pm-settled end of week (eow)/end of month (eom) … · 2019. 6. 19. · pm-settled, end of week...

851
PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September 14, 2010, the Commission approved CBOE’s proposed rule change to establish a pilot program to list P.M.-settled options on broad-based indexes to expire on (a) any Friday of the month, other than the third Friday-of-the-month ("End of Week Expirations" or "EOWs"), and (b) the last trading day of the month ("End of Month Expirations" or "EOMs"). Under the End of Week/End of Month Expirations Pilot Program ("Program"), EOWs and EOMs are permitted on any broad-based index that is eligible for regular options trading. EOWs and EOMs are cash-settled and have European-style exercise. The proposal became effective on a pilot basis for a period fourteen months that commenced on the next full month after approval was received to establish the Program and the Program is scheduled to expire on December 14, 2011. Pursuant to the order approving the establishment of the Program, two months prior to the conclusion of the pilot period, CBOE is required to submit an annual report to the Commission, which addresses the following areas: Analysis of Volume & Open Interest, Monthly Analysis of EOW & EOM Trading Patterns and Provisional Analysis of Index Price Volatility. For purposes of the annual report, CBOE states that the Standard & Poor’s 500 Index ("S&P 500") was the only index on which EOWs were listed for trading under the Program. No EOM expirations traded under the Program. The first EOW on the S&P 500 was listed on December 2, 2010 and expired on December 10, 2010. The Exchange notes, that it ceased listing Short Term Option Series on the S&P 500 when the Program was approved; however, to manage market expectations, CBOE listed EOWs on the S&P 500 according to the convention used for Short Term Options Series. Specifically, the Exchange opened EOWs on the S&P 500 on Thursdays to expire the following Friday and did not populate other Friday expirations as permitted under the Program. In the data provided in the tabs to this annual report, the Exchange notes the symbol "SPX" refers to third-Friday-of-the-month, A.M.-settled S&P 500 options and the symbol "SPXW" refers to EOW expirations on the S&P 500. In addition, the data which follows is limited to EOW expirations since the Exchange did not list EOM expirations under the Program. In a separate filing, the Exchange is proposing to renew the Program for an additional fourteen months, so that it will expire on February 14, 2013. * * * * * FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Upload: others

Post on 17-Aug-2020

3 views

Category:

Documents


0 download

TRANSCRIPT

Page 1: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT

On September 14, 2010, the Commission approved CBOE’s proposed rule change

to establish a pilot program to list P.M.-settled options on broad-based indexes to expire on (a) any Friday of the month, other than the third Friday-of-the-month ("End of Week Expirations" or "EOWs"), and (b) the last trading day of the month ("End of Month Expirations" or "EOMs"). Under the End of Week/End of Month Expirations Pilot Program ("Program"), EOWs and EOMs are permitted on any broad-based index that is eligible for regular options trading. EOWs and EOMs are cash-settled and have European-style exercise. The proposal became effective on a pilot basis for a period fourteen months that commenced on the next full month after approval was received to establish the Program and the Program is scheduled to expire on December 14, 2011.

Pursuant to the order approving the establishment of the Program, two months prior to the conclusion of the pilot period, CBOE is required to submit an annual report to the Commission, which addresses the following areas: Analysis of Volume & Open Interest, Monthly Analysis of EOW & EOM Trading Patterns and Provisional Analysis of Index Price Volatility. For purposes of the annual report, CBOE states that the Standard & Poor’s 500 Index ("S&P 500") was the only index on which EOWs were listed for trading under the Program. No EOM expirations traded under the Program. The first EOW on the S&P 500 was listed on December 2, 2010 and expired on December 10, 2010. The Exchange notes, that it ceased listing Short Term Option Series on the S&P 500 when the Program was approved; however, to manage market expectations, CBOE listed EOWs on the S&P 500 according to the convention used for Short Term Options Series. Specifically, the Exchange opened EOWs on the S&P 500 on Thursdays to expire the following Friday and did not populate other Friday expirations as permitted under the Program.

In the data provided in the tabs to this annual report, the Exchange notes the

symbol "SPX" refers to third-Friday-of-the-month, A.M.-settled S&P 500 options and the symbol "SPXW" refers to EOW expirations on the S&P 500. In addition, the data which follows is limited to EOW expirations since the Exchange did not list EOM expirations under the Program.

In a separate filing, the Exchange is proposing to renew the Program for an

additional fourteen months, so that it will expire on February 14, 2013.

* * * * *

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 2: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Tab 1: Analysis of Volume & Open Interest For EOW and EOM series, the annual report will contain the following volume and open interest for each broad-based index overlying EOW and EOM options:

Monthly volume aggregated for all EOW and EOM series Volume in EOW and EOM series aggregated by expiration date Month-end open interest aggregated for all EOW and EOM series Month-end open interest for EOM series aggregated by expiration date; Week-

ending open interest for EOW series aggregated by expiration date Ratio of monthly aggregate volume in EOW and EOM series to total monthly

class volume Ratio of month-end open interest in EOM series to total month-end class open

interest; ratio of week-ending open interest in EOW series to total week-ending open interest.

In addition, the annual report will contain the information noted above for standard Expiration Friday, AM-settled series, if applicable1, for the period covered in the pilot report as well as for the six-month period prior to the initiation of the pilot. * The first EOW commenced trading on December 2, 2010. As a result, the six-month period prior to the initiation of the pilot commenced in June 2011. ** For the fifth and sixth bullet points above, quarterly expirations on the S&P 500 are included as part of the total monthly class volume and open interest, respectively. Upon request by the SEC, CBOE will provide a data file containing: 1. EOW and EOM option volume aggregated by series 2. EOW week-ending open interest for expiring series and EOM month-end open

interest for expiring series.

1 Standard OEX & XEO option series are PM-settled.

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 3: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUMEJun-10 SPX 19-Jun-10 200 P 204Jun-10 SPX 19-Jun-10 400 C 30Jun-10 SPX 19-Jun-10 500 C 4,630Jun-10 SPX 19-Jun-10 500 P 4,668Jun-10 SPX 19-Jun-10 550 P 15Jun-10 SPX 19-Jun-10 600 P 573Jun-10 SPX 19-Jun-10 625 P 293Jun-10 SPX 19-Jun-10 650 P 927Jun-10 SPX 19-Jun-10 675 P 1,388Jun-10 SPX 19-Jun-10 700 C 11Jun-10 SPX 19-Jun-10 700 P 6,112Jun-10 SPX 19-Jun-10 705 P 248Jun-10 SPX 19-Jun-10 710 P 235Jun-10 SPX 19-Jun-10 715 P 141Jun-10 SPX 19-Jun-10 720 P 250Jun-10 SPX 19-Jun-10 725 P 773Jun-10 SPX 19-Jun-10 730 P 94Jun-10 SPX 19-Jun-10 735 P 154Jun-10 SPX 19-Jun-10 740 P 742Jun-10 SPX 19-Jun-10 745 P 171Jun-10 SPX 19-Jun-10 750 C 1Jun-10 SPX 19-Jun-10 750 P 1,698Jun-10 SPX 19-Jun-10 755 P 153Jun-10 SPX 19-Jun-10 760 P 146Jun-10 SPX 19-Jun-10 765 P 104Jun-10 SPX 19-Jun-10 770 P 39Jun-10 SPX 19-Jun-10 775 C 3Jun-10 SPX 19-Jun-10 775 P 1,936Jun-10 SPX 19-Jun-10 780 P 2,588Jun-10 SPX 19-Jun-10 785 P 2,600Jun-10 SPX 19-Jun-10 790 P 1,919Jun-10 SPX 19-Jun-10 795 P 2,100Jun-10 SPX 19-Jun-10 800 C 14Jun-10 SPX 19-Jun-10 800 P 14,180Jun-10 SPX 19-Jun-10 805 P 396Jun-10 SPX 19-Jun-10 810 P 271Jun-10 SPX 19-Jun-10 815 P 190Jun-10 SPX 19-Jun-10 820 P 91Jun-10 SPX 19-Jun-10 825 C 2Jun-10 SPX 19-Jun-10 825 P 16,463Jun-10 SPX 19-Jun-10 830 P 4,536Jun-10 SPX 19-Jun-10 835 P 1,148Jun-10 SPX 19-Jun-10 840 P 714Jun-10 SPX 19-Jun-10 845 P 256Jun-10 SPX 19-Jun-10 850 C 6Jun-10 SPX 19-Jun-10 850 P 64,609Jun-10 SPX 19-Jun-10 855 P 411Jun-10 SPX 19-Jun-10 860 P 4,821

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 4: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 19-Jun-10 865 P 346Jun-10 SPX 19-Jun-10 870 P 345Jun-10 SPX 19-Jun-10 875 C 650Jun-10 SPX 19-Jun-10 875 P 9,738Jun-10 SPX 19-Jun-10 880 P 1,418Jun-10 SPX 19-Jun-10 885 P 168Jun-10 SPX 19-Jun-10 890 P 3,060Jun-10 SPX 19-Jun-10 895 P 6,179Jun-10 SPX 19-Jun-10 900 C 544Jun-10 SPX 19-Jun-10 900 P 71,509Jun-10 SPX 19-Jun-10 905 P 2,288Jun-10 SPX 19-Jun-10 910 C 1Jun-10 SPX 19-Jun-10 910 P 9,191Jun-10 SPX 19-Jun-10 915 C 60Jun-10 SPX 19-Jun-10 915 P 1,122Jun-10 SPX 19-Jun-10 920 C 3Jun-10 SPX 19-Jun-10 920 P 9,045Jun-10 SPX 19-Jun-10 925 C 1Jun-10 SPX 19-Jun-10 925 P 54,030Jun-10 SPX 19-Jun-10 930 C 9Jun-10 SPX 19-Jun-10 930 P 23,271Jun-10 SPX 19-Jun-10 935 P 7,121Jun-10 SPX 19-Jun-10 940 P 11,448Jun-10 SPX 19-Jun-10 945 P 2,571Jun-10 SPX 19-Jun-10 950 C 146Jun-10 SPX 19-Jun-10 950 P 206,957Jun-10 SPX 19-Jun-10 955 C 1Jun-10 SPX 19-Jun-10 955 P 3,422Jun-10 SPX 19-Jun-10 960 C 4Jun-10 SPX 19-Jun-10 960 P 19,298Jun-10 SPX 19-Jun-10 965 C 1Jun-10 SPX 19-Jun-10 965 P 1,048Jun-10 SPX 19-Jun-10 970 C 35Jun-10 SPX 19-Jun-10 970 P 5,454Jun-10 SPX 19-Jun-10 975 C 662Jun-10 SPX 19-Jun-10 975 P 90,255Jun-10 SPX 19-Jun-10 980 C 67Jun-10 SPX 19-Jun-10 980 P 9,426Jun-10 SPX 19-Jun-10 985 P 2,447Jun-10 SPX 19-Jun-10 990 C 70Jun-10 SPX 19-Jun-10 990 P 13,971Jun-10 SPX 19-Jun-10 995 C 101Jun-10 SPX 19-Jun-10 995 P 2,400Jun-10 SPX 19-Jun-10 1000 C 8,514Jun-10 SPX 19-Jun-10 1000 P 226,226Jun-10 SPX 19-Jun-10 1005 P 4,701Jun-10 SPX 19-Jun-10 1010 C 2Jun-10 SPX 19-Jun-10 1010 P 19,789

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 5: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 19-Jun-10 1015 C 2Jun-10 SPX 19-Jun-10 1015 P 9,772Jun-10 SPX 19-Jun-10 1020 C 58Jun-10 SPX 19-Jun-10 1020 P 15,359Jun-10 SPX 19-Jun-10 1025 C 9,844Jun-10 SPX 19-Jun-10 1025 P 111,099Jun-10 SPX 19-Jun-10 1030 C 483Jun-10 SPX 19-Jun-10 1030 P 14,102Jun-10 SPX 19-Jun-10 1035 C 44Jun-10 SPX 19-Jun-10 1035 P 6,218Jun-10 SPX 19-Jun-10 1040 C 824Jun-10 SPX 19-Jun-10 1040 P 27,096Jun-10 SPX 19-Jun-10 1045 C 14,964Jun-10 SPX 19-Jun-10 1045 P 19,264Jun-10 SPX 19-Jun-10 1050 C 58,099Jun-10 SPX 19-Jun-10 1050 P 284,190Jun-10 SPX 19-Jun-10 1055 C 31,229Jun-10 SPX 19-Jun-10 1055 P 41,662Jun-10 SPX 19-Jun-10 1060 C 14,613Jun-10 SPX 19-Jun-10 1060 P 54,835Jun-10 SPX 19-Jun-10 1065 C 40,763Jun-10 SPX 19-Jun-10 1065 P 48,232Jun-10 SPX 19-Jun-10 1070 C 27,208Jun-10 SPX 19-Jun-10 1070 P 47,374Jun-10 SPX 19-Jun-10 1075 C 67,023Jun-10 SPX 19-Jun-10 1075 P 141,637Jun-10 SPX 19-Jun-10 1080 C 85,120Jun-10 SPX 19-Jun-10 1080 P 88,931Jun-10 SPX 19-Jun-10 1085 C 39,971Jun-10 SPX 19-Jun-10 1085 P 44,947Jun-10 SPX 19-Jun-10 1090 C 38,186Jun-10 SPX 19-Jun-10 1090 P 49,733Jun-10 SPX 19-Jun-10 1095 C 12,031Jun-10 SPX 19-Jun-10 1095 P 18,929Jun-10 SPX 19-Jun-10 1100 C 489,612Jun-10 SPX 19-Jun-10 1100 P 453,844Jun-10 SPX 19-Jun-10 1105 C 16,799Jun-10 SPX 19-Jun-10 1105 P 11,748Jun-10 SPX 19-Jun-10 1110 C 56,042Jun-10 SPX 19-Jun-10 1110 P 13,283Jun-10 SPX 19-Jun-10 1115 C 39,101Jun-10 SPX 19-Jun-10 1115 P 12,635Jun-10 SPX 19-Jun-10 1120 C 45,043Jun-10 SPX 19-Jun-10 1120 P 5,708Jun-10 SPX 19-Jun-10 1125 C 252,894Jun-10 SPX 19-Jun-10 1125 P 36,122Jun-10 SPX 19-Jun-10 1130 C 57,834Jun-10 SPX 19-Jun-10 1130 P 1,405

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 6: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 19-Jun-10 1135 C 29,450Jun-10 SPX 19-Jun-10 1135 P 161Jun-10 SPX 19-Jun-10 1140 C 36,572Jun-10 SPX 19-Jun-10 1140 P 3,069Jun-10 SPX 19-Jun-10 1145 C 24,040Jun-10 SPX 19-Jun-10 1145 P 534Jun-10 SPX 19-Jun-10 1150 C 164,744Jun-10 SPX 19-Jun-10 1150 P 11,102Jun-10 SPX 19-Jun-10 1155 C 17,268Jun-10 SPX 19-Jun-10 1155 P 318Jun-10 SPX 19-Jun-10 1160 C 33,760Jun-10 SPX 19-Jun-10 1160 P 242Jun-10 SPX 19-Jun-10 1165 C 13,400Jun-10 SPX 19-Jun-10 1165 P 120Jun-10 SPX 19-Jun-10 1170 C 18,233Jun-10 SPX 19-Jun-10 1170 P 1,107Jun-10 SPX 19-Jun-10 1175 C 48,089Jun-10 SPX 19-Jun-10 1175 P 2,384Jun-10 SPX 19-Jun-10 1180 C 17,200Jun-10 SPX 19-Jun-10 1180 P 274Jun-10 SPX 19-Jun-10 1185 C 4,990Jun-10 SPX 19-Jun-10 1185 P 151Jun-10 SPX 19-Jun-10 1190 C 10,686Jun-10 SPX 19-Jun-10 1190 P 507Jun-10 SPX 19-Jun-10 1195 C 3,336Jun-10 SPX 19-Jun-10 1195 P 85Jun-10 SPX 19-Jun-10 1200 C 30,825Jun-10 SPX 19-Jun-10 1200 P 1,899Jun-10 SPX 19-Jun-10 1205 C 1,663Jun-10 SPX 19-Jun-10 1205 P 17Jun-10 SPX 19-Jun-10 1210 C 5,189Jun-10 SPX 19-Jun-10 1210 P 19Jun-10 SPX 19-Jun-10 1215 C 7,140Jun-10 SPX 19-Jun-10 1215 P 51Jun-10 SPX 19-Jun-10 1220 C 491Jun-10 SPX 19-Jun-10 1220 P 66Jun-10 SPX 19-Jun-10 1225 C 9,873Jun-10 SPX 19-Jun-10 1225 P 237Jun-10 SPX 19-Jun-10 1230 C 876Jun-10 SPX 19-Jun-10 1230 P 30Jun-10 SPX 19-Jun-10 1235 C 347Jun-10 SPX 19-Jun-10 1235 P 14Jun-10 SPX 19-Jun-10 1240 C 248Jun-10 SPX 19-Jun-10 1245 C 78Jun-10 SPX 19-Jun-10 1250 C 1,433Jun-10 SPX 19-Jun-10 1250 P 183Jun-10 SPX 19-Jun-10 1255 C 175Jun-10 SPX 19-Jun-10 1260 C 1,377

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 7: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 19-Jun-10 1260 P 1Jun-10 SPX 19-Jun-10 1265 C 72Jun-10 SPX 19-Jun-10 1270 C 346Jun-10 SPX 19-Jun-10 1270 P 1Jun-10 SPX 19-Jun-10 1275 C 460Jun-10 SPX 19-Jun-10 1275 P 11Jun-10 SPX 19-Jun-10 1280 C 66Jun-10 SPX 19-Jun-10 1285 C 142Jun-10 SPX 19-Jun-10 1290 C 197Jun-10 SPX 19-Jun-10 1295 C 58Jun-10 SPX 19-Jun-10 1300 C 2,999Jun-10 SPX 19-Jun-10 1305 C 13Jun-10 SPX 19-Jun-10 1310 C 204Jun-10 SPX 19-Jun-10 1320 C 1Jun-10 SPX 19-Jun-10 1325 C 1,791Jun-10 SPX 19-Jun-10 1350 C 1,891Jun-10 SPX 19-Jun-10 1400 C 203Jun-10 SPX 19-Jun-10 1500 C 4,630Jun-10 SPX 19-Jun-10 1500 P 4,638Jun-10 SPX 19-Jun-10 1600 P 20Jun-10 SPX 19-Jun-10 1700 P 30Jun-10 SPX 19-Jun-10 1800 P 20Jun-10 SPX 19-Jun-10 1900 P 100Jun-10 SPX 19-Jun-10 2000 P 92Jun-10 SPX 17-Jul-10 500 C 200Jun-10 SPX 17-Jul-10 500 P 12,135Jun-10 SPX 17-Jul-10 525 P 10,209Jun-10 SPX 17-Jul-10 550 P 10,772Jun-10 SPX 17-Jul-10 575 P 9,511Jun-10 SPX 17-Jul-10 600 P 17,107Jun-10 SPX 17-Jul-10 605 P 2,282Jun-10 SPX 17-Jul-10 610 P 2,247Jun-10 SPX 17-Jul-10 615 P 2,212Jun-10 SPX 17-Jul-10 620 P 2,167Jun-10 SPX 17-Jul-10 625 P 2,792Jun-10 SPX 17-Jul-10 630 P 2,413Jun-10 SPX 17-Jul-10 635 P 2,058Jun-10 SPX 17-Jul-10 640 P 2,057Jun-10 SPX 17-Jul-10 645 P 2,095Jun-10 SPX 17-Jul-10 650 P 8,579Jun-10 SPX 17-Jul-10 655 P 2,469Jun-10 SPX 17-Jul-10 660 P 2,084Jun-10 SPX 17-Jul-10 665 P 2,473Jun-10 SPX 17-Jul-10 670 P 2,460Jun-10 SPX 17-Jul-10 675 P 4,998Jun-10 SPX 17-Jul-10 680 P 3,200Jun-10 SPX 17-Jul-10 685 P 3,053Jun-10 SPX 17-Jul-10 690 P 3,239

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 8: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 17-Jul-10 695 P 3,376Jun-10 SPX 17-Jul-10 700 C 111Jun-10 SPX 17-Jul-10 700 P 45,063Jun-10 SPX 17-Jul-10 705 C 100Jun-10 SPX 17-Jul-10 705 P 4,335Jun-10 SPX 17-Jul-10 710 P 3,688Jun-10 SPX 17-Jul-10 715 P 2,896Jun-10 SPX 17-Jul-10 720 P 2,953Jun-10 SPX 17-Jul-10 725 C 1Jun-10 SPX 17-Jul-10 725 P 30,164Jun-10 SPX 17-Jul-10 730 P 3,065Jun-10 SPX 17-Jul-10 735 P 2,574Jun-10 SPX 17-Jul-10 740 P 2,580Jun-10 SPX 17-Jul-10 745 P 2,458Jun-10 SPX 17-Jul-10 750 C 88Jun-10 SPX 17-Jul-10 750 P 14,304Jun-10 SPX 17-Jul-10 755 P 3,915Jun-10 SPX 17-Jul-10 760 P 2,699Jun-10 SPX 17-Jul-10 765 P 2,958Jun-10 SPX 17-Jul-10 770 P 2,958Jun-10 SPX 17-Jul-10 775 C 99Jun-10 SPX 17-Jul-10 775 P 7,660Jun-10 SPX 17-Jul-10 780 P 2,379Jun-10 SPX 17-Jul-10 785 P 2,370Jun-10 SPX 17-Jul-10 790 P 3,094Jun-10 SPX 17-Jul-10 795 P 6,495Jun-10 SPX 17-Jul-10 800 C 143Jun-10 SPX 17-Jul-10 800 P 90,494Jun-10 SPX 17-Jul-10 805 P 1,951Jun-10 SPX 17-Jul-10 810 P 6,550Jun-10 SPX 17-Jul-10 815 C 210Jun-10 SPX 17-Jul-10 815 P 6,883Jun-10 SPX 17-Jul-10 820 P 2,309Jun-10 SPX 17-Jul-10 825 C 118Jun-10 SPX 17-Jul-10 825 P 35,772Jun-10 SPX 17-Jul-10 830 P 2,301Jun-10 SPX 17-Jul-10 835 C 35Jun-10 SPX 17-Jul-10 835 P 2,105Jun-10 SPX 17-Jul-10 840 P 3,334Jun-10 SPX 17-Jul-10 845 P 1,895Jun-10 SPX 17-Jul-10 850 C 89Jun-10 SPX 17-Jul-10 850 P 126,627Jun-10 SPX 17-Jul-10 855 P 2,218Jun-10 SPX 17-Jul-10 860 P 12,154Jun-10 SPX 17-Jul-10 865 P 4,027Jun-10 SPX 17-Jul-10 870 P 6,914Jun-10 SPX 17-Jul-10 875 C 98Jun-10 SPX 17-Jul-10 875 P 31,079

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 9: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 17-Jul-10 880 C 3Jun-10 SPX 17-Jul-10 880 P 8,916Jun-10 SPX 17-Jul-10 885 P 6,858Jun-10 SPX 17-Jul-10 890 C 210Jun-10 SPX 17-Jul-10 890 P 4,816Jun-10 SPX 17-Jul-10 895 C 10Jun-10 SPX 17-Jul-10 895 P 6,635Jun-10 SPX 17-Jul-10 900 C 178Jun-10 SPX 17-Jul-10 900 P 140,471Jun-10 SPX 17-Jul-10 905 P 2,784Jun-10 SPX 17-Jul-10 910 P 20,276Jun-10 SPX 17-Jul-10 915 P 4,382Jun-10 SPX 17-Jul-10 920 C 1Jun-10 SPX 17-Jul-10 920 P 7,504Jun-10 SPX 17-Jul-10 925 C 113Jun-10 SPX 17-Jul-10 925 P 66,260Jun-10 SPX 17-Jul-10 930 C 12Jun-10 SPX 17-Jul-10 930 P 31,901Jun-10 SPX 17-Jul-10 935 C 40Jun-10 SPX 17-Jul-10 935 P 9,648Jun-10 SPX 17-Jul-10 940 C 13Jun-10 SPX 17-Jul-10 940 P 18,938Jun-10 SPX 17-Jul-10 945 C 2Jun-10 SPX 17-Jul-10 945 P 4,735Jun-10 SPX 17-Jul-10 950 C 511Jun-10 SPX 17-Jul-10 950 P 215,042Jun-10 SPX 17-Jul-10 955 P 2,766Jun-10 SPX 17-Jul-10 960 C 14Jun-10 SPX 17-Jul-10 960 P 13,187Jun-10 SPX 17-Jul-10 965 C 28Jun-10 SPX 17-Jul-10 965 P 3,412Jun-10 SPX 17-Jul-10 970 C 4Jun-10 SPX 17-Jul-10 970 P 18,185Jun-10 SPX 17-Jul-10 975 C 16Jun-10 SPX 17-Jul-10 975 P 96,233Jun-10 SPX 17-Jul-10 980 C 54Jun-10 SPX 17-Jul-10 980 P 21,970Jun-10 SPX 17-Jul-10 985 C 12Jun-10 SPX 17-Jul-10 985 P 5,848Jun-10 SPX 17-Jul-10 990 C 50Jun-10 SPX 17-Jul-10 990 P 22,726Jun-10 SPX 17-Jul-10 995 C 8Jun-10 SPX 17-Jul-10 995 P 10,154Jun-10 SPX 17-Jul-10 1000 C 796Jun-10 SPX 17-Jul-10 1000 P 331,296Jun-10 SPX 17-Jul-10 1005 C 4Jun-10 SPX 17-Jul-10 1005 P 10,288Jun-10 SPX 17-Jul-10 1010 C 28

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 10: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 17-Jul-10 1010 P 10,556Jun-10 SPX 17-Jul-10 1015 C 70Jun-10 SPX 17-Jul-10 1015 P 16,008Jun-10 SPX 17-Jul-10 1020 C 441Jun-10 SPX 17-Jul-10 1020 P 30,573Jun-10 SPX 17-Jul-10 1025 C 14,819Jun-10 SPX 17-Jul-10 1025 P 139,584Jun-10 SPX 17-Jul-10 1030 C 552Jun-10 SPX 17-Jul-10 1030 P 23,678Jun-10 SPX 17-Jul-10 1035 C 258Jun-10 SPX 17-Jul-10 1035 P 10,449Jun-10 SPX 17-Jul-10 1040 C 3,784Jun-10 SPX 17-Jul-10 1040 P 40,410Jun-10 SPX 17-Jul-10 1045 C 1,923Jun-10 SPX 17-Jul-10 1045 P 18,220Jun-10 SPX 17-Jul-10 1050 C 54,540Jun-10 SPX 17-Jul-10 1050 P 277,650Jun-10 SPX 17-Jul-10 1055 C 2,448Jun-10 SPX 17-Jul-10 1055 P 11,257Jun-10 SPX 17-Jul-10 1060 C 8,763Jun-10 SPX 17-Jul-10 1060 P 52,366Jun-10 SPX 17-Jul-10 1065 C 7,245Jun-10 SPX 17-Jul-10 1065 P 7,063Jun-10 SPX 17-Jul-10 1070 C 6,352Jun-10 SPX 17-Jul-10 1070 P 18,938Jun-10 SPX 17-Jul-10 1075 C 66,656Jun-10 SPX 17-Jul-10 1075 P 149,757Jun-10 SPX 17-Jul-10 1080 C 11,370Jun-10 SPX 17-Jul-10 1080 P 25,432Jun-10 SPX 17-Jul-10 1085 C 9,176Jun-10 SPX 17-Jul-10 1085 P 13,133Jun-10 SPX 17-Jul-10 1090 C 9,786Jun-10 SPX 17-Jul-10 1090 P 23,630Jun-10 SPX 17-Jul-10 1095 C 2,876Jun-10 SPX 17-Jul-10 1095 P 2,550Jun-10 SPX 17-Jul-10 1100 C 329,716Jun-10 SPX 17-Jul-10 1100 P 310,399Jun-10 SPX 17-Jul-10 1105 C 15,762Jun-10 SPX 17-Jul-10 1105 P 3,184Jun-10 SPX 17-Jul-10 1110 C 21,263Jun-10 SPX 17-Jul-10 1110 P 9,162Jun-10 SPX 17-Jul-10 1115 C 38,647Jun-10 SPX 17-Jul-10 1115 P 5,484Jun-10 SPX 17-Jul-10 1120 C 15,508Jun-10 SPX 17-Jul-10 1120 P 2,375Jun-10 SPX 17-Jul-10 1125 C 204,339Jun-10 SPX 17-Jul-10 1125 P 24,853Jun-10 SPX 17-Jul-10 1130 C 45,547

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 11: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 17-Jul-10 1130 P 25,178Jun-10 SPX 17-Jul-10 1135 C 24,521Jun-10 SPX 17-Jul-10 1135 P 246Jun-10 SPX 17-Jul-10 1140 C 42,798Jun-10 SPX 17-Jul-10 1140 P 365Jun-10 SPX 17-Jul-10 1145 C 10,504Jun-10 SPX 17-Jul-10 1145 P 138Jun-10 SPX 17-Jul-10 1150 C 262,131Jun-10 SPX 17-Jul-10 1150 P 7,225Jun-10 SPX 17-Jul-10 1155 C 15,257Jun-10 SPX 17-Jul-10 1155 P 128Jun-10 SPX 17-Jul-10 1160 C 47,232Jun-10 SPX 17-Jul-10 1160 P 354Jun-10 SPX 17-Jul-10 1165 C 48,637Jun-10 SPX 17-Jul-10 1165 P 181Jun-10 SPX 17-Jul-10 1170 C 43,591Jun-10 SPX 17-Jul-10 1170 P 216Jun-10 SPX 17-Jul-10 1175 C 77,051Jun-10 SPX 17-Jul-10 1175 P 2,757Jun-10 SPX 17-Jul-10 1180 C 39,886Jun-10 SPX 17-Jul-10 1180 P 102Jun-10 SPX 17-Jul-10 1185 C 12,363Jun-10 SPX 17-Jul-10 1185 P 75Jun-10 SPX 17-Jul-10 1190 C 27,570Jun-10 SPX 17-Jul-10 1190 P 123Jun-10 SPX 17-Jul-10 1195 C 10,617Jun-10 SPX 17-Jul-10 1195 P 58Jun-10 SPX 17-Jul-10 1200 C 59,831Jun-10 SPX 17-Jul-10 1200 P 2,269Jun-10 SPX 17-Jul-10 1205 C 4,760Jun-10 SPX 17-Jul-10 1205 P 245Jun-10 SPX 17-Jul-10 1210 C 35,366Jun-10 SPX 17-Jul-10 1210 P 244Jun-10 SPX 17-Jul-10 1215 C 3,185Jun-10 SPX 17-Jul-10 1215 P 53Jun-10 SPX 17-Jul-10 1220 C 8,514Jun-10 SPX 17-Jul-10 1220 P 109Jun-10 SPX 17-Jul-10 1225 C 62,278Jun-10 SPX 17-Jul-10 1225 P 162Jun-10 SPX 17-Jul-10 1230 C 2,338Jun-10 SPX 17-Jul-10 1230 P 27Jun-10 SPX 17-Jul-10 1235 C 2,431Jun-10 SPX 17-Jul-10 1235 P 27Jun-10 SPX 17-Jul-10 1240 C 19,197Jun-10 SPX 17-Jul-10 1240 P 10Jun-10 SPX 17-Jul-10 1245 C 8,075Jun-10 SPX 17-Jul-10 1245 P 2Jun-10 SPX 17-Jul-10 1250 C 27,239

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 12: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 17-Jul-10 1250 P 37Jun-10 SPX 17-Jul-10 1255 C 964Jun-10 SPX 17-Jul-10 1255 P 13Jun-10 SPX 17-Jul-10 1260 C 802Jun-10 SPX 17-Jul-10 1265 C 818Jun-10 SPX 17-Jul-10 1270 C 1,059Jun-10 SPX 17-Jul-10 1270 P 3Jun-10 SPX 17-Jul-10 1275 C 11,586Jun-10 SPX 17-Jul-10 1280 C 961Jun-10 SPX 17-Jul-10 1280 P 100Jun-10 SPX 17-Jul-10 1285 C 534Jun-10 SPX 17-Jul-10 1285 P 100Jun-10 SPX 17-Jul-10 1290 C 960Jun-10 SPX 17-Jul-10 1290 P 40Jun-10 SPX 17-Jul-10 1295 C 540Jun-10 SPX 17-Jul-10 1295 P 23Jun-10 SPX 17-Jul-10 1300 C 1,948Jun-10 SPX 17-Jul-10 1300 P 50Jun-10 SPX 17-Jul-10 1305 C 173Jun-10 SPX 17-Jul-10 1310 C 161Jun-10 SPX 17-Jul-10 1315 C 146Jun-10 SPX 17-Jul-10 1320 C 40Jun-10 SPX 17-Jul-10 1325 C 254Jun-10 SPX 17-Jul-10 1330 C 60Jun-10 SPX 17-Jul-10 1335 C 48Jun-10 SPX 17-Jul-10 1340 C 43Jun-10 SPX 17-Jul-10 1345 C 38Jun-10 SPX 17-Jul-10 1350 C 154Jun-10 SPX 17-Jul-10 1355 C 18Jun-10 SPX 17-Jul-10 1360 C 8Jun-10 SPX 17-Jul-10 1365 C 1Jun-10 SPX 17-Jul-10 1370 C 17Jun-10 SPX 17-Jul-10 1375 C 17Jun-10 SPX 17-Jul-10 1380 C 1Jun-10 SPX 17-Jul-10 1385 C 1Jun-10 SPX 17-Jul-10 1390 C 1Jun-10 SPX 17-Jul-10 1400 C 8Jun-10 SPX 17-Jul-10 1425 C 1Jun-10 SPX 17-Jul-10 1500 C 200Jun-10 SPX 17-Jul-10 1500 P 200Jun-10 SPX 21-Aug-10 300 C 2Jun-10 SPX 21-Aug-10 400 P 51Jun-10 SPX 21-Aug-10 450 P 253Jun-10 SPX 21-Aug-10 500 P 278Jun-10 SPX 21-Aug-10 550 P 3,621Jun-10 SPX 21-Aug-10 600 P 1,583Jun-10 SPX 21-Aug-10 620 P 458Jun-10 SPX 21-Aug-10 625 P 32

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 13: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 21-Aug-10 640 P 425Jun-10 SPX 21-Aug-10 650 P 3,632Jun-10 SPX 21-Aug-10 660 P 856Jun-10 SPX 21-Aug-10 670 P 511Jun-10 SPX 21-Aug-10 675 P 95Jun-10 SPX 21-Aug-10 680 P 635Jun-10 SPX 21-Aug-10 690 P 872Jun-10 SPX 21-Aug-10 700 C 35Jun-10 SPX 21-Aug-10 700 P 37,344Jun-10 SPX 21-Aug-10 705 P 322Jun-10 SPX 21-Aug-10 710 P 948Jun-10 SPX 21-Aug-10 715 P 400Jun-10 SPX 21-Aug-10 720 P 1,000Jun-10 SPX 21-Aug-10 725 C 55Jun-10 SPX 21-Aug-10 725 P 2,147Jun-10 SPX 21-Aug-10 730 P 285Jun-10 SPX 21-Aug-10 735 P 215Jun-10 SPX 21-Aug-10 740 P 607Jun-10 SPX 21-Aug-10 745 P 200Jun-10 SPX 21-Aug-10 750 P 15,181Jun-10 SPX 21-Aug-10 755 P 203Jun-10 SPX 21-Aug-10 760 P 7,124Jun-10 SPX 21-Aug-10 770 P 108Jun-10 SPX 21-Aug-10 775 P 6,934Jun-10 SPX 21-Aug-10 780 P 295Jun-10 SPX 21-Aug-10 785 P 29Jun-10 SPX 21-Aug-10 790 P 12,940Jun-10 SPX 21-Aug-10 795 P 3Jun-10 SPX 21-Aug-10 800 C 28Jun-10 SPX 21-Aug-10 800 P 14,276Jun-10 SPX 21-Aug-10 805 P 13Jun-10 SPX 21-Aug-10 810 P 184Jun-10 SPX 21-Aug-10 815 P 41Jun-10 SPX 21-Aug-10 820 P 52Jun-10 SPX 21-Aug-10 825 C 55Jun-10 SPX 21-Aug-10 825 P 3,187Jun-10 SPX 21-Aug-10 830 P 13,116Jun-10 SPX 21-Aug-10 835 P 3Jun-10 SPX 21-Aug-10 840 P 83Jun-10 SPX 21-Aug-10 845 P 59Jun-10 SPX 21-Aug-10 850 P 41,583Jun-10 SPX 21-Aug-10 855 P 24Jun-10 SPX 21-Aug-10 860 P 502Jun-10 SPX 21-Aug-10 865 P 45Jun-10 SPX 21-Aug-10 870 P 325Jun-10 SPX 21-Aug-10 875 P 28,655Jun-10 SPX 21-Aug-10 880 P 103Jun-10 SPX 21-Aug-10 885 P 419

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 14: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 21-Aug-10 890 P 124Jun-10 SPX 21-Aug-10 895 P 139Jun-10 SPX 21-Aug-10 900 C 33Jun-10 SPX 21-Aug-10 900 P 65,826Jun-10 SPX 21-Aug-10 905 P 65Jun-10 SPX 21-Aug-10 910 P 385Jun-10 SPX 21-Aug-10 915 P 1,063Jun-10 SPX 21-Aug-10 920 P 2,685Jun-10 SPX 21-Aug-10 925 C 46Jun-10 SPX 21-Aug-10 925 P 16,453Jun-10 SPX 21-Aug-10 930 P 1,999Jun-10 SPX 21-Aug-10 935 P 46Jun-10 SPX 21-Aug-10 940 P 3,294Jun-10 SPX 21-Aug-10 945 P 39Jun-10 SPX 21-Aug-10 950 C 216Jun-10 SPX 21-Aug-10 950 P 37,680Jun-10 SPX 21-Aug-10 955 P 63Jun-10 SPX 21-Aug-10 960 C 4Jun-10 SPX 21-Aug-10 960 P 1,897Jun-10 SPX 21-Aug-10 965 C 47Jun-10 SPX 21-Aug-10 965 P 44Jun-10 SPX 21-Aug-10 970 P 4,334Jun-10 SPX 21-Aug-10 975 C 163Jun-10 SPX 21-Aug-10 975 P 44,168Jun-10 SPX 21-Aug-10 980 C 11Jun-10 SPX 21-Aug-10 980 P 606Jun-10 SPX 21-Aug-10 985 P 76Jun-10 SPX 21-Aug-10 990 C 4Jun-10 SPX 21-Aug-10 990 P 11,062Jun-10 SPX 21-Aug-10 995 P 512Jun-10 SPX 21-Aug-10 1000 C 8,673Jun-10 SPX 21-Aug-10 1000 P 119,988Jun-10 SPX 21-Aug-10 1005 P 10Jun-10 SPX 21-Aug-10 1010 C 340Jun-10 SPX 21-Aug-10 1010 P 4,488Jun-10 SPX 21-Aug-10 1015 C 3Jun-10 SPX 21-Aug-10 1015 P 25Jun-10 SPX 21-Aug-10 1020 C 10Jun-10 SPX 21-Aug-10 1020 P 1,081Jun-10 SPX 21-Aug-10 1025 C 2,004Jun-10 SPX 21-Aug-10 1025 P 68,628Jun-10 SPX 21-Aug-10 1030 C 80Jun-10 SPX 21-Aug-10 1030 P 5,656Jun-10 SPX 21-Aug-10 1035 C 21Jun-10 SPX 21-Aug-10 1035 P 36Jun-10 SPX 21-Aug-10 1040 C 116Jun-10 SPX 21-Aug-10 1040 P 8,349Jun-10 SPX 21-Aug-10 1045 C 105

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 15: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 21-Aug-10 1045 P 84Jun-10 SPX 21-Aug-10 1050 C 14,911Jun-10 SPX 21-Aug-10 1050 P 99,027Jun-10 SPX 21-Aug-10 1055 C 119Jun-10 SPX 21-Aug-10 1055 P 49Jun-10 SPX 21-Aug-10 1060 C 161Jun-10 SPX 21-Aug-10 1060 P 5,463Jun-10 SPX 21-Aug-10 1065 C 508Jun-10 SPX 21-Aug-10 1065 P 607Jun-10 SPX 21-Aug-10 1070 C 2,042Jun-10 SPX 21-Aug-10 1070 P 3,915Jun-10 SPX 21-Aug-10 1075 C 17,431Jun-10 SPX 21-Aug-10 1075 P 37,100Jun-10 SPX 21-Aug-10 1080 C 3,757Jun-10 SPX 21-Aug-10 1080 P 1,733Jun-10 SPX 21-Aug-10 1085 C 540Jun-10 SPX 21-Aug-10 1085 P 1,050Jun-10 SPX 21-Aug-10 1090 C 2,811Jun-10 SPX 21-Aug-10 1090 P 6,047Jun-10 SPX 21-Aug-10 1095 C 845Jun-10 SPX 21-Aug-10 1095 P 121Jun-10 SPX 21-Aug-10 1100 C 137,267Jun-10 SPX 21-Aug-10 1100 P 95,227Jun-10 SPX 21-Aug-10 1105 C 102Jun-10 SPX 21-Aug-10 1105 P 70Jun-10 SPX 21-Aug-10 1110 C 3,172Jun-10 SPX 21-Aug-10 1110 P 647Jun-10 SPX 21-Aug-10 1115 C 1,347Jun-10 SPX 21-Aug-10 1115 P 612Jun-10 SPX 21-Aug-10 1120 C 2,088Jun-10 SPX 21-Aug-10 1120 P 818Jun-10 SPX 21-Aug-10 1125 C 25,847Jun-10 SPX 21-Aug-10 1125 P 5,441Jun-10 SPX 21-Aug-10 1130 C 2,915Jun-10 SPX 21-Aug-10 1130 P 321Jun-10 SPX 21-Aug-10 1135 C 221Jun-10 SPX 21-Aug-10 1135 P 22Jun-10 SPX 21-Aug-10 1140 C 5,422Jun-10 SPX 21-Aug-10 1140 P 127Jun-10 SPX 21-Aug-10 1145 C 67Jun-10 SPX 21-Aug-10 1150 C 32,342Jun-10 SPX 21-Aug-10 1150 P 1,449Jun-10 SPX 21-Aug-10 1155 C 1,054Jun-10 SPX 21-Aug-10 1160 C 12,727Jun-10 SPX 21-Aug-10 1160 P 6Jun-10 SPX 21-Aug-10 1165 C 3,654Jun-10 SPX 21-Aug-10 1165 P 7Jun-10 SPX 21-Aug-10 1170 C 5,943

