HANG SENG CHINA ENTERPRISES INDEX FUTURES 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
C NOV-26       8200            5078       146   18         0         0      5524        +5
C NOV-26       8300            3894       107   18       126       123      4178        +3
C NOV-26       8600             870        39   18        39        38      4864        +1
P DEC-26       7200             500        41   23        36        35      3628        -1
P DEC-26       8000             400       202   19         0         0     10604        -9
C DEC-26       8300             346       175   18       198       171      2474        +6
C DEC-26       8600             300        88   18         0         0      6935        +4
P OCT-26       8100             274         0    0         8         3      4053       -38
P NOV-26       7900             270        98   18       101        98       520       -10
P NOV-26       8000             267       131   18       130       107      4612       -12

Hang Seng China Enterprises Index Futures Options HK$50 per point
                                                                  
                   Prev. Trading Day of the Exchange                             Trading Day of the Exchange
                   15 OCT 2026, THURSDAY                                         16 OCT 2026, FRIDAY   

                   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
OCT-26   5900 C        0       0       0       0       0  |       0       0       0       0    -2204    0          0  |         0         0          0         0         0
OCT-26   6000 C        0       0       0       0       0  |       0       0       0       0    -2104    0          0  |         0         0          0         0         0
OCT-26   6100 C        0       0       0       0       0  |       0       0       0       0    -2004    0          0  |         0         0          0         0         0
OCT-26   6200 C        0       0       0       0       0  |       0       0       0       0    -1904    0          0  |         0         0          0         0         0
OCT-26   6300 C        0       0       0       0       0  |       0       0       0       0    -1804    0          0  |         0         0          0         0         0
OCT-26   6400 C        0       0       0       0       0  |       0       0       0       0    -1704    0          0  |         0         0          0         0         0
OCT-26   6500 C        0       0       0       0       0  |       0       0       0       0    -1604    0          0  |         0         0          0         0         0
OCT-26   6600 C        0       0       0       0       0  |       0       0       0       0    -1504    0          0  |         0         0          0         0         0
OCT-26   6700 C        0       0       0       0       0  |       0       0       0       0    -1404    0          0  |         0         0          0         0         0
OCT-26   6800 C        0       0       0       0       0  |       0       0       0       0    -1304    0          0  |         0         0          0         0         0
OCT-26   6900 C        0       0       0       0       0  |       0       0       0       0    -1204    0          0  |         0         0          0         0         0
OCT-26   7000 C        0       0       0       0       0  |       0       0       0       0    -1104    0          0  |         0         0          0         0         0
OCT-26   7100 C        0       0       0       0       0  |       0       0       0       0    -1004    0          0  |         0         0          0         0         0
OCT-26   7200 C        0       0       0       0       0  |       0       0       0       0     -904    0          0  |         0         0          0         0         0
OCT-26   7300 C        0       0       0       0       0  |       0       0       0       0     -804    0          0  |         0         0          0         0         0
OCT-26   7400 C        0       0       0       0       0  |       0       0       0       0     -704    0          0  |         0         0          0         0         0
OCT-26   7500 C        0       0       0       0       0  |       0       0       0       0     -604    0          0  |         0         0          0         0         0
OCT-26   7600 C        0       0       0       0       0  |       0       0       0       0     -504    0          0  |         0         0          0         0         0
OCT-26   7700 C        0       0       0       0       0  |       0       0       0       0     -404    0          0  |         0         0          0         0         0
OCT-26   7800 C        0       0       0       0       0  |       0       0       0       0     -300    0          0  |       296       226          0         0       -19
OCT-26   7900 C        0       0       0       0       0  |     297     298     272       0     -203    0         20  |       309       165         20         0       -36
OCT-26   8000 C        0       0       0       0       0  |     203     203     196       0     -110    0         22  |       467        98         22         0     -1380
OCT-26   8100 C        0       0       0       0       0  |       0       0       0       0      -39    0          0  |       442        25          0         0     -2866
OCT-26   8200 C        0       0       0       0       0  |      14      14       1       0       -8    0        232  |       303         1        232      4030      +178
OCT-26   8300 C        0       0       0       0       0  |       0       0       0       0       -2    0          0  |       388         5          0      5679         0
OCT-26   8400 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |       407         4          0      7427         0
OCT-26   8500 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |       307         6          0      4270         0
OCT-26   8600 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |       349         2          0      2838         0
OCT-26   8700 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |       318         3          0      2388         0
OCT-26   8800 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |       314         5          0      2800         0
OCT-26   8900 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |       264        15          0      1878         0
OCT-26   9000 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        94        30          0       500         0
OCT-26   9100 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        43         4          0       210         0
OCT-26   9200 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        50         2          0      1756         0
OCT-26   9300 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         8         7          0        18         0
OCT-26   9400 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26   9500 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        35         3          0        31         0
OCT-26   9600 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         4         4          0         7         0
OCT-26   9700 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         3         3          0        50         0
OCT-26   9800 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        50         3          0       352         0
OCT-26   9900 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        47        47          0        36         0
OCT-26  10000 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26  10100 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26  10200 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26  10300 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26  10400 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26  10500 C        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         6         6          0         7         0

                              TOTAL CALL               0  |                               TOTAL CALL             274  | TOTAL CALL                 274     34277     -4123

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
OCT-26   5900 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26   6000 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26   6100 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26   6200 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        44         4          0       100         0
OCT-26   6300 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26   6400 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26   6500 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26   6600 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26   6700 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26   6800 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         0         0          0         0         0
OCT-26   6900 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         5         2          0         9         0
OCT-26   7000 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |         5         5          0       507         0
OCT-26   7100 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        13         6          0       900         0
OCT-26   7200 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        14         5          0       614         0
OCT-26   7300 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        18         6          0       158         0
OCT-26   7400 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        22         5          0       945         0
OCT-26   7500 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        30         5          0       412         0
OCT-26   7600 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        45         5          0      1830         0
OCT-26   7700 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |        60         1          0      7558         0
OCT-26   7800 P        0       0       0       0       0  |       0       0       0       0       -1    0          0  |       206         6          0      2079         0
OCT-26   7900 P        0       0       0       0       0  |       0       0       0       0       -2    0          0  |       215         5          0      2027         0
OCT-26   8000 P        0       0       0       0       0  |       0       0       0       0       -9    0          0  |       139         9          0      3557         0
OCT-26   8100 P        0       0       0       0       0  |       3       8       3       0      -38    0        274  |       189         3        274      4053       -36
OCT-26   8200 P        0       0       0       0       0  |      13      21      13       0     -106    0         14  |       214        13         14         0     -3586
OCT-26   8300 P        0       0       0       0       0  |      90      90      90       0     -201    0          5  |       248        90          5         0     -1958
OCT-26   8400 P        0       0       0       0       0  |     193     193     192       0     -299    0         10  |       324       130         10         0     -3219
OCT-26   8500 P        0       0       0       0       0  |     298     300     288       0     -396    0         45  |       320       163         45         0      -694
OCT-26   8600 P        0       0       0       0       0  |       0       0       0       0     -496    0          7  |       438       207          7         0      -528
OCT-26   8700 P        0       0       0       0       0  |       0       0       0       0     -596    0          0  |       407       327          0         0      -321
OCT-26   8800 P        0       0       0       0       0  |       0       0       0       0     -696    0          0  |       466       416          0         0       -35
OCT-26   8900 P        0       0       0       0       0  |       0       0       0       0     -796    0          0  |         0         0          0         0         0
OCT-26   9000 P        0       0       0       0       0  |       0       0       0       0     -896    0          0  |         0         0          0         0         0
OCT-26   9100 P        0       0       0       0       0  |       0       0       0       0     -996    0          0  |         0         0          0         0         0
OCT-26   9200 P        0       0       0       0       0  |       0       0       0       0    -1096    0          0  |         0         0          0         0         0
OCT-26   9300 P        0       0       0       0       0  |       0       0       0       0    -1196    0          0  |         0         0          0         0         0
OCT-26   9400 P        0       0       0       0       0  |       0       0       0       0    -1296    0          0  |         0         0          0         0         0
OCT-26   9500 P        0       0       0       0       0  |       0       0       0       0    -1396    0          0  |         0         0          0         0         0
OCT-26   9600 P        0       0       0       0       0  |       0       0       0       0    -1496    0          0  |         0         0          0         0         0
OCT-26   9700 P        0       0       0       0       0  |       0       0       0       0    -1596    0          0  |         0         0          0         0         0
OCT-26   9800 P        0       0       0       0       0  |       0       0       0       0    -1696    0          0  |         0         0          0         0         0
OCT-26   9900 P        0       0       0       0       0  |       0       0       0       0    -1796    0          0  |         0         0          0         0         0
OCT-26  10000 P        0       0       0       0       0  |       0       0       0       0    -1896    0          0  |         0         0          0         0         0
OCT-26  10100 P        0       0       0       0       0  |       0       0       0       0    -1996    0          0  |         0         0          0         0         0
OCT-26  10200 P        0       0       0       0       0  |       0       0       0       0    -2096    0          0  |         0         0          0         0         0
OCT-26  10300 P        0       0       0       0       0  |       0       0       0       0    -2196    0          0  |         0         0          0         0         0
OCT-26  10400 P        0       0       0       0       0  |       0       0       0       0    -2296    0          0  |         0         0          0         0         0
OCT-26  10500 P        0       0       0       0       0  |       0       0       0       0    -2396    0          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT              355  | TOTAL PUT                  355     24749    -10377

                                                                                                                      | MONTH PUT/CALL RATIO      1.29
                                                                                                                      | MONTH TOTAL                629     59026    -14500

 
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   6300 C        0       0       0       0       0  |       0       0       0    1826      +21   41          0  |         0         0          0         0         0
NOV-26   6400 C        0       0       0       0       0  |       0       0       0    1726      +20   38          0  |         0         0          0         0         0
NOV-26   6500 C        0       0       0       0       0  |       0       0       0    1627      +21   37          0  |         0         0          0         0         0
NOV-26   6600 C        0       0       0       0       0  |       0       0       0    1528      +21   35          0  |         0         0          0         0         0
NOV-26   6700 C        0       0       0       0       0  |       0       0       0    1429      +21   34          0  |         0         0          0         0         0
NOV-26   6800 C        0       0       0       0       0  |       0       0       0    1330      +20   32          0  |         0         0          0         0         0
NOV-26   6900 C        0       0       0       0       0  |       0       0       0    1232      +20   31          0  |         0         0          0         0         0
NOV-26   7000 C        0       0       0       0       0  |       0       0       0    1134      +20   29          0  |         0         0          0         0         0
NOV-26   7100 C        0       0       0       0       0  |       0       0       0    1036      +19   28          0  |         0         0          0         0         0
NOV-26   7200 C        0       0       0       0       0  |       0       0       0     939      +19   26          0  |         0         0          0         0         0
NOV-26   7300 C        0       0       0       0       0  |       0       0       0     844      +19   25          0  |         0         0          0         0         0
NOV-26   7400 C        0       0       0       0       0  |       0       0       0     749      +18   24          0  |         0         0          0         0         0
NOV-26   7500 C        0       0       0       0       0  |       0       0       0     657      +17   23          0  |         0         0          0         0         0
NOV-26   7600 C        0       0       0       0       0  |       0       0       0     567      +17   22          0  |         0         0          0         0         0
NOV-26   7700 C        0       0       0       0       0  |       0       0       0     480      +15   21          0  |         0         0          0         0         0
NOV-26   7800 C        0       0       0       0       0  |       0       0       0     398      +13   20          0  |       361       360          0        22         0
NOV-26   7900 C        0       0       0       0       0  |       0       0       0     322      +12   19          0  |       367       275          0       115         0
NOV-26   8000 C        0       0       0       0       0  |       0       0       0     254       +9   19          0  |       323       220          0       284         0
NOV-26   8100 C        0       0       0       0       0  |     195     195     195     196       +7   18          7  |       273       172          7      1953         0
NOV-26   8200 C        0       0       0       0       0  |       0       0       0     146       +5   18       5078  |       319       109       5078      5524     +2292
NOV-26   8300 C        0       0       0       0       0  |     123     126     123     107       +3   18       3894  |       272        92       3894      4178     +3539
NOV-26   8400 C        0       0       0       0       0  |       0       0       0      77       +2   18          0  |       217        71          0      2051         0
NOV-26   8500 C        0       0       0       0       0  |       0       0       0      55       +2   18        232  |       329        59        232       775      +232
NOV-26   8600 C        0       0       0       0       0  |      38      39      38      39       +1   18        870  |       206        38        870      4864      +507
NOV-26   8700 C        0       0       0       0       0  |      32      32      32      27        0   18          1  |       237        24          1      1842         0
NOV-26   8800 C        0       0       0       0       0  |      25      25      25      19       -1   18          8  |       145        19          8      2047        -8
NOV-26   8900 C        0       0       0       0       0  |       0       0       0      14        0   19          0  |        37        20          0       573         0
NOV-26   9000 C        0       0       0       0       0  |       0       0       0      10        0   19          0  |        28        16          0      1292         0
NOV-26   9100 C        0       0       0       0       0  |       0       0       0       7       -1   20          0  |        14        14          0       647         0
NOV-26   9200 C        0       0       0       0       0  |       0       0       0       5       -1   20          0  |         0         0          0         0         0
NOV-26   9300 C        0       0       0       0       0  |       0       0       0       4        0   21          0  |         0         0          0      1200         0
NOV-26   9400 C        0       0       0       0       0  |       0       0       0       3        0   21          0  |        34        34          0         7         0
NOV-26   9500 C        0       0       0       0       0  |       0       0       0       2        0   21          0  |        10        10          0        26         0
NOV-26   9600 C        0       0       0       0       0  |       0       0       0       2        0   23          0  |        37        37          0        60         0
NOV-26   9700 C        0       0       0       0       0  |       0       0       0       1        0   22          0  |         6         6          0         9         0
NOV-26   9800 C        0       0       0       0       0  |       0       0       0       1        0   23          0  |         0         0          0         0         0
NOV-26   9900 C        0       0       0       0       0  |       0       0       0       1        0   24          0  |        12        12          0         8         0
NOV-26  10000 C        0       0       0       0       0  |       0       0       0       1        0   25          0  |         3         3          0        31         0
NOV-26  10100 C        0       0       0       0       0  |       0       0       0       1        0   26          0  |         0         0          0         0         0
NOV-26  10200 C        0       0       0       0       0  |       0       0       0       1        0   27          0  |         0         0          0         0         0
NOV-26  10300 C        0       0       0       0       0  |       0       0       0       1        0   28          0  |         0         0          0         0         0
NOV-26  10400 C        0       0       0       0       0  |       0       0       0       1        0   29          0  |         0         0          0         0         0
NOV-26  10500 C        0       0       0       0       0  |       0       0       0       1        0   30          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL           10090  | TOTAL CALL               10090     27508     +6562

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   6300 P        0       0       0       0       0  |       0       0       0       2        0   34          0  |         0         0          0         0         0
NOV-26   6400 P        0       0       0       0       0  |       0       0       0       2       -1   32          0  |         0         0          0         0         0
NOV-26   6500 P        0       0       0       0       0  |       0       0       0       3        0   31          0  |        12        12          0         7         0
NOV-26   6600 P        0       0       0       0       0  |       0       0       0       4        0   31          0  |        17         8          0       148         0
NOV-26   6700 P        0       0       0       0       0  |       0       0       0       5        0   30          0  |        18         8          0        56         0
NOV-26   6800 P        0       0       0       0       0  |       0       0       0       6       -1   28          0  |        14        10          0        52         0
NOV-26   6900 P        0       0       0       0       0  |       0       0       0       8       -1   28          0  |        21        10          0        26         0
NOV-26   7000 P        0       0       0       0       0  |       0       0       0      10       -1   27          0  |        12        12          0        20         0
NOV-26   7100 P        0       0       0       0       0  |       0       0       0      12       -2   25          0  |        22        22          0        14         0
NOV-26   7200 P        0       0       0       0       0  |       0       0       0      16       -2   25          0  |        26        26          0       214         0
NOV-26   7300 P        0       0       0       0       0  |       0       0       0      20       -2   24          0  |        35        26          0      1562         0
NOV-26   7400 P        0       0       0       0       0  |       0       0       0      25       -3   22          0  |        46        31          0       156         0
NOV-26   7500 P        0       0       0       0       0  |       0       0       0      32       -4   21          0  |        63        31          0      2521         0
NOV-26   7600 P        0       0       0       0       0  |      32      32      31      42       -4   21         46  |        91        31         46       608       +45
NOV-26   7700 P        0       0       0       0       0  |      44      44      44      55       -6   20          8  |       111        44          8      4010        +8
NOV-26   7800 P        0       0       0       0       0  |      74      74      74      74       -7   19          9  |       135        74          9      1429        -8
NOV-26   7900 P        0       0       0       0       0  |      99     101      98      98      -10   18        270  |       185        98        270       520      +211
NOV-26   8000 P        0       0       0       0       0  |     111     130     107     131      -12   18        267  |       225       102        267      4612       -84
NOV-26   8100 P        0       0       0       0       0  |       0       0       0     172      -13   18          0  |       240       153          0      1355         0
NOV-26   8200 P        0       0       0       0       0  |     220     220     218     221      -18   17         23  |       344       182         23      1937         0
NOV-26   8300 P        0       0       0       0       0  |     277     287     277     285      -16   17        186  |       322       232        186       331      +186
NOV-26   8400 P        0       0       0       0       0  |       0       0       0     353      -20   17          0  |       323       273          0       158         0
NOV-26   8500 P        0       0       0       0       0  |       0       0       0     431      -20   17          0  |       341       299          0        30         0
NOV-26   8600 P        0       0       0       0       0  |       0       0       0     515      -20   17        107  |       395       378        107       118      +100
NOV-26   8700 P        0       0       0       0       0  |       0       0       0     604      -21   17          0  |         0         0          0         0         0
NOV-26   8800 P        0       0       0       0       0  |       0       0       0     696      -21   17          0  |         0         0          0       400         0
NOV-26   8900 P        0       0       0       0       0  |       0       0       0     790      -21   17          0  |         0         0          0       180         0
NOV-26   9000 P        0       0       0       0       0  |       0       0       0     886      -21   16          0  |         0         0          0       270         0
NOV-26   9100 P        0       0       0       0       0  |       0       0       0     984      -21   16          0  |         0         0          0         0         0
NOV-26   9200 P        0       0       0       0       0  |       0       0       0    1082      -21    0          0  |         0         0          0         0         0
NOV-26   9300 P        0       0       0       0       0  |       0       0       0    1180      -21    0          0  |         0         0          0         0         0
NOV-26   9400 P        0       0       0       0       0  |       0       0       0    1279      -21    0          0  |         0         0          0         0         0
NOV-26   9500 P        0       0       0       0       0  |       0       0       0    1378      -21    0          0  |         0         0          0         0         0
NOV-26   9600 P        0       0       0       0       0  |       0       0       0    1478      -21    0          0  |         0         0          0         0         0
NOV-26   9700 P        0       0       0       0       0  |       0       0       0    1577      -21    0          0  |         0         0          0         0         0
NOV-26   9800 P        0       0       0       0       0  |       0       0       0    1677      -21    0          0  |         0         0          0         0         0
NOV-26   9900 P        0       0       0       0       0  |       0       0       0    1777      -21    0          0  |         0         0          0         0         0
NOV-26  10000 P        0       0       0       0       0  |       0       0       0    1877      -21    0          0  |         0         0          0         0         0
NOV-26  10100 P        0       0       0       0       0  |       0       0       0    1977      -21    0          0  |         0         0          0         0         0
NOV-26  10200 P        0       0       0       0       0  |       0       0       0    2076      -21    0          0  |         0         0          0         0         0
NOV-26  10300 P        0       0       0       0       0  |       0       0       0    2176      -21    0          0  |         0         0          0         0         0
NOV-26  10400 P        0       0       0       0       0  |       0       0       0    2276      -21    0          0  |         0         0          0         0         0
NOV-26  10500 P        0       0       0       0       0  |       0       0       0    2376      -21    0          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT              916  | TOTAL PUT                  916     20734      +458

