 12Dec-10 SPX 12/17/2011 1600 C 34,318Dec-10 SPX 12/17/2011 1600 P 527Dec-10 SPX 12/17/2011 1700 C 6,720Dec-10 SPX 12/17/2011 1700 P 2,097Dec-10 SPX 12/17/2011 1800 P 119Dec-10 SPX 12/17/2011 1800 C 798Dec-10 SPX 12/17/2011 1900 C 309Dec-10 SPX 12/17/2011 1900 P 107Dec-10 SPX 12/17/2011 2000 C 5,121Dec-10 SPX 12/17/2011 2000 P 239Dec-10 SPX 12/17/2011 2250 P 70Dec-10 SPX 12/17/2011 2500 C 12Dec-10 SPX 12/17/2011 2500 P 731Dec-10 SPX 12/17/2011 3000 P 108Dec-10 SPX 6/16/2012 100 P 113Dec-10 SPX 6/16/2012 200 P 4,765Dec-10 SPX 6/16/2012 300 P 405Dec-10 SPX 6/16/2012 400 P 95Dec-10 SPX 6/16/2012 450 P 115Dec-10 SPX 6/16/2012 500 P 815Dec-10 SPX 6/16/2012 550 P 75Dec-10 SPX 6/16/2012 600 P 1,029Dec-10 SPX 6/16/2012 650 P 1,278Dec-10 SPX 6/16/2012 700 C 380Dec-10 SPX 6/16/2012 750 P 1,220Dec-10 SPX 6/16/2012 800 P 6,550Dec-10 SPX 6/16/2012 800 C 1,500Dec-10 SPX 6/16/2012 825 P 20Dec-10 SPX 6/16/2012 850 P 612Dec-10 SPX 6/16/2012 875 P 60Dec-10 SPX 6/16/2012 900 P 2,512Dec-10 SPX 6/16/2012 925 P 104Dec-10 SPX 6/16/2012 950 C 100Dec-10 SPX 6/16/2012 950 P 656Dec-10 SPX 6/16/2012 975 P 66Dec-10 SPX 6/16/2012 1000 P 2,681Dec-10 SPX 6/16/2012 1025 P 14Dec-10 SPX 6/16/2012 1050 P 8,657Dec-10 SPX 6/16/2012 1050 C 2,550Dec-10 SPX 6/16/2012 1075 C 2,550Dec-10 SPX 6/16/2012 1075 P 1,056Dec-10 SPX 6/16/2012 1100 C 1,270Dec-10 SPX 6/16/2012 1100 P 9,857Dec-10 SPX 6/16/2012 1125 C 781Dec-10 SPX 6/16/2012 1125 P 680Dec-10 SPX 6/16/2012 1150 C 1,375Dec-10 SPX 6/16/2012 1150 P 2,475Dec-10 SPX 6/16/2012 1175 C 617
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 6/16/2012 1175 P 2,801Dec-10 SPX 6/16/2012 1200 C 2,901Dec-10 SPX 6/16/2012 1200 P 1,923Dec-10 SPX 6/16/2012 1225 C 145Dec-10 SPX 6/16/2012 1225 P 2,117Dec-10 SPX 6/16/2012 1250 C 1,502Dec-10 SPX 6/16/2012 1250 P 1,501Dec-10 SPX 6/16/2012 1275 C 660Dec-10 SPX 6/16/2012 1275 P 101Dec-10 SPX 6/16/2012 1300 P 500Dec-10 SPX 6/16/2012 1300 C 8,596Dec-10 SPX 6/16/2012 1325 C 45Dec-10 SPX 6/16/2012 1350 C 2,010Dec-10 SPX 6/16/2012 1400 C 1,883Dec-10 SPX 6/16/2012 1425 C 70Dec-10 SPX 6/16/2012 1450 C 1,130Dec-10 SPX 6/16/2012 1475 C 1,015Dec-10 SPX 6/16/2012 1500 C 8,360Dec-10 SPX 6/16/2012 1600 C 1,970Dec-10 SPX 6/16/2012 1700 C 303Dec-10 SPX 6/16/2012 1800 P 3Dec-10 SPX 6/16/2012 1800 C 302Dec-10 SPX 6/16/2012 1900 C 354Dec-10 SPX 6/16/2012 2000 C 50Dec-10 SPX 6/16/2012 2250 P 16Dec-10 SPX 6/16/2012 2500 P 237Dec-10 SPX 12/22/2012 100 C 107Dec-10 SPX 12/22/2012 100 P 6,018Dec-10 SPX 12/22/2012 200 P 12,123Dec-10 SPX 12/22/2012 200 C 24Dec-10 SPX 12/22/2012 250 P 5,292Dec-10 SPX 12/22/2012 300 C 23Dec-10 SPX 12/22/2012 300 P 2,906Dec-10 SPX 12/22/2012 350 C 2Dec-10 SPX 12/22/2012 350 P 3,905Dec-10 SPX 12/22/2012 400 P 22,100Dec-10 SPX 12/22/2012 400 C 1Dec-10 SPX 12/22/2012 450 C 10Dec-10 SPX 12/22/2012 450 P 3,190Dec-10 SPX 12/22/2012 500 C 4,110Dec-10 SPX 12/22/2012 500 P 21,632Dec-10 SPX 12/22/2012 550 P 12,781Dec-10 SPX 12/22/2012 600 P 80,404Dec-10 SPX 12/22/2012 600 C 20Dec-10 SPX 12/22/2012 650 C 5Dec-10 SPX 12/22/2012 650 P 3,070Dec-10 SPX 12/22/2012 675 P 154Dec-10 SPX 12/22/2012 700 C 4,555Dec-10 SPX 12/22/2012 700 P 19,944
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 12/22/2012 750 P 12,191Dec-10 SPX 12/22/2012 800 C 2,611Dec-10 SPX 12/22/2012 800 P 20,782Dec-10 SPX 12/22/2012 825 C 600Dec-10 SPX 12/22/2012 825 P 594Dec-10 SPX 12/22/2012 850 P 65,393Dec-10 SPX 12/22/2012 875 P 914Dec-10 SPX 12/22/2012 900 P 48,949Dec-10 SPX 12/22/2012 900 C 3,709Dec-10 SPX 12/22/2012 925 P 1,903Dec-10 SPX 12/22/2012 925 C 2Dec-10 SPX 12/22/2012 950 P 12,763Dec-10 SPX 12/22/2012 950 C 4,738Dec-10 SPX 12/22/2012 975 P 454Dec-10 SPX 12/22/2012 975 C 8Dec-10 SPX 12/22/2012 1000 P 22,215Dec-10 SPX 12/22/2012 1000 C 12,582Dec-10 SPX 12/22/2012 1025 P 2,704Dec-10 SPX 12/22/2012 1025 C 3,401Dec-10 SPX 12/22/2012 1050 P 17,886Dec-10 SPX 12/22/2012 1050 C 14,502Dec-10 SPX 12/22/2012 1075 C 4,028Dec-10 SPX 12/22/2012 1075 P 6,086Dec-10 SPX 12/22/2012 1100 C 38,680Dec-10 SPX 12/22/2012 1100 P 48,363Dec-10 SPX 12/22/2012 1125 C 7,629Dec-10 SPX 12/22/2012 1125 P 7,853Dec-10 SPX 12/22/2012 1150 P 28,117Dec-10 SPX 12/22/2012 1150 C 23,517Dec-10 SPX 12/22/2012 1175 P 8,506Dec-10 SPX 12/22/2012 1175 C 8,480Dec-10 SPX 12/22/2012 1200 P 63,032Dec-10 SPX 12/22/2012 1200 C 25,729Dec-10 SPX 12/22/2012 1220 C 1,170Dec-10 SPX 12/22/2012 1220 P 1,277Dec-10 SPX 12/22/2012 1225 C 3,900Dec-10 SPX 12/22/2012 1225 P 2,756Dec-10 SPX 12/22/2012 1250 C 22,727Dec-10 SPX 12/22/2012 1250 P 6,411Dec-10 SPX 12/22/2012 1300 P 6,711Dec-10 SPX 12/22/2012 1300 C 26,903Dec-10 SPX 12/22/2012 1350 P 1,090Dec-10 SPX 12/22/2012 1350 C 11,060Dec-10 SPX 12/22/2012 1400 C 36,815Dec-10 SPX 12/22/2012 1400 P 8,402Dec-10 SPX 12/22/2012 1450 C 11,720Dec-10 SPX 12/22/2012 1450 P 701Dec-10 SPX 12/22/2012 1500 P 4,110Dec-10 SPX 12/22/2012 1500 C 43,283
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Dec-10 SPX 12/22/2012 1550 C 4,397Dec-10 SPX 12/22/2012 1550 P 10Dec-10 SPX 12/22/2012 1600 C 76,536Dec-10 SPX 12/22/2012 1600 P 25Dec-10 SPX 12/22/2012 1700 C 8,389Dec-10 SPX 12/22/2012 1700 P 126Dec-10 SPX 12/22/2012 1800 C 37,582Dec-10 SPX 12/22/2012 1800 P 68Dec-10 SPX 12/22/2012 1900 C 8,037Dec-10 SPX 12/22/2012 1900 P 161Dec-10 SPX 12/22/2012 2000 C 49,324Dec-10 SPX 12/22/2012 2000 P 340Dec-10 SPX 12/22/2012 2250 P 172Dec-10 SPX 12/22/2012 2250 C 225Dec-10 SPX 12/22/2012 2500 C 688Dec-10 SPX 12/22/2012 2500 P 745Dec-10 SPX 12/21/2013 200 P 25Dec-10 SPX 12/21/2013 250 P 70Dec-10 SPX 12/21/2013 300 P 5Dec-10 SPX 12/21/2013 400 P 20Dec-10 SPX 12/21/2013 500 P 10Dec-10 SPX 12/21/2013 800 C 1Dec-10 SPX 12/21/2013 850 P 4Dec-10 SPX 12/21/2013 900 C 11Dec-10 SPX 12/21/2013 900 P 1Dec-10 SPX 12/21/2013 1000 P 401Dec-10 SPX 12/21/2013 1050 P 302Dec-10 SPX 12/21/2013 1100 P 3Dec-10 SPX 12/21/2013 1150 C 100Dec-10 SPX 12/21/2013 1150 P 100Dec-10 SPX 12/21/2013 1250 C 200Dec-10 SPX 12/21/2013 1250 P 354Dec-10 SPX 12/21/2013 1450 C 300Dec-10 SPX 12/21/2013 1500 P 30Dec-10 SPX 12/21/2013 1500 C 700Dec-10 SPX 12/21/2013 1600 C 425Dec-10 SPX 12/21/2013 1900 C 1,400Dec-10 SPX 12/21/2013 2000 C 2Dec-10 SPX 12/21/2013 2000 P 170Dec-10 SPX 12/21/2013 2250 P 310Dec-10 SPX 12/21/2013 2500 P 1,034Dec-10 SPX 12/21/2013 3000 P 188Jan-11 SPXW 2/4/2011 1075 P 9,412Jan-11 SPXW 2/4/2011 1100 C 22Jan-11 SPXW 2/4/2011 1100 P 7,288Jan-11 SPXW 2/4/2011 1125 P 11,086Jan-11 SPXW 2/4/2011 1150 C 22Jan-11 SPXW 2/4/2011 1150 P 6,205Jan-11 SPXW 2/4/2011 1175 C 33
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPXW 2/4/2011 1175 P 2,705Jan-11 SPXW 2/4/2011 1200 C 1Jan-11 SPXW 2/4/2011 1200 P 4,420Jan-11 SPXW 2/4/2011 1215 P 42Jan-11 SPXW 2/4/2011 1220 P 134Jan-11 SPXW 2/4/2011 1225 C 4Jan-11 SPXW 2/4/2011 1225 P 5,254Jan-11 SPXW 2/4/2011 1230 P 994Jan-11 SPXW 2/4/2011 1230 C 1Jan-11 SPXW 2/4/2011 1235 P 1,392Jan-11 SPXW 2/4/2011 1235 C 26Jan-11 SPXW 2/4/2011 1240 C 51Jan-11 SPXW 2/4/2011 1240 P 2,469Jan-11 SPXW 2/4/2011 1245 C 28Jan-11 SPXW 2/4/2011 1245 P 14,281Jan-11 SPXW 2/4/2011 1250 P 4,286Jan-11 SPXW 2/4/2011 1250 C 34Jan-11 SPXW 2/4/2011 1255 C 10Jan-11 SPXW 2/4/2011 1255 P 849Jan-11 SPXW 2/4/2011 1260 C 21Jan-11 SPXW 2/4/2011 1260 P 24,765Jan-11 SPXW 2/4/2011 1265 C 32Jan-11 SPXW 2/4/2011 1265 P 2,372Jan-11 SPXW 2/4/2011 1270 C 53Jan-11 SPXW 2/4/2011 1270 P 13,386Jan-11 SPXW 2/4/2011 1275 P 4,320Jan-11 SPXW 2/4/2011 1275 C 37Jan-11 SPXW 2/4/2011 1280 C 124Jan-11 SPXW 2/4/2011 1280 P 1,176Jan-11 SPXW 2/4/2011 1285 C 168Jan-11 SPXW 2/4/2011 1285 P 513Jan-11 SPXW 2/4/2011 1290 C 379Jan-11 SPXW 2/4/2011 1290 P 2,177Jan-11 SPXW 2/4/2011 1295 C 624Jan-11 SPXW 2/4/2011 1295 P 170Jan-11 SPXW 2/4/2011 1300 P 2,158Jan-11 SPXW 2/4/2011 1300 C 1,467Jan-11 SPXW 2/4/2011 1305 C 2,185Jan-11 SPXW 2/4/2011 1305 P 2Jan-11 SPXW 2/4/2011 1310 C 2,668Jan-11 SPXW 2/4/2011 1310 P 34Jan-11 SPXW 2/4/2011 1315 C 4,304Jan-11 SPXW 2/4/2011 1320 P 21Jan-11 SPXW 2/4/2011 1320 C 1,790Jan-11 SPXW 2/4/2011 1325 P 1Jan-11 SPXW 2/4/2011 1325 C 3,764Jan-11 SPXW 2/4/2011 1330 C 631Jan-11 SPXW 2/4/2011 1330 P 37Jan-11 SPXW 2/4/2011 1335 C 2,049
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPXW 2/4/2011 1335 P 21Jan-11 SPXW 2/4/2011 1340 P 6Jan-11 SPXW 2/4/2011 1340 C 1,659Jan-11 SPXW 2/4/2011 1345 C 620Jan-11 SPXW 2/4/2011 1345 P 21Jan-11 SPXW 2/4/2011 1350 C 1,076Jan-11 SPXW 2/4/2011 1375 C 2,681Jan-11 SPX 2/19/2011 200 C 21Jan-11 SPX 2/19/2011 500 P 5,100Jan-11 SPX 2/19/2011 500 C 5,100Jan-11 SPX 2/19/2011 550 P 13Jan-11 SPX 2/19/2011 600 P 230Jan-11 SPX 2/19/2011 650 P 100Jan-11 SPX 2/19/2011 675 P 100Jan-11 SPX 2/19/2011 700 P 13,455Jan-11 SPX 2/19/2011 725 P 565Jan-11 SPX 2/19/2011 750 P 21,870Jan-11 SPX 2/19/2011 775 P 1,393Jan-11 SPX 2/19/2011 780 P 100Jan-11 SPX 2/19/2011 785 P 100Jan-11 SPX 2/19/2011 790 P 100Jan-11 SPX 2/19/2011 795 P 100Jan-11 SPX 2/19/2011 800 P 20,764Jan-11 SPX 2/19/2011 800 C 11Jan-11 SPX 2/19/2011 805 P 633Jan-11 SPX 2/19/2011 810 P 626Jan-11 SPX 2/19/2011 815 P 1,066Jan-11 SPX 2/19/2011 820 P 1,057Jan-11 SPX 2/19/2011 825 P 6,923Jan-11 SPX 2/19/2011 830 P 4,030Jan-11 SPX 2/19/2011 835 P 3,980Jan-11 SPX 2/19/2011 840 P 5,127Jan-11 SPX 2/19/2011 845 P 5,715Jan-11 SPX 2/19/2011 850 P 12,600Jan-11 SPX 2/19/2011 850 C 2Jan-11 SPX 2/19/2011 855 P 4,480Jan-11 SPX 2/19/2011 860 P 4,352Jan-11 SPX 2/19/2011 865 P 4,429Jan-11 SPX 2/19/2011 870 P 4,513Jan-11 SPX 2/19/2011 875 P 7,238Jan-11 SPX 2/19/2011 880 P 4,804Jan-11 SPX 2/19/2011 885 P 4,930Jan-11 SPX 2/19/2011 890 P 6,811Jan-11 SPX 2/19/2011 895 P 4,620Jan-11 SPX 2/19/2011 900 P 26,851Jan-11 SPX 2/19/2011 900 C 100Jan-11 SPX 2/19/2011 905 P 4,223Jan-11 SPX 2/19/2011 910 P 4,351Jan-11 SPX 2/19/2011 915 P 4,325
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 2/19/2011 920 C 30Jan-11 SPX 2/19/2011 920 P 4,026Jan-11 SPX 2/19/2011 925 P 12,958Jan-11 SPX 2/19/2011 925 C 21Jan-11 SPX 2/19/2011 930 P 3,911Jan-11 SPX 2/19/2011 935 P 3,881Jan-11 SPX 2/19/2011 940 P 4,576Jan-11 SPX 2/19/2011 945 P 4,603Jan-11 SPX 2/19/2011 945 C 30Jan-11 SPX 2/19/2011 950 P 27,343Jan-11 SPX 2/19/2011 950 C 87Jan-11 SPX 2/19/2011 955 P 4,746Jan-11 SPX 2/19/2011 960 P 3,409Jan-11 SPX 2/19/2011 965 C 60Jan-11 SPX 2/19/2011 965 P 4,658Jan-11 SPX 2/19/2011 970 P 4,677Jan-11 SPX 2/19/2011 975 P 22,235Jan-11 SPX 2/19/2011 975 C 169Jan-11 SPX 2/19/2011 980 P 5,567Jan-11 SPX 2/19/2011 980 C 21,030Jan-11 SPX 2/19/2011 985 P 9,042Jan-11 SPX 2/19/2011 990 P 4,871Jan-11 SPX 2/19/2011 990 C 9Jan-11 SPX 2/19/2011 995 P 4,740Jan-11 SPX 2/19/2011 1000 P 39,318Jan-11 SPX 2/19/2011 1000 C 299Jan-11 SPX 2/19/2011 1005 P 4,916Jan-11 SPX 2/19/2011 1005 C 6Jan-11 SPX 2/19/2011 1010 P 8,071Jan-11 SPX 2/19/2011 1010 C 4Jan-11 SPX 2/19/2011 1015 P 4,202Jan-11 SPX 2/19/2011 1020 P 4,814Jan-11 SPX 2/19/2011 1020 C 55Jan-11 SPX 2/19/2011 1025 C 15Jan-11 SPX 2/19/2011 1025 P 25,061Jan-11 SPX 2/19/2011 1030 P 5,532Jan-11 SPX 2/19/2011 1030 C 13,750Jan-11 SPX 2/19/2011 1035 P 4,145Jan-11 SPX 2/19/2011 1040 P 8,266Jan-11 SPX 2/19/2011 1040 C 8Jan-11 SPX 2/19/2011 1045 P 4,085Jan-11 SPX 2/19/2011 1045 C 30Jan-11 SPX 2/19/2011 1050 C 1,175Jan-11 SPX 2/19/2011 1050 P 41,656Jan-11 SPX 2/19/2011 1055 P 3,007Jan-11 SPX 2/19/2011 1060 P 26,518Jan-11 SPX 2/19/2011 1060 C 3Jan-11 SPX 2/19/2011 1065 P 3,338Jan-11 SPX 2/19/2011 1065 C 60
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 2/19/2011 1070 P 6,190Jan-11 SPX 2/19/2011 1070 C 3Jan-11 SPX 2/19/2011 1075 C 171Jan-11 SPX 2/19/2011 1075 P 30,962Jan-11 SPX 2/19/2011 1080 C 31Jan-11 SPX 2/19/2011 1080 P 20,346Jan-11 SPX 2/19/2011 1085 P 5,155Jan-11 SPX 2/19/2011 1085 C 6Jan-11 SPX 2/19/2011 1090 P 6,355Jan-11 SPX 2/19/2011 1095 P 8,894Jan-11 SPX 2/19/2011 1100 P 103,448Jan-11 SPX 2/19/2011 1100 C 10,969Jan-11 SPX 2/19/2011 1105 C 19Jan-11 SPX 2/19/2011 1105 P 5,341Jan-11 SPX 2/19/2011 1110 P 8,163Jan-11 SPX 2/19/2011 1110 C 48Jan-11 SPX 2/19/2011 1115 P 4,340Jan-11 SPX 2/19/2011 1115 C 17Jan-11 SPX 2/19/2011 1120 P 10,815Jan-11 SPX 2/19/2011 1120 C 85Jan-11 SPX 2/19/2011 1125 P 49,169Jan-11 SPX 2/19/2011 1125 C 103Jan-11 SPX 2/19/2011 1130 P 8,531Jan-11 SPX 2/19/2011 1130 C 13Jan-11 SPX 2/19/2011 1135 P 13,298Jan-11 SPX 2/19/2011 1135 C 24Jan-11 SPX 2/19/2011 1140 P 14,763Jan-11 SPX 2/19/2011 1140 C 25Jan-11 SPX 2/19/2011 1145 P 6,681Jan-11 SPX 2/19/2011 1150 P 79,373Jan-11 SPX 2/19/2011 1150 C 638Jan-11 SPX 2/19/2011 1155 C 36Jan-11 SPX 2/19/2011 1155 P 4,521Jan-11 SPX 2/19/2011 1160 P 13,180Jan-11 SPX 2/19/2011 1160 C 26Jan-11 SPX 2/19/2011 1165 P 4,492Jan-11 SPX 2/19/2011 1170 P 23,121Jan-11 SPX 2/19/2011 1170 C 56Jan-11 SPX 2/19/2011 1175 P 64,434Jan-11 SPX 2/19/2011 1175 C 15,705Jan-11 SPX 2/19/2011 1180 C 2,262Jan-11 SPX 2/19/2011 1180 P 14,411Jan-11 SPX 2/19/2011 1185 P 9,080Jan-11 SPX 2/19/2011 1185 C 49Jan-11 SPX 2/19/2011 1190 P 21,747Jan-11 SPX 2/19/2011 1190 C 2,748Jan-11 SPX 2/19/2011 1195 P 5,759Jan-11 SPX 2/19/2011 1195 C 2Jan-11 SPX 2/19/2011 1200 P 177,573
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 2/19/2011 1200 C 85,178Jan-11 SPX 2/19/2011 1205 P 11,577Jan-11 SPX 2/19/2011 1205 C 24Jan-11 SPX 2/19/2011 1210 C 1,141Jan-11 SPX 2/19/2011 1210 P 32,539Jan-11 SPX 2/19/2011 1215 P 7,869Jan-11 SPX 2/19/2011 1215 C 126Jan-11 SPX 2/19/2011 1220 P 17,351Jan-11 SPX 2/19/2011 1220 C 406Jan-11 SPX 2/19/2011 1225 P 52,587Jan-11 SPX 2/19/2011 1225 C 13,657Jan-11 SPX 2/19/2011 1230 P 36,934Jan-11 SPX 2/19/2011 1230 C 2,763Jan-11 SPX 2/19/2011 1235 C 655Jan-11 SPX 2/19/2011 1235 P 8,729Jan-11 SPX 2/19/2011 1240 P 31,012Jan-11 SPX 2/19/2011 1240 C 2,844Jan-11 SPX 2/19/2011 1245 P 7,506Jan-11 SPX 2/19/2011 1245 C 807Jan-11 SPX 2/19/2011 1250 P 134,514Jan-11 SPX 2/19/2011 1250 C 74,188Jan-11 SPX 2/19/2011 1255 P 5,640Jan-11 SPX 2/19/2011 1255 C 243Jan-11 SPX 2/19/2011 1260 P 33,485Jan-11 SPX 2/19/2011 1260 C 3,955Jan-11 SPX 2/19/2011 1265 C 4,569Jan-11 SPX 2/19/2011 1265 P 8,500Jan-11 SPX 2/19/2011 1270 P 15,924Jan-11 SPX 2/19/2011 1270 C 3,923Jan-11 SPX 2/19/2011 1275 P 54,693Jan-11 SPX 2/19/2011 1275 C 52,656Jan-11 SPX 2/19/2011 1280 P 21,846Jan-11 SPX 2/19/2011 1280 C 18,983Jan-11 SPX 2/19/2011 1285 C 18,839Jan-11 SPX 2/19/2011 1285 P 12,388Jan-11 SPX 2/19/2011 1290 C 18,596Jan-11 SPX 2/19/2011 1290 P 16,063Jan-11 SPX 2/19/2011 1295 P 2,675Jan-11 SPX 2/19/2011 1295 C 15,112Jan-11 SPX 2/19/2011 1300 P 12,710Jan-11 SPX 2/19/2011 1300 C 69,479Jan-11 SPX 2/19/2011 1305 P 451Jan-11 SPX 2/19/2011 1305 C 8,722Jan-11 SPX 2/19/2011 1310 P 2,804Jan-11 SPX 2/19/2011 1310 C 15,090Jan-11 SPX 2/19/2011 1315 C 8,476Jan-11 SPX 2/19/2011 1315 P 46Jan-11 SPX 2/19/2011 1320 P 2,199Jan-11 SPX 2/19/2011 1320 C 26,639
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 2/19/2011 1325 P 6,342Jan-11 SPX 2/19/2011 1325 C 49,887Jan-11 SPX 2/19/2011 1330 P 5,156Jan-11 SPX 2/19/2011 1330 C 20,288Jan-11 SPX 2/19/2011 1335 P 9Jan-11 SPX 2/19/2011 1335 C 9,042Jan-11 SPX 2/19/2011 1340 P 10Jan-11 SPX 2/19/2011 1340 C 21,749Jan-11 SPX 2/19/2011 1345 C 7,551Jan-11 SPX 2/19/2011 1345 P 4Jan-11 SPX 2/19/2011 1350 P 3,215Jan-11 SPX 2/19/2011 1350 C 31,029Jan-11 SPX 2/19/2011 1355 P 2Jan-11 SPX 2/19/2011 1355 C 6,710Jan-11 SPX 2/19/2011 1360 P 14Jan-11 SPX 2/19/2011 1360 C 47,811Jan-11 SPX 2/19/2011 1365 P 12Jan-11 SPX 2/19/2011 1365 C 6,129Jan-11 SPX 2/19/2011 1370 P 5Jan-11 SPX 2/19/2011 1370 C 43,970Jan-11 SPX 2/19/2011 1375 C 31,034Jan-11 SPX 2/19/2011 1375 P 1,209Jan-11 SPX 2/19/2011 1380 P 9Jan-11 SPX 2/19/2011 1380 C 6,584Jan-11 SPX 2/19/2011 1385 P 10Jan-11 SPX 2/19/2011 1385 C 9,470Jan-11 SPX 2/19/2011 1390 P 10Jan-11 SPX 2/19/2011 1390 C 3,726Jan-11 SPX 2/19/2011 1395 P 26Jan-11 SPX 2/19/2011 1395 C 2,256Jan-11 SPX 2/19/2011 1400 C 35,669Jan-11 SPX 2/19/2011 1400 P 36Jan-11 SPX 2/19/2011 1410 C 5,060Jan-11 SPX 2/19/2011 1420 C 3,542Jan-11 SPX 2/19/2011 1425 C 8,072Jan-11 SPX 2/19/2011 1440 C 2,536Jan-11 SPX 2/19/2011 1450 P 8Jan-11 SPX 2/19/2011 1450 C 12,113Jan-11 SPX 2/19/2011 1460 C 3,750Jan-11 SPX 2/19/2011 1470 C 1,681Jan-11 SPX 2/19/2011 1475 C 7,596Jan-11 SPX 2/19/2011 1500 P 5,100Jan-11 SPX 2/19/2011 1500 C 11,251Jan-11 SPX 2/19/2011 1550 C 395Jan-11 SPX 2/19/2011 1600 C 108Jan-11 SPX 2/19/2011 1750 C 36Jan-11 SPX 2/19/2011 1800 C 100Jan-11 SPX 2/19/2011 2000 P 21Jan-11 SPX 3/19/2011 100 P 1,275
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 3/19/2011 100 C 1,230Jan-11 SPX 3/19/2011 200 P 12Jan-11 SPX 3/19/2011 200 C 310Jan-11 SPX 3/19/2011 250 C 555Jan-11 SPX 3/19/2011 300 P 106Jan-11 SPX 3/19/2011 300 C 1,252Jan-11 SPX 3/19/2011 325 P 26Jan-11 SPX 3/19/2011 350 P 100Jan-11 SPX 3/19/2011 350 C 3Jan-11 SPX 3/19/2011 400 P 13,995Jan-11 SPX 3/19/2011 400 C 13,200Jan-11 SPX 3/19/2011 425 P 1,187Jan-11 SPX 3/19/2011 450 P 392Jan-11 SPX 3/19/2011 450 C 500Jan-11 SPX 3/19/2011 475 P 95Jan-11 SPX 3/19/2011 500 P 29,777Jan-11 SPX 3/19/2011 500 C 27,615Jan-11 SPX 3/19/2011 525 P 257Jan-11 SPX 3/19/2011 550 P 11,086Jan-11 SPX 3/19/2011 575 P 1,613Jan-11 SPX 3/19/2011 600 C 317Jan-11 SPX 3/19/2011 600 P 26,128Jan-11 SPX 3/19/2011 625 P 1,012Jan-11 SPX 3/19/2011 650 P 12,699Jan-11 SPX 3/19/2011 650 C 55Jan-11 SPX 3/19/2011 675 P 10,317Jan-11 SPX 3/19/2011 700 P 36,989Jan-11 SPX 3/19/2011 700 C 2Jan-11 SPX 3/19/2011 725 P 4,170Jan-11 SPX 3/19/2011 750 P 16,748Jan-11 SPX 3/19/2011 775 P 16,558Jan-11 SPX 3/19/2011 800 C 107Jan-11 SPX 3/19/2011 800 P 49,997Jan-11 SPX 3/19/2011 810 P 29Jan-11 SPX 3/19/2011 820 P 1Jan-11 SPX 3/19/2011 825 P 21,665Jan-11 SPX 3/19/2011 830 P 17Jan-11 SPX 3/19/2011 840 P 1Jan-11 SPX 3/19/2011 850 C 1,006Jan-11 SPX 3/19/2011 850 P 46,792Jan-11 SPX 3/19/2011 855 P 8Jan-11 SPX 3/19/2011 860 P 8Jan-11 SPX 3/19/2011 865 P 8Jan-11 SPX 3/19/2011 870 P 25Jan-11 SPX 3/19/2011 875 P 18,313Jan-11 SPX 3/19/2011 885 P 2,276Jan-11 SPX 3/19/2011 890 P 1Jan-11 SPX 3/19/2011 900 P 39,017Jan-11 SPX 3/19/2011 900 C 16
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 3/19/2011 910 P 5Jan-11 SPX 3/19/2011 915 P 1Jan-11 SPX 3/19/2011 925 C 500Jan-11 SPX 3/19/2011 925 P 35,720Jan-11 SPX 3/19/2011 930 P 110Jan-11 SPX 3/19/2011 940 P 459Jan-11 SPX 3/19/2011 945 P 55Jan-11 SPX 3/19/2011 950 P 86,793Jan-11 SPX 3/19/2011 950 C 1,101Jan-11 SPX 3/19/2011 955 P 181Jan-11 SPX 3/19/2011 960 P 291Jan-11 SPX 3/19/2011 965 P 170Jan-11 SPX 3/19/2011 970 P 400Jan-11 SPX 3/19/2011 975 P 22,964Jan-11 SPX 3/19/2011 975 C 14Jan-11 SPX 3/19/2011 980 P 640Jan-11 SPX 3/19/2011 985 P 4,225Jan-11 SPX 3/19/2011 990 P 378Jan-11 SPX 3/19/2011 995 P 1,256Jan-11 SPX 3/19/2011 1000 P 97,976Jan-11 SPX 3/19/2011 1000 C 3,671Jan-11 SPX 3/19/2011 1005 P 117Jan-11 SPX 3/19/2011 1010 P 4,717Jan-11 SPX 3/19/2011 1015 P 200Jan-11 SPX 3/19/2011 1020 P 328Jan-11 SPX 3/19/2011 1025 P 24,244Jan-11 SPX 3/19/2011 1025 C 1,386Jan-11 SPX 3/19/2011 1030 P 1,797Jan-11 SPX 3/19/2011 1035 P 350Jan-11 SPX 3/19/2011 1040 P 403Jan-11 SPX 3/19/2011 1045 P 202Jan-11 SPX 3/19/2011 1050 P 64,965Jan-11 SPX 3/19/2011 1050 C 10,892Jan-11 SPX 3/19/2011 1055 P 1,669Jan-11 SPX 3/19/2011 1060 P 13,480Jan-11 SPX 3/19/2011 1070 P 1,434Jan-11 SPX 3/19/2011 1075 P 47,854Jan-11 SPX 3/19/2011 1075 C 10,464Jan-11 SPX 3/19/2011 1080 P 6,838Jan-11 SPX 3/19/2011 1080 C 75Jan-11 SPX 3/19/2011 1085 P 1,509Jan-11 SPX 3/19/2011 1090 P 6,560Jan-11 SPX 3/19/2011 1095 P 35Jan-11 SPX 3/19/2011 1100 P 91,844Jan-11 SPX 3/19/2011 1100 C 27,576Jan-11 SPX 3/19/2011 1105 P 428Jan-11 SPX 3/19/2011 1110 P 5,034Jan-11 SPX 3/19/2011 1115 P 96Jan-11 SPX 3/19/2011 1120 P 4,019
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 3/19/2011 1120 C 18Jan-11 SPX 3/19/2011 1125 P 69,687Jan-11 SPX 3/19/2011 1125 C 26,924Jan-11 SPX 3/19/2011 1130 P 2,618Jan-11 SPX 3/19/2011 1130 C 85Jan-11 SPX 3/19/2011 1135 P 293Jan-11 SPX 3/19/2011 1135 C 43Jan-11 SPX 3/19/2011 1140 C 12Jan-11 SPX 3/19/2011 1140 P 1,229Jan-11 SPX 3/19/2011 1145 P 82Jan-11 SPX 3/19/2011 1145 C 38Jan-11 SPX 3/19/2011 1150 P 86,398Jan-11 SPX 3/19/2011 1150 C 18,808Jan-11 SPX 3/19/2011 1155 P 816Jan-11 SPX 3/19/2011 1155 C 21Jan-11 SPX 3/19/2011 1160 P 2,811Jan-11 SPX 3/19/2011 1160 C 2Jan-11 SPX 3/19/2011 1165 P 1,540Jan-11 SPX 3/19/2011 1170 C 2Jan-11 SPX 3/19/2011 1170 P 3,061Jan-11 SPX 3/19/2011 1175 P 57,478Jan-11 SPX 3/19/2011 1175 C 14,269Jan-11 SPX 3/19/2011 1180 P 4,103Jan-11 SPX 3/19/2011 1180 C 32Jan-11 SPX 3/19/2011 1185 P 3,479Jan-11 SPX 3/19/2011 1190 P 15,570Jan-11 SPX 3/19/2011 1190 C 4,837Jan-11 SPX 3/19/2011 1195 P 681Jan-11 SPX 3/19/2011 1195 C 226Jan-11 SPX 3/19/2011 1200 C 87,676Jan-11 SPX 3/19/2011 1200 P 133,517Jan-11 SPX 3/19/2011 1205 P 268Jan-11 SPX 3/19/2011 1205 C 1Jan-11 SPX 3/19/2011 1210 P 9,267Jan-11 SPX 3/19/2011 1215 P 1,451Jan-11 SPX 3/19/2011 1215 C 38Jan-11 SPX 3/19/2011 1220 P 4,011Jan-11 SPX 3/19/2011 1220 C 445Jan-11 SPX 3/19/2011 1225 C 37,896Jan-11 SPX 3/19/2011 1225 P 67,327Jan-11 SPX 3/19/2011 1230 P 16,597Jan-11 SPX 3/19/2011 1230 C 13,637Jan-11 SPX 3/19/2011 1235 P 23,548Jan-11 SPX 3/19/2011 1235 C 23,546Jan-11 SPX 3/19/2011 1240 P 38,007Jan-11 SPX 3/19/2011 1240 C 31,547Jan-11 SPX 3/19/2011 1245 P 4,536Jan-11 SPX 3/19/2011 1245 C 4,692Jan-11 SPX 3/19/2011 1250 C 171,365
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 3/19/2011 1250 P 195,923Jan-11 SPX 3/19/2011 1255 C 21,701Jan-11 SPX 3/19/2011 1255 P 21,787Jan-11 SPX 3/19/2011 1260 P 39,127Jan-11 SPX 3/19/2011 1260 C 12,755Jan-11 SPX 3/19/2011 1265 P 20,994Jan-11 SPX 3/19/2011 1265 C 20,628Jan-11 SPX 3/19/2011 1270 P 37,677Jan-11 SPX 3/19/2011 1270 C 32,568Jan-11 SPX 3/19/2011 1275 P 53,460Jan-11 SPX 3/19/2011 1275 C 91,562Jan-11 SPX 3/19/2011 1280 C 31,778Jan-11 SPX 3/19/2011 1280 P 65,364Jan-11 SPX 3/19/2011 1285 P 34,252Jan-11 SPX 3/19/2011 1285 C 28,899Jan-11 SPX 3/19/2011 1290 P 19,004Jan-11 SPX 3/19/2011 1290 C 21,133Jan-11 SPX 3/19/2011 1295 P 14,635Jan-11 SPX 3/19/2011 1295 C 14,404Jan-11 SPX 3/19/2011 1300 P 17,987Jan-11 SPX 3/19/2011 1300 C 74,045Jan-11 SPX 3/19/2011 1305 C 419Jan-11 SPX 3/19/2011 1310 P 110Jan-11 SPX 3/19/2011 1310 C 1,639Jan-11 SPX 3/19/2011 1315 C 4,885Jan-11 SPX 3/19/2011 1320 P 40Jan-11 SPX 3/19/2011 1320 C 2,702Jan-11 SPX 3/19/2011 1325 P 3,620Jan-11 SPX 3/19/2011 1325 C 25,506Jan-11 SPX 3/19/2011 1330 C 3,900Jan-11 SPX 3/19/2011 1330 P 111Jan-11 SPX 3/19/2011 1335 C 699Jan-11 SPX 3/19/2011 1340 P 1Jan-11 SPX 3/19/2011 1340 C 7,401Jan-11 SPX 3/19/2011 1345 C 3,159Jan-11 SPX 3/19/2011 1350 P 6,711Jan-11 SPX 3/19/2011 1350 C 45,062Jan-11 SPX 3/19/2011 1355 C 2,370Jan-11 SPX 3/19/2011 1360 C 10,958Jan-11 SPX 3/19/2011 1360 P 3Jan-11 SPX 3/19/2011 1365 C 190Jan-11 SPX 3/19/2011 1370 P 6Jan-11 SPX 3/19/2011 1370 C 3,363Jan-11 SPX 3/19/2011 1375 P 20Jan-11 SPX 3/19/2011 1375 C 22,692Jan-11 SPX 3/19/2011 1380 P 201Jan-11 SPX 3/19/2011 1380 C 6,609Jan-11 SPX 3/19/2011 1385 C 107Jan-11 SPX 3/19/2011 1390 C 215
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 3/19/2011 1395 C 107Jan-11 SPX 3/19/2011 1400 P 15,211Jan-11 SPX 3/19/2011 1400 C 50,243Jan-11 SPX 3/19/2011 1410 C 30Jan-11 SPX 3/19/2011 1420 C 775Jan-11 SPX 3/19/2011 1425 C 7,587Jan-11 SPX 3/19/2011 1430 C 20Jan-11 SPX 3/19/2011 1450 P 1Jan-11 SPX 3/19/2011 1450 C 11,835Jan-11 SPX 3/19/2011 1475 C 3,813Jan-11 SPX 3/19/2011 1500 P 26,395Jan-11 SPX 3/19/2011 1500 C 29,573Jan-11 SPX 3/19/2011 1525 C 237Jan-11 SPX 3/19/2011 1550 C 894Jan-11 SPX 3/19/2011 1575 C 95Jan-11 SPX 3/19/2011 1600 C 448Jan-11 SPX 3/19/2011 1650 C 66Jan-11 SPX 3/19/2011 1700 P 3,000Jan-11 SPX 3/19/2011 1900 P 3,875Jan-11 SPX 3/19/2011 2100 P 2,216Jan-11 SPX 3/19/2011 2100 C 1,226Jan-11 SPX 4/16/2011 500 P 522Jan-11 SPX 4/16/2011 600 P 510Jan-11 SPX 4/16/2011 650 P 533Jan-11 SPX 4/16/2011 700 P 292Jan-11 SPX 4/16/2011 750 P 231Jan-11 SPX 4/16/2011 800 P 9,882Jan-11 SPX 4/16/2011 825 P 85Jan-11 SPX 4/16/2011 850 C 5Jan-11 SPX 4/16/2011 850 P 3,077Jan-11 SPX 4/16/2011 870 P 22Jan-11 SPX 4/16/2011 875 P 7Jan-11 SPX 4/16/2011 900 P 5,420Jan-11 SPX 4/16/2011 910 P 45Jan-11 SPX 4/16/2011 920 P 45Jan-11 SPX 4/16/2011 925 P 53Jan-11 SPX 4/16/2011 930 P 70Jan-11 SPX 4/16/2011 940 P 70Jan-11 SPX 4/16/2011 950 P 1,008Jan-11 SPX 4/16/2011 960 P 12Jan-11 SPX 4/16/2011 975 P 3,347Jan-11 SPX 4/16/2011 980 P 750Jan-11 SPX 4/16/2011 990 P 75Jan-11 SPX 4/16/2011 1000 P 6,402Jan-11 SPX 4/16/2011 1000 C 4Jan-11 SPX 4/16/2011 1010 P 1,260Jan-11 SPX 4/16/2011 1020 P 635Jan-11 SPX 4/16/2011 1025 P 5,043Jan-11 SPX 4/16/2011 1030 P 607
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 4/16/2011 1040 P 80Jan-11 SPX 4/16/2011 1050 P 20,284Jan-11 SPX 4/16/2011 1060 P 577Jan-11 SPX 4/16/2011 1070 P 843Jan-11 SPX 4/16/2011 1075 P 368Jan-11 SPX 4/16/2011 1080 P 72Jan-11 SPX 4/16/2011 1090 P 871Jan-11 SPX 4/16/2011 1100 P 22,769Jan-11 SPX 4/16/2011 1100 C 1Jan-11 SPX 4/16/2011 1110 P 1,579Jan-11 SPX 4/16/2011 1120 P 778Jan-11 SPX 4/16/2011 1125 P 13,538Jan-11 SPX 4/16/2011 1130 P 8Jan-11 SPX 4/16/2011 1140 P 505Jan-11 SPX 4/16/2011 1150 C 3Jan-11 SPX 4/16/2011 1150 P 32,274Jan-11 SPX 4/16/2011 1160 P 10Jan-11 SPX 4/16/2011 1160 C 1Jan-11 SPX 4/16/2011 1170 P 12Jan-11 SPX 4/16/2011 1175 P 19,827Jan-11 SPX 4/16/2011 1180 P 3,173Jan-11 SPX 4/16/2011 1190 C 1Jan-11 SPX 4/16/2011 1190 P 2,588Jan-11 SPX 4/16/2011 1200 C 157Jan-11 SPX 4/16/2011 1200 P 35,730Jan-11 SPX 4/16/2011 1210 P 1,762Jan-11 SPX 4/16/2011 1220 P 5,338Jan-11 SPX 4/16/2011 1225 P 11,374Jan-11 SPX 4/16/2011 1225 C 201Jan-11 SPX 4/16/2011 1230 P 321Jan-11 SPX 4/16/2011 1240 P 443Jan-11 SPX 4/16/2011 1250 C 8,374Jan-11 SPX 4/16/2011 1250 P 43,812Jan-11 SPX 4/16/2011 1260 P 2,161Jan-11 SPX 4/16/2011 1260 C 9Jan-11 SPX 4/16/2011 1270 P 2,386Jan-11 SPX 4/16/2011 1270 C 3Jan-11 SPX 4/16/2011 1275 P 21,835Jan-11 SPX 4/16/2011 1275 C 19,241Jan-11 SPX 4/16/2011 1280 C 1,144Jan-11 SPX 4/16/2011 1280 P 2,643Jan-11 SPX 4/16/2011 1290 C 1,712Jan-11 SPX 4/16/2011 1290 P 1,404Jan-11 SPX 4/16/2011 1300 P 6,681Jan-11 SPX 4/16/2011 1300 C 13,295Jan-11 SPX 4/16/2011 1310 C 1,627Jan-11 SPX 4/16/2011 1320 C 48Jan-11 SPX 4/16/2011 1325 P 600Jan-11 SPX 4/16/2011 1325 C 12,739
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 4/16/2011 1330 C 726Jan-11 SPX 4/16/2011 1340 C 435Jan-11 SPX 4/16/2011 1350 P 2,907Jan-11 SPX 4/16/2011 1350 C 10,079Jan-11 SPX 4/16/2011 1360 C 711Jan-11 SPX 4/16/2011 1370 C 1,041Jan-11 SPX 4/16/2011 1375 C 18,188Jan-11 SPX 4/16/2011 1375 P 500Jan-11 SPX 4/16/2011 1380 C 1,946Jan-11 SPX 4/16/2011 1390 C 15Jan-11 SPX 4/16/2011 1400 C 13,480Jan-11 SPX 4/16/2011 1410 C 479Jan-11 SPX 4/16/2011 1420 C 1,140Jan-11 SPX 4/16/2011 1425 C 1,100Jan-11 SPX 4/16/2011 1430 C 36Jan-11 SPX 4/16/2011 1440 C 5Jan-11 SPX 4/16/2011 1450 P 2Jan-11 SPX 4/16/2011 1450 C 5,120Jan-11 SPX 4/16/2011 1475 C 209Jan-11 SPX 4/16/2011 1500 P 1Jan-11 SPX 4/16/2011 1500 C 1,550Jan-11 SPX 4/16/2011 1550 C 99Jan-11 SPX 5/21/2011 600 P 10Jan-11 SPX 5/21/2011 650 P 10Jan-11 SPX 5/21/2011 700 P 30Jan-11 SPX 5/21/2011 800 P 75Jan-11 SPX 5/21/2011 825 P 150Jan-11 SPX 5/21/2011 850 P 299Jan-11 SPX 5/21/2011 875 P 100Jan-11 SPX 5/21/2011 900 P 462Jan-11 SPX 5/21/2011 925 P 231Jan-11 SPX 5/21/2011 950 P 150Jan-11 SPX 5/21/2011 975 P 675Jan-11 SPX 5/21/2011 1000 P 20,523Jan-11 SPX 5/21/2011 1025 P 550Jan-11 SPX 5/21/2011 1050 P 1Jan-11 SPX 5/21/2011 1075 P 63Jan-11 SPX 5/21/2011 1100 P 779Jan-11 SPX 5/21/2011 1125 P 2,040Jan-11 SPX 5/21/2011 1150 P 9,618Jan-11 SPX 5/21/2011 1175 P 1,159Jan-11 SPX 5/21/2011 1200 P 12,197Jan-11 SPX 5/21/2011 1200 C 1Jan-11 SPX 5/21/2011 1225 P 920Jan-11 SPX 5/21/2011 1250 C 1,210Jan-11 SPX 5/21/2011 1250 P 7,539Jan-11 SPX 5/21/2011 1275 P 4,443Jan-11 SPX 5/21/2011 1275 C 729Jan-11 SPX 5/21/2011 1300 P 1,257
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 5/21/2011 1300 C 3,939Jan-11 SPX 5/21/2011 1325 C 2,002Jan-11 SPX 5/21/2011 1350 C 1,942Jan-11 SPX 5/21/2011 1375 C 996Jan-11 SPX 5/21/2011 1400 C 1,748Jan-11 SPX 5/21/2011 1425 C 1,105Jan-11 SPX 5/21/2011 1450 C 500Jan-11 SPX 5/21/2011 1700 P 40Jan-11 SPX 6/18/2011 100 C 1Jan-11 SPX 6/18/2011 100 P 23,050Jan-11 SPX 6/18/2011 200 C 3Jan-11 SPX 6/18/2011 200 P 4,944Jan-11 SPX 6/18/2011 225 P 243Jan-11 SPX 6/18/2011 250 P 734Jan-11 SPX 6/18/2011 250 C 70Jan-11 SPX 6/18/2011 275 P 66Jan-11 SPX 6/18/2011 300 P 263Jan-11 SPX 6/18/2011 300 C 3Jan-11 SPX 6/18/2011 325 P 139Jan-11 SPX 6/18/2011 350 C 3Jan-11 SPX 6/18/2011 350 P 93Jan-11 SPX 6/18/2011 375 P 430Jan-11 SPX 6/18/2011 400 P 5,091Jan-11 SPX 6/18/2011 425 P 209Jan-11 SPX 6/18/2011 450 P 90Jan-11 SPX 6/18/2011 475 P 11Jan-11 SPX 6/18/2011 500 C 5,450Jan-11 SPX 6/18/2011 500 P 9,092Jan-11 SPX 6/18/2011 525 P 2,228Jan-11 SPX 6/18/2011 550 P 5,203Jan-11 SPX 6/18/2011 600 P 50,483Jan-11 SPX 6/18/2011 600 C 7Jan-11 SPX 6/18/2011 625 P 3,050Jan-11 SPX 6/18/2011 650 P 21,200Jan-11 SPX 6/18/2011 650 C 7Jan-11 SPX 6/18/2011 700 P 44,362Jan-11 SPX 6/18/2011 725 P 200Jan-11 SPX 6/18/2011 750 P 36,039Jan-11 SPX 6/18/2011 775 P 2,223Jan-11 SPX 6/18/2011 800 C 100Jan-11 SPX 6/18/2011 800 P 29,719Jan-11 SPX 6/18/2011 825 P 7,454Jan-11 SPX 6/18/2011 850 P 36,578Jan-11 SPX 6/18/2011 875 P 2,573Jan-11 SPX 6/18/2011 900 P 45,720Jan-11 SPX 6/18/2011 900 C 2,113Jan-11 SPX 6/18/2011 925 P 14,874Jan-11 SPX 6/18/2011 950 C 1,250Jan-11 SPX 6/18/2011 950 P 100,687
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 6/18/2011 975 P 17,499Jan-11 SPX 6/18/2011 975 C 1Jan-11 SPX 6/18/2011 1000 P 58,136Jan-11 SPX 6/18/2011 1000 C 13,146Jan-11 SPX 6/18/2011 1025 P 12,911Jan-11 SPX 6/18/2011 1025 C 5,747Jan-11 SPX 6/18/2011 1050 P 50,387Jan-11 SPX 6/18/2011 1050 C 14,428Jan-11 SPX 6/18/2011 1060 P 9,330Jan-11 SPX 6/18/2011 1060 C 22Jan-11 SPX 6/18/2011 1075 P 19,874Jan-11 SPX 6/18/2011 1075 C 12,439Jan-11 SPX 6/18/2011 1080 P 1Jan-11 SPX 6/18/2011 1100 C 31,924Jan-11 SPX 6/18/2011 1100 P 60,829Jan-11 SPX 6/18/2011 1120 P 2,921Jan-11 SPX 6/18/2011 1125 P 29,589Jan-11 SPX 6/18/2011 1125 C 12,452Jan-11 SPX 6/18/2011 1150 C 17,427Jan-11 SPX 6/18/2011 1150 P 41,145Jan-11 SPX 6/18/2011 1175 P 21,330Jan-11 SPX 6/18/2011 1175 C 21,932Jan-11 SPX 6/18/2011 1190 P 2,221Jan-11 SPX 6/18/2011 1190 C 1,185Jan-11 SPX 6/18/2011 1200 P 51,164Jan-11 SPX 6/18/2011 1200 C 76,071Jan-11 SPX 6/18/2011 1225 P 15,772Jan-11 SPX 6/18/2011 1225 C 15,520Jan-11 SPX 6/18/2011 1250 C 65,244Jan-11 SPX 6/18/2011 1250 P 40,352Jan-11 SPX 6/18/2011 1275 P 11,825Jan-11 SPX 6/18/2011 1275 C 13,351Jan-11 SPX 6/18/2011 1300 P 9,933Jan-11 SPX 6/18/2011 1300 C 64,261Jan-11 SPX 6/18/2011 1325 P 911Jan-11 SPX 6/18/2011 1325 C 12,226Jan-11 SPX 6/18/2011 1350 P 272Jan-11 SPX 6/18/2011 1350 C 56,173Jan-11 SPX 6/18/2011 1365 C 8,016Jan-11 SPX 6/18/2011 1375 C 20,756Jan-11 SPX 6/18/2011 1375 P 1,088Jan-11 SPX 6/18/2011 1400 P 1,247Jan-11 SPX 6/18/2011 1400 C 46,274Jan-11 SPX 6/18/2011 1425 C 11,226Jan-11 SPX 6/18/2011 1450 C 16,078Jan-11 SPX 6/18/2011 1475 C 11,102Jan-11 SPX 6/18/2011 1500 P 5,451Jan-11 SPX 6/18/2011 1500 C 11,294Jan-11 SPX 6/18/2011 1550 P 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 6/18/2011 1550 C 5,424Jan-11 SPX 6/18/2011 1600 P 20Jan-11 SPX 6/18/2011 1600 C 755Jan-11 SPX 6/18/2011 1650 C 166Jan-11 SPX 6/18/2011 1700 P 43Jan-11 SPX 6/18/2011 1700 C 78Jan-11 SPX 6/18/2011 1800 C 3Jan-11 SPX 6/18/2011 1800 P 58Jan-11 SPX 6/18/2011 1900 P 103Jan-11 SPX 6/18/2011 2000 P 100Jan-11 SPX 6/18/2011 2000 C 1Jan-11 SPX 6/18/2011 2250 P 109Jan-11 SPX 6/18/2011 2250 C 70Jan-11 SPX 6/18/2011 2500 P 192Jan-11 SPX 6/18/2011 3000 P 50Jan-11 SPX 9/17/2011 200 P 45Jan-11 SPX 9/17/2011 300 P 20Jan-11 SPX 9/17/2011 350 P 65Jan-11 SPX 9/17/2011 400 P 1,807Jan-11 SPX 9/17/2011 500 C 2,200Jan-11 SPX 9/17/2011 500 P 2,566Jan-11 SPX 9/17/2011 550 P 12Jan-11 SPX 9/17/2011 600 P 5,402Jan-11 SPX 9/17/2011 625 P 6Jan-11 SPX 9/17/2011 650 P 8,092Jan-11 SPX 9/17/2011 675 P 225Jan-11 SPX 9/17/2011 700 P 3,830Jan-11 SPX 9/17/2011 725 P 565Jan-11 SPX 9/17/2011 750 P 57Jan-11 SPX 9/17/2011 775 P 1,813Jan-11 SPX 9/17/2011 800 P 19,262Jan-11 SPX 9/17/2011 825 P 932Jan-11 SPX 9/17/2011 825 C 2Jan-11 SPX 9/17/2011 850 P 1,776Jan-11 SPX 9/17/2011 875 P 88Jan-11 SPX 9/17/2011 900 P 67,230Jan-11 SPX 9/17/2011 925 P 621Jan-11 SPX 9/17/2011 925 C 9Jan-11 SPX 9/17/2011 950 P 7,428Jan-11 SPX 9/17/2011 975 P 2,780Jan-11 SPX 9/17/2011 1000 P 25,273Jan-11 SPX 9/17/2011 1000 C 600Jan-11 SPX 9/17/2011 1025 P 1,671Jan-11 SPX 9/17/2011 1050 P 12,321Jan-11 SPX 9/17/2011 1050 C 250Jan-11 SPX 9/17/2011 1075 C 500Jan-11 SPX 9/17/2011 1075 P 3,915Jan-11 SPX 9/17/2011 1100 P 16,972Jan-11 SPX 9/17/2011 1100 C 1,646
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 9/17/2011 1125 P 8,476Jan-11 SPX 9/17/2011 1125 C 1,691Jan-11 SPX 9/17/2011 1150 P 12,490Jan-11 SPX 9/17/2011 1150 C 4,031Jan-11 SPX 9/17/2011 1175 P 9,957Jan-11 SPX 9/17/2011 1175 C 6,518Jan-11 SPX 9/17/2011 1200 C 3,891Jan-11 SPX 9/17/2011 1200 P 16,954Jan-11 SPX 9/17/2011 1225 C 4,897Jan-11 SPX 9/17/2011 1225 P 5,375Jan-11 SPX 9/17/2011 1250 P 38,735Jan-11 SPX 9/17/2011 1250 C 43,531Jan-11 SPX 9/17/2011 1275 P 6,042Jan-11 SPX 9/17/2011 1275 C 10,236Jan-11 SPX 9/17/2011 1300 P 12,134Jan-11 SPX 9/17/2011 1300 C 49,207Jan-11 SPX 9/17/2011 1325 C 7,825Jan-11 SPX 9/17/2011 1350 P 2,200Jan-11 SPX 9/17/2011 1350 C 9,561Jan-11 SPX 9/17/2011 1375 C 3,325Jan-11 SPX 9/17/2011 1400 P 501Jan-11 SPX 9/17/2011 1400 C 42,363Jan-11 SPX 9/17/2011 1425 P 500Jan-11 SPX 9/17/2011 1425 C 2,737Jan-11 SPX 9/17/2011 1450 C 6,182Jan-11 SPX 9/17/2011 1475 C 111Jan-11 SPX 9/17/2011 1500 P 2,200Jan-11 SPX 9/17/2011 1500 C 4,786Jan-11 SPX 9/17/2011 1525 C 1,037Jan-11 SPX 9/17/2011 1550 C 1,724Jan-11 SPX 9/17/2011 1600 C 2,733Jan-11 SPX 9/17/2011 1650 C 790Jan-11 SPX 9/17/2011 1700 C 368Jan-11 SPX 9/17/2011 3000 P 100Jan-11 SPX 12/17/2011 50 P 27,401Jan-11 SPX 12/17/2011 100 P 15,231Jan-11 SPX 12/17/2011 100 C 109Jan-11 SPX 12/17/2011 150 P 1,880Jan-11 SPX 12/17/2011 200 C 3Jan-11 SPX 12/17/2011 200 P 49,922Jan-11 SPX 12/17/2011 225 P 8,520Jan-11 SPX 12/17/2011 250 P 131,411Jan-11 SPX 12/17/2011 250 C 15Jan-11 SPX 12/17/2011 275 P 17,450Jan-11 SPX 12/17/2011 280 P 5,912Jan-11 SPX 12/17/2011 280 C 102Jan-11 SPX 12/17/2011 300 C 85Jan-11 SPX 12/17/2011 300 P 25,057Jan-11 SPX 12/17/2011 325 P 2,821
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 12/17/2011 350 P 3,680Jan-11 SPX 12/17/2011 350 C 10Jan-11 SPX 12/17/2011 375 P 84Jan-11 SPX 12/17/2011 400 P 143,531Jan-11 SPX 12/17/2011 400 C 32Jan-11 SPX 12/17/2011 425 P 226Jan-11 SPX 12/17/2011 450 C 8Jan-11 SPX 12/17/2011 450 P 12,452Jan-11 SPX 12/17/2011 475 P 168Jan-11 SPX 12/17/2011 500 P 20,615Jan-11 SPX 12/17/2011 500 C 885Jan-11 SPX 12/17/2011 525 P 5,554Jan-11 SPX 12/17/2011 550 P 29,278Jan-11 SPX 12/17/2011 550 C 6Jan-11 SPX 12/17/2011 575 P 5,840Jan-11 SPX 12/17/2011 600 P 72,263Jan-11 SPX 12/17/2011 600 C 21Jan-11 SPX 12/17/2011 650 P 38,199Jan-11 SPX 12/17/2011 650 C 1,217Jan-11 SPX 12/17/2011 700 P 60,107Jan-11 SPX 12/17/2011 700 C 5,392Jan-11 SPX 12/17/2011 725 P 822Jan-11 SPX 12/17/2011 750 C 404Jan-11 SPX 12/17/2011 750 P 36,924Jan-11 SPX 12/17/2011 775 P 8,926Jan-11 SPX 12/17/2011 775 C 4Jan-11 SPX 12/17/2011 800 P 77,988Jan-11 SPX 12/17/2011 800 C 13,233Jan-11 SPX 12/17/2011 825 P 4,522Jan-11 SPX 12/17/2011 825 C 151Jan-11 SPX 12/17/2011 850 C 6,744Jan-11 SPX 12/17/2011 850 P 28,976Jan-11 SPX 12/17/2011 875 P 3,811Jan-11 SPX 12/17/2011 875 C 6Jan-11 SPX 12/17/2011 900 P 80,906Jan-11 SPX 12/17/2011 900 C 17,663Jan-11 SPX 12/17/2011 920 P 3,857Jan-11 SPX 12/17/2011 920 C 606Jan-11 SPX 12/17/2011 925 P 11,865Jan-11 SPX 12/17/2011 950 P 26,598Jan-11 SPX 12/17/2011 950 C 6,425Jan-11 SPX 12/17/2011 975 C 9Jan-11 SPX 12/17/2011 975 P 13,821Jan-11 SPX 12/17/2011 1000 P 64,044Jan-11 SPX 12/17/2011 1000 C 19,535Jan-11 SPX 12/17/2011 1025 C 2,027Jan-11 SPX 12/17/2011 1025 P 11,343Jan-11 SPX 12/17/2011 1050 P 41,822Jan-11 SPX 12/17/2011 1050 C 14,902
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 12/17/2011 1075 P 25,999Jan-11 SPX 12/17/2011 1075 C 8,421Jan-11 SPX 12/17/2011 1100 P 86,578Jan-11 SPX 12/17/2011 1100 C 70,464Jan-11 SPX 12/17/2011 1125 P 22,735Jan-11 SPX 12/17/2011 1125 C 20,762Jan-11 SPX 12/17/2011 1140 P 80Jan-11 SPX 12/17/2011 1150 P 46,194Jan-11 SPX 12/17/2011 1150 C 34,804Jan-11 SPX 12/17/2011 1175 C 17,658Jan-11 SPX 12/17/2011 1175 P 26,336Jan-11 SPX 12/17/2011 1180 P 101Jan-11 SPX 12/17/2011 1200 P 56,321Jan-11 SPX 12/17/2011 1200 C 72,259Jan-11 SPX 12/17/2011 1225 P 5,814Jan-11 SPX 12/17/2011 1225 C 10,525Jan-11 SPX 12/17/2011 1250 C 30,408Jan-11 SPX 12/17/2011 1250 P 30,475Jan-11 SPX 12/17/2011 1275 C 14,563Jan-11 SPX 12/17/2011 1275 P 12,482Jan-11 SPX 12/17/2011 1300 P 27,062Jan-11 SPX 12/17/2011 1300 C 115,871Jan-11 SPX 12/17/2011 1325 P 600Jan-11 SPX 12/17/2011 1325 C 15,552Jan-11 SPX 12/17/2011 1350 P 3,006Jan-11 SPX 12/17/2011 1350 C 25,850Jan-11 SPX 12/17/2011 1375 P 9Jan-11 SPX 12/17/2011 1375 C 10,591Jan-11 SPX 12/17/2011 1400 C 78,091Jan-11 SPX 12/17/2011 1400 P 9,331Jan-11 SPX 12/17/2011 1425 P 5Jan-11 SPX 12/17/2011 1425 C 14,503Jan-11 SPX 12/17/2011 1450 P 1,115Jan-11 SPX 12/17/2011 1450 C 29,551Jan-11 SPX 12/17/2011 1475 P 500Jan-11 SPX 12/17/2011 1475 C 8,652Jan-11 SPX 12/17/2011 1500 P 3,538Jan-11 SPX 12/17/2011 1500 C 92,914Jan-11 SPX 12/17/2011 1550 P 12Jan-11 SPX 12/17/2011 1550 C 7,208Jan-11 SPX 12/17/2011 1600 C 37,871Jan-11 SPX 12/17/2011 1600 P 534Jan-11 SPX 12/17/2011 1700 P 2,097Jan-11 SPX 12/17/2011 1700 C 6,720Jan-11 SPX 12/17/2011 1800 P 119Jan-11 SPX 12/17/2011 1800 C 798Jan-11 SPX 12/17/2011 1900 P 107Jan-11 SPX 12/17/2011 1900 C 309Jan-11 SPX 12/17/2011 2000 P 229
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 12/17/2011 2000 C 5,121Jan-11 SPX 12/17/2011 2250 P 70Jan-11 SPX 12/17/2011 2500 P 196Jan-11 SPX 12/17/2011 2500 C 12Jan-11 SPX 12/17/2011 3000 P 276Jan-11 SPX 6/16/2012 100 P 213Jan-11 SPX 6/16/2012 100 C 1Jan-11 SPX 6/16/2012 200 P 4,765Jan-11 SPX 6/16/2012 300 P 407Jan-11 SPX 6/16/2012 400 P 95Jan-11 SPX 6/16/2012 450 P 117Jan-11 SPX 6/16/2012 500 P 815Jan-11 SPX 6/16/2012 550 P 75Jan-11 SPX 6/16/2012 600 P 6,629Jan-11 SPX 6/16/2012 650 P 1,283Jan-11 SPX 6/16/2012 700 P 1Jan-11 SPX 6/16/2012 700 C 380Jan-11 SPX 6/16/2012 750 P 1,220Jan-11 SPX 6/16/2012 800 P 5,550Jan-11 SPX 6/16/2012 800 C 1,500Jan-11 SPX 6/16/2012 825 P 20Jan-11 SPX 6/16/2012 850 P 616Jan-11 SPX 6/16/2012 875 P 488Jan-11 SPX 6/16/2012 900 P 4,639Jan-11 SPX 6/16/2012 925 P 114Jan-11 SPX 6/16/2012 950 P 656Jan-11 SPX 6/16/2012 950 C 100Jan-11 SPX 6/16/2012 975 P 116Jan-11 SPX 6/16/2012 1000 P 4,467Jan-11 SPX 6/16/2012 1025 P 155Jan-11 SPX 6/16/2012 1050 P 8,659Jan-11 SPX 6/16/2012 1050 C 2,550Jan-11 SPX 6/16/2012 1075 C 2,550Jan-11 SPX 6/16/2012 1075 P 1,392Jan-11 SPX 6/16/2012 1100 P 10,336Jan-11 SPX 6/16/2012 1100 C 1,270Jan-11 SPX 6/16/2012 1125 P 680Jan-11 SPX 6/16/2012 1125 C 716Jan-11 SPX 6/16/2012 1150 P 5,301Jan-11 SPX 6/16/2012 1150 C 1,375Jan-11 SPX 6/16/2012 1175 P 3,353Jan-11 SPX 6/16/2012 1175 C 617Jan-11 SPX 6/16/2012 1200 C 2,901Jan-11 SPX 6/16/2012 1200 P 2,675Jan-11 SPX 6/16/2012 1225 P 2,117Jan-11 SPX 6/16/2012 1225 C 145Jan-11 SPX 6/16/2012 1250 P 1,505Jan-11 SPX 6/16/2012 1250 C 2,001Jan-11 SPX 6/16/2012 1275 P 2,377
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 6/16/2012 1275 C 1,830Jan-11 SPX 6/16/2012 1300 P 4,280Jan-11 SPX 6/16/2012 1300 C 12,286Jan-11 SPX 6/16/2012 1325 C 45Jan-11 SPX 6/16/2012 1350 C 2,020Jan-11 SPX 6/16/2012 1350 P 1Jan-11 SPX 6/16/2012 1375 C 3,250Jan-11 SPX 6/16/2012 1400 C 4,378Jan-11 SPX 6/16/2012 1425 C 70Jan-11 SPX 6/16/2012 1450 C 1,152Jan-11 SPX 6/16/2012 1475 C 1,016Jan-11 SPX 6/16/2012 1500 C 10,532Jan-11 SPX 6/16/2012 1550 C 17Jan-11 SPX 6/16/2012 1600 C 3,310Jan-11 SPX 6/16/2012 1700 C 1,803Jan-11 SPX 6/16/2012 1800 C 302Jan-11 SPX 6/16/2012 1800 P 3Jan-11 SPX 6/16/2012 1900 C 364Jan-11 SPX 6/16/2012 2000 C 50Jan-11 SPX 6/16/2012 2250 P 16Jan-11 SPX 6/16/2012 2500 P 238Jan-11 SPX 6/16/2012 3000 P 1Jan-11 SPX 12/22/2012 100 C 107Jan-11 SPX 12/22/2012 100 P 7,245Jan-11 SPX 12/22/2012 200 C 24Jan-11 SPX 12/22/2012 200 P 12,668Jan-11 SPX 12/22/2012 250 P 5,839Jan-11 SPX 12/22/2012 300 P 2,924Jan-11 SPX 12/22/2012 300 C 23Jan-11 SPX 12/22/2012 350 C 2Jan-11 SPX 12/22/2012 350 P 3,905Jan-11 SPX 12/22/2012 400 C 1Jan-11 SPX 12/22/2012 400 P 21,804Jan-11 SPX 12/22/2012 450 C 10Jan-11 SPX 12/22/2012 450 P 2,990Jan-11 SPX 12/22/2012 500 P 21,637Jan-11 SPX 12/22/2012 500 C 4,110Jan-11 SPX 12/22/2012 550 P 12,780Jan-11 SPX 12/22/2012 600 C 20Jan-11 SPX 12/22/2012 600 P 80,104Jan-11 SPX 12/22/2012 650 C 5Jan-11 SPX 12/22/2012 650 P 3,063Jan-11 SPX 12/22/2012 675 P 154Jan-11 SPX 12/22/2012 700 P 19,946Jan-11 SPX 12/22/2012 700 C 4,555Jan-11 SPX 12/22/2012 750 P 12,191Jan-11 SPX 12/22/2012 800 C 2,611Jan-11 SPX 12/22/2012 800 P 21,244Jan-11 SPX 12/22/2012 825 C 600
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 12/22/2012 825 P 594Jan-11 SPX 12/22/2012 850 P 68,693Jan-11 SPX 12/22/2012 875 P 914Jan-11 SPX 12/22/2012 900 C 3,709Jan-11 SPX 12/22/2012 900 P 52,052Jan-11 SPX 12/22/2012 925 C 2Jan-11 SPX 12/22/2012 925 P 1,905Jan-11 SPX 12/22/2012 950 C 4,736Jan-11 SPX 12/22/2012 950 P 17,956Jan-11 SPX 12/22/2012 975 P 452Jan-11 SPX 12/22/2012 975 C 7Jan-11 SPX 12/22/2012 1000 C 12,582Jan-11 SPX 12/22/2012 1000 P 26,199Jan-11 SPX 12/22/2012 1025 C 3,401Jan-11 SPX 12/22/2012 1025 P 2,704Jan-11 SPX 12/22/2012 1050 C 14,902Jan-11 SPX 12/22/2012 1050 P 17,885Jan-11 SPX 12/22/2012 1075 P 5,952Jan-11 SPX 12/22/2012 1075 C 4,028Jan-11 SPX 12/22/2012 1100 P 50,085Jan-11 SPX 12/22/2012 1100 C 38,430Jan-11 SPX 12/22/2012 1125 C 7,629Jan-11 SPX 12/22/2012 1125 P 7,853Jan-11 SPX 12/22/2012 1150 C 23,414Jan-11 SPX 12/22/2012 1150 P 36,115Jan-11 SPX 12/22/2012 1175 P 8,506Jan-11 SPX 12/22/2012 1175 C 8,480Jan-11 SPX 12/22/2012 1200 C 26,398Jan-11 SPX 12/22/2012 1200 P 64,534Jan-11 SPX 12/22/2012 1220 C 1,170Jan-11 SPX 12/22/2012 1220 P 1,277Jan-11 SPX 12/22/2012 1225 C 3,900Jan-11 SPX 12/22/2012 1225 P 2,756Jan-11 SPX 12/22/2012 1250 P 9,459Jan-11 SPX 12/22/2012 1250 C 27,572Jan-11 SPX 12/22/2012 1275 C 2,925Jan-11 SPX 12/22/2012 1275 P 5,325Jan-11 SPX 12/22/2012 1300 C 27,759Jan-11 SPX 12/22/2012 1300 P 8,288Jan-11 SPX 12/22/2012 1350 C 14,371Jan-11 SPX 12/22/2012 1350 P 1,315Jan-11 SPX 12/22/2012 1400 C 38,908Jan-11 SPX 12/22/2012 1400 P 8,954Jan-11 SPX 12/22/2012 1450 P 701Jan-11 SPX 12/22/2012 1450 C 11,803Jan-11 SPX 12/22/2012 1500 C 43,860Jan-11 SPX 12/22/2012 1500 P 4,110Jan-11 SPX 12/22/2012 1550 C 6,197Jan-11 SPX 12/22/2012 1550 P 10
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 12/22/2012 1600 C 79,788Jan-11 SPX 12/22/2012 1600 P 25Jan-11 SPX 12/22/2012 1700 P 72Jan-11 SPX 12/22/2012 1700 C 12,267Jan-11 SPX 12/22/2012 1800 P 68Jan-11 SPX 12/22/2012 1800 C 44,854Jan-11 SPX 12/22/2012 1900 C 11,938Jan-11 SPX 12/22/2012 1900 P 162Jan-11 SPX 12/22/2012 2000 C 52,524Jan-11 SPX 12/22/2012 2000 P 342Jan-11 SPX 12/22/2012 2250 P 172Jan-11 SPX 12/22/2012 2250 C 225Jan-11 SPX 12/22/2012 2500 C 954Jan-11 SPX 12/22/2012 2500 P 755Jan-11 SPX 12/22/2012 3000 P 1Jan-11 SPX 12/21/2013 100 C 1,725Jan-11 SPX 12/21/2013 200 P 57Jan-11 SPX 12/21/2013 200 C 1,000Jan-11 SPX 12/21/2013 250 P 440Jan-11 SPX 12/21/2013 300 P 1,463Jan-11 SPX 12/21/2013 400 P 20Jan-11 SPX 12/21/2013 500 P 86Jan-11 SPX 12/21/2013 550 P 27Jan-11 SPX 12/21/2013 600 P 125Jan-11 SPX 12/21/2013 700 P 4Jan-11 SPX 12/21/2013 750 P 1Jan-11 SPX 12/21/2013 800 C 1Jan-11 SPX 12/21/2013 800 P 202Jan-11 SPX 12/21/2013 850 C 2Jan-11 SPX 12/21/2013 850 P 4,005Jan-11 SPX 12/21/2013 900 P 5Jan-11 SPX 12/21/2013 900 C 17Jan-11 SPX 12/21/2013 950 P 1Jan-11 SPX 12/21/2013 975 P 1Jan-11 SPX 12/21/2013 1000 C 11Jan-11 SPX 12/21/2013 1000 P 921Jan-11 SPX 12/21/2013 1050 C 8Jan-11 SPX 12/21/2013 1050 P 303Jan-11 SPX 12/21/2013 1100 C 5Jan-11 SPX 12/21/2013 1100 P 3,003Jan-11 SPX 12/21/2013 1125 P 2,000Jan-11 SPX 12/21/2013 1150 P 100Jan-11 SPX 12/21/2013 1150 C 100Jan-11 SPX 12/21/2013 1200 P 250Jan-11 SPX 12/21/2013 1200 C 350Jan-11 SPX 12/21/2013 1250 C 1,250Jan-11 SPX 12/21/2013 1250 P 1,405Jan-11 SPX 12/21/2013 1275 C 325Jan-11 SPX 12/21/2013 1275 P 426
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jan-11 SPX 12/21/2013 1300 P 503Jan-11 SPX 12/21/2013 1300 C 2Jan-11 SPX 12/21/2013 1325 P 1Jan-11 SPX 12/21/2013 1375 P 100Jan-11 SPX 12/21/2013 1375 C 140Jan-11 SPX 12/21/2013 1400 C 302Jan-11 SPX 12/21/2013 1450 C 300Jan-11 SPX 12/21/2013 1500 C 850Jan-11 SPX 12/21/2013 1500 P 30Jan-11 SPX 12/21/2013 1600 C 627Jan-11 SPX 12/21/2013 1700 P 2Jan-11 SPX 12/21/2013 1700 C 100Jan-11 SPX 12/21/2013 1800 C 2,101Jan-11 SPX 12/21/2013 1900 C 1,600Jan-11 SPX 12/21/2013 1900 P 2Jan-11 SPX 12/21/2013 2000 C 881Jan-11 SPX 12/21/2013 2000 P 92Jan-11 SPX 12/21/2013 2250 C 1,978Jan-11 SPX 12/21/2013 2250 P 180Jan-11 SPX 12/21/2013 2500 P 540Jan-11 SPX 12/21/2013 2500 C 30Jan-11 SPX 12/21/2013 3000 P 684Feb-11 SPXW 3/4/2011 1050 P 3,021Feb-11 SPXW 3/4/2011 1075 P 3,598Feb-11 SPXW 3/4/2011 1100 P 6,820Feb-11 SPXW 3/4/2011 1125 P 6,808Feb-11 SPXW 3/4/2011 1150 P 21,543Feb-11 SPXW 3/4/2011 1175 P 2,617Feb-11 SPXW 3/4/2011 1175 C 12Feb-11 SPXW 3/4/2011 1200 P 16,602Feb-11 SPXW 3/4/2011 1220 P 325Feb-11 SPXW 3/4/2011 1225 P 3,595Feb-11 SPXW 3/4/2011 1230 P 79Feb-11 SPXW 3/4/2011 1230 C 1Feb-11 SPXW 3/4/2011 1235 C 1Feb-11 SPXW 3/4/2011 1235 P 89Feb-11 SPXW 3/4/2011 1240 P 102Feb-11 SPXW 3/4/2011 1245 P 143Feb-11 SPXW 3/4/2011 1250 P 3,165Feb-11 SPXW 3/4/2011 1250 C 15Feb-11 SPXW 3/4/2011 1255 P 1,198Feb-11 SPXW 3/4/2011 1260 P 1,383Feb-11 SPXW 3/4/2011 1260 C 25Feb-11 SPXW 3/4/2011 1265 P 1,470Feb-11 SPXW 3/4/2011 1265 C 3Feb-11 SPXW 3/4/2011 1270 P 1,412Feb-11 SPXW 3/4/2011 1275 P 2,480Feb-11 SPXW 3/4/2011 1280 P 1,008Feb-11 SPXW 3/4/2011 1280 C 11
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPXW 3/4/2011 1285 P 1,256Feb-11 SPXW 3/4/2011 1290 P 1,760Feb-11 SPXW 3/4/2011 1290 C 27Feb-11 SPXW 3/4/2011 1295 P 932Feb-11 SPXW 3/4/2011 1295 C 38Feb-11 SPXW 3/4/2011 1300 P 5,746Feb-11 SPXW 3/4/2011 1300 C 616Feb-11 SPXW 3/4/2011 1305 P 1,192Feb-11 SPXW 3/4/2011 1305 C 295Feb-11 SPXW 3/4/2011 1310 C 901Feb-11 SPXW 3/4/2011 1310 P 152Feb-11 SPXW 3/4/2011 1315 P 230Feb-11 SPXW 3/4/2011 1315 C 405Feb-11 SPXW 3/4/2011 1320 C 198Feb-11 SPXW 3/4/2011 1320 P 386Feb-11 SPXW 3/4/2011 1325 C 3,323Feb-11 SPXW 3/4/2011 1325 P 1,932Feb-11 SPXW 3/4/2011 1330 P 40Feb-11 SPXW 3/4/2011 1330 C 1,203Feb-11 SPXW 3/4/2011 1335 C 488Feb-11 SPXW 3/4/2011 1335 P 8Feb-11 SPXW 3/4/2011 1340 C 4,180Feb-11 SPXW 3/4/2011 1340 P 11Feb-11 SPXW 3/4/2011 1345 C 1,332Feb-11 SPXW 3/4/2011 1345 P 2Feb-11 SPXW 3/4/2011 1350 C 7,711Feb-11 SPXW 3/4/2011 1355 C 3,681Feb-11 SPXW 3/4/2011 1360 C 3,953Feb-11 SPXW 3/4/2011 1365 C 2,539Feb-11 SPXW 3/4/2011 1370 P 4Feb-11 SPXW 3/4/2011 1370 C 2,836Feb-11 SPXW 3/4/2011 1375 C 1,176Feb-11 SPXW 3/4/2011 1400 P 18Feb-11 SPXW 3/4/2011 1400 C 725Feb-11 SPXW 3/4/2011 1425 C 390Feb-11 SPX 3/19/2011 100 C 1,230Feb-11 SPX 3/19/2011 100 P 1,275Feb-11 SPX 3/19/2011 200 C 310Feb-11 SPX 3/19/2011 200 P 12Feb-11 SPX 3/19/2011 250 C 239Feb-11 SPX 3/19/2011 300 P 106Feb-11 SPX 3/19/2011 300 C 1,252Feb-11 SPX 3/19/2011 325 P 26Feb-11 SPX 3/19/2011 350 C 3Feb-11 SPX 3/19/2011 350 P 100Feb-11 SPX 3/19/2011 400 P 13,995Feb-11 SPX 3/19/2011 400 C 13,200Feb-11 SPX 3/19/2011 425 P 1,187Feb-11 SPX 3/19/2011 450 P 392
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 3/19/2011 450 C 184Feb-11 SPX 3/19/2011 475 P 95Feb-11 SPX 3/19/2011 500 P 32,977Feb-11 SPX 3/19/2011 500 C 30,475Feb-11 SPX 3/19/2011 525 P 257Feb-11 SPX 3/19/2011 550 P 11,086Feb-11 SPX 3/19/2011 575 P 1,613Feb-11 SPX 3/19/2011 600 P 26,128Feb-11 SPX 3/19/2011 600 C 317Feb-11 SPX 3/19/2011 625 P 1,012Feb-11 SPX 3/19/2011 650 C 55Feb-11 SPX 3/19/2011 650 P 12,699Feb-11 SPX 3/19/2011 675 P 10,317Feb-11 SPX 3/19/2011 700 P 36,641Feb-11 SPX 3/19/2011 700 C 302Feb-11 SPX 3/19/2011 725 P 4,170Feb-11 SPX 3/19/2011 750 P 16,748Feb-11 SPX 3/19/2011 775 P 16,558Feb-11 SPX 3/19/2011 790 P 70Feb-11 SPX 3/19/2011 800 P 53,007Feb-11 SPX 3/19/2011 800 C 107Feb-11 SPX 3/19/2011 810 P 1,432Feb-11 SPX 3/19/2011 820 P 1,132Feb-11 SPX 3/19/2011 825 P 23,886Feb-11 SPX 3/19/2011 830 P 2,025Feb-11 SPX 3/19/2011 840 P 2,401Feb-11 SPX 3/19/2011 850 P 48,492Feb-11 SPX 3/19/2011 850 C 1,009Feb-11 SPX 3/19/2011 855 P 2,389Feb-11 SPX 3/19/2011 860 P 2,367Feb-11 SPX 3/19/2011 865 P 2,296Feb-11 SPX 3/19/2011 870 P 2,408Feb-11 SPX 3/19/2011 875 P 20,732Feb-11 SPX 3/19/2011 880 P 2,337Feb-11 SPX 3/19/2011 885 P 4,461Feb-11 SPX 3/19/2011 890 P 2,261Feb-11 SPX 3/19/2011 895 P 2,256Feb-11 SPX 3/19/2011 900 P 44,475Feb-11 SPX 3/19/2011 900 C 16Feb-11 SPX 3/19/2011 905 P 3,522Feb-11 SPX 3/19/2011 910 P 3,506Feb-11 SPX 3/19/2011 915 P 3,627Feb-11 SPX 3/19/2011 920 P 3,953Feb-11 SPX 3/19/2011 925 C 500Feb-11 SPX 3/19/2011 925 P 38,549Feb-11 SPX 3/19/2011 930 P 3,590Feb-11 SPX 3/19/2011 935 P 2,734Feb-11 SPX 3/19/2011 940 P 3,700Feb-11 SPX 3/19/2011 945 P 3,748
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 3/19/2011 950 C 1,214Feb-11 SPX 3/19/2011 950 P 93,312Feb-11 SPX 3/19/2011 955 P 3,729Feb-11 SPX 3/19/2011 960 P 3,780Feb-11 SPX 3/19/2011 965 P 3,756Feb-11 SPX 3/19/2011 970 P 5,233Feb-11 SPX 3/19/2011 975 P 28,730Feb-11 SPX 3/19/2011 975 C 3,987Feb-11 SPX 3/19/2011 980 P 4,016Feb-11 SPX 3/19/2011 980 C 20,000Feb-11 SPX 3/19/2011 985 P 4,609Feb-11 SPX 3/19/2011 990 P 9,220Feb-11 SPX 3/19/2011 995 P 4,821Feb-11 SPX 3/19/2011 1000 P 108,943Feb-11 SPX 3/19/2011 1000 C 3,794Feb-11 SPX 3/19/2011 1005 P 3,666Feb-11 SPX 3/19/2011 1010 P 7,894Feb-11 SPX 3/19/2011 1015 P 3,554Feb-11 SPX 3/19/2011 1020 P 3,786Feb-11 SPX 3/19/2011 1025 C 1,394Feb-11 SPX 3/19/2011 1025 P 39,016Feb-11 SPX 3/19/2011 1030 C 9,400Feb-11 SPX 3/19/2011 1030 P 5,028Feb-11 SPX 3/19/2011 1035 P 4,003Feb-11 SPX 3/19/2011 1040 C 8Feb-11 SPX 3/19/2011 1040 P 3,387Feb-11 SPX 3/19/2011 1045 P 3,871Feb-11 SPX 3/19/2011 1050 P 66,501Feb-11 SPX 3/19/2011 1050 C 10,967Feb-11 SPX 3/19/2011 1055 P 4,918Feb-11 SPX 3/19/2011 1060 P 16,608Feb-11 SPX 3/19/2011 1060 C 3Feb-11 SPX 3/19/2011 1065 P 3,124Feb-11 SPX 3/19/2011 1070 P 21,064Feb-11 SPX 3/19/2011 1075 C 10,664Feb-11 SPX 3/19/2011 1075 P 53,129Feb-11 SPX 3/19/2011 1080 C 75Feb-11 SPX 3/19/2011 1080 P 14,052Feb-11 SPX 3/19/2011 1085 C 4Feb-11 SPX 3/19/2011 1085 P 4,715Feb-11 SPX 3/19/2011 1090 P 15,433Feb-11 SPX 3/19/2011 1095 P 3,296Feb-11 SPX 3/19/2011 1100 P 166,174Feb-11 SPX 3/19/2011 1100 C 27,467Feb-11 SPX 3/19/2011 1105 P 3,530Feb-11 SPX 3/19/2011 1110 P 8,346Feb-11 SPX 3/19/2011 1115 P 4,024Feb-11 SPX 3/19/2011 1115 C 1Feb-11 SPX 3/19/2011 1120 P 6,810
