HANG SENG CHINA ENTERPRISES INDEX OPTIONS DAILY MARKET REPORT (Final)

Hong Kong Exchanges and Clearing Limited and/or its subsidiaries endeavour to ensure the
accuracy and reliability of the information provided, but do not guarantee its accuracy and
reliability and accept no liability (whether in tort or contract or otherwise) for any loss
or damage arising from any inaccuracies or omissions.


TOP 10 TRADED (BY VOLUME)    VOLUME    O.Q.P.  IV%     DAILY     DAILY      OPEN    O.Q.P.  
                                        CLOSE           HIGH       LOW  INTEREST    CHANGE
P DEC-26       6900            1000        28   24         0         0      5357        -5
P DEC-26       7600             801       129   20       130       130      2577       -15
C MAR-27       8200             800       287   19         0         0      1068       +16
P MAR-27       7800             800       336   20         0         0       951       -18
P JAN-27       7000             551        58   22        61        56       550        -7
C MAR-27       9200             550        71   20        76        75      4503        +7
P JAN-27       7300             547        99   21       101        95       600       -14
P DEC-26       7800             502       199   19       209       209      3195       -20
C MAR-27       8000             450       369   19       393       383      2606       +14
P JAN-27       7100             411        69   22        70        68      1160       -11

Hang Seng China Enterprises Index Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                             Trading Day of the Exchange
                   30 OCT 2026, FRIDAY                                           02 NOV 2026, MONDAY   

                   After-Hours Trading Session            |                      Day Trading Session                  |                    Combined
                                                          |                                                           |
 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
NOV-26   6100 C        0       0       0       0       0  |       0       0       0    1805      +39   41          0  |         0         0          0         0         0
NOV-26   6200 C        0       0       0       0       0  |       0       0       0    1705      +38   38          0  |         0         0          0         0         0
NOV-26   6300 C        0       0       0       0       0  |       0       0       0    1605      +38   36          0  |         0         0          0         0         0
NOV-26   6400 C        0       0       0       0       0  |       0       0       0    1506      +38   36          0  |         0         0          0         0         0
NOV-26   6500 C        0       0       0       0       0  |       0       0       0    1407      +38   35          0  |         0         0          0         0         0
NOV-26   6600 C        0       0       0       0       0  |       0       0       0    1307      +37   32          0  |         0         0          0         0         0
NOV-26   6700 C        0       0       0       0       0  |       0       0       0    1208      +37   31          0  |         0         0          0         0         0
NOV-26   6800 C        0       0       0       0       0  |       0       0       0    1110      +37   30          0  |         0         0          0         0         0
NOV-26   6900 C        0       0       0       0       0  |       0       0       0    1011      +36   28          0  |         0         0          0         0         0
NOV-26   7000 C        0       0       0       0       0  |       0       0       0     914      +36   27          0  |         0         0          0         0         0
NOV-26   7100 C        0       0       0       0       0  |       0       0       0     817      +34   26          0  |         0         0          0         0         0
NOV-26   7200 C        0       0       0       0       0  |       0       0       0     721      +33   25          0  |         0         0          0         0         0
NOV-26   7300 C        0       0       0       0       0  |       0       0       0     627      +31   24          0  |         0         0          0         0         0
NOV-26   7400 C        0       0       0       0       0  |       0       0       0     536      +32   23          0  |         0         0          0         0         0
NOV-26   7500 C        0       0       0       0       0  |       0       0       0     446      +25   21          0  |       414       345          0         6         0
NOV-26   7600 C        0       0       0       0       0  |       0       0       0     363      +22   21          0  |       304       265          0        54         0
NOV-26   7700 C        0       0       0       0       0  |     294     316     280     288      +20   20        156  |       316       199        156        96      -101
NOV-26   7800 C        0       0       0       0       0  |     224     248     216     218      +14   19        243  |       248       140        243     10919         0
NOV-26   7900 C      165     165     160     160       2  |     203     203     161     161      +11   19        165  |       326       100        167      9349       +50
NOV-26   8000 C      107     107     107     107       1  |     112     153     112     116      +10   19        283  |       346        70        284      2657      +140
NOV-26   8100 C       73      73      73      73      10  |      81     107      81      81       +7   19         32  |       285        46         42      2050        +4
NOV-26   8200 C        0       0       0       0       0  |      60      74      57      55       +5   19        136  |       330        32        136      1635       +26
NOV-26   8300 C       37      38      37      38       2  |      34      50      34      37       +4   19         69  |       404        22         71       793       +29
NOV-26   8400 C       24      24      24      24       2  |      26      35      24      25       +2   19        119  |       388        14        121      1281       +37
NOV-26   8500 C        0       0       0       0       0  |      16      23      16      18       +3   20         31  |       391        12         31       934       +15
NOV-26   8600 C        0       0       0       0       0  |      13      16      12      12       +1   20         82  |       293         8         82       348       -18
NOV-26   8700 C        0       0       0       0       0  |      10      11       9       9       +2   21         53  |       253         6         53       541        +5
NOV-26   8800 C        0       0       0       0       0  |       6       7       6       6       +1   22         40  |       217         5         40       433       +33
NOV-26   8900 C        0       0       0       0       0  |       5       5       5       5       +1   23          1  |       187         4          1       698        +1
NOV-26   9000 C        0       0       0       0       0  |       4       4       3       3        0   23          8  |       160         3          8      1857         0
NOV-26   9100 C        2       2       2       2       5  |       2       2       2       3       +1   24          5  |       120         2         10       646         0
NOV-26   9200 C        0       0       0       0       0  |       0       0       0       2       +1   25          0  |       152         3          0       449         0
NOV-26   9300 C        0       0       0       0       0  |       0       0       0       1        0   24          0  |       110         4          0       112         0
NOV-26   9400 C        0       0       0       0       0  |       0       0       0       1        0   25          0  |        89         4          0        12         0
NOV-26   9500 C        0       0       0       0       0  |       0       0       0       1        0   27          0  |        70         1          0       521         0
NOV-26   9600 C        0       0       0       0       0  |       0       0       0       1        0   28          0  |        59         2          0        20         0
NOV-26   9700 C        0       0       0       0       0  |       0       0       0       1        0   30          0  |        51         2          0       109         0
NOV-26   9800 C        0       0       0       0       0  |       0       0       0       1        0   31          0  |        44         1          0        13         0
NOV-26   9900 C        0       0       0       0       0  |       0       0       0       1        0   32          0  |         8         2          0         9         0
NOV-26  10000 C        0       0       0       0       0  |       0       0       0       1        0   33          0  |        36         1          0        50         0
NOV-26  10100 C        0       0       0       0       0  |       0       0       0       1        0   35          0  |         4         1          0         0         0
NOV-26  10200 C        0       0       0       0       0  |       0       0       0       1        0   36          0  |        26         1          0        10         0
NOV-26  10300 C        0       0       0       0       0  |       0       0       0       1        0   37          0  |        10         1          0        10         0
NOV-26  10400 C        0       0       0       0       0  |       0       0       0       1        0   38          0  |        14         1          0         6         0
NOV-26  10500 C        0       0       0       0       0  |       0       0       0       1        0   40          0  |        28         1          0         8         0

                              TOTAL CALL              22  |                               TOTAL CALL            1423  | TOTAL CALL                1445     35626      +221

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
NOV-26   6100 P        0       0       0       0       0  |       0       0       0       1        0   38          0  |         4         4          0        66         0
NOV-26   6200 P        0       0       0       0       0  |       3       3       3       1       -1   35          7  |        11         3          7       189        +7
NOV-26   6300 P        0       0       0       0       0  |       4       4       4       2        0   36          3  |        11         4          3        52         0
NOV-26   6400 P        4       4       4       4       5  |       4       4       4       2       -1   34          5  |        15         4         10       154         0
NOV-26   6500 P        0       0       0       0       0  |       6       6       5       3        0   33          3  |        17         5          3       368        +1
NOV-26   6600 P        0       0       0       0       0  |       0       0       0       3       -2   31          0  |        28         7          0        96         0
NOV-26   6700 P        0       0       0       0       0  |       0       0       0       4       -2   30          0  |        35         8          0       411         0
NOV-26   6800 P        0       0       0       0       0  |       0       0       0       6       -2   29          0  |        40         9          0       544         0
NOV-26   6900 P        0       0       0       0       0  |       9       9       9       7       -3   28          1  |        31         9          1       854         0
NOV-26   7000 P       12      12      12      12       4  |       9      11       9      10       -3   27          6  |        46         9         10       871        -5
NOV-26   7100 P        0       0       0       0       0  |      16      16      13      13       -5   26         37  |        57        13         37      1301       -19
NOV-26   7200 P       22      22      22      22       1  |      20      20      16      17       -6   24         37  |        70        16         38      1650       -11
NOV-26   7300 P       26      26      26      26       1  |      26      27      22      23       -7   23         44  |        83        20         45      1559         0
NOV-26   7400 P        0       0       0       0       0  |      36      36      27      31      -10   22        102  |       111        25        102      1492       +55
NOV-26   7500 P        0       0       0       0       0  |      46      47      38      43      -12   21        330  |       138        33        330      4159      +103
NOV-26   7600 P        0       0       0       0       0  |      67      67      52      58      -17   20        298  |       176        43        298      1572       +98
NOV-26   7700 P       92      92      92      92       1  |      91      91      72      83      -19   20        151  |       218        62        152      1325       -12
NOV-26   7800 P        0       0       0       0       0  |     125     125      99     115      -23   19        173  |       266        69        173      3079       +94
NOV-26   7900 P        0       0       0       0       0  |     169     169     132     157      -28   19         20  |       300       106         20       196       +12
NOV-26   8000 P        0       0       0       0       0  |     228     228     183     212      -31   19         18  |       337       118         18      2230        +9
NOV-26   8100 P        0       0       0       0       0  |     247     248     247     277      -31   19         11  |       416       164         11      1669       -10
NOV-26   8200 P        0       0       0       0       0  |     349     349     346     350      -36   18          2  |       457       196          2       513         0
NOV-26   8300 P        0       0       0       0       0  |     408     421     408     434      -39   19          2  |       616       239          2       417        +2
NOV-26   8400 P        0       0       0       0       0  |       0       0       0     523      -37   20          0  |       357       288          0       782         0
NOV-26   8500 P        0       0       0       0       0  |     566     582     562     614      -36   20          6  |       705       312          6        68        +3
NOV-26   8600 P        0       0       0       0       0  |       0       0       0     709      -36   20          0  |       398       396          0        16         0
NOV-26   8700 P        0       0       0       0       0  |       0       0       0     805      -37   21          0  |       455       455          0         3         0
NOV-26   8800 P        0       0       0       0       0  |       0       0       0     902      -38   21          0  |      1006      1006          0         2         0
NOV-26   8900 P        0       0       0       0       0  |       0       0       0    1001      -37   22          0  |         0         0          0         0         0
NOV-26   9000 P        0       0       0       0       0  |       0       0       0    1099      -38   21          0  |         0         0          0         0         0
NOV-26   9100 P        0       0       0       0       0  |       0       0       0    1199      -38   23          0  |       930       912          0         1         0
NOV-26   9200 P        0       0       0       0       0  |       0       0       0    1298      -38   23          0  |         0         0          0         0         0
NOV-26   9300 P        0       0       0       0       0  |       0       0       0    1397      -39    0          0  |         0         0          0         0         0
NOV-26   9400 P        0       0       0       0       0  |       0       0       0    1497      -39    0          0  |         0         0          0         0         0
NOV-26   9500 P        0       0       0       0       0  |       0       0       0    1597      -38    0          0  |         0         0          0         0         0
NOV-26   9600 P        0       0       0       0       0  |       0       0       0    1697      -38    0          0  |         0         0          0         0         0
NOV-26   9700 P        0       0       0       0       0  |       0       0       0    1797      -38    0          0  |         0         0          0         0         0
NOV-26   9800 P        0       0       0       0       0  |       0       0       0    1896      -39    0          0  |         0         0          0         0         0
NOV-26   9900 P        0       0       0       0       0  |       0       0       0    1996      -39    0          0  |         0         0          0         0         0
NOV-26  10000 P        0       0       0       0       0  |       0       0       0    2096      -39    0          0  |         0         0          0         0         0
NOV-26  10100 P        0       0       0       0       0  |       0       0       0    2196      -39    0          0  |         0         0          0         0         0
NOV-26  10200 P        0       0       0       0       0  |       0       0       0    2296      -39    0          0  |         0         0          0         0         0
NOV-26  10300 P        0       0       0       0       0  |       0       0       0    2396      -39    0          0  |         0         0          0         0         0
NOV-26  10400 P        0       0       0       0       0  |       0       0       0    2496      -39    0          0  |         0         0          0         0         0
NOV-26  10500 P        0       0       0       0       0  |       0       0       0    2596      -39    0          0  |         0         0          0         0         0

                              TOTAL PUT               12  |                               TOTAL PUT             1256  | TOTAL PUT                 1268     25639      +327

                                                                                                                      | MONTH PUT/CALL RATIO      0.87
                                                                                                                      | MONTH TOTAL               2713     61265      +548

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-26   3900 C        0       0       0       0       0  |       0       0       0    3998      +35   70          0  |         0         0          0         0         0
DEC-26   4000 C        0       0       0       0       0  |       0       0       0    3898      +35   68          0  |      5000      4930          0         0         0
DEC-26   4100 C        0       0       0       0       0  |       0       0       0    3798      +35   65          0  |         0         0          0         0         0
DEC-26   4200 C        0       0       0       0       0  |       0       0       0    3698      +35   63          0  |         0         0          0         0         0
DEC-26   4300 C        0       0       0       0       0  |       0       0       0    3598      +35   61          0  |         0         0          0         0         0
DEC-26   4400 C        0       0       0       0       0  |       0       0       0    3498      +34   59          0  |         0         0          0         0         0
DEC-26   4500 C        0       0       0       0       0  |       0       0       0    3398      +34   57          0  |         0         0          0         0         0
DEC-26   4600 C        0       0       0       0       0  |       0       0       0    3298      +34   55          0  |         0         0          0         0         0
DEC-26   4700 C        0       0       0       0       0  |       0       0       0    3198      +34   53          0  |         0         0          0         0         0
DEC-26   4800 C        0       0       0       0       0  |       0       0       0    3098      +34   51          0  |         0         0          0         0         0
DEC-26   4900 C        0       0       0       0       0  |       0       0       0    2998      +34   49          0  |         0         0          0         0         0
DEC-26   5000 C        0       0       0       0       0  |       0       0       0    2898      +34   47          0  |         0         0          0         0         0
DEC-26   5200 C        0       0       0       0       0  |       0       0       0    2698      +34   43          0  |         0         0          0         0         0
DEC-26   5400 C        0       0       0       0       0  |       0       0       0    2499      +34   41          0  |         0         0          0         0         0
DEC-26   5600 C        0       0       0       0       0  |       0       0       0    2299      +33   37          0  |      2410       850          0         1         0
DEC-26   5800 C        0       0       0       0       0  |       0       0       0    2100      +33   35          0  |         0         0          0         0         0
DEC-26   5900 C        0       0       0       0       0  |       0       0       0    2001      +33   34          0  |         0         0          0         0         0
DEC-26   6000 C        0       0       0       0       0  |       0       0       0    1902      +33   33          0  |         0         0          0         0         0
DEC-26   6100 C        0       0       0       0       0  |       0       0       0    1803      +33   32          0  |         0         0          0         0         0
DEC-26   6200 C        0       0       0       0       0  |       0       0       0    1704      +32   31          0  |         0         0          0         0         0
DEC-26   6300 C        0       0       0       0       0  |       0       0       0    1606      +32   30          0  |         0         0          0         0         0
DEC-26   6400 C        0       0       0       0       0  |       0       0       0    1508      +32   29          0  |         0         0          0         0         0
DEC-26   6500 C        0       0       0       0       0  |       0       0       0    1410      +31   28          0  |         0         0          0         0         0
DEC-26   6600 C        0       0       0       0       0  |       0       0       0    1313      +31   27          0  |         0         0          0         0         0
DEC-26   6700 C        0       0       0       0       0  |       0       0       0    1216      +30   26          0  |         0         0          0         0         0
DEC-26   6800 C        0       0       0       0       0  |       0       0       0    1121      +30   26          0  |         0         0          0         0         0
DEC-26   6900 C        0       0       0       0       0  |       0       0       0    1026      +29   25          0  |         0         0          0         0         0
DEC-26   7000 C        0       0       0       0       0  |       0       0       0     933      +28   24          0  |         0         0          0         0         0
DEC-26   7100 C        0       0       0       0       0  |       0       0       0     841      +27   23          0  |         0         0          0       134         0
DEC-26   7200 C        0       0       0       0       0  |       0       0       0     751      +25   22          0  |      1348       596          0         0         0
DEC-26   7300 C        0       0       0       0       0  |       0       0       0     664      +24   22          0  |         0         0          0         0         0
DEC-26   7400 C        0       0       0       0       0  |       0       0       0     582      +30   21          0  |         0         0          0         0         0
DEC-26   7500 C        0       0       0       0       0  |       0       0       0     502      +25   21          0  |       539       512          0        14         0
DEC-26   7600 C        0       0       0       0       0  |       0       0       0     428      +22   20          0  |      1004       325          0        31         0
DEC-26   7700 C        0       0       0       0       0  |       0       0       0     356      +15   19          0  |       441       272          0      1179         0
DEC-26   7800 C        0       0       0       0       0  |       0       0       0     295      +14   19          0  |       858       216          0      1270         0
DEC-26   7900 C        0       0       0       0       0  |     256     256     256     242      +12   19          2  |       519       169          2       449        -2
DEC-26   8000 C        0       0       0       0       0  |       0       0       0     197      +11   19          0  |       697       141          0      2275         0
DEC-26   8100 C        0       0       0       0       0  |     160     160     160     154       +8   19          1  |       758       107          1        44         0
DEC-26   8200 C        0       0       0       0       0  |     122     139     117     122       +6   19        264  |       737        86        264      5414      -223
DEC-26   8300 C       96      96      96      96       1  |     101     111      92      95       +6   19         74  |       545        68         75      1245       -35
DEC-26   8400 C        0       0       0       0       0  |      73      84      73      74       +6   19         81  |      1795        51         81      3516       -23
DEC-26   8500 C       52      52      52      52      10  |      56      63      56      58       +5   19        145  |       454        40        155      6867       -20
DEC-26   8600 C        0       0       0       0       0  |      42      43      41      45       +4   19          3  |       557        31          3      2404        +1
DEC-26   8700 C        0       0       0       0       0  |      37      37      37      37       +4   20         21  |       595        25         21      3179       +21
DEC-26   8800 C        0       0       0       0       0  |       0       0       0      29       +4   20          0  |       801        19          0      1192         0
DEC-26   8900 C        0       0       0       0       0  |       0       0       0      23       +3   20          0  |       884        15          0       435         0
DEC-26   9000 C        0       0       0       0       0  |      17      19      17      19       +3   21          4  |      1190        13          4      6932        +4
DEC-26   9100 C        0       0       0       0       0  |      16      16      16      16       +3   21          6  |       549        11          6       607        +6
DEC-26   9200 C        0       0       0       0       0  |       0       0       0      13       +3   22          0  |       831        11          0      4818         0
DEC-26   9300 C        0       0       0       0       0  |      12      12      12      10       +2   22          1  |       871         7          1      2787         0
DEC-26   9400 C        0       0       0       0       0  |       0       0       0       9       +2   23          0  |      1020         7          0      2095         0
DEC-26   9500 C        0       0       0       0       0  |       0       0       0       7       +1   23          0  |       864         5          0      1647         0
DEC-26   9600 C        0       0       0       0       0  |       0       0       0       6       +1   23          0  |       293         4          0      2514         0
DEC-26   9700 C        0       0       0       0       0  |       5       5       5       5       +1   24          8  |       202         4          8        62        +7
DEC-26   9800 C        0       0       0       0       0  |       0       0       0       4       +1   24          0  |       545         3          0       103         0
DEC-26   9900 C        0       0       0       0       0  |       0       0       0       4       +1   25          0  |       700         4          0        95         0
DEC-26  10000 C        0       0       0       0       0  |       0       0       0       3       +1   25          0  |       616         4          0      5326         0
DEC-26  10100 C        0       0       0       0       0  |       0       0       0       3       +1   26          0  |       279         4          0       299         0
DEC-26  10200 C        0       0       0       0       0  |       0       0       0       2        0   25          0  |       109         3          0        33         0
DEC-26  10300 C        0       0       0       0       0  |       0       0       0       2       +1   26          0  |       111         3          0        20         0
DEC-26  10400 C        0       0       0       0       0  |       0       0       0       2       +1   27          0  |       173         3          0      1108         0
DEC-26  10500 C        0       0       0       0       0  |       0       0       0       2       +1   28          0  |       174        13          0      1435         0
DEC-26  10600 C        0       0       0       0       0  |       0       0       0       1        0   27          0  |       393       163          0         5         0
DEC-26  10700 C        0       0       0       0       0  |       0       0       0       1        0   27          0  |       306       154          0       645         0
DEC-26  10800 C        0       0       0       0       0  |       0       0       0       1        0   28          0  |        20        16          0         8         0
DEC-26  10900 C        0       0       0       0       0  |       0       0       0       1        0   29          0  |       267         2          0        14         0
DEC-26  11000 C        0       0       0       0       0  |       0       0       0       1        0   30          0  |       130         1          0       534         0
DEC-26  11100 C        0       0       0       0       0  |       0       0       0       1        0   30          0  |       262         1          0        21         0
DEC-26  11200 C        0       0       0       0       0  |       0       0       0       1        0   31          0  |        17         1          0        14         0
DEC-26  11300 C        0       0       0       0       0  |       0       0       0       1        0   32          0  |        36         1          0        13         0
DEC-26  11400 C        0       0       0       0       0  |       0       0       0       1        0   33          0  |       113         1          0        24         0
DEC-26  11500 C        0       0       0       0       0  |       0       0       0       1        0   33          0  |        12         1          0       424         0
DEC-26  11600 C        0       0       0       0       0  |       0       0       0       1        0   34          0  |        59         1          0        24         0
DEC-26  11800 C        0       0       0       0       0  |       0       0       0       1        0   35          0  |        57         1          0       701         0
DEC-26  12000 C        0       0       0       0       0  |       0       0       0       1        0   37          0  |        49         9          0        22         0
DEC-26  12200 C        0       0       0       0       0  |       0       0       0       1        0   38          0  |        18         4          0        26         0
DEC-26  12400 C        0       0       0       0       0  |       0       0       0       1        0   39          0  |        16         2          0         2         0
DEC-26  12600 C        0       0       0       0       0  |       0       0       0       1        0   40          0  |       103         1          0       755         0
DEC-26  12800 C        0       0       0       0       0  |       0       0       0       1        0   42          0  |        56         1          0        11         0
DEC-26  13000 C        0       0       0       0       0  |       0       0       0       1        0   43          0  |        97         1          0        19         0
DEC-26  13200 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |       111         2          0        40         0
DEC-26  13400 C        0       0       0       0       0  |       0       0       0       1        0   45          0  |        21         1          0        23         0
DEC-26  13600 C        0       0       0       0       0  |       0       0       0       1        0   46          0  |         7         5          0        12         0
DEC-26  13800 C        0       0       0       0       0  |       0       0       0       1        0   47          0  |        85         2          0        18         0
DEC-26  14000 C        0       0       0       0       0  |       0       0       0       1        0   49          0  |       146         1          0        24         0
DEC-26  14200 C        0       0       0       0       0  |       0       0       0       1        0   50          0  |        10         3          0        10         0
DEC-26  14400 C        0       0       0       0       0  |       0       0       0       1        0   51          0  |        64         1          0         7         0
DEC-26  14600 C        0       0       0       0       0  |       0       0       0       1        0   52          0  |        11         1          0         4         0
DEC-26  14800 C        0       0       0       0       0  |       0       0       0       1        0   53          0  |        10         1          0         6         0
DEC-26  15000 C        0       0       0       0       0  |       0       0       0       1        0   54          0  |        50         2          0        36         0