                                                                                                                      | MONTH PUT/CALL RATIO      0.09
                                                                                                                      | MONTH TOTAL              11006     48242     +7020

 
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    4219      +18   74          0  |         0         0          0         0         0
DEC-26   4000 C        0       0       0       0       0  |       0       0       0    4119      +18   71          0  |         0         0          0         0         0
DEC-26   4100 C        0       0       0       0       0  |       0       0       0    4019      +18   69          0  |         0         0          0         0         0
DEC-26   4200 C        0       0       0       0       0  |       0       0       0    3919      +18   67          0  |         0         0          0         0         0
DEC-26   4300 C        0       0       0       0       0  |       0       0       0    3819      +18   65          0  |         0         0          0         0         0
DEC-26   4400 C        0       0       0       0       0  |       0       0       0    3720      +19   64          0  |         0         0          0         0         0
DEC-26   4500 C        0       0       0       0       0  |       0       0       0    3620      +19   62          0  |         0         0          0         0         0
DEC-26   4600 C        0       0       0       0       0  |       0       0       0    3520      +19   60          0  |         0         0          0         0         0
DEC-26   4700 C        0       0       0       0       0  |       0       0       0    3420      +19   58          0  |         0         0          0         0         0
DEC-26   4800 C        0       0       0       0       0  |       0       0       0    3320      +19   55          0  |         0         0          0         0         0
DEC-26   4900 C        0       0       0       0       0  |       0       0       0    3220      +19   54          0  |         0         0          0         0         0
DEC-26   5000 C        0       0       0       0       0  |       0       0       0    3120      +19   52          0  |         0         0          0         0         0
DEC-26   5200 C        0       0       0       0       0  |       0       0       0    2920      +18   48          0  |         0         0          0         0         0
DEC-26   5400 C        0       0       0       0       0  |       0       0       0    2721      +19   45          0  |         0         0          0         0         0
DEC-26   5600 C        0       0       0       0       0  |       0       0       0    2522      +19   42          0  |         0         0          0         0         0
DEC-26   5800 C        0       0       0       0       0  |       0       0       0    2323      +19   39          0  |         0         0          0         0         0
DEC-26   5900 C        0       0       0       0       0  |       0       0       0    2224      +19   38          0  |         0         0          0         0         0
DEC-26   6000 C        0       0       0       0       0  |       0       0       0    2124      +18   36          0  |         0         0          0         0         0
DEC-26   6100 C        0       0       0       0       0  |       0       0       0    2025      +18   35          0  |         0         0          0         0         0
DEC-26   6200 C        0       0       0       0       0  |       0       0       0    1926      +18   34          0  |         0         0          0         0         0
DEC-26   6300 C        0       0       0       0       0  |       0       0       0    1828      +19   33          0  |         0         0          0         0         0
DEC-26   6400 C        0       0       0       0       0  |       0       0       0    1729      +18   32          0  |         0         0          0         0         0
DEC-26   6500 C        0       0       0       0       0  |       0       0       0    1631      +18   31          0  |         0         0          0         0         0
DEC-26   6600 C        0       0       0       0       0  |       0       0       0    1533      +18   30          0  |         0         0          0         0         0
DEC-26   6700 C        0       0       0       0       0  |       0       0       0    1436      +18   29          0  |         0         0          0         0         0
DEC-26   6800 C        0       0       0       0       0  |       0       0       0    1339      +18   28          0  |         0         0          0         0         0
DEC-26   6900 C        0       0       0       0       0  |       0       0       0    1243      +18   27          0  |         0         0          0         0         0
DEC-26   7000 C        0       0       0       0       0  |       0       0       0    1148      +18   26          0  |         0         0          0       200         0
DEC-26   7100 C        0       0       0       0       0  |       0       0       0    1054      +18   25          0  |         0         0          0         0         0
DEC-26   7200 C        0       0       0       0       0  |       0       0       0     961      +17   24          0  |         0         0          0         0         0
DEC-26   7300 C        0       0       0       0       0  |       0       0       0     869      +16   23          0  |         0         0          0         0         0
DEC-26   7400 C        0       0       0       0       0  |       0       0       0     780      +16   23          0  |         0         0          0         0         0
DEC-26   7500 C        0       0       0       0       0  |       0       0       0     693      +16   22          0  |         0         0          0      1000         0
DEC-26   7600 C        0       0       0       0       0  |       0       0       0     609      +15   21          0  |         0         0          0      3500         0
DEC-26   7700 C        0       0       0       0       0  |       0       0       0     529      +14   20          0  |         0         0          0       150         0
DEC-26   7800 C        0       0       0       0       0  |       0       0       0     454      +13   20          0  |         0         0          0         0         0
DEC-26   7900 C        0       0       0       0       0  |       0       0       0     384      +10   19          0  |       567       336          0       731         0
DEC-26   8000 C        0       0       0       0       0  |       0       0       0     316       +6   19          0  |       572       266          0      3653         0
DEC-26   8100 C        0       0       0       0       0  |     293     293     263     264       +7   19         27  |       585       239         27      1728         0
DEC-26   8200 C        0       0       0       0       0  |     242     242     218     218       +8   19         66  |       572       206         66      7712       -37
DEC-26   8300 C        0       0       0       0       0  |     191     198     171     175       +6   18        346  |       466       163        346      2474      +167
DEC-26   8400 C        0       0       0       0       0  |       0       0       0     140       +5   18          0  |       515       135          0      8712         0
DEC-26   8500 C        0       0       0       0       0  |     125     125     125     111       +4   18         14  |       653       108         14      6066         0
DEC-26   8600 C        0       0       0       0       0  |       0       0       0      88       +4   18        300  |       736        88        300      6935      +200
DEC-26   8700 C        0       0       0       0       0  |       0       0       0      69       +3   19          0  |       433        67          0      3286         0
DEC-26   8800 C        0       0       0       0       0  |       0       0       0      54       +1   19          0  |       569        55          0      8324         0
DEC-26   8900 C        0       0       0       0       0  |       0       0       0      44       +3   19          0  |       739        47          0      6383         0
DEC-26   9000 C        0       0       0       0       0  |       0       0       0      35       +1   19          0  |       614        39          0      9297         0
DEC-26   9100 C        0       0       0       0       0  |       0       0       0      28       +1   20          0  |       570        28          0      5567         0
DEC-26   9200 C        0       0       0       0       0  |       0       0       0      22        0   20          0  |       845        85          0      5126         0
DEC-26   9300 C        0       0       0       0       0  |       0       0       0      18        0   20          0  |       487        21          0      5386         0
DEC-26   9400 C        0       0       0       0       0  |       0       0       0      15       +1   21          0  |       302        16          0      2597         0
DEC-26   9500 C        0       0       0       0       0  |       0       0       0      12        0   21          0  |       315        13          0      4300         0
DEC-26   9600 C        0       0       0       0       0  |       0       0       0      10        0   21          0  |       251       127          0      1057         0
DEC-26   9700 C        0       0       0       0       0  |       0       0       0       8        0   22          0  |       228        10          0      5595         0
DEC-26   9800 C        0       0       0       0       0  |       0       0       0       7       +1   22          0  |       111        45          0      5426         0
DEC-26   9900 C        0       0       0       0       0  |       0       0       0       6       +1   23          0  |       108       108          0         7         0
DEC-26  10000 C        0       0       0       0       0  |       0       0       0       5       +1   23          0  |       824        33          0     10250         0
DEC-26  10100 C        0       0       0       0       0  |       0       0       0       4        0   23          0  |       174        77          0        36         0
DEC-26  10200 C        0       0       0       0       0  |       0       0       0       3        0   23          0  |         0         0          0       600         0
DEC-26  10300 C        0       0       0       0       0  |       0       0       0       3        0   24          0  |         0         0          0         0         0
DEC-26  10400 C        0       0       0       0       0  |       0       0       0       2        0   24          0  |         0         0          0      3900         0
DEC-26  10500 C        0       0       0       0       0  |       0       0       0       2        0   24          0  |         0         0          0      5100         0
DEC-26  10600 C        0       0       0       0       0  |       0       0       0       2        0   25          0  |         0         0          0         0         0
DEC-26  10700 C        0       0       0       0       0  |       0       0       0       1        0   24          0  |         0         0          0         0         0
DEC-26  10800 C        0       0       0       0       0  |       0       0       0       1        0   25          0  |         0         0          0      4700         0
DEC-26  10900 C        0       0       0       0       0  |       0       0       0       1        0   26          0  |         0         0          0      2500         0
DEC-26  11000 C        0       0       0       0       0  |       0       0       0       1        0   26          0  |        28        28          0      9585         0
DEC-26  11100 C        0       0       0       0       0  |       0       0       0       1        0   27          0  |         0         0          0         0         0
DEC-26  11200 C        0       0       0       0       0  |       0       0       0       1        0   28          0  |         0         0          0      3000         0
DEC-26  11300 C        0       0       0       0       0  |       0       0       0       1        0   28          0  |         0         0          0         0         0
DEC-26  11400 C        0       0       0       0       0  |       0       0       0       1        0   29          0  |         0         0          0         0         0
DEC-26  11500 C        0       0       0       0       0  |       0       0       0       1        0   30          0  |         0         0          0         0         0
DEC-26  11600 C        0       0       0       0       0  |       0       0       0       1        0   30          0  |         0         0          0         0         0
DEC-26  11800 C        0       0       0       0       0  |       0       0       0       1        0   32          0  |         0         0          0         0         0
DEC-26  12000 C        0       0       0       0       0  |       0       0       0       1        0   33          0  |         0         0          0       200         0
DEC-26  12200 C        0       0       0       0       0  |       0       0       0       1        0   34          0  |         0         0          0         0         0
DEC-26  12400 C        0       0       0       0       0  |       0       0       0       1        0   35          0  |         0         0          0         0         0
DEC-26  12600 C        0       0       0       0       0  |       0       0       0       1        0   37          0  |         0         0          0         0         0
DEC-26  12800 C        0       0       0       0       0  |       0       0       0       1        0   38          0  |         0         0          0         0         0
DEC-26  13000 C        0       0       0       0       0  |       0       0       0       1        0   39          0  |         0         0          0         0         0
DEC-26  13200 C        0       0       0       0       0  |       0       0       0       1        0   40          0  |         0         0          0         0         0
DEC-26  13400 C        0       0       0       0       0  |       0       0       0       1        0   41          0  |         0         0          0         0         0
DEC-26  13600 C        0       0       0       0       0  |       0       0       0       1        0   42          0  |         0         0          0         0         0
DEC-26  13800 C        0       0       0       0       0  |       0       0       0       1        0   43          0  |         0         0          0         0         0
DEC-26  14000 C        0       0       0       0       0  |       0       0       0       1        0   44          0  |         0         0          0         0         0
DEC-26  14200 C        0       0       0       0       0  |       0       0       0       1        0   45          0  |         0         0          0         0         0
DEC-26  14400 C        0       0       0       0       0  |       0       0       0       1        0   47          0  |         0         0          0         0         0
DEC-26  14600 C        0       0       0       0       0  |       0       0       0       1        0   48          0  |         0         0          0         0         0
DEC-26  14800 C        0       0       0       0       0  |       0       0       0       1        0   48          0  |         0         0          0         0         0
DEC-26  15000 C        0       0       0       0       0  |       0       0       0       1        0   49          0  |         2         2          0       901         0

                              TOTAL CALL               0  |                               TOTAL CALL             753  | TOTAL CALL                 753    145984      +330

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  |         0         0          0         0         0
DEC-26   4000 P        0       0       0       0       0  |       0       0       0       1        0   60          0  |         0         0          0         0         0
DEC-26   4100 P        0       0       0       0       0  |       0       0       0       1        0   58          0  |         0         0          0         0         0
DEC-26   4200 P        0       0       0       0       0  |       0       0       0       1        0   56          0  |         0         0          0         0         0
DEC-26   4300 P        0       0       0       0       0  |       0       0       0       1        0   54          0  |         0         0          0         0         0
DEC-26   4400 P        0       0       0       0       0  |       0       0       0       1        0   52          0  |         0         0          0         0         0
DEC-26   4500 P        0       0       0       0       0  |       0       0       0       1        0   50          0  |         0         0          0       400         0
DEC-26   4600 P        0       0       0       0       0  |       0       0       0       1        0   49          0  |         0         0          0         0         0
DEC-26   4700 P        0       0       0       0       0  |       0       0       0       1        0   47          0  |         0         0          0         0         0
DEC-26   4800 P        0       0       0       0       0  |       0       0       0       1        0   45          0  |         0         0          0       200         0
DEC-26   4900 P        0       0       0       0       0  |       0       0       0       1        0   43          0  |         0         0          0         0         0
DEC-26   5000 P        0       0       0       0       0  |       0       0       0       1        0   42          0  |         0         0          0      1700         0
DEC-26   5200 P        0       0       0       0       0  |       0       0       0       1        0   39          0  |         0         0          0      2625         0
DEC-26   5400 P        0       0       0       0       0  |       0       0       0       2        0   38          0  |         0         0          0         0         0
DEC-26   5600 P        0       0       0       0       0  |       0       0       0       2       -1   35          0  |         0         0          0      1400         0
DEC-26   5800 P        0       0       0       0       0  |       0       0       0       4        0   35          0  |         0         0          0         0         0
DEC-26   5900 P        0       0       0       0       0  |       0       0       0       4        0   33          0  |         0         0          0         0         0
DEC-26   6000 P        0       0       0       0       0  |       0       0       0       5        0   33          0  |        99        75          0      6833         0
DEC-26   6100 P        0       0       0       0       0  |       0       0       0       6        0   32          0  |        93        90          0        21         0
DEC-26   6200 P        0       0       0       0       0  |       0       0       0       7        0   31          0  |       101       101          0         7         0
DEC-26   6300 P        0       0       0       0       0  |       0       0       0       8       -1   30          0  |         0         0          0         0         0
DEC-26   6400 P        0       0       0       0       0  |       0       0       0      10        0   30          0  |        20        12          0       115         0
DEC-26   6500 P        0       0       0       0       0  |      13      13      13      12        0   29          7  |        27        13          7       565        +7
DEC-26   6600 P        0       0       0       0       0  |      15      15      15      14       -1   28          7  |        86        15          7       296         0
DEC-26   6700 P        0       0       0       0       0  |      16      16      16      17        0   27          7  |        95        16          7       210        +7
DEC-26   6800 P        0       0       0       0       0  |      18      19      18      20       -1   26         20  |       106        18         20      6786        +7
DEC-26   6900 P        0       0       0       0       0  |       0       0       0      23       -2   25          0  |       239        23          0       232         0
DEC-26   7000 P        0       0       0       0       0  |       0       0       0      28       -1   25          0  |       172        28          0      6616         0
DEC-26   7100 P        0       0       0       0       0  |       0       0       0      34       -1   24          0  |       143        70          0       544         0
DEC-26   7200 P        0       0       0       0       0  |      35      36      35      41       -1   23        500  |       274        35        500      3628      +366
DEC-26   7300 P        0       0       0       0       0  |      42      49      42      48       -3   22        100  |       262        42        100       200       +83
DEC-26   7400 P        0       0       0       0       0  |       0       0       0      59       -3   22          0  |       204        66          0       926         0
DEC-26   7500 P        0       0       0       0       0  |       0       0       0      72       -3   21          0  |       513        75          0      7700         0
DEC-26   7600 P        0       0       0       0       0  |      75      88      75      88       -5   20        227  |       329        75        227      8339      -146
DEC-26   7700 P        0       0       0       0       0  |       0       0       0     110       -4   20        100  |       408       105        100      8861         0
DEC-26   7800 P        0       0       0       0       0  |     115     134     115     134       -7   19         49  |       583       115         49      7993        -7
DEC-26   7900 P        0       0       0       0       0  |     147     165     147     165       -9   19         24  |       326       147         24       992       +16
DEC-26   8000 P        0       0       0       0       0  |       0       0       0     202       -9   19        400  |       508       179        400     10604         0
DEC-26   8100 P        0       0       0       0       0  |       0       0       0     246      -11   18          0  |       471       215          0      6460         0
DEC-26   8200 P        0       0       0       0       0  |     298     299     297     298      -10   18        231  |       537       239        231     10387      -140
DEC-26   8300 P        0       0       0       0       0  |     321     352     318     356      -13   18         95  |       579       289         95      1881       -23
DEC-26   8400 P        0       0       0       0       0  |       0       0       0     420      -16   18          0  |       624       327          0      7602         0
DEC-26   8500 P        0       0       0       0       0  |       0       0       0     491      -15   18          0  |       563       400          0      5350         0
DEC-26   8600 P        0       0       0       0       0  |       0       0       0     569      -15   18          0  |       614       456          0      7450         0
DEC-26   8700 P        0       0       0       0       0  |       0       0       0     650      -17   18          0  |       671       625          0      2841         0
DEC-26   8800 P        0       0       0       0       0  |       0       0       0     736      -17   18          0  |       681       681          0      4407         0
DEC-26   8900 P        0       0       0       0       0  |       0       0       0     825      -17   18          0  |         0         0          0      3200         0
DEC-26   9000 P        0       0       0       0       0  |       0       0       0     916      -17   19          0  |         0         0          0      2710         0
DEC-26   9100 P        0       0       0       0       0  |       0       0       0    1009      -17   19          0  |         0         0          0       700         0
DEC-26   9200 P        0       0       0       0       0  |       0       0       0    1103      -18   19          0  |         0         0          0      1300         0
DEC-26   9300 P        0       0       0       0       0  |       0       0       0    1199      -18   19          0  |         0         0          0       650         0
DEC-26   9400 P        0       0       0       0       0  |       0       0       0    1295      -19   19          0  |         0         0          0      1200         0
DEC-26   9500 P        0       0       0       0       0  |       0       0       0    1393      -18   19          0  |         0         0          0       425         0
DEC-26   9600 P        0       0       0       0       0  |       0       0       0    1491      -18   19          0  |         0         0          0         0         0
DEC-26   9700 P        0       0       0       0       0  |       0       0       0    1589      -18   19          0  |         0         0          0         0         0
DEC-26   9800 P        0       0       0       0       0  |       0       0       0    1687      -19   17          0  |         0         0          0         0         0
DEC-26   9900 P        0       0       0       0       0  |       0       0       0    1786      -19    0          0  |         0         0          0         0         0
DEC-26  10000 P        0       0       0       0       0  |       0       0       0    1885      -19    0          0  |         0         0          0         0         0
DEC-26  10100 P        0       0       0       0       0  |       0       0       0    1985      -18    0          0  |         0         0          0         0         0
DEC-26  10200 P        0       0       0       0       0  |       0       0       0    2084      -19    0          0  |         0         0          0         0         0
DEC-26  10300 P        0       0       0       0       0  |       0       0       0    2183      -19    0          0  |         0         0          0         0         0
DEC-26  10400 P        0       0       0       0       0  |       0       0       0    2283      -19    0          0  |         0         0          0         0         0
DEC-26  10500 P        0       0       0       0       0  |       0       0       0    2383      -18    0          0  |         0         0          0         0         0
DEC-26  10600 P        0       0       0       0       0  |       0       0       0    2482      -19    0          0  |         0         0          0         0         0
DEC-26  10700 P        0       0       0       0       0  |       0       0       0    2582      -19    0          0  |         0         0          0         0         0
DEC-26  10800 P        0       0       0       0       0  |       0       0       0    2682      -19    0          0  |         0         0          0         0         0
DEC-26  10900 P        0       0       0       0       0  |       0       0       0    2782      -18    0          0  |         0         0          0         0         0
DEC-26  11000 P        0       0       0       0       0  |       0       0       0    2882      -18    0          0  |         0         0          0         0         0
DEC-26  11100 P        0       0       0       0       0  |       0       0       0    2981      -19    0          0  |         0         0          0         0         0
DEC-26  11200 P        0       0       0       0       0  |       0       0       0    3081      -19    0          0  |         0         0          0         0         0
DEC-26  11300 P        0       0       0       0       0  |       0       0       0    3181      -19    0          0  |         0         0          0         0         0
DEC-26  11400 P        0       0       0       0       0  |       0       0       0    3281      -19    0          0  |         0         0          0         0         0
DEC-26  11500 P        0       0       0       0       0  |       0       0       0    3381      -19    0          0  |         0         0          0         0         0
DEC-26  11600 P        0       0       0       0       0  |       0       0       0    3481      -19    0          0  |         0         0          0         0         0
DEC-26  11800 P        0       0       0       0       0  |       0       0       0    3681      -19    0          0  |         0         0          0         0         0
DEC-26  12000 P        0       0       0       0       0  |       0       0       0    3881      -19    0          0  |         0         0          0         0         0
DEC-26  12200 P        0       0       0       0       0  |       0       0       0    4081      -19    0          0  |         0         0          0         0         0
DEC-26  12400 P        0       0       0       0       0  |       0       0       0    4281      -19    0          0  |         0         0          0         0         0
DEC-26  12600 P        0       0       0       0       0  |       0       0       0    4481      -18    0          0  |         0         0          0         0         0
DEC-26  12800 P        0       0       0       0       0  |       0       0       0    4681      -18    0          0  |         0         0          0         0         0
DEC-26  13000 P        0       0       0       0       0  |       0       0       0    4881      -18    0          0  |         0         0          0         0         0
DEC-26  13200 P        0       0       0       0       0  |       0       0       0    5081      -18    0          0  |         0         0          0         0         0
DEC-26  13400 P        0       0       0       0       0  |       0       0       0    5281      -18    0          0  |         0         0          0         0         0
DEC-26  13600 P        0       0       0       0       0  |       0       0       0    5481      -18    0          0  |         0         0          0         0         0
DEC-26  13800 P        0       0       0       0       0  |       0       0       0    5681      -18    0          0  |         0         0          0         0         0
DEC-26  14000 P        0       0       0       0       0  |       0       0       0    5881      -18    0          0  |         0         0          0         0         0
DEC-26  14200 P        0       0       0       0       0  |       0       0       0    6081      -18    0          0  |         0         0          0         0         0
DEC-26  14400 P        0       0       0       0       0  |       0       0       0    6281      -18    0          0  |         0         0          0         0         0
DEC-26  14600 P        0       0       0       0       0  |       0       0       0    6481      -18    0          0  |         0         0          0         0         0
DEC-26  14800 P        0       0       0       0       0  |       0       0       0    6681      -18    0          0  |         0         0          0         0         0
DEC-26  15000 P        0       0       0       0       0  |       0       0       0    6881      -18    0          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT             1767  | TOTAL PUT                 1767    134356      +170