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 3/19/2011 1120 C 20Feb-11 SPX 3/19/2011 1125 P 86,251Feb-11 SPX 3/19/2011 1125 C 27,090Feb-11 SPX 3/19/2011 1130 P 5,950Feb-11 SPX 3/19/2011 1130 C 85Feb-11 SPX 3/19/2011 1135 P 5,278Feb-11 SPX 3/19/2011 1135 C 51Feb-11 SPX 3/19/2011 1140 P 12,175Feb-11 SPX 3/19/2011 1140 C 34Feb-11 SPX 3/19/2011 1145 P 3,023Feb-11 SPX 3/19/2011 1145 C 38Feb-11 SPX 3/19/2011 1150 P 113,181Feb-11 SPX 3/19/2011 1150 C 18,832Feb-11 SPX 3/19/2011 1155 C 33Feb-11 SPX 3/19/2011 1155 P 4,159Feb-11 SPX 3/19/2011 1160 P 12,182Feb-11 SPX 3/19/2011 1160 C 1,418Feb-11 SPX 3/19/2011 1165 P 6,408Feb-11 SPX 3/19/2011 1170 P 8,618Feb-11 SPX 3/19/2011 1170 C 22Feb-11 SPX 3/19/2011 1175 P 79,735Feb-11 SPX 3/19/2011 1175 C 14,236Feb-11 SPX 3/19/2011 1180 P 14,226Feb-11 SPX 3/19/2011 1180 C 46Feb-11 SPX 3/19/2011 1185 P 4,872Feb-11 SPX 3/19/2011 1185 C 8Feb-11 SPX 3/19/2011 1190 P 25,012Feb-11 SPX 3/19/2011 1190 C 4,751Feb-11 SPX 3/19/2011 1195 C 226Feb-11 SPX 3/19/2011 1195 P 2,927Feb-11 SPX 3/19/2011 1200 P 135,756Feb-11 SPX 3/19/2011 1200 C 87,679Feb-11 SPX 3/19/2011 1205 P 7,189Feb-11 SPX 3/19/2011 1205 C 1Feb-11 SPX 3/19/2011 1210 P 24,933Feb-11 SPX 3/19/2011 1210 C 120Feb-11 SPX 3/19/2011 1215 P 9,797Feb-11 SPX 3/19/2011 1215 C 99Feb-11 SPX 3/19/2011 1220 P 19,778Feb-11 SPX 3/19/2011 1220 C 531Feb-11 SPX 3/19/2011 1225 P 86,666Feb-11 SPX 3/19/2011 1225 C 35,426Feb-11 SPX 3/19/2011 1230 C 13,661Feb-11 SPX 3/19/2011 1230 P 28,950Feb-11 SPX 3/19/2011 1235 P 29,327Feb-11 SPX 3/19/2011 1235 C 23,540Feb-11 SPX 3/19/2011 1240 C 31,548Feb-11 SPX 3/19/2011 1240 P 42,311Feb-11 SPX 3/19/2011 1245 C 4,816
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 3/19/2011 1245 P 7,173Feb-11 SPX 3/19/2011 1250 P 244,332Feb-11 SPX 3/19/2011 1250 C 166,082Feb-11 SPX 3/19/2011 1255 C 21,319Feb-11 SPX 3/19/2011 1255 P 28,960Feb-11 SPX 3/19/2011 1260 C 12,310Feb-11 SPX 3/19/2011 1260 P 47,186Feb-11 SPX 3/19/2011 1265 C 19,640Feb-11 SPX 3/19/2011 1265 P 28,849Feb-11 SPX 3/19/2011 1270 C 33,181Feb-11 SPX 3/19/2011 1270 P 44,528Feb-11 SPX 3/19/2011 1275 P 109,319Feb-11 SPX 3/19/2011 1275 C 98,573Feb-11 SPX 3/19/2011 1280 P 68,813Feb-11 SPX 3/19/2011 1280 C 35,096Feb-11 SPX 3/19/2011 1285 P 40,497Feb-11 SPX 3/19/2011 1285 C 27,523Feb-11 SPX 3/19/2011 1290 P 28,566Feb-11 SPX 3/19/2011 1290 C 20,570Feb-11 SPX 3/19/2011 1295 P 27,717Feb-11 SPX 3/19/2011 1295 C 19,236Feb-11 SPX 3/19/2011 1300 P 159,628Feb-11 SPX 3/19/2011 1300 C 119,236Feb-11 SPX 3/19/2011 1305 P 25,129Feb-11 SPX 3/19/2011 1305 C 24,138Feb-11 SPX 3/19/2011 1310 P 36,398Feb-11 SPX 3/19/2011 1310 C 28,983Feb-11 SPX 3/19/2011 1315 P 30,885Feb-11 SPX 3/19/2011 1315 C 33,456Feb-11 SPX 3/19/2011 1320 C 30,448Feb-11 SPX 3/19/2011 1320 P 30,870Feb-11 SPX 3/19/2011 1325 C 56,599Feb-11 SPX 3/19/2011 1325 P 50,222Feb-11 SPX 3/19/2011 1330 P 22,771Feb-11 SPX 3/19/2011 1330 C 34,384Feb-11 SPX 3/19/2011 1335 C 20,963Feb-11 SPX 3/19/2011 1335 P 14,461Feb-11 SPX 3/19/2011 1340 C 35,555Feb-11 SPX 3/19/2011 1340 P 20,210Feb-11 SPX 3/19/2011 1345 P 593Feb-11 SPX 3/19/2011 1345 C 22,478Feb-11 SPX 3/19/2011 1350 P 10,046Feb-11 SPX 3/19/2011 1350 C 79,097Feb-11 SPX 3/19/2011 1355 P 10Feb-11 SPX 3/19/2011 1355 C 18,591Feb-11 SPX 3/19/2011 1360 P 3,347Feb-11 SPX 3/19/2011 1360 C 41,156Feb-11 SPX 3/19/2011 1365 P 23Feb-11 SPX 3/19/2011 1365 C 9,055
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 3/19/2011 1370 P 3,246Feb-11 SPX 3/19/2011 1370 C 19,398Feb-11 SPX 3/19/2011 1375 P 5,410Feb-11 SPX 3/19/2011 1375 C 33,330Feb-11 SPX 3/19/2011 1380 P 252Feb-11 SPX 3/19/2011 1380 C 21,147Feb-11 SPX 3/19/2011 1385 P 27Feb-11 SPX 3/19/2011 1385 C 12,753Feb-11 SPX 3/19/2011 1390 C 11,458Feb-11 SPX 3/19/2011 1390 P 22Feb-11 SPX 3/19/2011 1395 C 4,984Feb-11 SPX 3/19/2011 1400 C 63,066Feb-11 SPX 3/19/2011 1400 P 15,335Feb-11 SPX 3/19/2011 1405 C 3,721Feb-11 SPX 3/19/2011 1410 C 12,690Feb-11 SPX 3/19/2011 1415 C 1,935Feb-11 SPX 3/19/2011 1420 C 3,539Feb-11 SPX 3/19/2011 1420 P 1Feb-11 SPX 3/19/2011 1425 C 30,152Feb-11 SPX 3/19/2011 1425 P 26Feb-11 SPX 3/19/2011 1430 C 4,761Feb-11 SPX 3/19/2011 1435 C 1,857Feb-11 SPX 3/19/2011 1440 C 17,839Feb-11 SPX 3/19/2011 1445 C 2,218Feb-11 SPX 3/19/2011 1450 P 16Feb-11 SPX 3/19/2011 1450 C 25,006Feb-11 SPX 3/19/2011 1460 C 4,780Feb-11 SPX 3/19/2011 1475 P 8Feb-11 SPX 3/19/2011 1475 C 24,258Feb-11 SPX 3/19/2011 1500 P 30,162Feb-11 SPX 3/19/2011 1500 C 45,291Feb-11 SPX 3/19/2011 1525 C 1,835Feb-11 SPX 3/19/2011 1550 C 1,197Feb-11 SPX 3/19/2011 1575 C 95Feb-11 SPX 3/19/2011 1600 C 448Feb-11 SPX 3/19/2011 1650 C 66Feb-11 SPX 3/19/2011 1700 P 2,000Feb-11 SPX 3/19/2011 1900 P 2,990Feb-11 SPX 3/19/2011 2100 P 2,216Feb-11 SPX 3/19/2011 2100 C 1,226Feb-11 SPX 4/16/2011 500 P 522Feb-11 SPX 4/16/2011 600 P 760Feb-11 SPX 4/16/2011 650 P 533Feb-11 SPX 4/16/2011 700 P 405Feb-11 SPX 4/16/2011 750 P 231Feb-11 SPX 4/16/2011 800 C 4Feb-11 SPX 4/16/2011 800 P 10,405Feb-11 SPX 4/16/2011 820 P 25Feb-11 SPX 4/16/2011 825 P 85
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 4/16/2011 840 P 26Feb-11 SPX 4/16/2011 850 P 3,867Feb-11 SPX 4/16/2011 850 C 5Feb-11 SPX 4/16/2011 870 P 1,243Feb-11 SPX 4/16/2011 875 P 5,479Feb-11 SPX 4/16/2011 900 C 1Feb-11 SPX 4/16/2011 900 P 19,267Feb-11 SPX 4/16/2011 910 P 45Feb-11 SPX 4/16/2011 920 P 45Feb-11 SPX 4/16/2011 925 P 1,255Feb-11 SPX 4/16/2011 930 P 70Feb-11 SPX 4/16/2011 940 P 214Feb-11 SPX 4/16/2011 950 P 1,550Feb-11 SPX 4/16/2011 950 C 2Feb-11 SPX 4/16/2011 960 P 147Feb-11 SPX 4/16/2011 965 P 37Feb-11 SPX 4/16/2011 970 P 185Feb-11 SPX 4/16/2011 975 P 17,858Feb-11 SPX 4/16/2011 980 P 751Feb-11 SPX 4/16/2011 985 P 25Feb-11 SPX 4/16/2011 990 P 200Feb-11 SPX 4/16/2011 995 P 25Feb-11 SPX 4/16/2011 1000 P 19,707Feb-11 SPX 4/16/2011 1000 C 8Feb-11 SPX 4/16/2011 1005 P 40Feb-11 SPX 4/16/2011 1010 P 7,575Feb-11 SPX 4/16/2011 1015 P 235Feb-11 SPX 4/16/2011 1020 P 6,618Feb-11 SPX 4/16/2011 1025 P 11,116Feb-11 SPX 4/16/2011 1025 C 1Feb-11 SPX 4/16/2011 1030 P 707Feb-11 SPX 4/16/2011 1035 P 300Feb-11 SPX 4/16/2011 1040 P 114Feb-11 SPX 4/16/2011 1050 P 28,472Feb-11 SPX 4/16/2011 1060 P 2,452Feb-11 SPX 4/16/2011 1065 P 300Feb-11 SPX 4/16/2011 1070 P 3,002Feb-11 SPX 4/16/2011 1075 P 10,112Feb-11 SPX 4/16/2011 1080 P 3,318Feb-11 SPX 4/16/2011 1085 P 3Feb-11 SPX 4/16/2011 1090 P 4,743Feb-11 SPX 4/16/2011 1095 P 5Feb-11 SPX 4/16/2011 1100 P 37,633Feb-11 SPX 4/16/2011 1100 C 2Feb-11 SPX 4/16/2011 1105 P 3Feb-11 SPX 4/16/2011 1110 P 1,628Feb-11 SPX 4/16/2011 1115 P 10Feb-11 SPX 4/16/2011 1120 P 7,017Feb-11 SPX 4/16/2011 1125 C 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 4/16/2011 1125 P 30,946Feb-11 SPX 4/16/2011 1130 C 2Feb-11 SPX 4/16/2011 1130 P 975Feb-11 SPX 4/16/2011 1135 P 52Feb-11 SPX 4/16/2011 1140 C 1Feb-11 SPX 4/16/2011 1140 P 1,007Feb-11 SPX 4/16/2011 1145 P 61Feb-11 SPX 4/16/2011 1150 C 8Feb-11 SPX 4/16/2011 1150 P 45,593Feb-11 SPX 4/16/2011 1155 P 53Feb-11 SPX 4/16/2011 1160 P 1,394Feb-11 SPX 4/16/2011 1160 C 1Feb-11 SPX 4/16/2011 1165 P 17Feb-11 SPX 4/16/2011 1170 P 2,365Feb-11 SPX 4/16/2011 1175 P 36,565Feb-11 SPX 4/16/2011 1175 C 10Feb-11 SPX 4/16/2011 1180 P 3,540Feb-11 SPX 4/16/2011 1185 P 16Feb-11 SPX 4/16/2011 1190 P 2,712Feb-11 SPX 4/16/2011 1190 C 1Feb-11 SPX 4/16/2011 1195 P 19Feb-11 SPX 4/16/2011 1200 C 204Feb-11 SPX 4/16/2011 1200 P 61,531Feb-11 SPX 4/16/2011 1205 P 53Feb-11 SPX 4/16/2011 1210 P 3,554Feb-11 SPX 4/16/2011 1215 C 30Feb-11 SPX 4/16/2011 1215 P 3,861Feb-11 SPX 4/16/2011 1220 P 7,192Feb-11 SPX 4/16/2011 1225 P 34,118Feb-11 SPX 4/16/2011 1225 C 202Feb-11 SPX 4/16/2011 1230 P 7,844Feb-11 SPX 4/16/2011 1230 C 26Feb-11 SPX 4/16/2011 1235 P 507Feb-11 SPX 4/16/2011 1240 P 2,300Feb-11 SPX 4/16/2011 1240 C 2Feb-11 SPX 4/16/2011 1245 P 428Feb-11 SPX 4/16/2011 1250 P 82,484Feb-11 SPX 4/16/2011 1250 C 8,642Feb-11 SPX 4/16/2011 1255 P 73Feb-11 SPX 4/16/2011 1260 P 3,234Feb-11 SPX 4/16/2011 1260 C 14Feb-11 SPX 4/16/2011 1265 P 838Feb-11 SPX 4/16/2011 1265 C 14Feb-11 SPX 4/16/2011 1270 P 5,974Feb-11 SPX 4/16/2011 1270 C 11Feb-11 SPX 4/16/2011 1275 C 19,393Feb-11 SPX 4/16/2011 1275 P 45,395Feb-11 SPX 4/16/2011 1280 C 1,960Feb-11 SPX 4/16/2011 1280 P 3,480
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 4/16/2011 1285 C 2Feb-11 SPX 4/16/2011 1285 P 171Feb-11 SPX 4/16/2011 1290 P 10,433Feb-11 SPX 4/16/2011 1290 C 1,772Feb-11 SPX 4/16/2011 1295 C 2Feb-11 SPX 4/16/2011 1295 P 1,165Feb-11 SPX 4/16/2011 1300 C 22,638Feb-11 SPX 4/16/2011 1300 P 39,324Feb-11 SPX 4/16/2011 1305 C 564Feb-11 SPX 4/16/2011 1305 P 138Feb-11 SPX 4/16/2011 1310 C 3,474Feb-11 SPX 4/16/2011 1310 P 27,541Feb-11 SPX 4/16/2011 1315 P 1,906Feb-11 SPX 4/16/2011 1315 C 1,362Feb-11 SPX 4/16/2011 1320 P 36,795Feb-11 SPX 4/16/2011 1320 C 4,113Feb-11 SPX 4/16/2011 1325 P 26,379Feb-11 SPX 4/16/2011 1325 C 32,708Feb-11 SPX 4/16/2011 1330 P 3,325Feb-11 SPX 4/16/2011 1330 C 4,089Feb-11 SPX 4/16/2011 1335 P 229Feb-11 SPX 4/16/2011 1335 C 180Feb-11 SPX 4/16/2011 1340 P 1,654Feb-11 SPX 4/16/2011 1340 C 11,990Feb-11 SPX 4/16/2011 1345 P 21Feb-11 SPX 4/16/2011 1345 C 1,289Feb-11 SPX 4/16/2011 1350 P 10,834Feb-11 SPX 4/16/2011 1350 C 39,017Feb-11 SPX 4/16/2011 1355 P 4Feb-11 SPX 4/16/2011 1355 C 154Feb-11 SPX 4/16/2011 1360 P 590Feb-11 SPX 4/16/2011 1360 C 6,526Feb-11 SPX 4/16/2011 1365 C 3,087Feb-11 SPX 4/16/2011 1370 P 20Feb-11 SPX 4/16/2011 1370 C 6,275Feb-11 SPX 4/16/2011 1375 P 951Feb-11 SPX 4/16/2011 1375 C 35,618Feb-11 SPX 4/16/2011 1380 P 12Feb-11 SPX 4/16/2011 1380 C 2,396Feb-11 SPX 4/16/2011 1385 C 4,217Feb-11 SPX 4/16/2011 1390 C 3,476Feb-11 SPX 4/16/2011 1390 P 1Feb-11 SPX 4/16/2011 1395 C 1,247Feb-11 SPX 4/16/2011 1400 P 2Feb-11 SPX 4/16/2011 1400 C 25,225Feb-11 SPX 4/16/2011 1405 C 5,590Feb-11 SPX 4/16/2011 1410 C 1,085Feb-11 SPX 4/16/2011 1415 C 700Feb-11 SPX 4/16/2011 1420 C 2,882
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 4/16/2011 1425 C 11,191Feb-11 SPX 4/16/2011 1430 C 123Feb-11 SPX 4/16/2011 1435 C 467Feb-11 SPX 4/16/2011 1440 C 924Feb-11 SPX 4/16/2011 1445 C 257Feb-11 SPX 4/16/2011 1450 C 10,536Feb-11 SPX 4/16/2011 1450 P 2Feb-11 SPX 4/16/2011 1455 C 610Feb-11 SPX 4/16/2011 1460 C 162Feb-11 SPX 4/16/2011 1465 C 11Feb-11 SPX 4/16/2011 1475 C 393Feb-11 SPX 4/16/2011 1480 C 3Feb-11 SPX 4/16/2011 1500 P 1Feb-11 SPX 4/16/2011 1500 C 1,571Feb-11 SPX 4/16/2011 1510 C 125Feb-11 SPX 4/16/2011 1525 C 2Feb-11 SPX 4/16/2011 1550 C 102Feb-11 SPX 4/16/2011 1600 C 5Feb-11 SPX 5/21/2011 600 P 150Feb-11 SPX 5/21/2011 650 P 11Feb-11 SPX 5/21/2011 700 P 197Feb-11 SPX 5/21/2011 800 P 6,425Feb-11 SPX 5/21/2011 825 P 220Feb-11 SPX 5/21/2011 850 P 604Feb-11 SPX 5/21/2011 875 P 140Feb-11 SPX 5/21/2011 890 P 80Feb-11 SPX 5/21/2011 900 P 6,717Feb-11 SPX 5/21/2011 925 P 1,518Feb-11 SPX 5/21/2011 930 P 8Feb-11 SPX 5/21/2011 950 P 811Feb-11 SPX 5/21/2011 975 P 1,234Feb-11 SPX 5/21/2011 980 P 200Feb-11 SPX 5/21/2011 1000 P 25,993Feb-11 SPX 5/21/2011 1000 C 3Feb-11 SPX 5/21/2011 1010 P 1Feb-11 SPX 5/21/2011 1020 P 6,120Feb-11 SPX 5/21/2011 1025 P 11,201Feb-11 SPX 5/21/2011 1040 P 5Feb-11 SPX 5/21/2011 1050 P 5,514Feb-11 SPX 5/21/2011 1060 P 11Feb-11 SPX 5/21/2011 1070 P 25Feb-11 SPX 5/21/2011 1075 P 5,412Feb-11 SPX 5/21/2011 1080 P 21Feb-11 SPX 5/21/2011 1090 P 395Feb-11 SPX 5/21/2011 1100 C 4Feb-11 SPX 5/21/2011 1100 P 5,064Feb-11 SPX 5/21/2011 1110 P 23Feb-11 SPX 5/21/2011 1120 P 45Feb-11 SPX 5/21/2011 1125 P 5,480
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 5/21/2011 1130 P 68Feb-11 SPX 5/21/2011 1140 P 71Feb-11 SPX 5/21/2011 1150 P 13,314Feb-11 SPX 5/21/2011 1150 C 1Feb-11 SPX 5/21/2011 1160 P 448Feb-11 SPX 5/21/2011 1170 P 46Feb-11 SPX 5/21/2011 1175 P 7,200Feb-11 SPX 5/21/2011 1180 P 30Feb-11 SPX 5/21/2011 1190 P 2Feb-11 SPX 5/21/2011 1200 C 3Feb-11 SPX 5/21/2011 1200 P 29,802Feb-11 SPX 5/21/2011 1220 P 53Feb-11 SPX 5/21/2011 1225 P 6,803Feb-11 SPX 5/21/2011 1230 P 200Feb-11 SPX 5/21/2011 1240 C 4Feb-11 SPX 5/21/2011 1240 P 1,618Feb-11 SPX 5/21/2011 1250 P 16,000Feb-11 SPX 5/21/2011 1250 C 1,222Feb-11 SPX 5/21/2011 1260 P 1,323Feb-11 SPX 5/21/2011 1270 P 120Feb-11 SPX 5/21/2011 1270 C 1Feb-11 SPX 5/21/2011 1275 P 14,710Feb-11 SPX 5/21/2011 1275 C 731Feb-11 SPX 5/21/2011 1280 P 3,337Feb-11 SPX 5/21/2011 1280 C 20Feb-11 SPX 5/21/2011 1290 P 2Feb-11 SPX 5/21/2011 1300 C 6,634Feb-11 SPX 5/21/2011 1300 P 14,398Feb-11 SPX 5/21/2011 1310 C 1,151Feb-11 SPX 5/21/2011 1310 P 1,001Feb-11 SPX 5/21/2011 1320 C 118Feb-11 SPX 5/21/2011 1320 P 512Feb-11 SPX 5/21/2011 1325 C 13,066Feb-11 SPX 5/21/2011 1325 P 4,171Feb-11 SPX 5/21/2011 1330 C 23Feb-11 SPX 5/21/2011 1330 P 50Feb-11 SPX 5/21/2011 1340 P 103Feb-11 SPX 5/21/2011 1340 C 503Feb-11 SPX 5/21/2011 1350 C 11,200Feb-11 SPX 5/21/2011 1350 P 167Feb-11 SPX 5/21/2011 1355 C 16Feb-11 SPX 5/21/2011 1355 P 2Feb-11 SPX 5/21/2011 1360 C 875Feb-11 SPX 5/21/2011 1365 C 1,516Feb-11 SPX 5/21/2011 1370 C 2,837Feb-11 SPX 5/21/2011 1375 P 1,000Feb-11 SPX 5/21/2011 1375 C 3,738Feb-11 SPX 5/21/2011 1380 C 2,211Feb-11 SPX 5/21/2011 1390 C 28
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 5/21/2011 1400 P 2Feb-11 SPX 5/21/2011 1400 C 9,023Feb-11 SPX 5/21/2011 1410 C 15Feb-11 SPX 5/21/2011 1420 C 205Feb-11 SPX 5/21/2011 1425 C 4,640Feb-11 SPX 5/21/2011 1430 C 811Feb-11 SPX 5/21/2011 1440 C 10Feb-11 SPX 5/21/2011 1450 C 7,825Feb-11 SPX 5/21/2011 1460 C 3Feb-11 SPX 5/21/2011 1475 C 1,715Feb-11 SPX 5/21/2011 1550 C 1,000Feb-11 SPX 5/21/2011 1700 P 40Feb-11 SPX 6/18/2011 100 C 1Feb-11 SPX 6/18/2011 100 P 23,249Feb-11 SPX 6/18/2011 200 P 4,944Feb-11 SPX 6/18/2011 200 C 3Feb-11 SPX 6/18/2011 225 P 243Feb-11 SPX 6/18/2011 250 C 570Feb-11 SPX 6/18/2011 250 P 734Feb-11 SPX 6/18/2011 275 P 66Feb-11 SPX 6/18/2011 300 C 1,925Feb-11 SPX 6/18/2011 300 P 263Feb-11 SPX 6/18/2011 325 P 142Feb-11 SPX 6/18/2011 350 P 100Feb-11 SPX 6/18/2011 350 C 3Feb-11 SPX 6/18/2011 375 P 435Feb-11 SPX 6/18/2011 400 P 5,094Feb-11 SPX 6/18/2011 425 P 234Feb-11 SPX 6/18/2011 450 P 94Feb-11 SPX 6/18/2011 450 C 500Feb-11 SPX 6/18/2011 475 P 63Feb-11 SPX 6/18/2011 500 C 11,044Feb-11 SPX 6/18/2011 500 P 13,393Feb-11 SPX 6/18/2011 525 P 2,318Feb-11 SPX 6/18/2011 550 P 5,397Feb-11 SPX 6/18/2011 600 C 7Feb-11 SPX 6/18/2011 600 P 57,194Feb-11 SPX 6/18/2011 625 P 4,976Feb-11 SPX 6/18/2011 650 C 7Feb-11 SPX 6/18/2011 650 P 21,767Feb-11 SPX 6/18/2011 675 P 305Feb-11 SPX 6/18/2011 700 P 44,360Feb-11 SPX 6/18/2011 725 P 500Feb-11 SPX 6/18/2011 750 P 36,639Feb-11 SPX 6/18/2011 775 P 2,219Feb-11 SPX 6/18/2011 800 P 50,004Feb-11 SPX 6/18/2011 800 C 100Feb-11 SPX 6/18/2011 825 P 7,459Feb-11 SPX 6/18/2011 850 P 32,960
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 6/18/2011 875 P 2,603Feb-11 SPX 6/18/2011 900 P 46,177Feb-11 SPX 6/18/2011 900 C 2,113Feb-11 SPX 6/18/2011 925 P 11,872Feb-11 SPX 6/18/2011 950 C 1,250Feb-11 SPX 6/18/2011 950 P 98,505Feb-11 SPX 6/18/2011 975 C 1,946Feb-11 SPX 6/18/2011 975 P 17,062Feb-11 SPX 6/18/2011 1000 P 58,817Feb-11 SPX 6/18/2011 1000 C 13,148Feb-11 SPX 6/18/2011 1025 C 5,747Feb-11 SPX 6/18/2011 1025 P 17,645Feb-11 SPX 6/18/2011 1050 C 14,428Feb-11 SPX 6/18/2011 1050 P 52,217Feb-11 SPX 6/18/2011 1060 C 248Feb-11 SPX 6/18/2011 1060 P 7,680Feb-11 SPX 6/18/2011 1075 C 12,437Feb-11 SPX 6/18/2011 1075 P 19,776Feb-11 SPX 6/18/2011 1080 P 560Feb-11 SPX 6/18/2011 1100 P 67,312Feb-11 SPX 6/18/2011 1100 C 31,911Feb-11 SPX 6/18/2011 1120 P 2,988Feb-11 SPX 6/18/2011 1125 P 30,611Feb-11 SPX 6/18/2011 1125 C 12,370Feb-11 SPX 6/18/2011 1150 P 51,906Feb-11 SPX 6/18/2011 1150 C 17,579Feb-11 SPX 6/18/2011 1175 P 23,560Feb-11 SPX 6/18/2011 1175 C 21,932Feb-11 SPX 6/18/2011 1190 P 2,203Feb-11 SPX 6/18/2011 1190 C 1,135Feb-11 SPX 6/18/2011 1200 P 83,062Feb-11 SPX 6/18/2011 1200 C 76,282Feb-11 SPX 6/18/2011 1225 P 29,133Feb-11 SPX 6/18/2011 1225 C 15,359Feb-11 SPX 6/18/2011 1250 P 54,555Feb-11 SPX 6/18/2011 1250 C 62,863Feb-11 SPX 6/18/2011 1275 P 35,783Feb-11 SPX 6/18/2011 1275 C 13,545Feb-11 SPX 6/18/2011 1300 P 39,914Feb-11 SPX 6/18/2011 1300 C 68,435Feb-11 SPX 6/18/2011 1325 P 19,453Feb-11 SPX 6/18/2011 1325 C 27,905Feb-11 SPX 6/18/2011 1350 P 4,035Feb-11 SPX 6/18/2011 1350 C 58,937Feb-11 SPX 6/18/2011 1365 C 9,468Feb-11 SPX 6/18/2011 1375 C 26,662Feb-11 SPX 6/18/2011 1375 P 1,959Feb-11 SPX 6/18/2011 1400 P 1,325Feb-11 SPX 6/18/2011 1400 C 46,777
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 6/18/2011 1425 P 1Feb-11 SPX 6/18/2011 1425 C 14,506Feb-11 SPX 6/18/2011 1450 P 6Feb-11 SPX 6/18/2011 1450 C 22,951Feb-11 SPX 6/18/2011 1475 C 13,914Feb-11 SPX 6/18/2011 1500 P 9,174Feb-11 SPX 6/18/2011 1500 C 28,603Feb-11 SPX 6/18/2011 1525 C 5,010Feb-11 SPX 6/18/2011 1550 C 6,015Feb-11 SPX 6/18/2011 1550 P 3Feb-11 SPX 6/18/2011 1600 C 849Feb-11 SPX 6/18/2011 1600 P 20Feb-11 SPX 6/18/2011 1650 C 166Feb-11 SPX 6/18/2011 1700 C 78Feb-11 SPX 6/18/2011 1700 P 1,148Feb-11 SPX 6/18/2011 1800 C 1,002Feb-11 SPX 6/18/2011 1800 P 58Feb-11 SPX 6/18/2011 1900 P 1,118Feb-11 SPX 6/18/2011 2000 C 1Feb-11 SPX 6/18/2011 2000 P 100Feb-11 SPX 6/18/2011 2250 C 70Feb-11 SPX 6/18/2011 2250 P 99Feb-11 SPX 6/18/2011 2500 P 172Feb-11 SPX 6/18/2011 3000 P 50Feb-11 SPX 9/17/2011 200 P 47Feb-11 SPX 9/17/2011 300 P 25Feb-11 SPX 9/17/2011 350 P 68Feb-11 SPX 9/17/2011 400 P 1,809Feb-11 SPX 9/17/2011 500 P 2,590Feb-11 SPX 9/17/2011 500 C 2,200Feb-11 SPX 9/17/2011 550 P 12Feb-11 SPX 9/17/2011 600 P 5,431Feb-11 SPX 9/17/2011 625 P 147Feb-11 SPX 9/17/2011 650 P 8,276Feb-11 SPX 9/17/2011 675 P 645Feb-11 SPX 9/17/2011 700 P 20,821Feb-11 SPX 9/17/2011 725 P 575Feb-11 SPX 9/17/2011 750 P 87Feb-11 SPX 9/17/2011 775 P 1,823Feb-11 SPX 9/17/2011 800 P 18,662Feb-11 SPX 9/17/2011 825 P 932Feb-11 SPX 9/17/2011 825 C 2Feb-11 SPX 9/17/2011 850 P 1,778Feb-11 SPX 9/17/2011 875 P 88Feb-11 SPX 9/17/2011 900 P 68,453Feb-11 SPX 9/17/2011 925 C 9Feb-11 SPX 9/17/2011 925 P 916Feb-11 SPX 9/17/2011 950 P 8,795Feb-11 SPX 9/17/2011 975 P 4,014
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 9/17/2011 1000 C 602Feb-11 SPX 9/17/2011 1000 P 28,449Feb-11 SPX 9/17/2011 1025 P 1,781Feb-11 SPX 9/17/2011 1050 P 14,663Feb-11 SPX 9/17/2011 1050 C 250Feb-11 SPX 9/17/2011 1075 C 500Feb-11 SPX 9/17/2011 1075 P 5,446Feb-11 SPX 9/17/2011 1100 C 1,646Feb-11 SPX 9/17/2011 1100 P 23,548Feb-11 SPX 9/17/2011 1125 P 8,435Feb-11 SPX 9/17/2011 1125 C 1,849Feb-11 SPX 9/17/2011 1150 P 15,697Feb-11 SPX 9/17/2011 1150 C 4,101Feb-11 SPX 9/17/2011 1175 P 17,620Feb-11 SPX 9/17/2011 1175 C 6,521Feb-11 SPX 9/17/2011 1200 P 23,946Feb-11 SPX 9/17/2011 1200 C 3,917Feb-11 SPX 9/17/2011 1225 P 14,479Feb-11 SPX 9/17/2011 1225 C 4,973Feb-11 SPX 9/17/2011 1250 P 43,667Feb-11 SPX 9/17/2011 1250 C 43,531Feb-11 SPX 9/17/2011 1275 P 9,075Feb-11 SPX 9/17/2011 1275 C 60,902Feb-11 SPX 9/17/2011 1300 P 27,182Feb-11 SPX 9/17/2011 1300 C 50,401Feb-11 SPX 9/17/2011 1325 C 11,950Feb-11 SPX 9/17/2011 1325 P 6,163Feb-11 SPX 9/17/2011 1350 P 7,143Feb-11 SPX 9/17/2011 1350 C 10,517Feb-11 SPX 9/17/2011 1375 P 200Feb-11 SPX 9/17/2011 1375 C 6,845Feb-11 SPX 9/17/2011 1400 P 1,449Feb-11 SPX 9/17/2011 1400 C 55,277Feb-11 SPX 9/17/2011 1425 P 500Feb-11 SPX 9/17/2011 1425 C 5,980Feb-11 SPX 9/17/2011 1450 C 14,248Feb-11 SPX 9/17/2011 1475 C 1,051Feb-11 SPX 9/17/2011 1500 P 2,400Feb-11 SPX 9/17/2011 1500 C 9,009Feb-11 SPX 9/17/2011 1525 C 1,037Feb-11 SPX 9/17/2011 1550 C 1,846Feb-11 SPX 9/17/2011 1600 C 3,283Feb-11 SPX 9/17/2011 1650 C 790Feb-11 SPX 9/17/2011 1700 C 418Feb-11 SPX 9/17/2011 3000 P 100Feb-11 SPX 12/17/2011 50 P 27,401Feb-11 SPX 12/17/2011 100 C 109Feb-11 SPX 12/17/2011 100 P 16,144Feb-11 SPX 12/17/2011 150 P 1,880
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 12/17/2011 200 C 3Feb-11 SPX 12/17/2011 200 P 50,568Feb-11 SPX 12/17/2011 225 P 8,604Feb-11 SPX 12/17/2011 250 P 132,741Feb-11 SPX 12/17/2011 250 C 15Feb-11 SPX 12/17/2011 275 P 17,793Feb-11 SPX 12/17/2011 280 P 6,047Feb-11 SPX 12/17/2011 280 C 102Feb-11 SPX 12/17/2011 300 P 33,428Feb-11 SPX 12/17/2011 300 C 85Feb-11 SPX 12/17/2011 325 P 2,976Feb-11 SPX 12/17/2011 350 P 3,875Feb-11 SPX 12/17/2011 350 C 10Feb-11 SPX 12/17/2011 375 P 84Feb-11 SPX 12/17/2011 400 C 32Feb-11 SPX 12/17/2011 400 P 141,607Feb-11 SPX 12/17/2011 425 P 226Feb-11 SPX 12/17/2011 450 C 8Feb-11 SPX 12/17/2011 450 P 12,387Feb-11 SPX 12/17/2011 475 P 168Feb-11 SPX 12/17/2011 500 P 22,313Feb-11 SPX 12/17/2011 500 C 2,639Feb-11 SPX 12/17/2011 525 P 5,868Feb-11 SPX 12/17/2011 550 C 6Feb-11 SPX 12/17/2011 550 P 29,663Feb-11 SPX 12/17/2011 575 P 6,639Feb-11 SPX 12/17/2011 600 P 72,348Feb-11 SPX 12/17/2011 600 C 21Feb-11 SPX 12/17/2011 650 P 39,333Feb-11 SPX 12/17/2011 650 C 1,217Feb-11 SPX 12/17/2011 700 P 60,265Feb-11 SPX 12/17/2011 700 C 5,392Feb-11 SPX 12/17/2011 725 P 772Feb-11 SPX 12/17/2011 750 C 404Feb-11 SPX 12/17/2011 750 P 37,497Feb-11 SPX 12/17/2011 770 P 100Feb-11 SPX 12/17/2011 775 P 9,278Feb-11 SPX 12/17/2011 775 C 4Feb-11 SPX 12/17/2011 800 C 13,233Feb-11 SPX 12/17/2011 800 P 79,485Feb-11 SPX 12/17/2011 825 C 151Feb-11 SPX 12/17/2011 825 P 4,895Feb-11 SPX 12/17/2011 850 C 6,744Feb-11 SPX 12/17/2011 850 P 28,798Feb-11 SPX 12/17/2011 875 P 3,837Feb-11 SPX 12/17/2011 875 C 6Feb-11 SPX 12/17/2011 900 C 17,663Feb-11 SPX 12/17/2011 900 P 83,645Feb-11 SPX 12/17/2011 920 C 606
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 12/17/2011 920 P 3,857Feb-11 SPX 12/17/2011 925 P 9,724Feb-11 SPX 12/17/2011 950 C 6,425Feb-11 SPX 12/17/2011 950 P 28,923Feb-11 SPX 12/17/2011 975 P 13,422Feb-11 SPX 12/17/2011 975 C 9Feb-11 SPX 12/17/2011 1000 P 73,053Feb-11 SPX 12/17/2011 1000 C 19,536Feb-11 SPX 12/17/2011 1025 P 12,276Feb-11 SPX 12/17/2011 1025 C 2,027Feb-11 SPX 12/17/2011 1050 P 45,752Feb-11 SPX 12/17/2011 1050 C 14,902Feb-11 SPX 12/17/2011 1075 P 26,325Feb-11 SPX 12/17/2011 1075 C 8,421Feb-11 SPX 12/17/2011 1100 P 90,001Feb-11 SPX 12/17/2011 1100 C 70,464Feb-11 SPX 12/17/2011 1125 P 28,963Feb-11 SPX 12/17/2011 1125 C 20,735Feb-11 SPX 12/17/2011 1140 P 81Feb-11 SPX 12/17/2011 1150 P 47,422Feb-11 SPX 12/17/2011 1150 C 34,776Feb-11 SPX 12/17/2011 1175 P 28,429Feb-11 SPX 12/17/2011 1175 C 17,658Feb-11 SPX 12/17/2011 1180 P 283Feb-11 SPX 12/17/2011 1200 P 79,912Feb-11 SPX 12/17/2011 1200 C 72,077Feb-11 SPX 12/17/2011 1225 C 10,403Feb-11 SPX 12/17/2011 1225 P 5,973Feb-11 SPX 12/17/2011 1250 P 34,570Feb-11 SPX 12/17/2011 1250 C 30,060Feb-11 SPX 12/17/2011 1275 P 26,715Feb-11 SPX 12/17/2011 1275 C 26,204Feb-11 SPX 12/17/2011 1300 P 48,656Feb-11 SPX 12/17/2011 1300 C 89,266Feb-11 SPX 12/17/2011 1325 P 5,326Feb-11 SPX 12/17/2011 1325 C 17,664Feb-11 SPX 12/17/2011 1350 P 5,213Feb-11 SPX 12/17/2011 1350 C 32,009Feb-11 SPX 12/17/2011 1375 P 1,244Feb-11 SPX 12/17/2011 1375 C 15,068Feb-11 SPX 12/17/2011 1400 C 150,840Feb-11 SPX 12/17/2011 1400 P 16,169Feb-11 SPX 12/17/2011 1425 C 17,695Feb-11 SPX 12/17/2011 1425 P 5Feb-11 SPX 12/17/2011 1450 C 35,811Feb-11 SPX 12/17/2011 1450 P 3,811Feb-11 SPX 12/17/2011 1475 C 16,137Feb-11 SPX 12/17/2011 1475 P 500Feb-11 SPX 12/17/2011 1500 P 5,371
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 12/17/2011 1500 C 86,853Feb-11 SPX 12/17/2011 1525 C 31Feb-11 SPX 12/17/2011 1550 C 7,042Feb-11 SPX 12/17/2011 1550 P 12Feb-11 SPX 12/17/2011 1600 P 534Feb-11 SPX 12/17/2011 1600 C 40,141Feb-11 SPX 12/17/2011 1700 P 2,097Feb-11 SPX 12/17/2011 1700 C 7,883Feb-11 SPX 12/17/2011 1800 P 119Feb-11 SPX 12/17/2011 1800 C 831Feb-11 SPX 12/17/2011 1900 P 107Feb-11 SPX 12/17/2011 1900 C 309Feb-11 SPX 12/17/2011 2000 P 229Feb-11 SPX 12/17/2011 2000 C 5,178Feb-11 SPX 12/17/2011 2250 P 73Feb-11 SPX 12/17/2011 2500 P 123Feb-11 SPX 12/17/2011 2500 C 12Feb-11 SPX 12/17/2011 3000 P 215Feb-11 SPX 6/16/2012 100 C 1Feb-11 SPX 6/16/2012 100 P 278Feb-11 SPX 6/16/2012 200 P 4,792Feb-11 SPX 6/16/2012 300 P 407Feb-11 SPX 6/16/2012 400 P 95Feb-11 SPX 6/16/2012 450 P 117Feb-11 SPX 6/16/2012 500 P 843Feb-11 SPX 6/16/2012 550 P 75Feb-11 SPX 6/16/2012 600 P 21,289Feb-11 SPX 6/16/2012 650 P 1,283Feb-11 SPX 6/16/2012 700 P 1,251Feb-11 SPX 6/16/2012 700 C 380Feb-11 SPX 6/16/2012 725 P 50Feb-11 SPX 6/16/2012 750 P 1,285Feb-11 SPX 6/16/2012 775 P 150Feb-11 SPX 6/16/2012 800 P 10,021Feb-11 SPX 6/16/2012 800 C 1,500Feb-11 SPX 6/16/2012 825 P 153Feb-11 SPX 6/16/2012 850 P 1,036Feb-11 SPX 6/16/2012 875 P 563Feb-11 SPX 6/16/2012 900 P 5,165Feb-11 SPX 6/16/2012 925 P 503Feb-11 SPX 6/16/2012 950 P 713Feb-11 SPX 6/16/2012 950 C 100Feb-11 SPX 6/16/2012 975 P 116Feb-11 SPX 6/16/2012 1000 P 4,782Feb-11 SPX 6/16/2012 1025 P 156Feb-11 SPX 6/16/2012 1050 C 2,550Feb-11 SPX 6/16/2012 1050 P 9,159Feb-11 SPX 6/16/2012 1075 P 1,424Feb-11 SPX 6/16/2012 1075 C 2,550
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 6/16/2012 1100 P 9,884Feb-11 SPX 6/16/2012 1100 C 5,345Feb-11 SPX 6/16/2012 1125 P 738Feb-11 SPX 6/16/2012 1125 C 716Feb-11 SPX 6/16/2012 1150 P 5,457Feb-11 SPX 6/16/2012 1150 C 1,337Feb-11 SPX 6/16/2012 1175 P 3,410Feb-11 SPX 6/16/2012 1175 C 617Feb-11 SPX 6/16/2012 1200 P 4,178Feb-11 SPX 6/16/2012 1200 C 2,901Feb-11 SPX 6/16/2012 1225 P 2,127Feb-11 SPX 6/16/2012 1225 C 145Feb-11 SPX 6/16/2012 1250 P 1,615Feb-11 SPX 6/16/2012 1250 C 2,000Feb-11 SPX 6/16/2012 1275 P 2,387Feb-11 SPX 6/16/2012 1275 C 1,833Feb-11 SPX 6/16/2012 1300 C 17,955Feb-11 SPX 6/16/2012 1300 P 5,482Feb-11 SPX 6/16/2012 1325 P 1,287Feb-11 SPX 6/16/2012 1325 C 316Feb-11 SPX 6/16/2012 1350 P 1,067Feb-11 SPX 6/16/2012 1350 C 3,584Feb-11 SPX 6/16/2012 1375 C 3,250Feb-11 SPX 6/16/2012 1400 C 5,423Feb-11 SPX 6/16/2012 1400 P 550Feb-11 SPX 6/16/2012 1425 C 70Feb-11 SPX 6/16/2012 1450 P 12Feb-11 SPX 6/16/2012 1450 C 2,118Feb-11 SPX 6/16/2012 1475 C 1,016Feb-11 SPX 6/16/2012 1500 C 11,095Feb-11 SPX 6/16/2012 1550 C 2,722Feb-11 SPX 6/16/2012 1600 C 3,474Feb-11 SPX 6/16/2012 1625 C 10,010Feb-11 SPX 6/16/2012 1700 C 1,828Feb-11 SPX 6/16/2012 1800 P 3Feb-11 SPX 6/16/2012 1800 C 302Feb-11 SPX 6/16/2012 1900 C 368Feb-11 SPX 6/16/2012 2000 C 50Feb-11 SPX 6/16/2012 2250 P 16Feb-11 SPX 6/16/2012 2500 P 238Feb-11 SPX 6/16/2012 3000 P 2Feb-11 SPX 12/22/2012 100 P 7,394Feb-11 SPX 12/22/2012 100 C 107Feb-11 SPX 12/22/2012 200 P 12,914Feb-11 SPX 12/22/2012 200 C 26Feb-11 SPX 12/22/2012 250 P 6,286Feb-11 SPX 12/22/2012 300 P 2,931Feb-11 SPX 12/22/2012 300 C 23Feb-11 SPX 12/22/2012 350 C 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 12/22/2012 350 P 3,905Feb-11 SPX 12/22/2012 400 P 22,265Feb-11 SPX 12/22/2012 400 C 1Feb-11 SPX 12/22/2012 450 P 2,990Feb-11 SPX 12/22/2012 450 C 10Feb-11 SPX 12/22/2012 500 P 21,553Feb-11 SPX 12/22/2012 500 C 4,110Feb-11 SPX 12/22/2012 550 P 12,780Feb-11 SPX 12/22/2012 600 C 20Feb-11 SPX 12/22/2012 600 P 79,819Feb-11 SPX 12/22/2012 650 C 5Feb-11 SPX 12/22/2012 650 P 3,073Feb-11 SPX 12/22/2012 675 P 154Feb-11 SPX 12/22/2012 700 C 4,555Feb-11 SPX 12/22/2012 700 P 19,956Feb-11 SPX 12/22/2012 750 P 12,882Feb-11 SPX 12/22/2012 800 C 2,611Feb-11 SPX 12/22/2012 800 P 21,895Feb-11 SPX 12/22/2012 825 C 600Feb-11 SPX 12/22/2012 825 P 609Feb-11 SPX 12/22/2012 850 P 72,957Feb-11 SPX 12/22/2012 875 P 964Feb-11 SPX 12/22/2012 900 P 54,055Feb-11 SPX 12/22/2012 900 C 3,709Feb-11 SPX 12/22/2012 925 P 1,905Feb-11 SPX 12/22/2012 925 C 2Feb-11 SPX 12/22/2012 950 P 19,657Feb-11 SPX 12/22/2012 950 C 5,236Feb-11 SPX 12/22/2012 975 P 452Feb-11 SPX 12/22/2012 975 C 7Feb-11 SPX 12/22/2012 1000 P 29,267Feb-11 SPX 12/22/2012 1000 C 13,972Feb-11 SPX 12/22/2012 1025 P 2,704Feb-11 SPX 12/22/2012 1025 C 3,401Feb-11 SPX 12/22/2012 1050 P 25,599Feb-11 SPX 12/22/2012 1050 C 14,902Feb-11 SPX 12/22/2012 1075 C 4,028Feb-11 SPX 12/22/2012 1075 P 7,233Feb-11 SPX 12/22/2012 1100 C 38,429Feb-11 SPX 12/22/2012 1100 P 50,969Feb-11 SPX 12/22/2012 1125 C 7,629Feb-11 SPX 12/22/2012 1125 P 7,853Feb-11 SPX 12/22/2012 1150 P 36,956Feb-11 SPX 12/22/2012 1150 C 23,539Feb-11 SPX 12/22/2012 1175 C 8,480Feb-11 SPX 12/22/2012 1175 P 8,505Feb-11 SPX 12/22/2012 1200 C 26,399Feb-11 SPX 12/22/2012 1200 P 69,265Feb-11 SPX 12/22/2012 1220 C 1,170
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 12/22/2012 1220 P 1,277Feb-11 SPX 12/22/2012 1225 C 3,901Feb-11 SPX 12/22/2012 1225 P 2,906Feb-11 SPX 12/22/2012 1250 P 11,680Feb-11 SPX 12/22/2012 1250 C 27,893Feb-11 SPX 12/22/2012 1275 P 16,601Feb-11 SPX 12/22/2012 1275 C 8,200Feb-11 SPX 12/22/2012 1300 P 22,066Feb-11 SPX 12/22/2012 1300 C 29,034Feb-11 SPX 12/22/2012 1325 P 1,352Feb-11 SPX 12/22/2012 1325 C 2,352Feb-11 SPX 12/22/2012 1350 P 2,323Feb-11 SPX 12/22/2012 1350 C 14,024Feb-11 SPX 12/22/2012 1400 P 8,954Feb-11 SPX 12/22/2012 1400 C 38,460Feb-11 SPX 12/22/2012 1450 P 702Feb-11 SPX 12/22/2012 1450 C 13,349Feb-11 SPX 12/22/2012 1500 P 4,110Feb-11 SPX 12/22/2012 1500 C 43,414Feb-11 SPX 12/22/2012 1550 P 10Feb-11 SPX 12/22/2012 1550 C 7,531Feb-11 SPX 12/22/2012 1600 P 25Feb-11 SPX 12/22/2012 1600 C 83,710Feb-11 SPX 12/22/2012 1650 C 10Feb-11 SPX 12/22/2012 1700 P 72Feb-11 SPX 12/22/2012 1700 C 14,037Feb-11 SPX 12/22/2012 1800 P 68Feb-11 SPX 12/22/2012 1800 C 48,440Feb-11 SPX 12/22/2012 1900 P 163Feb-11 SPX 12/22/2012 1900 C 11,940Feb-11 SPX 12/22/2012 2000 C 52,524Feb-11 SPX 12/22/2012 2000 P 342Feb-11 SPX 12/22/2012 2250 P 172Feb-11 SPX 12/22/2012 2250 C 225Feb-11 SPX 12/22/2012 2500 P 754Feb-11 SPX 12/22/2012 2500 C 904Feb-11 SPX 12/22/2012 3000 P 2Feb-11 SPX 12/21/2013 100 P 28Feb-11 SPX 12/21/2013 100 C 1,725Feb-11 SPX 12/21/2013 200 P 57Feb-11 SPX 12/21/2013 200 C 1,000Feb-11 SPX 12/21/2013 250 P 440Feb-11 SPX 12/21/2013 300 P 4,163Feb-11 SPX 12/21/2013 350 P 13Feb-11 SPX 12/21/2013 400 P 20Feb-11 SPX 12/21/2013 450 P 9Feb-11 SPX 12/21/2013 500 P 122Feb-11 SPX 12/21/2013 550 P 27Feb-11 SPX 12/21/2013 600 P 140
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 12/21/2013 700 P 1,035Feb-11 SPX 12/21/2013 750 P 57Feb-11 SPX 12/21/2013 800 P 307Feb-11 SPX 12/21/2013 800 C 1Feb-11 SPX 12/21/2013 850 P 4,006Feb-11 SPX 12/21/2013 850 C 2Feb-11 SPX 12/21/2013 900 P 759Feb-11 SPX 12/21/2013 900 C 17Feb-11 SPX 12/21/2013 950 P 1Feb-11 SPX 12/21/2013 975 P 1Feb-11 SPX 12/21/2013 1000 P 923Feb-11 SPX 12/21/2013 1000 C 10Feb-11 SPX 12/21/2013 1050 C 8Feb-11 SPX 12/21/2013 1050 P 303Feb-11 SPX 12/21/2013 1075 P 2Feb-11 SPX 12/21/2013 1100 C 5Feb-11 SPX 12/21/2013 1100 P 3,003Feb-11 SPX 12/21/2013 1125 P 2,001Feb-11 SPX 12/21/2013 1150 C 100Feb-11 SPX 12/21/2013 1150 P 100Feb-11 SPX 12/21/2013 1200 P 1,825Feb-11 SPX 12/21/2013 1200 C 350Feb-11 SPX 12/21/2013 1250 P 1,405Feb-11 SPX 12/21/2013 1250 C 1,500Feb-11 SPX 12/21/2013 1275 P 427Feb-11 SPX 12/21/2013 1275 C 325Feb-11 SPX 12/21/2013 1300 P 3,678Feb-11 SPX 12/21/2013 1300 C 6,802Feb-11 SPX 12/21/2013 1325 P 1,662Feb-11 SPX 12/21/2013 1325 C 1,510Feb-11 SPX 12/21/2013 1350 C 450Feb-11 SPX 12/21/2013 1350 P 300Feb-11 SPX 12/21/2013 1375 C 300Feb-11 SPX 12/21/2013 1375 P 260Feb-11 SPX 12/21/2013 1400 C 376Feb-11 SPX 12/21/2013 1450 C 425Feb-11 SPX 12/21/2013 1500 C 850Feb-11 SPX 12/21/2013 1500 P 30Feb-11 SPX 12/21/2013 1525 C 200Feb-11 SPX 12/21/2013 1550 C 2Feb-11 SPX 12/21/2013 1600 C 2,659Feb-11 SPX 12/21/2013 1700 P 2Feb-11 SPX 12/21/2013 1700 C 353Feb-11 SPX 12/21/2013 1800 C 2,111Feb-11 SPX 12/21/2013 1900 P 3Feb-11 SPX 12/21/2013 1900 C 1,622Feb-11 SPX 12/21/2013 2000 P 92Feb-11 SPX 12/21/2013 2000 C 932Feb-11 SPX 12/21/2013 2250 P 160
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Feb-11 SPX 12/21/2013 2250 C 13,733Feb-11 SPX 12/21/2013 2500 C 30Feb-11 SPX 12/21/2013 2500 P 507Feb-11 SPX 12/21/2013 3000 P 619Feb-11 SPX 12/21/2013 3000 C 1Mar-11 SPXW 4/1/2011 1000 P 50Mar-11 SPXW 4/1/2011 1025 P 470Mar-11 SPXW 4/1/2011 1050 P 885Mar-11 SPXW 4/1/2011 1075 P 1,371Mar-11 SPXW 4/1/2011 1100 P 4,663Mar-11 SPXW 4/1/2011 1125 P 3,260Mar-11 SPXW 4/1/2011 1150 P 10,616Mar-11 SPXW 4/1/2011 1175 P 6,974Mar-11 SPXW 4/1/2011 1200 C 1Mar-11 SPXW 4/1/2011 1200 P 2,957Mar-11 SPXW 4/1/2011 1205 P 321Mar-11 SPXW 4/1/2011 1210 P 329Mar-11 SPXW 4/1/2011 1215 P 278Mar-11 SPXW 4/1/2011 1220 P 289Mar-11 SPXW 4/1/2011 1225 P 1,440Mar-11 SPXW 4/1/2011 1230 P 319Mar-11 SPXW 4/1/2011 1235 P 286Mar-11 SPXW 4/1/2011 1240 P 1,602Mar-11 SPXW 4/1/2011 1245 P 277Mar-11 SPXW 4/1/2011 1250 P 4,632Mar-11 SPXW 4/1/2011 1255 P 1,835Mar-11 SPXW 4/1/2011 1260 P 1,736Mar-11 SPXW 4/1/2011 1265 C 40Mar-11 SPXW 4/1/2011 1265 P 1,337Mar-11 SPXW 4/1/2011 1270 C 40Mar-11 SPXW 4/1/2011 1270 P 1,582Mar-11 SPXW 4/1/2011 1275 C 37Mar-11 SPXW 4/1/2011 1275 P 2,139Mar-11 SPXW 4/1/2011 1280 P 1,441Mar-11 SPXW 4/1/2011 1280 C 19Mar-11 SPXW 4/1/2011 1285 C 4Mar-11 SPXW 4/1/2011 1285 P 2,067Mar-11 SPXW 4/1/2011 1290 C 90Mar-11 SPXW 4/1/2011 1290 P 1,651Mar-11 SPXW 4/1/2011 1295 P 1,898Mar-11 SPXW 4/1/2011 1295 C 114Mar-11 SPXW 4/1/2011 1300 P 3,079Mar-11 SPXW 4/1/2011 1300 C 34Mar-11 SPXW 4/1/2011 1305 C 38Mar-11 SPXW 4/1/2011 1305 P 8,987Mar-11 SPXW 4/1/2011 1310 C 331Mar-11 SPXW 4/1/2011 1310 P 1,957Mar-11 SPXW 4/1/2011 1315 C 356Mar-11 SPXW 4/1/2011 1315 P 531
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPXW 4/1/2011 1320 P 4,513Mar-11 SPXW 4/1/2011 1320 C 402Mar-11 SPXW 4/1/2011 1325 C 1,424Mar-11 SPXW 4/1/2011 1325 P 282Mar-11 SPXW 4/1/2011 1330 C 3,279Mar-11 SPXW 4/1/2011 1330 P 1,580Mar-11 SPXW 4/1/2011 1335 C 1,115Mar-11 SPXW 4/1/2011 1335 P 91Mar-11 SPXW 4/1/2011 1340 C 3,111Mar-11 SPXW 4/1/2011 1340 P 93Mar-11 SPXW 4/1/2011 1345 C 4,634Mar-11 SPXW 4/1/2011 1345 P 20Mar-11 SPXW 4/1/2011 1350 C 5,521Mar-11 SPXW 4/1/2011 1350 P 22Mar-11 SPXW 4/1/2011 1355 C 4,117Mar-11 SPXW 4/1/2011 1355 P 5Mar-11 SPXW 4/1/2011 1360 P 25Mar-11 SPXW 4/1/2011 1360 C 2,602Mar-11 SPXW 4/1/2011 1365 C 1,289Mar-11 SPXW 4/1/2011 1370 C 867Mar-11 SPXW 4/1/2011 1375 C 669Mar-11 SPXW 4/1/2011 1375 P 4Mar-11 SPXW 4/1/2011 1400 C 1,066Mar-11 SPXW 4/8/2011 1075 P 1,710Mar-11 SPXW 4/8/2011 1100 P 1,018Mar-11 SPXW 4/8/2011 1125 P 946Mar-11 SPXW 4/8/2011 1150 P 1,805Mar-11 SPXW 4/8/2011 1175 P 2,337Mar-11 SPXW 4/8/2011 1200 P 4,100Mar-11 SPXW 4/8/2011 1225 P 1,173Mar-11 SPXW 4/8/2011 1230 P 557Mar-11 SPXW 4/8/2011 1235 P 36Mar-11 SPXW 4/8/2011 1240 P 1Mar-11 SPXW 4/8/2011 1245 P 19Mar-11 SPXW 4/8/2011 1250 P 228Mar-11 SPXW 4/8/2011 1255 P 21Mar-11 SPXW 4/8/2011 1260 P 99Mar-11 SPXW 4/8/2011 1265 P 94Mar-11 SPXW 4/8/2011 1270 P 199Mar-11 SPXW 4/8/2011 1275 P 1,018Mar-11 SPXW 4/8/2011 1280 P 246Mar-11 SPXW 4/8/2011 1285 P 323Mar-11 SPXW 4/8/2011 1290 P 2,194Mar-11 SPXW 4/8/2011 1295 P 94Mar-11 SPXW 4/8/2011 1300 P 377Mar-11 SPXW 4/8/2011 1305 P 35Mar-11 SPXW 4/8/2011 1310 P 15Mar-11 SPXW 4/8/2011 1315 P 314Mar-11 SPXW 4/8/2011 1320 C 24
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPXW 4/8/2011 1320 P 18Mar-11 SPXW 4/8/2011 1325 C 119Mar-11 SPXW 4/8/2011 1325 P 113Mar-11 SPXW 4/8/2011 1330 C 343Mar-11 SPXW 4/8/2011 1330 P 271Mar-11 SPXW 4/8/2011 1335 P 6Mar-11 SPXW 4/8/2011 1335 C 37Mar-11 SPXW 4/8/2011 1340 C 250Mar-11 SPXW 4/8/2011 1345 C 97Mar-11 SPXW 4/8/2011 1350 P 2,002Mar-11 SPXW 4/8/2011 1350 C 253Mar-11 SPXW 4/8/2011 1370 C 10Mar-11 SPXW 4/8/2011 1375 C 259Mar-11 SPXW 4/8/2011 1400 C 60Mar-11 SPXW 4/8/2011 1425 C 12Mar-11 SPX 4/16/2011 500 C 3,470Mar-11 SPX 4/16/2011 500 P 3,992Mar-11 SPX 4/16/2011 600 P 761Mar-11 SPX 4/16/2011 650 P 533Mar-11 SPX 4/16/2011 700 P 2,425Mar-11 SPX 4/16/2011 750 P 31,248Mar-11 SPX 4/16/2011 760 P 9,970Mar-11 SPX 4/16/2011 770 P 9,711Mar-11 SPX 4/16/2011 780 P 11,995Mar-11 SPX 4/16/2011 790 P 10,028Mar-11 SPX 4/16/2011 800 C 4Mar-11 SPX 4/16/2011 800 P 25,089Mar-11 SPX 4/16/2011 810 P 10,871Mar-11 SPX 4/16/2011 820 P 7,146Mar-11 SPX 4/16/2011 825 P 5,239Mar-11 SPX 4/16/2011 830 P 7,150Mar-11 SPX 4/16/2011 840 P 8,533Mar-11 SPX 4/16/2011 850 P 14,922Mar-11 SPX 4/16/2011 850 C 7Mar-11 SPX 4/16/2011 860 P 8,552Mar-11 SPX 4/16/2011 870 P 7,693Mar-11 SPX 4/16/2011 875 P 10,186Mar-11 SPX 4/16/2011 880 P 6,626Mar-11 SPX 4/16/2011 890 P 8,993Mar-11 SPX 4/16/2011 900 C 1Mar-11 SPX 4/16/2011 900 P 28,387Mar-11 SPX 4/16/2011 905 P 4,495Mar-11 SPX 4/16/2011 910 P 4,464Mar-11 SPX 4/16/2011 915 P 4,098Mar-11 SPX 4/16/2011 920 P 4,488Mar-11 SPX 4/16/2011 925 P 8,033Mar-11 SPX 4/16/2011 930 P 4,533Mar-11 SPX 4/16/2011 935 P 3,984Mar-11 SPX 4/16/2011 940 P 4,166
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 4/16/2011 945 P 3,862Mar-11 SPX 4/16/2011 950 P 12,694Mar-11 SPX 4/16/2011 950 C 77Mar-11 SPX 4/16/2011 955 P 4,492Mar-11 SPX 4/16/2011 960 P 4,003Mar-11 SPX 4/16/2011 965 P 3,746Mar-11 SPX 4/16/2011 970 P 3,816Mar-11 SPX 4/16/2011 975 P 14,841Mar-11 SPX 4/16/2011 975 C 206Mar-11 SPX 4/16/2011 980 C 20,000Mar-11 SPX 4/16/2011 980 P 4,468Mar-11 SPX 4/16/2011 985 C 6Mar-11 SPX 4/16/2011 985 P 3,826Mar-11 SPX 4/16/2011 990 P 4,179Mar-11 SPX 4/16/2011 995 P 4,233Mar-11 SPX 4/16/2011 1000 P 38,044Mar-11 SPX 4/16/2011 1000 C 84Mar-11 SPX 4/16/2011 1005 P 3,452Mar-11 SPX 4/16/2011 1010 P 15,878Mar-11 SPX 4/16/2011 1015 P 4,021Mar-11 SPX 4/16/2011 1015 C 25Mar-11 SPX 4/16/2011 1020 C 2Mar-11 SPX 4/16/2011 1020 P 14,818Mar-11 SPX 4/16/2011 1025 C 42Mar-11 SPX 4/16/2011 1025 P 32,080Mar-11 SPX 4/16/2011 1030 C 2,054Mar-11 SPX 4/16/2011 1030 P 4,079Mar-11 SPX 4/16/2011 1035 P 5,616Mar-11 SPX 4/16/2011 1040 C 11Mar-11 SPX 4/16/2011 1040 P 10,579Mar-11 SPX 4/16/2011 1045 P 3,302Mar-11 SPX 4/16/2011 1050 C 196Mar-11 SPX 4/16/2011 1050 P 58,981Mar-11 SPX 4/16/2011 1055 P 3,497Mar-11 SPX 4/16/2011 1060 C 2Mar-11 SPX 4/16/2011 1060 P 7,355Mar-11 SPX 4/16/2011 1065 P 4,555Mar-11 SPX 4/16/2011 1070 P 6,487Mar-11 SPX 4/16/2011 1075 C 206Mar-11 SPX 4/16/2011 1075 P 24,557Mar-11 SPX 4/16/2011 1080 P 5,059Mar-11 SPX 4/16/2011 1080 C 1Mar-11 SPX 4/16/2011 1085 C 10Mar-11 SPX 4/16/2011 1085 P 3,135Mar-11 SPX 4/16/2011 1090 P 9,349Mar-11 SPX 4/16/2011 1095 P 3,298Mar-11 SPX 4/16/2011 1100 C 93Mar-11 SPX 4/16/2011 1100 P 120,580Mar-11 SPX 4/16/2011 1105 P 3,116
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 4/16/2011 1110 P 5,755Mar-11 SPX 4/16/2011 1115 P 6,443Mar-11 SPX 4/16/2011 1115 C 25Mar-11 SPX 4/16/2011 1120 P 14,495Mar-11 SPX 4/16/2011 1125 C 49Mar-11 SPX 4/16/2011 1125 P 28,267Mar-11 SPX 4/16/2011 1130 C 2Mar-11 SPX 4/16/2011 1130 P 12,445Mar-11 SPX 4/16/2011 1135 C 35Mar-11 SPX 4/16/2011 1135 P 3,178Mar-11 SPX 4/16/2011 1140 P 5,716Mar-11 SPX 4/16/2011 1140 C 24Mar-11 SPX 4/16/2011 1145 P 4,317Mar-11 SPX 4/16/2011 1150 C 504Mar-11 SPX 4/16/2011 1150 P 77,902Mar-11 SPX 4/16/2011 1155 P 3,304Mar-11 SPX 4/16/2011 1155 C 15Mar-11 SPX 4/16/2011 1160 P 9,107Mar-11 SPX 4/16/2011 1160 C 21Mar-11 SPX 4/16/2011 1165 C 31Mar-11 SPX 4/16/2011 1165 P 3,276Mar-11 SPX 4/16/2011 1170 C 20Mar-11 SPX 4/16/2011 1170 P 13,155Mar-11 SPX 4/16/2011 1175 C 15Mar-11 SPX 4/16/2011 1175 P 66,375Mar-11 SPX 4/16/2011 1180 P 16,401Mar-11 SPX 4/16/2011 1180 C 19Mar-11 SPX 4/16/2011 1185 C 20Mar-11 SPX 4/16/2011 1185 P 8,503Mar-11 SPX 4/16/2011 1190 C 10Mar-11 SPX 4/16/2011 1190 P 18,338Mar-11 SPX 4/16/2011 1195 C 217Mar-11 SPX 4/16/2011 1195 P 6,144Mar-11 SPX 4/16/2011 1200 C 303Mar-11 SPX 4/16/2011 1200 P 128,810Mar-11 SPX 4/16/2011 1205 C 14Mar-11 SPX 4/16/2011 1205 P 4,484Mar-11 SPX 4/16/2011 1210 C 30Mar-11 SPX 4/16/2011 1210 P 17,074Mar-11 SPX 4/16/2011 1215 C 34Mar-11 SPX 4/16/2011 1215 P 6,372Mar-11 SPX 4/16/2011 1220 P 21,702Mar-11 SPX 4/16/2011 1220 C 54Mar-11 SPX 4/16/2011 1225 C 362Mar-11 SPX 4/16/2011 1225 P 77,024Mar-11 SPX 4/16/2011 1230 C 128Mar-11 SPX 4/16/2011 1230 P 17,018Mar-11 SPX 4/16/2011 1235 C 10Mar-11 SPX 4/16/2011 1235 P 8,830
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 4/16/2011 1240 C 48Mar-11 SPX 4/16/2011 1240 P 12,079Mar-11 SPX 4/16/2011 1245 P 8,160Mar-11 SPX 4/16/2011 1245 C 23Mar-11 SPX 4/16/2011 1250 C 21,327Mar-11 SPX 4/16/2011 1250 P 127,283Mar-11 SPX 4/16/2011 1255 C 31Mar-11 SPX 4/16/2011 1255 P 8,976Mar-11 SPX 4/16/2011 1260 P 24,451Mar-11 SPX 4/16/2011 1260 C 529Mar-11 SPX 4/16/2011 1265 C 1,395Mar-11 SPX 4/16/2011 1265 P 21,715Mar-11 SPX 4/16/2011 1270 C 7,048Mar-11 SPX 4/16/2011 1270 P 22,574Mar-11 SPX 4/16/2011 1275 C 29,854Mar-11 SPX 4/16/2011 1275 P 87,398Mar-11 SPX 4/16/2011 1280 C 4,454Mar-11 SPX 4/16/2011 1280 P 22,003Mar-11 SPX 4/16/2011 1285 P 7,012Mar-11 SPX 4/16/2011 1285 C 10,256Mar-11 SPX 4/16/2011 1290 C 9,238Mar-11 SPX 4/16/2011 1290 P 22,097Mar-11 SPX 4/16/2011 1295 C 9,292Mar-11 SPX 4/16/2011 1295 P 4,902Mar-11 SPX 4/16/2011 1300 P 125,802Mar-11 SPX 4/16/2011 1300 C 104,412Mar-11 SPX 4/16/2011 1305 C 14,872Mar-11 SPX 4/16/2011 1305 P 1,497Mar-11 SPX 4/16/2011 1310 C 22,294Mar-11 SPX 4/16/2011 1310 P 39,398Mar-11 SPX 4/16/2011 1315 C 13,588Mar-11 SPX 4/16/2011 1315 P 7,352Mar-11 SPX 4/16/2011 1320 P 26,842Mar-11 SPX 4/16/2011 1320 C 13,929Mar-11 SPX 4/16/2011 1325 C 72,005Mar-11 SPX 4/16/2011 1325 P 31,763Mar-11 SPX 4/16/2011 1330 C 16,514Mar-11 SPX 4/16/2011 1330 P 4,234Mar-11 SPX 4/16/2011 1335 C 9,482Mar-11 SPX 4/16/2011 1335 P 1,026Mar-11 SPX 4/16/2011 1340 P 2,488Mar-11 SPX 4/16/2011 1340 C 23,233Mar-11 SPX 4/16/2011 1345 C 8,792Mar-11 SPX 4/16/2011 1345 P 125Mar-11 SPX 4/16/2011 1350 C 65,694Mar-11 SPX 4/16/2011 1350 P 13,952Mar-11 SPX 4/16/2011 1355 C 12,967Mar-11 SPX 4/16/2011 1355 P 13Mar-11 SPX 4/16/2011 1360 C 29,931
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 4/16/2011 1360 P 580Mar-11 SPX 4/16/2011 1365 P 115Mar-11 SPX 4/16/2011 1365 C 18,110Mar-11 SPX 4/16/2011 1370 C 20,431Mar-11 SPX 4/16/2011 1370 P 75Mar-11 SPX 4/16/2011 1375 C 47,330Mar-11 SPX 4/16/2011 1375 P 2,878Mar-11 SPX 4/16/2011 1380 C 18,145Mar-11 SPX 4/16/2011 1380 P 11Mar-11 SPX 4/16/2011 1385 P 1Mar-11 SPX 4/16/2011 1385 C 9,145Mar-11 SPX 4/16/2011 1390 C 11,400Mar-11 SPX 4/16/2011 1390 P 2Mar-11 SPX 4/16/2011 1395 C 6,661Mar-11 SPX 4/16/2011 1395 P 1Mar-11 SPX 4/16/2011 1400 P 15Mar-11 SPX 4/16/2011 1400 C 38,865Mar-11 SPX 4/16/2011 1405 C 10,769Mar-11 SPX 4/16/2011 1410 C 6,772Mar-11 SPX 4/16/2011 1410 P 2Mar-11 SPX 4/16/2011 1415 C 2,853Mar-11 SPX 4/16/2011 1420 C 4,904Mar-11 SPX 4/16/2011 1425 C 13,513Mar-11 SPX 4/16/2011 1430 C 3,089Mar-11 SPX 4/16/2011 1435 C 8,347Mar-11 SPX 4/16/2011 1440 C 6,195Mar-11 SPX 4/16/2011 1445 C 2,277Mar-11 SPX 4/16/2011 1450 P 3Mar-11 SPX 4/16/2011 1450 C 14,302Mar-11 SPX 4/16/2011 1455 C 3,722Mar-11 SPX 4/16/2011 1460 C 3,409Mar-11 SPX 4/16/2011 1465 C 3,345Mar-11 SPX 4/16/2011 1475 C 4,919Mar-11 SPX 4/16/2011 1480 C 4Mar-11 SPX 4/16/2011 1490 C 5Mar-11 SPX 4/16/2011 1500 C 6,475Mar-11 SPX 4/16/2011 1500 P 3,471Mar-11 SPX 4/16/2011 1510 C 90Mar-11 SPX 4/16/2011 1520 C 24Mar-11 SPX 4/16/2011 1525 C 2Mar-11 SPX 4/16/2011 1550 C 113Mar-11 SPX 4/16/2011 1600 C 54Mar-11 SPX 5/21/2011 500 P 1,500Mar-11 SPX 5/21/2011 500 C 1,500Mar-11 SPX 5/21/2011 600 P 150Mar-11 SPX 5/21/2011 650 P 13Mar-11 SPX 5/21/2011 700 P 475Mar-11 SPX 5/21/2011 750 P 91Mar-11 SPX 5/21/2011 800 P 11,157
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 5/21/2011 810 P 2,323Mar-11 SPX 5/21/2011 820 P 50Mar-11 SPX 5/21/2011 825 C 15Mar-11 SPX 5/21/2011 825 P 948Mar-11 SPX 5/21/2011 840 P 8Mar-11 SPX 5/21/2011 850 P 4,995Mar-11 SPX 5/21/2011 860 P 70Mar-11 SPX 5/21/2011 870 P 2,266Mar-11 SPX 5/21/2011 875 C 40Mar-11 SPX 5/21/2011 875 P 1,358Mar-11 SPX 5/21/2011 880 P 13Mar-11 SPX 5/21/2011 890 P 50Mar-11 SPX 5/21/2011 900 P 14,223Mar-11 SPX 5/21/2011 905 P 25Mar-11 SPX 5/21/2011 910 P 55Mar-11 SPX 5/21/2011 915 P 65Mar-11 SPX 5/21/2011 920 P 101Mar-11 SPX 5/21/2011 925 C 15Mar-11 SPX 5/21/2011 925 P 7,854Mar-11 SPX 5/21/2011 930 P 30Mar-11 SPX 5/21/2011 935 P 969Mar-11 SPX 5/21/2011 940 P 25Mar-11 SPX 5/21/2011 945 P 181Mar-11 SPX 5/21/2011 950 C 25Mar-11 SPX 5/21/2011 950 P 5,915Mar-11 SPX 5/21/2011 955 P 116Mar-11 SPX 5/21/2011 960 P 165Mar-11 SPX 5/21/2011 965 C 87Mar-11 SPX 5/21/2011 965 P 200Mar-11 SPX 5/21/2011 970 P 260Mar-11 SPX 5/21/2011 975 C 44Mar-11 SPX 5/21/2011 975 P 7,361Mar-11 SPX 5/21/2011 980 P 173Mar-11 SPX 5/21/2011 985 P 273Mar-11 SPX 5/21/2011 990 C 50Mar-11 SPX 5/21/2011 990 P 2,008Mar-11 SPX 5/21/2011 995 P 303Mar-11 SPX 5/21/2011 1000 C 10Mar-11 SPX 5/21/2011 1000 P 30,515Mar-11 SPX 5/21/2011 1005 P 100Mar-11 SPX 5/21/2011 1010 P 7,152Mar-11 SPX 5/21/2011 1015 P 1,767Mar-11 SPX 5/21/2011 1020 P 12,040Mar-11 SPX 5/21/2011 1025 P 12,187Mar-11 SPX 5/21/2011 1030 P 112Mar-11 SPX 5/21/2011 1030 C 7,500Mar-11 SPX 5/21/2011 1035 P 40Mar-11 SPX 5/21/2011 1040 C 1Mar-11 SPX 5/21/2011 1040 P 5,180
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 5/21/2011 1045 P 219Mar-11 SPX 5/21/2011 1050 C 25Mar-11 SPX 5/21/2011 1050 P 16,485Mar-11 SPX 5/21/2011 1055 P 817Mar-11 SPX 5/21/2011 1060 C 3Mar-11 SPX 5/21/2011 1060 P 4,661Mar-11 SPX 5/21/2011 1065 C 87Mar-11 SPX 5/21/2011 1065 P 213Mar-11 SPX 5/21/2011 1070 P 7,744Mar-11 SPX 5/21/2011 1075 P 16,516Mar-11 SPX 5/21/2011 1080 C 1Mar-11 SPX 5/21/2011 1080 P 606Mar-11 SPX 5/21/2011 1085 C 2Mar-11 SPX 5/21/2011 1085 P 507Mar-11 SPX 5/21/2011 1090 C 50Mar-11 SPX 5/21/2011 1090 P 594Mar-11 SPX 5/21/2011 1095 P 178Mar-11 SPX 5/21/2011 1100 C 6Mar-11 SPX 5/21/2011 1100 P 21,111Mar-11 SPX 5/21/2011 1105 P 22Mar-11 SPX 5/21/2011 1110 P 1,320Mar-11 SPX 5/21/2011 1115 C 1Mar-11 SPX 5/21/2011 1115 P 93Mar-11 SPX 5/21/2011 1120 C 1Mar-11 SPX 5/21/2011 1120 P 1,753Mar-11 SPX 5/21/2011 1125 P 17,637Mar-11 SPX 5/21/2011 1130 P 432Mar-11 SPX 5/21/2011 1135 P 341Mar-11 SPX 5/21/2011 1135 C 1Mar-11 SPX 5/21/2011 1140 C 1Mar-11 SPX 5/21/2011 1140 P 950Mar-11 SPX 5/21/2011 1145 P 581Mar-11 SPX 5/21/2011 1150 C 3Mar-11 SPX 5/21/2011 1150 P 21,056Mar-11 SPX 5/21/2011 1155 P 15Mar-11 SPX 5/21/2011 1160 P 4,609Mar-11 SPX 5/21/2011 1160 C 6Mar-11 SPX 5/21/2011 1165 P 2,133Mar-11 SPX 5/21/2011 1170 P 4,051Mar-11 SPX 5/21/2011 1175 P 22,128Mar-11 SPX 5/21/2011 1175 C 8Mar-11 SPX 5/21/2011 1180 P 7,762Mar-11 SPX 5/21/2011 1185 C 6Mar-11 SPX 5/21/2011 1185 P 3,437Mar-11 SPX 5/21/2011 1190 P 1,740Mar-11 SPX 5/21/2011 1195 P 792Mar-11 SPX 5/21/2011 1200 P 65,323Mar-11 SPX 5/21/2011 1200 C 7Mar-11 SPX 5/21/2011 1205 P 439
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 5/21/2011 1210 C 6Mar-11 SPX 5/21/2011 1210 P 3,070Mar-11 SPX 5/21/2011 1215 P 1,088Mar-11 SPX 5/21/2011 1220 C 7Mar-11 SPX 5/21/2011 1220 P 9,368Mar-11 SPX 5/21/2011 1225 C 3Mar-11 SPX 5/21/2011 1225 P 34,921Mar-11 SPX 5/21/2011 1230 C 7Mar-11 SPX 5/21/2011 1230 P 6,812Mar-11 SPX 5/21/2011 1235 P 1,112Mar-11 SPX 5/21/2011 1240 C 21Mar-11 SPX 5/21/2011 1240 P 2,916Mar-11 SPX 5/21/2011 1245 P 49Mar-11 SPX 5/21/2011 1250 C 1,994Mar-11 SPX 5/21/2011 1250 P 37,586Mar-11 SPX 5/21/2011 1255 P 52Mar-11 SPX 5/21/2011 1255 C 8Mar-11 SPX 5/21/2011 1260 C 279Mar-11 SPX 5/21/2011 1260 P 9,905Mar-11 SPX 5/21/2011 1265 C 54Mar-11 SPX 5/21/2011 1265 P 3,553Mar-11 SPX 5/21/2011 1270 C 62Mar-11 SPX 5/21/2011 1270 P 5,143Mar-11 SPX 5/21/2011 1275 C 6,183Mar-11 SPX 5/21/2011 1275 P 22,085Mar-11 SPX 5/21/2011 1280 P 11,860Mar-11 SPX 5/21/2011 1280 C 174Mar-11 SPX 5/21/2011 1285 C 110Mar-11 SPX 5/21/2011 1285 P 125Mar-11 SPX 5/21/2011 1290 C 1,690Mar-11 SPX 5/21/2011 1290 P 5,287Mar-11 SPX 5/21/2011 1295 C 49Mar-11 SPX 5/21/2011 1295 P 33Mar-11 SPX 5/21/2011 1300 P 55,148Mar-11 SPX 5/21/2011 1300 C 25,087Mar-11 SPX 5/21/2011 1305 C 549Mar-11 SPX 5/21/2011 1305 P 197Mar-11 SPX 5/21/2011 1310 C 2,389Mar-11 SPX 5/21/2011 1310 P 3,515Mar-11 SPX 5/21/2011 1315 P 1,198Mar-11 SPX 5/21/2011 1315 C 478Mar-11 SPX 5/21/2011 1320 P 35,936Mar-11 SPX 5/21/2011 1320 C 3,135Mar-11 SPX 5/21/2011 1325 C 21,426Mar-11 SPX 5/21/2011 1325 P 9,483Mar-11 SPX 5/21/2011 1330 C 4,457Mar-11 SPX 5/21/2011 1330 P 2,397Mar-11 SPX 5/21/2011 1335 C 1,107Mar-11 SPX 5/21/2011 1335 P 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 5/21/2011 1340 P 1,114Mar-11 SPX 5/21/2011 1340 C 5,094Mar-11 SPX 5/21/2011 1345 C 2,179Mar-11 SPX 5/21/2011 1350 C 30,697Mar-11 SPX 5/21/2011 1350 P 1,157Mar-11 SPX 5/21/2011 1355 C 3,611Mar-11 SPX 5/21/2011 1355 P 7Mar-11 SPX 5/21/2011 1360 C 13,315Mar-11 SPX 5/21/2011 1365 C 7,748Mar-11 SPX 5/21/2011 1365 P 60Mar-11 SPX 5/21/2011 1370 C 15,336Mar-11 SPX 5/21/2011 1375 P 2,002Mar-11 SPX 5/21/2011 1375 C 23,689Mar-11 SPX 5/21/2011 1380 C 11,991Mar-11 SPX 5/21/2011 1385 C 5,190Mar-11 SPX 5/21/2011 1390 C 1,346Mar-11 SPX 5/21/2011 1395 C 1,775Mar-11 SPX 5/21/2011 1400 P 403Mar-11 SPX 5/21/2011 1400 C 32,827Mar-11 SPX 5/21/2011 1405 C 2,562Mar-11 SPX 5/21/2011 1410 C 3,696Mar-11 SPX 5/21/2011 1415 C 459Mar-11 SPX 5/21/2011 1420 C 435Mar-11 SPX 5/21/2011 1425 C 11,466Mar-11 SPX 5/21/2011 1430 C 895Mar-11 SPX 5/21/2011 1435 C 388Mar-11 SPX 5/21/2011 1440 C 1,202Mar-11 SPX 5/21/2011 1445 C 31Mar-11 SPX 5/21/2011 1450 C 9,110Mar-11 SPX 5/21/2011 1460 C 344Mar-11 SPX 5/21/2011 1470 C 228Mar-11 SPX 5/21/2011 1475 C 2,740Mar-11 SPX 5/21/2011 1480 C 86Mar-11 SPX 5/21/2011 1490 C 1,760Mar-11 SPX 5/21/2011 1500 P 1,500Mar-11 SPX 5/21/2011 1500 C 1,531Mar-11 SPX 5/21/2011 1525 C 1Mar-11 SPX 5/21/2011 1550 C 1,202Mar-11 SPX 5/21/2011 1700 P 40Mar-11 SPX 6/18/2011 100 P 23,348Mar-11 SPX 6/18/2011 100 C 1Mar-11 SPX 6/18/2011 200 P 4,944Mar-11 SPX 6/18/2011 200 C 313Mar-11 SPX 6/18/2011 225 C 628Mar-11 SPX 6/18/2011 225 P 243Mar-11 SPX 6/18/2011 250 C 570Mar-11 SPX 6/18/2011 250 P 734Mar-11 SPX 6/18/2011 275 P 66Mar-11 SPX 6/18/2011 300 P 263