                              TOTAL CALL              11  |                               TOTAL CALL             610  | TOTAL CALL                 621     62972      -264

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-26   3900 P        0       0       0       0       0  |       0       0       0       1        0   62          0  |        30         7          0        55         0
DEC-26   4000 P        0       0       0       0       0  |       0       0       0       1        0   60          0  |        33         8          0        28         0
DEC-26   4100 P        0       0       0       0       0  |       0       0       0       1        0   58          0  |        21         8          0        20         0
DEC-26   4200 P        0       0       0       0       0  |       0       0       0       1        0   56          0  |        17         9          0        35         0
DEC-26   4300 P        0       0       0       0       0  |       0       0       0       1        0   54          0  |        19         7          0         7         0
DEC-26   4400 P        0       0       0       0       0  |       0       0       0       1        0   52          0  |        19         6          0        19         0
DEC-26   4500 P        0       0       0       0       0  |       0       0       0       1        0   50          0  |        39         5          0         9         0
DEC-26   4600 P        0       0       0       0       0  |       0       0       0       1        0   48          0  |        28         1          0        50         0
DEC-26   4700 P        0       0       0       0       0  |       0       0       0       1        0   47          0  |        49         3          0        44         0
DEC-26   4800 P        0       0       0       0       0  |       0       0       0       1        0   45          0  |        45         5          0        34         0
DEC-26   4900 P        0       0       0       0       0  |       0       0       0       1        0   43          0  |        53         4          0        62         0
DEC-26   5000 P        0       0       0       0       0  |       0       0       0       1        0   41          0  |        57         3          0        72         0
DEC-26   5200 P        0       0       0       0       0  |       0       0       0       1        0   38          0  |        67         3          0        52         0
DEC-26   5400 P        0       0       0       0       0  |       0       0       0       1       -1   35          0  |        82         6          0       121         0
DEC-26   5600 P        0       0       0       0       0  |       0       0       0       2       -1   34          0  |       155        10          0      6060         0
DEC-26   5800 P        0       0       0       0       0  |       0       0       0       3       -1   33          0  |        21         8          0       594         0
DEC-26   5900 P        0       0       0       0       0  |       6       6       6       4       -1   32          5  |        22         6          5        38        +5
DEC-26   6000 P        0       0       0       0       0  |       7       8       7       4       -2   31         24  |       560         7         24      5019       +21
DEC-26   6100 P        0       0       0       0       0  |       8       9       8       5       -2   30         40  |        23         8         40        56       +33
DEC-26   6200 P        0       0       0       0       0  |      10      10      10       7       -1   30         18  |       115        10         18        35       +16
DEC-26   6300 P        0       0       0       0       0  |      11      11      11       8       -2   29          2  |        75        11          2       238        +2
DEC-26   6400 P        0       0       0       0       0  |       0       0       0      10       -3   28          0  |       260        14          0      1663         0
DEC-26   6500 P        0       0       0       0       0  |      15      15      15      12       -3   27          1  |       180        15          1        22         0
DEC-26   6600 P        0       0       0       0       0  |      16      16      16      15       -4   26        105  |       216        15        105      1327        +5
DEC-26   6700 P        0       0       0       0       0  |      21      21      21      19       -4   26          1  |       234        19          1      3315        +1
DEC-26   6800 P        0       0       0       0       0  |      22      23      22      24       -4   25          4  |       234        21          4       962        +2
DEC-26   6900 P        0       0       0       0       0  |       0       0       0      28       -5   24       1000  |       267        24       1000      5357     +1000
DEC-26   7000 P        0       0       0       0       0  |      34      34      33      34       -7   23         21  |       777        28         21      3728        -5
DEC-26   7100 P        0       0       0       0       0  |      43      43      43      42       -8   23          1  |       361        30          1      1792         0
DEC-26   7200 P       61      61      61      61      10  |      52      52      50      53       -8   22        141  |       405        38        151      1525      -129
DEC-26   7300 P       75      77      75      77      25  |      64      65      63      65      -11   21        117  |       360        46        142      2047       -75
DEC-26   7400 P        0       0       0       0       0  |      79      82      77      82      -12   21        290  |       474        54        290      3589      -215
DEC-26   7500 P        0       0       0       0       0  |       0       0       0     103      -14   20        130  |       530        65        130      4480       -10
DEC-26   7600 P        0       0       0       0       0  |     130     130     130     129      -15   20        801  |       566        79        801      2577      -519
DEC-26   7700 P        0       0       0       0       0  |     151     154     151     160      -19   19         50  |       663        94         50      3593       -50
DEC-26   7800 P      209     209     209     209       2  |       0       0       0     199      -20   19        500  |       607       114        502      3195      +502
DEC-26   7900 P        0       0       0       0       0  |     233     235     232     245      -22   19         50  |       786       134         50      1570       +18
DEC-26   8000 P        0       0       0       0       0  |       0       0       0     298      -23   19          0  |       851       159          0      7781         0
DEC-26   8100 P        0       0       0       0       0  |     358     358     358     357      -27   18          7  |       927       179          7      1260       -56
DEC-26   8200 P        0       0       0       0       0  |       0       0       0     427      -27   19          0  |       579       262          0      3037         0
DEC-26   8300 P        0       0       0       0       0  |       0       0       0     501      -27   19          0  |      1081       331          0       590         0
DEC-26   8400 P        0       0       0       0       0  |       0       0       0     580      -28   19          0  |      1070       325          0      2239         0
DEC-26   8500 P        0       0       0       0       0  |       0       0       0     661      -30   19          0  |       809       426          0      1824         0
DEC-26   8600 P        0       0       0       0       0  |       0       0       0     749      -30   19          0  |      1020       390          0      1076         0
DEC-26   8700 P        0       0       0       0       0  |       0       0       0     839      -31   19          0  |       614       525          0      2019         0
DEC-26   8800 P        0       0       0       0       0  |       0       0       0     932      -31   20          0  |       666       615          0       726         0
DEC-26   8900 P        0       0       0       0       0  |       0       0       0    1026      -31   20          0  |       775       684          0         4         0
DEC-26   9000 P        0       0       0       0       0  |       0       0       0    1121      -32   20          0  |       824       699          0      1530         0
DEC-26   9100 P        0       0       0       0       0  |       0       0       0    1218      -32   20          0  |       854       751          0       865         0
DEC-26   9200 P        0       0       0       0       0  |       0       0       0    1315      -32   21          0  |       806       806          0      1800         0
DEC-26   9300 P        0       0       0       0       0  |       0       0       0    1413      -32   21          0  |       833       831          0       100         0
DEC-26   9400 P        0       0       0       0       0  |       0       0       0    1511      -33   21          0  |      1125      1125          0         1         0
DEC-26   9500 P        0       0       0       0       0  |       0       0       0    1610      -32   22          0  |         0         0          0       500         0
DEC-26   9600 P        0       0       0       0       0  |       0       0       0    1709      -32   22          0  |         0         0          0         0         0
DEC-26   9700 P        0       0       0       0       0  |       0       0       0    1808      -32   22          0  |      1317       947          0         1         0
DEC-26   9800 P        0       0       0       0       0  |       0       0       0    1907      -33   22          0  |         0         0          0         0         0
DEC-26   9900 P        0       0       0       0       0  |       0       0       0    2006      -33   21          0  |      1378      1378          0         1         0
DEC-26  10000 P        0       0       0       0       0  |       0       0       0    2106      -33   22          0  |         0         0          0         0         0
DEC-26  10100 P        0       0       0       0       0  |       0       0       0    2205      -34    0          0  |         0         0          0         0         0
DEC-26  10200 P        0       0       0       0       0  |       0       0       0    2305      -33    0          0  |         0         0          0         0         0
DEC-26  10300 P        0       0       0       0       0  |       0       0       0    2404      -34    0          0  |         0         0          0         0         0
DEC-26  10400 P        0       0       0       0       0  |       0       0       0    2504      -34    0          0  |         0         0          0         0         0
DEC-26  10500 P        0       0       0       0       0  |       0       0       0    2604      -34    0          0  |      1458      1458          0         3         0
DEC-26  10600 P        0       0       0       0       0  |       0       0       0    2704      -33    0          0  |         0         0          0         0         0
DEC-26  10700 P        0       0       0       0       0  |       0       0       0    2804      -33    0          0  |         0         0          0         0         0
DEC-26  10800 P        0       0       0       0       0  |       0       0       0    2903      -34    0          0  |      1685      1683          0         3         0
DEC-26  10900 P        0       0       0       0       0  |       0       0       0    3003      -34    0          0  |         0         0          0         0         0
DEC-26  11000 P        0       0       0       0       0  |       0       0       0    3103      -34    0          0  |         0         0          0         0         0
DEC-26  11100 P        0       0       0       0       0  |       0       0       0    3203      -34    0          0  |      2261      2261          0         1         0
DEC-26  11200 P        0       0       0       0       0  |       0       0       0    3303      -34    0          0  |         0         0          0         0         0
DEC-26  11300 P        0       0       0       0       0  |       0       0       0    3403      -34    0          0  |      2434      2434          0         1         0
DEC-26  11400 P        0       0       0       0       0  |       0       0       0    3503      -34    0          0  |         0         0          0         0         0
DEC-26  11500 P        0       0       0       0       0  |       0       0       0    3603      -34    0          0  |         0         0          0         0         0
DEC-26  11600 P        0       0       0       0       0  |       0       0       0    3703      -34    0          0  |         0         0          0         0         0
DEC-26  11800 P        0       0       0       0       0  |       0       0       0    3903      -34    0          0  |         0         0          0         0         0
DEC-26  12000 P        0       0       0       0       0  |       0       0       0    4103      -34    0          0  |         0         0          0         0         0
DEC-26  12200 P        0       0       0       0       0  |       0       0       0    4303      -34    0          0  |         0         0          0         0         0
DEC-26  12400 P        0       0       0       0       0  |       0       0       0    4503      -34    0          0  |         0         0          0         0         0
DEC-26  12600 P        0       0       0       0       0  |       0       0       0    4703      -34    0          0  |         0         0          0         0         0
DEC-26  12800 P        0       0       0       0       0  |       0       0       0    4903      -34    0          0  |         0         0          0         0         0
DEC-26  13000 P        0       0       0       0       0  |       0       0       0    5103      -34    0          0  |         0         0          0         0         0
DEC-26  13200 P        0       0       0       0       0  |       0       0       0    5302      -35    0          0  |         0         0          0         0         0
DEC-26  13400 P        0       0       0       0       0  |       0       0       0    5502      -35    0          0  |         0         0          0         0         0
DEC-26  13600 P        0       0       0       0       0  |       0       0       0    5702      -35    0          0  |         0         0          0         0         0
DEC-26  13800 P        0       0       0       0       0  |       0       0       0    5902      -35    0          0  |         0         0          0         0         0
DEC-26  14000 P        0       0       0       0       0  |       0       0       0    6102      -35    0          0  |         0         0          0         0         0
DEC-26  14200 P        0       0       0       0       0  |       0       0       0    6302      -35    0          0  |         0         0          0         0         0
DEC-26  14400 P        0       0       0       0       0  |       0       0       0    6502      -35    0          0  |         0         0          0         0         0
DEC-26  14600 P        0       0       0       0       0  |       0       0       0    6702      -35    0          0  |         0         0          0         0         0
DEC-26  14800 P        0       0       0       0       0  |       0       0       0    6902      -35    0          0  |         0         0          0         0         0
DEC-26  15000 P        0       0       0       0       0  |       0       0       0    7102      -35    0          0  |         0         0          0         0         0

                              TOTAL PUT               37  |                               TOTAL PUT             3308  | TOTAL PUT                 3345     78752      +546

                                                                                                                      | MONTH PUT/CALL RATIO      5.38
                                                                                                                      | MONTH TOTAL               3966    141724      +282

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
JAN-27   6100 C        0       0       0       0       0  |       0       0       0    1822      +35   28          0  |         0         0          0         0         0
JAN-27   6200 C        0       0       0       0       0  |       0       0       0    1724      +34   27          0  |         0         0          0         0         0
JAN-27   6300 C        0       0       0       0       0  |       0       0       0    1627      +34   27          0  |         0         0          0         0         0
JAN-27   6400 C        0       0       0       0       0  |       0       0       0    1530      +34   26          0  |         0         0          0         0         0
JAN-27   6500 C        0       0       0       0       0  |       0       0       0    1434      +33   26          0  |         0         0          0         0         0
JAN-27   6600 C        0       0       0       0       0  |       0       0       0    1339      +33   25          0  |         0         0          0         0         0
JAN-27   6700 C        0       0       0       0       0  |       0       0       0    1244      +31   24          0  |         0         0          0         0         0
JAN-27   6800 C        0       0       0       0       0  |       0       0       0    1151      +31   24          0  |         0         0          0         0         0
JAN-27   6900 C        0       0       0       0       0  |       0       0       0    1059      +30   23          0  |         0         0          0         0         0
JAN-27   7000 C        0       0       0       0       0  |       0       0       0     969      +29   23          0  |         0         0          0         0         0
JAN-27   7100 C        0       0       0       0       0  |       0       0       0     880      +27   22          0  |       774       774          0         7         0
JAN-27   7200 C        0       0       0       0       0  |       0       0       0     794      +26   21          0  |         0         0          0         0         0
JAN-27   7300 C        0       0       0       0       0  |       0       0       0     711      +24   21          0  |         0         0          0         0         0
JAN-27   7400 C        0       0       0       0       0  |       0       0       0     628      +25   20          0  |       544       544          0         7         0
JAN-27   7500 C        0       0       0       0       0  |       0       0       0     555      +24   20          0  |         0         0          0         0         0
JAN-27   7600 C        0       0       0       0       0  |       0       0       0     485      +25   20          0  |         0         0          0         0         0
JAN-27   7700 C        0       0       0       0       0  |     436     442     436     417      +18   19         50  |       442       327         50        28       -30
JAN-27   7800 C        0       0       0       0       0  |     388     388     388     358      +16   19          8  |       388       299          8       622         0
JAN-27   7900 C        0       0       0       0       0  |       0       0       0     305      +15   19          0  |       250       250          0         1         0
JAN-27   8000 C        0       0       0       0       0  |     269     276     269     256      +14   19         50  |       371       214         50       181       +20
JAN-27   8100 C        0       0       0       0       0  |       0       0       0     214      +14   19          0  |       328       323          0        10         0
JAN-27   8200 C        0       0       0       0       0  |       0       0       0     177      +11   19          0  |       330       283          0        41         0
JAN-27   8300 C        0       0       0       0       0  |     158     158     158     147      +10   19        100  |       236       103        100      2423      -100
JAN-27   8400 C      105     110     105     110       6  |     113     130     113     121      +11   19        401  |       223        82        407       654      -206
JAN-27   8500 C        0       0       0       0       0  |     100     100     100     100      +10   19         60  |       181        82         60        72       +60
JAN-27   8600 C        0       0       0       0       0  |      85      85      85      81       +8   19          1  |        85        85          1         1        +1
JAN-27   8700 C        0       0       0       0       0  |       0       0       0      67       +7   19          0  |         0         0          0         0         0
JAN-27   8800 C        0       0       0       0       0  |       0       0       0      56       +7   19          0  |       106       106          0        14         0
JAN-27   8900 C        0       0       0       0       0  |       0       0       0      47       +7   20          0  |       101        30          0       127         0
JAN-27   9000 C       35      35      35      35       1  |      38      40      38      38       +5   20        170  |        83        27        171      1759      +150
JAN-27   9100 C        0       0       0       0       0  |       0       0       0      33       +5   20          0  |        75        25          0       101         0
JAN-27   9200 C        0       0       0       0       0  |       0       0       0      27       +4   20          0  |        64        21          0        39         0
JAN-27   9300 C        0       0       0       0       0  |       0       0       0      23       +3   21          0  |        16        16          0         1         0
JAN-27   9400 C        0       0       0       0       0  |       0       0       0      20       +4   21          0  |        33        33          0         1         0
JAN-27   9500 C        0       0       0       0       0  |       0       0       0      17       +3   22          0  |         0         0          0         0         0
JAN-27   9600 C        0       0       0       0       0  |       0       0       0      15       +3   22          0  |        10        10          0         1         0
JAN-27   9700 C        0       0       0       0       0  |       0       0       0      13       +3   22          0  |         0         0          0         0         0
JAN-27   9800 C        0       0       0       0       0  |       0       0       0      11       +3   23          0  |        18         9          0        14         0
JAN-27   9900 C        0       0       0       0       0  |       9      10       9       9       +2   23          3  |        23         7          3        18        +3