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 16: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 21-Aug-10 1170 P 1,261Jun-10 SPX 21-Aug-10 1175 C 32,870Jun-10 SPX 21-Aug-10 1175 P 20Jun-10 SPX 21-Aug-10 1180 C 9,863Jun-10 SPX 21-Aug-10 1180 P 765Jun-10 SPX 21-Aug-10 1190 C 1,851Jun-10 SPX 21-Aug-10 1190 P 531Jun-10 SPX 21-Aug-10 1195 C 2,413Jun-10 SPX 21-Aug-10 1195 P 14Jun-10 SPX 21-Aug-10 1200 C 37,115Jun-10 SPX 21-Aug-10 1200 P 107Jun-10 SPX 21-Aug-10 1205 C 1,294Jun-10 SPX 21-Aug-10 1205 P 16Jun-10 SPX 21-Aug-10 1210 C 1,624Jun-10 SPX 21-Aug-10 1210 P 3Jun-10 SPX 21-Aug-10 1215 C 1,270Jun-10 SPX 21-Aug-10 1220 C 8,690Jun-10 SPX 21-Aug-10 1220 P 3Jun-10 SPX 21-Aug-10 1225 C 6,689Jun-10 SPX 21-Aug-10 1225 P 22Jun-10 SPX 21-Aug-10 1230 C 15,233Jun-10 SPX 21-Aug-10 1230 P 1Jun-10 SPX 21-Aug-10 1235 C 563Jun-10 SPX 21-Aug-10 1235 P 1Jun-10 SPX 21-Aug-10 1240 C 705Jun-10 SPX 21-Aug-10 1250 C 25,649Jun-10 SPX 21-Aug-10 1250 P 22Jun-10 SPX 21-Aug-10 1255 C 359Jun-10 SPX 21-Aug-10 1260 C 586Jun-10 SPX 21-Aug-10 1265 C 100Jun-10 SPX 21-Aug-10 1270 C 459Jun-10 SPX 21-Aug-10 1275 C 1,242Jun-10 SPX 21-Aug-10 1280 C 699Jun-10 SPX 21-Aug-10 1290 C 839Jun-10 SPX 21-Aug-10 1300 C 1,082Jun-10 SPX 21-Aug-10 1310 C 16Jun-10 SPX 21-Aug-10 1325 C 20Jun-10 SPX 21-Aug-10 1330 C 2Jun-10 SPX 21-Aug-10 1340 C 2Jun-10 SPX 21-Aug-10 1350 C 10Jun-10 SPX 21-Aug-10 1380 C 15Jun-10 SPX 21-Aug-10 1400 C 47Jun-10 SPX 21-Aug-10 1425 C 20Jun-10 SPX 21-Aug-10 1450 C 149Jun-10 SPX 21-Aug-10 1550 C 104Jun-10 SPX 18-Sep-10 200 C 1Jun-10 SPX 18-Sep-10 300 P 52Jun-10 SPX 18-Sep-10 400 C 1,030

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 17: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 18-Sep-10 400 P 1,284Jun-10 SPX 18-Sep-10 450 P 23Jun-10 SPX 18-Sep-10 500 C 18,336Jun-10 SPX 18-Sep-10 500 P 21,339Jun-10 SPX 18-Sep-10 550 P 818Jun-10 SPX 18-Sep-10 600 P 6,871Jun-10 SPX 18-Sep-10 650 P 1,088Jun-10 SPX 18-Sep-10 675 P 949Jun-10 SPX 18-Sep-10 700 C 4Jun-10 SPX 18-Sep-10 700 P 22,828Jun-10 SPX 18-Sep-10 710 P 603Jun-10 SPX 18-Sep-10 720 P 804Jun-10 SPX 18-Sep-10 725 P 795Jun-10 SPX 18-Sep-10 730 P 621Jun-10 SPX 18-Sep-10 740 P 421Jun-10 SPX 18-Sep-10 750 P 5,614Jun-10 SPX 18-Sep-10 760 P 300Jun-10 SPX 18-Sep-10 770 P 200Jun-10 SPX 18-Sep-10 775 P 3,184Jun-10 SPX 18-Sep-10 780 P 6,544Jun-10 SPX 18-Sep-10 790 P 10Jun-10 SPX 18-Sep-10 800 P 70,540Jun-10 SPX 18-Sep-10 810 P 27Jun-10 SPX 18-Sep-10 820 P 58Jun-10 SPX 18-Sep-10 825 C 10Jun-10 SPX 18-Sep-10 825 P 6,792Jun-10 SPX 18-Sep-10 840 P 35Jun-10 SPX 18-Sep-10 850 P 51,173Jun-10 SPX 18-Sep-10 860 P 59Jun-10 SPX 18-Sep-10 870 P 29Jun-10 SPX 18-Sep-10 875 C 670Jun-10 SPX 18-Sep-10 875 P 7,789Jun-10 SPX 18-Sep-10 880 P 28Jun-10 SPX 18-Sep-10 890 P 23Jun-10 SPX 18-Sep-10 900 C 539Jun-10 SPX 18-Sep-10 900 P 74,843Jun-10 SPX 18-Sep-10 915 P 1Jun-10 SPX 18-Sep-10 920 P 1Jun-10 SPX 18-Sep-10 925 P 5,278Jun-10 SPX 18-Sep-10 930 P 5,023Jun-10 SPX 18-Sep-10 935 C 1Jun-10 SPX 18-Sep-10 935 P 4Jun-10 SPX 18-Sep-10 940 P 4,377Jun-10 SPX 18-Sep-10 945 C 10Jun-10 SPX 18-Sep-10 945 P 10,450Jun-10 SPX 18-Sep-10 950 C 1,490Jun-10 SPX 18-Sep-10 950 P 67,326Jun-10 SPX 18-Sep-10 960 P 5,015

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 18: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 18-Sep-10 965 P 500Jun-10 SPX 18-Sep-10 970 P 26Jun-10 SPX 18-Sep-10 975 C 800Jun-10 SPX 18-Sep-10 975 P 19,748Jun-10 SPX 18-Sep-10 980 P 806Jun-10 SPX 18-Sep-10 985 P 311Jun-10 SPX 18-Sep-10 990 P 2,517Jun-10 SPX 18-Sep-10 995 P 9Jun-10 SPX 18-Sep-10 1000 C 918Jun-10 SPX 18-Sep-10 1000 P 102,175Jun-10 SPX 18-Sep-10 1005 P 9Jun-10 SPX 18-Sep-10 1010 P 11Jun-10 SPX 18-Sep-10 1015 C 130Jun-10 SPX 18-Sep-10 1015 P 1,313Jun-10 SPX 18-Sep-10 1020 C 4Jun-10 SPX 18-Sep-10 1020 P 2,569Jun-10 SPX 18-Sep-10 1025 C 4,885Jun-10 SPX 18-Sep-10 1025 P 50,310Jun-10 SPX 18-Sep-10 1030 C 30,256Jun-10 SPX 18-Sep-10 1030 P 31,263Jun-10 SPX 18-Sep-10 1035 C 7,578Jun-10 SPX 18-Sep-10 1035 P 7,575Jun-10 SPX 18-Sep-10 1040 C 49,690Jun-10 SPX 18-Sep-10 1040 P 51,681Jun-10 SPX 18-Sep-10 1045 C 7,032Jun-10 SPX 18-Sep-10 1045 P 7,008Jun-10 SPX 18-Sep-10 1050 C 10,390Jun-10 SPX 18-Sep-10 1050 P 55,271Jun-10 SPX 18-Sep-10 1055 C 1,970Jun-10 SPX 18-Sep-10 1055 P 2,039Jun-10 SPX 18-Sep-10 1060 C 1,914Jun-10 SPX 18-Sep-10 1060 P 313Jun-10 SPX 18-Sep-10 1065 C 4,920Jun-10 SPX 18-Sep-10 1065 P 5,409Jun-10 SPX 18-Sep-10 1070 C 49,233Jun-10 SPX 18-Sep-10 1070 P 49,215Jun-10 SPX 18-Sep-10 1075 C 57,347Jun-10 SPX 18-Sep-10 1075 P 69,851Jun-10 SPX 18-Sep-10 1080 C 50,838Jun-10 SPX 18-Sep-10 1080 P 85,728Jun-10 SPX 18-Sep-10 1085 C 21,232Jun-10 SPX 18-Sep-10 1085 P 22,045Jun-10 SPX 18-Sep-10 1090 C 12,374Jun-10 SPX 18-Sep-10 1090 P 11,901Jun-10 SPX 18-Sep-10 1095 C 29,627Jun-10 SPX 18-Sep-10 1095 P 29,662Jun-10 SPX 18-Sep-10 1100 C 167,062Jun-10 SPX 18-Sep-10 1100 P 110,327

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 19: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 18-Sep-10 1105 C 53,394Jun-10 SPX 18-Sep-10 1105 P 54,580Jun-10 SPX 18-Sep-10 1110 C 62,647Jun-10 SPX 18-Sep-10 1110 P 58,486Jun-10 SPX 18-Sep-10 1115 C 22,937Jun-10 SPX 18-Sep-10 1115 P 23,062Jun-10 SPX 18-Sep-10 1120 C 7,091Jun-10 SPX 18-Sep-10 1120 P 8,338Jun-10 SPX 18-Sep-10 1125 C 34,704Jun-10 SPX 18-Sep-10 1125 P 12,253Jun-10 SPX 18-Sep-10 1130 C 1,769Jun-10 SPX 18-Sep-10 1130 P 36,502Jun-10 SPX 18-Sep-10 1135 C 437Jun-10 SPX 18-Sep-10 1135 P 75Jun-10 SPX 18-Sep-10 1140 C 2,531Jun-10 SPX 18-Sep-10 1140 P 1Jun-10 SPX 18-Sep-10 1145 C 1,083Jun-10 SPX 18-Sep-10 1150 C 42,174Jun-10 SPX 18-Sep-10 1150 P 6,839Jun-10 SPX 18-Sep-10 1155 C 22Jun-10 SPX 18-Sep-10 1155 P 4Jun-10 SPX 18-Sep-10 1160 C 1,201Jun-10 SPX 18-Sep-10 1165 C 120Jun-10 SPX 18-Sep-10 1165 P 1Jun-10 SPX 18-Sep-10 1170 C 6,002Jun-10 SPX 18-Sep-10 1170 P 28Jun-10 SPX 18-Sep-10 1175 C 29,307Jun-10 SPX 18-Sep-10 1175 P 7,511Jun-10 SPX 18-Sep-10 1180 C 1,444Jun-10 SPX 18-Sep-10 1180 P 28Jun-10 SPX 18-Sep-10 1185 C 6Jun-10 SPX 18-Sep-10 1190 C 454Jun-10 SPX 18-Sep-10 1190 P 750Jun-10 SPX 18-Sep-10 1195 C 826Jun-10 SPX 18-Sep-10 1195 P 1,700Jun-10 SPX 18-Sep-10 1200 C 98,770Jun-10 SPX 18-Sep-10 1200 P 7,532Jun-10 SPX 18-Sep-10 1205 C 1,995Jun-10 SPX 18-Sep-10 1220 C 2,347Jun-10 SPX 18-Sep-10 1225 C 15,054Jun-10 SPX 18-Sep-10 1225 P 23Jun-10 SPX 18-Sep-10 1240 C 20,747Jun-10 SPX 18-Sep-10 1250 C 29,314Jun-10 SPX 18-Sep-10 1250 P 155Jun-10 SPX 18-Sep-10 1255 C 2,672Jun-10 SPX 18-Sep-10 1275 C 21,334Jun-10 SPX 18-Sep-10 1280 C 105Jun-10 SPX 18-Sep-10 1300 C 7,087

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 20: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 18-Sep-10 1325 C 391Jun-10 SPX 18-Sep-10 1350 C 1,353Jun-10 SPX 18-Sep-10 1375 C 123Jun-10 SPX 18-Sep-10 1400 C 1,038Jun-10 SPX 18-Sep-10 1400 P 1,000Jun-10 SPX 18-Sep-10 1500 C 18,330Jun-10 SPX 18-Sep-10 1500 P 18,338Jun-10 SPX 16-Oct-10 500 P 1Jun-10 SPX 16-Oct-10 550 P 203Jun-10 SPX 16-Oct-10 600 P 112Jun-10 SPX 16-Oct-10 625 P 220Jun-10 SPX 16-Oct-10 650 P 11Jun-10 SPX 16-Oct-10 675 P 720Jun-10 SPX 16-Oct-10 700 P 140Jun-10 SPX 16-Oct-10 725 P 15Jun-10 SPX 16-Oct-10 750 P 348Jun-10 SPX 16-Oct-10 775 C 10Jun-10 SPX 16-Oct-10 775 P 2Jun-10 SPX 16-Oct-10 800 C 10Jun-10 SPX 16-Oct-10 800 P 297Jun-10 SPX 16-Oct-10 825 P 11Jun-10 SPX 16-Oct-10 850 P 7,614Jun-10 SPX 16-Oct-10 875 P 35Jun-10 SPX 16-Oct-10 900 P 2,235Jun-10 SPX 16-Oct-10 925 C 20Jun-10 SPX 16-Oct-10 925 P 52Jun-10 SPX 16-Oct-10 950 P 3,983Jun-10 SPX 16-Oct-10 975 P 502Jun-10 SPX 16-Oct-10 1000 C 22Jun-10 SPX 16-Oct-10 1000 P 3,495Jun-10 SPX 16-Oct-10 1020 P 10Jun-10 SPX 16-Oct-10 1025 C 20Jun-10 SPX 16-Oct-10 1025 P 290Jun-10 SPX 16-Oct-10 1050 C 109Jun-10 SPX 16-Oct-10 1050 P 8,569Jun-10 SPX 16-Oct-10 1075 C 1,502Jun-10 SPX 16-Oct-10 1075 P 1,829Jun-10 SPX 16-Oct-10 1100 C 4,308Jun-10 SPX 16-Oct-10 1100 P 4,620Jun-10 SPX 16-Oct-10 1125 C 2,755Jun-10 SPX 16-Oct-10 1125 P 115Jun-10 SPX 16-Oct-10 1150 C 1,360Jun-10 SPX 16-Oct-10 1150 P 3Jun-10 SPX 16-Oct-10 1175 C 705Jun-10 SPX 16-Oct-10 1200 C 2,483Jun-10 SPX 16-Oct-10 1200 P 5Jun-10 SPX 16-Oct-10 1225 C 952Jun-10 SPX 16-Oct-10 1225 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 21: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 16-Oct-10 1250 C 551Jun-10 SPX 16-Oct-10 1250 P 2Jun-10 SPX 16-Oct-10 1255 C 200Jun-10 SPX 16-Oct-10 1275 C 4Jun-10 SPX 16-Oct-10 1300 C 1,710Jun-10 SPX 18-Dec-10 100 C 500Jun-10 SPX 18-Dec-10 100 P 2,081Jun-10 SPX 18-Dec-10 200 C 1Jun-10 SPX 18-Dec-10 200 P 1,145Jun-10 SPX 18-Dec-10 250 P 16Jun-10 SPX 18-Dec-10 300 P 336Jun-10 SPX 18-Dec-10 325 P 122Jun-10 SPX 18-Dec-10 350 P 365Jun-10 SPX 18-Dec-10 400 C 1Jun-10 SPX 18-Dec-10 400 P 58,719Jun-10 SPX 18-Dec-10 425 P 4,332Jun-10 SPX 18-Dec-10 450 P 2,082Jun-10 SPX 18-Dec-10 475 P 1,590Jun-10 SPX 18-Dec-10 500 C 1,950Jun-10 SPX 18-Dec-10 500 P 23,044Jun-10 SPX 18-Dec-10 525 P 600Jun-10 SPX 18-Dec-10 550 P 21,392Jun-10 SPX 18-Dec-10 575 P 10Jun-10 SPX 18-Dec-10 600 P 24,533Jun-10 SPX 18-Dec-10 650 P 1,197Jun-10 SPX 18-Dec-10 675 P 533Jun-10 SPX 18-Dec-10 700 P 5,068Jun-10 SPX 18-Dec-10 725 P 1,875Jun-10 SPX 18-Dec-10 750 C 10Jun-10 SPX 18-Dec-10 750 P 8,669Jun-10 SPX 18-Dec-10 775 C 10Jun-10 SPX 18-Dec-10 775 P 3,929Jun-10 SPX 18-Dec-10 800 C 9Jun-10 SPX 18-Dec-10 800 P 15,973Jun-10 SPX 18-Dec-10 825 C 2Jun-10 SPX 18-Dec-10 825 P 7,247Jun-10 SPX 18-Dec-10 840 P 1,503Jun-10 SPX 18-Dec-10 850 C 2,503Jun-10 SPX 18-Dec-10 850 P 34,392Jun-10 SPX 18-Dec-10 875 P 4,288Jun-10 SPX 18-Dec-10 900 C 13Jun-10 SPX 18-Dec-10 900 P 45,812Jun-10 SPX 18-Dec-10 925 P 3,553Jun-10 SPX 18-Dec-10 930 P 77Jun-10 SPX 18-Dec-10 940 P 24Jun-10 SPX 18-Dec-10 945 P 120Jun-10 SPX 18-Dec-10 950 C 17Jun-10 SPX 18-Dec-10 950 P 31,575

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 22: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 18-Dec-10 975 C 2,050Jun-10 SPX 18-Dec-10 975 P 9,518Jun-10 SPX 18-Dec-10 1000 C 2,590Jun-10 SPX 18-Dec-10 1000 P 58,631Jun-10 SPX 18-Dec-10 1025 C 2,690Jun-10 SPX 18-Dec-10 1025 P 26,644Jun-10 SPX 18-Dec-10 1030 P 532Jun-10 SPX 18-Dec-10 1035 C 8Jun-10 SPX 18-Dec-10 1040 C 882Jun-10 SPX 18-Dec-10 1040 P 333Jun-10 SPX 18-Dec-10 1045 P 2,930Jun-10 SPX 18-Dec-10 1050 C 16,679Jun-10 SPX 18-Dec-10 1050 P 50,587Jun-10 SPX 18-Dec-10 1055 C 23Jun-10 SPX 18-Dec-10 1055 P 96Jun-10 SPX 18-Dec-10 1060 C 262Jun-10 SPX 18-Dec-10 1060 P 2,722Jun-10 SPX 18-Dec-10 1065 P 2Jun-10 SPX 18-Dec-10 1070 P 1,310Jun-10 SPX 18-Dec-10 1075 C 11,015Jun-10 SPX 18-Dec-10 1075 P 17,412Jun-10 SPX 18-Dec-10 1100 C 37,045Jun-10 SPX 18-Dec-10 1100 P 42,622Jun-10 SPX 18-Dec-10 1105 C 366Jun-10 SPX 18-Dec-10 1105 P 74Jun-10 SPX 18-Dec-10 1110 C 151Jun-10 SPX 18-Dec-10 1110 P 457Jun-10 SPX 18-Dec-10 1115 C 214Jun-10 SPX 18-Dec-10 1115 P 65Jun-10 SPX 18-Dec-10 1120 C 52Jun-10 SPX 18-Dec-10 1120 P 503Jun-10 SPX 18-Dec-10 1125 C 11,458Jun-10 SPX 18-Dec-10 1125 P 4,854Jun-10 SPX 18-Dec-10 1150 C 37,924Jun-10 SPX 18-Dec-10 1150 P 5,769Jun-10 SPX 18-Dec-10 1175 C 14,116Jun-10 SPX 18-Dec-10 1175 P 5,186Jun-10 SPX 18-Dec-10 1200 C 53,006Jun-10 SPX 18-Dec-10 1200 P 1,395Jun-10 SPX 18-Dec-10 1225 C 9,129Jun-10 SPX 18-Dec-10 1225 P 1Jun-10 SPX 18-Dec-10 1250 C 35,151Jun-10 SPX 18-Dec-10 1250 P 12Jun-10 SPX 18-Dec-10 1255 C 102Jun-10 SPX 18-Dec-10 1255 P 1Jun-10 SPX 18-Dec-10 1260 C 2,224Jun-10 SPX 18-Dec-10 1270 C 810Jun-10 SPX 18-Dec-10 1275 C 1,417

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 23: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 18-Dec-10 1295 C 1,900Jun-10 SPX 18-Dec-10 1300 C 22,536Jun-10 SPX 18-Dec-10 1300 P 102Jun-10 SPX 18-Dec-10 1320 C 102Jun-10 SPX 18-Dec-10 1325 C 5,442Jun-10 SPX 18-Dec-10 1350 C 17,778Jun-10 SPX 18-Dec-10 1350 P 3Jun-10 SPX 18-Dec-10 1375 C 3,191Jun-10 SPX 18-Dec-10 1400 C 3,832Jun-10 SPX 18-Dec-10 1400 P 1Jun-10 SPX 18-Dec-10 1425 C 526Jun-10 SPX 18-Dec-10 1450 C 238Jun-10 SPX 18-Dec-10 1500 C 2,010Jun-10 SPX 18-Dec-10 1500 P 1,956Jun-10 SPX 18-Dec-10 1550 C 2Jun-10 SPX 18-Dec-10 1600 C 1Jun-10 SPX 18-Dec-10 1700 C 71Jun-10 SPX 18-Dec-10 1700 P 8Jun-10 SPX 18-Dec-10 1800 C 1,559Jun-10 SPX 18-Dec-10 1800 P 4Jun-10 SPX 18-Dec-10 1900 C 44Jun-10 SPX 18-Dec-10 1900 P 34Jun-10 SPX 18-Dec-10 2000 C 36Jun-10 SPX 18-Dec-10 2000 P 42Jun-10 SPX 18-Dec-10 2100 C 696Jun-10 SPX 18-Dec-10 2100 P 500Jun-10 SPX 18-Dec-10 2150 C 123Jun-10 SPX 18-Dec-10 2250 P 20Jun-10 SPX 18-Dec-10 2500 P 70Jun-10 SPX 19-Mar-11 300 P 44Jun-10 SPX 19-Mar-11 325 P 25Jun-10 SPX 19-Mar-11 350 P 100Jun-10 SPX 19-Mar-11 400 P 78Jun-10 SPX 19-Mar-11 425 P 630Jun-10 SPX 19-Mar-11 450 P 50Jun-10 SPX 19-Mar-11 475 P 10Jun-10 SPX 19-Mar-11 500 P 21Jun-10 SPX 19-Mar-11 525 P 60Jun-10 SPX 19-Mar-11 550 P 50Jun-10 SPX 19-Mar-11 600 P 1,389Jun-10 SPX 19-Mar-11 625 P 12Jun-10 SPX 19-Mar-11 650 P 35Jun-10 SPX 19-Mar-11 700 C 4Jun-10 SPX 19-Mar-11 700 P 42Jun-10 SPX 19-Mar-11 750 P 1,253Jun-10 SPX 19-Mar-11 775 P 37Jun-10 SPX 19-Mar-11 800 P 978Jun-10 SPX 19-Mar-11 850 P 13,935

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 24: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 19-Mar-11 875 P 2,514Jun-10 SPX 19-Mar-11 900 P 852Jun-10 SPX 19-Mar-11 925 C 2Jun-10 SPX 19-Mar-11 925 P 6,610Jun-10 SPX 19-Mar-11 950 C 1,004Jun-10 SPX 19-Mar-11 950 P 12,245Jun-10 SPX 19-Mar-11 975 C 1Jun-10 SPX 19-Mar-11 975 P 376Jun-10 SPX 19-Mar-11 1000 C 951Jun-10 SPX 19-Mar-11 1000 P 8,660Jun-10 SPX 19-Mar-11 1025 C 218Jun-10 SPX 19-Mar-11 1025 P 579Jun-10 SPX 19-Mar-11 1050 C 583Jun-10 SPX 19-Mar-11 1050 P 7,165Jun-10 SPX 19-Mar-11 1075 C 4,652Jun-10 SPX 19-Mar-11 1075 P 7,918Jun-10 SPX 19-Mar-11 1100 C 14,151Jun-10 SPX 19-Mar-11 1100 P 7,883Jun-10 SPX 19-Mar-11 1125 C 3,774Jun-10 SPX 19-Mar-11 1125 P 4,651Jun-10 SPX 19-Mar-11 1150 C 3,948Jun-10 SPX 19-Mar-11 1150 P 1,605Jun-10 SPX 19-Mar-11 1175 C 588Jun-10 SPX 19-Mar-11 1175 P 5Jun-10 SPX 19-Mar-11 1200 C 11,614Jun-10 SPX 19-Mar-11 1200 P 1,451Jun-10 SPX 19-Mar-11 1225 C 618Jun-10 SPX 19-Mar-11 1250 C 4,385Jun-10 SPX 19-Mar-11 1250 P 7Jun-10 SPX 19-Mar-11 1275 C 478Jun-10 SPX 19-Mar-11 1300 C 13,447Jun-10 SPX 19-Mar-11 1300 P 5,000Jun-10 SPX 19-Mar-11 1350 C 505Jun-10 SPX 19-Mar-11 1400 C 9Jun-10 SPX 19-Mar-11 1425 C 15Jun-10 SPX 19-Mar-11 1450 C 118Jun-10 SPX 19-Mar-11 1475 C 75Jun-10 SPX 19-Mar-11 1525 C 20Jun-10 SPX 18-Jun-11 100 P 50Jun-10 SPX 18-Jun-11 200 P 25Jun-10 SPX 18-Jun-11 300 P 3Jun-10 SPX 18-Jun-11 375 P 10Jun-10 SPX 18-Jun-11 400 P 396Jun-10 SPX 18-Jun-11 500 P 994Jun-10 SPX 18-Jun-11 525 P 20Jun-10 SPX 18-Jun-11 550 P 4,650Jun-10 SPX 18-Jun-11 600 P 3,954Jun-10 SPX 18-Jun-11 650 P 1,335

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 25: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 18-Jun-11 700 P 327Jun-10 SPX 18-Jun-11 750 P 4,545Jun-10 SPX 18-Jun-11 775 P 2,010Jun-10 SPX 18-Jun-11 800 P 5,129Jun-10 SPX 18-Jun-11 825 P 3,509Jun-10 SPX 18-Jun-11 850 P 162Jun-10 SPX 18-Jun-11 875 P 2,503Jun-10 SPX 18-Jun-11 900 C 2Jun-10 SPX 18-Jun-11 900 P 8,308Jun-10 SPX 18-Jun-11 925 P 5Jun-10 SPX 18-Jun-11 950 C 5Jun-10 SPX 18-Jun-11 950 P 8,467Jun-10 SPX 18-Jun-11 975 P 252Jun-10 SPX 18-Jun-11 1000 C 909Jun-10 SPX 18-Jun-11 1000 P 2,290Jun-10 SPX 18-Jun-11 1025 C 102Jun-10 SPX 18-Jun-11 1025 P 277Jun-10 SPX 18-Jun-11 1050 C 2,110Jun-10 SPX 18-Jun-11 1050 P 8,319Jun-10 SPX 18-Jun-11 1060 P 4Jun-10 SPX 18-Jun-11 1075 C 4,566Jun-10 SPX 18-Jun-11 1075 P 2,851Jun-10 SPX 18-Jun-11 1100 C 9,986Jun-10 SPX 18-Jun-11 1100 P 8,658Jun-10 SPX 18-Jun-11 1125 C 1,990Jun-10 SPX 18-Jun-11 1125 P 2,304Jun-10 SPX 18-Jun-11 1150 C 4,728Jun-10 SPX 18-Jun-11 1150 P 304Jun-10 SPX 18-Jun-11 1175 C 1,966Jun-10 SPX 18-Jun-11 1175 P 321Jun-10 SPX 18-Jun-11 1200 C 15,209Jun-10 SPX 18-Jun-11 1200 P 15Jun-10 SPX 18-Jun-11 1225 C 1,635Jun-10 SPX 18-Jun-11 1225 P 1,000Jun-10 SPX 18-Jun-11 1250 C 8,450Jun-10 SPX 18-Jun-11 1275 C 10Jun-10 SPX 18-Jun-11 1275 P 1Jun-10 SPX 18-Jun-11 1300 C 2,270Jun-10 SPX 18-Jun-11 1300 P 252Jun-10 SPX 18-Jun-11 1325 C 4Jun-10 SPX 18-Jun-11 1350 C 2,227Jun-10 SPX 18-Jun-11 1400 C 1,325Jun-10 SPX 18-Jun-11 1500 C 1,714Jun-10 SPX 18-Jun-11 1600 C 10Jun-10 SPX 18-Jun-11 1600 P 20Jun-10 SPX 18-Jun-11 1650 C 20Jun-10 SPX 18-Jun-11 1700 C 20Jun-10 SPX 18-Jun-11 1700 P 36

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 26: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 18-Jun-11 1800 C 1Jun-10 SPX 18-Jun-11 1800 P 35Jun-10 SPX 18-Jun-11 1900 P 116Jun-10 SPX 18-Jun-11 2000 C 3Jun-10 SPX 18-Jun-11 2000 P 156Jun-10 SPX 18-Jun-11 2250 P 101Jun-10 SPX 18-Jun-11 2500 P 102Jun-10 SPX 17-Dec-11 50 P 718Jun-10 SPX 17-Dec-11 100 P 175Jun-10 SPX 17-Dec-11 150 P 2Jun-10 SPX 17-Dec-11 200 P 6,496Jun-10 SPX 17-Dec-11 225 P 890Jun-10 SPX 17-Dec-11 250 P 10,787Jun-10 SPX 17-Dec-11 275 P 14Jun-10 SPX 17-Dec-11 300 P 3,022Jun-10 SPX 17-Dec-11 325 P 3Jun-10 SPX 17-Dec-11 350 P 500Jun-10 SPX 17-Dec-11 400 P 8,886Jun-10 SPX 17-Dec-11 425 P 10Jun-10 SPX 17-Dec-11 475 P 65Jun-10 SPX 17-Dec-11 500 P 1,113Jun-10 SPX 17-Dec-11 525 P 40Jun-10 SPX 17-Dec-11 550 P 7,650Jun-10 SPX 17-Dec-11 600 P 2,805Jun-10 SPX 17-Dec-11 650 P 5,423Jun-10 SPX 17-Dec-11 700 P 16,872Jun-10 SPX 17-Dec-11 750 P 7,722Jun-10 SPX 17-Dec-11 800 P 24,166Jun-10 SPX 17-Dec-11 825 P 76Jun-10 SPX 17-Dec-11 850 P 10,576Jun-10 SPX 17-Dec-11 900 C 1,002Jun-10 SPX 17-Dec-11 900 P 21,502Jun-10 SPX 17-Dec-11 920 C 1Jun-10 SPX 17-Dec-11 950 P 6,051Jun-10 SPX 17-Dec-11 975 P 500Jun-10 SPX 17-Dec-11 1000 C 1,652Jun-10 SPX 17-Dec-11 1000 P 11,311Jun-10 SPX 17-Dec-11 1025 C 4Jun-10 SPX 17-Dec-11 1025 P 400Jun-10 SPX 17-Dec-11 1050 C 1,541Jun-10 SPX 17-Dec-11 1050 P 10,071Jun-10 SPX 17-Dec-11 1075 C 200Jun-10 SPX 17-Dec-11 1075 P 1,600Jun-10 SPX 17-Dec-11 1100 C 30,337Jun-10 SPX 17-Dec-11 1100 P 16,732Jun-10 SPX 17-Dec-11 1125 C 1,669Jun-10 SPX 17-Dec-11 1125 P 365Jun-10 SPX 17-Dec-11 1150 C 8,150

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 27: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 17-Dec-11 1150 P 5,850Jun-10 SPX 17-Dec-11 1175 P 45Jun-10 SPX 17-Dec-11 1200 C 3,191Jun-10 SPX 17-Dec-11 1200 P 3,025Jun-10 SPX 17-Dec-11 1225 C 500Jun-10 SPX 17-Dec-11 1250 C 6,744Jun-10 SPX 17-Dec-11 1275 C 850Jun-10 SPX 17-Dec-11 1300 C 16,980Jun-10 SPX 17-Dec-11 1300 P 14Jun-10 SPX 17-Dec-11 1350 C 1,704Jun-10 SPX 17-Dec-11 1350 P 1Jun-10 SPX 17-Dec-11 1400 C 20,345Jun-10 SPX 17-Dec-11 1450 C 805Jun-10 SPX 17-Dec-11 1500 C 18,441Jun-10 SPX 17-Dec-11 1700 C 1,000Jun-10 SPX 17-Dec-11 1700 P 4Jun-10 SPX 17-Dec-11 1800 P 2Jun-10 SPX 17-Dec-11 1900 P 4Jun-10 SPX 17-Dec-11 2000 C 255Jun-10 SPX 17-Dec-11 2000 P 20Jun-10 SPX 16-Jun-12 100 P 10Jun-10 SPX 16-Jun-12 825 P 20Jun-10 SPX 16-Jun-12 850 P 210Jun-10 SPX 16-Jun-12 900 P 1,100Jun-10 SPX 16-Jun-12 1050 C 250Jun-10 SPX 16-Jun-12 1050 P 4,250Jun-10 SPX 16-Jun-12 1075 C 100Jun-10 SPX 16-Jun-12 1075 P 100Jun-10 SPX 16-Jun-12 1125 C 80Jun-10 SPX 16-Jun-12 1200 C 50Jun-10 SPX 16-Jun-12 1225 P 2Jun-10 SPX 16-Jun-12 1250 C 1,000Jun-10 SPX 16-Jun-12 1275 C 60Jun-10 SPX 16-Jun-12 1325 C 25Jun-10 SPX 16-Jun-12 1450 C 10Jun-10 SPX 22-Dec-12 100 P 809Jun-10 SPX 22-Dec-12 200 P 578Jun-10 SPX 22-Dec-12 250 P 186Jun-10 SPX 22-Dec-12 300 C 2Jun-10 SPX 22-Dec-12 300 P 324Jun-10 SPX 22-Dec-12 350 P 210Jun-10 SPX 22-Dec-12 400 C 1Jun-10 SPX 22-Dec-12 400 P 156Jun-10 SPX 22-Dec-12 450 P 42Jun-10 SPX 22-Dec-12 500 C 1Jun-10 SPX 22-Dec-12 500 P 6,671Jun-10 SPX 22-Dec-12 550 P 9,000Jun-10 SPX 22-Dec-12 600 P 14,665

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 28: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 22-Dec-12 650 P 706Jun-10 SPX 22-Dec-12 700 C 5Jun-10 SPX 22-Dec-12 700 P 1,113Jun-10 SPX 22-Dec-12 750 P 9Jun-10 SPX 22-Dec-12 800 P 3,066Jun-10 SPX 22-Dec-12 825 P 13Jun-10 SPX 22-Dec-12 850 P 4,055Jun-10 SPX 22-Dec-12 900 C 2Jun-10 SPX 22-Dec-12 900 P 16,434Jun-10 SPX 22-Dec-12 925 P 200Jun-10 SPX 22-Dec-12 950 C 259Jun-10 SPX 22-Dec-12 950 P 5,422Jun-10 SPX 22-Dec-12 975 P 1Jun-10 SPX 22-Dec-12 1000 C 9,374Jun-10 SPX 22-Dec-12 1000 P 9,213Jun-10 SPX 22-Dec-12 1025 C 20Jun-10 SPX 22-Dec-12 1025 P 6Jun-10 SPX 22-Dec-12 1050 C 765Jun-10 SPX 22-Dec-12 1050 P 3,152Jun-10 SPX 22-Dec-12 1075 C 2,201Jun-10 SPX 22-Dec-12 1075 P 595Jun-10 SPX 22-Dec-12 1100 C 10,297Jun-10 SPX 22-Dec-12 1100 P 6,772Jun-10 SPX 22-Dec-12 1125 C 1,025Jun-10 SPX 22-Dec-12 1125 P 6Jun-10 SPX 22-Dec-12 1150 C 222Jun-10 SPX 22-Dec-12 1150 P 7,430Jun-10 SPX 22-Dec-12 1175 C 355Jun-10 SPX 22-Dec-12 1175 P 355Jun-10 SPX 22-Dec-12 1200 C 7,227Jun-10 SPX 22-Dec-12 1200 P 3,002Jun-10 SPX 22-Dec-12 1250 C 7Jun-10 SPX 22-Dec-12 1250 P 7Jun-10 SPX 22-Dec-12 1300 C 13,985Jun-10 SPX 22-Dec-12 1300 P 5Jun-10 SPX 22-Dec-12 1350 C 90Jun-10 SPX 22-Dec-12 1350 P 1Jun-10 SPX 22-Dec-12 1400 C 20,961Jun-10 SPX 22-Dec-12 1400 P 6Jun-10 SPX 22-Dec-12 1450 C 3,310Jun-10 SPX 22-Dec-12 1450 P 700Jun-10 SPX 22-Dec-12 1500 C 435Jun-10 SPX 22-Dec-12 1550 C 836Jun-10 SPX 22-Dec-12 1600 C 7,258Jun-10 SPX 22-Dec-12 1700 P 18Jun-10 SPX 22-Dec-12 1800 C 5,553Jun-10 SPX 22-Dec-12 1800 P 17Jun-10 SPX 22-Dec-12 1900 C 5,500

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 29: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-10 SPX 22-Dec-12 1900 P 54Jun-10 SPX 22-Dec-12 2000 C 4,836Jun-10 SPX 22-Dec-12 2000 P 106Jun-10 SPX 22-Dec-12 2250 C 2Jun-10 SPX 22-Dec-12 2250 P 121Jun-10 SPX 22-Dec-12 2500 P 170Jul-10 SPX 17-Jul-10 500 C 675Jul-10 SPX 17-Jul-10 500 P 675Jul-10 SPX 17-Jul-10 575 P 4Jul-10 SPX 17-Jul-10 650 C 1Jul-10 SPX 17-Jul-10 665 P 50Jul-10 SPX 17-Jul-10 675 P 12Jul-10 SPX 17-Jul-10 695 P 1Jul-10 SPX 17-Jul-10 700 C 13Jul-10 SPX 17-Jul-10 700 P 8Jul-10 SPX 17-Jul-10 705 P 2Jul-10 SPX 17-Jul-10 715 P 47Jul-10 SPX 17-Jul-10 720 P 32Jul-10 SPX 17-Jul-10 725 C 1Jul-10 SPX 17-Jul-10 725 P 302Jul-10 SPX 17-Jul-10 730 P 37Jul-10 SPX 17-Jul-10 735 P 32Jul-10 SPX 17-Jul-10 740 P 40Jul-10 SPX 17-Jul-10 745 P 32Jul-10 SPX 17-Jul-10 750 C 4Jul-10 SPX 17-Jul-10 750 P 255Jul-10 SPX 17-Jul-10 755 P 71Jul-10 SPX 17-Jul-10 760 P 55Jul-10 SPX 17-Jul-10 765 P 34Jul-10 SPX 17-Jul-10 770 P 49Jul-10 SPX 17-Jul-10 775 C 1Jul-10 SPX 17-Jul-10 775 P 145Jul-10 SPX 17-Jul-10 780 P 80Jul-10 SPX 17-Jul-10 785 P 10Jul-10 SPX 17-Jul-10 790 P 27Jul-10 SPX 17-Jul-10 795 P 20,104Jul-10 SPX 17-Jul-10 800 C 1Jul-10 SPX 17-Jul-10 800 P 12,339Jul-10 SPX 17-Jul-10 805 P 47Jul-10 SPX 17-Jul-10 810 P 95Jul-10 SPX 17-Jul-10 815 C 70Jul-10 SPX 17-Jul-10 815 P 52Jul-10 SPX 17-Jul-10 820 P 74Jul-10 SPX 17-Jul-10 825 C 5Jul-10 SPX 17-Jul-10 825 P 7,762Jul-10 SPX 17-Jul-10 830 P 109Jul-10 SPX 17-Jul-10 835 P 36Jul-10 SPX 17-Jul-10 840 P 410