                                                                                                                      | MONTH PUT/CALL RATIO      2.34
                                                                                                                      | MONTH TOTAL               2520    280340      +500

 
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   6300 C        0       0       0       0       0  |       0       0       0    1856      +24   30          0  |         0         0          0         0         0
JAN-27   6400 C        0       0       0       0       0  |       0       0       0    1758      +24   29          0  |         0         0          0         0         0
JAN-27   6500 C        0       0       0       0       0  |       0       0       0    1661      +24   28          0  |         0         0          0         0         0
JAN-27   6600 C        0       0       0       0       0  |       0       0       0    1564      +23   27          0  |         0         0          0         0         0
JAN-27   6700 C        0       0       0       0       0  |       0       0       0    1468      +23   26          0  |         0         0          0         0         0
JAN-27   6800 C        0       0       0       0       0  |       0       0       0    1373      +23   26          0  |         0         0          0         0         0
JAN-27   6900 C        0       0       0       0       0  |       0       0       0    1279      +24   25          0  |         0         0          0         0         0
JAN-27   7000 C        0       0       0       0       0  |       0       0       0    1185      +23   24          0  |         0         0          0         0         0
JAN-27   7100 C        0       0       0       0       0  |       0       0       0    1093      +23   23          0  |         0         0          0         0         0
JAN-27   7200 C        0       0       0       0       0  |       0       0       0    1003      +23   23          0  |         0         0          0         0         0
JAN-27   7300 C        0       0       0       0       0  |       0       0       0     914      +23   22          0  |         0         0          0         0         0
JAN-27   7400 C        0       0       0       0       0  |       0       0       0     828      +23   22          0  |         0         0          0         0         0
JAN-27   7500 C        0       0       0       0       0  |       0       0       0     744      +22   21          0  |         0         0          0         0         0
JAN-27   7600 C        0       0       0       0       0  |       0       0       0     663      +20   20          0  |         0         0          0         0         0
JAN-27   7700 C        0       0       0       0       0  |       0       0       0     587      +20   20          0  |         0         0          0         0         0
JAN-27   7800 C        0       0       0       0       0  |       0       0       0     514      +18   20          0  |         0         0          0         0         0
JAN-27   7900 C        0       0       0       0       0  |       0       0       0     447      +17   19          0  |         0         0          0         0         0
JAN-27   8000 C        0       0       0       0       0  |       0       0       0     387      +17   19          0  |       356       356          0         7         0
JAN-27   8100 C        0       0       0       0       0  |       0       0       0     331      +16   19          0  |       305       305          0         7         0
JAN-27   8200 C        0       0       0       0       0  |       0       0       0     275       +9   18          0  |         0         0          0      1000         0
JAN-27   8300 C        0       0       0       0       0  |       0       0       0     231       +8   18          0  |       303       303          0      1800         0
JAN-27   8400 C        0       0       0       0       0  |       0       0       0     195       +9   18          0  |       260       260          0        13         0
JAN-27   8500 C        0       0       0       0       0  |       0       0       0     161       +8   18          0  |         0         0          0         0         0
JAN-27   8600 C        0       0       0       0       0  |       0       0       0     132       +6   18          0  |       188       188          0         9         0
JAN-27   8700 C        0       0       0       0       0  |       0       0       0     109       +5   18          0  |         0         0          0         0         0
JAN-27   8800 C        0       0       0       0       0  |       0       0       0      91       +6   18          0  |         0         0          0         0         0
JAN-27   8900 C        0       0       0       0       0  |       0       0       0      75       +5   19          0  |         0         0          0         0         0
JAN-27   9000 C        0       0       0       0       0  |       0       0       0      62       +5   19          0  |         0         0          0         0         0
JAN-27   9100 C        0       0       0       0       0  |       0       0       0      50       +3   19          0  |         0         0          0         0         0
JAN-27   9200 C        0       0       0       0       0  |       0       0       0      41       +3   19          0  |         0         0          0         0         0
JAN-27   9300 C        0       0       0       0       0  |       0       0       0      34       +2   19          0  |         0         0          0         0         0
JAN-27   9400 C        0       0       0       0       0  |       0       0       0      28       +2   19          0  |         0         0          0         0         0
JAN-27   9500 C        0       0       0       0       0  |       0       0       0      23       +1   20          0  |         0         0          0         0         0
JAN-27   9600 C        0       0       0       0       0  |       0       0       0      20       +2   20          0  |         0         0          0         0         0
JAN-27   9700 C        0       0       0       0       0  |       0       0       0      16       +1   20          0  |         0         0          0         0         0
JAN-27   9800 C        0       0       0       0       0  |       0       0       0      14       +2   20          0  |         0         0          0         0         0
JAN-27   9900 C        0       0       0       0       0  |       0       0       0      11       +1   20          0  |         0         0          0         0         0
JAN-27  10000 C        0       0       0       0       0  |       0       0       0      10       +2   21          0  |         0         0          0         0         0
JAN-27  10100 C        0       0       0       0       0  |       0       0       0       8       +1   21          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0      2836         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
JAN-27   6300 P        0       0       0       0       0  |       0       0       0      14       -2   28          0  |         0         0          0         0         0
JAN-27   6400 P        0       0       0       0       0  |       0       0       0      17       -1   27          0  |         0         0          0         0         0
JAN-27   6500 P        0       0       0       0       0  |       0       0       0      20       -1   27          0  |         0         0          0         0         0
JAN-27   6600 P        0       0       0       0       0  |       0       0       0      23       -2   26          0  |         0         0          0         0         0
JAN-27   6700 P        0       0       0       0       0  |       0       0       0      28       -1   25          0  |         0         0          0         0         0
JAN-27   6800 P        0       0       0       0       0  |       0       0       0      32       -2   25          0  |         0         0          0         0         0
JAN-27   6900 P        0       0       0       0       0  |       0       0       0      38       -1   24          0  |         0         0          0         0         0
JAN-27   7000 P        0       0       0       0       0  |       0       0       0      44       -2   23          0  |        67        67          0         8         0
JAN-27   7100 P        0       0       0       0       0  |       0       0       0      51       -2   23          0  |        64        64          0        10         0
JAN-27   7200 P        0       0       0       0       0  |       0       0       0      62        0   22          0  |         0         0          0         0         0
JAN-27   7300 P        0       0       0       0       0  |       0       0       0      72       -3   21          0  |         0         0          0         0         0
JAN-27   7400 P        0       0       0       0       0  |       0       0       0      84       -5   21          0  |         0         0          0         0         0
JAN-27   7500 P        0       0       0       0       0  |       0       0       0     104       -2   21          0  |       111       111          0         7         0
JAN-27   7600 P        0       0       0       0       0  |       0       0       0     122       -4   20          0  |         0         0          0         0         0
JAN-27   7700 P        0       0       0       0       0  |       0       0       0     147       -4   20          0  |         0         0          0      1000         0
JAN-27   7800 P        0       0       0       0       0  |       0       0       0     173       -7   19          0  |         0         0          0         0         0
JAN-27   7900 P        0       0       0       0       0  |       0       0       0     206       -7   19          0  |         0         0          0         0         0
JAN-27   8000 P        0       0       0       0       0  |       0       0       0     245       -8   19          0  |         0         0          0         0         0
JAN-27   8100 P        0       0       0       0       0  |       0       0       0     289       -9   18          0  |         0         0          0         0         0
JAN-27   8200 P        0       0       0       0       0  |       0       0       0     334      -16   18          0  |         0         0          0      1000         0
JAN-27   8300 P        0       0       0       0       0  |       0       0       0     391      -16   18          0  |       427       348          0        71         0
JAN-27   8400 P        0       0       0       0       0  |       0       0       0     453      -18   18          0  |         0         0          0         0         0
JAN-27   8500 P        0       0       0       0       0  |       0       0       0     520      -17   18          0  |         0         0          0         0         0
JAN-27   8600 P        0       0       0       0       0  |       0       0       0     592      -19   18          0  |         0         0          0         0         0
JAN-27   8700 P        0       0       0       0       0  |       0       0       0     669      -19   18          0  |         0         0          0         0         0
JAN-27   8800 P        0       0       0       0       0  |       0       0       0     749      -20   18          0  |         0         0          0         0         0
JAN-27   8900 P        0       0       0       0       0  |       0       0       0     833      -21   18          0  |         0         0          0         0         0
JAN-27   9000 P        0       0       0       0       0  |       0       0       0     920      -21   18          0  |         0         0          0         0         0
JAN-27   9100 P        0       0       0       0       0  |       0       0       0    1009      -22   18          0  |         0         0          0         0         0
JAN-27   9200 P        0       0       0       0       0  |       0       0       0    1100      -22   18          0  |         0         0          0         0         0
JAN-27   9300 P        0       0       0       0       0  |       0       0       0    1193      -23   18          0  |         0         0          0         0         0
JAN-27   9400 P        0       0       0       0       0  |       0       0       0    1287      -23   18          0  |         0         0          0         0         0
JAN-27   9500 P        0       0       0       0       0  |       0       0       0    1382      -23   18          0  |         0         0          0         0         0
JAN-27   9600 P        0       0       0       0       0  |       0       0       0    1478      -24   18          0  |         0         0          0         0         0
JAN-27   9700 P        0       0       0       0       0  |       0       0       0    1575      -24   18          0  |         0         0          0         0         0
JAN-27   9800 P        0       0       0       0       0  |       0       0       0    1672      -24   18          0  |         0         0          0         0         0
JAN-27   9900 P        0       0       0       0       0  |       0       0       0    1770      -24   18          0  |         0         0          0         0         0
JAN-27  10000 P        0       0       0       0       0  |       0       0       0    1868      -24   18          0  |         0         0          0         0         0
JAN-27  10100 P        0       0       0       0       0  |       0       0       0    1967      -24   17          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                0  | TOTAL PUT                    0      2096         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  0      4932         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
MAR-27   5900 C        0       0       0       0       0  |       0       0       0    2293      +16   29          0  |         0         0          0         0         0
MAR-27   6000 C        0       0       0       0       0  |       0       0       0    2196      +16   29          0  |         0         0          0         0         0
MAR-27   6100 C        0       0       0       0       0  |       0       0       0    2100      +17   28          0  |         0         0          0         0         0
MAR-27   6200 C        0       0       0       0       0  |       0       0       0    2004      +17   27          0  |         0         0          0         0         0
MAR-27   6300 C        0       0       0       0       0  |       0       0       0    1908      +16   27          0  |         0         0          0         0         0
MAR-27   6400 C        0       0       0       0       0  |       0       0       0    1813      +16   26          0  |         0         0          0         0         0
MAR-27   6500 C        0       0       0       0       0  |       0       0       0    1719      +16   26          0  |         0         0          0         0         0
MAR-27   6600 C        0       0       0       0       0  |       0       0       0    1625      +15   25          0  |         0         0          0         0         0
MAR-27   6700 C        0       0       0       0       0  |       0       0       0    1533      +16   25          0  |         0         0          0         0         0
MAR-27   6800 C        0       0       0       0       0  |       0       0       0    1441      +15   24          0  |         0         0          0         0         0
MAR-27   6900 C        0       0       0       0       0  |       0       0       0    1351      +15   23          0  |         0         0          0         0         0
MAR-27   7000 C        0       0       0       0       0  |       0       0       0    1262      +15   23          0  |         0         0          0         0         0
MAR-27   7100 C        0       0       0       0       0  |       0       0       0    1175      +15   23          0  |         0         0          0         0         0
MAR-27   7200 C        0       0       0       0       0  |       0       0       0    1089      +14   22          0  |         0         0          0         0         0
MAR-27   7300 C        0       0       0       0       0  |       0       0       0    1006      +14   22          0  |         0         0          0         0         0
MAR-27   7400 C        0       0       0       0       0  |       0       0       0     925      +13   21          0  |         0         0          0         0         0
MAR-27   7500 C        0       0       0       0       0  |       0       0       0     847      +13   21          0  |         0         0          0         0         0
MAR-27   7600 C        0       0       0       0       0  |       0       0       0     773      +13   21          0  |         0         0          0         0         0
MAR-27   7700 C        0       0       0       0       0  |       0       0       0     701      +12   20          0  |         0         0          0         0         0
MAR-27   7800 C        0       0       0       0       0  |       0       0       0     633      +11   20          0  |         0         0          0       250         0
MAR-27   7900 C        0       0       0       0       0  |       0       0       0     570      +11   20          0  |       550       492          0        14         0
MAR-27   8000 C        0       0       0       0       0  |       0       0       0     510      +10   20          0  |         0         0          0      2000         0
MAR-27   8100 C        0       0       0       0       0  |       0       0       0     455       +9   19          0  |       463       463          0         7         0
MAR-27   8200 C        0       0       0       0       0  |       0       0       0     403       +7   19          0  |       495       427          0      5403         0
MAR-27   8300 C        0       0       0       0       0  |       0       0       0     357       +8   19          0  |       475       469          0      1500         0
MAR-27   8400 C        0       0       0       0       0  |       0       0       0     314       +7   19          0  |       539       323          0      2353         0
MAR-27   8500 C        0       0       0       0       0  |       0       0       0     276       +6   19          0  |       590       249          0       621         0
MAR-27   8600 C        0       0       0       0       0  |       0       0       0     242       +5   19          0  |       596       490          0      3907         0
MAR-27   8700 C        0       0       0       0       0  |       0       0       0     212       +5   19          0  |       548       230          0       472         0
MAR-27   8800 C        0       0       0       0       0  |       0       0       0     186       +5   19          0  |       503       208          0      1544         0
MAR-27   8900 C        0       0       0       0       0  |       0       0       0     161       +4   19          0  |       413       339          0      2420         0
MAR-27   9000 C        0       0       0       0       0  |       0       0       0     139       +2   19          0  |       586       154          0      5742         0
MAR-27   9100 C        0       0       0       0       0  |       0       0       0     122       +3   19          0  |       314       186          0        51         0
MAR-27   9200 C        0       0       0       0       0  |       0       0       0     107       +5   19          0  |       140       122          0      1057         0
MAR-27   9300 C        0       0       0       0       0  |       0       0       0      93       +1   19          0  |       221       221          0      2807         0
MAR-27   9400 C        0       0       0       0       0  |       0       0       0      81       +3   20          0  |       298        75          0     16625         0
MAR-27   9500 C        0       0       0       0       0  |       0       0       0      70       +3   20          0  |       191       156          0      1630         0
MAR-27   9600 C        0       0       0       0       0  |       0       0       0      62       +2   20          0  |       250        64          0        31         0
MAR-27   9700 C        0       0       0       0       0  |       0       0       0      54       +2   20          0  |        81        53          0        49         0
MAR-27   9800 C        0       0       0       0       0  |       0       0       0      47       +2   20          0  |       148       148          0      2020         0
MAR-27   9900 C        0       0       0       0       0  |       0       0       0      41       +1   20          0  |       129       112          0       178         0
MAR-27  10000 C        0       0       0       0       0  |       0       0       0      36       +1   20          0  |         0         0          0      5000         0
MAR-27  10100 C        0       0       0       0       0  |       0       0       0      32       +1   21          0  |         0         0          0         0         0
MAR-27  10200 C        0       0       0       0       0  |       0       0       0      27        0   21          0  |         0         0          0         0         0
MAR-27  10300 C        0       0       0       0       0  |       0       0       0      25       +1   21          0  |         0         0          0         0         0
MAR-27  10400 C        0       0       0       0       0  |       0       0       0      22       +1   21          0  |         0         0          0         0         0
MAR-27  10500 C        0       0       0       0       0  |       0       0       0      19       +1   21          0  |         0         0          0         0         0
MAR-27  10600 C        0       0       0       0       0  |       0       0       0      17       +1   21          0  |         0         0          0         0         0
MAR-27  10700 C        0       0       0       0       0  |       0       0       0      15       +1   21          0  |         0         0          0         0         0
MAR-27  10800 C        0       0       0       0       0  |       0       0       0      13        0   22          0  |         0         0          0         0         0
MAR-27  10900 C        0       0       0       0       0  |       0       0       0      12       +1   22          0  |         0         0          0         0         0
MAR-27  11000 C        0       0       0       0       0  |       0       0       0      10        0   22          0  |         0         0          0         0         0
MAR-27  11100 C        0       0       0       0       0  |       0       0       0       9        0   22          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0     55681         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
MAR-27   5900 P        0       0       0       0       0  |       0       0       0      25       -2   29          0  |         0         0          0         0         0
MAR-27   6000 P        0       0       0       0       0  |       0       0       0      28       -2   29          0  |         0         0          0       600         0
MAR-27   6100 P        0       0       0       0       0  |       0       0       0      33        0   28          0  |         0         0          0         0         0
MAR-27   6200 P        0       0       0       0       0  |       0       0       0      36       -1   27          0  |         0         0          0         0         0
MAR-27   6300 P        0       0       0       0       0  |       0       0       0      41       -1   27          0  |         0         0          0         0         0
MAR-27   6400 P        0       0       0       0       0  |       0       0       0      45       -2   26          0  |         0         0          0         0         0
MAR-27   6500 P        0       0       0       0       0  |       0       0       0      51       -1   26          0  |         0         0          0         0         0
MAR-27   6600 P        0       0       0       0       0  |       0       0       0      57       -2   25          0  |        81        81          0         7         0
MAR-27   6700 P        0       0       0       0       0  |       0       0       0      64       -2   24          0  |        86        86          0        14         0
MAR-27   6800 P        0       0       0       0       0  |       0       0       0      73       -1   24          0  |         0         0          0         0         0
MAR-27   6900 P        0       0       0       0       0  |       0       0       0      83       -1   23          0  |         0         0          0         0         0
MAR-27   7000 P        0       0       0       0       0  |       0       0       0      93       -3   23          0  |        92        92          0         7         0
MAR-27   7100 P        0       0       0       0       0  |       0       0       0     107       -1   23          0  |       193       193          0        50         0
MAR-27   7200 P        0       0       0       0       0  |       0       0       0     120       -4   22          0  |       106       104          0       600         0
MAR-27   7300 P        0       0       0       0       0  |       0       0       0     137       -4   22          0  |       255       151          0       307         0
MAR-27   7400 P        0       0       0       0       0  |       0       0       0     157       -4   21          0  |       308       158          0       897         0
MAR-27   7500 P        0       0       0       0       0  |       0       0       0     180       -4   21          0  |       331       169          0     10285         0
MAR-27   7600 P        0       0       0       0       0  |       0       0       0     205       -4   21          0  |       222       222          0       700         0
MAR-27   7700 P        0       0       0       0       0  |       0       0       0     234       -5   20          0  |       230       230          0         7         0
MAR-27   7800 P        0       0       0       0       0  |       0       0       0     266       -5   20          0  |       387       202          0      3236         0
MAR-27   7900 P        0       0       0       0       0  |       0       0       0     303       -6   20          0  |       330       308          0       314         0
MAR-27   8000 P        0       0       0       0       0  |     341     341     341     343       -7   20          7  |       357       341          7      3300         0
MAR-27   8100 P        0       0       0       0       0  |       0       0       0     387       -9   19          0  |       494       338          0         8         0
MAR-27   8200 P        0       0       0       0       0  |       0       0       0     436       -9   19          0  |       434       373          0      5314         0
MAR-27   8300 P        0       0       0       0       0  |       0       0       0     489      -11   19          0  |       475       397          0      1407         0
MAR-27   8400 P        0       0       0       0       0  |       0       0       0     547      -10   19          0  |       479       479          0      2260         0