                              TOTAL CALL               7  |                               TOTAL CALL             843  | TOTAL CALL                 850      6122      -102

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
JAN-27   6100 P        0       0       0       0       0  |       0       0       0      12       -1   28          0  |        27        18          0        37         0
JAN-27   6200 P        0       0       0       0       0  |       0       0       0      14       -2   27          0  |        21        20          0        11         0
JAN-27   6300 P        0       0       0       0       0  |       0       0       0      17       -2   27          0  |        39        20          0         9         0
JAN-27   6400 P        0       0       0       0       0  |       0       0       0      20       -3   26          0  |        34        26          0         6         0
JAN-27   6500 P        0       0       0       0       0  |      25      25      25      24       -3   26         75  |        54        25         75       141       -75
JAN-27   6600 P        0       0       0       0       0  |       0       0       0      29       -4   25          0  |        60        33          0        16         0
JAN-27   6700 P        0       0       0       0       0  |       0       0       0      34       -4   24          0  |        65        58          0        28         0
JAN-27   6800 P        0       0       0       0       0  |       0       0       0      41       -6   24          0  |        55        51          0       650         0
JAN-27   6900 P        0       0       0       0       0  |       0       0       0      49       -5   23          0  |        98        79          0        24         0
JAN-27   7000 P        0       0       0       0       0  |      61      61      56      58       -7   22        551  |        81        56        551       550      +187
JAN-27   7100 P        0       0       0       0       0  |      70      70      68      69      -11   22        411  |       111        68        411      1160      -285
JAN-27   7200 P        0       0       0       0       0  |      83      84      80      83      -10   21        379  |       137        72        379       555      +349
JAN-27   7300 P        0       0       0       0       0  |      96     101      95      99      -14   21        547  |       179        78        547       600      +338
JAN-27   7400 P        0       0       0       0       0  |     116     118     113     122      -11   21        115  |       193       113        115       120      +100
JAN-27   7500 P        0       0       0       0       0  |       0       0       0     145      -15   20          0  |       223       199          0        65         0
JAN-27   7600 P        0       0       0       0       0  |       0       0       0     176      -15   20          0  |       261       165          0        91         0
JAN-27   7700 P        0       0       0       0       0  |     191     191     191     208      -19   19          4  |       332       191          4       519         0
JAN-27   7800 P        0       0       0       0       0  |     255     255     255     249      -19   19          4  |       342       175          4       620         0
JAN-27   7900 P      304     304     304     304       4  |     290     294     290     293      -22   19          5  |       355       206          9        24        +9
JAN-27   8000 P        0       0       0       0       0  |     320     346     320     346      -22   19        188  |       346       320        188       184       +54
JAN-27   8100 P        0       0       0       0       0  |       0       0       0     404      -24   19          0  |       333       333          0         9         0
JAN-27   8200 P        0       0       0       0       0  |       0       0       0     468      -27   19          0  |       626       334          0         4         0
JAN-27   8300 P        0       0       0       0       0  |       0       0       0     538      -27   19          0  |       446       446          0         7         0
JAN-27   8400 P        0       0       0       0       0  |       0       0       0     609      -30   19          0  |         0         0          0         0         0
JAN-27   8500 P        0       0       0       0       0  |       0       0       0     689      -28   19          0  |       816       816          0         7         0
JAN-27   8600 P        0       0       0       0       0  |       0       0       0     772      -28   19          0  |         0         0          0         0         0
JAN-27   8700 P        0       0       0       0       0  |       0       0       0     857      -29   19          0  |         0         0          0         0         0
JAN-27   8800 P        0       0       0       0       0  |       0       0       0     946      -29   19          0  |         0         0          0         0         0
JAN-27   8900 P        0       0       0       0       0  |       0       0       0    1036      -31   20          0  |         0         0          0         0         0
JAN-27   9000 P        0       0       0       0       0  |       0       0       0    1129      -31   20          0  |         0         0          0         0         0
JAN-27   9100 P        0       0       0       0       0  |       0       0       0    1222      -32   20          0  |         0         0          0         0         0
JAN-27   9200 P        0       0       0       0       0  |       0       0       0    1317      -32   20          0  |         0         0          0         0         0
JAN-27   9300 P        0       0       0       0       0  |       0       0       0    1413      -33   21          0  |         0         0          0         0         0
JAN-27   9400 P        0       0       0       0       0  |       0       0       0    1510      -32   21          0  |         0         0          0         0         0
JAN-27   9500 P        0       0       0       0       0  |       0       0       0    1607      -33   22          0  |         0         0          0         0         0
JAN-27   9600 P        0       0       0       0       0  |       0       0       0    1704      -34   22          0  |         0         0          0         0         0
JAN-27   9700 P        0       0       0       0       0  |       0       0       0    1802      -34   22          0  |         0         0          0         0         0
JAN-27   9800 P        0       0       0       0       0  |       0       0       0    1901      -34   23          0  |         0         0          0         0         0
JAN-27   9900 P        0       0       0       0       0  |       0       0       0    1999      -35   23          0  |         0         0          0         0         0

                              TOTAL PUT                4  |                               TOTAL PUT             2279  | TOTAL PUT                 2283      5437      +677

                                                                                                                      | MONTH PUT/CALL RATIO      2.68
                                                                                                                      | MONTH TOTAL               3133     11559      +575

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
FEB-27   6200 C        0       0       0       0       0  |       0       0       0    1748      +33   27          0  |         0         0          0         0         0
FEB-27   6300 C        0       0       0       0       0  |       0       0       0    1652      +32   26          0  |         0         0          0         0         0
FEB-27   6400 C        0       0       0       0       0  |       0       0       0    1556      +31   25          0  |         0         0          0         0         0
FEB-27   6500 C        0       0       0       0       0  |       0       0       0    1462      +31   25          0  |         0         0          0         0         0
FEB-27   6600 C        0       0       0       0       0  |       0       0       0    1368      +30   24          0  |         0         0          0         0         0
FEB-27   6700 C        0       0       0       0       0  |       0       0       0    1275      +29   24          0  |         0         0          0         0         0
FEB-27   6800 C        0       0       0       0       0  |       0       0       0    1184      +29   23          0  |         0         0          0         0         0
FEB-27   6900 C        0       0       0       0       0  |       0       0       0    1094      +28   23          0  |         0         0          0         0         0
FEB-27   7000 C        0       0       0       0       0  |       0       0       0    1006      +27   22          0  |         0         0          0         0         0
FEB-27   7100 C        0       0       0       0       0  |       0       0       0     920      +26   22          0  |         0         0          0         0         0
FEB-27   7200 C        0       0       0       0       0  |       0       0       0     836      +24   21          0  |         0         0          0         0         0
FEB-27   7300 C        0       0       0       0       0  |       0       0       0     755      +22   21          0  |         0         0          0         0         0
FEB-27   7400 C        0       0       0       0       0  |       0       0       0     678      +23   20          0  |         0         0          0         0         0
FEB-27   7500 C        0       0       0       0       0  |       0       0       0     607      +24   20          0  |         0         0          0         0         0
FEB-27   7600 C        0       0       0       0       0  |       0       0       0     538      +21   20          0  |         0         0          0         0         0
FEB-27   7700 C        0       0       0       0       0  |       0       0       0     470      +17   19          0  |         0         0          0         0         0
FEB-27   7800 C        0       0       0       0       0  |       0       0       0     414      +18   19          0  |         0         0          0         0         0
FEB-27   7900 C        0       0       0       0       0  |       0       0       0     359      +17   19          0  |         0         0          0         0         0
FEB-27   8000 C        0       0       0       0       0  |       0       0       0     309      +14   19          0  |         0         0          0         0         0
FEB-27   8100 C        0       0       0       0       0  |       0       0       0     265      +13   19          0  |         0         0          0         0         0
FEB-27   8200 C        0       0       0       0       0  |       0       0       0     227      +13   19          0  |         0         0          0         0         0
FEB-27   8300 C        0       0       0       0       0  |       0       0       0     193      +12   19          0  |         0         0          0         0         0
FEB-27   8400 C        0       0       0       0       0  |       0       0       0     163      +10   19          0  |         0         0          0         0         0
FEB-27   8500 C        0       0       0       0       0  |       0       0       0     138      +10   19          0  |         0         0          0         0         0
FEB-27   8600 C        0       0       0       0       0  |       0       0       0     116       +8   19          0  |         0         0          0         0         0
FEB-27   8700 C        0       0       0       0       0  |       0       0       0      97       +7   19          0  |         0         0          0         0         0
FEB-27   8800 C        0       0       0       0       0  |       0       0       0      82       +6   19          0  |         0         0          0         0         0
FEB-27   8900 C        0       0       0       0       0  |       0       0       0      69       +6   19          0  |         0         0          0         0         0
FEB-27   9000 C        0       0       0       0       0  |       0       0       0      60       +7   19          0  |         0         0          0         0         0
FEB-27   9100 C        0       0       0       0       0  |       0       0       0      51       +7   20          0  |         0         0          0         0         0
FEB-27   9200 C        0       0       0       0       0  |       0       0       0      45       +8   20          0  |         0         0          0         0         0
FEB-27   9300 C        0       0       0       0       0  |       0       0       0      37       +5   20          0  |         0         0          0         0         0
FEB-27   9400 C        0       0       0       0       0  |      32      32      32      33       +5   20          1  |        32        32          1         1        +1
FEB-27   9500 C        -       -       -       -       -  |       0       0       0      27        -   20          0  |         0         0          0         0         -

                              TOTAL CALL               0  |                               TOTAL CALL               1  | TOTAL CALL                   1         1        +1

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
FEB-27   6200 P        0       0       0       0       0  |      26      26      26      24       -4   27          2  |        26        26          2         2        +2
FEB-27   6300 P        0       0       0       0       0  |       0       0       0      28       -4   26          0  |         0         0          0         0         0
FEB-27   6400 P        0       0       0       0       0  |      35      35      35      34       -4   26         25  |        37        35         25        75       +25
FEB-27   6500 P        0       0       0       0       0  |       0       0       0      39       -4   25          0  |         0         0          0         0         0
FEB-27   6600 P        0       0       0       0       0  |       0       0       0      44       -7   24          0  |         0         0          0         0         0
FEB-27   6700 P        0       0       0       0       0  |       0       0       0      52       -5   24          0  |         0         0          0         0         0
FEB-27   6800 P        0       0       0       0       0  |       0       0       0      60       -8   23          0  |         0         0          0         0         0
FEB-27   6900 P        0       0       0       0       0  |       0       0       0      70       -8   23          0  |         0         0          0         0         0
FEB-27   7000 P        0       0       0       0       0  |       0       0       0      83       -7   22          0  |         0         0          0         0         0
FEB-27   7100 P        0       0       0       0       0  |       0       0       0      96      -10   22          0  |         0         0          0         0         0
FEB-27   7200 P        0       0       0       0       0  |     111     111     111     112      -11   21         25  |       119       111         25        75       +25
FEB-27   7300 P        0       0       0       0       0  |       0       0       0     131      -13   21          0  |         0         0          0         0         0
FEB-27   7400 P        0       0       0       0       0  |       0       0       0     155      -14   20          0  |         0         0          0         0         0
FEB-27   7500 P        0       0       0       0       0  |       0       0       0     182      -14   20          0  |         0         0          0         0         0
FEB-27   7600 P        0       0       0       0       0  |       0       0       0     212      -17   20          0  |         0         0          0         0         0
FEB-27   7700 P        0       0       0       0       0  |       0       0       0     248      -18   19          0  |         0         0          0         0         0
FEB-27   7800 P        0       0       0       0       0  |       0       0       0     287      -20   19          0  |         0         0          0         0         0
FEB-27   7900 P        0       0       0       0       0  |       0       0       0     334      -21   19          0  |         0         0          0         0         0
FEB-27   8000 P        0       0       0       0       0  |       0       0       0     385      -22   19          0  |         0         0          0         0         0
FEB-27   8100 P        0       0       0       0       0  |       0       0       0     442      -23   19          0  |         0         0          0         0         0
FEB-27   8200 P        0       0       0       0       0  |       0       0       0     504      -24   19          0  |         0         0          0         0         0
FEB-27   8300 P        0       0       0       0       0  |       0       0       0     567      -27   19          0  |         0         0          0         0         0
FEB-27   8400 P        0       0       0       0       0  |       0       0       0     642      -25   19          0  |         0         0          0         0         0
FEB-27   8500 P        0       0       0       0       0  |       0       0       0     715      -25   19          0  |         0         0          0         0         0
FEB-27   8600 P        0       0       0       0       0  |       0       0       0     793      -27   19          0  |         0         0          0         0         0
FEB-27   8700 P        0       0       0       0       0  |       0       0       0     875      -28   19          0  |         0         0          0         0         0
FEB-27   8800 P        0       0       0       0       0  |       0       0       0     960      -28   19          0  |         0         0          0         0         0
FEB-27   8900 P        0       0       0       0       0  |       0       0       0    1047      -29   19          0  |         0         0          0         0         0
FEB-27   9000 P        0       0       0       0       0  |       0       0       0    1137      -29   20          0  |         0         0          0         0         0
FEB-27   9100 P        0       0       0       0       0  |       0       0       0    1228      -29   20          0  |         0         0          0         0         0
FEB-27   9200 P        0       0       0       0       0  |       0       0       0    1320      -30   20          0  |         0         0          0         0         0
FEB-27   9300 P        0       0       0       0       0  |       0       0       0    1414      -31   20          0  |         0         0          0         0         0
FEB-27   9400 P        0       0       0       0       0  |       0       0       0    1509      -31   20          0  |         0         0          0         0         0
FEB-27   9500 P        -       -       -       -       -  |       0       0       0    1604        -   21          0  |         0         0          0         0         -

                              TOTAL PUT                0  |                               TOTAL PUT               52  | TOTAL PUT                   52       152       +52

                                                                                                                      | MONTH PUT/CALL RATIO     52.00
                                                                                                                      | MONTH TOTAL                 53       153       +53

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
MAR-27   5900 C        0       0       0       0       0  |       0       0       0    2062      +31   28          0  |         0         0          0         0         0
MAR-27   6000 C        0       0       0       0       0  |       0       0       0    1966      +31   28          0  |         0         0          0         0         0
MAR-27   6100 C        0       0       0       0       0  |       0       0       0    1870      +30   27          0  |         0         0          0         0         0
MAR-27   6200 C        0       0       0       0       0  |       0       0       0    1775      +30   27          0  |         0         0          0         0         0
MAR-27   6300 C        0       0       0       0       0  |       0       0       0    1680      +29   26          0  |         0         0          0         0         0
MAR-27   6400 C        0       0       0       0       0  |       0       0       0    1586      +28   25          0  |         0         0          0         0         0
MAR-27   6500 C        0       0       0       0       0  |       0       0       0    1494      +29   25          0  |         0         0          0         0         0
MAR-27   6600 C        0       0       0       0       0  |       0       0       0    1402      +28   24          0  |         0         0          0         0         0
MAR-27   6700 C        0       0       0       0       0  |       0       0       0    1311      +27   24          0  |         0         0          0         0         0
MAR-27   6800 C        0       0       0       0       0  |       0       0       0    1222      +26   23          0  |         0         0          0         0         0
MAR-27   6900 C        0       0       0       0       0  |       0       0       0    1135      +26   23          0  |         0         0          0         0         0
MAR-27   7000 C        0       0       0       0       0  |       0       0       0    1050      +25   22          0  |         0         0          0         0         0
MAR-27   7100 C        0       0       0       0       0  |       0       0       0     966      +24   22          0  |         0         0          0         0         0
MAR-27   7200 C        0       0       0       0       0  |       0       0       0     886      +23   21          0  |         0         0          0         0         0
MAR-27   7300 C        0       0       0       0       0  |       0       0       0     808      +22   21          0  |         0         0          0         0         0
MAR-27   7400 C        0       0       0       0       0  |       0       0       0     734      +21   21          0  |         0         0          0         0         0
MAR-27   7500 C        0       0       0       0       0  |       0       0       0     663      +20   20          0  |       623       623          0       300         0
MAR-27   7600 C        0       0       0       0       0  |       0       0       0     595      +18   20          0  |         0         0          0       100         0
MAR-27   7700 C        0       0       0       0       0  |       0       0       0     533      +22   20          0  |       528       528          0       300         0
MAR-27   7800 C        0       0       0       0       0  |     497     497     486     476      +19   20         50  |       497       396         50       490         0
MAR-27   7900 C        0       0       0       0       0  |       0       0       0     422      +18   20          0  |         0         0          0       500         0
MAR-27   8000 C        0       0       0       0       0  |     393     393     383     369      +14   19        450  |       572       304        450      2606       -30
MAR-27   8100 C        0       0       0       0       0  |       0       0       0     326      +15   19          0  |       480       361          0       401         0
MAR-27   8200 C        0       0       0       0       0  |       0       0       0     287      +16   19        800  |       369       234        800      1068      +800
MAR-27   8300 C        0       0       0       0       0  |       0       0       0     250      +14   19          0  |       567       207          0       872         0
MAR-27   8400 C        0       0       0       0       0  |       0       0       0     219      +14   19          0  |       749       177          0      1514         0
MAR-27   8500 C        0       0       0       0       0  |       0       0       0     188      +11   19          0  |       799       153          0       276         0
MAR-27   8600 C        0       0       0       0       0  |       0       0       0     163      +10   19          0  |       784       134          0      1470         0
MAR-27   8700 C        0       0       0       0       0  |     153     153     149     142       +9   19         50  |       707       114         50       241       +50
MAR-27   8800 C        0       0       0       0       0  |       0       0       0     123      +10   19        200  |       847       101        200      1240      +158
MAR-27   8900 C        0       0       0       0       0  |       0       0       0     104       +7   19          0  |       797        97          0       372         0
MAR-27   9000 C        0       0       0       0       0  |       0       0       0      94       +9   20          0  |       637        82          0      1173         0
MAR-27   9100 C        0       0       0       0       0  |      85      85      85      82      +10   20          2  |       361        85          2        46         0
MAR-27   9200 C        0       0       0       0       0  |      75      76      75      71       +7   20        550  |       504        75        550      4503         0
MAR-27   9300 C        0       0       0       0       0  |       0       0       0      61       +6   20          0  |       299        52          0       415         0
MAR-27   9400 C        0       0       0       0       0  |       0       0       0      53       +5   20          0  |       270        86          0        22         0
MAR-27   9500 C        0       0       0       0       0  |       0       0       0      47       +6   20          0  |       215        84          0      3776         0
MAR-27   9600 C        0       0       0       0       0  |       0       0       0      41       +5   21          0  |        79        68          0       314         0
MAR-27   9700 C        0       0       0       0       0  |       0       0       0      36       +5   21          0  |       396        64          0        28         0
MAR-27   9800 C        0       0       0       0       0  |       0       0       0      32       +5   21          0  |       380       380          0         7         0
MAR-27   9900 C        0       0       0       0       0  |       0       0       0      28       +4   21          0  |       395       150          0         9         0
MAR-27  10000 C        0       0       0       0       0  |       0       0       0      25       +4   21          0  |       332       160          0         8         0
MAR-27  10100 C        0       0       0       0       0  |       0       0       0      22       +3   22          0  |       376       301          0        14         0
MAR-27  10200 C        0       0       0       0       0  |       0       0       0      19       +3   22          0  |       334       298          0        21         0
MAR-27  10300 C        0       0       0       0       0  |       0       0       0      17       +3   22          0  |       324        99          0      2534         0
MAR-27  10400 C        0       0       0       0       0  |       0       0       0      15       +2   22          0  |         0         0          0         0         0
MAR-27  10500 C        0       0       0       0       0  |       0       0       0      14       +3   22          0  |         0         0          0         0         0
MAR-27  10600 C        0       0       0       0       0  |       0       0       0      12       +2   22          0  |         0         0          0         0         0
MAR-27  10700 C        0       0       0       0       0  |      10      10      10      11       +2   23          2  |       220         8          2        30        +1

