2006

December 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
December 29, 2006 575 152,536 107,181 259,717 89,661 $ 0.0315
December 28, 2006 575 127,507 88,757 216,264 65,519 $ 0.0330
December 27, 2006 575 153,014 118,584 271,598 89,762 $ 0.0321
December 26, 2006 575 109,904 95,087 204,991 65,276 $ 0.0333
December 22, 2006 575 147,550 106,757 254,307 82,649 $ 0.0313
December 21, 2006 575 172,818 138,796 311,614 81,061 $ 0.0289
December 20, 2006 575 161,635 135,067 296,702 77,808 $ 0.0312
December 19, 2006 575 212,378 147,824 360,202 102,313 $ 0.0314
December 18, 2006 575 267,293 195,253 462,546 122,829 $ 0.0305
December 15, 2006 550 240,396 151,580 391,976 112,405 $ 0.0327
December 14, 2006 550 213,435 149,963 363,398 105,870 $ 0.0320
December 13, 2006 550 161,618 121,365 282,983 74,077 $ 0.0335
December 12, 2006 550 184,955 158,582 343,537 83,808 $ 0.0316
December 11, 2006 550 167,972 123,195 291,167 76,616 $ 0.0332
December 8, 2006 551 204,571 146,800 351,371 88,486 $ 0.0321
December 7, 2006 551 209,226 151,615 360,841 99,123 $ 0.0329
December 6, 2006 551 217,642 132,040 349,682 99,835 $ 0.0322
December 5, 2006 551 181,762 126,833 308,595 94,607 $ 0.0316
December 4, 2006 551 165,049 220,724 385,773 104,449 $ 0.0369
December 1, 2006 512 202,494 157,180 359,674 80,683 $ 0.0350

November 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
November 30, 2006 513 211,282 146,908 358,190 92,512 $ 0.0338
November 29, 2006 513 210,982 147,825 358,807 95,657 $ 0.0340
November 28, 2006 513 163,957 123,650 287,607 62,190 $ 0.0347
November 27, 2006 513 222,470 205,217 427,687 122,059 $ 0.0305
November 24, 2006 475 104,315 88,315 192,630 47,070 $ 0.0322
November 22, 2006 475 173,409 143,436 316,845 82,713 $ 0.0343
November 21, 2006 475 194,583 156,197 350,780 97,203 $ 0.0321
November 20, 2006 475 177,868 144,501 322,369 82,075 $ 0.0327
November 17, 2006 475 228,773 162,445 391,218 126,539 $ 0.0316
November 16, 2006 475 270,178 179,135 449,313 120,531 $ 0.0322
November 15, 2006 475 264,864 185,331 450,195 138,339 $ 0.0296
November 14, 2006 475 244,227 169,940 414,167 104,430 $ 0.0317
November 13, 2006 475 178,382 158,161 336,543 96,872 $ 0.0304
November 10, 2006 475 186,906 257,864 444,770 71,247 $ 0.0334
November 9, 2006 475 230,083 192,207 422,290 97,318 $ 0.0349
November 8, 2006 475 214,650 160,832 375,482 90,155 $ 0.0324
November 7, 2006 475 200,355 165,562 365,917 101,358 $ 0.0307
November 6, 2006 475 195,041 143,096 338,137 78,520 $ 0.0304
November 3, 2006 475 187,670 149,350 337,020 63,942 $ 0.0321
November 2, 2006 475 188,439 152,878 341,317 72,012 $ 0.0330
November 1, 2006 475 200,499 173,813 374,312 60,893 $ 0.0351