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 30: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 17-Jul-10 845 P 14,987Jul-10 SPX 17-Jul-10 850 C 1Jul-10 SPX 17-Jul-10 850 P 20,068Jul-10 SPX 17-Jul-10 855 P 202Jul-10 SPX 17-Jul-10 860 P 294Jul-10 SPX 17-Jul-10 865 P 408Jul-10 SPX 17-Jul-10 870 P 7,192Jul-10 SPX 17-Jul-10 875 P 12,155Jul-10 SPX 17-Jul-10 880 C 5Jul-10 SPX 17-Jul-10 880 P 4,002Jul-10 SPX 17-Jul-10 885 P 2,133Jul-10 SPX 17-Jul-10 890 C 70Jul-10 SPX 17-Jul-10 890 P 5,606Jul-10 SPX 17-Jul-10 895 C 10Jul-10 SPX 17-Jul-10 895 P 3,458Jul-10 SPX 17-Jul-10 900 C 19Jul-10 SPX 17-Jul-10 900 P 53,294Jul-10 SPX 17-Jul-10 905 P 3,236Jul-10 SPX 17-Jul-10 910 P 2,712Jul-10 SPX 17-Jul-10 915 P 6,016Jul-10 SPX 17-Jul-10 920 C 3Jul-10 SPX 17-Jul-10 920 P 1,389Jul-10 SPX 17-Jul-10 925 C 5Jul-10 SPX 17-Jul-10 925 P 42,986Jul-10 SPX 17-Jul-10 930 C 24Jul-10 SPX 17-Jul-10 930 P 8,342Jul-10 SPX 17-Jul-10 935 C 5Jul-10 SPX 17-Jul-10 935 P 6,867Jul-10 SPX 17-Jul-10 940 C 8Jul-10 SPX 17-Jul-10 940 P 18,487Jul-10 SPX 17-Jul-10 945 P 7,546Jul-10 SPX 17-Jul-10 950 C 194Jul-10 SPX 17-Jul-10 950 P 114,064Jul-10 SPX 17-Jul-10 955 C 12Jul-10 SPX 17-Jul-10 955 P 6,184Jul-10 SPX 17-Jul-10 960 C 27Jul-10 SPX 17-Jul-10 960 P 24,289Jul-10 SPX 17-Jul-10 965 C 28Jul-10 SPX 17-Jul-10 965 P 2,479Jul-10 SPX 17-Jul-10 970 C 6Jul-10 SPX 17-Jul-10 970 P 27,952Jul-10 SPX 17-Jul-10 975 C 153Jul-10 SPX 17-Jul-10 975 P 68,232Jul-10 SPX 17-Jul-10 980 C 96Jul-10 SPX 17-Jul-10 980 P 27,773Jul-10 SPX 17-Jul-10 985 C 24Jul-10 SPX 17-Jul-10 985 P 6,873Jul-10 SPX 17-Jul-10 990 C 66

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 31: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 17-Jul-10 990 P 5,878Jul-10 SPX 17-Jul-10 995 C 52Jul-10 SPX 17-Jul-10 995 P 5,282Jul-10 SPX 17-Jul-10 1000 C 10,077Jul-10 SPX 17-Jul-10 1000 P 173,297Jul-10 SPX 17-Jul-10 1005 C 14Jul-10 SPX 17-Jul-10 1005 P 7,551Jul-10 SPX 17-Jul-10 1010 C 1,886Jul-10 SPX 17-Jul-10 1010 P 12,383Jul-10 SPX 17-Jul-10 1015 C 191Jul-10 SPX 17-Jul-10 1015 P 6,789Jul-10 SPX 17-Jul-10 1020 C 959Jul-10 SPX 17-Jul-10 1020 P 24,634Jul-10 SPX 17-Jul-10 1025 C 40,068Jul-10 SPX 17-Jul-10 1025 P 153,438Jul-10 SPX 17-Jul-10 1030 C 4,173Jul-10 SPX 17-Jul-10 1030 P 18,370Jul-10 SPX 17-Jul-10 1035 C 5,375Jul-10 SPX 17-Jul-10 1035 P 9,635Jul-10 SPX 17-Jul-10 1040 C 14,598Jul-10 SPX 17-Jul-10 1040 P 27,903Jul-10 SPX 17-Jul-10 1045 C 7,974Jul-10 SPX 17-Jul-10 1045 P 14,928Jul-10 SPX 17-Jul-10 1050 C 306,986Jul-10 SPX 17-Jul-10 1050 P 345,118Jul-10 SPX 17-Jul-10 1055 C 4,393Jul-10 SPX 17-Jul-10 1055 P 9,048Jul-10 SPX 17-Jul-10 1060 C 24,560Jul-10 SPX 17-Jul-10 1060 P 40,571Jul-10 SPX 17-Jul-10 1065 C 4,341Jul-10 SPX 17-Jul-10 1065 P 9,434Jul-10 SPX 17-Jul-10 1070 C 14,043Jul-10 SPX 17-Jul-10 1070 P 37,266Jul-10 SPX 17-Jul-10 1075 C 122,288Jul-10 SPX 17-Jul-10 1075 P 78,369Jul-10 SPX 17-Jul-10 1080 C 32,672Jul-10 SPX 17-Jul-10 1080 P 33,292Jul-10 SPX 17-Jul-10 1085 C 17,352Jul-10 SPX 17-Jul-10 1085 P 14,648Jul-10 SPX 17-Jul-10 1090 C 48,886Jul-10 SPX 17-Jul-10 1090 P 25,862Jul-10 SPX 17-Jul-10 1095 C 26,180Jul-10 SPX 17-Jul-10 1095 P 2,402Jul-10 SPX 17-Jul-10 1100 C 269,032Jul-10 SPX 17-Jul-10 1100 P 43,484Jul-10 SPX 17-Jul-10 1105 C 64,911Jul-10 SPX 17-Jul-10 1105 P 1,060Jul-10 SPX 17-Jul-10 1110 C 36,700

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 32: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 17-Jul-10 1110 P 190Jul-10 SPX 17-Jul-10 1115 C 25,070Jul-10 SPX 17-Jul-10 1115 P 3,576Jul-10 SPX 17-Jul-10 1120 C 22,889Jul-10 SPX 17-Jul-10 1120 P 625Jul-10 SPX 17-Jul-10 1125 C 148,759Jul-10 SPX 17-Jul-10 1125 P 3,405Jul-10 SPX 17-Jul-10 1130 C 21,185Jul-10 SPX 17-Jul-10 1130 P 137Jul-10 SPX 17-Jul-10 1135 C 9,529Jul-10 SPX 17-Jul-10 1135 P 3,163Jul-10 SPX 17-Jul-10 1140 C 18,021Jul-10 SPX 17-Jul-10 1140 P 157Jul-10 SPX 17-Jul-10 1145 C 5,139Jul-10 SPX 17-Jul-10 1145 P 129Jul-10 SPX 17-Jul-10 1150 C 58,042Jul-10 SPX 17-Jul-10 1150 P 1,637Jul-10 SPX 17-Jul-10 1155 C 3,332Jul-10 SPX 17-Jul-10 1155 P 112Jul-10 SPX 17-Jul-10 1160 C 4,530Jul-10 SPX 17-Jul-10 1160 P 46Jul-10 SPX 17-Jul-10 1165 C 2,344Jul-10 SPX 17-Jul-10 1165 P 45Jul-10 SPX 17-Jul-10 1170 C 10,959Jul-10 SPX 17-Jul-10 1170 P 64Jul-10 SPX 17-Jul-10 1175 C 52,038Jul-10 SPX 17-Jul-10 1175 P 134Jul-10 SPX 17-Jul-10 1180 C 13,949Jul-10 SPX 17-Jul-10 1180 P 54Jul-10 SPX 17-Jul-10 1185 C 5,997Jul-10 SPX 17-Jul-10 1185 P 79Jul-10 SPX 17-Jul-10 1190 C 2,854Jul-10 SPX 17-Jul-10 1190 P 86Jul-10 SPX 17-Jul-10 1195 C 16,245Jul-10 SPX 17-Jul-10 1195 P 34Jul-10 SPX 17-Jul-10 1200 C 18,012Jul-10 SPX 17-Jul-10 1200 P 91Jul-10 SPX 17-Jul-10 1205 C 2,475Jul-10 SPX 17-Jul-10 1205 P 33Jul-10 SPX 17-Jul-10 1210 C 2,342Jul-10 SPX 17-Jul-10 1210 P 32Jul-10 SPX 17-Jul-10 1215 C 817Jul-10 SPX 17-Jul-10 1215 P 20Jul-10 SPX 17-Jul-10 1220 C 106Jul-10 SPX 17-Jul-10 1220 P 79Jul-10 SPX 17-Jul-10 1225 C 4,819Jul-10 SPX 17-Jul-10 1225 P 136Jul-10 SPX 17-Jul-10 1230 C 137

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 33: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 17-Jul-10 1230 P 10Jul-10 SPX 17-Jul-10 1235 P 14Jul-10 SPX 17-Jul-10 1240 C 109Jul-10 SPX 17-Jul-10 1245 C 30Jul-10 SPX 17-Jul-10 1250 C 2,907Jul-10 SPX 17-Jul-10 1250 P 35Jul-10 SPX 17-Jul-10 1255 P 1Jul-10 SPX 17-Jul-10 1260 C 301Jul-10 SPX 17-Jul-10 1270 C 1Jul-10 SPX 17-Jul-10 1270 P 3Jul-10 SPX 17-Jul-10 1275 C 2,024Jul-10 SPX 17-Jul-10 1275 P 25Jul-10 SPX 17-Jul-10 1295 P 3Jul-10 SPX 17-Jul-10 1300 C 73Jul-10 SPX 17-Jul-10 1300 P 58Jul-10 SPX 17-Jul-10 1350 P 16Jul-10 SPX 17-Jul-10 1400 P 8Jul-10 SPX 17-Jul-10 1500 C 675Jul-10 SPX 17-Jul-10 1500 P 675Jul-10 SPX 21-Aug-10 300 C 12Jul-10 SPX 21-Aug-10 400 P 20Jul-10 SPX 21-Aug-10 500 C 300Jul-10 SPX 21-Aug-10 500 P 1,466Jul-10 SPX 21-Aug-10 550 P 1,652Jul-10 SPX 21-Aug-10 600 P 12,523Jul-10 SPX 21-Aug-10 610 P 6,849Jul-10 SPX 21-Aug-10 620 P 6,249Jul-10 SPX 21-Aug-10 625 P 8,175Jul-10 SPX 21-Aug-10 640 P 7,167Jul-10 SPX 21-Aug-10 650 P 9,991Jul-10 SPX 21-Aug-10 660 P 6,559Jul-10 SPX 21-Aug-10 670 P 5,298Jul-10 SPX 21-Aug-10 675 P 5,753Jul-10 SPX 21-Aug-10 680 P 3,443Jul-10 SPX 21-Aug-10 685 P 2,945Jul-10 SPX 21-Aug-10 690 P 3,246Jul-10 SPX 21-Aug-10 695 P 3,090Jul-10 SPX 21-Aug-10 700 C 20Jul-10 SPX 21-Aug-10 700 P 10,358Jul-10 SPX 21-Aug-10 705 P 3,436Jul-10 SPX 21-Aug-10 710 P 3,446Jul-10 SPX 21-Aug-10 715 P 3,596Jul-10 SPX 21-Aug-10 720 P 3,432Jul-10 SPX 21-Aug-10 725 C 77Jul-10 SPX 21-Aug-10 725 P 6,631Jul-10 SPX 21-Aug-10 730 P 3,977Jul-10 SPX 21-Aug-10 735 P 3,397Jul-10 SPX 21-Aug-10 740 P 3,433

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 34: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 21-Aug-10 745 P 3,306Jul-10 SPX 21-Aug-10 750 C 73Jul-10 SPX 21-Aug-10 750 P 16,685Jul-10 SPX 21-Aug-10 755 P 3,011Jul-10 SPX 21-Aug-10 760 P 3,241Jul-10 SPX 21-Aug-10 765 P 2,903Jul-10 SPX 21-Aug-10 770 P 3,251Jul-10 SPX 21-Aug-10 775 C 113Jul-10 SPX 21-Aug-10 775 P 13,874Jul-10 SPX 21-Aug-10 780 P 3,498Jul-10 SPX 21-Aug-10 785 P 3,361Jul-10 SPX 21-Aug-10 790 P 9,095Jul-10 SPX 21-Aug-10 795 P 3,293Jul-10 SPX 21-Aug-10 800 C 83Jul-10 SPX 21-Aug-10 800 P 89,654Jul-10 SPX 21-Aug-10 805 P 3,405Jul-10 SPX 21-Aug-10 810 P 3,955Jul-10 SPX 21-Aug-10 815 P 6,211Jul-10 SPX 21-Aug-10 820 P 9,537Jul-10 SPX 21-Aug-10 825 C 76Jul-10 SPX 21-Aug-10 825 P 16,912Jul-10 SPX 21-Aug-10 830 P 4,812Jul-10 SPX 21-Aug-10 835 P 3,402Jul-10 SPX 21-Aug-10 840 P 8,441Jul-10 SPX 21-Aug-10 845 P 3,535Jul-10 SPX 21-Aug-10 850 C 76Jul-10 SPX 21-Aug-10 850 P 60,714Jul-10 SPX 21-Aug-10 855 P 2,334Jul-10 SPX 21-Aug-10 860 P 14,814Jul-10 SPX 21-Aug-10 865 P 4,402Jul-10 SPX 21-Aug-10 870 P 3,742Jul-10 SPX 21-Aug-10 875 C 112Jul-10 SPX 21-Aug-10 875 P 68,876Jul-10 SPX 21-Aug-10 880 P 8,837Jul-10 SPX 21-Aug-10 885 C 35Jul-10 SPX 21-Aug-10 885 P 3,525Jul-10 SPX 21-Aug-10 890 C 35Jul-10 SPX 21-Aug-10 890 P 10,088Jul-10 SPX 21-Aug-10 895 P 3,453Jul-10 SPX 21-Aug-10 900 C 193Jul-10 SPX 21-Aug-10 900 P 146,341Jul-10 SPX 21-Aug-10 905 P 2,861Jul-10 SPX 21-Aug-10 910 P 9,261Jul-10 SPX 21-Aug-10 915 P 7,295Jul-10 SPX 21-Aug-10 920 C 1Jul-10 SPX 21-Aug-10 920 P 9,946Jul-10 SPX 21-Aug-10 925 C 11Jul-10 SPX 21-Aug-10 925 P 58,365

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 35: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 21-Aug-10 930 C 9Jul-10 SPX 21-Aug-10 930 P 23,536Jul-10 SPX 21-Aug-10 935 C 1Jul-10 SPX 21-Aug-10 935 P 5,836Jul-10 SPX 21-Aug-10 940 C 5Jul-10 SPX 21-Aug-10 940 P 23,285Jul-10 SPX 21-Aug-10 945 C 1Jul-10 SPX 21-Aug-10 945 P 3,792Jul-10 SPX 21-Aug-10 950 C 222Jul-10 SPX 21-Aug-10 950 P 214,051Jul-10 SPX 21-Aug-10 955 P 12,335Jul-10 SPX 21-Aug-10 960 C 5Jul-10 SPX 21-Aug-10 960 P 24,025Jul-10 SPX 21-Aug-10 965 C 22Jul-10 SPX 21-Aug-10 965 P 3,616Jul-10 SPX 21-Aug-10 970 C 26Jul-10 SPX 21-Aug-10 970 P 16,240Jul-10 SPX 21-Aug-10 975 C 8,922Jul-10 SPX 21-Aug-10 975 P 54,273Jul-10 SPX 21-Aug-10 980 C 185Jul-10 SPX 21-Aug-10 980 P 14,452Jul-10 SPX 21-Aug-10 985 C 4Jul-10 SPX 21-Aug-10 985 P 7,340Jul-10 SPX 21-Aug-10 990 C 139Jul-10 SPX 21-Aug-10 990 P 19,782Jul-10 SPX 21-Aug-10 995 C 28Jul-10 SPX 21-Aug-10 995 P 3,397Jul-10 SPX 21-Aug-10 1000 C 39,240Jul-10 SPX 21-Aug-10 1000 P 261,656Jul-10 SPX 21-Aug-10 1005 C 58Jul-10 SPX 21-Aug-10 1005 P 4,832Jul-10 SPX 21-Aug-10 1010 C 503Jul-10 SPX 21-Aug-10 1010 P 32,147Jul-10 SPX 21-Aug-10 1015 C 522Jul-10 SPX 21-Aug-10 1015 P 5,306Jul-10 SPX 21-Aug-10 1020 C 205Jul-10 SPX 21-Aug-10 1020 P 25,898Jul-10 SPX 21-Aug-10 1025 C 12,623Jul-10 SPX 21-Aug-10 1025 P 123,299Jul-10 SPX 21-Aug-10 1030 C 3,526Jul-10 SPX 21-Aug-10 1030 P 14,455Jul-10 SPX 21-Aug-10 1035 C 3,166Jul-10 SPX 21-Aug-10 1035 P 7,705Jul-10 SPX 21-Aug-10 1040 C 4,269Jul-10 SPX 21-Aug-10 1040 P 46,178Jul-10 SPX 21-Aug-10 1045 C 5,409Jul-10 SPX 21-Aug-10 1045 P 4,059Jul-10 SPX 21-Aug-10 1050 C 212,896

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 36: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 21-Aug-10 1050 P 326,209Jul-10 SPX 21-Aug-10 1055 C 2,693Jul-10 SPX 21-Aug-10 1055 P 7,991Jul-10 SPX 21-Aug-10 1060 C 1,378Jul-10 SPX 21-Aug-10 1060 P 35,077Jul-10 SPX 21-Aug-10 1065 C 3,452Jul-10 SPX 21-Aug-10 1065 P 6,022Jul-10 SPX 21-Aug-10 1070 C 3,121Jul-10 SPX 21-Aug-10 1070 P 34,038Jul-10 SPX 21-Aug-10 1075 C 114,228Jul-10 SPX 21-Aug-10 1075 P 47,816Jul-10 SPX 21-Aug-10 1080 C 8,823Jul-10 SPX 21-Aug-10 1080 P 15,392Jul-10 SPX 21-Aug-10 1085 C 13,431Jul-10 SPX 21-Aug-10 1085 P 3,868Jul-10 SPX 21-Aug-10 1090 C 9,941Jul-10 SPX 21-Aug-10 1090 P 8,152Jul-10 SPX 21-Aug-10 1095 C 25,550Jul-10 SPX 21-Aug-10 1095 P 1,361Jul-10 SPX 21-Aug-10 1100 C 267,249Jul-10 SPX 21-Aug-10 1100 P 104,479Jul-10 SPX 21-Aug-10 1105 C 11,526Jul-10 SPX 21-Aug-10 1105 P 3,522Jul-10 SPX 21-Aug-10 1110 C 18,821Jul-10 SPX 21-Aug-10 1110 P 4,417Jul-10 SPX 21-Aug-10 1115 C 30,190Jul-10 SPX 21-Aug-10 1115 P 473Jul-10 SPX 21-Aug-10 1120 C 31,961Jul-10 SPX 21-Aug-10 1120 P 1,816Jul-10 SPX 21-Aug-10 1125 C 134,161Jul-10 SPX 21-Aug-10 1125 P 6,709Jul-10 SPX 21-Aug-10 1130 C 32,791Jul-10 SPX 21-Aug-10 1130 P 480Jul-10 SPX 21-Aug-10 1135 C 17,677Jul-10 SPX 21-Aug-10 1135 P 177Jul-10 SPX 21-Aug-10 1140 C 42,095Jul-10 SPX 21-Aug-10 1140 P 287Jul-10 SPX 21-Aug-10 1145 C 12,325Jul-10 SPX 21-Aug-10 1145 P 72Jul-10 SPX 21-Aug-10 1150 C 146,074Jul-10 SPX 21-Aug-10 1150 P 1,439Jul-10 SPX 21-Aug-10 1155 C 16,554Jul-10 SPX 21-Aug-10 1155 P 123Jul-10 SPX 21-Aug-10 1160 C 27,401Jul-10 SPX 21-Aug-10 1160 P 125Jul-10 SPX 21-Aug-10 1165 C 9,836Jul-10 SPX 21-Aug-10 1165 P 63Jul-10 SPX 21-Aug-10 1170 C 20,512

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 37: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 21-Aug-10 1170 P 1,889Jul-10 SPX 21-Aug-10 1175 C 82,851Jul-10 SPX 21-Aug-10 1175 P 3,122Jul-10 SPX 21-Aug-10 1180 C 18,221Jul-10 SPX 21-Aug-10 1180 P 846Jul-10 SPX 21-Aug-10 1185 C 9,568Jul-10 SPX 21-Aug-10 1185 P 76Jul-10 SPX 21-Aug-10 1190 C 13,010Jul-10 SPX 21-Aug-10 1190 P 586Jul-10 SPX 21-Aug-10 1195 C 10,574Jul-10 SPX 21-Aug-10 1195 P 659Jul-10 SPX 21-Aug-10 1200 C 25,778Jul-10 SPX 21-Aug-10 1200 P 2,473Jul-10 SPX 21-Aug-10 1205 C 3,035Jul-10 SPX 21-Aug-10 1205 P 45Jul-10 SPX 21-Aug-10 1210 C 14,705Jul-10 SPX 21-Aug-10 1210 P 18Jul-10 SPX 21-Aug-10 1215 C 4,988Jul-10 SPX 21-Aug-10 1215 P 20Jul-10 SPX 21-Aug-10 1220 C 1,815Jul-10 SPX 21-Aug-10 1220 P 84Jul-10 SPX 21-Aug-10 1225 C 11,711Jul-10 SPX 21-Aug-10 1225 P 210Jul-10 SPX 21-Aug-10 1230 C 27,391Jul-10 SPX 21-Aug-10 1230 P 64Jul-10 SPX 21-Aug-10 1235 C 1,260Jul-10 SPX 21-Aug-10 1235 P 15Jul-10 SPX 21-Aug-10 1240 C 11,912Jul-10 SPX 21-Aug-10 1240 P 45Jul-10 SPX 21-Aug-10 1245 C 3,451Jul-10 SPX 21-Aug-10 1250 C 10,346Jul-10 SPX 21-Aug-10 1250 P 79Jul-10 SPX 21-Aug-10 1255 C 1,013Jul-10 SPX 21-Aug-10 1260 C 7,088Jul-10 SPX 21-Aug-10 1265 C 942Jul-10 SPX 21-Aug-10 1270 C 1,118Jul-10 SPX 21-Aug-10 1275 C 1,899Jul-10 SPX 21-Aug-10 1275 P 34Jul-10 SPX 21-Aug-10 1280 C 1,219Jul-10 SPX 21-Aug-10 1290 C 1,188Jul-10 SPX 21-Aug-10 1300 C 3,597Jul-10 SPX 21-Aug-10 1310 C 136Jul-10 SPX 21-Aug-10 1320 C 36Jul-10 SPX 21-Aug-10 1325 C 291Jul-10 SPX 21-Aug-10 1325 P 60Jul-10 SPX 21-Aug-10 1330 C 50Jul-10 SPX 21-Aug-10 1350 C 123Jul-10 SPX 21-Aug-10 1360 C 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 38: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 21-Aug-10 1375 C 67Jul-10 SPX 21-Aug-10 1375 P 30Jul-10 SPX 21-Aug-10 1380 C 9Jul-10 SPX 21-Aug-10 1400 C 64Jul-10 SPX 21-Aug-10 1425 C 50Jul-10 SPX 21-Aug-10 1500 C 300Jul-10 SPX 21-Aug-10 1500 P 300Jul-10 SPX 18-Sep-10 200 C 2Jul-10 SPX 18-Sep-10 300 C 6Jul-10 SPX 18-Sep-10 450 P 100Jul-10 SPX 18-Sep-10 475 P 103Jul-10 SPX 18-Sep-10 500 C 9,625Jul-10 SPX 18-Sep-10 500 P 13,070Jul-10 SPX 18-Sep-10 550 P 9,601Jul-10 SPX 18-Sep-10 600 P 7,302Jul-10 SPX 18-Sep-10 650 P 14,670Jul-10 SPX 18-Sep-10 655 P 130Jul-10 SPX 18-Sep-10 660 P 56Jul-10 SPX 18-Sep-10 665 P 54Jul-10 SPX 18-Sep-10 670 P 50Jul-10 SPX 18-Sep-10 675 P 5,547Jul-10 SPX 18-Sep-10 700 C 7Jul-10 SPX 18-Sep-10 700 P 86,730Jul-10 SPX 18-Sep-10 710 P 620Jul-10 SPX 18-Sep-10 720 P 630Jul-10 SPX 18-Sep-10 725 C 25Jul-10 SPX 18-Sep-10 725 P 1,092Jul-10 SPX 18-Sep-10 730 C 25Jul-10 SPX 18-Sep-10 730 P 725Jul-10 SPX 18-Sep-10 740 P 878Jul-10 SPX 18-Sep-10 750 C 50Jul-10 SPX 18-Sep-10 750 P 10,524Jul-10 SPX 18-Sep-10 755 P 733Jul-10 SPX 18-Sep-10 760 P 501Jul-10 SPX 18-Sep-10 765 P 2,007Jul-10 SPX 18-Sep-10 770 P 20Jul-10 SPX 18-Sep-10 775 C 10Jul-10 SPX 18-Sep-10 775 P 1,097Jul-10 SPX 18-Sep-10 780 C 10Jul-10 SPX 18-Sep-10 780 P 4,214Jul-10 SPX 18-Sep-10 785 P 2Jul-10 SPX 18-Sep-10 790 P 119Jul-10 SPX 18-Sep-10 795 P 20Jul-10 SPX 18-Sep-10 800 C 3Jul-10 SPX 18-Sep-10 800 P 58,753Jul-10 SPX 18-Sep-10 805 P 15Jul-10 SPX 18-Sep-10 810 P 77Jul-10 SPX 18-Sep-10 815 P 15

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 39: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 18-Sep-10 820 P 43Jul-10 SPX 18-Sep-10 825 P 9,362Jul-10 SPX 18-Sep-10 830 P 6Jul-10 SPX 18-Sep-10 835 P 13Jul-10 SPX 18-Sep-10 840 P 10Jul-10 SPX 18-Sep-10 845 P 6Jul-10 SPX 18-Sep-10 850 C 50Jul-10 SPX 18-Sep-10 850 P 61,416Jul-10 SPX 18-Sep-10 855 P 3Jul-10 SPX 18-Sep-10 860 P 1,741Jul-10 SPX 18-Sep-10 865 P 506Jul-10 SPX 18-Sep-10 870 P 2,975Jul-10 SPX 18-Sep-10 875 C 12Jul-10 SPX 18-Sep-10 875 P 19,614Jul-10 SPX 18-Sep-10 880 P 1,316Jul-10 SPX 18-Sep-10 885 P 32Jul-10 SPX 18-Sep-10 890 P 23,242Jul-10 SPX 18-Sep-10 895 P 1,012Jul-10 SPX 18-Sep-10 900 C 1,047Jul-10 SPX 18-Sep-10 900 P 138,018Jul-10 SPX 18-Sep-10 905 P 131Jul-10 SPX 18-Sep-10 910 P 3,545Jul-10 SPX 18-Sep-10 915 P 45Jul-10 SPX 18-Sep-10 920 C 20Jul-10 SPX 18-Sep-10 920 P 2,893Jul-10 SPX 18-Sep-10 925 C 88Jul-10 SPX 18-Sep-10 925 P 30,495Jul-10 SPX 18-Sep-10 930 C 10Jul-10 SPX 18-Sep-10 930 P 1,300Jul-10 SPX 18-Sep-10 935 C 1Jul-10 SPX 18-Sep-10 935 P 310Jul-10 SPX 18-Sep-10 940 P 5,131Jul-10 SPX 18-Sep-10 945 C 10Jul-10 SPX 18-Sep-10 945 P 582Jul-10 SPX 18-Sep-10 950 C 371Jul-10 SPX 18-Sep-10 950 P 79,509Jul-10 SPX 18-Sep-10 955 P 17Jul-10 SPX 18-Sep-10 960 C 2Jul-10 SPX 18-Sep-10 960 P 1,156Jul-10 SPX 18-Sep-10 965 P 62Jul-10 SPX 18-Sep-10 970 P 5,345Jul-10 SPX 18-Sep-10 975 C 251Jul-10 SPX 18-Sep-10 975 P 30,130Jul-10 SPX 18-Sep-10 980 C 20,001Jul-10 SPX 18-Sep-10 980 P 462Jul-10 SPX 18-Sep-10 985 P 3,829Jul-10 SPX 18-Sep-10 990 C 47Jul-10 SPX 18-Sep-10 990 P 7,058

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 40: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 18-Sep-10 995 P 47Jul-10 SPX 18-Sep-10 1000 C 3,720Jul-10 SPX 18-Sep-10 1000 P 153,519Jul-10 SPX 18-Sep-10 1005 C 68Jul-10 SPX 18-Sep-10 1005 P 117Jul-10 SPX 18-Sep-10 1010 C 13,654Jul-10 SPX 18-Sep-10 1010 P 23,438Jul-10 SPX 18-Sep-10 1015 C 15,398Jul-10 SPX 18-Sep-10 1015 P 17,806Jul-10 SPX 18-Sep-10 1020 C 24,585Jul-10 SPX 18-Sep-10 1020 P 28,475Jul-10 SPX 18-Sep-10 1025 C 29,289Jul-10 SPX 18-Sep-10 1025 P 90,481Jul-10 SPX 18-Sep-10 1030 C 13,429Jul-10 SPX 18-Sep-10 1030 P 59,355Jul-10 SPX 18-Sep-10 1035 C 23,976Jul-10 SPX 18-Sep-10 1035 P 25,010Jul-10 SPX 18-Sep-10 1040 C 7,291Jul-10 SPX 18-Sep-10 1040 P 20,700Jul-10 SPX 18-Sep-10 1045 C 10,327Jul-10 SPX 18-Sep-10 1045 P 10,581Jul-10 SPX 18-Sep-10 1050 C 146,399Jul-10 SPX 18-Sep-10 1050 P 210,012Jul-10 SPX 18-Sep-10 1055 C 5,746Jul-10 SPX 18-Sep-10 1055 P 6,258Jul-10 SPX 18-Sep-10 1060 C 31,956Jul-10 SPX 18-Sep-10 1060 P 38,052Jul-10 SPX 18-Sep-10 1065 C 47,399Jul-10 SPX 18-Sep-10 1065 P 47,155Jul-10 SPX 18-Sep-10 1070 C 38,033Jul-10 SPX 18-Sep-10 1070 P 142,948Jul-10 SPX 18-Sep-10 1075 C 72,802Jul-10 SPX 18-Sep-10 1075 P 84,947Jul-10 SPX 18-Sep-10 1080 C 46,266Jul-10 SPX 18-Sep-10 1080 P 30,036Jul-10 SPX 18-Sep-10 1085 C 33,829Jul-10 SPX 18-Sep-10 1085 P 32,240Jul-10 SPX 18-Sep-10 1090 C 67,080Jul-10 SPX 18-Sep-10 1090 P 139,799Jul-10 SPX 18-Sep-10 1095 C 26,769Jul-10 SPX 18-Sep-10 1095 P 25,873Jul-10 SPX 18-Sep-10 1100 C 151,414Jul-10 SPX 18-Sep-10 1100 P 77,967Jul-10 SPX 18-Sep-10 1105 C 18,218Jul-10 SPX 18-Sep-10 1105 P 18,390Jul-10 SPX 18-Sep-10 1110 C 28,210Jul-10 SPX 18-Sep-10 1110 P 25,012Jul-10 SPX 18-Sep-10 1115 C 8,463

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 41: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 18-Sep-10 1115 P 5,310Jul-10 SPX 18-Sep-10 1120 C 2,895Jul-10 SPX 18-Sep-10 1120 P 3,874Jul-10 SPX 18-Sep-10 1125 C 47,226Jul-10 SPX 18-Sep-10 1125 P 1,872Jul-10 SPX 18-Sep-10 1130 C 30,042Jul-10 SPX 18-Sep-10 1130 P 29Jul-10 SPX 18-Sep-10 1135 C 64Jul-10 SPX 18-Sep-10 1135 P 7Jul-10 SPX 18-Sep-10 1140 C 5,568Jul-10 SPX 18-Sep-10 1140 P 619Jul-10 SPX 18-Sep-10 1145 C 9,394Jul-10 SPX 18-Sep-10 1145 P 14Jul-10 SPX 18-Sep-10 1150 C 86,321Jul-10 SPX 18-Sep-10 1150 P 5,473Jul-10 SPX 18-Sep-10 1155 C 1,683Jul-10 SPX 18-Sep-10 1155 P 1,518Jul-10 SPX 18-Sep-10 1160 C 18,325Jul-10 SPX 18-Sep-10 1160 P 8Jul-10 SPX 18-Sep-10 1165 C 1,276Jul-10 SPX 18-Sep-10 1165 P 2Jul-10 SPX 18-Sep-10 1170 C 11,130Jul-10 SPX 18-Sep-10 1170 P 5Jul-10 SPX 18-Sep-10 1175 C 62,711Jul-10 SPX 18-Sep-10 1175 P 9,641Jul-10 SPX 18-Sep-10 1180 C 3,521Jul-10 SPX 18-Sep-10 1180 P 4,779Jul-10 SPX 18-Sep-10 1185 C 5,326Jul-10 SPX 18-Sep-10 1185 P 1,000Jul-10 SPX 18-Sep-10 1190 C 4,288Jul-10 SPX 18-Sep-10 1190 P 230Jul-10 SPX 18-Sep-10 1195 C 16,916Jul-10 SPX 18-Sep-10 1195 P 1,652Jul-10 SPX 18-Sep-10 1200 C 76,682Jul-10 SPX 18-Sep-10 1200 P 7,117Jul-10 SPX 18-Sep-10 1205 C 5,721Jul-10 SPX 18-Sep-10 1205 P 2,700Jul-10 SPX 18-Sep-10 1210 C 3,795Jul-10 SPX 18-Sep-10 1215 C 157Jul-10 SPX 18-Sep-10 1220 C 411Jul-10 SPX 18-Sep-10 1225 C 20,507Jul-10 SPX 18-Sep-10 1230 C 519Jul-10 SPX 18-Sep-10 1230 P 13Jul-10 SPX 18-Sep-10 1235 P 13Jul-10 SPX 18-Sep-10 1240 C 98Jul-10 SPX 18-Sep-10 1250 C 3,411Jul-10 SPX 18-Sep-10 1255 C 209Jul-10 SPX 18-Sep-10 1260 C 20

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 42: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 18-Sep-10 1260 P 14Jul-10 SPX 18-Sep-10 1275 C 5,834Jul-10 SPX 18-Sep-10 1280 C 2,163Jul-10 SPX 18-Sep-10 1290 C 256Jul-10 SPX 18-Sep-10 1300 C 5,047Jul-10 SPX 18-Sep-10 1325 C 22Jul-10 SPX 18-Sep-10 1350 C 8Jul-10 SPX 18-Sep-10 1350 P 60Jul-10 SPX 18-Sep-10 1375 C 9Jul-10 SPX 18-Sep-10 1375 P 34Jul-10 SPX 18-Sep-10 1400 P 35Jul-10 SPX 18-Sep-10 1500 C 9,625Jul-10 SPX 18-Sep-10 1500 P 9,626Jul-10 SPX 16-Oct-10 300 P 1Jul-10 SPX 16-Oct-10 400 P 110Jul-10 SPX 16-Oct-10 450 P 107Jul-10 SPX 16-Oct-10 500 C 1,500Jul-10 SPX 16-Oct-10 500 P 1,584Jul-10 SPX 16-Oct-10 550 P 106Jul-10 SPX 16-Oct-10 600 P 555Jul-10 SPX 16-Oct-10 625 P 635Jul-10 SPX 16-Oct-10 650 P 967Jul-10 SPX 16-Oct-10 675 P 854Jul-10 SPX 16-Oct-10 695 P 100Jul-10 SPX 16-Oct-10 700 C 4Jul-10 SPX 16-Oct-10 700 P 2,843Jul-10 SPX 16-Oct-10 710 P 200Jul-10 SPX 16-Oct-10 720 P 350Jul-10 SPX 16-Oct-10 725 P 1,212Jul-10 SPX 16-Oct-10 730 P 200Jul-10 SPX 16-Oct-10 740 P 200Jul-10 SPX 16-Oct-10 750 P 864Jul-10 SPX 16-Oct-10 775 P 539Jul-10 SPX 16-Oct-10 800 P 3,919Jul-10 SPX 16-Oct-10 825 P 4,358Jul-10 SPX 16-Oct-10 830 P 1Jul-10 SPX 16-Oct-10 840 P 31Jul-10 SPX 16-Oct-10 850 P 6,183Jul-10 SPX 16-Oct-10 860 P 1Jul-10 SPX 16-Oct-10 875 P 764Jul-10 SPX 16-Oct-10 880 P 51Jul-10 SPX 16-Oct-10 890 P 22Jul-10 SPX 16-Oct-10 900 C 1,000Jul-10 SPX 16-Oct-10 900 P 7,857Jul-10 SPX 16-Oct-10 920 P 10Jul-10 SPX 16-Oct-10 925 P 8,489Jul-10 SPX 16-Oct-10 940 P 8Jul-10 SPX 16-Oct-10 950 C 153

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 43: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 16-Oct-10 950 P 10,273Jul-10 SPX 16-Oct-10 960 P 248Jul-10 SPX 16-Oct-10 970 P 1Jul-10 SPX 16-Oct-10 975 C 3Jul-10 SPX 16-Oct-10 975 P 8,709Jul-10 SPX 16-Oct-10 980 P 5Jul-10 SPX 16-Oct-10 990 C 1Jul-10 SPX 16-Oct-10 990 P 7Jul-10 SPX 16-Oct-10 1000 C 267Jul-10 SPX 16-Oct-10 1000 P 30,109Jul-10 SPX 16-Oct-10 1010 P 1,105Jul-10 SPX 16-Oct-10 1020 C 6Jul-10 SPX 16-Oct-10 1020 P 36Jul-10 SPX 16-Oct-10 1025 C 3,184Jul-10 SPX 16-Oct-10 1025 P 18,377Jul-10 SPX 16-Oct-10 1030 P 11Jul-10 SPX 16-Oct-10 1040 P 873Jul-10 SPX 16-Oct-10 1050 C 10,198Jul-10 SPX 16-Oct-10 1050 P 25,559Jul-10 SPX 16-Oct-10 1060 C 2Jul-10 SPX 16-Oct-10 1060 P 1,346Jul-10 SPX 16-Oct-10 1070 C 566Jul-10 SPX 16-Oct-10 1070 P 467Jul-10 SPX 16-Oct-10 1075 C 10,082Jul-10 SPX 16-Oct-10 1075 P 12,381Jul-10 SPX 16-Oct-10 1080 C 92Jul-10 SPX 16-Oct-10 1080 P 1,009Jul-10 SPX 16-Oct-10 1090 C 1,010Jul-10 SPX 16-Oct-10 1090 P 1,009Jul-10 SPX 16-Oct-10 1100 C 22,176Jul-10 SPX 16-Oct-10 1100 P 53,280Jul-10 SPX 16-Oct-10 1110 C 471Jul-10 SPX 16-Oct-10 1110 P 261Jul-10 SPX 16-Oct-10 1120 C 1,811Jul-10 SPX 16-Oct-10 1120 P 30Jul-10 SPX 16-Oct-10 1125 C 7,883Jul-10 SPX 16-Oct-10 1125 P 691Jul-10 SPX 16-Oct-10 1130 C 31Jul-10 SPX 16-Oct-10 1140 C 2,012Jul-10 SPX 16-Oct-10 1150 C 11,025Jul-10 SPX 16-Oct-10 1150 P 1Jul-10 SPX 16-Oct-10 1160 C 288Jul-10 SPX 16-Oct-10 1170 C 91Jul-10 SPX 16-Oct-10 1175 C 7,189Jul-10 SPX 16-Oct-10 1175 P 1Jul-10 SPX 16-Oct-10 1180 C 4,018Jul-10 SPX 16-Oct-10 1190 C 97Jul-10 SPX 16-Oct-10 1195 C 503

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 44: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 16-Oct-10 1200 C 4,228Jul-10 SPX 16-Oct-10 1200 P 100Jul-10 SPX 16-Oct-10 1210 C 225Jul-10 SPX 16-Oct-10 1220 C 4,096Jul-10 SPX 16-Oct-10 1225 C 2,657Jul-10 SPX 16-Oct-10 1230 C 10Jul-10 SPX 16-Oct-10 1240 C 614Jul-10 SPX 16-Oct-10 1250 C 575Jul-10 SPX 16-Oct-10 1250 P 2Jul-10 SPX 16-Oct-10 1255 C 503Jul-10 SPX 16-Oct-10 1260 C 204Jul-10 SPX 16-Oct-10 1270 C 3Jul-10 SPX 16-Oct-10 1275 P 4Jul-10 SPX 16-Oct-10 1280 C 1Jul-10 SPX 16-Oct-10 1300 C 1Jul-10 SPX 16-Oct-10 1350 C 10Jul-10 SPX 16-Oct-10 1375 C 102Jul-10 SPX 16-Oct-10 1500 C 1,500Jul-10 SPX 16-Oct-10 1500 P 1,500Jul-10 SPX 20-Nov-10 600 P 1,917Jul-10 SPX 20-Nov-10 650 P 200Jul-10 SPX 20-Nov-10 675 P 225Jul-10 SPX 20-Nov-10 700 P 904Jul-10 SPX 20-Nov-10 725 P 306Jul-10 SPX 20-Nov-10 750 P 921Jul-10 SPX 20-Nov-10 775 P 6Jul-10 SPX 20-Nov-10 800 P 158Jul-10 SPX 20-Nov-10 825 P 47Jul-10 SPX 20-Nov-10 850 P 644Jul-10 SPX 20-Nov-10 875 P 85Jul-10 SPX 20-Nov-10 900 P 3,646Jul-10 SPX 20-Nov-10 925 P 20Jul-10 SPX 20-Nov-10 950 P 4,921Jul-10 SPX 20-Nov-10 975 P 259Jul-10 SPX 20-Nov-10 1000 P 1,067Jul-10 SPX 20-Nov-10 1025 P 1,427Jul-10 SPX 20-Nov-10 1050 P 2,799Jul-10 SPX 20-Nov-10 1075 C 980Jul-10 SPX 20-Nov-10 1075 P 4,145Jul-10 SPX 20-Nov-10 1100 C 2,122Jul-10 SPX 20-Nov-10 1100 P 2,974Jul-10 SPX 20-Nov-10 1125 C 70Jul-10 SPX 20-Nov-10 1125 P 1Jul-10 SPX 20-Nov-10 1150 C 385Jul-10 SPX 20-Nov-10 1150 P 1Jul-10 SPX 20-Nov-10 1175 C 410Jul-10 SPX 20-Nov-10 1175 P 1Jul-10 SPX 20-Nov-10 1200 C 409