                              TOTAL CALL               0  |                               TOTAL CALL            2104  | TOTAL CALL                2104     24650      +979

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
MAR-27   5900 P        0       0       0       0       0  |      29      29      28      26       -3   28          4  |        76        28          4       129         0
MAR-27   6000 P        0       0       0       0       0  |       0       0       0      30       -3   27          0  |         0         0          0         0         0
MAR-27   6100 P        0       0       0       0       0  |       0       0       0      34       -3   27          0  |         0         0          0         0         0
MAR-27   6200 P        0       0       0       0       0  |       0       0       0      39       -4   26          0  |         0         0          0         0         0
MAR-27   6300 P        0       0       0       0       0  |       0       0       0      44       -4   26          0  |       147       146          0         3         0
MAR-27   6400 P        0       0       0       0       0  |       0       0       0      50       -5   25          0  |       219        66          0       817         0
MAR-27   6500 P        0       0       0       0       0  |       0       0       0      58       -5   25          0  |       211        78          0      1505         0
MAR-27   6600 P        0       0       0       0       0  |       0       0       0      67       -5   24          0  |       237        70          0       105         0
MAR-27   6700 P        0       0       0       0       0  |       0       0       0      75       -7   23          0  |       255        91          0      1934         0
MAR-27   6800 P        0       0       0       0       0  |      86      86      86      86       -7   23          4  |       265        83          4      1008        -4
MAR-27   6900 P      103     103     103     103       3  |     100     100     100      97      -11   22          2  |       284       100          5       478        -2
MAR-27   7000 P        0       0       0       0       0  |       0       0       0     114       -7   22          0  |       307       102          0      1270         0
MAR-27   7100 P        0       0       0       0       0  |     125     129     125     129      -11   22         50  |       254       125         50      2390       -30
MAR-27   7200 P        0       0       0       0       0  |     142     142     142     152       -8   21          2  |       254       112          2       802        -2
MAR-27   7300 P        0       0       0       0       0  |     177     177     167     174      -10   21          4  |       388       150          4        13        +2
MAR-27   7400 P        0       0       0       0       0  |     197     197     197     198      -11   21          1  |       432       179          1       699         0
MAR-27   7500 P        0       0       0       0       0  |       0       0       0     226      -14   20          0  |       307       193          0      5808         0
MAR-27   7600 P        0       0       0       0       0  |       0       0       0     259      -15   20          0  |       391       202          0      2026         0
MAR-27   7700 P        0       0       0       0       0  |       0       0       0     296      -16   20          0  |       350       234          0       327         0
MAR-27   7800 P        0       0       0       0       0  |       0       0       0     336      -18   20        800  |       420       215        800       951      +750
MAR-27   7900 P        0       0       0       0       0  |       0       0       0     383      -18   19          0  |       727       285          0       298         0
MAR-27   8000 P        0       0       0       0       0  |       0       0       0     434      -20   19          0  |       514       315          0      1702         0
MAR-27   8100 P        0       0       0       0       0  |       0       0       0     490      -21   19          0  |       462       415          0       520         0
MAR-27   8200 P        0       0       0       0       0  |       0       0       0     549      -22   19          0  |       596       390          0       349         0
MAR-27   8300 P        0       0       0       0       0  |       0       0       0     614      -22   19          0  |       635       476          0      1110         0
MAR-27   8400 P        0       0       0       0       0  |       0       0       0     682      -23   19          0  |       853       463          0      1100         0
MAR-27   8500 P        0       0       0       0       0  |       0       0       0     753      -22   19          0  |       902       508          0       102         0
MAR-27   8600 P        0       0       0       0       0  |       0       0       0     828      -23   19          0  |       900       638          0      1110         0
MAR-27   8700 P        0       0       0       0       0  |       0       0       0     906      -24   19          0  |       721       598          0        97         0
MAR-27   8800 P        0       0       0       0       0  |       0       0       0     987      -25   19          0  |       754       719          0        93         0
MAR-27   8900 P        0       0       0       0       0  |       0       0       0    1071      -25   19          0  |       808       745          0       374         0
MAR-27   9000 P        0       0       0       0       0  |       0       0       0    1157      -26   19          0  |         0         0          0         0         0
MAR-27   9100 P        0       0       0       0       0  |       0       0       0    1245      -26   20          0  |         0         0          0         0         0
MAR-27   9200 P        0       0       0       0       0  |       0       0       0    1334      -27   20          0  |         0         0          0         0         0
MAR-27   9300 P        0       0       0       0       0  |       0       0       0    1425      -28   20          0  |         0         0          0         0         0
MAR-27   9400 P        0       0       0       0       0  |       0       0       0    1517      -28   20          0  |      1355      1293          0         1         0
MAR-27   9500 P        0       0       0       0       0  |       0       0       0    1611      -28   20          0  |      1418      1363          0         1         0
MAR-27   9600 P        0       0       0       0       0  |       0       0       0    1705      -29   20          0  |      1435      1425          0         2         0
MAR-27   9700 P        0       0       0       0       0  |       0       0       0    1800      -29   20          0  |         0         0          0         0         0
MAR-27   9800 P        0       0       0       0       0  |       0       0       0    1896      -29   21          0  |         0         0          0         0         0
MAR-27   9900 P        0       0       0       0       0  |       0       0       0    1992      -30   21          0  |         0         0          0         0         0
MAR-27  10000 P        0       0       0       0       0  |       0       0       0    2089      -30   21          0  |         0         0          0         0         0
MAR-27  10100 P        0       0       0       0       0  |       0       0       0    2186      -30   21          0  |         0         0          0         0         0
MAR-27  10200 P        0       0       0       0       0  |       0       0       0    2283      -31   21          0  |         0         0          0         0         0
MAR-27  10300 P        0       0       0       0       0  |       0       0       0    2381      -31   21          0  |         0         0          0         0         0
MAR-27  10400 P        0       0       0       0       0  |       0       0       0    2479      -31   22          0  |         0         0          0         0         0
MAR-27  10500 P        0       0       0       0       0  |       0       0       0    2578      -31   22          0  |         0         0          0         0         0
MAR-27  10600 P        0       0       0       0       0  |       0       0       0    2676      -32   22          0  |         0         0          0         0         0
MAR-27  10700 P        0       0       0       0       0  |       0       0       0    2775      -32   22          0  |         0         0          0         0         0

                              TOTAL PUT                3  |                               TOTAL PUT              867  | TOTAL PUT                  870     27124      +714

                                                                                                                      | MONTH PUT/CALL RATIO      0.41
                                                                                                                      | MONTH TOTAL               2974     51774     +1693

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
JUN-27   5400 C        0       0       0       0       0  |       0       0       0    2539      +33   30          0  |         0         0          0         0         0
JUN-27   5600 C        0       0       0       0       0  |       0       0       0    2348      +32   28          0  |         0         0          0         0         0
JUN-27   5800 C        0       0       0       0       0  |       0       0       0    2159      +32   27          0  |         0         0          0         0         0
JUN-27   5900 C        0       0       0       0       0  |       0       0       0    2066      +32   27          0  |         0         0          0         0         0
JUN-27   6000 C        0       0       0       0       0  |       0       0       0    1973      +31   26          0  |         0         0          0         0         0
JUN-27   6100 C        0       0       0       0       0  |       0       0       0    1881      +30   26          0  |         0         0          0         0         0
JUN-27   6200 C        0       0       0       0       0  |       0       0       0    1790      +30   26          0  |         0         0          0         0         0
JUN-27   6300 C        0       0       0       0       0  |       0       0       0    1700      +29   25          0  |         0         0          0         0         0
JUN-27   6400 C        0       0       0       0       0  |       0       0       0    1611      +29   25          0  |         0         0          0         0         0
JUN-27   6500 C        0       0       0       0       0  |       0       0       0    1524      +28   24          0  |         0         0          0         0         0
JUN-27   6600 C        0       0       0       0       0  |       0       0       0    1438      +28   24          0  |         0         0          0         0         0
JUN-27   6700 C        0       0       0       0       0  |       0       0       0    1354      +27   23          0  |         0         0          0         0         0
JUN-27   6800 C        0       0       0       0       0  |       0       0       0    1271      +26   23          0  |         0         0          0         0         0
JUN-27   6900 C        0       0       0       0       0  |       0       0       0    1191      +26   23          0  |         0         0          0         0         0
JUN-27   7000 C        0       0       0       0       0  |       0       0       0    1113      +26   22          0  |         0         0          0         0         0
JUN-27   7100 C        0       0       0       0       0  |       0       0       0    1037      +25   22          0  |         0         0          0         0         0
JUN-27   7200 C        0       0       0       0       0  |       0       0       0     963      +23   22          0  |         0         0          0         0         0
JUN-27   7300 C        0       0       0       0       0  |       0       0       0     893      +23   22          0  |         0         0          0         0         0
JUN-27   7400 C        0       0       0       0       0  |       0       0       0     824      +21   21          0  |         0         0          0         0         0
JUN-27   7500 C        0       0       0       0       0  |       0       0       0     759      +19   21          0  |         0         0          0         0         0
JUN-27   7600 C        0       0       0       0       0  |       0       0       0     698      +19   21          0  |         0         0          0         0         0
JUN-27   7700 C        0       0       0       0       0  |       0       0       0     640      +17   21          0  |       620       620          0         7         0
JUN-27   7800 C        0       0       0       0       0  |       0       0       0     586      +10   21          0  |         0         0          0         0         0
JUN-27   7900 C        0       0       0       0       0  |       0       0       0     536      +19   21          0  |         0         0          0         0         0
JUN-27   8000 C        0       0       0       0       0  |       0       0       0     488      +17   20          0  |       777       777          0      1907         0
JUN-27   8100 C        0       0       0       0       0  |       0       0       0     444      +17   20          0  |         0         0          0       500         0
JUN-27   8200 C        0       0       0       0       0  |       0       0       0     403      +16   20          0  |         0         0          0       500         0
JUN-27   8300 C        0       0       0       0       0  |       0       0       0     365      +15   20          0  |         0         0          0         0         0
JUN-27   8400 C        0       0       0       0       0  |       0       0       0     331      +15   20          0  |       911       907          0       450         0
JUN-27   8500 C        0       0       0       0       0  |       0       0       0     300      +15   20          0  |       581       577          0       540         0
JUN-27   8600 C        0       0       0       0       0  |       0       0       0     271      +14   20          0  |       812       248          0       424         0
JUN-27   8700 C        0       0       0       0       0  |       0       0       0     245      +14   20          0  |         0         0          0         0         0
JUN-27   8800 C        0       0       0       0       0  |       0       0       0     220      +13   20          0  |         0         0          0      1000         0
JUN-27   8900 C        0       0       0       0       0  |       0       0       0     200      +14   20          0  |         0         0          0         0         0
JUN-27   9000 C        0       0       0       0       0  |       0       0       0     180      +13   20          0  |       917       249          0      1829         0
JUN-27   9100 C        0       0       0       0       0  |       0       0       0     162      +12   20          0  |       564       128          0        93         0
JUN-27   9200 C        0       0       0       0       0  |     149     149     148     145      +11   20        150  |       832       148        150       640      -150
JUN-27   9300 C        0       0       0       0       0  |       0       0       0     130      +11   20          0  |         0         0          0         0         0
JUN-27   9400 C        0       0       0       0       0  |       0       0       0     118      +10   21          0  |       400       173          0        79         0
JUN-27   9500 C        0       0       0       0       0  |       0       0       0     104       +7   21          0  |       428       305          0       980         0
JUN-27   9600 C        0       0       0       0       0  |       0       0       0      96       +8   21          0  |       150       150          0         5         0
JUN-27   9700 C        0       0       0       0       0  |       0       0       0      87       +8   21          0  |       134       134          0         7         0
JUN-27   9800 C        0       0       0       0       0  |       0       0       0      79       +8   21          0  |       130        63          0         7         0
JUN-27   9900 C        0       0       0       0       0  |       0       0       0      71       +7   21          0  |       211       211          0        30         0
JUN-27  10000 C        0       0       0       0       0  |       0       0       0      65       +8   21          0  |       260       260          0       161         0
JUN-27  10100 C        0       0       0       0       0  |       0       0       0      59       +7   21          0  |         0         0          0         0         0
JUN-27  10200 C        0       0       0       0       0  |       0       0       0      53       +6   21          0  |       413       240          0         9         0
JUN-27  10300 C        0       0       0       0       0  |       0       0       0      48       +6   22          0  |         0         0          0         0         0
JUN-27  10400 C        0       0       0       0       0  |       0       0       0      44       +6   22          0  |         0         0          0         0         0
JUN-27  10500 C        0       0       0       0       0  |       0       0       0      40       +5   22          0  |         0         0          0         0         0
JUN-27  10600 C        0       0       0       0       0  |       0       0       0      36       +5   22          0  |       170       170          0         5         0
JUN-27  10800 C        0       0       0       0       0  |       0       0       0      30       +4   22          0  |       167       150          0        20         0
JUN-27  11000 C        0       0       0       0       0  |       0       0       0      25       +4   22          0  |       241        55          0        40         0
JUN-27  11200 C        0       0       0       0       0  |       0       0       0      21       +3   23          0  |       231        53          0        14         0
JUN-27  11400 C        0       0       0       0       0  |       0       0       0      18       +3   23          0  |         0         0          0         0         0
JUN-27  11600 C        0       0       0       0       0  |       0       0       0      15       +3   23          0  |       173       173          0        10         0
JUN-27  11800 C        0       0       0       0       0  |      11      11      11      13       +3   23          2  |       142        11          2         5         0
JUN-27  12000 C        0       0       0       0       0  |       0       0       0      11       +2   24          0  |         0         0          0       500         0
JUN-27  12200 C        0       0       0       0       0  |       0       0       0       9       +2   24          0  |       115       115          0         5         0
JUN-27  12400 C        0       0       0       0       0  |       0       0       0       8       +2   24          0  |         0         0          0         0         0
JUN-27  12600 C        0       0       0       0       0  |       5       5       5       7       +2   24          4  |        26         5          4        17        +4
JUN-27  12800 C        0       0       0       0       0  |       0       0       0       6       +1   25          0  |        24         8          0        17         0
JUN-27  13000 C        0       0       0       0       0  |       0       0       0       5       +1   25          0  |        22        22          0       105         0
JUN-27  13200 C        0       0       0       0       0  |       0       0       0       4       +1   25          0  |         0         0          0         0         0
JUN-27  13400 C        0       0       0       0       0  |       0       0       0       4       +1   25          0  |         0         0          0         0         0
JUN-27  13600 C        0       0       0       0       0  |       0       0       0       3       +1   25          0  |         6         6          0         2         0
JUN-27  13800 C        0       0       0       0       0  |       0       0       0       3       +1   26          0  |         8         7          0         4         0
JUN-27  14000 C        0       0       0       0       0  |       0       0       0       3       +1   26          0  |         7         6          0         8         0
JUN-27  14200 C        0       0       0       0       0  |       0       0       0       2        0   26          0  |        27        27          0        10         0
JUN-27  14400 C        0       0       0       0       0  |       0       0       0       2       +1   26          0  |        29        25          0        20         0
JUN-27  14600 C        0       0       0       0       0  |       0       0       0       2       +1   27          0  |        26        26          0         5         0
JUN-27  14800 C        0       0       0       0       0  |       0       0       0       2       +1   27          0  |        24        24          0         5         0
JUN-27  15000 C        0       0       0       0       0  |       0       0       0       1        0   26          0  |       161         6          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL             156  | TOTAL CALL                 156      9960      -146