October 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
October 31, 2006 475 196,154 150,352 346,506 61,422 $ 0.0317
October 30, 2006 475 161,255 136,776 298,031 67,995 $ 0.0331
October 27, 2006 475 196,790 163,993 360,783 73,869 $ 0.0337
October 26, 2006 475 227,239 173,212 400,451 87,134 $ 0.0357
October 25, 2006 475 168,336 127,961 296,297 65,551 $ 0.0318
October 24, 2006 476 222,162 189,926 412,088 61,766 $ 0.0325
October 23, 2006 476 263,412 217,766 481,178 122,793 $ 0.0311
October 20, 2006 476 264,401 204,997 469,398 101,641 $ 0.0360
October 19, 2006 476 217,042 184,283 401,325 104,001 $ 0.0274
October 18, 2006 476 250,845 224,737 475,582 115,668 $ 0.0312
October 17, 2006 476 232,282 202,926 435,208 106,814 $ 0.0304
October 16, 2006 476 223,033 159,011 382,044 79,193 $ 0.0317
October 13, 2006 476 217,554 159,716 377,270 90,564 $ 0.0321
October 12, 2006 476 192,211 158,578 350,789 82,281 $ 0.0333
October 11, 2006 476 189,395 174,598 363,993 56,415 $ 0.0338
October 10, 2006 476 190,725 157,415 348,140 60,203 $ 0.0380
October 9, 2006 476 143,752 120,338 264,090 48,755 $ 0.0347
October 6, 2006 476 165,714 143,288 309,002 50,486 $ 0.0355
October 5, 2006 476 203,359 160,304 363,663 77,288 $ 0.0335
October 4, 2006 476 211,628 183,531 395,159 84,621 $ 0.0326
October 3, 2006 476 176,054 169,759 345,813 70,308 $ 0.0328
October 2, 2006 476 127,111 138,196 265,307 35,876 $ 0.0370

September 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
September 29, 2006 476 124,038 111,122 235,160 52,741 $ 0.0312
September 28, 2006 476 153,535 123,499 277,034 58,572 $ 0.0358
September 27, 2006 476 182,182 142,626 324,808 66,062 $ 0.0301
September 26, 2006 476 214,879 168,214 383,093 76,435 $ 0.0322
September 25, 2006 476 198,551 169,070 367,621 74,895 $ 0.0362
September 22, 2006 476 152,362 137,767 290,129 68,439 $ 0.0338
September 21, 2006 476 196,715 195,770 392,485 68,954 $ 0.0322
September 20, 2006 476 237,484 190,151 427,635 89,633 $ 0.0345
September 19, 2006 476 196,263 187,955 384,218 61,826 $ 0.0344
September 18, 2006 476 220,024 181,166 401,190 60,579 $ 0.0293
September 15, 2006 476 276,947 205,967 482,914 140,473 $ 0.0325
September 14, 2006 476 190,754 168,106 358,860 83,984 $ 0.0322
September 13, 2006 476 245,774 176,145 421,919 91,725 $ 0.0346
September 12, 2006 476 253,487 199,716 453,203 98,439 $ 0.0336
September 11, 2006 476 239,844 222,827 462,671 86,283 $ 0.0343
September 8, 2006 476 140,406 124,277 264,683 51,720 $ 0.0344
September 7, 2006 476 186,054 180,219 366,273 77,988 $ 0.0376
September 6, 2006 476 184,431 170,761 355,192 85,810 $ 0.0318
September 5, 2006 476 187,293 138,598 325,891 75,543 $ 0.0367
September 1, 2006 476 118,660 110,983 229,643 55,185 $ 0.0339

August 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
August 31, 2006 476 116,586 103,617 220,203 53,525 $ 0.0347
August 30, 2006 476 150,149 109,992 260,141 68,616 $ 0.0340
August 29, 2006 476 143,586 119,021 262,607 59,711 $ 0.0321
August 28, 2006 476 116,666 99,981 216,647 62,759 $ 0.0320
August 25, 2006 476 96,749 77,603 174,352 44,835 $ 0.0361
August 24, 2006 476 122,233 102,901 225,134 55,927 $ 0.0309
August 23, 2006 476 123,683 122,702 246,385 67,606 $ 0.0337
August 22, 2006 476 151,437 120,887 272,324 70,429 $ 0.0315
August 21, 2006 476 148,394 119,107 267,501 72,302 $ 0.0334
August 18, 2006 476 196,491 152,502 348,993 90,011 $ 0.0338
August 17, 2006 476 241,014 200,094 441,108 103,918 $ 0.0333
August 16, 2006 476 266,503 183,351 449,854 118,968 $ 0.0334
August 15, 2006 476 216,407 163,529 379,936 100,333 $ 0.0325
August 14, 2006 476 181,483 154,576 336,059 82,965 $ 0.0333
August 11, 2006 476 147,773 121,777 269,550 52,646 $ 0.0336
August 10, 2006 477 157,663 126,898 284,561 38,450 $ 0.0293
August 9, 2006 477 229,977 200,900 430,877 110,040 $ 0.0330
August 8, 2006 477 170,846 147,631 318,477 57,469 $ 0.0361
August 7, 2006 477 147,763 127,991 275,754 49,381 $ 0.0369
August 4, 2006 477 213,367 171,305 384,672 102,943 $ 0.0320
August 3, 2006 477 217,116 159,077 376,193 94,773 $ 0.0337
August 2, 2006 477 187,233 148,799 336,032 68,494 $ 0.0339
August 1, 2006 477 151,562 145,050 296,612 76,235 $ 0.0307