MAR-27   8500 P        0       0       0       0       0  |       0       0       0     609      -10   19          0  |       503       503          0       707         0
MAR-27   8600 P        0       0       0       0       0  |       0       0       0     675      -11   19          0  |         0         0          0      3200         0
MAR-27   8700 P        0       0       0       0       0  |       0       0       0     744      -12   19          0  |       912       536          0      1243         0
MAR-27   8800 P        0       0       0       0       0  |       0       0       0     817      -13   19          0  |         0         0          0       200         0
MAR-27   8900 P        0       0       0       0       0  |       0       0       0     894      -13   19          0  |         0         0          0         0         0
MAR-27   9000 P        0       0       0       0       0  |       0       0       0     973      -13   19          0  |         0         0          0      1980         0
MAR-27   9100 P        0       0       0       0       0  |       0       0       0    1055      -14   19          0  |         0         0          0         0         0
MAR-27   9200 P        0       0       0       0       0  |       0       0       0    1139      -14   19          0  |         0         0          0       750         0
MAR-27   9300 P        0       0       0       0       0  |       0       0       0    1225      -15   19          0  |         0         0          0         0         0
MAR-27   9400 P        0       0       0       0       0  |       0       0       0    1313      -15   20          0  |         0         0          0         0         0
MAR-27   9500 P        0       0       0       0       0  |       0       0       0    1403      -15   20          0  |         0         0          0         0         0
MAR-27   9600 P        0       0       0       0       0  |       0       0       0    1494      -15   20          0  |         0         0          0         0         0
MAR-27   9700 P        0       0       0       0       0  |       0       0       0    1586      -15   20          0  |         0         0          0         0         0
MAR-27   9800 P        0       0       0       0       0  |       0       0       0    1679      -16   20          0  |         0         0          0         0         0
MAR-27   9900 P        0       0       0       0       0  |       0       0       0    1773      -16   20          0  |         0         0          0         0         0
MAR-27  10000 P        0       0       0       0       0  |       0       0       0    1868      -16   20          0  |         0         0          0         0         0
MAR-27  10100 P        0       0       0       0       0  |       0       0       0    1964      -16   21          0  |         0         0          0         0         0
MAR-27  10200 P        0       0       0       0       0  |       0       0       0    2060      -16   21          0  |         0         0          0         0         0
MAR-27  10300 P        0       0       0       0       0  |       0       0       0    2157      -16   21          0  |         0         0          0         0         0
MAR-27  10400 P        0       0       0       0       0  |       0       0       0    2254      -16   21          0  |         0         0          0         0         0
MAR-27  10500 P        0       0       0       0       0  |       0       0       0    2351      -17   21          0  |         0         0          0         0         0
MAR-27  10600 P        0       0       0       0       0  |       0       0       0    2449      -16   21          0  |         0         0          0         0         0
MAR-27  10700 P        0       0       0       0       0  |       0       0       0    2547      -17   21          0  |         0         0          0         0         0
MAR-27  10800 P        0       0       0       0       0  |       0       0       0    2645      -17   22          0  |         0         0          0         0         0
MAR-27  10900 P        0       0       0       0       0  |       0       0       0    2744      -17   22          0  |         0         0          0         0         0
MAR-27  11000 P        0       0       0       0       0  |       0       0       0    2843      -16   22          0  |         0         0          0         0         0
MAR-27  11100 P        0       0       0       0       0  |       0       0       0    2941      -17   22          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                7  | TOTAL PUT                    7     37393         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  7     93074         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-27   5400 C        0       0       0       0       0  |       0       0       0    2792      +37   32          0  |         0         0          0         0         0
JUN-27   5600 C        0       0       0       0       0  |       0       0       0    2600      +37   31          0  |         0         0          0         0         0
JUN-27   5800 C        0       0       0       0       0  |       0       0       0    2410      +37   30          0  |         0         0          0         0         0
JUN-27   5900 C        0       0       0       0       0  |       0       0       0    2316      +37   29          0  |         0         0          0         0         0
JUN-27   6000 C        0       0       0       0       0  |       0       0       0    2222      +37   29          0  |         0         0          0         0         0
JUN-27   6100 C        0       0       0       0       0  |       0       0       0    2129      +37   28          0  |         0         0          0         0         0
JUN-27   6200 C        0       0       0       0       0  |       0       0       0    2037      +38   28          0  |         0         0          0         0         0
JUN-27   6300 C        0       0       0       0       0  |       0       0       0    1946      +38   27          0  |         0         0          0         0         0
JUN-27   6400 C        0       0       0       0       0  |       0       0       0    1855      +38   27          0  |         0         0          0         0         0
JUN-27   6500 C        0       0       0       0       0  |       0       0       0    1766      +38   26          0  |         0         0          0         0         0
JUN-27   6600 C        0       0       0       0       0  |       0       0       0    1678      +39   26          0  |         0         0          0         0         0
JUN-27   6700 C        0       0       0       0       0  |       0       0       0    1590      +38   25          0  |         0         0          0         0         0
JUN-27   6800 C        0       0       0       0       0  |       0       0       0    1505      +39   25          0  |         0         0          0         0         0
JUN-27   6900 C        0       0       0       0       0  |       0       0       0    1420      +38   24          0  |         0         0          0         0         0
JUN-27   7000 C        0       0       0       0       0  |       0       0       0    1338      +38   24          0  |         0         0          0         0         0
JUN-27   7100 C        0       0       0       0       0  |       0       0       0    1257      +38   23          0  |         0         0          0         0         0
JUN-27   7200 C        0       0       0       0       0  |       0       0       0    1178      +37   23          0  |         0         0          0         0         0
JUN-27   7300 C        0       0       0       0       0  |       0       0       0    1102      +37   23          0  |         0         0          0         0         0
JUN-27   7400 C        0       0       0       0       0  |       0       0       0    1027      +35   22          0  |         0         0          0         0         0
JUN-27   7500 C        0       0       0       0       0  |       0       0       0     955      +34   22          0  |         0         0          0         0         0
JUN-27   7600 C        0       0       0       0       0  |       0       0       0     886      +32   22          0  |         0         0          0      1100         0
JUN-27   7700 C        0       0       0       0       0  |       0       0       0     820      +31   22          0  |         0         0          0         0         0
JUN-27   7800 C        0       0       0       0       0  |       0       0       0     757      +30   21          0  |         0         0          0      2440         0
JUN-27   7900 C        0       0       0       0       0  |       0       0       0     696      +27   21          0  |         0         0          0       100         0
JUN-27   8000 C        0       0       0       0       0  |       0       0       0     639      +23   21          0  |         0         0          0      6004         0
JUN-27   8100 C        0       0       0       0       0  |       0       0       0     596      +33   21          0  |         0         0          0         0         0
JUN-27   8200 C        0       0       0       0       0  |       0       0       0     544      +30   21          0  |         0         0          0       300         0
JUN-27   8300 C        0       0       0       0       0  |       0       0       0     479      +10   20          0  |         0         0          0         0         0
JUN-27   8400 C        0       0       0       0       0  |       0       0       0     436      +10   20          0  |         0         0          0       900         0
JUN-27   8500 C        0       0       0       0       0  |       0       0       0     397       +9   20          0  |         0         0          0      1150         0
JUN-27   8600 C        0       0       0       0       0  |       0       0       0     361       +7   20          0  |         0         0          0      2134         0
JUN-27   8700 C        0       0       0       0       0  |       0       0       0     327       +6   20          0  |         0         0          0       300         0
JUN-27   8800 C        0       0       0       0       0  |       0       0       0     298       +7   20          0  |         0         0          0      3600         0
JUN-27   8900 C        0       0       0       0       0  |       0       0       0     268       +5   20          0  |         0         0          0         0         0
JUN-27   9000 C        0       0       0       0       0  |       0       0       0     243       +5   20          0  |         0         0          0         0         0
JUN-27   9100 C        0       0       0       0       0  |       0       0       0     220       +4   20          0  |         0         0          0         0         0
JUN-27   9200 C        0       0       0       0       0  |       0       0       0     199       +4   20          0  |         0         0          0      9300         0
JUN-27   9300 C        0       0       0       0       0  |       0       0       0     179       +3   20          0  |         0         0          0         0         0
JUN-27   9400 C        0       0       0       0       0  |       0       0       0     161       +2   20          0  |         0         0          0      1652         0
JUN-27   9500 C        0       0       0       0       0  |       0       0       0     146       +2   20          0  |       146       146          0      1200         0
JUN-27   9600 C        0       0       0       0       0  |       0       0       0     132        0   20          0  |         0         0          0       940         0
JUN-27   9700 C        0       0       0       0       0  |       0       0       0     119        0   20          0  |         0         0          0         0         0
JUN-27   9800 C        0       0       0       0       0  |       0       0       0     109       +2   20          0  |         0         0          0         0         0
JUN-27   9900 C        0       0       0       0       0  |       0       0       0      98       +1   20          0  |         0         0          0      1000         0
JUN-27  10000 C        0       0       0       0       0  |       0       0       0      89       +1   21          0  |         0         0          0       500         0
JUN-27  10100 C        0       0       0       0       0  |       0       0       0      80        0   21          0  |         0         0          0         0         0
JUN-27  10200 C        0       0       0       0       0  |       0       0       0      73       +2   21          0  |         0         0          0         0         0
JUN-27  10300 C        0       0       0       0       0  |       0       0       0      65       +2   21          0  |         0         0          0         0         0
JUN-27  10400 C        0       0       0       0       0  |       0       0       0      60       +2   21          0  |         0         0          0         0         0
JUN-27  10500 C        0       0       0       0       0  |       0       0       0      53       +1   21          0  |         0         0          0         0         0
JUN-27  10600 C        0       0       0       0       0  |       0       0       0      49       +1   21          0  |         0         0          0         0         0
JUN-27  10800 C        0       0       0       0       0  |       0       0       0      42       +2   21          0  |         0         0          0         0         0
JUN-27  11000 C        0       0       0       0       0  |       0       0       0      34       +1   22          0  |         0         0          0         0         0
JUN-27  11200 C        0       0       0       0       0  |       0       0       0      29       +1   22          0  |         0         0          0         0         0
JUN-27  11400 C        0       0       0       0       0  |       0       0       0      24       +1   22          0  |         0         0          0         0         0
JUN-27  11600 C        0       0       0       0       0  |       0       0       0      20       +1   22          0  |         0         0          0         0         0
JUN-27  11800 C        0       0       0       0       0  |       0       0       0      17       +1   23          0  |         0         0          0         0         0
JUN-27  12000 C        0       0       0       0       0  |       0       0       0      14       +1   23          0  |         0         0          0         0         0
JUN-27  12200 C        0       0       0       0       0  |       0       0       0      12       +1   23          0  |         0         0          0         0         0
JUN-27  12400 C        0       0       0       0       0  |       0       0       0      11       +2   23          0  |         0         0          0         0         0
JUN-27  12600 C        0       0       0       0       0  |       0       0       0       9       +1   23          0  |         0         0          0         0         0
JUN-27  12800 C        0       0       0       0       0  |       0       0       0       8       +1   24          0  |         0         0          0         0         0
JUN-27  13000 C        0       0       0       0       0  |       0       0       0       7       +1   24          0  |         0         0          0       200         0
JUN-27  13200 C        0       0       0       0       0  |       0       0       0       6       +1   24          0  |         0         0          0         0         0
JUN-27  13400 C        0       0       0       0       0  |       0       0       0       5       +1   24          0  |         0         0          0         0         0
JUN-27  13600 C        0       0       0       0       0  |       0       0       0       4        0   24          0  |         0         0          0         0         0
JUN-27  13800 C        0       0       0       0       0  |       0       0       0       4       +1   25          0  |         0         0          0         0         0
JUN-27  14000 C        0       0       0       0       0  |       0       0       0       3        0   25          0  |         0         0          0         0         0
JUN-27  14200 C        0       0       0       0       0  |       0       0       0       3       +1   25          0  |         0         0          0         0         0
JUN-27  14400 C        0       0       0       0       0  |       0       0       0       3       +1   26          0  |         0         0          0         0         0
JUN-27  14600 C        0       0       0       0       0  |       0       0       0       2        0   25          0  |         0         0          0         0         0
JUN-27  14800 C        0       0       0       0       0  |       0       0       0       2       +1   26          0  |         0         0          0         0         0
JUN-27  15000 C        0       0       0       0       0  |       0       0       0       2       +1   26          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0     32820         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-27   5400 P        0       0       0       0       0  |       0       0       0      34       -2   30          0  |         0         0          0      1000         0
JUN-27   5600 P        0       0       0       0       0  |       0       0       0      42       -3   29          0  |         0         0          0         0         0
JUN-27   5800 P        0       0       0       0       0  |       0       0       0      53       -1   28          0  |         0         0          0         0         0
JUN-27   5900 P        0       0       0       0       0  |       0       0       0      58       -1   28          0  |         0         0          0         0         0
JUN-27   6000 P        0       0       0       0       0  |       0       0       0      65        0   27          0  |         0         0          0         0         0
JUN-27   6100 P        0       0       0       0       0  |       0       0       0      71       -1   27          0  |         0         0          0         0         0
JUN-27   6200 P        0       0       0       0       0  |       0       0       0      79       -1   26          0  |         0         0          0         0         0
JUN-27   6300 P        0       0       0       0       0  |       0       0       0      87       -2   26          0  |         0         0          0         0         0
JUN-27   6400 P        0       0       0       0       0  |       0       0       0      96       -2   25          0  |         0         0          0         0         0
JUN-27   6500 P        0       0       0       0       0  |       0       0       0     106       -3   25          0  |         0         0          0         0         0
JUN-27   6600 P        0       0       0       0       0  |       0       0       0     117       -3   24          0  |         0         0          0         0         0
JUN-27   6700 P        0       0       0       0       0  |       0       0       0     131       -2   24          0  |         0         0          0         0         0
JUN-27   6800 P        0       0       0       0       0  |       0       0       0     144       -3   24          0  |       232       232          0      1000         0
JUN-27   6900 P        0       0       0       0       0  |       0       0       0     159       -4   23          0  |         0         0          0         0         0
JUN-27   7000 P        0       0       0       0       0  |       0       0       0     178       -3   23          0  |         0         0          0      2754         0
JUN-27   7100 P        0       0       0       0       0  |       0       0       0     197       -3   23          0  |         0         0          0         0         0
JUN-27   7200 P        0       0       0       0       0  |       0       0       0     218       -5   22          0  |         0         0          0         0         0
JUN-27   7300 P        0       0       0       0       0  |       0       0       0     242       -4   22          0  |         0         0          0         0         0
JUN-27   7400 P        0       0       0       0       0  |       0       0       0     268       -5   22          0  |         0         0          0       720         0
JUN-27   7500 P        0       0       0       0       0  |       0       0       0     298       -4   22          0  |         0         0          0      2500         0
JUN-27   7600 P        0       0       0       0       0  |       0       0       0     329       -6   21          0  |         0         0          0       500         0
JUN-27   7700 P        0       0       0       0       0  |       0       0       0     364       -6   21          0  |         0         0          0       700         0
JUN-27   7800 P        0       0       0       0       0  |       0       0       0     402       -6   21          0  |         0         0          0      4087         0
JUN-27   7900 P        0       0       0       0       0  |       0       0       0     444       -6   21          0  |         0         0          0      1250         0
JUN-27   8000 P        0       0       0       0       0  |       0       0       0     487       -7   21          0  |         0         0          0     14054         0
JUN-27   8100 P        0       0       0       0       0  |       0       0       0     535       -8   20          0  |         0         0          0         0         0
JUN-27   8200 P        0       0       0       0       0  |       0       0       0     585      -10   20          0  |         0         0          0       300         0
JUN-27   8300 P        0       0       0       0       0  |       0       0       0     638      -12   20          0  |         0         0          0         0         0
JUN-27   8400 P        0       0       0       0       0  |       0       0       0     694      -16   20          0  |         0         0          0       800         0
JUN-27   8500 P        0       0       0       0       0  |       0       0       0     757      -14   20          0  |         0         0          0      1700         0
JUN-27   8600 P        0       0       0       0       0  |       0       0       0     818      -19   20          0  |         0         0          0      1134         0
JUN-27   8700 P        0       0       0       0       0  |       0       0       0     889      -16   20          0  |         0         0          0       300         0
JUN-27   8800 P        0       0       0       0       0  |       0       0       0     941      -31   19          0  |         0         0          0      2600         0
JUN-27   8900 P        0       0       0       0       0  |       0       0       0    1012      -32   19          0  |         0         0          0         0         0
JUN-27   9000 P        0       0       0       0       0  |       0       0       0    1086      -33   19          0  |         0         0          0         0         0
JUN-27   9100 P        0       0       0       0       0  |       0       0       0    1162      -35   19          0  |         0         0          0         0         0
JUN-27   9200 P        0       0       0       0       0  |       0       0       0    1240      -36   19          0  |         0         0          0       700         0
JUN-27   9300 P        0       0       0       0       0  |       0       0       0    1321      -36   19          0  |         0         0          0         0         0
JUN-27   9400 P        0       0       0       0       0  |       0       0       0    1403      -37   19          0  |         0         0          0         0         0
JUN-27   9500 P        0       0       0       0       0  |       0       0       0    1487      -38   19          0  |         0         0          0         0         0
JUN-27   9600 P        0       0       0       0       0  |       0       0       0    1573      -38   19          0  |         0         0          0         0         0
JUN-27   9700 P        0       0       0       0       0  |       0       0       0    1660      -39   19          0  |         0         0          0         0         0
JUN-27   9800 P        0       0       0       0       0  |       0       0       0    1749      -38   19          0  |         0         0          0         0         0
JUN-27   9900 P        0       0       0       0       0  |       0       0       0    1839      -38   19          0  |         0         0          0         0         0
JUN-27  10000 P        0       0       0       0       0  |       0       0       0    1929      -39   19          0  |         0         0          0         0         0
JUN-27  10100 P        0       0       0       0       0  |       0       0       0    2021      -39   19          0  |         0         0          0         0         0
JUN-27  10200 P        0       0       0       0       0  |       0       0       0    2113      -39   19          0  |         0         0          0         0         0
JUN-27  10300 P        0       0       0       0       0  |       0       0       0    2207      -39   19          0  |         0         0          0         0         0
JUN-27  10400 P        0       0       0       0       0  |       0       0       0    2301      -39   19          0  |         0         0          0         0         0
JUN-27  10500 P        0       0       0       0       0  |       0       0       0    2395      -39   19          0  |         0         0          0         0         0
JUN-27  10600 P        0       0       0       0       0  |       0       0       0    2490      -39   19          0  |         0         0          0         0         0
JUN-27  10800 P        0       0       0       0       0  |       0       0       0    2682      -39   19          0  |         0         0          0         0         0
JUN-27  11000 P        0       0       0       0       0  |       0       0       0    2875      -39   19          0  |         0         0          0         0         0
JUN-27  11200 P        0       0       0       0       0  |       0       0       0    3070      -38   19          0  |         0         0          0         0         0
JUN-27  11400 P        0       0       0       0       0  |       0       0       0    3265      -39   18          0  |         0         0          0         0         0
JUN-27  11600 P        0       0       0       0       0  |       0       0       0    3462      -38   18          0  |         0         0          0         0         0
JUN-27  11800 P        0       0       0       0       0  |       0       0       0    3658      -39   16          0  |         0         0          0         0         0
JUN-27  12000 P        0       0       0       0       0  |       0       0       0    3856      -38    0          0  |         0         0          0         0         0
JUN-27  12200 P        0       0       0       0       0  |       0       0       0    4054      -38    0          0  |         0         0          0         0         0
JUN-27  12400 P        0       0       0       0       0  |       0       0       0    4252      -38    0          0  |         0         0          0         0         0