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 45: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 20-Nov-10 1225 C 1,799Jul-10 SPX 20-Nov-10 1250 C 174Jul-10 SPX 20-Nov-10 1275 C 264Jul-10 SPX 18-Dec-10 100 P 20Jul-10 SPX 18-Dec-10 200 P 1,618Jul-10 SPX 18-Dec-10 250 P 64Jul-10 SPX 18-Dec-10 300 C 2Jul-10 SPX 18-Dec-10 300 P 418Jul-10 SPX 18-Dec-10 325 P 271Jul-10 SPX 18-Dec-10 350 C 2Jul-10 SPX 18-Dec-10 350 P 607Jul-10 SPX 18-Dec-10 400 P 4,368Jul-10 SPX 18-Dec-10 425 P 3,573Jul-10 SPX 18-Dec-10 450 P 1,313Jul-10 SPX 18-Dec-10 475 P 481Jul-10 SPX 18-Dec-10 500 C 12,270Jul-10 SPX 18-Dec-10 500 P 43,090Jul-10 SPX 18-Dec-10 525 P 5,192Jul-10 SPX 18-Dec-10 550 P 13,343Jul-10 SPX 18-Dec-10 575 P 4,439Jul-10 SPX 18-Dec-10 600 C 20Jul-10 SPX 18-Dec-10 600 P 11,858Jul-10 SPX 18-Dec-10 650 P 14,741Jul-10 SPX 18-Dec-10 675 C 1Jul-10 SPX 18-Dec-10 675 P 50Jul-10 SPX 18-Dec-10 700 C 11Jul-10 SPX 18-Dec-10 700 P 7,374Jul-10 SPX 18-Dec-10 725 P 277Jul-10 SPX 18-Dec-10 750 P 5,184Jul-10 SPX 18-Dec-10 775 P 85Jul-10 SPX 18-Dec-10 800 C 7Jul-10 SPX 18-Dec-10 800 P 41,695Jul-10 SPX 18-Dec-10 825 P 2,415Jul-10 SPX 18-Dec-10 840 P 56Jul-10 SPX 18-Dec-10 850 P 18,080Jul-10 SPX 18-Dec-10 875 C 480Jul-10 SPX 18-Dec-10 875 P 4,929Jul-10 SPX 18-Dec-10 900 C 1,152Jul-10 SPX 18-Dec-10 900 P 43,321Jul-10 SPX 18-Dec-10 925 P 7,732Jul-10 SPX 18-Dec-10 930 C 4Jul-10 SPX 18-Dec-10 930 P 2,252Jul-10 SPX 18-Dec-10 935 P 16Jul-10 SPX 18-Dec-10 940 P 802Jul-10 SPX 18-Dec-10 945 C 4Jul-10 SPX 18-Dec-10 945 P 20Jul-10 SPX 18-Dec-10 950 C 3,138Jul-10 SPX 18-Dec-10 950 P 24,612

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 46: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 18-Dec-10 975 C 7Jul-10 SPX 18-Dec-10 975 P 11,856Jul-10 SPX 18-Dec-10 1000 C 2,030Jul-10 SPX 18-Dec-10 1000 P 69,683Jul-10 SPX 18-Dec-10 1025 C 13,836Jul-10 SPX 18-Dec-10 1025 P 31,425Jul-10 SPX 18-Dec-10 1030 C 804Jul-10 SPX 18-Dec-10 1030 P 1,842Jul-10 SPX 18-Dec-10 1035 P 25Jul-10 SPX 18-Dec-10 1040 C 116Jul-10 SPX 18-Dec-10 1040 P 961Jul-10 SPX 18-Dec-10 1045 C 400Jul-10 SPX 18-Dec-10 1045 P 509Jul-10 SPX 18-Dec-10 1050 C 17,468Jul-10 SPX 18-Dec-10 1050 P 40,739Jul-10 SPX 18-Dec-10 1055 P 118Jul-10 SPX 18-Dec-10 1060 C 10Jul-10 SPX 18-Dec-10 1060 P 2,392Jul-10 SPX 18-Dec-10 1065 C 128Jul-10 SPX 18-Dec-10 1065 P 189Jul-10 SPX 18-Dec-10 1070 C 913Jul-10 SPX 18-Dec-10 1070 P 6,417Jul-10 SPX 18-Dec-10 1075 C 11,130Jul-10 SPX 18-Dec-10 1075 P 15,478Jul-10 SPX 18-Dec-10 1100 C 45,509Jul-10 SPX 18-Dec-10 1100 P 37,755Jul-10 SPX 18-Dec-10 1105 C 290Jul-10 SPX 18-Dec-10 1105 P 41Jul-10 SPX 18-Dec-10 1110 C 316Jul-10 SPX 18-Dec-10 1110 P 2,506Jul-10 SPX 18-Dec-10 1115 C 2,280Jul-10 SPX 18-Dec-10 1115 P 64Jul-10 SPX 18-Dec-10 1120 C 424Jul-10 SPX 18-Dec-10 1120 P 12Jul-10 SPX 18-Dec-10 1125 C 26,688Jul-10 SPX 18-Dec-10 1125 P 2,375Jul-10 SPX 18-Dec-10 1150 C 32,737Jul-10 SPX 18-Dec-10 1150 P 5,146Jul-10 SPX 18-Dec-10 1175 C 14,933Jul-10 SPX 18-Dec-10 1175 P 571Jul-10 SPX 18-Dec-10 1200 C 61,534Jul-10 SPX 18-Dec-10 1200 P 1,801Jul-10 SPX 18-Dec-10 1220 C 100Jul-10 SPX 18-Dec-10 1225 C 6,565Jul-10 SPX 18-Dec-10 1225 P 49Jul-10 SPX 18-Dec-10 1235 C 8Jul-10 SPX 18-Dec-10 1240 C 200Jul-10 SPX 18-Dec-10 1250 C 26,009

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 47: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 18-Dec-10 1255 C 180Jul-10 SPX 18-Dec-10 1260 C 102Jul-10 SPX 18-Dec-10 1265 C 100Jul-10 SPX 18-Dec-10 1270 C 1,500Jul-10 SPX 18-Dec-10 1275 C 956Jul-10 SPX 18-Dec-10 1295 C 200Jul-10 SPX 18-Dec-10 1300 C 13,964Jul-10 SPX 18-Dec-10 1300 P 258Jul-10 SPX 18-Dec-10 1320 C 4,862Jul-10 SPX 18-Dec-10 1325 C 2,613Jul-10 SPX 18-Dec-10 1325 P 1Jul-10 SPX 18-Dec-10 1350 C 966Jul-10 SPX 18-Dec-10 1350 P 240Jul-10 SPX 18-Dec-10 1375 C 1,675Jul-10 SPX 18-Dec-10 1400 C 4,199Jul-10 SPX 18-Dec-10 1400 P 16Jul-10 SPX 18-Dec-10 1425 C 203Jul-10 SPX 18-Dec-10 1450 C 154Jul-10 SPX 18-Dec-10 1500 C 14,353Jul-10 SPX 18-Dec-10 1500 P 12,260Jul-10 SPX 18-Dec-10 1550 C 194Jul-10 SPX 18-Dec-10 1600 C 665Jul-10 SPX 18-Dec-10 1700 C 1,028Jul-10 SPX 18-Dec-10 1800 C 521Jul-10 SPX 18-Dec-10 1900 C 170Jul-10 SPX 18-Dec-10 2000 C 9Jul-10 SPX 18-Dec-10 2000 P 16Jul-10 SPX 18-Dec-10 2100 C 4Jul-10 SPX 18-Dec-10 2150 C 26Jul-10 SPX 18-Dec-10 2250 P 4Jul-10 SPX 18-Dec-10 2500 C 20Jul-10 SPX 18-Dec-10 2500 P 80Jul-10 SPX 19-Mar-11 100 P 100Jul-10 SPX 19-Mar-11 300 P 5Jul-10 SPX 19-Mar-11 400 P 24Jul-10 SPX 19-Mar-11 425 P 360Jul-10 SPX 19-Mar-11 475 P 20Jul-10 SPX 19-Mar-11 500 P 2,314Jul-10 SPX 19-Mar-11 550 P 129Jul-10 SPX 19-Mar-11 600 P 1,190Jul-10 SPX 19-Mar-11 650 P 44Jul-10 SPX 19-Mar-11 700 P 13,388Jul-10 SPX 19-Mar-11 750 P 9Jul-10 SPX 19-Mar-11 800 P 1,157Jul-10 SPX 19-Mar-11 825 P 10Jul-10 SPX 19-Mar-11 850 P 7,590Jul-10 SPX 19-Mar-11 875 P 82Jul-10 SPX 19-Mar-11 900 P 10,580

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 48: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 19-Mar-11 925 C 500Jul-10 SPX 19-Mar-11 925 P 10,473Jul-10 SPX 19-Mar-11 950 C 4Jul-10 SPX 19-Mar-11 950 P 7,701Jul-10 SPX 19-Mar-11 975 C 2Jul-10 SPX 19-Mar-11 975 P 5,788Jul-10 SPX 19-Mar-11 1000 C 2,750Jul-10 SPX 19-Mar-11 1000 P 8,404Jul-10 SPX 19-Mar-11 1025 C 952Jul-10 SPX 19-Mar-11 1025 P 1,776Jul-10 SPX 19-Mar-11 1050 C 6,991Jul-10 SPX 19-Mar-11 1050 P 9,054Jul-10 SPX 19-Mar-11 1075 C 634Jul-10 SPX 19-Mar-11 1075 P 4,662Jul-10 SPX 19-Mar-11 1100 C 7,272Jul-10 SPX 19-Mar-11 1100 P 6,166Jul-10 SPX 19-Mar-11 1125 C 7,936Jul-10 SPX 19-Mar-11 1125 P 198Jul-10 SPX 19-Mar-11 1150 C 3,352Jul-10 SPX 19-Mar-11 1150 P 132Jul-10 SPX 19-Mar-11 1175 C 7,373Jul-10 SPX 19-Mar-11 1175 P 100Jul-10 SPX 19-Mar-11 1200 C 10,003Jul-10 SPX 19-Mar-11 1200 P 202Jul-10 SPX 19-Mar-11 1225 C 4,510Jul-10 SPX 19-Mar-11 1250 C 4,508Jul-10 SPX 19-Mar-11 1250 P 3Jul-10 SPX 19-Mar-11 1275 C 3,450Jul-10 SPX 19-Mar-11 1300 C 6,820Jul-10 SPX 19-Mar-11 1300 P 10Jul-10 SPX 19-Mar-11 1325 P 1Jul-10 SPX 19-Mar-11 1350 C 34Jul-10 SPX 19-Mar-11 1375 C 10Jul-10 SPX 19-Mar-11 1400 C 9,720Jul-10 SPX 19-Mar-11 1425 C 52Jul-10 SPX 19-Mar-11 1450 C 50Jul-10 SPX 19-Mar-11 1475 C 25Jul-10 SPX 19-Mar-11 1500 C 25Jul-10 SPX 19-Mar-11 1525 C 18Jul-10 SPX 19-Mar-11 1550 C 18Jul-10 SPX 18-Jun-11 100 P 24Jul-10 SPX 18-Jun-11 300 P 5Jul-10 SPX 18-Jun-11 350 P 1Jul-10 SPX 18-Jun-11 375 P 15Jul-10 SPX 18-Jun-11 400 P 481Jul-10 SPX 18-Jun-11 450 P 25Jul-10 SPX 18-Jun-11 500 P 3Jul-10 SPX 18-Jun-11 525 P 15

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 49: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 18-Jun-11 550 P 23Jul-10 SPX 18-Jun-11 600 P 141Jul-10 SPX 18-Jun-11 650 P 80Jul-10 SPX 18-Jun-11 700 P 15,550Jul-10 SPX 18-Jun-11 750 P 409Jul-10 SPX 18-Jun-11 800 P 388Jul-10 SPX 18-Jun-11 825 P 646Jul-10 SPX 18-Jun-11 850 P 4,054Jul-10 SPX 18-Jun-11 875 P 4Jul-10 SPX 18-Jun-11 900 P 9,096Jul-10 SPX 18-Jun-11 925 P 1,550Jul-10 SPX 18-Jun-11 950 C 125Jul-10 SPX 18-Jun-11 950 P 7,876Jul-10 SPX 18-Jun-11 975 P 1,693Jul-10 SPX 18-Jun-11 1000 C 1,455Jul-10 SPX 18-Jun-11 1000 P 4,822Jul-10 SPX 18-Jun-11 1025 C 1,256Jul-10 SPX 18-Jun-11 1025 P 876Jul-10 SPX 18-Jun-11 1050 C 10,495Jul-10 SPX 18-Jun-11 1050 P 15,922Jul-10 SPX 18-Jun-11 1060 C 23Jul-10 SPX 18-Jun-11 1060 P 6Jul-10 SPX 18-Jun-11 1075 C 5,253Jul-10 SPX 18-Jun-11 1075 P 3,253Jul-10 SPX 18-Jun-11 1100 C 14,555Jul-10 SPX 18-Jun-11 1100 P 17,580Jul-10 SPX 18-Jun-11 1125 C 7,625Jul-10 SPX 18-Jun-11 1125 P 223Jul-10 SPX 18-Jun-11 1150 C 1,017Jul-10 SPX 18-Jun-11 1150 P 5Jul-10 SPX 18-Jun-11 1175 C 4,420Jul-10 SPX 18-Jun-11 1175 P 100Jul-10 SPX 18-Jun-11 1200 C 8,229Jul-10 SPX 18-Jun-11 1200 P 4Jul-10 SPX 18-Jun-11 1225 C 1,700Jul-10 SPX 18-Jun-11 1250 C 5,777Jul-10 SPX 18-Jun-11 1275 C 450Jul-10 SPX 18-Jun-11 1300 C 6,451Jul-10 SPX 18-Jun-11 1300 P 755Jul-10 SPX 18-Jun-11 1350 C 2,550Jul-10 SPX 18-Jun-11 1400 C 10,600Jul-10 SPX 18-Jun-11 1500 C 404Jul-10 SPX 18-Jun-11 1550 C 201Jul-10 SPX 18-Jun-11 1600 C 10Jul-10 SPX 18-Jun-11 1650 C 100Jul-10 SPX 18-Jun-11 1700 C 5Jul-10 SPX 18-Jun-11 1800 C 1Jul-10 SPX 18-Jun-11 1800 P 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 50: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 18-Jun-11 2000 P 2Jul-10 SPX 18-Jun-11 2500 P 54Jul-10 SPX 17-Dec-11 50 P 118Jul-10 SPX 17-Dec-11 100 P 36Jul-10 SPX 17-Dec-11 150 P 66Jul-10 SPX 17-Dec-11 200 P 2,866Jul-10 SPX 17-Dec-11 225 P 165Jul-10 SPX 17-Dec-11 250 P 5,719Jul-10 SPX 17-Dec-11 275 P 285Jul-10 SPX 17-Dec-11 280 P 141Jul-10 SPX 17-Dec-11 300 C 2Jul-10 SPX 17-Dec-11 300 P 248Jul-10 SPX 17-Dec-11 325 P 90Jul-10 SPX 17-Dec-11 350 C 2Jul-10 SPX 17-Dec-11 400 P 10,834Jul-10 SPX 17-Dec-11 450 P 64Jul-10 SPX 17-Dec-11 500 P 116Jul-10 SPX 17-Dec-11 525 P 5Jul-10 SPX 17-Dec-11 550 P 4Jul-10 SPX 17-Dec-11 600 C 5Jul-10 SPX 17-Dec-11 600 P 4,819Jul-10 SPX 17-Dec-11 650 P 1,430Jul-10 SPX 17-Dec-11 700 P 5,690Jul-10 SPX 17-Dec-11 750 P 963Jul-10 SPX 17-Dec-11 800 P 1,545Jul-10 SPX 17-Dec-11 850 P 4,533Jul-10 SPX 17-Dec-11 900 C 105Jul-10 SPX 17-Dec-11 900 P 14,741Jul-10 SPX 17-Dec-11 920 P 400Jul-10 SPX 17-Dec-11 925 P 500Jul-10 SPX 17-Dec-11 950 C 1Jul-10 SPX 17-Dec-11 950 P 1,837Jul-10 SPX 17-Dec-11 975 P 1,100Jul-10 SPX 17-Dec-11 1000 C 1,300Jul-10 SPX 17-Dec-11 1000 P 7,691Jul-10 SPX 17-Dec-11 1025 C 1,300Jul-10 SPX 17-Dec-11 1025 P 1,110Jul-10 SPX 17-Dec-11 1050 C 5,382Jul-10 SPX 17-Dec-11 1050 P 8,383Jul-10 SPX 17-Dec-11 1075 C 2,162Jul-10 SPX 17-Dec-11 1075 P 2,510Jul-10 SPX 17-Dec-11 1100 C 13,465Jul-10 SPX 17-Dec-11 1100 P 15,057Jul-10 SPX 17-Dec-11 1125 C 1,350Jul-10 SPX 17-Dec-11 1125 P 1,151Jul-10 SPX 17-Dec-11 1150 C 2,900Jul-10 SPX 17-Dec-11 1150 P 700Jul-10 SPX 17-Dec-11 1175 C 450

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 51: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 17-Dec-11 1175 P 450Jul-10 SPX 17-Dec-11 1200 C 5,233Jul-10 SPX 17-Dec-11 1200 P 51Jul-10 SPX 17-Dec-11 1225 C 20Jul-10 SPX 17-Dec-11 1250 C 5,095Jul-10 SPX 17-Dec-11 1250 P 1,150Jul-10 SPX 17-Dec-11 1300 C 4,426Jul-10 SPX 17-Dec-11 1300 P 3Jul-10 SPX 17-Dec-11 1350 C 1,150Jul-10 SPX 17-Dec-11 1400 C 2,500Jul-10 SPX 17-Dec-11 1450 C 100Jul-10 SPX 17-Dec-11 1500 C 510Jul-10 SPX 17-Dec-11 1500 P 1Jul-10 SPX 17-Dec-11 1600 C 12Jul-10 SPX 17-Dec-11 1900 C 4Jul-10 SPX 17-Dec-11 1900 P 4Jul-10 SPX 17-Dec-11 2000 C 662Jul-10 SPX 17-Dec-11 2000 P 39Jul-10 SPX 17-Dec-11 2250 P 75Jul-10 SPX 17-Dec-11 2500 P 209Jul-10 SPX 16-Jun-12 200 P 2,220Jul-10 SPX 16-Jun-12 650 P 1,200Jul-10 SPX 16-Jun-12 750 P 1,220Jul-10 SPX 16-Jun-12 800 P 400Jul-10 SPX 16-Jun-12 850 P 385Jul-10 SPX 16-Jun-12 925 P 100Jul-10 SPX 16-Jun-12 1000 P 350Jul-10 SPX 16-Jun-12 1050 C 1,750Jul-10 SPX 16-Jun-12 1050 P 350Jul-10 SPX 16-Jun-12 1075 C 1,800Jul-10 SPX 16-Jun-12 1100 C 320Jul-10 SPX 16-Jun-12 1100 P 2,820Jul-10 SPX 16-Jun-12 1200 C 100Jul-10 SPX 16-Jun-12 1200 P 2Jul-10 SPX 16-Jun-12 1300 C 1,000Jul-10 SPX 16-Jun-12 1500 C 7,120Jul-10 SPX 16-Jun-12 1800 P 5Jul-10 SPX 22-Dec-12 100 P 244Jul-10 SPX 22-Dec-12 200 C 2Jul-10 SPX 22-Dec-12 200 P 3,275Jul-10 SPX 22-Dec-12 250 P 78Jul-10 SPX 22-Dec-12 300 C 18Jul-10 SPX 22-Dec-12 300 P 115Jul-10 SPX 22-Dec-12 350 P 20Jul-10 SPX 22-Dec-12 400 P 142Jul-10 SPX 22-Dec-12 450 P 203Jul-10 SPX 22-Dec-12 500 P 623Jul-10 SPX 22-Dec-12 550 P 33

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 52: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 22-Dec-12 600 C 20Jul-10 SPX 22-Dec-12 600 P 605Jul-10 SPX 22-Dec-12 650 P 150Jul-10 SPX 22-Dec-12 700 C 10Jul-10 SPX 22-Dec-12 700 P 7,967Jul-10 SPX 22-Dec-12 750 P 252Jul-10 SPX 22-Dec-12 800 P 1,606Jul-10 SPX 22-Dec-12 825 P 3Jul-10 SPX 22-Dec-12 850 P 658Jul-10 SPX 22-Dec-12 900 C 205Jul-10 SPX 22-Dec-12 900 P 9,082Jul-10 SPX 22-Dec-12 925 P 1Jul-10 SPX 22-Dec-12 950 C 1,007Jul-10 SPX 22-Dec-12 950 P 3,722Jul-10 SPX 22-Dec-12 975 C 1Jul-10 SPX 22-Dec-12 1000 C 284Jul-10 SPX 22-Dec-12 1000 P 5,770Jul-10 SPX 22-Dec-12 1025 C 920Jul-10 SPX 22-Dec-12 1025 P 905Jul-10 SPX 22-Dec-12 1050 C 3,800Jul-10 SPX 22-Dec-12 1050 P 2,313Jul-10 SPX 22-Dec-12 1075 C 300Jul-10 SPX 22-Dec-12 1075 P 2,001Jul-10 SPX 22-Dec-12 1100 C 7,417Jul-10 SPX 22-Dec-12 1100 P 4,946Jul-10 SPX 22-Dec-12 1125 C 6Jul-10 SPX 22-Dec-12 1125 P 6Jul-10 SPX 22-Dec-12 1150 C 155Jul-10 SPX 22-Dec-12 1150 P 153Jul-10 SPX 22-Dec-12 1175 C 5Jul-10 SPX 22-Dec-12 1175 P 106Jul-10 SPX 22-Dec-12 1200 C 3,530Jul-10 SPX 22-Dec-12 1200 P 202Jul-10 SPX 22-Dec-12 1250 C 802Jul-10 SPX 22-Dec-12 1250 P 102Jul-10 SPX 22-Dec-12 1300 C 768Jul-10 SPX 22-Dec-12 1300 P 2Jul-10 SPX 22-Dec-12 1350 C 401Jul-10 SPX 22-Dec-12 1350 P 2Jul-10 SPX 22-Dec-12 1400 C 3,411Jul-10 SPX 22-Dec-12 1400 P 2Jul-10 SPX 22-Dec-12 1450 C 500Jul-10 SPX 22-Dec-12 1500 C 3,444Jul-10 SPX 22-Dec-12 1550 C 3,569Jul-10 SPX 22-Dec-12 1600 C 2,759Jul-10 SPX 22-Dec-12 1700 C 2,300Jul-10 SPX 22-Dec-12 1800 C 9,400Jul-10 SPX 22-Dec-12 1800 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 53: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-10 SPX 22-Dec-12 1900 C 3Jul-10 SPX 22-Dec-12 1900 P 4Jul-10 SPX 22-Dec-12 2000 C 175Jul-10 SPX 22-Dec-12 2000 P 48Jul-10 SPX 22-Dec-12 2250 P 79Jul-10 SPX 22-Dec-12 2500 P 343

Aug-10 SPX 21-Aug-10 300 P 1Aug-10 SPX 21-Aug-10 700 C 11Aug-10 SPX 21-Aug-10 715 C 195Aug-10 SPX 21-Aug-10 715 P 11Aug-10 SPX 21-Aug-10 720 C 260Aug-10 SPX 21-Aug-10 720 P 28Aug-10 SPX 21-Aug-10 725 C 256Aug-10 SPX 21-Aug-10 725 P 46Aug-10 SPX 21-Aug-10 730 C 120Aug-10 SPX 21-Aug-10 735 C 60Aug-10 SPX 21-Aug-10 740 C 120Aug-10 SPX 21-Aug-10 740 P 87Aug-10 SPX 21-Aug-10 745 C 60Aug-10 SPX 21-Aug-10 745 P 78Aug-10 SPX 21-Aug-10 750 P 825Aug-10 SPX 21-Aug-10 755 P 321Aug-10 SPX 21-Aug-10 760 P 173Aug-10 SPX 21-Aug-10 765 P 339Aug-10 SPX 21-Aug-10 770 P 214Aug-10 SPX 21-Aug-10 775 C 11Aug-10 SPX 21-Aug-10 775 P 3,404Aug-10 SPX 21-Aug-10 780 C 70Aug-10 SPX 21-Aug-10 780 P 33Aug-10 SPX 21-Aug-10 785 C 60Aug-10 SPX 21-Aug-10 785 P 35Aug-10 SPX 21-Aug-10 790 P 174Aug-10 SPX 21-Aug-10 795 P 344Aug-10 SPX 21-Aug-10 800 C 61Aug-10 SPX 21-Aug-10 800 P 5,977Aug-10 SPX 21-Aug-10 805 C 120Aug-10 SPX 21-Aug-10 805 P 128Aug-10 SPX 21-Aug-10 810 C 60Aug-10 SPX 21-Aug-10 810 P 178Aug-10 SPX 21-Aug-10 815 P 171Aug-10 SPX 21-Aug-10 820 C 60Aug-10 SPX 21-Aug-10 820 P 274Aug-10 SPX 21-Aug-10 825 C 60Aug-10 SPX 21-Aug-10 825 P 2,167Aug-10 SPX 21-Aug-10 830 P 189Aug-10 SPX 21-Aug-10 835 P 245Aug-10 SPX 21-Aug-10 840 C 60Aug-10 SPX 21-Aug-10 840 P 10,332

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 54: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 21-Aug-10 845 C 60Aug-10 SPX 21-Aug-10 845 P 165Aug-10 SPX 21-Aug-10 850 C 2Aug-10 SPX 21-Aug-10 850 P 4,021Aug-10 SPX 21-Aug-10 855 P 110Aug-10 SPX 21-Aug-10 860 P 1,587Aug-10 SPX 21-Aug-10 865 P 179Aug-10 SPX 21-Aug-10 870 P 153Aug-10 SPX 21-Aug-10 875 P 14,697Aug-10 SPX 21-Aug-10 880 P 417Aug-10 SPX 21-Aug-10 885 P 201Aug-10 SPX 21-Aug-10 890 P 520Aug-10 SPX 21-Aug-10 895 P 400Aug-10 SPX 21-Aug-10 900 C 20Aug-10 SPX 21-Aug-10 900 P 39,979Aug-10 SPX 21-Aug-10 905 P 481Aug-10 SPX 21-Aug-10 910 P 1,951Aug-10 SPX 21-Aug-10 915 P 390Aug-10 SPX 21-Aug-10 920 P 1,852Aug-10 SPX 21-Aug-10 925 C 1Aug-10 SPX 21-Aug-10 925 P 17,785Aug-10 SPX 21-Aug-10 930 C 9Aug-10 SPX 21-Aug-10 930 P 6,641Aug-10 SPX 21-Aug-10 935 C 1Aug-10 SPX 21-Aug-10 935 P 1,029Aug-10 SPX 21-Aug-10 940 P 5,613Aug-10 SPX 21-Aug-10 945 P 1,306Aug-10 SPX 21-Aug-10 950 C 132Aug-10 SPX 21-Aug-10 950 P 72,314Aug-10 SPX 21-Aug-10 955 P 2,394Aug-10 SPX 21-Aug-10 960 C 4Aug-10 SPX 21-Aug-10 960 P 6,037Aug-10 SPX 21-Aug-10 965 C 5Aug-10 SPX 21-Aug-10 965 P 866Aug-10 SPX 21-Aug-10 970 P 3,423Aug-10 SPX 21-Aug-10 975 C 141Aug-10 SPX 21-Aug-10 975 P 61,125Aug-10 SPX 21-Aug-10 980 C 115Aug-10 SPX 21-Aug-10 980 P 5,299Aug-10 SPX 21-Aug-10 985 P 597Aug-10 SPX 21-Aug-10 990 C 20Aug-10 SPX 21-Aug-10 990 P 8,167Aug-10 SPX 21-Aug-10 995 C 6Aug-10 SPX 21-Aug-10 995 P 2,320Aug-10 SPX 21-Aug-10 1000 C 2,622Aug-10 SPX 21-Aug-10 1000 P 119,803Aug-10 SPX 21-Aug-10 1005 C 7Aug-10 SPX 21-Aug-10 1005 P 13,889

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 55: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 21-Aug-10 1010 C 27Aug-10 SPX 21-Aug-10 1010 P 23,008Aug-10 SPX 21-Aug-10 1015 C 9Aug-10 SPX 21-Aug-10 1015 P 4,490Aug-10 SPX 21-Aug-10 1020 C 52Aug-10 SPX 21-Aug-10 1020 P 19,109Aug-10 SPX 21-Aug-10 1025 C 2,989Aug-10 SPX 21-Aug-10 1025 P 78,130Aug-10 SPX 21-Aug-10 1030 C 109Aug-10 SPX 21-Aug-10 1030 P 13,646Aug-10 SPX 21-Aug-10 1035 C 17Aug-10 SPX 21-Aug-10 1035 P 10,833Aug-10 SPX 21-Aug-10 1040 C 563Aug-10 SPX 21-Aug-10 1040 P 61,065Aug-10 SPX 21-Aug-10 1045 C 215Aug-10 SPX 21-Aug-10 1045 P 14,267Aug-10 SPX 21-Aug-10 1050 C 9,355Aug-10 SPX 21-Aug-10 1050 P 222,429Aug-10 SPX 21-Aug-10 1055 C 2,678Aug-10 SPX 21-Aug-10 1055 P 14,469Aug-10 SPX 21-Aug-10 1060 C 781Aug-10 SPX 21-Aug-10 1060 P 42,717Aug-10 SPX 21-Aug-10 1065 C 1,103Aug-10 SPX 21-Aug-10 1065 P 27,526Aug-10 SPX 21-Aug-10 1070 C 2,881Aug-10 SPX 21-Aug-10 1070 P 56,458Aug-10 SPX 21-Aug-10 1075 C 32,216Aug-10 SPX 21-Aug-10 1075 P 178,015Aug-10 SPX 21-Aug-10 1080 C 12,283Aug-10 SPX 21-Aug-10 1080 P 63,958Aug-10 SPX 21-Aug-10 1085 C 11,299Aug-10 SPX 21-Aug-10 1085 P 8,876Aug-10 SPX 21-Aug-10 1090 C 34,277Aug-10 SPX 21-Aug-10 1090 P 52,186Aug-10 SPX 21-Aug-10 1095 C 22,969Aug-10 SPX 21-Aug-10 1095 P 4,032Aug-10 SPX 21-Aug-10 1100 C 436,122Aug-10 SPX 21-Aug-10 1100 P 373,125Aug-10 SPX 21-Aug-10 1105 C 8,829Aug-10 SPX 21-Aug-10 1105 P 3,720Aug-10 SPX 21-Aug-10 1110 C 42,554Aug-10 SPX 21-Aug-10 1110 P 5,981Aug-10 SPX 21-Aug-10 1115 C 20,809Aug-10 SPX 21-Aug-10 1115 P 9,885Aug-10 SPX 21-Aug-10 1120 C 81,937Aug-10 SPX 21-Aug-10 1120 P 7,469Aug-10 SPX 21-Aug-10 1125 C 99,756Aug-10 SPX 21-Aug-10 1125 P 64,583

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 56: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 21-Aug-10 1130 C 30,326Aug-10 SPX 21-Aug-10 1130 P 1,254Aug-10 SPX 21-Aug-10 1135 C 24,915Aug-10 SPX 21-Aug-10 1135 P 575Aug-10 SPX 21-Aug-10 1140 C 33,482Aug-10 SPX 21-Aug-10 1140 P 1,644Aug-10 SPX 21-Aug-10 1145 C 11,901Aug-10 SPX 21-Aug-10 1145 P 14Aug-10 SPX 21-Aug-10 1150 C 63,062Aug-10 SPX 21-Aug-10 1150 P 2,319Aug-10 SPX 21-Aug-10 1155 C 7,947Aug-10 SPX 21-Aug-10 1155 P 95Aug-10 SPX 21-Aug-10 1160 C 19,810Aug-10 SPX 21-Aug-10 1160 P 50Aug-10 SPX 21-Aug-10 1165 C 5,014Aug-10 SPX 21-Aug-10 1165 P 51Aug-10 SPX 21-Aug-10 1170 C 15,784Aug-10 SPX 21-Aug-10 1170 P 84Aug-10 SPX 21-Aug-10 1175 C 23,634Aug-10 SPX 21-Aug-10 1175 P 1,115Aug-10 SPX 21-Aug-10 1180 C 11,104Aug-10 SPX 21-Aug-10 1180 P 155Aug-10 SPX 21-Aug-10 1185 C 6,371Aug-10 SPX 21-Aug-10 1185 P 68Aug-10 SPX 21-Aug-10 1190 C 3,930Aug-10 SPX 21-Aug-10 1190 P 91Aug-10 SPX 21-Aug-10 1195 C 2,653Aug-10 SPX 21-Aug-10 1195 P 37Aug-10 SPX 21-Aug-10 1200 C 9,356Aug-10 SPX 21-Aug-10 1200 P 155Aug-10 SPX 21-Aug-10 1205 C 497Aug-10 SPX 21-Aug-10 1205 P 55Aug-10 SPX 21-Aug-10 1210 C 641Aug-10 SPX 21-Aug-10 1210 P 20Aug-10 SPX 21-Aug-10 1215 C 404Aug-10 SPX 21-Aug-10 1215 P 20Aug-10 SPX 21-Aug-10 1220 C 137Aug-10 SPX 21-Aug-10 1220 P 86Aug-10 SPX 21-Aug-10 1225 C 3,548Aug-10 SPX 21-Aug-10 1225 P 170Aug-10 SPX 21-Aug-10 1230 C 3,638Aug-10 SPX 21-Aug-10 1230 P 29Aug-10 SPX 21-Aug-10 1235 C 90Aug-10 SPX 21-Aug-10 1235 P 17Aug-10 SPX 21-Aug-10 1240 C 125Aug-10 SPX 21-Aug-10 1240 P 10Aug-10 SPX 21-Aug-10 1245 C 196Aug-10 SPX 21-Aug-10 1250 C 6,440

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 57: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 21-Aug-10 1250 P 44Aug-10 SPX 21-Aug-10 1255 C 521Aug-10 SPX 21-Aug-10 1260 C 163Aug-10 SPX 21-Aug-10 1265 C 55Aug-10 SPX 21-Aug-10 1270 C 778Aug-10 SPX 21-Aug-10 1275 C 215Aug-10 SPX 21-Aug-10 1275 P 6Aug-10 SPX 21-Aug-10 1280 C 110Aug-10 SPX 21-Aug-10 1290 C 10Aug-10 SPX 21-Aug-10 1300 C 102Aug-10 SPX 21-Aug-10 1340 C 1Aug-10 SPX 18-Sep-10 300 P 1Aug-10 SPX 18-Sep-10 450 P 20Aug-10 SPX 18-Sep-10 500 C 5,440Aug-10 SPX 18-Sep-10 500 P 5,440Aug-10 SPX 18-Sep-10 550 P 3,450Aug-10 SPX 18-Sep-10 600 P 4,560Aug-10 SPX 18-Sep-10 650 P 13,096Aug-10 SPX 18-Sep-10 655 P 2,850Aug-10 SPX 18-Sep-10 660 P 2,306Aug-10 SPX 18-Sep-10 665 P 2,803Aug-10 SPX 18-Sep-10 670 P 4,718Aug-10 SPX 18-Sep-10 675 P 2,483Aug-10 SPX 18-Sep-10 680 P 3,110Aug-10 SPX 18-Sep-10 685 P 2,668Aug-10 SPX 18-Sep-10 690 P 2,295Aug-10 SPX 18-Sep-10 695 P 2,274Aug-10 SPX 18-Sep-10 700 C 116Aug-10 SPX 18-Sep-10 700 P 46,151Aug-10 SPX 18-Sep-10 705 C 100Aug-10 SPX 18-Sep-10 705 P 2,350Aug-10 SPX 18-Sep-10 710 P 2,309Aug-10 SPX 18-Sep-10 715 C 60Aug-10 SPX 18-Sep-10 715 P 2,558Aug-10 SPX 18-Sep-10 720 P 2,350Aug-10 SPX 18-Sep-10 725 C 145Aug-10 SPX 18-Sep-10 725 P 18,997Aug-10 SPX 18-Sep-10 730 P 2,711Aug-10 SPX 18-Sep-10 735 P 2,787Aug-10 SPX 18-Sep-10 740 P 3,160Aug-10 SPX 18-Sep-10 745 P 2,244Aug-10 SPX 18-Sep-10 750 C 149Aug-10 SPX 18-Sep-10 750 P 10,811Aug-10 SPX 18-Sep-10 755 P 3,214Aug-10 SPX 18-Sep-10 760 P 3,298Aug-10 SPX 18-Sep-10 765 P 3,465Aug-10 SPX 18-Sep-10 770 P 3,163Aug-10 SPX 18-Sep-10 775 C 128

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 58: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 18-Sep-10 775 P 6,317Aug-10 SPX 18-Sep-10 780 P 6,479Aug-10 SPX 18-Sep-10 785 P 2,959Aug-10 SPX 18-Sep-10 790 P 2,615Aug-10 SPX 18-Sep-10 795 P 1,985Aug-10 SPX 18-Sep-10 800 C 89Aug-10 SPX 18-Sep-10 800 P 59,658Aug-10 SPX 18-Sep-10 805 P 1,986Aug-10 SPX 18-Sep-10 810 P 1,888Aug-10 SPX 18-Sep-10 815 C 60Aug-10 SPX 18-Sep-10 815 P 2,421Aug-10 SPX 18-Sep-10 820 P 2,945Aug-10 SPX 18-Sep-10 825 C 319Aug-10 SPX 18-Sep-10 825 P 21,205Aug-10 SPX 18-Sep-10 830 P 3,200Aug-10 SPX 18-Sep-10 835 P 13,414Aug-10 SPX 18-Sep-10 840 P 3,623Aug-10 SPX 18-Sep-10 845 P 4,515Aug-10 SPX 18-Sep-10 850 C 149Aug-10 SPX 18-Sep-10 850 P 127,382Aug-10 SPX 18-Sep-10 855 P 9,282Aug-10 SPX 18-Sep-10 860 P 6,116Aug-10 SPX 18-Sep-10 865 C 9Aug-10 SPX 18-Sep-10 865 P 6,394Aug-10 SPX 18-Sep-10 870 C 9Aug-10 SPX 18-Sep-10 870 P 17,348Aug-10 SPX 18-Sep-10 875 C 177Aug-10 SPX 18-Sep-10 875 P 60,079Aug-10 SPX 18-Sep-10 880 P 8,607Aug-10 SPX 18-Sep-10 885 P 2,780Aug-10 SPX 18-Sep-10 890 P 6,575Aug-10 SPX 18-Sep-10 895 P 4,215Aug-10 SPX 18-Sep-10 900 C 124Aug-10 SPX 18-Sep-10 900 P 93,652Aug-10 SPX 18-Sep-10 905 P 5,400Aug-10 SPX 18-Sep-10 910 C 4Aug-10 SPX 18-Sep-10 910 P 3,396Aug-10 SPX 18-Sep-10 915 P 7,545Aug-10 SPX 18-Sep-10 920 P 11,056Aug-10 SPX 18-Sep-10 925 C 90Aug-10 SPX 18-Sep-10 925 P 56,959Aug-10 SPX 18-Sep-10 930 C 11Aug-10 SPX 18-Sep-10 930 P 16,323Aug-10 SPX 18-Sep-10 935 P 10,999Aug-10 SPX 18-Sep-10 940 C 34Aug-10 SPX 18-Sep-10 940 P 17,062Aug-10 SPX 18-Sep-10 945 C 2Aug-10 SPX 18-Sep-10 945 P 6,260