July 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
July 31, 2006 477 175,404 129,424 304,828 72,303 $ 0.0317
July 28, 2006 477 213,897 175,610 389,507 104,243 $ 0.0318
July 27, 2006 477 246,389 189,443 435,832 76,680 $ 0.0343
July 26, 2006 477 253,371 172,678 426,049 82,409 $ 0.0333
July 25, 2006 477 209,919 143,068 352,987 77,095 $ 0.0317
July 24, 2006 477 299,945 209,786 509,731 113,945 $ 0.0327
July 21, 2006 477 252,110 278,391 530,501 86,335 $ 0.0357
July 20, 2006 477 292,679 246,641 539,320 88,659 $ 0.0338
July 19, 2006 477 330,492 244,188 574,680 113,530 $ 0.0284
July 18, 2006 477 243,003 193,541 436,544 81,593 $ 0.0314
July 17, 2006 477 175,222 147,083 322,305 47,177 $ 0.0334
July 14, 2006 477 236,101 204,833 440,934 81,142 $ 0.0349
July 13, 2006 477 203,984 215,454 419,438 76,027 $ 0.0331
July 12, 2006 477 206,466 157,330 363,796 101,876 $ 0.0272
July 11, 2006 477 190,564 168,043 358,607 79,303 $ 0.0287
July 10, 2006 477 188,088 162,206 350,294 72,503 $ 0.0300
July 7, 2006 478 170,099 137,532 307,631 72,425 $ 0.0274
July 6, 2006 478 144,446 99,498 243,944 61,423 $ 0.0273
July 5, 2006 478 149,001 120,491 269,492 58,482 $ 0.0278
July 3, 2006 478 75,313 61,391 136,704 32,517 $ 0.0311

June 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
June 30, 2006 478 168,631 153,058 321,689 85,849 $ 0.0243
June 29, 2006 478 239,258 196,561 435,819 77,047 $ 0.0254
June 28, 2006 478 164,177 118,468 282,645 70,044 $ 0.0293
June 27, 2006 478 163,633 139,711 303,344 59,840 $ 0.0293
June 26, 2006 478 124,875 92,576 217,451 56,826 $ 0.0261
June 23, 2006 479 138,420 103,322 241,742 53,735 $ 0.0313
June 22, 2006 479 142,828 113,740 256,568 52,982 $ 0.0322
June 21, 2006 479 210,814 144,562 355,376 74,011 $ 0.0297
June 20, 2006 479 122,464 87,887 210,351 45,153 $ 0.0319
June 19, 2006 479 211,847 155,822 367,669 78,353 $ 0.0309
June 16, 2006 479 198,537 181,630 380,167 78,586 $ 0.0293
June 15, 2006 479 300,940 212,729 513,669 91,296 $ 0.0290
June 14, 2006 479 226,375 201,943 428,318 75,393 $ 0.0297
June 13, 2006 479 258,864 251,304 510,168 89,940 $ 0.0339
June 12, 2006 479 188,556 178,863 367,419 72,989 $ 0.0330
June 9, 2006 479 194,200 166,283 360,483 68,001 $ 0.0336
June 8, 2006 479 311,433 293,482 604,915 64,357 $ 0.0327
June 7, 2006 479 202,933 185,240 388,173 77,446 $ 0.0310
June 6, 2006 480 213,317 233,097 446,414 78,537 $ 0.0321
June 5, 2006 480 170,858 172,332 343,190 65,706 $ 0.0321
June 2, 2006 480 189,455 144,256 333,711 63,720 $ 0.0319
June 1, 2006 480 216,925 158,874 375,799 79,937 $ 0.0285