JUN-27  12600 P        0       0       0       0       0  |       0       0       0    4451      -38    0          0  |         0         0          0         0         0
JUN-27  12800 P        0       0       0       0       0  |       0       0       0    4649      -39    0          0  |         0         0          0         0         0
JUN-27  13000 P        0       0       0       0       0  |       0       0       0    4848      -38    0          0  |         0         0          0         0         0
JUN-27  13200 P        0       0       0       0       0  |       0       0       0    5047      -39    0          0  |         0         0          0         0         0
JUN-27  13400 P        0       0       0       0       0  |       0       0       0    5247      -38    0          0  |         0         0          0         0         0
JUN-27  13600 P        0       0       0       0       0  |       0       0       0    5446      -38    0          0  |         0         0          0         0         0
JUN-27  13800 P        0       0       0       0       0  |       0       0       0    5645      -39    0          0  |         0         0          0         0         0
JUN-27  14000 P        0       0       0       0       0  |       0       0       0    5845      -38    0          0  |         0         0          0         0         0
JUN-27  14200 P        0       0       0       0       0  |       0       0       0    6044      -39    0          0  |         0         0          0         0         0
JUN-27  14400 P        0       0       0       0       0  |       0       0       0    6244      -39    0          0  |         0         0          0         0         0
JUN-27  14600 P        0       0       0       0       0  |       0       0       0    6444      -38    0          0  |         0         0          0         0         0
JUN-27  14800 P        0       0       0       0       0  |       0       0       0    6644      -38    0          0  |         0         0          0         0         0
JUN-27  15000 P        0       0       0       0       0  |       0       0       0    6843      -39    0          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                0  | TOTAL PUT                    0     36099         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  0     68919         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   6300 C        0       0       0       0       0  |       0       0       0    1953      +10   25          0  |         0         0          0         0         0
SEP-27   6400 C        0       0       0       0       0  |       0       0       0    1866      +10   25          0  |         0         0          0         0         0
SEP-27   6500 C        0       0       0       0       0  |       0       0       0    1780      +10   24          0  |         0         0          0         0         0
SEP-27   6600 C        0       0       0       0       0  |       0       0       0    1695       +9   24          0  |         0         0          0         0         0
SEP-27   6700 C        0       0       0       0       0  |       0       0       0    1612       +9   24          0  |         0         0          0         0         0
SEP-27   6800 C        0       0       0       0       0  |       0       0       0    1530       +9   23          0  |         0         0          0         0         0
SEP-27   6900 C        0       0       0       0       0  |       0       0       0    1450       +8   23          0  |         0         0          0         0         0
SEP-27   7000 C        0       0       0       0       0  |       0       0       0    1372       +8   23          0  |         0         0          0         0         0
SEP-27   7100 C        0       0       0       0       0  |       0       0       0    1296       +8   23          0  |         0         0          0         0         0
SEP-27   7200 C        0       0       0       0       0  |       0       0       0    1222       +7   22          0  |         0         0          0         0         0
SEP-27   7300 C        0       0       0       0       0  |       0       0       0    1151       +8   22          0  |         0         0          0         0         0
SEP-27   7400 C        0       0       0       0       0  |       0       0       0    1082       +8   22          0  |         0         0          0         0         0
SEP-27   7500 C        0       0       0       0       0  |       0       0       0    1015       +7   22          0  |         0         0          0         0         0
SEP-27   7600 C        0       0       0       0       0  |       0       0       0     951       +7   22          0  |         0         0          0         0         0
SEP-27   7700 C        0       0       0       0       0  |       0       0       0     890       +7   21          0  |         0         0          0         0         0
SEP-27   7800 C        0       0       0       0       0  |       0       0       0     831       +6   21          0  |         0         0          0         0         0
SEP-27   7900 C        0       0       0       0       0  |       0       0       0     776       +7   21          0  |         0         0          0         0         0
SEP-27   8000 C        0       0       0       0       0  |       0       0       0     723       +6   21          0  |         0         0          0         0         0
SEP-27   8100 C        0       0       0       0       0  |       0       0       0     673       +7   21          0  |         0         0          0         0         0
SEP-27   8200 C        0       0       0       0       0  |       0       0       0     625       +6   21          0  |         0         0          0         0         0
SEP-27   8300 C        0       0       0       0       0  |       0       0       0     581       +5   21          0  |         0         0          0         0         0
SEP-27   8400 C        0       0       0       0       0  |       0       0       0     540       +6   21          0  |         0         0          0         0         0
SEP-27   8500 C        0       0       0       0       0  |       0       0       0     502       +7   21          0  |         0         0          0         0         0
SEP-27   8600 C        0       0       0       0       0  |       0       0       0     464       +6   21          0  |         0         0          0         0         0
SEP-27   8700 C        0       0       0       0       0  |       0       0       0     429       +5   21          0  |         0         0          0         0         0
SEP-27   8800 C        0       0       0       0       0  |       0       0       0     397       +5   21          0  |         0         0          0         0         0
SEP-27   8900 C        0       0       0       0       0  |       0       0       0     368       +6   21          0  |         0         0          0         0         0
SEP-27   9000 C        0       0       0       0       0  |       0       0       0     340       +5   21          0  |         0         0          0         0         0
SEP-27   9100 C        0       0       0       0       0  |       0       0       0     314       +5   21          0  |         0         0          0         0         0
SEP-27   9200 C        0       0       0       0       0  |       0       0       0     289       +4   21          0  |         0         0          0         0         0
SEP-27   9300 C        0       0       0       0       0  |       0       0       0     267       +5   21          0  |         0         0          0         0         0
SEP-27   9400 C        0       0       0       0       0  |       0       0       0     248       +4   21          0  |         0         0          0       300         0
SEP-27   9500 C        0       0       0       0       0  |       0       0       0     230       +5   21          0  |         0         0          0         0         0
SEP-27   9600 C        0       0       0       0       0  |       0       0       0     212       +4   21          0  |         0         0          0         0         0
SEP-27   9700 C        0       0       0       0       0  |       0       0       0     196       +4   21          0  |         0         0          0         0         0
SEP-27   9800 C        0       0       0       0       0  |       0       0       0     182       +4   21          0  |         0         0          0         0         0
SEP-27   9900 C        0       0       0       0       0  |       0       0       0     168       +4   21          0  |         0         0          0         0         0
SEP-27  10000 C        0       0       0       0       0  |       0       0       0     156       +4   21          0  |         0         0          0         0         0
SEP-27  10100 C        0       0       0       0       0  |       0       0       0     144       +4   21          0  |         0         0          0         0         0
SEP-27  10200 C        0       0       0       0       0  |       0       0       0     134       +4   21          0  |         0         0          0         0         0
SEP-27  10300 C        0       0       0       0       0  |       0       0       0     124       +4   21          0  |         0         0          0         0         0
SEP-27  10400 C        0       0       0       0       0  |       0       0       0     115       +3   22          0  |         0         0          0         0         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0       300         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   6300 P        0       0       0       0       0  |       0       0       0     140       -4   25          0  |         0         0          0         0         0
SEP-27   6400 P        0       0       0       0       0  |       0       0       0     152       -4   25          0  |         0         0          0         0         0
SEP-27   6500 P        0       0       0       0       0  |       0       0       0     166       -5   24          0  |         0         0          0         0         0
SEP-27   6600 P        0       0       0       0       0  |       0       0       0     181       -5   24          0  |         0         0          0         0         0
SEP-27   6700 P        0       0       0       0       0  |       0       0       0     198       -5   24          0  |         0         0          0         0         0
SEP-27   6800 P        0       0       0       0       0  |       0       0       0     217       -5   24          0  |         0         0          0         0         0
SEP-27   6900 P        0       0       0       0       0  |       0       0       0     237       -5   23          0  |         0         0          0         0         0
SEP-27   7000 P        0       0       0       0       0  |       0       0       0     259       -5   23          0  |         0         0          0         0         0
SEP-27   7100 P        0       0       0       0       0  |       0       0       0     283       -5   23          0  |         0         0          0         0         0
SEP-27   7200 P        0       0       0       0       0  |       0       0       0     309       -6   22          0  |         0         0          0         0         0
SEP-27   7300 P        0       0       0       0       0  |       0       0       0     339       -4   22          0  |         0         0          0         0         0
SEP-27   7400 P        0       0       0       0       0  |       0       0       0     368       -7   22          0  |         0         0          0         0         0
SEP-27   7500 P        0       0       0       0       0  |       0       0       0     401      -12   22          0  |         0         0          0         0         0
SEP-27   7600 P        0       0       0       0       0  |       0       0       0     437       -2   22          0  |         0         0          0         0         0
SEP-27   7700 P        0       0       0       0       0  |       0       0       0     476       -7   21          0  |         0         0          0         0         0
SEP-27   7800 P        0       0       0       0       0  |       0       0       0     517       -8   21          0  |         0         0          0         0         0
SEP-27   7900 P        0       0       0       0       0  |       0       0       0     561       -8   21          0  |         0         0          0       300         0
SEP-27   8000 P        0       0       0       0       0  |       0       0       0     609       -8   21          0  |         0         0          0         0         0
SEP-27   8100 P        0       0       0       0       0  |       0       0       0     658       -9   21          0  |         0         0          0         0         0
SEP-27   8200 P        0       0       0       0       0  |       0       0       0     712       -7   21          0  |         0         0          0         0         0
SEP-27   8300 P        0       0       0       0       0  |       0       0       0     767       -8   21          0  |         0         0          0         0         0
SEP-27   8400 P        0       0       0       0       0  |       0       0       0     827       -7   21          0  |         0         0          0         0         0
SEP-27   8500 P        0       0       0       0       0  |       0       0       0     886      -17   21          0  |         0         0          0         0         0
SEP-27   8600 P        0       0       0       0       0  |       0       0       0     950       -8   21          0  |         0         0          0         0         0
SEP-27   8700 P        0       0       0       0       0  |       0       0       0    1015       -9   21          0  |         0         0          0         0         0
SEP-27   8800 P        0       0       0       0       0  |       0       0       0    1083       -9   21          0  |         0         0          0         0         0
SEP-27   8900 P        0       0       0       0       0  |       0       0       0    1154       -8   21          0  |         0         0          0         0         0
SEP-27   9000 P        0       0       0       0       0  |       0       0       0    1226       -9   21          0  |         0         0          0         0         0
SEP-27   9100 P        0       0       0       0       0  |       0       0       0    1301       -8   21          0  |         0         0          0         0         0
SEP-27   9200 P        0       0       0       0       0  |       0       0       0    1377       -9   21          0  |         0         0          0         0         0
SEP-27   9300 P        0       0       0       0       0  |       0       0       0    1455       -9   21          0  |         0         0          0         0         0
SEP-27   9400 P        0       0       0       0       0  |       0       0       0    1535       -9   21          0  |         0         0          0         0         0
SEP-27   9500 P        0       0       0       0       0  |       0       0       0    1616       -9   21          0  |         0         0          0         0         0
SEP-27   9600 P        0       0       0       0       0  |       0       0       0    1699       -9   21          0  |         0         0          0         0         0
SEP-27   9700 P        0       0       0       0       0  |       0       0       0    1783       -9   21          0  |         0         0          0         0         0
SEP-27   9800 P        0       0       0       0       0  |       0       0       0    1868      -10   21          0  |         0         0          0         0         0
SEP-27   9900 P        0       0       0       0       0  |       0       0       0    1955      -10   21          0  |         0         0          0         0         0
SEP-27  10000 P        0       0       0       0       0  |       0       0       0    2042      -10   21          0  |         0         0          0         0         0
SEP-27  10100 P        0       0       0       0       0  |       0       0       0    2131      -10   21          0  |         0         0          0         0         0
SEP-27  10200 P        0       0       0       0       0  |       0       0       0    2220      -10   22          0  |         0         0          0         0         0
SEP-27  10300 P        0       0       0       0       0  |       0       0       0    2310      -11   22          0  |         0         0          0         0         0
SEP-27  10400 P        0       0       0       0       0  |       0       0       0    2401      -11   22          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                0  | TOTAL PUT                    0       300         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  0       600         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 C        0       0       0       0       0  |       0       0       0    4284      +11   34          0  |         0         0          0         0         0
DEC-27   4000 C        0       0       0       0       0  |       0       0       0    4187      +12   34          0  |         0         0          0         0         0
DEC-27   4100 C        0       0       0       0       0  |       0       0       0    4090      +12   34          0  |         0         0          0         0         0
DEC-27   4200 C        0       0       0       0       0  |       0       0       0    3993      +12   33          0  |         0         0          0         0         0
DEC-27   4300 C        0       0       0       0       0  |       0       0       0    3896      +12   33          0  |         0         0          0         0         0
DEC-27   4400 C        0       0       0       0       0  |       0       0       0    3799      +11   32          0  |         0         0          0         0         0
DEC-27   4500 C        0       0       0       0       0  |       0       0       0    3703      +11   32          0  |         0         0          0         0         0
DEC-27   4600 C        0       0       0       0       0  |       0       0       0    3607      +11   32          0  |         0         0          0         0         0
DEC-27   4700 C        0       0       0       0       0  |       0       0       0    3511      +11   31          0  |         0         0          0         0         0
DEC-27   4800 C        0       0       0       0       0  |       0       0       0    3415      +11   31          0  |         0         0          0         0         0
DEC-27   4900 C        0       0       0       0       0  |       0       0       0    3320      +11   30          0  |         0         0          0         0         0
DEC-27   5000 C        0       0       0       0       0  |       0       0       0    3225      +11   30          0  |         0         0          0         0         0
DEC-27   5200 C        0       0       0       0       0  |       0       0       0    3037      +11   29          0  |         0         0          0         0         0
DEC-27   5400 C        0       0       0       0       0  |       0       0       0    2851      +12   28          0  |         0         0          0         0         0
DEC-27   5600 C        0       0       0       0       0  |       0       0       0    2666      +11   27          0  |         0         0          0         0         0
DEC-27   5800 C        0       0       0       0       0  |       0       0       0    2485      +12   27          0  |         0         0          0         0         0
DEC-27   6000 C        0       0       0       0       0  |       0       0       0    2306      +11   26          0  |         0         0          0         0         0
DEC-27   6200 C        0       0       0       0       0  |       0       0       0    2131      +11   25          0  |         0         0          0         0         0
DEC-27   6400 C        0       0       0       0       0  |       0       0       0    1961      +12   25          0  |         0         0          0         0         0
DEC-27   6600 C        0       0       0       0       0  |       0       0       0    1795      +11   24          0  |         0         0          0         0         0
DEC-27   6800 C        0       0       0       0       0  |       0       0       0    1636      +12   23          0  |         0         0          0         0         0
DEC-27   7000 C        0       0       0       0       0  |       0       0       0    1483      +11   23          0  |         0         0          0         0         0
DEC-27   7200 C        0       0       0       0       0  |       0       0       0    1338      +11   23          0  |         0         0          0         0         0
DEC-27   7400 C        0       0       0       0       0  |       0       0       0    1201      +11   22          0  |         0         0          0         0         0
DEC-27   7600 C        0       0       0       0       0  |       0       0       0    1073      +10   22          0  |         0         0          0         0         0
DEC-27   7800 C        0       0       0       0       0  |       0       0       0     954       +9   22          0  |         0         0          0         0         0
DEC-27   8000 C        0       0       0       0       0  |       0       0       0     846       +8   21          0  |         0         0          0         0         0
DEC-27   8200 C        0       0       0       0       0  |       0       0       0     747       +7   21          0  |         0         0          0         0         0
DEC-27   8400 C        0       0       0       0       0  |       0       0       0     658       +6   21          0  |         0         0          0         0         0
DEC-27   8600 C        0       0       0       0       0  |       0       0       0     579       +6   21          0  |       709       709          0       800         0
DEC-27   8800 C        0       0       0       0       0  |       0       0       0     508       +5   21          0  |         0         0          0         0         0
DEC-27   9000 C        0       0       0       0       0  |       0       0       0     446       +5   21          0  |         0         0          0      1300         0
DEC-27   9200 C        0       0       0       0       0  |       0       0       0     391       +5   21          0  |         0         0          0         0         0
DEC-27   9400 C        0       0       0       0       0  |       0       0       0     343       +4   21          0  |         0         0          0       850         0
DEC-27   9600 C        0       0       0       0       0  |       0       0       0     301       +4   21          0  |         0         0          0         0         0
DEC-27   9800 C        0       0       0       0       0  |       0       0       0     264       +3   21          0  |         0         0          0         0         0
DEC-27  10000 C        0       0       0       0       0  |       0       0       0     233       +4   21          0  |         0         0          0         0         0
DEC-27  10200 C        0       0       0       0       0  |       0       0       0     205       +3   22          0  |         0         0          0         0         0
DEC-27  10400 C        0       0       0       0       0  |       0       0       0     181       +3   22          0  |         0         0          0         0         0
DEC-27  10600 C        0       0       0       0       0  |       0       0       0     160       +3   22          0  |         0         0          0         0         0
DEC-27  10800 C        0       0       0       0       0  |       0       0       0     142       +3   22          0  |         0         0          0         0         0
DEC-27  11000 C        0       0       0       0       0  |       0       0       0     126       +3   22          0  |         0         0          0         0         0
DEC-27  11200 C        0       0       0       0       0  |       0       0       0     113       +4   22          0  |         0         0          0         0         0
DEC-27  11400 C        0       0       0       0       0  |       0       0       0     100       +3   23          0  |         0         0          0         0         0
DEC-27  11600 C        0       0       0       0       0  |       0       0       0      90       +3   23          0  |         0         0          0         0         0
DEC-27  11800 C        0       0       0       0       0  |       0       0       0      81       +3   23          0  |         0         0          0         0         0
DEC-27  12000 C        0       0       0       0       0  |       0       0       0      72       +2   23          0  |         0         0          0         0         0
DEC-27  12200 C        0       0       0       0       0  |       0       0       0      65       +3   23          0  |         0         0          0         0         0
DEC-27  12400 C        0       0       0       0       0  |       0       0       0      59       +3   24          0  |         0         0          0         0         0
DEC-27  12600 C        0       0       0       0       0  |       0       0       0      53       +2   24          0  |         0         0          0         0         0
DEC-27  12800 C        0       0       0       0       0  |       0       0       0      48       +2   24          0  |         0         0          0         0         0
DEC-27  13000 C        0       0       0       0       0  |       0       0       0      44       +3   24          0  |         0         0          0         0         0
DEC-27  13200 C        0       0       0       0       0  |       0       0       0      40       +3   24          0  |         0         0          0         0         0
DEC-27  13400 C        0       0       0       0       0  |       0       0       0      36       +2   24          0  |         0         0          0         0         0
DEC-27  13600 C        0       0       0       0       0  |       0       0       0      33       +2   25          0  |         0         0          0         0         0
DEC-27  13800 C        0       0       0       0       0  |       0       0       0      30       +2   25          0  |         0         0          0         0         0
DEC-27  14000 C        0       0       0       0       0  |       0       0       0      28       +2   25          0  |         0         0          0         0         0
DEC-27  14200 C        0       0       0       0       0  |       0       0       0      26       +2   25          0  |         0         0          0         0         0
DEC-27  14400 C        0       0       0       0       0  |       0       0       0      23       +1   25          0  |         0         0          0         0         0
DEC-27  14600 C        0       0       0       0       0  |       0       0       0      22       +2   26          0  |         0         0          0         0         0
DEC-27  14800 C        0       0       0       0       0  |       0       0       0      20       +2   26          0  |         0         0          0         0         0
DEC-27  15000 C        0       0       0       0       0  |       0       0       0      18       +1   26          0  |        74        24          0      5450         0