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 59: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 18-Sep-10 950 C 1,152Aug-10 SPX 18-Sep-10 950 P 202,918Aug-10 SPX 18-Sep-10 955 P 4,004Aug-10 SPX 18-Sep-10 960 C 15Aug-10 SPX 18-Sep-10 960 P 20,060Aug-10 SPX 18-Sep-10 965 C 38Aug-10 SPX 18-Sep-10 965 P 2,658Aug-10 SPX 18-Sep-10 970 C 37Aug-10 SPX 18-Sep-10 970 P 9,861Aug-10 SPX 18-Sep-10 975 C 587Aug-10 SPX 18-Sep-10 975 P 118,001Aug-10 SPX 18-Sep-10 980 C 156Aug-10 SPX 18-Sep-10 980 P 11,296Aug-10 SPX 18-Sep-10 985 C 3Aug-10 SPX 18-Sep-10 985 P 8,907Aug-10 SPX 18-Sep-10 990 C 142Aug-10 SPX 18-Sep-10 990 P 13,921Aug-10 SPX 18-Sep-10 995 C 2Aug-10 SPX 18-Sep-10 995 P 4,944Aug-10 SPX 18-Sep-10 1000 C 26,832Aug-10 SPX 18-Sep-10 1000 P 301,709Aug-10 SPX 18-Sep-10 1005 C 34Aug-10 SPX 18-Sep-10 1005 P 3,803Aug-10 SPX 18-Sep-10 1010 C 586Aug-10 SPX 18-Sep-10 1010 P 19,018Aug-10 SPX 18-Sep-10 1015 C 57Aug-10 SPX 18-Sep-10 1015 P 6,582Aug-10 SPX 18-Sep-10 1020 C 181Aug-10 SPX 18-Sep-10 1020 P 12,687Aug-10 SPX 18-Sep-10 1025 C 14,184Aug-10 SPX 18-Sep-10 1025 P 118,033Aug-10 SPX 18-Sep-10 1030 C 4,241Aug-10 SPX 18-Sep-10 1030 P 56,899Aug-10 SPX 18-Sep-10 1035 C 380Aug-10 SPX 18-Sep-10 1035 P 22,098Aug-10 SPX 18-Sep-10 1040 C 4,518Aug-10 SPX 18-Sep-10 1040 P 35,572Aug-10 SPX 18-Sep-10 1045 C 31,677Aug-10 SPX 18-Sep-10 1045 P 42,337Aug-10 SPX 18-Sep-10 1050 C 80,624Aug-10 SPX 18-Sep-10 1050 P 432,536Aug-10 SPX 18-Sep-10 1055 C 53,372Aug-10 SPX 18-Sep-10 1055 P 49,429Aug-10 SPX 18-Sep-10 1060 C 39,524Aug-10 SPX 18-Sep-10 1060 P 55,878Aug-10 SPX 18-Sep-10 1065 C 36,201Aug-10 SPX 18-Sep-10 1065 P 29,375Aug-10 SPX 18-Sep-10 1070 C 64,666

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 60: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 18-Sep-10 1070 P 160,847Aug-10 SPX 18-Sep-10 1075 C 170,121Aug-10 SPX 18-Sep-10 1075 P 121,736Aug-10 SPX 18-Sep-10 1080 C 48,984Aug-10 SPX 18-Sep-10 1080 P 79,610Aug-10 SPX 18-Sep-10 1085 C 53,778Aug-10 SPX 18-Sep-10 1085 P 35,287Aug-10 SPX 18-Sep-10 1090 C 53,132Aug-10 SPX 18-Sep-10 1090 P 108,599Aug-10 SPX 18-Sep-10 1095 C 43,094Aug-10 SPX 18-Sep-10 1095 P 40,010Aug-10 SPX 18-Sep-10 1100 C 531,859Aug-10 SPX 18-Sep-10 1100 P 324,185Aug-10 SPX 18-Sep-10 1105 C 18,551Aug-10 SPX 18-Sep-10 1105 P 5,229Aug-10 SPX 18-Sep-10 1110 C 59,380Aug-10 SPX 18-Sep-10 1110 P 59,956Aug-10 SPX 18-Sep-10 1115 C 33,123Aug-10 SPX 18-Sep-10 1115 P 22,469Aug-10 SPX 18-Sep-10 1120 C 73,016Aug-10 SPX 18-Sep-10 1120 P 59,271Aug-10 SPX 18-Sep-10 1125 C 134,639Aug-10 SPX 18-Sep-10 1125 P 39,864Aug-10 SPX 18-Sep-10 1130 C 31,364Aug-10 SPX 18-Sep-10 1130 P 2,181Aug-10 SPX 18-Sep-10 1135 C 32,680Aug-10 SPX 18-Sep-10 1135 P 417Aug-10 SPX 18-Sep-10 1140 C 91,216Aug-10 SPX 18-Sep-10 1140 P 256Aug-10 SPX 18-Sep-10 1145 C 14,804Aug-10 SPX 18-Sep-10 1145 P 26Aug-10 SPX 18-Sep-10 1150 C 221,558Aug-10 SPX 18-Sep-10 1150 P 4,729Aug-10 SPX 18-Sep-10 1155 C 6,727Aug-10 SPX 18-Sep-10 1155 P 229Aug-10 SPX 18-Sep-10 1160 C 16,651Aug-10 SPX 18-Sep-10 1160 P 38Aug-10 SPX 18-Sep-10 1165 C 11,623Aug-10 SPX 18-Sep-10 1165 P 69Aug-10 SPX 18-Sep-10 1170 C 23,089Aug-10 SPX 18-Sep-10 1170 P 71Aug-10 SPX 18-Sep-10 1175 C 103,994Aug-10 SPX 18-Sep-10 1175 P 2,014Aug-10 SPX 18-Sep-10 1180 C 33,198Aug-10 SPX 18-Sep-10 1180 P 1,594Aug-10 SPX 18-Sep-10 1185 C 8,623Aug-10 SPX 18-Sep-10 1185 P 3,497Aug-10 SPX 18-Sep-10 1190 C 9,537

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 61: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 18-Sep-10 1190 P 2,068Aug-10 SPX 18-Sep-10 1195 C 6,758Aug-10 SPX 18-Sep-10 1195 P 37Aug-10 SPX 18-Sep-10 1200 C 45,344Aug-10 SPX 18-Sep-10 1200 P 1,807Aug-10 SPX 18-Sep-10 1205 C 11,270Aug-10 SPX 18-Sep-10 1205 P 2,712Aug-10 SPX 18-Sep-10 1210 C 12,819Aug-10 SPX 18-Sep-10 1210 P 3,294Aug-10 SPX 18-Sep-10 1215 C 2,093Aug-10 SPX 18-Sep-10 1215 P 42Aug-10 SPX 18-Sep-10 1220 C 3,956Aug-10 SPX 18-Sep-10 1220 P 76Aug-10 SPX 18-Sep-10 1225 C 15,318Aug-10 SPX 18-Sep-10 1225 P 153Aug-10 SPX 18-Sep-10 1230 C 16,967Aug-10 SPX 18-Sep-10 1230 P 7Aug-10 SPX 18-Sep-10 1235 C 1,863Aug-10 SPX 18-Sep-10 1235 P 28Aug-10 SPX 18-Sep-10 1240 C 3,811Aug-10 SPX 18-Sep-10 1240 P 8Aug-10 SPX 18-Sep-10 1245 C 1,429Aug-10 SPX 18-Sep-10 1245 P 7Aug-10 SPX 18-Sep-10 1250 C 10,224Aug-10 SPX 18-Sep-10 1250 P 260Aug-10 SPX 18-Sep-10 1255 C 1,388Aug-10 SPX 18-Sep-10 1260 C 1,385Aug-10 SPX 18-Sep-10 1260 P 14Aug-10 SPX 18-Sep-10 1265 C 1,992Aug-10 SPX 18-Sep-10 1275 C 2,512Aug-10 SPX 18-Sep-10 1275 P 10Aug-10 SPX 18-Sep-10 1280 C 1,790Aug-10 SPX 18-Sep-10 1285 C 1,137Aug-10 SPX 18-Sep-10 1290 C 946Aug-10 SPX 18-Sep-10 1295 C 745Aug-10 SPX 18-Sep-10 1300 C 5,474Aug-10 SPX 18-Sep-10 1310 C 404Aug-10 SPX 18-Sep-10 1315 C 48Aug-10 SPX 18-Sep-10 1320 C 45Aug-10 SPX 18-Sep-10 1325 C 36Aug-10 SPX 18-Sep-10 1330 C 83Aug-10 SPX 18-Sep-10 1350 C 329Aug-10 SPX 18-Sep-10 1375 C 27Aug-10 SPX 18-Sep-10 1400 C 46Aug-10 SPX 18-Sep-10 1500 C 5,440Aug-10 SPX 18-Sep-10 1500 P 5,466Aug-10 SPX 16-Oct-10 450 P 169Aug-10 SPX 16-Oct-10 500 P 261

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 62: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 16-Oct-10 550 P 344Aug-10 SPX 16-Oct-10 600 P 332Aug-10 SPX 16-Oct-10 620 P 1Aug-10 SPX 16-Oct-10 625 P 20Aug-10 SPX 16-Oct-10 640 P 3,011Aug-10 SPX 16-Oct-10 650 P 4,792Aug-10 SPX 16-Oct-10 660 P 2,196Aug-10 SPX 16-Oct-10 670 P 2,326Aug-10 SPX 16-Oct-10 675 P 598Aug-10 SPX 16-Oct-10 695 P 230Aug-10 SPX 16-Oct-10 700 C 72Aug-10 SPX 16-Oct-10 700 P 71,361Aug-10 SPX 16-Oct-10 705 P 59Aug-10 SPX 16-Oct-10 710 P 920Aug-10 SPX 16-Oct-10 715 P 50Aug-10 SPX 16-Oct-10 720 P 663Aug-10 SPX 16-Oct-10 725 C 50Aug-10 SPX 16-Oct-10 725 P 2,301Aug-10 SPX 16-Oct-10 730 P 651Aug-10 SPX 16-Oct-10 735 P 400Aug-10 SPX 16-Oct-10 740 P 1,634Aug-10 SPX 16-Oct-10 745 P 600Aug-10 SPX 16-Oct-10 750 P 8,832Aug-10 SPX 16-Oct-10 755 P 610Aug-10 SPX 16-Oct-10 760 P 445Aug-10 SPX 16-Oct-10 765 P 415Aug-10 SPX 16-Oct-10 770 P 30Aug-10 SPX 16-Oct-10 775 P 576Aug-10 SPX 16-Oct-10 780 P 16Aug-10 SPX 16-Oct-10 785 P 15Aug-10 SPX 16-Oct-10 790 P 17Aug-10 SPX 16-Oct-10 800 C 67Aug-10 SPX 16-Oct-10 800 P 14,110Aug-10 SPX 16-Oct-10 810 P 16Aug-10 SPX 16-Oct-10 815 P 8Aug-10 SPX 16-Oct-10 820 P 6,324Aug-10 SPX 16-Oct-10 825 C 50Aug-10 SPX 16-Oct-10 825 P 7,567Aug-10 SPX 16-Oct-10 830 P 6Aug-10 SPX 16-Oct-10 835 P 27Aug-10 SPX 16-Oct-10 840 P 14,104Aug-10 SPX 16-Oct-10 845 P 2,324Aug-10 SPX 16-Oct-10 850 C 1Aug-10 SPX 16-Oct-10 850 P 21,987Aug-10 SPX 16-Oct-10 855 P 66Aug-10 SPX 16-Oct-10 860 P 2,774Aug-10 SPX 16-Oct-10 865 P 31Aug-10 SPX 16-Oct-10 870 P 6,066

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 63: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 16-Oct-10 875 P 23,932Aug-10 SPX 16-Oct-10 880 P 452Aug-10 SPX 16-Oct-10 885 P 914Aug-10 SPX 16-Oct-10 890 C 2Aug-10 SPX 16-Oct-10 890 P 283Aug-10 SPX 16-Oct-10 895 P 208Aug-10 SPX 16-Oct-10 900 C 8Aug-10 SPX 16-Oct-10 900 P 72,458Aug-10 SPX 16-Oct-10 905 C 2Aug-10 SPX 16-Oct-10 905 P 47Aug-10 SPX 16-Oct-10 910 C 4Aug-10 SPX 16-Oct-10 910 P 727Aug-10 SPX 16-Oct-10 915 C 2Aug-10 SPX 16-Oct-10 915 P 33Aug-10 SPX 16-Oct-10 920 P 742Aug-10 SPX 16-Oct-10 925 P 11,567Aug-10 SPX 16-Oct-10 930 C 24Aug-10 SPX 16-Oct-10 930 P 3,312Aug-10 SPX 16-Oct-10 935 P 250Aug-10 SPX 16-Oct-10 940 P 8,403Aug-10 SPX 16-Oct-10 945 C 1Aug-10 SPX 16-Oct-10 945 P 385Aug-10 SPX 16-Oct-10 950 C 317Aug-10 SPX 16-Oct-10 950 P 76,532Aug-10 SPX 16-Oct-10 955 C 5Aug-10 SPX 16-Oct-10 955 P 303Aug-10 SPX 16-Oct-10 960 P 6,118Aug-10 SPX 16-Oct-10 965 P 88Aug-10 SPX 16-Oct-10 970 P 8,098Aug-10 SPX 16-Oct-10 975 C 159Aug-10 SPX 16-Oct-10 975 P 53,151Aug-10 SPX 16-Oct-10 980 P 1,317Aug-10 SPX 16-Oct-10 985 P 2,633Aug-10 SPX 16-Oct-10 990 P 5,859Aug-10 SPX 16-Oct-10 995 P 2,593Aug-10 SPX 16-Oct-10 1000 C 441Aug-10 SPX 16-Oct-10 1000 P 173,222Aug-10 SPX 16-Oct-10 1005 C 1Aug-10 SPX 16-Oct-10 1005 P 7Aug-10 SPX 16-Oct-10 1010 P 3,284Aug-10 SPX 16-Oct-10 1015 P 177Aug-10 SPX 16-Oct-10 1020 C 1Aug-10 SPX 16-Oct-10 1020 P 8,562Aug-10 SPX 16-Oct-10 1025 C 1,250Aug-10 SPX 16-Oct-10 1025 P 52,366Aug-10 SPX 16-Oct-10 1030 C 4,630Aug-10 SPX 16-Oct-10 1030 P 7,210Aug-10 SPX 16-Oct-10 1035 C 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 64: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 16-Oct-10 1035 P 37Aug-10 SPX 16-Oct-10 1040 C 31Aug-10 SPX 16-Oct-10 1040 P 9,146Aug-10 SPX 16-Oct-10 1045 C 112Aug-10 SPX 16-Oct-10 1045 P 5,240Aug-10 SPX 16-Oct-10 1050 C 8,452Aug-10 SPX 16-Oct-10 1050 P 62,917Aug-10 SPX 16-Oct-10 1055 C 72Aug-10 SPX 16-Oct-10 1055 P 155Aug-10 SPX 16-Oct-10 1060 C 1,865Aug-10 SPX 16-Oct-10 1060 P 5,860Aug-10 SPX 16-Oct-10 1065 C 623Aug-10 SPX 16-Oct-10 1065 P 6,101Aug-10 SPX 16-Oct-10 1070 C 771Aug-10 SPX 16-Oct-10 1070 P 4,222Aug-10 SPX 16-Oct-10 1075 C 15,180Aug-10 SPX 16-Oct-10 1075 P 37,703Aug-10 SPX 16-Oct-10 1080 C 2,707Aug-10 SPX 16-Oct-10 1080 P 1,072Aug-10 SPX 16-Oct-10 1085 C 2,852Aug-10 SPX 16-Oct-10 1085 P 1,123Aug-10 SPX 16-Oct-10 1090 C 1,572Aug-10 SPX 16-Oct-10 1090 P 2,751Aug-10 SPX 16-Oct-10 1095 C 361Aug-10 SPX 16-Oct-10 1095 P 82Aug-10 SPX 16-Oct-10 1100 C 99,983Aug-10 SPX 16-Oct-10 1100 P 69,043Aug-10 SPX 16-Oct-10 1105 C 34Aug-10 SPX 16-Oct-10 1105 P 138Aug-10 SPX 16-Oct-10 1110 C 818Aug-10 SPX 16-Oct-10 1110 P 382Aug-10 SPX 16-Oct-10 1115 C 2,780Aug-10 SPX 16-Oct-10 1115 P 127Aug-10 SPX 16-Oct-10 1120 C 843Aug-10 SPX 16-Oct-10 1120 P 283Aug-10 SPX 16-Oct-10 1125 C 32,165Aug-10 SPX 16-Oct-10 1125 P 5,427Aug-10 SPX 16-Oct-10 1130 C 3,185Aug-10 SPX 16-Oct-10 1130 P 839Aug-10 SPX 16-Oct-10 1135 C 443Aug-10 SPX 16-Oct-10 1140 C 4,294Aug-10 SPX 16-Oct-10 1140 P 21Aug-10 SPX 16-Oct-10 1145 C 5,931Aug-10 SPX 16-Oct-10 1145 P 4Aug-10 SPX 16-Oct-10 1150 C 23,633Aug-10 SPX 16-Oct-10 1150 P 727Aug-10 SPX 16-Oct-10 1155 C 269Aug-10 SPX 16-Oct-10 1155 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 65: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 16-Oct-10 1160 C 9,948Aug-10 SPX 16-Oct-10 1160 P 5Aug-10 SPX 16-Oct-10 1165 C 294Aug-10 SPX 16-Oct-10 1165 P 10Aug-10 SPX 16-Oct-10 1170 C 3,573Aug-10 SPX 16-Oct-10 1170 P 16Aug-10 SPX 16-Oct-10 1175 C 15,173Aug-10 SPX 16-Oct-10 1175 P 8Aug-10 SPX 16-Oct-10 1180 C 7,501Aug-10 SPX 16-Oct-10 1180 P 28Aug-10 SPX 16-Oct-10 1185 C 340Aug-10 SPX 16-Oct-10 1190 C 4,545Aug-10 SPX 16-Oct-10 1190 P 28Aug-10 SPX 16-Oct-10 1195 C 1,278Aug-10 SPX 16-Oct-10 1200 C 24,733Aug-10 SPX 16-Oct-10 1200 P 2,709Aug-10 SPX 16-Oct-10 1205 C 603Aug-10 SPX 16-Oct-10 1210 C 1,821Aug-10 SPX 16-Oct-10 1215 C 3,705Aug-10 SPX 16-Oct-10 1220 C 5,232Aug-10 SPX 16-Oct-10 1225 C 19,721Aug-10 SPX 16-Oct-10 1225 P 2Aug-10 SPX 16-Oct-10 1230 C 1,017Aug-10 SPX 16-Oct-10 1230 P 3Aug-10 SPX 16-Oct-10 1235 C 195Aug-10 SPX 16-Oct-10 1240 C 365Aug-10 SPX 16-Oct-10 1240 P 3Aug-10 SPX 16-Oct-10 1245 C 21Aug-10 SPX 16-Oct-10 1250 C 737Aug-10 SPX 16-Oct-10 1255 C 100Aug-10 SPX 16-Oct-10 1260 C 61Aug-10 SPX 16-Oct-10 1265 C 18Aug-10 SPX 16-Oct-10 1270 C 21Aug-10 SPX 16-Oct-10 1275 C 386Aug-10 SPX 16-Oct-10 1275 P 2Aug-10 SPX 16-Oct-10 1280 C 43Aug-10 SPX 16-Oct-10 1285 C 19Aug-10 SPX 16-Oct-10 1290 C 9Aug-10 SPX 16-Oct-10 1295 C 10Aug-10 SPX 16-Oct-10 1300 C 156Aug-10 SPX 16-Oct-10 1305 C 18Aug-10 SPX 16-Oct-10 1310 C 14Aug-10 SPX 16-Oct-10 1315 C 18Aug-10 SPX 16-Oct-10 1320 C 45Aug-10 SPX 16-Oct-10 1325 C 52Aug-10 SPX 16-Oct-10 1350 C 142Aug-10 SPX 16-Oct-10 1375 C 383Aug-10 SPX 16-Oct-10 1400 C 43

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 66: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 16-Oct-10 1450 C 148Aug-10 SPX 16-Oct-10 1500 C 142Aug-10 SPX 20-Nov-10 200 P 1Aug-10 SPX 20-Nov-10 300 P 1Aug-10 SPX 20-Nov-10 400 P 78Aug-10 SPX 20-Nov-10 500 P 60Aug-10 SPX 20-Nov-10 550 P 40Aug-10 SPX 20-Nov-10 600 P 201Aug-10 SPX 20-Nov-10 620 P 15Aug-10 SPX 20-Nov-10 625 P 247Aug-10 SPX 20-Nov-10 640 P 430Aug-10 SPX 20-Nov-10 650 P 2,534Aug-10 SPX 20-Nov-10 660 P 400Aug-10 SPX 20-Nov-10 675 P 400Aug-10 SPX 20-Nov-10 680 P 410Aug-10 SPX 20-Nov-10 700 C 4Aug-10 SPX 20-Nov-10 700 P 6,831Aug-10 SPX 20-Nov-10 720 P 300Aug-10 SPX 20-Nov-10 725 P 1,000Aug-10 SPX 20-Nov-10 740 P 626Aug-10 SPX 20-Nov-10 750 P 8,580Aug-10 SPX 20-Nov-10 760 P 9Aug-10 SPX 20-Nov-10 775 P 5,073Aug-10 SPX 20-Nov-10 780 P 1Aug-10 SPX 20-Nov-10 800 C 1Aug-10 SPX 20-Nov-10 800 P 4,914Aug-10 SPX 20-Nov-10 820 P 5Aug-10 SPX 20-Nov-10 825 P 2,714Aug-10 SPX 20-Nov-10 840 P 2,980Aug-10 SPX 20-Nov-10 850 P 18,332Aug-10 SPX 20-Nov-10 860 P 3Aug-10 SPX 20-Nov-10 875 P 465Aug-10 SPX 20-Nov-10 880 P 10Aug-10 SPX 20-Nov-10 900 P 9,077Aug-10 SPX 20-Nov-10 920 P 26Aug-10 SPX 20-Nov-10 925 P 9,127Aug-10 SPX 20-Nov-10 940 P 4,349Aug-10 SPX 20-Nov-10 950 C 10Aug-10 SPX 20-Nov-10 950 P 55,324Aug-10 SPX 20-Nov-10 960 C 4Aug-10 SPX 20-Nov-10 960 P 4,718Aug-10 SPX 20-Nov-10 975 C 10Aug-10 SPX 20-Nov-10 975 P 4,972Aug-10 SPX 20-Nov-10 980 P 171Aug-10 SPX 20-Nov-10 1000 C 7,358Aug-10 SPX 20-Nov-10 1000 P 78,988Aug-10 SPX 20-Nov-10 1020 P 202Aug-10 SPX 20-Nov-10 1025 P 20,103

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 67: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 20-Nov-10 1040 C 34Aug-10 SPX 20-Nov-10 1040 P 14,574Aug-10 SPX 20-Nov-10 1050 C 6,830Aug-10 SPX 20-Nov-10 1050 P 29,558Aug-10 SPX 20-Nov-10 1060 C 216Aug-10 SPX 20-Nov-10 1060 P 301Aug-10 SPX 20-Nov-10 1075 C 8,918Aug-10 SPX 20-Nov-10 1075 P 10,726Aug-10 SPX 20-Nov-10 1080 C 1,487Aug-10 SPX 20-Nov-10 1080 P 1,012Aug-10 SPX 20-Nov-10 1100 C 20,508Aug-10 SPX 20-Nov-10 1100 P 8,588Aug-10 SPX 20-Nov-10 1120 C 17Aug-10 SPX 20-Nov-10 1125 C 9,602Aug-10 SPX 20-Nov-10 1125 P 1,247Aug-10 SPX 20-Nov-10 1140 C 47Aug-10 SPX 20-Nov-10 1150 C 10,885Aug-10 SPX 20-Nov-10 1150 P 252Aug-10 SPX 20-Nov-10 1160 C 137Aug-10 SPX 20-Nov-10 1160 P 4Aug-10 SPX 20-Nov-10 1175 C 8,326Aug-10 SPX 20-Nov-10 1175 P 652Aug-10 SPX 20-Nov-10 1180 C 1,332Aug-10 SPX 20-Nov-10 1200 C 10,324Aug-10 SPX 20-Nov-10 1200 P 1Aug-10 SPX 20-Nov-10 1220 C 1,809Aug-10 SPX 20-Nov-10 1225 C 2,252Aug-10 SPX 20-Nov-10 1225 P 6Aug-10 SPX 20-Nov-10 1230 C 1,603Aug-10 SPX 20-Nov-10 1240 C 1,015Aug-10 SPX 20-Nov-10 1250 C 2,349Aug-10 SPX 20-Nov-10 1260 C 880Aug-10 SPX 20-Nov-10 1275 C 155Aug-10 SPX 20-Nov-10 1300 C 124Aug-10 SPX 20-Nov-10 1320 C 5Aug-10 SPX 20-Nov-10 1350 C 98Aug-10 SPX 20-Nov-10 1550 C 100Aug-10 SPX 18-Dec-10 100 P 15Aug-10 SPX 18-Dec-10 200 P 12Aug-10 SPX 18-Dec-10 250 P 1Aug-10 SPX 18-Dec-10 300 C 3,754Aug-10 SPX 18-Dec-10 300 P 2,808Aug-10 SPX 18-Dec-10 325 P 17Aug-10 SPX 18-Dec-10 350 C 3Aug-10 SPX 18-Dec-10 350 P 405Aug-10 SPX 18-Dec-10 400 C 3,501Aug-10 SPX 18-Dec-10 400 P 5,597Aug-10 SPX 18-Dec-10 425 P 391

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 68: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 18-Dec-10 450 P 858Aug-10 SPX 18-Dec-10 475 P 576Aug-10 SPX 18-Dec-10 500 C 2,830Aug-10 SPX 18-Dec-10 500 P 22,705Aug-10 SPX 18-Dec-10 525 P 1,834Aug-10 SPX 18-Dec-10 550 P 4,162Aug-10 SPX 18-Dec-10 575 P 3,400Aug-10 SPX 18-Dec-10 600 P 37,658Aug-10 SPX 18-Dec-10 620 P 1,047Aug-10 SPX 18-Dec-10 625 P 13,436Aug-10 SPX 18-Dec-10 640 P 1,385Aug-10 SPX 18-Dec-10 650 C 10Aug-10 SPX 18-Dec-10 650 P 2,711Aug-10 SPX 18-Dec-10 675 P 5Aug-10 SPX 18-Dec-10 680 P 11Aug-10 SPX 18-Dec-10 700 C 4Aug-10 SPX 18-Dec-10 700 P 7,966Aug-10 SPX 18-Dec-10 725 P 10,103Aug-10 SPX 18-Dec-10 750 P 30,630Aug-10 SPX 18-Dec-10 775 P 10,241Aug-10 SPX 18-Dec-10 800 C 1Aug-10 SPX 18-Dec-10 800 P 72,736Aug-10 SPX 18-Dec-10 820 P 615Aug-10 SPX 18-Dec-10 825 P 18,325Aug-10 SPX 18-Dec-10 840 P 2,406Aug-10 SPX 18-Dec-10 850 C 5Aug-10 SPX 18-Dec-10 850 P 20,452Aug-10 SPX 18-Dec-10 860 P 21Aug-10 SPX 18-Dec-10 875 C 10Aug-10 SPX 18-Dec-10 875 P 11,007Aug-10 SPX 18-Dec-10 880 P 58Aug-10 SPX 18-Dec-10 900 C 21Aug-10 SPX 18-Dec-10 900 P 68,493Aug-10 SPX 18-Dec-10 920 P 2,006Aug-10 SPX 18-Dec-10 925 P 26,293Aug-10 SPX 18-Dec-10 930 P 210Aug-10 SPX 18-Dec-10 935 P 215Aug-10 SPX 18-Dec-10 940 P 260Aug-10 SPX 18-Dec-10 945 P 6Aug-10 SPX 18-Dec-10 950 C 2Aug-10 SPX 18-Dec-10 950 P 57,828Aug-10 SPX 18-Dec-10 975 C 250Aug-10 SPX 18-Dec-10 975 P 36,023Aug-10 SPX 18-Dec-10 980 P 26Aug-10 SPX 18-Dec-10 985 P 166Aug-10 SPX 18-Dec-10 990 P 285Aug-10 SPX 18-Dec-10 995 P 516Aug-10 SPX 18-Dec-10 1000 C 178

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 69: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 18-Dec-10 1000 P 57,380Aug-10 SPX 18-Dec-10 1020 P 131Aug-10 SPX 18-Dec-10 1025 C 666Aug-10 SPX 18-Dec-10 1025 P 45,090Aug-10 SPX 18-Dec-10 1030 C 2Aug-10 SPX 18-Dec-10 1030 P 3,536Aug-10 SPX 18-Dec-10 1035 P 1,101Aug-10 SPX 18-Dec-10 1040 C 30Aug-10 SPX 18-Dec-10 1040 P 2,322Aug-10 SPX 18-Dec-10 1045 C 8Aug-10 SPX 18-Dec-10 1045 P 9Aug-10 SPX 18-Dec-10 1050 C 12,493Aug-10 SPX 18-Dec-10 1050 P 69,921Aug-10 SPX 18-Dec-10 1055 C 185Aug-10 SPX 18-Dec-10 1055 P 182Aug-10 SPX 18-Dec-10 1060 C 4,302Aug-10 SPX 18-Dec-10 1060 P 5,831Aug-10 SPX 18-Dec-10 1065 C 345Aug-10 SPX 18-Dec-10 1065 P 904Aug-10 SPX 18-Dec-10 1070 C 350Aug-10 SPX 18-Dec-10 1070 P 2,985Aug-10 SPX 18-Dec-10 1075 C 11,562Aug-10 SPX 18-Dec-10 1075 P 31,405Aug-10 SPX 18-Dec-10 1080 C 15Aug-10 SPX 18-Dec-10 1085 C 100Aug-10 SPX 18-Dec-10 1085 P 200Aug-10 SPX 18-Dec-10 1090 C 1Aug-10 SPX 18-Dec-10 1100 C 79,724Aug-10 SPX 18-Dec-10 1100 P 51,854Aug-10 SPX 18-Dec-10 1105 C 400Aug-10 SPX 18-Dec-10 1110 C 1,599Aug-10 SPX 18-Dec-10 1110 P 1,328Aug-10 SPX 18-Dec-10 1115 C 208Aug-10 SPX 18-Dec-10 1115 P 160Aug-10 SPX 18-Dec-10 1120 C 1,269Aug-10 SPX 18-Dec-10 1120 P 25Aug-10 SPX 18-Dec-10 1125 C 40,647Aug-10 SPX 18-Dec-10 1125 P 10,723Aug-10 SPX 18-Dec-10 1130 C 13Aug-10 SPX 18-Dec-10 1140 C 10Aug-10 SPX 18-Dec-10 1150 C 24,867Aug-10 SPX 18-Dec-10 1150 P 10,410Aug-10 SPX 18-Dec-10 1175 C 19,660Aug-10 SPX 18-Dec-10 1175 P 301Aug-10 SPX 18-Dec-10 1180 C 3,583Aug-10 SPX 18-Dec-10 1200 C 59,733Aug-10 SPX 18-Dec-10 1200 P 5,126Aug-10 SPX 18-Dec-10 1220 C 1,319

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 70: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 18-Dec-10 1225 C 5,291Aug-10 SPX 18-Dec-10 1225 P 1,052Aug-10 SPX 18-Dec-10 1230 C 925Aug-10 SPX 18-Dec-10 1235 C 1,614Aug-10 SPX 18-Dec-10 1240 C 820Aug-10 SPX 18-Dec-10 1250 C 45,033Aug-10 SPX 18-Dec-10 1250 P 14Aug-10 SPX 18-Dec-10 1255 C 602Aug-10 SPX 18-Dec-10 1260 C 1,225Aug-10 SPX 18-Dec-10 1260 P 2Aug-10 SPX 18-Dec-10 1265 C 732Aug-10 SPX 18-Dec-10 1270 C 340Aug-10 SPX 18-Dec-10 1275 C 1,091Aug-10 SPX 18-Dec-10 1280 C 200Aug-10 SPX 18-Dec-10 1295 C 630Aug-10 SPX 18-Dec-10 1300 C 5,384Aug-10 SPX 18-Dec-10 1300 P 259Aug-10 SPX 18-Dec-10 1320 C 571Aug-10 SPX 18-Dec-10 1325 C 848Aug-10 SPX 18-Dec-10 1350 C 4,210Aug-10 SPX 18-Dec-10 1350 P 5Aug-10 SPX 18-Dec-10 1375 C 1,028Aug-10 SPX 18-Dec-10 1400 C 1,344Aug-10 SPX 18-Dec-10 1400 P 1Aug-10 SPX 18-Dec-10 1425 C 58Aug-10 SPX 18-Dec-10 1425 P 5Aug-10 SPX 18-Dec-10 1500 C 2,359Aug-10 SPX 18-Dec-10 1500 P 2,253Aug-10 SPX 18-Dec-10 1550 C 181Aug-10 SPX 18-Dec-10 1600 C 93Aug-10 SPX 18-Dec-10 1700 P 1,000Aug-10 SPX 18-Dec-10 1900 P 1,000Aug-10 SPX 18-Dec-10 2000 P 6Aug-10 SPX 18-Dec-10 2250 P 2Aug-10 SPX 18-Dec-10 2500 C 580Aug-10 SPX 18-Dec-10 2500 P 594Aug-10 SPX 22-Jan-11 500 P 658Aug-10 SPX 22-Jan-11 550 P 6Aug-10 SPX 22-Jan-11 600 P 112Aug-10 SPX 22-Jan-11 650 C 3Aug-10 SPX 22-Jan-11 750 P 1,002Aug-10 SPX 22-Jan-11 775 P 500Aug-10 SPX 22-Jan-11 800 P 10Aug-10 SPX 22-Jan-11 825 P 300Aug-10 SPX 22-Jan-11 850 P 6,400Aug-10 SPX 22-Jan-11 875 P 1,900Aug-10 SPX 22-Jan-11 900 P 37,000Aug-10 SPX 22-Jan-11 925 P 3,305

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 71: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 22-Jan-11 950 P 11,380Aug-10 SPX 22-Jan-11 975 P 4,236Aug-10 SPX 22-Jan-11 1000 C 100Aug-10 SPX 22-Jan-11 1000 P 59,708Aug-10 SPX 22-Jan-11 1025 C 3,550Aug-10 SPX 22-Jan-11 1025 P 11,400Aug-10 SPX 22-Jan-11 1050 C 4,400Aug-10 SPX 22-Jan-11 1050 P 12,733Aug-10 SPX 22-Jan-11 1075 C 1,407Aug-10 SPX 22-Jan-11 1075 P 9,750Aug-10 SPX 22-Jan-11 1100 C 1,000Aug-10 SPX 22-Jan-11 1100 P 3Aug-10 SPX 22-Jan-11 1125 C 2,205Aug-10 SPX 22-Jan-11 1150 C 1,905Aug-10 SPX 22-Jan-11 1150 P 505Aug-10 SPX 22-Jan-11 1175 C 1,964Aug-10 SPX 22-Jan-11 1175 P 200Aug-10 SPX 22-Jan-11 1200 C 13,555Aug-10 SPX 22-Jan-11 1200 P 16Aug-10 SPX 22-Jan-11 1225 C 50Aug-10 SPX 22-Jan-11 1250 C 100Aug-10 SPX 22-Jan-11 1250 P 5Aug-10 SPX 22-Jan-11 1275 C 151Aug-10 SPX 22-Jan-11 1300 C 8Aug-10 SPX 19-Mar-11 400 P 11Aug-10 SPX 19-Mar-11 425 P 6Aug-10 SPX 19-Mar-11 450 P 50Aug-10 SPX 19-Mar-11 475 P 2Aug-10 SPX 19-Mar-11 500 P 44Aug-10 SPX 19-Mar-11 575 P 1Aug-10 SPX 19-Mar-11 600 P 449Aug-10 SPX 19-Mar-11 625 P 8Aug-10 SPX 19-Mar-11 650 P 70Aug-10 SPX 19-Mar-11 700 P 2,845Aug-10 SPX 19-Mar-11 725 P 40Aug-10 SPX 19-Mar-11 750 P 6,986Aug-10 SPX 19-Mar-11 775 P 3,390Aug-10 SPX 19-Mar-11 800 C 4Aug-10 SPX 19-Mar-11 800 P 14,731Aug-10 SPX 19-Mar-11 825 P 510Aug-10 SPX 19-Mar-11 850 C 1,000Aug-10 SPX 19-Mar-11 850 P 53,335Aug-10 SPX 19-Mar-11 875 P 1,566Aug-10 SPX 19-Mar-11 900 P 3,800Aug-10 SPX 19-Mar-11 925 P 45Aug-10 SPX 19-Mar-11 950 P 10,768Aug-10 SPX 19-Mar-11 975 C 1Aug-10 SPX 19-Mar-11 975 P 3,756

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 72: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 19-Mar-11 1000 C 5Aug-10 SPX 19-Mar-11 1000 P 15,441Aug-10 SPX 19-Mar-11 1025 C 206Aug-10 SPX 19-Mar-11 1025 P 3,276Aug-10 SPX 19-Mar-11 1050 C 8,577Aug-10 SPX 19-Mar-11 1050 P 18,043Aug-10 SPX 19-Mar-11 1075 C 10,134Aug-10 SPX 19-Mar-11 1075 P 14,210Aug-10 SPX 19-Mar-11 1100 C 7,436Aug-10 SPX 19-Mar-11 1100 P 18,695Aug-10 SPX 19-Mar-11 1125 C 7,624Aug-10 SPX 19-Mar-11 1125 P 1,106Aug-10 SPX 19-Mar-11 1150 C 4,616Aug-10 SPX 19-Mar-11 1150 P 2Aug-10 SPX 19-Mar-11 1175 C 1,275Aug-10 SPX 19-Mar-11 1200 C 9,278Aug-10 SPX 19-Mar-11 1200 P 5Aug-10 SPX 19-Mar-11 1225 C 65Aug-10 SPX 19-Mar-11 1250 C 1,720Aug-10 SPX 19-Mar-11 1250 P 8Aug-10 SPX 19-Mar-11 1275 C 547Aug-10 SPX 19-Mar-11 1275 P 6Aug-10 SPX 19-Mar-11 1300 C 1,411Aug-10 SPX 19-Mar-11 1325 C 1Aug-10 SPX 19-Mar-11 1350 C 349Aug-10 SPX 19-Mar-11 1375 C 70Aug-10 SPX 19-Mar-11 1400 C 25Aug-10 SPX 19-Mar-11 1400 P 20Aug-10 SPX 19-Mar-11 1425 C 20Aug-10 SPX 19-Mar-11 1450 C 100Aug-10 SPX 19-Mar-11 1500 C 16Aug-10 SPX 19-Mar-11 1500 P 22Aug-10 SPX 19-Mar-11 1900 P 990Aug-10 SPX 19-Mar-11 2100 P 990Aug-10 SPX 18-Jun-11 100 P 700Aug-10 SPX 18-Jun-11 200 P 364Aug-10 SPX 18-Jun-11 300 C 2Aug-10 SPX 18-Jun-11 350 C 3Aug-10 SPX 18-Jun-11 400 P 3,461Aug-10 SPX 18-Jun-11 450 P 13Aug-10 SPX 18-Jun-11 500 P 229Aug-10 SPX 18-Jun-11 525 P 30Aug-10 SPX 18-Jun-11 550 P 176Aug-10 SPX 18-Jun-11 600 P 4,459Aug-10 SPX 18-Jun-11 650 P 6,534Aug-10 SPX 18-Jun-11 700 P 10,052Aug-10 SPX 18-Jun-11 750 P 1,693Aug-10 SPX 18-Jun-11 775 P 42

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 73: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 18-Jun-11 800 P 6,519Aug-10 SPX 18-Jun-11 825 P 10Aug-10 SPX 18-Jun-11 850 P 2,486Aug-10 SPX 18-Jun-11 900 C 500Aug-10 SPX 18-Jun-11 900 P 6,148Aug-10 SPX 18-Jun-11 925 P 2,688Aug-10 SPX 18-Jun-11 950 C 2Aug-10 SPX 18-Jun-11 950 P 10,460Aug-10 SPX 18-Jun-11 975 P 4,201Aug-10 SPX 18-Jun-11 1000 C 100Aug-10 SPX 18-Jun-11 1000 P 44,325Aug-10 SPX 18-Jun-11 1025 P 852Aug-10 SPX 18-Jun-11 1050 C 4,162Aug-10 SPX 18-Jun-11 1050 P 18,233Aug-10 SPX 18-Jun-11 1060 C 1Aug-10 SPX 18-Jun-11 1060 P 44Aug-10 SPX 18-Jun-11 1075 C 2,701Aug-10 SPX 18-Jun-11 1075 P 5,886Aug-10 SPX 18-Jun-11 1100 C 17,403Aug-10 SPX 18-Jun-11 1100 P 12,804Aug-10 SPX 18-Jun-11 1125 C 2,303Aug-10 SPX 18-Jun-11 1125 P 1,507Aug-10 SPX 18-Jun-11 1150 C 2,570Aug-10 SPX 18-Jun-11 1150 P 6Aug-10 SPX 18-Jun-11 1175 C 6,827Aug-10 SPX 18-Jun-11 1200 C 4,317Aug-10 SPX 18-Jun-11 1200 P 1,900Aug-10 SPX 18-Jun-11 1225 C 5,410Aug-10 SPX 18-Jun-11 1225 P 510Aug-10 SPX 18-Jun-11 1250 C 5Aug-10 SPX 18-Jun-11 1250 P 10Aug-10 SPX 18-Jun-11 1275 C 1Aug-10 SPX 18-Jun-11 1300 C 19,819Aug-10 SPX 18-Jun-11 1325 C 9Aug-10 SPX 18-Jun-11 1350 C 1Aug-10 SPX 18-Jun-11 1400 C 30Aug-10 SPX 18-Jun-11 1400 P 20Aug-10 SPX 18-Jun-11 1500 C 700Aug-10 SPX 18-Jun-11 1600 C 1Aug-10 SPX 18-Jun-11 1650 C 40Aug-10 SPX 18-Jun-11 2000 P 6Aug-10 SPX 18-Jun-11 2250 P 2Aug-10 SPX 18-Jun-11 2500 P 1Aug-10 SPX 17-Dec-11 50 P 1,428Aug-10 SPX 17-Dec-11 100 C 1Aug-10 SPX 17-Dec-11 100 P 6Aug-10 SPX 17-Dec-11 200 P 11,326Aug-10 SPX 17-Dec-11 225 P 405