May 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
May 31, 2006 480 192,651 152,266 344,917 68,717 $ 0.0316
May 30, 2006 480 222,870 187,884 410,754 80,680 $ 0.0284
May 26, 2006 480 186,956 145,604 332,560 67,647 $ 0.0292
May 25, 2006 480 233,074 183,098 416,172 63,601 $ 0.0312
May 24, 2006 480 281,307 248,740 530,047 71,469 $ 0.0333
May 23, 2006 480 247,978 199,826 447,804 84,657 $ 0.0293
May 22, 2006 480 280,338 228,816 509,154 79,529 $ 0.0324
May 19, 2006 480 352,773 323,200 675,973 99,738 $ 0.0317
May 18, 2006 482 285,007 215,060 500,067 77,658 $ 0.0306
May 17, 2006 482 301,663 288,473 590,125 110,357 $ 0.0302
May 16, 2006 482 271,755 212,700 484,455 94,580 $ 0.0294
May 15, 2006 482 275,081 265,783 540,864 104,656 $ 0.0325
May 12, 2006 482 263,963 253,346 517,309 107,074 $ 0.0325
May 11, 2006 482 257,580 211,933 469,513 132,594 $ 0.0295
May 10, 2006 482 220,434 180,093 400,527 92,620 $ 0.0283
May 9, 2006 482 196,299 174,309 370,608 86,897 $ 0.0293
May 8, 2006 482 159,176 116,267 275,443 55,121 $ 0.0254
May 5, 2006 483 233,147 141,791 374,938 82,827 $ 0.0308
May 4, 2006 483 235,184 167,683 402,867 97,797 $ 0.0321
May 3, 2006 483 222,625 164,446 387,071 89,117 $ 0.0318
May 2, 2006 483 218,394 159,200 377,594 78,784 $ 0.0313
May 1, 2006 483 238,006 183,744 421,750 98,383 $ 0.0299

April 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
April 28, 2006 483 290,740 213,642 504,382 113,608 $ 0.0286
April 27, 2006 483 291,913 231,285 523,198 99,358 $ 0.0274
April 26, 2006 483 238,480 188,682 427,162 93,451 $ 0.0295
April 25, 2006 483 226,086 188,180 414,266 76,378 $ 0.0310
April 24, 2006 483 236,935 196,040 432,975 90,943 $ 0.0286
April 21, 2006 484 308,199 253,905 562,104 136,880 $ 0.0313
April 20, 2006 485 338,652 254,798 593,450 110,608 $ 0.0325
April 19, 2006 485 288,732 217,703 506,435 102,534 $ 0.0286
April 18, 2006 485 285,545 223,912 509,457 118,538 $ 0.0294
April 17, 2006 485 242,372 181,630 424,002 86,933 $ 0.0313
April 13, 2006 485 165,986 135,323 301,309 56,873 $ 0.0313
April 12, 2006 485 175,629 141,619 317,248 61,052 $ 0.0303
April 11, 2006 485 207,136 178,718 385,854 68,365 $ 0.0298
April 10, 2006 485 158,338 120,766 279,104 66,686 $ 0.0315
April 7, 2006 485 200,935 163,249 364,184 75,342 $ 0.0324
April 6, 2006 485 241,472 158,243 399,715 96,605 $ 0.0315
April 5, 2006 485 198,217 131,801 330,018 84,526 $ 0.0339
April 4, 2006 485 161,061 133,064 294,125 50,873 $ 0.0289
April 3, 2006 491 171,728 141,330 313,058 61,265 $ 0.0287

March 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
March 31, 2006 491 138,524 112,804 251,328 47,923 $ 0.0287
March 30, 2006 491 180,929 157,226 338,155 101,897 $ 0.0241
March 29, 2006 491 182,599 162,101 344,700 76,423 $ 0.0279
March 28, 2006 491 169,332 137,252 306,584 53,633 $ 0.0292
March 27, 2006 491 150,844 109,225 260,069 47,647 $ 0.0283
March 24, 2006 491 156,425 104,616 261,041 51,539 $ 0.0289
March 23, 2006 491 177,892 114,000 291,892 51,567 $ 0.0275
March 22, 2006 491 165,720 152,259 317,979 58,198 $ 0.0270
March 21, 2006 491 213,178 144,720 357,898 74,966 $ 0.0283
March 20, 2006 491 213,377 143,521 356,898 73,143 $ 0.0249
March 17, 2006 491 194,712 140,052 334,764 97,990 $ 0.0273
March 16, 2006 491 201,461 148,139 349,600 83,995 $ 0.0277
March 15, 2006 491 182,271 136,888 319,159 64,951 $ 0.0301
March 14, 2006 491 209,628 158,757 368,385 65,753 $ 0.0281
March 13, 2006 491 164,455 130,979 295,434 50,309 $ 0.0287
March 10, 2006 491 197,395 151,577 348,972 51,358 $ 0.0288
March 9, 2006 491 188,893 143,678 332,571 47,475 $ 0.0302
March 8, 2006 491 222,497 187,237 409,734 82,702 $ 0.0262
March 7, 2006 491 195,614 177,076 372,690 72,593 $ 0.0267
March 6, 2006 491 211,395 169,084 380,479 61,207 $ 0.0287
March 3, 2006 491 237,343 182,277 419,620 93,862 $ 0.0262
March 2, 2006 491 220,563 160,381 380,944 67,302 $ 0.0278
March 1, 2006 491 180,406 128,351 308,757 63,798 $ 0.0287