                              TOTAL CALL               0  |                               TOTAL CALL               0  | TOTAL CALL                   0      8400         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      28       -2   36          0  |         0         0          0         0         0
DEC-27   4000 P        0       0       0       0       0  |       0       0       0      30       -3   36          0  |         0         0          0         0         0
DEC-27   4100 P        0       0       0       0       0  |       0       0       0      33       -2   35          0  |         0         0          0         0         0
DEC-27   4200 P        0       0       0       0       0  |       0       0       0      36       -2   35          0  |         0         0          0         0         0
DEC-27   4300 P        0       0       0       0       0  |       0       0       0      39       -3   34          0  |         0         0          0         0         0
DEC-27   4400 P        0       0       0       0       0  |       0       0       0      42       -3   34          0  |         0         0          0         0         0
DEC-27   4500 P        0       0       0       0       0  |       0       0       0      46       -3   33          0  |         0         0          0         0         0
DEC-27   4600 P        0       0       0       0       0  |       0       0       0      50       -3   33          0  |         0         0          0         0         0
DEC-27   4700 P        0       0       0       0       0  |       0       0       0      54       -3   32          0  |         0         0          0         0         0
DEC-27   4800 P        0       0       0       0       0  |       0       0       0      59       -2   32          0  |         0         0          0         0         0
DEC-27   4900 P        0       0       0       0       0  |       0       0       0      64       -2   31          0  |         0         0          0         0         0
DEC-27   5000 P        0       0       0       0       0  |       0       0       0      69       -2   31          0  |         0         0          0         0         0
DEC-27   5200 P        0       0       0       0       0  |       0       0       0      80       -3   30          0  |         0         0          0         0         0
DEC-27   5400 P        0       0       0       0       0  |       0       0       0      94       -3   29          0  |         0         0          0         0         0
DEC-27   5600 P        0       0       0       0       0  |       0       0       0     110       -2   28          0  |         0         0          0         0         0
DEC-27   5800 P        0       0       0       0       0  |       0       0       0     128       -2   27          0  |         0         0          0         0         0
DEC-27   6000 P        0       0       0       0       0  |       0       0       0     149       -3   26          0  |         0         0          0         0         0
DEC-27   6200 P        0       0       0       0       0  |       0       0       0     174       -3   26          0  |         0         0          0         0         0
DEC-27   6400 P        0       0       0       0       0  |       0       0       0     204       -2   25          0  |         0         0          0         0         0
DEC-27   6600 P        0       0       0       0       0  |       0       0       0     239       -2   24          0  |         0         0          0         0         0
DEC-27   6800 P        0       0       0       0       0  |       0       0       0     279       -2   24          0  |         0         0          0         0         0
DEC-27   7000 P        0       0       0       0       0  |       0       0       0     326       -3   23          0  |         0         0          0         0         0
DEC-27   7200 P        0       0       0       0       0  |       0       0       0     381       -3   23          0  |         0         0          0         0         0
DEC-27   7400 P        0       0       0       0       0  |       0       0       0     444       -4   22          0  |         0         0          0         0         0
DEC-27   7600 P        0       0       0       0       0  |       0       0       0     516       -4   22          0  |         0         0          0       200         0
DEC-27   7800 P        0       0       0       0       0  |       0       0       0     598       -5   22          0  |         0         0          0         0         0
DEC-27   8000 P        0       0       0       0       0  |       0       0       0     689       -6   22          0  |         0         0          0       850         0
DEC-27   8200 P        0       0       0       0       0  |       0       0       0     790       -7   21          0  |         0         0          0         0         0
DEC-27   8400 P        0       0       0       0       0  |       0       0       0     901       -8   21          0  |         0         0          0         0         0
DEC-27   8600 P        0       0       0       0       0  |       0       0       0    1022       -8   21          0  |         0         0          0       800         0
DEC-27   8800 P        0       0       0       0       0  |       0       0       0    1151       -9   21          0  |         0         0          0         0         0
DEC-27   9000 P        0       0       0       0       0  |       0       0       0    1289       -9   21          0  |         0         0          0       300         0
DEC-27   9200 P        0       0       0       0       0  |       0       0       0    1434       -9   21          0  |         0         0          0         0         0
DEC-27   9400 P        0       0       0       0       0  |       0       0       0    1586      -10   21          0  |         0         0          0         0         0
DEC-27   9600 P        0       0       0       0       0  |       0       0       0    1744      -10   21          0  |         0         0          0         0         0
DEC-27   9800 P        0       0       0       0       0  |       0       0       0    1908      -10   22          0  |         0         0          0         0         0
DEC-27  10000 P        0       0       0       0       0  |       0       0       0    2076      -10   22          0  |         0         0          0         0         0
DEC-27  10200 P        0       0       0       0       0  |       0       0       0    2248      -11   22          0  |         0         0          0         0         0
DEC-27  10400 P        0       0       0       0       0  |       0       0       0    2424      -11   22          0  |         0         0          0         0         0
DEC-27  10600 P        0       0       0       0       0  |       0       0       0    2604      -10   22          0  |         0         0          0         0         0
DEC-27  10800 P        0       0       0       0       0  |       0       0       0    2786      -10   22          0  |         0         0          0         0         0
DEC-27  11000 P        0       0       0       0       0  |       0       0       0    2970      -10   23          0  |         0         0          0         0         0
DEC-27  11200 P        0       0       0       0       0  |       0       0       0    3156      -11   23          0  |         0         0          0         0         0
DEC-27  11400 P        0       0       0       0       0  |       0       0       0    3344      -11   23          0  |         0         0          0         0         0
DEC-27  11600 P        0       0       0       0       0  |       0       0       0    3533      -11   23          0  |         0         0          0         0         0
DEC-27  11800 P        0       0       0       0       0  |       0       0       0    3724      -11   23          0  |         0         0          0         0         0
DEC-27  12000 P        0       0       0       0       0  |       0       0       0    3916      -11   24          0  |         0         0          0         0         0
DEC-27  12200 P        0       0       0       0       0  |       0       0       0    4109      -11   24          0  |         0         0          0         0         0
DEC-27  12400 P        0       0       0       0       0  |       0       0       0    4302      -11   24          0  |         0         0          0         0         0
DEC-27  12600 P        0       0       0       0       0  |       0       0       0    4497      -11   24          0  |         0         0          0         0         0
DEC-27  12800 P        0       0       0       0       0  |       0       0       0    4692      -11   25          0  |         0         0          0         0         0
DEC-27  13000 P        0       0       0       0       0  |       0       0       0    4887      -11   25          0  |         0         0          0         0         0
DEC-27  13200 P        0       0       0       0       0  |       0       0       0    5083      -12   25          0  |         0         0          0         0         0
DEC-27  13400 P        0       0       0       0       0  |       0       0       0    5280      -11   25          0  |         0         0          0         0         0
DEC-27  13600 P        0       0       0       0       0  |       0       0       0    5477      -11   26          0  |         0         0          0         0         0
DEC-27  13800 P        0       0       0       0       0  |       0       0       0    5674      -11   26          0  |         0         0          0         0         0
DEC-27  14000 P        0       0       0       0       0  |       0       0       0    5871      -12   26          0  |         0         0          0         0         0
DEC-27  14200 P        0       0       0       0       0  |       0       0       0    6069      -12   26          0  |         0         0          0         0         0
DEC-27  14400 P        0       0       0       0       0  |       0       0       0    6267      -12   27          0  |         0         0          0         0         0
DEC-27  14600 P        0       0       0       0       0  |       0       0       0    6465      -12   27          0  |         0         0          0         0         0
DEC-27  14800 P        0       0       0       0       0  |       0       0       0    6663      -12   27          0  |         0         0          0         0         0
DEC-27  15000 P        0       0       0       0       0  |       0       0       0    6862      -12   27          0  |         0         0          0         0         0