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
JUN-27   5400 P        0       0       0       0       0  |      43      43      43      40       -3   30          2  |        98        37          2       110        +2
JUN-27   5600 P        0       0       0       0       0  |       0       0       0      49       -3   28          0  |       112        99          0       225         0
JUN-27   5800 P        0       0       0       0       0  |       0       0       0      61       -3   28          0  |       127        59          0        19         0
JUN-27   5900 P        0       0       0       0       0  |       0       0       0      67       -4   27          0  |         0         0          0         0         0
JUN-27   6000 P        0       0       0       0       0  |       0       0       0      74       -5   26          0  |       219        71          0      1801         0
JUN-27   6100 P        0       0       0       0       0  |       0       0       0      83       -4   26          0  |       211        91          0       200         0
JUN-27   6200 P        0       0       0       0       0  |       0       0       0      92       -5   26          0  |       248        78          0      1700         0
JUN-27   6300 P        0       0       0       0       0  |       0       0       0     102       -5   25          0  |       252       252          0       200         0
JUN-27   6400 P        0       0       0       0       0  |       0       0       0     113       -6   25          0  |       265       265          0       640         0
JUN-27   6500 P        0       0       0       0       0  |       0       0       0     126       -6   24          0  |       172       135          0         7         0
JUN-27   6600 P        0       0       0       0       0  |       0       0       0     140       -8   24          0  |       309       210          0       205         0
JUN-27   6700 P        0       0       0       0       0  |       0       0       0     155       -9   23          0  |       235       235          0       200         0
JUN-27   6800 P        0       0       0       0       0  |       0       0       0     174       -7   23          0  |       339       146          0      1648         0
JUN-27   6900 P        0       0       0       0       0  |       0       0       0     193       -9   23          0  |         0         0          0         0         0
JUN-27   7000 P        0       0       0       0       0  |       0       0       0     213      -11   22          0  |       306       167          0      1475         0
JUN-27   7100 P        0       0       0       0       0  |       0       0       0     238      -10   22          0  |         0         0          0         0         0
JUN-27   7200 P        0       0       0       0       0  |       0       0       0     265      -10   22          0  |       365       250          0       194         0
JUN-27   7300 P        0       0       0       0       0  |       0       0       0     295      -11   22          0  |       316       267          0        35         0
JUN-27   7400 P        0       0       0       0       0  |       0       0       0     327      -13   21          0  |       425       313          0       676         0
JUN-27   7500 P        0       0       0       0       0  |       0       0       0     362      -15   21          0  |         0         0          0         0         0
JUN-27   7600 P        0       0       0       0       0  |       0       0       0     401      -14   21          0  |       687       320          0       208         0
JUN-27   7700 P        0       0       0       0       0  |       0       0       0     443      -15   21          0  |       345       345          0         7         0
JUN-27   7800 P        0       0       0       0       0  |       0       0       0     487      -17   21          0  |       551       373          0       567         0
JUN-27   7900 P        0       0       0       0       0  |       0       0       0     538      -16   21          0  |       467       467          0        30         0
JUN-27   8000 P        0       0       0       0       0  |       0       0       0     589      -19   20          0  |       784       615          0      2064         0
JUN-27   8100 P        0       0       0       0       0  |       0       0       0     645      -19   20          0  |       557       454          0       507         0
JUN-27   8200 P        0       0       0       0       0  |       0       0       0     706      -24   20          0  |       901       545          0       805         0
JUN-27   8300 P        0       0       0       0       0  |       0       0       0     768      -24   20          0  |         0         0          0       110         0
JUN-27   8400 P        0       0       0       0       0  |       0       0       0     833      -24   20          0  |      1028       613          0       496         0
JUN-27   8500 P        0       0       0       0       0  |       0       0       0     901      -20   20          0  |         0         0          0       350         0
JUN-27   8600 P        0       0       0       0       0  |       0       0       0     972      -21   20          0  |      1165       736          0        82         0
JUN-27   8700 P        0       0       0       0       0  |       0       0       0    1045      -22   20          0  |         0         0          0         0         0
JUN-27   8800 P        0       0       0       0       0  |       0       0       0    1122      -22   20          0  |      1309       881          0       500         0
JUN-27   8900 P        0       0       0       0       0  |       0       0       0    1200      -23   20          0  |         0         0          0         0         0
JUN-27   9000 P        0       0       0       0       0  |       0       0       0    1281      -23   20          0  |      1097       914          0        20         0
JUN-27   9100 P        0       0       0       0       0  |       0       0       0    1363      -24   20          0  |         0         0          0         0         0
JUN-27   9200 P        0       0       0       0       0  |       0       0       0    1447      -24   21          0  |         0         0          0         0         0
JUN-27   9300 P        0       0       0       0       0  |       0       0       0    1533      -24   21          0  |         0         0          0         0         0
JUN-27   9400 P        0       0       0       0       0  |       0       0       0    1620      -25   21          0  |      1599      1353          0        32         0
JUN-27   9500 P        0       0       0       0       0  |       0       0       0    1708      -26   21          0  |         0         0          0         0         0
JUN-27   9600 P        0       0       0       0       0  |       0       0       0    1798      -26   21          0  |         0         0          0         0         0
JUN-27   9700 P        0       0       0       0       0  |       0       0       0    1889      -26   21          0  |         0         0          0         0         0
JUN-27   9800 P        0       0       0       0       0  |       0       0       0    1980      -28   21          0  |         0         0          0         0         0
JUN-27   9900 P        0       0       0       0       0  |       0       0       0    2073      -27   21          0  |         0         0          0         0         0
JUN-27  10000 P        0       0       0       0       0  |       0       0       0    2166      -28   21          0  |      1699      1699          0         5         0
JUN-27  10100 P        0       0       0       0       0  |       0       0       0    2260      -29   21          0  |         0         0          0         0         0
JUN-27  10200 P        0       0       0       0       0  |       0       0       0    2355      -28   22          0  |         0         0          0         0         0
JUN-27  10300 P        0       0       0       0       0  |       0       0       0    2450      -29   22          0  |         0         0          0         0         0
JUN-27  10400 P        0       0       0       0       0  |       0       0       0    2546      -29   22          0  |      2237      2237          0         5         0
JUN-27  10500 P        0       0       0       0       0  |       0       0       0    2642      -29   22          0  |         0         0          0         0         0
JUN-27  10600 P        0       0       0       0       0  |       0       0       0    2738      -30   22          0  |         0         0          0         0         0
JUN-27  10800 P        0       0       0       0       0  |       0       0       0    2932      -30   22          0  |         0         0          0         0         0
JUN-27  11000 P        0       0       0       0       0  |       0       0       0    3127      -31   23          0  |         0         0          0         0         0
JUN-27  11200 P        0       0       0       0       0  |       0       0       0    3323      -31   23          0  |         0         0          0         0         0
JUN-27  11400 P        0       0       0       0       0  |       0       0       0    3519      -32   23          0  |         0         0          0         0         0
JUN-27  11600 P        0       0       0       0       0  |       0       0       0    3717      -32   23          0  |         0         0          0         0         0
JUN-27  11800 P        0       0       0       0       0  |       0       0       0    3914      -33   23          0  |         0         0          0         0         0
JUN-27  12000 P        0       0       0       0       0  |       0       0       0    4112      -33   24          0  |         0         0          0         0         0
JUN-27  12200 P        0       0       0       0       0  |       0       0       0    4311      -33   24          0  |         0         0          0         0         0
JUN-27  12400 P        0       0       0       0       0  |       0       0       0    4510      -33   25          0  |         0         0          0         0         0
JUN-27  12600 P        0       0       0       0       0  |       0       0       0    4708      -34   24          0  |         0         0          0         0         0
JUN-27  12800 P        0       0       0       0       0  |       0       0       0    4907      -34   25          0  |         0         0          0         0         0
JUN-27  13000 P        0       0       0       0       0  |       0       0       0    5107      -34   25          0  |         0         0          0         0         0
JUN-27  13200 P        0       0       0       0       0  |       0       0       0    5306      -34   25          0  |         0         0          0         0         0
JUN-27  13400 P        0       0       0       0       0  |       0       0       0    5505      -35   25          0  |         0         0          0         0         0
JUN-27  13600 P        0       0       0       0       0  |       0       0       0    5705      -34   26          0  |         0         0          0         0         0
JUN-27  13800 P        0       0       0       0       0  |       0       0       0    5905      -34   27          0  |         0         0          0         0         0
JUN-27  14000 P        0       0       0       0       0  |       0       0       0    6104      -35   26          0  |         0         0          0         0         0
JUN-27  14200 P        0       0       0       0       0  |       0       0       0    6304      -34   27          0  |         0         0          0         0         0
JUN-27  14400 P        0       0       0       0       0  |       0       0       0    6504      -34   28          0  |         0         0          0         0         0
JUN-27  14600 P        0       0       0       0       0  |       0       0       0    6703      -35   27          0  |         0         0          0         0         0
JUN-27  14800 P        0       0       0       0       0  |       0       0       0    6903      -35   27          0  |         0         0          0         0         0
JUN-27  15000 P        0       0       0       0       0  |       0       0       0    7103      -35   28          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                2  | TOTAL PUT                    2     15123        +2

                                                                                                                      | MONTH PUT/CALL RATIO      0.01
                                                                                                                      | MONTH TOTAL                158     25083      -144

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
SEP-27   6100 C        0       0       0       0       0  |       0       0       0    1904      +26   26          0  |         0         0          0         0         0
SEP-27   6200 C        0       0       0       0       0  |       0       0       0    1816      +25   25          0  |         0         0          0         0         0
SEP-27   6300 C        0       0       0       0       0  |       0       0       0    1730      +25   25          0  |         0         0          0         0         0
SEP-27   6400 C        0       0       0       0       0  |       0       0       0    1646      +25   24          0  |         0         0          0         0         0
SEP-27   6500 C        0       0       0       0       0  |       0       0       0    1563      +24   24          0  |         0         0          0         0         0
SEP-27   6600 C        0       0       0       0       0  |       0       0       0    1481      +23   24          0  |         0         0          0         0         0
SEP-27   6700 C        0       0       0       0       0  |       0       0       0    1401      +22   23          0  |         0         0          0         0         0
SEP-27   6800 C        0       0       0       0       0  |       0       0       0    1324      +23   23          0  |         0         0          0         0         0
SEP-27   6900 C        0       0       0       0       0  |       0       0       0    1248      +22   23          0  |         0         0          0         0         0
SEP-27   7000 C        0       0       0       0       0  |       0       0       0    1174      +21   23          0  |         0         0          0         0         0
SEP-27   7100 C        0       0       0       0       0  |       0       0       0    1103      +21   22          0  |         0         0          0         0         0
SEP-27   7200 C        0       0       0       0       0  |       0       0       0    1034      +20   22          0  |         0         0          0         0         0
SEP-27   7300 C        0       0       0       0       0  |       0       0       0     968      +20   22          0  |         0         0          0         0         0
SEP-27   7400 C        0       0       0       0       0  |       0       0       0     905      +20   22          0  |         0         0          0         0         0
SEP-27   7500 C        0       0       0       0       0  |       0       0       0     846      +21   22          0  |         0         0          0         0         0
SEP-27   7600 C        0       0       0       0       0  |       0       0       0     786      +19   21          0  |         0         0          0         0         0
SEP-27   7700 C        0       0       0       0       0  |       0       0       0     733      +19   21          0  |         0         0          0         0         0
SEP-27   7800 C        0       0       0       0       0  |       0       0       0     680      +17   21          0  |         0         0          0         0         0
SEP-27   7900 C        0       0       0       0       0  |       0       0       0     630      +18   21          0  |         0         0          0         0         0
SEP-27   8000 C        0       0       0       0       0  |       0       0       0     584      +17   21          0  |         0         0          0       100         0
SEP-27   8100 C        0       0       0       0       0  |       0       0       0     541      +17   21          0  |         0         0          0       100         0
SEP-27   8200 C        0       0       0       0       0  |       0       0       0     500      +17   21          0  |         0         0          0         0         0
SEP-27   8300 C        0       0       0       0       0  |       0       0       0     462      +16   21          0  |         0         0          0         0         0
SEP-27   8400 C        0       0       0       0       0  |       0       0       0     426      +15   21          0  |         0         0          0         0         0
SEP-27   8500 C        0       0       0       0       0  |       0       0       0     392      +14   21          0  |         0         0          0         0         0
SEP-27   8600 C        0       0       0       0       0  |       0       0       0     363      +14   21          0  |         0         0          0         0         0
SEP-27   8700 C        0       0       0       0       0  |       0       0       0     335      +15   21          0  |         0         0          0         0         0
SEP-27   8800 C        0       0       0       0       0  |       0       0       0     308      +14   21          0  |         0         0          0         0         0
SEP-27   8900 C        0       0       0       0       0  |       0       0       0     284      +13   21          0  |         0         0          0         0         0
SEP-27   9000 C        0       0       0       0       0  |       0       0       0     262      +14   21          0  |         0         0          0         0         0
SEP-27   9100 C        0       0       0       0       0  |       0       0       0     242      +13   21          0  |         0         0          0         0         0
SEP-27   9200 C        0       0       0       0       0  |       0       0       0     223      +12   21          0  |         0         0          0         0         0
SEP-27   9300 C        0       0       0       0       0  |       0       0       0     206      +12   21          0  |         0         0          0         0         0
SEP-27   9400 C        0       0       0       0       0  |       0       0       0     190      +12   21          0  |         0         0          0         0         0
SEP-27   9500 C        0       0       0       0       0  |       0       0       0     175      +11   21          0  |         0         0          0         0         0
SEP-27   9600 C        0       0       0       0       0  |       0       0       0     162      +11   21          0  |         0         0          0         0         0
SEP-27   9700 C        0       0       0       0       0  |       0       0       0     150      +11   21          0  |         0         0          0         0         0
SEP-27   9800 C        0       0       0       0       0  |       0       0       0     138       +9   21          0  |         0         0          0         0         0
SEP-27   9900 C        0       0       0       0       0  |       0       0       0     128       +9   22          0  |         0         0          0         0         0
SEP-27  10000 C        0       0       0       0       0  |       0       0       0     119       +9   22          0  |       103       103          0         7         0
SEP-27  10100 C        0       0       0       0       0  |       0       0       0     110       +9   22          0  |         0         0          0         0         0
SEP-27  10200 C        0       0       0       0       0  |       0       0       0     102       +8   22          0  |         0         0          0         0         0
SEP-27  10300 C        0       0       0       0       0  |       0       0       0      94       +7   22          0  |         0         0          0         0         0
SEP-27  10400 C        0       0       0       0       0  |       0       0       0      88       +8   22          0  |       143        76          0         2         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0       209         0

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
SEP-27   6100 P        0       0       0       0       0  |     135     136     135     136       -7   26        150  |       149       135        150       425      +150
SEP-27   6200 P        0       0       0       0       0  |       0       0       0     149       -7   25          0  |         0         0          0         0         0
SEP-27   6300 P        0       0       0       0       0  |       0       0       0     163       -8   25          0  |         0         0          0         0         0
SEP-27   6400 P        0       0       0       0       0  |       0       0       0     178       -9   24          0  |         0         0          0         0         0
SEP-27   6500 P        0       0       0       0       0  |       0       0       0     195       -9   24          0  |       178       178          0         3         0
SEP-27   6600 P        0       0       0       0       0  |       0       0       0     213      -10   24          0  |         0         0          0         0         0
SEP-27   6700 P        0       0       0       0       0  |     227     229     227     234      -10   23        150  |       252       227        150       425      +150
SEP-27   6800 P        0       0       0       0       0  |       0       0       0     256      -11   23          0  |         0         0          0         0         0
SEP-27   6900 P        0       0       0       0       0  |       0       0       0     280      -12   23          0  |         0         0          0         0         0
SEP-27   7000 P        0       0       0       0       0  |       0       0       0     306      -11   23          0  |         0         0          0         0         0
SEP-27   7100 P        0       0       0       0       0  |       0       0       0     334      -13   22          0  |         0         0          0         0         0
SEP-27   7200 P        0       0       0       0       0  |       0       0       0     366      -14   22          0  |         0         0          0         0         0
SEP-27   7300 P        0       0       0       0       0  |       0       0       0     400      -15   22          0  |         0         0          0         0         0
SEP-27   7400 P        0       0       0       0       0  |       0       0       0     437      -15   22          0  |         0         0          0         0         0
SEP-27   7500 P        0       0       0       0       0  |       0       0       0     476      -16   22          0  |         0         0          0         0         0
SEP-27   7600 P        0       0       0       0       0  |       0       0       0     518      -15   21          0  |         0         0          0         0         0
SEP-27   7700 P        0       0       0       0       0  |       0       0       0     564      -15   21          0  |         0         0          0         0         0
SEP-27   7800 P        0       0       0       0       0  |       0       0       0     611      -16   21          0  |         0         0          0         0         0
SEP-27   7900 P        0       0       0       0       0  |       0       0       0     663      -15   21          0  |         0         0          0         0         0
SEP-27   8000 P        0       0       0       0       0  |       0       0       0     716      -17   21          0  |         0         0          0       100         0
SEP-27   8100 P        0       0       0       0       0  |       0       0       0     773      -20   21          0  |         0         0          0       100         0
SEP-27   8200 P        0       0       0       0       0  |       0       0       0     832      -19   21          0  |         0         0          0         0         0
SEP-27   8300 P        0       0       0       0       0  |       0       0       0     894      -22   21          0  |         0         0          0         0         0
SEP-27   8400 P        0       0       0       0       0  |       0       0       0     958      -24   21          0  |         0         0          0         0         0
SEP-27   8500 P        0       0       0       0       0  |       0       0       0    1026      -18   21          0  |         0         0          0         0         0
SEP-27   8600 P        0       0       0       0       0  |       0       0       0    1095      -19   21          0  |         0         0          0         0         0
SEP-27   8700 P        0       0       0       0       0  |       0       0       0    1167      -19   21          0  |         0         0          0         0         0
SEP-27   8800 P        0       0       0       0       0  |       0       0       0    1241      -19   21          0  |         0         0          0         0         0
SEP-27   8900 P        0       0       0       0       0  |       0       0       0    1317      -20   21          0  |         0         0          0         0         0
SEP-27   9000 P        0       0       0       0       0  |       0       0       0    1395      -20   21          0  |         0         0          0         0         0
SEP-27   9100 P        0       0       0       0       0  |       0       0       0    1474      -21   21          0  |         0         0          0         0         0
SEP-27   9200 P        0       0       0       0       0  |       0       0       0    1555      -21   21          0  |         0         0          0         0         0
SEP-27   9300 P        0       0       0       0       0  |       0       0       0    1638      -22   21          0  |         0         0          0         0         0
SEP-27   9400 P        0       0       0       0       0  |       0       0       0    1722      -22   21          0  |         0         0          0         0         0
SEP-27   9500 P        0       0       0       0       0  |       0       0       0    1808      -22   21          0  |         0         0          0         0         0
SEP-27   9600 P        0       0       0       0       0  |       0       0       0    1894      -23   21          0  |         0         0          0         0         0
SEP-27   9700 P        0       0       0       0       0  |       0       0       0    1982      -23   21          0  |         0         0          0         0         0
SEP-27   9800 P        0       0       0       0       0  |       0       0       0    2071      -23   21          0  |         0         0          0         0         0
SEP-27   9900 P        0       0       0       0       0  |       0       0       0    2160      -24   22          0  |         0         0          0         0         0
SEP-27  10000 P        0       0       0       0       0  |       0       0       0    2251      -24   22          0  |         0         0          0         0         0
SEP-27  10100 P        0       0       0       0       0  |       0       0       0    2342      -25   22          0  |         0         0          0         0         0
SEP-27  10200 P        0       0       0       0       0  |       0       0       0    2434      -25   22          0  |         0         0          0         0         0
SEP-27  10300 P        0       0       0       0       0  |       0       0       0    2527      -25   22          0  |         0         0          0         0         0
SEP-27  10400 P        0       0       0       0       0  |       0       0       0    2620      -26   22          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT              300  | TOTAL PUT                  300      1053      +300

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                300      1262      +300