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 6/18/2011 300 C 1,925Mar-11 SPX 6/18/2011 325 P 142Mar-11 SPX 6/18/2011 350 C 3Mar-11 SPX 6/18/2011 350 P 100Mar-11 SPX 6/18/2011 375 P 435Mar-11 SPX 6/18/2011 400 P 6,137Mar-11 SPX 6/18/2011 400 C 1,150Mar-11 SPX 6/18/2011 425 P 234Mar-11 SPX 6/18/2011 450 C 500Mar-11 SPX 6/18/2011 450 P 94Mar-11 SPX 6/18/2011 475 P 65Mar-11 SPX 6/18/2011 500 P 68,259Mar-11 SPX 6/18/2011 500 C 65,199Mar-11 SPX 6/18/2011 525 P 2,425Mar-11 SPX 6/18/2011 550 P 5,397Mar-11 SPX 6/18/2011 600 C 324Mar-11 SPX 6/18/2011 600 P 57,778Mar-11 SPX 6/18/2011 625 C 628Mar-11 SPX 6/18/2011 625 P 5,876Mar-11 SPX 6/18/2011 650 C 7Mar-11 SPX 6/18/2011 650 P 23,471Mar-11 SPX 6/18/2011 675 P 680Mar-11 SPX 6/18/2011 700 C 50Mar-11 SPX 6/18/2011 700 P 44,308Mar-11 SPX 6/18/2011 725 P 534Mar-11 SPX 6/18/2011 750 P 38,584Mar-11 SPX 6/18/2011 775 P 2,223Mar-11 SPX 6/18/2011 800 C 140Mar-11 SPX 6/18/2011 800 P 109,272Mar-11 SPX 6/18/2011 825 P 4,847Mar-11 SPX 6/18/2011 850 P 33,412Mar-11 SPX 6/18/2011 875 P 2,852Mar-11 SPX 6/18/2011 900 C 2,169Mar-11 SPX 6/18/2011 900 P 48,590Mar-11 SPX 6/18/2011 910 P 50Mar-11 SPX 6/18/2011 915 P 50Mar-11 SPX 6/18/2011 920 P 139Mar-11 SPX 6/18/2011 925 P 12,215Mar-11 SPX 6/18/2011 940 P 60Mar-11 SPX 6/18/2011 950 C 1,450Mar-11 SPX 6/18/2011 950 P 100,336Mar-11 SPX 6/18/2011 960 P 3Mar-11 SPX 6/18/2011 970 P 100Mar-11 SPX 6/18/2011 975 C 1,946Mar-11 SPX 6/18/2011 975 P 27,400Mar-11 SPX 6/18/2011 980 P 2,103Mar-11 SPX 6/18/2011 990 P 100Mar-11 SPX 6/18/2011 1000 P 64,143Mar-11 SPX 6/18/2011 1000 C 13,150
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 6/18/2011 1025 C 5,747Mar-11 SPX 6/18/2011 1025 P 19,226Mar-11 SPX 6/18/2011 1030 P 3Mar-11 SPX 6/18/2011 1050 C 14,428Mar-11 SPX 6/18/2011 1050 P 61,668Mar-11 SPX 6/18/2011 1060 C 248Mar-11 SPX 6/18/2011 1060 P 8,487Mar-11 SPX 6/18/2011 1070 P 20Mar-11 SPX 6/18/2011 1075 C 12,287Mar-11 SPX 6/18/2011 1075 P 26,914Mar-11 SPX 6/18/2011 1080 C 75Mar-11 SPX 6/18/2011 1080 P 722Mar-11 SPX 6/18/2011 1090 P 1Mar-11 SPX 6/18/2011 1100 C 32,198Mar-11 SPX 6/18/2011 1100 P 85,217Mar-11 SPX 6/18/2011 1110 P 1,000Mar-11 SPX 6/18/2011 1120 P 3,017Mar-11 SPX 6/18/2011 1125 P 41,367Mar-11 SPX 6/18/2011 1125 C 12,470Mar-11 SPX 6/18/2011 1130 P 22Mar-11 SPX 6/18/2011 1140 P 16Mar-11 SPX 6/18/2011 1150 C 17,579Mar-11 SPX 6/18/2011 1150 P 76,883Mar-11 SPX 6/18/2011 1170 P 963Mar-11 SPX 6/18/2011 1175 C 21,931Mar-11 SPX 6/18/2011 1175 P 42,956Mar-11 SPX 6/18/2011 1180 P 2,415Mar-11 SPX 6/18/2011 1185 P 7Mar-11 SPX 6/18/2011 1190 P 3,456Mar-11 SPX 6/18/2011 1190 C 1,130Mar-11 SPX 6/18/2011 1200 C 75,896Mar-11 SPX 6/18/2011 1200 P 105,377Mar-11 SPX 6/18/2011 1215 P 6Mar-11 SPX 6/18/2011 1220 C 32Mar-11 SPX 6/18/2011 1220 P 5,732Mar-11 SPX 6/18/2011 1225 C 16,723Mar-11 SPX 6/18/2011 1225 P 46,780Mar-11 SPX 6/18/2011 1230 P 196Mar-11 SPX 6/18/2011 1240 C 3Mar-11 SPX 6/18/2011 1240 P 2,819Mar-11 SPX 6/18/2011 1245 P 250Mar-11 SPX 6/18/2011 1250 C 65,154Mar-11 SPX 6/18/2011 1250 P 70,390Mar-11 SPX 6/18/2011 1255 P 7,238Mar-11 SPX 6/18/2011 1255 C 7,125Mar-11 SPX 6/18/2011 1260 C 10,328Mar-11 SPX 6/18/2011 1260 P 10,224Mar-11 SPX 6/18/2011 1265 C 15,315Mar-11 SPX 6/18/2011 1265 P 14,993
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 6/18/2011 1270 C 23,408Mar-11 SPX 6/18/2011 1270 P 24,376Mar-11 SPX 6/18/2011 1275 C 37,628Mar-11 SPX 6/18/2011 1275 P 52,849Mar-11 SPX 6/18/2011 1280 P 15,351Mar-11 SPX 6/18/2011 1280 C 11,871Mar-11 SPX 6/18/2011 1285 C 9,321Mar-11 SPX 6/18/2011 1285 P 9,290Mar-11 SPX 6/18/2011 1290 C 20,354Mar-11 SPX 6/18/2011 1290 P 19,958Mar-11 SPX 6/18/2011 1295 C 27,497Mar-11 SPX 6/18/2011 1295 P 27,464Mar-11 SPX 6/18/2011 1300 P 117,140Mar-11 SPX 6/18/2011 1300 C 120,949Mar-11 SPX 6/18/2011 1305 C 13,732Mar-11 SPX 6/18/2011 1305 P 13,688Mar-11 SPX 6/18/2011 1310 P 16,479Mar-11 SPX 6/18/2011 1310 C 17,228Mar-11 SPX 6/18/2011 1315 C 9,408Mar-11 SPX 6/18/2011 1315 P 9,919Mar-11 SPX 6/18/2011 1320 P 8,720Mar-11 SPX 6/18/2011 1320 C 10,946Mar-11 SPX 6/18/2011 1325 P 36,667Mar-11 SPX 6/18/2011 1325 C 38,161Mar-11 SPX 6/18/2011 1330 C 698Mar-11 SPX 6/18/2011 1330 P 8Mar-11 SPX 6/18/2011 1335 C 464Mar-11 SPX 6/18/2011 1340 C 325Mar-11 SPX 6/18/2011 1345 P 8Mar-11 SPX 6/18/2011 1345 C 10Mar-11 SPX 6/18/2011 1350 C 60,308Mar-11 SPX 6/18/2011 1350 P 5,298Mar-11 SPX 6/18/2011 1355 C 108Mar-11 SPX 6/18/2011 1360 C 1,531Mar-11 SPX 6/18/2011 1365 C 9,346Mar-11 SPX 6/18/2011 1370 C 266Mar-11 SPX 6/18/2011 1375 C 31,412Mar-11 SPX 6/18/2011 1375 P 2,717Mar-11 SPX 6/18/2011 1380 C 419Mar-11 SPX 6/18/2011 1385 C 216Mar-11 SPX 6/18/2011 1390 C 90Mar-11 SPX 6/18/2011 1395 C 8Mar-11 SPX 6/18/2011 1400 C 62,961Mar-11 SPX 6/18/2011 1400 P 3,346Mar-11 SPX 6/18/2011 1410 C 25Mar-11 SPX 6/18/2011 1420 C 4Mar-11 SPX 6/18/2011 1420 P 8Mar-11 SPX 6/18/2011 1425 C 30,608Mar-11 SPX 6/18/2011 1425 P 42
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 6/18/2011 1440 C 193Mar-11 SPX 6/18/2011 1450 C 28,630Mar-11 SPX 6/18/2011 1450 P 707Mar-11 SPX 6/18/2011 1475 C 14,561Mar-11 SPX 6/18/2011 1500 P 63,333Mar-11 SPX 6/18/2011 1500 C 84,169Mar-11 SPX 6/18/2011 1525 C 5,010Mar-11 SPX 6/18/2011 1550 C 6,106Mar-11 SPX 6/18/2011 1550 P 3Mar-11 SPX 6/18/2011 1600 C 878Mar-11 SPX 6/18/2011 1600 P 20Mar-11 SPX 6/18/2011 1650 C 166Mar-11 SPX 6/18/2011 1700 P 1,198Mar-11 SPX 6/18/2011 1700 C 137Mar-11 SPX 6/18/2011 1800 C 1,142Mar-11 SPX 6/18/2011 1800 P 1,053Mar-11 SPX 6/18/2011 1900 P 1,118Mar-11 SPX 6/18/2011 2000 P 975Mar-11 SPX 6/18/2011 2000 C 1Mar-11 SPX 6/18/2011 2250 P 99Mar-11 SPX 6/18/2011 2250 C 70Mar-11 SPX 6/18/2011 2500 P 162Mar-11 SPX 6/18/2011 3000 P 50Mar-11 SPX 7/16/2011 200 P 1Mar-11 SPX 7/16/2011 300 P 1Mar-11 SPX 7/16/2011 400 P 1Mar-11 SPX 7/16/2011 500 P 1Mar-11 SPX 7/16/2011 800 P 29,971Mar-11 SPX 7/16/2011 850 P 200Mar-11 SPX 7/16/2011 900 P 2,700Mar-11 SPX 7/16/2011 925 P 28Mar-11 SPX 7/16/2011 950 P 338Mar-11 SPX 7/16/2011 1000 P 9,100Mar-11 SPX 7/16/2011 1025 P 200Mar-11 SPX 7/16/2011 1050 P 1,132Mar-11 SPX 7/16/2011 1075 P 122Mar-11 SPX 7/16/2011 1100 P 214Mar-11 SPX 7/16/2011 1125 P 7,531Mar-11 SPX 7/16/2011 1150 C 1Mar-11 SPX 7/16/2011 1150 P 2,256Mar-11 SPX 7/16/2011 1175 P 1,315Mar-11 SPX 7/16/2011 1200 P 11,872Mar-11 SPX 7/16/2011 1225 P 1,014Mar-11 SPX 7/16/2011 1250 P 16,029Mar-11 SPX 7/16/2011 1250 C 10Mar-11 SPX 7/16/2011 1275 P 1,851Mar-11 SPX 7/16/2011 1300 C 1,870Mar-11 SPX 7/16/2011 1300 P 6,427Mar-11 SPX 7/16/2011 1325 C 1,605
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 7/16/2011 1325 P 310Mar-11 SPX 7/16/2011 1350 C 2,781Mar-11 SPX 7/16/2011 1350 P 7Mar-11 SPX 7/16/2011 1375 C 2,029Mar-11 SPX 7/16/2011 1400 C 3,243Mar-11 SPX 7/16/2011 1425 C 1Mar-11 SPX 7/16/2011 1450 C 444Mar-11 SPX 7/16/2011 1475 C 1Mar-11 SPX 7/16/2011 1500 C 2Mar-11 SPX 9/17/2011 200 P 47Mar-11 SPX 9/17/2011 300 P 25Mar-11 SPX 9/17/2011 350 P 68Mar-11 SPX 9/17/2011 400 P 1,827Mar-11 SPX 9/17/2011 500 C 2,900Mar-11 SPX 9/17/2011 500 P 3,319Mar-11 SPX 9/17/2011 550 P 10Mar-11 SPX 9/17/2011 600 P 6,212Mar-11 SPX 9/17/2011 625 P 200Mar-11 SPX 9/17/2011 650 P 7,625Mar-11 SPX 9/17/2011 675 P 609Mar-11 SPX 9/17/2011 700 P 22,124Mar-11 SPX 9/17/2011 725 P 635Mar-11 SPX 9/17/2011 750 P 1,595Mar-11 SPX 9/17/2011 775 P 1,848Mar-11 SPX 9/17/2011 800 P 27,723Mar-11 SPX 9/17/2011 825 C 2Mar-11 SPX 9/17/2011 825 P 1,581Mar-11 SPX 9/17/2011 850 P 1,871Mar-11 SPX 9/17/2011 875 P 89Mar-11 SPX 9/17/2011 900 P 69,700Mar-11 SPX 9/17/2011 925 C 9Mar-11 SPX 9/17/2011 925 P 1,913Mar-11 SPX 9/17/2011 950 P 9,042Mar-11 SPX 9/17/2011 975 P 4,136Mar-11 SPX 9/17/2011 1000 C 604Mar-11 SPX 9/17/2011 1000 P 23,957Mar-11 SPX 9/17/2011 1025 P 16,226Mar-11 SPX 9/17/2011 1050 C 250Mar-11 SPX 9/17/2011 1050 P 17,126Mar-11 SPX 9/17/2011 1075 P 6,220Mar-11 SPX 9/17/2011 1075 C 510Mar-11 SPX 9/17/2011 1100 C 1,652Mar-11 SPX 9/17/2011 1100 P 37,380Mar-11 SPX 9/17/2011 1125 C 1,849Mar-11 SPX 9/17/2011 1125 P 19,323Mar-11 SPX 9/17/2011 1150 P 16,904Mar-11 SPX 9/17/2011 1150 C 4,101Mar-11 SPX 9/17/2011 1175 C 6,551Mar-11 SPX 9/17/2011 1175 P 24,906
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 9/17/2011 1200 C 3,830Mar-11 SPX 9/17/2011 1200 P 48,646Mar-11 SPX 9/17/2011 1225 C 4,987Mar-11 SPX 9/17/2011 1225 P 43,615Mar-11 SPX 9/17/2011 1250 C 44,428Mar-11 SPX 9/17/2011 1250 P 55,490Mar-11 SPX 9/17/2011 1275 P 18,247Mar-11 SPX 9/17/2011 1275 C 94,615Mar-11 SPX 9/17/2011 1300 C 48,407Mar-11 SPX 9/17/2011 1300 P 50,512Mar-11 SPX 9/17/2011 1325 C 20,728Mar-11 SPX 9/17/2011 1325 P 7,250Mar-11 SPX 9/17/2011 1350 P 8,709Mar-11 SPX 9/17/2011 1350 C 16,048Mar-11 SPX 9/17/2011 1375 C 10,126Mar-11 SPX 9/17/2011 1375 P 250Mar-11 SPX 9/17/2011 1400 C 87,392Mar-11 SPX 9/17/2011 1400 P 1,609Mar-11 SPX 9/17/2011 1425 C 6,702Mar-11 SPX 9/17/2011 1425 P 507Mar-11 SPX 9/17/2011 1450 P 250Mar-11 SPX 9/17/2011 1450 C 17,458Mar-11 SPX 9/17/2011 1475 C 1,078Mar-11 SPX 9/17/2011 1500 C 11,437Mar-11 SPX 9/17/2011 1500 P 3,097Mar-11 SPX 9/17/2011 1525 C 1,052Mar-11 SPX 9/17/2011 1550 C 2,046Mar-11 SPX 9/17/2011 1600 C 6,506Mar-11 SPX 9/17/2011 1650 C 846Mar-11 SPX 9/17/2011 1700 C 1,072Mar-11 SPX 9/17/2011 1750 C 149Mar-11 SPX 9/17/2011 1800 C 28Mar-11 SPX 9/17/2011 3000 P 100Mar-11 SPX 9/17/2011 3000 C 162Mar-11 SPX 12/17/2011 50 P 27,401Mar-11 SPX 12/17/2011 100 C 109Mar-11 SPX 12/17/2011 100 P 16,174Mar-11 SPX 12/17/2011 150 P 2,283Mar-11 SPX 12/17/2011 200 P 50,966Mar-11 SPX 12/17/2011 200 C 3Mar-11 SPX 12/17/2011 225 P 8,624Mar-11 SPX 12/17/2011 250 C 15Mar-11 SPX 12/17/2011 250 P 133,639Mar-11 SPX 12/17/2011 275 P 17,813Mar-11 SPX 12/17/2011 280 P 6,067Mar-11 SPX 12/17/2011 280 C 102Mar-11 SPX 12/17/2011 300 C 85Mar-11 SPX 12/17/2011 300 P 33,778Mar-11 SPX 12/17/2011 325 P 3,004
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 12/17/2011 350 C 10Mar-11 SPX 12/17/2011 350 P 3,990Mar-11 SPX 12/17/2011 375 P 284Mar-11 SPX 12/17/2011 400 C 82Mar-11 SPX 12/17/2011 400 P 142,223Mar-11 SPX 12/17/2011 425 P 351Mar-11 SPX 12/17/2011 450 C 8Mar-11 SPX 12/17/2011 450 P 12,486Mar-11 SPX 12/17/2011 475 P 476Mar-11 SPX 12/17/2011 500 C 3,814Mar-11 SPX 12/17/2011 500 P 24,530Mar-11 SPX 12/17/2011 525 P 8,236Mar-11 SPX 12/17/2011 550 P 30,062Mar-11 SPX 12/17/2011 550 C 6Mar-11 SPX 12/17/2011 575 P 8,139Mar-11 SPX 12/17/2011 600 C 33Mar-11 SPX 12/17/2011 600 P 74,130Mar-11 SPX 12/17/2011 650 C 1,217Mar-11 SPX 12/17/2011 650 P 38,722Mar-11 SPX 12/17/2011 675 P 21,275Mar-11 SPX 12/17/2011 700 P 71,997Mar-11 SPX 12/17/2011 700 C 5,392Mar-11 SPX 12/17/2011 725 P 2,022Mar-11 SPX 12/17/2011 750 C 404Mar-11 SPX 12/17/2011 750 P 37,923Mar-11 SPX 12/17/2011 770 P 100Mar-11 SPX 12/17/2011 775 C 4Mar-11 SPX 12/17/2011 775 P 12,659Mar-11 SPX 12/17/2011 800 C 13,233Mar-11 SPX 12/17/2011 800 P 86,150Mar-11 SPX 12/17/2011 825 C 151Mar-11 SPX 12/17/2011 825 P 5,259Mar-11 SPX 12/17/2011 850 C 6,744Mar-11 SPX 12/17/2011 850 P 30,419Mar-11 SPX 12/17/2011 875 P 5,336Mar-11 SPX 12/17/2011 900 C 17,657Mar-11 SPX 12/17/2011 900 P 89,488Mar-11 SPX 12/17/2011 920 C 606Mar-11 SPX 12/17/2011 920 P 3,870Mar-11 SPX 12/17/2011 925 P 9,729Mar-11 SPX 12/17/2011 950 C 6,425Mar-11 SPX 12/17/2011 950 P 28,840Mar-11 SPX 12/17/2011 975 P 14,771Mar-11 SPX 12/17/2011 975 C 9Mar-11 SPX 12/17/2011 1000 C 19,536Mar-11 SPX 12/17/2011 1000 P 85,045Mar-11 SPX 12/17/2011 1025 C 2,032Mar-11 SPX 12/17/2011 1025 P 12,993Mar-11 SPX 12/17/2011 1030 P 1,820
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 12/17/2011 1050 C 14,924Mar-11 SPX 12/17/2011 1050 P 46,360Mar-11 SPX 12/17/2011 1075 C 8,421Mar-11 SPX 12/17/2011 1075 P 27,401Mar-11 SPX 12/17/2011 1090 P 1,250Mar-11 SPX 12/17/2011 1095 P 500Mar-11 SPX 12/17/2011 1100 P 113,697Mar-11 SPX 12/17/2011 1100 C 70,464Mar-11 SPX 12/17/2011 1125 C 20,735Mar-11 SPX 12/17/2011 1125 P 37,603Mar-11 SPX 12/17/2011 1140 P 81Mar-11 SPX 12/17/2011 1150 P 50,335Mar-11 SPX 12/17/2011 1150 C 36,146Mar-11 SPX 12/17/2011 1175 C 17,726Mar-11 SPX 12/17/2011 1175 P 32,074Mar-11 SPX 12/17/2011 1180 P 377Mar-11 SPX 12/17/2011 1200 C 74,547Mar-11 SPX 12/17/2011 1200 P 85,907Mar-11 SPX 12/17/2011 1225 P 6,744Mar-11 SPX 12/17/2011 1225 C 10,403Mar-11 SPX 12/17/2011 1250 C 30,632Mar-11 SPX 12/17/2011 1250 P 41,628Mar-11 SPX 12/17/2011 1275 C 29,832Mar-11 SPX 12/17/2011 1275 P 31,849Mar-11 SPX 12/17/2011 1300 C 89,638Mar-11 SPX 12/17/2011 1300 P 52,024Mar-11 SPX 12/17/2011 1325 P 9,161Mar-11 SPX 12/17/2011 1325 C 23,096Mar-11 SPX 12/17/2011 1350 C 36,001Mar-11 SPX 12/17/2011 1350 P 5,218Mar-11 SPX 12/17/2011 1375 C 21,351Mar-11 SPX 12/17/2011 1375 P 1,248Mar-11 SPX 12/17/2011 1400 C 182,274Mar-11 SPX 12/17/2011 1400 P 19,371Mar-11 SPX 12/17/2011 1425 C 19,195Mar-11 SPX 12/17/2011 1425 P 5Mar-11 SPX 12/17/2011 1450 P 3,811Mar-11 SPX 12/17/2011 1450 C 44,486Mar-11 SPX 12/17/2011 1475 C 16,497Mar-11 SPX 12/17/2011 1475 P 500Mar-11 SPX 12/17/2011 1500 C 90,460Mar-11 SPX 12/17/2011 1500 P 6,421Mar-11 SPX 12/17/2011 1525 C 1,028Mar-11 SPX 12/17/2011 1550 C 12,570Mar-11 SPX 12/17/2011 1550 P 12Mar-11 SPX 12/17/2011 1600 C 43,495Mar-11 SPX 12/17/2011 1600 P 534Mar-11 SPX 12/17/2011 1700 C 11,755Mar-11 SPX 12/17/2011 1700 P 2,097
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 12/17/2011 1800 C 862Mar-11 SPX 12/17/2011 1800 P 119Mar-11 SPX 12/17/2011 1900 P 107Mar-11 SPX 12/17/2011 1900 C 634Mar-11 SPX 12/17/2011 2000 P 228Mar-11 SPX 12/17/2011 2000 C 5,709Mar-11 SPX 12/17/2011 2250 C 181Mar-11 SPX 12/17/2011 2250 P 80Mar-11 SPX 12/17/2011 2500 C 494Mar-11 SPX 12/17/2011 2500 P 223Mar-11 SPX 12/17/2011 3000 P 237Mar-11 SPX 12/17/2011 3000 C 1,146Mar-11 SPX 3/17/2012 600 P 29Mar-11 SPX 3/17/2012 800 P 3Mar-11 SPX 3/17/2012 900 P 1,142Mar-11 SPX 3/17/2012 950 P 10Mar-11 SPX 3/17/2012 975 P 300Mar-11 SPX 3/17/2012 1000 P 610Mar-11 SPX 3/17/2012 1050 P 200Mar-11 SPX 3/17/2012 1100 P 6,962Mar-11 SPX 3/17/2012 1125 P 2,900Mar-11 SPX 3/17/2012 1150 P 2,500Mar-11 SPX 3/17/2012 1175 P 1,140Mar-11 SPX 3/17/2012 1200 P 1,900Mar-11 SPX 3/17/2012 1225 P 2,012Mar-11 SPX 3/17/2012 1250 P 2,556Mar-11 SPX 3/17/2012 1275 P 2,500Mar-11 SPX 3/17/2012 1275 C 330Mar-11 SPX 3/17/2012 1300 C 3,589Mar-11 SPX 3/17/2012 1300 P 3,802Mar-11 SPX 3/17/2012 1325 C 960Mar-11 SPX 3/17/2012 1325 P 4,061Mar-11 SPX 3/17/2012 1350 C 1,572Mar-11 SPX 3/17/2012 1350 P 1Mar-11 SPX 3/17/2012 1375 C 1,625Mar-11 SPX 3/17/2012 1400 C 1,651Mar-11 SPX 3/17/2012 1425 C 276Mar-11 SPX 3/17/2012 1450 C 490Mar-11 SPX 3/17/2012 1475 C 5Mar-11 SPX 3/17/2012 1500 C 2Mar-11 SPX 3/17/2012 1550 C 1,755Mar-11 SPX 6/16/2012 100 C 1Mar-11 SPX 6/16/2012 100 P 278Mar-11 SPX 6/16/2012 200 P 4,792Mar-11 SPX 6/16/2012 300 P 407Mar-11 SPX 6/16/2012 400 P 97Mar-11 SPX 6/16/2012 450 P 117Mar-11 SPX 6/16/2012 500 P 843Mar-11 SPX 6/16/2012 550 P 75
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 6/16/2012 600 P 25,291Mar-11 SPX 6/16/2012 650 P 1,283Mar-11 SPX 6/16/2012 700 C 381Mar-11 SPX 6/16/2012 700 P 2,296Mar-11 SPX 6/16/2012 725 P 50Mar-11 SPX 6/16/2012 750 P 1,320Mar-11 SPX 6/16/2012 775 P 153Mar-11 SPX 6/16/2012 800 C 1,500Mar-11 SPX 6/16/2012 800 P 14,475Mar-11 SPX 6/16/2012 825 P 328Mar-11 SPX 6/16/2012 850 P 1,151Mar-11 SPX 6/16/2012 875 P 564Mar-11 SPX 6/16/2012 900 P 5,208Mar-11 SPX 6/16/2012 925 P 573Mar-11 SPX 6/16/2012 950 C 100Mar-11 SPX 6/16/2012 950 P 712Mar-11 SPX 6/16/2012 975 P 126Mar-11 SPX 6/16/2012 1000 P 5,463Mar-11 SPX 6/16/2012 1025 P 156Mar-11 SPX 6/16/2012 1050 C 2,550Mar-11 SPX 6/16/2012 1050 P 10,212Mar-11 SPX 6/16/2012 1075 P 1,686Mar-11 SPX 6/16/2012 1075 C 2,550Mar-11 SPX 6/16/2012 1100 P 12,102Mar-11 SPX 6/16/2012 1100 C 5,345Mar-11 SPX 6/16/2012 1125 C 715Mar-11 SPX 6/16/2012 1125 P 738Mar-11 SPX 6/16/2012 1150 C 1,337Mar-11 SPX 6/16/2012 1150 P 10,257Mar-11 SPX 6/16/2012 1175 C 617Mar-11 SPX 6/16/2012 1175 P 3,431Mar-11 SPX 6/16/2012 1200 P 4,546Mar-11 SPX 6/16/2012 1200 C 2,901Mar-11 SPX 6/16/2012 1225 C 145Mar-11 SPX 6/16/2012 1225 P 2,527Mar-11 SPX 6/16/2012 1250 C 2,366Mar-11 SPX 6/16/2012 1250 P 4,017Mar-11 SPX 6/16/2012 1275 C 2,181Mar-11 SPX 6/16/2012 1275 P 3,567Mar-11 SPX 6/16/2012 1300 P 7,546Mar-11 SPX 6/16/2012 1300 C 19,881Mar-11 SPX 6/16/2012 1325 C 1,186Mar-11 SPX 6/16/2012 1325 P 1,263Mar-11 SPX 6/16/2012 1350 C 6,019Mar-11 SPX 6/16/2012 1350 P 1,970Mar-11 SPX 6/16/2012 1375 C 3,852Mar-11 SPX 6/16/2012 1400 C 9,748Mar-11 SPX 6/16/2012 1400 P 560Mar-11 SPX 6/16/2012 1425 C 123
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 6/16/2012 1450 C 4,573Mar-11 SPX 6/16/2012 1450 P 12Mar-11 SPX 6/16/2012 1475 C 1,538Mar-11 SPX 6/16/2012 1500 C 11,133Mar-11 SPX 6/16/2012 1550 C 2,730Mar-11 SPX 6/16/2012 1600 C 3,509Mar-11 SPX 6/16/2012 1625 C 10,010Mar-11 SPX 6/16/2012 1700 C 1,828Mar-11 SPX 6/16/2012 1800 C 304Mar-11 SPX 6/16/2012 1800 P 3Mar-11 SPX 6/16/2012 1900 C 354Mar-11 SPX 6/16/2012 2000 C 50Mar-11 SPX 6/16/2012 2250 P 16Mar-11 SPX 6/16/2012 2250 C 1Mar-11 SPX 6/16/2012 2500 C 36Mar-11 SPX 6/16/2012 2500 P 248Mar-11 SPX 6/16/2012 3000 C 56Mar-11 SPX 6/16/2012 3000 P 2Mar-11 SPX 12/22/2012 100 C 107Mar-11 SPX 12/22/2012 100 P 7,633Mar-11 SPX 12/22/2012 200 P 13,569Mar-11 SPX 12/22/2012 200 C 29Mar-11 SPX 12/22/2012 250 P 6,725Mar-11 SPX 12/22/2012 300 C 29Mar-11 SPX 12/22/2012 300 P 2,932Mar-11 SPX 12/22/2012 350 C 2Mar-11 SPX 12/22/2012 350 P 5,343Mar-11 SPX 12/22/2012 400 P 22,285Mar-11 SPX 12/22/2012 400 C 1Mar-11 SPX 12/22/2012 450 P 2,990Mar-11 SPX 12/22/2012 450 C 10Mar-11 SPX 12/22/2012 500 C 4,110Mar-11 SPX 12/22/2012 500 P 21,764Mar-11 SPX 12/22/2012 550 P 13,899Mar-11 SPX 12/22/2012 600 P 80,168Mar-11 SPX 12/22/2012 600 C 21Mar-11 SPX 12/22/2012 650 C 5Mar-11 SPX 12/22/2012 650 P 4,773Mar-11 SPX 12/22/2012 675 P 154Mar-11 SPX 12/22/2012 700 C 4,555Mar-11 SPX 12/22/2012 700 P 19,677Mar-11 SPX 12/22/2012 750 P 13,352Mar-11 SPX 12/22/2012 800 P 22,427Mar-11 SPX 12/22/2012 800 C 2,624Mar-11 SPX 12/22/2012 825 P 672Mar-11 SPX 12/22/2012 825 C 600Mar-11 SPX 12/22/2012 850 P 73,069Mar-11 SPX 12/22/2012 875 P 1,018Mar-11 SPX 12/22/2012 900 P 54,604
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 12/22/2012 900 C 3,720Mar-11 SPX 12/22/2012 925 C 2Mar-11 SPX 12/22/2012 925 P 4,494Mar-11 SPX 12/22/2012 950 C 5,236Mar-11 SPX 12/22/2012 950 P 19,566Mar-11 SPX 12/22/2012 975 C 7Mar-11 SPX 12/22/2012 975 P 452Mar-11 SPX 12/22/2012 1000 P 32,929Mar-11 SPX 12/22/2012 1000 C 15,510Mar-11 SPX 12/22/2012 1025 C 3,401Mar-11 SPX 12/22/2012 1025 P 2,704Mar-11 SPX 12/22/2012 1050 C 14,902Mar-11 SPX 12/22/2012 1050 P 31,743Mar-11 SPX 12/22/2012 1075 P 7,033Mar-11 SPX 12/22/2012 1075 C 4,028Mar-11 SPX 12/22/2012 1100 C 33,605Mar-11 SPX 12/22/2012 1100 P 49,139Mar-11 SPX 12/22/2012 1125 C 7,629Mar-11 SPX 12/22/2012 1125 P 7,853Mar-11 SPX 12/22/2012 1150 P 37,041Mar-11 SPX 12/22/2012 1150 C 23,439Mar-11 SPX 12/22/2012 1175 P 8,730Mar-11 SPX 12/22/2012 1175 C 8,105Mar-11 SPX 12/22/2012 1200 C 25,853Mar-11 SPX 12/22/2012 1200 P 73,565Mar-11 SPX 12/22/2012 1220 C 1,170Mar-11 SPX 12/22/2012 1220 P 1,277Mar-11 SPX 12/22/2012 1225 C 3,901Mar-11 SPX 12/22/2012 1225 P 5,011Mar-11 SPX 12/22/2012 1250 P 12,882Mar-11 SPX 12/22/2012 1250 C 27,893Mar-11 SPX 12/22/2012 1275 C 8,575Mar-11 SPX 12/22/2012 1275 P 16,903Mar-11 SPX 12/22/2012 1300 P 31,255Mar-11 SPX 12/22/2012 1300 C 28,751Mar-11 SPX 12/22/2012 1325 P 6,008Mar-11 SPX 12/22/2012 1325 C 13,160Mar-11 SPX 12/22/2012 1350 P 3,312Mar-11 SPX 12/22/2012 1350 C 16,273Mar-11 SPX 12/22/2012 1400 P 8,957Mar-11 SPX 12/22/2012 1400 C 33,519Mar-11 SPX 12/22/2012 1450 C 15,115Mar-11 SPX 12/22/2012 1450 P 702Mar-11 SPX 12/22/2012 1500 C 42,390Mar-11 SPX 12/22/2012 1500 P 4,110Mar-11 SPX 12/22/2012 1550 C 7,336Mar-11 SPX 12/22/2012 1550 P 10Mar-11 SPX 12/22/2012 1600 C 111,625Mar-11 SPX 12/22/2012 1600 P 25
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 12/22/2012 1650 C 11Mar-11 SPX 12/22/2012 1700 C 14,047Mar-11 SPX 12/22/2012 1700 P 72Mar-11 SPX 12/22/2012 1750 C 3,000Mar-11 SPX 12/22/2012 1800 C 49,200Mar-11 SPX 12/22/2012 1800 P 68Mar-11 SPX 12/22/2012 1900 C 12,040Mar-11 SPX 12/22/2012 1900 P 163Mar-11 SPX 12/22/2012 2000 C 52,774Mar-11 SPX 12/22/2012 2000 P 342Mar-11 SPX 12/22/2012 2250 P 170Mar-11 SPX 12/22/2012 2250 C 226Mar-11 SPX 12/22/2012 2500 C 911Mar-11 SPX 12/22/2012 2500 P 754Mar-11 SPX 12/22/2012 3000 P 8Mar-11 SPX 12/21/2013 100 C 1,727Mar-11 SPX 12/21/2013 100 P 235Mar-11 SPX 12/21/2013 200 C 1,350Mar-11 SPX 12/21/2013 200 P 67Mar-11 SPX 12/21/2013 250 P 740Mar-11 SPX 12/21/2013 300 P 4,160Mar-11 SPX 12/21/2013 350 P 93Mar-11 SPX 12/21/2013 400 P 113Mar-11 SPX 12/21/2013 450 P 91Mar-11 SPX 12/21/2013 500 P 139Mar-11 SPX 12/21/2013 550 P 27Mar-11 SPX 12/21/2013 600 P 227Mar-11 SPX 12/21/2013 650 P 1,300Mar-11 SPX 12/21/2013 700 P 1,186Mar-11 SPX 12/21/2013 750 P 557Mar-11 SPX 12/21/2013 800 C 353Mar-11 SPX 12/21/2013 800 P 1,733Mar-11 SPX 12/21/2013 850 C 3Mar-11 SPX 12/21/2013 850 P 4,017Mar-11 SPX 12/21/2013 900 C 17Mar-11 SPX 12/21/2013 900 P 1,017Mar-11 SPX 12/21/2013 950 P 4Mar-11 SPX 12/21/2013 975 P 1Mar-11 SPX 12/21/2013 1000 P 2,477Mar-11 SPX 12/21/2013 1000 C 6Mar-11 SPX 12/21/2013 1050 P 302Mar-11 SPX 12/21/2013 1050 C 8Mar-11 SPX 12/21/2013 1075 P 127Mar-11 SPX 12/21/2013 1075 C 1Mar-11 SPX 12/21/2013 1100 C 5Mar-11 SPX 12/21/2013 1100 P 3,404Mar-11 SPX 12/21/2013 1125 P 2,003Mar-11 SPX 12/21/2013 1150 P 526Mar-11 SPX 12/21/2013 1150 C 100
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Mar-11 SPX 12/21/2013 1200 C 351Mar-11 SPX 12/21/2013 1200 P 2,177Mar-11 SPX 12/21/2013 1250 P 2,308Mar-11 SPX 12/21/2013 1250 C 3,051Mar-11 SPX 12/21/2013 1275 P 807Mar-11 SPX 12/21/2013 1275 C 635Mar-11 SPX 12/21/2013 1300 C 8,834Mar-11 SPX 12/21/2013 1300 P 5,908Mar-11 SPX 12/21/2013 1325 C 2,810Mar-11 SPX 12/21/2013 1325 P 2,160Mar-11 SPX 12/21/2013 1350 P 300Mar-11 SPX 12/21/2013 1350 C 1,550Mar-11 SPX 12/21/2013 1375 C 300Mar-11 SPX 12/21/2013 1375 P 385Mar-11 SPX 12/21/2013 1400 C 2,087Mar-11 SPX 12/21/2013 1425 C 400Mar-11 SPX 12/21/2013 1450 C 2,083Mar-11 SPX 12/21/2013 1500 C 1,200Mar-11 SPX 12/21/2013 1500 P 30Mar-11 SPX 12/21/2013 1525 C 200Mar-11 SPX 12/21/2013 1550 C 2Mar-11 SPX 12/21/2013 1600 C 2,909Mar-11 SPX 12/21/2013 1700 C 2,050Mar-11 SPX 12/21/2013 1700 P 2Mar-11 SPX 12/21/2013 1800 C 2,112Mar-11 SPX 12/21/2013 1900 P 3Mar-11 SPX 12/21/2013 1900 C 2,122Mar-11 SPX 12/21/2013 2000 C 957Mar-11 SPX 12/21/2013 2000 P 92Mar-11 SPX 12/21/2013 2250 C 13,882Mar-11 SPX 12/21/2013 2250 P 160Mar-11 SPX 12/21/2013 2500 P 507Mar-11 SPX 12/21/2013 2500 C 30Mar-11 SPX 12/21/2013 3000 C 1Mar-11 SPX 12/21/2013 3000 P 632Apr-11 SPXW 4/29/2011 1100 P 8Apr-11 SPXW 4/29/2011 1125 P 3,060Apr-11 SPXW 4/29/2011 1150 P 5,254Apr-11 SPXW 4/29/2011 1175 P 11,090Apr-11 SPXW 4/29/2011 1200 P 8,282Apr-11 SPXW 4/29/2011 1225 P 1,852Apr-11 SPXW 4/29/2011 1235 P 691Apr-11 SPXW 4/29/2011 1240 P 458Apr-11 SPXW 4/29/2011 1245 P 60Apr-11 SPXW 4/29/2011 1250 P 3,546Apr-11 SPXW 4/29/2011 1255 P 36Apr-11 SPXW 4/29/2011 1260 P 124Apr-11 SPXW 4/29/2011 1265 P 467Apr-11 SPXW 4/29/2011 1270 P 239
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPXW 4/29/2011 1275 P 3,347Apr-11 SPXW 4/29/2011 1280 P 753Apr-11 SPXW 4/29/2011 1285 P 1,011Apr-11 SPXW 4/29/2011 1290 P 1,876Apr-11 SPXW 4/29/2011 1295 P 2,142Apr-11 SPXW 4/29/2011 1300 P 8,040Apr-11 SPXW 4/29/2011 1305 P 668Apr-11 SPXW 4/29/2011 1310 P 4,027Apr-11 SPXW 4/29/2011 1315 P 1,342Apr-11 SPXW 4/29/2011 1320 P 798Apr-11 SPXW 4/29/2011 1325 P 2,112Apr-11 SPXW 4/29/2011 1330 P 2,213Apr-11 SPXW 4/29/2011 1335 P 1,883Apr-11 SPXW 4/29/2011 1340 P 2,818Apr-11 SPXW 4/29/2011 1345 P 1,953Apr-11 SPXW 4/29/2011 1350 P 3,028Apr-11 SPXW 4/29/2011 1355 P 1,443Apr-11 SPXW 4/29/2011 1360 P 2,384Apr-11 SPXW 4/29/2011 1365 C 6,353Apr-11 SPXW 4/29/2011 1370 C 6,802Apr-11 SPXW 4/29/2011 1375 C 5,548Apr-11 SPXW 4/29/2011 1380 C 2,382Apr-11 SPXW 4/29/2011 1385 C 4,234Apr-11 SPXW 4/29/2011 1400 C 3,351Apr-11 SPXW 4/29/2011 1425 C 3,096Apr-11 SPXW 5/6/2011 1125 P 5,682Apr-11 SPXW 5/6/2011 1150 P 1,365Apr-11 SPXW 5/6/2011 1175 P 17,566Apr-11 SPXW 5/6/2011 1200 P 933Apr-11 SPXW 5/6/2011 1225 P 5,630Apr-11 SPXW 5/6/2011 1250 P 274Apr-11 SPXW 5/6/2011 1255 P 59Apr-11 SPXW 5/6/2011 1260 P 5Apr-11 SPXW 5/6/2011 1265 P 15Apr-11 SPXW 5/6/2011 1270 P 18Apr-11 SPXW 5/6/2011 1275 P 79Apr-11 SPXW 5/6/2011 1280 P 252Apr-11 SPXW 5/6/2011 1285 P 332Apr-11 SPXW 5/6/2011 1290 P 2,123Apr-11 SPXW 5/6/2011 1290 C 25Apr-11 SPXW 5/6/2011 1295 P 173Apr-11 SPXW 5/6/2011 1300 P 3,724Apr-11 SPXW 5/6/2011 1300 C 2Apr-11 SPXW 5/6/2011 1305 P 263Apr-11 SPXW 5/6/2011 1305 C 1Apr-11 SPXW 5/6/2011 1310 P 5,301Apr-11 SPXW 5/6/2011 1315 P 307Apr-11 SPXW 5/6/2011 1320 P 634Apr-11 SPXW 5/6/2011 1325 P 799
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPXW 5/6/2011 1330 P 1,650Apr-11 SPXW 5/6/2011 1330 C 6Apr-11 SPXW 5/6/2011 1335 P 471Apr-11 SPXW 5/6/2011 1335 C 11Apr-11 SPXW 5/6/2011 1340 P 386Apr-11 SPXW 5/6/2011 1340 C 71Apr-11 SPXW 5/6/2011 1345 P 189Apr-11 SPXW 5/6/2011 1345 C 146Apr-11 SPXW 5/6/2011 1350 P 1,594Apr-11 SPXW 5/6/2011 1350 C 1,031Apr-11 SPXW 5/6/2011 1355 C 85Apr-11 SPXW 5/6/2011 1355 P 314Apr-11 SPXW 5/6/2011 1360 P 4,182Apr-11 SPXW 5/6/2011 1360 C 3,471Apr-11 SPXW 5/6/2011 1365 P 279Apr-11 SPXW 5/6/2011 1365 C 557Apr-11 SPXW 5/6/2011 1370 P 5Apr-11 SPXW 5/6/2011 1370 C 2,648Apr-11 SPXW 5/6/2011 1375 P 5Apr-11 SPXW 5/6/2011 1375 C 297Apr-11 SPXW 5/6/2011 1380 C 1,133Apr-11 SPXW 5/6/2011 1385 C 2,985Apr-11 SPXW 5/6/2011 1390 C 572Apr-11 SPXW 5/6/2011 1395 C 2,206Apr-11 SPXW 5/6/2011 1400 C 3,113Apr-11 SPXW 5/6/2011 1425 C 1,150Apr-11 SPXW 5/6/2011 1450 C 3,775Apr-11 SPX 5/21/2011 500 C 4,500Apr-11 SPX 5/21/2011 500 P 4,500Apr-11 SPX 5/21/2011 600 C 300Apr-11 SPX 5/21/2011 600 P 150Apr-11 SPX 5/21/2011 650 P 14Apr-11 SPX 5/21/2011 700 P 586Apr-11 SPX 5/21/2011 750 P 310Apr-11 SPX 5/21/2011 775 C 3Apr-11 SPX 5/21/2011 775 P 288Apr-11 SPX 5/21/2011 800 C 1Apr-11 SPX 5/21/2011 800 P 16,156Apr-11 SPX 5/21/2011 810 P 3,396Apr-11 SPX 5/21/2011 820 P 1,599Apr-11 SPX 5/21/2011 825 C 16Apr-11 SPX 5/21/2011 825 P 2,114Apr-11 SPX 5/21/2011 830 P 1,499Apr-11 SPX 5/21/2011 840 P 2,440Apr-11 SPX 5/21/2011 850 C 2Apr-11 SPX 5/21/2011 850 P 8,439Apr-11 SPX 5/21/2011 860 P 2,981Apr-11 SPX 5/21/2011 870 P 4,206Apr-11 SPX 5/21/2011 870 C 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 5/21/2011 875 C 41Apr-11 SPX 5/21/2011 875 P 2,881Apr-11 SPX 5/21/2011 880 C 3Apr-11 SPX 5/21/2011 880 P 2,111Apr-11 SPX 5/21/2011 890 P 2,498Apr-11 SPX 5/21/2011 900 P 19,495Apr-11 SPX 5/21/2011 905 C 3Apr-11 SPX 5/21/2011 905 P 2,339Apr-11 SPX 5/21/2011 910 P 2,392Apr-11 SPX 5/21/2011 910 C 3Apr-11 SPX 5/21/2011 915 C 3Apr-11 SPX 5/21/2011 915 P 2,226Apr-11 SPX 5/21/2011 920 P 2,737Apr-11 SPX 5/21/2011 925 C 15Apr-11 SPX 5/21/2011 925 P 11,572Apr-11 SPX 5/21/2011 930 P 2,846Apr-11 SPX 5/21/2011 935 P 3,153Apr-11 SPX 5/21/2011 935 C 3Apr-11 SPX 5/21/2011 940 P 2,098Apr-11 SPX 5/21/2011 945 C 3Apr-11 SPX 5/21/2011 945 P 2,601Apr-11 SPX 5/21/2011 950 C 26Apr-11 SPX 5/21/2011 950 P 15,825Apr-11 SPX 5/21/2011 955 P 2,355Apr-11 SPX 5/21/2011 955 C 3Apr-11 SPX 5/21/2011 960 P 3,090Apr-11 SPX 5/21/2011 965 C 90Apr-11 SPX 5/21/2011 965 P 2,630Apr-11 SPX 5/21/2011 970 C 3Apr-11 SPX 5/21/2011 970 P 2,722Apr-11 SPX 5/21/2011 975 C 44Apr-11 SPX 5/21/2011 975 P 11,057Apr-11 SPX 5/21/2011 980 C 25Apr-11 SPX 5/21/2011 980 P 3,019Apr-11 SPX 5/21/2011 985 P 2,922Apr-11 SPX 5/21/2011 985 C 3Apr-11 SPX 5/21/2011 990 C 50Apr-11 SPX 5/21/2011 990 P 4,560Apr-11 SPX 5/21/2011 995 C 3Apr-11 SPX 5/21/2011 995 P 2,661Apr-11 SPX 5/21/2011 1000 C 172Apr-11 SPX 5/21/2011 1000 P 45,236Apr-11 SPX 5/21/2011 1005 C 3Apr-11 SPX 5/21/2011 1005 P 2,681Apr-11 SPX 5/21/2011 1010 P 8,242Apr-11 SPX 5/21/2011 1010 C 3Apr-11 SPX 5/21/2011 1015 P 3,533Apr-11 SPX 5/21/2011 1020 P 14,668Apr-11 SPX 5/21/2011 1025 C 33
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 5/21/2011 1025 P 22,474Apr-11 SPX 5/21/2011 1030 C 7,609Apr-11 SPX 5/21/2011 1030 P 2,546Apr-11 SPX 5/21/2011 1035 P 2,652Apr-11 SPX 5/21/2011 1040 C 6Apr-11 SPX 5/21/2011 1040 P 8,332Apr-11 SPX 5/21/2011 1045 P 3,671Apr-11 SPX 5/21/2011 1050 C 188Apr-11 SPX 5/21/2011 1050 P 34,501Apr-11 SPX 5/21/2011 1055 P 3,282Apr-11 SPX 5/21/2011 1060 P 7,499Apr-11 SPX 5/21/2011 1060 C 12Apr-11 SPX 5/21/2011 1065 P 2,953Apr-11 SPX 5/21/2011 1065 C 91Apr-11 SPX 5/21/2011 1070 P 7,671Apr-11 SPX 5/21/2011 1070 C 3Apr-11 SPX 5/21/2011 1075 P 42,477Apr-11 SPX 5/21/2011 1080 P 3,708Apr-11 SPX 5/21/2011 1080 C 26Apr-11 SPX 5/21/2011 1085 C 2Apr-11 SPX 5/21/2011 1085 P 3,087Apr-11 SPX 5/21/2011 1090 P 3,346Apr-11 SPX 5/21/2011 1090 C 53Apr-11 SPX 5/21/2011 1095 P 2,666Apr-11 SPX 5/21/2011 1100 C 65Apr-11 SPX 5/21/2011 1100 P 67,316Apr-11 SPX 5/21/2011 1105 P 2,432Apr-11 SPX 5/21/2011 1110 C 3Apr-11 SPX 5/21/2011 1110 P 7,808Apr-11 SPX 5/21/2011 1115 C 1Apr-11 SPX 5/21/2011 1115 P 3,359Apr-11 SPX 5/21/2011 1120 C 1Apr-11 SPX 5/21/2011 1120 P 5,451Apr-11 SPX 5/21/2011 1125 C 34Apr-11 SPX 5/21/2011 1125 P 23,499Apr-11 SPX 5/21/2011 1130 C 1,130Apr-11 SPX 5/21/2011 1130 P 5,738Apr-11 SPX 5/21/2011 1135 P 2,551Apr-11 SPX 5/21/2011 1135 C 26Apr-11 SPX 5/21/2011 1140 C 24Apr-11 SPX 5/21/2011 1140 P 9,291Apr-11 SPX 5/21/2011 1145 P 2,779Apr-11 SPX 5/21/2011 1150 C 87Apr-11 SPX 5/21/2011 1150 P 68,508Apr-11 SPX 5/21/2011 1155 C 16Apr-11 SPX 5/21/2011 1155 P 4,640Apr-11 SPX 5/21/2011 1160 P 8,531Apr-11 SPX 5/21/2011 1160 C 6Apr-11 SPX 5/21/2011 1165 P 2,988
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 5/21/2011 1165 C 25Apr-11 SPX 5/21/2011 1170 C 5Apr-11 SPX 5/21/2011 1170 P 8,086Apr-11 SPX 5/21/2011 1175 C 16Apr-11 SPX 5/21/2011 1175 P 62,181Apr-11 SPX 5/21/2011 1180 P 13,139Apr-11 SPX 5/21/2011 1180 C 8,520Apr-11 SPX 5/21/2011 1185 P 6,320Apr-11 SPX 5/21/2011 1185 C 8,506Apr-11 SPX 5/21/2011 1190 P 5,442Apr-11 SPX 5/21/2011 1190 C 9Apr-11 SPX 5/21/2011 1195 C 199Apr-11 SPX 5/21/2011 1195 P 3,693Apr-11 SPX 5/21/2011 1200 C 8Apr-11 SPX 5/21/2011 1200 P 99,292Apr-11 SPX 5/21/2011 1205 P 2,734Apr-11 SPX 5/21/2011 1210 C 6Apr-11 SPX 5/21/2011 1210 P 9,150Apr-11 SPX 5/21/2011 1215 P 4,173Apr-11 SPX 5/21/2011 1220 P 16,465Apr-11 SPX 5/21/2011 1220 C 50Apr-11 SPX 5/21/2011 1225 P 49,608Apr-11 SPX 5/21/2011 1225 C 4,020Apr-11 SPX 5/21/2011 1230 P 13,096Apr-11 SPX 5/21/2011 1230 C 53Apr-11 SPX 5/21/2011 1235 P 4,787Apr-11 SPX 5/21/2011 1235 C 2Apr-11 SPX 5/21/2011 1240 C 1,335Apr-11 SPX 5/21/2011 1240 P 18,661Apr-11 SPX 5/21/2011 1245 P 4,049Apr-11 SPX 5/21/2011 1245 C 6Apr-11 SPX 5/21/2011 1250 P 115,580Apr-11 SPX 5/21/2011 1250 C 2,582Apr-11 SPX 5/21/2011 1255 P 3,779Apr-11 SPX 5/21/2011 1255 C 18Apr-11 SPX 5/21/2011 1260 P 15,261Apr-11 SPX 5/21/2011 1260 C 980Apr-11 SPX 5/21/2011 1265 P 7,098Apr-11 SPX 5/21/2011 1265 C 107Apr-11 SPX 5/21/2011 1270 P 13,262Apr-11 SPX 5/21/2011 1270 C 109Apr-11 SPX 5/21/2011 1275 C 6,401Apr-11 SPX 5/21/2011 1275 P 59,466Apr-11 SPX 5/21/2011 1280 P 23,909Apr-11 SPX 5/21/2011 1280 C 568Apr-11 SPX 5/21/2011 1285 P 5,081Apr-11 SPX 5/21/2011 1285 C 504Apr-11 SPX 5/21/2011 1290 P 10,175Apr-11 SPX 5/21/2011 1290 C 1,614
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 5/21/2011 1295 P 5,338Apr-11 SPX 5/21/2011 1295 C 357Apr-11 SPX 5/21/2011 1300 P 122,601Apr-11 SPX 5/21/2011 1300 C 55,079Apr-11 SPX 5/21/2011 1305 P 4,374Apr-11 SPX 5/21/2011 1305 C 1,370Apr-11 SPX 5/21/2011 1310 P 31,030Apr-11 SPX 5/21/2011 1310 C 13,467Apr-11 SPX 5/21/2011 1315 C 2,850Apr-11 SPX 5/21/2011 1315 P 5,923Apr-11 SPX 5/21/2011 1320 P 31,851Apr-11 SPX 5/21/2011 1320 C 19,407Apr-11 SPX 5/21/2011 1325 P 68,271Apr-11 SPX 5/21/2011 1325 C 61,199Apr-11 SPX 5/21/2011 1330 P 11,467Apr-11 SPX 5/21/2011 1330 C 16,255Apr-11 SPX 5/21/2011 1335 P 3,657Apr-11 SPX 5/21/2011 1335 C 9,332Apr-11 SPX 5/21/2011 1340 P 8,268Apr-11 SPX 5/21/2011 1340 C 23,546Apr-11 SPX 5/21/2011 1345 P 831Apr-11 SPX 5/21/2011 1345 C 11,597Apr-11 SPX 5/21/2011 1350 C 71,670Apr-11 SPX 5/21/2011 1350 P 24,095Apr-11 SPX 5/21/2011 1355 P 530Apr-11 SPX 5/21/2011 1355 C 15,793Apr-11 SPX 5/21/2011 1360 P 3,526Apr-11 SPX 5/21/2011 1360 C 37,260Apr-11 SPX 5/21/2011 1365 P 2,010Apr-11 SPX 5/21/2011 1365 C 17,131Apr-11 SPX 5/21/2011 1370 P 6,829Apr-11 SPX 5/21/2011 1370 C 30,195Apr-11 SPX 5/21/2011 1375 P 11,388Apr-11 SPX 5/21/2011 1375 C 45,506Apr-11 SPX 5/21/2011 1380 P 26Apr-11 SPX 5/21/2011 1380 C 23,860Apr-11 SPX 5/21/2011 1385 P 805Apr-11 SPX 5/21/2011 1385 C 24,705Apr-11 SPX 5/21/2011 1390 C 27,922Apr-11 SPX 5/21/2011 1390 P 12,020Apr-11 SPX 5/21/2011 1395 P 12,005Apr-11 SPX 5/21/2011 1395 C 10,106Apr-11 SPX 5/21/2011 1400 P 1,455Apr-11 SPX 5/21/2011 1400 C 43,477Apr-11 SPX 5/21/2011 1405 P 3Apr-11 SPX 5/21/2011 1405 C 12,966Apr-11 SPX 5/21/2011 1410 P 44Apr-11 SPX 5/21/2011 1410 C 12,465Apr-11 SPX 5/21/2011 1415 P 4
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 5/21/2011 1415 C 5,136Apr-11 SPX 5/21/2011 1420 C 4,574Apr-11 SPX 5/21/2011 1425 C 24,084Apr-11 SPX 5/21/2011 1425 P 1Apr-11 SPX 5/21/2011 1430 P 1Apr-11 SPX 5/21/2011 1430 C 10,761Apr-11 SPX 5/21/2011 1435 P 1Apr-11 SPX 5/21/2011 1435 C 2,736Apr-11 SPX 5/21/2011 1440 C 4,335Apr-11 SPX 5/21/2011 1445 C 7,347Apr-11 SPX 5/21/2011 1450 P 350Apr-11 SPX 5/21/2011 1450 C 13,832Apr-11 SPX 5/21/2011 1460 C 17,031Apr-11 SPX 5/21/2011 1470 C 1,995Apr-11 SPX 5/21/2011 1475 P 25Apr-11 SPX 5/21/2011 1475 C 5,126Apr-11 SPX 5/21/2011 1480 C 2,452Apr-11 SPX 5/21/2011 1490 P 1Apr-11 SPX 5/21/2011 1490 C 2,418Apr-11 SPX 5/21/2011 1500 P 4,500Apr-11 SPX 5/21/2011 1500 C 9,868Apr-11 SPX 5/21/2011 1525 C 4,092Apr-11 SPX 5/21/2011 1550 C 1,406Apr-11 SPX 5/21/2011 1600 C 12Apr-11 SPX 5/21/2011 1700 P 40Apr-11 SPX 6/18/2011 100 P 23,348Apr-11 SPX 6/18/2011 100 C 1Apr-11 SPX 6/18/2011 200 P 4,944Apr-11 SPX 6/18/2011 200 C 313Apr-11 SPX 6/18/2011 225 P 243Apr-11 SPX 6/18/2011 225 C 628Apr-11 SPX 6/18/2011 250 C 570Apr-11 SPX 6/18/2011 250 P 734Apr-11 SPX 6/18/2011 275 P 66Apr-11 SPX 6/18/2011 300 P 263Apr-11 SPX 6/18/2011 300 C 1,925Apr-11 SPX 6/18/2011 325 P 142Apr-11 SPX 6/18/2011 350 P 100Apr-11 SPX 6/18/2011 350 C 3Apr-11 SPX 6/18/2011 375 P 435Apr-11 SPX 6/18/2011 400 P 6,137Apr-11 SPX 6/18/2011 400 C 1,150Apr-11 SPX 6/18/2011 425 P 234Apr-11 SPX 6/18/2011 450 C 500Apr-11 SPX 6/18/2011 450 P 94Apr-11 SPX 6/18/2011 475 P 65Apr-11 SPX 6/18/2011 500 P 92,767Apr-11 SPX 6/18/2011 500 C 88,759Apr-11 SPX 6/18/2011 525 P 2,425
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 6/18/2011 550 P 5,437Apr-11 SPX 6/18/2011 600 P 57,949Apr-11 SPX 6/18/2011 600 C 324Apr-11 SPX 6/18/2011 625 P 5,983Apr-11 SPX 6/18/2011 625 C 628Apr-11 SPX 6/18/2011 650 C 7Apr-11 SPX 6/18/2011 650 P 25,909Apr-11 SPX 6/18/2011 675 P 685Apr-11 SPX 6/18/2011 700 P 44,333Apr-11 SPX 6/18/2011 700 C 50Apr-11 SPX 6/18/2011 725 P 534Apr-11 SPX 6/18/2011 750 P 38,474Apr-11 SPX 6/18/2011 775 P 2,282Apr-11 SPX 6/18/2011 800 P 111,513Apr-11 SPX 6/18/2011 800 C 142Apr-11 SPX 6/18/2011 825 P 5,072Apr-11 SPX 6/18/2011 850 P 34,406Apr-11 SPX 6/18/2011 860 P 1Apr-11 SPX 6/18/2011 870 P 1Apr-11 SPX 6/18/2011 875 P 4,020Apr-11 SPX 6/18/2011 880 P 1Apr-11 SPX 6/18/2011 890 P 658Apr-11 SPX 6/18/2011 900 P 55,831Apr-11 SPX 6/18/2011 900 C 2,220Apr-11 SPX 6/18/2011 905 P 1Apr-11 SPX 6/18/2011 910 P 50Apr-11 SPX 6/18/2011 915 P 121Apr-11 SPX 6/18/2011 920 P 339Apr-11 SPX 6/18/2011 925 P 16,846Apr-11 SPX 6/18/2011 930 P 15Apr-11 SPX 6/18/2011 935 P 1Apr-11 SPX 6/18/2011 940 P 1,408Apr-11 SPX 6/18/2011 945 P 15Apr-11 SPX 6/18/2011 950 P 102,313Apr-11 SPX 6/18/2011 950 C 1,781Apr-11 SPX 6/18/2011 955 P 1Apr-11 SPX 6/18/2011 960 P 8Apr-11 SPX 6/18/2011 965 P 1Apr-11 SPX 6/18/2011 970 P 100Apr-11 SPX 6/18/2011 975 P 27,552Apr-11 SPX 6/18/2011 975 C 1,965Apr-11 SPX 6/18/2011 980 C 20,000Apr-11 SPX 6/18/2011 980 P 2,203Apr-11 SPX 6/18/2011 985 P 1Apr-11 SPX 6/18/2011 990 P 103Apr-11 SPX 6/18/2011 995 P 1Apr-11 SPX 6/18/2011 1000 P 70,919Apr-11 SPX 6/18/2011 1000 C 15,720Apr-11 SPX 6/18/2011 1005 P 100
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 6/18/2011 1010 P 200Apr-11 SPX 6/18/2011 1015 P 100Apr-11 SPX 6/18/2011 1020 P 360Apr-11 SPX 6/18/2011 1025 P 19,035Apr-11 SPX 6/18/2011 1025 C 5,748Apr-11 SPX 6/18/2011 1030 P 125Apr-11 SPX 6/18/2011 1035 P 200Apr-11 SPX 6/18/2011 1040 P 1,206Apr-11 SPX 6/18/2011 1045 P 250Apr-11 SPX 6/18/2011 1050 C 14,451Apr-11 SPX 6/18/2011 1050 P 57,417Apr-11 SPX 6/18/2011 1055 P 100Apr-11 SPX 6/18/2011 1060 P 8,265Apr-11 SPX 6/18/2011 1060 C 248Apr-11 SPX 6/18/2011 1065 P 103Apr-11 SPX 6/18/2011 1070 P 293Apr-11 SPX 6/18/2011 1075 P 31,686Apr-11 SPX 6/18/2011 1075 C 12,287Apr-11 SPX 6/18/2011 1080 P 928Apr-11 SPX 6/18/2011 1080 C 85Apr-11 SPX 6/18/2011 1085 P 38Apr-11 SPX 6/18/2011 1085 C 2Apr-11 SPX 6/18/2011 1090 P 51Apr-11 SPX 6/18/2011 1095 P 76Apr-11 SPX 6/18/2011 1100 P 107,138Apr-11 SPX 6/18/2011 1100 C 32,203Apr-11 SPX 6/18/2011 1105 P 4Apr-11 SPX 6/18/2011 1110 P 1,256Apr-11 SPX 6/18/2011 1115 P 180Apr-11 SPX 6/18/2011 1120 P 3,083Apr-11 SPX 6/18/2011 1125 C 12,369Apr-11 SPX 6/18/2011 1125 P 48,274Apr-11 SPX 6/18/2011 1130 P 153Apr-11 SPX 6/18/2011 1135 P 30Apr-11 SPX 6/18/2011 1140 P 1,063Apr-11 SPX 6/18/2011 1145 P 621Apr-11 SPX 6/18/2011 1150 P 81,659Apr-11 SPX 6/18/2011 1150 C 17,727Apr-11 SPX 6/18/2011 1155 P 12Apr-11 SPX 6/18/2011 1160 P 2,272Apr-11 SPX 6/18/2011 1160 C 21Apr-11 SPX 6/18/2011 1165 P 11Apr-11 SPX 6/18/2011 1170 P 3,910Apr-11 SPX 6/18/2011 1170 C 20Apr-11 SPX 6/18/2011 1175 P 50,026Apr-11 SPX 6/18/2011 1175 C 21,616Apr-11 SPX 6/18/2011 1180 P 4,498Apr-11 SPX 6/18/2011 1185 P 1,664Apr-11 SPX 6/18/2011 1190 P 3,682
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 6/18/2011 1190 C 1,111Apr-11 SPX 6/18/2011 1195 P 41Apr-11 SPX 6/18/2011 1200 P 124,317Apr-11 SPX 6/18/2011 1200 C 75,917Apr-11 SPX 6/18/2011 1205 P 426Apr-11 SPX 6/18/2011 1210 P 3,669Apr-11 SPX 6/18/2011 1210 C 8Apr-11 SPX 6/18/2011 1215 P 1,178Apr-11 SPX 6/18/2011 1220 P 9,793Apr-11 SPX 6/18/2011 1220 C 34Apr-11 SPX 6/18/2011 1225 P 59,466Apr-11 SPX 6/18/2011 1225 C 21,308Apr-11 SPX 6/18/2011 1230 P 3,980Apr-11 SPX 6/18/2011 1235 C 8Apr-11 SPX 6/18/2011 1235 P 1,793Apr-11 SPX 6/18/2011 1240 P 6,877Apr-11 SPX 6/18/2011 1240 C 9Apr-11 SPX 6/18/2011 1245 P 514Apr-11 SPX 6/18/2011 1250 P 110,276Apr-11 SPX 6/18/2011 1250 C 68,717Apr-11 SPX 6/18/2011 1255 P 7,662Apr-11 SPX 6/18/2011 1255 C 7,057Apr-11 SPX 6/18/2011 1260 P 12,806Apr-11 SPX 6/18/2011 1260 C 10,327Apr-11 SPX 6/18/2011 1265 P 15,107Apr-11 SPX 6/18/2011 1265 C 15,227Apr-11 SPX 6/18/2011 1270 C 23,117Apr-11 SPX 6/18/2011 1270 P 31,758Apr-11 SPX 6/18/2011 1275 P 67,919Apr-11 SPX 6/18/2011 1275 C 32,934Apr-11 SPX 6/18/2011 1280 P 19,366Apr-11 SPX 6/18/2011 1280 C 11,874Apr-11 SPX 6/18/2011 1285 P 10,630Apr-11 SPX 6/18/2011 1285 C 9,331Apr-11 SPX 6/18/2011 1290 P 25,171Apr-11 SPX 6/18/2011 1290 C 20,281Apr-11 SPX 6/18/2011 1295 P 35,363Apr-11 SPX 6/18/2011 1295 C 32,888Apr-11 SPX 6/18/2011 1300 P 149,844Apr-11 SPX 6/18/2011 1300 C 143,250Apr-11 SPX 6/18/2011 1305 C 24,949Apr-11 SPX 6/18/2011 1305 P 24,636Apr-11 SPX 6/18/2011 1310 C 28,217Apr-11 SPX 6/18/2011 1310 P 26,267Apr-11 SPX 6/18/2011 1315 P 22,425Apr-11 SPX 6/18/2011 1315 C 22,784Apr-11 SPX 6/18/2011 1320 P 13,221Apr-11 SPX 6/18/2011 1320 C 14,481Apr-11 SPX 6/18/2011 1325 P 145,435
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 6/18/2011 1325 C 147,946Apr-11 SPX 6/18/2011 1330 P 46,508Apr-11 SPX 6/18/2011 1330 C 45,733Apr-11 SPX 6/18/2011 1335 P 14,397Apr-11 SPX 6/18/2011 1335 C 14,358Apr-11 SPX 6/18/2011 1340 C 15,903Apr-11 SPX 6/18/2011 1340 P 26,206Apr-11 SPX 6/18/2011 1345 P 17,294Apr-11 SPX 6/18/2011 1345 C 15,924Apr-11 SPX 6/18/2011 1350 P 50,901Apr-11 SPX 6/18/2011 1350 C 75,231Apr-11 SPX 6/18/2011 1355 P 11,558Apr-11 SPX 6/18/2011 1355 C 11,702Apr-11 SPX 6/18/2011 1360 P 11,124Apr-11 SPX 6/18/2011 1360 C 22,004Apr-11 SPX 6/18/2011 1365 P 3,595Apr-11 SPX 6/18/2011 1365 C 13,432Apr-11 SPX 6/18/2011 1370 P 1,262Apr-11 SPX 6/18/2011 1370 C 3,634Apr-11 SPX 6/18/2011 1375 C 53,940Apr-11 SPX 6/18/2011 1375 P 8,265Apr-11 SPX 6/18/2011 1380 P 5Apr-11 SPX 6/18/2011 1380 C 12,944Apr-11 SPX 6/18/2011 1385 C 8,806Apr-11 SPX 6/18/2011 1390 P 4Apr-11 SPX 6/18/2011 1390 C 6,639Apr-11 SPX 6/18/2011 1395 P 1Apr-11 SPX 6/18/2011 1395 C 5,451Apr-11 SPX 6/18/2011 1400 P 3,264Apr-11 SPX 6/18/2011 1400 C 92,925Apr-11 SPX 6/18/2011 1405 C 2,270Apr-11 SPX 6/18/2011 1410 P 1Apr-11 SPX 6/18/2011 1410 C 4,595Apr-11 SPX 6/18/2011 1415 C 5,038Apr-11 SPX 6/18/2011 1420 P 8Apr-11 SPX 6/18/2011 1420 C 3,017Apr-11 SPX 6/18/2011 1425 P 43Apr-11 SPX 6/18/2011 1425 C 39,115Apr-11 SPX 6/18/2011 1430 P 1Apr-11 SPX 6/18/2011 1430 C 4,020Apr-11 SPX 6/18/2011 1435 C 1,043Apr-11 SPX 6/18/2011 1440 P 2Apr-11 SPX 6/18/2011 1440 C 526Apr-11 SPX 6/18/2011 1445 C 417Apr-11 SPX 6/18/2011 1450 C 27,973Apr-11 SPX 6/18/2011 1450 P 707Apr-11 SPX 6/18/2011 1455 C 104Apr-11 SPX 6/18/2011 1460 C 15,093Apr-11 SPX 6/18/2011 1465 C 473
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 6/18/2011 1470 C 182Apr-11 SPX 6/18/2011 1475 C 15,410Apr-11 SPX 6/18/2011 1480 C 319Apr-11 SPX 6/18/2011 1500 P 86,893Apr-11 SPX 6/18/2011 1500 C 107,581Apr-11 SPX 6/18/2011 1525 C 7,755Apr-11 SPX 6/18/2011 1550 P 4Apr-11 SPX 6/18/2011 1550 C 6,768Apr-11 SPX 6/18/2011 1600 P 20Apr-11 SPX 6/18/2011 1600 C 1,199Apr-11 SPX 6/18/2011 1650 C 204Apr-11 SPX 6/18/2011 1700 P 1,198Apr-11 SPX 6/18/2011 1700 C 157Apr-11 SPX 6/18/2011 1800 P 1,053Apr-11 SPX 6/18/2011 1800 C 1,142Apr-11 SPX 6/18/2011 1900 P 1,118Apr-11 SPX 6/18/2011 2000 C 1Apr-11 SPX 6/18/2011 2000 P 975Apr-11 SPX 6/18/2011 2250 P 99Apr-11 SPX 6/18/2011 2250 C 70Apr-11 SPX 6/18/2011 2500 P 161Apr-11 SPX 6/18/2011 3000 P 50Apr-11 SPX 7/16/2011 200 P 1Apr-11 SPX 7/16/2011 300 P 1Apr-11 SPX 7/16/2011 300 C 1Apr-11 SPX 7/16/2011 400 P 1Apr-11 SPX 7/16/2011 500 P 1Apr-11 SPX 7/16/2011 750 P 100Apr-11 SPX 7/16/2011 800 P 39,862Apr-11 SPX 7/16/2011 850 P 238Apr-11 SPX 7/16/2011 850 C 5Apr-11 SPX 7/16/2011 860 P 1Apr-11 SPX 7/16/2011 870 P 1Apr-11 SPX 7/16/2011 875 P 1Apr-11 SPX 7/16/2011 880 P 1Apr-11 SPX 7/16/2011 890 P 1Apr-11 SPX 7/16/2011 900 P 26,710Apr-11 SPX 7/16/2011 910 P 1Apr-11 SPX 7/16/2011 920 P 25Apr-11 SPX 7/16/2011 925 P 178Apr-11 SPX 7/16/2011 930 P 26Apr-11 SPX 7/16/2011 940 P 125Apr-11 SPX 7/16/2011 950 P 2,839Apr-11 SPX 7/16/2011 960 P 150Apr-11 SPX 7/16/2011 970 P 1Apr-11 SPX 7/16/2011 975 P 503Apr-11 SPX 7/16/2011 980 P 1Apr-11 SPX 7/16/2011 990 P 1Apr-11 SPX 7/16/2011 1000 P 13,132
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 7/16/2011 1000 C 5Apr-11 SPX 7/16/2011 1010 P 5Apr-11 SPX 7/16/2011 1020 P 1Apr-11 SPX 7/16/2011 1025 P 210Apr-11 SPX 7/16/2011 1030 P 1Apr-11 SPX 7/16/2011 1040 P 101Apr-11 SPX 7/16/2011 1050 P 9,919Apr-11 SPX 7/16/2011 1060 P 109Apr-11 SPX 7/16/2011 1070 P 101Apr-11 SPX 7/16/2011 1075 P 3,653Apr-11 SPX 7/16/2011 1080 P 1Apr-11 SPX 7/16/2011 1090 P 1Apr-11 SPX 7/16/2011 1100 P 32,995Apr-11 SPX 7/16/2011 1110 P 98Apr-11 SPX 7/16/2011 1120 P 522Apr-11 SPX 7/16/2011 1125 P 6,797Apr-11 SPX 7/16/2011 1130 P 714Apr-11 SPX 7/16/2011 1140 P 607Apr-11 SPX 7/16/2011 1150 P 20,841Apr-11 SPX 7/16/2011 1150 C 1Apr-11 SPX 7/16/2011 1160 P 21Apr-11 SPX 7/16/2011 1170 P 3,303Apr-11 SPX 7/16/2011 1175 P 4,458Apr-11 SPX 7/16/2011 1180 P 1,216Apr-11 SPX 7/16/2011 1190 P 960Apr-11 SPX 7/16/2011 1190 C 1Apr-11 SPX 7/16/2011 1200 P 27,256Apr-11 SPX 7/16/2011 1200 C 21Apr-11 SPX 7/16/2011 1210 P 2,442Apr-11 SPX 7/16/2011 1220 P 697Apr-11 SPX 7/16/2011 1225 P 11,129Apr-11 SPX 7/16/2011 1230 P 865Apr-11 SPX 7/16/2011 1240 P 856Apr-11 SPX 7/16/2011 1240 C 1Apr-11 SPX 7/16/2011 1250 P 43,115Apr-11 SPX 7/16/2011 1250 C 360Apr-11 SPX 7/16/2011 1260 P 1,468Apr-11 SPX 7/16/2011 1260 C 2Apr-11 SPX 7/16/2011 1270 P 4,761Apr-11 SPX 7/16/2011 1275 P 19,051Apr-11 SPX 7/16/2011 1280 P 51Apr-11 SPX 7/16/2011 1290 P 470Apr-11 SPX 7/16/2011 1290 C 23Apr-11 SPX 7/16/2011 1300 P 23,297Apr-11 SPX 7/16/2011 1300 C 8,109Apr-11 SPX 7/16/2011 1310 P 321Apr-11 SPX 7/16/2011 1310 C 358Apr-11 SPX 7/16/2011 1320 P 938Apr-11 SPX 7/16/2011 1320 C 114
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 7/16/2011 1325 P 21,038Apr-11 SPX 7/16/2011 1325 C 15,362Apr-11 SPX 7/16/2011 1330 P 332Apr-11 SPX 7/16/2011 1330 C 21Apr-11 SPX 7/16/2011 1340 P 2,501Apr-11 SPX 7/16/2011 1340 C 467Apr-11 SPX 7/16/2011 1350 C 10,959Apr-11 SPX 7/16/2011 1350 P 4,998Apr-11 SPX 7/16/2011 1360 P 3,742Apr-11 SPX 7/16/2011 1360 C 6,171Apr-11 SPX 7/16/2011 1370 C 2,365Apr-11 SPX 7/16/2011 1375 P 900Apr-11 SPX 7/16/2011 1375 C 5,115Apr-11 SPX 7/16/2011 1380 P 50Apr-11 SPX 7/16/2011 1380 C 1,484Apr-11 SPX 7/16/2011 1390 C 2,727Apr-11 SPX 7/16/2011 1400 C 16,333Apr-11 SPX 7/16/2011 1400 P 1Apr-11 SPX 7/16/2011 1410 C 343Apr-11 SPX 7/16/2011 1420 C 540Apr-11 SPX 7/16/2011 1425 C 3,271Apr-11 SPX 7/16/2011 1430 C 38Apr-11 SPX 7/16/2011 1440 C 817Apr-11 SPX 7/16/2011 1450 C 4,402Apr-11 SPX 7/16/2011 1460 C 830Apr-11 SPX 7/16/2011 1470 C 198Apr-11 SPX 7/16/2011 1475 C 2,879Apr-11 SPX 7/16/2011 1480 C 1,382Apr-11 SPX 7/16/2011 1490 C 27Apr-11 SPX 7/16/2011 1500 C 2,080Apr-11 SPX 7/16/2011 1510 C 1Apr-11 SPX 7/16/2011 1520 C 22Apr-11 SPX 7/16/2011 1530 C 1Apr-11 SPX 7/16/2011 1540 C 1Apr-11 SPX 7/16/2011 1550 C 41Apr-11 SPX 7/16/2011 1560 C 190Apr-11 SPX 7/16/2011 1570 C 234Apr-11 SPX 7/16/2011 1575 P 1Apr-11 SPX 7/16/2011 1575 C 391Apr-11 SPX 7/16/2011 1580 C 50Apr-11 SPX 7/16/2011 1590 C 37Apr-11 SPX 7/16/2011 1600 C 75Apr-11 SPX 7/16/2011 1625 C 68Apr-11 SPX 7/16/2011 1650 C 827Apr-11 SPX 8/20/2011 600 P 1Apr-11 SPX 8/20/2011 700 P 1Apr-11 SPX 8/20/2011 750 P 1Apr-11 SPX 8/20/2011 775 P 14,000Apr-11 SPX 8/20/2011 800 P 5,859
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 8/20/2011 825 P 1Apr-11 SPX 8/20/2011 850 P 1Apr-11 SPX 8/20/2011 875 P 1Apr-11 SPX 8/20/2011 900 P 52Apr-11 SPX 8/20/2011 925 P 24Apr-11 SPX 8/20/2011 950 P 51Apr-11 SPX 8/20/2011 975 P 1Apr-11 SPX 8/20/2011 1000 P 185Apr-11 SPX 8/20/2011 1025 P 16Apr-11 SPX 8/20/2011 1050 P 355Apr-11 SPX 8/20/2011 1075 P 25Apr-11 SPX 8/20/2011 1100 P 756Apr-11 SPX 8/20/2011 1100 C 4Apr-11 SPX 8/20/2011 1125 P 75Apr-11 SPX 8/20/2011 1150 P 1,277Apr-11 SPX 8/20/2011 1175 P 6,045Apr-11 SPX 8/20/2011 1180 P 50Apr-11 SPX 8/20/2011 1200 P 2,347Apr-11 SPX 8/20/2011 1200 C 1Apr-11 SPX 8/20/2011 1225 P 1Apr-11 SPX 8/20/2011 1250 P 2,869Apr-11 SPX 8/20/2011 1260 P 13Apr-11 SPX 8/20/2011 1275 P 12,633Apr-11 SPX 8/20/2011 1275 C 10,001Apr-11 SPX 8/20/2011 1300 P 2,818Apr-11 SPX 8/20/2011 1300 C 10Apr-11 SPX 8/20/2011 1325 P 5,183Apr-11 SPX 8/20/2011 1325 C 4,879Apr-11 SPX 8/20/2011 1340 P 1Apr-11 SPX 8/20/2011 1340 C 1Apr-11 SPX 8/20/2011 1350 P 104Apr-11 SPX 8/20/2011 1350 C 9,145Apr-11 SPX 8/20/2011 1360 P 3Apr-11 SPX 8/20/2011 1360 C 2Apr-11 SPX 8/20/2011 1375 C 1,996Apr-11 SPX 8/20/2011 1380 C 1Apr-11 SPX 8/20/2011 1400 C 5,904Apr-11 SPX 8/20/2011 1420 C 7Apr-11 SPX 8/20/2011 1425 C 219Apr-11 SPX 8/20/2011 1450 C 2,112Apr-11 SPX 8/20/2011 1460 C 500Apr-11 SPX 8/20/2011 1475 C 205Apr-11 SPX 8/20/2011 1500 C 17Apr-11 SPX 8/20/2011 1525 C 2Apr-11 SPX 8/20/2011 1550 C 1Apr-11 SPX 8/20/2011 1600 C 37Apr-11 SPX 9/17/2011 200 P 47Apr-11 SPX 9/17/2011 300 P 25Apr-11 SPX 9/17/2011 350 P 68
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 9/17/2011 400 P 1,827Apr-11 SPX 9/17/2011 500 P 3,387Apr-11 SPX 9/17/2011 500 C 2,900Apr-11 SPX 9/17/2011 550 P 12Apr-11 SPX 9/17/2011 600 P 6,263Apr-11 SPX 9/17/2011 625 P 343Apr-11 SPX 9/17/2011 650 P 7,679Apr-11 SPX 9/17/2011 675 P 609Apr-11 SPX 9/17/2011 700 P 24,208Apr-11 SPX 9/17/2011 725 P 651Apr-11 SPX 9/17/2011 750 P 2,088Apr-11 SPX 9/17/2011 775 P 3,924Apr-11 SPX 9/17/2011 800 P 64,080Apr-11 SPX 9/17/2011 825 P 1,585Apr-11 SPX 9/17/2011 825 C 2Apr-11 SPX 9/17/2011 850 P 2,521Apr-11 SPX 9/17/2011 875 P 95Apr-11 SPX 9/17/2011 900 P 69,866Apr-11 SPX 9/17/2011 925 P 2,270Apr-11 SPX 9/17/2011 925 C 9Apr-11 SPX 9/17/2011 950 P 9,045Apr-11 SPX 9/17/2011 975 P 7,026Apr-11 SPX 9/17/2011 1000 C 605Apr-11 SPX 9/17/2011 1000 P 24,847Apr-11 SPX 9/17/2011 1025 P 20,084Apr-11 SPX 9/17/2011 1050 P 22,970Apr-11 SPX 9/17/2011 1050 C 250Apr-11 SPX 9/17/2011 1075 P 10,377Apr-11 SPX 9/17/2011 1075 C 510Apr-11 SPX 9/17/2011 1100 C 1,652Apr-11 SPX 9/17/2011 1100 P 47,198Apr-11 SPX 9/17/2011 1125 P 24,020Apr-11 SPX 9/17/2011 1125 C 1,849Apr-11 SPX 9/17/2011 1150 P 30,797Apr-11 SPX 9/17/2011 1150 C 4,101Apr-11 SPX 9/17/2011 1175 P 30,498Apr-11 SPX 9/17/2011 1175 C 6,972Apr-11 SPX 9/17/2011 1200 P 66,323Apr-11 SPX 9/17/2011 1200 C 3,831Apr-11 SPX 9/17/2011 1225 P 53,100Apr-11 SPX 9/17/2011 1225 C 4,985Apr-11 SPX 9/17/2011 1250 P 69,833Apr-11 SPX 9/17/2011 1250 C 44,427Apr-11 SPX 9/17/2011 1260 P 4,225Apr-11 SPX 9/17/2011 1275 P 30,095Apr-11 SPX 9/17/2011 1275 C 94,373Apr-11 SPX 9/17/2011 1300 P 67,491Apr-11 SPX 9/17/2011 1300 C 50,160Apr-11 SPX 9/17/2011 1325 P 16,860
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 9/17/2011 1325 C 22,780Apr-11 SPX 9/17/2011 1340 P 344Apr-11 SPX 9/17/2011 1340 C 220Apr-11 SPX 9/17/2011 1350 P 11,578Apr-11 SPX 9/17/2011 1350 C 22,446Apr-11 SPX 9/17/2011 1360 C 96Apr-11 SPX 9/17/2011 1360 P 84Apr-11 SPX 9/17/2011 1375 C 13,774Apr-11 SPX 9/17/2011 1375 P 321Apr-11 SPX 9/17/2011 1400 P 3,215Apr-11 SPX 9/17/2011 1400 C 90,434Apr-11 SPX 9/17/2011 1420 C 1Apr-11 SPX 9/17/2011 1425 P 523Apr-11 SPX 9/17/2011 1425 C 11,483Apr-11 SPX 9/17/2011 1450 P 257Apr-11 SPX 9/17/2011 1450 C 35,160Apr-11 SPX 9/17/2011 1475 C 1,631Apr-11 SPX 9/17/2011 1500 P 3,098Apr-11 SPX 9/17/2011 1500 C 14,408Apr-11 SPX 9/17/2011 1520 C 12Apr-11 SPX 9/17/2011 1525 P 4Apr-11 SPX 9/17/2011 1525 C 2,336Apr-11 SPX 9/17/2011 1550 P 4Apr-11 SPX 9/17/2011 1550 C 3,971Apr-11 SPX 9/17/2011 1600 C 7,714Apr-11 SPX 9/17/2011 1650 C 1,981Apr-11 SPX 9/17/2011 1700 C 1,974Apr-11 SPX 9/17/2011 1750 C 466Apr-11 SPX 9/17/2011 1800 C 19Apr-11 SPX 9/17/2011 1900 C 13Apr-11 SPX 9/17/2011 2000 C 223Apr-11 SPX 9/17/2011 2500 C 198Apr-11 SPX 9/17/2011 3000 P 100Apr-11 SPX 9/17/2011 3000 C 176Apr-11 SPX 12/17/2011 50 P 27,401Apr-11 SPX 12/17/2011 100 P 16,174Apr-11 SPX 12/17/2011 100 C 109Apr-11 SPX 12/17/2011 150 P 2,283Apr-11 SPX 12/17/2011 200 P 51,864Apr-11 SPX 12/17/2011 200 C 3Apr-11 SPX 12/17/2011 225 P 8,724Apr-11 SPX 12/17/2011 250 C 15Apr-11 SPX 12/17/2011 250 P 134,072Apr-11 SPX 12/17/2011 275 P 17,813Apr-11 SPX 12/17/2011 280 P 6,119Apr-11 SPX 12/17/2011 280 C 102Apr-11 SPX 12/17/2011 300 P 33,811Apr-11 SPX 12/17/2011 300 C 85Apr-11 SPX 12/17/2011 325 P 3,019
