| Business Day | Prv.Business Day | Business Day | Prv.Business Day | |||||||||||||||||||||
| Fri 4 August 2006 | Thu 3 August 2006 | Fri 4 August 2006 | Thu 3 August 2006 | |||||||||||||||||||||
| Contract Month | Strike Price | C P | *Open Trade | O.Q.P. Close | O.Q.P. Change | *Daily High | *Daily Low | Volit. % | Volume | Open Interest | Change in O.I. | Contract Month | Strike Price | C P | *Open Trade | O.Q.P. Close | O.Q.P. Change | *Daily High | *Daily Low | Volit. % | Volume | Open Interest | Change in O.I. | |
| Oct-06 | 15200 | C | - | 1802 | -191 | 0 | 0 | 20 | 0 | 5 | 0 | Oct-06 | 15200 | P | 90 | 108 | +18 | 114 | 13 | 20 | 48 | 40 | 0 | |
| Oct-06 | 15400 | C | - | 1628 | -186 | 0 | 0 | 19 | 0 | 15 | 0 | Oct-06 | 15400 | P | - | 134 | +23 | 0 | 0 | 19 | 0 | 50 | 0 | |
| Oct-06 | 15600 | C | - | 1459 | -181 | 0 | 0 | 19 | 0 | 5 | 0 | Oct-06 | 15600 | P | - | 165 | +28 | 0 | 0 | 19 | 0 | 1 | +1 | |
| Oct-06 | 15800 | C | - | 1296 | -175 | 0 | 0 | 19 | 0 | 5 | 0 | Oct-06 | 15800 | P | 160 | 202 | +34 | 160 | 160 | 19 | 1 | 1 | +1 | |
| Oct-06 | 16000 | C | - | 1139 | -169 | 0 | 0 | 18 | 0 | 5 | 0 | Oct-06 | 16000 | P | 205 | 245 | +40 | 235 | 205 | 18 | 2 | 338 | 0 | |
| Oct-06 | 16200 | C | - | 991 | -161 | 0 | 0 | 18 | 0 | 5 | 0 | Oct-06 | 16200 | P | - | 297 | +48 | 0 | 0 | 18 | 0 | 670 | 0 | |
| Oct-06 | 16400 | C | - | 851 | -152 | 0 | 0 | 17 | 0 | 5 | 0 | Oct-06 | 16400 | P | 290 | 357 | +57 | 348 | 290 | 17 | 46 | 513 | -10 | |
| Oct-06 | 16600 | C | 859 | 721 | -142 | 859 | 737 | 17 | 13 | 5 | 0 | Oct-06 | 16600 | P | 353 | 427 | +67 | 415 | 349 | 17 | 90 | 9 | 0 | |
| Oct-06 | 16800 | C | - | 601 | -131 | 0 | 0 | 17 | 0 | 37 | 0 | Oct-06 | 16800 | P | 510 | 507 | +78 | 510 | 510 | 17 | 1 | 750 | +700 | |
| Oct-06 | 17000 | C | 490 | 496 | -116 | 490 | 490 | 16 | 10 | 15 | 0 | Oct-06 | 17000 | P | 510 | 602 | +93 | 510 | 510 | 16 | 1 | 30 | 0 | |
| Oct-06 | 17200 | C | 393 | 402 | -100 | 393 | 393 | 16 | 1 | 848 | 0 | Oct-06 | 17200 | P | - | 708 | +109 | 0 | 0 | 16 | 0 | 23 | 0 | |
| Oct-06 | 17400 | C | 388 | 320 | -89 | 388 | 312 | 16 | 28 | 65 | 0 | Oct-06 | 17400 | P | 692 | 826 | +120 | 692 | 692 | 16 | 5 | 20 | +5 | |
| Oct-06 | 17600 | C | - | 249 | -77 | 0 | 0 | 16 | 0 | 350 | 0 | Oct-06 | 17600 | P | - | 955 | +132 | 0 | 0 | 16 | 0 | 9 | 0 | |
| Oct-06 | 17800 | C | - | 190 | -65 | 0 | 0 | 15 | 0 | 15 | +10 | Oct-06 | 17800 | P | - | 1096 | +144 | 0 | 0 | 15 | 0 | 25 | 0 | |
| Oct-06 | 18000 | C | - | 141 | -55 | 0 | 0 | 15 | 0 | 0 | 0 | Oct-06 | 18000 | P | - | 1247 | +154 | 0 | 0 | 15 | 0 | 5 | 0 | |
| Oct-06 | 18200 | C | 152 | 102 | -44 | 152 | 152 | 15 | 1 | 0 | 0 | Oct-06 | 18200 | P | - | 1408 | +165 | 0 | 0 | 15 | 0 | 5 | 0 | |
| Oct-06 | 18400 | C | - | 72 | -35 | 0 | 0 | 14 | 0 | 0 | 0 | Oct-06 | 18400 | P | - | 1578 | +174 | 0 | 0 | 14 | 0 | 20 | 0 | |
| Oct-06 | 18600 | C | 80 | 49 | -27 | 80 | 80 | 14 | 5 | 2 | 0 | Oct-06 | 18600 | P | - | 1755 | +182 | 0 | 0 | 14 | 0 | 9 | 0 | |
| Oct-06 | 18800 | C | 52 | 32 | -20 | 60 | 52 | 14 | 20 | 82 | +20 | Oct-06 | 18800 | P | - | 1938 | +189 | 0 | 0 | 14 | 0 | 39 | 0 | |
| Call Total | 78 | 1464 | +30 | Put Total | 194 | 2557 | +697 | |||||||||||||||||
| Month Put/Call Ratio | 2.49 | Month Total | 272 | 4021 | +727 | |||||||||||||||||||
| O.Q.P. - Official Quotation Price | ||||||||||||||||||||||||
| *All combo vs combo transactions are excluded. | ||||||||||||||||||||||||