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-27   3900 C        0       0       0       0       0  |       0       0       0    3998       -9   36          0  |         0         0          0         0         0
DEC-27   4000 C        0       0       0       0       0  |       0       0       0    3902       -8   35          0  |         0         0          0         0         0
DEC-27   4100 C        0       0       0       0       0  |       0       0       0    3805       -8   35          0  |         0         0          0         0         0
DEC-27   4200 C        0       0       0       0       0  |       0       0       0    3709       -8   34          0  |         0         0          0         0         0
DEC-27   4300 C        0       0       0       0       0  |       0       0       0    3613       -7   34          0  |         0         0          0         0         0
DEC-27   4400 C        0       0       0       0       0  |       0       0       0    3517       -7   33          0  |         0         0          0         0         0
DEC-27   4500 C        0       0       0       0       0  |       0       0       0    3422       -7   33          0  |         0         0          0         0         0
DEC-27   4600 C        0       0       0       0       0  |       0       0       0    3327       -6   32          0  |         0         0          0         0         0
DEC-27   4700 C        0       0       0       0       0  |       0       0       0    3233       -5   32          0  |         0         0          0         0         0
DEC-27   4800 C        0       0       0       0       0  |       0       0       0    3138       -5   31          0  |         0         0          0         0         0
DEC-27   4900 C        0       0       0       0       0  |       0       0       0    3045       -4   31          0  |         0         0          0         0         0
DEC-27   5000 C        0       0       0       0       0  |       0       0       0    2952       -3   31          0  |         0         0          0         0         0
DEC-27   5200 C        0       0       0       0       0  |       0       0       0    2767       -2   30          0  |         0         0          0         0         0
DEC-27   5400 C        0       0       0       0       0  |       0       0       0    2585        0   29          0  |         0         0          0         0         0
DEC-27   5600 C        0       0       0       0       0  |       0       0       0    2405       +1   28          0  |         0         0          0         0         0
DEC-27   5800 C        0       0       0       0       0  |       0       0       0    2229       +3   27          0  |         0         0          0         0         0
DEC-27   6000 C        0       0       0       0       0  |       0       0       0    2057       +5   27          0  |         0         0          0         0         0
DEC-27   6200 C        0       0       0       0       0  |       0       0       0    1890       +8   26          0  |         0         0          0         0         0
DEC-27   6400 C        0       0       0       0       0  |       0       0       0    1727      +10   25          0  |         0         0          0         0         0
DEC-27   6600 C        0       0       0       0       0  |       0       0       0    1571      +12   25          0  |         0         0          0         0         0
DEC-27   6800 C        0       0       0       0       0  |       0       0       0    1421      +14   24          0  |         0         0          0         0         0
DEC-27   7000 C        0       0       0       0       0  |       0       0       0    1289      +25   24          0  |      1981      1939          0        26         0
DEC-27   7200 C        0       0       0       0       0  |       0       0       0    1154      +24   24          0  |      1833      1795          0        17         0
DEC-27   7400 C        0       0       0       0       0  |       0       0       0    1027      +22   23          0  |      1658      1658          0         1         0
DEC-27   7600 C        0       0       0       0       0  |       0       0       0     911      +21   23          0  |         0         0          0         0         0
DEC-27   7800 C        0       0       0       0       0  |       0       0       0     805      +20   22          0  |         0         0          0         0         0
DEC-27   8000 C        0       0       0       0       0  |       0       0       0     708      +18   22          0  |         0         0          0         0         0
DEC-27   8200 C        0       0       0       0       0  |       0       0       0     621      +17   22          0  |         0         0          0         0         0
DEC-27   8400 C        0       0       0       0       0  |       0       0       0     543      +16   22          0  |      1465      1098          0        11         0
DEC-27   8600 C        0       0       0       0       0  |       0       0       0     474      +14   22          0  |      1006      1002          0         9         0
DEC-27   8800 C        0       0       0       0       0  |       0       0       0     414      +14   22          0  |         0         0          0         0         0
DEC-27   9000 C        0       0       0       0       0  |       0       0       0     360      +10   22          0  |         0         0          0         0         0
DEC-27   9200 C        0       0       0       0       0  |       0       0       0     319      +13   22          0  |         0         0          0         0         0
DEC-27   9400 C        0       0       0       0       0  |       0       0       0     280      +13   22          0  |      1095       145          0       150         0
DEC-27   9600 C        0       0       0       0       0  |       0       0       0     246      +12   22          0  |         0         0          0         0         0
DEC-27   9800 C        0       0       0       0       0  |       0       0       0     218      +13   22          0  |         0         0          0         0         0
DEC-27  10000 C        0       0       0       0       0  |       0       0       0     193      +13   22          0  |         0         0          0         0         0
DEC-27  10200 C        0       0       0       0       0  |       0       0       0     171      +13   23          0  |         0         0          0         0         0
DEC-27  10400 C        0       0       0       0       0  |       0       0       0     153      +14   23          0  |         0         0          0         0         0
DEC-27  10600 C        0       0       0       0       0  |       0       0       0     136      +13   23          0  |         0         0          0         0         0
DEC-27  10800 C        0       0       0       0       0  |       0       0       0     122      +13   23          0  |         0         0          0         0         0
DEC-27  11000 C        0       0       0       0       0  |       0       0       0     110      +13   24          0  |         0         0          0         0         0
DEC-27  11200 C        0       0       0       0       0  |       0       0       0      99      +13   24          0  |         0         0          0         0         0
DEC-27  11400 C        0       0       0       0       0  |       0       0       0      90      +13   24          0  |         0         0          0         0         0
DEC-27  11600 C        0       0       0       0       0  |       0       0       0      81      +12   24          0  |         0         0          0         0         0
DEC-27  11800 C        0       0       0       0       0  |       0       0       0      74      +12   24          0  |         0         0          0         0         0
DEC-27  12000 C        0       0       0       0       0  |       0       0       0      68      +13   25          0  |         0         0          0         0         0
DEC-27  12200 C        0       0       0       0       0  |       0       0       0      62      +12   25          0  |         0         0          0         0         0
DEC-27  12400 C        0       0       0       0       0  |       0       0       0      57      +12   25          0  |         0         0          0         0         0
DEC-27  12600 C        0       0       0       0       0  |       0       0       0      52      +11   25          0  |         0         0          0         0         0
DEC-27  12800 C        0       0       0       0       0  |       0       0       0      48      +11   26          0  |         0         0          0         0         0
DEC-27  13000 C        0       0       0       0       0  |       0       0       0      44      +10   26          0  |         0         0          0         0         0
DEC-27  13200 C        0       0       0       0       0  |       0       0       0      41      +10   26          0  |         0         0          0         0         0
DEC-27  13400 C        0       0       0       0       0  |       0       0       0      38      +10   26          0  |         0         0          0         0         0
DEC-27  13600 C        0       0       0       0       0  |       0       0       0      35      +10   27          0  |         0         0          0         0         0
DEC-27  13800 C        0       0       0       0       0  |       0       0       0      33      +10   27          0  |         0         0          0         0         0
DEC-27  14000 C        0       0       0       0       0  |       0       0       0      31      +10   27          0  |         0         0          0         0         0
DEC-27  14200 C        0       0       0       0       0  |       0       0       0      28       +8   27          0  |         0         0          0         0         0
DEC-27  14400 C        0       0       0       0       0  |       0       0       0      27       +9   28          0  |         0         0          0         0         0
DEC-27  14600 C        0       0       0       0       0  |       0       0       0      25       +8   28          0  |         0         0          0         0         0
DEC-27  14800 C        0       0       0       0       0  |       0       0       0      23       +8   28          0  |         0         0          0         0         0
DEC-27  15000 C        0       0       0       0       0  |       0       0       0      22       +8   28          0  |        35        35          0         1         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0       215         0

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-27   3900 P        0       0       0       0       0  |       0       0       0      32       -1   36          0  |        31        31          0         6         0
DEC-27   4000 P        0       0       0       0       0  |       0       0       0      35       -1   35          0  |        36        35          0        14         0
DEC-27   4100 P        0       0       0       0       0  |       0       0       0      39        0   35          0  |         0         0          0         0         0
DEC-27   4200 P        0       0       0       0       0  |       0       0       0      42        0   34          0  |         0         0          0         0         0
DEC-27   4300 P        0       0       0       0       0  |       0       0       0      46        0   34          0  |         0         0          0         0         0
DEC-27   4400 P        0       0       0       0       0  |       0       0       0      51       +1   34          0  |         0         0          0         0         0
DEC-27   4500 P        0       0       0       0       0  |       0       0       0      55       +1   33          0  |         0         0          0         0         0
DEC-27   4600 P        0       0       0       0       0  |       0       0       0      61       +2   33          0  |         0         0          0         0         0
DEC-27   4700 P        0       0       0       0       0  |       0       0       0      66       +2   32          0  |         0         0          0         0         0
DEC-27   4800 P        0       0       0       0       0  |       0       0       0      72       +3   32          0  |         0         0          0         0         0
DEC-27   4900 P        0       0       0       0       0  |       0       0       0      78       +3   31          0  |       107        66          0         0         0
DEC-27   5000 P        0       0       0       0       0  |       0       0       0      85       +4   31          0  |         0         0          0         0         0
DEC-27   5200 P        0       0       0       0       0  |       0       0       0     100       +5   30          0  |         0         0          0         0         0
DEC-27   5400 P        0       0       0       0       0  |       0       0       0     118       +7   29          0  |         0         0          0         0         0
DEC-27   5600 P        0       0       0       0       0  |       0       0       0     139      +10   28          0  |         0         0          0         0         0
DEC-27   5800 P        0       0       0       0       0  |       0       0       0     163      +12   27          0  |         0         0          0         0         0
DEC-27   6000 P        0       0       0       0       0  |       0       0       0     191      +14   27          0  |         0         0          0         0         0
DEC-27   6200 P        0       0       0       0       0  |       0       0       0     223      +16   26          0  |         0         0          0         0         0
DEC-27   6400 P        0       0       0       0       0  |       0       0       0     261      +18   25          0  |         0         0          0         0         0
DEC-27   6600 P        0       0       0       0       0  |       0       0       0     304      +19   25          0  |         0         0          0         0         0
DEC-27   6800 P        0       0       0       0       0  |       0       0       0     355      +23   24          0  |         0         0          0         0         0
DEC-27   7000 P        0       0       0       0       0  |       0       0       0     412      +22   24          0  |       405       403          0      1013         0
DEC-27   7200 P        0       0       0       0       0  |       0       0       0     478      +23   23          0  |       480       410          0       190         0
DEC-27   7400 P        0       0       0       0       0  |       0       0       0     553      +22   23          0  |       523       471          0       640         0
DEC-27   7600 P        0       0       0       0       0  |       0       0       0     638      +22   23          0  |       792       536          0        41         0
DEC-27   7800 P        0       0       0       0       0  |       0       0       0     732      +22   22          0  |       608       608          0       650         0
DEC-27   8000 P        0       0       0       0       0  |       0       0       0     837      +22   22          0  |       851       620          0       940         0
DEC-27   8200 P        0       0       0       0       0  |       0       0       0     951      +22   22          0  |         0         0          0       600         0
DEC-27   8400 P        0       0       0       0       0  |       0       0       0    1074      +21   22          0  |         0         0          0         0         0
DEC-27   8600 P        0       0       0       0       0  |       0       0       0    1207      +22   22          0  |       882       877          0       100         0
DEC-27   8800 P        0       0       0       0       0  |       0       0       0    1348      +23   22          0  |         0         0          0         0         0
DEC-27   9000 P        0       0       0       0       0  |       0       0       0    1497      +21   22          0  |         0         0          0         0         0
DEC-27   9200 P        0       0       0       0       0  |       0       0       0    1652      +21   22          0  |         0         0          0         0         0
DEC-27   9400 P        0       0       0       0       0  |       0       0       0    1813      +20   22          0  |         0         0          0         0         0
DEC-27   9600 P        0       0       0       0       0  |       0       0       0    1980      +21   22          0  |         0         0          0         0         0
DEC-27   9800 P        0       0       0       0       0  |       0       0       0    2151      +21   22          0  |         0         0          0         0         0
DEC-27  10000 P        0       0       0       0       0  |       0       0       0    2326      +21   22          0  |         0         0          0         0         0
DEC-27  10200 P        0       0       0       0       0  |       0       0       0    2505      +21   23          0  |         0         0          0         0         0
DEC-27  10400 P        0       0       0       0       0  |       0       0       0    2686      +21   23          0  |         0         0          0         0         0
DEC-27  10600 P        0       0       0       0       0  |       0       0       0    2870      +21   23          0  |         0         0          0         0         0
DEC-27  10800 P        0       0       0       0       0  |       0       0       0    3056      +21   23          0  |         0         0          0         0         0
DEC-27  11000 P        0       0       0       0       0  |       0       0       0    3243      +21   24          0  |         0         0          0         0         0
DEC-27  11200 P        0       0       0       0       0  |       0       0       0    3433      +21   24          0  |         0         0          0         0         0
DEC-27  11400 P        0       0       0       0       0  |       0       0       0    3623      +21   24          0  |         0         0          0         0         0
DEC-27  11600 P        0       0       0       0       0  |       0       0       0    3815      +21   24          0  |         0         0          0         0         0
DEC-27  11800 P        0       0       0       0       0  |       0       0       0    4008      +21   25          0  |         0         0          0         0         0
DEC-27  12000 P        0       0       0       0       0  |       0       0       0    4201      +20   25          0  |         0         0          0         0         0
DEC-27  12200 P        0       0       0       0       0  |       0       0       0    4395      +20   25          0  |         0         0          0         0         0
DEC-27  12400 P        0       0       0       0       0  |       0       0       0    4590      +19   25          0  |         0         0          0         0         0
DEC-27  12600 P        0       0       0       0       0  |       0       0       0    4786      +20   26          0  |         0         0          0         0         0
DEC-27  12800 P        0       0       0       0       0  |       0       0       0    4981      +19   26          0  |         0         0          0         0         0
DEC-27  13000 P        0       0       0       0       0  |       0       0       0    5178      +19   26          0  |         0         0          0         0         0
DEC-27  13200 P        0       0       0       0       0  |       0       0       0    5374      +18   26          0  |         0         0          0         0         0
DEC-27  13400 P        0       0       0       0       0  |       0       0       0    5571      +18   26          0  |         0         0          0         0         0
DEC-27  13600 P        0       0       0       0       0  |       0       0       0    5769      +18   27          0  |         0         0          0         0         0
DEC-27  13800 P        0       0       0       0       0  |       0       0       0    5966      +17   27          0  |         0         0          0         0         0
DEC-27  14000 P        0       0       0       0       0  |       0       0       0    6164      +17   27          0  |         0         0          0         0         0
DEC-27  14200 P        0       0       0       0       0  |       0       0       0    6362      +17   27          0  |         0         0          0         0         0
DEC-27  14400 P        0       0       0       0       0  |       0       0       0    6560      +17   28          0  |         0         0          0         0         0
DEC-27  14600 P        0       0       0       0       0  |       0       0       0    6758      +16   28          0  |         0         0          0         0         0
DEC-27  14800 P        0       0       0       0       0  |       0       0       0    6957      +16   28          0  |         0         0          0         0         0
DEC-27  15000 P        0       0       0       0       0  |       0       0       0    7155      +15   28          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                0  | TOTAL PUT                    0      4194         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  0      4409         0

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
JUN-28   5800 C        0       0       0       0       0  |       0       0       0    2343      -40   28          0  |         0         0          0         0         0
JUN-28   6000 C        0       0       0       0       0  |       0       0       0    2182      -32   27          0  |         0         0          0         0         0
JUN-28   6200 C        0       0       0       0       0  |       0       0       0    2026      -24   27          0  |         0         0          0         0         0
JUN-28   6400 C        0       0       0       0       0  |       0       0       0    1875      -17   26          0  |         0         0          0         0         0
JUN-28   6600 C        0       0       0       0       0  |       0       0       0    1729      -11   26          0  |         0         0          0         0         0
JUN-28   6800 C        0       0       0       0       0  |       0       0       0    1590       -3   25          0  |         0         0          0         0         0
JUN-28   7000 C        0       0       0       0       0  |       0       0       0    1457       +1   25          0  |         0         0          0         0         0
JUN-28   7200 C        0       0       0       0       0  |       0       0       0    1331       +4   24          0  |         0         0          0         0         0
JUN-28   7400 C        0       0       0       0       0  |       0       0       0    1228      +22   25          0  |         0         0          0         0         0
JUN-28   7600 C        0       0       0       0       0  |       0       0       0    1114      +20   24          0  |         0         0          0         0         0
JUN-28   7800 C        0       0       0       0       0  |       0       0       0    1008      +19   24          0  |         0         0          0         0         0
JUN-28   8000 C        0       0       0       0       0  |       0       0       0     911      +18   24          0  |         0         0          0         0         0
JUN-28   8200 C        0       0       0       0       0  |       0       0       0     822      +17   23          0  |         0         0          0         0         0
JUN-28   8400 C        0       0       0       0       0  |       0       0       0     741      +17   23          0  |         0         0          0         0         0
JUN-28   8600 C        0       0       0       0       0  |       0       0       0     667      +16   23          0  |         0         0          0         0         0
JUN-28   8800 C        0       0       0       0       0  |       0       0       0     600      +15   23          0  |         0         0          0         0         0
JUN-28   9000 C        0       0       0       0       0  |       0       0       0     539      +10   23          0  |         0         0          0         0         0
JUN-28   9200 C        0       0       0       0       0  |       0       0       0     493      +16   23          0  |         0         0          0         0         0
JUN-28   9400 C        0       0       0       0       0  |       0       0       0     447      +17   23          0  |         0         0          0         0         0
JUN-28   9600 C        0       0       0       0       0  |       0       0       0     407      +19   23          0  |         0         0          0         0         0
JUN-28   9800 C        0       0       0       0       0  |       0       0       0     371      +20   23          0  |         0         0          0         0         0
JUN-28  10000 C        0       0       0       0       0  |       0       0       0     340      +23   23          0  |         0         0          0         0         0
JUN-28  10200 C        0       0       0       0       0  |       0       0       0     312      +24   24          0  |         0         0          0         0         0
JUN-28  10400 C        0       0       0       0       0  |       0       0       0     288      +27   24          0  |         0         0          0         0         0
JUN-28  10600 C        0       0       0       0       0  |       0       0       0     266      +29   24          0  |         0         0          0         0         0
JUN-28  10800 C        0       0       0       0       0  |       0       0       0     247      +31   24          0  |         0         0          0         0         0
JUN-28  11000 C        0       0       0       0       0  |       0       0       0     230      +33   25          0  |         0         0          0         0         0
JUN-28  11200 C        0       0       0       0       0  |       0       0       0     214      +34   25          0  |         0         0          0         0         0
JUN-28  11400 C        0       0       0       0       0  |       0       0       0     201      +37   25          0  |         0         0          0         0         0
JUN-28  11600 C        0       0       0       0       0  |       0       0       0     188      +38   25          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0         0         0