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 74: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 17-Dec-11 250 P 5,113Aug-10 SPX 17-Dec-11 275 P 140Aug-10 SPX 17-Dec-11 280 P 92Aug-10 SPX 17-Dec-11 300 C 2Aug-10 SPX 17-Dec-11 300 P 332Aug-10 SPX 17-Dec-11 325 P 254Aug-10 SPX 17-Dec-11 350 C 4Aug-10 SPX 17-Dec-11 400 P 24,598Aug-10 SPX 17-Dec-11 450 P 1,004Aug-10 SPX 17-Dec-11 475 P 20Aug-10 SPX 17-Dec-11 500 C 500Aug-10 SPX 17-Dec-11 500 P 2,445Aug-10 SPX 17-Dec-11 525 P 11Aug-10 SPX 17-Dec-11 550 P 63Aug-10 SPX 17-Dec-11 600 P 9,541Aug-10 SPX 17-Dec-11 650 P 680Aug-10 SPX 17-Dec-11 700 P 10,168Aug-10 SPX 17-Dec-11 750 C 2Aug-10 SPX 17-Dec-11 750 P 28,413Aug-10 SPX 17-Dec-11 775 P 147Aug-10 SPX 17-Dec-11 800 C 1Aug-10 SPX 17-Dec-11 800 P 3,365Aug-10 SPX 17-Dec-11 825 P 1,102Aug-10 SPX 17-Dec-11 850 C 1Aug-10 SPX 17-Dec-11 850 P 3,800Aug-10 SPX 17-Dec-11 900 C 254Aug-10 SPX 17-Dec-11 900 P 12,299Aug-10 SPX 17-Dec-11 920 P 637Aug-10 SPX 17-Dec-11 925 P 5,072Aug-10 SPX 17-Dec-11 950 P 9,147Aug-10 SPX 17-Dec-11 975 P 501Aug-10 SPX 17-Dec-11 1000 C 583Aug-10 SPX 17-Dec-11 1000 P 10,049Aug-10 SPX 17-Dec-11 1025 C 3Aug-10 SPX 17-Dec-11 1025 P 250Aug-10 SPX 17-Dec-11 1050 C 4,148Aug-10 SPX 17-Dec-11 1050 P 6,556Aug-10 SPX 17-Dec-11 1075 C 2,967Aug-10 SPX 17-Dec-11 1075 P 1,955Aug-10 SPX 17-Dec-11 1100 C 13,135Aug-10 SPX 17-Dec-11 1100 P 11,184Aug-10 SPX 17-Dec-11 1125 C 4,453Aug-10 SPX 17-Dec-11 1125 P 801Aug-10 SPX 17-Dec-11 1150 C 1,755Aug-10 SPX 17-Dec-11 1150 P 1Aug-10 SPX 17-Dec-11 1175 C 1,154Aug-10 SPX 17-Dec-11 1200 C 10,301Aug-10 SPX 17-Dec-11 1200 P 1,771

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 75: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 17-Dec-11 1225 C 503Aug-10 SPX 17-Dec-11 1250 C 2,670Aug-10 SPX 17-Dec-11 1250 P 500Aug-10 SPX 17-Dec-11 1275 C 311Aug-10 SPX 17-Dec-11 1300 C 10,653Aug-10 SPX 17-Dec-11 1300 P 2Aug-10 SPX 17-Dec-11 1350 C 300Aug-10 SPX 17-Dec-11 1400 C 8,300Aug-10 SPX 17-Dec-11 1400 P 10Aug-10 SPX 17-Dec-11 1500 C 2,102Aug-10 SPX 17-Dec-11 1500 P 501Aug-10 SPX 17-Dec-11 1550 C 50Aug-10 SPX 17-Dec-11 1600 C 4Aug-10 SPX 17-Dec-11 1800 P 2Aug-10 SPX 17-Dec-11 1900 P 4Aug-10 SPX 17-Dec-11 2000 C 111Aug-10 SPX 17-Dec-11 2000 P 10Aug-10 SPX 17-Dec-11 2250 P 5Aug-10 SPX 17-Dec-11 2500 C 13Aug-10 SPX 17-Dec-11 2500 P 43Aug-10 SPX 16-Jun-12 100 P 101Aug-10 SPX 16-Jun-12 200 P 2,005Aug-10 SPX 16-Jun-12 400 P 3Aug-10 SPX 16-Jun-12 600 P 500Aug-10 SPX 16-Jun-12 800 P 150Aug-10 SPX 16-Jun-12 850 P 10Aug-10 SPX 16-Jun-12 900 P 850Aug-10 SPX 16-Jun-12 950 C 100Aug-10 SPX 16-Jun-12 950 P 6Aug-10 SPX 16-Jun-12 1050 C 500Aug-10 SPX 16-Jun-12 1100 C 800Aug-10 SPX 16-Jun-12 1100 P 1,250Aug-10 SPX 16-Jun-12 1125 C 130Aug-10 SPX 16-Jun-12 1125 P 130Aug-10 SPX 16-Jun-12 1150 C 650Aug-10 SPX 16-Jun-12 1200 C 100Aug-10 SPX 16-Jun-12 1225 C 1Aug-10 SPX 16-Jun-12 1250 C 2Aug-10 SPX 16-Jun-12 1275 C 400Aug-10 SPX 16-Jun-12 1300 C 150Aug-10 SPX 16-Jun-12 1475 C 1,000Aug-10 SPX 16-Jun-12 1500 C 250Aug-10 SPX 16-Jun-12 2250 P 13Aug-10 SPX 16-Jun-12 2500 P 2Aug-10 SPX 22-Dec-12 100 C 1Aug-10 SPX 22-Dec-12 100 P 1,660Aug-10 SPX 22-Dec-12 200 P 365Aug-10 SPX 22-Dec-12 250 P 632

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 76: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 22-Dec-12 300 P 1,539Aug-10 SPX 22-Dec-12 400 C 1Aug-10 SPX 22-Dec-12 400 P 70Aug-10 SPX 22-Dec-12 500 P 588Aug-10 SPX 22-Dec-12 550 P 18Aug-10 SPX 22-Dec-12 600 P 20,129Aug-10 SPX 22-Dec-12 650 P 763Aug-10 SPX 22-Dec-12 700 C 5Aug-10 SPX 22-Dec-12 700 P 1,229Aug-10 SPX 22-Dec-12 750 P 3,337Aug-10 SPX 22-Dec-12 800 P 2,020Aug-10 SPX 22-Dec-12 850 P 1,757Aug-10 SPX 22-Dec-12 900 C 1Aug-10 SPX 22-Dec-12 900 P 3,756Aug-10 SPX 22-Dec-12 925 P 1Aug-10 SPX 22-Dec-12 950 C 809Aug-10 SPX 22-Dec-12 950 P 1,290Aug-10 SPX 22-Dec-12 1000 C 591Aug-10 SPX 22-Dec-12 1000 P 2,165Aug-10 SPX 22-Dec-12 1025 C 1Aug-10 SPX 22-Dec-12 1025 P 1,000Aug-10 SPX 22-Dec-12 1050 C 6,972Aug-10 SPX 22-Dec-12 1050 P 6,927Aug-10 SPX 22-Dec-12 1075 C 56Aug-10 SPX 22-Dec-12 1075 P 106Aug-10 SPX 22-Dec-12 1100 C 9,668Aug-10 SPX 22-Dec-12 1100 P 9,246Aug-10 SPX 22-Dec-12 1125 C 1,850Aug-10 SPX 22-Dec-12 1125 P 325Aug-10 SPX 22-Dec-12 1150 C 1,653Aug-10 SPX 22-Dec-12 1150 P 5Aug-10 SPX 22-Dec-12 1175 C 3,450Aug-10 SPX 22-Dec-12 1175 P 650Aug-10 SPX 22-Dec-12 1200 C 2,400Aug-10 SPX 22-Dec-12 1200 P 11Aug-10 SPX 22-Dec-12 1220 C 2Aug-10 SPX 22-Dec-12 1250 C 1,601Aug-10 SPX 22-Dec-12 1300 C 3,252Aug-10 SPX 22-Dec-12 1350 C 102Aug-10 SPX 22-Dec-12 1400 C 4,423Aug-10 SPX 22-Dec-12 1400 P 6Aug-10 SPX 22-Dec-12 1450 C 1Aug-10 SPX 22-Dec-12 1500 C 9,356Aug-10 SPX 22-Dec-12 1500 P 6Aug-10 SPX 22-Dec-12 1600 C 20,860Aug-10 SPX 22-Dec-12 1700 C 100Aug-10 SPX 22-Dec-12 1800 C 450Aug-10 SPX 22-Dec-12 1900 C 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 77: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-10 SPX 22-Dec-12 1900 P 4Aug-10 SPX 22-Dec-12 2000 C 17,050Aug-10 SPX 22-Dec-12 2000 P 10Aug-10 SPX 22-Dec-12 2250 C 1Aug-10 SPX 22-Dec-12 2250 P 8Aug-10 SPX 22-Dec-12 2500 C 515Aug-10 SPX 22-Dec-12 2500 P 28Sep-10 SPX 18-Sep-10 400 C 30Sep-10 SPX 18-Sep-10 500 C 365Sep-10 SPX 18-Sep-10 500 P 365Sep-10 SPX 18-Sep-10 700 C 11Sep-10 SPX 18-Sep-10 700 P 6Sep-10 SPX 18-Sep-10 715 P 9Sep-10 SPX 18-Sep-10 720 P 40Sep-10 SPX 18-Sep-10 725 C 1Sep-10 SPX 18-Sep-10 725 P 379Sep-10 SPX 18-Sep-10 730 P 43Sep-10 SPX 18-Sep-10 735 P 13Sep-10 SPX 18-Sep-10 740 P 7Sep-10 SPX 18-Sep-10 745 P 60Sep-10 SPX 18-Sep-10 750 P 1,377Sep-10 SPX 18-Sep-10 755 P 24Sep-10 SPX 18-Sep-10 760 P 156Sep-10 SPX 18-Sep-10 765 P 249Sep-10 SPX 18-Sep-10 770 P 34Sep-10 SPX 18-Sep-10 775 C 1Sep-10 SPX 18-Sep-10 775 P 186Sep-10 SPX 18-Sep-10 780 P 38Sep-10 SPX 18-Sep-10 785 P 15Sep-10 SPX 18-Sep-10 790 P 104Sep-10 SPX 18-Sep-10 795 P 77Sep-10 SPX 18-Sep-10 800 P 2,550Sep-10 SPX 18-Sep-10 805 P 218Sep-10 SPX 18-Sep-10 810 P 135Sep-10 SPX 18-Sep-10 815 P 136Sep-10 SPX 18-Sep-10 820 P 339Sep-10 SPX 18-Sep-10 825 C 10Sep-10 SPX 18-Sep-10 825 P 4,921Sep-10 SPX 18-Sep-10 830 P 361Sep-10 SPX 18-Sep-10 835 P 2,535Sep-10 SPX 18-Sep-10 840 P 54Sep-10 SPX 18-Sep-10 845 P 182Sep-10 SPX 18-Sep-10 850 C 4Sep-10 SPX 18-Sep-10 850 P 5,409Sep-10 SPX 18-Sep-10 855 P 451Sep-10 SPX 18-Sep-10 860 P 742Sep-10 SPX 18-Sep-10 865 P 1,194Sep-10 SPX 18-Sep-10 870 P 1,830

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 78: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 18-Sep-10 875 P 10,309Sep-10 SPX 18-Sep-10 880 P 2,419Sep-10 SPX 18-Sep-10 885 P 1,483Sep-10 SPX 18-Sep-10 890 P 395Sep-10 SPX 18-Sep-10 895 P 2,267Sep-10 SPX 18-Sep-10 900 C 14Sep-10 SPX 18-Sep-10 900 P 27,300Sep-10 SPX 18-Sep-10 905 P 287Sep-10 SPX 18-Sep-10 910 P 545Sep-10 SPX 18-Sep-10 915 P 1,802Sep-10 SPX 18-Sep-10 920 P 5,700Sep-10 SPX 18-Sep-10 925 C 11Sep-10 SPX 18-Sep-10 925 P 16,639Sep-10 SPX 18-Sep-10 930 C 1Sep-10 SPX 18-Sep-10 930 P 3,851Sep-10 SPX 18-Sep-10 935 C 1Sep-10 SPX 18-Sep-10 935 P 8,094Sep-10 SPX 18-Sep-10 940 C 10Sep-10 SPX 18-Sep-10 940 P 5,989Sep-10 SPX 18-Sep-10 945 C 2Sep-10 SPX 18-Sep-10 945 P 1,838Sep-10 SPX 18-Sep-10 950 C 46Sep-10 SPX 18-Sep-10 950 P 35,874Sep-10 SPX 18-Sep-10 955 P 914Sep-10 SPX 18-Sep-10 960 C 15Sep-10 SPX 18-Sep-10 960 P 8,092Sep-10 SPX 18-Sep-10 965 C 1Sep-10 SPX 18-Sep-10 965 P 947Sep-10 SPX 18-Sep-10 970 P 2,938Sep-10 SPX 18-Sep-10 975 C 52Sep-10 SPX 18-Sep-10 975 P 46,875Sep-10 SPX 18-Sep-10 980 C 20,103Sep-10 SPX 18-Sep-10 980 P 5,174Sep-10 SPX 18-Sep-10 985 C 1Sep-10 SPX 18-Sep-10 985 P 1,091Sep-10 SPX 18-Sep-10 990 C 46Sep-10 SPX 18-Sep-10 990 P 3,777Sep-10 SPX 18-Sep-10 995 C 2Sep-10 SPX 18-Sep-10 995 P 3,829Sep-10 SPX 18-Sep-10 1000 C 639Sep-10 SPX 18-Sep-10 1000 P 89,318Sep-10 SPX 18-Sep-10 1005 P 2,269Sep-10 SPX 18-Sep-10 1010 C 6Sep-10 SPX 18-Sep-10 1010 P 20,792Sep-10 SPX 18-Sep-10 1015 C 15Sep-10 SPX 18-Sep-10 1015 P 4,523Sep-10 SPX 18-Sep-10 1020 C 51Sep-10 SPX 18-Sep-10 1020 P 9,838

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 79: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 18-Sep-10 1025 C 126Sep-10 SPX 18-Sep-10 1025 P 80,486Sep-10 SPX 18-Sep-10 1030 C 30,491Sep-10 SPX 18-Sep-10 1030 P 40,943Sep-10 SPX 18-Sep-10 1035 C 22Sep-10 SPX 18-Sep-10 1035 P 11,920Sep-10 SPX 18-Sep-10 1040 C 166Sep-10 SPX 18-Sep-10 1040 P 54,733Sep-10 SPX 18-Sep-10 1045 C 76Sep-10 SPX 18-Sep-10 1045 P 8,290Sep-10 SPX 18-Sep-10 1050 C 29,857Sep-10 SPX 18-Sep-10 1050 P 210,057Sep-10 SPX 18-Sep-10 1055 C 486Sep-10 SPX 18-Sep-10 1055 P 6,081Sep-10 SPX 18-Sep-10 1060 C 3,042Sep-10 SPX 18-Sep-10 1060 P 60,719Sep-10 SPX 18-Sep-10 1065 C 12,665Sep-10 SPX 18-Sep-10 1065 P 15,156Sep-10 SPX 18-Sep-10 1070 C 1,900Sep-10 SPX 18-Sep-10 1070 P 85,569Sep-10 SPX 18-Sep-10 1075 C 96,977Sep-10 SPX 18-Sep-10 1075 P 119,185Sep-10 SPX 18-Sep-10 1080 C 28,261Sep-10 SPX 18-Sep-10 1080 P 48,229Sep-10 SPX 18-Sep-10 1085 C 26,457Sep-10 SPX 18-Sep-10 1085 P 30,440Sep-10 SPX 18-Sep-10 1090 C 13,610Sep-10 SPX 18-Sep-10 1090 P 55,503Sep-10 SPX 18-Sep-10 1095 C 21,802Sep-10 SPX 18-Sep-10 1095 P 33,364Sep-10 SPX 18-Sep-10 1100 C 341,242Sep-10 SPX 18-Sep-10 1100 P 317,459Sep-10 SPX 18-Sep-10 1105 C 14,999Sep-10 SPX 18-Sep-10 1105 P 24,149Sep-10 SPX 18-Sep-10 1110 C 28,120Sep-10 SPX 18-Sep-10 1110 P 34,933Sep-10 SPX 18-Sep-10 1115 C 30,411Sep-10 SPX 18-Sep-10 1115 P 21,590Sep-10 SPX 18-Sep-10 1120 C 46,164Sep-10 SPX 18-Sep-10 1120 P 14,586Sep-10 SPX 18-Sep-10 1125 C 116,601Sep-10 SPX 18-Sep-10 1125 P 13,974Sep-10 SPX 18-Sep-10 1130 C 89,402Sep-10 SPX 18-Sep-10 1130 P 1,918Sep-10 SPX 18-Sep-10 1135 C 63,927Sep-10 SPX 18-Sep-10 1135 P 242Sep-10 SPX 18-Sep-10 1140 C 134,504Sep-10 SPX 18-Sep-10 1140 P 225

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 80: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 18-Sep-10 1145 C 34,336Sep-10 SPX 18-Sep-10 1145 P 27Sep-10 SPX 18-Sep-10 1150 C 160,109Sep-10 SPX 18-Sep-10 1150 P 3,111Sep-10 SPX 18-Sep-10 1155 C 10,429Sep-10 SPX 18-Sep-10 1155 P 218Sep-10 SPX 18-Sep-10 1160 C 18,742Sep-10 SPX 18-Sep-10 1160 P 11Sep-10 SPX 18-Sep-10 1165 C 3,993Sep-10 SPX 18-Sep-10 1165 P 18Sep-10 SPX 18-Sep-10 1170 C 12,676Sep-10 SPX 18-Sep-10 1170 P 33Sep-10 SPX 18-Sep-10 1175 C 31,867Sep-10 SPX 18-Sep-10 1175 P 179Sep-10 SPX 18-Sep-10 1180 C 10,949Sep-10 SPX 18-Sep-10 1180 P 40Sep-10 SPX 18-Sep-10 1185 C 3,210Sep-10 SPX 18-Sep-10 1185 P 95Sep-10 SPX 18-Sep-10 1190 C 5,265Sep-10 SPX 18-Sep-10 1190 P 65Sep-10 SPX 18-Sep-10 1195 C 1,250Sep-10 SPX 18-Sep-10 1195 P 92Sep-10 SPX 18-Sep-10 1200 C 37,178Sep-10 SPX 18-Sep-10 1200 P 387Sep-10 SPX 18-Sep-10 1205 C 6,090Sep-10 SPX 18-Sep-10 1205 P 7Sep-10 SPX 18-Sep-10 1210 C 3,843Sep-10 SPX 18-Sep-10 1210 P 338Sep-10 SPX 18-Sep-10 1215 C 930Sep-10 SPX 18-Sep-10 1215 P 104Sep-10 SPX 18-Sep-10 1220 C 1,017Sep-10 SPX 18-Sep-10 1220 P 62Sep-10 SPX 18-Sep-10 1225 C 3,428Sep-10 SPX 18-Sep-10 1225 P 92Sep-10 SPX 18-Sep-10 1230 C 299Sep-10 SPX 18-Sep-10 1230 P 5Sep-10 SPX 18-Sep-10 1235 C 5,422Sep-10 SPX 18-Sep-10 1235 P 28Sep-10 SPX 18-Sep-10 1240 C 391Sep-10 SPX 18-Sep-10 1240 P 10Sep-10 SPX 18-Sep-10 1245 C 248Sep-10 SPX 18-Sep-10 1250 C 4,043Sep-10 SPX 18-Sep-10 1250 P 258Sep-10 SPX 18-Sep-10 1255 C 215Sep-10 SPX 18-Sep-10 1260 C 27Sep-10 SPX 18-Sep-10 1275 C 85Sep-10 SPX 18-Sep-10 1280 C 1,998Sep-10 SPX 18-Sep-10 1290 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 81: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 18-Sep-10 1320 C 2Sep-10 SPX 18-Sep-10 1500 C 365Sep-10 SPX 18-Sep-10 1500 P 392Sep-10 SPX 16-Oct-10 200 C 4Sep-10 SPX 16-Oct-10 300 C 7Sep-10 SPX 16-Oct-10 500 C 500Sep-10 SPX 16-Oct-10 500 P 1,500Sep-10 SPX 16-Oct-10 550 P 47Sep-10 SPX 16-Oct-10 575 P 200Sep-10 SPX 16-Oct-10 600 P 1,321Sep-10 SPX 16-Oct-10 610 P 1Sep-10 SPX 16-Oct-10 620 P 1Sep-10 SPX 16-Oct-10 625 P 372Sep-10 SPX 16-Oct-10 630 P 13Sep-10 SPX 16-Oct-10 635 P 10Sep-10 SPX 16-Oct-10 640 P 39Sep-10 SPX 16-Oct-10 645 P 1,277Sep-10 SPX 16-Oct-10 650 P 5,069Sep-10 SPX 16-Oct-10 655 P 2,208Sep-10 SPX 16-Oct-10 660 P 3,252Sep-10 SPX 16-Oct-10 670 P 3,159Sep-10 SPX 16-Oct-10 675 P 3,110Sep-10 SPX 16-Oct-10 680 P 2,479Sep-10 SPX 16-Oct-10 685 P 2,255Sep-10 SPX 16-Oct-10 690 P 2,573Sep-10 SPX 16-Oct-10 695 P 3,489Sep-10 SPX 16-Oct-10 700 C 23Sep-10 SPX 16-Oct-10 700 P 18,313Sep-10 SPX 16-Oct-10 705 C 2Sep-10 SPX 16-Oct-10 705 P 4,350Sep-10 SPX 16-Oct-10 710 P 3,512Sep-10 SPX 16-Oct-10 715 P 3,851Sep-10 SPX 16-Oct-10 720 P 4,007Sep-10 SPX 16-Oct-10 725 C 1Sep-10 SPX 16-Oct-10 725 P 4,564Sep-10 SPX 16-Oct-10 730 P 4,369Sep-10 SPX 16-Oct-10 735 P 4,106Sep-10 SPX 16-Oct-10 740 P 2,802Sep-10 SPX 16-Oct-10 745 P 3,652Sep-10 SPX 16-Oct-10 750 P 4,445Sep-10 SPX 16-Oct-10 755 P 4,198Sep-10 SPX 16-Oct-10 760 P 3,920Sep-10 SPX 16-Oct-10 765 P 3,601Sep-10 SPX 16-Oct-10 770 P 3,292Sep-10 SPX 16-Oct-10 775 C 1Sep-10 SPX 16-Oct-10 775 P 5,127Sep-10 SPX 16-Oct-10 780 P 2,585Sep-10 SPX 16-Oct-10 785 P 3,053

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 82: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 16-Oct-10 790 P 3,522Sep-10 SPX 16-Oct-10 795 P 2,349Sep-10 SPX 16-Oct-10 800 C 58Sep-10 SPX 16-Oct-10 800 P 31,137Sep-10 SPX 16-Oct-10 805 P 2,612Sep-10 SPX 16-Oct-10 810 P 3,087Sep-10 SPX 16-Oct-10 815 P 3,186Sep-10 SPX 16-Oct-10 820 P 9,855Sep-10 SPX 16-Oct-10 825 C 110Sep-10 SPX 16-Oct-10 825 P 12,858Sep-10 SPX 16-Oct-10 830 P 4,878Sep-10 SPX 16-Oct-10 835 P 2,770Sep-10 SPX 16-Oct-10 840 P 3,170Sep-10 SPX 16-Oct-10 845 P 2,890Sep-10 SPX 16-Oct-10 850 C 145Sep-10 SPX 16-Oct-10 850 P 28,257Sep-10 SPX 16-Oct-10 855 P 2,853Sep-10 SPX 16-Oct-10 860 P 4,366Sep-10 SPX 16-Oct-10 865 P 4,753Sep-10 SPX 16-Oct-10 870 P 4,170Sep-10 SPX 16-Oct-10 875 C 200Sep-10 SPX 16-Oct-10 875 P 18,884Sep-10 SPX 16-Oct-10 880 P 2,733Sep-10 SPX 16-Oct-10 885 P 3,818Sep-10 SPX 16-Oct-10 890 C 2Sep-10 SPX 16-Oct-10 890 P 2,798Sep-10 SPX 16-Oct-10 895 P 2,440Sep-10 SPX 16-Oct-10 900 C 51Sep-10 SPX 16-Oct-10 900 P 84,717Sep-10 SPX 16-Oct-10 905 C 2Sep-10 SPX 16-Oct-10 905 P 2,792Sep-10 SPX 16-Oct-10 910 P 12,297Sep-10 SPX 16-Oct-10 915 C 2Sep-10 SPX 16-Oct-10 915 P 2,043Sep-10 SPX 16-Oct-10 920 P 2,795Sep-10 SPX 16-Oct-10 925 C 100Sep-10 SPX 16-Oct-10 925 P 30,744Sep-10 SPX 16-Oct-10 930 C 24Sep-10 SPX 16-Oct-10 930 P 11,803Sep-10 SPX 16-Oct-10 935 C 1Sep-10 SPX 16-Oct-10 935 P 7,469Sep-10 SPX 16-Oct-10 940 C 1Sep-10 SPX 16-Oct-10 940 P 6,533Sep-10 SPX 16-Oct-10 945 C 1Sep-10 SPX 16-Oct-10 945 P 3,898Sep-10 SPX 16-Oct-10 950 C 222Sep-10 SPX 16-Oct-10 950 P 67,728Sep-10 SPX 16-Oct-10 955 P 8,530

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 83: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 16-Oct-10 960 C 4Sep-10 SPX 16-Oct-10 960 P 17,488Sep-10 SPX 16-Oct-10 965 C 1Sep-10 SPX 16-Oct-10 965 P 2,940Sep-10 SPX 16-Oct-10 970 P 14,903Sep-10 SPX 16-Oct-10 975 C 210Sep-10 SPX 16-Oct-10 975 P 74,088Sep-10 SPX 16-Oct-10 980 C 20,116Sep-10 SPX 16-Oct-10 980 P 16,179Sep-10 SPX 16-Oct-10 985 P 14,669Sep-10 SPX 16-Oct-10 990 P 23,499Sep-10 SPX 16-Oct-10 995 P 9,107Sep-10 SPX 16-Oct-10 1000 C 871Sep-10 SPX 16-Oct-10 1000 P 181,184Sep-10 SPX 16-Oct-10 1005 P 6,947Sep-10 SPX 16-Oct-10 1010 P 23,892Sep-10 SPX 16-Oct-10 1015 P 14,494Sep-10 SPX 16-Oct-10 1020 C 324Sep-10 SPX 16-Oct-10 1020 P 20,291Sep-10 SPX 16-Oct-10 1025 C 9,042Sep-10 SPX 16-Oct-10 1025 P 124,739Sep-10 SPX 16-Oct-10 1030 C 24,313Sep-10 SPX 16-Oct-10 1030 P 14,946Sep-10 SPX 16-Oct-10 1035 C 20Sep-10 SPX 16-Oct-10 1035 P 4,808Sep-10 SPX 16-Oct-10 1040 C 85Sep-10 SPX 16-Oct-10 1040 P 69,086Sep-10 SPX 16-Oct-10 1045 C 115Sep-10 SPX 16-Oct-10 1045 P 9,168Sep-10 SPX 16-Oct-10 1050 C 20,727Sep-10 SPX 16-Oct-10 1050 P 300,739Sep-10 SPX 16-Oct-10 1055 C 32Sep-10 SPX 16-Oct-10 1055 P 2,978Sep-10 SPX 16-Oct-10 1060 C 604Sep-10 SPX 16-Oct-10 1060 P 33,517Sep-10 SPX 16-Oct-10 1065 C 177Sep-10 SPX 16-Oct-10 1065 P 6,928Sep-10 SPX 16-Oct-10 1070 C 2,293Sep-10 SPX 16-Oct-10 1070 P 110,258Sep-10 SPX 16-Oct-10 1075 C 19,810Sep-10 SPX 16-Oct-10 1075 P 142,961Sep-10 SPX 16-Oct-10 1080 C 1,826Sep-10 SPX 16-Oct-10 1080 P 39,486Sep-10 SPX 16-Oct-10 1085 C 710Sep-10 SPX 16-Oct-10 1085 P 12,346Sep-10 SPX 16-Oct-10 1090 C 2,188Sep-10 SPX 16-Oct-10 1090 P 36,937Sep-10 SPX 16-Oct-10 1095 C 340

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 84: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 16-Oct-10 1095 P 6,801Sep-10 SPX 16-Oct-10 1100 C 182,916Sep-10 SPX 16-Oct-10 1100 P 436,422Sep-10 SPX 16-Oct-10 1105 C 6,138Sep-10 SPX 16-Oct-10 1105 P 5,527Sep-10 SPX 16-Oct-10 1110 C 5,112Sep-10 SPX 16-Oct-10 1110 P 12,640Sep-10 SPX 16-Oct-10 1115 C 12,756Sep-10 SPX 16-Oct-10 1115 P 6,205Sep-10 SPX 16-Oct-10 1120 C 51,418Sep-10 SPX 16-Oct-10 1120 P 126,181Sep-10 SPX 16-Oct-10 1125 C 122,922Sep-10 SPX 16-Oct-10 1125 P 82,940Sep-10 SPX 16-Oct-10 1130 C 27,534Sep-10 SPX 16-Oct-10 1130 P 14,715Sep-10 SPX 16-Oct-10 1135 C 11,298Sep-10 SPX 16-Oct-10 1135 P 1,508Sep-10 SPX 16-Oct-10 1140 C 55,048Sep-10 SPX 16-Oct-10 1140 P 17,562Sep-10 SPX 16-Oct-10 1145 C 18,792Sep-10 SPX 16-Oct-10 1145 P 4,042Sep-10 SPX 16-Oct-10 1150 C 140,346Sep-10 SPX 16-Oct-10 1150 P 37,599Sep-10 SPX 16-Oct-10 1155 C 18,937Sep-10 SPX 16-Oct-10 1155 P 3,646Sep-10 SPX 16-Oct-10 1160 C 58,319Sep-10 SPX 16-Oct-10 1160 P 995Sep-10 SPX 16-Oct-10 1165 C 40,121Sep-10 SPX 16-Oct-10 1165 P 79Sep-10 SPX 16-Oct-10 1170 C 48,099Sep-10 SPX 16-Oct-10 1170 P 185Sep-10 SPX 16-Oct-10 1175 C 103,610Sep-10 SPX 16-Oct-10 1175 P 2,379Sep-10 SPX 16-Oct-10 1180 C 30,137Sep-10 SPX 16-Oct-10 1180 P 132Sep-10 SPX 16-Oct-10 1185 C 35,199Sep-10 SPX 16-Oct-10 1185 P 56Sep-10 SPX 16-Oct-10 1190 C 41,106Sep-10 SPX 16-Oct-10 1190 P 93Sep-10 SPX 16-Oct-10 1195 C 16,151Sep-10 SPX 16-Oct-10 1195 P 58Sep-10 SPX 16-Oct-10 1200 C 111,518Sep-10 SPX 16-Oct-10 1200 P 585Sep-10 SPX 16-Oct-10 1205 C 9,171Sep-10 SPX 16-Oct-10 1205 P 5Sep-10 SPX 16-Oct-10 1210 C 16,117Sep-10 SPX 16-Oct-10 1210 P 18Sep-10 SPX 16-Oct-10 1215 C 11,232

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 85: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 16-Oct-10 1215 P 40Sep-10 SPX 16-Oct-10 1220 C 5,567Sep-10 SPX 16-Oct-10 1220 P 10Sep-10 SPX 16-Oct-10 1225 C 29,136Sep-10 SPX 16-Oct-10 1225 P 117Sep-10 SPX 16-Oct-10 1230 C 13,934Sep-10 SPX 16-Oct-10 1230 P 48Sep-10 SPX 16-Oct-10 1235 C 2,002Sep-10 SPX 16-Oct-10 1235 P 23Sep-10 SPX 16-Oct-10 1240 C 4,377Sep-10 SPX 16-Oct-10 1245 C 1,411Sep-10 SPX 16-Oct-10 1245 P 3Sep-10 SPX 16-Oct-10 1250 C 32,579Sep-10 SPX 16-Oct-10 1250 P 169Sep-10 SPX 16-Oct-10 1255 C 1,318Sep-10 SPX 16-Oct-10 1255 P 1Sep-10 SPX 16-Oct-10 1260 C 1,794Sep-10 SPX 16-Oct-10 1265 C 6,459Sep-10 SPX 16-Oct-10 1270 C 1,725Sep-10 SPX 16-Oct-10 1275 C 7,022Sep-10 SPX 16-Oct-10 1275 P 1Sep-10 SPX 16-Oct-10 1280 C 928Sep-10 SPX 16-Oct-10 1285 C 1,201Sep-10 SPX 16-Oct-10 1290 C 1,520Sep-10 SPX 16-Oct-10 1295 C 1,567Sep-10 SPX 16-Oct-10 1300 C 5,837Sep-10 SPX 16-Oct-10 1305 C 288Sep-10 SPX 16-Oct-10 1310 C 565Sep-10 SPX 16-Oct-10 1315 C 375Sep-10 SPX 16-Oct-10 1320 C 351Sep-10 SPX 16-Oct-10 1325 C 1,434Sep-10 SPX 16-Oct-10 1350 C 495Sep-10 SPX 16-Oct-10 1375 C 747Sep-10 SPX 16-Oct-10 1400 C 327Sep-10 SPX 16-Oct-10 1450 C 267Sep-10 SPX 16-Oct-10 1500 C 750Sep-10 SPX 16-Oct-10 1500 P 500Sep-10 SPX 20-Nov-10 400 P 1,182Sep-10 SPX 20-Nov-10 500 P 211Sep-10 SPX 20-Nov-10 550 P 650Sep-10 SPX 20-Nov-10 575 P 614Sep-10 SPX 20-Nov-10 600 P 2,129Sep-10 SPX 20-Nov-10 620 P 42Sep-10 SPX 20-Nov-10 625 P 791Sep-10 SPX 20-Nov-10 630 P 36Sep-10 SPX 20-Nov-10 640 P 66Sep-10 SPX 20-Nov-10 650 P 2,732Sep-10 SPX 20-Nov-10 660 P 36

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 86: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 20-Nov-10 670 P 27Sep-10 SPX 20-Nov-10 675 P 56,196Sep-10 SPX 20-Nov-10 680 P 222Sep-10 SPX 20-Nov-10 690 P 2Sep-10 SPX 20-Nov-10 700 C 14Sep-10 SPX 20-Nov-10 700 P 8,543Sep-10 SPX 20-Nov-10 710 P 112Sep-10 SPX 20-Nov-10 720 P 2,364Sep-10 SPX 20-Nov-10 725 P 4,281Sep-10 SPX 20-Nov-10 730 P 1,488Sep-10 SPX 20-Nov-10 740 P 620Sep-10 SPX 20-Nov-10 750 P 5,121Sep-10 SPX 20-Nov-10 755 P 195Sep-10 SPX 20-Nov-10 760 P 565Sep-10 SPX 20-Nov-10 765 P 910Sep-10 SPX 20-Nov-10 770 P 237Sep-10 SPX 20-Nov-10 775 P 6,330Sep-10 SPX 20-Nov-10 780 P 487Sep-10 SPX 20-Nov-10 785 P 419Sep-10 SPX 20-Nov-10 790 P 415Sep-10 SPX 20-Nov-10 795 P 232Sep-10 SPX 20-Nov-10 800 C 61Sep-10 SPX 20-Nov-10 800 P 25,586Sep-10 SPX 20-Nov-10 805 P 17Sep-10 SPX 20-Nov-10 810 P 45Sep-10 SPX 20-Nov-10 820 P 9Sep-10 SPX 20-Nov-10 825 P 7,780Sep-10 SPX 20-Nov-10 830 P 4,294Sep-10 SPX 20-Nov-10 835 P 300Sep-10 SPX 20-Nov-10 840 P 12,995Sep-10 SPX 20-Nov-10 845 P 606Sep-10 SPX 20-Nov-10 850 P 26,141Sep-10 SPX 20-Nov-10 855 P 220Sep-10 SPX 20-Nov-10 860 P 210Sep-10 SPX 20-Nov-10 865 P 1Sep-10 SPX 20-Nov-10 870 P 24Sep-10 SPX 20-Nov-10 875 C 200Sep-10 SPX 20-Nov-10 875 P 34,002Sep-10 SPX 20-Nov-10 880 P 2,249Sep-10 SPX 20-Nov-10 885 P 24Sep-10 SPX 20-Nov-10 890 P 36Sep-10 SPX 20-Nov-10 895 P 74Sep-10 SPX 20-Nov-10 900 C 250Sep-10 SPX 20-Nov-10 900 P 50,731Sep-10 SPX 20-Nov-10 905 P 1Sep-10 SPX 20-Nov-10 910 P 36Sep-10 SPX 20-Nov-10 915 P 6Sep-10 SPX 20-Nov-10 920 P 476

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 87: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 20-Nov-10 925 C 30Sep-10 SPX 20-Nov-10 925 P 15,200Sep-10 SPX 20-Nov-10 930 C 100Sep-10 SPX 20-Nov-10 930 P 5,579Sep-10 SPX 20-Nov-10 935 C 100Sep-10 SPX 20-Nov-10 935 P 2Sep-10 SPX 20-Nov-10 940 P 8,530Sep-10 SPX 20-Nov-10 945 P 1,593Sep-10 SPX 20-Nov-10 950 C 47Sep-10 SPX 20-Nov-10 950 P 56,196Sep-10 SPX 20-Nov-10 955 P 15Sep-10 SPX 20-Nov-10 960 C 6Sep-10 SPX 20-Nov-10 960 P 4,890Sep-10 SPX 20-Nov-10 965 P 1,048Sep-10 SPX 20-Nov-10 970 P 1,843Sep-10 SPX 20-Nov-10 975 C 10Sep-10 SPX 20-Nov-10 975 P 35,536Sep-10 SPX 20-Nov-10 980 P 4,833Sep-10 SPX 20-Nov-10 985 P 124Sep-10 SPX 20-Nov-10 990 P 2,048Sep-10 SPX 20-Nov-10 995 P 1,127Sep-10 SPX 20-Nov-10 1000 C 21Sep-10 SPX 20-Nov-10 1000 P 96,712Sep-10 SPX 20-Nov-10 1005 P 84Sep-10 SPX 20-Nov-10 1010 P 1,051Sep-10 SPX 20-Nov-10 1015 P 4,456Sep-10 SPX 20-Nov-10 1020 P 1,006Sep-10 SPX 20-Nov-10 1025 P 61,005Sep-10 SPX 20-Nov-10 1030 P 11,677Sep-10 SPX 20-Nov-10 1035 P 736Sep-10 SPX 20-Nov-10 1040 C 59Sep-10 SPX 20-Nov-10 1040 P 5,883Sep-10 SPX 20-Nov-10 1045 P 185Sep-10 SPX 20-Nov-10 1050 C 3,252Sep-10 SPX 20-Nov-10 1050 P 88,393Sep-10 SPX 20-Nov-10 1055 C 3Sep-10 SPX 20-Nov-10 1055 P 51Sep-10 SPX 20-Nov-10 1060 C 68Sep-10 SPX 20-Nov-10 1060 P 12,953Sep-10 SPX 20-Nov-10 1065 P 2,051Sep-10 SPX 20-Nov-10 1070 C 10Sep-10 SPX 20-Nov-10 1070 P 6,436Sep-10 SPX 20-Nov-10 1075 C 7,591Sep-10 SPX 20-Nov-10 1075 P 46,304Sep-10 SPX 20-Nov-10 1080 C 144Sep-10 SPX 20-Nov-10 1080 P 8,955Sep-10 SPX 20-Nov-10 1085 C 7Sep-10 SPX 20-Nov-10 1085 P 6,240