                              TOTAL PUT                0  |                               TOTAL PUT                0  | TOTAL PUT                    0      2150         0

                                                                                                                      | MONTH PUT/CALL RATIO ---------
                                                                                                                      | MONTH TOTAL                  0     10550         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    2654      +11   26          0  |         0         0          0         0         0
JUN-28   6000 C        0       0       0       0       0  |       0       0       0    2481      +11   25          0  |         0         0          0         0         0
JUN-28   6200 C        0       0       0       0       0  |       0       0       0    2312      +12   25          0  |         0         0          0         0         0
JUN-28   6400 C        0       0       0       0       0  |       0       0       0    2147      +11   24          0  |         0         0          0         0         0
JUN-28   6600 C        0       0       0       0       0  |       0       0       0    1988      +12   24          0  |         0         0          0         0         0
JUN-28   6800 C        0       0       0       0       0  |       0       0       0    1834      +11   23          0  |         0         0          0         0         0
JUN-28   7000 C        0       0       0       0       0  |       0       0       0    1687      +11   23          0  |         0         0          0         0         0
JUN-28   7200 C        0       0       0       0       0  |       0       0       0    1547      +10   22          0  |         0         0          0         0         0
JUN-28   7400 C        0       0       0       0       0  |       0       0       0    1415      +10   22          0  |         0         0          0         0         0
JUN-28   7600 C        0       0       0       0       0  |       0       0       0    1290       +9   22          0  |         0         0          0         0         0
JUN-28   7800 C        0       0       0       0       0  |       0       0       0    1174       +8   22          0  |         0         0          0         0         0
JUN-28   8000 C        0       0       0       0       0  |       0       0       0    1066       +7   22          0  |         0         0          0         0         0
JUN-28   8200 C        0       0       0       0       0  |       0       0       0     967       +7   21          0  |         0         0          0         0         0
JUN-28   8400 C        0       0       0       0       0  |       0       0       0     875       +6   21          0  |         0         0          0         0         0
JUN-28   8600 C        0       0       0       0       0  |       0       0       0     792       +6   21          0  |         0         0          0         0         0
JUN-28   8800 C        0       0       0       0       0  |       0       0       0     716       +5   21          0  |         0         0          0         0         0
JUN-28   9000 C        0       0       0       0       0  |       0       0       0     648       +5   21          0  |         0         0          0         0         0
JUN-28   9200 C        0       0       0       0       0  |       0       0       0     586       +5   21          0  |         0         0          0         0         0
JUN-28   9400 C        0       0       0       0       0  |       0       0       0     530       +4   21          0  |         0         0          0         0         0
JUN-28   9600 C        0       0       0       0       0  |       0       0       0     480       +4   21          0  |         0         0          0         0         0
JUN-28   9800 C        0       0       0       0       0  |       0       0       0     435       +4   22          0  |         0         0          0         0         0
JUN-28  10000 C        0       0       0       0       0  |       0       0       0     395       +5   22          0  |         0         0          0         0         0
JUN-28  10200 C        0       0       0       0       0  |       0       0       0     359       +5   22          0  |         0         0          0         0         0
JUN-28  10400 C        0       0       0       0       0  |       0       0       0     326       +4   22          0  |         0         0          0         0         0
JUN-28  10600 C        0       0       0       0       0  |       0       0       0     297       +5   22          0  |         0         0          0         0         0
JUN-28  10800 C        0       0       0       0       0  |       0       0       0     271       +5   22          0  |         0         0          0         0         0
JUN-28  11000 C        0       0       0       0       0  |       0       0       0     248       +5   22          0  |         0         0          0         0         0
JUN-28  11200 C        0       0       0       0       0  |       0       0       0     227       +6   22          0  |         0         0          0         0         0
JUN-28  11400 C        0       0       0       0       0  |       0       0       0     208       +6   23          0  |         0         0          0         0         0
JUN-28  11600 C        0       0       0       0       0  |       0       0       0     191       +6   23          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     189       -2   26          0  |         0         0          0         0         0
JUN-28   6000 P        0       0       0       0       0  |       0       0       0     216       -1   26          0  |         0         0          0         0         0
JUN-28   6200 P        0       0       0       0       0  |       0       0       0     247       -1   25          0  |         0         0          0         0         0
JUN-28   6400 P        0       0       0       0       0  |       0       0       0     283        0   25          0  |         0         0          0         0         0
JUN-28   6600 P        0       0       0       0       0  |       0       0       0     323       -1   24          0  |         0         0          0         0         0
JUN-28   6800 P        0       0       0       0       0  |       0       0       0     370        0   24          0  |         0         0          0         0         0
JUN-28   7000 P        0       0       0       0       0  |       0       0       0     422       -2   23          0  |         0         0          0         0         0
JUN-28   7200 P        0       0       0       0       0  |       0       0       0     482       -2   23          0  |         0         0          0         0         0
JUN-28   7400 P        0       0       0       0       0  |       0       0       0     550       -2   22          0  |         0         0          0         0         0
JUN-28   7600 P        0       0       0       0       0  |       0       0       0     626       -2   22          0  |         0         0          0         0         0
JUN-28   7800 P        0       0       0       0       0  |       0       0       0     709       -4   22          0  |         0         0          0         0         0
JUN-28   8000 P        0       0       0       0       0  |       0       0       0     801       -5   22          0  |         0         0          0         0         0
JUN-28   8200 P        0       0       0       0       0  |       0       0       0     902       -5   22          0  |         0         0          0         0         0
JUN-28   8400 P        0       0       0       0       0  |       0       0       0    1011       -5   22          0  |         0         0          0         0         0
JUN-28   8600 P        0       0       0       0       0  |       0       0       0    1127       -7   22          0  |         0         0          0         0         0
JUN-28   8800 P        0       0       0       0       0  |       0       0       0    1252       -6   22          0  |         0         0          0         0         0
JUN-28   9000 P        0       0       0       0       0  |       0       0       0    1383       -7   22          0  |         0         0          0         0         0
JUN-28   9200 P        0       0       0       0       0  |       0       0       0    1521       -8   22          0  |         0         0          0         0         0
JUN-28   9400 P        0       0       0       0       0  |       0       0       0    1666       -7   22          0  |         0         0          0         0         0
JUN-28   9600 P        0       0       0       0       0  |       0       0       0    1815       -8   22          0  |         0         0          0         0         0
JUN-28   9800 P        0       0       0       0       0  |       0       0       0    1970       -8   22          0  |         0         0          0         0         0
JUN-28  10000 P        0       0       0       0       0  |       0       0       0    2130       -8   22          0  |         0         0          0         0         0
JUN-28  10200 P        0       0       0       0       0  |       0       0       0    2294       -7   22          0  |         0         0          0         0         0
JUN-28  10400 P        0       0       0       0       0  |       0       0       0    2462       -7   22          0  |         0         0          0         0         0
JUN-28  10600 P        0       0       0       0       0  |       0       0       0    2633       -7   22          0  |         0         0          0         0         0
JUN-28  10800 P        0       0       0       0       0  |       0       0       0    2806       -7   22          0  |         0         0          0         0         0
JUN-28  11000 P        0       0       0       0       0  |       0       0       0    2983       -7   23          0  |         0         0          0         0         0
JUN-28  11200 P        0       0       0       0       0  |       0       0       0    3162       -7   23          0  |         0         0          0         0         0
JUN-28  11400 P        0       0       0       0       0  |       0       0       0    3343       -7   23          0  |         0         0          0         0         0
JUN-28  11600 P        0       0       0       0       0  |       0       0       0    3526       -7   23          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    4523       +4   34          0  |         0         0          0         0         0
DEC-28   4000 C        0       0       0       0       0  |       0       0       0    4429       +5   34          0  |         0         0          0         0         0
DEC-28   4100 C        0       0       0       0       0  |       0       0       0    4335       +5   33          0  |         0         0          0         0         0
DEC-28   4200 C        0       0       0       0       0  |       0       0       0    4241       +5   33          0  |         0         0          0         0         0
DEC-28   4300 C        0       0       0       0       0  |       0       0       0    4147       +5   32          0  |         0         0          0         0         0
DEC-28   4400 C        0       0       0       0       0  |       0       0       0    4054       +5   32          0  |         0         0          0         0         0
DEC-28   4500 C        0       0       0       0       0  |       0       0       0    3961       +5   31          0  |         0         0          0         0         0
DEC-28   4600 C        0       0       0       0       0  |       0       0       0    3868       +5   31          0  |         0         0          0         0         0
DEC-28   4700 C        0       0       0       0       0  |       0       0       0    3776       +6   31          0  |         0         0          0         0         0
DEC-28   4800 C        0       0       0       0       0  |       0       0       0    3684       +6   30          0  |         0         0          0         0         0
DEC-28   4900 C        0       0       0       0       0  |       0       0       0    3592       +6   30          0  |         0         0          0         0         0
DEC-28   5000 C        0       0       0       0       0  |       0       0       0    3501       +6   29          0  |         0         0          0         0         0
DEC-28   5200 C        0       0       0       0       0  |       0       0       0    3321       +7   28          0  |         0         0          0         0         0
DEC-28   5400 C        0       0       0       0       0  |       0       0       0    3142       +7   28          0  |         0         0          0         0         0
DEC-28   5600 C        0       0       0       0       0  |       0       0       0    2967       +8   27          0  |         0         0          0         0         0
DEC-28   5800 C        0       0       0       0       0  |       0       0       0    2794       +9   26          0  |         0         0          0         0         0
DEC-28   6000 C        0       0       0       0       0  |       0       0       0    2624       +9   25          0  |         0         0          0         0         0
DEC-28   6200 C        0       0       0       0       0  |       0       0       0    2459       +9   25          0  |         0         0          0         0         0
DEC-28   6400 C        0       0       0       0       0  |       0       0       0    2298      +10   24          0  |         0         0          0         0         0
DEC-28   6600 C        0       0       0       0       0  |       0       0       0    2142       +9   24          0  |         0         0          0         0         0
DEC-28   6800 C        0       0       0       0       0  |       0       0       0    1992      +10   23          0  |         0         0          0         0         0
DEC-28   7000 C        0       0       0       0       0  |       0       0       0    1848       +9   23          0  |         0         0          0         0         0
DEC-28   7200 C        0       0       0       0       0  |       0       0       0    1711       +9   23          0  |         0         0          0         0         0
DEC-28   7400 C        0       0       0       0       0  |       0       0       0    1580       +8   22          0  |         0         0          0         0         0
DEC-28   7600 C        0       0       0       0       0  |       0       0       0    1458       +8   22          0  |         0         0          0         0         0
DEC-28   7800 C        0       0       0       0       0  |       0       0       0    1342       +7   22          0  |         0         0          0         0         0
DEC-28   8000 C        0       0       0       0       0  |       0       0       0    1235       +6   22          0  |         0         0          0         0         0
DEC-28   8200 C        0       0       0       0       0  |       0       0       0    1135       +6   22          0  |         0         0          0         0         0
DEC-28   8400 C        0       0       0       0       0  |       0       0       0    1043       +5   21          0  |         0         0          0         0         0
DEC-28   8600 C        0       0       0       0       0  |       0       0       0     958       +5   21          0  |         0         0          0         0         0
DEC-28   8800 C        0       0       0       0       0  |       0       0       0     880       +4   21          0  |         0         0          0         0         0
DEC-28   9000 C        0       0       0       0       0  |       0       0       0     809       +4   21          0  |         0         0          0         0         0
DEC-28   9200 C        0       0       0       0       0  |       0       0       0     744       +4   21          0  |         0         0          0         0         0
DEC-28   9400 C        0       0       0       0       0  |       0       0       0     684       +4   21          0  |         0         0          0         0         0
DEC-28   9600 C        0       0       0       0       0  |       0       0       0     630       +4   22          0  |         0         0          0         0         0
DEC-28   9800 C        0       0       0       0       0  |       0       0       0     581       +4   22          0  |         0         0          0         0         0
DEC-28  10000 C        0       0       0       0       0  |       0       0       0     537       +5   22          0  |         0         0          0         0         0
DEC-28  10200 C        0       0       0       0       0  |       0       0       0     496       +5   22          0  |         0         0          0         0         0
DEC-28  10400 C        0       0       0       0       0  |       0       0       0     459       +5   22          0  |         0         0          0         0         0
DEC-28  10600 C        0       0       0       0       0  |       0       0       0     426       +6   22          0  |         0         0          0         0         0
DEC-28  10800 C        0       0       0       0       0  |       0       0       0     395       +5   22          0  |         0         0          0         0         0
DEC-28  11000 C        0       0       0       0       0  |       0       0       0     368       +7   22          0  |         0         0          0         0         0
DEC-28  11200 C        0       0       0       0       0  |       0       0       0     342       +6   22          0  |         0         0          0         0         0
DEC-28  11400 C        0       0       0       0       0  |       0       0       0     319       +7   23          0  |         0         0          0         0         0
DEC-28  11600 C        0       0       0       0       0  |       0       0       0     298       +7   23          0  |         0         0          0         0         0
DEC-28  11800 C        0       0       0       0       0  |       0       0       0     278       +7   23          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      92       -5   35          0  |         0         0          0         0         0
DEC-28   4000 P        0       0       0       0       0  |       0       0       0      97       -5   34          0  |         0         0          0         0         0
DEC-28   4100 P        0       0       0       0       0  |       0       0       0     103       -5   34          0  |         0         0          0         0         0
DEC-28   4200 P        0       0       0       0       0  |       0       0       0     109       -5   33          0  |         0         0          0         0         0
DEC-28   4300 P        0       0       0       0       0  |       0       0       0     116       -4   33          0  |         0         0          0         0         0
DEC-28   4400 P        0       0       0       0       0  |       0       0       0     122       -5   32          0  |         0         0          0         0         0
DEC-28   4500 P        0       0       0       0       0  |       0       0       0     129       -5   32          0  |         0         0          0         0         0
DEC-28   4600 P        0       0       0       0       0  |       0       0       0     137       -4   31          0  |         0         0          0         0         0
DEC-28   4700 P        0       0       0       0       0  |       0       0       0     144       -4   31          0  |         0         0          0         0         0
DEC-28   4800 P        0       0       0       0       0  |       0       0       0     153       -3   30          0  |         0         0          0         0         0
DEC-28   4900 P        0       0       0       0       0  |       0       0       0     161       -3   30          0  |         0         0          0         0         0
DEC-28   5000 P        0       0       0       0       0  |       0       0       0     170       -3   29          0  |         0         0          0         0         0
DEC-28   5200 P        0       0       0       0       0  |       0       0       0     189       -3   29          0  |         0         0          0         0         0
DEC-28   5400 P        0       0       0       0       0  |       0       0       0     211       -2   28          0  |         0         0          0         0         0
DEC-28   5600 P        0       0       0       0       0  |       0       0       0     235       -2   27          0  |         0         0          0         0         0
DEC-28   5800 P        0       0       0       0       0  |       0       0       0     263        0   26          0  |         0         0          0         0         0
DEC-28   6000 P        0       0       0       0       0  |       0       0       0     293        0   26          0  |         0         0          0         0         0
DEC-28   6200 P        0       0       0       0       0  |       0       0       0     328        0   25          0  |         0         0          0         0         0
DEC-28   6400 P        0       0       0       0       0  |       0       0       0     367        0   24          0  |         0         0          0         0         0
DEC-28   6600 P        0       0       0       0       0  |       0       0       0     411        0   24          0  |         0         0          0         0         0
DEC-28   6800 P        0       0       0       0       0  |       0       0       0     461        0   23          0  |         0         0          0         0         0
DEC-28   7000 P        0       0       0       0       0  |       0       0       0     517        0   23          0  |         0         0          0         0         0
DEC-28   7200 P        0       0       0       0       0  |       0       0       0     579       -1   23          0  |         0         0          0         0         0
DEC-28   7400 P        0       0       0       0       0  |       0       0       0     649       -1   22          0  |         0         0          0         0         0
DEC-28   7600 P        0       0       0       0       0  |       0       0       0     726       -2   22          0  |         0         0          0         0         0
DEC-28   7800 P        0       0       0       0       0  |       0       0       0     811       -2   22          0  |         0         0          0         0         0
DEC-28   8000 P        0       0       0       0       0  |       0       0       0     904       -3   22          0  |         0         0          0         0         0
DEC-28   8200 P        0       0       0       0       0  |       0       0       0    1004       -3   22          0  |         0         0          0         0         0
DEC-28   8400 P        0       0       0       0       0  |       0       0       0    1112       -4   22          0  |         0         0          0         0         0
DEC-28   8600 P        0       0       0       0       0  |       0       0       0    1227       -4   22          0  |         0         0          0         0         0
DEC-28   8800 P        0       0       0       0       0  |       0       0       0    1349       -5   21          0  |         0         0          0         0         0
DEC-28   9000 P        0       0       0       0       0  |       0       0       0    1478       -5   21          0  |         0         0          0         0         0
DEC-28   9200 P        0       0       0       0       0  |       0       0       0    1612       -6   22          0  |         0         0          0         0         0
DEC-28   9400 P        0       0       0       0       0  |       0       0       0    1753       -5   22          0  |         0         0          0         0         0
DEC-28   9600 P        0       0       0       0       0  |       0       0       0    1899       -5   22          0  |         0         0          0         0         0
DEC-28   9800 P        0       0       0       0       0  |       0       0       0    2050       -5   22          0  |         0         0          0         0         0
DEC-28  10000 P        0       0       0       0       0  |       0       0       0    2206       -4   22          0  |         0         0          0         0         0
DEC-28  10200 P        0       0       0       0       0  |       0       0       0    2365       -5   22          0  |         0         0          0         0         0
DEC-28  10400 P        0       0       0       0       0  |       0       0       0    2528       -4   22          0  |         0         0          0         0         0
DEC-28  10600 P        0       0       0       0       0  |       0       0       0    2695       -4   22          0  |         0         0          0         0         0
DEC-28  10800 P        0       0       0       0       0  |       0       0       0    2864       -4   22          0  |         0         0          0         0         0
DEC-28  11000 P        0       0       0       0       0  |       0       0       0    3036       -4   22          0  |         0         0          0         0         0
DEC-28  11200 P        0       0       0       0       0  |       0       0       0    3211       -3   23          0  |         0         0          0         0         0
DEC-28  11400 P        0       0       0       0       0  |       0       0       0    3388       -2   23          0  |         0         0          0         0         0
DEC-28  11600 P        0       0       0       0       0  |       0       0       0    3567       -2   23          0  |         0         0          0         0         0
DEC-28  11800 P        0       0       0       0       0  |       0       0       0    3747       -2   23          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    4090       -4   31          0  |         0         0          0         0         0
DEC-29   4700 C        0       0       0       0       0  |       0       0       0    4000       -4   31          0  |         0         0          0         0         0
DEC-29   4800 C        0       0       0       0       0  |       0       0       0    3911       -3   30          0  |         0         0          0         0         0
DEC-29   4900 C        0       0       0       0       0  |       0       0       0    3822       -3   30          0  |         0         0          0         0         0
DEC-29   5000 C        0       0       0       0       0  |       0       0       0    3734       -2   29          0  |         0         0          0         0         0
DEC-29   5200 C        0       0       0       0       0  |       0       0       0    3558       -2   28          0  |         0         0          0         0         0
DEC-29   5400 C        0       0       0       0       0  |       0       0       0    3385        0   28          0  |         0         0          0         0         0
DEC-29   5600 C        0       0       0       0       0  |       0       0       0    3215       +1   27          0  |         0         0          0         0         0
DEC-29   5800 C        0       0       0       0       0  |       0       0       0    3047       +2   26          0  |         0         0          0         0         0
DEC-29   6000 C        0       0       0       0       0  |       0       0       0    2882       +2   26          0  |         0         0          0         0         0
DEC-29   6200 C        0       0       0       0       0  |       0       0       0    2722       +4   25          0  |         0         0          0         0         0
DEC-29   6400 C        0       0       0       0       0  |       0       0       0    2565       +3   24          0  |         0         0          0         0         0
DEC-29   6600 C        0       0       0       0       0  |       0       0       0    2414       +4   24          0  |         0         0          0         0         0
DEC-29   6800 C        0       0       0       0       0  |       0       0       0    2268       +4   23          0  |         0         0          0         0         0
DEC-29   7000 C        0       0       0       0       0  |       0       0       0    2127       +3   23          0  |         0         0          0         0         0
DEC-29   7200 C        0       0       0       0       0  |       0       0       0    1993       +3   23          0  |         0         0          0         0         0
DEC-29   7400 C        0       0       0       0       0  |       0       0       0    1866       +3   22          0  |         0         0          0         0         0
DEC-29   7600 C        0       0       0       0       0  |       0       0       0    1745       +3   22          0  |         0         0          0         0         0