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
JUN-28   5800 P        0       0       0       0       0  |       0       0       0     276      +58   28          0  |         0         0          0         0         0
JUN-28   6000 P        0       0       0       0       0  |       0       0       0     315      +66   27          0  |         0         0          0         0         0
JUN-28   6200 P        0       0       0       0       0  |       0       0       0     359      +73   27          0  |         0         0          0         0         0
JUN-28   6400 P        0       0       0       0       0  |       0       0       0     408      +81   26          0  |         0         0          0         0         0
JUN-28   6600 P        0       0       0       0       0  |       0       0       0     462      +87   26          0  |         0         0          0         0         0
JUN-28   6800 P        0       0       0       0       0  |       0       0       0     523      +95   25          0  |         0         0          0         0         0
JUN-28   7000 P        0       0       0       0       0  |       0       0       0     590      +99   25          0  |         0         0          0         0         0
JUN-28   7200 P        0       0       0       0       0  |       0       0       0     664     +102   24          0  |         0         0          0         0         0
JUN-28   7400 P        0       0       0       0       0  |       0       0       0     745     +103   24          0  |         0         0          0         0         0
JUN-28   7600 P        0       0       0       0       0  |       0       0       0     834     +105   24          0  |         0         0          0         0         0
JUN-28   7800 P        0       0       0       0       0  |       0       0       0     931     +106   24          0  |         0         0          0         0         0
JUN-28   8000 P        0       0       0       0       0  |       0       0       0    1036     +107   23          0  |         0         0          0         0         0
JUN-28   8200 P        0       0       0       0       0  |       0       0       0    1149     +109   23          0  |         0         0          0         0         0
JUN-28   8400 P        0       0       0       0       0  |       0       0       0    1270     +110   23          0  |         0         0          0         0         0
JUN-28   8600 P        0       0       0       0       0  |       0       0       0    1399     +111   23          0  |         0         0          0         0         0
JUN-28   8800 P        0       0       0       0       0  |       0       0       0    1534     +111   23          0  |         0         0          0         0         0
JUN-28   9000 P        0       0       0       0       0  |       0       0       0    1677     +112   23          0  |         0         0          0         0         0
JUN-28   9200 P        0       0       0       0       0  |       0       0       0    1825     +113   23          0  |         0         0          0         0         0
JUN-28   9400 P        0       0       0       0       0  |       0       0       0    1980     +114   23          0  |         0         0          0         0         0
JUN-28   9600 P        0       0       0       0       0  |       0       0       0    2140     +116   23          0  |         0         0          0         0         0
JUN-28   9800 P        0       0       0       0       0  |       0       0       0    2304     +118   23          0  |         0         0          0         0         0
JUN-28  10000 P        0       0       0       0       0  |       0       0       0    2473     +120   23          0  |         0         0          0         0         0
JUN-28  10200 P        0       0       0       0       0  |       0       0       0    2645     +122   24          0  |         0         0          0         0         0
JUN-28  10400 P        0       0       0       0       0  |       0       0       0    2820     +123   24          0  |         0         0          0         0         0
JUN-28  10600 P        0       0       0       0       0  |       0       0       0    2999     +126   24          0  |         0         0          0         0         0
JUN-28  10800 P        0       0       0       0       0  |       0       0       0    3179     +128   24          0  |         0         0          0         0         0
JUN-28  11000 P        0       0       0       0       0  |       0       0       0    3362     +130   25          0  |         0         0          0         0         0
JUN-28  11200 P        0       0       0       0       0  |       0       0       0    3547     +132   25          0  |         0         0          0         0         0
JUN-28  11400 P        0       0       0       0       0  |       0       0       0    3733     +133   25          0  |         0         0          0         0         0
JUN-28  11600 P        0       0       0       0       0  |       0       0       0    3921     +135   25          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                0  | TOTAL PUT                    0         0         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  0         0         0

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-28   3900 C        0       0       0       0       0  |       0       0       0    4087     -126   35          0  |         0         0          0         0         0
DEC-28   4000 C        0       0       0       0       0  |       0       0       0    3995     -124   34          0  |         0         0          0         0         0
DEC-28   4100 C        0       0       0       0       0  |       0       0       0    3904     -122   34          0  |         0         0          0         0         0
DEC-28   4200 C        0       0       0       0       0  |       0       0       0    3813     -119   34          0  |         0         0          0         0         0
DEC-28   4300 C        0       0       0       0       0  |       0       0       0    3723     -116   33          0  |         0         0          0         0         0
DEC-28   4400 C        0       0       0       0       0  |       0       0       0    3633     -114   33          0  |         0         0          0         0         0
DEC-28   4500 C        0       0       0       0       0  |       0       0       0    3544     -111   32          0  |         0         0          0         0         0
DEC-28   4600 C        0       0       0       0       0  |       0       0       0    3456     -107   32          0  |         0         0          0         0         0
DEC-28   4700 C        0       0       0       0       0  |       0       0       0    3368     -103   32          0  |         0         0          0         0         0
DEC-28   4800 C        0       0       0       0       0  |       0       0       0    3280     -100   31          0  |         0         0          0         0         0
DEC-28   4900 C        0       0       0       0       0  |       0       0       0    3194      -96   31          0  |         0         0          0         0         0
DEC-28   5000 C        0       0       0       0       0  |       0       0       0    3108      -92   31          0  |         0         0          0         0         0
DEC-28   5200 C        0       0       0       0       0  |       0       0       0    2938      -84   30          0  |         0         0          0         0         0
DEC-28   5400 C        0       0       0       0       0  |       0       0       0    2771      -75   29          0  |         0         0          0         0         0
DEC-28   5600 C        0       0       0       0       0  |       0       0       0    2607      -67   28          0  |         0         0          0         0         0
DEC-28   5800 C        0       0       0       0       0  |       0       0       0    2447      -58   28          0  |         0         0          0         0         0
DEC-28   6000 C        0       0       0       0       0  |       0       0       0    2292      -48   27          0  |         0         0          0         0         0
DEC-28   6200 C        0       0       0       0       0  |       0       0       0    2140      -41   27          0  |         0         0          0         0         0
DEC-28   6400 C        0       0       0       0       0  |       0       0       0    1994      -32   26          0  |         0         0          0         0         0
DEC-28   6600 C        0       0       0       0       0  |       0       0       0    1852      -25   26          0  |         0         0          0         0         0
DEC-28   6800 C        0       0       0       0       0  |       0       0       0    1717      -18   25          0  |         0         0          0         0         0
DEC-28   7000 C        0       0       0       0       0  |       0       0       0    1587      -13   25          0  |         0         0          0         0         0
DEC-28   7200 C        0       0       0       0       0  |       0       0       0    1464       -9   24          0  |         0         0          0         0         0
DEC-28   7400 C        0       0       0       0       0  |       0       0       0    1347       -6   24          0  |         0         0          0         0         0
DEC-28   7600 C        0       0       0       0       0  |       0       0       0    1238       -3   24          0  |         0         0          0         0         0
DEC-28   7800 C        0       0       0       0       0  |       0       0       0    1136       -1   24          0  |         0         0          0         0         0
DEC-28   8000 C        0       0       0       0       0  |       0       0       0    1041        0   23          0  |         0         0          0         0         0
DEC-28   8200 C        0       0       0       0       0  |       0       0       0     954       +1   23          0  |         0         0          0         0         0
DEC-28   8400 C        0       0       0       0       0  |       0       0       0     874       +2   23          0  |         0         0          0         0         0
DEC-28   8600 C        0       0       0       0       0  |       0       0       0     801       +3   23          0  |         0         0          0         0         0
DEC-28   8800 C        0       0       0       0       0  |       0       0       0     735       +4   23          0  |         0         0          0         0         0
DEC-28   9000 C        0       0       0       0       0  |       0       0       0     675       +5   23          0  |         0         0          0         0         0
DEC-28   9200 C        0       0       0       0       0  |       0       0       0     621       +7   23          0  |         0         0          0         0         0
DEC-28   9400 C        0       0       0       0       0  |       0       0       0     573       +9   23          0  |         0         0          0         0         0
DEC-28   9600 C        0       0       0       0       0  |       0       0       0     530      +12   23          0  |         0         0          0         0         0
DEC-28   9800 C        0       0       0       0       0  |       0       0       0     492      +15   23          0  |         0         0          0         0         0
DEC-28  10000 C        0       0       0       0       0  |       0       0       0     458      +19   23          0  |         0         0          0         0         0
DEC-28  10200 C        0       0       0       0       0  |       0       0       0     427      +22   24          0  |         0         0          0         0         0
DEC-28  10400 C        0       0       0       0       0  |       0       0       0     400      +26   24          0  |         0         0          0         0         0
DEC-28  10600 C        0       0       0       0       0  |       0       0       0     375      +28   24          0  |         0         0          0         0         0
DEC-28  10800 C        0       0       0       0       0  |       0       0       0     354      +33   24          0  |         0         0          0         0         0
DEC-28  11000 C        0       0       0       0       0  |       0       0       0     334      +36   25          0  |         0         0          0         0         0
DEC-28  11200 C        0       0       0       0       0  |       0       0       0     316      +39   25          0  |         0         0          0         0         0
DEC-28  11400 C        0       0       0       0       0  |       0       0       0     300      +42   25          0  |         0         0          0         0         0
DEC-28  11600 C        0       0       0       0       0  |       0       0       0     286      +46   25          0  |         0         0          0         0         0
DEC-28  11800 C        0       0       0       0       0  |       0       0       0     273      +49   26          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0         0         0

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-28   3900 P        0       0       0       0       0  |       0       0       0     114       +8   35          0  |         0         0          0         0         0
DEC-28   4000 P        0       0       0       0       0  |       0       0       0     123      +10   34          0  |         0         0          0         0         0
DEC-28   4100 P        0       0       0       0       0  |       0       0       0     131      +12   34          0  |         0         0          0         0         0
DEC-28   4200 P        0       0       0       0       0  |       0       0       0     141      +15   34          0  |         0         0          0         0         0
DEC-28   4300 P        0       0       0       0       0  |       0       0       0     151      +18   33          0  |         0         0          0         0         0
DEC-28   4400 P        0       0       0       0       0  |       0       0       0     161      +21   33          0  |         0         0          0         0         0
DEC-28   4500 P        0       0       0       0       0  |       0       0       0     172      +24   32          0  |         0         0          0         0         0
DEC-28   4600 P        0       0       0       0       0  |       0       0       0     183      +27   32          0  |         0         0          0         0         0
DEC-28   4700 P        0       0       0       0       0  |       0       0       0     195      +30   32          0  |         0         0          0         0         0
DEC-28   4800 P        0       0       0       0       0  |       0       0       0     208      +34   31          0  |         0         0          0         0         0
DEC-28   4900 P        0       0       0       0       0  |       0       0       0     221      +38   31          0  |         0         0          0         0         0
DEC-28   5000 P        0       0       0       0       0  |       0       0       0     235      +42   30          0  |         0         0          0         0         0
DEC-28   5200 P        0       0       0       0       0  |       0       0       0     265      +50   30          0  |         0         0          0         0         0
DEC-28   5400 P        0       0       0       0       0  |       0       0       0     298      +58   29          0  |         0         0          0         0         0
DEC-28   5600 P        0       0       0       0       0  |       0       0       0     335      +68   28          0  |         0         0          0         0         0
DEC-28   5800 P        0       0       0       0       0  |       0       0       0     375      +76   28          0  |         0         0          0         0         0
DEC-28   6000 P        0       0       0       0       0  |       0       0       0     419      +85   27          0  |         0         0          0         0         0
DEC-28   6200 P        0       0       0       0       0  |       0       0       0     468      +94   27          0  |         0         0          0         0         0
DEC-28   6400 P        0       0       0       0       0  |       0       0       0     521     +102   26          0  |         0         0          0         0         0
DEC-28   6600 P        0       0       0       0       0  |       0       0       0     580     +109   26          0  |         0         0          0         0         0
DEC-28   6800 P        0       0       0       0       0  |       0       0       0     644     +115   25          0  |         0         0          0         0         0
DEC-28   7000 P        0       0       0       0       0  |       0       0       0     715     +121   25          0  |         0         0          0         0         0
DEC-28   7200 P        0       0       0       0       0  |       0       0       0     791     +125   24          0  |         0         0          0         0         0
DEC-28   7400 P        0       0       0       0       0  |       0       0       0     875     +128   24          0  |         0         0          0         0         0
DEC-28   7600 P        0       0       0       0       0  |       0       0       0     966     +131   24          0  |         0         0          0         0         0
DEC-28   7800 P        0       0       0       0       0  |       0       0       0    1063     +132   24          0  |         0         0          0         0         0
DEC-28   8000 P        0       0       0       0       0  |       0       0       0    1169     +134   23          0  |         0         0          0         0         0
DEC-28   8200 P        0       0       0       0       0  |       0       0       0    1281     +135   23          0  |         0         0          0         0         0
DEC-28   8400 P        0       0       0       0       0  |       0       0       0    1401     +135   23          0  |         0         0          0         0         0
DEC-28   8600 P        0       0       0       0       0  |       0       0       0    1528     +136   23          0  |         0         0          0         0         0
DEC-28   8800 P        0       0       0       0       0  |       0       0       0    1662     +138   23          0  |         0         0          0         0         0
DEC-28   9000 P        0       0       0       0       0  |       0       0       0    1803     +140   23          0  |         0         0          0         0         0
DEC-28   9200 P        0       0       0       0       0  |       0       0       0    1949     +142   23          0  |         0         0          0         0         0
DEC-28   9400 P        0       0       0       0       0  |       0       0       0    2101     +144   23          0  |         0         0          0         0         0
DEC-28   9600 P        0       0       0       0       0  |       0       0       0    2258     +147   23          0  |         0         0          0         0         0
DEC-28   9800 P        0       0       0       0       0  |       0       0       0    2420     +150   23          0  |         0         0          0         0         0
DEC-28  10000 P        0       0       0       0       0  |       0       0       0    2585     +152   23          0  |         0         0          0         0         0
DEC-28  10200 P        0       0       0       0       0  |       0       0       0    2755     +156   24          0  |         0         0          0         0         0
DEC-28  10400 P        0       0       0       0       0  |       0       0       0    2927     +159   24          0  |         0         0          0         0         0
DEC-28  10600 P        0       0       0       0       0  |       0       0       0    3103     +163   24          0  |         0         0          0         0         0
DEC-28  10800 P        0       0       0       0       0  |       0       0       0    3281     +166   24          0  |         0         0          0         0         0
DEC-28  11000 P        0       0       0       0       0  |       0       0       0    3461     +169   25          0  |         0         0          0         0         0
DEC-28  11200 P        0       0       0       0       0  |       0       0       0    3644     +173   25          0  |         0         0          0         0         0
DEC-28  11400 P        0       0       0       0       0  |       0       0       0    3828     +177   25          0  |         0         0          0         0         0
DEC-28  11600 P        0       0       0       0       0  |       0       0       0    4013     +179   25          0  |         0         0          0         0         0
DEC-28  11800 P        0       0       0       0       0  |       0       0       0    4200     +182   26          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                0  | TOTAL PUT                    0         0         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  0         0         0

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-29   4600 C        0       0       0       0       0  |       0       0       0    3589     -169   32          0  |         0         0          0         0         0
DEC-29   4700 C        0       0       0       0       0  |       0       0       0    3505     -164   32          0  |         0         0          0         0         0
DEC-29   4800 C        0       0       0       0       0  |       0       0       0    3421     -160   31          0  |         0         0          0         0         0
DEC-29   4900 C        0       0       0       0       0  |       0       0       0    3339     -154   31          0  |         0         0          0         0         0
DEC-29   5000 C        0       0       0       0       0  |       0       0       0    3257     -149   31          0  |         0         0          0         0         0
DEC-29   5200 C        0       0       0       0       0  |       0       0       0    3095     -138   30          0  |         0         0          0         0         0
DEC-29   5400 C        0       0       0       0       0  |       0       0       0    2935     -127   29          0  |         0         0          0         0         0
DEC-29   5600 C        0       0       0       0       0  |       0       0       0    2779     -116   28          0  |         0         0          0         0         0
DEC-29   5800 C        0       0       0       0       0  |       0       0       0    2627     -104   28          0  |         0         0          0         0         0
DEC-29   6000 C        0       0       0       0       0  |       0       0       0    2478      -93   27          0  |         0         0          0         0         0
DEC-29   6200 C        0       0       0       0       0  |       0       0       0    2333      -83   27          0  |         0         0          0         0         0
DEC-29   6400 C        0       0       0       0       0  |       0       0       0    2192      -74   26          0  |         0         0          0         0         0
DEC-29   6600 C        0       0       0       0       0  |       0       0       0    2057      -65   26          0  |         0         0          0         0         0
DEC-29   6800 C        0       0       0       0       0  |       0       0       0    1926      -58   25          0  |         0         0          0         0         0
DEC-29   7000 C        0       0       0       0       0  |       0       0       0    1801      -51   25          0  |         0         0          0         0         0
DEC-29   7200 C        0       0       0       0       0  |       0       0       0    1681      -47   24          0  |         0         0          0         0         0
DEC-29   7400 C        0       0       0       0       0  |       0       0       0    1568      -42   24          0  |         0         0          0         0         0
DEC-29   7600 C        0       0       0       0       0  |       0       0       0    1461      -39   24          0  |         0         0          0         0         0
DEC-29   7800 C        0       0       0       0       0  |       0       0       0    1360      -37   24          0  |         0         0          0         0         0
DEC-29   8000 C        0       0       0       0       0  |       0       0       0    1267      -34   23          0  |         0         0          0         0         0
DEC-29   8200 C        0       0       0       0       0  |       0       0       0    1179      -33   23          0  |         0         0          0         0         0
DEC-29   8400 C        0       0       0       0       0  |       0       0       0    1099      -31   23          0  |         0         0          0         0         0
DEC-29   8600 C        0       0       0       0       0  |       0       0       0    1025      -29   23          0  |         0         0          0         0         0
DEC-29   8800 C        0       0       0       0       0  |       0       0       0     958      -26   23          0  |         0         0          0         0         0
DEC-29   9000 C        0       0       0       0       0  |       0       0       0     897      -23   23          0  |         0         0          0         0         0
DEC-29   9200 C        0       0       0       0       0  |       0       0       0     841      -20   23          0  |         0         0          0         0         0
DEC-29   9400 C        0       0       0       0       0  |       0       0       0     791      -16   23          0  |         0         0          0         0         0
DEC-29   9600 C        0       0       0       0       0  |       0       0       0     745      -12   23          0  |         0         0          0         0         0
DEC-29   9800 C        0       0       0       0       0  |       0       0       0     705       -6   23          0  |         0         0          0         0         0
DEC-29  10000 C        0       0       0       0       0  |       0       0       0     668       -1   23          0  |         0         0          0         0         0
DEC-29  10200 C        0       0       0       0       0  |       0       0       0     635       +5   24          0  |         0         0          0         0         0
DEC-29  10400 C        0       0       0       0       0  |       0       0       0     605      +11   24          0  |         0         0          0         0         0
DEC-29  10600 C        0       0       0       0       0  |       0       0       0     578      +17   24          0  |         0         0          0         0         0
DEC-29  10800 C        0       0       0       0       0  |       0       0       0     554      +23   24          0  |         0         0          0         0         0
DEC-29  11000 C        0       0       0       0       0  |       0       0       0     532      +29   25          0  |         0         0          0         0         0
DEC-29  11200 C        0       0       0       0       0  |       0       0       0     512      +35   25          0  |         0         0          0         0         0
DEC-29  11400 C        0       0       0       0       0  |       0       0       0     494      +41   25          0  |         0         0          0         0         0
DEC-29  11600 C        0       0       0       0       0  |       0       0       0     477      +46   25          0  |         0         0          0         0         0
DEC-29  11800 C        0       0       0       0       0  |       0       0       0     462      +52   26          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0         0         0