February 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
February 28, 2006 491 178,265 127,868 306,133 64,597 $ 0.0282
February 27, 2006 491 179,638 118,228 297,866 64,479 $ 0.0283
February 24, 2006 491 153,607 127,731 281,338 43,474 $ 0.0303
February 23, 2006 491 180,545 135,428 315,973 48,686 $ 0.0294
February 22, 2006 491 223,844 158,233 382,077 83,961 $ 0.0265
February 21, 2006 491 218,060 179,908 397,968 75,242 $ 0.0260
February 17, 2006 491 212,581 148,751 361,332 88,906 $ 0.0276
February 16, 2006 491 238,472 154,396 392,868 78,243 $ 0.0281
February 15, 2006 491 238,414 173,618 412,032 71,959 $ 0.0279
February 14, 2006 491 225,756 173,995 399,751 69,911 $ 0.0273
February 13, 2006 491 190,627 174,221 364,848 53,042 $ 0.0284
February 10, 2006 491 231,664 167,828 399,492 103,784 $ 0.0289
February 9, 2006 491 252,904 151,176 404,080 102,889 $ 0.0248
February 8, 2006 491 207,331 132,653 339,984 69,550 $ 0.0284
February 7, 2006 491 187,883 157,727 345,610 63,590 $ 0.0298
February 6, 2006 491 213,454 155,162 368,616 83,903 $ 0.0291
February 3, 2006 491 249,165 173,214 422,379 71,148 $ 0.0259
February 2, 2006 491 251,986 200,248 452,234 82,110 $ 0.0302
February 1, 2006 491 252,492 166,265 418,757 75,332 $ 0.0301

January 2006

Date Classes Calls Puts Total Volume Contracts
PIPed
Average
Improvement*
January 31, 2006 491 250,809 159,177 409,986 87,131 $ 0.0303
January 30, 2006 491 252,591 146,292 398,883 86,295 $ 0.0323
January 27, 2006 491 298,748 196,784 486,532 118,438 $ 0.0284
January 26, 2006 491 273,243 177,012 450,255 97,688 $ 0.0288
January 25, 2006 491 240,901 190,515 431,416 104,655 $ 0.0256
January 24, 2006 491 227,012 158,581 385,593 94,936 $ 0.0278
January 23, 2006 491 246,265 164,476 410,741 90,322 $ 0.0266
January 20, 2006 491 431,449 344,291 775,740 159,207 $ 0.0293
January 19, 2006 491 365,441 253,930 619,371 123,051 $ 0.0292
January 18, 2006 491 340,734 259,376 600,110 108,379 $ 0.0288
January 17, 2006 491 289,258 249,730 538,988 84,288 $ 0.0280
January 13, 2006 491 278,952 200,742 479,694 73,478 $ 0.0300
January 12, 2006 491 506,543 289,373 217,170 119,279 $ 0.0251
January 11, 2006 491 339,210 198,891 538,101 92,318 $ 0.0293
January 10, 2006 491 284,591 184,686 469,277 78,739 $ 0.0309
January 9, 2006 491 311,821 190,672 502,493 90,254 $ 0.0292
January 6, 2006 492 314,650 184,085 498,735 107,506 $ 0.0281
January 5, 2006 492 233,143 159,540 392,683 73,585 $ 0.0281
January 4, 2006 492 238,569 145,968 384,537 89,813 $ 0.0236
January 3, 2006 492 251,303 165,348 416,651 82,395 $ 0.0301