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 12/17/2011 350 P 4,065Apr-11 SPX 12/17/2011 350 C 10Apr-11 SPX 12/17/2011 375 P 284Apr-11 SPX 12/17/2011 400 P 142,536Apr-11 SPX 12/17/2011 400 C 82Apr-11 SPX 12/17/2011 425 P 351Apr-11 SPX 12/17/2011 450 P 12,485Apr-11 SPX 12/17/2011 450 C 8Apr-11 SPX 12/17/2011 475 P 476Apr-11 SPX 12/17/2011 500 P 25,055Apr-11 SPX 12/17/2011 500 C 4,800Apr-11 SPX 12/17/2011 525 P 8,299Apr-11 SPX 12/17/2011 550 P 30,162Apr-11 SPX 12/17/2011 550 C 6Apr-11 SPX 12/17/2011 575 P 8,196Apr-11 SPX 12/17/2011 600 P 73,194Apr-11 SPX 12/17/2011 600 C 21Apr-11 SPX 12/17/2011 650 P 38,732Apr-11 SPX 12/17/2011 650 C 1,217Apr-11 SPX 12/17/2011 675 P 21,300Apr-11 SPX 12/17/2011 700 P 80,411Apr-11 SPX 12/17/2011 700 C 5,391Apr-11 SPX 12/17/2011 725 P 2,022Apr-11 SPX 12/17/2011 750 P 37,942Apr-11 SPX 12/17/2011 750 C 404Apr-11 SPX 12/17/2011 770 P 100Apr-11 SPX 12/17/2011 775 C 4Apr-11 SPX 12/17/2011 775 P 14,609Apr-11 SPX 12/17/2011 800 P 90,378Apr-11 SPX 12/17/2011 800 C 13,233Apr-11 SPX 12/17/2011 825 P 5,315Apr-11 SPX 12/17/2011 825 C 151Apr-11 SPX 12/17/2011 850 P 30,434Apr-11 SPX 12/17/2011 850 C 6,744Apr-11 SPX 12/17/2011 875 P 7,136Apr-11 SPX 12/17/2011 900 P 95,560Apr-11 SPX 12/17/2011 900 C 17,657Apr-11 SPX 12/17/2011 920 P 6,072Apr-11 SPX 12/17/2011 920 C 606Apr-11 SPX 12/17/2011 925 P 9,739Apr-11 SPX 12/17/2011 950 C 6,425Apr-11 SPX 12/17/2011 950 P 31,137Apr-11 SPX 12/17/2011 975 P 16,064Apr-11 SPX 12/17/2011 975 C 9Apr-11 SPX 12/17/2011 1000 P 89,366Apr-11 SPX 12/17/2011 1000 C 19,540Apr-11 SPX 12/17/2011 1025 P 14,191Apr-11 SPX 12/17/2011 1025 C 2,032Apr-11 SPX 12/17/2011 1030 P 3,321
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 12/17/2011 1050 P 52,237Apr-11 SPX 12/17/2011 1050 C 14,903Apr-11 SPX 12/17/2011 1075 P 28,032Apr-11 SPX 12/17/2011 1075 C 8,421Apr-11 SPX 12/17/2011 1090 P 2,250Apr-11 SPX 12/17/2011 1095 P 500Apr-11 SPX 12/17/2011 1100 P 111,802Apr-11 SPX 12/17/2011 1100 C 70,463Apr-11 SPX 12/17/2011 1125 P 38,860Apr-11 SPX 12/17/2011 1125 C 20,735Apr-11 SPX 12/17/2011 1140 P 2,082Apr-11 SPX 12/17/2011 1150 P 63,133Apr-11 SPX 12/17/2011 1150 C 36,564Apr-11 SPX 12/17/2011 1175 C 17,717Apr-11 SPX 12/17/2011 1175 P 35,569Apr-11 SPX 12/17/2011 1180 P 389Apr-11 SPX 12/17/2011 1200 P 92,916Apr-11 SPX 12/17/2011 1200 C 74,761Apr-11 SPX 12/17/2011 1225 P 9,858Apr-11 SPX 12/17/2011 1225 C 10,518Apr-11 SPX 12/17/2011 1250 P 45,245Apr-11 SPX 12/17/2011 1250 C 30,239Apr-11 SPX 12/17/2011 1275 P 37,376Apr-11 SPX 12/17/2011 1275 C 29,892Apr-11 SPX 12/17/2011 1300 C 92,588Apr-11 SPX 12/17/2011 1300 P 62,727Apr-11 SPX 12/17/2011 1325 P 20,879Apr-11 SPX 12/17/2011 1325 C 25,983Apr-11 SPX 12/17/2011 1335 P 4,596Apr-11 SPX 12/17/2011 1335 C 1,500Apr-11 SPX 12/17/2011 1350 P 12,294Apr-11 SPX 12/17/2011 1350 C 39,251Apr-11 SPX 12/17/2011 1375 P 2,398Apr-11 SPX 12/17/2011 1375 C 29,492Apr-11 SPX 12/17/2011 1400 P 20,873Apr-11 SPX 12/17/2011 1400 C 197,357Apr-11 SPX 12/17/2011 1425 P 5Apr-11 SPX 12/17/2011 1425 C 21,897Apr-11 SPX 12/17/2011 1450 C 56,122Apr-11 SPX 12/17/2011 1450 P 3,811Apr-11 SPX 12/17/2011 1475 P 501Apr-11 SPX 12/17/2011 1475 C 23,385Apr-11 SPX 12/17/2011 1500 P 7,442Apr-11 SPX 12/17/2011 1500 C 95,351Apr-11 SPX 12/17/2011 1525 P 1Apr-11 SPX 12/17/2011 1525 C 3,364Apr-11 SPX 12/17/2011 1550 P 17Apr-11 SPX 12/17/2011 1550 C 12,406Apr-11 SPX 12/17/2011 1600 P 534
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 12/17/2011 1600 C 51,762Apr-11 SPX 12/17/2011 1700 P 2,097Apr-11 SPX 12/17/2011 1700 C 13,530Apr-11 SPX 12/17/2011 1800 P 119Apr-11 SPX 12/17/2011 1800 C 861Apr-11 SPX 12/17/2011 1900 C 698Apr-11 SPX 12/17/2011 1900 P 107Apr-11 SPX 12/17/2011 2000 P 228Apr-11 SPX 12/17/2011 2000 C 5,756Apr-11 SPX 12/17/2011 2250 P 80Apr-11 SPX 12/17/2011 2250 C 190Apr-11 SPX 12/17/2011 2500 P 223Apr-11 SPX 12/17/2011 2500 C 494Apr-11 SPX 12/17/2011 3000 P 229Apr-11 SPX 12/17/2011 3000 C 1,146Apr-11 SPX 3/17/2012 600 P 4,029Apr-11 SPX 3/17/2012 700 P 6,102Apr-11 SPX 3/17/2012 750 P 10Apr-11 SPX 3/17/2012 800 P 13Apr-11 SPX 3/17/2012 850 P 4,310Apr-11 SPX 3/17/2012 875 P 27Apr-11 SPX 3/17/2012 900 P 1,636Apr-11 SPX 3/17/2012 925 P 20Apr-11 SPX 3/17/2012 950 P 40Apr-11 SPX 3/17/2012 975 P 1,111Apr-11 SPX 3/17/2012 1000 P 4,000Apr-11 SPX 3/17/2012 1025 P 4Apr-11 SPX 3/17/2012 1050 P 1,905Apr-11 SPX 3/17/2012 1075 P 309Apr-11 SPX 3/17/2012 1100 P 9,619Apr-11 SPX 3/17/2012 1125 P 2,900Apr-11 SPX 3/17/2012 1150 P 6,600Apr-11 SPX 3/17/2012 1175 P 2,075Apr-11 SPX 3/17/2012 1200 P 4,320Apr-11 SPX 3/17/2012 1200 C 5Apr-11 SPX 3/17/2012 1225 P 2,012Apr-11 SPX 3/17/2012 1225 C 100Apr-11 SPX 3/17/2012 1250 P 5,568Apr-11 SPX 3/17/2012 1275 C 370Apr-11 SPX 3/17/2012 1275 P 3,900Apr-11 SPX 3/17/2012 1300 P 7,794Apr-11 SPX 3/17/2012 1300 C 5,411Apr-11 SPX 3/17/2012 1325 P 4,537Apr-11 SPX 3/17/2012 1325 C 12,741Apr-11 SPX 3/17/2012 1350 P 4Apr-11 SPX 3/17/2012 1350 C 2,946Apr-11 SPX 3/17/2012 1375 P 250Apr-11 SPX 3/17/2012 1375 C 5,475Apr-11 SPX 3/17/2012 1400 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 3/17/2012 1400 C 6,524Apr-11 SPX 3/17/2012 1425 C 5,086Apr-11 SPX 3/17/2012 1450 C 1,580Apr-11 SPX 3/17/2012 1475 C 4,006Apr-11 SPX 3/17/2012 1500 C 10,497Apr-11 SPX 3/17/2012 1550 C 2,885Apr-11 SPX 3/17/2012 1600 C 753Apr-11 SPX 3/17/2012 1650 C 1,100Apr-11 SPX 6/16/2012 100 P 327Apr-11 SPX 6/16/2012 100 C 2Apr-11 SPX 6/16/2012 200 C 1Apr-11 SPX 6/16/2012 200 P 4,792Apr-11 SPX 6/16/2012 300 P 407Apr-11 SPX 6/16/2012 400 P 97Apr-11 SPX 6/16/2012 450 P 117Apr-11 SPX 6/16/2012 500 P 996Apr-11 SPX 6/16/2012 550 P 75Apr-11 SPX 6/16/2012 600 P 25,291Apr-11 SPX 6/16/2012 650 P 1,283Apr-11 SPX 6/16/2012 700 P 2,296Apr-11 SPX 6/16/2012 700 C 381Apr-11 SPX 6/16/2012 725 P 50Apr-11 SPX 6/16/2012 750 P 1,320Apr-11 SPX 6/16/2012 775 P 153Apr-11 SPX 6/16/2012 800 P 14,410Apr-11 SPX 6/16/2012 800 C 1,500Apr-11 SPX 6/16/2012 825 P 328Apr-11 SPX 6/16/2012 850 P 1,150Apr-11 SPX 6/16/2012 875 P 564Apr-11 SPX 6/16/2012 900 P 5,408Apr-11 SPX 6/16/2012 925 P 580Apr-11 SPX 6/16/2012 950 P 3,938Apr-11 SPX 6/16/2012 950 C 100Apr-11 SPX 6/16/2012 975 P 2,082Apr-11 SPX 6/16/2012 1000 P 27,133Apr-11 SPX 6/16/2012 1025 P 156Apr-11 SPX 6/16/2012 1050 C 2,550Apr-11 SPX 6/16/2012 1050 P 10,212Apr-11 SPX 6/16/2012 1075 P 1,686Apr-11 SPX 6/16/2012 1075 C 2,550Apr-11 SPX 6/16/2012 1100 P 13,684Apr-11 SPX 6/16/2012 1100 C 5,345Apr-11 SPX 6/16/2012 1125 P 1,927Apr-11 SPX 6/16/2012 1125 C 715Apr-11 SPX 6/16/2012 1150 P 10,457Apr-11 SPX 6/16/2012 1150 C 1,337Apr-11 SPX 6/16/2012 1175 P 3,431Apr-11 SPX 6/16/2012 1175 C 617Apr-11 SPX 6/16/2012 1200 P 6,136
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 6/16/2012 1200 C 3,201Apr-11 SPX 6/16/2012 1225 C 145Apr-11 SPX 6/16/2012 1225 P 2,527Apr-11 SPX 6/16/2012 1250 P 18,861Apr-11 SPX 6/16/2012 1250 C 2,366Apr-11 SPX 6/16/2012 1275 P 4,717Apr-11 SPX 6/16/2012 1275 C 2,181Apr-11 SPX 6/16/2012 1300 P 9,060Apr-11 SPX 6/16/2012 1300 C 21,531Apr-11 SPX 6/16/2012 1325 P 1,492Apr-11 SPX 6/16/2012 1325 C 1,339Apr-11 SPX 6/16/2012 1350 P 2,919Apr-11 SPX 6/16/2012 1350 C 7,392Apr-11 SPX 6/16/2012 1375 C 3,856Apr-11 SPX 6/16/2012 1400 C 9,748Apr-11 SPX 6/16/2012 1400 P 680Apr-11 SPX 6/16/2012 1425 C 123Apr-11 SPX 6/16/2012 1450 P 12Apr-11 SPX 6/16/2012 1450 C 4,730Apr-11 SPX 6/16/2012 1475 C 1,543Apr-11 SPX 6/16/2012 1500 C 7,587Apr-11 SPX 6/16/2012 1550 C 4,235Apr-11 SPX 6/16/2012 1600 C 3,522Apr-11 SPX 6/16/2012 1625 C 10,027Apr-11 SPX 6/16/2012 1650 C 1,750Apr-11 SPX 6/16/2012 1700 C 1,828Apr-11 SPX 6/16/2012 1800 P 3Apr-11 SPX 6/16/2012 1800 C 302Apr-11 SPX 6/16/2012 1900 C 354Apr-11 SPX 6/16/2012 2000 C 57Apr-11 SPX 6/16/2012 2250 P 16Apr-11 SPX 6/16/2012 2250 C 1Apr-11 SPX 6/16/2012 2500 C 36Apr-11 SPX 6/16/2012 2500 P 248Apr-11 SPX 6/16/2012 3000 P 2Apr-11 SPX 6/16/2012 3000 C 56Apr-11 SPX 12/22/2012 100 P 7,772Apr-11 SPX 12/22/2012 100 C 107Apr-11 SPX 12/22/2012 200 P 13,559Apr-11 SPX 12/22/2012 200 C 25Apr-11 SPX 12/22/2012 250 P 6,732Apr-11 SPX 12/22/2012 300 P 2,962Apr-11 SPX 12/22/2012 300 C 23Apr-11 SPX 12/22/2012 350 P 5,344Apr-11 SPX 12/22/2012 350 C 2Apr-11 SPX 12/22/2012 400 P 22,314Apr-11 SPX 12/22/2012 400 C 1Apr-11 SPX 12/22/2012 450 C 10Apr-11 SPX 12/22/2012 450 P 2,990
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 12/22/2012 500 P 21,953Apr-11 SPX 12/22/2012 500 C 4,360Apr-11 SPX 12/22/2012 550 P 13,749Apr-11 SPX 12/22/2012 600 P 81,576Apr-11 SPX 12/22/2012 600 C 21Apr-11 SPX 12/22/2012 650 P 4,773Apr-11 SPX 12/22/2012 650 C 5Apr-11 SPX 12/22/2012 675 P 158Apr-11 SPX 12/22/2012 700 P 19,780Apr-11 SPX 12/22/2012 700 C 4,555Apr-11 SPX 12/22/2012 750 P 13,446Apr-11 SPX 12/22/2012 800 C 2,625Apr-11 SPX 12/22/2012 800 P 25,476Apr-11 SPX 12/22/2012 825 P 672Apr-11 SPX 12/22/2012 825 C 600Apr-11 SPX 12/22/2012 850 P 74,642Apr-11 SPX 12/22/2012 875 P 1,018Apr-11 SPX 12/22/2012 900 P 58,113Apr-11 SPX 12/22/2012 900 C 3,714Apr-11 SPX 12/22/2012 925 P 4,938Apr-11 SPX 12/22/2012 925 C 2Apr-11 SPX 12/22/2012 950 P 20,666Apr-11 SPX 12/22/2012 950 C 5,235Apr-11 SPX 12/22/2012 975 C 7Apr-11 SPX 12/22/2012 975 P 452Apr-11 SPX 12/22/2012 1000 P 52,533Apr-11 SPX 12/22/2012 1000 C 15,509Apr-11 SPX 12/22/2012 1025 P 2,708Apr-11 SPX 12/22/2012 1025 C 3,401Apr-11 SPX 12/22/2012 1050 P 31,579Apr-11 SPX 12/22/2012 1050 C 14,902Apr-11 SPX 12/22/2012 1075 P 6,990Apr-11 SPX 12/22/2012 1075 C 4,328Apr-11 SPX 12/22/2012 1100 P 48,994Apr-11 SPX 12/22/2012 1100 C 44,920Apr-11 SPX 12/22/2012 1125 P 7,838Apr-11 SPX 12/22/2012 1125 C 7,629Apr-11 SPX 12/22/2012 1150 P 38,282Apr-11 SPX 12/22/2012 1150 C 23,439Apr-11 SPX 12/22/2012 1175 P 8,853Apr-11 SPX 12/22/2012 1175 C 8,105Apr-11 SPX 12/22/2012 1200 P 77,409Apr-11 SPX 12/22/2012 1200 C 29,841Apr-11 SPX 12/22/2012 1220 P 1,297Apr-11 SPX 12/22/2012 1220 C 1,170Apr-11 SPX 12/22/2012 1225 P 4,011Apr-11 SPX 12/22/2012 1225 C 3,901Apr-11 SPX 12/22/2012 1250 P 22,592Apr-11 SPX 12/22/2012 1250 C 28,093
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 12/22/2012 1275 P 17,166Apr-11 SPX 12/22/2012 1275 C 8,575Apr-11 SPX 12/22/2012 1300 C 32,578Apr-11 SPX 12/22/2012 1300 P 32,786Apr-11 SPX 12/22/2012 1325 P 5,932Apr-11 SPX 12/22/2012 1325 C 14,492Apr-11 SPX 12/22/2012 1350 P 8,331Apr-11 SPX 12/22/2012 1350 C 16,666Apr-11 SPX 12/22/2012 1400 P 8,959Apr-11 SPX 12/22/2012 1400 C 34,654Apr-11 SPX 12/22/2012 1450 P 702Apr-11 SPX 12/22/2012 1450 C 14,866Apr-11 SPX 12/22/2012 1500 P 4,360Apr-11 SPX 12/22/2012 1500 C 41,714Apr-11 SPX 12/22/2012 1550 P 10Apr-11 SPX 12/22/2012 1550 C 12,703Apr-11 SPX 12/22/2012 1600 P 25Apr-11 SPX 12/22/2012 1600 C 136,642Apr-11 SPX 12/22/2012 1650 C 11Apr-11 SPX 12/22/2012 1700 P 72Apr-11 SPX 12/22/2012 1700 C 14,380Apr-11 SPX 12/22/2012 1750 C 3,267Apr-11 SPX 12/22/2012 1800 P 68Apr-11 SPX 12/22/2012 1800 C 50,795Apr-11 SPX 12/22/2012 1900 P 163Apr-11 SPX 12/22/2012 1900 C 12,237Apr-11 SPX 12/22/2012 2000 P 342Apr-11 SPX 12/22/2012 2000 C 52,795Apr-11 SPX 12/22/2012 2250 P 170Apr-11 SPX 12/22/2012 2250 C 224Apr-11 SPX 12/22/2012 2500 C 870Apr-11 SPX 12/22/2012 2500 P 754Apr-11 SPX 12/22/2012 3000 P 8Apr-11 SPX 12/21/2013 100 P 579Apr-11 SPX 12/21/2013 100 C 1,725Apr-11 SPX 12/21/2013 200 P 124Apr-11 SPX 12/21/2013 200 C 1,347Apr-11 SPX 12/21/2013 250 P 745Apr-11 SPX 12/21/2013 300 P 4,163Apr-11 SPX 12/21/2013 350 P 93Apr-11 SPX 12/21/2013 400 P 114Apr-11 SPX 12/21/2013 450 P 101Apr-11 SPX 12/21/2013 500 P 139Apr-11 SPX 12/21/2013 550 P 28Apr-11 SPX 12/21/2013 600 P 126Apr-11 SPX 12/21/2013 650 P 1,302Apr-11 SPX 12/21/2013 650 C 1Apr-11 SPX 12/21/2013 700 P 1,211Apr-11 SPX 12/21/2013 750 P 407
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 12/21/2013 800 P 8,635Apr-11 SPX 12/21/2013 800 C 351Apr-11 SPX 12/21/2013 850 P 4,017Apr-11 SPX 12/21/2013 850 C 1Apr-11 SPX 12/21/2013 900 P 1,117Apr-11 SPX 12/21/2013 900 C 13Apr-11 SPX 12/21/2013 950 P 6Apr-11 SPX 12/21/2013 975 P 1Apr-11 SPX 12/21/2013 1000 C 6Apr-11 SPX 12/21/2013 1000 P 4,026Apr-11 SPX 12/21/2013 1050 P 2,115Apr-11 SPX 12/21/2013 1050 C 10Apr-11 SPX 12/21/2013 1075 P 127Apr-11 SPX 12/21/2013 1075 C 2Apr-11 SPX 12/21/2013 1100 P 8,461Apr-11 SPX 12/21/2013 1100 C 5Apr-11 SPX 12/21/2013 1125 P 2,003Apr-11 SPX 12/21/2013 1150 P 651Apr-11 SPX 12/21/2013 1150 C 101Apr-11 SPX 12/21/2013 1200 C 351Apr-11 SPX 12/21/2013 1200 P 2,293Apr-11 SPX 12/21/2013 1250 P 3,776Apr-11 SPX 12/21/2013 1250 C 3,051Apr-11 SPX 12/21/2013 1275 P 822Apr-11 SPX 12/21/2013 1275 C 635Apr-11 SPX 12/21/2013 1300 P 6,786Apr-11 SPX 12/21/2013 1300 C 9,914Apr-11 SPX 12/21/2013 1325 P 2,877Apr-11 SPX 12/21/2013 1325 C 2,860Apr-11 SPX 12/21/2013 1350 P 430Apr-11 SPX 12/21/2013 1350 C 2,286Apr-11 SPX 12/21/2013 1375 C 300Apr-11 SPX 12/21/2013 1375 P 386Apr-11 SPX 12/21/2013 1400 C 2,839Apr-11 SPX 12/21/2013 1425 C 400Apr-11 SPX 12/21/2013 1450 C 2,158Apr-11 SPX 12/21/2013 1500 P 30Apr-11 SPX 12/21/2013 1500 C 3,002Apr-11 SPX 12/21/2013 1525 C 200Apr-11 SPX 12/21/2013 1550 C 115Apr-11 SPX 12/21/2013 1600 C 3,995Apr-11 SPX 12/21/2013 1650 C 1,000Apr-11 SPX 12/21/2013 1700 P 3Apr-11 SPX 12/21/2013 1700 C 2,500Apr-11 SPX 12/21/2013 1800 C 5,903Apr-11 SPX 12/21/2013 1900 P 3Apr-11 SPX 12/21/2013 1900 C 2,222Apr-11 SPX 12/21/2013 2000 P 92Apr-11 SPX 12/21/2013 2000 C 957
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Apr-11 SPX 12/21/2013 2250 C 13,886Apr-11 SPX 12/21/2013 2250 P 160Apr-11 SPX 12/21/2013 2500 C 46Apr-11 SPX 12/21/2013 2500 P 507Apr-11 SPX 12/21/2013 3000 P 633Apr-11 SPX 12/21/2013 3000 C 1
May-11 SPXW 6/3/2011 1075 P 1,430May-11 SPXW 6/3/2011 1100 P 4,484May-11 SPXW 6/3/2011 1125 P 3,251May-11 SPXW 6/3/2011 1150 P 21,049May-11 SPXW 6/3/2011 1175 P 8,827May-11 SPXW 6/3/2011 1200 P 2,921May-11 SPXW 6/3/2011 1200 C 10May-11 SPXW 6/3/2011 1225 P 5,197May-11 SPXW 6/3/2011 1240 P 461May-11 SPXW 6/3/2011 1245 P 293May-11 SPXW 6/3/2011 1250 P 6,489May-11 SPXW 6/3/2011 1255 P 949May-11 SPXW 6/3/2011 1260 P 793May-11 SPXW 6/3/2011 1265 P 804May-11 SPXW 6/3/2011 1270 P 1,912May-11 SPXW 6/3/2011 1275 P 3,103May-11 SPXW 6/3/2011 1280 P 559May-11 SPXW 6/3/2011 1285 P 777May-11 SPXW 6/3/2011 1285 C 1May-11 SPXW 6/3/2011 1290 P 1,914May-11 SPXW 6/3/2011 1295 P 1,175May-11 SPXW 6/3/2011 1295 C 21May-11 SPXW 6/3/2011 1300 P 4,658May-11 SPXW 6/3/2011 1300 C 5May-11 SPXW 6/3/2011 1305 P 1,032May-11 SPXW 6/3/2011 1305 C 3May-11 SPXW 6/3/2011 1310 P 962May-11 SPXW 6/3/2011 1310 C 47May-11 SPXW 6/3/2011 1315 C 123May-11 SPXW 6/3/2011 1315 P 851May-11 SPXW 6/3/2011 1320 P 643May-11 SPXW 6/3/2011 1320 C 155May-11 SPXW 6/3/2011 1325 P 548May-11 SPXW 6/3/2011 1325 C 73May-11 SPXW 6/3/2011 1330 P 443May-11 SPXW 6/3/2011 1330 C 2,157May-11 SPXW 6/3/2011 1335 P 215May-11 SPXW 6/3/2011 1335 C 802May-11 SPXW 6/3/2011 1340 P 828May-11 SPXW 6/3/2011 1340 C 369May-11 SPXW 6/3/2011 1345 C 704May-11 SPXW 6/3/2011 1345 P 20May-11 SPXW 6/3/2011 1350 C 8,971
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPXW 6/3/2011 1350 P 127May-11 SPXW 6/3/2011 1355 C 1,675May-11 SPXW 6/3/2011 1355 P 17May-11 SPXW 6/3/2011 1360 P 31May-11 SPXW 6/3/2011 1360 C 5,611May-11 SPXW 6/3/2011 1365 C 2,635May-11 SPXW 6/3/2011 1370 P 1May-11 SPXW 6/3/2011 1370 C 3,832May-11 SPXW 6/3/2011 1375 C 3,678May-11 SPXW 6/3/2011 1375 P 2May-11 SPXW 6/3/2011 1380 C 3,755May-11 SPXW 6/3/2011 1385 C 709May-11 SPXW 6/3/2011 1400 C 5,497May-11 SPXW 6/3/2011 1425 C 3,315May-11 SPXW 6/3/2011 1450 P 2May-11 SPXW 6/3/2011 1450 C 5,555May-11 SPX 6/18/2011 100 P 23,348May-11 SPX 6/18/2011 100 C 1May-11 SPX 6/18/2011 200 P 4,944May-11 SPX 6/18/2011 200 C 313May-11 SPX 6/18/2011 225 P 243May-11 SPX 6/18/2011 225 C 628May-11 SPX 6/18/2011 250 P 734May-11 SPX 6/18/2011 250 C 570May-11 SPX 6/18/2011 275 P 66May-11 SPX 6/18/2011 300 P 263May-11 SPX 6/18/2011 300 C 1,925May-11 SPX 6/18/2011 325 P 142May-11 SPX 6/18/2011 350 P 100May-11 SPX 6/18/2011 350 C 3May-11 SPX 6/18/2011 375 P 435May-11 SPX 6/18/2011 400 C 1,150May-11 SPX 6/18/2011 400 P 6,137May-11 SPX 6/18/2011 425 P 234May-11 SPX 6/18/2011 450 P 94May-11 SPX 6/18/2011 450 C 500May-11 SPX 6/18/2011 475 P 65May-11 SPX 6/18/2011 500 P 94,016May-11 SPX 6/18/2011 500 C 88,793May-11 SPX 6/18/2011 525 P 2,425May-11 SPX 6/18/2011 550 P 5,437May-11 SPX 6/18/2011 600 P 57,981May-11 SPX 6/18/2011 600 C 324May-11 SPX 6/18/2011 625 P 5,983May-11 SPX 6/18/2011 625 C 628May-11 SPX 6/18/2011 650 P 25,959May-11 SPX 6/18/2011 650 C 7May-11 SPX 6/18/2011 675 P 685May-11 SPX 6/18/2011 700 C 50
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 6/18/2011 700 P 44,333May-11 SPX 6/18/2011 725 P 2,453May-11 SPX 6/18/2011 750 P 42,477May-11 SPX 6/18/2011 775 P 6,048May-11 SPX 6/18/2011 800 P 116,544May-11 SPX 6/18/2011 800 C 143May-11 SPX 6/18/2011 825 P 11,186May-11 SPX 6/18/2011 850 C 2May-11 SPX 6/18/2011 850 P 38,857May-11 SPX 6/18/2011 860 P 2,357May-11 SPX 6/18/2011 870 P 1,704May-11 SPX 6/18/2011 875 P 6,853May-11 SPX 6/18/2011 880 P 1,950May-11 SPX 6/18/2011 890 P 2,595May-11 SPX 6/18/2011 900 P 60,324May-11 SPX 6/18/2011 900 C 2,220May-11 SPX 6/18/2011 905 P 1,569May-11 SPX 6/18/2011 910 P 1,654May-11 SPX 6/18/2011 915 P 1,614May-11 SPX 6/18/2011 920 P 1,694May-11 SPX 6/18/2011 925 P 22,566May-11 SPX 6/18/2011 930 P 2,018May-11 SPX 6/18/2011 935 P 1,448May-11 SPX 6/18/2011 940 P 2,928May-11 SPX 6/18/2011 945 P 1,456May-11 SPX 6/18/2011 950 C 2,231May-11 SPX 6/18/2011 950 P 107,978May-11 SPX 6/18/2011 955 P 1,385May-11 SPX 6/18/2011 960 P 1,442May-11 SPX 6/18/2011 965 P 1,371May-11 SPX 6/18/2011 970 P 1,427May-11 SPX 6/18/2011 975 C 1,969May-11 SPX 6/18/2011 975 P 37,050May-11 SPX 6/18/2011 980 P 3,461May-11 SPX 6/18/2011 980 C 20,000May-11 SPX 6/18/2011 985 P 1,300May-11 SPX 6/18/2011 990 P 1,461May-11 SPX 6/18/2011 995 P 1,293May-11 SPX 6/18/2011 1000 C 14,795May-11 SPX 6/18/2011 1000 P 79,258May-11 SPX 6/18/2011 1005 P 1,612May-11 SPX 6/18/2011 1010 P 1,862May-11 SPX 6/18/2011 1015 P 1,543May-11 SPX 6/18/2011 1020 P 3,688May-11 SPX 6/18/2011 1025 C 5,821May-11 SPX 6/18/2011 1025 P 21,452May-11 SPX 6/18/2011 1030 P 2,078May-11 SPX 6/18/2011 1030 C 35May-11 SPX 6/18/2011 1035 P 1,738
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 6/18/2011 1035 C 35May-11 SPX 6/18/2011 1040 P 2,794May-11 SPX 6/18/2011 1040 C 40May-11 SPX 6/18/2011 1045 P 1,456May-11 SPX 6/18/2011 1050 P 66,726May-11 SPX 6/18/2011 1050 C 14,815May-11 SPX 6/18/2011 1055 P 1,911May-11 SPX 6/18/2011 1060 P 9,455May-11 SPX 6/18/2011 1060 C 250May-11 SPX 6/18/2011 1065 P 1,454May-11 SPX 6/18/2011 1070 P 3,026May-11 SPX 6/18/2011 1070 C 9May-11 SPX 6/18/2011 1075 P 37,380May-11 SPX 6/18/2011 1075 C 12,212May-11 SPX 6/18/2011 1080 C 90May-11 SPX 6/18/2011 1080 P 6,080May-11 SPX 6/18/2011 1085 P 1,136May-11 SPX 6/18/2011 1085 C 9May-11 SPX 6/18/2011 1090 P 4,350May-11 SPX 6/18/2011 1090 C 5May-11 SPX 6/18/2011 1095 P 1,514May-11 SPX 6/18/2011 1100 C 31,245May-11 SPX 6/18/2011 1100 P 128,483May-11 SPX 6/18/2011 1105 P 1,104May-11 SPX 6/18/2011 1110 P 6,207May-11 SPX 6/18/2011 1115 P 1,728May-11 SPX 6/18/2011 1115 C 1May-11 SPX 6/18/2011 1120 P 8,173May-11 SPX 6/18/2011 1125 P 84,360May-11 SPX 6/18/2011 1125 C 12,535May-11 SPX 6/18/2011 1130 C 35May-11 SPX 6/18/2011 1130 P 4,878May-11 SPX 6/18/2011 1135 P 2,072May-11 SPX 6/18/2011 1135 C 58May-11 SPX 6/18/2011 1140 P 7,214May-11 SPX 6/18/2011 1140 C 58May-11 SPX 6/18/2011 1145 P 2,058May-11 SPX 6/18/2011 1150 P 106,376May-11 SPX 6/18/2011 1150 C 17,823May-11 SPX 6/18/2011 1155 C 15May-11 SPX 6/18/2011 1155 P 1,097May-11 SPX 6/18/2011 1160 P 7,517May-11 SPX 6/18/2011 1160 C 20May-11 SPX 6/18/2011 1165 P 1,053May-11 SPX 6/18/2011 1170 P 4,279May-11 SPX 6/18/2011 1170 C 7,025May-11 SPX 6/18/2011 1175 P 72,425May-11 SPX 6/18/2011 1175 C 27,161May-11 SPX 6/18/2011 1180 P 12,927
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 6/18/2011 1185 P 9,844May-11 SPX 6/18/2011 1190 P 11,079May-11 SPX 6/18/2011 1190 C 4,576May-11 SPX 6/18/2011 1195 C 3,500May-11 SPX 6/18/2011 1195 P 5,017May-11 SPX 6/18/2011 1200 P 173,736May-11 SPX 6/18/2011 1200 C 76,086May-11 SPX 6/18/2011 1205 P 6,703May-11 SPX 6/18/2011 1210 C 9May-11 SPX 6/18/2011 1210 P 9,803May-11 SPX 6/18/2011 1215 P 4,671May-11 SPX 6/18/2011 1220 P 20,975May-11 SPX 6/18/2011 1220 C 60May-11 SPX 6/18/2011 1225 P 100,366May-11 SPX 6/18/2011 1225 C 20,721May-11 SPX 6/18/2011 1230 P 7,146May-11 SPX 6/18/2011 1230 C 53May-11 SPX 6/18/2011 1235 P 4,143May-11 SPX 6/18/2011 1235 C 8May-11 SPX 6/18/2011 1240 C 19May-11 SPX 6/18/2011 1240 P 12,049May-11 SPX 6/18/2011 1245 P 4,576May-11 SPX 6/18/2011 1250 P 168,408May-11 SPX 6/18/2011 1250 C 63,697May-11 SPX 6/18/2011 1255 P 10,299May-11 SPX 6/18/2011 1255 C 7,871May-11 SPX 6/18/2011 1260 P 30,058May-11 SPX 6/18/2011 1260 C 10,341May-11 SPX 6/18/2011 1265 P 19,139May-11 SPX 6/18/2011 1265 C 15,257May-11 SPX 6/18/2011 1270 C 23,173May-11 SPX 6/18/2011 1270 P 39,726May-11 SPX 6/18/2011 1275 C 30,347May-11 SPX 6/18/2011 1275 P 88,099May-11 SPX 6/18/2011 1280 P 31,668May-11 SPX 6/18/2011 1280 C 11,935May-11 SPX 6/18/2011 1285 C 9,437May-11 SPX 6/18/2011 1285 P 15,334May-11 SPX 6/18/2011 1290 P 30,290May-11 SPX 6/18/2011 1290 C 20,334May-11 SPX 6/18/2011 1295 P 34,344May-11 SPX 6/18/2011 1295 C 32,894May-11 SPX 6/18/2011 1300 P 199,311May-11 SPX 6/18/2011 1300 C 130,999May-11 SPX 6/18/2011 1305 C 24,743May-11 SPX 6/18/2011 1305 P 29,662May-11 SPX 6/18/2011 1310 C 29,414May-11 SPX 6/18/2011 1310 P 38,365May-11 SPX 6/18/2011 1315 P 41,069
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 6/18/2011 1315 C 40,198May-11 SPX 6/18/2011 1320 P 49,850May-11 SPX 6/18/2011 1320 C 26,522May-11 SPX 6/18/2011 1325 P 171,391May-11 SPX 6/18/2011 1325 C 139,879May-11 SPX 6/18/2011 1330 P 54,618May-11 SPX 6/18/2011 1330 C 57,113May-11 SPX 6/18/2011 1335 P 41,821May-11 SPX 6/18/2011 1335 C 50,829May-11 SPX 6/18/2011 1340 P 52,093May-11 SPX 6/18/2011 1340 C 63,449May-11 SPX 6/18/2011 1345 C 31,327May-11 SPX 6/18/2011 1345 P 29,706May-11 SPX 6/18/2011 1350 P 132,206May-11 SPX 6/18/2011 1350 C 174,371May-11 SPX 6/18/2011 1355 P 20,121May-11 SPX 6/18/2011 1355 C 35,678May-11 SPX 6/18/2011 1360 P 18,008May-11 SPX 6/18/2011 1360 C 45,959May-11 SPX 6/18/2011 1365 C 27,152May-11 SPX 6/18/2011 1365 P 9,504May-11 SPX 6/18/2011 1370 P 7,428May-11 SPX 6/18/2011 1370 C 24,332May-11 SPX 6/18/2011 1375 P 12,199May-11 SPX 6/18/2011 1375 C 72,184May-11 SPX 6/18/2011 1380 P 2,235May-11 SPX 6/18/2011 1380 C 38,412May-11 SPX 6/18/2011 1385 P 39May-11 SPX 6/18/2011 1385 C 18,921May-11 SPX 6/18/2011 1390 P 3,448May-11 SPX 6/18/2011 1390 C 17,560May-11 SPX 6/18/2011 1395 C 11,963May-11 SPX 6/18/2011 1395 P 3,512May-11 SPX 6/18/2011 1400 P 12,133May-11 SPX 6/18/2011 1400 C 106,180May-11 SPX 6/18/2011 1405 P 2May-11 SPX 6/18/2011 1405 C 7,286May-11 SPX 6/18/2011 1410 P 7,003May-11 SPX 6/18/2011 1410 C 11,062May-11 SPX 6/18/2011 1415 C 9,087May-11 SPX 6/18/2011 1415 P 7,000May-11 SPX 6/18/2011 1420 C 10,143May-11 SPX 6/18/2011 1420 P 8May-11 SPX 6/18/2011 1425 P 67May-11 SPX 6/18/2011 1425 C 62,865May-11 SPX 6/18/2011 1430 P 2May-11 SPX 6/18/2011 1430 C 8,803May-11 SPX 6/18/2011 1435 P 16May-11 SPX 6/18/2011 1435 C 4,611
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 6/18/2011 1440 P 3May-11 SPX 6/18/2011 1440 C 6,225May-11 SPX 6/18/2011 1445 C 1,525May-11 SPX 6/18/2011 1450 P 713May-11 SPX 6/18/2011 1450 C 31,590May-11 SPX 6/18/2011 1455 C 556May-11 SPX 6/18/2011 1460 C 20,958May-11 SPX 6/18/2011 1465 C 1,027May-11 SPX 6/18/2011 1470 C 913May-11 SPX 6/18/2011 1475 C 15,187May-11 SPX 6/18/2011 1475 P 1May-11 SPX 6/18/2011 1480 C 1,212May-11 SPX 6/18/2011 1485 C 7,656May-11 SPX 6/18/2011 1490 C 8,499May-11 SPX 6/18/2011 1495 C 718May-11 SPX 6/18/2011 1500 C 113,316May-11 SPX 6/18/2011 1500 P 88,703May-11 SPX 6/18/2011 1510 C 506May-11 SPX 6/18/2011 1520 C 1,135May-11 SPX 6/18/2011 1525 C 7,774May-11 SPX 6/18/2011 1530 C 131May-11 SPX 6/18/2011 1540 C 173May-11 SPX 6/18/2011 1550 C 7,591May-11 SPX 6/18/2011 1550 P 3May-11 SPX 6/18/2011 1600 P 20May-11 SPX 6/18/2011 1600 C 2,530May-11 SPX 6/18/2011 1650 C 945May-11 SPX 6/18/2011 1700 P 948May-11 SPX 6/18/2011 1700 C 1,179May-11 SPX 6/18/2011 1800 P 1,053May-11 SPX 6/18/2011 1800 C 2,388May-11 SPX 6/18/2011 1900 C 1,118May-11 SPX 6/18/2011 1900 P 868May-11 SPX 6/18/2011 2000 P 975May-11 SPX 6/18/2011 2000 C 1May-11 SPX 6/18/2011 2250 P 99May-11 SPX 6/18/2011 2250 C 70May-11 SPX 6/18/2011 2500 P 161May-11 SPX 6/18/2011 3000 P 51May-11 SPX 7/16/2011 200 P 1May-11 SPX 7/16/2011 300 P 1May-11 SPX 7/16/2011 300 C 1May-11 SPX 7/16/2011 400 P 1May-11 SPX 7/16/2011 500 P 1May-11 SPX 7/16/2011 600 P 52May-11 SPX 7/16/2011 750 P 163May-11 SPX 7/16/2011 800 P 71,823May-11 SPX 7/16/2011 850 P 1,854May-11 SPX 7/16/2011 850 C 5
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 7/16/2011 860 P 61May-11 SPX 7/16/2011 870 P 11May-11 SPX 7/16/2011 875 P 1May-11 SPX 7/16/2011 880 P 6May-11 SPX 7/16/2011 890 P 8May-11 SPX 7/16/2011 900 P 27,673May-11 SPX 7/16/2011 905 P 10May-11 SPX 7/16/2011 910 P 6May-11 SPX 7/16/2011 915 P 2,554May-11 SPX 7/16/2011 920 P 75May-11 SPX 7/16/2011 925 P 5,058May-11 SPX 7/16/2011 930 P 713May-11 SPX 7/16/2011 940 P 130May-11 SPX 7/16/2011 950 P 15,526May-11 SPX 7/16/2011 950 C 25May-11 SPX 7/16/2011 960 P 150May-11 SPX 7/16/2011 970 P 1May-11 SPX 7/16/2011 975 P 1,548May-11 SPX 7/16/2011 975 C 53May-11 SPX 7/16/2011 980 P 1May-11 SPX 7/16/2011 990 P 1May-11 SPX 7/16/2011 1000 C 80May-11 SPX 7/16/2011 1000 P 13,465May-11 SPX 7/16/2011 1005 P 22May-11 SPX 7/16/2011 1010 P 6May-11 SPX 7/16/2011 1020 P 2May-11 SPX 7/16/2011 1025 P 481May-11 SPX 7/16/2011 1025 C 30May-11 SPX 7/16/2011 1030 C 30May-11 SPX 7/16/2011 1030 P 227May-11 SPX 7/16/2011 1040 P 157May-11 SPX 7/16/2011 1050 P 9,379May-11 SPX 7/16/2011 1050 C 3May-11 SPX 7/16/2011 1060 P 110May-11 SPX 7/16/2011 1060 C 2May-11 SPX 7/16/2011 1070 P 205May-11 SPX 7/16/2011 1075 P 4,516May-11 SPX 7/16/2011 1075 C 53May-11 SPX 7/16/2011 1080 P 4,865May-11 SPX 7/16/2011 1085 P 1,250May-11 SPX 7/16/2011 1085 C 2May-11 SPX 7/16/2011 1090 P 3,248May-11 SPX 7/16/2011 1095 P 2,116May-11 SPX 7/16/2011 1100 P 55,345May-11 SPX 7/16/2011 1100 C 72May-11 SPX 7/16/2011 1105 P 338May-11 SPX 7/16/2011 1110 P 328May-11 SPX 7/16/2011 1115 C 1May-11 SPX 7/16/2011 1115 P 3,018
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 7/16/2011 1120 P 175May-11 SPX 7/16/2011 1120 C 1May-11 SPX 7/16/2011 1125 P 15,045May-11 SPX 7/16/2011 1125 C 30May-11 SPX 7/16/2011 1130 P 9,920May-11 SPX 7/16/2011 1130 C 30May-11 SPX 7/16/2011 1135 P 23May-11 SPX 7/16/2011 1135 C 1May-11 SPX 7/16/2011 1140 P 2,094May-11 SPX 7/16/2011 1140 C 1May-11 SPX 7/16/2011 1145 P 70May-11 SPX 7/16/2011 1150 C 1May-11 SPX 7/16/2011 1150 P 39,730May-11 SPX 7/16/2011 1155 P 27May-11 SPX 7/16/2011 1160 P 1,094May-11 SPX 7/16/2011 1160 C 20May-11 SPX 7/16/2011 1165 P 1,010May-11 SPX 7/16/2011 1170 P 4,787May-11 SPX 7/16/2011 1170 C 20May-11 SPX 7/16/2011 1175 P 18,062May-11 SPX 7/16/2011 1175 C 8May-11 SPX 7/16/2011 1180 P 3,950May-11 SPX 7/16/2011 1185 P 111May-11 SPX 7/16/2011 1190 P 1,963May-11 SPX 7/16/2011 1190 C 2May-11 SPX 7/16/2011 1195 P 77May-11 SPX 7/16/2011 1200 P 52,305May-11 SPX 7/16/2011 1200 C 27May-11 SPX 7/16/2011 1205 P 2,314May-11 SPX 7/16/2011 1210 P 4,209May-11 SPX 7/16/2011 1215 P 1,115May-11 SPX 7/16/2011 1220 P 1,928May-11 SPX 7/16/2011 1220 C 1May-11 SPX 7/16/2011 1225 P 48,332May-11 SPX 7/16/2011 1225 C 9May-11 SPX 7/16/2011 1230 P 2,245May-11 SPX 7/16/2011 1235 C 6May-11 SPX 7/16/2011 1235 P 181May-11 SPX 7/16/2011 1240 C 4May-11 SPX 7/16/2011 1240 P 14,506May-11 SPX 7/16/2011 1245 P 2,494May-11 SPX 7/16/2011 1250 P 63,334May-11 SPX 7/16/2011 1250 C 4,450May-11 SPX 7/16/2011 1255 P 99May-11 SPX 7/16/2011 1260 P 6,527May-11 SPX 7/16/2011 1260 C 5May-11 SPX 7/16/2011 1265 P 630May-11 SPX 7/16/2011 1265 C 6May-11 SPX 7/16/2011 1270 C 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 7/16/2011 1270 P 5,682May-11 SPX 7/16/2011 1275 P 26,909May-11 SPX 7/16/2011 1275 C 15May-11 SPX 7/16/2011 1280 P 3,086May-11 SPX 7/16/2011 1280 C 10May-11 SPX 7/16/2011 1285 P 2,039May-11 SPX 7/16/2011 1285 C 3May-11 SPX 7/16/2011 1290 P 4,332May-11 SPX 7/16/2011 1290 C 54May-11 SPX 7/16/2011 1295 P 406May-11 SPX 7/16/2011 1295 C 3May-11 SPX 7/16/2011 1300 P 75,498May-11 SPX 7/16/2011 1300 C 8,558May-11 SPX 7/16/2011 1305 P 292May-11 SPX 7/16/2011 1305 C 35May-11 SPX 7/16/2011 1310 P 2,376May-11 SPX 7/16/2011 1310 C 533May-11 SPX 7/16/2011 1315 P 9,602May-11 SPX 7/16/2011 1315 C 252May-11 SPX 7/16/2011 1320 P 48,566May-11 SPX 7/16/2011 1320 C 551May-11 SPX 7/16/2011 1325 P 48,174May-11 SPX 7/16/2011 1325 C 35,491May-11 SPX 7/16/2011 1330 C 1,074May-11 SPX 7/16/2011 1330 P 4,468May-11 SPX 7/16/2011 1335 P 2,297May-11 SPX 7/16/2011 1335 C 742May-11 SPX 7/16/2011 1340 P 32,208May-11 SPX 7/16/2011 1340 C 9,792May-11 SPX 7/16/2011 1345 P 24May-11 SPX 7/16/2011 1345 C 1,043May-11 SPX 7/16/2011 1350 P 33,445May-11 SPX 7/16/2011 1350 C 55,076May-11 SPX 7/16/2011 1355 C 4,358May-11 SPX 7/16/2011 1355 P 568May-11 SPX 7/16/2011 1360 C 9,405May-11 SPX 7/16/2011 1360 P 4,800May-11 SPX 7/16/2011 1365 P 12May-11 SPX 7/16/2011 1365 C 1,502May-11 SPX 7/16/2011 1370 P 27May-11 SPX 7/16/2011 1370 C 8,461May-11 SPX 7/16/2011 1375 P 2,416May-11 SPX 7/16/2011 1375 C 19,416May-11 SPX 7/16/2011 1380 P 71May-11 SPX 7/16/2011 1380 C 8,754May-11 SPX 7/16/2011 1385 P 8May-11 SPX 7/16/2011 1385 C 458May-11 SPX 7/16/2011 1390 C 4,826May-11 SPX 7/16/2011 1390 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 7/16/2011 1395 P 1May-11 SPX 7/16/2011 1395 C 543May-11 SPX 7/16/2011 1400 P 2,508May-11 SPX 7/16/2011 1400 C 53,013May-11 SPX 7/16/2011 1405 C 1,648May-11 SPX 7/16/2011 1410 C 3,261May-11 SPX 7/16/2011 1415 C 3,303May-11 SPX 7/16/2011 1420 C 5,461May-11 SPX 7/16/2011 1425 P 1May-11 SPX 7/16/2011 1425 C 15,186May-11 SPX 7/16/2011 1430 C 4,211May-11 SPX 7/16/2011 1435 C 3,027May-11 SPX 7/16/2011 1440 C 7,569May-11 SPX 7/16/2011 1445 C 385May-11 SPX 7/16/2011 1450 C 11,949May-11 SPX 7/16/2011 1455 C 225May-11 SPX 7/16/2011 1460 C 974May-11 SPX 7/16/2011 1465 C 80May-11 SPX 7/16/2011 1470 C 222May-11 SPX 7/16/2011 1475 C 4,514May-11 SPX 7/16/2011 1480 C 2,004May-11 SPX 7/16/2011 1485 C 426May-11 SPX 7/16/2011 1490 C 119May-11 SPX 7/16/2011 1495 C 42May-11 SPX 7/16/2011 1500 C 7,750May-11 SPX 7/16/2011 1505 C 42May-11 SPX 7/16/2011 1510 C 284May-11 SPX 7/16/2011 1515 C 70May-11 SPX 7/16/2011 1520 C 161May-11 SPX 7/16/2011 1530 C 202May-11 SPX 7/16/2011 1535 C 17May-11 SPX 7/16/2011 1540 C 566May-11 SPX 7/16/2011 1545 C 18May-11 SPX 7/16/2011 1550 C 246May-11 SPX 7/16/2011 1560 C 621May-11 SPX 7/16/2011 1570 C 338May-11 SPX 7/16/2011 1575 P 1May-11 SPX 7/16/2011 1575 C 508May-11 SPX 7/16/2011 1580 C 158May-11 SPX 7/16/2011 1590 C 37May-11 SPX 7/16/2011 1600 C 158May-11 SPX 7/16/2011 1625 C 129May-11 SPX 7/16/2011 1650 C 1,075May-11 SPX 8/20/2011 600 P 1May-11 SPX 8/20/2011 700 P 109May-11 SPX 8/20/2011 750 P 1May-11 SPX 8/20/2011 775 P 14,319May-11 SPX 8/20/2011 800 P 7,334May-11 SPX 8/20/2011 825 P 202
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 8/20/2011 850 P 51May-11 SPX 8/20/2011 875 P 101May-11 SPX 8/20/2011 890 P 1May-11 SPX 8/20/2011 900 P 122May-11 SPX 8/20/2011 920 P 2May-11 SPX 8/20/2011 925 P 27May-11 SPX 8/20/2011 930 P 26May-11 SPX 8/20/2011 940 P 26May-11 SPX 8/20/2011 950 P 123May-11 SPX 8/20/2011 960 P 25May-11 SPX 8/20/2011 970 P 25May-11 SPX 8/20/2011 975 P 65May-11 SPX 8/20/2011 980 P 25May-11 SPX 8/20/2011 990 P 1May-11 SPX 8/20/2011 1000 P 1,380May-11 SPX 8/20/2011 1000 C 3May-11 SPX 8/20/2011 1010 P 1May-11 SPX 8/20/2011 1020 P 260May-11 SPX 8/20/2011 1025 P 4,146May-11 SPX 8/20/2011 1030 P 322May-11 SPX 8/20/2011 1040 P 101May-11 SPX 8/20/2011 1050 P 9,238May-11 SPX 8/20/2011 1060 P 55May-11 SPX 8/20/2011 1070 P 5May-11 SPX 8/20/2011 1075 P 4,370May-11 SPX 8/20/2011 1080 P 4May-11 SPX 8/20/2011 1090 P 3May-11 SPX 8/20/2011 1100 P 11,103May-11 SPX 8/20/2011 1100 C 5,004May-11 SPX 8/20/2011 1110 P 1,004May-11 SPX 8/20/2011 1120 P 1,536May-11 SPX 8/20/2011 1125 P 18,129May-11 SPX 8/20/2011 1130 P 882May-11 SPX 8/20/2011 1140 P 17May-11 SPX 8/20/2011 1150 P 15,528May-11 SPX 8/20/2011 1160 P 6May-11 SPX 8/20/2011 1170 P 98May-11 SPX 8/20/2011 1175 P 12,729May-11 SPX 8/20/2011 1175 C 1May-11 SPX 8/20/2011 1180 P 5,189May-11 SPX 8/20/2011 1180 C 1May-11 SPX 8/20/2011 1190 P 25May-11 SPX 8/20/2011 1200 P 23,323May-11 SPX 8/20/2011 1200 C 1May-11 SPX 8/20/2011 1210 P 2,086May-11 SPX 8/20/2011 1220 P 2,828May-11 SPX 8/20/2011 1225 P 7,632May-11 SPX 8/20/2011 1230 P 21May-11 SPX 8/20/2011 1230 C 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 8/20/2011 1240 P 764May-11 SPX 8/20/2011 1250 P 17,323May-11 SPX 8/20/2011 1250 C 2May-11 SPX 8/20/2011 1260 P 2,518May-11 SPX 8/20/2011 1270 P 960May-11 SPX 8/20/2011 1270 C 4May-11 SPX 8/20/2011 1275 P 20,451May-11 SPX 8/20/2011 1275 C 10,102May-11 SPX 8/20/2011 1280 P 32May-11 SPX 8/20/2011 1280 C 1May-11 SPX 8/20/2011 1290 P 400May-11 SPX 8/20/2011 1290 C 400May-11 SPX 8/20/2011 1300 P 18,453May-11 SPX 8/20/2011 1300 C 3,628May-11 SPX 8/20/2011 1310 P 3May-11 SPX 8/20/2011 1310 C 37May-11 SPX 8/20/2011 1320 P 1,740May-11 SPX 8/20/2011 1320 C 597May-11 SPX 8/20/2011 1325 C 6,451May-11 SPX 8/20/2011 1325 P 14,997May-11 SPX 8/20/2011 1330 P 245May-11 SPX 8/20/2011 1330 C 402May-11 SPX 8/20/2011 1340 P 577May-11 SPX 8/20/2011 1340 C 877May-11 SPX 8/20/2011 1350 P 6,689May-11 SPX 8/20/2011 1350 C 22,951May-11 SPX 8/20/2011 1360 P 1,017May-11 SPX 8/20/2011 1360 C 1,580May-11 SPX 8/20/2011 1370 C 15May-11 SPX 8/20/2011 1370 P 40May-11 SPX 8/20/2011 1375 C 10,711May-11 SPX 8/20/2011 1375 P 1,500May-11 SPX 8/20/2011 1380 C 2,584May-11 SPX 8/20/2011 1390 C 2,183May-11 SPX 8/20/2011 1400 P 534May-11 SPX 8/20/2011 1400 C 8,475May-11 SPX 8/20/2011 1410 P 8May-11 SPX 8/20/2011 1410 C 53May-11 SPX 8/20/2011 1420 C 18May-11 SPX 8/20/2011 1425 C 3,321May-11 SPX 8/20/2011 1430 C 310May-11 SPX 8/20/2011 1440 C 647May-11 SPX 8/20/2011 1450 P 400May-11 SPX 8/20/2011 1450 C 7,387May-11 SPX 8/20/2011 1460 C 1,564May-11 SPX 8/20/2011 1470 C 121May-11 SPX 8/20/2011 1475 C 11,144May-11 SPX 8/20/2011 1480 C 41May-11 SPX 8/20/2011 1490 C 6
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 8/20/2011 1500 C 12,188May-11 SPX 8/20/2011 1520 C 2May-11 SPX 8/20/2011 1525 C 2May-11 SPX 8/20/2011 1550 C 2May-11 SPX 8/20/2011 1600 C 37May-11 SPX 9/17/2011 200 P 47May-11 SPX 9/17/2011 300 C 1,924May-11 SPX 9/17/2011 300 P 25May-11 SPX 9/17/2011 350 P 68May-11 SPX 9/17/2011 400 P 1,877May-11 SPX 9/17/2011 500 P 3,898May-11 SPX 9/17/2011 500 C 4,974May-11 SPX 9/17/2011 550 P 12May-11 SPX 9/17/2011 600 P 6,272May-11 SPX 9/17/2011 625 P 352May-11 SPX 9/17/2011 650 P 7,689May-11 SPX 9/17/2011 675 P 619May-11 SPX 9/17/2011 700 P 24,206May-11 SPX 9/17/2011 725 P 651May-11 SPX 9/17/2011 750 P 2,088May-11 SPX 9/17/2011 775 P 3,933May-11 SPX 9/17/2011 800 P 176,478May-11 SPX 9/17/2011 820 P 25May-11 SPX 9/17/2011 825 P 1,625May-11 SPX 9/17/2011 825 C 2May-11 SPX 9/17/2011 840 P 25May-11 SPX 9/17/2011 850 P 2,526May-11 SPX 9/17/2011 860 P 50May-11 SPX 9/17/2011 875 P 159May-11 SPX 9/17/2011 880 P 76May-11 SPX 9/17/2011 900 P 71,631May-11 SPX 9/17/2011 920 P 76May-11 SPX 9/17/2011 925 P 2,276May-11 SPX 9/17/2011 925 C 9May-11 SPX 9/17/2011 940 P 10May-11 SPX 9/17/2011 950 P 9,654May-11 SPX 9/17/2011 960 P 25May-11 SPX 9/17/2011 960 C 2May-11 SPX 9/17/2011 975 P 17,580May-11 SPX 9/17/2011 975 C 1May-11 SPX 9/17/2011 980 P 12May-11 SPX 9/17/2011 1000 P 27,514May-11 SPX 9/17/2011 1000 C 606May-11 SPX 9/17/2011 1020 P 35May-11 SPX 9/17/2011 1025 P 15,718May-11 SPX 9/17/2011 1040 P 5May-11 SPX 9/17/2011 1050 P 26,460May-11 SPX 9/17/2011 1050 C 250May-11 SPX 9/17/2011 1060 P 1,500
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 9/17/2011 1075 C 660May-11 SPX 9/17/2011 1075 P 10,850May-11 SPX 9/17/2011 1080 P 450May-11 SPX 9/17/2011 1100 C 1,752May-11 SPX 9/17/2011 1100 P 51,236May-11 SPX 9/17/2011 1120 P 45May-11 SPX 9/17/2011 1125 P 24,681May-11 SPX 9/17/2011 1125 C 1,849May-11 SPX 9/17/2011 1140 P 802May-11 SPX 9/17/2011 1140 C 1May-11 SPX 9/17/2011 1150 P 37,650May-11 SPX 9/17/2011 1150 C 4,101May-11 SPX 9/17/2011 1160 P 340May-11 SPX 9/17/2011 1175 C 6,972May-11 SPX 9/17/2011 1175 P 29,694May-11 SPX 9/17/2011 1180 P 1,002May-11 SPX 9/17/2011 1200 P 69,976May-11 SPX 9/17/2011 1200 C 3,832May-11 SPX 9/17/2011 1220 P 1,116May-11 SPX 9/17/2011 1225 P 62,980May-11 SPX 9/17/2011 1225 C 4,998May-11 SPX 9/17/2011 1240 P 1,255May-11 SPX 9/17/2011 1240 C 16May-11 SPX 9/17/2011 1250 C 43,964May-11 SPX 9/17/2011 1250 P 80,744May-11 SPX 9/17/2011 1260 P 5,198May-11 SPX 9/17/2011 1275 P 38,458May-11 SPX 9/17/2011 1275 C 94,234May-11 SPX 9/17/2011 1280 P 1,169May-11 SPX 9/17/2011 1280 C 51May-11 SPX 9/17/2011 1300 P 81,091May-11 SPX 9/17/2011 1300 C 51,933May-11 SPX 9/17/2011 1310 P 1,107May-11 SPX 9/17/2011 1310 C 60May-11 SPX 9/17/2011 1315 C 3,071May-11 SPX 9/17/2011 1315 P 3,441May-11 SPX 9/17/2011 1320 P 707May-11 SPX 9/17/2011 1320 C 778May-11 SPX 9/17/2011 1325 P 23,368May-11 SPX 9/17/2011 1325 C 22,225May-11 SPX 9/17/2011 1330 P 283May-11 SPX 9/17/2011 1330 C 116May-11 SPX 9/17/2011 1335 P 353May-11 SPX 9/17/2011 1335 C 350May-11 SPX 9/17/2011 1340 P 2,930May-11 SPX 9/17/2011 1340 C 1,775May-11 SPX 9/17/2011 1350 P 18,172May-11 SPX 9/17/2011 1350 C 28,215May-11 SPX 9/17/2011 1355 C 20
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 9/17/2011 1360 P 1,252May-11 SPX 9/17/2011 1360 C 583May-11 SPX 9/17/2011 1370 C 620May-11 SPX 9/17/2011 1375 C 19,148May-11 SPX 9/17/2011 1375 P 876May-11 SPX 9/17/2011 1380 C 110May-11 SPX 9/17/2011 1390 C 115May-11 SPX 9/17/2011 1400 P 4,240May-11 SPX 9/17/2011 1400 C 90,114May-11 SPX 9/17/2011 1420 C 151May-11 SPX 9/17/2011 1425 C 15,107May-11 SPX 9/17/2011 1425 P 523May-11 SPX 9/17/2011 1440 C 226May-11 SPX 9/17/2011 1450 P 259May-11 SPX 9/17/2011 1450 C 44,066May-11 SPX 9/17/2011 1460 C 51May-11 SPX 9/17/2011 1475 C 4,510May-11 SPX 9/17/2011 1480 C 176May-11 SPX 9/17/2011 1500 C 15,823May-11 SPX 9/17/2011 1500 P 3,601May-11 SPX 9/17/2011 1520 C 12May-11 SPX 9/17/2011 1525 P 4May-11 SPX 9/17/2011 1525 C 2,195May-11 SPX 9/17/2011 1550 P 4May-11 SPX 9/17/2011 1550 C 4,201May-11 SPX 9/17/2011 1600 P 8May-11 SPX 9/17/2011 1600 C 8,106May-11 SPX 9/17/2011 1650 C 2,074May-11 SPX 9/17/2011 1700 P 1,115May-11 SPX 9/17/2011 1700 C 2,265May-11 SPX 9/17/2011 1750 C 492May-11 SPX 9/17/2011 1800 C 19May-11 SPX 9/17/2011 1900 P 1,115May-11 SPX 9/17/2011 1900 C 22May-11 SPX 9/17/2011 2000 C 232May-11 SPX 9/17/2011 2500 C 487May-11 SPX 9/17/2011 3000 C 879May-11 SPX 9/17/2011 3000 P 104May-11 SPX 12/17/2011 50 P 27,401May-11 SPX 12/17/2011 100 P 16,174May-11 SPX 12/17/2011 100 C 109May-11 SPX 12/17/2011 150 P 2,288May-11 SPX 12/17/2011 200 P 51,966May-11 SPX 12/17/2011 200 C 3May-11 SPX 12/17/2011 225 P 8,724May-11 SPX 12/17/2011 250 P 134,129May-11 SPX 12/17/2011 250 C 15May-11 SPX 12/17/2011 275 P 17,873May-11 SPX 12/17/2011 280 P 6,289
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 12/17/2011 280 C 102May-11 SPX 12/17/2011 300 P 34,027May-11 SPX 12/17/2011 300 C 85May-11 SPX 12/17/2011 325 P 3,022May-11 SPX 12/17/2011 350 P 4,065May-11 SPX 12/17/2011 350 C 10May-11 SPX 12/17/2011 375 P 285May-11 SPX 12/17/2011 400 P 143,091May-11 SPX 12/17/2011 400 C 82May-11 SPX 12/17/2011 425 P 351May-11 SPX 12/17/2011 450 P 12,485May-11 SPX 12/17/2011 450 C 8May-11 SPX 12/17/2011 475 P 476May-11 SPX 12/17/2011 500 P 26,381May-11 SPX 12/17/2011 500 C 5,715May-11 SPX 12/17/2011 525 P 8,390May-11 SPX 12/17/2011 550 P 30,198May-11 SPX 12/17/2011 550 C 6May-11 SPX 12/17/2011 575 P 8,521May-11 SPX 12/17/2011 600 P 73,373May-11 SPX 12/17/2011 600 C 21May-11 SPX 12/17/2011 650 P 38,932May-11 SPX 12/17/2011 650 C 1,217May-11 SPX 12/17/2011 675 P 21,315May-11 SPX 12/17/2011 700 C 5,391May-11 SPX 12/17/2011 700 P 80,854May-11 SPX 12/17/2011 725 P 2,023May-11 SPX 12/17/2011 750 P 39,663May-11 SPX 12/17/2011 750 C 404May-11 SPX 12/17/2011 770 P 100May-11 SPX 12/17/2011 775 P 14,609May-11 SPX 12/17/2011 775 C 4May-11 SPX 12/17/2011 800 C 13,708May-11 SPX 12/17/2011 800 P 91,021May-11 SPX 12/17/2011 825 C 151May-11 SPX 12/17/2011 825 P 5,312May-11 SPX 12/17/2011 850 P 46,700May-11 SPX 12/17/2011 850 C 6,744May-11 SPX 12/17/2011 875 P 23,969May-11 SPX 12/17/2011 900 P 97,797May-11 SPX 12/17/2011 900 C 17,657May-11 SPX 12/17/2011 920 P 6,072May-11 SPX 12/17/2011 920 C 606May-11 SPX 12/17/2011 925 P 9,722May-11 SPX 12/17/2011 950 C 6,410May-11 SPX 12/17/2011 950 P 31,467May-11 SPX 12/17/2011 975 C 9May-11 SPX 12/17/2011 975 P 16,107May-11 SPX 12/17/2011 1000 C 19,542
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 12/17/2011 1000 P 91,173May-11 SPX 12/17/2011 1025 P 14,386May-11 SPX 12/17/2011 1025 C 2,032May-11 SPX 12/17/2011 1030 P 3,421May-11 SPX 12/17/2011 1050 P 57,761May-11 SPX 12/17/2011 1050 C 14,903May-11 SPX 12/17/2011 1075 P 31,127May-11 SPX 12/17/2011 1075 C 8,421May-11 SPX 12/17/2011 1090 P 3,250May-11 SPX 12/17/2011 1095 P 500May-11 SPX 12/17/2011 1100 P 119,063May-11 SPX 12/17/2011 1100 C 71,498May-11 SPX 12/17/2011 1125 P 36,527May-11 SPX 12/17/2011 1125 C 20,735May-11 SPX 12/17/2011 1140 P 2,110May-11 SPX 12/17/2011 1150 C 36,566May-11 SPX 12/17/2011 1150 P 66,772May-11 SPX 12/17/2011 1175 P 38,939May-11 SPX 12/17/2011 1175 C 17,720May-11 SPX 12/17/2011 1180 P 1,304May-11 SPX 12/17/2011 1185 P 1May-11 SPX 12/17/2011 1200 P 103,000May-11 SPX 12/17/2011 1200 C 74,838May-11 SPX 12/17/2011 1225 C 10,518May-11 SPX 12/17/2011 1225 P 12,656May-11 SPX 12/17/2011 1250 C 31,339May-11 SPX 12/17/2011 1250 P 46,614May-11 SPX 12/17/2011 1275 P 45,830May-11 SPX 12/17/2011 1275 C 29,892May-11 SPX 12/17/2011 1285 P 2May-11 SPX 12/17/2011 1300 P 75,998May-11 SPX 12/17/2011 1300 C 91,332May-11 SPX 12/17/2011 1325 P 20,904May-11 SPX 12/17/2011 1325 C 33,597May-11 SPX 12/17/2011 1335 P 4,089May-11 SPX 12/17/2011 1335 C 1,558May-11 SPX 12/17/2011 1350 C 52,518May-11 SPX 12/17/2011 1350 P 23,945May-11 SPX 12/17/2011 1375 P 2,826May-11 SPX 12/17/2011 1375 C 32,020May-11 SPX 12/17/2011 1400 P 32,078May-11 SPX 12/17/2011 1400 C 207,943May-11 SPX 12/17/2011 1415 C 8May-11 SPX 12/17/2011 1420 C 34May-11 SPX 12/17/2011 1425 P 5May-11 SPX 12/17/2011 1425 C 21,751May-11 SPX 12/17/2011 1450 P 3,811May-11 SPX 12/17/2011 1450 C 66,590May-11 SPX 12/17/2011 1475 P 501
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 12/17/2011 1475 C 25,411May-11 SPX 12/17/2011 1500 P 8,368May-11 SPX 12/17/2011 1500 C 102,880May-11 SPX 12/17/2011 1525 P 1May-11 SPX 12/17/2011 1525 C 3,901May-11 SPX 12/17/2011 1550 P 17May-11 SPX 12/17/2011 1550 C 26,245May-11 SPX 12/17/2011 1600 P 535May-11 SPX 12/17/2011 1600 C 53,902May-11 SPX 12/17/2011 1700 C 13,972May-11 SPX 12/17/2011 1700 P 2,097May-11 SPX 12/17/2011 1800 P 619May-11 SPX 12/17/2011 1800 C 1,358May-11 SPX 12/17/2011 1900 P 107May-11 SPX 12/17/2011 1900 C 913May-11 SPX 12/17/2011 2000 P 228May-11 SPX 12/17/2011 2000 C 5,747May-11 SPX 12/17/2011 2250 P 72May-11 SPX 12/17/2011 2250 C 172May-11 SPX 12/17/2011 2500 C 353May-11 SPX 12/17/2011 2500 P 223May-11 SPX 12/17/2011 3000 C 760May-11 SPX 12/17/2011 3000 P 229May-11 SPX 3/17/2012 600 P 23,586May-11 SPX 3/17/2012 650 P 2,250May-11 SPX 3/17/2012 700 P 9,102May-11 SPX 3/17/2012 750 P 12May-11 SPX 3/17/2012 800 P 2,138May-11 SPX 3/17/2012 850 P 32,563May-11 SPX 3/17/2012 875 P 27May-11 SPX 3/17/2012 900 P 2,147May-11 SPX 3/17/2012 925 P 320May-11 SPX 3/17/2012 950 P 290May-11 SPX 3/17/2012 975 P 1,112May-11 SPX 3/17/2012 1000 P 5,595May-11 SPX 3/17/2012 1025 P 10May-11 SPX 3/17/2012 1050 P 2,271May-11 SPX 3/17/2012 1075 P 319May-11 SPX 3/17/2012 1100 P 11,379May-11 SPX 3/17/2012 1125 P 3,150May-11 SPX 3/17/2012 1150 P 7,925May-11 SPX 3/17/2012 1150 C 30May-11 SPX 3/17/2012 1175 P 6,080May-11 SPX 3/17/2012 1200 C 5May-11 SPX 3/17/2012 1200 P 6,320May-11 SPX 3/17/2012 1225 C 100May-11 SPX 3/17/2012 1225 P 2,787May-11 SPX 3/17/2012 1250 P 7,642May-11 SPX 3/17/2012 1250 C 10
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 3/17/2012 1275 P 5,351May-11 SPX 3/17/2012 1275 C 370May-11 SPX 3/17/2012 1300 P 26,818May-11 SPX 3/17/2012 1300 C 5,911May-11 SPX 3/17/2012 1325 P 6,173May-11 SPX 3/17/2012 1325 C 21,698May-11 SPX 3/17/2012 1350 C 7,207May-11 SPX 3/17/2012 1350 P 887May-11 SPX 3/17/2012 1375 P 401May-11 SPX 3/17/2012 1375 C 6,085May-11 SPX 3/17/2012 1400 P 2,201May-11 SPX 3/17/2012 1400 C 13,326May-11 SPX 3/17/2012 1425 C 15,666May-11 SPX 3/17/2012 1450 C 2,413May-11 SPX 3/17/2012 1475 C 4,507May-11 SPX 3/17/2012 1500 C 11,981May-11 SPX 3/17/2012 1550 C 3,485May-11 SPX 3/17/2012 1600 C 11,987May-11 SPX 3/17/2012 1650 C 1,100May-11 SPX 6/16/2012 100 P 327May-11 SPX 6/16/2012 100 C 2May-11 SPX 6/16/2012 200 P 4,792May-11 SPX 6/16/2012 200 C 1May-11 SPX 6/16/2012 300 P 407May-11 SPX 6/16/2012 400 P 97May-11 SPX 6/16/2012 450 P 117May-11 SPX 6/16/2012 500 P 996May-11 SPX 6/16/2012 550 P 75May-11 SPX 6/16/2012 600 P 25,206May-11 SPX 6/16/2012 650 P 1,283May-11 SPX 6/16/2012 700 P 3,296May-11 SPX 6/16/2012 700 C 381May-11 SPX 6/16/2012 725 P 50May-11 SPX 6/16/2012 750 P 1,320May-11 SPX 6/16/2012 775 P 153May-11 SPX 6/16/2012 800 P 14,424May-11 SPX 6/16/2012 800 C 1,500May-11 SPX 6/16/2012 825 P 329May-11 SPX 6/16/2012 850 P 1,150May-11 SPX 6/16/2012 875 P 559May-11 SPX 6/16/2012 900 P 5,414May-11 SPX 6/16/2012 925 P 601May-11 SPX 6/16/2012 950 C 100May-11 SPX 6/16/2012 950 P 3,801May-11 SPX 6/16/2012 975 P 5,132May-11 SPX 6/16/2012 1000 P 27,669May-11 SPX 6/16/2012 1025 P 156May-11 SPX 6/16/2012 1050 P 11,682May-11 SPX 6/16/2012 1050 C 2,550
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 6/16/2012 1075 P 4,533May-11 SPX 6/16/2012 1075 C 2,550May-11 SPX 6/16/2012 1100 P 17,047May-11 SPX 6/16/2012 1100 C 5,345May-11 SPX 6/16/2012 1125 C 715May-11 SPX 6/16/2012 1125 P 2,182May-11 SPX 6/16/2012 1150 P 10,884May-11 SPX 6/16/2012 1150 C 1,337May-11 SPX 6/16/2012 1175 P 3,931May-11 SPX 6/16/2012 1175 C 617May-11 SPX 6/16/2012 1200 P 13,855May-11 SPX 6/16/2012 1200 C 3,201May-11 SPX 6/16/2012 1225 P 6,594May-11 SPX 6/16/2012 1225 C 145May-11 SPX 6/16/2012 1250 P 25,283May-11 SPX 6/16/2012 1250 C 2,366May-11 SPX 6/16/2012 1275 C 2,168May-11 SPX 6/16/2012 1275 P 6,506May-11 SPX 6/16/2012 1300 P 11,291May-11 SPX 6/16/2012 1300 C 21,860May-11 SPX 6/16/2012 1325 P 2,512May-11 SPX 6/16/2012 1325 C 3,915May-11 SPX 6/16/2012 1350 P 6,473May-11 SPX 6/16/2012 1350 C 9,838May-11 SPX 6/16/2012 1375 C 4,465May-11 SPX 6/16/2012 1400 P 700May-11 SPX 6/16/2012 1400 C 11,850May-11 SPX 6/16/2012 1425 C 510May-11 SPX 6/16/2012 1450 P 12May-11 SPX 6/16/2012 1450 C 5,194May-11 SPX 6/16/2012 1475 C 1,544May-11 SPX 6/16/2012 1500 C 15,597May-11 SPX 6/16/2012 1550 C 7,447May-11 SPX 6/16/2012 1600 C 4,288May-11 SPX 6/16/2012 1625 C 9,775May-11 SPX 6/16/2012 1650 C 1,751May-11 SPX 6/16/2012 1700 C 1,828May-11 SPX 6/16/2012 1800 P 3May-11 SPX 6/16/2012 1800 C 302May-11 SPX 6/16/2012 1900 P 1May-11 SPX 6/16/2012 1900 C 336May-11 SPX 6/16/2012 2000 P 1May-11 SPX 6/16/2012 2000 C 57May-11 SPX 6/16/2012 2250 C 1May-11 SPX 6/16/2012 2250 P 16May-11 SPX 6/16/2012 2500 P 246May-11 SPX 6/16/2012 2500 C 36May-11 SPX 6/16/2012 3000 P 2May-11 SPX 6/16/2012 3000 C 56
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 12/22/2012 100 P 9,747May-11 SPX 12/22/2012 100 C 107May-11 SPX 12/22/2012 200 P 13,562May-11 SPX 12/22/2012 200 C 25May-11 SPX 12/22/2012 250 P 6,762May-11 SPX 12/22/2012 300 C 23May-11 SPX 12/22/2012 300 P 2,912May-11 SPX 12/22/2012 350 P 5,344May-11 SPX 12/22/2012 350 C 2May-11 SPX 12/22/2012 400 P 22,325May-11 SPX 12/22/2012 400 C 1May-11 SPX 12/22/2012 450 P 2,990May-11 SPX 12/22/2012 450 C 10May-11 SPX 12/22/2012 500 P 21,953May-11 SPX 12/22/2012 500 C 4,360May-11 SPX 12/22/2012 550 P 13,753May-11 SPX 12/22/2012 600 C 21May-11 SPX 12/22/2012 600 P 80,114May-11 SPX 12/22/2012 650 P 4,784May-11 SPX 12/22/2012 650 C 5May-11 SPX 12/22/2012 675 P 158May-11 SPX 12/22/2012 700 P 19,380May-11 SPX 12/22/2012 700 C 4,555May-11 SPX 12/22/2012 750 P 13,696May-11 SPX 12/22/2012 800 P 25,470May-11 SPX 12/22/2012 800 C 2,625May-11 SPX 12/22/2012 825 C 600May-11 SPX 12/22/2012 825 P 672May-11 SPX 12/22/2012 850 P 74,647May-11 SPX 12/22/2012 875 P 1,018May-11 SPX 12/22/2012 900 P 58,116May-11 SPX 12/22/2012 900 C 3,714May-11 SPX 12/22/2012 925 P 4,933May-11 SPX 12/22/2012 925 C 2May-11 SPX 12/22/2012 950 P 30,316May-11 SPX 12/22/2012 950 C 5,235May-11 SPX 12/22/2012 975 C 7May-11 SPX 12/22/2012 975 P 452May-11 SPX 12/22/2012 1000 P 54,939May-11 SPX 12/22/2012 1000 C 15,509May-11 SPX 12/22/2012 1025 P 2,708May-11 SPX 12/22/2012 1025 C 3,401May-11 SPX 12/22/2012 1050 P 32,906May-11 SPX 12/22/2012 1050 C 14,902May-11 SPX 12/22/2012 1075 P 7,095May-11 SPX 12/22/2012 1075 C 4,328May-11 SPX 12/22/2012 1100 P 50,040May-11 SPX 12/22/2012 1100 C 46,138May-11 SPX 12/22/2012 1125 C 7,629
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 12/22/2012 1125 P 7,838May-11 SPX 12/22/2012 1150 P 38,531May-11 SPX 12/22/2012 1150 C 23,439May-11 SPX 12/22/2012 1175 P 10,170May-11 SPX 12/22/2012 1175 C 8,105May-11 SPX 12/22/2012 1200 P 80,531May-11 SPX 12/22/2012 1200 C 29,750May-11 SPX 12/22/2012 1220 P 1,297May-11 SPX 12/22/2012 1220 C 1,170May-11 SPX 12/22/2012 1225 P 4,011May-11 SPX 12/22/2012 1225 C 3,900May-11 SPX 12/22/2012 1250 C 28,043May-11 SPX 12/22/2012 1250 P 38,412May-11 SPX 12/22/2012 1275 P 17,844May-11 SPX 12/22/2012 1275 C 8,575May-11 SPX 12/22/2012 1300 P 32,955May-11 SPX 12/22/2012 1300 C 35,840May-11 SPX 12/22/2012 1325 P 7,885May-11 SPX 12/22/2012 1325 C 15,728May-11 SPX 12/22/2012 1350 P 9,009May-11 SPX 12/22/2012 1350 C 18,794May-11 SPX 12/22/2012 1375 P 1May-11 SPX 12/22/2012 1375 C 252May-11 SPX 12/22/2012 1400 C 36,105May-11 SPX 12/22/2012 1400 P 8,959May-11 SPX 12/22/2012 1450 P 702May-11 SPX 12/22/2012 1450 C 15,178May-11 SPX 12/22/2012 1500 P 4,360May-11 SPX 12/22/2012 1500 C 39,236May-11 SPX 12/22/2012 1550 P 10May-11 SPX 12/22/2012 1550 C 13,711May-11 SPX 12/22/2012 1600 P 25May-11 SPX 12/22/2012 1600 C 137,600May-11 SPX 12/22/2012 1650 C 11May-11 SPX 12/22/2012 1700 C 17,636May-11 SPX 12/22/2012 1700 P 72May-11 SPX 12/22/2012 1750 C 3,233May-11 SPX 12/22/2012 1800 P 68May-11 SPX 12/22/2012 1800 C 50,463May-11 SPX 12/22/2012 1900 P 160May-11 SPX 12/22/2012 1900 C 13,809May-11 SPX 12/22/2012 2000 P 342May-11 SPX 12/22/2012 2000 C 53,045May-11 SPX 12/22/2012 2250 P 170May-11 SPX 12/22/2012 2250 C 224May-11 SPX 12/22/2012 2500 C 870May-11 SPX 12/22/2012 2500 P 752May-11 SPX 12/22/2012 3000 P 8May-11 SPX 12/21/2013 100 P 639