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-29   4600 P        0       0       0       0       0  |       0       0       0     321      +47   32          0  |         0         0          0         0         0
DEC-29   4700 P        0       0       0       0       0  |       0       0       0     338      +52   32          0  |         0         0          0         0         0
DEC-29   4800 P        0       0       0       0       0  |       0       0       0     354      +57   31          0  |         0         0          0         0         0
DEC-29   4900 P        0       0       0       0       0  |       0       0       0     372      +63   31          0  |         0         0          0         0         0
DEC-29   5000 P        0       0       0       0       0  |       0       0       0     390      +68   31          0  |         0         0          0         0         0
DEC-29   5200 P        0       0       0       0       0  |       0       0       0     427      +78   30          0  |         0         0          0         0         0
DEC-29   5400 P        0       0       0       0       0  |       0       0       0     468      +89   29          0  |         0         0          0         0         0
DEC-29   5600 P        0       0       0       0       0  |       0       0       0     512     +101   28          0  |         0         0          0         0         0
DEC-29   5800 P        0       0       0       0       0  |       0       0       0     560     +113   28          0  |         0         0          0         0         0
DEC-29   6000 P        0       0       0       0       0  |       0       0       0     611     +123   27          0  |         0         0          0         0         0
DEC-29   6200 P        0       0       0       0       0  |       0       0       0     666     +134   27          0  |         0         0          0         0         0
DEC-29   6400 P        0       0       0       0       0  |       0       0       0     725     +143   26          0  |         0         0          0         0         0
DEC-29   6600 P        0       0       0       0       0  |       0       0       0     789     +151   26          0  |         0         0          0         0         0
DEC-29   6800 P        0       0       0       0       0  |       0       0       0     859     +159   25          0  |         0         0          0         0         0
DEC-29   7000 P        0       0       0       0       0  |       0       0       0     933     +165   25          0  |         0         0          0         0         0
DEC-29   7200 P        0       0       0       0       0  |       0       0       0    1014     +170   24          0  |         0         0          0         0         0
DEC-29   7400 P        0       0       0       0       0  |       0       0       0    1101     +175   24          0  |         0         0          0         0         0
DEC-29   7600 P        0       0       0       0       0  |       0       0       0    1194     +178   24          0  |         0         0          0         0         0
DEC-29   7800 P        0       0       0       0       0  |       0       0       0    1293     +180   24          0  |         0         0          0         0         0
DEC-29   8000 P        0       0       0       0       0  |       0       0       0    1399     +182   23          0  |         0         0          0         0         0
DEC-29   8200 P        0       0       0       0       0  |       0       0       0    1512     +184   23          0  |         0         0          0         0         0
DEC-29   8400 P        0       0       0       0       0  |       0       0       0    1632     +186   23          0  |         0         0          0         0         0
DEC-29   8600 P        0       0       0       0       0  |       0       0       0    1758     +188   23          0  |         0         0          0         0         0
DEC-29   8800 P        0       0       0       0       0  |       0       0       0    1891     +191   23          0  |         0         0          0         0         0
DEC-29   9000 P        0       0       0       0       0  |       0       0       0    2029     +193   23          0  |         0         0          0         0         0
DEC-29   9200 P        0       0       0       0       0  |       0       0       0    2174     +197   23          0  |         0         0          0         0         0
DEC-29   9400 P        0       0       0       0       0  |       0       0       0    2324     +201   23          0  |         0         0          0         0         0
DEC-29   9600 P        0       0       0       0       0  |       0       0       0    2478     +205   23          0  |         0         0          0         0         0
DEC-29   9800 P        0       0       0       0       0  |       0       0       0    2637     +210   23          0  |         0         0          0         0         0
DEC-29  10000 P        0       0       0       0       0  |       0       0       0    2801     +216   23          0  |         0         0          0         0         0
DEC-29  10200 P        0       0       0       0       0  |       0       0       0    2967     +221   24          0  |         0         0          0         0         0
DEC-29  10400 P        0       0       0       0       0  |       0       0       0    3138     +228   24          0  |         0         0          0         0         0
DEC-29  10600 P        0       0       0       0       0  |       0       0       0    3311     +234   24          0  |         0         0          0         0         0
DEC-29  10800 P        0       0       0       0       0  |       0       0       0    3486     +239   24          0  |         0         0          0         0         0
DEC-29  11000 P        0       0       0       0       0  |       0       0       0    3665     +246   25          0  |         0         0          0         0         0
DEC-29  11200 P        0       0       0       0       0  |       0       0       0    3845     +252   25          0  |         0         0          0         0         0
DEC-29  11400 P        0       0       0       0       0  |       0       0       0    4026     +257   25          0  |         0         0          0         0         0
DEC-29  11600 P        0       0       0       0       0  |       0       0       0    4210     +263   25          0  |         0         0          0         0         0
DEC-29  11800 P        0       0       0       0       0  |       0       0       0    4395     +269   26          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                0  | TOTAL PUT                    0         0         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  0         0         0

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-30   5800 C        0       0       0       0       0  |       0       0       0    2784     -156   28          0  |         0         0          0         0         0
DEC-30   6000 C        0       0       0       0       0  |       0       0       0    2640     -143   27          0  |         0         0          0         0         0
DEC-30   6200 C        0       0       0       0       0  |       0       0       0    2499     -131   27          0  |         0         0          0         0         0
DEC-30   6400 C        0       0       0       0       0  |       0       0       0    2362     -121   26          0  |         0         0          0         0         0
DEC-30   6600 C        0       0       0       0       0  |       0       0       0    2230     -111   26          0  |         0         0          0         0         0
DEC-30   6800 C        0       0       0       0       0  |       0       0       0    2102     -103   25          0  |         0         0          0         0         0
DEC-30   7000 C        0       0       0       0       0  |       0       0       0    1980      -95   25          0  |         0         0          0         0         0
DEC-30   7200 C        0       0       0       0       0  |       0       0       0    1863      -89   24          0  |         0         0          0         0         0
DEC-30   7400 C        0       0       0       0       0  |       0       0       0    1752      -84   24          0  |         0         0          0         0         0
DEC-30   7600 C        0       0       0       0       0  |       0       0       0    1646      -81   24          0  |         0         0          0         0         0
DEC-30   7800 C        0       0       0       0       0  |       0       0       0    1547      -77   24          0  |         0         0          0         0         0
DEC-30   8000 C        0       0       0       0       0  |       0       0       0    1454      -75   23          0  |         0         0          0         0         0
DEC-30   8200 C        0       0       0       0       0  |       0       0       0    1368      -72   23          0  |         0         0          0         0         0
DEC-30   8400 C        0       0       0       0       0  |       0       0       0    1288      -69   23          0  |         0         0          0         0         0
DEC-30   8600 C        0       0       0       0       0  |       0       0       0    1214      -67   23          0  |         0         0          0         0         0
DEC-30   8800 C        0       0       0       0       0  |       0       0       0    1147      -63   23          0  |         0         0          0         0         0
DEC-30   9000 C        0       0       0       0       0  |       0       0       0    1085      -59   23          0  |         0         0          0         0         0
DEC-30   9200 C        0       0       0       0       0  |       0       0       0    1029      -54   23          0  |         0         0          0         0         0
DEC-30   9400 C        0       0       0       0       0  |       0       0       0     978      -49   23          0  |         0         0          0         0         0
DEC-30   9600 C        0       0       0       0       0  |       0       0       0     932      -43   23          0  |         0         0          0         0         0
DEC-30   9800 C        0       0       0       0       0  |       0       0       0     891      -36   23          0  |         0         0          0         0         0
DEC-30  10000 C        0       0       0       0       0  |       0       0       0     853      -29   23          0  |         0         0          0         0         0
DEC-30  10200 C        0       0       0       0       0  |       0       0       0     819      -22   24          0  |         0         0          0         0         0
DEC-30  10400 C        0       0       0       0       0  |       0       0       0     789      -14   24          0  |         0         0          0         0         0
DEC-30  10600 C        0       0       0       0       0  |       0       0       0     761       -6   24          0  |         0         0          0         0         0
DEC-30  10800 C        0       0       0       0       0  |       0       0       0     737       +3   24          0  |         0         0          0         0         0
DEC-30  11000 C        0       0       0       0       0  |       0       0       0     714      +11   25          0  |         0         0          0         0         0
DEC-30  11200 C        0       0       0       0       0  |       0       0       0     694      +20   25          0  |         0         0          0         0         0
DEC-30  11400 C        0       0       0       0       0  |       0       0       0     675      +28   25          0  |         0         0          0         0         0
DEC-30  11600 C        0       0       0       0       0  |       0       0       0     658      +36   25          0  |         0         0          0         0         0
DEC-30  11800 C        0       0       0       0       0  |       0       0       0     642      +43   26          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0         0         0

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-30   5800 P        0       0       0       0       0  |       0       0       0     727     +145   28          0  |         0         0          0         0         0
DEC-30   6000 P        0       0       0       0       0  |       0       0       0     783     +158   27          0  |         0         0          0         0         0
DEC-30   6200 P        0       0       0       0       0  |       0       0       0     842     +170   27          0  |         0         0          0         0         0
DEC-30   6400 P        0       0       0       0       0  |       0       0       0     905     +180   26          0  |         0         0          0         0         0
DEC-30   6600 P        0       0       0       0       0  |       0       0       0     973     +190   26          0  |         0         0          0         0         0
DEC-30   6800 P        0       0       0       0       0  |       0       0       0    1046     +199   25          0  |         0         0          0         0         0
DEC-30   7000 P        0       0       0       0       0  |       0       0       0    1123     +206   25          0  |         0         0          0         0         0
DEC-30   7200 P        0       0       0       0       0  |       0       0       0    1206     +212   24          0  |         0         0          0         0         0
DEC-30   7400 P        0       0       0       0       0  |       0       0       0    1295     +217   24          0  |         0         0          0         0         0
DEC-30   7600 P        0       0       0       0       0  |       0       0       0    1389     +220   24          0  |         0         0          0         0         0
DEC-30   7800 P        0       0       0       0       0  |       0       0       0    1490     +224   24          0  |         0         0          0         0         0
DEC-30   8000 P        0       0       0       0       0  |       0       0       0    1597     +226   23          0  |         0         0          0         0         0
DEC-30   8200 P        0       0       0       0       0  |       0       0       0    1711     +229   23          0  |         0         0          0         0         0
DEC-30   8400 P        0       0       0       0       0  |       0       0       0    1831     +232   23          0  |         0         0          0         0         0
DEC-30   8600 P        0       0       0       0       0  |       0       0       0    1957     +234   23          0  |         0         0          0         0         0
DEC-30   8800 P        0       0       0       0       0  |       0       0       0    2090     +238   23          0  |         0         0          0         0         0
DEC-30   9000 P        0       0       0       0       0  |       0       0       0    2228     +242   23          0  |         0         0          0         0         0
DEC-30   9200 P        0       0       0       0       0  |       0       0       0    2372     +247   23          0  |         0         0          0         0         0
DEC-30   9400 P        0       0       0       0       0  |       0       0       0    2521     +252   23          0  |         0         0          0         0         0
DEC-30   9600 P        0       0       0       0       0  |       0       0       0    2675     +258   23          0  |         0         0          0         0         0
DEC-30   9800 P        0       0       0       0       0  |       0       0       0    2834     +265   23          0  |         0         0          0         0         0
DEC-30  10000 P        0       0       0       0       0  |       0       0       0    2996     +272   23          0  |         0         0          0         0         0
DEC-30  10200 P        0       0       0       0       0  |       0       0       0    3163     +280   24          0  |         0         0          0         0         0
DEC-30  10400 P        0       0       0       0       0  |       0       0       0    3332     +287   24          0  |         0         0          0         0         0
DEC-30  10600 P        0       0       0       0       0  |       0       0       0    3504     +295   24          0  |         0         0          0         0         0
DEC-30  10800 P        0       0       0       0       0  |       0       0       0    3680     +304   24          0  |         0         0          0         0         0
DEC-30  11000 P        0       0       0       0       0  |       0       0       0    3857     +312   25          0  |         0         0          0         0         0
DEC-30  11200 P        0       0       0       0       0  |       0       0       0    4037     +321   25          0  |         0         0          0         0         0
DEC-30  11400 P        0       0       0       0       0  |       0       0       0    4218     +329   25          0  |         0         0          0         0         0
DEC-30  11600 P        0       0       0       0       0  |       0       0       0    4401     +337   25          0  |         0         0          0         0         0
DEC-30  11800 P        0       0       0       0       0  |       0       0       0    4586     +345   26          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                0  | TOTAL PUT                    0         0         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  0         0         0

 
CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-31   5800 C        0       0       0       0       0  |       0       0       0    2928     -206   28          0  |         0         0          0         0         0
DEC-31   6000 C        0       0       0       0       0  |       0       0       0    2787     -192   27          0  |         0         0          0         0         0
DEC-31   6200 C        0       0       0       0       0  |       0       0       0    2649     -179   27          0  |         0         0          0         0         0
DEC-31   6400 C        0       0       0       0       0  |       0       0       0    2515     -167   26          0  |         0         0          0         0         0
DEC-31   6600 C        0       0       0       0       0  |       0       0       0    2385     -156   26          0  |         0         0          0         0         0
DEC-31   6800 C        0       0       0       0       0  |       0       0       0    2259     -148   25          0  |         0         0          0         0         0
DEC-31   7000 C        0       0       0       0       0  |       0       0       0    2139     -139   25          0  |         0         0          0         0         0
DEC-31   7200 C        0       0       0       0       0  |       0       0       0    2023     -133   24          0  |         0         0          0         0         0
DEC-31   7400 C        0       0       0       0       0  |       0       0       0    1914     -127   24          0  |         0         0          0         0         0
DEC-31   7600 C        0       0       0       0       0  |       0       0       0    1809     -123   24          0  |         0         0          0         0         0
DEC-31   7800 C        0       0       0       0       0  |       0       0       0    1711     -120   24          0  |         0         0          0         0         0
DEC-31   8000 C        0       0       0       0       0  |       0       0       0    1619     -116   23          0  |         0         0          0         0         0
DEC-31   8200 C        0       0       0       0       0  |       0       0       0    1534     -113   23          0  |         0         0          0         0         0
DEC-31   8400 C        0       0       0       0       0  |       0       0       0    1454     -110   23          0  |         0         0          0         0         0
DEC-31   8600 C        0       0       0       0       0  |       0       0       0    1381     -106   23          0  |         0         0          0         0         0
DEC-31   8800 C        0       0       0       0       0  |       0       0       0    1313     -102   23          0  |         0         0          0         0         0
DEC-31   9000 C        0       0       0       0       0  |       0       0       0    1252      -97   23          0  |         0         0          0         0         0
DEC-31   9200 C        0       0       0       0       0  |       0       0       0    1196      -92   23          0  |         0         0          0         0         0
DEC-31   9400 C        0       0       0       0       0  |       0       0       0    1145      -85   23          0  |         0         0          0         0         0
DEC-31   9600 C        0       0       0       0       0  |       0       0       0    1099      -78   23          0  |         0         0          0         0         0
DEC-31   9800 C        0       0       0       0       0  |       0       0       0    1058      -70   23          0  |         0         0          0         0         0
DEC-31  10000 C        0       0       0       0       0  |       0       0       0    1021      -61   23          0  |         0         0          0         0         0
DEC-31  10200 C        0       0       0       0       0  |       0       0       0     987      -52   24          0  |         0         0          0         0         0
DEC-31  10400 C        0       0       0       0       0  |       0       0       0     957      -43   24          0  |         0         0          0         0         0
DEC-31  10600 C        0       0       0       0       0  |       0       0       0     929      -33   24          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0         0         0

CONTRACT STRIKE *OPENING  *DAILY  *DAILY   CLOSE  VOLUME  |*OPENING  *DAILY  *DAILY  O.Q.P.   O.Q.P.  IV%     VOLUME  | *Contract *Contract     Volume      Open Change in
MONTH     PRICE    PRICE    HIGH     LOW   PRICE          |   PRICE    HIGH     LOW   CLOSE   CHANGE                  |      High       Low             Interest        OI
DEC-31   5800 P        0       0       0       0       0  |       0       0       0     878     +176   28          0  |         0         0          0         0         0
DEC-31   6000 P        0       0       0       0       0  |       0       0       0     937     +190   27          0  |         0         0          0         0         0
DEC-31   6200 P        0       0       0       0       0  |       0       0       0     999     +203   27          0  |         0         0          0         0         0
DEC-31   6400 P        0       0       0       0       0  |       0       0       0    1065     +215   26          0  |         0         0          0         0         0
DEC-31   6600 P        0       0       0       0       0  |       0       0       0    1135     +226   26          0  |         0         0          0         0         0
DEC-31   6800 P        0       0       0       0       0  |       0       0       0    1210     +235   25          0  |         0         0          0         0         0
DEC-31   7000 P        0       0       0       0       0  |       0       0       0    1289     +243   25          0  |         0         0          0         0         0
DEC-31   7200 P        0       0       0       0       0  |       0       0       0    1374     +250   24          0  |         0         0          0         0         0
DEC-31   7400 P        0       0       0       0       0  |       0       0       0    1464     +255   24          0  |         0         0          0         0         0
DEC-31   7600 P        0       0       0       0       0  |       0       0       0    1560     +259   24          0  |         0         0          0         0         0
DEC-31   7800 P        0       0       0       0       0  |       0       0       0    1661     +262   24          0  |         0         0          0         0         0
DEC-31   8000 P        0       0       0       0       0  |       0       0       0    1770     +266   23          0  |         0         0          0         0         0
DEC-31   8200 P        0       0       0       0       0  |       0       0       0    1884     +269   23          0  |         0         0          0         0         0
DEC-31   8400 P        0       0       0       0       0  |       0       0       0    2004     +272   23          0  |         0         0          0         0         0
DEC-31   8600 P        0       0       0       0       0  |       0       0       0    2131     +276   23          0  |         0         0          0         0         0
DEC-31   8800 P        0       0       0       0       0  |       0       0       0    2264     +280   23          0  |         0         0          0         0         0
DEC-31   9000 P        0       0       0       0       0  |       0       0       0    2402     +285   23          0  |         0         0          0         0         0
DEC-31   9200 P        0       0       0       0       0  |       0       0       0    2546     +290   23          0  |         0         0          0         0         0
DEC-31   9400 P        0       0       0       0       0  |       0       0       0    2696     +297   23          0  |         0         0          0         0         0
DEC-31   9600 P        0       0       0       0       0  |       0       0       0    2850     +305   23          0  |         0         0          0         0         0
DEC-31   9800 P        0       0       0       0       0  |       0       0       0    3008     +312   23          0  |         0         0          0         0         0
DEC-31  10000 P        0       0       0       0       0  |       0       0       0    3171     +321   23          0  |         0         0          0         0         0
DEC-31  10200 P        0       0       0       0       0  |       0       0       0    3337     +329   24          0  |         0         0          0         0         0
DEC-31  10400 P        0       0       0       0       0  |       0       0       0    3507     +339   24          0  |         0         0          0         0         0
DEC-31  10600 P        0       0       0       0       0  |       0       0       0    3679     +348   24          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                0  | TOTAL PUT                    0         0         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  0         0         0

                                                                                                                        MARKET PUT/CALL RATIO     1.56
                                                                                                                        MARKET TOTAL             13297    297229     +3307


                                 ***  END OF REPORT  ***

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