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 88: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 20-Nov-10 1090 C 43Sep-10 SPX 20-Nov-10 1090 P 12,271Sep-10 SPX 20-Nov-10 1095 C 65Sep-10 SPX 20-Nov-10 1095 P 379Sep-10 SPX 20-Nov-10 1100 C 55,420Sep-10 SPX 20-Nov-10 1100 P 108,762Sep-10 SPX 20-Nov-10 1105 P 64Sep-10 SPX 20-Nov-10 1110 C 708Sep-10 SPX 20-Nov-10 1110 P 4,056Sep-10 SPX 20-Nov-10 1115 C 117Sep-10 SPX 20-Nov-10 1115 P 794Sep-10 SPX 20-Nov-10 1120 C 1,303Sep-10 SPX 20-Nov-10 1120 P 53,411Sep-10 SPX 20-Nov-10 1125 C 19,484Sep-10 SPX 20-Nov-10 1125 P 47,965Sep-10 SPX 20-Nov-10 1130 C 11,852Sep-10 SPX 20-Nov-10 1130 P 14,399Sep-10 SPX 20-Nov-10 1135 C 784Sep-10 SPX 20-Nov-10 1135 P 594Sep-10 SPX 20-Nov-10 1140 C 8,146Sep-10 SPX 20-Nov-10 1140 P 2,286Sep-10 SPX 20-Nov-10 1145 C 1,261Sep-10 SPX 20-Nov-10 1145 P 1,560Sep-10 SPX 20-Nov-10 1150 C 38,022Sep-10 SPX 20-Nov-10 1150 P 13,360Sep-10 SPX 20-Nov-10 1155 C 1,293Sep-10 SPX 20-Nov-10 1155 P 6Sep-10 SPX 20-Nov-10 1160 C 7,592Sep-10 SPX 20-Nov-10 1160 P 14Sep-10 SPX 20-Nov-10 1165 C 3,332Sep-10 SPX 20-Nov-10 1165 P 11Sep-10 SPX 20-Nov-10 1170 C 808Sep-10 SPX 20-Nov-10 1170 P 20Sep-10 SPX 20-Nov-10 1175 C 42,250Sep-10 SPX 20-Nov-10 1175 P 251Sep-10 SPX 20-Nov-10 1180 C 3,109Sep-10 SPX 20-Nov-10 1180 P 6Sep-10 SPX 20-Nov-10 1185 C 3,522Sep-10 SPX 20-Nov-10 1190 C 7,792Sep-10 SPX 20-Nov-10 1195 C 917Sep-10 SPX 20-Nov-10 1200 C 111,629Sep-10 SPX 20-Nov-10 1200 P 834Sep-10 SPX 20-Nov-10 1205 C 1,281Sep-10 SPX 20-Nov-10 1210 C 17,668Sep-10 SPX 20-Nov-10 1210 P 1Sep-10 SPX 20-Nov-10 1215 C 1,507Sep-10 SPX 20-Nov-10 1220 C 3,921Sep-10 SPX 20-Nov-10 1220 P 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 89: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 20-Nov-10 1225 C 18,222Sep-10 SPX 20-Nov-10 1225 P 154Sep-10 SPX 20-Nov-10 1230 C 7,965Sep-10 SPX 20-Nov-10 1235 C 4,832Sep-10 SPX 20-Nov-10 1240 C 887Sep-10 SPX 20-Nov-10 1240 P 2Sep-10 SPX 20-Nov-10 1245 C 76Sep-10 SPX 20-Nov-10 1250 C 23,777Sep-10 SPX 20-Nov-10 1255 C 203Sep-10 SPX 20-Nov-10 1260 C 8,124Sep-10 SPX 20-Nov-10 1265 C 57Sep-10 SPX 20-Nov-10 1270 C 124Sep-10 SPX 20-Nov-10 1275 C 3,140Sep-10 SPX 20-Nov-10 1280 C 29Sep-10 SPX 20-Nov-10 1285 C 146Sep-10 SPX 20-Nov-10 1290 C 847Sep-10 SPX 20-Nov-10 1295 C 1,195Sep-10 SPX 20-Nov-10 1300 C 13,039Sep-10 SPX 20-Nov-10 1300 P 12Sep-10 SPX 20-Nov-10 1305 C 90Sep-10 SPX 20-Nov-10 1310 C 139Sep-10 SPX 20-Nov-10 1320 C 1,978Sep-10 SPX 20-Nov-10 1350 C 10Sep-10 SPX 20-Nov-10 1400 C 520Sep-10 SPX 20-Nov-10 1450 C 38Sep-10 SPX 20-Nov-10 1500 C 10Sep-10 SPX 18-Dec-10 100 C 18Sep-10 SPX 18-Dec-10 300 P 2Sep-10 SPX 18-Dec-10 325 C 100Sep-10 SPX 18-Dec-10 400 C 1,000Sep-10 SPX 18-Dec-10 400 P 1,510Sep-10 SPX 18-Dec-10 425 C 100Sep-10 SPX 18-Dec-10 425 P 302Sep-10 SPX 18-Dec-10 450 P 379Sep-10 SPX 18-Dec-10 475 P 103Sep-10 SPX 18-Dec-10 500 C 30,101Sep-10 SPX 18-Dec-10 500 P 33,354Sep-10 SPX 18-Dec-10 525 P 578Sep-10 SPX 18-Dec-10 550 P 3,827Sep-10 SPX 18-Dec-10 575 P 399Sep-10 SPX 18-Dec-10 600 C 2Sep-10 SPX 18-Dec-10 600 P 3,655Sep-10 SPX 18-Dec-10 620 P 1,183Sep-10 SPX 18-Dec-10 625 P 2,396Sep-10 SPX 18-Dec-10 640 P 1,621Sep-10 SPX 18-Dec-10 650 C 10Sep-10 SPX 18-Dec-10 650 P 9,426Sep-10 SPX 18-Dec-10 660 P 1,969

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 90: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 18-Dec-10 675 P 12,936Sep-10 SPX 18-Dec-10 680 P 359Sep-10 SPX 18-Dec-10 700 C 1,684Sep-10 SPX 18-Dec-10 700 P 28,501Sep-10 SPX 18-Dec-10 720 P 2,535Sep-10 SPX 18-Dec-10 725 P 5,482Sep-10 SPX 18-Dec-10 740 P 1,667Sep-10 SPX 18-Dec-10 750 P 5,594Sep-10 SPX 18-Dec-10 760 P 1,300Sep-10 SPX 18-Dec-10 775 P 1,509Sep-10 SPX 18-Dec-10 780 P 1,007Sep-10 SPX 18-Dec-10 800 P 55,599Sep-10 SPX 18-Dec-10 820 P 28,408Sep-10 SPX 18-Dec-10 825 P 2,735Sep-10 SPX 18-Dec-10 840 P 2,178Sep-10 SPX 18-Dec-10 850 C 1Sep-10 SPX 18-Dec-10 850 P 23,415Sep-10 SPX 18-Dec-10 860 P 8,200Sep-10 SPX 18-Dec-10 875 C 6Sep-10 SPX 18-Dec-10 875 P 12,554Sep-10 SPX 18-Dec-10 880 P 31Sep-10 SPX 18-Dec-10 900 C 16Sep-10 SPX 18-Dec-10 900 P 117,221Sep-10 SPX 18-Dec-10 910 P 70Sep-10 SPX 18-Dec-10 920 P 14Sep-10 SPX 18-Dec-10 925 C 9Sep-10 SPX 18-Dec-10 925 P 13,506Sep-10 SPX 18-Dec-10 930 P 2,890Sep-10 SPX 18-Dec-10 935 P 110Sep-10 SPX 18-Dec-10 940 P 91Sep-10 SPX 18-Dec-10 945 P 82Sep-10 SPX 18-Dec-10 950 C 66Sep-10 SPX 18-Dec-10 950 P 70,911Sep-10 SPX 18-Dec-10 960 P 1,206Sep-10 SPX 18-Dec-10 970 P 12Sep-10 SPX 18-Dec-10 975 C 2Sep-10 SPX 18-Dec-10 975 P 15,496Sep-10 SPX 18-Dec-10 980 P 16Sep-10 SPX 18-Dec-10 985 P 2Sep-10 SPX 18-Dec-10 990 P 288Sep-10 SPX 18-Dec-10 995 P 12Sep-10 SPX 18-Dec-10 1000 C 433Sep-10 SPX 18-Dec-10 1000 P 125,488Sep-10 SPX 18-Dec-10 1010 P 7,079Sep-10 SPX 18-Dec-10 1020 C 20Sep-10 SPX 18-Dec-10 1020 P 356Sep-10 SPX 18-Dec-10 1025 C 12Sep-10 SPX 18-Dec-10 1025 P 51,494

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 91: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 18-Dec-10 1030 C 7,000Sep-10 SPX 18-Dec-10 1030 P 9,906Sep-10 SPX 18-Dec-10 1035 P 770Sep-10 SPX 18-Dec-10 1040 C 20Sep-10 SPX 18-Dec-10 1040 P 1,121Sep-10 SPX 18-Dec-10 1045 C 6Sep-10 SPX 18-Dec-10 1045 P 11Sep-10 SPX 18-Dec-10 1050 C 1,904Sep-10 SPX 18-Dec-10 1050 P 81,298Sep-10 SPX 18-Dec-10 1055 P 886Sep-10 SPX 18-Dec-10 1060 C 34Sep-10 SPX 18-Dec-10 1060 P 3,432Sep-10 SPX 18-Dec-10 1065 P 56Sep-10 SPX 18-Dec-10 1070 C 582Sep-10 SPX 18-Dec-10 1070 P 1,571Sep-10 SPX 18-Dec-10 1075 C 2,516Sep-10 SPX 18-Dec-10 1075 P 60,533Sep-10 SPX 18-Dec-10 1080 C 115Sep-10 SPX 18-Dec-10 1080 P 1,509Sep-10 SPX 18-Dec-10 1085 C 10Sep-10 SPX 18-Dec-10 1085 P 5,606Sep-10 SPX 18-Dec-10 1090 C 56Sep-10 SPX 18-Dec-10 1090 P 412Sep-10 SPX 18-Dec-10 1095 C 6,276Sep-10 SPX 18-Dec-10 1095 P 6,517Sep-10 SPX 18-Dec-10 1100 C 112,569Sep-10 SPX 18-Dec-10 1100 P 184,544Sep-10 SPX 18-Dec-10 1105 C 39,332Sep-10 SPX 18-Dec-10 1105 P 39,663Sep-10 SPX 18-Dec-10 1110 C 5,958Sep-10 SPX 18-Dec-10 1110 P 5,964Sep-10 SPX 18-Dec-10 1115 C 64,024Sep-10 SPX 18-Dec-10 1115 P 65,510Sep-10 SPX 18-Dec-10 1120 C 55,720Sep-10 SPX 18-Dec-10 1120 P 56,773Sep-10 SPX 18-Dec-10 1125 C 54,571Sep-10 SPX 18-Dec-10 1125 P 47,289Sep-10 SPX 18-Dec-10 1130 C 46,832Sep-10 SPX 18-Dec-10 1130 P 45,865Sep-10 SPX 18-Dec-10 1135 C 58,736Sep-10 SPX 18-Dec-10 1135 P 61,399Sep-10 SPX 18-Dec-10 1140 C 94,204Sep-10 SPX 18-Dec-10 1140 P 94,557Sep-10 SPX 18-Dec-10 1145 C 23,704Sep-10 SPX 18-Dec-10 1145 P 22,870Sep-10 SPX 18-Dec-10 1150 C 57,615Sep-10 SPX 18-Dec-10 1150 P 25,665Sep-10 SPX 18-Dec-10 1155 C 482

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 92: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 18-Dec-10 1155 P 482Sep-10 SPX 18-Dec-10 1160 C 13,776Sep-10 SPX 18-Dec-10 1165 C 21Sep-10 SPX 18-Dec-10 1175 C 29,852Sep-10 SPX 18-Dec-10 1175 P 7,542Sep-10 SPX 18-Dec-10 1180 C 884Sep-10 SPX 18-Dec-10 1185 C 10,241Sep-10 SPX 18-Dec-10 1185 P 28Sep-10 SPX 18-Dec-10 1195 C 782Sep-10 SPX 18-Dec-10 1195 P 28Sep-10 SPX 18-Dec-10 1200 C 100,122Sep-10 SPX 18-Dec-10 1200 P 2,564Sep-10 SPX 18-Dec-10 1210 C 343Sep-10 SPX 18-Dec-10 1220 C 2,003Sep-10 SPX 18-Dec-10 1220 P 1Sep-10 SPX 18-Dec-10 1225 C 30,587Sep-10 SPX 18-Dec-10 1225 P 139Sep-10 SPX 18-Dec-10 1230 C 1,655Sep-10 SPX 18-Dec-10 1235 C 897Sep-10 SPX 18-Dec-10 1240 C 1,374Sep-10 SPX 18-Dec-10 1240 P 2Sep-10 SPX 18-Dec-10 1250 C 66,236Sep-10 SPX 18-Dec-10 1250 P 157Sep-10 SPX 18-Dec-10 1255 C 2,946Sep-10 SPX 18-Dec-10 1260 C 112Sep-10 SPX 18-Dec-10 1265 C 102Sep-10 SPX 18-Dec-10 1270 C 424Sep-10 SPX 18-Dec-10 1275 C 5,719Sep-10 SPX 18-Dec-10 1275 P 5Sep-10 SPX 18-Dec-10 1280 C 18Sep-10 SPX 18-Dec-10 1290 C 4Sep-10 SPX 18-Dec-10 1295 C 499Sep-10 SPX 18-Dec-10 1300 C 13,058Sep-10 SPX 18-Dec-10 1300 P 21Sep-10 SPX 18-Dec-10 1320 C 1,054Sep-10 SPX 18-Dec-10 1325 C 1,200Sep-10 SPX 18-Dec-10 1350 C 5,058Sep-10 SPX 18-Dec-10 1350 P 1,675Sep-10 SPX 18-Dec-10 1375 C 451Sep-10 SPX 18-Dec-10 1400 C 4,631Sep-10 SPX 18-Dec-10 1400 P 1,000Sep-10 SPX 18-Dec-10 1450 C 1,630Sep-10 SPX 18-Dec-10 1500 C 30,095Sep-10 SPX 18-Dec-10 1500 P 30,101Sep-10 SPX 18-Dec-10 1550 C 50Sep-10 SPX 18-Dec-10 1600 C 35Sep-10 SPX 22-Jan-11 400 C 8Sep-10 SPX 22-Jan-11 450 P 283

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 93: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 22-Jan-11 500 C 500Sep-10 SPX 22-Jan-11 500 P 580Sep-10 SPX 22-Jan-11 600 C 1Sep-10 SPX 22-Jan-11 600 P 2,315Sep-10 SPX 22-Jan-11 650 C 3Sep-10 SPX 22-Jan-11 650 P 1,148Sep-10 SPX 22-Jan-11 675 P 854Sep-10 SPX 22-Jan-11 700 P 23,094Sep-10 SPX 22-Jan-11 725 P 700Sep-10 SPX 22-Jan-11 750 P 22,973Sep-10 SPX 22-Jan-11 775 P 6,075Sep-10 SPX 22-Jan-11 800 P 19,438Sep-10 SPX 22-Jan-11 825 P 1,339Sep-10 SPX 22-Jan-11 850 C 5Sep-10 SPX 22-Jan-11 850 P 9,807Sep-10 SPX 22-Jan-11 875 P 216Sep-10 SPX 22-Jan-11 900 C 30Sep-10 SPX 22-Jan-11 900 P 22,167Sep-10 SPX 22-Jan-11 925 P 2,645Sep-10 SPX 22-Jan-11 950 P 5,611Sep-10 SPX 22-Jan-11 975 P 1,761Sep-10 SPX 22-Jan-11 1000 C 20Sep-10 SPX 22-Jan-11 1000 P 48,374Sep-10 SPX 22-Jan-11 1025 P 3,432Sep-10 SPX 22-Jan-11 1050 C 502Sep-10 SPX 22-Jan-11 1050 P 30,917Sep-10 SPX 22-Jan-11 1075 C 2,244Sep-10 SPX 22-Jan-11 1075 P 15,095Sep-10 SPX 22-Jan-11 1100 C 35,100Sep-10 SPX 22-Jan-11 1100 P 60,086Sep-10 SPX 22-Jan-11 1125 C 18,411Sep-10 SPX 22-Jan-11 1125 P 10,668Sep-10 SPX 22-Jan-11 1140 C 18,162Sep-10 SPX 22-Jan-11 1140 P 305Sep-10 SPX 22-Jan-11 1150 C 11,182Sep-10 SPX 22-Jan-11 1150 P 4,065Sep-10 SPX 22-Jan-11 1175 C 2,741Sep-10 SPX 22-Jan-11 1175 P 1,263Sep-10 SPX 22-Jan-11 1200 C 33,414Sep-10 SPX 22-Jan-11 1200 P 6Sep-10 SPX 22-Jan-11 1225 C 10,347Sep-10 SPX 22-Jan-11 1225 P 24Sep-10 SPX 22-Jan-11 1250 C 13,254Sep-10 SPX 22-Jan-11 1250 P 5,854Sep-10 SPX 22-Jan-11 1275 C 3,111Sep-10 SPX 22-Jan-11 1300 C 5,299Sep-10 SPX 22-Jan-11 1300 P 1,009Sep-10 SPX 22-Jan-11 1325 C 18

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 94: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 22-Jan-11 1350 C 2,520Sep-10 SPX 22-Jan-11 1400 C 500Sep-10 SPX 22-Jan-11 1400 P 18Sep-10 SPX 22-Jan-11 1500 C 500Sep-10 SPX 22-Jan-11 1500 P 500Sep-10 SPX 19-Mar-11 400 P 12Sep-10 SPX 19-Mar-11 425 P 425Sep-10 SPX 19-Mar-11 500 P 657Sep-10 SPX 19-Mar-11 550 P 9,854Sep-10 SPX 19-Mar-11 575 P 256Sep-10 SPX 19-Mar-11 600 P 16,060Sep-10 SPX 19-Mar-11 625 P 413Sep-10 SPX 19-Mar-11 650 P 6,013Sep-10 SPX 19-Mar-11 675 P 2Sep-10 SPX 19-Mar-11 700 P 5,586Sep-10 SPX 19-Mar-11 725 P 2,911Sep-10 SPX 19-Mar-11 750 P 9,683Sep-10 SPX 19-Mar-11 775 P 1,529Sep-10 SPX 19-Mar-11 800 C 4Sep-10 SPX 19-Mar-11 800 P 41,080Sep-10 SPX 19-Mar-11 825 P 20,590Sep-10 SPX 19-Mar-11 850 P 31,738Sep-10 SPX 19-Mar-11 875 P 2,655Sep-10 SPX 19-Mar-11 900 P 55,979Sep-10 SPX 19-Mar-11 925 P 29,587Sep-10 SPX 19-Mar-11 950 P 34,969Sep-10 SPX 19-Mar-11 975 C 10Sep-10 SPX 19-Mar-11 975 P 3,203Sep-10 SPX 19-Mar-11 1000 C 14Sep-10 SPX 19-Mar-11 1000 P 80,456Sep-10 SPX 19-Mar-11 1025 P 11,975Sep-10 SPX 19-Mar-11 1050 C 617Sep-10 SPX 19-Mar-11 1050 P 31,679Sep-10 SPX 19-Mar-11 1060 P 160Sep-10 SPX 19-Mar-11 1075 C 3,522Sep-10 SPX 19-Mar-11 1075 P 34,096Sep-10 SPX 19-Mar-11 1100 C 23,573Sep-10 SPX 19-Mar-11 1100 P 29,455Sep-10 SPX 19-Mar-11 1125 C 28,903Sep-10 SPX 19-Mar-11 1125 P 9,853Sep-10 SPX 19-Mar-11 1150 C 9,789Sep-10 SPX 19-Mar-11 1150 P 9,514Sep-10 SPX 19-Mar-11 1175 C 8,141Sep-10 SPX 19-Mar-11 1175 P 1,000Sep-10 SPX 19-Mar-11 1200 C 71,895Sep-10 SPX 19-Mar-11 1200 P 2,040Sep-10 SPX 19-Mar-11 1225 C 17,207Sep-10 SPX 19-Mar-11 1225 P 65

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 95: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 19-Mar-11 1250 C 14,672Sep-10 SPX 19-Mar-11 1250 P 765Sep-10 SPX 19-Mar-11 1275 C 890Sep-10 SPX 19-Mar-11 1300 C 1,160Sep-10 SPX 19-Mar-11 1325 C 266Sep-10 SPX 19-Mar-11 1325 P 1Sep-10 SPX 19-Mar-11 1350 C 1,785Sep-10 SPX 19-Mar-11 1375 C 2,819Sep-10 SPX 19-Mar-11 1400 C 1,550Sep-10 SPX 19-Mar-11 1425 C 30Sep-10 SPX 19-Mar-11 1450 C 300Sep-10 SPX 19-Mar-11 1575 C 27Sep-10 SPX 19-Mar-11 1600 C 9Sep-10 SPX 18-Jun-11 100 P 9Sep-10 SPX 18-Jun-11 200 P 102Sep-10 SPX 18-Jun-11 300 P 12Sep-10 SPX 18-Jun-11 350 P 10Sep-10 SPX 18-Jun-11 400 P 51Sep-10 SPX 18-Jun-11 450 P 10Sep-10 SPX 18-Jun-11 475 P 2Sep-10 SPX 18-Jun-11 500 P 471Sep-10 SPX 18-Jun-11 525 P 10Sep-10 SPX 18-Jun-11 550 P 354Sep-10 SPX 18-Jun-11 600 P 458Sep-10 SPX 18-Jun-11 650 P 1,507Sep-10 SPX 18-Jun-11 700 P 179Sep-10 SPX 18-Jun-11 750 P 461Sep-10 SPX 18-Jun-11 775 P 116Sep-10 SPX 18-Jun-11 800 P 2,688Sep-10 SPX 18-Jun-11 825 P 500Sep-10 SPX 18-Jun-11 850 P 1,330Sep-10 SPX 18-Jun-11 875 P 6Sep-10 SPX 18-Jun-11 900 P 6,102Sep-10 SPX 18-Jun-11 925 P 100Sep-10 SPX 18-Jun-11 950 C 10Sep-10 SPX 18-Jun-11 950 P 46,112Sep-10 SPX 18-Jun-11 975 P 1,089Sep-10 SPX 18-Jun-11 1000 C 43Sep-10 SPX 18-Jun-11 1000 P 45,180Sep-10 SPX 18-Jun-11 1025 P 2,357Sep-10 SPX 18-Jun-11 1050 C 2,714Sep-10 SPX 18-Jun-11 1050 P 5,817Sep-10 SPX 18-Jun-11 1060 P 508Sep-10 SPX 18-Jun-11 1075 C 2,161Sep-10 SPX 18-Jun-11 1075 P 9,729Sep-10 SPX 18-Jun-11 1100 C 6,997Sep-10 SPX 18-Jun-11 1100 P 18,001Sep-10 SPX 18-Jun-11 1125 C 2,704

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 96: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 18-Jun-11 1125 P 8,389Sep-10 SPX 18-Jun-11 1150 C 4,610Sep-10 SPX 18-Jun-11 1150 P 1,539Sep-10 SPX 18-Jun-11 1175 C 525Sep-10 SPX 18-Jun-11 1175 P 1Sep-10 SPX 18-Jun-11 1200 C 19,217Sep-10 SPX 18-Jun-11 1200 P 20Sep-10 SPX 18-Jun-11 1225 C 2,216Sep-10 SPX 18-Jun-11 1250 C 43,338Sep-10 SPX 18-Jun-11 1250 P 2Sep-10 SPX 18-Jun-11 1275 C 320Sep-10 SPX 18-Jun-11 1300 C 8,770Sep-10 SPX 18-Jun-11 1300 P 1Sep-10 SPX 18-Jun-11 1325 C 195Sep-10 SPX 18-Jun-11 1350 C 1,219Sep-10 SPX 18-Jun-11 1350 P 3Sep-10 SPX 18-Jun-11 1375 C 90Sep-10 SPX 18-Jun-11 1400 C 783Sep-10 SPX 18-Jun-11 1425 C 300Sep-10 SPX 18-Jun-11 1450 C 1,067Sep-10 SPX 18-Jun-11 1475 C 25Sep-10 SPX 18-Jun-11 1500 C 415Sep-10 SPX 18-Jun-11 1550 C 50Sep-10 SPX 18-Jun-11 1600 C 20Sep-10 SPX 18-Jun-11 2500 P 3Sep-10 SPX 17-Sep-11 500 P 3Sep-10 SPX 17-Sep-11 700 P 3Sep-10 SPX 17-Sep-11 750 P 3Sep-10 SPX 17-Sep-11 775 P 1,800Sep-10 SPX 17-Sep-11 800 P 2Sep-10 SPX 17-Sep-11 825 P 1Sep-10 SPX 17-Sep-11 850 P 252Sep-10 SPX 17-Sep-11 875 P 2Sep-10 SPX 17-Sep-11 900 P 13Sep-10 SPX 17-Sep-11 950 P 208Sep-10 SPX 17-Sep-11 1000 P 2,207Sep-10 SPX 17-Sep-11 1050 P 100Sep-10 SPX 17-Sep-11 1075 P 657Sep-10 SPX 17-Sep-11 1100 C 290Sep-10 SPX 17-Sep-11 1100 P 246Sep-10 SPX 17-Sep-11 1125 C 1,089Sep-10 SPX 17-Sep-11 1125 P 2,650Sep-10 SPX 17-Sep-11 1150 C 656Sep-10 SPX 17-Sep-11 1150 P 3,252Sep-10 SPX 17-Sep-11 1175 C 1,005Sep-10 SPX 17-Sep-11 1175 P 1Sep-10 SPX 17-Sep-11 1200 C 936Sep-10 SPX 17-Sep-11 1225 C 500

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 97: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 17-Sep-11 1250 C 3,272Sep-10 SPX 17-Sep-11 1275 C 302Sep-10 SPX 17-Sep-11 1300 C 480Sep-10 SPX 17-Sep-11 1325 C 20Sep-10 SPX 17-Sep-11 1350 C 201Sep-10 SPX 17-Sep-11 1375 C 102Sep-10 SPX 17-Sep-11 1400 C 12Sep-10 SPX 17-Sep-11 1425 C 101Sep-10 SPX 17-Sep-11 1450 C 10Sep-10 SPX 17-Dec-11 200 P 1,508Sep-10 SPX 17-Dec-11 225 P 670Sep-10 SPX 17-Dec-11 250 P 6,337Sep-10 SPX 17-Dec-11 275 P 654Sep-10 SPX 17-Dec-11 280 P 1,044Sep-10 SPX 17-Dec-11 300 P 3,434Sep-10 SPX 17-Dec-11 325 P 614Sep-10 SPX 17-Dec-11 350 P 345Sep-10 SPX 17-Dec-11 400 P 34,396Sep-10 SPX 17-Dec-11 425 P 48Sep-10 SPX 17-Dec-11 500 P 2,039Sep-10 SPX 17-Dec-11 550 P 1,726Sep-10 SPX 17-Dec-11 600 P 10,019Sep-10 SPX 17-Dec-11 650 P 13,382Sep-10 SPX 17-Dec-11 700 P 4,357Sep-10 SPX 17-Dec-11 750 P 16,457Sep-10 SPX 17-Dec-11 775 P 1,953Sep-10 SPX 17-Dec-11 800 P 17,378Sep-10 SPX 17-Dec-11 825 P 155Sep-10 SPX 17-Dec-11 850 P 1,110Sep-10 SPX 17-Dec-11 875 C 6Sep-10 SPX 17-Dec-11 900 C 6Sep-10 SPX 17-Dec-11 900 P 2,800Sep-10 SPX 17-Dec-11 920 P 600Sep-10 SPX 17-Dec-11 925 P 48Sep-10 SPX 17-Dec-11 950 P 8,154Sep-10 SPX 17-Dec-11 975 P 1,031Sep-10 SPX 17-Dec-11 1000 C 1,702Sep-10 SPX 17-Dec-11 1000 P 19,144Sep-10 SPX 17-Dec-11 1025 C 180Sep-10 SPX 17-Dec-11 1025 P 1,680Sep-10 SPX 17-Dec-11 1050 C 2,351Sep-10 SPX 17-Dec-11 1050 P 11,164Sep-10 SPX 17-Dec-11 1075 C 3,435Sep-10 SPX 17-Dec-11 1075 P 11,785Sep-10 SPX 17-Dec-11 1100 C 17,683Sep-10 SPX 17-Dec-11 1100 P 42,727Sep-10 SPX 17-Dec-11 1125 C 7,954Sep-10 SPX 17-Dec-11 1125 P 12,269

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 98: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 17-Dec-11 1150 C 11,041Sep-10 SPX 17-Dec-11 1150 P 5,275Sep-10 SPX 17-Dec-11 1175 C 3,252Sep-10 SPX 17-Dec-11 1175 P 600Sep-10 SPX 17-Dec-11 1200 C 5,814Sep-10 SPX 17-Dec-11 1225 C 2,770Sep-10 SPX 17-Dec-11 1250 C 3,710Sep-10 SPX 17-Dec-11 1275 C 33Sep-10 SPX 17-Dec-11 1300 C 8,568Sep-10 SPX 17-Dec-11 1300 P 417Sep-10 SPX 17-Dec-11 1325 C 2Sep-10 SPX 17-Dec-11 1350 C 341Sep-10 SPX 17-Dec-11 1350 P 3Sep-10 SPX 17-Dec-11 1400 C 3,006Sep-10 SPX 17-Dec-11 1400 P 20Sep-10 SPX 17-Dec-11 1450 C 1,750Sep-10 SPX 17-Dec-11 1500 C 3,515Sep-10 SPX 17-Dec-11 1550 C 350Sep-10 SPX 17-Dec-11 1700 C 40Sep-10 SPX 17-Dec-11 1800 C 50Sep-10 SPX 17-Dec-11 1900 C 1Sep-10 SPX 17-Dec-11 2000 C 306Sep-10 SPX 17-Dec-11 2000 P 4Sep-10 SPX 17-Dec-11 2500 P 101Sep-10 SPX 16-Jun-12 100 P 2Sep-10 SPX 16-Jun-12 200 P 151Sep-10 SPX 16-Jun-12 300 P 350Sep-10 SPX 16-Jun-12 600 P 2Sep-10 SPX 16-Jun-12 800 P 6,001Sep-10 SPX 16-Jun-12 900 P 1Sep-10 SPX 16-Jun-12 950 P 7Sep-10 SPX 16-Jun-12 1000 P 1,700Sep-10 SPX 16-Jun-12 1050 C 200Sep-10 SPX 16-Jun-12 1050 P 552Sep-10 SPX 16-Jun-12 1075 C 700Sep-10 SPX 16-Jun-12 1075 P 4Sep-10 SPX 16-Jun-12 1100 C 275Sep-10 SPX 16-Jun-12 1100 P 1,776Sep-10 SPX 16-Jun-12 1125 C 801Sep-10 SPX 16-Jun-12 1125 P 300Sep-10 SPX 16-Jun-12 1150 C 225Sep-10 SPX 16-Jun-12 1150 P 750Sep-10 SPX 16-Jun-12 1175 C 60Sep-10 SPX 16-Jun-12 1200 C 600Sep-10 SPX 16-Jun-12 1250 C 452Sep-10 SPX 16-Jun-12 1300 C 6,150Sep-10 SPX 16-Jun-12 1300 P 500Sep-10 SPX 16-Jun-12 1325 C 20

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 99: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 16-Jun-12 1800 P 5Sep-10 SPX 16-Jun-12 1900 C 6Sep-10 SPX 16-Jun-12 2250 P 68Sep-10 SPX 16-Jun-12 2500 P 103Sep-10 SPX 22-Dec-12 100 P 206Sep-10 SPX 22-Dec-12 200 C 4Sep-10 SPX 22-Dec-12 200 P 1,025Sep-10 SPX 22-Dec-12 250 P 916Sep-10 SPX 22-Dec-12 300 C 7Sep-10 SPX 22-Dec-12 300 P 36Sep-10 SPX 22-Dec-12 350 P 5Sep-10 SPX 22-Dec-12 400 P 1,218Sep-10 SPX 22-Dec-12 450 P 1,500Sep-10 SPX 22-Dec-12 500 C 4,000Sep-10 SPX 22-Dec-12 500 P 4,511Sep-10 SPX 22-Dec-12 550 P 906Sep-10 SPX 22-Dec-12 600 P 2,915Sep-10 SPX 22-Dec-12 650 P 18Sep-10 SPX 22-Dec-12 700 C 5Sep-10 SPX 22-Dec-12 700 P 2,123Sep-10 SPX 22-Dec-12 750 P 2,010Sep-10 SPX 22-Dec-12 800 P 4,485Sep-10 SPX 22-Dec-12 825 P 1Sep-10 SPX 22-Dec-12 850 P 2,855Sep-10 SPX 22-Dec-12 875 P 905Sep-10 SPX 22-Dec-12 900 C 2,201Sep-10 SPX 22-Dec-12 900 P 5,939Sep-10 SPX 22-Dec-12 925 P 1,916Sep-10 SPX 22-Dec-12 950 C 1Sep-10 SPX 22-Dec-12 950 P 2,451Sep-10 SPX 22-Dec-12 975 P 600Sep-10 SPX 22-Dec-12 1000 C 2,766Sep-10 SPX 22-Dec-12 1000 P 5,523Sep-10 SPX 22-Dec-12 1025 C 3,101Sep-10 SPX 22-Dec-12 1025 P 2,001Sep-10 SPX 22-Dec-12 1050 C 3,800Sep-10 SPX 22-Dec-12 1050 P 3,918Sep-10 SPX 22-Dec-12 1075 P 501Sep-10 SPX 22-Dec-12 1100 C 17,111Sep-10 SPX 22-Dec-12 1100 P 11,945Sep-10 SPX 22-Dec-12 1125 C 2,800Sep-10 SPX 22-Dec-12 1125 P 3,953Sep-10 SPX 22-Dec-12 1150 C 3,242Sep-10 SPX 22-Dec-12 1150 P 2,372Sep-10 SPX 22-Dec-12 1175 C 218Sep-10 SPX 22-Dec-12 1175 P 219Sep-10 SPX 22-Dec-12 1200 C 4,670Sep-10 SPX 22-Dec-12 1200 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 100: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-10 SPX 22-Dec-12 1250 C 1,551Sep-10 SPX 22-Dec-12 1300 C 4,681Sep-10 SPX 22-Dec-12 1300 P 300Sep-10 SPX 22-Dec-12 1400 C 4,181Sep-10 SPX 22-Dec-12 1450 C 1Sep-10 SPX 22-Dec-12 1500 C 12,533Sep-10 SPX 22-Dec-12 1500 P 4,003Sep-10 SPX 22-Dec-12 1600 C 7,011Sep-10 SPX 22-Dec-12 1700 C 2,306Sep-10 SPX 22-Dec-12 1800 C 8,217Sep-10 SPX 22-Dec-12 1800 P 5Sep-10 SPX 22-Dec-12 1900 C 1,267Sep-10 SPX 22-Dec-12 2000 C 405Sep-10 SPX 22-Dec-12 2000 P 54Sep-10 SPX 22-Dec-12 2250 P 118Sep-10 SPX 22-Dec-12 2500 P 117Oct-10 SPX 16-Oct-10 200 C 44Oct-10 SPX 16-Oct-10 300 C 11Oct-10 SPX 16-Oct-10 700 C 11Oct-10 SPX 16-Oct-10 725 C 1Oct-10 SPX 16-Oct-10 730 P 20Oct-10 SPX 16-Oct-10 750 C 1Oct-10 SPX 16-Oct-10 750 P 5Oct-10 SPX 16-Oct-10 775 C 3Oct-10 SPX 16-Oct-10 800 C 2Oct-10 SPX 16-Oct-10 800 P 7Oct-10 SPX 16-Oct-10 820 P 5Oct-10 SPX 16-Oct-10 825 C 10Oct-10 SPX 16-Oct-10 825 P 15Oct-10 SPX 16-Oct-10 845 P 10Oct-10 SPX 16-Oct-10 850 C 1Oct-10 SPX 16-Oct-10 850 P 955Oct-10 SPX 16-Oct-10 855 P 30Oct-10 SPX 16-Oct-10 860 P 175Oct-10 SPX 16-Oct-10 865 P 35Oct-10 SPX 16-Oct-10 870 P 31Oct-10 SPX 16-Oct-10 875 P 376Oct-10 SPX 16-Oct-10 880 P 299Oct-10 SPX 16-Oct-10 885 P 36Oct-10 SPX 16-Oct-10 890 P 169Oct-10 SPX 16-Oct-10 895 P 470Oct-10 SPX 16-Oct-10 900 C 11Oct-10 SPX 16-Oct-10 900 P 8,698Oct-10 SPX 16-Oct-10 905 P 513Oct-10 SPX 16-Oct-10 910 P 550Oct-10 SPX 16-Oct-10 915 P 831Oct-10 SPX 16-Oct-10 920 P 2,577Oct-10 SPX 16-Oct-10 925 P 5,178

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 101: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 16-Oct-10 930 P 332Oct-10 SPX 16-Oct-10 935 C 1Oct-10 SPX 16-Oct-10 935 P 2,045Oct-10 SPX 16-Oct-10 940 C 1Oct-10 SPX 16-Oct-10 940 P 4,815Oct-10 SPX 16-Oct-10 945 P 927Oct-10 SPX 16-Oct-10 950 C 40Oct-10 SPX 16-Oct-10 950 P 18,016Oct-10 SPX 16-Oct-10 955 P 6,904Oct-10 SPX 16-Oct-10 960 C 4Oct-10 SPX 16-Oct-10 960 P 1,491Oct-10 SPX 16-Oct-10 965 C 1Oct-10 SPX 16-Oct-10 965 P 725Oct-10 SPX 16-Oct-10 970 P 1,829Oct-10 SPX 16-Oct-10 975 P 14,621Oct-10 SPX 16-Oct-10 980 C 20,458Oct-10 SPX 16-Oct-10 980 P 993Oct-10 SPX 16-Oct-10 985 P 395Oct-10 SPX 16-Oct-10 990 C 1Oct-10 SPX 16-Oct-10 990 P 2,523Oct-10 SPX 16-Oct-10 995 P 9,768Oct-10 SPX 16-Oct-10 1000 C 208Oct-10 SPX 16-Oct-10 1000 P 35,059Oct-10 SPX 16-Oct-10 1005 P 2,175Oct-10 SPX 16-Oct-10 1010 P 2,521Oct-10 SPX 16-Oct-10 1015 P 857Oct-10 SPX 16-Oct-10 1020 C 187Oct-10 SPX 16-Oct-10 1020 P 1,499Oct-10 SPX 16-Oct-10 1025 C 8,393Oct-10 SPX 16-Oct-10 1025 P 33,423Oct-10 SPX 16-Oct-10 1030 C 24,092Oct-10 SPX 16-Oct-10 1030 P 10,062Oct-10 SPX 16-Oct-10 1035 C 4Oct-10 SPX 16-Oct-10 1035 P 1,718Oct-10 SPX 16-Oct-10 1040 C 13Oct-10 SPX 16-Oct-10 1040 P 17,278Oct-10 SPX 16-Oct-10 1045 C 5Oct-10 SPX 16-Oct-10 1045 P 3,627Oct-10 SPX 16-Oct-10 1050 C 10,108Oct-10 SPX 16-Oct-10 1050 P 49,594Oct-10 SPX 16-Oct-10 1055 C 17Oct-10 SPX 16-Oct-10 1055 P 4,418Oct-10 SPX 16-Oct-10 1060 C 105Oct-10 SPX 16-Oct-10 1060 P 9,966Oct-10 SPX 16-Oct-10 1065 C 49Oct-10 SPX 16-Oct-10 1065 P 6,612Oct-10 SPX 16-Oct-10 1070 C 549Oct-10 SPX 16-Oct-10 1070 P 17,109

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 102: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 16-Oct-10 1075 C 1,034Oct-10 SPX 16-Oct-10 1075 P 51,105Oct-10 SPX 16-Oct-10 1080 C 294Oct-10 SPX 16-Oct-10 1080 P 22,799Oct-10 SPX 16-Oct-10 1085 C 199Oct-10 SPX 16-Oct-10 1085 P 2,789Oct-10 SPX 16-Oct-10 1090 C 190Oct-10 SPX 16-Oct-10 1090 P 17,997Oct-10 SPX 16-Oct-10 1095 C 138Oct-10 SPX 16-Oct-10 1095 P 5,060Oct-10 SPX 16-Oct-10 1100 C 33,941Oct-10 SPX 16-Oct-10 1100 P 105,143Oct-10 SPX 16-Oct-10 1105 C 103Oct-10 SPX 16-Oct-10 1105 P 9,396Oct-10 SPX 16-Oct-10 1110 C 717Oct-10 SPX 16-Oct-10 1110 P 11,275Oct-10 SPX 16-Oct-10 1115 C 244Oct-10 SPX 16-Oct-10 1115 P 10,071Oct-10 SPX 16-Oct-10 1120 C 29,292Oct-10 SPX 16-Oct-10 1120 P 29,763Oct-10 SPX 16-Oct-10 1125 C 44,784Oct-10 SPX 16-Oct-10 1125 P 81,103Oct-10 SPX 16-Oct-10 1130 C 10,459Oct-10 SPX 16-Oct-10 1130 P 30,607Oct-10 SPX 16-Oct-10 1135 C 2,067Oct-10 SPX 16-Oct-10 1135 P 19,217Oct-10 SPX 16-Oct-10 1140 C 13,724Oct-10 SPX 16-Oct-10 1140 P 33,820Oct-10 SPX 16-Oct-10 1145 C 2,976Oct-10 SPX 16-Oct-10 1145 P 11,963Oct-10 SPX 16-Oct-10 1150 C 205,385Oct-10 SPX 16-Oct-10 1150 P 257,827Oct-10 SPX 16-Oct-10 1155 C 15,794Oct-10 SPX 16-Oct-10 1155 P 16,221Oct-10 SPX 16-Oct-10 1160 C 31,874Oct-10 SPX 16-Oct-10 1160 P 29,705Oct-10 SPX 16-Oct-10 1165 C 46,980Oct-10 SPX 16-Oct-10 1165 P 24,469Oct-10 SPX 16-Oct-10 1170 C 64,435Oct-10 SPX 16-Oct-10 1170 P 15,278Oct-10 SPX 16-Oct-10 1175 C 130,929Oct-10 SPX 16-Oct-10 1175 P 26,542Oct-10 SPX 16-Oct-10 1180 C 46,645Oct-10 SPX 16-Oct-10 1180 P 5,951Oct-10 SPX 16-Oct-10 1185 C 31,408Oct-10 SPX 16-Oct-10 1185 P 589Oct-10 SPX 16-Oct-10 1190 C 41,250Oct-10 SPX 16-Oct-10 1190 P 468