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 12/21/2013 100 C 1,725May-11 SPX 12/21/2013 200 P 197May-11 SPX 12/21/2013 200 C 1,233May-11 SPX 12/21/2013 250 P 745May-11 SPX 12/21/2013 300 P 4,219May-11 SPX 12/21/2013 350 P 93May-11 SPX 12/21/2013 400 P 117May-11 SPX 12/21/2013 450 P 107May-11 SPX 12/21/2013 500 P 4,633May-11 SPX 12/21/2013 550 P 28May-11 SPX 12/21/2013 600 P 126May-11 SPX 12/21/2013 650 P 1,453May-11 SPX 12/21/2013 650 C 1May-11 SPX 12/21/2013 700 P 12,531May-11 SPX 12/21/2013 750 P 407May-11 SPX 12/21/2013 800 P 8,635May-11 SPX 12/21/2013 800 C 237May-11 SPX 12/21/2013 850 P 4,030May-11 SPX 12/21/2013 850 C 1May-11 SPX 12/21/2013 900 P 1,119May-11 SPX 12/21/2013 900 C 13May-11 SPX 12/21/2013 950 P 6May-11 SPX 12/21/2013 975 P 1May-11 SPX 12/21/2013 1000 P 4,556May-11 SPX 12/21/2013 1000 C 7May-11 SPX 12/21/2013 1050 P 4,002May-11 SPX 12/21/2013 1050 C 11May-11 SPX 12/21/2013 1075 C 2May-11 SPX 12/21/2013 1075 P 128May-11 SPX 12/21/2013 1100 P 9,125May-11 SPX 12/21/2013 1100 C 5May-11 SPX 12/21/2013 1125 P 2,001May-11 SPX 12/21/2013 1125 C 1May-11 SPX 12/21/2013 1150 P 652May-11 SPX 12/21/2013 1150 C 101May-11 SPX 12/21/2013 1200 P 2,995May-11 SPX 12/21/2013 1200 C 351May-11 SPX 12/21/2013 1225 C 1May-11 SPX 12/21/2013 1250 P 4,501May-11 SPX 12/21/2013 1250 C 3,601May-11 SPX 12/21/2013 1275 P 1,597May-11 SPX 12/21/2013 1275 C 636May-11 SPX 12/21/2013 1300 P 7,580May-11 SPX 12/21/2013 1300 C 15,820May-11 SPX 12/21/2013 1325 P 5,010May-11 SPX 12/21/2013 1325 C 3,423May-11 SPX 12/21/2013 1350 P 2,258May-11 SPX 12/21/2013 1350 C 3,489May-11 SPX 12/21/2013 1375 C 625
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
May-11 SPX 12/21/2013 1375 P 511May-11 SPX 12/21/2013 1400 C 3,813May-11 SPX 12/21/2013 1425 C 400May-11 SPX 12/21/2013 1450 C 2,158May-11 SPX 12/21/2013 1500 P 30May-11 SPX 12/21/2013 1500 C 2,952May-11 SPX 12/21/2013 1525 C 200May-11 SPX 12/21/2013 1550 C 615May-11 SPX 12/21/2013 1600 P 1May-11 SPX 12/21/2013 1600 C 11,215May-11 SPX 12/21/2013 1650 P 1May-11 SPX 12/21/2013 1650 C 1,005May-11 SPX 12/21/2013 1700 P 3May-11 SPX 12/21/2013 1700 C 2,628May-11 SPX 12/21/2013 1800 C 5,913May-11 SPX 12/21/2013 1900 C 2,222May-11 SPX 12/21/2013 1900 P 3May-11 SPX 12/21/2013 2000 P 92May-11 SPX 12/21/2013 2000 C 957May-11 SPX 12/21/2013 2250 P 160May-11 SPX 12/21/2013 2250 C 14,312May-11 SPX 12/21/2013 2500 P 507May-11 SPX 12/21/2013 2500 C 146May-11 SPX 12/21/2013 3000 P 634May-11 SPX 12/21/2013 3000 C 1Jun-11 SPXW 7/1/2011 1000 P 3,195Jun-11 SPXW 7/1/2011 1025 P 21Jun-11 SPXW 7/1/2011 1050 P 1,163Jun-11 SPXW 7/1/2011 1075 P 8,471Jun-11 SPXW 7/1/2011 1100 P 17,673Jun-11 SPXW 7/1/2011 1125 P 6,198Jun-11 SPXW 7/1/2011 1125 C 1Jun-11 SPXW 7/1/2011 1150 P 2,987Jun-11 SPXW 7/1/2011 1175 P 4,124Jun-11 SPXW 7/1/2011 1180 P 115Jun-11 SPXW 7/1/2011 1185 P 276Jun-11 SPXW 7/1/2011 1190 P 806Jun-11 SPXW 7/1/2011 1195 P 1,219Jun-11 SPXW 7/1/2011 1200 P 5,191Jun-11 SPXW 7/1/2011 1205 C 11Jun-11 SPXW 7/1/2011 1205 P 1,574Jun-11 SPXW 7/1/2011 1210 C 11Jun-11 SPXW 7/1/2011 1210 P 4,296Jun-11 SPXW 7/1/2011 1215 P 1,443Jun-11 SPXW 7/1/2011 1220 P 5,292Jun-11 SPXW 7/1/2011 1225 P 4,986Jun-11 SPXW 7/1/2011 1230 C 10Jun-11 SPXW 7/1/2011 1230 P 928Jun-11 SPXW 7/1/2011 1235 P 753
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPXW 7/1/2011 1240 P 2,003Jun-11 SPXW 7/1/2011 1240 C 7Jun-11 SPXW 7/1/2011 1245 P 1,263Jun-11 SPXW 7/1/2011 1250 C 11Jun-11 SPXW 7/1/2011 1250 P 6,934Jun-11 SPXW 7/1/2011 1255 P 783Jun-11 SPXW 7/1/2011 1260 P 2,885Jun-11 SPXW 7/1/2011 1260 C 6Jun-11 SPXW 7/1/2011 1265 C 12Jun-11 SPXW 7/1/2011 1265 P 3,022Jun-11 SPXW 7/1/2011 1270 C 311Jun-11 SPXW 7/1/2011 1270 P 3,707Jun-11 SPXW 7/1/2011 1275 C 1,382Jun-11 SPXW 7/1/2011 1275 P 1,866Jun-11 SPXW 7/1/2011 1280 P 1,712Jun-11 SPXW 7/1/2011 1280 C 892Jun-11 SPXW 7/1/2011 1285 C 330Jun-11 SPXW 7/1/2011 1285 P 1,170Jun-11 SPXW 7/1/2011 1290 C 454Jun-11 SPXW 7/1/2011 1290 P 2,476Jun-11 SPXW 7/1/2011 1295 C 488Jun-11 SPXW 7/1/2011 1295 P 2,489Jun-11 SPXW 7/1/2011 1300 P 5,812Jun-11 SPXW 7/1/2011 1300 C 4,203Jun-11 SPXW 7/1/2011 1305 C 1,190Jun-11 SPXW 7/1/2011 1305 P 1,215Jun-11 SPXW 7/1/2011 1310 C 2,107Jun-11 SPXW 7/1/2011 1310 P 1,468Jun-11 SPXW 7/1/2011 1315 C 3,020Jun-11 SPXW 7/1/2011 1315 P 1,547Jun-11 SPXW 7/1/2011 1320 P 576Jun-11 SPXW 7/1/2011 1320 C 8,165Jun-11 SPXW 7/1/2011 1325 C 11,557Jun-11 SPXW 7/1/2011 1325 P 142Jun-11 SPXW 7/1/2011 1330 C 17,930Jun-11 SPXW 7/1/2011 1330 P 41Jun-11 SPXW 7/1/2011 1335 C 4,619Jun-11 SPXW 7/1/2011 1335 P 40Jun-11 SPXW 7/1/2011 1340 P 54Jun-11 SPXW 7/1/2011 1340 C 10,881Jun-11 SPXW 7/1/2011 1350 C 2,456Jun-11 SPXW 7/1/2011 1350 P 2Jun-11 SPXW 7/1/2011 1375 C 6,330Jun-11 SPXW 7/1/2011 1400 C 867Jun-11 SPXW 7/8/2011 1025 P 1,502Jun-11 SPXW 7/8/2011 1050 P 3,167Jun-11 SPXW 7/8/2011 1100 P 12,501Jun-11 SPXW 7/8/2011 1125 P 2,253Jun-11 SPXW 7/8/2011 1150 P 695
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPXW 7/8/2011 1175 P 2,861Jun-11 SPXW 7/8/2011 1190 P 54Jun-11 SPXW 7/8/2011 1195 P 10Jun-11 SPXW 7/8/2011 1200 P 435Jun-11 SPXW 7/8/2011 1205 P 11Jun-11 SPXW 7/8/2011 1210 P 17Jun-11 SPXW 7/8/2011 1215 P 5Jun-11 SPXW 7/8/2011 1220 P 4Jun-11 SPXW 7/8/2011 1225 P 1,214Jun-11 SPXW 7/8/2011 1230 P 32Jun-11 SPXW 7/8/2011 1235 P 6Jun-11 SPXW 7/8/2011 1240 P 17Jun-11 SPXW 7/8/2011 1250 P 41Jun-11 SPXW 7/8/2011 1255 P 15Jun-11 SPXW 7/8/2011 1260 P 211Jun-11 SPXW 7/8/2011 1265 P 80Jun-11 SPXW 7/8/2011 1270 P 223Jun-11 SPXW 7/8/2011 1270 C 1Jun-11 SPXW 7/8/2011 1275 P 7,053Jun-11 SPXW 7/8/2011 1280 P 729Jun-11 SPXW 7/8/2011 1285 P 103Jun-11 SPXW 7/8/2011 1290 P 21Jun-11 SPXW 7/8/2011 1300 C 29Jun-11 SPXW 7/8/2011 1300 P 475Jun-11 SPXW 7/8/2011 1305 C 48Jun-11 SPXW 7/8/2011 1305 P 209Jun-11 SPXW 7/8/2011 1310 P 420Jun-11 SPXW 7/8/2011 1310 C 29Jun-11 SPXW 7/8/2011 1315 C 2,080Jun-11 SPXW 7/8/2011 1315 P 86Jun-11 SPXW 7/8/2011 1320 C 5,403Jun-11 SPXW 7/8/2011 1320 P 78Jun-11 SPXW 7/8/2011 1325 C 504Jun-11 SPXW 7/8/2011 1325 P 1,000Jun-11 SPXW 7/8/2011 1330 C 184Jun-11 SPXW 7/8/2011 1335 C 271Jun-11 SPXW 7/8/2011 1340 C 343Jun-11 SPXW 7/8/2011 1350 C 528Jun-11 SPXW 7/8/2011 1375 C 189Jun-11 SPXW 7/8/2011 1400 C 247Jun-11 SPX 7/16/2011 200 P 1Jun-11 SPX 7/16/2011 300 C 1Jun-11 SPX 7/16/2011 300 P 1Jun-11 SPX 7/16/2011 400 P 94Jun-11 SPX 7/16/2011 500 P 2,087Jun-11 SPX 7/16/2011 500 C 3,020Jun-11 SPX 7/16/2011 550 P 232Jun-11 SPX 7/16/2011 600 P 138Jun-11 SPX 7/16/2011 650 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 7/16/2011 700 P 270Jun-11 SPX 7/16/2011 750 P 1,020Jun-11 SPX 7/16/2011 800 P 76,443Jun-11 SPX 7/16/2011 810 P 3,863Jun-11 SPX 7/16/2011 820 P 2,244Jun-11 SPX 7/16/2011 825 P 1,472Jun-11 SPX 7/16/2011 830 P 866Jun-11 SPX 7/16/2011 840 P 1,132Jun-11 SPX 7/16/2011 850 C 5Jun-11 SPX 7/16/2011 850 P 8,151Jun-11 SPX 7/16/2011 860 P 4,582Jun-11 SPX 7/16/2011 870 P 3,578Jun-11 SPX 7/16/2011 875 P 5,673Jun-11 SPX 7/16/2011 880 P 2,486Jun-11 SPX 7/16/2011 890 P 3,128Jun-11 SPX 7/16/2011 900 P 31,928Jun-11 SPX 7/16/2011 905 P 2,209Jun-11 SPX 7/16/2011 910 P 2,180Jun-11 SPX 7/16/2011 915 P 4,933Jun-11 SPX 7/16/2011 920 P 2,185Jun-11 SPX 7/16/2011 925 P 10,937Jun-11 SPX 7/16/2011 930 P 3,191Jun-11 SPX 7/16/2011 935 P 2,439Jun-11 SPX 7/16/2011 940 P 2,153Jun-11 SPX 7/16/2011 945 P 2,055Jun-11 SPX 7/16/2011 950 P 28,617Jun-11 SPX 7/16/2011 950 C 2,216Jun-11 SPX 7/16/2011 955 P 1,983Jun-11 SPX 7/16/2011 960 P 2,157Jun-11 SPX 7/16/2011 965 P 1,936Jun-11 SPX 7/16/2011 970 P 2,117Jun-11 SPX 7/16/2011 975 C 145Jun-11 SPX 7/16/2011 975 P 11,236Jun-11 SPX 7/16/2011 980 P 1,978Jun-11 SPX 7/16/2011 985 P 1,985Jun-11 SPX 7/16/2011 990 P 1,837Jun-11 SPX 7/16/2011 995 P 1,819Jun-11 SPX 7/16/2011 1000 P 39,718Jun-11 SPX 7/16/2011 1000 C 346Jun-11 SPX 7/16/2011 1005 P 1,903Jun-11 SPX 7/16/2011 1010 P 3,096Jun-11 SPX 7/16/2011 1015 P 1,772Jun-11 SPX 7/16/2011 1020 P 3,175Jun-11 SPX 7/16/2011 1025 C 107Jun-11 SPX 7/16/2011 1025 P 22,413Jun-11 SPX 7/16/2011 1030 P 2,170Jun-11 SPX 7/16/2011 1030 C 30Jun-11 SPX 7/16/2011 1035 P 1,694Jun-11 SPX 7/16/2011 1040 C 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 7/16/2011 1040 P 6,855Jun-11 SPX 7/16/2011 1045 P 2,396Jun-11 SPX 7/16/2011 1050 C 3Jun-11 SPX 7/16/2011 1050 P 31,219Jun-11 SPX 7/16/2011 1055 P 1,970Jun-11 SPX 7/16/2011 1060 C 3Jun-11 SPX 7/16/2011 1060 P 9,949Jun-11 SPX 7/16/2011 1065 P 2,725Jun-11 SPX 7/16/2011 1070 P 2,644Jun-11 SPX 7/16/2011 1075 C 141Jun-11 SPX 7/16/2011 1075 P 15,378Jun-11 SPX 7/16/2011 1080 C 10Jun-11 SPX 7/16/2011 1080 P 8,369Jun-11 SPX 7/16/2011 1085 P 3,366Jun-11 SPX 7/16/2011 1085 C 2Jun-11 SPX 7/16/2011 1090 C 4Jun-11 SPX 7/16/2011 1090 P 4,904Jun-11 SPX 7/16/2011 1095 P 3,499Jun-11 SPX 7/16/2011 1100 C 178Jun-11 SPX 7/16/2011 1100 P 92,560Jun-11 SPX 7/16/2011 1105 P 4,924Jun-11 SPX 7/16/2011 1110 P 5,429Jun-11 SPX 7/16/2011 1115 C 1Jun-11 SPX 7/16/2011 1115 P 5,527Jun-11 SPX 7/16/2011 1120 C 1Jun-11 SPX 7/16/2011 1120 P 11,249Jun-11 SPX 7/16/2011 1125 P 45,427Jun-11 SPX 7/16/2011 1125 C 106Jun-11 SPX 7/16/2011 1130 C 30Jun-11 SPX 7/16/2011 1130 P 14,173Jun-11 SPX 7/16/2011 1135 C 24Jun-11 SPX 7/16/2011 1135 P 4,276Jun-11 SPX 7/16/2011 1140 C 23Jun-11 SPX 7/16/2011 1140 P 23,835Jun-11 SPX 7/16/2011 1145 P 6,664Jun-11 SPX 7/16/2011 1145 C 7Jun-11 SPX 7/16/2011 1150 C 3,531Jun-11 SPX 7/16/2011 1150 P 79,713Jun-11 SPX 7/16/2011 1155 C 3,525Jun-11 SPX 7/16/2011 1155 P 4,025Jun-11 SPX 7/16/2011 1160 C 20Jun-11 SPX 7/16/2011 1160 P 19,325Jun-11 SPX 7/16/2011 1165 P 4,027Jun-11 SPX 7/16/2011 1165 C 1Jun-11 SPX 7/16/2011 1170 C 20Jun-11 SPX 7/16/2011 1170 P 8,489Jun-11 SPX 7/16/2011 1175 C 14Jun-11 SPX 7/16/2011 1175 P 49,697Jun-11 SPX 7/16/2011 1180 P 22,599
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 7/16/2011 1185 P 5,506Jun-11 SPX 7/16/2011 1185 C 5Jun-11 SPX 7/16/2011 1190 C 29Jun-11 SPX 7/16/2011 1190 P 13,377Jun-11 SPX 7/16/2011 1195 P 4,258Jun-11 SPX 7/16/2011 1200 C 344Jun-11 SPX 7/16/2011 1200 P 142,196Jun-11 SPX 7/16/2011 1205 P 8,309Jun-11 SPX 7/16/2011 1205 C 4Jun-11 SPX 7/16/2011 1210 C 63Jun-11 SPX 7/16/2011 1210 P 26,172Jun-11 SPX 7/16/2011 1215 C 5Jun-11 SPX 7/16/2011 1215 P 8,081Jun-11 SPX 7/16/2011 1220 C 78Jun-11 SPX 7/16/2011 1220 P 26,697Jun-11 SPX 7/16/2011 1225 P 96,402Jun-11 SPX 7/16/2011 1225 C 1,121Jun-11 SPX 7/16/2011 1230 C 85Jun-11 SPX 7/16/2011 1230 P 20,095Jun-11 SPX 7/16/2011 1235 C 1,547Jun-11 SPX 7/16/2011 1235 P 13,492Jun-11 SPX 7/16/2011 1240 C 129Jun-11 SPX 7/16/2011 1240 P 31,466Jun-11 SPX 7/16/2011 1245 P 5,115Jun-11 SPX 7/16/2011 1245 C 20Jun-11 SPX 7/16/2011 1250 C 13,037Jun-11 SPX 7/16/2011 1250 P 133,393Jun-11 SPX 7/16/2011 1255 C 123Jun-11 SPX 7/16/2011 1255 P 7,239Jun-11 SPX 7/16/2011 1260 C 5,339Jun-11 SPX 7/16/2011 1260 P 50,527Jun-11 SPX 7/16/2011 1265 C 8,068Jun-11 SPX 7/16/2011 1265 P 19,049Jun-11 SPX 7/16/2011 1270 P 42,239Jun-11 SPX 7/16/2011 1270 C 8,823Jun-11 SPX 7/16/2011 1275 C 32,107Jun-11 SPX 7/16/2011 1275 P 58,240Jun-11 SPX 7/16/2011 1280 C 17,550Jun-11 SPX 7/16/2011 1280 P 38,564Jun-11 SPX 7/16/2011 1285 P 10,200Jun-11 SPX 7/16/2011 1285 C 7,223Jun-11 SPX 7/16/2011 1290 C 23,131Jun-11 SPX 7/16/2011 1290 P 28,494Jun-11 SPX 7/16/2011 1295 C 5,386Jun-11 SPX 7/16/2011 1295 P 2,129Jun-11 SPX 7/16/2011 1300 C 117,868Jun-11 SPX 7/16/2011 1300 P 115,744Jun-11 SPX 7/16/2011 1305 C 6,033Jun-11 SPX 7/16/2011 1305 P 620
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 7/16/2011 1310 P 20,117Jun-11 SPX 7/16/2011 1310 C 22,500Jun-11 SPX 7/16/2011 1315 P 11,636Jun-11 SPX 7/16/2011 1315 C 18,975Jun-11 SPX 7/16/2011 1320 P 35,327Jun-11 SPX 7/16/2011 1320 C 17,337Jun-11 SPX 7/16/2011 1325 P 51,264Jun-11 SPX 7/16/2011 1325 C 68,339Jun-11 SPX 7/16/2011 1330 P 4,754Jun-11 SPX 7/16/2011 1330 C 16,231Jun-11 SPX 7/16/2011 1335 P 5,478Jun-11 SPX 7/16/2011 1335 C 14,577Jun-11 SPX 7/16/2011 1340 P 31,498Jun-11 SPX 7/16/2011 1340 C 46,781Jun-11 SPX 7/16/2011 1345 C 25,042Jun-11 SPX 7/16/2011 1345 P 37Jun-11 SPX 7/16/2011 1350 C 86,377Jun-11 SPX 7/16/2011 1350 P 38,165Jun-11 SPX 7/16/2011 1355 C 12,262Jun-11 SPX 7/16/2011 1355 P 299Jun-11 SPX 7/16/2011 1360 C 26,271Jun-11 SPX 7/16/2011 1360 P 4,788Jun-11 SPX 7/16/2011 1365 P 10,546Jun-11 SPX 7/16/2011 1365 C 8,164Jun-11 SPX 7/16/2011 1370 C 12,272Jun-11 SPX 7/16/2011 1370 P 11,024Jun-11 SPX 7/16/2011 1375 C 34,290Jun-11 SPX 7/16/2011 1375 P 4,495Jun-11 SPX 7/16/2011 1380 C 14,704Jun-11 SPX 7/16/2011 1380 P 38Jun-11 SPX 7/16/2011 1385 P 11Jun-11 SPX 7/16/2011 1385 C 5,672Jun-11 SPX 7/16/2011 1390 P 6Jun-11 SPX 7/16/2011 1390 C 8,854Jun-11 SPX 7/16/2011 1395 C 5,282Jun-11 SPX 7/16/2011 1395 P 1Jun-11 SPX 7/16/2011 1400 C 53,220Jun-11 SPX 7/16/2011 1400 P 2,823Jun-11 SPX 7/16/2011 1405 C 2,615Jun-11 SPX 7/16/2011 1410 C 7,795Jun-11 SPX 7/16/2011 1410 P 3Jun-11 SPX 7/16/2011 1415 C 4,907Jun-11 SPX 7/16/2011 1415 P 3Jun-11 SPX 7/16/2011 1420 C 6,459Jun-11 SPX 7/16/2011 1425 P 42Jun-11 SPX 7/16/2011 1425 C 21,061Jun-11 SPX 7/16/2011 1430 C 4,174Jun-11 SPX 7/16/2011 1435 C 3,590Jun-11 SPX 7/16/2011 1440 C 6,468
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 7/16/2011 1445 C 852Jun-11 SPX 7/16/2011 1450 C 14,895Jun-11 SPX 7/16/2011 1455 C 675Jun-11 SPX 7/16/2011 1460 C 1,175Jun-11 SPX 7/16/2011 1465 C 273Jun-11 SPX 7/16/2011 1470 C 593Jun-11 SPX 7/16/2011 1475 C 5,153Jun-11 SPX 7/16/2011 1480 C 2,155Jun-11 SPX 7/16/2011 1485 C 637Jun-11 SPX 7/16/2011 1490 C 287Jun-11 SPX 7/16/2011 1495 C 175Jun-11 SPX 7/16/2011 1500 C 12,875Jun-11 SPX 7/16/2011 1500 P 3,220Jun-11 SPX 7/16/2011 1505 C 562Jun-11 SPX 7/16/2011 1510 C 469Jun-11 SPX 7/16/2011 1515 C 175Jun-11 SPX 7/16/2011 1520 C 355Jun-11 SPX 7/16/2011 1530 C 800Jun-11 SPX 7/16/2011 1535 C 119Jun-11 SPX 7/16/2011 1540 C 724Jun-11 SPX 7/16/2011 1545 C 119Jun-11 SPX 7/16/2011 1550 C 407Jun-11 SPX 7/16/2011 1560 C 725Jun-11 SPX 7/16/2011 1570 C 338Jun-11 SPX 7/16/2011 1575 C 598Jun-11 SPX 7/16/2011 1575 P 1Jun-11 SPX 7/16/2011 1580 C 223Jun-11 SPX 7/16/2011 1590 C 47Jun-11 SPX 7/16/2011 1600 C 167Jun-11 SPX 7/16/2011 1625 C 129Jun-11 SPX 7/16/2011 1650 C 1,268Jun-11 SPX 8/20/2011 600 P 271Jun-11 SPX 8/20/2011 700 P 153Jun-11 SPX 8/20/2011 750 P 21Jun-11 SPX 8/20/2011 775 P 20,648Jun-11 SPX 8/20/2011 800 P 15,653Jun-11 SPX 8/20/2011 800 C 3Jun-11 SPX 8/20/2011 820 P 172Jun-11 SPX 8/20/2011 825 P 3,171Jun-11 SPX 8/20/2011 850 P 10,704Jun-11 SPX 8/20/2011 850 C 2Jun-11 SPX 8/20/2011 875 C 30Jun-11 SPX 8/20/2011 875 P 2,641Jun-11 SPX 8/20/2011 880 P 1,469Jun-11 SPX 8/20/2011 890 P 1Jun-11 SPX 8/20/2011 895 P 335Jun-11 SPX 8/20/2011 900 C 76Jun-11 SPX 8/20/2011 900 P 21,015Jun-11 SPX 8/20/2011 920 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 8/20/2011 925 P 177Jun-11 SPX 8/20/2011 930 P 26Jun-11 SPX 8/20/2011 935 P 1,458Jun-11 SPX 8/20/2011 940 P 26Jun-11 SPX 8/20/2011 950 C 1Jun-11 SPX 8/20/2011 950 P 12,551Jun-11 SPX 8/20/2011 955 P 10Jun-11 SPX 8/20/2011 960 P 47Jun-11 SPX 8/20/2011 965 P 47Jun-11 SPX 8/20/2011 970 P 349Jun-11 SPX 8/20/2011 975 C 30Jun-11 SPX 8/20/2011 975 P 7,352Jun-11 SPX 8/20/2011 980 P 111Jun-11 SPX 8/20/2011 985 P 25Jun-11 SPX 8/20/2011 990 P 43Jun-11 SPX 8/20/2011 995 P 33Jun-11 SPX 8/20/2011 1000 C 86Jun-11 SPX 8/20/2011 1000 P 17,226Jun-11 SPX 8/20/2011 1005 P 103Jun-11 SPX 8/20/2011 1010 P 5,245Jun-11 SPX 8/20/2011 1015 P 939Jun-11 SPX 8/20/2011 1020 P 276Jun-11 SPX 8/20/2011 1025 P 8,520Jun-11 SPX 8/20/2011 1030 P 226Jun-11 SPX 8/20/2011 1035 P 5Jun-11 SPX 8/20/2011 1040 C 3Jun-11 SPX 8/20/2011 1040 P 4,283Jun-11 SPX 8/20/2011 1045 P 143Jun-11 SPX 8/20/2011 1050 P 17,903Jun-11 SPX 8/20/2011 1055 P 3Jun-11 SPX 8/20/2011 1060 P 5,359Jun-11 SPX 8/20/2011 1065 P 919Jun-11 SPX 8/20/2011 1070 P 11,550Jun-11 SPX 8/20/2011 1075 P 12,505Jun-11 SPX 8/20/2011 1080 P 758Jun-11 SPX 8/20/2011 1085 P 31Jun-11 SPX 8/20/2011 1090 P 2,093Jun-11 SPX 8/20/2011 1095 P 71Jun-11 SPX 8/20/2011 1100 C 11,504Jun-11 SPX 8/20/2011 1100 P 61,920Jun-11 SPX 8/20/2011 1105 P 83Jun-11 SPX 8/20/2011 1110 P 1,820Jun-11 SPX 8/20/2011 1115 P 1,023Jun-11 SPX 8/20/2011 1120 P 5,889Jun-11 SPX 8/20/2011 1125 P 22,283Jun-11 SPX 8/20/2011 1130 P 1,223Jun-11 SPX 8/20/2011 1135 P 408Jun-11 SPX 8/20/2011 1140 P 1,737Jun-11 SPX 8/20/2011 1145 P 316
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 8/20/2011 1150 P 42,441Jun-11 SPX 8/20/2011 1150 C 4,002Jun-11 SPX 8/20/2011 1155 P 323Jun-11 SPX 8/20/2011 1160 P 2,985Jun-11 SPX 8/20/2011 1165 P 2,811Jun-11 SPX 8/20/2011 1170 P 5,530Jun-11 SPX 8/20/2011 1175 P 25,833Jun-11 SPX 8/20/2011 1175 C 1Jun-11 SPX 8/20/2011 1180 P 6,366Jun-11 SPX 8/20/2011 1180 C 3Jun-11 SPX 8/20/2011 1185 P 91Jun-11 SPX 8/20/2011 1190 P 1,185Jun-11 SPX 8/20/2011 1195 P 234Jun-11 SPX 8/20/2011 1200 C 12,142Jun-11 SPX 8/20/2011 1200 P 63,425Jun-11 SPX 8/20/2011 1205 P 3,078Jun-11 SPX 8/20/2011 1210 P 8,577Jun-11 SPX 8/20/2011 1215 C 1Jun-11 SPX 8/20/2011 1215 P 1,034Jun-11 SPX 8/20/2011 1220 C 50Jun-11 SPX 8/20/2011 1220 P 3,612Jun-11 SPX 8/20/2011 1225 P 27,539Jun-11 SPX 8/20/2011 1225 C 12,084Jun-11 SPX 8/20/2011 1230 P 3,913Jun-11 SPX 8/20/2011 1230 C 2Jun-11 SPX 8/20/2011 1235 P 1,198Jun-11 SPX 8/20/2011 1240 C 8Jun-11 SPX 8/20/2011 1240 P 6,811Jun-11 SPX 8/20/2011 1245 P 92Jun-11 SPX 8/20/2011 1245 C 23Jun-11 SPX 8/20/2011 1250 C 4,136Jun-11 SPX 8/20/2011 1250 P 83,345Jun-11 SPX 8/20/2011 1255 C 27Jun-11 SPX 8/20/2011 1255 P 2,425Jun-11 SPX 8/20/2011 1260 C 232Jun-11 SPX 8/20/2011 1260 P 27,860Jun-11 SPX 8/20/2011 1265 C 1,094Jun-11 SPX 8/20/2011 1265 P 1,697Jun-11 SPX 8/20/2011 1270 C 7,621Jun-11 SPX 8/20/2011 1270 P 2,754Jun-11 SPX 8/20/2011 1275 C 49,506Jun-11 SPX 8/20/2011 1275 P 51,451Jun-11 SPX 8/20/2011 1280 C 2,408Jun-11 SPX 8/20/2011 1280 P 25,020Jun-11 SPX 8/20/2011 1285 P 933Jun-11 SPX 8/20/2011 1285 C 7,632Jun-11 SPX 8/20/2011 1290 C 4,539Jun-11 SPX 8/20/2011 1290 P 1,676Jun-11 SPX 8/20/2011 1295 C 677
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 8/20/2011 1295 P 468Jun-11 SPX 8/20/2011 1300 C 79,246Jun-11 SPX 8/20/2011 1300 P 50,643Jun-11 SPX 8/20/2011 1305 P 120Jun-11 SPX 8/20/2011 1305 C 604Jun-11 SPX 8/20/2011 1310 P 775Jun-11 SPX 8/20/2011 1310 C 7,206Jun-11 SPX 8/20/2011 1315 C 5,550Jun-11 SPX 8/20/2011 1315 P 3,290Jun-11 SPX 8/20/2011 1320 C 8,357Jun-11 SPX 8/20/2011 1320 P 1,740Jun-11 SPX 8/20/2011 1325 P 17,737Jun-11 SPX 8/20/2011 1325 C 40,089Jun-11 SPX 8/20/2011 1330 C 10,149Jun-11 SPX 8/20/2011 1330 P 273Jun-11 SPX 8/20/2011 1335 C 3,214Jun-11 SPX 8/20/2011 1340 C 9,466Jun-11 SPX 8/20/2011 1340 P 598Jun-11 SPX 8/20/2011 1345 C 698Jun-11 SPX 8/20/2011 1350 C 49,938Jun-11 SPX 8/20/2011 1350 P 7,175Jun-11 SPX 8/20/2011 1355 C 6,039Jun-11 SPX 8/20/2011 1355 P 2Jun-11 SPX 8/20/2011 1360 C 14,688Jun-11 SPX 8/20/2011 1360 P 1,028Jun-11 SPX 8/20/2011 1365 P 2Jun-11 SPX 8/20/2011 1365 C 3,692Jun-11 SPX 8/20/2011 1370 C 8,062Jun-11 SPX 8/20/2011 1370 P 40Jun-11 SPX 8/20/2011 1375 C 43,086Jun-11 SPX 8/20/2011 1375 P 1,600Jun-11 SPX 8/20/2011 1380 C 8,720Jun-11 SPX 8/20/2011 1380 P 2Jun-11 SPX 8/20/2011 1385 C 1,043Jun-11 SPX 8/20/2011 1390 C 12,828Jun-11 SPX 8/20/2011 1395 C 227Jun-11 SPX 8/20/2011 1400 C 23,135Jun-11 SPX 8/20/2011 1400 P 539Jun-11 SPX 8/20/2011 1405 C 3,869Jun-11 SPX 8/20/2011 1410 C 3,380Jun-11 SPX 8/20/2011 1410 P 8Jun-11 SPX 8/20/2011 1415 C 402Jun-11 SPX 8/20/2011 1420 C 150Jun-11 SPX 8/20/2011 1425 C 5,895Jun-11 SPX 8/20/2011 1430 C 550Jun-11 SPX 8/20/2011 1430 P 1Jun-11 SPX 8/20/2011 1435 C 22Jun-11 SPX 8/20/2011 1440 C 896Jun-11 SPX 8/20/2011 1445 C 26
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 8/20/2011 1450 C 9,038Jun-11 SPX 8/20/2011 1450 P 400Jun-11 SPX 8/20/2011 1460 C 1,583Jun-11 SPX 8/20/2011 1470 C 151Jun-11 SPX 8/20/2011 1475 C 15,119Jun-11 SPX 8/20/2011 1480 C 61Jun-11 SPX 8/20/2011 1485 C 7Jun-11 SPX 8/20/2011 1490 C 13Jun-11 SPX 8/20/2011 1500 C 14,180Jun-11 SPX 8/20/2011 1520 C 1Jun-11 SPX 8/20/2011 1525 C 7Jun-11 SPX 8/20/2011 1550 C 203Jun-11 SPX 8/20/2011 1600 C 80Jun-11 SPX 9/17/2011 200 C 310Jun-11 SPX 9/17/2011 200 P 47Jun-11 SPX 9/17/2011 225 C 628Jun-11 SPX 9/17/2011 300 C 1,924Jun-11 SPX 9/17/2011 300 P 25Jun-11 SPX 9/17/2011 350 C 110Jun-11 SPX 9/17/2011 350 P 68Jun-11 SPX 9/17/2011 400 C 1,450Jun-11 SPX 9/17/2011 400 P 2,836Jun-11 SPX 9/17/2011 500 P 66,986Jun-11 SPX 9/17/2011 500 C 68,384Jun-11 SPX 9/17/2011 550 C 110Jun-11 SPX 9/17/2011 550 P 12Jun-11 SPX 9/17/2011 600 C 810Jun-11 SPX 9/17/2011 600 P 6,414Jun-11 SPX 9/17/2011 625 C 628Jun-11 SPX 9/17/2011 625 P 365Jun-11 SPX 9/17/2011 650 P 8,059Jun-11 SPX 9/17/2011 675 P 629Jun-11 SPX 9/17/2011 700 P 24,078Jun-11 SPX 9/17/2011 725 P 1,212Jun-11 SPX 9/17/2011 750 P 2,212Jun-11 SPX 9/17/2011 775 P 4,470Jun-11 SPX 9/17/2011 800 P 191,023Jun-11 SPX 9/17/2011 820 P 915Jun-11 SPX 9/17/2011 825 P 1,995Jun-11 SPX 9/17/2011 825 C 2Jun-11 SPX 9/17/2011 840 P 30Jun-11 SPX 9/17/2011 850 P 12,484Jun-11 SPX 9/17/2011 860 P 56Jun-11 SPX 9/17/2011 875 P 184Jun-11 SPX 9/17/2011 880 P 141Jun-11 SPX 9/17/2011 900 P 95,409Jun-11 SPX 9/17/2011 900 C 225Jun-11 SPX 9/17/2011 920 P 126Jun-11 SPX 9/17/2011 925 C 9
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 9/17/2011 925 P 2,039Jun-11 SPX 9/17/2011 940 P 3,671Jun-11 SPX 9/17/2011 950 P 23,752Jun-11 SPX 9/17/2011 960 P 133Jun-11 SPX 9/17/2011 975 C 1Jun-11 SPX 9/17/2011 975 P 17,647Jun-11 SPX 9/17/2011 980 P 3,020Jun-11 SPX 9/17/2011 980 C 20,000Jun-11 SPX 9/17/2011 1000 C 684Jun-11 SPX 9/17/2011 1000 P 42,749Jun-11 SPX 9/17/2011 1020 P 73Jun-11 SPX 9/17/2011 1025 P 24,831Jun-11 SPX 9/17/2011 1040 P 1,013Jun-11 SPX 9/17/2011 1050 C 305Jun-11 SPX 9/17/2011 1050 P 42,485Jun-11 SPX 9/17/2011 1060 P 7,023Jun-11 SPX 9/17/2011 1075 P 28,805Jun-11 SPX 9/17/2011 1075 C 662Jun-11 SPX 9/17/2011 1080 C 85Jun-11 SPX 9/17/2011 1080 P 1,654Jun-11 SPX 9/17/2011 1100 P 69,525Jun-11 SPX 9/17/2011 1100 C 2,552Jun-11 SPX 9/17/2011 1110 P 76Jun-11 SPX 9/17/2011 1120 P 402Jun-11 SPX 9/17/2011 1125 C 1,851Jun-11 SPX 9/17/2011 1125 P 30,657Jun-11 SPX 9/17/2011 1130 P 16Jun-11 SPX 9/17/2011 1140 C 1Jun-11 SPX 9/17/2011 1140 P 1,375Jun-11 SPX 9/17/2011 1150 P 70,917Jun-11 SPX 9/17/2011 1150 C 4,201Jun-11 SPX 9/17/2011 1160 C 1Jun-11 SPX 9/17/2011 1160 P 9,998Jun-11 SPX 9/17/2011 1170 P 303Jun-11 SPX 9/17/2011 1175 C 6,869Jun-11 SPX 9/17/2011 1175 P 38,564Jun-11 SPX 9/17/2011 1180 P 2,506Jun-11 SPX 9/17/2011 1185 P 160Jun-11 SPX 9/17/2011 1190 P 554Jun-11 SPX 9/17/2011 1200 P 104,195Jun-11 SPX 9/17/2011 1200 C 4,155Jun-11 SPX 9/17/2011 1205 P 10Jun-11 SPX 9/17/2011 1210 P 192Jun-11 SPX 9/17/2011 1215 C 30Jun-11 SPX 9/17/2011 1215 P 1,179Jun-11 SPX 9/17/2011 1220 P 1,282Jun-11 SPX 9/17/2011 1225 C 5,097Jun-11 SPX 9/17/2011 1225 P 104,124Jun-11 SPX 9/17/2011 1230 P 256
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 9/17/2011 1235 C 1Jun-11 SPX 9/17/2011 1235 P 2,913Jun-11 SPX 9/17/2011 1240 P 4,735Jun-11 SPX 9/17/2011 1240 C 23Jun-11 SPX 9/17/2011 1245 C 1Jun-11 SPX 9/17/2011 1245 P 329Jun-11 SPX 9/17/2011 1250 C 48,477Jun-11 SPX 9/17/2011 1250 P 119,620Jun-11 SPX 9/17/2011 1255 C 2,751Jun-11 SPX 9/17/2011 1255 P 2,751Jun-11 SPX 9/17/2011 1260 P 25,214Jun-11 SPX 9/17/2011 1260 C 21,630Jun-11 SPX 9/17/2011 1265 C 30,651Jun-11 SPX 9/17/2011 1265 P 31,452Jun-11 SPX 9/17/2011 1270 C 29,907Jun-11 SPX 9/17/2011 1270 P 31,100Jun-11 SPX 9/17/2011 1275 C 118,887Jun-11 SPX 9/17/2011 1275 P 65,415Jun-11 SPX 9/17/2011 1280 P 19,854Jun-11 SPX 9/17/2011 1280 C 19,679Jun-11 SPX 9/17/2011 1285 C 26,226Jun-11 SPX 9/17/2011 1285 P 25,559Jun-11 SPX 9/17/2011 1290 C 19,709Jun-11 SPX 9/17/2011 1290 P 18,030Jun-11 SPX 9/17/2011 1295 C 6,903Jun-11 SPX 9/17/2011 1295 P 6,847Jun-11 SPX 9/17/2011 1300 P 139,663Jun-11 SPX 9/17/2011 1300 C 142,211Jun-11 SPX 9/17/2011 1305 C 8,904Jun-11 SPX 9/17/2011 1305 P 8,573Jun-11 SPX 9/17/2011 1310 C 11,325Jun-11 SPX 9/17/2011 1310 P 8,765Jun-11 SPX 9/17/2011 1315 C 16,327Jun-11 SPX 9/17/2011 1315 P 16,017Jun-11 SPX 9/17/2011 1320 P 1,391Jun-11 SPX 9/17/2011 1320 C 3,458Jun-11 SPX 9/17/2011 1325 C 35,091Jun-11 SPX 9/17/2011 1325 P 21,301Jun-11 SPX 9/17/2011 1330 C 2,371Jun-11 SPX 9/17/2011 1330 P 420Jun-11 SPX 9/17/2011 1335 P 454Jun-11 SPX 9/17/2011 1335 C 506Jun-11 SPX 9/17/2011 1340 P 2,945Jun-11 SPX 9/17/2011 1340 C 6,928Jun-11 SPX 9/17/2011 1345 C 2,175Jun-11 SPX 9/17/2011 1350 P 17,381Jun-11 SPX 9/17/2011 1350 C 46,426Jun-11 SPX 9/17/2011 1355 C 77Jun-11 SPX 9/17/2011 1360 P 773
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 9/17/2011 1360 C 3,982Jun-11 SPX 9/17/2011 1365 C 943Jun-11 SPX 9/17/2011 1370 C 4,428Jun-11 SPX 9/17/2011 1375 C 28,056Jun-11 SPX 9/17/2011 1375 P 987Jun-11 SPX 9/17/2011 1380 C 1,725Jun-11 SPX 9/17/2011 1385 C 13Jun-11 SPX 9/17/2011 1390 C 7,562Jun-11 SPX 9/17/2011 1390 P 1Jun-11 SPX 9/17/2011 1395 C 153Jun-11 SPX 9/17/2011 1400 C 99,150Jun-11 SPX 9/17/2011 1400 P 5,245Jun-11 SPX 9/17/2011 1420 C 212Jun-11 SPX 9/17/2011 1425 C 29,988Jun-11 SPX 9/17/2011 1425 P 563Jun-11 SPX 9/17/2011 1440 P 2Jun-11 SPX 9/17/2011 1440 C 645Jun-11 SPX 9/17/2011 1450 C 46,290Jun-11 SPX 9/17/2011 1450 P 261Jun-11 SPX 9/17/2011 1460 C 327Jun-11 SPX 9/17/2011 1475 C 8,830Jun-11 SPX 9/17/2011 1480 C 203Jun-11 SPX 9/17/2011 1500 C 79,922Jun-11 SPX 9/17/2011 1500 P 66,530Jun-11 SPX 9/17/2011 1520 C 12Jun-11 SPX 9/17/2011 1525 C 2,194Jun-11 SPX 9/17/2011 1525 P 4Jun-11 SPX 9/17/2011 1550 P 4Jun-11 SPX 9/17/2011 1550 C 4,951Jun-11 SPX 9/17/2011 1600 C 7,968Jun-11 SPX 9/17/2011 1600 P 53Jun-11 SPX 9/17/2011 1650 C 2,129Jun-11 SPX 9/17/2011 1700 C 2,279Jun-11 SPX 9/17/2011 1700 P 1,115Jun-11 SPX 9/17/2011 1750 C 542Jun-11 SPX 9/17/2011 1800 C 55Jun-11 SPX 9/17/2011 1800 P 875Jun-11 SPX 9/17/2011 1900 C 31Jun-11 SPX 9/17/2011 1900 P 1,115Jun-11 SPX 9/17/2011 2000 C 264Jun-11 SPX 9/17/2011 2000 P 875Jun-11 SPX 9/17/2011 2500 C 714Jun-11 SPX 9/17/2011 3000 P 114Jun-11 SPX 9/17/2011 3000 C 1,714Jun-11 SPX 10/22/2011 700 P 760Jun-11 SPX 10/22/2011 750 P 22,620Jun-11 SPX 10/22/2011 800 P 6,176Jun-11 SPX 10/22/2011 825 P 50Jun-11 SPX 10/22/2011 850 P 4,575
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 10/22/2011 875 P 40Jun-11 SPX 10/22/2011 900 P 61Jun-11 SPX 10/22/2011 925 P 2,054Jun-11 SPX 10/22/2011 950 P 33Jun-11 SPX 10/22/2011 975 P 28Jun-11 SPX 10/22/2011 1000 P 427Jun-11 SPX 10/22/2011 1025 P 3,023Jun-11 SPX 10/22/2011 1050 P 200Jun-11 SPX 10/22/2011 1075 P 5Jun-11 SPX 10/22/2011 1100 P 1,930Jun-11 SPX 10/22/2011 1125 P 1,637Jun-11 SPX 10/22/2011 1150 P 1,961Jun-11 SPX 10/22/2011 1175 C 1Jun-11 SPX 10/22/2011 1175 P 714Jun-11 SPX 10/22/2011 1200 P 3,477Jun-11 SPX 10/22/2011 1225 P 1,500Jun-11 SPX 10/22/2011 1250 P 3,080Jun-11 SPX 10/22/2011 1250 C 9Jun-11 SPX 10/22/2011 1275 P 1,453Jun-11 SPX 10/22/2011 1275 C 2,830Jun-11 SPX 10/22/2011 1300 C 1,952Jun-11 SPX 10/22/2011 1300 P 457Jun-11 SPX 10/22/2011 1325 C 4,011Jun-11 SPX 10/22/2011 1325 P 11Jun-11 SPX 10/22/2011 1350 P 525Jun-11 SPX 10/22/2011 1350 C 3,808Jun-11 SPX 10/22/2011 1375 C 1,673Jun-11 SPX 10/22/2011 1400 C 1,496Jun-11 SPX 10/22/2011 1400 P 1Jun-11 SPX 10/22/2011 1425 C 724Jun-11 SPX 10/22/2011 1450 C 1,378Jun-11 SPX 10/22/2011 1475 C 50Jun-11 SPX 12/17/2011 50 P 27,401Jun-11 SPX 12/17/2011 100 C 109Jun-11 SPX 12/17/2011 100 P 16,174Jun-11 SPX 12/17/2011 150 P 2,283Jun-11 SPX 12/17/2011 200 C 1Jun-11 SPX 12/17/2011 200 P 47,296Jun-11 SPX 12/17/2011 225 P 6,471Jun-11 SPX 12/17/2011 250 P 118,237Jun-11 SPX 12/17/2011 250 C 15Jun-11 SPX 12/17/2011 275 P 15,567Jun-11 SPX 12/17/2011 280 C 102Jun-11 SPX 12/17/2011 280 P 3,931Jun-11 SPX 12/17/2011 300 C 85Jun-11 SPX 12/17/2011 300 P 31,761Jun-11 SPX 12/17/2011 325 P 2,404Jun-11 SPX 12/17/2011 350 P 3,969Jun-11 SPX 12/17/2011 350 C 10
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 12/17/2011 375 P 284Jun-11 SPX 12/17/2011 400 C 82Jun-11 SPX 12/17/2011 400 P 141,994Jun-11 SPX 12/17/2011 425 P 351Jun-11 SPX 12/17/2011 450 P 12,485Jun-11 SPX 12/17/2011 450 C 8Jun-11 SPX 12/17/2011 475 P 486Jun-11 SPX 12/17/2011 500 P 33,541Jun-11 SPX 12/17/2011 500 C 13,112Jun-11 SPX 12/17/2011 525 P 7,989Jun-11 SPX 12/17/2011 550 P 28,993Jun-11 SPX 12/17/2011 550 C 6Jun-11 SPX 12/17/2011 575 P 7,539Jun-11 SPX 12/17/2011 600 P 73,189Jun-11 SPX 12/17/2011 600 C 21Jun-11 SPX 12/17/2011 650 C 1,217Jun-11 SPX 12/17/2011 650 P 39,022Jun-11 SPX 12/17/2011 675 P 21,365Jun-11 SPX 12/17/2011 700 C 5,391Jun-11 SPX 12/17/2011 700 P 80,767Jun-11 SPX 12/17/2011 725 P 2,048Jun-11 SPX 12/17/2011 750 P 57,453Jun-11 SPX 12/17/2011 750 C 404Jun-11 SPX 12/17/2011 770 P 702Jun-11 SPX 12/17/2011 775 C 4Jun-11 SPX 12/17/2011 775 P 14,609Jun-11 SPX 12/17/2011 800 C 13,709Jun-11 SPX 12/17/2011 800 P 89,391Jun-11 SPX 12/17/2011 825 C 151Jun-11 SPX 12/17/2011 825 P 5,127Jun-11 SPX 12/17/2011 850 C 6,744Jun-11 SPX 12/17/2011 850 P 47,231Jun-11 SPX 12/17/2011 875 P 34,022Jun-11 SPX 12/17/2011 900 C 17,757Jun-11 SPX 12/17/2011 900 P 97,331Jun-11 SPX 12/17/2011 920 C 606Jun-11 SPX 12/17/2011 920 P 6,073Jun-11 SPX 12/17/2011 925 P 14,439Jun-11 SPX 12/17/2011 950 C 6,410Jun-11 SPX 12/17/2011 950 P 33,137Jun-11 SPX 12/17/2011 975 C 9Jun-11 SPX 12/17/2011 975 P 22,152Jun-11 SPX 12/17/2011 1000 C 19,539Jun-11 SPX 12/17/2011 1000 P 112,198Jun-11 SPX 12/17/2011 1025 P 14,529Jun-11 SPX 12/17/2011 1025 C 2,032Jun-11 SPX 12/17/2011 1030 P 3,723Jun-11 SPX 12/17/2011 1050 C 14,904Jun-11 SPX 12/17/2011 1050 P 65,830
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 12/17/2011 1075 P 31,646Jun-11 SPX 12/17/2011 1075 C 8,425Jun-11 SPX 12/17/2011 1090 P 3,466Jun-11 SPX 12/17/2011 1095 P 650Jun-11 SPX 12/17/2011 1100 C 71,053Jun-11 SPX 12/17/2011 1100 P 132,956Jun-11 SPX 12/17/2011 1125 P 38,370Jun-11 SPX 12/17/2011 1125 C 20,735Jun-11 SPX 12/17/2011 1140 P 2,209Jun-11 SPX 12/17/2011 1150 C 36,569Jun-11 SPX 12/17/2011 1150 P 72,917Jun-11 SPX 12/17/2011 1175 C 17,980Jun-11 SPX 12/17/2011 1175 P 45,783Jun-11 SPX 12/17/2011 1180 P 1,386Jun-11 SPX 12/17/2011 1185 P 3Jun-11 SPX 12/17/2011 1200 C 75,386Jun-11 SPX 12/17/2011 1200 P 111,823Jun-11 SPX 12/17/2011 1225 C 11,868Jun-11 SPX 12/17/2011 1225 P 25,633Jun-11 SPX 12/17/2011 1245 P 909Jun-11 SPX 12/17/2011 1250 C 31,576Jun-11 SPX 12/17/2011 1250 P 53,508Jun-11 SPX 12/17/2011 1275 C 34,274Jun-11 SPX 12/17/2011 1275 P 50,290Jun-11 SPX 12/17/2011 1285 C 1,733Jun-11 SPX 12/17/2011 1285 P 1,485Jun-11 SPX 12/17/2011 1300 P 80,840Jun-11 SPX 12/17/2011 1300 C 99,943Jun-11 SPX 12/17/2011 1325 C 47,738Jun-11 SPX 12/17/2011 1325 P 20,483Jun-11 SPX 12/17/2011 1335 C 2,256Jun-11 SPX 12/17/2011 1335 P 4,087Jun-11 SPX 12/17/2011 1350 C 65,666Jun-11 SPX 12/17/2011 1350 P 24,133Jun-11 SPX 12/17/2011 1375 P 2,828Jun-11 SPX 12/17/2011 1375 C 31,331Jun-11 SPX 12/17/2011 1400 C 203,699Jun-11 SPX 12/17/2011 1400 P 30,631Jun-11 SPX 12/17/2011 1415 C 18Jun-11 SPX 12/17/2011 1420 P 600Jun-11 SPX 12/17/2011 1420 C 216Jun-11 SPX 12/17/2011 1425 C 26,984Jun-11 SPX 12/17/2011 1425 P 6Jun-11 SPX 12/17/2011 1450 C 73,264Jun-11 SPX 12/17/2011 1450 P 3,811Jun-11 SPX 12/17/2011 1475 C 25,164Jun-11 SPX 12/17/2011 1475 P 501Jun-11 SPX 12/17/2011 1500 C 132,607Jun-11 SPX 12/17/2011 1500 P 15,583
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 12/17/2011 1525 P 1Jun-11 SPX 12/17/2011 1525 C 3,725Jun-11 SPX 12/17/2011 1550 C 42,396Jun-11 SPX 12/17/2011 1550 P 16Jun-11 SPX 12/17/2011 1600 C 58,226Jun-11 SPX 12/17/2011 1600 P 542Jun-11 SPX 12/17/2011 1700 P 2,097Jun-11 SPX 12/17/2011 1700 C 13,987Jun-11 SPX 12/17/2011 1800 C 1,479Jun-11 SPX 12/17/2011 1800 P 619Jun-11 SPX 12/17/2011 1900 C 1,094Jun-11 SPX 12/17/2011 1900 P 107Jun-11 SPX 12/17/2011 2000 C 5,838Jun-11 SPX 12/17/2011 2000 P 228Jun-11 SPX 12/17/2011 2250 C 163Jun-11 SPX 12/17/2011 2250 P 57Jun-11 SPX 12/17/2011 2500 P 214Jun-11 SPX 12/17/2011 2500 C 335Jun-11 SPX 12/17/2011 3000 P 228Jun-11 SPX 12/17/2011 3000 C 718Jun-11 SPX 3/17/2012 400 P 10Jun-11 SPX 3/17/2012 500 P 1,300Jun-11 SPX 3/17/2012 500 C 1,300Jun-11 SPX 3/17/2012 600 P 25,588Jun-11 SPX 3/17/2012 650 P 8,494Jun-11 SPX 3/17/2012 700 P 9,602Jun-11 SPX 3/17/2012 750 P 1,802Jun-11 SPX 3/17/2012 800 P 2,588Jun-11 SPX 3/17/2012 850 P 32,748Jun-11 SPX 3/17/2012 875 P 32Jun-11 SPX 3/17/2012 900 P 2,701Jun-11 SPX 3/17/2012 925 P 350Jun-11 SPX 3/17/2012 950 P 296Jun-11 SPX 3/17/2012 975 P 1,613Jun-11 SPX 3/17/2012 1000 P 10,511Jun-11 SPX 3/17/2012 1025 P 1,171Jun-11 SPX 3/17/2012 1050 P 3,579Jun-11 SPX 3/17/2012 1075 P 470Jun-11 SPX 3/17/2012 1100 P 26,766Jun-11 SPX 3/17/2012 1100 C 20Jun-11 SPX 3/17/2012 1125 P 3,333Jun-11 SPX 3/17/2012 1150 C 45Jun-11 SPX 3/17/2012 1150 P 12,662Jun-11 SPX 3/17/2012 1175 P 9,816Jun-11 SPX 3/17/2012 1200 C 6Jun-11 SPX 3/17/2012 1200 P 25,001Jun-11 SPX 3/17/2012 1225 C 100Jun-11 SPX 3/17/2012 1225 P 9,292Jun-11 SPX 3/17/2012 1250 C 4,635
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 3/17/2012 1250 P 11,428Jun-11 SPX 3/17/2012 1275 P 10,334Jun-11 SPX 3/17/2012 1275 C 5,364Jun-11 SPX 3/17/2012 1300 C 31,741Jun-11 SPX 3/17/2012 1300 P 49,347Jun-11 SPX 3/17/2012 1325 C 22,942Jun-11 SPX 3/17/2012 1325 P 10,117Jun-11 SPX 3/17/2012 1350 C 9,422Jun-11 SPX 3/17/2012 1350 P 1,160Jun-11 SPX 3/17/2012 1360 C 300Jun-11 SPX 3/17/2012 1375 P 401Jun-11 SPX 3/17/2012 1375 C 8,526Jun-11 SPX 3/17/2012 1400 C 21,140Jun-11 SPX 3/17/2012 1400 P 2,791Jun-11 SPX 3/17/2012 1425 C 15,754Jun-11 SPX 3/17/2012 1450 C 5,267Jun-11 SPX 3/17/2012 1475 C 5,069Jun-11 SPX 3/17/2012 1500 C 14,515Jun-11 SPX 3/17/2012 1500 P 1,524Jun-11 SPX 3/17/2012 1550 C 3,499Jun-11 SPX 3/17/2012 1600 C 12,087Jun-11 SPX 3/17/2012 1650 C 1,100Jun-11 SPX 3/17/2012 1700 C 1Jun-11 SPX 6/16/2012 100 C 3Jun-11 SPX 6/16/2012 100 P 327Jun-11 SPX 6/16/2012 200 P 3,488Jun-11 SPX 6/16/2012 200 C 1Jun-11 SPX 6/16/2012 300 P 407Jun-11 SPX 6/16/2012 400 P 99Jun-11 SPX 6/16/2012 450 P 117Jun-11 SPX 6/16/2012 500 P 1,020Jun-11 SPX 6/16/2012 500 C 4Jun-11 SPX 6/16/2012 550 P 75Jun-11 SPX 6/16/2012 600 P 25,727Jun-11 SPX 6/16/2012 650 P 1,281Jun-11 SPX 6/16/2012 700 P 3,296Jun-11 SPX 6/16/2012 700 C 381Jun-11 SPX 6/16/2012 725 P 50Jun-11 SPX 6/16/2012 750 P 1,321Jun-11 SPX 6/16/2012 775 P 153Jun-11 SPX 6/16/2012 800 P 14,435Jun-11 SPX 6/16/2012 800 C 1,500Jun-11 SPX 6/16/2012 825 P 329Jun-11 SPX 6/16/2012 850 P 824Jun-11 SPX 6/16/2012 875 P 555Jun-11 SPX 6/16/2012 900 P 6,236Jun-11 SPX 6/16/2012 925 P 4,595Jun-11 SPX 6/16/2012 950 C 100Jun-11 SPX 6/16/2012 950 P 5,447
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 6/16/2012 975 P 5,304Jun-11 SPX 6/16/2012 1000 P 32,224Jun-11 SPX 6/16/2012 1025 P 297Jun-11 SPX 6/16/2012 1050 P 15,103Jun-11 SPX 6/16/2012 1050 C 2,550Jun-11 SPX 6/16/2012 1075 P 4,706Jun-11 SPX 6/16/2012 1075 C 2,550Jun-11 SPX 6/16/2012 1100 P 24,744Jun-11 SPX 6/16/2012 1100 C 5,345Jun-11 SPX 6/16/2012 1125 P 2,718Jun-11 SPX 6/16/2012 1125 C 718Jun-11 SPX 6/16/2012 1150 P 14,158Jun-11 SPX 6/16/2012 1150 C 1,342Jun-11 SPX 6/16/2012 1175 C 617Jun-11 SPX 6/16/2012 1175 P 5,262Jun-11 SPX 6/16/2012 1200 P 16,235Jun-11 SPX 6/16/2012 1200 C 3,202Jun-11 SPX 6/16/2012 1225 C 611Jun-11 SPX 6/16/2012 1225 P 7,089Jun-11 SPX 6/16/2012 1250 C 2,501Jun-11 SPX 6/16/2012 1250 P 26,731Jun-11 SPX 6/16/2012 1275 P 7,989Jun-11 SPX 6/16/2012 1275 C 5,648Jun-11 SPX 6/16/2012 1300 C 24,118Jun-11 SPX 6/16/2012 1300 P 15,208Jun-11 SPX 6/16/2012 1325 C 4,193Jun-11 SPX 6/16/2012 1325 P 2,737Jun-11 SPX 6/16/2012 1350 C 10,930Jun-11 SPX 6/16/2012 1350 P 6,946Jun-11 SPX 6/16/2012 1375 C 5,437Jun-11 SPX 6/16/2012 1400 C 14,145Jun-11 SPX 6/16/2012 1400 P 849Jun-11 SPX 6/16/2012 1425 C 1,950Jun-11 SPX 6/16/2012 1450 C 5,596Jun-11 SPX 6/16/2012 1450 P 12Jun-11 SPX 6/16/2012 1475 C 1,551Jun-11 SPX 6/16/2012 1500 C 19,969Jun-11 SPX 6/16/2012 1500 P 4Jun-11 SPX 6/16/2012 1550 C 7,699Jun-11 SPX 6/16/2012 1550 P 130Jun-11 SPX 6/16/2012 1600 C 4,905Jun-11 SPX 6/16/2012 1625 C 9,775Jun-11 SPX 6/16/2012 1650 C 1,751Jun-11 SPX 6/16/2012 1700 C 1,828Jun-11 SPX 6/16/2012 1800 P 3Jun-11 SPX 6/16/2012 1800 C 302Jun-11 SPX 6/16/2012 1900 P 1Jun-11 SPX 6/16/2012 1900 C 345Jun-11 SPX 6/16/2012 2000 C 86
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 6/16/2012 2000 P 1Jun-11 SPX 6/16/2012 2250 C 1Jun-11 SPX 6/16/2012 2250 P 16Jun-11 SPX 6/16/2012 2500 C 36Jun-11 SPX 6/16/2012 2500 P 246Jun-11 SPX 6/16/2012 3000 P 2Jun-11 SPX 6/16/2012 3000 C 113Jun-11 SPX 12/22/2012 100 P 9,727Jun-11 SPX 12/22/2012 100 C 107Jun-11 SPX 12/22/2012 200 C 25Jun-11 SPX 12/22/2012 200 P 15,441Jun-11 SPX 12/22/2012 250 P 9,366Jun-11 SPX 12/22/2012 300 P 2,912Jun-11 SPX 12/22/2012 300 C 23Jun-11 SPX 12/22/2012 350 C 2Jun-11 SPX 12/22/2012 350 P 5,344Jun-11 SPX 12/22/2012 400 C 1Jun-11 SPX 12/22/2012 400 P 22,361Jun-11 SPX 12/22/2012 450 C 10Jun-11 SPX 12/22/2012 450 P 2,990Jun-11 SPX 12/22/2012 500 C 4,365Jun-11 SPX 12/22/2012 500 P 20,057Jun-11 SPX 12/22/2012 550 P 13,637Jun-11 SPX 12/22/2012 550 C 5Jun-11 SPX 12/22/2012 600 P 79,660Jun-11 SPX 12/22/2012 600 C 26Jun-11 SPX 12/22/2012 650 C 5Jun-11 SPX 12/22/2012 650 P 4,634Jun-11 SPX 12/22/2012 675 P 370Jun-11 SPX 12/22/2012 700 C 4,556Jun-11 SPX 12/22/2012 700 P 19,380Jun-11 SPX 12/22/2012 750 P 13,937Jun-11 SPX 12/22/2012 800 C 2,625Jun-11 SPX 12/22/2012 800 P 25,479Jun-11 SPX 12/22/2012 825 P 672Jun-11 SPX 12/22/2012 825 C 600Jun-11 SPX 12/22/2012 850 P 74,042Jun-11 SPX 12/22/2012 875 P 1,018Jun-11 SPX 12/22/2012 900 C 3,714Jun-11 SPX 12/22/2012 900 P 60,116Jun-11 SPX 12/22/2012 925 P 4,233Jun-11 SPX 12/22/2012 925 C 4Jun-11 SPX 12/22/2012 950 C 5,235Jun-11 SPX 12/22/2012 950 P 30,659Jun-11 SPX 12/22/2012 975 C 7Jun-11 SPX 12/22/2012 975 P 452Jun-11 SPX 12/22/2012 1000 C 15,509Jun-11 SPX 12/22/2012 1000 P 58,549Jun-11 SPX 12/22/2012 1025 C 3,401
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 12/22/2012 1025 P 2,707Jun-11 SPX 12/22/2012 1050 P 34,079Jun-11 SPX 12/22/2012 1050 C 14,903Jun-11 SPX 12/22/2012 1075 P 7,105Jun-11 SPX 12/22/2012 1075 C 4,328Jun-11 SPX 12/22/2012 1100 P 51,483Jun-11 SPX 12/22/2012 1100 C 47,038Jun-11 SPX 12/22/2012 1125 P 7,838Jun-11 SPX 12/22/2012 1125 C 7,629Jun-11 SPX 12/22/2012 1150 C 23,039Jun-11 SPX 12/22/2012 1150 P 37,848Jun-11 SPX 12/22/2012 1175 P 11,295Jun-11 SPX 12/22/2012 1175 C 8,105Jun-11 SPX 12/22/2012 1200 P 86,179Jun-11 SPX 12/22/2012 1200 C 27,464Jun-11 SPX 12/22/2012 1220 P 1,300Jun-11 SPX 12/22/2012 1220 C 1,170Jun-11 SPX 12/22/2012 1225 P 4,270Jun-11 SPX 12/22/2012 1225 C 3,900Jun-11 SPX 12/22/2012 1250 C 28,216Jun-11 SPX 12/22/2012 1250 P 44,331Jun-11 SPX 12/22/2012 1275 C 10,770Jun-11 SPX 12/22/2012 1275 P 20,775Jun-11 SPX 12/22/2012 1300 C 36,181Jun-11 SPX 12/22/2012 1300 P 34,863Jun-11 SPX 12/22/2012 1325 P 10,156Jun-11 SPX 12/22/2012 1325 C 22,979Jun-11 SPX 12/22/2012 1350 C 22,478Jun-11 SPX 12/22/2012 1350 P 9,822Jun-11 SPX 12/22/2012 1375 C 452Jun-11 SPX 12/22/2012 1375 P 2Jun-11 SPX 12/22/2012 1400 P 9,910Jun-11 SPX 12/22/2012 1400 C 36,661Jun-11 SPX 12/22/2012 1425 C 5Jun-11 SPX 12/22/2012 1450 C 16,280Jun-11 SPX 12/22/2012 1450 P 702Jun-11 SPX 12/22/2012 1500 P 4,550Jun-11 SPX 12/22/2012 1500 C 40,041Jun-11 SPX 12/22/2012 1550 C 13,728Jun-11 SPX 12/22/2012 1550 P 10Jun-11 SPX 12/22/2012 1600 C 150,252Jun-11 SPX 12/22/2012 1600 P 26Jun-11 SPX 12/22/2012 1650 C 761Jun-11 SPX 12/22/2012 1700 P 216Jun-11 SPX 12/22/2012 1700 C 18,011Jun-11 SPX 12/22/2012 1750 C 3,233Jun-11 SPX 12/22/2012 1800 C 50,464Jun-11 SPX 12/22/2012 1800 P 64Jun-11 SPX 12/22/2012 1900 C 13,809
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 12/22/2012 1900 P 160Jun-11 SPX 12/22/2012 2000 P 342Jun-11 SPX 12/22/2012 2000 C 53,997Jun-11 SPX 12/22/2012 2250 C 224Jun-11 SPX 12/22/2012 2250 P 166Jun-11 SPX 12/22/2012 2500 C 861Jun-11 SPX 12/22/2012 2500 P 752Jun-11 SPX 12/22/2012 3000 P 8Jun-11 SPX 12/22/2012 3000 C 9Jun-11 SPX 6/22/2013 700 P 1Jun-11 SPX 6/22/2013 750 C 500Jun-11 SPX 6/22/2013 800 P 4Jun-11 SPX 6/22/2013 900 P 325Jun-11 SPX 6/22/2013 1050 P 50Jun-11 SPX 6/22/2013 1100 P 3,050Jun-11 SPX 6/22/2013 1200 P 500Jun-11 SPX 6/22/2013 1250 P 1,900Jun-11 SPX 6/22/2013 1275 P 1Jun-11 SPX 6/22/2013 1300 C 320Jun-11 SPX 6/22/2013 1300 P 43Jun-11 SPX 6/22/2013 1350 P 2Jun-11 SPX 6/22/2013 1500 C 1,004Jun-11 SPX 6/22/2013 1700 C 200Jun-11 SPX 12/21/2013 100 P 2,337Jun-11 SPX 12/21/2013 100 C 1,725Jun-11 SPX 12/21/2013 200 P 483Jun-11 SPX 12/21/2013 200 C 1,272Jun-11 SPX 12/21/2013 250 C 1Jun-11 SPX 12/21/2013 250 P 645Jun-11 SPX 12/21/2013 300 P 4,209Jun-11 SPX 12/21/2013 350 P 93Jun-11 SPX 12/21/2013 400 C 10Jun-11 SPX 12/21/2013 400 P 183Jun-11 SPX 12/21/2013 450 P 144Jun-11 SPX 12/21/2013 500 P 4,650Jun-11 SPX 12/21/2013 550 P 28Jun-11 SPX 12/21/2013 600 P 135Jun-11 SPX 12/21/2013 650 P 1,540Jun-11 SPX 12/21/2013 650 C 1Jun-11 SPX 12/21/2013 700 P 12,573Jun-11 SPX 12/21/2013 700 C 10Jun-11 SPX 12/21/2013 750 P 506Jun-11 SPX 12/21/2013 750 C 501Jun-11 SPX 12/21/2013 800 P 9,493Jun-11 SPX 12/21/2013 800 C 289Jun-11 SPX 12/21/2013 850 P 5,130Jun-11 SPX 12/21/2013 850 C 1Jun-11 SPX 12/21/2013 900 P 1,286Jun-11 SPX 12/21/2013 900 C 14
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 12/21/2013 950 P 9Jun-11 SPX 12/21/2013 975 P 1Jun-11 SPX 12/21/2013 1000 C 8Jun-11 SPX 12/21/2013 1000 P 6,637Jun-11 SPX 12/21/2013 1025 P 1Jun-11 SPX 12/21/2013 1025 C 2Jun-11 SPX 12/21/2013 1050 C 13Jun-11 SPX 12/21/2013 1050 P 4,648Jun-11 SPX 12/21/2013 1075 C 3Jun-11 SPX 12/21/2013 1075 P 129Jun-11 SPX 12/21/2013 1100 C 6Jun-11 SPX 12/21/2013 1100 P 9,569Jun-11 SPX 12/21/2013 1125 P 2,001Jun-11 SPX 12/21/2013 1125 C 1Jun-11 SPX 12/21/2013 1150 P 657Jun-11 SPX 12/21/2013 1150 C 851Jun-11 SPX 12/21/2013 1175 C 215Jun-11 SPX 12/21/2013 1175 P 220Jun-11 SPX 12/21/2013 1200 C 351Jun-11 SPX 12/21/2013 1200 P 5,749Jun-11 SPX 12/21/2013 1225 P 725Jun-11 SPX 12/21/2013 1225 C 1Jun-11 SPX 12/21/2013 1250 C 3,651Jun-11 SPX 12/21/2013 1250 P 4,521Jun-11 SPX 12/21/2013 1275 C 1,429Jun-11 SPX 12/21/2013 1275 P 2,615Jun-11 SPX 12/21/2013 1300 C 18,249Jun-11 SPX 12/21/2013 1300 P 8,161Jun-11 SPX 12/21/2013 1325 C 4,225Jun-11 SPX 12/21/2013 1325 P 5,785Jun-11 SPX 12/21/2013 1350 C 3,090Jun-11 SPX 12/21/2013 1350 P 3,010Jun-11 SPX 12/21/2013 1375 C 930Jun-11 SPX 12/21/2013 1375 P 511Jun-11 SPX 12/21/2013 1400 C 4,138Jun-11 SPX 12/21/2013 1425 C 400Jun-11 SPX 12/21/2013 1450 C 1,908Jun-11 SPX 12/21/2013 1500 P 30Jun-11 SPX 12/21/2013 1500 C 3,052Jun-11 SPX 12/21/2013 1525 C 200Jun-11 SPX 12/21/2013 1550 C 618Jun-11 SPX 12/21/2013 1600 C 11,165Jun-11 SPX 12/21/2013 1600 P 1Jun-11 SPX 12/21/2013 1650 P 1Jun-11 SPX 12/21/2013 1650 C 1,011Jun-11 SPX 12/21/2013 1700 C 2,930Jun-11 SPX 12/21/2013 1700 P 3Jun-11 SPX 12/21/2013 1800 C 5,913Jun-11 SPX 12/21/2013 1900 C 2,223
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jun-11 SPX 12/21/2013 1900 P 3Jun-11 SPX 12/21/2013 2000 C 997Jun-11 SPX 12/21/2013 2000 P 82Jun-11 SPX 12/21/2013 2250 C 14,412Jun-11 SPX 12/21/2013 2250 P 160Jun-11 SPX 12/21/2013 2500 C 146Jun-11 SPX 12/21/2013 2500 P 498Jun-11 SPX 12/21/2013 3000 C 1Jun-11 SPX 12/21/2013 3000 P 631Jul-11 SPXW 7/29/2011 1050 P 5,504Jul-11 SPXW 7/29/2011 1075 P 515Jul-11 SPXW 7/29/2011 1100 P 855Jul-11 SPXW 7/29/2011 1125 P 3,362Jul-11 SPXW 7/29/2011 1150 P 12,931Jul-11 SPXW 7/29/2011 1175 P 12,766Jul-11 SPXW 7/29/2011 1200 P 7,583Jul-11 SPXW 7/29/2011 1210 P 819Jul-11 SPXW 7/29/2011 1215 P 930Jul-11 SPXW 7/29/2011 1220 P 362Jul-11 SPXW 7/29/2011 1225 P 4,458Jul-11 SPXW 7/29/2011 1230 P 678Jul-11 SPXW 7/29/2011 1235 P 456Jul-11 SPXW 7/29/2011 1240 P 982Jul-11 SPXW 7/29/2011 1245 P 862Jul-11 SPXW 7/29/2011 1250 P 7,022Jul-11 SPXW 7/29/2011 1255 P 1,527Jul-11 SPXW 7/29/2011 1260 P 1,842Jul-11 SPXW 7/29/2011 1265 P 4,538Jul-11 SPXW 7/29/2011 1270 P 2,561Jul-11 SPXW 7/29/2011 1275 P 6,641Jul-11 SPXW 7/29/2011 1280 P 7,672Jul-11 SPXW 7/29/2011 1285 P 4,153Jul-11 SPXW 7/29/2011 1290 P 5,662Jul-11 SPXW 7/29/2011 1295 C 2,394Jul-11 SPXW 7/29/2011 1300 C 4,499Jul-11 SPXW 7/29/2011 1305 C 1,958Jul-11 SPXW 7/29/2011 1310 C 2,537Jul-11 SPXW 7/29/2011 1315 C 3,018Jul-11 SPXW 7/29/2011 1320 C 2,520Jul-11 SPXW 7/29/2011 1325 C 2,406Jul-11 SPXW 7/29/2011 1330 C 3,921Jul-11 SPXW 7/29/2011 1335 C 4,498Jul-11 SPXW 7/29/2011 1340 C 2,853Jul-11 SPXW 7/29/2011 1345 C 1,341Jul-11 SPXW 7/29/2011 1350 C 6,540Jul-11 SPXW 7/29/2011 1355 C 2,427Jul-11 SPXW 7/29/2011 1360 C 3,482Jul-11 SPXW 7/29/2011 1365 C 1,005Jul-11 SPXW 7/29/2011 1370 C 7,513
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPXW 7/29/2011 1375 C 4,707Jul-11 SPXW 7/29/2011 1380 C 1,271Jul-11 SPXW 7/29/2011 1385 C 1,953Jul-11 SPXW 7/29/2011 1390 C 935Jul-11 SPXW 7/29/2011 1395 C 954Jul-11 SPXW 7/29/2011 1400 C 1,435Jul-11 SPXW 7/29/2011 1405 C 130Jul-11 SPXW 7/29/2011 1410 C 231Jul-11 SPXW 7/29/2011 1415 C 34Jul-11 SPXW 7/29/2011 1420 C 240Jul-11 SPXW 7/29/2011 1425 C 4,047Jul-11 SPXW 7/29/2011 1450 C 200Jul-11 SPXW 8/5/2011 1050 P 460Jul-11 SPXW 8/5/2011 1075 P 1,903Jul-11 SPXW 8/5/2011 1100 C 11Jul-11 SPXW 8/5/2011 1100 P 13,002Jul-11 SPXW 8/5/2011 1125 C 10Jul-11 SPXW 8/5/2011 1125 P 1,844Jul-11 SPXW 8/5/2011 1150 P 8,530Jul-11 SPXW 8/5/2011 1150 C 5Jul-11 SPXW 8/5/2011 1175 C 5Jul-11 SPXW 8/5/2011 1175 P 1,490Jul-11 SPXW 8/5/2011 1200 P 12,054Jul-11 SPXW 8/5/2011 1225 C 3Jul-11 SPXW 8/5/2011 1225 P 4,825Jul-11 SPXW 8/5/2011 1230 P 184Jul-11 SPXW 8/5/2011 1235 P 338Jul-11 SPXW 8/5/2011 1240 C 1Jul-11 SPXW 8/5/2011 1240 P 215Jul-11 SPXW 8/5/2011 1245 P 244Jul-11 SPXW 8/5/2011 1250 P 7,197Jul-11 SPXW 8/5/2011 1250 C 3Jul-11 SPXW 8/5/2011 1255 P 119Jul-11 SPXW 8/5/2011 1260 P 269Jul-11 SPXW 8/5/2011 1265 P 888Jul-11 SPXW 8/5/2011 1270 P 401Jul-11 SPXW 8/5/2011 1275 P 1,871Jul-11 SPXW 8/5/2011 1275 C 13Jul-11 SPXW 8/5/2011 1280 C 14Jul-11 SPXW 8/5/2011 1280 P 680Jul-11 SPXW 8/5/2011 1285 C 25Jul-11 SPXW 8/5/2011 1285 P 1,197Jul-11 SPXW 8/5/2011 1290 P 569Jul-11 SPXW 8/5/2011 1290 C 83Jul-11 SPXW 8/5/2011 1295 C 54Jul-11 SPXW 8/5/2011 1295 P 198Jul-11 SPXW 8/5/2011 1300 C 1,621Jul-11 SPXW 8/5/2011 1300 P 1,895Jul-11 SPXW 8/5/2011 1305 C 208
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPXW 8/5/2011 1305 P 336Jul-11 SPXW 8/5/2011 1310 C 1,298Jul-11 SPXW 8/5/2011 1310 P 126Jul-11 SPXW 8/5/2011 1315 P 63Jul-11 SPXW 8/5/2011 1315 C 1,563Jul-11 SPXW 8/5/2011 1320 P 14Jul-11 SPXW 8/5/2011 1320 C 2,199Jul-11 SPXW 8/5/2011 1325 P 500Jul-11 SPXW 8/5/2011 1325 C 3,650Jul-11 SPXW 8/5/2011 1330 P 200Jul-11 SPXW 8/5/2011 1330 C 1,746Jul-11 SPXW 8/5/2011 1335 P 1Jul-11 SPXW 8/5/2011 1335 C 2,482Jul-11 SPXW 8/5/2011 1340 P 37Jul-11 SPXW 8/5/2011 1340 C 645Jul-11 SPXW 8/5/2011 1345 P 285Jul-11 SPXW 8/5/2011 1345 C 69Jul-11 SPXW 8/5/2011 1350 C 1,699Jul-11 SPXW 8/5/2011 1350 P 2,034Jul-11 SPXW 8/5/2011 1355 C 368Jul-11 SPXW 8/5/2011 1360 C 377Jul-11 SPXW 8/5/2011 1365 C 988Jul-11 SPXW 8/5/2011 1370 P 10Jul-11 SPXW 8/5/2011 1370 C 309Jul-11 SPXW 8/5/2011 1375 C 235Jul-11 SPXW 8/5/2011 1375 P 10Jul-11 SPXW 8/5/2011 1380 C 410Jul-11 SPXW 8/5/2011 1385 C 6Jul-11 SPXW 8/5/2011 1390 C 5Jul-11 SPXW 8/5/2011 1400 C 342Jul-11 SPXW 8/5/2011 1405 C 6Jul-11 SPXW 8/5/2011 1420 C 5Jul-11 SPXW 8/5/2011 1425 C 303Jul-11 SPX 8/20/2011 500 C 4,050Jul-11 SPX 8/20/2011 500 P 2,750Jul-11 SPX 8/20/2011 600 P 271Jul-11 SPX 8/20/2011 700 C 2,350Jul-11 SPX 8/20/2011 700 P 153Jul-11 SPX 8/20/2011 750 P 226Jul-11 SPX 8/20/2011 775 P 21,678Jul-11 SPX 8/20/2011 800 P 22,904Jul-11 SPX 8/20/2011 800 C 3Jul-11 SPX 8/20/2011 810 P 2,093Jul-11 SPX 8/20/2011 820 P 1,732Jul-11 SPX 8/20/2011 825 C 5Jul-11 SPX 8/20/2011 825 P 4,803Jul-11 SPX 8/20/2011 830 P 1,416Jul-11 SPX 8/20/2011 840 P 1,926Jul-11 SPX 8/20/2011 850 C 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 8/20/2011 850 P 14,314Jul-11 SPX 8/20/2011 860 P 4,128Jul-11 SPX 8/20/2011 870 P 2,385Jul-11 SPX 8/20/2011 875 C 30Jul-11 SPX 8/20/2011 875 P 5,526Jul-11 SPX 8/20/2011 880 P 7,675Jul-11 SPX 8/20/2011 885 P 1,614Jul-11 SPX 8/20/2011 890 P 1,527Jul-11 SPX 8/20/2011 895 P 1,862Jul-11 SPX 8/20/2011 900 C 76Jul-11 SPX 8/20/2011 900 P 24,971Jul-11 SPX 8/20/2011 905 P 1,821Jul-11 SPX 8/20/2011 910 P 1,457Jul-11 SPX 8/20/2011 915 P 1,443Jul-11 SPX 8/20/2011 920 P 1,416Jul-11 SPX 8/20/2011 925 P 4,184Jul-11 SPX 8/20/2011 930 C 4Jul-11 SPX 8/20/2011 930 P 2,217Jul-11 SPX 8/20/2011 935 P 3,288Jul-11 SPX 8/20/2011 940 P 1,793Jul-11 SPX 8/20/2011 945 P 1,949Jul-11 SPX 8/20/2011 950 P 20,511Jul-11 SPX 8/20/2011 950 C 2,237Jul-11 SPX 8/20/2011 955 P 1,769Jul-11 SPX 8/20/2011 960 P 1,780Jul-11 SPX 8/20/2011 965 P 2,087Jul-11 SPX 8/20/2011 970 P 2,144Jul-11 SPX 8/20/2011 975 C 37Jul-11 SPX 8/20/2011 975 P 7,916Jul-11 SPX 8/20/2011 980 P 2,803Jul-11 SPX 8/20/2011 985 P 4,216Jul-11 SPX 8/20/2011 990 P 1,949Jul-11 SPX 8/20/2011 995 P 1,665Jul-11 SPX 8/20/2011 1000 P 49,290Jul-11 SPX 8/20/2011 1000 C 101Jul-11 SPX 8/20/2011 1005 P 1,723Jul-11 SPX 8/20/2011 1010 C 21Jul-11 SPX 8/20/2011 1010 P 6,672Jul-11 SPX 8/20/2011 1015 P 2,220Jul-11 SPX 8/20/2011 1020 P 2,174Jul-11 SPX 8/20/2011 1025 C 51Jul-11 SPX 8/20/2011 1025 P 13,439Jul-11 SPX 8/20/2011 1030 P 1,783Jul-11 SPX 8/20/2011 1035 P 1,809Jul-11 SPX 8/20/2011 1040 P 7,615Jul-11 SPX 8/20/2011 1040 C 4Jul-11 SPX 8/20/2011 1045 C 63Jul-11 SPX 8/20/2011 1045 P 1,715Jul-11 SPX 8/20/2011 1050 C 74