DEC-29   7800 C        0       0       0       0       0  |       0       0       0    1631       +2   22          0  |         0         0          0         0         0
DEC-29   8000 C        0       0       0       0       0  |       0       0       0    1525       +2   22          0  |         0         0          0         0         0
DEC-29   8200 C        0       0       0       0       0  |       0       0       0    1425       +1   22          0  |         0         0          0         0         0
DEC-29   8400 C        0       0       0       0       0  |       0       0       0    1332       +1   21          0  |         0         0          0         0         0
DEC-29   8600 C        0       0       0       0       0  |       0       0       0    1246       +1   21          0  |         0         0          0         0         0
DEC-29   8800 C        0       0       0       0       0  |       0       0       0    1166       +1   21          0  |         0         0          0         0         0
DEC-29   9000 C        0       0       0       0       0  |       0       0       0    1092        0   21          0  |         0         0          0         0         0
DEC-29   9200 C        0       0       0       0       0  |       0       0       0    1024       +1   21          0  |         0         0          0         0         0
DEC-29   9400 C        0       0       0       0       0  |       0       0       0     961       +1   21          0  |         0         0          0         0         0
DEC-29   9600 C        0       0       0       0       0  |       0       0       0     903       +1   22          0  |         0         0          0         0         0
DEC-29   9800 C        0       0       0       0       0  |       0       0       0     850       +2   22          0  |         0         0          0         0         0
DEC-29  10000 C        0       0       0       0       0  |       0       0       0     800       +2   22          0  |         0         0          0         0         0
DEC-29  10200 C        0       0       0       0       0  |       0       0       0     755       +3   22          0  |         0         0          0         0         0
DEC-29  10400 C        0       0       0       0       0  |       0       0       0     713       +4   22          0  |         0         0          0         0         0
DEC-29  10600 C        0       0       0       0       0  |       0       0       0     674       +4   22          0  |         0         0          0         0         0
DEC-29  10800 C        0       0       0       0       0  |       0       0       0     639       +5   22          0  |         0         0          0         0         0
DEC-29  11000 C        0       0       0       0       0  |       0       0       0     606       +6   22          0  |         0         0          0         0         0
DEC-29  11200 C        0       0       0       0       0  |       0       0       0     575       +6   23          0  |         0         0          0         0         0
DEC-29  11400 C        0       0       0       0       0  |       0       0       0     547       +8   23          0  |         0         0          0         0         0
DEC-29  11600 C        0       0       0       0       0  |       0       0       0     520       +8   23          0  |         0         0          0         0         0
DEC-29  11800 C        0       0       0       0       0  |       0       0       0     496       +9   23          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     248       -5   31          0  |         0         0          0         0         0
DEC-29   4700 P        0       0       0       0       0  |       0       0       0     259       -4   31          0  |         0         0          0         0         0
DEC-29   4800 P        0       0       0       0       0  |       0       0       0     270       -4   30          0  |         0         0          0         0         0
DEC-29   4900 P        0       0       0       0       0  |       0       0       0     281       -3   30          0  |         0         0          0         0         0
DEC-29   5000 P        0       0       0       0       0  |       0       0       0     292       -3   29          0  |         0         0          0         0         0
DEC-29   5200 P        0       0       0       0       0  |       0       0       0     317       -2   29          0  |         0         0          0         0         0
DEC-29   5400 P        0       0       0       0       0  |       0       0       0     344       -1   28          0  |         0         0          0         0         0
DEC-29   5600 P        0       0       0       0       0  |       0       0       0     373        0   27          0  |         0         0          0         0         0
DEC-29   5800 P        0       0       0       0       0  |       0       0       0     405       +1   26          0  |         0         0          0         0         0
DEC-29   6000 P        0       0       0       0       0  |       0       0       0     441       +2   26          0  |         0         0          0         0         0
DEC-29   6200 P        0       0       0       0       0  |       0       0       0     480       +2   25          0  |         0         0          0         0         0
DEC-29   6400 P        0       0       0       0       0  |       0       0       0     524       +3   24          0  |         0         0          0         0         0
DEC-29   6600 P        0       0       0       0       0  |       0       0       0     572       +3   24          0  |         0         0          0         0         0
DEC-29   6800 P        0       0       0       0       0  |       0       0       0     626       +3   23          0  |         0         0          0         0         0
DEC-29   7000 P        0       0       0       0       0  |       0       0       0     686       +3   23          0  |         0         0          0         0         0
DEC-29   7200 P        0       0       0       0       0  |       0       0       0     752       +3   23          0  |         0         0          0         0         0
DEC-29   7400 P        0       0       0       0       0  |       0       0       0     824       +2   22          0  |         0         0          0         0         0
DEC-29   7600 P        0       0       0       0       0  |       0       0       0     903       +1   22          0  |         0         0          0         0         0
DEC-29   7800 P        0       0       0       0       0  |       0       0       0     990       +1   22          0  |         0         0          0         0         0
DEC-29   8000 P        0       0       0       0       0  |       0       0       0    1083       +1   22          0  |         0         0          0         0         0
DEC-29   8200 P        0       0       0       0       0  |       0       0       0    1183        0   22          0  |         0         0          0         0         0
DEC-29   8400 P        0       0       0       0       0  |       0       0       0    1290       -1   22          0  |         0         0          0         0         0
DEC-29   8600 P        0       0       0       0       0  |       0       0       0    1404       -1   21          0  |         0         0          0         0         0
DEC-29   8800 P        0       0       0       0       0  |       0       0       0    1524       -1   21          0  |         0         0          0         0         0
DEC-29   9000 P        0       0       0       0       0  |       0       0       0    1650       -1   21          0  |         0         0          0         0         0
DEC-29   9200 P        0       0       0       0       0  |       0       0       0    1782       -1   21          0  |         0         0          0         0         0
DEC-29   9400 P        0       0       0       0       0  |       0       0       0    1919        0   22          0  |         0         0          0         0         0
DEC-29   9600 P        0       0       0       0       0  |       0       0       0    2061        0   22          0  |         0         0          0         0         0
DEC-29   9800 P        0       0       0       0       0  |       0       0       0    2208       +1   22          0  |         0         0          0         0         0
DEC-29  10000 P        0       0       0       0       0  |       0       0       0    2359       +2   22          0  |         0         0          0         0         0
DEC-29  10200 P        0       0       0       0       0  |       0       0       0    2513       +2   22          0  |         0         0          0         0         0
DEC-29  10400 P        0       0       0       0       0  |       0       0       0    2671       +2   22          0  |         0         0          0         0         0
DEC-29  10600 P        0       0       0       0       0  |       0       0       0    2833       +3   22          0  |         0         0          0         0         0
DEC-29  10800 P        0       0       0       0       0  |       0       0       0    2997       +4   22          0  |         0         0          0         0         0
DEC-29  11000 P        0       0       0       0       0  |       0       0       0    3164       +5   22          0  |         0         0          0         0         0
DEC-29  11200 P        0       0       0       0       0  |       0       0       0    3333       +5   23          0  |         0         0          0         0         0
DEC-29  11400 P        0       0       0       0       0  |       0       0       0    3505       +6   23          0  |         0         0          0         0         0
DEC-29  11600 P        0       0       0       0       0  |       0       0       0    3679       +7   23          0  |         0         0          0         0         0
DEC-29  11800 P        0       0       0       0       0  |       0       0       0    3854       +7   23          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    3276       -5   26          0  |         0         0          0         0         0
DEC-30   6000 C        0       0       0       0       0  |       0       0       0    3114       -4   26          0  |         0         0          0         0         0
DEC-30   6200 C        0       0       0       0       0  |       0       0       0    2956       -3   25          0  |         0         0          0         0         0
DEC-30   6400 C        0       0       0       0       0  |       0       0       0    2802       -3   24          0  |         0         0          0         0         0
DEC-30   6600 C        0       0       0       0       0  |       0       0       0    2653       -2   24          0  |         0         0          0         0         0
DEC-30   6800 C        0       0       0       0       0  |       0       0       0    2509       -2   23          0  |         0         0          0         0         0
DEC-30   7000 C        0       0       0       0       0  |       0       0       0    2371       -2   23          0  |         0         0          0         0         0
DEC-30   7200 C        0       0       0       0       0  |       0       0       0    2238       -3   23          0  |         0         0          0         0         0
DEC-30   7400 C        0       0       0       0       0  |       0       0       0    2112       -3   22          0  |         0         0          0         0         0
DEC-30   7600 C        0       0       0       0       0  |       0       0       0    1993       -3   22          0  |         0         0          0         0         0
DEC-30   7800 C        0       0       0       0       0  |       0       0       0    1880       -3   22          0  |         0         0          0         0         0
DEC-30   8000 C        0       0       0       0       0  |       0       0       0    1774       -4   22          0  |         0         0          0         0         0
DEC-30   8200 C        0       0       0       0       0  |       0       0       0    1674       -4   22          0  |         0         0          0         0         0
DEC-30   8400 C        0       0       0       0       0  |       0       0       0    1581       -5   21          0  |         0         0          0         0         0
DEC-30   8600 C        0       0       0       0       0  |       0       0       0    1495       -4   21          0  |         0         0          0         0         0
DEC-30   8800 C        0       0       0       0       0  |       0       0       0    1414       -4   21          0  |         0         0          0         0         0
DEC-30   9000 C        0       0       0       0       0  |       0       0       0    1339       -4   21          0  |         0         0          0         0         0
DEC-30   9200 C        0       0       0       0       0  |       0       0       0    1269       -4   21          0  |         0         0          0         0         0
DEC-30   9400 C        0       0       0       0       0  |       0       0       0    1205       -3   22          0  |         0         0          0         0         0
DEC-30   9600 C        0       0       0       0       0  |       0       0       0    1145       -2   22          0  |         0         0          0         0         0
DEC-30   9800 C        0       0       0       0       0  |       0       0       0    1089       -2   22          0  |         0         0          0         0         0
DEC-30  10000 C        0       0       0       0       0  |       0       0       0    1038       -1   22          0  |         0         0          0         0         0
DEC-30  10200 C        0       0       0       0       0  |       0       0       0     990        0   22          0  |         0         0          0         0         0
DEC-30  10400 C        0       0       0       0       0  |       0       0       0     945        0   22          0  |         0         0          0         0         0
DEC-30  10600 C        0       0       0       0       0  |       0       0       0     904       +2   22          0  |         0         0          0         0         0
DEC-30  10800 C        0       0       0       0       0  |       0       0       0     866       +3   22          0  |         0         0          0         0         0
DEC-30  11000 C        0       0       0       0       0  |       0       0       0     830       +4   22          0  |         0         0          0         0         0
DEC-30  11200 C        0       0       0       0       0  |       0       0       0     796       +4   22          0  |         0         0          0         0         0
DEC-30  11400 C        0       0       0       0       0  |       0       0       0     765       +6   23          0  |         0         0          0         0         0
DEC-30  11600 C        0       0       0       0       0  |       0       0       0     736       +7   23          0  |         0         0          0         0         0
DEC-30  11800 C        0       0       0       0       0  |       0       0       0     709       +8   23          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     532       +2   26          0  |         0         0          0         0         0
DEC-30   6000 P        0       0       0       0       0  |       0       0       0     570       +3   26          0  |         0         0          0         0         0
DEC-30   6200 P        0       0       0       0       0  |       0       0       0     612       +4   25          0  |         0         0          0         0         0
DEC-30   6400 P        0       0       0       0       0  |       0       0       0     659       +5   24          0  |         0         0          0         0         0
DEC-30   6600 P        0       0       0       0       0  |       0       0       0     710       +6   24          0  |         0         0          0         0         0
DEC-30   6800 P        0       0       0       0       0  |       0       0       0     766       +6   23          0  |         0         0          0         0         0
DEC-30   7000 P        0       0       0       0       0  |       0       0       0     827       +6   23          0  |         0         0          0         0         0
DEC-30   7200 P        0       0       0       0       0  |       0       0       0     895       +6   23          0  |         0         0          0         0         0
DEC-30   7400 P        0       0       0       0       0  |       0       0       0     969       +5   22          0  |         0         0          0         0         0
DEC-30   7600 P        0       0       0       0       0  |       0       0       0    1049       +4   22          0  |         0         0          0         0         0
DEC-30   7800 P        0       0       0       0       0  |       0       0       0    1137       +5   22          0  |         0         0          0         0         0
DEC-30   8000 P        0       0       0       0       0  |       0       0       0    1230       +4   22          0  |         0         0          0         0         0
DEC-30   8200 P        0       0       0       0       0  |       0       0       0    1331       +4   22          0  |         0         0          0         0         0
DEC-30   8400 P        0       0       0       0       0  |       0       0       0    1438       +4   22          0  |         0         0          0         0         0
DEC-30   8600 P        0       0       0       0       0  |       0       0       0    1551       +3   21          0  |         0         0          0         0         0
DEC-30   8800 P        0       0       0       0       0  |       0       0       0    1670       +3   21          0  |         0         0          0         0         0
DEC-30   9000 P        0       0       0       0       0  |       0       0       0    1796       +4   21          0  |         0         0          0         0         0
DEC-30   9200 P        0       0       0       0       0  |       0       0       0    1926       +4   21          0  |         0         0          0         0         0
DEC-30   9400 P        0       0       0       0       0  |       0       0       0    2061       +4   22          0  |         0         0          0         0         0
DEC-30   9600 P        0       0       0       0       0  |       0       0       0    2201       +5   22          0  |         0         0          0         0         0
DEC-30   9800 P        0       0       0       0       0  |       0       0       0    2346       +6   22          0  |         0         0          0         0         0
DEC-30  10000 P        0       0       0       0       0  |       0       0       0    2494       +6   22          0  |         0         0          0         0         0
DEC-30  10200 P        0       0       0       0       0  |       0       0       0    2647       +8   22          0  |         0         0          0         0         0
DEC-30  10400 P        0       0       0       0       0  |       0       0       0    2802       +8   22          0  |         0         0          0         0         0
DEC-30  10600 P        0       0       0       0       0  |       0       0       0    2961      +10   22          0  |         0         0          0         0         0
DEC-30  10800 P        0       0       0       0       0  |       0       0       0    3122      +10   22          0  |         0         0          0         0         0
DEC-30  11000 P        0       0       0       0       0  |       0       0       0    3286      +11   22          0  |         0         0          0         0         0
DEC-30  11200 P        0       0       0       0       0  |       0       0       0    3453      +13   23          0  |         0         0          0         0         0
DEC-30  11400 P        0       0       0       0       0  |       0       0       0    3622      +14   23          0  |         0         0          0         0         0
DEC-30  11600 P        0       0       0       0       0  |       0       0       0    3793      +15   23          0  |         0         0          0         0         0
DEC-30  11800 P        0       0       0       0       0  |       0       0       0    3965      +15   23          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    3495      -11   26          0  |         0         0          0         0         0
DEC-31   6000 C        0       0       0       0       0  |       0       0       0    3335      -10   26          0  |         0         0          0         0         0
DEC-31   6200 C        0       0       0       0       0  |       0       0       0    3178      -10   25          0  |         0         0          0         0         0
DEC-31   6400 C        0       0       0       0       0  |       0       0       0    3026       -8   24          0  |         0         0          0         0         0
DEC-31   6600 C        0       0       0       0       0  |       0       0       0    2878       -8   24          0  |         0         0          0         0         0
DEC-31   6800 C        0       0       0       0       0  |       0       0       0    2736       -7   23          0  |         0         0          0         0         0
DEC-31   7000 C        0       0       0       0       0  |       0       0       0    2598       -8   23          0  |         0         0          0         0         0
DEC-31   7200 C        0       0       0       0       0  |       0       0       0    2467       -7   23          0  |         0         0          0         0         0
DEC-31   7400 C        0       0       0       0       0  |       0       0       0    2342       -8   22          0  |         0         0          0         0         0
DEC-31   7600 C        0       0       0       0       0  |       0       0       0    2223       -8   22          0  |         0         0          0         0         0
DEC-31   7800 C        0       0       0       0       0  |       0       0       0    2111       -8   22          0  |         0         0          0         0         0
DEC-31   8000 C        0       0       0       0       0  |       0       0       0    2005       -9   22          0  |         0         0          0         0         0
DEC-31   8200 C        0       0       0       0       0  |       0       0       0    1906       -9   22          0  |         0         0          0         0         0
DEC-31   8400 C        0       0       0       0       0  |       0       0       0    1813       -9   21          0  |         0         0          0         0         0
DEC-31   8600 C        0       0       0       0       0  |       0       0       0    1726       -9   21          0  |         0         0          0         0         0
DEC-31   8800 C        0       0       0       0       0  |       0       0       0    1644       -9   21          0  |         0         0          0         0         0
DEC-31   9000 C        0       0       0       0       0  |       0       0       0    1569       -9   21          0  |         0         0          0         0         0
DEC-31   9200 C        0       0       0       0       0  |       0       0       0    1499       -8   21          0  |         0         0          0         0         0
DEC-31   9400 C        0       0       0       0       0  |       0       0       0    1433       -8   21          0  |         0         0          0         0         0
DEC-31   9600 C        0       0       0       0       0  |       0       0       0    1372       -7   22          0  |         0         0          0         0         0
DEC-31   9800 C        0       0       0       0       0  |       0       0       0    1315       -6   22          0  |         0         0          0         0         0
DEC-31  10000 C        0       0       0       0       0  |       0       0       0    1263       -4   22          0  |         0         0          0         0         0
DEC-31  10200 C        0       0       0       0       0  |       0       0       0    1213       -4   22          0  |         0         0          0         0         0
DEC-31  10400 C        0       0       0       0       0  |       0       0       0    1167       -3   22          0  |         0         0          0         0         0
DEC-31  10600 C        0       0       0       0       0  |       0       0       0    1125       -1   22          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     647       +4   26          0  |         0         0          0         0         0
DEC-31   6000 P        0       0       0       0       0  |       0       0       0     687       +5   26          0  |         0         0          0         0         0
DEC-31   6200 P        0       0       0       0       0  |       0       0       0     731       +7   25          0  |         0         0          0         0         0
DEC-31   6400 P        0       0       0       0       0  |       0       0       0     778       +7   24          0  |         0         0          0         0         0
DEC-31   6600 P        0       0       0       0       0  |       0       0       0     830       +7   24          0  |         0         0          0         0         0
DEC-31   6800 P        0       0       0       0       0  |       0       0       0     888       +8   23          0  |         0         0          0         0         0
DEC-31   7000 P        0       0       0       0       0  |       0       0       0     951       +9   23          0  |         0         0          0         0         0
DEC-31   7200 P        0       0       0       0       0  |       0       0       0    1019       +8   23          0  |         0         0          0         0         0
DEC-31   7400 P        0       0       0       0       0  |       0       0       0    1094       +8   22          0  |         0         0          0         0         0
DEC-31   7600 P        0       0       0       0       0  |       0       0       0    1175       +7   22          0  |         0         0          0         0         0
DEC-31   7800 P        0       0       0       0       0  |       0       0       0    1263       +7   22          0  |         0         0          0         0         0
DEC-31   8000 P        0       0       0       0       0  |       0       0       0    1357       +7   22          0  |         0         0          0         0         0
DEC-31   8200 P        0       0       0       0       0  |       0       0       0    1458       +7   22          0  |         0         0          0         0         0
DEC-31   8400 P        0       0       0       0       0  |       0       0       0    1565       +7   22          0  |         0         0          0         0         0
DEC-31   8600 P        0       0       0       0       0  |       0       0       0    1678       +7   21          0  |         0         0          0         0         0
DEC-31   8800 P        0       0       0       0       0  |       0       0       0    1797       +7   21          0  |         0         0          0         0         0
DEC-31   9000 P        0       0       0       0       0  |       0       0       0    1921       +7   21          0  |         0         0          0         0         0
DEC-31   9200 P        0       0       0       0       0  |       0       0       0    2051       +8   21          0  |         0         0          0         0         0
DEC-31   9400 P        0       0       0       0       0  |       0       0       0    2185       +8   22          0  |         0         0          0         0         0
DEC-31   9600 P        0       0       0       0       0  |       0       0       0    2324       +9   22          0  |         0         0          0         0         0
DEC-31   9800 P        0       0       0       0       0  |       0       0       0    2468      +10   22          0  |         0         0          0         0         0
DEC-31  10000 P        0       0       0       0       0  |       0       0       0    2615      +11   22          0  |         0         0          0         0         0
DEC-31  10200 P        0       0       0       0       0  |       0       0       0    2765      +12   22          0  |         0         0          0         0         0
DEC-31  10400 P        0       0       0       0       0  |       0       0       0    2920      +14   22          0  |         0         0          0         0         0
DEC-31  10600 P        0       0       0       0       0  |       0       0       0    3077      +15   22          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     0.27
                                                                                                                        MARKET TOTAL             14162    565683     -6980


                                 ***  END OF REPORT  ***

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