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 8/20/2011 1050 P 45,313Jul-11 SPX 8/20/2011 1055 P 3,882Jul-11 SPX 8/20/2011 1060 P 7,449Jul-11 SPX 8/20/2011 1060 C 3Jul-11 SPX 8/20/2011 1065 P 3,198Jul-11 SPX 8/20/2011 1070 P 10,702Jul-11 SPX 8/20/2011 1075 P 31,680Jul-11 SPX 8/20/2011 1080 P 12,280Jul-11 SPX 8/20/2011 1085 C 2Jul-11 SPX 8/20/2011 1085 P 2,500Jul-11 SPX 8/20/2011 1090 C 9Jul-11 SPX 8/20/2011 1090 P 3,243Jul-11 SPX 8/20/2011 1095 P 1,502Jul-11 SPX 8/20/2011 1100 P 91,217Jul-11 SPX 8/20/2011 1100 C 11,513Jul-11 SPX 8/20/2011 1105 P 3,640Jul-11 SPX 8/20/2011 1110 C 21Jul-11 SPX 8/20/2011 1110 P 3,674Jul-11 SPX 8/20/2011 1115 P 2,196Jul-11 SPX 8/20/2011 1120 P 13,595Jul-11 SPX 8/20/2011 1125 C 50Jul-11 SPX 8/20/2011 1125 P 41,874Jul-11 SPX 8/20/2011 1130 P 8,312Jul-11 SPX 8/20/2011 1135 P 2,191Jul-11 SPX 8/20/2011 1135 C 23Jul-11 SPX 8/20/2011 1140 P 8,088Jul-11 SPX 8/20/2011 1140 C 23Jul-11 SPX 8/20/2011 1145 P 3,846Jul-11 SPX 8/20/2011 1145 C 63Jul-11 SPX 8/20/2011 1150 P 77,021Jul-11 SPX 8/20/2011 1150 C 4,047Jul-11 SPX 8/20/2011 1155 P 2,571Jul-11 SPX 8/20/2011 1155 C 16Jul-11 SPX 8/20/2011 1160 P 10,259Jul-11 SPX 8/20/2011 1160 C 20Jul-11 SPX 8/20/2011 1165 P 4,074Jul-11 SPX 8/20/2011 1170 P 10,499Jul-11 SPX 8/20/2011 1170 C 20Jul-11 SPX 8/20/2011 1175 C 14Jul-11 SPX 8/20/2011 1175 P 50,788Jul-11 SPX 8/20/2011 1180 P 11,622Jul-11 SPX 8/20/2011 1180 C 10,512Jul-11 SPX 8/20/2011 1185 C 10,505Jul-11 SPX 8/20/2011 1185 P 4,174Jul-11 SPX 8/20/2011 1190 C 4Jul-11 SPX 8/20/2011 1190 P 23,776Jul-11 SPX 8/20/2011 1195 P 5,104Jul-11 SPX 8/20/2011 1200 C 6,419Jul-11 SPX 8/20/2011 1200 P 110,717
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 8/20/2011 1205 C 2Jul-11 SPX 8/20/2011 1205 P 15,493Jul-11 SPX 8/20/2011 1210 C 1Jul-11 SPX 8/20/2011 1210 P 21,095Jul-11 SPX 8/20/2011 1215 P 9,855Jul-11 SPX 8/20/2011 1215 C 1Jul-11 SPX 8/20/2011 1220 C 53Jul-11 SPX 8/20/2011 1220 P 24,169Jul-11 SPX 8/20/2011 1225 C 7,598Jul-11 SPX 8/20/2011 1225 P 74,314Jul-11 SPX 8/20/2011 1230 C 3,557Jul-11 SPX 8/20/2011 1230 P 49,386Jul-11 SPX 8/20/2011 1235 P 9,206Jul-11 SPX 8/20/2011 1235 C 3,500Jul-11 SPX 8/20/2011 1240 C 133Jul-11 SPX 8/20/2011 1240 P 35,928Jul-11 SPX 8/20/2011 1245 C 42Jul-11 SPX 8/20/2011 1245 P 8,498Jul-11 SPX 8/20/2011 1250 C 9,295Jul-11 SPX 8/20/2011 1250 P 138,515Jul-11 SPX 8/20/2011 1255 P 13,999Jul-11 SPX 8/20/2011 1255 C 45Jul-11 SPX 8/20/2011 1260 C 308Jul-11 SPX 8/20/2011 1260 P 48,325Jul-11 SPX 8/20/2011 1265 C 1,090Jul-11 SPX 8/20/2011 1265 P 20,713Jul-11 SPX 8/20/2011 1270 C 8,098Jul-11 SPX 8/20/2011 1270 P 41,984Jul-11 SPX 8/20/2011 1275 P 89,124Jul-11 SPX 8/20/2011 1275 C 36,195Jul-11 SPX 8/20/2011 1280 C 3,268Jul-11 SPX 8/20/2011 1280 P 34,981Jul-11 SPX 8/20/2011 1285 C 3,098Jul-11 SPX 8/20/2011 1285 P 5,660Jul-11 SPX 8/20/2011 1290 C 4,570Jul-11 SPX 8/20/2011 1290 P 25,260Jul-11 SPX 8/20/2011 1295 P 6,778Jul-11 SPX 8/20/2011 1295 C 902Jul-11 SPX 8/20/2011 1300 C 117,634Jul-11 SPX 8/20/2011 1300 P 136,127Jul-11 SPX 8/20/2011 1305 C 1,741Jul-11 SPX 8/20/2011 1305 P 4,318Jul-11 SPX 8/20/2011 1310 C 10,623Jul-11 SPX 8/20/2011 1310 P 10,331Jul-11 SPX 8/20/2011 1315 P 11,907Jul-11 SPX 8/20/2011 1315 C 9,596Jul-11 SPX 8/20/2011 1320 C 16,649Jul-11 SPX 8/20/2011 1320 P 25,590Jul-11 SPX 8/20/2011 1325 C 68,827
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 8/20/2011 1325 P 40,598Jul-11 SPX 8/20/2011 1330 C 26,518Jul-11 SPX 8/20/2011 1330 P 13,148Jul-11 SPX 8/20/2011 1335 P 7,865Jul-11 SPX 8/20/2011 1335 C 10,780Jul-11 SPX 8/20/2011 1340 C 43,227Jul-11 SPX 8/20/2011 1340 P 8,349Jul-11 SPX 8/20/2011 1345 C 5,806Jul-11 SPX 8/20/2011 1345 P 313Jul-11 SPX 8/20/2011 1350 C 78,483Jul-11 SPX 8/20/2011 1350 P 22,382Jul-11 SPX 8/20/2011 1355 P 278Jul-11 SPX 8/20/2011 1355 C 9,677Jul-11 SPX 8/20/2011 1360 C 40,086Jul-11 SPX 8/20/2011 1360 P 9,723Jul-11 SPX 8/20/2011 1365 C 9,439Jul-11 SPX 8/20/2011 1365 P 12Jul-11 SPX 8/20/2011 1370 C 32,649Jul-11 SPX 8/20/2011 1370 P 2,891Jul-11 SPX 8/20/2011 1375 P 4,827Jul-11 SPX 8/20/2011 1375 C 71,962Jul-11 SPX 8/20/2011 1380 C 44,478Jul-11 SPX 8/20/2011 1380 P 4Jul-11 SPX 8/20/2011 1385 C 14,409Jul-11 SPX 8/20/2011 1385 P 2Jul-11 SPX 8/20/2011 1390 C 18,444Jul-11 SPX 8/20/2011 1390 P 2,969Jul-11 SPX 8/20/2011 1395 P 12Jul-11 SPX 8/20/2011 1395 C 24,932Jul-11 SPX 8/20/2011 1400 C 46,248Jul-11 SPX 8/20/2011 1400 P 3,434Jul-11 SPX 8/20/2011 1405 C 18,222Jul-11 SPX 8/20/2011 1405 P 4Jul-11 SPX 8/20/2011 1410 C 13,627Jul-11 SPX 8/20/2011 1410 P 11Jul-11 SPX 8/20/2011 1415 C 11,386Jul-11 SPX 8/20/2011 1420 P 11Jul-11 SPX 8/20/2011 1420 C 8,816Jul-11 SPX 8/20/2011 1425 C 10,319Jul-11 SPX 8/20/2011 1425 P 200Jul-11 SPX 8/20/2011 1430 C 8,967Jul-11 SPX 8/20/2011 1430 P 1Jul-11 SPX 8/20/2011 1435 C 3,186Jul-11 SPX 8/20/2011 1440 C 4,514Jul-11 SPX 8/20/2011 1445 C 2,175Jul-11 SPX 8/20/2011 1450 C 20,437Jul-11 SPX 8/20/2011 1450 P 402Jul-11 SPX 8/20/2011 1455 C 1,326Jul-11 SPX 8/20/2011 1460 C 2,157
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 8/20/2011 1465 C 2,700Jul-11 SPX 8/20/2011 1470 C 1,854Jul-11 SPX 8/20/2011 1475 P 5Jul-11 SPX 8/20/2011 1475 C 16,479Jul-11 SPX 8/20/2011 1480 C 697Jul-11 SPX 8/20/2011 1485 C 1,059Jul-11 SPX 8/20/2011 1490 C 867Jul-11 SPX 8/20/2011 1495 C 11Jul-11 SPX 8/20/2011 1500 C 21,714Jul-11 SPX 8/20/2011 1500 P 4,050Jul-11 SPX 8/20/2011 1510 C 68Jul-11 SPX 8/20/2011 1520 C 249Jul-11 SPX 8/20/2011 1525 C 2,134Jul-11 SPX 8/20/2011 1550 C 606Jul-11 SPX 8/20/2011 1600 C 80Jul-11 SPX 9/17/2011 200 P 47Jul-11 SPX 9/17/2011 200 C 410Jul-11 SPX 9/17/2011 225 C 628Jul-11 SPX 9/17/2011 300 C 1,924Jul-11 SPX 9/17/2011 300 P 25Jul-11 SPX 9/17/2011 350 C 110Jul-11 SPX 9/17/2011 350 P 68Jul-11 SPX 9/17/2011 400 P 2,836Jul-11 SPX 9/17/2011 400 C 1,450Jul-11 SPX 9/17/2011 500 C 82,084Jul-11 SPX 9/17/2011 500 P 80,400Jul-11 SPX 9/17/2011 550 C 110Jul-11 SPX 9/17/2011 550 P 12Jul-11 SPX 9/17/2011 600 C 1,010Jul-11 SPX 9/17/2011 600 P 6,434Jul-11 SPX 9/17/2011 625 P 274Jul-11 SPX 9/17/2011 625 C 628Jul-11 SPX 9/17/2011 650 P 7,696Jul-11 SPX 9/17/2011 675 P 636Jul-11 SPX 9/17/2011 700 C 2,350Jul-11 SPX 9/17/2011 700 P 24,098Jul-11 SPX 9/17/2011 725 P 512Jul-11 SPX 9/17/2011 750 P 2,401Jul-11 SPX 9/17/2011 775 P 5,460Jul-11 SPX 9/17/2011 800 P 189,392Jul-11 SPX 9/17/2011 810 P 170Jul-11 SPX 9/17/2011 820 P 1,065Jul-11 SPX 9/17/2011 825 C 2Jul-11 SPX 9/17/2011 825 P 9,084Jul-11 SPX 9/17/2011 830 P 120Jul-11 SPX 9/17/2011 835 P 130Jul-11 SPX 9/17/2011 840 P 165Jul-11 SPX 9/17/2011 845 P 132Jul-11 SPX 9/17/2011 850 P 20,385
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 9/17/2011 855 P 20Jul-11 SPX 9/17/2011 860 P 51Jul-11 SPX 9/17/2011 875 P 6,600Jul-11 SPX 9/17/2011 880 P 887Jul-11 SPX 9/17/2011 900 P 99,231Jul-11 SPX 9/17/2011 900 C 228Jul-11 SPX 9/17/2011 905 P 15Jul-11 SPX 9/17/2011 910 P 300Jul-11 SPX 9/17/2011 920 P 126Jul-11 SPX 9/17/2011 925 C 59Jul-11 SPX 9/17/2011 925 P 3,174Jul-11 SPX 9/17/2011 935 P 22Jul-11 SPX 9/17/2011 940 P 4,038Jul-11 SPX 9/17/2011 950 C 25Jul-11 SPX 9/17/2011 950 P 47,825Jul-11 SPX 9/17/2011 960 P 139Jul-11 SPX 9/17/2011 975 P 23,531Jul-11 SPX 9/17/2011 975 C 1Jul-11 SPX 9/17/2011 980 P 3,525Jul-11 SPX 9/17/2011 980 C 20,000Jul-11 SPX 9/17/2011 990 P 25Jul-11 SPX 9/17/2011 1000 P 62,487Jul-11 SPX 9/17/2011 1000 C 689Jul-11 SPX 9/17/2011 1005 P 10Jul-11 SPX 9/17/2011 1015 P 2Jul-11 SPX 9/17/2011 1020 P 98Jul-11 SPX 9/17/2011 1025 C 50Jul-11 SPX 9/17/2011 1025 P 34,018Jul-11 SPX 9/17/2011 1030 P 150Jul-11 SPX 9/17/2011 1035 P 6,000Jul-11 SPX 9/17/2011 1040 P 1,435Jul-11 SPX 9/17/2011 1045 P 43Jul-11 SPX 9/17/2011 1050 C 315Jul-11 SPX 9/17/2011 1050 P 50,275Jul-11 SPX 9/17/2011 1055 P 2,030Jul-11 SPX 9/17/2011 1060 P 7,157Jul-11 SPX 9/17/2011 1065 P 17Jul-11 SPX 9/17/2011 1070 P 1,956Jul-11 SPX 9/17/2011 1075 P 34,201Jul-11 SPX 9/17/2011 1075 C 672Jul-11 SPX 9/17/2011 1080 C 86Jul-11 SPX 9/17/2011 1080 P 5,830Jul-11 SPX 9/17/2011 1085 P 1,464Jul-11 SPX 9/17/2011 1090 P 88Jul-11 SPX 9/17/2011 1095 P 51Jul-11 SPX 9/17/2011 1100 C 2,553Jul-11 SPX 9/17/2011 1100 P 82,164Jul-11 SPX 9/17/2011 1105 P 22Jul-11 SPX 9/17/2011 1110 P 2,353
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 9/17/2011 1115 P 19Jul-11 SPX 9/17/2011 1115 C 1Jul-11 SPX 9/17/2011 1120 C 1Jul-11 SPX 9/17/2011 1120 P 5,005Jul-11 SPX 9/17/2011 1125 C 1,851Jul-11 SPX 9/17/2011 1125 P 55,363Jul-11 SPX 9/17/2011 1130 P 8,179Jul-11 SPX 9/17/2011 1135 P 583Jul-11 SPX 9/17/2011 1135 C 1Jul-11 SPX 9/17/2011 1140 C 2Jul-11 SPX 9/17/2011 1140 P 1,811Jul-11 SPX 9/17/2011 1145 P 1,616Jul-11 SPX 9/17/2011 1150 C 4,202Jul-11 SPX 9/17/2011 1150 P 85,245Jul-11 SPX 9/17/2011 1155 P 341Jul-11 SPX 9/17/2011 1160 C 1Jul-11 SPX 9/17/2011 1160 P 12,155Jul-11 SPX 9/17/2011 1165 P 63Jul-11 SPX 9/17/2011 1170 P 2,149Jul-11 SPX 9/17/2011 1175 P 49,868Jul-11 SPX 9/17/2011 1175 C 6,869Jul-11 SPX 9/17/2011 1180 P 3,338Jul-11 SPX 9/17/2011 1185 P 1,049Jul-11 SPX 9/17/2011 1190 P 1,933Jul-11 SPX 9/17/2011 1195 P 715Jul-11 SPX 9/17/2011 1200 C 5,731Jul-11 SPX 9/17/2011 1200 P 153,399Jul-11 SPX 9/17/2011 1205 P 105Jul-11 SPX 9/17/2011 1210 P 12,386Jul-11 SPX 9/17/2011 1215 P 5,671Jul-11 SPX 9/17/2011 1215 C 30Jul-11 SPX 9/17/2011 1220 C 2Jul-11 SPX 9/17/2011 1220 P 5,066Jul-11 SPX 9/17/2011 1225 C 5,134Jul-11 SPX 9/17/2011 1225 P 101,287Jul-11 SPX 9/17/2011 1230 C 16Jul-11 SPX 9/17/2011 1230 P 2,717Jul-11 SPX 9/17/2011 1235 P 3,167Jul-11 SPX 9/17/2011 1235 C 22Jul-11 SPX 9/17/2011 1240 C 24Jul-11 SPX 9/17/2011 1240 P 6,818Jul-11 SPX 9/17/2011 1245 C 1Jul-11 SPX 9/17/2011 1245 P 3,401Jul-11 SPX 9/17/2011 1250 C 48,511Jul-11 SPX 9/17/2011 1250 P 163,498Jul-11 SPX 9/17/2011 1255 C 2,751Jul-11 SPX 9/17/2011 1255 P 4,461Jul-11 SPX 9/17/2011 1260 P 27,184Jul-11 SPX 9/17/2011 1260 C 21,135
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 9/17/2011 1265 C 30,532Jul-11 SPX 9/17/2011 1265 P 31,482Jul-11 SPX 9/17/2011 1270 C 29,896Jul-11 SPX 9/17/2011 1270 P 32,456Jul-11 SPX 9/17/2011 1275 P 90,397Jul-11 SPX 9/17/2011 1275 C 118,966Jul-11 SPX 9/17/2011 1280 C 24,081Jul-11 SPX 9/17/2011 1280 P 26,391Jul-11 SPX 9/17/2011 1285 C 32,163Jul-11 SPX 9/17/2011 1285 P 27,734Jul-11 SPX 9/17/2011 1290 C 23,935Jul-11 SPX 9/17/2011 1290 P 28,236Jul-11 SPX 9/17/2011 1295 C 22,557Jul-11 SPX 9/17/2011 1295 P 22,103Jul-11 SPX 9/17/2011 1300 P 222,325Jul-11 SPX 9/17/2011 1300 C 213,435Jul-11 SPX 9/17/2011 1305 P 22,449Jul-11 SPX 9/17/2011 1305 C 23,321Jul-11 SPX 9/17/2011 1310 P 54,158Jul-11 SPX 9/17/2011 1310 C 29,715Jul-11 SPX 9/17/2011 1315 P 35,292Jul-11 SPX 9/17/2011 1315 C 33,609Jul-11 SPX 9/17/2011 1320 P 32,703Jul-11 SPX 9/17/2011 1320 C 22,426Jul-11 SPX 9/17/2011 1325 P 45,918Jul-11 SPX 9/17/2011 1325 C 55,970Jul-11 SPX 9/17/2011 1330 P 61,796Jul-11 SPX 9/17/2011 1330 C 32,928Jul-11 SPX 9/17/2011 1335 C 22,600Jul-11 SPX 9/17/2011 1335 P 25,054Jul-11 SPX 9/17/2011 1340 C 34,597Jul-11 SPX 9/17/2011 1340 P 24,813Jul-11 SPX 9/17/2011 1345 C 17,266Jul-11 SPX 9/17/2011 1345 P 16,516Jul-11 SPX 9/17/2011 1350 C 74,597Jul-11 SPX 9/17/2011 1350 P 28,025Jul-11 SPX 9/17/2011 1355 P 203Jul-11 SPX 9/17/2011 1355 C 372Jul-11 SPX 9/17/2011 1360 C 11,540Jul-11 SPX 9/17/2011 1360 P 1,994Jul-11 SPX 9/17/2011 1365 C 5,465Jul-11 SPX 9/17/2011 1365 P 664Jul-11 SPX 9/17/2011 1370 C 7,149Jul-11 SPX 9/17/2011 1375 P 1,626Jul-11 SPX 9/17/2011 1375 C 50,690Jul-11 SPX 9/17/2011 1380 P 1,200Jul-11 SPX 9/17/2011 1380 C 5,335Jul-11 SPX 9/17/2011 1385 C 9,566Jul-11 SPX 9/17/2011 1390 C 14,569
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 9/17/2011 1390 P 603Jul-11 SPX 9/17/2011 1395 C 9,832Jul-11 SPX 9/17/2011 1400 C 127,684Jul-11 SPX 9/17/2011 1400 P 6,351Jul-11 SPX 9/17/2011 1405 C 1,097Jul-11 SPX 9/17/2011 1410 C 695Jul-11 SPX 9/17/2011 1410 P 1Jul-11 SPX 9/17/2011 1415 C 3,784Jul-11 SPX 9/17/2011 1415 P 10Jul-11 SPX 9/17/2011 1420 C 1,696Jul-11 SPX 9/17/2011 1420 P 10Jul-11 SPX 9/17/2011 1425 C 27,081Jul-11 SPX 9/17/2011 1425 P 573Jul-11 SPX 9/17/2011 1430 C 840Jul-11 SPX 9/17/2011 1435 C 99Jul-11 SPX 9/17/2011 1440 C 2,484Jul-11 SPX 9/17/2011 1440 P 2Jul-11 SPX 9/17/2011 1445 C 917Jul-11 SPX 9/17/2011 1450 C 54,798Jul-11 SPX 9/17/2011 1450 P 267Jul-11 SPX 9/17/2011 1455 C 15Jul-11 SPX 9/17/2011 1460 C 465Jul-11 SPX 9/17/2011 1460 P 1Jul-11 SPX 9/17/2011 1465 C 193Jul-11 SPX 9/17/2011 1470 C 121Jul-11 SPX 9/17/2011 1475 C 10,326Jul-11 SPX 9/17/2011 1480 C 223Jul-11 SPX 9/17/2011 1485 C 2Jul-11 SPX 9/17/2011 1490 C 11Jul-11 SPX 9/17/2011 1495 C 164Jul-11 SPX 9/17/2011 1500 C 92,769Jul-11 SPX 9/17/2011 1500 P 80,210Jul-11 SPX 9/17/2011 1510 C 54Jul-11 SPX 9/17/2011 1520 C 54Jul-11 SPX 9/17/2011 1525 P 4Jul-11 SPX 9/17/2011 1525 C 2,185Jul-11 SPX 9/17/2011 1530 C 100Jul-11 SPX 9/17/2011 1550 C 5,000Jul-11 SPX 9/17/2011 1550 P 14Jul-11 SPX 9/17/2011 1600 C 10,134Jul-11 SPX 9/17/2011 1600 P 63Jul-11 SPX 9/17/2011 1650 P 10Jul-11 SPX 9/17/2011 1650 C 1,857Jul-11 SPX 9/17/2011 1700 C 2,279Jul-11 SPX 9/17/2011 1700 P 1,125Jul-11 SPX 9/17/2011 1750 C 542Jul-11 SPX 9/17/2011 1750 P 10Jul-11 SPX 9/17/2011 1800 C 55Jul-11 SPX 9/17/2011 1800 P 885
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 9/17/2011 1900 P 1,115Jul-11 SPX 9/17/2011 1900 C 31Jul-11 SPX 9/17/2011 2000 C 264Jul-11 SPX 9/17/2011 2000 P 875Jul-11 SPX 9/17/2011 2500 C 714Jul-11 SPX 9/17/2011 3000 C 1,845Jul-11 SPX 9/17/2011 3000 P 115Jul-11 SPX 10/22/2011 700 C 5Jul-11 SPX 10/22/2011 700 P 837Jul-11 SPX 10/22/2011 750 P 68,741Jul-11 SPX 10/22/2011 775 P 50Jul-11 SPX 10/22/2011 800 P 76,029Jul-11 SPX 10/22/2011 820 P 60Jul-11 SPX 10/22/2011 825 P 1,530Jul-11 SPX 10/22/2011 850 C 5Jul-11 SPX 10/22/2011 850 P 7,565Jul-11 SPX 10/22/2011 860 P 25Jul-11 SPX 10/22/2011 875 P 103Jul-11 SPX 10/22/2011 880 P 25Jul-11 SPX 10/22/2011 900 P 393Jul-11 SPX 10/22/2011 920 P 177Jul-11 SPX 10/22/2011 925 P 2,103Jul-11 SPX 10/22/2011 940 P 56Jul-11 SPX 10/22/2011 950 P 2,842Jul-11 SPX 10/22/2011 975 P 3,540Jul-11 SPX 10/22/2011 980 P 1,605Jul-11 SPX 10/22/2011 1000 P 7,340Jul-11 SPX 10/22/2011 1000 C 3Jul-11 SPX 10/22/2011 1025 P 3,821Jul-11 SPX 10/22/2011 1050 P 15,078Jul-11 SPX 10/22/2011 1060 P 2Jul-11 SPX 10/22/2011 1070 P 7Jul-11 SPX 10/22/2011 1075 P 287Jul-11 SPX 10/22/2011 1080 P 7Jul-11 SPX 10/22/2011 1090 P 2Jul-11 SPX 10/22/2011 1100 P 17,323Jul-11 SPX 10/22/2011 1110 P 11Jul-11 SPX 10/22/2011 1120 P 1,786Jul-11 SPX 10/22/2011 1125 P 5,737Jul-11 SPX 10/22/2011 1130 P 2,507Jul-11 SPX 10/22/2011 1140 P 1,335Jul-11 SPX 10/22/2011 1150 P 8,954Jul-11 SPX 10/22/2011 1150 C 501Jul-11 SPX 10/22/2011 1160 P 23Jul-11 SPX 10/22/2011 1170 P 1,029Jul-11 SPX 10/22/2011 1175 C 1Jul-11 SPX 10/22/2011 1175 P 8,317Jul-11 SPX 10/22/2011 1180 P 2,013Jul-11 SPX 10/22/2011 1190 P 1,810
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 10/22/2011 1200 C 252Jul-11 SPX 10/22/2011 1200 P 23,797Jul-11 SPX 10/22/2011 1210 P 297Jul-11 SPX 10/22/2011 1220 P 1,312Jul-11 SPX 10/22/2011 1225 C 400Jul-11 SPX 10/22/2011 1225 P 18,179Jul-11 SPX 10/22/2011 1230 P 386Jul-11 SPX 10/22/2011 1240 P 1,731Jul-11 SPX 10/22/2011 1250 C 7Jul-11 SPX 10/22/2011 1250 P 25,495Jul-11 SPX 10/22/2011 1255 P 208Jul-11 SPX 10/22/2011 1260 P 1,265Jul-11 SPX 10/22/2011 1265 P 7Jul-11 SPX 10/22/2011 1270 P 3,140Jul-11 SPX 10/22/2011 1275 P 15,726Jul-11 SPX 10/22/2011 1275 C 3,009Jul-11 SPX 10/22/2011 1280 P 702Jul-11 SPX 10/22/2011 1280 C 221Jul-11 SPX 10/22/2011 1285 P 508Jul-11 SPX 10/22/2011 1290 C 358Jul-11 SPX 10/22/2011 1290 P 2,213Jul-11 SPX 10/22/2011 1295 C 258Jul-11 SPX 10/22/2011 1300 P 33,699Jul-11 SPX 10/22/2011 1300 C 22,872Jul-11 SPX 10/22/2011 1305 C 101Jul-11 SPX 10/22/2011 1305 P 625Jul-11 SPX 10/22/2011 1310 C 243Jul-11 SPX 10/22/2011 1310 P 436Jul-11 SPX 10/22/2011 1315 C 28Jul-11 SPX 10/22/2011 1315 P 211Jul-11 SPX 10/22/2011 1320 P 549Jul-11 SPX 10/22/2011 1320 C 395Jul-11 SPX 10/22/2011 1325 P 4,572Jul-11 SPX 10/22/2011 1325 C 6,086Jul-11 SPX 10/22/2011 1330 C 249Jul-11 SPX 10/22/2011 1330 P 124Jul-11 SPX 10/22/2011 1335 C 102Jul-11 SPX 10/22/2011 1340 P 622Jul-11 SPX 10/22/2011 1340 C 977Jul-11 SPX 10/22/2011 1345 C 125Jul-11 SPX 10/22/2011 1345 P 405Jul-11 SPX 10/22/2011 1350 C 13,570Jul-11 SPX 10/22/2011 1350 P 2,493Jul-11 SPX 10/22/2011 1355 C 1Jul-11 SPX 10/22/2011 1360 C 680Jul-11 SPX 10/22/2011 1360 P 533Jul-11 SPX 10/22/2011 1365 C 975Jul-11 SPX 10/22/2011 1370 C 70Jul-11 SPX 10/22/2011 1370 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 10/22/2011 1375 C 6,494Jul-11 SPX 10/22/2011 1375 P 266Jul-11 SPX 10/22/2011 1380 P 465Jul-11 SPX 10/22/2011 1380 C 763Jul-11 SPX 10/22/2011 1385 C 2,486Jul-11 SPX 10/22/2011 1390 C 30Jul-11 SPX 10/22/2011 1395 C 4Jul-11 SPX 10/22/2011 1400 P 2Jul-11 SPX 10/22/2011 1400 C 13,753Jul-11 SPX 10/22/2011 1410 C 84Jul-11 SPX 10/22/2011 1415 C 806Jul-11 SPX 10/22/2011 1420 C 16Jul-11 SPX 10/22/2011 1425 C 4,150Jul-11 SPX 10/22/2011 1430 C 1,501Jul-11 SPX 10/22/2011 1440 C 147Jul-11 SPX 10/22/2011 1440 P 411Jul-11 SPX 10/22/2011 1450 C 4,326Jul-11 SPX 10/22/2011 1460 C 1,376Jul-11 SPX 10/22/2011 1470 C 33Jul-11 SPX 10/22/2011 1475 C 3,142Jul-11 SPX 10/22/2011 1480 C 30Jul-11 SPX 10/22/2011 1500 C 4,535Jul-11 SPX 10/22/2011 1520 C 15Jul-11 SPX 10/22/2011 1525 P 1,282Jul-11 SPX 10/22/2011 1525 C 25Jul-11 SPX 11/19/2011 800 P 11,010Jul-11 SPX 11/19/2011 825 P 27Jul-11 SPX 11/19/2011 850 P 28Jul-11 SPX 11/19/2011 875 P 2Jul-11 SPX 11/19/2011 900 P 397Jul-11 SPX 11/19/2011 925 P 11Jul-11 SPX 11/19/2011 950 P 4Jul-11 SPX 11/19/2011 1000 P 1,532Jul-11 SPX 11/19/2011 1025 P 2Jul-11 SPX 11/19/2011 1050 P 86Jul-11 SPX 11/19/2011 1075 P 1,504Jul-11 SPX 11/19/2011 1100 P 5,012Jul-11 SPX 11/19/2011 1125 P 815Jul-11 SPX 11/19/2011 1150 P 7,216Jul-11 SPX 11/19/2011 1175 P 1,964Jul-11 SPX 11/19/2011 1200 P 1,774Jul-11 SPX 11/19/2011 1200 C 1Jul-11 SPX 11/19/2011 1225 P 468Jul-11 SPX 11/19/2011 1250 P 510Jul-11 SPX 11/19/2011 1275 P 1,100Jul-11 SPX 11/19/2011 1275 C 3Jul-11 SPX 11/19/2011 1300 P 8,485Jul-11 SPX 11/19/2011 1300 C 1,552Jul-11 SPX 11/19/2011 1325 P 1,492
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 11/19/2011 1325 C 4,415Jul-11 SPX 11/19/2011 1350 P 573Jul-11 SPX 11/19/2011 1350 C 5,715Jul-11 SPX 11/19/2011 1375 C 4,424Jul-11 SPX 11/19/2011 1375 P 475Jul-11 SPX 11/19/2011 1400 C 360Jul-11 SPX 11/19/2011 1400 P 1Jul-11 SPX 11/19/2011 1425 C 1,808Jul-11 SPX 11/19/2011 1450 C 63Jul-11 SPX 11/19/2011 1475 C 203Jul-11 SPX 11/19/2011 1500 C 823Jul-11 SPX 11/19/2011 1600 C 500Jul-11 SPX 12/17/2011 50 P 27,401Jul-11 SPX 12/17/2011 100 P 16,174Jul-11 SPX 12/17/2011 100 C 118Jul-11 SPX 12/17/2011 150 P 2,283Jul-11 SPX 12/17/2011 200 C 1Jul-11 SPX 12/17/2011 200 P 47,296Jul-11 SPX 12/17/2011 225 P 6,471Jul-11 SPX 12/17/2011 250 C 15Jul-11 SPX 12/17/2011 250 P 118,251Jul-11 SPX 12/17/2011 275 P 15,567Jul-11 SPX 12/17/2011 280 C 102Jul-11 SPX 12/17/2011 280 P 3,931Jul-11 SPX 12/17/2011 300 C 85Jul-11 SPX 12/17/2011 300 P 32,621Jul-11 SPX 12/17/2011 325 P 2,404Jul-11 SPX 12/17/2011 350 C 10Jul-11 SPX 12/17/2011 350 P 3,969Jul-11 SPX 12/17/2011 375 P 343Jul-11 SPX 12/17/2011 400 C 82Jul-11 SPX 12/17/2011 400 P 142,343Jul-11 SPX 12/17/2011 425 P 381Jul-11 SPX 12/17/2011 450 P 12,493Jul-11 SPX 12/17/2011 450 C 8Jul-11 SPX 12/17/2011 475 P 648Jul-11 SPX 12/17/2011 500 C 13,582Jul-11 SPX 12/17/2011 500 P 33,667Jul-11 SPX 12/17/2011 525 P 8,004Jul-11 SPX 12/17/2011 550 C 6Jul-11 SPX 12/17/2011 550 P 28,858Jul-11 SPX 12/17/2011 575 P 7,549Jul-11 SPX 12/17/2011 600 C 21Jul-11 SPX 12/17/2011 600 P 73,430Jul-11 SPX 12/17/2011 650 C 1,217Jul-11 SPX 12/17/2011 650 P 38,843Jul-11 SPX 12/17/2011 675 P 21,365Jul-11 SPX 12/17/2011 700 C 5,391Jul-11 SPX 12/17/2011 700 P 80,454
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 12/17/2011 725 P 2,048Jul-11 SPX 12/17/2011 750 P 66,241Jul-11 SPX 12/17/2011 750 C 404Jul-11 SPX 12/17/2011 770 P 2,779Jul-11 SPX 12/17/2011 775 C 4Jul-11 SPX 12/17/2011 775 P 14,540Jul-11 SPX 12/17/2011 800 C 13,709Jul-11 SPX 12/17/2011 800 P 90,319Jul-11 SPX 12/17/2011 825 P 4,991Jul-11 SPX 12/17/2011 825 C 151Jul-11 SPX 12/17/2011 850 P 49,091Jul-11 SPX 12/17/2011 850 C 6,744Jul-11 SPX 12/17/2011 875 P 34,961Jul-11 SPX 12/17/2011 900 C 17,757Jul-11 SPX 12/17/2011 900 P 97,729Jul-11 SPX 12/17/2011 920 P 6,169Jul-11 SPX 12/17/2011 920 C 606Jul-11 SPX 12/17/2011 925 P 26,885Jul-11 SPX 12/17/2011 950 C 6,410Jul-11 SPX 12/17/2011 950 P 35,929Jul-11 SPX 12/17/2011 975 C 9Jul-11 SPX 12/17/2011 975 P 27,106Jul-11 SPX 12/17/2011 1000 P 111,797Jul-11 SPX 12/17/2011 1000 C 19,537Jul-11 SPX 12/17/2011 1025 P 15,289Jul-11 SPX 12/17/2011 1025 C 2,032Jul-11 SPX 12/17/2011 1030 P 5,388Jul-11 SPX 12/17/2011 1050 C 14,903Jul-11 SPX 12/17/2011 1050 P 67,381Jul-11 SPX 12/17/2011 1075 P 35,159Jul-11 SPX 12/17/2011 1075 C 8,425Jul-11 SPX 12/17/2011 1090 P 3,466Jul-11 SPX 12/17/2011 1095 P 1,179Jul-11 SPX 12/17/2011 1100 C 71,054Jul-11 SPX 12/17/2011 1100 P 137,518Jul-11 SPX 12/17/2011 1125 P 45,993Jul-11 SPX 12/17/2011 1125 C 20,735Jul-11 SPX 12/17/2011 1140 P 2,382Jul-11 SPX 12/17/2011 1140 C 1Jul-11 SPX 12/17/2011 1150 C 37,285Jul-11 SPX 12/17/2011 1150 P 92,306Jul-11 SPX 12/17/2011 1175 C 17,980Jul-11 SPX 12/17/2011 1175 P 50,566Jul-11 SPX 12/17/2011 1180 P 5,437Jul-11 SPX 12/17/2011 1180 C 6Jul-11 SPX 12/17/2011 1185 P 25Jul-11 SPX 12/17/2011 1200 C 76,138Jul-11 SPX 12/17/2011 1200 P 119,892Jul-11 SPX 12/17/2011 1225 C 11,868
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 12/17/2011 1225 P 34,940Jul-11 SPX 12/17/2011 1245 P 982Jul-11 SPX 12/17/2011 1250 C 31,566Jul-11 SPX 12/17/2011 1250 P 82,143Jul-11 SPX 12/17/2011 1275 C 34,050Jul-11 SPX 12/17/2011 1275 P 50,425Jul-11 SPX 12/17/2011 1285 C 1,733Jul-11 SPX 12/17/2011 1285 P 1,584Jul-11 SPX 12/17/2011 1300 P 93,342Jul-11 SPX 12/17/2011 1300 C 101,129Jul-11 SPX 12/17/2011 1305 P 10Jul-11 SPX 12/17/2011 1310 C 154Jul-11 SPX 12/17/2011 1310 P 76Jul-11 SPX 12/17/2011 1315 C 68Jul-11 SPX 12/17/2011 1315 P 68Jul-11 SPX 12/17/2011 1320 C 1,000Jul-11 SPX 12/17/2011 1325 P 24,710Jul-11 SPX 12/17/2011 1325 C 53,366Jul-11 SPX 12/17/2011 1335 C 2,500Jul-11 SPX 12/17/2011 1335 P 4,515Jul-11 SPX 12/17/2011 1350 C 68,739Jul-11 SPX 12/17/2011 1350 P 26,509Jul-11 SPX 12/17/2011 1375 P 3,028Jul-11 SPX 12/17/2011 1375 C 48,256Jul-11 SPX 12/17/2011 1400 C 208,317Jul-11 SPX 12/17/2011 1400 P 30,830Jul-11 SPX 12/17/2011 1415 P 2Jul-11 SPX 12/17/2011 1415 C 63Jul-11 SPX 12/17/2011 1420 C 216Jul-11 SPX 12/17/2011 1420 P 601Jul-11 SPX 12/17/2011 1425 C 32,367Jul-11 SPX 12/17/2011 1425 P 206Jul-11 SPX 12/17/2011 1450 C 84,862Jul-11 SPX 12/17/2011 1450 P 3,828Jul-11 SPX 12/17/2011 1475 P 501Jul-11 SPX 12/17/2011 1475 C 28,989Jul-11 SPX 12/17/2011 1500 C 150,070Jul-11 SPX 12/17/2011 1500 P 15,791Jul-11 SPX 12/17/2011 1525 C 5,295Jul-11 SPX 12/17/2011 1525 P 1Jul-11 SPX 12/17/2011 1550 C 48,215Jul-11 SPX 12/17/2011 1550 P 16Jul-11 SPX 12/17/2011 1600 P 542Jul-11 SPX 12/17/2011 1600 C 59,965Jul-11 SPX 12/17/2011 1700 C 14,380Jul-11 SPX 12/17/2011 1700 P 2,097Jul-11 SPX 12/17/2011 1800 C 1,893Jul-11 SPX 12/17/2011 1800 P 619Jul-11 SPX 12/17/2011 1900 C 1,241
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 12/17/2011 1900 P 107Jul-11 SPX 12/17/2011 2000 P 228Jul-11 SPX 12/17/2011 2000 C 5,839Jul-11 SPX 12/17/2011 2250 C 163Jul-11 SPX 12/17/2011 2250 P 57Jul-11 SPX 12/17/2011 2500 C 335Jul-11 SPX 12/17/2011 2500 P 214Jul-11 SPX 12/17/2011 3000 C 718Jul-11 SPX 12/17/2011 3000 P 145Jul-11 SPX 3/17/2012 200 C 100Jul-11 SPX 3/17/2012 400 P 10Jul-11 SPX 3/17/2012 500 C 1,300Jul-11 SPX 3/17/2012 500 P 1,345Jul-11 SPX 3/17/2012 600 P 24,338Jul-11 SPX 3/17/2012 650 P 8,505Jul-11 SPX 3/17/2012 700 P 24,004Jul-11 SPX 3/17/2012 750 P 1,802Jul-11 SPX 3/17/2012 800 P 6,403Jul-11 SPX 3/17/2012 850 P 32,708Jul-11 SPX 3/17/2012 875 P 32Jul-11 SPX 3/17/2012 900 P 4,828Jul-11 SPX 3/17/2012 925 P 350Jul-11 SPX 3/17/2012 950 P 2,056Jul-11 SPX 3/17/2012 975 P 1,663Jul-11 SPX 3/17/2012 1000 C 502Jul-11 SPX 3/17/2012 1000 P 17,828Jul-11 SPX 3/17/2012 1025 P 2,628Jul-11 SPX 3/17/2012 1050 P 6,258Jul-11 SPX 3/17/2012 1050 C 1Jul-11 SPX 3/17/2012 1075 C 2Jul-11 SPX 3/17/2012 1075 P 598Jul-11 SPX 3/17/2012 1100 C 22Jul-11 SPX 3/17/2012 1100 P 32,159Jul-11 SPX 3/17/2012 1125 P 3,395Jul-11 SPX 3/17/2012 1125 C 5Jul-11 SPX 3/17/2012 1150 C 47Jul-11 SPX 3/17/2012 1150 P 14,154Jul-11 SPX 3/17/2012 1175 P 10,446Jul-11 SPX 3/17/2012 1200 C 8Jul-11 SPX 3/17/2012 1200 P 33,512Jul-11 SPX 3/17/2012 1225 C 100Jul-11 SPX 3/17/2012 1225 P 13,475Jul-11 SPX 3/17/2012 1250 P 15,479Jul-11 SPX 3/17/2012 1250 C 4,798Jul-11 SPX 3/17/2012 1275 P 13,977Jul-11 SPX 3/17/2012 1275 C 5,364Jul-11 SPX 3/17/2012 1300 P 55,435Jul-11 SPX 3/17/2012 1300 C 34,647Jul-11 SPX 3/17/2012 1325 P 10,878
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 3/17/2012 1325 C 24,274Jul-11 SPX 3/17/2012 1350 P 3,023Jul-11 SPX 3/17/2012 1350 C 15,492Jul-11 SPX 3/17/2012 1360 C 302Jul-11 SPX 3/17/2012 1375 P 506Jul-11 SPX 3/17/2012 1375 C 9,663Jul-11 SPX 3/17/2012 1400 C 28,689Jul-11 SPX 3/17/2012 1400 P 2,792Jul-11 SPX 3/17/2012 1425 C 16,304Jul-11 SPX 3/17/2012 1425 P 2Jul-11 SPX 3/17/2012 1450 C 7,544Jul-11 SPX 3/17/2012 1450 P 1Jul-11 SPX 3/17/2012 1475 C 5,074Jul-11 SPX 3/17/2012 1500 P 1,524Jul-11 SPX 3/17/2012 1500 C 14,570Jul-11 SPX 3/17/2012 1550 C 3,525Jul-11 SPX 3/17/2012 1600 C 20,840Jul-11 SPX 3/17/2012 1600 P 1,000Jul-11 SPX 3/17/2012 1650 C 1,200Jul-11 SPX 3/17/2012 1700 C 102Jul-11 SPX 6/16/2012 100 P 327Jul-11 SPX 6/16/2012 100 C 5Jul-11 SPX 6/16/2012 200 C 1Jul-11 SPX 6/16/2012 200 P 3,488Jul-11 SPX 6/16/2012 300 P 407Jul-11 SPX 6/16/2012 400 P 99Jul-11 SPX 6/16/2012 450 P 117Jul-11 SPX 6/16/2012 500 C 108Jul-11 SPX 6/16/2012 500 P 1,124Jul-11 SPX 6/16/2012 550 P 75Jul-11 SPX 6/16/2012 600 P 30,027Jul-11 SPX 6/16/2012 650 P 1,291Jul-11 SPX 6/16/2012 700 C 381Jul-11 SPX 6/16/2012 700 P 3,296Jul-11 SPX 6/16/2012 725 P 50Jul-11 SPX 6/16/2012 750 P 1,321Jul-11 SPX 6/16/2012 775 P 153Jul-11 SPX 6/16/2012 800 C 1,500Jul-11 SPX 6/16/2012 800 P 15,336Jul-11 SPX 6/16/2012 825 P 349Jul-11 SPX 6/16/2012 850 P 1,072Jul-11 SPX 6/16/2012 875 P 555Jul-11 SPX 6/16/2012 900 P 7,886Jul-11 SPX 6/16/2012 925 P 4,602Jul-11 SPX 6/16/2012 950 P 5,447Jul-11 SPX 6/16/2012 950 C 100Jul-11 SPX 6/16/2012 975 P 5,488Jul-11 SPX 6/16/2012 1000 P 33,359Jul-11 SPX 6/16/2012 1025 P 301
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 6/16/2012 1050 C 2,550Jul-11 SPX 6/16/2012 1050 P 14,250Jul-11 SPX 6/16/2012 1075 C 2,550Jul-11 SPX 6/16/2012 1075 P 5,128Jul-11 SPX 6/16/2012 1100 C 5,345Jul-11 SPX 6/16/2012 1100 P 38,220Jul-11 SPX 6/16/2012 1125 C 718Jul-11 SPX 6/16/2012 1125 P 3,084Jul-11 SPX 6/16/2012 1150 P 15,351Jul-11 SPX 6/16/2012 1150 C 1,339Jul-11 SPX 6/16/2012 1175 C 617Jul-11 SPX 6/16/2012 1175 P 6,844Jul-11 SPX 6/16/2012 1200 C 3,202Jul-11 SPX 6/16/2012 1200 P 21,606Jul-11 SPX 6/16/2012 1225 C 611Jul-11 SPX 6/16/2012 1225 P 8,351Jul-11 SPX 6/16/2012 1250 P 28,370Jul-11 SPX 6/16/2012 1250 C 2,514Jul-11 SPX 6/16/2012 1275 P 16,882Jul-11 SPX 6/16/2012 1275 C 5,960Jul-11 SPX 6/16/2012 1300 C 27,320Jul-11 SPX 6/16/2012 1300 P 16,965Jul-11 SPX 6/16/2012 1325 C 5,614Jul-11 SPX 6/16/2012 1325 P 4,907Jul-11 SPX 6/16/2012 1350 P 9,545Jul-11 SPX 6/16/2012 1350 C 18,298Jul-11 SPX 6/16/2012 1375 C 6,980Jul-11 SPX 6/16/2012 1375 P 5Jul-11 SPX 6/16/2012 1400 C 18,566Jul-11 SPX 6/16/2012 1400 P 854Jul-11 SPX 6/16/2012 1425 P 1Jul-11 SPX 6/16/2012 1425 C 2,440Jul-11 SPX 6/16/2012 1450 P 12Jul-11 SPX 6/16/2012 1450 C 8,655Jul-11 SPX 6/16/2012 1475 C 2,175Jul-11 SPX 6/16/2012 1500 C 22,702Jul-11 SPX 6/16/2012 1500 P 108Jul-11 SPX 6/16/2012 1550 C 7,704Jul-11 SPX 6/16/2012 1550 P 130Jul-11 SPX 6/16/2012 1600 C 5,007Jul-11 SPX 6/16/2012 1625 C 9,773Jul-11 SPX 6/16/2012 1650 C 1,751Jul-11 SPX 6/16/2012 1700 C 1,828Jul-11 SPX 6/16/2012 1800 P 3Jul-11 SPX 6/16/2012 1800 C 399Jul-11 SPX 6/16/2012 1900 P 1Jul-11 SPX 6/16/2012 1900 C 487Jul-11 SPX 6/16/2012 2000 P 1Jul-11 SPX 6/16/2012 2000 C 86
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 6/16/2012 2250 P 16Jul-11 SPX 6/16/2012 2250 C 1Jul-11 SPX 6/16/2012 2500 P 246Jul-11 SPX 6/16/2012 2500 C 36Jul-11 SPX 6/16/2012 3000 P 2Jul-11 SPX 6/16/2012 3000 C 113Jul-11 SPX 12/22/2012 100 P 9,878Jul-11 SPX 12/22/2012 100 C 106Jul-11 SPX 12/22/2012 200 C 25Jul-11 SPX 12/22/2012 200 P 14,934Jul-11 SPX 12/22/2012 250 P 9,074Jul-11 SPX 12/22/2012 300 C 23Jul-11 SPX 12/22/2012 300 P 2,916Jul-11 SPX 12/22/2012 350 C 2Jul-11 SPX 12/22/2012 350 P 5,344Jul-11 SPX 12/22/2012 400 P 22,369Jul-11 SPX 12/22/2012 400 C 1Jul-11 SPX 12/22/2012 450 C 10Jul-11 SPX 12/22/2012 450 P 2,990Jul-11 SPX 12/22/2012 500 C 4,370Jul-11 SPX 12/22/2012 500 P 20,062Jul-11 SPX 12/22/2012 550 C 5Jul-11 SPX 12/22/2012 550 P 13,640Jul-11 SPX 12/22/2012 600 P 79,641Jul-11 SPX 12/22/2012 600 C 613Jul-11 SPX 12/22/2012 650 C 5Jul-11 SPX 12/22/2012 650 P 4,632Jul-11 SPX 12/22/2012 675 P 370Jul-11 SPX 12/22/2012 700 C 4,556Jul-11 SPX 12/22/2012 700 P 19,489Jul-11 SPX 12/22/2012 750 P 13,958Jul-11 SPX 12/22/2012 800 C 2,625Jul-11 SPX 12/22/2012 800 P 25,853Jul-11 SPX 12/22/2012 825 C 600Jul-11 SPX 12/22/2012 825 P 677Jul-11 SPX 12/22/2012 850 C 100Jul-11 SPX 12/22/2012 850 P 74,167Jul-11 SPX 12/22/2012 875 P 1,018Jul-11 SPX 12/22/2012 900 C 3,714Jul-11 SPX 12/22/2012 900 P 59,631Jul-11 SPX 12/22/2012 925 C 4Jul-11 SPX 12/22/2012 925 P 4,459Jul-11 SPX 12/22/2012 950 C 5,235Jul-11 SPX 12/22/2012 950 P 30,685Jul-11 SPX 12/22/2012 975 P 566Jul-11 SPX 12/22/2012 975 C 7Jul-11 SPX 12/22/2012 1000 C 15,509Jul-11 SPX 12/22/2012 1000 P 59,107Jul-11 SPX 12/22/2012 1025 C 3,401
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 12/22/2012 1025 P 3,665Jul-11 SPX 12/22/2012 1050 C 14,903Jul-11 SPX 12/22/2012 1050 P 38,504Jul-11 SPX 12/22/2012 1075 P 7,247Jul-11 SPX 12/22/2012 1075 C 4,328Jul-11 SPX 12/22/2012 1100 C 46,838Jul-11 SPX 12/22/2012 1100 P 53,414Jul-11 SPX 12/22/2012 1125 C 7,629Jul-11 SPX 12/22/2012 1125 P 7,864Jul-11 SPX 12/22/2012 1150 C 23,039Jul-11 SPX 12/22/2012 1150 P 39,556Jul-11 SPX 12/22/2012 1175 P 11,595Jul-11 SPX 12/22/2012 1175 C 8,105Jul-11 SPX 12/22/2012 1200 C 26,790Jul-11 SPX 12/22/2012 1200 P 88,852Jul-11 SPX 12/22/2012 1220 C 1,170Jul-11 SPX 12/22/2012 1220 P 1,300Jul-11 SPX 12/22/2012 1225 C 3,900Jul-11 SPX 12/22/2012 1225 P 4,444Jul-11 SPX 12/22/2012 1250 P 50,082Jul-11 SPX 12/22/2012 1250 C 28,216Jul-11 SPX 12/22/2012 1275 C 11,475Jul-11 SPX 12/22/2012 1275 P 20,374Jul-11 SPX 12/22/2012 1300 C 37,113Jul-11 SPX 12/22/2012 1300 P 38,973Jul-11 SPX 12/22/2012 1325 C 23,692Jul-11 SPX 12/22/2012 1325 P 11,973Jul-11 SPX 12/22/2012 1350 P 9,590Jul-11 SPX 12/22/2012 1350 C 20,676Jul-11 SPX 12/22/2012 1375 C 453Jul-11 SPX 12/22/2012 1375 P 2Jul-11 SPX 12/22/2012 1400 C 38,467Jul-11 SPX 12/22/2012 1400 P 10,158Jul-11 SPX 12/22/2012 1425 C 230Jul-11 SPX 12/22/2012 1450 P 703Jul-11 SPX 12/22/2012 1450 C 19,771Jul-11 SPX 12/22/2012 1500 C 40,101Jul-11 SPX 12/22/2012 1500 P 4,555Jul-11 SPX 12/22/2012 1550 C 13,527Jul-11 SPX 12/22/2012 1550 P 10Jul-11 SPX 12/22/2012 1600 C 150,235Jul-11 SPX 12/22/2012 1600 P 26Jul-11 SPX 12/22/2012 1650 C 5,771Jul-11 SPX 12/22/2012 1700 C 18,389Jul-11 SPX 12/22/2012 1700 P 216Jul-11 SPX 12/22/2012 1750 C 4,733Jul-11 SPX 12/22/2012 1800 C 46,670Jul-11 SPX 12/22/2012 1800 P 64Jul-11 SPX 12/22/2012 1900 C 13,910
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 12/22/2012 1900 P 160Jul-11 SPX 12/22/2012 2000 P 342Jul-11 SPX 12/22/2012 2000 C 56,456Jul-11 SPX 12/22/2012 2250 C 224Jul-11 SPX 12/22/2012 2250 P 166Jul-11 SPX 12/22/2012 2500 C 869Jul-11 SPX 12/22/2012 2500 P 752Jul-11 SPX 12/22/2012 3000 P 8Jul-11 SPX 12/22/2012 3000 C 9Jul-11 SPX 6/22/2013 550 P 10Jul-11 SPX 6/22/2013 650 P 1Jul-11 SPX 6/22/2013 700 P 1Jul-11 SPX 6/22/2013 750 C 500Jul-11 SPX 6/22/2013 800 P 204Jul-11 SPX 6/22/2013 850 P 20Jul-11 SPX 6/22/2013 900 C 500Jul-11 SPX 6/22/2013 900 P 325Jul-11 SPX 6/22/2013 950 P 10Jul-11 SPX 6/22/2013 1000 P 2Jul-11 SPX 6/22/2013 1050 P 1,051Jul-11 SPX 6/22/2013 1100 P 4,180Jul-11 SPX 6/22/2013 1150 P 1Jul-11 SPX 6/22/2013 1200 C 35Jul-11 SPX 6/22/2013 1200 P 585Jul-11 SPX 6/22/2013 1250 P 2,900Jul-11 SPX 6/22/2013 1275 P 7,227Jul-11 SPX 6/22/2013 1275 C 34Jul-11 SPX 6/22/2013 1300 C 1,634Jul-11 SPX 6/22/2013 1300 P 1,043Jul-11 SPX 6/22/2013 1325 C 38Jul-11 SPX 6/22/2013 1350 P 106Jul-11 SPX 6/22/2013 1350 C 111Jul-11 SPX 6/22/2013 1400 C 100Jul-11 SPX 6/22/2013 1400 P 3Jul-11 SPX 6/22/2013 1500 C 2,104Jul-11 SPX 6/22/2013 1600 C 2Jul-11 SPX 6/22/2013 1700 C 1,100Jul-11 SPX 6/22/2013 2000 C 2Jul-11 SPX 12/21/2013 100 C 1,725Jul-11 SPX 12/21/2013 100 P 3,875Jul-11 SPX 12/21/2013 200 P 483Jul-11 SPX 12/21/2013 200 C 1,183Jul-11 SPX 12/21/2013 250 P 815Jul-11 SPX 12/21/2013 250 C 1Jul-11 SPX 12/21/2013 300 P 4,219Jul-11 SPX 12/21/2013 350 P 95Jul-11 SPX 12/21/2013 400 P 218Jul-11 SPX 12/21/2013 400 C 10Jul-11 SPX 12/21/2013 450 P 153
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 12/21/2013 500 C 5Jul-11 SPX 12/21/2013 500 P 4,779Jul-11 SPX 12/21/2013 550 P 27Jul-11 SPX 12/21/2013 600 P 809Jul-11 SPX 12/21/2013 650 C 1Jul-11 SPX 12/21/2013 650 P 1,539Jul-11 SPX 12/21/2013 700 C 10Jul-11 SPX 12/21/2013 700 P 12,582Jul-11 SPX 12/21/2013 750 C 501Jul-11 SPX 12/21/2013 750 P 527Jul-11 SPX 12/21/2013 800 P 9,904Jul-11 SPX 12/21/2013 800 C 288Jul-11 SPX 12/21/2013 850 C 1Jul-11 SPX 12/21/2013 850 P 5,130Jul-11 SPX 12/21/2013 900 C 14Jul-11 SPX 12/21/2013 900 P 2,907Jul-11 SPX 12/21/2013 925 P 20Jul-11 SPX 12/21/2013 950 P 9Jul-11 SPX 12/21/2013 975 P 2Jul-11 SPX 12/21/2013 1000 C 12Jul-11 SPX 12/21/2013 1000 P 6,344Jul-11 SPX 12/21/2013 1025 C 2Jul-11 SPX 12/21/2013 1025 P 1Jul-11 SPX 12/21/2013 1050 P 4,927Jul-11 SPX 12/21/2013 1050 C 13Jul-11 SPX 12/21/2013 1075 C 3Jul-11 SPX 12/21/2013 1075 P 160Jul-11 SPX 12/21/2013 1100 C 6Jul-11 SPX 12/21/2013 1100 P 9,456Jul-11 SPX 12/21/2013 1125 P 2,016Jul-11 SPX 12/21/2013 1125 C 1Jul-11 SPX 12/21/2013 1150 P 2,307Jul-11 SPX 12/21/2013 1150 C 851Jul-11 SPX 12/21/2013 1175 C 215Jul-11 SPX 12/21/2013 1175 P 220Jul-11 SPX 12/21/2013 1200 C 1,401Jul-11 SPX 12/21/2013 1200 P 5,751Jul-11 SPX 12/21/2013 1225 C 2Jul-11 SPX 12/21/2013 1225 P 725Jul-11 SPX 12/21/2013 1250 P 4,641Jul-11 SPX 12/21/2013 1250 C 3,651Jul-11 SPX 12/21/2013 1275 C 1,463Jul-11 SPX 12/21/2013 1275 P 2,663Jul-11 SPX 12/21/2013 1300 C 19,557Jul-11 SPX 12/21/2013 1300 P 11,456Jul-11 SPX 12/21/2013 1325 P 5,786Jul-11 SPX 12/21/2013 1325 C 4,241Jul-11 SPX 12/21/2013 1350 P 3,193Jul-11 SPX 12/21/2013 1350 C 5,056
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Jul-11 SPX 12/21/2013 1375 P 511Jul-11 SPX 12/21/2013 1375 C 930Jul-11 SPX 12/21/2013 1400 P 1Jul-11 SPX 12/21/2013 1400 C 4,363Jul-11 SPX 12/21/2013 1425 C 400Jul-11 SPX 12/21/2013 1450 P 1Jul-11 SPX 12/21/2013 1450 C 2,123Jul-11 SPX 12/21/2013 1475 C 1,010Jul-11 SPX 12/21/2013 1500 P 35Jul-11 SPX 12/21/2013 1500 C 4,208Jul-11 SPX 12/21/2013 1525 C 200Jul-11 SPX 12/21/2013 1550 C 1,019Jul-11 SPX 12/21/2013 1600 C 14,290Jul-11 SPX 12/21/2013 1600 P 1Jul-11 SPX 12/21/2013 1650 C 1,012Jul-11 SPX 12/21/2013 1650 P 1Jul-11 SPX 12/21/2013 1700 P 3Jul-11 SPX 12/21/2013 1700 C 2,930Jul-11 SPX 12/21/2013 1800 C 5,913Jul-11 SPX 12/21/2013 1900 C 2,223Jul-11 SPX 12/21/2013 1900 P 3Jul-11 SPX 12/21/2013 2000 C 1,263Jul-11 SPX 12/21/2013 2000 P 83Jul-11 SPX 12/21/2013 2250 P 160Jul-11 SPX 12/21/2013 2250 C 16,850Jul-11 SPX 12/21/2013 2500 C 147Jul-11 SPX 12/21/2013 2500 P 498Jul-11 SPX 12/21/2013 3000 C 52Jul-11 SPX 12/21/2013 3000 P 532
Aug-11 SPXW 9/2/2011 900 P 2,675Aug-11 SPXW 9/2/2011 925 P 5,445Aug-11 SPXW 9/2/2011 950 C 11Aug-11 SPXW 9/2/2011 950 P 10,973Aug-11 SPXW 9/2/2011 975 P 10,148Aug-11 SPXW 9/2/2011 1000 P 8,208Aug-11 SPXW 9/2/2011 1025 P 8,828Aug-11 SPXW 9/2/2011 1025 C 98Aug-11 SPXW 9/2/2011 1030 P 563Aug-11 SPXW 9/2/2011 1040 P 2,592Aug-11 SPXW 9/2/2011 1045 P 1,209Aug-11 SPXW 9/2/2011 1050 C 53Aug-11 SPXW 9/2/2011 1050 P 21,705Aug-11 SPXW 9/2/2011 1055 P 284Aug-11 SPXW 9/2/2011 1055 C 32Aug-11 SPXW 9/2/2011 1060 P 682Aug-11 SPXW 9/2/2011 1060 C 21Aug-11 SPXW 9/2/2011 1065 P 3,065Aug-11 SPXW 9/2/2011 1065 C 21Aug-11 SPXW 9/2/2011 1070 P 792
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPXW 9/2/2011 1070 C 6Aug-11 SPXW 9/2/2011 1075 P 4,687Aug-11 SPXW 9/2/2011 1075 C 25Aug-11 SPXW 9/2/2011 1080 P 876Aug-11 SPXW 9/2/2011 1080 C 12Aug-11 SPXW 9/2/2011 1085 P 574Aug-11 SPXW 9/2/2011 1090 P 5,444Aug-11 SPXW 9/2/2011 1095 P 373Aug-11 SPXW 9/2/2011 1100 P 31,129Aug-11 SPXW 9/2/2011 1100 C 9Aug-11 SPXW 9/2/2011 1105 P 246Aug-11 SPXW 9/2/2011 1105 C 31Aug-11 SPXW 9/2/2011 1110 P 507Aug-11 SPXW 9/2/2011 1110 C 32Aug-11 SPXW 9/2/2011 1115 P 2,565Aug-11 SPXW 9/2/2011 1115 C 11Aug-11 SPXW 9/2/2011 1120 C 43Aug-11 SPXW 9/2/2011 1120 P 610Aug-11 SPXW 9/2/2011 1125 P 16,873Aug-11 SPXW 9/2/2011 1125 C 11Aug-11 SPXW 9/2/2011 1130 P 1,114Aug-11 SPXW 9/2/2011 1130 C 23Aug-11 SPXW 9/2/2011 1135 P 2,760Aug-11 SPXW 9/2/2011 1135 C 60Aug-11 SPXW 9/2/2011 1140 P 11,635Aug-11 SPXW 9/2/2011 1140 C 33Aug-11 SPXW 9/2/2011 1145 P 826Aug-11 SPXW 9/2/2011 1145 C 10Aug-11 SPXW 9/2/2011 1150 P 12,495Aug-11 SPXW 9/2/2011 1150 C 200Aug-11 SPXW 9/2/2011 1155 C 14Aug-11 SPXW 9/2/2011 1155 P 555Aug-11 SPXW 9/2/2011 1160 P 2,074Aug-11 SPXW 9/2/2011 1160 C 1,026Aug-11 SPXW 9/2/2011 1165 P 2,562Aug-11 SPXW 9/2/2011 1165 C 2,375Aug-11 SPXW 9/2/2011 1170 P 861Aug-11 SPXW 9/2/2011 1170 C 151Aug-11 SPXW 9/2/2011 1175 P 7,915Aug-11 SPXW 9/2/2011 1175 C 1,480Aug-11 SPXW 9/2/2011 1180 P 628Aug-11 SPXW 9/2/2011 1180 C 160Aug-11 SPXW 9/2/2011 1185 P 464Aug-11 SPXW 9/2/2011 1185 C 94Aug-11 SPXW 9/2/2011 1190 C 1,139Aug-11 SPXW 9/2/2011 1190 P 6,423Aug-11 SPXW 9/2/2011 1195 P 294Aug-11 SPXW 9/2/2011 1195 C 159Aug-11 SPXW 9/2/2011 1200 P 3,159
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPXW 9/2/2011 1200 C 1,452Aug-11 SPXW 9/2/2011 1205 P 479Aug-11 SPXW 9/2/2011 1205 C 404Aug-11 SPXW 9/2/2011 1210 P 1,878Aug-11 SPXW 9/2/2011 1210 C 756Aug-11 SPXW 9/2/2011 1215 P 572Aug-11 SPXW 9/2/2011 1215 C 297Aug-11 SPXW 9/2/2011 1220 P 800Aug-11 SPXW 9/2/2011 1220 C 2,358Aug-11 SPXW 9/2/2011 1225 C 1,085Aug-11 SPXW 9/2/2011 1225 P 431Aug-11 SPXW 9/2/2011 1230 P 78Aug-11 SPXW 9/2/2011 1230 C 3,042Aug-11 SPXW 9/2/2011 1235 P 35Aug-11 SPXW 9/2/2011 1235 C 3,302Aug-11 SPXW 9/2/2011 1240 P 13Aug-11 SPXW 9/2/2011 1240 C 1,463Aug-11 SPXW 9/2/2011 1245 P 9Aug-11 SPXW 9/2/2011 1245 C 3,022Aug-11 SPXW 9/2/2011 1250 P 437Aug-11 SPXW 9/2/2011 1250 C 7,417Aug-11 SPXW 9/2/2011 1255 P 507Aug-11 SPXW 9/2/2011 1255 C 1,290Aug-11 SPXW 9/2/2011 1260 C 3,217Aug-11 SPXW 9/2/2011 1260 P 739Aug-11 SPXW 9/2/2011 1265 P 11Aug-11 SPXW 9/2/2011 1265 C 1,452Aug-11 SPXW 9/2/2011 1270 P 2Aug-11 SPXW 9/2/2011 1270 C 796Aug-11 SPXW 9/2/2011 1275 P 106Aug-11 SPXW 9/2/2011 1275 C 4,492Aug-11 SPXW 9/2/2011 1300 P 61Aug-11 SPXW 9/2/2011 1300 C 9,295Aug-11 SPXW 9/2/2011 1325 C 8,940Aug-11 SPXW 9/2/2011 1350 C 330Aug-11 SPX 9/17/2011 200 C 310Aug-11 SPX 9/17/2011 200 P 47Aug-11 SPX 9/17/2011 225 C 562Aug-11 SPX 9/17/2011 300 C 1,174Aug-11 SPX 9/17/2011 300 P 375Aug-11 SPX 9/17/2011 350 C 110Aug-11 SPX 9/17/2011 350 P 68Aug-11 SPX 9/17/2011 400 P 3,591Aug-11 SPX 9/17/2011 400 C 1,450Aug-11 SPX 9/17/2011 500 C 89,534Aug-11 SPX 9/17/2011 500 P 87,762Aug-11 SPX 9/17/2011 550 C 110Aug-11 SPX 9/17/2011 550 P 788Aug-11 SPX 9/17/2011 600 C 805
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 9/17/2011 600 P 65,320Aug-11 SPX 9/17/2011 625 C 562Aug-11 SPX 9/17/2011 625 P 21,100Aug-11 SPX 9/17/2011 650 P 26,544Aug-11 SPX 9/17/2011 675 P 19,248Aug-11 SPX 9/17/2011 700 C 2,350Aug-11 SPX 9/17/2011 700 P 47,028Aug-11 SPX 9/17/2011 710 P 6,402Aug-11 SPX 9/17/2011 720 P 4,507Aug-11 SPX 9/17/2011 725 P 3,652Aug-11 SPX 9/17/2011 730 P 4,699Aug-11 SPX 9/17/2011 740 P 6,369Aug-11 SPX 9/17/2011 750 C 150Aug-11 SPX 9/17/2011 750 P 9,540Aug-11 SPX 9/17/2011 755 P 3,568Aug-11 SPX 9/17/2011 760 P 2,868Aug-11 SPX 9/17/2011 765 P 2,829Aug-11 SPX 9/17/2011 770 P 2,782Aug-11 SPX 9/17/2011 775 P 11,615Aug-11 SPX 9/17/2011 780 P 2,892Aug-11 SPX 9/17/2011 785 P 2,837Aug-11 SPX 9/17/2011 790 P 2,795Aug-11 SPX 9/17/2011 795 P 2,682Aug-11 SPX 9/17/2011 800 C 175Aug-11 SPX 9/17/2011 800 P 188,271Aug-11 SPX 9/17/2011 805 P 2,699Aug-11 SPX 9/17/2011 810 P 3,052Aug-11 SPX 9/17/2011 815 P 2,544Aug-11 SPX 9/17/2011 820 P 3,779Aug-11 SPX 9/17/2011 825 C 52Aug-11 SPX 9/17/2011 825 P 30,103Aug-11 SPX 9/17/2011 830 P 2,834Aug-11 SPX 9/17/2011 835 P 2,773Aug-11 SPX 9/17/2011 840 C 10Aug-11 SPX 9/17/2011 840 P 2,958Aug-11 SPX 9/17/2011 845 P 2,584Aug-11 SPX 9/17/2011 850 P 85,973Aug-11 SPX 9/17/2011 855 P 2,259Aug-11 SPX 9/17/2011 860 P 3,367Aug-11 SPX 9/17/2011 865 P 6,706Aug-11 SPX 9/17/2011 870 P 2,892Aug-11 SPX 9/17/2011 875 C 4,027Aug-11 SPX 9/17/2011 875 P 25,312Aug-11 SPX 9/17/2011 880 P 4,158Aug-11 SPX 9/17/2011 885 P 10,645Aug-11 SPX 9/17/2011 890 P 3,541Aug-11 SPX 9/17/2011 895 C 10Aug-11 SPX 9/17/2011 895 P 2,537Aug-11 SPX 9/17/2011 900 C 264
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 9/17/2011 900 P 152,981Aug-11 SPX 9/17/2011 905 P 2,031Aug-11 SPX 9/17/2011 910 P 2,477Aug-11 SPX 9/17/2011 915 P 1,978Aug-11 SPX 9/17/2011 915 C 1Aug-11 SPX 9/17/2011 920 P 4,561Aug-11 SPX 9/17/2011 925 C 94Aug-11 SPX 9/17/2011 925 P 28,089Aug-11 SPX 9/17/2011 930 C 1Aug-11 SPX 9/17/2011 930 P 3,545Aug-11 SPX 9/17/2011 935 P 2,905Aug-11 SPX 9/17/2011 940 P 5,153Aug-11 SPX 9/17/2011 945 C 1Aug-11 SPX 9/17/2011 945 P 3,472Aug-11 SPX 9/17/2011 950 C 14,801Aug-11 SPX 9/17/2011 950 P 90,593Aug-11 SPX 9/17/2011 955 P 2,028Aug-11 SPX 9/17/2011 960 C 11Aug-11 SPX 9/17/2011 960 P 6,520Aug-11 SPX 9/17/2011 965 P 3,907Aug-11 SPX 9/17/2011 970 P 1,988Aug-11 SPX 9/17/2011 975 C 30Aug-11 SPX 9/17/2011 975 P 42,095Aug-11 SPX 9/17/2011 980 C 20,010Aug-11 SPX 9/17/2011 980 P 18,221Aug-11 SPX 9/17/2011 985 C 10Aug-11 SPX 9/17/2011 985 P 3,669Aug-11 SPX 9/17/2011 990 P 8,545Aug-11 SPX 9/17/2011 990 C 21Aug-11 SPX 9/17/2011 995 P 2,044Aug-11 SPX 9/17/2011 1000 C 4,215Aug-11 SPX 9/17/2011 1000 P 124,854Aug-11 SPX 9/17/2011 1005 C 11Aug-11 SPX 9/17/2011 1005 P 1,734Aug-11 SPX 9/17/2011 1010 C 5Aug-11 SPX 9/17/2011 1010 P 4,153Aug-11 SPX 9/17/2011 1015 C 5Aug-11 SPX 9/17/2011 1015 P 3,068Aug-11 SPX 9/17/2011 1020 P 9,242Aug-11 SPX 9/17/2011 1020 C 10Aug-11 SPX 9/17/2011 1025 P 53,694Aug-11 SPX 9/17/2011 1025 C 51Aug-11 SPX 9/17/2011 1030 C 19Aug-11 SPX 9/17/2011 1030 P 9,891Aug-11 SPX 9/17/2011 1035 C 10Aug-11 SPX 9/17/2011 1035 P 7,671Aug-11 SPX 9/17/2011 1040 C 60Aug-11 SPX 9/17/2011 1040 P 10,248Aug-11 SPX 9/17/2011 1045 C 20
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 9/17/2011 1045 P 2,881Aug-11 SPX 9/17/2011 1050 C 555Aug-11 SPX 9/17/2011 1050 P 130,321Aug-11 SPX 9/17/2011 1055 P 3,390Aug-11 SPX 9/17/2011 1055 C 5Aug-11 SPX 9/17/2011 1060 C 50Aug-11 SPX 9/17/2011 1060 P 17,792Aug-11 SPX 9/17/2011 1065 C 1Aug-11 SPX 9/17/2011 1065 P 2,060Aug-11 SPX 9/17/2011 1070 C 2Aug-11 SPX 9/17/2011 1070 P 10,953Aug-11 SPX 9/17/2011 1075 C 8,395Aug-11 SPX 9/17/2011 1075 P 67,563Aug-11 SPX 9/17/2011 1080 C 215Aug-11 SPX 9/17/2011 1080 P 26,979Aug-11 SPX 9/17/2011 1085 C 14Aug-11 SPX 9/17/2011 1085 P 5,469Aug-11 SPX 9/17/2011 1090 P 5,033Aug-11 SPX 9/17/2011 1090 C 12Aug-11 SPX 9/17/2011 1095 C 11Aug-11 SPX 9/17/2011 1095 P 1,570Aug-11 SPX 9/17/2011 1100 C 21,912Aug-11 SPX 9/17/2011 1100 P 161,277Aug-11 SPX 9/17/2011 1105 C 361Aug-11 SPX 9/17/2011 1105 P 3,339Aug-11 SPX 9/17/2011 1110 C 1,697Aug-11 SPX 9/17/2011 1110 P 23,969Aug-11 SPX 9/17/2011 1115 C 2,727Aug-11 SPX 9/17/2011 1115 P 15,129Aug-11 SPX 9/17/2011 1120 P 37,161Aug-11 SPX 9/17/2011 1120 C 9,157Aug-11 SPX 9/17/2011 1125 C 44,825Aug-11 SPX 9/17/2011 1125 P 90,750Aug-11 SPX 9/17/2011 1130 C 20,484Aug-11 SPX 9/17/2011 1130 P 42,310Aug-11 SPX 9/17/2011 1135 C 23,420Aug-11 SPX 9/17/2011 1135 P 29,821Aug-11 SPX 9/17/2011 1140 C 34,903Aug-11 SPX 9/17/2011 1140 P 55,370Aug-11 SPX 9/17/2011 1145 C 26,413Aug-11 SPX 9/17/2011 1145 P 30,098Aug-11 SPX 9/17/2011 1150 C 141,975Aug-11 SPX 9/17/2011 1150 P 218,453Aug-11 SPX 9/17/2011 1155 P 23,208Aug-11 SPX 9/17/2011 1155 C 15,934Aug-11 SPX 9/17/2011 1160 P 47,914Aug-11 SPX 9/17/2011 1160 C 35,799Aug-11 SPX 9/17/2011 1165 P 21,166Aug-11 SPX 9/17/2011 1165 C 27,444
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 9/17/2011 1170 P 35,770Aug-11 SPX 9/17/2011 1170 C 21,151Aug-11 SPX 9/17/2011 1175 P 87,427Aug-11 SPX 9/17/2011 1175 C 88,011Aug-11 SPX 9/17/2011 1180 C 26,335Aug-11 SPX 9/17/2011 1180 P 40,352Aug-11 SPX 9/17/2011 1185 P 19,617Aug-11 SPX 9/17/2011 1185 C 20,967Aug-11 SPX 9/17/2011 1190 P 39,859Aug-11 SPX 9/17/2011 1190 C 38,634Aug-11 SPX 9/17/2011 1195 P 32,647Aug-11 SPX 9/17/2011 1195 C 32,936Aug-11 SPX 9/17/2011 1200 P 207,685Aug-11 SPX 9/17/2011 1200 C 139,082Aug-11 SPX 9/17/2011 1205 P 26,435Aug-11 SPX 9/17/2011 1205 C 34,539Aug-11 SPX 9/17/2011 1210 C 29,058Aug-11 SPX 9/17/2011 1210 P 13,383Aug-11 SPX 9/17/2011 1215 C 22,613Aug-11 SPX 9/17/2011 1215 P 16,256Aug-11 SPX 9/17/2011 1220 P 34,934Aug-11 SPX 9/17/2011 1220 C 31,617Aug-11 SPX 9/17/2011 1225 P 97,846Aug-11 SPX 9/17/2011 1225 C 61,696Aug-11 SPX 9/17/2011 1230 P 13,025Aug-11 SPX 9/17/2011 1230 C 19,969Aug-11 SPX 9/17/2011 1235 P 15,006Aug-11 SPX 9/17/2011 1235 C 17,141Aug-11 SPX 9/17/2011 1240 P 13,074Aug-11 SPX 9/17/2011 1240 C 37,458Aug-11 SPX 9/17/2011 1245 P 4,334Aug-11 SPX 9/17/2011 1245 C 14,190Aug-11 SPX 9/17/2011 1250 C 120,913Aug-11 SPX 9/17/2011 1250 P 153,666Aug-11 SPX 9/17/2011 1255 P 7,183Aug-11 SPX 9/17/2011 1255 C 17,705Aug-11 SPX 9/17/2011 1260 P 34,833Aug-11 SPX 9/17/2011 1260 C 37,016Aug-11 SPX 9/17/2011 1265 P 35,005Aug-11 SPX 9/17/2011 1265 C 37,482Aug-11 SPX 9/17/2011 1270 P 46,068Aug-11 SPX 9/17/2011 1270 C 43,897Aug-11 SPX 9/17/2011 1275 P 85,803Aug-11 SPX 9/17/2011 1275 C 140,742Aug-11 SPX 9/17/2011 1280 P 28,696Aug-11 SPX 9/17/2011 1280 C 54,448Aug-11 SPX 9/17/2011 1285 P 31,537Aug-11 SPX 9/17/2011 1285 C 34,594Aug-11 SPX 9/17/2011 1290 P 31,541
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 9/17/2011 1290 C 26,688Aug-11 SPX 9/17/2011 1295 P 22,709Aug-11 SPX 9/17/2011 1295 C 24,330Aug-11 SPX 9/17/2011 1300 P 222,989Aug-11 SPX 9/17/2011 1300 C 243,080Aug-11 SPX 9/17/2011 1305 P 21,837Aug-11 SPX 9/17/2011 1305 C 23,374Aug-11 SPX 9/17/2011 1310 P 53,932Aug-11 SPX 9/17/2011 1310 C 34,952Aug-11 SPX 9/17/2011 1315 P 34,131Aug-11 SPX 9/17/2011 1315 C 35,012Aug-11 SPX 9/17/2011 1320 C 29,528Aug-11 SPX 9/17/2011 1320 P 32,041Aug-11 SPX 9/17/2011 1325 P 45,420Aug-11 SPX 9/17/2011 1325 C 58,497Aug-11 SPX 9/17/2011 1330 P 61,716Aug-11 SPX 9/17/2011 1330 C 32,533Aug-11 SPX 9/17/2011 1335 P 24,117Aug-11 SPX 9/17/2011 1335 C 24,379Aug-11 SPX 9/17/2011 1340 P 24,801Aug-11 SPX 9/17/2011 1340 C 38,642Aug-11 SPX 9/17/2011 1345 P 16,505Aug-11 SPX 9/17/2011 1345 C 19,315Aug-11 SPX 9/17/2011 1350 C 69,781Aug-11 SPX 9/17/2011 1350 P 27,909Aug-11 SPX 9/17/2011 1355 C 1,607Aug-11 SPX 9/17/2011 1355 P 203Aug-11 SPX 9/17/2011 1360 P 2,289Aug-11 SPX 9/17/2011 1360 C 10,324Aug-11 SPX 9/17/2011 1365 P 664Aug-11 SPX 9/17/2011 1365 C 7,965Aug-11 SPX 9/17/2011 1370 C 8,573Aug-11 SPX 9/17/2011 1375 P 1,622Aug-11 SPX 9/17/2011 1375 C 44,984Aug-11 SPX 9/17/2011 1380 P 1,210Aug-11 SPX 9/17/2011 1380 C 8,541Aug-11 SPX 9/17/2011 1385 C 8,118Aug-11 SPX 9/17/2011 1390 C 21,889Aug-11 SPX 9/17/2011 1390 P 604Aug-11 SPX 9/17/2011 1395 C 7,992Aug-11 SPX 9/17/2011 1400 P 6,144Aug-11 SPX 9/17/2011 1400 C 132,335Aug-11 SPX 9/17/2011 1405 C 2,621Aug-11 SPX 9/17/2011 1410 P 1Aug-11 SPX 9/17/2011 1410 C 2,329Aug-11 SPX 9/17/2011 1415 P 10Aug-11 SPX 9/17/2011 1415 C 3,975Aug-11 SPX 9/17/2011 1420 C 2,347Aug-11 SPX 9/17/2011 1420 P 10
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 9/17/2011 1425 C 26,929Aug-11 SPX 9/17/2011 1425 P 551Aug-11 SPX 9/17/2011 1430 C 544Aug-11 SPX 9/17/2011 1435 C 183Aug-11 SPX 9/17/2011 1440 P 2Aug-11 SPX 9/17/2011 1440 C 2,481Aug-11 SPX 9/17/2011 1445 C 1,020Aug-11 SPX 9/17/2011 1450 P 267Aug-11 SPX 9/17/2011 1450 C 54,406Aug-11 SPX 9/17/2011 1455 C 105Aug-11 SPX 9/17/2011 1460 C 509Aug-11 SPX 9/17/2011 1460 P 1Aug-11 SPX 9/17/2011 1465 C 299Aug-11 SPX 9/17/2011 1470 C 253Aug-11 SPX 9/17/2011 1475 C 9,664Aug-11 SPX 9/17/2011 1480 C 315Aug-11 SPX 9/17/2011 1485 C 103Aug-11 SPX 9/17/2011 1490 C 161Aug-11 SPX 9/17/2011 1495 C 263Aug-11 SPX 9/17/2011 1500 P 88,660Aug-11 SPX 9/17/2011 1500 C 101,263Aug-11 SPX 9/17/2011 1510 C 250Aug-11 SPX 9/17/2011 1520 C 212Aug-11 SPX 9/17/2011 1525 P 4Aug-11 SPX 9/17/2011 1525 C 2,321Aug-11 SPX 9/17/2011 1530 C 1,470Aug-11 SPX 9/17/2011 1550 P 14Aug-11 SPX 9/17/2011 1550 C 6,062Aug-11 SPX 9/17/2011 1600 C 11,692Aug-11 SPX 9/17/2011 1600 P 63Aug-11 SPX 9/17/2011 1650 P 10Aug-11 SPX 9/17/2011 1650 C 2,082Aug-11 SPX 9/17/2011 1700 P 579Aug-11 SPX 9/17/2011 1700 C 2,299Aug-11 SPX 9/17/2011 1750 P 10Aug-11 SPX 9/17/2011 1750 C 542Aug-11 SPX 9/17/2011 1800 P 745Aug-11 SPX 9/17/2011 1800 C 55Aug-11 SPX 9/17/2011 1900 P 569Aug-11 SPX 9/17/2011 1900 C 31Aug-11 SPX 9/17/2011 2000 P 735Aug-11 SPX 9/17/2011 2000 C 264Aug-11 SPX 9/17/2011 2500 C 714Aug-11 SPX 9/17/2011 3000 P 116Aug-11 SPX 9/17/2011 3000 C 1,886Aug-11 SPX 10/22/2011 100 P 10Aug-11 SPX 10/22/2011 400 P 16Aug-11 SPX 10/22/2011 500 P 426Aug-11 SPX 10/22/2011 550 P 7,224
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 10/22/2011 600 P 6,535Aug-11 SPX 10/22/2011 600 C 50Aug-11 SPX 10/22/2011 650 P 14,888Aug-11 SPX 10/22/2011 650 C 75Aug-11 SPX 10/22/2011 700 P 11,187Aug-11 SPX 10/22/2011 700 C 90Aug-11 SPX 10/22/2011 710 P 10Aug-11 SPX 10/22/2011 725 P 506Aug-11 SPX 10/22/2011 740 P 3Aug-11 SPX 10/22/2011 750 P 90,374Aug-11 SPX 10/22/2011 750 C 75Aug-11 SPX 10/22/2011 770 P 2Aug-11 SPX 10/22/2011 775 P 3,081Aug-11 SPX 10/22/2011 780 P 120Aug-11 SPX 10/22/2011 800 P 105,108Aug-11 SPX 10/22/2011 800 C 77Aug-11 SPX 10/22/2011 810 P 22Aug-11 SPX 10/22/2011 820 P 2Aug-11 SPX 10/22/2011 825 P 11,312Aug-11 SPX 10/22/2011 830 P 3Aug-11 SPX 10/22/2011 835 P 3Aug-11 SPX 10/22/2011 840 P 5Aug-11 SPX 10/22/2011 845 P 3Aug-11 SPX 10/22/2011 850 P 25,370Aug-11 SPX 10/22/2011 850 C 7Aug-11 SPX 10/22/2011 855 P 11Aug-11 SPX 10/22/2011 860 P 48Aug-11 SPX 10/22/2011 865 P 4Aug-11 SPX 10/22/2011 870 P 47Aug-11 SPX 10/22/2011 875 P 24,647Aug-11 SPX 10/22/2011 880 P 419Aug-11 SPX 10/22/2011 885 P 21Aug-11 SPX 10/22/2011 890 P 1,834Aug-11 SPX 10/22/2011 895 P 54Aug-11 SPX 10/22/2011 900 P 49,489Aug-11 SPX 10/22/2011 900 C 2,401Aug-11 SPX 10/22/2011 910 P 10,744Aug-11 SPX 10/22/2011 915 P 19Aug-11 SPX 10/22/2011 920 P 626Aug-11 SPX 10/22/2011 925 P 9,267Aug-11 SPX 10/22/2011 930 P 1,866Aug-11 SPX 10/22/2011 935 P 5Aug-11 SPX 10/22/2011 940 P 1,079Aug-11 SPX 10/22/2011 945 P 1Aug-11 SPX 10/22/2011 950 P 38,495Aug-11 SPX 10/22/2011 950 C 1Aug-11 SPX 10/22/2011 960 P 11,498Aug-11 SPX 10/22/2011 965 P 2Aug-11 SPX 10/22/2011 970 P 1,454
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 10/22/2011 975 P 31,622Aug-11 SPX 10/22/2011 980 P 8,844Aug-11 SPX 10/22/2011 985 P 3Aug-11 SPX 10/22/2011 990 P 1,485Aug-11 SPX 10/22/2011 995 P 32Aug-11 SPX 10/22/2011 1000 P 57,079Aug-11 SPX 10/22/2011 1000 C 1,270Aug-11 SPX 10/22/2011 1005 P 51Aug-11 SPX 10/22/2011 1010 P 4,772Aug-11 SPX 10/22/2011 1015 P 8,111Aug-11 SPX 10/22/2011 1020 P 6,085Aug-11 SPX 10/22/2011 1020 C 1Aug-11 SPX 10/22/2011 1025 P 21,720Aug-11 SPX 10/22/2011 1030 P 15,150Aug-11 SPX 10/22/2011 1035 P 2,501Aug-11 SPX 10/22/2011 1040 P 6,015Aug-11 SPX 10/22/2011 1045 P 11Aug-11 SPX 10/22/2011 1050 C 202Aug-11 SPX 10/22/2011 1050 P 64,932Aug-11 SPX 10/22/2011 1055 P 311Aug-11 SPX 10/22/2011 1060 P 2,183Aug-11 SPX 10/22/2011 1065 P 19Aug-11 SPX 10/22/2011 1070 P 4,638Aug-11 SPX 10/22/2011 1070 C 2Aug-11 SPX 10/22/2011 1075 P 28,190Aug-11 SPX 10/22/2011 1075 C 1,000Aug-11 SPX 10/22/2011 1080 P 5,652Aug-11 SPX 10/22/2011 1080 C 1,203Aug-11 SPX 10/22/2011 1085 P 7Aug-11 SPX 10/22/2011 1090 P 992Aug-11 SPX 10/22/2011 1090 C 10Aug-11 SPX 10/22/2011 1095 P 38Aug-11 SPX 10/22/2011 1095 C 3Aug-11 SPX 10/22/2011 1100 P 91,737Aug-11 SPX 10/22/2011 1100 C 3,763Aug-11 SPX 10/22/2011 1105 P 24Aug-11 SPX 10/22/2011 1105 C 10Aug-11 SPX 10/22/2011 1110 P 929Aug-11 SPX 10/22/2011 1110 C 27Aug-11 SPX 10/22/2011 1115 P 856Aug-11 SPX 10/22/2011 1120 C 293Aug-11 SPX 10/22/2011 1120 P 6,854Aug-11 SPX 10/22/2011 1125 P 28,712Aug-11 SPX 10/22/2011 1125 C 11,011Aug-11 SPX 10/22/2011 1130 P 3,856Aug-11 SPX 10/22/2011 1130 C 2,052Aug-11 SPX 10/22/2011 1135 P 200Aug-11 SPX 10/22/2011 1135 C 504Aug-11 SPX 10/22/2011 1140 P 9,144
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 10/22/2011 1140 C 2,468Aug-11 SPX 10/22/2011 1145 P 119Aug-11 SPX 10/22/2011 1145 C 18Aug-11 SPX 10/22/2011 1150 P 82,265Aug-11 SPX 10/22/2011 1150 C 55,827Aug-11 SPX 10/22/2011 1155 C 11Aug-11 SPX 10/22/2011 1155 P 210Aug-11 SPX 10/22/2011 1160 P 4,895Aug-11 SPX 10/22/2011 1160 C 688Aug-11 SPX 10/22/2011 1165 P 175Aug-11 SPX 10/22/2011 1165 C 112Aug-11 SPX 10/22/2011 1170 P 3,316Aug-11 SPX 10/22/2011 1170 C 1,555Aug-11 SPX 10/22/2011 1175 P 24,158Aug-11 SPX 10/22/2011 1175 C 21,996Aug-11 SPX 10/22/2011 1180 P 5,170Aug-11 SPX 10/22/2011 1180 C 3,421Aug-11 SPX 10/22/2011 1185 C 567Aug-11 SPX 10/22/2011 1185 P 6Aug-11 SPX 10/22/2011 1190 C 1,220Aug-11 SPX 10/22/2011 1190 P 5,082Aug-11 SPX 10/22/2011 1195 P 31Aug-11 SPX 10/22/2011 1195 C 496Aug-11 SPX 10/22/2011 1200 P 32,888Aug-11 SPX 10/22/2011 1200 C 51,000Aug-11 SPX 10/22/2011 1205 P 120Aug-11 SPX 10/22/2011 1205 C 59Aug-11 SPX 10/22/2011 1210 P 1,706Aug-11 SPX 10/22/2011 1210 C 1,905Aug-11 SPX 10/22/2011 1215 P 302Aug-11 SPX 10/22/2011 1215 C 61Aug-11 SPX 10/22/2011 1220 P 3,282Aug-11 SPX 10/22/2011 1220 C 2,476Aug-11 SPX 10/22/2011 1225 C 30,568Aug-11 SPX 10/22/2011 1225 P 20,260Aug-11 SPX 10/22/2011 1230 P 664Aug-11 SPX 10/22/2011 1230 C 2,674Aug-11 SPX 10/22/2011 1235 P 10Aug-11 SPX 10/22/2011 1235 C 764Aug-11 SPX 10/22/2011 1240 P 4,235Aug-11 SPX 10/22/2011 1240 C 577Aug-11 SPX 10/22/2011 1245 P 10Aug-11 SPX 10/22/2011 1245 C 135Aug-11 SPX 10/22/2011 1250 P 25,193Aug-11 SPX 10/22/2011 1250 C 34,233Aug-11 SPX 10/22/2011 1255 P 194Aug-11 SPX 10/22/2011 1255 C 894Aug-11 SPX 10/22/2011 1260 P 2,102Aug-11 SPX 10/22/2011 1260 C 6,632
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 10/22/2011 1265 P 64Aug-11 SPX 10/22/2011 1265 C 1,173Aug-11 SPX 10/22/2011 1270 P 2,993Aug-11 SPX 10/22/2011 1270 C 223Aug-11 SPX 10/22/2011 1275 P 22,676Aug-11 SPX 10/22/2011 1275 C 26,073Aug-11 SPX 10/22/2011 1280 P 1,380Aug-11 SPX 10/22/2011 1280 C 9,364Aug-11 SPX 10/22/2011 1285 P 513Aug-11 SPX 10/22/2011 1285 C 2,040Aug-11 SPX 10/22/2011 1290 P 1,421Aug-11 SPX 10/22/2011 1290 C 13,420Aug-11 SPX 10/22/2011 1295 C 1,815Aug-11 SPX 10/22/2011 1295 P 19Aug-11 SPX 10/22/2011 1300 P 41,907Aug-11 SPX 10/22/2011 1300 C 52,673Aug-11 SPX 10/22/2011 1305 P 625Aug-11 SPX 10/22/2011 1305 C 7,484Aug-11 SPX 10/22/2011 1310 P 764Aug-11 SPX 10/22/2011 1310 C 1,904Aug-11 SPX 10/22/2011 1315 P 215Aug-11 SPX 10/22/2011 1315 C 373Aug-11 SPX 10/22/2011 1320 P 530Aug-11 SPX 10/22/2011 1320 C 7,120Aug-11 SPX 10/22/2011 1325 C 12,392Aug-11 SPX 10/22/2011 1325 P 5,021Aug-11 SPX 10/22/2011 1330 C 15,644Aug-11 SPX 10/22/2011 1330 P 119Aug-11 SPX 10/22/2011 1335 C 233Aug-11 SPX 10/22/2011 1340 P 605Aug-11 SPX 10/22/2011 1340 C 3,064Aug-11 SPX 10/22/2011 1345 P 405Aug-11 SPX 10/22/2011 1345 C 148Aug-11 SPX 10/22/2011 1350 P 2,232Aug-11 SPX 10/22/2011 1350 C 19,245Aug-11 SPX 10/22/2011 1355 C 62Aug-11 SPX 10/22/2011 1360 P 527Aug-11 SPX 10/22/2011 1360 C 1,348Aug-11 SPX 10/22/2011 1365 C 955Aug-11 SPX 10/22/2011 1370 P 2Aug-11 SPX 10/22/2011 1370 C 1,833Aug-11 SPX 10/22/2011 1375 P 266Aug-11 SPX 10/22/2011 1375 C 7,754Aug-11 SPX 10/22/2011 1380 P 448Aug-11 SPX 10/22/2011 1380 C 983Aug-11 SPX 10/22/2011 1385 C 3,847Aug-11 SPX 10/22/2011 1390 C 34Aug-11 SPX 10/22/2011 1395 C 43Aug-11 SPX 10/22/2011 1400 C 17,394
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 10/22/2011 1400 P 4Aug-11 SPX 10/22/2011 1410 C 87Aug-11 SPX 10/22/2011 1415 C 816Aug-11 SPX 10/22/2011 1420 C 51Aug-11 SPX 10/22/2011 1425 C 4,266Aug-11 SPX 10/22/2011 1430 C 1,557Aug-11 SPX 10/22/2011 1440 C 135Aug-11 SPX 10/22/2011 1440 P 395Aug-11 SPX 10/22/2011 1450 C 3,981Aug-11 SPX 10/22/2011 1460 C 1,362Aug-11 SPX 10/22/2011 1470 C 98Aug-11 SPX 10/22/2011 1475 C 3,163Aug-11 SPX 10/22/2011 1480 C 30Aug-11 SPX 10/22/2011 1500 C 4,336Aug-11 SPX 10/22/2011 1520 C 15Aug-11 SPX 10/22/2011 1525 P 1,232Aug-11 SPX 10/22/2011 1525 C 25Aug-11 SPX 11/19/2011 100 P 10Aug-11 SPX 11/19/2011 300 P 50Aug-11 SPX 11/19/2011 500 P 12,617Aug-11 SPX 11/19/2011 550 P 5,841Aug-11 SPX 11/19/2011 600 P 6,179Aug-11 SPX 11/19/2011 650 P 37,112Aug-11 SPX 11/19/2011 700 P 3,678Aug-11 SPX 11/19/2011 725 P 1Aug-11 SPX 11/19/2011 750 P 740Aug-11 SPX 11/19/2011 760 P 5Aug-11 SPX 11/19/2011 780 P 2Aug-11 SPX 11/19/2011 800 P 15,498Aug-11 SPX 11/19/2011 800 C 5Aug-11 SPX 11/19/2011 825 P 769Aug-11 SPX 11/19/2011 840 P 710Aug-11 SPX 11/19/2011 850 P 16,723Aug-11 SPX 11/19/2011 875 P 14,637Aug-11 SPX 11/19/2011 880 P 2,240Aug-11 SPX 11/19/2011 900 P 25,047Aug-11 SPX 11/19/2011 920 P 200Aug-11 SPX 11/19/2011 925 P 8,151Aug-11 SPX 11/19/2011 940 P 4Aug-11 SPX 11/19/2011 950 P 12,265Aug-11 SPX 11/19/2011 960 P 1,366Aug-11 SPX 11/19/2011 975 P 8,260Aug-11 SPX 11/19/2011 980 P 1Aug-11 SPX 11/19/2011 1000 P 15,764Aug-11 SPX 11/19/2011 1000 C 3,500Aug-11 SPX 11/19/2011 1020 P 221Aug-11 SPX 11/19/2011 1025 P 16,541Aug-11 SPX 11/19/2011 1040 P 178Aug-11 SPX 11/19/2011 1040 C 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 11/19/2011 1050 P 18,520Aug-11 SPX 11/19/2011 1050 C 4Aug-11 SPX 11/19/2011 1060 P 10Aug-11 SPX 11/19/2011 1075 C 1,195Aug-11 SPX 11/19/2011 1075 P 9,608Aug-11 SPX 11/19/2011 1080 P 532Aug-11 SPX 11/19/2011 1100 P 34,441Aug-11 SPX 11/19/2011 1100 C 1,118Aug-11 SPX 11/19/2011 1105 P 1Aug-11 SPX 11/19/2011 1120 C 107Aug-11 SPX 11/19/2011 1120 P 58Aug-11 SPX 11/19/2011 1125 C 3,688Aug-11 SPX 11/19/2011 1125 P 12,895Aug-11 SPX 11/19/2011 1130 P 2,500Aug-11 SPX 11/19/2011 1130 C 3Aug-11 SPX 11/19/2011 1135 P 3Aug-11 SPX 11/19/2011 1140 P 123Aug-11 SPX 11/19/2011 1140 C 103Aug-11 SPX 11/19/2011 1150 P 24,679Aug-11 SPX 11/19/2011 1150 C 11,087Aug-11 SPX 11/19/2011 1155 P 9Aug-11 SPX 11/19/2011 1160 C 656Aug-11 SPX 11/19/2011 1160 P 946Aug-11 SPX 11/19/2011 1170 P 11Aug-11 SPX 11/19/2011 1170 C 1Aug-11 SPX 11/19/2011 1175 P 10,954Aug-11 SPX 11/19/2011 1175 C 5,223Aug-11 SPX 11/19/2011 1180 P 1,687Aug-11 SPX 11/19/2011 1180 C 104Aug-11 SPX 11/19/2011 1185 P 2Aug-11 SPX 11/19/2011 1185 C 114Aug-11 SPX 11/19/2011 1190 C 24Aug-11 SPX 11/19/2011 1195 P 42Aug-11 SPX 11/19/2011 1195 C 14Aug-11 SPX 11/19/2011 1200 P 14,243Aug-11 SPX 11/19/2011 1200 C 13,757Aug-11 SPX 11/19/2011 1220 P 1,102Aug-11 SPX 11/19/2011 1220 C 316Aug-11 SPX 11/19/2011 1225 P 5,446Aug-11 SPX 11/19/2011 1225 C 15,318Aug-11 SPX 11/19/2011 1240 P 1,750Aug-11 SPX 11/19/2011 1240 C 510Aug-11 SPX 11/19/2011 1250 P 7,272Aug-11 SPX 11/19/2011 1250 C 18,443Aug-11 SPX 11/19/2011 1260 C 18Aug-11 SPX 11/19/2011 1275 C 5,136Aug-11 SPX 11/19/2011 1275 P 9,410Aug-11 SPX 11/19/2011 1280 C 68Aug-11 SPX 11/19/2011 1300 P 12,482
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 11/19/2011 1300 C 12,878Aug-11 SPX 11/19/2011 1320 P 100Aug-11 SPX 11/19/2011 1320 C 37Aug-11 SPX 11/19/2011 1325 P 1,490Aug-11 SPX 11/19/2011 1325 C 10,779Aug-11 SPX 11/19/2011 1340 C 31Aug-11 SPX 11/19/2011 1350 C 8,074Aug-11 SPX 11/19/2011 1350 P 1,081Aug-11 SPX 11/19/2011 1360 C 21Aug-11 SPX 11/19/2011 1360 P 1Aug-11 SPX 11/19/2011 1375 P 403Aug-11 SPX 11/19/2011 1375 C 11,425Aug-11 SPX 11/19/2011 1380 C 1Aug-11 SPX 11/19/2011 1400 P 5Aug-11 SPX 11/19/2011 1400 C 11,046Aug-11 SPX 11/19/2011 1420 C 20Aug-11 SPX 11/19/2011 1425 C 2,166Aug-11 SPX 11/19/2011 1450 C 791Aug-11 SPX 11/19/2011 1475 C 4,736Aug-11 SPX 11/19/2011 1500 C 829Aug-11 SPX 11/19/2011 1550 C 186Aug-11 SPX 11/19/2011 1600 C 1,235Aug-11 SPX 11/19/2011 1700 C 1,435Aug-11 SPX 11/19/2011 1750 C 58Aug-11 SPX 12/17/2011 50 P 27,401Aug-11 SPX 12/17/2011 100 P 16,134Aug-11 SPX 12/17/2011 100 C 118Aug-11 SPX 12/17/2011 150 P 2,218Aug-11 SPX 12/17/2011 150 C 3,680Aug-11 SPX 12/17/2011 200 P 44,336Aug-11 SPX 12/17/2011 200 C 1Aug-11 SPX 12/17/2011 225 P 6,473Aug-11 SPX 12/17/2011 250 P 117,770Aug-11 SPX 12/17/2011 250 C 15Aug-11 SPX 12/17/2011 275 P 15,562Aug-11 SPX 12/17/2011 280 P 3,938Aug-11 SPX 12/17/2011 280 C 102Aug-11 SPX 12/17/2011 300 P 29,789Aug-11 SPX 12/17/2011 300 C 85Aug-11 SPX 12/17/2011 325 P 2,516Aug-11 SPX 12/17/2011 350 P 4,004Aug-11 SPX 12/17/2011 350 C 3,690Aug-11 SPX 12/17/2011 375 P 424Aug-11 SPX 12/17/2011 400 C 82Aug-11 SPX 12/17/2011 400 P 142,147Aug-11 SPX 12/17/2011 425 P 556Aug-11 SPX 12/17/2011 450 P 12,612Aug-11 SPX 12/17/2011 450 C 8Aug-11 SPX 12/17/2011 475 P 6,298
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 12/17/2011 500 P 37,693Aug-11 SPX 12/17/2011 500 C 17,208Aug-11 SPX 12/17/2011 525 P 8,127Aug-11 SPX 12/17/2011 550 P 37,553Aug-11 SPX 12/17/2011 550 C 6Aug-11 SPX 12/17/2011 575 P 7,553Aug-11 SPX 12/17/2011 600 C 21Aug-11 SPX 12/17/2011 600 P 75,847Aug-11 SPX 12/17/2011 650 P 46,995Aug-11 SPX 12/17/2011 650 C 1,217Aug-11 SPX 12/17/2011 675 P 17,837Aug-11 SPX 12/17/2011 700 P 85,516Aug-11 SPX 12/17/2011 700 C 5,391Aug-11 SPX 12/17/2011 725 P 7,265Aug-11 SPX 12/17/2011 750 P 63,313Aug-11 SPX 12/17/2011 750 C 404Aug-11 SPX 12/17/2011 770 P 2,817Aug-11 SPX 12/17/2011 770 C 50Aug-11 SPX 12/17/2011 775 P 14,395Aug-11 SPX 12/17/2011 775 C 8Aug-11 SPX 12/17/2011 800 P 102,748Aug-11 SPX 12/17/2011 800 C 13,709Aug-11 SPX 12/17/2011 825 P 11,179Aug-11 SPX 12/17/2011 825 C 151Aug-11 SPX 12/17/2011 840 P 2,000Aug-11 SPX 12/17/2011 850 P 65,998Aug-11 SPX 12/17/2011 850 C 6,744Aug-11 SPX 12/17/2011 875 P 26,048Aug-11 SPX 12/17/2011 880 P 1Aug-11 SPX 12/17/2011 890 P 139Aug-11 SPX 12/17/2011 900 P 143,956Aug-11 SPX 12/17/2011 900 C 19,360Aug-11 SPX 12/17/2011 910 P 1Aug-11 SPX 12/17/2011 920 P 5,887Aug-11 SPX 12/17/2011 920 C 606Aug-11 SPX 12/17/2011 925 P 37,479Aug-11 SPX 12/17/2011 950 C 7,814Aug-11 SPX 12/17/2011 950 P 54,658Aug-11 SPX 12/17/2011 975 P 28,304Aug-11 SPX 12/17/2011 975 C 9Aug-11 SPX 12/17/2011 1000 P 151,221Aug-11 SPX 12/17/2011 1000 C 19,554Aug-11 SPX 12/17/2011 1025 P 29,073Aug-11 SPX 12/17/2011 1025 C 2,032Aug-11 SPX 12/17/2011 1030 P 5,392Aug-11 SPX 12/17/2011 1050 P 91,583Aug-11 SPX 12/17/2011 1050 C 14,918Aug-11 SPX 12/17/2011 1065 P 2Aug-11 SPX 12/17/2011 1075 C 8,610
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 12/17/2011 1075 P 40,953Aug-11 SPX 12/17/2011 1090 P 10,584Aug-11 SPX 12/17/2011 1095 P 1,192Aug-11 SPX 12/17/2011 1095 C 3Aug-11 SPX 12/17/2011 1100 P 184,655Aug-11 SPX 12/17/2011 1100 C 74,693Aug-11 SPX 12/17/2011 1125 P 54,692Aug-11 SPX 12/17/2011 1125 C 23,922Aug-11 SPX 12/17/2011 1140 P 5,278Aug-11 SPX 12/17/2011 1140 C 447Aug-11 SPX 12/17/2011 1150 C 64,464Aug-11 SPX 12/17/2011 1150 P 118,761Aug-11 SPX 12/17/2011 1175 C 38,852Aug-11 SPX 12/17/2011 1175 P 74,199Aug-11 SPX 12/17/2011 1180 P 6,092Aug-11 SPX 12/17/2011 1180 C 566Aug-11 SPX 12/17/2011 1185 P 3,756Aug-11 SPX 12/17/2011 1185 C 2,062Aug-11 SPX 12/17/2011 1200 P 134,856Aug-11 SPX 12/17/2011 1200 C 100,869Aug-11 SPX 12/17/2011 1225 P 40,908Aug-11 SPX 12/17/2011 1225 C 25,498Aug-11 SPX 12/17/2011 1245 P 962Aug-11 SPX 12/17/2011 1245 C 1,110Aug-11 SPX 12/17/2011 1250 P 67,507Aug-11 SPX 12/17/2011 1250 C 67,166Aug-11 SPX 12/17/2011 1275 C 59,059Aug-11 SPX 12/17/2011 1275 P 48,540Aug-11 SPX 12/17/2011 1285 P 1,818Aug-11 SPX 12/17/2011 1285 C 4,985Aug-11 SPX 12/17/2011 1300 P 96,149Aug-11 SPX 12/17/2011 1300 C 109,417Aug-11 SPX 12/17/2011 1305 P 10Aug-11 SPX 12/17/2011 1305 C 2Aug-11 SPX 12/17/2011 1310 P 76Aug-11 SPX 12/17/2011 1310 C 678Aug-11 SPX 12/17/2011 1315 P 68Aug-11 SPX 12/17/2011 1315 C 376Aug-11 SPX 12/17/2011 1320 C 1,380Aug-11 SPX 12/17/2011 1325 C 55,615Aug-11 SPX 12/17/2011 1325 P 24,335Aug-11 SPX 12/17/2011 1335 P 4,529Aug-11 SPX 12/17/2011 1335 C 2,753Aug-11 SPX 12/17/2011 1350 P 25,807Aug-11 SPX 12/17/2011 1350 C 96,434Aug-11 SPX 12/17/2011 1375 P 3,006Aug-11 SPX 12/17/2011 1375 C 57,951Aug-11 SPX 12/17/2011 1395 C 2,051Aug-11 SPX 12/17/2011 1400 P 28,844
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 12/17/2011 1400 C 264,137Aug-11 SPX 12/17/2011 1415 P 2Aug-11 SPX 12/17/2011 1415 C 1,428Aug-11 SPX 12/17/2011 1420 C 220Aug-11 SPX 12/17/2011 1420 P 700Aug-11 SPX 12/17/2011 1425 P 208Aug-11 SPX 12/17/2011 1425 C 41,364Aug-11 SPX 12/17/2011 1450 P 3,814Aug-11 SPX 12/17/2011 1450 C 101,453Aug-11 SPX 12/17/2011 1475 P 501Aug-11 SPX 12/17/2011 1475 C 32,704Aug-11 SPX 12/17/2011 1500 P 19,855Aug-11 SPX 12/17/2011 1500 C 162,216Aug-11 SPX 12/17/2011 1525 P 1Aug-11 SPX 12/17/2011 1525 C 5,338Aug-11 SPX 12/17/2011 1550 P 15Aug-11 SPX 12/17/2011 1550 C 48,139Aug-11 SPX 12/17/2011 1600 P 542Aug-11 SPX 12/17/2011 1600 C 60,836Aug-11 SPX 12/17/2011 1700 P 3,139Aug-11 SPX 12/17/2011 1700 C 16,621Aug-11 SPX 12/17/2011 1800 P 1,348Aug-11 SPX 12/17/2011 1800 C 2,502Aug-11 SPX 12/17/2011 1900 P 1,222Aug-11 SPX 12/17/2011 1900 C 1,452Aug-11 SPX 12/17/2011 2000 P 1,103Aug-11 SPX 12/17/2011 2000 C 5,839Aug-11 SPX 12/17/2011 2250 P 57Aug-11 SPX 12/17/2011 2250 C 163Aug-11 SPX 12/17/2011 2500 P 214Aug-11 SPX 12/17/2011 2500 C 335Aug-11 SPX 12/17/2011 3000 C 721Aug-11 SPX 12/17/2011 3000 P 135Aug-11 SPX 3/17/2012 200 P 71Aug-11 SPX 3/17/2012 200 C 100Aug-11 SPX 3/17/2012 300 P 165Aug-11 SPX 3/17/2012 400 P 1,595Aug-11 SPX 3/17/2012 500 P 1,928Aug-11 SPX 3/17/2012 500 C 1,300Aug-11 SPX 3/17/2012 600 P 33,700Aug-11 SPX 3/17/2012 650 P 8,943Aug-11 SPX 3/17/2012 700 P 28,048Aug-11 SPX 3/17/2012 750 P 3,058Aug-11 SPX 3/17/2012 800 P 35,890Aug-11 SPX 3/17/2012 850 P 44,395Aug-11 SPX 3/17/2012 875 P 10,629Aug-11 SPX 3/17/2012 900 P 21,239Aug-11 SPX 3/17/2012 900 C 45Aug-11 SPX 3/17/2012 925 P 10,680
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 3/17/2012 950 P 15,798Aug-11 SPX 3/17/2012 975 P 4,066Aug-11 SPX 3/17/2012 1000 P 28,656Aug-11 SPX 3/17/2012 1000 C 542Aug-11 SPX 3/17/2012 1025 P 8,864Aug-11 SPX 3/17/2012 1030 P 500Aug-11 SPX 3/17/2012 1050 P 27,595Aug-11 SPX 3/17/2012 1050 C 153Aug-11 SPX 3/17/2012 1075 P 14,694Aug-11 SPX 3/17/2012 1075 C 4Aug-11 SPX 3/17/2012 1100 P 46,409Aug-11 SPX 3/17/2012 1100 C 831Aug-11 SPX 3/17/2012 1125 P 9,377Aug-11 SPX 3/17/2012 1125 C 1,518Aug-11 SPX 3/17/2012 1150 P 32,642Aug-11 SPX 3/17/2012 1150 C 17,004Aug-11 SPX 3/17/2012 1175 P 15,681Aug-11 SPX 3/17/2012 1175 C 8,564Aug-11 SPX 3/17/2012 1200 P 43,840Aug-11 SPX 3/17/2012 1200 C 21,435Aug-11 SPX 3/17/2012 1225 C 4,434Aug-11 SPX 3/17/2012 1225 P 21,518Aug-11 SPX 3/17/2012 1250 P 24,201Aug-11 SPX 3/17/2012 1250 C 11,105Aug-11 SPX 3/17/2012 1275 P 12,944Aug-11 SPX 3/17/2012 1275 C 14,119Aug-11 SPX 3/17/2012 1300 P 57,250Aug-11 SPX 3/17/2012 1300 C 52,046Aug-11 SPX 3/17/2012 1325 P 10,881Aug-11 SPX 3/17/2012 1325 C 29,202Aug-11 SPX 3/17/2012 1350 P 2,923Aug-11 SPX 3/17/2012 1350 C 23,421Aug-11 SPX 3/17/2012 1360 C 302Aug-11 SPX 3/17/2012 1375 C 9,669Aug-11 SPX 3/17/2012 1375 P 505Aug-11 SPX 3/17/2012 1400 P 2,711Aug-11 SPX 3/17/2012 1400 C 33,584Aug-11 SPX 3/17/2012 1425 P 2Aug-11 SPX 3/17/2012 1425 C 17,119Aug-11 SPX 3/17/2012 1450 P 1Aug-11 SPX 3/17/2012 1450 C 9,522Aug-11 SPX 3/17/2012 1475 C 5,083Aug-11 SPX 3/17/2012 1500 P 1,454Aug-11 SPX 3/17/2012 1500 C 29,799Aug-11 SPX 3/17/2012 1550 C 3,618Aug-11 SPX 3/17/2012 1600 C 20,932Aug-11 SPX 3/17/2012 1600 P 1,000Aug-11 SPX 3/17/2012 1650 C 1,200Aug-11 SPX 3/17/2012 1700 C 102
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 6/16/2012 100 P 327Aug-11 SPX 6/16/2012 100 C 4Aug-11 SPX 6/16/2012 200 P 3,488Aug-11 SPX 6/16/2012 200 C 1Aug-11 SPX 6/16/2012 300 P 2,413Aug-11 SPX 6/16/2012 400 P 99Aug-11 SPX 6/16/2012 450 P 125Aug-11 SPX 6/16/2012 500 P 2,416Aug-11 SPX 6/16/2012 500 C 768Aug-11 SPX 6/16/2012 550 P 1,665Aug-11 SPX 6/16/2012 600 P 37,039Aug-11 SPX 6/16/2012 650 P 8,006Aug-11 SPX 6/16/2012 700 P 45,516Aug-11 SPX 6/16/2012 700 C 381Aug-11 SPX 6/16/2012 725 P 60Aug-11 SPX 6/16/2012 750 P 1,590Aug-11 SPX 6/16/2012 775 P 263Aug-11 SPX 6/16/2012 800 P 37,566Aug-11 SPX 6/16/2012 800 C 1,501Aug-11 SPX 6/16/2012 825 P 1,118Aug-11 SPX 6/16/2012 850 P 3,195Aug-11 SPX 6/16/2012 875 P 755Aug-11 SPX 6/16/2012 900 P 14,765Aug-11 SPX 6/16/2012 925 P 6,448Aug-11 SPX 6/16/2012 950 P 8,189Aug-11 SPX 6/16/2012 950 C 101Aug-11 SPX 6/16/2012 975 P 5,188Aug-11 SPX 6/16/2012 1000 P 34,302Aug-11 SPX 6/16/2012 1025 P 9,079Aug-11 SPX 6/16/2012 1025 C 4Aug-11 SPX 6/16/2012 1050 P 19,116Aug-11 SPX 6/16/2012 1050 C 2,550Aug-11 SPX 6/16/2012 1075 P 5,946Aug-11 SPX 6/16/2012 1075 C 2,550Aug-11 SPX 6/16/2012 1100 C 7,362Aug-11 SPX 6/16/2012 1100 P 45,205Aug-11 SPX 6/16/2012 1125 P 5,163Aug-11 SPX 6/16/2012 1125 C 1,831Aug-11 SPX 6/16/2012 1150 P 26,255Aug-11 SPX 6/16/2012 1150 C 12,426Aug-11 SPX 6/16/2012 1175 P 7,259Aug-11 SPX 6/16/2012 1175 C 3,105Aug-11 SPX 6/16/2012 1200 P 31,006Aug-11 SPX 6/16/2012 1200 C 17,928Aug-11 SPX 6/16/2012 1225 P 9,679Aug-11 SPX 6/16/2012 1225 C 4,913Aug-11 SPX 6/16/2012 1250 C 4,915Aug-11 SPX 6/16/2012 1250 P 28,232Aug-11 SPX 6/16/2012 1275 C 9,747
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 6/16/2012 1275 P 16,631Aug-11 SPX 6/16/2012 1300 P 17,361Aug-11 SPX 6/16/2012 1300 C 28,003Aug-11 SPX 6/16/2012 1325 P 4,907Aug-11 SPX 6/16/2012 1325 C 6,794Aug-11 SPX 6/16/2012 1350 P 9,545Aug-11 SPX 6/16/2012 1350 C 22,197Aug-11 SPX 6/16/2012 1375 C 7,715Aug-11 SPX 6/16/2012 1400 P 813Aug-11 SPX 6/16/2012 1400 C 19,048Aug-11 SPX 6/16/2012 1425 P 2Aug-11 SPX 6/16/2012 1425 C 7,961Aug-11 SPX 6/16/2012 1450 C 7,864Aug-11 SPX 6/16/2012 1450 P 12Aug-11 SPX 6/16/2012 1475 C 2,849Aug-11 SPX 6/16/2012 1500 P 768Aug-11 SPX 6/16/2012 1500 C 37,097Aug-11 SPX 6/16/2012 1550 P 118Aug-11 SPX 6/16/2012 1550 C 8,506Aug-11 SPX 6/16/2012 1600 C 4,988Aug-11 SPX 6/16/2012 1625 C 9,763Aug-11 SPX 6/16/2012 1650 C 1,760Aug-11 SPX 6/16/2012 1700 C 1,972Aug-11 SPX 6/16/2012 1800 P 3Aug-11 SPX 6/16/2012 1800 C 465Aug-11 SPX 6/16/2012 1900 P 1Aug-11 SPX 6/16/2012 1900 C 483Aug-11 SPX 6/16/2012 2000 P 1Aug-11 SPX 6/16/2012 2000 C 86Aug-11 SPX 6/16/2012 2250 P 16Aug-11 SPX 6/16/2012 2250 C 1Aug-11 SPX 6/16/2012 2500 P 238Aug-11 SPX 6/16/2012 2500 C 36Aug-11 SPX 6/16/2012 3000 P 2Aug-11 SPX 6/16/2012 3000 C 113Aug-11 SPX 12/22/2012 100 C 106Aug-11 SPX 12/22/2012 100 P 10,180Aug-11 SPX 12/22/2012 200 P 15,057Aug-11 SPX 12/22/2012 200 C 25Aug-11 SPX 12/22/2012 250 P 8,912Aug-11 SPX 12/22/2012 300 P 2,804Aug-11 SPX 12/22/2012 300 C 23Aug-11 SPX 12/22/2012 350 P 5,643Aug-11 SPX 12/22/2012 350 C 2Aug-11 SPX 12/22/2012 400 P 22,341Aug-11 SPX 12/22/2012 400 C 1Aug-11 SPX 12/22/2012 450 P 2,991Aug-11 SPX 12/22/2012 450 C 10Aug-11 SPX 12/22/2012 500 P 19,053
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 12/22/2012 500 C 4,370Aug-11 SPX 12/22/2012 550 P 13,660Aug-11 SPX 12/22/2012 550 C 5Aug-11 SPX 12/22/2012 600 P 79,724Aug-11 SPX 12/22/2012 600 C 613Aug-11 SPX 12/22/2012 650 P 5,979Aug-11 SPX 12/22/2012 650 C 5Aug-11 SPX 12/22/2012 675 P 3,220Aug-11 SPX 12/22/2012 700 P 23,441Aug-11 SPX 12/22/2012 700 C 4,556Aug-11 SPX 12/22/2012 750 P 14,317Aug-11 SPX 12/22/2012 800 C 2,619Aug-11 SPX 12/22/2012 800 P 26,012Aug-11 SPX 12/22/2012 825 P 676Aug-11 SPX 12/22/2012 825 C 600Aug-11 SPX 12/22/2012 850 P 73,440Aug-11 SPX 12/22/2012 850 C 100Aug-11 SPX 12/22/2012 875 P 1,159Aug-11 SPX 12/22/2012 900 P 56,973Aug-11 SPX 12/22/2012 900 C 3,714Aug-11 SPX 12/22/2012 925 P 4,464Aug-11 SPX 12/22/2012 925 C 7Aug-11 SPX 12/22/2012 950 C 5,240Aug-11 SPX 12/22/2012 950 P 31,710Aug-11 SPX 12/22/2012 975 C 7Aug-11 SPX 12/22/2012 975 P 2,233Aug-11 SPX 12/22/2012 1000 P 67,407Aug-11 SPX 12/22/2012 1000 C 15,509Aug-11 SPX 12/22/2012 1025 P 3,865Aug-11 SPX 12/22/2012 1025 C 3,401Aug-11 SPX 12/22/2012 1050 P 38,008Aug-11 SPX 12/22/2012 1050 C 14,902Aug-11 SPX 12/22/2012 1075 P 6,923Aug-11 SPX 12/22/2012 1075 C 4,328Aug-11 SPX 12/22/2012 1100 P 57,060Aug-11 SPX 12/22/2012 1100 C 46,938Aug-11 SPX 12/22/2012 1125 P 8,225Aug-11 SPX 12/22/2012 1125 C 7,929Aug-11 SPX 12/22/2012 1150 C 43,348Aug-11 SPX 12/22/2012 1150 P 52,883Aug-11 SPX 12/22/2012 1175 P 12,392Aug-11 SPX 12/22/2012 1175 C 10,044Aug-11 SPX 12/22/2012 1200 P 93,907Aug-11 SPX 12/22/2012 1200 C 35,465Aug-11 SPX 12/22/2012 1220 P 1,300Aug-11 SPX 12/22/2012 1220 C 1,172Aug-11 SPX 12/22/2012 1225 P 9,336Aug-11 SPX 12/22/2012 1225 C 5,250Aug-11 SPX 12/22/2012 1250 P 48,087
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 12/22/2012 1250 C 31,594Aug-11 SPX 12/22/2012 1275 P 20,068Aug-11 SPX 12/22/2012 1275 C 12,153Aug-11 SPX 12/22/2012 1300 P 38,612Aug-11 SPX 12/22/2012 1300 C 37,768Aug-11 SPX 12/22/2012 1325 P 11,880Aug-11 SPX 12/22/2012 1325 C 25,657Aug-11 SPX 12/22/2012 1350 P 9,715Aug-11 SPX 12/22/2012 1350 C 23,056Aug-11 SPX 12/22/2012 1375 P 2Aug-11 SPX 12/22/2012 1375 C 1,407Aug-11 SPX 12/22/2012 1400 P 10,909Aug-11 SPX 12/22/2012 1400 C 36,197Aug-11 SPX 12/22/2012 1425 C 234Aug-11 SPX 12/22/2012 1450 P 703Aug-11 SPX 12/22/2012 1450 C 22,660Aug-11 SPX 12/22/2012 1500 C 42,867Aug-11 SPX 12/22/2012 1500 P 4,541Aug-11 SPX 12/22/2012 1550 P 10Aug-11 SPX 12/22/2012 1550 C 13,619Aug-11 SPX 12/22/2012 1600 P 26Aug-11 SPX 12/22/2012 1600 C 149,994Aug-11 SPX 12/22/2012 1650 C 5,773Aug-11 SPX 12/22/2012 1700 P 203Aug-11 SPX 12/22/2012 1700 C 18,389Aug-11 SPX 12/22/2012 1750 C 4,733Aug-11 SPX 12/22/2012 1800 C 46,670Aug-11 SPX 12/22/2012 1800 P 65Aug-11 SPX 12/22/2012 1900 C 13,910Aug-11 SPX 12/22/2012 1900 P 160Aug-11 SPX 12/22/2012 2000 P 342Aug-11 SPX 12/22/2012 2000 C 56,457Aug-11 SPX 12/22/2012 2250 P 166Aug-11 SPX 12/22/2012 2250 C 224Aug-11 SPX 12/22/2012 2500 P 739Aug-11 SPX 12/22/2012 2500 C 869Aug-11 SPX 12/22/2012 3000 P 8Aug-11 SPX 12/22/2012 3000 C 9Aug-11 SPX 6/22/2013 100 P 25Aug-11 SPX 6/22/2013 400 P 20Aug-11 SPX 6/22/2013 500 P 12Aug-11 SPX 6/22/2013 550 P 21Aug-11 SPX 6/22/2013 650 P 2Aug-11 SPX 6/22/2013 700 P 5Aug-11 SPX 6/22/2013 700 C 2Aug-11 SPX 6/22/2013 750 P 20Aug-11 SPX 6/22/2013 750 C 800Aug-11 SPX 6/22/2013 800 P 1,204Aug-11 SPX 6/22/2013 800 C 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 6/22/2013 850 P 20Aug-11 SPX 6/22/2013 900 P 5,133Aug-11 SPX 6/22/2013 900 C 500Aug-11 SPX 6/22/2013 950 P 1,519Aug-11 SPX 6/22/2013 1000 P 2Aug-11 SPX 6/22/2013 1050 P 1,051Aug-11 SPX 6/22/2013 1050 C 1Aug-11 SPX 6/22/2013 1100 P 5,531Aug-11 SPX 6/22/2013 1125 P 100Aug-11 SPX 6/22/2013 1125 C 100Aug-11 SPX 6/22/2013 1150 P 2,551Aug-11 SPX 6/22/2013 1150 C 705Aug-11 SPX 6/22/2013 1175 P 650Aug-11 SPX 6/22/2013 1175 C 350Aug-11 SPX 6/22/2013 1200 P 1,593Aug-11 SPX 6/22/2013 1200 C 1,247Aug-11 SPX 6/22/2013 1250 C 606Aug-11 SPX 6/22/2013 1250 P 3,101Aug-11 SPX 6/22/2013 1275 P 7,238Aug-11 SPX 6/22/2013 1275 C 242Aug-11 SPX 6/22/2013 1300 P 1,043Aug-11 SPX 6/22/2013 1300 C 1,682Aug-11 SPX 6/22/2013 1325 C 54Aug-11 SPX 6/22/2013 1350 P 103Aug-11 SPX 6/22/2013 1350 C 4,591Aug-11 SPX 6/22/2013 1400 P 6Aug-11 SPX 6/22/2013 1400 C 400Aug-11 SPX 6/22/2013 1450 C 500Aug-11 SPX 6/22/2013 1500 C 2,118Aug-11 SPX 6/22/2013 1550 C 332Aug-11 SPX 6/22/2013 1600 C 4Aug-11 SPX 6/22/2013 1700 C 1,100Aug-11 SPX 6/22/2013 1900 C 50Aug-11 SPX 6/22/2013 2000 C 15Aug-11 SPX 12/21/2013 100 P 3,938Aug-11 SPX 12/21/2013 100 C 1,728Aug-11 SPX 12/21/2013 200 P 491Aug-11 SPX 12/21/2013 200 C 1,183Aug-11 SPX 12/21/2013 250 P 1,296Aug-11 SPX 12/21/2013 250 C 1Aug-11 SPX 12/21/2013 300 P 4,271Aug-11 SPX 12/21/2013 350 P 109Aug-11 SPX 12/21/2013 400 P 225Aug-11 SPX 12/21/2013 400 C 10Aug-11 SPX 12/21/2013 450 P 199Aug-11 SPX 12/21/2013 500 C 5Aug-11 SPX 12/21/2013 500 P 4,827Aug-11 SPX 12/21/2013 550 P 28Aug-11 SPX 12/21/2013 600 P 2,461
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 12/21/2013 650 P 1,795Aug-11 SPX 12/21/2013 650 C 1Aug-11 SPX 12/21/2013 700 P 18,938Aug-11 SPX 12/21/2013 700 C 10Aug-11 SPX 12/21/2013 750 P 602Aug-11 SPX 12/21/2013 750 C 801Aug-11 SPX 12/21/2013 800 P 10,498Aug-11 SPX 12/21/2013 800 C 288Aug-11 SPX 12/21/2013 850 C 1Aug-11 SPX 12/21/2013 850 P 6,334Aug-11 SPX 12/21/2013 900 P 5,021Aug-11 SPX 12/21/2013 900 C 40Aug-11 SPX 12/21/2013 925 P 20Aug-11 SPX 12/21/2013 950 P 1,414Aug-11 SPX 12/21/2013 975 P 7Aug-11 SPX 12/21/2013 1000 P 10,403Aug-11 SPX 12/21/2013 1000 C 15Aug-11 SPX 12/21/2013 1025 P 14Aug-11 SPX 12/21/2013 1025 C 3Aug-11 SPX 12/21/2013 1050 C 1,254Aug-11 SPX 12/21/2013 1050 P 5,381Aug-11 SPX 12/21/2013 1075 P 160Aug-11 SPX 12/21/2013 1075 C 3Aug-11 SPX 12/21/2013 1100 P 12,126Aug-11 SPX 12/21/2013 1100 C 1,270Aug-11 SPX 12/21/2013 1125 P 3,028Aug-11 SPX 12/21/2013 1125 C 1,238Aug-11 SPX 12/21/2013 1150 P 4,582Aug-11 SPX 12/21/2013 1150 C 4,524Aug-11 SPX 12/21/2013 1175 P 722Aug-11 SPX 12/21/2013 1175 C 916Aug-11 SPX 12/21/2013 1200 P 9,471Aug-11 SPX 12/21/2013 1200 C 4,783Aug-11 SPX 12/21/2013 1225 C 151Aug-11 SPX 12/21/2013 1225 P 875Aug-11 SPX 12/21/2013 1250 P 9,131Aug-11 SPX 12/21/2013 1250 C 7,370Aug-11 SPX 12/21/2013 1275 P 3,033Aug-11 SPX 12/21/2013 1275 C 2,138Aug-11 SPX 12/21/2013 1300 P 11,604Aug-11 SPX 12/21/2013 1300 C 19,954Aug-11 SPX 12/21/2013 1325 P 5,504Aug-11 SPX 12/21/2013 1325 C 4,247Aug-11 SPX 12/21/2013 1350 P 3,194Aug-11 SPX 12/21/2013 1350 C 5,057Aug-11 SPX 12/21/2013 1375 P 511Aug-11 SPX 12/21/2013 1375 C 975Aug-11 SPX 12/21/2013 1400 C 7,982Aug-11 SPX 12/21/2013 1400 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Aug-11 SPX 12/21/2013 1425 C 400Aug-11 SPX 12/21/2013 1450 P 1Aug-11 SPX 12/21/2013 1450 C 2,160Aug-11 SPX 12/21/2013 1475 C 1,010Aug-11 SPX 12/21/2013 1500 P 35Aug-11 SPX 12/21/2013 1500 C 4,421Aug-11 SPX 12/21/2013 1525 C 200Aug-11 SPX 12/21/2013 1550 C 1,019Aug-11 SPX 12/21/2013 1600 C 14,290Aug-11 SPX 12/21/2013 1600 P 1Aug-11 SPX 12/21/2013 1650 P 1Aug-11 SPX 12/21/2013 1650 C 1,012Aug-11 SPX 12/21/2013 1700 P 3Aug-11 SPX 12/21/2013 1700 C 4,030Aug-11 SPX 12/21/2013 1800 C 5,702Aug-11 SPX 12/21/2013 1900 P 3Aug-11 SPX 12/21/2013 1900 C 2,223Aug-11 SPX 12/21/2013 2000 P 83Aug-11 SPX 12/21/2013 2000 C 1,513Aug-11 SPX 12/21/2013 2250 P 160Aug-11 SPX 12/21/2013 2250 C 16,868Aug-11 SPX 12/21/2013 2500 C 134Aug-11 SPX 12/21/2013 2500 P 498Aug-11 SPX 12/21/2013 3000 P 582Aug-11 SPX 12/21/2013 3000 C 54Sep-11 SPXW 10/7/2011 825 P 980Sep-11 SPXW 10/7/2011 850 P 90Sep-11 SPXW 10/7/2011 875 P 2,088Sep-11 SPXW 10/7/2011 900 P 2,093Sep-11 SPXW 10/7/2011 925 P 14,382Sep-11 SPXW 10/7/2011 950 P 6,334Sep-11 SPXW 10/7/2011 975 P 5,807Sep-11 SPXW 10/7/2011 1000 P 5,496Sep-11 SPXW 10/7/2011 1005 P 315Sep-11 SPXW 10/7/2011 1020 P 48Sep-11 SPXW 10/7/2011 1025 P 2,547Sep-11 SPXW 10/7/2011 1035 P 10Sep-11 SPXW 10/7/2011 1040 P 6,029Sep-11 SPXW 10/7/2011 1045 P 818Sep-11 SPXW 10/7/2011 1050 P 1,250Sep-11 SPXW 10/7/2011 1055 P 144Sep-11 SPXW 10/7/2011 1060 C 10Sep-11 SPXW 10/7/2011 1060 P 5,125Sep-11 SPXW 10/7/2011 1065 P 42Sep-11 SPXW 10/7/2011 1065 C 1Sep-11 SPXW 10/7/2011 1070 P 114Sep-11 SPXW 10/7/2011 1075 C 3Sep-11 SPXW 10/7/2011 1075 P 2,599Sep-11 SPXW 10/7/2011 1080 C 10
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPXW 10/7/2011 1080 P 4,159Sep-11 SPXW 10/7/2011 1085 C 11Sep-11 SPXW 10/7/2011 1085 P 546Sep-11 SPXW 10/7/2011 1090 C 21Sep-11 SPXW 10/7/2011 1090 P 609Sep-11 SPXW 10/7/2011 1095 C 20Sep-11 SPXW 10/7/2011 1095 P 129Sep-11 SPXW 10/7/2011 1100 P 4,726Sep-11 SPXW 10/7/2011 1100 C 16Sep-11 SPXW 10/7/2011 1105 C 20Sep-11 SPXW 10/7/2011 1105 P 130Sep-11 SPXW 10/7/2011 1110 C 20Sep-11 SPXW 10/7/2011 1110 P 12,320Sep-11 SPXW 10/7/2011 1115 C 10Sep-11 SPXW 10/7/2011 1115 P 726Sep-11 SPXW 10/7/2011 1120 C 26Sep-11 SPXW 10/7/2011 1120 P 215Sep-11 SPXW 10/7/2011 1125 C 253Sep-11 SPXW 10/7/2011 1125 P 2,186Sep-11 SPXW 10/7/2011 1130 P 144Sep-11 SPXW 10/7/2011 1130 C 1,024Sep-11 SPXW 10/7/2011 1135 C 127Sep-11 SPXW 10/7/2011 1135 P 111Sep-11 SPXW 10/7/2011 1140 C 104Sep-11 SPXW 10/7/2011 1140 P 1,301Sep-11 SPXW 10/7/2011 1145 C 263Sep-11 SPXW 10/7/2011 1145 P 117Sep-11 SPXW 10/7/2011 1150 C 620Sep-11 SPXW 10/7/2011 1150 P 1,386Sep-11 SPXW 10/7/2011 1155 C 2,596Sep-11 SPXW 10/7/2011 1155 P 22Sep-11 SPXW 10/7/2011 1160 C 1,614Sep-11 SPXW 10/7/2011 1160 P 6,137Sep-11 SPXW 10/7/2011 1165 P 3Sep-11 SPXW 10/7/2011 1165 C 5,133Sep-11 SPXW 10/7/2011 1170 C 591Sep-11 SPXW 10/7/2011 1170 P 52Sep-11 SPXW 10/7/2011 1175 C 4,387Sep-11 SPXW 10/7/2011 1175 P 20Sep-11 SPXW 10/7/2011 1180 C 265Sep-11 SPXW 10/7/2011 1180 P 6Sep-11 SPXW 10/7/2011 1185 C 74Sep-11 SPXW 10/7/2011 1185 P 6Sep-11 SPXW 10/7/2011 1190 C 635Sep-11 SPXW 10/7/2011 1190 P 11Sep-11 SPXW 10/7/2011 1195 C 651Sep-11 SPXW 10/7/2011 1195 P 12Sep-11 SPXW 10/7/2011 1200 P 651Sep-11 SPXW 10/7/2011 1200 C 1,710
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPXW 10/7/2011 1205 P 10Sep-11 SPXW 10/7/2011 1205 C 1,067Sep-11 SPXW 10/7/2011 1210 C 106Sep-11 SPXW 10/7/2011 1210 P 10Sep-11 SPXW 10/7/2011 1215 C 1,053Sep-11 SPXW 10/7/2011 1220 C 322Sep-11 SPXW 10/7/2011 1225 C 681Sep-11 SPXW 10/7/2011 1230 C 1,486Sep-11 SPXW 10/7/2011 1230 P 11Sep-11 SPXW 10/7/2011 1235 C 953Sep-11 SPXW 10/7/2011 1240 C 1,275Sep-11 SPXW 10/7/2011 1245 C 1,094Sep-11 SPXW 10/7/2011 1245 P 3Sep-11 SPXW 10/7/2011 1250 C 2,354Sep-11 SPXW 10/7/2011 1275 C 1,568Sep-11 SPXW 10/7/2011 1300 C 471Sep-11 SPXW 10/7/2011 1325 C 650Sep-11 SPXW 10/7/2011 1325 P 10Sep-11 SPX 10/22/2011 100 P 10Sep-11 SPX 10/22/2011 400 P 31Sep-11 SPX 10/22/2011 500 P 15,052Sep-11 SPX 10/22/2011 500 C 15,100Sep-11 SPX 10/22/2011 550 P 22,499Sep-11 SPX 10/22/2011 575 P 13,388Sep-11 SPX 10/22/2011 600 P 18,175Sep-11 SPX 10/22/2011 600 C 50Sep-11 SPX 10/22/2011 620 P 5,096Sep-11 SPX 10/22/2011 625 P 3,895Sep-11 SPX 10/22/2011 640 P 4,673Sep-11 SPX 10/22/2011 650 P 23,992Sep-11 SPX 10/22/2011 650 C 75Sep-11 SPX 10/22/2011 660 P 8,126Sep-11 SPX 10/22/2011 675 P 7,228Sep-11 SPX 10/22/2011 680 P 7,536Sep-11 SPX 10/22/2011 700 P 22,826Sep-11 SPX 10/22/2011 700 C 90Sep-11 SPX 10/22/2011 710 P 4,196Sep-11 SPX 10/22/2011 715 P 2,714Sep-11 SPX 10/22/2011 720 P 2,711Sep-11 SPX 10/22/2011 725 P 3,986Sep-11 SPX 10/22/2011 730 P 2,603Sep-11 SPX 10/22/2011 735 P 2,568Sep-11 SPX 10/22/2011 740 P 6,520Sep-11 SPX 10/22/2011 745 P 2,667Sep-11 SPX 10/22/2011 750 P 71,926Sep-11 SPX 10/22/2011 750 C 75Sep-11 SPX 10/22/2011 755 P 2,916Sep-11 SPX 10/22/2011 760 P 2,710Sep-11 SPX 10/22/2011 765 P 2,372
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 10/22/2011 770 P 2,588Sep-11 SPX 10/22/2011 775 P 8,668Sep-11 SPX 10/22/2011 780 P 2,402Sep-11 SPX 10/22/2011 785 P 2,253Sep-11 SPX 10/22/2011 790 P 2,428Sep-11 SPX 10/22/2011 795 P 2,195Sep-11 SPX 10/22/2011 800 P 117,339Sep-11 SPX 10/22/2011 800 C 77Sep-11 SPX 10/22/2011 805 P 2,392Sep-11 SPX 10/22/2011 810 P 8,063Sep-11 SPX 10/22/2011 815 P 2,235Sep-11 SPX 10/22/2011 820 P 2,212Sep-11 SPX 10/22/2011 825 P 8,791Sep-11 SPX 10/22/2011 830 P 3,147Sep-11 SPX 10/22/2011 835 P 2,130Sep-11 SPX 10/22/2011 840 P 2,111Sep-11 SPX 10/22/2011 845 P 2,901Sep-11 SPX 10/22/2011 850 P 51,601Sep-11 SPX 10/22/2011 850 C 10Sep-11 SPX 10/22/2011 855 P 2,043Sep-11 SPX 10/22/2011 860 P 3,410Sep-11 SPX 10/22/2011 865 P 2,780Sep-11 SPX 10/22/2011 870 P 2,745Sep-11 SPX 10/22/2011 875 P 27,913Sep-11 SPX 10/22/2011 880 P 3,961Sep-11 SPX 10/22/2011 885 P 2,926Sep-11 SPX 10/22/2011 890 P 6,392Sep-11 SPX 10/22/2011 890 C 5Sep-11 SPX 10/22/2011 895 P 2,218Sep-11 SPX 10/22/2011 900 C 2,405Sep-11 SPX 10/22/2011 900 P 79,934Sep-11 SPX 10/22/2011 905 P 2,089Sep-11 SPX 10/22/2011 910 P 11,134Sep-11 SPX 10/22/2011 915 P 1,810Sep-11 SPX 10/22/2011 920 P 4,904Sep-11 SPX 10/22/2011 925 P 25,059Sep-11 SPX 10/22/2011 930 P 5,163Sep-11 SPX 10/22/2011 930 C 1,000Sep-11 SPX 10/22/2011 935 P 1,751Sep-11 SPX 10/22/2011 940 P 12,956Sep-11 SPX 10/22/2011 945 P 2,964Sep-11 SPX 10/22/2011 950 P 59,812Sep-11 SPX 10/22/2011 950 C 13,002Sep-11 SPX 10/22/2011 955 P 1,890Sep-11 SPX 10/22/2011 960 P 13,116Sep-11 SPX 10/22/2011 965 P 2,406Sep-11 SPX 10/22/2011 970 P 5,508Sep-11 SPX 10/22/2011 975 P 33,487Sep-11 SPX 10/22/2011 980 P 16,011
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 10/22/2011 980 C 20,000Sep-11 SPX 10/22/2011 985 P 3,840Sep-11 SPX 10/22/2011 990 P 5,105Sep-11 SPX 10/22/2011 995 P 1,594Sep-11 SPX 10/22/2011 1000 P 106,200Sep-11 SPX 10/22/2011 1000 C 1,374Sep-11 SPX 10/22/2011 1005 P 1,817Sep-11 SPX 10/22/2011 1010 P 12,638Sep-11 SPX 10/22/2011 1015 P 9,400Sep-11 SPX 10/22/2011 1020 P 8,201Sep-11 SPX 10/22/2011 1020 C 6Sep-11 SPX 10/22/2011 1025 P 40,524Sep-11 SPX 10/22/2011 1025 C 1Sep-11 SPX 10/22/2011 1030 P 17,522Sep-11 SPX 10/22/2011 1030 C 3Sep-11 SPX 10/22/2011 1035 P 4,133Sep-11 SPX 10/22/2011 1035 C 1Sep-11 SPX 10/22/2011 1040 P 39,401Sep-11 SPX 10/22/2011 1040 C 5Sep-11 SPX 10/22/2011 1045 P 5,959Sep-11 SPX 10/22/2011 1050 P 117,095Sep-11 SPX 10/22/2011 1050 C 223Sep-11 SPX 10/22/2011 1055 P 3,271Sep-11 SPX 10/22/2011 1060 P 10,610Sep-11 SPX 10/22/2011 1060 C 4Sep-11 SPX 10/22/2011 1065 P 1,517Sep-11 SPX 10/22/2011 1065 C 34Sep-11 SPX 10/22/2011 1070 P 8,833Sep-11 SPX 10/22/2011 1070 C 14Sep-11 SPX 10/22/2011 1075 C 9,833Sep-11 SPX 10/22/2011 1075 P 60,012Sep-11 SPX 10/22/2011 1080 P 20,073Sep-11 SPX 10/22/2011 1080 C 1,210Sep-11 SPX 10/22/2011 1085 P 2,659Sep-11 SPX 10/22/2011 1085 C 3Sep-11 SPX 10/22/2011 1090 P 16,253Sep-11 SPX 10/22/2011 1090 C 25Sep-11 SPX 10/22/2011 1095 P 1,365Sep-11 SPX 10/22/2011 1095 C 6Sep-11 SPX 10/22/2011 1100 P 142,407Sep-11 SPX 10/22/2011 1100 C 16,810Sep-11 SPX 10/22/2011 1105 C 13Sep-11 SPX 10/22/2011 1105 P 1,486Sep-11 SPX 10/22/2011 1110 P 14,538Sep-11 SPX 10/22/2011 1110 C 85Sep-11 SPX 10/22/2011 1115 P 2,236Sep-11 SPX 10/22/2011 1115 C 6Sep-11 SPX 10/22/2011 1120 P 16,203Sep-11 SPX 10/22/2011 1120 C 2,118
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 10/22/2011 1125 P 80,519Sep-11 SPX 10/22/2011 1125 C 18,850Sep-11 SPX 10/22/2011 1130 P 47,264Sep-11 SPX 10/22/2011 1130 C 3,798Sep-11 SPX 10/22/2011 1135 P 3,191Sep-11 SPX 10/22/2011 1135 C 997Sep-11 SPX 10/22/2011 1140 P 31,623Sep-11 SPX 10/22/2011 1140 C 5,806Sep-11 SPX 10/22/2011 1145 C 1,704Sep-11 SPX 10/22/2011 1145 P 4,659Sep-11 SPX 10/22/2011 1150 P 141,327Sep-11 SPX 10/22/2011 1150 C 97,144Sep-11 SPX 10/22/2011 1155 P 2,021Sep-11 SPX 10/22/2011 1155 C 229Sep-11 SPX 10/22/2011 1160 P 7,875Sep-11 SPX 10/22/2011 1160 C 2,223Sep-11 SPX 10/22/2011 1165 P 3,095Sep-11 SPX 10/22/2011 1165 C 647Sep-11 SPX 10/22/2011 1170 P 28,343Sep-11 SPX 10/22/2011 1170 C 3,918Sep-11 SPX 10/22/2011 1175 P 56,562Sep-11 SPX 10/22/2011 1175 C 64,738Sep-11 SPX 10/22/2011 1180 C 11,169Sep-11 SPX 10/22/2011 1180 P 15,699Sep-11 SPX 10/22/2011 1185 P 2,306Sep-11 SPX 10/22/2011 1185 C 5,599Sep-11 SPX 10/22/2011 1190 P 22,354Sep-11 SPX 10/22/2011 1190 C 9,863Sep-11 SPX 10/22/2011 1195 P 1,724Sep-11 SPX 10/22/2011 1195 C 1,879Sep-11 SPX 10/22/2011 1200 P 129,157Sep-11 SPX 10/22/2011 1200 C 158,101Sep-11 SPX 10/22/2011 1205 P 566Sep-11 SPX 10/22/2011 1205 C 5,125Sep-11 SPX 10/22/2011 1210 P 4,347Sep-11 SPX 10/22/2011 1210 C 13,235Sep-11 SPX 10/22/2011 1215 C 7,056Sep-11 SPX 10/22/2011 1215 P 3,454Sep-11 SPX 10/22/2011 1220 P 6,599Sep-11 SPX 10/22/2011 1220 C 9,735Sep-11 SPX 10/22/2011 1225 P 22,676Sep-11 SPX 10/22/2011 1225 C 67,439Sep-11 SPX 10/22/2011 1230 P 1,017Sep-11 SPX 10/22/2011 1230 C 9,079Sep-11 SPX 10/22/2011 1235 P 275Sep-11 SPX 10/22/2011 1235 C 7,056Sep-11 SPX 10/22/2011 1240 P 5,263Sep-11 SPX 10/22/2011 1240 C 13,542Sep-11 SPX 10/22/2011 1245 P 14
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 10/22/2011 1245 C 5,396Sep-11 SPX 10/22/2011 1250 C 57,075Sep-11 SPX 10/22/2011 1250 P 23,882Sep-11 SPX 10/22/2011 1255 P 259Sep-11 SPX 10/22/2011 1255 C 2,550Sep-11 SPX 10/22/2011 1260 P 2,371Sep-11 SPX 10/22/2011 1260 C 12,523Sep-11 SPX 10/22/2011 1265 P 181Sep-11 SPX 10/22/2011 1265 C 6,735Sep-11 SPX 10/22/2011 1270 P 3,050Sep-11 SPX 10/22/2011 1270 C 5,602Sep-11 SPX 10/22/2011 1275 P 22,306Sep-11 SPX 10/22/2011 1275 C 48,758Sep-11 SPX 10/22/2011 1280 P 1,375Sep-11 SPX 10/22/2011 1280 C 15,420Sep-11 SPX 10/22/2011 1285 P 516Sep-11 SPX 10/22/2011 1285 C 3,929Sep-11 SPX 10/22/2011 1290 C 18,239Sep-11 SPX 10/22/2011 1290 P 1,431Sep-11 SPX 10/22/2011 1295 P 42Sep-11 SPX 10/22/2011 1295 C 5,137Sep-11 SPX 10/22/2011 1300 P 42,239Sep-11 SPX 10/22/2011 1300 C 89,125Sep-11 SPX 10/22/2011 1305 P 625Sep-11 SPX 10/22/2011 1305 C 9,283Sep-11 SPX 10/22/2011 1310 P 778Sep-11 SPX 10/22/2011 1310 C 11,518Sep-11 SPX 10/22/2011 1315 P 224Sep-11 SPX 10/22/2011 1315 C 3,596Sep-11 SPX 10/22/2011 1320 C 9,069Sep-11 SPX 10/22/2011 1320 P 777Sep-11 SPX 10/22/2011 1325 P 5,328Sep-11 SPX 10/22/2011 1325 C 24,456Sep-11 SPX 10/22/2011 1330 P 139Sep-11 SPX 10/22/2011 1330 C 12,100Sep-11 SPX 10/22/2011 1335 P 3Sep-11 SPX 10/22/2011 1335 C 3,465Sep-11 SPX 10/22/2011 1340 P 607Sep-11 SPX 10/22/2011 1340 C 9,247Sep-11 SPX 10/22/2011 1345 P 407Sep-11 SPX 10/22/2011 1345 C 3,305Sep-11 SPX 10/22/2011 1350 P 2,241Sep-11 SPX 10/22/2011 1350 C 28,031Sep-11 SPX 10/22/2011 1355 C 1,361Sep-11 SPX 10/22/2011 1355 P 11Sep-11 SPX 10/22/2011 1360 P 512Sep-11 SPX 10/22/2011 1360 C 6,929Sep-11 SPX 10/22/2011 1365 P 10Sep-11 SPX 10/22/2011 1365 C 1,864
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 10/22/2011 1370 P 2Sep-11 SPX 10/22/2011 1370 C 6,136Sep-11 SPX 10/22/2011 1375 P 266Sep-11 SPX 10/22/2011 1375 C 13,004Sep-11 SPX 10/22/2011 1380 P 453Sep-11 SPX 10/22/2011 1380 C 2,423Sep-11 SPX 10/22/2011 1385 C 4,737Sep-11 SPX 10/22/2011 1390 C 799Sep-11 SPX 10/22/2011 1395 C 739Sep-11 SPX 10/22/2011 1400 P 6Sep-11 SPX 10/22/2011 1400 C 18,739Sep-11 SPX 10/22/2011 1405 C 178Sep-11 SPX 10/22/2011 1410 C 287Sep-11 SPX 10/22/2011 1415 C 986Sep-11 SPX 10/22/2011 1420 C 440Sep-11 SPX 10/22/2011 1425 C 5,094Sep-11 SPX 10/22/2011 1430 C 1,642Sep-11 SPX 10/22/2011 1440 P 395Sep-11 SPX 10/22/2011 1440 C 212Sep-11 SPX 10/22/2011 1450 C 4,022Sep-11 SPX 10/22/2011 1460 C 1,371Sep-11 SPX 10/22/2011 1470 C 98Sep-11 SPX 10/22/2011 1475 C 3,152Sep-11 SPX 10/22/2011 1480 C 30Sep-11 SPX 10/22/2011 1500 P 15,100Sep-11 SPX 10/22/2011 1500 C 19,440Sep-11 SPX 10/22/2011 1520 C 74Sep-11 SPX 10/22/2011 1525 P 1,232Sep-11 SPX 10/22/2011 1525 C 35Sep-11 SPX 10/22/2011 1575 C 52Sep-11 SPX 10/22/2011 1750 C 37Sep-11 SPX 11/19/2011 100 P 10Sep-11 SPX 11/19/2011 300 P 50Sep-11 SPX 11/19/2011 500 P 12,689Sep-11 SPX 11/19/2011 550 P 6,218Sep-11 SPX 11/19/2011 600 P 6,798Sep-11 SPX 11/19/2011 600 C 100Sep-11 SPX 11/19/2011 625 P 4,109Sep-11 SPX 11/19/2011 625 C 53Sep-11 SPX 11/19/2011 640 P 200Sep-11 SPX 11/19/2011 650 P 84,051Sep-11 SPX 11/19/2011 650 C 80Sep-11 SPX 11/19/2011 660 P 436Sep-11 SPX 11/19/2011 670 P 415Sep-11 SPX 11/19/2011 675 P 9,335Sep-11 SPX 11/19/2011 675 C 50Sep-11 SPX 11/19/2011 700 P 13,637Sep-11 SPX 11/19/2011 700 C 50Sep-11 SPX 11/19/2011 710 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 11/19/2011 715 P 1Sep-11 SPX 11/19/2011 720 P 4Sep-11 SPX 11/19/2011 725 P 69Sep-11 SPX 11/19/2011 725 C 53Sep-11 SPX 11/19/2011 730 P 3Sep-11 SPX 11/19/2011 735 P 3Sep-11 SPX 11/19/2011 740 P 28Sep-11 SPX 11/19/2011 745 P 3Sep-11 SPX 11/19/2011 750 P 4,238Sep-11 SPX 11/19/2011 750 C 75Sep-11 SPX 11/19/2011 755 P 4Sep-11 SPX 11/19/2011 760 P 208Sep-11 SPX 11/19/2011 765 P 203Sep-11 SPX 11/19/2011 770 P 433Sep-11 SPX 11/19/2011 775 P 1,303Sep-11 SPX 11/19/2011 775 C 50Sep-11 SPX 11/19/2011 780 P 5Sep-11 SPX 11/19/2011 785 P 35Sep-11 SPX 11/19/2011 790 P 55Sep-11 SPX 11/19/2011 795 P 11Sep-11 SPX 11/19/2011 800 P 21,367Sep-11 SPX 11/19/2011 800 C 56Sep-11 SPX 11/19/2011 810 P 19Sep-11 SPX 11/19/2011 815 P 14Sep-11 SPX 11/19/2011 820 P 165Sep-11 SPX 11/19/2011 825 P 858Sep-11 SPX 11/19/2011 830 P 23Sep-11 SPX 11/19/2011 835 P 3Sep-11 SPX 11/19/2011 840 P 818Sep-11 SPX 11/19/2011 845 P 15Sep-11 SPX 11/19/2011 850 P 20,923Sep-11 SPX 11/19/2011 855 P 1Sep-11 SPX 11/19/2011 860 P 328Sep-11 SPX 11/19/2011 865 P 18Sep-11 SPX 11/19/2011 870 P 105Sep-11 SPX 11/19/2011 875 P 19,933Sep-11 SPX 11/19/2011 880 P 9,672Sep-11 SPX 11/19/2011 885 P 1,104Sep-11 SPX 11/19/2011 890 P 153Sep-11 SPX 11/19/2011 895 P 51Sep-11 SPX 11/19/2011 900 P 55,050Sep-11 SPX 11/19/2011 905 P 38Sep-11 SPX 11/19/2011 910 P 100Sep-11 SPX 11/19/2011 915 P 18Sep-11 SPX 11/19/2011 920 P 243Sep-11 SPX 11/19/2011 925 P 16,515Sep-11 SPX 11/19/2011 925 C 9Sep-11 SPX 11/19/2011 930 P 23Sep-11 SPX 11/19/2011 935 P 5
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 11/19/2011 940 P 199Sep-11 SPX 11/19/2011 945 P 20Sep-11 SPX 11/19/2011 950 C 25Sep-11 SPX 11/19/2011 950 P 22,514Sep-11 SPX 11/19/2011 955 P 11Sep-11 SPX 11/19/2011 960 P 3,113Sep-11 SPX 11/19/2011 965 C 11Sep-11 SPX 11/19/2011 970 P 26Sep-11 SPX 11/19/2011 975 P 15,868Sep-11 SPX 11/19/2011 980 P 1,174Sep-11 SPX 11/19/2011 985 P 22Sep-11 SPX 11/19/2011 985 C 10Sep-11 SPX 11/19/2011 990 P 33Sep-11 SPX 11/19/2011 995 P 23Sep-11 SPX 11/19/2011 1000 P 56,544Sep-11 SPX 11/19/2011 1000 C 3,656Sep-11 SPX 11/19/2011 1005 P 43Sep-11 SPX 11/19/2011 1010 P 88Sep-11 SPX 11/19/2011 1015 P 308Sep-11 SPX 11/19/2011 1020 P 438Sep-11 SPX 11/19/2011 1025 P 24,209Sep-11 SPX 11/19/2011 1025 C 2Sep-11 SPX 11/19/2011 1030 P 1,201Sep-11 SPX 11/19/2011 1035 P 37Sep-11 SPX 11/19/2011 1040 P 1,222Sep-11 SPX 11/19/2011 1040 C 23Sep-11 SPX 11/19/2011 1045 P 85Sep-11 SPX 11/19/2011 1050 C 108Sep-11 SPX 11/19/2011 1050 P 46,771Sep-11 SPX 11/19/2011 1055 P 360Sep-11 SPX 11/19/2011 1060 P 802Sep-11 SPX 11/19/2011 1060 C 6Sep-11 SPX 11/19/2011 1065 P 7Sep-11 SPX 11/19/2011 1070 P 1,077Sep-11 SPX 11/19/2011 1070 C 25Sep-11 SPX 11/19/2011 1075 P 22,567Sep-11 SPX 11/19/2011 1075 C 1,195Sep-11 SPX 11/19/2011 1080 P 1,441Sep-11 SPX 11/19/2011 1080 C 100Sep-11 SPX 11/19/2011 1085 P 12Sep-11 SPX 11/19/2011 1090 P 1,254Sep-11 SPX 11/19/2011 1090 C 24Sep-11 SPX 11/19/2011 1095 P 178Sep-11 SPX 11/19/2011 1095 C 2Sep-11 SPX 11/19/2011 1100 P 67,108Sep-11 SPX 11/19/2011 1100 C 3,094Sep-11 SPX 11/19/2011 1105 P 133Sep-11 SPX 11/19/2011 1110 P 2,133Sep-11 SPX 11/19/2011 1110 C 75
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 11/19/2011 1115 P 503Sep-11 SPX 11/19/2011 1115 C 101Sep-11 SPX 11/19/2011 1120 C 81Sep-11 SPX 11/19/2011 1120 P 1,369Sep-11 SPX 11/19/2011 1125 C 13,540Sep-11 SPX 11/19/2011 1125 P 34,062Sep-11 SPX 11/19/2011 1130 P 2,293Sep-11 SPX 11/19/2011 1130 C 28Sep-11 SPX 11/19/2011 1135 P 2,444Sep-11 SPX 11/19/2011 1135 C 23Sep-11 SPX 11/19/2011 1140 P 4,858Sep-11 SPX 11/19/2011 1140 C 1,623Sep-11 SPX 11/19/2011 1145 P 64Sep-11 SPX 11/19/2011 1145 C 13Sep-11 SPX 11/19/2011 1150 P 58,812Sep-11 SPX 11/19/2011 1150 C 30,301Sep-11 SPX 11/19/2011 1155 C 171Sep-11 SPX 11/19/2011 1155 P 94Sep-11 SPX 11/19/2011 1160 P 1,559Sep-11 SPX 11/19/2011 1160 C 1,097Sep-11 SPX 11/19/2011 1165 P 301Sep-11 SPX 11/19/2011 1165 C 16Sep-11 SPX 11/19/2011 1170 P 1,354Sep-11 SPX 11/19/2011 1170 C 121Sep-11 SPX 11/19/2011 1175 P 23,336Sep-11 SPX 11/19/2011 1175 C 31,637Sep-11 SPX 11/19/2011 1180 P 1,950Sep-11 SPX 11/19/2011 1180 C 216Sep-11 SPX 11/19/2011 1185 C 133Sep-11 SPX 11/19/2011 1185 P 2,547Sep-11 SPX 11/19/2011 1190 C 650Sep-11 SPX 11/19/2011 1190 P 299Sep-11 SPX 11/19/2011 1195 P 50Sep-11 SPX 11/19/2011 1195 C 31Sep-11 SPX 11/19/2011 1200 P 34,342Sep-11 SPX 11/19/2011 1200 C 43,908Sep-11 SPX 11/19/2011 1205 P 29Sep-11 SPX 11/19/2011 1205 C 23Sep-11 SPX 11/19/2011 1210 P 1,766Sep-11 SPX 11/19/2011 1210 C 663Sep-11 SPX 11/19/2011 1215 P 21Sep-11 SPX 11/19/2011 1215 C 131Sep-11 SPX 11/19/2011 1220 P 1,124Sep-11 SPX 11/19/2011 1220 C 958Sep-11 SPX 11/19/2011 1225 C 37,176Sep-11 SPX 11/19/2011 1225 P 6,746Sep-11 SPX 11/19/2011 1230 P 402Sep-11 SPX 11/19/2011 1230 C 8,963Sep-11 SPX 11/19/2011 1235 P 25
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 11/19/2011 1235 C 49Sep-11 SPX 11/19/2011 1240 P 1,764Sep-11 SPX 11/19/2011 1240 C 5,112Sep-11 SPX 11/19/2011 1245 P 27Sep-11 SPX 11/19/2011 1245 C 1,127Sep-11 SPX 11/19/2011 1250 P 7,936Sep-11 SPX 11/19/2011 1250 C 39,864Sep-11 SPX 11/19/2011 1255 C 40Sep-11 SPX 11/19/2011 1260 P 10Sep-11 SPX 11/19/2011 1260 C 3,115Sep-11 SPX 11/19/2011 1265 P 23Sep-11 SPX 11/19/2011 1265 C 826Sep-11 SPX 11/19/2011 1270 C 4,296Sep-11 SPX 11/19/2011 1275 P 9,416Sep-11 SPX 11/19/2011 1275 C 7,586Sep-11 SPX 11/19/2011 1280 P 5Sep-11 SPX 11/19/2011 1280 C 676Sep-11 SPX 11/19/2011 1285 P 1Sep-11 SPX 11/19/2011 1285 C 252Sep-11 SPX 11/19/2011 1290 C 8,623Sep-11 SPX 11/19/2011 1295 C 1,060Sep-11 SPX 11/19/2011 1300 P 13,582Sep-11 SPX 11/19/2011 1300 C 20,869Sep-11 SPX 11/19/2011 1305 C 4,663Sep-11 SPX 11/19/2011 1310 C 1,238Sep-11 SPX 11/19/2011 1315 C 808Sep-11 SPX 11/19/2011 1320 P 104Sep-11 SPX 11/19/2011 1320 C 639Sep-11 SPX 11/19/2011 1325 C 17,868Sep-11 SPX 11/19/2011 1325 P 1,490Sep-11 SPX 11/19/2011 1330 C 2,246Sep-11 SPX 11/19/2011 1335 C 233Sep-11 SPX 11/19/2011 1340 P 88Sep-11 SPX 11/19/2011 1340 C 2,058Sep-11 SPX 11/19/2011 1345 P 394Sep-11 SPX 11/19/2011 1345 C 161Sep-11 SPX 11/19/2011 1350 P 1,281Sep-11 SPX 11/19/2011 1350 C 18,067Sep-11 SPX 11/19/2011 1360 P 364Sep-11 SPX 11/19/2011 1360 C 153Sep-11 SPX 11/19/2011 1370 P 328Sep-11 SPX 11/19/2011 1370 C 7,559Sep-11 SPX 11/19/2011 1375 C 13,007Sep-11 SPX 11/19/2011 1375 P 404Sep-11 SPX 11/19/2011 1380 C 54Sep-11 SPX 11/19/2011 1390 C 9,418Sep-11 SPX 11/19/2011 1400 P 605Sep-11 SPX 11/19/2011 1400 C 11,823Sep-11 SPX 11/19/2011 1420 C 5,582
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 11/19/2011 1425 P 300Sep-11 SPX 11/19/2011 1425 C 2,097Sep-11 SPX 11/19/2011 1440 C 1,864Sep-11 SPX 11/19/2011 1450 P 100Sep-11 SPX 11/19/2011 1450 C 788Sep-11 SPX 11/19/2011 1475 C 5,277Sep-11 SPX 11/19/2011 1500 C 2,303Sep-11 SPX 11/19/2011 1550 C 5,992Sep-11 SPX 11/19/2011 1600 C 4,931Sep-11 SPX 11/19/2011 1650 C 3,486Sep-11 SPX 11/19/2011 1700 C 5,626Sep-11 SPX 11/19/2011 1750 C 7,270Sep-11 SPX 12/17/2011 50 P 27,403Sep-11 SPX 12/17/2011 100 P 16,134Sep-11 SPX 12/17/2011 100 C 118Sep-11 SPX 12/17/2011 150 P 2,218Sep-11 SPX 12/17/2011 150 C 4,150Sep-11 SPX 12/17/2011 200 P 44,336Sep-11 SPX 12/17/2011 200 C 1Sep-11 SPX 12/17/2011 225 P 6,473Sep-11 SPX 12/17/2011 250 C 15Sep-11 SPX 12/17/2011 250 P 115,772Sep-11 SPX 12/17/2011 275 P 15,562Sep-11 SPX 12/17/2011 280 P 3,938Sep-11 SPX 12/17/2011 280 C 102Sep-11 SPX 12/17/2011 300 P 29,075Sep-11 SPX 12/17/2011 300 C 85Sep-11 SPX 12/17/2011 325 P 2,561Sep-11 SPX 12/17/2011 350 P 4,395Sep-11 SPX 12/17/2011 350 C 4,156Sep-11 SPX 12/17/2011 375 P 424Sep-11 SPX 12/17/2011 400 P 138,630Sep-11 SPX 12/17/2011 400 C 82Sep-11 SPX 12/17/2011 425 P 556Sep-11 SPX 12/17/2011 450 P 12,684Sep-11 SPX 12/17/2011 450 C 8Sep-11 SPX 12/17/2011 475 P 6,598Sep-11 SPX 12/17/2011 500 P 79,854Sep-11 SPX 12/17/2011 500 C 64,068Sep-11 SPX 12/17/2011 525 P 8,704Sep-11 SPX 12/17/2011 550 P 55,660Sep-11 SPX 12/17/2011 550 C 6Sep-11 SPX 12/17/2011 575 P 12,152Sep-11 SPX 12/17/2011 600 P 84,721Sep-11 SPX 12/17/2011 600 C 21Sep-11 SPX 12/17/2011 620 P 103Sep-11 SPX 12/17/2011 650 P 46,749Sep-11 SPX 12/17/2011 650 C 1,217Sep-11 SPX 12/17/2011 660 P 2
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 12/17/2011 675 P 17,853Sep-11 SPX 12/17/2011 680 P 2,501Sep-11 SPX 12/17/2011 700 C 5,391Sep-11 SPX 12/17/2011 700 P 98,688Sep-11 SPX 12/17/2011 720 P 1Sep-11 SPX 12/17/2011 725 P 7,295Sep-11 SPX 12/17/2011 750 P 67,431Sep-11 SPX 12/17/2011 750 C 404Sep-11 SPX 12/17/2011 760 P 10Sep-11 SPX 12/17/2011 770 C 50Sep-11 SPX 12/17/2011 770 P 2,818Sep-11 SPX 12/17/2011 775 P 14,345Sep-11 SPX 12/17/2011 775 C 8Sep-11 SPX 12/17/2011 800 P 104,597Sep-11 SPX 12/17/2011 800 C 13,713Sep-11 SPX 12/17/2011 825 P 11,697Sep-11 SPX 12/17/2011 825 C 151Sep-11 SPX 12/17/2011 830 P 4Sep-11 SPX 12/17/2011 840 P 2,047Sep-11 SPX 12/17/2011 850 P 75,437Sep-11 SPX 12/17/2011 850 C 6,744Sep-11 SPX 12/17/2011 860 P 23Sep-11 SPX 12/17/2011 870 P 252Sep-11 SPX 12/17/2011 875 P 43,646Sep-11 SPX 12/17/2011 880 P 72Sep-11 SPX 12/17/2011 890 P 145Sep-11 SPX 12/17/2011 900 C 19,410Sep-11 SPX 12/17/2011 900 P 144,136Sep-11 SPX 12/17/2011 910 P 1,902Sep-11 SPX 12/17/2011 920 P 14,181Sep-11 SPX 12/17/2011 920 C 606Sep-11 SPX 12/17/2011 925 P 34,122Sep-11 SPX 12/17/2011 930 P 264Sep-11 SPX 12/17/2011 940 P 120Sep-11 SPX 12/17/2011 950 P 62,966Sep-11 SPX 12/17/2011 950 C 7,814Sep-11 SPX 12/17/2011 960 P 40Sep-11 SPX 12/17/2011 970 P 8Sep-11 SPX 12/17/2011 975 P 32,243Sep-11 SPX 12/17/2011 975 C 9Sep-11 SPX 12/17/2011 980 P 419Sep-11 SPX 12/17/2011 990 P 9Sep-11 SPX 12/17/2011 1000 P 140,958Sep-11 SPX 12/17/2011 1000 C 21,004Sep-11 SPX 12/17/2011 1005 P 5Sep-11 SPX 12/17/2011 1010 C 3Sep-11 SPX 12/17/2011 1010 P 10Sep-11 SPX 12/17/2011 1020 P 9Sep-11 SPX 12/17/2011 1020 C 3
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 12/17/2011 1025 P 36,364Sep-11 SPX 12/17/2011 1025 C 2,042Sep-11 SPX 12/17/2011 1030 P 4,949Sep-11 SPX 12/17/2011 1040 P 92Sep-11 SPX 12/17/2011 1045 P 6Sep-11 SPX 12/17/2011 1050 P 120,474Sep-11 SPX 12/17/2011 1050 C 14,988Sep-11 SPX 12/17/2011 1060 P 36Sep-11 SPX 12/17/2011 1065 P 646Sep-11 SPX 12/17/2011 1065 C 5Sep-11 SPX 12/17/2011 1070 P 9,920Sep-11 SPX 12/17/2011 1075 C 9,110Sep-11 SPX 12/17/2011 1075 P 45,837Sep-11 SPX 12/17/2011 1080 P 2,341Sep-11 SPX 12/17/2011 1080 C 85Sep-11 SPX 12/17/2011 1085 P 15Sep-11 SPX 12/17/2011 1085 C 5Sep-11 SPX 12/17/2011 1090 P 10,584Sep-11 SPX 12/17/2011 1090 C 1Sep-11 SPX 12/17/2011 1095 P 1,023Sep-11 SPX 12/17/2011 1095 C 3Sep-11 SPX 12/17/2011 1100 P 199,150Sep-11 SPX 12/17/2011 1100 C 75,857Sep-11 SPX 12/17/2011 1105 P 1Sep-11 SPX 12/17/2011 1110 C 1,254Sep-11 SPX 12/17/2011 1110 P 6,318Sep-11 SPX 12/17/2011 1115 P 6,751Sep-11 SPX 12/17/2011 1115 C 6,731Sep-11 SPX 12/17/2011 1120 P 9,170Sep-11 SPX 12/17/2011 1120 C 8,696Sep-11 SPX 12/17/2011 1125 P 66,611Sep-11 SPX 12/17/2011 1125 C 35,227Sep-11 SPX 12/17/2011 1130 P 11,012Sep-11 SPX 12/17/2011 1130 C 10,944Sep-11 SPX 12/17/2011 1135 P 16,794Sep-11 SPX 12/17/2011 1135 C 16,906Sep-11 SPX 12/17/2011 1140 P 14,691Sep-11 SPX 12/17/2011 1140 C 11,932Sep-11 SPX 12/17/2011 1145 C 14,679Sep-11 SPX 12/17/2011 1145 P 14,777Sep-11 SPX 12/17/2011 1150 C 107,964Sep-11 SPX 12/17/2011 1150 P 163,951Sep-11 SPX 12/17/2011 1155 P 12,367Sep-11 SPX 12/17/2011 1155 C 12,360Sep-11 SPX 12/17/2011 1160 P 17,190Sep-11 SPX 12/17/2011 1160 C 16,931Sep-11 SPX 12/17/2011 1165 P 26,708Sep-11 SPX 12/17/2011 1165 C 26,571Sep-11 SPX 12/17/2011 1170 P 11,621
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 12/17/2011 1170 C 11,607Sep-11 SPX 12/17/2011 1175 P 75,069Sep-11 SPX 12/17/2011 1175 C 46,882Sep-11 SPX 12/17/2011 1180 C 16,137Sep-11 SPX 12/17/2011 1180 P 18,736Sep-11 SPX 12/17/2011 1185 P 20,375Sep-11 SPX 12/17/2011 1185 C 19,300Sep-11 SPX 12/17/2011 1190 P 14,969Sep-11 SPX 12/17/2011 1190 C 15,069Sep-11 SPX 12/17/2011 1195 P 12,965Sep-11 SPX 12/17/2011 1195 C 12,782Sep-11 SPX 12/17/2011 1200 P 143,232Sep-11 SPX 12/17/2011 1200 C 126,543Sep-11 SPX 12/17/2011 1205 P 10,556Sep-11 SPX 12/17/2011 1205 C 10,544Sep-11 SPX 12/17/2011 1210 P 11,419Sep-11 SPX 12/17/2011 1210 C 11,881Sep-11 SPX 12/17/2011 1215 P 2,668Sep-11 SPX 12/17/2011 1215 C 2,679Sep-11 SPX 12/17/2011 1220 P 17Sep-11 SPX 12/17/2011 1220 C 270Sep-11 SPX 12/17/2011 1225 P 45,538Sep-11 SPX 12/17/2011 1225 C 33,119Sep-11 SPX 12/17/2011 1230 P 10Sep-11 SPX 12/17/2011 1230 C 166Sep-11 SPX 12/17/2011 1235 P 10Sep-11 SPX 12/17/2011 1235 C 5Sep-11 SPX 12/17/2011 1240 C 1,687Sep-11 SPX 12/17/2011 1245 C 1,120Sep-11 SPX 12/17/2011 1245 P 937Sep-11 SPX 12/17/2011 1250 P 67,675Sep-11 SPX 12/17/2011 1250 C 79,546Sep-11 SPX 12/17/2011 1260 P 1Sep-11 SPX 12/17/2011 1260 C 66Sep-11 SPX 12/17/2011 1265 P 1Sep-11 SPX 12/17/2011 1270 C 90Sep-11 SPX 12/17/2011 1275 C 65,349Sep-11 SPX 12/17/2011 1275 P 48,791Sep-11 SPX 12/17/2011 1280 C 137Sep-11 SPX 12/17/2011 1285 P 1,805Sep-11 SPX 12/17/2011 1285 C 5,145Sep-11 SPX 12/17/2011 1290 C 1,818Sep-11 SPX 12/17/2011 1300 P 96,619Sep-11 SPX 12/17/2011 1300 C 132,467Sep-11 SPX 12/17/2011 1305 P 10Sep-11 SPX 12/17/2011 1305 C 200Sep-11 SPX 12/17/2011 1310 P 76Sep-11 SPX 12/17/2011 1310 C 2,523Sep-11 SPX 12/17/2011 1315 C 379
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 12/17/2011 1315 P 68Sep-11 SPX 12/17/2011 1320 C 4,199Sep-11 SPX 12/17/2011 1325 P 24,293Sep-11 SPX 12/17/2011 1325 C 58,895Sep-11 SPX 12/17/2011 1330 C 14Sep-11 SPX 12/17/2011 1335 P 4,524Sep-11 SPX 12/17/2011 1335 C 3,933Sep-11 SPX 12/17/2011 1340 P 4Sep-11 SPX 12/17/2011 1340 C 121Sep-11 SPX 12/17/2011 1350 P 25,809Sep-11 SPX 12/17/2011 1350 C 95,988Sep-11 SPX 12/17/2011 1360 C 1,111Sep-11 SPX 12/17/2011 1370 C 25Sep-11 SPX 12/17/2011 1375 P 2,959Sep-11 SPX 12/17/2011 1375 C 69,192Sep-11 SPX 12/17/2011 1380 C 2Sep-11 SPX 12/17/2011 1385 C 1Sep-11 SPX 12/17/2011 1395 C 2,050Sep-11 SPX 12/17/2011 1400 P 28,848Sep-11 SPX 12/17/2011 1400 C 271,301Sep-11 SPX 12/17/2011 1415 C 1,430Sep-11 SPX 12/17/2011 1415 P 2Sep-11 SPX 12/17/2011 1420 P 700Sep-11 SPX 12/17/2011 1420 C 230Sep-11 SPX 12/17/2011 1425 P 208Sep-11 SPX 12/17/2011 1425 C 38,867Sep-11 SPX 12/17/2011 1450 P 3,814Sep-11 SPX 12/17/2011 1450 C 103,513Sep-11 SPX 12/17/2011 1475 P 501Sep-11 SPX 12/17/2011 1475 C 32,800Sep-11 SPX 12/17/2011 1500 P 66,779Sep-11 SPX 12/17/2011 1500 C 210,795Sep-11 SPX 12/17/2011 1525 C 5,340Sep-11 SPX 12/17/2011 1525 P 1Sep-11 SPX 12/17/2011 1550 P 15Sep-11 SPX 12/17/2011 1550 C 47,934Sep-11 SPX 12/17/2011 1600 P 542Sep-11 SPX 12/17/2011 1600 C 60,486Sep-11 SPX 12/17/2011 1700 P 3,139Sep-11 SPX 12/17/2011 1700 C 16,556Sep-11 SPX 12/17/2011 1800 P 1,348Sep-11 SPX 12/17/2011 1800 C 2,511Sep-11 SPX 12/17/2011 1900 P 1,222Sep-11 SPX 12/17/2011 1900 C 1,436Sep-11 SPX 12/17/2011 2000 P 1,103Sep-11 SPX 12/17/2011 2000 C 5,777Sep-11 SPX 12/17/2011 2250 P 57Sep-11 SPX 12/17/2011 2250 C 95Sep-11 SPX 12/17/2011 2500 C 326
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 12/17/2011 2500 P 214Sep-11 SPX 12/17/2011 3000 P 81Sep-11 SPX 12/17/2011 3000 C 706Sep-11 SPX 1/21/2012 500 P 5Sep-11 SPX 1/21/2012 600 P 2Sep-11 SPX 1/21/2012 625 P 300Sep-11 SPX 1/21/2012 650 P 5Sep-11 SPX 1/21/2012 675 P 1,400Sep-11 SPX 1/21/2012 700 P 6,010Sep-11 SPX 1/21/2012 750 P 1,275Sep-11 SPX 1/21/2012 775 P 4,501Sep-11 SPX 1/21/2012 800 P 1,651Sep-11 SPX 1/21/2012 825 P 200Sep-11 SPX 1/21/2012 850 P 3,300Sep-11 SPX 1/21/2012 875 P 3,015Sep-11 SPX 1/21/2012 900 P 3,609Sep-11 SPX 1/21/2012 925 P 315Sep-11 SPX 1/21/2012 950 P 1,907Sep-11 SPX 1/21/2012 975 P 4,144Sep-11 SPX 1/21/2012 1000 P 18,884Sep-11 SPX 1/21/2012 1025 P 6Sep-11 SPX 1/21/2012 1025 C 5Sep-11 SPX 1/21/2012 1050 P 13,079Sep-11 SPX 1/21/2012 1075 P 9,131Sep-11 SPX 1/21/2012 1100 C 320Sep-11 SPX 1/21/2012 1100 P 6,010Sep-11 SPX 1/21/2012 1125 P 10,286Sep-11 SPX 1/21/2012 1125 C 2,329Sep-11 SPX 1/21/2012 1150 P 14,227Sep-11 SPX 1/21/2012 1150 C 2,715Sep-11 SPX 1/21/2012 1175 P 2,149Sep-11 SPX 1/21/2012 1175 C 13,101Sep-11 SPX 1/21/2012 1200 P 1,936Sep-11 SPX 1/21/2012 1200 C 8,921Sep-11 SPX 1/21/2012 1225 P 2,870Sep-11 SPX 1/21/2012 1225 C 11,329Sep-11 SPX 1/21/2012 1250 P 379Sep-11 SPX 1/21/2012 1250 C 10,852Sep-11 SPX 1/21/2012 1275 C 1,815Sep-11 SPX 1/21/2012 1300 P 3Sep-11 SPX 1/21/2012 1300 C 7,740Sep-11 SPX 1/21/2012 1325 C 2,752Sep-11 SPX 1/21/2012 1350 P 3Sep-11 SPX 1/21/2012 1350 C 1,507Sep-11 SPX 1/21/2012 1375 C 2,015Sep-11 SPX 1/21/2012 1400 C 650Sep-11 SPX 1/21/2012 1425 C 8,758Sep-11 SPX 1/21/2012 1450 C 5Sep-11 SPX 3/17/2012 200 C 100
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 3/17/2012 200 P 126Sep-11 SPX 3/17/2012 300 P 220Sep-11 SPX 3/17/2012 400 P 2,570Sep-11 SPX 3/17/2012 500 P 6,186Sep-11 SPX 3/17/2012 500 C 1,900Sep-11 SPX 3/17/2012 600 P 33,856Sep-11 SPX 3/17/2012 650 P 13,135Sep-11 SPX 3/17/2012 700 P 30,438Sep-11 SPX 3/17/2012 750 P 8,140Sep-11 SPX 3/17/2012 800 P 39,099Sep-11 SPX 3/17/2012 800 C 50Sep-11 SPX 3/17/2012 850 P 52,020Sep-11 SPX 3/17/2012 875 P 6,570Sep-11 SPX 3/17/2012 900 P 27,147Sep-11 SPX 3/17/2012 900 C 2,519Sep-11 SPX 3/17/2012 925 P 10,991Sep-11 SPX 3/17/2012 950 P 32,555Sep-11 SPX 3/17/2012 975 P 4,288Sep-11 SPX 3/17/2012 1000 C 542Sep-11 SPX 3/17/2012 1000 P 42,799Sep-11 SPX 3/17/2012 1020 P 20Sep-11 SPX 3/17/2012 1025 P 9,358Sep-11 SPX 3/17/2012 1030 P 1,052Sep-11 SPX 3/17/2012 1040 P 2Sep-11 SPX 3/17/2012 1050 C 168Sep-11 SPX 3/17/2012 1050 P 47,903Sep-11 SPX 3/17/2012 1075 P 15,068Sep-11 SPX 3/17/2012 1075 C 4Sep-11 SPX 3/17/2012 1100 P 55,644Sep-11 SPX 3/17/2012 1100 C 2,178Sep-11 SPX 3/17/2012 1125 P 20,401Sep-11 SPX 3/17/2012 1125 C 3,259Sep-11 SPX 3/17/2012 1150 P 37,765Sep-11 SPX 3/17/2012 1150 C 18,340Sep-11 SPX 3/17/2012 1175 C 16,065Sep-11 SPX 3/17/2012 1175 P 20,820Sep-11 SPX 3/17/2012 1200 P 46,777Sep-11 SPX 3/17/2012 1200 C 28,958Sep-11 SPX 3/17/2012 1225 C 6,086Sep-11 SPX 3/17/2012 1225 P 23,172Sep-11 SPX 3/17/2012 1250 P 24,195Sep-11 SPX 3/17/2012 1250 C 19,069Sep-11 SPX 3/17/2012 1275 P 12,932Sep-11 SPX 3/17/2012 1275 C 16,233Sep-11 SPX 3/17/2012 1300 P 57,224Sep-11 SPX 3/17/2012 1300 C 55,499Sep-11 SPX 3/17/2012 1325 P 10,881Sep-11 SPX 3/17/2012 1325 C 29,554Sep-11 SPX 3/17/2012 1350 P 2,927
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 3/17/2012 1350 C 30,040Sep-11 SPX 3/17/2012 1360 C 302Sep-11 SPX 3/17/2012 1375 P 505Sep-11 SPX 3/17/2012 1375 C 12,560Sep-11 SPX 3/17/2012 1400 C 35,527Sep-11 SPX 3/17/2012 1400 P 2,711Sep-11 SPX 3/17/2012 1425 P 2Sep-11 SPX 3/17/2012 1425 C 17,999Sep-11 SPX 3/17/2012 1450 P 2Sep-11 SPX 3/17/2012 1450 C 12,780Sep-11 SPX 3/17/2012 1475 C 5,089Sep-11 SPX 3/17/2012 1500 P 2,081Sep-11 SPX 3/17/2012 1500 C 31,163Sep-11 SPX 3/17/2012 1550 C 3,618Sep-11 SPX 3/17/2012 1600 P 1,000Sep-11 SPX 3/17/2012 1600 C 20,864Sep-11 SPX 3/17/2012 1650 C 1,321Sep-11 SPX 3/17/2012 1700 C 102Sep-11 SPX 3/17/2012 1700 P 2Sep-11 SPX 6/16/2012 100 C 3Sep-11 SPX 6/16/2012 100 P 519Sep-11 SPX 6/16/2012 200 C 1Sep-11 SPX 6/16/2012 200 P 3,548Sep-11 SPX 6/16/2012 300 P 2,973Sep-11 SPX 6/16/2012 400 P 1,027Sep-11 SPX 6/16/2012 450 P 1,135Sep-11 SPX 6/16/2012 500 C 768Sep-11 SPX 6/16/2012 500 P 7,573Sep-11 SPX 6/16/2012 550 P 1,743Sep-11 SPX 6/16/2012 600 P 38,473Sep-11 SPX 6/16/2012 650 P 8,506Sep-11 SPX 6/16/2012 700 C 381Sep-11 SPX 6/16/2012 700 P 45,531Sep-11 SPX 6/16/2012 725 P 106Sep-11 SPX 6/16/2012 750 P 3,805Sep-11 SPX 6/16/2012 775 P 1,113Sep-11 SPX 6/16/2012 800 P 41,675Sep-11 SPX 6/16/2012 800 C 1,502Sep-11 SPX 6/16/2012 825 P 1,319Sep-11 SPX 6/16/2012 825 C 2Sep-11 SPX 6/16/2012 850 P 3,796Sep-11 SPX 6/16/2012 875 P 755Sep-11 SPX 6/16/2012 900 P 14,519Sep-11 SPX 6/16/2012 925 P 6,286Sep-11 SPX 6/16/2012 950 P 8,196Sep-11 SPX 6/16/2012 950 C 101Sep-11 SPX 6/16/2012 975 P 5,344Sep-11 SPX 6/16/2012 1000 P 37,951Sep-11 SPX 6/16/2012 1000 C 102
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 6/16/2012 1025 C 3Sep-11 SPX 6/16/2012 1025 P 9,238Sep-11 SPX 6/16/2012 1050 C 2,551Sep-11 SPX 6/16/2012 1050 P 24,301Sep-11 SPX 6/16/2012 1075 C 2,550Sep-11 SPX 6/16/2012 1075 P 6,816Sep-11 SPX 6/16/2012 1100 P 48,267Sep-11 SPX 6/16/2012 1100 C 7,353Sep-11 SPX 6/16/2012 1125 P 4,839Sep-11 SPX 6/16/2012 1125 C 2,493Sep-11 SPX 6/16/2012 1150 P 29,502Sep-11 SPX 6/16/2012 1150 C 14,927Sep-11 SPX 6/16/2012 1175 P 9,452Sep-11 SPX 6/16/2012 1175 C 4,692Sep-11 SPX 6/16/2012 1200 P 32,124Sep-11 SPX 6/16/2012 1200 C 19,410Sep-11 SPX 6/16/2012 1225 P 9,667Sep-11 SPX 6/16/2012 1225 C 5,354Sep-11 SPX 6/16/2012 1250 C 10,474Sep-11 SPX 6/16/2012 1250 P 29,303Sep-11 SPX 6/16/2012 1275 P 16,541Sep-11 SPX 6/16/2012 1275 C 10,112Sep-11 SPX 6/16/2012 1300 P 16,397Sep-11 SPX 6/16/2012 1300 C 26,824Sep-11 SPX 6/16/2012 1325 P 4,907Sep-11 SPX 6/16/2012 1325 C 7,522Sep-11 SPX 6/16/2012 1350 P 9,544Sep-11 SPX 6/16/2012 1350 C 22,090Sep-11 SPX 6/16/2012 1375 C 8,116Sep-11 SPX 6/16/2012 1400 C 19,263Sep-11 SPX 6/16/2012 1400 P 811Sep-11 SPX 6/16/2012 1425 C 8,016Sep-11 SPX 6/16/2012 1425 P 2Sep-11 SPX 6/16/2012 1450 P 762Sep-11 SPX 6/16/2012 1450 C 8,203Sep-11 SPX 6/16/2012 1475 C 2,849Sep-11 SPX 6/16/2012 1500 P 768Sep-11 SPX 6/16/2012 1500 C 34,710Sep-11 SPX 6/16/2012 1550 P 118Sep-11 SPX 6/16/2012 1550 C 8,314Sep-11 SPX 6/16/2012 1600 C 5,193Sep-11 SPX 6/16/2012 1625 C 9,763Sep-11 SPX 6/16/2012 1650 C 1,760Sep-11 SPX 6/16/2012 1700 C 1,970Sep-11 SPX 6/16/2012 1800 P 3Sep-11 SPX 6/16/2012 1800 C 479Sep-11 SPX 6/16/2012 1900 P 1Sep-11 SPX 6/16/2012 1900 C 483Sep-11 SPX 6/16/2012 2000 P 1
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 6/16/2012 2000 C 86Sep-11 SPX 6/16/2012 2250 P 16Sep-11 SPX 6/16/2012 2250 C 1Sep-11 SPX 6/16/2012 2500 P 238Sep-11 SPX 6/16/2012 2500 C 36Sep-11 SPX 6/16/2012 3000 P 12Sep-11 SPX 6/16/2012 3000 C 113Sep-11 SPX 9/22/2012 100 P 140Sep-11 SPX 9/22/2012 500 P 50Sep-11 SPX 9/22/2012 700 P 3Sep-11 SPX 9/22/2012 750 P 34Sep-11 SPX 9/22/2012 775 P 250Sep-11 SPX 9/22/2012 800 P 12Sep-11 SPX 9/22/2012 825 P 19Sep-11 SPX 9/22/2012 850 P 1,251Sep-11 SPX 9/22/2012 875 P 13Sep-11 SPX 9/22/2012 900 P 11Sep-11 SPX 9/22/2012 925 P 750Sep-11 SPX 9/22/2012 950 P 10Sep-11 SPX 9/22/2012 975 P 100Sep-11 SPX 9/22/2012 1000 P 502Sep-11 SPX 9/22/2012 1050 P 3Sep-11 SPX 9/22/2012 1100 P 750Sep-11 SPX 9/22/2012 1125 P 334Sep-11 SPX 9/22/2012 1125 C 200Sep-11 SPX 9/22/2012 1150 C 1,333Sep-11 SPX 9/22/2012 1150 P 1,900Sep-11 SPX 9/22/2012 1175 C 1,195Sep-11 SPX 9/22/2012 1175 P 350Sep-11 SPX 9/22/2012 1200 P 2,300Sep-11 SPX 9/22/2012 1200 C 2,562Sep-11 SPX 9/22/2012 1225 C 683Sep-11 SPX 9/22/2012 1250 C 1,137Sep-11 SPX 9/22/2012 1275 C 563Sep-11 SPX 9/22/2012 1300 C 364Sep-11 SPX 9/22/2012 1325 C 100Sep-11 SPX 9/22/2012 1350 C 250Sep-11 SPX 9/22/2012 1425 C 5Sep-11 SPX 9/22/2012 1475 C 5Sep-11 SPX 9/22/2012 1500 C 15Sep-11 SPX 9/22/2012 1550 C 3Sep-11 SPX 9/22/2012 1600 C 261Sep-11 SPX 9/22/2012 1700 C 10Sep-11 SPX 9/22/2012 1800 C 5Sep-11 SPX 12/22/2012 100 C 106Sep-11 SPX 12/22/2012 100 P 10,331Sep-11 SPX 12/22/2012 200 P 15,156Sep-11 SPX 12/22/2012 200 C 25Sep-11 SPX 12/22/2012 250 P 9,107
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 12/22/2012 300 P 3,133Sep-11 SPX 12/22/2012 300 C 23Sep-11 SPX 12/22/2012 350 P 5,743Sep-11 SPX 12/22/2012 350 C 2Sep-11 SPX 12/22/2012 400 P 23,016Sep-11 SPX 12/22/2012 400 C 1Sep-11 SPX 12/22/2012 450 P 2,991Sep-11 SPX 12/22/2012 450 C 10Sep-11 SPX 12/22/2012 500 P 26,512Sep-11 SPX 12/22/2012 500 C 4,370Sep-11 SPX 12/22/2012 550 P 13,979Sep-11 SPX 12/22/2012 550 C 5Sep-11 SPX 12/22/2012 600 P 83,518Sep-11 SPX 12/22/2012 600 C 613Sep-11 SPX 12/22/2012 650 P 7,709Sep-11 SPX 12/22/2012 650 C 5Sep-11 SPX 12/22/2012 675 P 3,554Sep-11 SPX 12/22/2012 700 P 36,938Sep-11 SPX 12/22/2012 700 C 4,556Sep-11 SPX 12/22/2012 750 P 14,486Sep-11 SPX 12/22/2012 800 C 2,619Sep-11 SPX 12/22/2012 800 P 38,546Sep-11 SPX 12/22/2012 825 P 673Sep-11 SPX 12/22/2012 825 C 600Sep-11 SPX 12/22/2012 850 P 74,359Sep-11 SPX 12/22/2012 850 C 100Sep-11 SPX 12/22/2012 875 P 1,135Sep-11 SPX 12/22/2012 900 P 61,550Sep-11 SPX 12/22/2012 900 C 3,726Sep-11 SPX 12/22/2012 925 P 4,464Sep-11 SPX 12/22/2012 925 C 7Sep-11 SPX 12/22/2012 950 C 5,243Sep-11 SPX 12/22/2012 950 P 32,883Sep-11 SPX 12/22/2012 975 P 2,237Sep-11 SPX 12/22/2012 975 C 7Sep-11 SPX 12/22/2012 1000 P 65,968Sep-11 SPX 12/22/2012 1000 C 16,013Sep-11 SPX 12/22/2012 1025 P 3,890Sep-11 SPX 12/22/2012 1025 C 3,401Sep-11 SPX 12/22/2012 1050 P 40,749Sep-11 SPX 12/22/2012 1050 C 14,907Sep-11 SPX 12/22/2012 1075 P 7,013Sep-11 SPX 12/22/2012 1075 C 4,337Sep-11 SPX 12/22/2012 1100 P 56,857Sep-11 SPX 12/22/2012 1100 C 46,627Sep-11 SPX 12/22/2012 1125 P 13,206Sep-11 SPX 12/22/2012 1125 C 8,131Sep-11 SPX 12/22/2012 1150 C 60,074Sep-11 SPX 12/22/2012 1150 P 55,241
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 12/22/2012 1175 P 12,457Sep-11 SPX 12/22/2012 1175 C 13,380Sep-11 SPX 12/22/2012 1200 P 101,644Sep-11 SPX 12/22/2012 1200 C 38,674Sep-11 SPX 12/22/2012 1220 P 1,299Sep-11 SPX 12/22/2012 1220 C 1,172Sep-11 SPX 12/22/2012 1225 P 9,936Sep-11 SPX 12/22/2012 1225 C 8,925Sep-11 SPX 12/22/2012 1250 P 48,506Sep-11 SPX 12/22/2012 1250 C 39,642Sep-11 SPX 12/22/2012 1275 P 20,058Sep-11 SPX 12/22/2012 1275 C 12,897Sep-11 SPX 12/22/2012 1300 C 63,995Sep-11 SPX 12/22/2012 1300 P 38,252Sep-11 SPX 12/22/2012 1325 P 11,871Sep-11 SPX 12/22/2012 1325 C 26,056Sep-11 SPX 12/22/2012 1350 P 9,715Sep-11 SPX 12/22/2012 1350 C 23,317Sep-11 SPX 12/22/2012 1375 P 2Sep-11 SPX 12/22/2012 1375 C 1,407Sep-11 SPX 12/22/2012 1400 P 10,909Sep-11 SPX 12/22/2012 1400 C 40,995Sep-11 SPX 12/22/2012 1425 C 238Sep-11 SPX 12/22/2012 1450 P 703Sep-11 SPX 12/22/2012 1450 C 25,037Sep-11 SPX 12/22/2012 1500 C 41,698Sep-11 SPX 12/22/2012 1500 P 4,541Sep-11 SPX 12/22/2012 1550 P 10Sep-11 SPX 12/22/2012 1550 C 14,482Sep-11 SPX 12/22/2012 1600 P 26Sep-11 SPX 12/22/2012 1600 C 149,698Sep-11 SPX 12/22/2012 1650 C 5,773Sep-11 SPX 12/22/2012 1700 P 203Sep-11 SPX 12/22/2012 1700 C 18,139Sep-11 SPX 12/22/2012 1750 C 4,733Sep-11 SPX 12/22/2012 1800 P 65Sep-11 SPX 12/22/2012 1800 C 45,685Sep-11 SPX 12/22/2012 1900 C 13,910Sep-11 SPX 12/22/2012 1900 P 160Sep-11 SPX 12/22/2012 2000 P 342Sep-11 SPX 12/22/2012 2000 C 56,457Sep-11 SPX 12/22/2012 2250 P 166Sep-11 SPX 12/22/2012 2250 C 224Sep-11 SPX 12/22/2012 2500 P 739Sep-11 SPX 12/22/2012 2500 C 869Sep-11 SPX 12/22/2012 3000 P 4Sep-11 SPX 12/22/2012 3000 C 9Sep-11 SPX 6/22/2013 100 P 45Sep-11 SPX 6/22/2013 200 P 15
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 6/22/2013 300 P 10Sep-11 SPX 6/22/2013 400 P 71Sep-11 SPX 6/22/2013 500 P 25Sep-11 SPX 6/22/2013 550 P 21Sep-11 SPX 6/22/2013 600 P 4Sep-11 SPX 6/22/2013 650 P 2Sep-11 SPX 6/22/2013 700 C 2Sep-11 SPX 6/22/2013 700 P 5Sep-11 SPX 6/22/2013 750 P 20Sep-11 SPX 6/22/2013 750 C 800Sep-11 SPX 6/22/2013 800 P 1,204Sep-11 SPX 6/22/2013 800 C 2Sep-11 SPX 6/22/2013 850 P 21Sep-11 SPX 6/22/2013 900 P 11,164Sep-11 SPX 6/22/2013 900 C 500Sep-11 SPX 6/22/2013 950 P 1,522Sep-11 SPX 6/22/2013 950 C 500Sep-11 SPX 6/22/2013 1000 P 2Sep-11 SPX 6/22/2013 1050 C 1Sep-11 SPX 6/22/2013 1050 P 1,051Sep-11 SPX 6/22/2013 1100 P 8,631Sep-11 SPX 6/22/2013 1100 C 30Sep-11 SPX 6/22/2013 1125 P 100Sep-11 SPX 6/22/2013 1125 C 103Sep-11 SPX 6/22/2013 1150 P 3,751Sep-11 SPX 6/22/2013 1150 C 1,609Sep-11 SPX 6/22/2013 1175 P 1,051Sep-11 SPX 6/22/2013 1175 C 355Sep-11 SPX 6/22/2013 1200 P 1,674Sep-11 SPX 6/22/2013 1200 C 1,401Sep-11 SPX 6/22/2013 1250 P 3,101Sep-11 SPX 6/22/2013 1250 C 639Sep-11 SPX 6/22/2013 1275 P 7,238Sep-11 SPX 6/22/2013 1275 C 270Sep-11 SPX 6/22/2013 1300 P 1,043Sep-11 SPX 6/22/2013 1300 C 1,680Sep-11 SPX 6/22/2013 1325 C 54Sep-11 SPX 6/22/2013 1350 P 102Sep-11 SPX 6/22/2013 1350 C 4,591Sep-11 SPX 6/22/2013 1400 P 6Sep-11 SPX 6/22/2013 1400 C 900Sep-11 SPX 6/22/2013 1450 C 500Sep-11 SPX 6/22/2013 1500 C 2,118Sep-11 SPX 6/22/2013 1550 C 332Sep-11 SPX 6/22/2013 1600 C 2Sep-11 SPX 6/22/2013 1700 C 1,100Sep-11 SPX 6/22/2013 1900 C 50Sep-11 SPX 6/22/2013 2000 P 10Sep-11 SPX 6/22/2013 2000 C 15
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 12/21/2013 100 P 3,999Sep-11 SPX 12/21/2013 100 C 1,728Sep-11 SPX 12/21/2013 200 P 551Sep-11 SPX 12/21/2013 200 C 1,183Sep-11 SPX 12/21/2013 250 P 1,396Sep-11 SPX 12/21/2013 250 C 1Sep-11 SPX 12/21/2013 300 P 4,273Sep-11 SPX 12/21/2013 350 P 119Sep-11 SPX 12/21/2013 400 C 10Sep-11 SPX 12/21/2013 400 P 1,177Sep-11 SPX 12/21/2013 450 P 233Sep-11 SPX 12/21/2013 500 P 8,385Sep-11 SPX 12/21/2013 500 C 7Sep-11 SPX 12/21/2013 550 P 28Sep-11 SPX 12/21/2013 600 P 2,670Sep-11 SPX 12/21/2013 650 P 4,747Sep-11 SPX 12/21/2013 650 C 1Sep-11 SPX 12/21/2013 700 P 20,958Sep-11 SPX 12/21/2013 700 C 10Sep-11 SPX 12/21/2013 750 C 801Sep-11 SPX 12/21/2013 750 P 600Sep-11 SPX 12/21/2013 800 P 11,760Sep-11 SPX 12/21/2013 800 C 288Sep-11 SPX 12/21/2013 850 P 7,384Sep-11 SPX 12/21/2013 850 C 1Sep-11 SPX 12/21/2013 900 P 7,188Sep-11 SPX 12/21/2013 900 C 40Sep-11 SPX 12/21/2013 925 P 20Sep-11 SPX 12/21/2013 950 P 1,314Sep-11 SPX 12/21/2013 975 P 7Sep-11 SPX 12/21/2013 1000 C 766Sep-11 SPX 12/21/2013 1000 P 13,675Sep-11 SPX 12/21/2013 1025 P 14Sep-11 SPX 12/21/2013 1025 C 3Sep-11 SPX 12/21/2013 1050 P 5,137Sep-11 SPX 12/21/2013 1050 C 1,254Sep-11 SPX 12/21/2013 1075 P 160Sep-11 SPX 12/21/2013 1075 C 3Sep-11 SPX 12/21/2013 1100 P 12,774Sep-11 SPX 12/21/2013 1100 C 4,006Sep-11 SPX 12/21/2013 1125 P 3,791Sep-11 SPX 12/21/2013 1125 C 1,263Sep-11 SPX 12/21/2013 1150 C 5,926Sep-11 SPX 12/21/2013 1150 P 6,757Sep-11 SPX 12/21/2013 1175 P 1,873Sep-11 SPX 12/21/2013 1175 C 2,516Sep-11 SPX 12/21/2013 1200 P 10,738Sep-11 SPX 12/21/2013 1200 C 9,605Sep-11 SPX 12/21/2013 1225 P 1,125
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE EXER PRICE CALL PUT OI
Month End OI by Strike and Expiration Date for EOW and Standard SPX Options
Sep-11 SPX 12/21/2013 1225 C 2,151Sep-11 SPX 12/21/2013 1250 P 9,131Sep-11 SPX 12/21/2013 1250 C 7,382Sep-11 SPX 12/21/2013 1275 P 2,833Sep-11 SPX 12/21/2013 1275 C 2,138Sep-11 SPX 12/21/2013 1300 P 11,804Sep-11 SPX 12/21/2013 1300 C 19,950Sep-11 SPX 12/21/2013 1325 C 4,579Sep-11 SPX 12/21/2013 1325 P 5,654Sep-11 SPX 12/21/2013 1350 P 3,194Sep-11 SPX 12/21/2013 1350 C 5,428Sep-11 SPX 12/21/2013 1375 P 511Sep-11 SPX 12/21/2013 1375 C 975Sep-11 SPX 12/21/2013 1400 P 1Sep-11 SPX 12/21/2013 1400 C 9,039Sep-11 SPX 12/21/2013 1425 C 2,800Sep-11 SPX 12/21/2013 1450 P 1Sep-11 SPX 12/21/2013 1450 C 2,231Sep-11 SPX 12/21/2013 1475 C 1,285Sep-11 SPX 12/21/2013 1500 C 6,782Sep-11 SPX 12/21/2013 1500 P 35Sep-11 SPX 12/21/2013 1525 C 200Sep-11 SPX 12/21/2013 1550 C 1,027Sep-11 SPX 12/21/2013 1600 P 1Sep-11 SPX 12/21/2013 1600 C 14,042Sep-11 SPX 12/21/2013 1650 P 1Sep-11 SPX 12/21/2013 1650 C 1,012Sep-11 SPX 12/21/2013 1700 P 3Sep-11 SPX 12/21/2013 1700 C 4,030Sep-11 SPX 12/21/2013 1800 C 6,141Sep-11 SPX 12/21/2013 1900 P 3Sep-11 SPX 12/21/2013 1900 C 2,223Sep-11 SPX 12/21/2013 2000 C 1,513Sep-11 SPX 12/21/2013 2000 P 74Sep-11 SPX 12/21/2013 2250 P 160Sep-11 SPX 12/21/2013 2250 C 16,875Sep-11 SPX 12/21/2013 2500 P 498Sep-11 SPX 12/21/2013 2500 C 136Sep-11 SPX 12/21/2013 3000 P 609Sep-11 SPX 12/21/2013 3000 C 54
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE SumOfOI12/10/2010 SPXW 12/10/2010 56,36112/10/2010 SPX 12/18/2010 7,650,18112/10/2010 SPX 1/22/2011 1,869,29812/10/2010 SPX 2/19/2011 649,43412/10/2010 SPX 3/19/2011 1,383,84912/10/2010 SPX 6/18/2011 1,187,40912/10/2010 SPX 9/17/2011 329,80112/10/2010 SPX 12/17/2011 1,947,13812/10/2010 SPX 6/16/2012 88,52312/10/2010 SPX 12/22/2012 1,080,81112/23/2010 SPXW 12/23/2010 69,62612/23/2010 SPX 1/22/2011 2,751,06412/23/2010 SPX 2/19/2011 912,23912/23/2010 SPX 3/19/2011 1,796,89812/23/2010 SPX 4/16/2011 27,25012/23/2010 SPX 6/18/2011 1,280,39612/23/2010 SPX 9/17/2011 353,32912/23/2010 SPX 12/17/2011 1,999,87212/23/2010 SPX 6/16/2012 95,34712/23/2010 SPX 12/22/2012 1,095,13812/23/2010 SPX 12/21/2013 2,325
1/7/2011 SPXW 1/7/2011 141,0761/7/2011 SPXW 1/14/2011 62,9421/7/2011 SPX 1/22/2011 2,975,7311/7/2011 SPX 2/19/2011 1,353,8611/7/2011 SPX 3/19/2011 2,147,3301/7/2011 SPX 4/16/2011 84,3371/7/2011 SPX 6/18/2011 1,356,9261/7/2011 SPX 9/17/2011 396,7541/7/2011 SPX 12/17/2011 2,093,1971/7/2011 SPX 6/16/2012 101,6301/7/2011 SPX 12/22/2012 1,105,3121/7/2011 SPX 12/21/2013 13,174
1/14/2011 SPXW 1/14/2011 134,8251/14/2011 SPX 1/22/2011 3,010,4421/14/2011 SPX 2/19/2011 1,591,7551/14/2011 SPX 3/19/2011 2,439,1841/14/2011 SPX 4/16/2011 133,8011/14/2011 SPX 6/18/2011 1,390,3061/14/2011 SPX 9/17/2011 459,6401/14/2011 SPX 12/17/2011 2,142,7541/14/2011 SPX 6/16/2012 110,4781/14/2011 SPX 12/22/2012 1,118,7771/14/2011 SPX 12/21/2013 18,3511/28/2011 SPXW 1/28/2011 179,6601/28/2011 SPXW 2/4/2011 66,9591/28/2011 SPX 2/19/2011 2,696,294
SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE SumOfOI
SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates
1/28/2011 SPX 3/19/2011 3,104,2151/28/2011 SPX 4/16/2011 411,4371/28/2011 SPX 5/21/2011 72,1721/28/2011 SPX 6/18/2011 1,472,0541/28/2011 SPX 9/17/2011 509,1281/28/2011 SPX 12/17/2011 2,267,6671/28/2011 SPX 6/16/2012 126,6171/28/2011 SPX 12/22/2012 1,170,6671/28/2011 SPX 12/21/2013 30,3052/4/2011 SPXW 2/4/2011 222,9042/4/2011 SPXW 2/11/2011 53,4032/4/2011 SPX 2/19/2011 2,760,0172/4/2011 SPX 3/19/2011 3,397,2462/4/2011 SPX 4/16/2011 557,8252/4/2011 SPX 5/21/2011 111,7182/4/2011 SPX 6/18/2011 1,525,3782/4/2011 SPX 9/17/2011 531,3342/4/2011 SPX 12/17/2011 2,300,4342/4/2011 SPX 6/16/2012 147,6922/4/2011 SPX 12/22/2012 1,186,7612/4/2011 SPX 12/21/2013 37,646
2/11/2011 SPXW 2/11/2011 134,4132/11/2011 SPX 2/19/2011 2,826,6632/11/2011 SPX 3/19/2011 3,727,2422/11/2011 SPX 4/16/2011 650,3212/11/2011 SPX 5/21/2011 154,1782/11/2011 SPX 6/18/2011 1,635,7402/11/2011 SPX 9/17/2011 563,7142/11/2011 SPX 12/17/2011 2,363,4532/11/2011 SPX 6/16/2012 168,9222/11/2011 SPX 12/22/2012 1,216,1172/11/2011 SPX 12/21/2013 57,8582/25/2011 SPXW 2/25/2011 194,9292/25/2011 SPXW 3/4/2011 86,3452/25/2011 SPX 3/19/2011 4,835,7332/25/2011 SPX 4/16/2011 1,017,1402/25/2011 SPX 5/21/2011 263,0522/25/2011 SPX 6/18/2011 1,728,9882/25/2011 SPX 9/17/2011 675,3472/25/2011 SPX 12/17/2011 2,482,4472/25/2011 SPX 6/16/2012 188,9352/25/2011 SPX 12/22/2012 1,252,9682/25/2011 SPX 12/21/2013 65,7753/4/2011 SPXW 3/4/2011 231,3613/4/2011 SPXW 3/11/2011 75,2963/4/2011 SPX 3/19/2011 4,974,5923/4/2011 SPX 4/16/2011 1,235,444
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE SumOfOI
SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates
3/4/2011 SPX 5/21/2011 378,0973/4/2011 SPX 6/18/2011 1,847,9023/4/2011 SPX 9/17/2011 846,8553/4/2011 SPX 12/17/2011 2,540,5893/4/2011 SPX 6/16/2012 203,3483/4/2011 SPX 12/22/2012 1,275,4813/4/2011 SPX 12/21/2013 68,494
3/11/2011 SPXW 3/11/2011 174,6503/11/2011 SPX 3/19/2011 5,118,1323/11/2011 SPX 4/16/2011 1,521,6183/11/2011 SPX 5/21/2011 453,7243/11/2011 SPX 6/18/2011 1,976,2553/11/2011 SPX 9/17/2011 852,4013/11/2011 SPX 12/17/2011 2,614,4823/11/2011 SPX 6/16/2012 212,4913/11/2011 SPX 12/22/2012 1,282,5253/11/2011 SPX 12/21/2013 70,4423/25/2011 SPXW 3/25/2011 182,9003/25/2011 SPXW 4/1/2011 34,4373/25/2011 SPX 4/16/2011 2,641,3533/25/2011 SPX 5/21/2011 797,2373/25/2011 SPX 6/18/2011 2,755,4673/25/2011 SPX 7/16/2011 47,3693/25/2011 SPX 9/17/2011 906,0003/25/2011 SPX 12/17/2011 2,709,5313/25/2011 SPX 3/17/2012 22,6113/25/2011 SPX 6/16/2012 227,8243/25/2011 SPX 12/22/2012 1,322,9043/25/2011 SPX 12/21/2013 84,1024/1/2011 SPXW 4/1/2011 113,2044/1/2011 SPXW 4/8/2011 71,5274/1/2011 SPX 4/16/2011 2,762,1874/1/2011 SPX 5/21/2011 995,7904/1/2011 SPX 6/18/2011 2,919,7294/1/2011 SPX 7/16/2011 105,5454/1/2011 SPX 9/17/2011 975,6774/1/2011 SPX 12/17/2011 2,742,8704/1/2011 SPX 3/17/2012 43,8654/1/2011 SPX 6/16/2012 228,9174/1/2011 SPX 12/22/2012 1,342,3014/1/2011 SPX 12/21/2013 91,6354/8/2011 SPXW 4/8/2011 133,5134/8/2011 SPX 4/16/2011 2,819,0644/8/2011 SPX 5/21/2011 1,184,0444/8/2011 SPX 6/18/2011 3,194,4284/8/2011 SPX 7/16/2011 170,6674/8/2011 SPX 9/17/2011 1,037,983
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE SumOfOI
SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates
4/8/2011 SPX 12/17/2011 2,807,6254/8/2011 SPX 3/17/2012 80,9944/8/2011 SPX 6/16/2012 233,7624/8/2011 SPX 12/22/2012 1,377,1574/8/2011 SPX 12/21/2013 108,466
4/21/2011 SPXW 4/21/2011 134,4794/21/2011 SPXW 4/29/2011 54,3054/21/2011 SPX 5/21/2011 2,163,1134/21/2011 SPX 6/18/2011 3,669,3134/21/2011 SPX 7/16/2011 359,3314/21/2011 SPX 8/20/2011 39,8334/21/2011 SPX 9/17/2011 1,129,1284/21/2011 SPX 12/17/2011 2,878,1294/21/2011 SPX 3/17/2012 107,2824/21/2011 SPX 6/16/2012 243,6324/21/2011 SPX 12/22/2012 1,391,6194/21/2011 SPX 12/21/2013 113,1364/29/2011 SPXW 4/29/2011 108,7714/29/2011 SPXW 5/6/2011 77,8944/29/2011 SPX 5/21/2011 2,301,4444/29/2011 SPX 6/18/2011 4,002,1464/29/2011 SPX 7/16/2011 429,5654/29/2011 SPX 8/20/2011 89,7934/29/2011 SPX 9/17/2011 1,194,0074/29/2011 SPX 12/17/2011 2,925,6224/29/2011 SPX 3/17/2012 132,5754/29/2011 SPX 6/16/2012 284,0314/29/2011 SPX 12/22/2012 1,440,0184/29/2011 SPX 12/21/2013 121,2725/6/2011 SPXW 5/6/2011 157,0645/6/2011 SPXW 5/13/2011 77,9495/6/2011 SPX 5/21/2011 2,373,2005/6/2011 SPX 6/18/2011 4,211,1835/6/2011 SPX 7/16/2011 548,6265/6/2011 SPX 8/20/2011 163,8915/6/2011 SPX 9/17/2011 1,239,2175/6/2011 SPX 12/17/2011 2,972,9755/6/2011 SPX 3/17/2012 165,3725/6/2011 SPX 6/16/2012 298,8595/6/2011 SPX 12/22/2012 1,455,8875/6/2011 SPX 12/21/2013 151,950
5/13/2011 SPXW 5/13/2011 130,0355/13/2011 SPX 5/21/2011 2,464,2985/13/2011 SPX 6/18/2011 4,416,7715/13/2011 SPX 7/16/2011 673,9305/13/2011 SPX 8/20/2011 186,6685/13/2011 SPX 9/17/2011 1,346,221
FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE
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DATE CLASS EXPR DATE SumOfOI
SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates
5/13/2011 SPX 12/17/2011 3,030,6545/13/2011 SPX 3/17/2012 195,0695/13/2011 SPX 6/16/2012 315,0385/13/2011 SPX 12/22/2012 1,473,1215/13/2011 SPX 12/21/2013 156,0865/27/2011 SPXW 5/27/2011 179,3465/27/2011 SPXW 6/3/2011 95,3855/27/2011 SPX 6/18/2011 5,449,0105/27/2011 SPX 7/16/2011 1,116,5215/27/2011 SPX 8/20/2011 335,6735/27/2011 SPX 9/17/2011 1,431,8125/27/2011 SPX 12/17/2011 3,113,8895/27/2011 SPX 3/17/2012 273,9955/27/2011 SPX 6/16/2012 338,9435/27/2011 SPX 12/22/2012 1,486,0765/27/2011 SPX 12/21/2013 164,0386/3/2011 SPXW 6/3/2011 205,5606/3/2011 SPXW 6/10/2011 85,5116/3/2011 SPX 6/18/2011 5,457,1566/3/2011 SPX 7/16/2011 1,325,9586/3/2011 SPX 8/20/2011 404,1766/3/2011 SPX 9/17/2011 1,509,9866/3/2011 SPX 12/17/2011 3,164,1096/3/2011 SPX 3/17/2012 280,5496/3/2011 SPX 6/16/2012 347,0236/3/2011 SPX 12/22/2012 1,498,6686/3/2011 SPX 12/21/2013 170,046
6/10/2011 SPXW 6/10/2011 169,9306/10/2011 SPX 6/18/2011 5,485,3886/10/2011 SPX 7/16/2011 1,650,1176/10/2011 SPX 8/20/2011 581,5426/10/2011 SPX 9/17/2011 1,811,2596/10/2011 SPX 12/17/2011 3,178,4076/10/2011 SPX 3/17/2012 301,5126/10/2011 SPX 6/16/2012 359,0186/10/2011 SPX 12/22/2012 1,505,7316/10/2011 SPX 12/21/2013 175,2446/24/2011 SPXW 6/24/2011 214,0476/24/2011 SPXW 7/1/2011 59,5956/24/2011 SPX 7/16/2011 2,620,8226/24/2011 SPX 8/20/2011 1,091,5576/24/2011 SPX 9/17/2011 2,482,2126/24/2011 SPX 10/22/2011 33,3726/24/2011 SPX 12/17/2011 3,360,6796/24/2011 SPX 3/17/2012 371,5666/24/2011 SPX 6/16/2012 383,5216/24/2011 SPX 12/22/2012 1,538,627
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DATE CLASS EXPR DATE SumOfOI
SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates
6/24/2011 SPX 6/22/2013 7,1166/24/2011 SPX 12/21/2013 183,0637/1/2011 SPXW 7/1/2011 145,5377/1/2011 SPXW 7/8/2011 83,6357/1/2011 SPX 7/16/2011 2,813,2007/1/2011 SPX 8/20/2011 1,394,5527/1/2011 SPX 9/17/2011 2,832,0007/1/2011 SPX 10/22/2011 102,0287/1/2011 SPX 12/17/2011 3,382,8697/1/2011 SPX 3/17/2012 444,0417/1/2011 SPX 6/16/2012 404,0917/1/2011 SPX 12/22/2012 1,549,6937/1/2011 SPX 6/22/2013 9,4007/1/2011 SPX 12/21/2013 188,3357/8/2011 SPXW 7/8/2011 127,5327/8/2011 SPX 7/16/2011 2,903,1897/8/2011 SPX 8/20/2011 1,619,4017/8/2011 SPX 9/17/2011 3,137,8857/8/2011 SPX 10/22/2011 168,6367/8/2011 SPX 12/17/2011 3,445,7187/8/2011 SPX 3/17/2012 454,2017/8/2011 SPX 6/16/2012 432,4077/8/2011 SPX 12/22/2012 1,561,5567/8/2011 SPX 6/22/2013 18,6527/8/2011 SPX 12/21/2013 192,634
7/22/2011 SPXW 7/22/2011 193,0027/22/2011 SPXW 7/29/2011 86,9747/22/2011 SPX 8/20/2011 2,625,4517/22/2011 SPX 9/17/2011 3,757,9357/22/2011 SPX 10/22/2011 392,7187/22/2011 SPX 11/19/2011 31,1247/22/2011 SPX 12/17/2011 3,522,7197/22/2011 SPX 3/17/2012 536,0787/22/2011 SPX 6/16/2012 452,6657/22/2011 SPX 12/22/2012 1,573,5907/22/2011 SPX 6/22/2013 21,5077/22/2011 SPX 12/21/2013 204,3377/29/2011 SPXW 7/29/2011 163,7307/29/2011 SPXW 8/5/2011 84,7507/29/2011 SPX 8/20/2011 2,862,8227/29/2011 SPX 9/17/2011 3,996,6327/29/2011 SPX 10/22/2011 479,9427/29/2011 SPX 11/19/2011 64,3557/29/2011 SPX 12/17/2011 3,587,3147/29/2011 SPX 3/17/2012 541,5897/29/2011 SPX 6/16/2012 474,4887/29/2011 SPX 12/22/2012 1,588,655
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DATE CLASS EXPR DATE SumOfOI
SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates
7/29/2011 SPX 6/22/2013 23,8297/29/2011 SPX 12/21/2013 208,7148/5/2011 SPXW 8/5/2011 188,5198/5/2011 SPXW 8/12/2011 101,8768/5/2011 SPX 8/20/2011 3,244,5468/5/2011 SPX 9/17/2011 4,690,3098/5/2011 SPX 10/22/2011 688,4088/5/2011 SPX 11/19/2011 175,2708/5/2011 SPX 12/17/2011 3,778,8268/5/2011 SPX 3/17/2012 635,6078/5/2011 SPX 6/16/2012 523,6258/5/2011 SPX 12/22/2012 1,611,6328/5/2011 SPX 6/22/2013 28,1168/5/2011 SPX 12/21/2013 229,354
8/12/2011 SPXW 8/12/2011 273,7428/12/2011 SPX 8/20/2011 3,634,5778/12/2011 SPX 9/17/2011 5,483,8848/12/2011 SPX 10/22/2011 921,6548/12/2011 SPX 11/19/2011 298,3678/12/2011 SPX 12/17/2011 3,875,5588/12/2011 SPX 3/17/2012 728,1418/12/2011 SPX 6/16/2012 593,9658/12/2011 SPX 12/22/2012 1,621,0938/12/2011 SPX 6/22/2013 31,2308/12/2011 SPX 12/21/2013 237,0378/26/2011 SPXW 8/26/2011 264,5978/26/2011 SPXW 9/2/2011 157,5588/26/2011 SPX 9/17/2011 6,964,4568/26/2011 SPX 10/22/2011 1,449,0428/26/2011 SPX 11/19/2011 481,6728/26/2011 SPX 12/17/2011 4,177,3778/26/2011 SPX 3/17/2012 885,7748/26/2011 SPX 6/16/2012 670,5538/26/2011 SPX 12/22/2012 1,668,8998/26/2011 SPX 6/22/2013 46,0208/26/2011 SPX 12/21/2013 259,6739/2/2011 SPXW 9/2/2011 244,6969/2/2011 SPXW 9/9/2011 91,9449/2/2011 SPX 9/17/2011 7,180,9929/2/2011 SPX 10/22/2011 1,774,9769/2/2011 SPX 11/19/2011 575,6589/2/2011 SPX 12/17/2011 4,270,3879/2/2011 SPX 3/17/2012 913,5239/2/2011 SPX 6/16/2012 694,4109/2/2011 SPX 12/22/2012 1,689,2569/2/2011 SPX 6/22/2013 46,3719/2/2011 SPX 12/21/2013 266,085
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DATE CLASS EXPR DATE SumOfOI
SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates
9/9/2011 SPXW 9/9/2011 226,4049/9/2011 SPX 9/17/2011 7,421,6939/9/2011 SPX 10/22/2011 2,084,5599/9/2011 SPX 11/19/2011 716,8499/9/2011 SPX 12/17/2011 4,431,3459/9/2011 SPX 3/17/2012 943,3649/9/2011 SPX 6/16/2012 707,1769/9/2011 SPX 12/22/2012 1,719,0929/9/2011 SPX 6/22/2013 46,3659/9/2011 SPX 12/21/2013 271,746
9/23/2011 SPXW 9/23/2011 200,4709/23/2011 SPX 10/22/2011 3,137,3689/23/2011 SPX 11/19/2011 1,086,6759/23/2011 SPX 12/17/2011 5,110,5679/23/2011 SPX 1/21/2012 112,5899/23/2011 SPX 3/17/2012 998,5649/23/2011 SPX 6/16/2012 725,6749/23/2011 SPX 9/22/2012 9,5539/23/2011 SPX 12/22/2012 1,745,4659/23/2011 SPX 6/22/2013 56,6099/23/2011 SPX 12/21/2013 298,762
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MonthStandard and
Quarterly SPX options EOW SPX Options
EOW Volume as Percent of Total
VolumeJune-10 14,993,665July-10 12,550,767August-10 12,828,661September-10 13,719,409October-10 12,982,649November-10 13,146,679December-10 11,368,890 257,016 2.21%January-11 11,945,153 862,571 6.73%February-11 11,174,243 960,641 7.92%March-11 15,031,088 1,082,638 6.72%April-11 11,028,953 867,099 7.29%May-11 11,515,972 1,033,967 8.24%June-11 16,321,481 1,390,731 7.85%July-11 13,954,532 1,159,070 7.67%August-11 26,751,733 2,220,155 7.66%September-11 18,382,182 1,244,848 6.34%
SPX EOW Volume as Ratio of Total SPX Volume
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Week
Standard and Quarterly SPX
OptionsEOW SPX
Options
EOW Open Interest as Percent of Total SPX Option Open Interest
10-Dec-10 16,501,144 56,361 0.34%23-Dec-10 10,772,952 69,626 0.64%
7-Jan-11 11,644,248 204,018 1.72%14-Jan-11 12,436,758 134,825 1.07%28-Jan-11 11,889,074 246,619 2.03%4-Feb-11 12,590,206 276,307 2.15%
11-Feb-11 13,402,298 134,413 0.99%25-Feb-11 12,638,495 281,274 2.18%4-Mar-11 13,564,580 306,657 2.21%
11-Mar-11 14,329,414 174,650 1.20%25-Mar-11 11,917,413 217,337 1.79%
1-Apr-11 12,243,944 184,731 1.49%8-Apr-11 13,058,093 133,513 1.01%
21-Apr-11 12,158,369 188,784 1.53%29-Apr-11 12,992,391 186,665 1.42%6-May-11 13,674,851 235,013 1.69%
13-May-11 14,353,593 130,035 0.90%27-May-11 13,831,765 274,731 1.95%
3-Jun-11 14,288,329 291,071 2.00%10-Jun-11 15,219,383 169,930 1.10%24-Jun-11 12,414,473 273,642 2.16%
1-Jul-11 13,212,485 229,172 1.70%8-Jul-11 14,028,449 127,532 0.90%
22-Jul-11 13,228,484 279,976 2.07%29-Jul-11 13,954,721 248,480 1.75%5-Aug-11 15,759,594 290,395 1.81%
12-Aug-11 17,626,982 273,742 1.53%26-Aug-11 16,862,018 422,155 2.44%2-Sep-11 17,738,461 336,640 1.86%9-Sep-11 18,768,777 226,404 1.19%
23-Sep-11 14,119,410 200,470 1.40%
EOW Open Interest as Ratio of Total SPX Open Intereston EOW Expiration Dates
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Tab 2: Monthly Analysis of EOW & EOM Trading Patterns In the annual report, CBOE also proposes to identify EOW and EOM trading patterns by undertaking a time series analysis of open interest in EOW and EOM series aggregated by expiration date compared to open interest in near-term standard Expiration Friday AM-settled series in order to determine whether users are shifting positions from standard series to EOW and EOM series. Declining open interest in standard series accompanied by rising open interest in EOW and EOM series would suggest that users are shifting positions.
* * * * * Based on its review of EOWs on the S&P 500, the Exchange did not observe a migration from standard (i.e., 3rd Friday) A.M.-settled SPX options series to S&P 500 EOW option series. The Exchange conducted a time series analysis of EOW open interest as a percentage of near-term standard options on the S&P 500. The Exchange observed a range of change in the percentage of EOWs as a percentage of near-term standard options on the S&P 500 but not a sustained pattern of increasing EOW open interest share in relation to that of the near-term standard S&P 500 options.
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DATEEXPR DATE OF EOW OPTIONS SumOfOI
EXPR DATE OF EOW OPTIONS SumOfOI
EXPR DATE OF NEAR-TERM
SPX SumOfOITotal EOW Open
Interest
Total Near_Term SPX Open
Interest
EOW Open Interest as Percent of Near-Term SPX
Standard Options12/3/10 12/10/10 34,455 12/18/10 7,479,415 34,455 7,513,870 0.46%
12/10/10 12/10/10 56,361 12/18/10 7,650,181 56,361 7,706,542 0.73%12/23/10 12/23/10 69,626 1/22/11 2,751,064 69,626 2,820,690 2.47%12/31/10 1/7/11 70,361 1/22/11 2,804,861 70,361 2,875,222 2.45%
1/7/11 1/7/11 141,076 1/14/11 62,942 1/22/11 2,975,731 204,018 3,179,749 6.42%1/14/11 1/14/11 134,825 1/22/11 3,010,442 134,825 3,145,267 4.29%1/28/11 1/28/11 179,660 2/4/11 66,959 2/19/11 2,696,294 246,619 2,942,913 8.38%2/4/11 2/4/11 222,904 2/11/11 53,403 2/19/11 2,760,017 276,307 3,036,324 9.10%
2/11/11 2/11/11 134,413 2/19/11 2,826,663 134,413 2,961,076 4.54%2/25/11 2/25/11 194,929 3/4/11 86,345 3/19/11 4,835,733 281,274 5,117,007 5.50%3/4/11 3/4/11 231,361 3/11/11 75,296 3/19/11 4,974,592 306,657 5,281,249 5.81%
3/11/11 3/11/11 174,650 3/19/11 5,118,132 174,650 5,292,782 3.30%3/25/11 3/25/11 182,900 4/1/11 34,437 4/16/11 2,641,353 217,337 2,858,690 7.60%4/1/11 4/1/11 113,204 4/8/11 71,527 4/16/11 2,762,187 184,731 2,946,918 6.27%4/8/11 4/8/11 133,513 4/16/11 2,819,064 133,513 2,952,577 4.52%
4/21/11 4/21/11 134,479 4/29/11 54,305 5/21/11 2,163,113 188,784 2,351,897 8.03%4/29/11 4/29/11 108,771 5/6/11 77,894 5/21/11 2,301,444 186,665 2,488,109 7.50%5/6/11 5/6/11 157,064 5/13/11 77,949 5/21/11 2,373,200 235,013 2,608,213 9.01%
5/13/11 5/13/11 130,035 5/21/11 2,464,298 130,035 2,594,333 5.01%5/27/11 5/27/11 179,346 6/3/11 95,385 6/18/11 5,449,010 274,731 5,723,741 4.80%6/3/11 6/3/11 205,560 6/10/11 85,511 6/18/11 5,457,156 291,071 5,748,227 5.06%
6/10/11 6/10/11 169,930 6/18/11 5,485,388 169,930 5,655,318 3.00%6/24/11 6/24/11 214,047 7/1/11 59,595 7/16/11 2,620,822 273,642 2,894,464 9.45%7/1/11 7/1/11 145,537 7/8/11 83,635 7/16/11 2,813,200 229,172 3,042,372 7.53%7/8/11 7/8/11 127,532 7/16/11 2,903,189 127,532 3,030,721 4.21%
7/22/11 7/22/11 193,002 7/29/11 86,974 8/20/11 2,625,451 279,976 2,905,427 9.64%7/29/11 7/29/11 163,730 8/5/11 84,750 8/20/11 2,862,822 248,480 3,111,302 7.99%8/5/11 8/5/11 188,519 8/12/11 101,876 8/20/11 3,244,546 290,395 3,534,941 8.21%
8/12/11 8/12/11 273,742 8/20/11 3,634,577 273,742 3,908,319 7.00%8/26/11 8/26/11 264,597 9/2/11 157,558 9/17/11 6,964,456 422,155 7,386,611 5.72%
9/2/2011 9/2/2011 244,696 9/9/2011 91,944 9/17/2011 7,180,992 336,640 7,517,632 4.48%9/9/2011 9/9/2011 226,404 9/17/2011 7,421,693 226,404 7,648,097 2.96%
9/23/2011 9/23/2011 200,470 10/22/2011 3,137,368 200,470 3,337,838 6.01%
Near-Term EOW Near-Term Standard SPX OptionsSecond-Term EOW
Time Series Analysis of EOW Open Interest as Percent of Near-Term Standard SPX Options
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Tab 3: Provisional Analysis of Index Price Volatility For each EOW and EOM Expiration that has expiring open interest that exceeds 25,000 contracts, the annual report will contain the following analysis related to index price changes and, if needed, underlying share trading volume at the close on expiration dates:
(1) a comparison of index price changes at the close of trading on a given
expiration date with comparable price changes from a control sample. The data will include a calculation of percentage price changes for various time intervals and compare that information to the respective control sample. Raw percentage price change data as well as percentage price change data normalized for prevailing market volatility, as measured by the CBOE Volatility Index ("VIX"), will be provided.
CBOE will calculate 3 sets of percentage price changes:
1. Based on the Broad-Based Index price observed at 2:30 p.m. CT and the
closing Broad-Based Index price, 2. Based on the Broad-Based Index price observed at 2:40 p.m. CT and the
closing Broad-Based Index price, and 3. Based on the Broad-Based Index price observed at 2:55 p.m. CT and the
closing Broad-Based Index price
The percentage price changes will be calculated using the following formula:
Percentage Price Change = [P(close)–P(2:30 p.m., 2:40 p.m. or 2:55 p.m. CT)]/P(2:30 p.m., 2:40 p.m. or 2:55 p.m.
CT) where: P(*) is the Broad-Based Index price
(2) if needed, a calculation of share volume for a sample set of the component
securities representing an upper limit on share trading that could be attributable to expiring in-the-money EOW and EOM expirations. The data, if needed, will include a comparison of the calculated share volume for securities in the sample set to the average daily trading volumes of those securities over a sample period.
The minimum open interest parameters, control sample, time intervals, method for selecting the component securities, and sample periods will be determined by the Exchange and the SEC.
* * * * *
Observations of the S&P 500 were taken at five minute intervals from 2:30 p.m. to 3:00 p.m. (Chicago time) on EOW expiration days and for Fridays from December 2010
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through September 2011 and during the six month period from June 2010 through November 2010 as a control. The percentage changes in the S&P 500 value from each observation to the close at 3:00 p.m. (Chicago time) were then calculated. In addition, the absolute value of the percentage changes of the observations to the close for both the control were calculated over the study periods. Based on the calculation of the mean and standard deviations of the absolute values of the percentage changes from 2:30 p.m. to 2:55 p.m. to the close over the sampling periods, there was no discernable increase in volatility during the period in which EOW SPX options were listed. A second study was performed where the absolute percentage changes of the S&P 500 values to the close was divided by CBOE Volatility Index ("VIX") values to control for potential volatility changes during the two periods. In this study there was also no discernable increase in volatility in the period in which EOW SPX options were listed based on the mean and standard deviations for the respective periods.
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Date 2:30 PM 2:35 PM 2:40 PM 2:45 PM 2:50 PM 2:55 PM 3:00 PM 2:30 PM 2:35 PM 2:40 PM 2:45 PM 2:50 PM 2:55 PM 3:00 PM6/4/2010 0.03% 0.02% 0.07% 0.20% 0.09% 0.27% 0.00% 0.08% 0.05% 0.19% 0.57% 0.26% 0.76% 0.00%6/11/2010 0.64% 0.50% 0.33% 0.21% 0.01% 0.01% 0.00% 2.19% 1.70% 1.14% 0.72% 0.02% 0.02% 0.00%6/25/2010 0.03% 0.34% 0.35% 0.04% 0.05% 0.16% 0.00% 0.09% 1.22% 1.23% 0.14% 0.16% 0.55% 0.00%6/30/2010 0.66% 0.54% 0.29% 0.12% 0.13% 0.02% 0.00% 1.98% 1.60% 0.86% 0.35% 0.39% 0.05% 0.00%7/2/2010 0.26% 0.25% 0.61% 0.57% 0.62% 0.47% 0.00% 0.85% 0.82% 2.06% 1.93% 2.12% 1.61% 0.00%7/9/2010 0.26% 0.24% 0.11% 0.02% 0.07% 0.03% 0.00% 1.03% 0.94% 0.44% 0.07% 0.28% 0.12% 0.00%7/23/2010 0.13% 0.02% 0.26% 0.36% 0.25% 0.18% 0.00% 0.55% 0.08% 1.11% 1.51% 1.03% 0.77% 0.00%7/30/2010 0.37% 0.33% 0.20% 0.28% 0.24% 0.20% 0.00% 1.57% 1.39% 0.86% 1.18% 1.04% 0.84% 0.00%8/6/2010 0.23% 0.26% 0.21% 0.11% 0.06% 0.16% 0.00% 1.06% 1.16% 0.94% 0.51% 0.25% 0.72% 0.00%8/13/2010 0.25% 0.31% 0.27% 0.14% 0.06% 0.08% 0.00% 0.96% 1.20% 1.03% 0.55% 0.21% 0.30% 0.00%8/27/2010 0.03% 0.14% 0.14% 0.01% 0.03% 0.00% 0.00% 0.14% 0.58% 0.56% 0.05% 0.14% 0.00% 0.00%9/3/2010 0.19% 0.30% 0.28% 0.07% 0.09% 0.19% 0.00% 0.87% 1.40% 1.31% 0.32% 0.41% 0.88% 0.00%9/10/2010 0.09% 0.10% 0.00% 0.01% 0.00% 0.02% 0.00% 0.40% 0.48% 0.02% 0.02% 0.01% 0.07% 0.00%9/24/2010 0.14% 0.12% 0.02% 0.06% 0.02% 0.06% 0.00% 0.63% 0.57% 0.09% 0.26% 0.10% 0.29% 0.00%9/30/2010 0.33% 0.19% 0.15% 0.20% 0.17% 0.13% 0.00% 1.41% 0.79% 0.62% 0.84% 0.72% 0.57% 0.00%10/1/2010 0.02% 0.06% 0.07% 0.03% 0.01% 0.09% 0.00% 0.10% 0.27% 0.29% 0.15% 0.03% 0.39% 0.00%10/8/2010 0.02% 0.15% 0.16% 0.22% 0.18% 0.20% 0.00% 0.12% 0.72% 0.77% 1.09% 0.88% 0.98% 0.00%10/22/2010 0.12% 0.11% 0.16% 0.14% 0.10% 0.04% 0.00% 0.63% 0.58% 0.83% 0.74% 0.54% 0.24% 0.00%10/29/2010 0.01% 0.05% 0.13% 0.13% 0.06% 0.02% 0.00% 0.04% 0.24% 0.61% 0.60% 0.30% 0.07% 0.00%11/5/2010 0.26% 0.19% 0.32% 0.33% 0.09% 0.01% 0.00% 1.40% 1.05% 1.73% 1.80% 0.47% 0.08% 0.00%11/12/2010 0.06% 0.02% 0.07% 0.17% 0.01% 0.12% 0.00% 0.27% 0.11% 0.33% 0.81% 0.06% 0.57% 0.00%Mean Absolute % Change 0.20% 0.20% 0.20% 0.16% 0.11% 0.12% 0.00% 0.78% 0.81% 0.81% 0.68% 0.45% 0.47% 0.00%St. Dev. Absolute % Change 0.18% 0.14% 0.14% 0.14% 0.13% 0.11% 0.00% 0.63% 0.49% 0.51% 0.54% 0.48% 0.40% 0.00%
Date 2:30 PM 2:35 PM 2:40 PM 2:45 PM 2:50 PM 2:55 PM 3:00 PM 2:30 PM 2:35 PM 2:40 PM 2:45 PM 2:50 PM 2:55 PM 3:00 PM12/3/2010 0.22% 0.24% 0.10% 0.09% 0.08% 0.05% 0.00% 1.23% 1.33% 0.56% 0.53% 0.44% 0.30% 0.00%12/10/2010 0.00% 0.05% 0.03% 0.04% 0.02% 0.06% 0.00% 0.01% 0.26% 0.14% 0.25% 0.13% 0.34% 0.00%12/23/2010 0.00% 0.03% 0.04% 0.02% 0.06% 0.06% 0.00% 0.03% 0.17% 0.24% 0.13% 0.36% 0.35% 0.00%12/31/2010 0.07% 0.07% 0.08% 0.06% 0.16% 0.06% 0.00% 0.40% 0.40% 0.43% 0.33% 0.88% 0.33% 0.00%1/7/2011 0.14% 0.05% 0.02% 0.03% 0.03% 0.01% 0.00% 0.82% 0.29% 0.12% 0.17% 0.17% 0.07% 0.00%1/14/2011 0.12% 0.15% 0.14% 0.13% 0.02% 0.06% 0.00% 0.79% 1.00% 0.88% 0.85% 0.11% 0.42% 0.00%1/28/2011 0.05% 0.00% 0.03% 0.01% 0.03% 0.04% 0.00% 0.25% 0.01% 0.13% 0.05% 0.15% 0.21% 0.00%2/4/2011 0.11% 0.06% 0.11% 0.10% 0.03% 0.04% 0.00% 0.70% 0.35% 0.69% 0.61% 0.16% 0.24% 0.00%2/11/2011 0.06% 0.02% 0.01% 0.03% 0.02% 0.06% 0.00% 0.37% 0.16% 0.09% 0.21% 0.14% 0.36% 0.00%2/25/2011 0.05% 0.11% 0.08% 0.08% 0.01% 0.01% 0.00% 0.28% 0.55% 0.43% 0.42% 0.04% 0.05% 0.00%3/4/2011 0.54% 0.58% 0.47% 0.33% 0.18% 0.00% 0.00% 2.73% 2.91% 2.37% 1.68% 0.91% 0.02% 0.00%3/11/2011 0.31% 0.07% 0.15% 0.22% 0.15% 0.15% 0.00% 1.53% 0.32% 0.76% 1.07% 0.76% 0.74% 0.00%3/25/2011 0.07% 0.06% 0.13% 0.10% 0.03% 0.03% 0.00% 0.38% 0.34% 0.71% 0.56% 0.15% 0.17% 0.00%3/31/2011 0.18% 0.11% 0.16% 0.13% 0.06% 0.09% 0.00% 1.00% 0.63% 0.94% 0.75% 0.32% 0.51% 0.00%4/1/2011 0.09% 0.07% 0.06% 0.00% 0.05% 0.04% 0.00% 0.53% 0.37% 0.36% 0.03% 0.29% 0.21% 0.00%4/8/2011 0.20% 0.12% 0.16% 0.12% 0.02% 0.07% 0.00% 1.12% 0.68% 0.91% 0.64% 0.13% 0.42% 0.00%4/21/2011 0.14% 0.10% 0.07% 0.02% 0.03% 0.02% 0.00% 0.97% 0.71% 0.50% 0.11% 0.21% 0.11% 0.00%4/29/2011 0.13% 0.09% 0.03% 0.03% 0.01% 0.02% 0.00% 0.88% 0.58% 0.22% 0.18% 0.06% 0.10% 0.00%5/6/2011 0.07% 0.03% 0.02% 0.17% 0.19% 0.02% 0.00% 0.39% 0.14% 0.12% 0.92% 1.05% 0.10% 0.00%5/13/2011 0.04% 0.01% 0.04% 0.01% 0.00% 0.02% 0.00% 0.25% 0.05% 0.24% 0.06% 0.03% 0.12% 0.00%5/27/2011 0.03% 0.03% 0.01% 0.00% 0.01% 0.04% 0.00% 0.20% 0.17% 0.08% 0.02% 0.07% 0.25% 0.00%6/3/2011 0.01% 0.13% 0.20% 0.18% 0.10% 0.11% 0.00% 0.03% 0.74% 1.13% 1.01% 0.58% 0.60% 0.00%6/10/2011 0.40% 0.42% 0.29% 0.17% 0.10% 0.02% 0.00% 2.20% 2.30% 1.59% 0.92% 0.52% 0.10% 0.00%6/24/2011 0.01% 0.17% 0.08% 0.07% 0.05% 0.04% 0.00% 0.06% 0.80% 0.38% 0.32% 0.22% 0.17% 0.00%6/30/2011 0.09% 0.04% 0.04% 0.10% 0.06% 0.03% 0.00% 0.53% 0.23% 0.24% 0.63% 0.37% 0.17% 0.00%7/1/2011 0.09% 0.05% 0.01% 0.04% 0.07% 0.00% 0.00% 0.57% 0.29% 0.09% 0.23% 0.42% 0.02% 0.00%7/8/2011 0.30% 0.19% 0.12% 0.09% 0.05% 0.01% 0.00% 1.81% 1.15% 0.74% 0.56% 0.30% 0.03% 0.00%7/22/2011 0.05% 0.12% 0.11% 0.13% 0.03% 0.07% 0.00% 0.31% 0.67% 0.62% 0.73% 0.15% 0.40% 0.00%7/29/2011 0.25% 0.16% 0.26% 0.20% 0.02% 0.09% 0.00% 0.98% 0.64% 1.04% 0.78% 0.07% 0.36% 0.00%8/5/2011 0.76% 0.39% 0.11% 0.22% 0.05% 0.25% 0.00% 2.17% 1.13% 0.31% 0.64% 0.14% 0.76% 0.00%8/12/2011 0.09% 0.29% 0.18% 0.11% 0.14% 0.15% 0.00% 0.24% 0.79% 0.47% 0.30% 0.39% 0.41% 0.00%8/26/2011 0.47% 0.31% 0.22% 0.09% 0.11% 0.06% 0.00% 1.27% 0.83% 0.61% 0.25% 0.30% 0.16% 0.00%9/2/2011 0.06% 0.10% 0.20% 0.26% 0.12% 0.25% 0.00% 0.18% 0.31% 0.60% 0.79% 0.35% 0.75% 0.00%9/9/2011 0.43% 0.20% 0.10% 0.07% 0.22% 0.25% 0.00% 1.07% 0.49% 0.25% 0.18% 0.56% 0.64% 0.00%9/23/2011 0.14% 0.04% 0.15% 0.07% 0.20% 0.17% 0.00% 0.33% 0.09% 0.37% 0.18% 0.47% 0.40% 0.00%Mean Absolute % Change 0.17% 0.13% 0.12% 0.10% 0.07% 0.07% 0.00% 0.76% 0.63% 0.55% 0.49% 0.33% 0.30% 0.00%St. Dev. Absolute % Change 0.17% 0.13% 0.09% 0.08% 0.06% 0.07% 0.00% 0.66% 0.59% 0.46% 0.37% 0.26% 0.21% 0.00%
100 x Absolute Percentage Changes of S&P 500 to Close/VIXAbsolute Value of Percentage Changes from to 3:00 pm SPX Value
Absolute Value of Percentage Changes from to 3:00 pm SPX Value Divided by VIX LevelsAbsolute Value of Percentage Changes from to 3:00 pm SPX Value
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