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 103: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 16-Oct-10 1195 C 25,289Oct-10 SPX 16-Oct-10 1195 P 80Oct-10 SPX 16-Oct-10 1200 C 96,763Oct-10 SPX 16-Oct-10 1200 P 3,443Oct-10 SPX 16-Oct-10 1205 C 15,608Oct-10 SPX 16-Oct-10 1210 C 11,562Oct-10 SPX 16-Oct-10 1210 P 36Oct-10 SPX 16-Oct-10 1215 C 5,007Oct-10 SPX 16-Oct-10 1215 P 20Oct-10 SPX 16-Oct-10 1220 C 5,637Oct-10 SPX 16-Oct-10 1220 P 20Oct-10 SPX 16-Oct-10 1225 C 18,698Oct-10 SPX 16-Oct-10 1225 P 441Oct-10 SPX 16-Oct-10 1230 C 2,266Oct-10 SPX 16-Oct-10 1230 P 46Oct-10 SPX 16-Oct-10 1235 C 2,802Oct-10 SPX 16-Oct-10 1235 P 21Oct-10 SPX 16-Oct-10 1240 C 1,780Oct-10 SPX 16-Oct-10 1240 P 3Oct-10 SPX 16-Oct-10 1245 C 757Oct-10 SPX 16-Oct-10 1245 P 3Oct-10 SPX 16-Oct-10 1250 C 8,312Oct-10 SPX 16-Oct-10 1250 P 75Oct-10 SPX 16-Oct-10 1255 C 1,007Oct-10 SPX 16-Oct-10 1255 P 5Oct-10 SPX 16-Oct-10 1260 C 2,161Oct-10 SPX 16-Oct-10 1265 C 3,259Oct-10 SPX 16-Oct-10 1270 C 1,517Oct-10 SPX 16-Oct-10 1275 C 5,120Oct-10 SPX 16-Oct-10 1275 P 3Oct-10 SPX 16-Oct-10 1280 C 718Oct-10 SPX 16-Oct-10 1285 C 510Oct-10 SPX 16-Oct-10 1290 C 354Oct-10 SPX 16-Oct-10 1295 C 244Oct-10 SPX 16-Oct-10 1300 C 607Oct-10 SPX 16-Oct-10 1305 C 50Oct-10 SPX 16-Oct-10 1310 C 52Oct-10 SPX 16-Oct-10 1315 C 4Oct-10 SPX 16-Oct-10 1320 C 1Oct-10 SPX 16-Oct-10 1500 C 450Oct-10 SPX 16-Oct-10 1550 C 450Oct-10 SPX 20-Nov-10 500 C 750Oct-10 SPX 20-Nov-10 500 P 750Oct-10 SPX 20-Nov-10 600 P 516Oct-10 SPX 20-Nov-10 625 P 562Oct-10 SPX 20-Nov-10 650 P 1,444Oct-10 SPX 20-Nov-10 660 P 5Oct-10 SPX 20-Nov-10 675 P 306

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 104: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 20-Nov-10 680 P 2Oct-10 SPX 20-Nov-10 690 P 51Oct-10 SPX 20-Nov-10 700 C 11Oct-10 SPX 20-Nov-10 700 P 11,345Oct-10 SPX 20-Nov-10 710 P 158Oct-10 SPX 20-Nov-10 720 P 306Oct-10 SPX 20-Nov-10 725 C 1Oct-10 SPX 20-Nov-10 725 P 5,067Oct-10 SPX 20-Nov-10 730 P 9,318Oct-10 SPX 20-Nov-10 740 P 10,180Oct-10 SPX 20-Nov-10 750 P 21,161Oct-10 SPX 20-Nov-10 755 P 5,350Oct-10 SPX 20-Nov-10 760 P 5,254Oct-10 SPX 20-Nov-10 765 P 6,294Oct-10 SPX 20-Nov-10 770 P 4,551Oct-10 SPX 20-Nov-10 775 C 1Oct-10 SPX 20-Nov-10 775 P 10,377Oct-10 SPX 20-Nov-10 780 P 4,623Oct-10 SPX 20-Nov-10 785 P 4,479Oct-10 SPX 20-Nov-10 790 P 4,236Oct-10 SPX 20-Nov-10 795 P 4,555Oct-10 SPX 20-Nov-10 800 C 40Oct-10 SPX 20-Nov-10 800 P 7,562Oct-10 SPX 20-Nov-10 805 P 4,484Oct-10 SPX 20-Nov-10 810 P 5,297Oct-10 SPX 20-Nov-10 815 P 4,159Oct-10 SPX 20-Nov-10 820 P 4,507Oct-10 SPX 20-Nov-10 825 P 8,163Oct-10 SPX 20-Nov-10 830 P 5,730Oct-10 SPX 20-Nov-10 835 P 5,894Oct-10 SPX 20-Nov-10 840 P 5,787Oct-10 SPX 20-Nov-10 845 P 6,002Oct-10 SPX 20-Nov-10 850 C 102Oct-10 SPX 20-Nov-10 850 P 33,752Oct-10 SPX 20-Nov-10 855 P 5,423Oct-10 SPX 20-Nov-10 860 P 4,769Oct-10 SPX 20-Nov-10 865 P 6,480Oct-10 SPX 20-Nov-10 870 C 3Oct-10 SPX 20-Nov-10 870 P 5,367Oct-10 SPX 20-Nov-10 875 C 90Oct-10 SPX 20-Nov-10 875 P 34,789Oct-10 SPX 20-Nov-10 880 C 43Oct-10 SPX 20-Nov-10 880 P 4,961Oct-10 SPX 20-Nov-10 885 P 4,229Oct-10 SPX 20-Nov-10 890 C 70Oct-10 SPX 20-Nov-10 890 P 4,289Oct-10 SPX 20-Nov-10 895 P 4,344Oct-10 SPX 20-Nov-10 900 C 185

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 105: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 20-Nov-10 900 P 38,977Oct-10 SPX 20-Nov-10 905 P 3,946Oct-10 SPX 20-Nov-10 910 P 14,937Oct-10 SPX 20-Nov-10 915 C 30Oct-10 SPX 20-Nov-10 915 P 4,695Oct-10 SPX 20-Nov-10 920 P 3,965Oct-10 SPX 20-Nov-10 925 C 68Oct-10 SPX 20-Nov-10 925 P 36,468Oct-10 SPX 20-Nov-10 930 P 8,809Oct-10 SPX 20-Nov-10 935 C 1Oct-10 SPX 20-Nov-10 935 P 5,785Oct-10 SPX 20-Nov-10 940 P 12,691Oct-10 SPX 20-Nov-10 945 P 5,563Oct-10 SPX 20-Nov-10 950 C 166Oct-10 SPX 20-Nov-10 950 P 48,283Oct-10 SPX 20-Nov-10 955 P 3,032Oct-10 SPX 20-Nov-10 960 C 16Oct-10 SPX 20-Nov-10 960 P 5,921Oct-10 SPX 20-Nov-10 965 C 1Oct-10 SPX 20-Nov-10 965 P 8,195Oct-10 SPX 20-Nov-10 970 C 4Oct-10 SPX 20-Nov-10 970 P 7,172Oct-10 SPX 20-Nov-10 975 C 90Oct-10 SPX 20-Nov-10 975 P 42,691Oct-10 SPX 20-Nov-10 980 C 20,494Oct-10 SPX 20-Nov-10 980 P 8,266Oct-10 SPX 20-Nov-10 985 P 6,804Oct-10 SPX 20-Nov-10 990 C 70Oct-10 SPX 20-Nov-10 990 P 8,279Oct-10 SPX 20-Nov-10 995 C 3Oct-10 SPX 20-Nov-10 995 P 5,298Oct-10 SPX 20-Nov-10 1000 C 257Oct-10 SPX 20-Nov-10 1000 P 110,121Oct-10 SPX 20-Nov-10 1005 P 4,657Oct-10 SPX 20-Nov-10 1010 P 12,623Oct-10 SPX 20-Nov-10 1015 C 30Oct-10 SPX 20-Nov-10 1015 P 13,393Oct-10 SPX 20-Nov-10 1020 P 15,913Oct-10 SPX 20-Nov-10 1025 C 39Oct-10 SPX 20-Nov-10 1025 P 70,037Oct-10 SPX 20-Nov-10 1030 C 24,098Oct-10 SPX 20-Nov-10 1030 P 28,261Oct-10 SPX 20-Nov-10 1035 P 19,474Oct-10 SPX 20-Nov-10 1040 C 17Oct-10 SPX 20-Nov-10 1040 P 19,357Oct-10 SPX 20-Nov-10 1045 P 6,482Oct-10 SPX 20-Nov-10 1050 C 644Oct-10 SPX 20-Nov-10 1050 P 186,426

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 106: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 20-Nov-10 1055 P 5,441Oct-10 SPX 20-Nov-10 1060 C 103Oct-10 SPX 20-Nov-10 1060 P 22,545Oct-10 SPX 20-Nov-10 1065 P 7,410Oct-10 SPX 20-Nov-10 1070 C 264Oct-10 SPX 20-Nov-10 1070 P 49,739Oct-10 SPX 20-Nov-10 1075 C 16,263Oct-10 SPX 20-Nov-10 1075 P 81,402Oct-10 SPX 20-Nov-10 1080 C 129Oct-10 SPX 20-Nov-10 1080 P 39,342Oct-10 SPX 20-Nov-10 1085 C 29Oct-10 SPX 20-Nov-10 1085 P 7,620Oct-10 SPX 20-Nov-10 1090 C 495Oct-10 SPX 20-Nov-10 1090 P 31,975Oct-10 SPX 20-Nov-10 1095 C 55Oct-10 SPX 20-Nov-10 1095 P 6,656Oct-10 SPX 20-Nov-10 1100 C 13,531Oct-10 SPX 20-Nov-10 1100 P 291,159Oct-10 SPX 20-Nov-10 1105 C 424Oct-10 SPX 20-Nov-10 1105 P 7,351Oct-10 SPX 20-Nov-10 1110 C 281Oct-10 SPX 20-Nov-10 1110 P 26,551Oct-10 SPX 20-Nov-10 1115 C 326Oct-10 SPX 20-Nov-10 1115 P 10,028Oct-10 SPX 20-Nov-10 1120 C 309Oct-10 SPX 20-Nov-10 1120 P 98,782Oct-10 SPX 20-Nov-10 1125 C 9,697Oct-10 SPX 20-Nov-10 1125 P 129,315Oct-10 SPX 20-Nov-10 1130 C 2,087Oct-10 SPX 20-Nov-10 1130 P 67,772Oct-10 SPX 20-Nov-10 1135 C 619Oct-10 SPX 20-Nov-10 1135 P 16,280Oct-10 SPX 20-Nov-10 1140 C 2,851Oct-10 SPX 20-Nov-10 1140 P 129,848Oct-10 SPX 20-Nov-10 1145 C 1,129Oct-10 SPX 20-Nov-10 1145 P 9,933Oct-10 SPX 20-Nov-10 1150 C 125,389Oct-10 SPX 20-Nov-10 1150 P 230,230Oct-10 SPX 20-Nov-10 1155 C 1,160Oct-10 SPX 20-Nov-10 1155 P 10,746Oct-10 SPX 20-Nov-10 1160 C 15,340Oct-10 SPX 20-Nov-10 1160 P 80,609Oct-10 SPX 20-Nov-10 1165 C 9,489Oct-10 SPX 20-Nov-10 1165 P 18,459Oct-10 SPX 20-Nov-10 1170 C 24,063Oct-10 SPX 20-Nov-10 1170 P 19,861Oct-10 SPX 20-Nov-10 1175 C 154,062Oct-10 SPX 20-Nov-10 1175 P 91,106

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 107: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 20-Nov-10 1180 C 64,940Oct-10 SPX 20-Nov-10 1180 P 16,537Oct-10 SPX 20-Nov-10 1185 C 16,854Oct-10 SPX 20-Nov-10 1185 P 4,011Oct-10 SPX 20-Nov-10 1190 C 27,006Oct-10 SPX 20-Nov-10 1190 P 3,587Oct-10 SPX 20-Nov-10 1195 C 6,914Oct-10 SPX 20-Nov-10 1195 P 219Oct-10 SPX 20-Nov-10 1200 C 206,271Oct-10 SPX 20-Nov-10 1200 P 8,149Oct-10 SPX 20-Nov-10 1205 C 12,972Oct-10 SPX 20-Nov-10 1205 P 91Oct-10 SPX 20-Nov-10 1210 C 51,343Oct-10 SPX 20-Nov-10 1210 P 722Oct-10 SPX 20-Nov-10 1215 C 14,812Oct-10 SPX 20-Nov-10 1215 P 6Oct-10 SPX 20-Nov-10 1220 C 27,954Oct-10 SPX 20-Nov-10 1220 P 167Oct-10 SPX 20-Nov-10 1225 C 76,655Oct-10 SPX 20-Nov-10 1225 P 1,745Oct-10 SPX 20-Nov-10 1230 C 38,990Oct-10 SPX 20-Nov-10 1230 P 114Oct-10 SPX 20-Nov-10 1235 C 28,055Oct-10 SPX 20-Nov-10 1240 C 65,569Oct-10 SPX 20-Nov-10 1240 P 14Oct-10 SPX 20-Nov-10 1245 C 23,905Oct-10 SPX 20-Nov-10 1245 P 2Oct-10 SPX 20-Nov-10 1250 C 114,047Oct-10 SPX 20-Nov-10 1250 P 269Oct-10 SPX 20-Nov-10 1255 C 4,386Oct-10 SPX 20-Nov-10 1260 C 30,620Oct-10 SPX 20-Nov-10 1260 P 4Oct-10 SPX 20-Nov-10 1265 C 6,894Oct-10 SPX 20-Nov-10 1265 P 2Oct-10 SPX 20-Nov-10 1270 C 29,397Oct-10 SPX 20-Nov-10 1270 P 1Oct-10 SPX 20-Nov-10 1275 C 30,021Oct-10 SPX 20-Nov-10 1275 P 50Oct-10 SPX 20-Nov-10 1280 C 18,929Oct-10 SPX 20-Nov-10 1285 C 6,941Oct-10 SPX 20-Nov-10 1285 P 3Oct-10 SPX 20-Nov-10 1290 C 2,896Oct-10 SPX 20-Nov-10 1290 P 20Oct-10 SPX 20-Nov-10 1295 C 3,837Oct-10 SPX 20-Nov-10 1300 C 27,448Oct-10 SPX 20-Nov-10 1300 P 20Oct-10 SPX 20-Nov-10 1305 C 4,283Oct-10 SPX 20-Nov-10 1310 C 5,966

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 108: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 20-Nov-10 1315 C 4,465Oct-10 SPX 20-Nov-10 1320 C 9,644Oct-10 SPX 20-Nov-10 1325 C 9,060Oct-10 SPX 20-Nov-10 1325 P 12Oct-10 SPX 20-Nov-10 1330 C 3,486Oct-10 SPX 20-Nov-10 1340 C 4,725Oct-10 SPX 20-Nov-10 1350 C 9,805Oct-10 SPX 20-Nov-10 1375 C 8,330Oct-10 SPX 20-Nov-10 1400 C 26,214Oct-10 SPX 20-Nov-10 1450 C 4,874Oct-10 SPX 20-Nov-10 1500 C 1,442Oct-10 SPX 20-Nov-10 1500 P 750Oct-10 SPX 20-Nov-10 1550 C 70Oct-10 SPX 20-Nov-10 1600 C 69Oct-10 SPX 18-Dec-10 300 C 4Oct-10 SPX 18-Dec-10 350 C 3Oct-10 SPX 18-Dec-10 400 P 20Oct-10 SPX 18-Dec-10 425 P 15Oct-10 SPX 18-Dec-10 450 P 12Oct-10 SPX 18-Dec-10 475 P 87Oct-10 SPX 18-Dec-10 500 C 2,550Oct-10 SPX 18-Dec-10 500 P 4,345Oct-10 SPX 18-Dec-10 525 P 42Oct-10 SPX 18-Dec-10 550 P 117Oct-10 SPX 18-Dec-10 575 P 181Oct-10 SPX 18-Dec-10 600 P 31,020Oct-10 SPX 18-Dec-10 620 P 310Oct-10 SPX 18-Dec-10 625 P 246Oct-10 SPX 18-Dec-10 640 P 173Oct-10 SPX 18-Dec-10 650 P 1,948Oct-10 SPX 18-Dec-10 660 P 481Oct-10 SPX 18-Dec-10 675 P 2,602Oct-10 SPX 18-Dec-10 680 P 634Oct-10 SPX 18-Dec-10 700 C 13Oct-10 SPX 18-Dec-10 700 P 4,549Oct-10 SPX 18-Dec-10 705 P 30Oct-10 SPX 18-Dec-10 710 P 16Oct-10 SPX 18-Dec-10 715 P 7Oct-10 SPX 18-Dec-10 720 P 738Oct-10 SPX 18-Dec-10 725 C 2Oct-10 SPX 18-Dec-10 725 P 47,968Oct-10 SPX 18-Dec-10 730 C 1Oct-10 SPX 18-Dec-10 740 P 369Oct-10 SPX 18-Dec-10 750 C 30Oct-10 SPX 18-Dec-10 750 P 15,067Oct-10 SPX 18-Dec-10 760 P 252Oct-10 SPX 18-Dec-10 775 C 1Oct-10 SPX 18-Dec-10 775 P 8,474

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 109: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 18-Dec-10 780 P 1,299Oct-10 SPX 18-Dec-10 790 P 26Oct-10 SPX 18-Dec-10 800 C 146Oct-10 SPX 18-Dec-10 800 P 52,748Oct-10 SPX 18-Dec-10 820 P 5,246Oct-10 SPX 18-Dec-10 825 C 303Oct-10 SPX 18-Dec-10 825 P 6,760Oct-10 SPX 18-Dec-10 840 P 1,098Oct-10 SPX 18-Dec-10 850 C 2,009Oct-10 SPX 18-Dec-10 850 P 26,290Oct-10 SPX 18-Dec-10 860 P 7,416Oct-10 SPX 18-Dec-10 870 P 500Oct-10 SPX 18-Dec-10 875 P 9,591Oct-10 SPX 18-Dec-10 880 P 446Oct-10 SPX 18-Dec-10 885 P 1,200Oct-10 SPX 18-Dec-10 890 P 200Oct-10 SPX 18-Dec-10 895 P 5Oct-10 SPX 18-Dec-10 900 C 7Oct-10 SPX 18-Dec-10 900 P 111,872Oct-10 SPX 18-Dec-10 905 P 29Oct-10 SPX 18-Dec-10 910 P 3,208Oct-10 SPX 18-Dec-10 915 P 22Oct-10 SPX 18-Dec-10 920 P 3,890Oct-10 SPX 18-Dec-10 925 C 40Oct-10 SPX 18-Dec-10 925 P 38,605Oct-10 SPX 18-Dec-10 930 P 2,997Oct-10 SPX 18-Dec-10 935 P 1,909Oct-10 SPX 18-Dec-10 940 P 11,518Oct-10 SPX 18-Dec-10 945 P 520Oct-10 SPX 18-Dec-10 950 C 11Oct-10 SPX 18-Dec-10 950 P 130,219Oct-10 SPX 18-Dec-10 960 C 2Oct-10 SPX 18-Dec-10 960 P 607Oct-10 SPX 18-Dec-10 965 P 10Oct-10 SPX 18-Dec-10 970 P 954Oct-10 SPX 18-Dec-10 975 C 1Oct-10 SPX 18-Dec-10 975 P 71,334Oct-10 SPX 18-Dec-10 980 P 466Oct-10 SPX 18-Dec-10 985 P 4,064Oct-10 SPX 18-Dec-10 990 C 2Oct-10 SPX 18-Dec-10 990 P 10,428Oct-10 SPX 18-Dec-10 995 P 20,242Oct-10 SPX 18-Dec-10 1000 C 26Oct-10 SPX 18-Dec-10 1000 P 187,597Oct-10 SPX 18-Dec-10 1005 P 1,502Oct-10 SPX 18-Dec-10 1010 P 2,727Oct-10 SPX 18-Dec-10 1015 P 1,476Oct-10 SPX 18-Dec-10 1020 P 5,348

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 110: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 18-Dec-10 1025 C 247Oct-10 SPX 18-Dec-10 1025 P 29,013Oct-10 SPX 18-Dec-10 1030 C 3,000Oct-10 SPX 18-Dec-10 1030 P 7,152Oct-10 SPX 18-Dec-10 1035 C 8Oct-10 SPX 18-Dec-10 1035 P 452Oct-10 SPX 18-Dec-10 1040 P 9,474Oct-10 SPX 18-Dec-10 1045 P 660Oct-10 SPX 18-Dec-10 1050 C 2,797Oct-10 SPX 18-Dec-10 1050 P 103,682Oct-10 SPX 18-Dec-10 1055 C 8Oct-10 SPX 18-Dec-10 1055 P 308Oct-10 SPX 18-Dec-10 1060 C 14Oct-10 SPX 18-Dec-10 1060 P 9,210Oct-10 SPX 18-Dec-10 1065 C 128Oct-10 SPX 18-Dec-10 1065 P 641Oct-10 SPX 18-Dec-10 1070 C 1,056Oct-10 SPX 18-Dec-10 1070 P 10,061Oct-10 SPX 18-Dec-10 1075 C 3,795Oct-10 SPX 18-Dec-10 1075 P 39,572Oct-10 SPX 18-Dec-10 1080 C 20Oct-10 SPX 18-Dec-10 1080 P 1,923Oct-10 SPX 18-Dec-10 1085 C 13Oct-10 SPX 18-Dec-10 1085 P 4,237Oct-10 SPX 18-Dec-10 1090 C 47Oct-10 SPX 18-Dec-10 1090 P 5,092Oct-10 SPX 18-Dec-10 1095 C 22Oct-10 SPX 18-Dec-10 1095 P 207Oct-10 SPX 18-Dec-10 1100 C 20,339Oct-10 SPX 18-Dec-10 1100 P 162,790Oct-10 SPX 18-Dec-10 1105 C 29Oct-10 SPX 18-Dec-10 1105 P 2,791Oct-10 SPX 18-Dec-10 1110 C 1,020Oct-10 SPX 18-Dec-10 1110 P 9,080Oct-10 SPX 18-Dec-10 1115 C 1,949Oct-10 SPX 18-Dec-10 1115 P 3,625Oct-10 SPX 18-Dec-10 1120 C 67Oct-10 SPX 18-Dec-10 1120 P 2,824Oct-10 SPX 18-Dec-10 1125 C 9,461Oct-10 SPX 18-Dec-10 1125 P 112,673Oct-10 SPX 18-Dec-10 1130 C 11,051Oct-10 SPX 18-Dec-10 1130 P 13,430Oct-10 SPX 18-Dec-10 1135 C 5,447Oct-10 SPX 18-Dec-10 1135 P 7,905Oct-10 SPX 18-Dec-10 1140 C 22,909Oct-10 SPX 18-Dec-10 1140 P 70,368Oct-10 SPX 18-Dec-10 1145 C 19,188Oct-10 SPX 18-Dec-10 1145 P 19,048

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 111: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 18-Dec-10 1150 C 172,690Oct-10 SPX 18-Dec-10 1150 P 234,364Oct-10 SPX 18-Dec-10 1155 C 83,969Oct-10 SPX 18-Dec-10 1155 P 85,670Oct-10 SPX 18-Dec-10 1160 C 45,893Oct-10 SPX 18-Dec-10 1160 P 88,064Oct-10 SPX 18-Dec-10 1165 C 41,877Oct-10 SPX 18-Dec-10 1165 P 43,796Oct-10 SPX 18-Dec-10 1170 C 69,786Oct-10 SPX 18-Dec-10 1170 P 68,549Oct-10 SPX 18-Dec-10 1175 C 255,735Oct-10 SPX 18-Dec-10 1175 P 194,630Oct-10 SPX 18-Dec-10 1180 C 99,516Oct-10 SPX 18-Dec-10 1180 P 98,315Oct-10 SPX 18-Dec-10 1185 C 46,931Oct-10 SPX 18-Dec-10 1185 P 29,130Oct-10 SPX 18-Dec-10 1190 C 7,144Oct-10 SPX 18-Dec-10 1190 P 8,148Oct-10 SPX 18-Dec-10 1195 C 1,257Oct-10 SPX 18-Dec-10 1195 P 1Oct-10 SPX 18-Dec-10 1200 C 117,256Oct-10 SPX 18-Dec-10 1200 P 14,668Oct-10 SPX 18-Dec-10 1205 C 309Oct-10 SPX 18-Dec-10 1205 P 2Oct-10 SPX 18-Dec-10 1210 C 1,059Oct-10 SPX 18-Dec-10 1210 P 4Oct-10 SPX 18-Dec-10 1215 C 2,415Oct-10 SPX 18-Dec-10 1220 C 1,416Oct-10 SPX 18-Dec-10 1220 P 1,000Oct-10 SPX 18-Dec-10 1225 C 43,519Oct-10 SPX 18-Dec-10 1225 P 82Oct-10 SPX 18-Dec-10 1230 C 6,459Oct-10 SPX 18-Dec-10 1230 P 8Oct-10 SPX 18-Dec-10 1235 C 1,930Oct-10 SPX 18-Dec-10 1240 C 5,368Oct-10 SPX 18-Dec-10 1245 C 2,927Oct-10 SPX 18-Dec-10 1250 C 186,470Oct-10 SPX 18-Dec-10 1250 P 2,768Oct-10 SPX 18-Dec-10 1255 C 3,565Oct-10 SPX 18-Dec-10 1255 P 3Oct-10 SPX 18-Dec-10 1260 C 6,321Oct-10 SPX 18-Dec-10 1265 C 1,027Oct-10 SPX 18-Dec-10 1270 C 6,433Oct-10 SPX 18-Dec-10 1275 C 62,454Oct-10 SPX 18-Dec-10 1280 C 4,145Oct-10 SPX 18-Dec-10 1285 C 47Oct-10 SPX 18-Dec-10 1290 C 6,064Oct-10 SPX 18-Dec-10 1290 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 112: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 18-Dec-10 1295 C 10,316Oct-10 SPX 18-Dec-10 1300 C 55,333Oct-10 SPX 18-Dec-10 1300 P 1,014Oct-10 SPX 18-Dec-10 1305 C 27Oct-10 SPX 18-Dec-10 1310 C 3Oct-10 SPX 18-Dec-10 1315 C 5Oct-10 SPX 18-Dec-10 1315 P 1Oct-10 SPX 18-Dec-10 1320 C 703Oct-10 SPX 18-Dec-10 1325 C 745Oct-10 SPX 18-Dec-10 1325 P 3Oct-10 SPX 18-Dec-10 1330 C 7Oct-10 SPX 18-Dec-10 1330 P 3Oct-10 SPX 18-Dec-10 1335 C 1Oct-10 SPX 18-Dec-10 1345 C 233Oct-10 SPX 18-Dec-10 1350 C 20,117Oct-10 SPX 18-Dec-10 1350 P 2,000Oct-10 SPX 18-Dec-10 1375 C 943Oct-10 SPX 18-Dec-10 1400 C 24,586Oct-10 SPX 18-Dec-10 1400 P 2Oct-10 SPX 18-Dec-10 1425 C 1,282Oct-10 SPX 18-Dec-10 1450 C 1,738Oct-10 SPX 18-Dec-10 1450 P 700Oct-10 SPX 18-Dec-10 1475 C 2,343Oct-10 SPX 18-Dec-10 1500 C 4,340Oct-10 SPX 18-Dec-10 1500 P 2,350Oct-10 SPX 18-Dec-10 1550 C 1,188Oct-10 SPX 18-Dec-10 1600 C 582Oct-10 SPX 18-Dec-10 2500 C 200Oct-10 SPX 18-Dec-10 2500 P 200Oct-10 SPX 22-Jan-11 450 P 100Oct-10 SPX 22-Jan-11 500 C 1,300Oct-10 SPX 22-Jan-11 500 P 1,540Oct-10 SPX 22-Jan-11 550 P 27Oct-10 SPX 22-Jan-11 600 P 89Oct-10 SPX 22-Jan-11 650 P 29,173Oct-10 SPX 22-Jan-11 675 P 210Oct-10 SPX 22-Jan-11 700 P 15,917Oct-10 SPX 22-Jan-11 720 P 10Oct-10 SPX 22-Jan-11 725 P 737Oct-10 SPX 22-Jan-11 740 P 27Oct-10 SPX 22-Jan-11 750 P 22,334Oct-10 SPX 22-Jan-11 760 P 124Oct-10 SPX 22-Jan-11 775 P 1,359Oct-10 SPX 22-Jan-11 780 P 865Oct-10 SPX 22-Jan-11 800 P 25,289Oct-10 SPX 22-Jan-11 820 P 600Oct-10 SPX 22-Jan-11 825 C 1Oct-10 SPX 22-Jan-11 825 P 1,630

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 113: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 22-Jan-11 840 P 300Oct-10 SPX 22-Jan-11 850 C 3Oct-10 SPX 22-Jan-11 850 P 28,320Oct-10 SPX 22-Jan-11 860 P 200Oct-10 SPX 22-Jan-11 875 P 4,908Oct-10 SPX 22-Jan-11 880 P 112Oct-10 SPX 22-Jan-11 900 P 17,238Oct-10 SPX 22-Jan-11 920 P 41Oct-10 SPX 22-Jan-11 925 P 1,905Oct-10 SPX 22-Jan-11 940 P 20Oct-10 SPX 22-Jan-11 950 C 30Oct-10 SPX 22-Jan-11 950 P 17,439Oct-10 SPX 22-Jan-11 960 P 20Oct-10 SPX 22-Jan-11 970 P 1Oct-10 SPX 22-Jan-11 975 C 30Oct-10 SPX 22-Jan-11 975 P 3,105Oct-10 SPX 22-Jan-11 980 P 1,023Oct-10 SPX 22-Jan-11 990 P 28Oct-10 SPX 22-Jan-11 1000 C 7Oct-10 SPX 22-Jan-11 1000 P 24,624Oct-10 SPX 22-Jan-11 1010 P 518Oct-10 SPX 22-Jan-11 1020 P 1,079Oct-10 SPX 22-Jan-11 1025 P 31,193Oct-10 SPX 22-Jan-11 1030 P 1Oct-10 SPX 22-Jan-11 1040 P 25Oct-10 SPX 22-Jan-11 1050 C 752Oct-10 SPX 22-Jan-11 1050 P 64,012Oct-10 SPX 22-Jan-11 1060 P 3,126Oct-10 SPX 22-Jan-11 1075 P 8,672Oct-10 SPX 22-Jan-11 1080 P 7,012Oct-10 SPX 22-Jan-11 1100 C 1,328Oct-10 SPX 22-Jan-11 1100 P 50,745Oct-10 SPX 22-Jan-11 1120 P 804Oct-10 SPX 22-Jan-11 1125 C 1,959Oct-10 SPX 22-Jan-11 1125 P 32,002Oct-10 SPX 22-Jan-11 1140 C 33Oct-10 SPX 22-Jan-11 1140 P 5,512Oct-10 SPX 22-Jan-11 1150 C 14,870Oct-10 SPX 22-Jan-11 1150 P 25,260Oct-10 SPX 22-Jan-11 1160 C 480Oct-10 SPX 22-Jan-11 1160 P 6,782Oct-10 SPX 22-Jan-11 1175 C 18,441Oct-10 SPX 22-Jan-11 1175 P 21,163Oct-10 SPX 22-Jan-11 1180 C 3,070Oct-10 SPX 22-Jan-11 1180 P 2,643Oct-10 SPX 22-Jan-11 1185 C 1,085Oct-10 SPX 22-Jan-11 1185 P 1,002Oct-10 SPX 22-Jan-11 1200 C 35,221

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 114: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 22-Jan-11 1200 P 5,040Oct-10 SPX 22-Jan-11 1210 C 501Oct-10 SPX 22-Jan-11 1220 C 12Oct-10 SPX 22-Jan-11 1225 C 16,158Oct-10 SPX 22-Jan-11 1225 P 800Oct-10 SPX 22-Jan-11 1235 C 12Oct-10 SPX 22-Jan-11 1235 P 2Oct-10 SPX 22-Jan-11 1240 C 1,982Oct-10 SPX 22-Jan-11 1250 C 31,987Oct-10 SPX 22-Jan-11 1250 P 41Oct-10 SPX 22-Jan-11 1260 C 2,289Oct-10 SPX 22-Jan-11 1270 C 81Oct-10 SPX 22-Jan-11 1275 C 5,492Oct-10 SPX 22-Jan-11 1275 P 261Oct-10 SPX 22-Jan-11 1280 C 5Oct-10 SPX 22-Jan-11 1290 C 1,001Oct-10 SPX 22-Jan-11 1300 C 17,537Oct-10 SPX 22-Jan-11 1310 C 1,215Oct-10 SPX 22-Jan-11 1320 C 9Oct-10 SPX 22-Jan-11 1325 C 6,649Oct-10 SPX 22-Jan-11 1325 P 2Oct-10 SPX 22-Jan-11 1330 C 750Oct-10 SPX 22-Jan-11 1340 C 20Oct-10 SPX 22-Jan-11 1350 C 6,573Oct-10 SPX 22-Jan-11 1350 P 2Oct-10 SPX 22-Jan-11 1375 C 3Oct-10 SPX 22-Jan-11 1400 C 263Oct-10 SPX 22-Jan-11 1400 P 18Oct-10 SPX 22-Jan-11 1425 C 27Oct-10 SPX 22-Jan-11 1450 C 247Oct-10 SPX 22-Jan-11 1475 C 646Oct-10 SPX 22-Jan-11 1500 C 1,445Oct-10 SPX 22-Jan-11 1500 P 1,300Oct-10 SPX 22-Jan-11 1550 C 112Oct-10 SPX 22-Jan-11 1600 C 382Oct-10 SPX 19-Feb-11 600 P 17Oct-10 SPX 19-Feb-11 650 P 8Oct-10 SPX 19-Feb-11 700 P 30Oct-10 SPX 19-Feb-11 725 P 215Oct-10 SPX 19-Feb-11 750 P 400Oct-10 SPX 19-Feb-11 775 P 311Oct-10 SPX 19-Feb-11 800 P 502Oct-10 SPX 19-Feb-11 825 P 2Oct-10 SPX 19-Feb-11 850 P 1,006Oct-10 SPX 19-Feb-11 900 P 83Oct-10 SPX 19-Feb-11 925 P 33Oct-10 SPX 19-Feb-11 950 P 771Oct-10 SPX 19-Feb-11 975 P 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 115: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 19-Feb-11 1000 P 6,544Oct-10 SPX 19-Feb-11 1025 P 1,252Oct-10 SPX 19-Feb-11 1050 P 14,140Oct-10 SPX 19-Feb-11 1075 P 1,214Oct-10 SPX 19-Feb-11 1100 P 10,954Oct-10 SPX 19-Feb-11 1125 C 51Oct-10 SPX 19-Feb-11 1125 P 5,356Oct-10 SPX 19-Feb-11 1150 C 1Oct-10 SPX 19-Feb-11 1150 P 11,653Oct-10 SPX 19-Feb-11 1175 C 2,314Oct-10 SPX 19-Feb-11 1175 P 6,484Oct-10 SPX 19-Feb-11 1200 C 6,831Oct-10 SPX 19-Feb-11 1200 P 2,604Oct-10 SPX 19-Feb-11 1225 C 2,237Oct-10 SPX 19-Feb-11 1250 C 941Oct-10 SPX 19-Feb-11 1275 C 1,510Oct-10 SPX 19-Feb-11 1300 C 665Oct-10 SPX 19-Feb-11 1325 C 326Oct-10 SPX 19-Feb-11 1350 C 610Oct-10 SPX 19-Feb-11 1375 C 200Oct-10 SPX 19-Feb-11 1400 C 300Oct-10 SPX 19-Feb-11 1500 C 1Oct-10 SPX 19-Feb-11 1600 C 45Oct-10 SPX 19-Mar-11 200 P 12Oct-10 SPX 19-Mar-11 300 C 4Oct-10 SPX 19-Mar-11 300 P 101Oct-10 SPX 19-Mar-11 325 P 1Oct-10 SPX 19-Mar-11 350 C 3Oct-10 SPX 19-Mar-11 400 P 45Oct-10 SPX 19-Mar-11 450 P 120Oct-10 SPX 19-Mar-11 475 P 71Oct-10 SPX 19-Mar-11 500 C 60Oct-10 SPX 19-Mar-11 500 P 839Oct-10 SPX 19-Mar-11 525 P 246Oct-10 SPX 19-Mar-11 550 P 510Oct-10 SPX 19-Mar-11 575 P 1,343Oct-10 SPX 19-Mar-11 600 P 10,856Oct-10 SPX 19-Mar-11 625 P 408Oct-10 SPX 19-Mar-11 650 P 673Oct-10 SPX 19-Mar-11 675 P 6,934Oct-10 SPX 19-Mar-11 700 P 1,602Oct-10 SPX 19-Mar-11 725 P 3Oct-10 SPX 19-Mar-11 750 P 1,740Oct-10 SPX 19-Mar-11 775 P 11,301Oct-10 SPX 19-Mar-11 800 P 14,554Oct-10 SPX 19-Mar-11 825 P 10,818Oct-10 SPX 19-Mar-11 850 P 4,110Oct-10 SPX 19-Mar-11 875 P 21

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 116: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 19-Mar-11 900 P 6,906Oct-10 SPX 19-Mar-11 925 P 8,360Oct-10 SPX 19-Mar-11 950 P 61,361Oct-10 SPX 19-Mar-11 975 P 5,855Oct-10 SPX 19-Mar-11 1000 C 20Oct-10 SPX 19-Mar-11 1000 P 38,868Oct-10 SPX 19-Mar-11 1025 C 165Oct-10 SPX 19-Mar-11 1025 P 2,586Oct-10 SPX 19-Mar-11 1050 C 240Oct-10 SPX 19-Mar-11 1050 P 20,049Oct-10 SPX 19-Mar-11 1060 P 150Oct-10 SPX 19-Mar-11 1075 C 1,237Oct-10 SPX 19-Mar-11 1075 P 18,407Oct-10 SPX 19-Mar-11 1100 C 1,768Oct-10 SPX 19-Mar-11 1100 P 48,796Oct-10 SPX 19-Mar-11 1125 C 504Oct-10 SPX 19-Mar-11 1125 P 19,017Oct-10 SPX 19-Mar-11 1150 C 9,428Oct-10 SPX 19-Mar-11 1150 P 33,775Oct-10 SPX 19-Mar-11 1175 C 12,817Oct-10 SPX 19-Mar-11 1175 P 12,207Oct-10 SPX 19-Mar-11 1190 C 161Oct-10 SPX 19-Mar-11 1190 P 149Oct-10 SPX 19-Mar-11 1200 C 16,325Oct-10 SPX 19-Mar-11 1200 P 816Oct-10 SPX 19-Mar-11 1225 C 19,015Oct-10 SPX 19-Mar-11 1225 P 1Oct-10 SPX 19-Mar-11 1250 C 17,452Oct-10 SPX 19-Mar-11 1250 P 35Oct-10 SPX 19-Mar-11 1275 C 4,124Oct-10 SPX 19-Mar-11 1275 P 2Oct-10 SPX 19-Mar-11 1300 C 20,623Oct-10 SPX 19-Mar-11 1300 P 2Oct-10 SPX 19-Mar-11 1325 C 1,676Oct-10 SPX 19-Mar-11 1350 C 5,921Oct-10 SPX 19-Mar-11 1350 P 5,000Oct-10 SPX 19-Mar-11 1375 C 2,867Oct-10 SPX 19-Mar-11 1400 C 13,159Oct-10 SPX 19-Mar-11 1425 C 760Oct-10 SPX 19-Mar-11 1450 C 1,406Oct-10 SPX 19-Mar-11 1475 C 1,692Oct-10 SPX 19-Mar-11 1500 C 962Oct-10 SPX 19-Mar-11 1500 P 60Oct-10 SPX 19-Mar-11 1525 C 223Oct-10 SPX 19-Mar-11 1550 C 240Oct-10 SPX 19-Mar-11 1575 C 103Oct-10 SPX 19-Mar-11 1600 C 193Oct-10 SPX 18-Jun-11 100 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 117: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 18-Jun-11 100 P 1Oct-10 SPX 18-Jun-11 200 P 151Oct-10 SPX 18-Jun-11 275 P 2Oct-10 SPX 18-Jun-11 300 P 110Oct-10 SPX 18-Jun-11 325 P 2Oct-10 SPX 18-Jun-11 350 P 99Oct-10 SPX 18-Jun-11 375 P 15Oct-10 SPX 18-Jun-11 400 P 45Oct-10 SPX 18-Jun-11 425 P 8Oct-10 SPX 18-Jun-11 450 P 13Oct-10 SPX 18-Jun-11 475 P 8Oct-10 SPX 18-Jun-11 500 C 300Oct-10 SPX 18-Jun-11 500 P 421Oct-10 SPX 18-Jun-11 525 P 18Oct-10 SPX 18-Jun-11 550 P 29Oct-10 SPX 18-Jun-11 600 P 5,181Oct-10 SPX 18-Jun-11 650 C 6,000Oct-10 SPX 18-Jun-11 650 P 658Oct-10 SPX 18-Jun-11 700 P 2,186Oct-10 SPX 18-Jun-11 750 P 1,083Oct-10 SPX 18-Jun-11 775 P 36Oct-10 SPX 18-Jun-11 800 P 1,687Oct-10 SPX 18-Jun-11 825 P 5,011Oct-10 SPX 18-Jun-11 850 P 1,118Oct-10 SPX 18-Jun-11 875 P 1Oct-10 SPX 18-Jun-11 900 P 10,676Oct-10 SPX 18-Jun-11 925 P 2Oct-10 SPX 18-Jun-11 950 P 62,148Oct-10 SPX 18-Jun-11 975 P 2,534Oct-10 SPX 18-Jun-11 1000 C 511Oct-10 SPX 18-Jun-11 1000 P 26,913Oct-10 SPX 18-Jun-11 1025 C 10Oct-10 SPX 18-Jun-11 1025 P 328Oct-10 SPX 18-Jun-11 1050 C 400Oct-10 SPX 18-Jun-11 1050 P 34,627Oct-10 SPX 18-Jun-11 1060 P 2,500Oct-10 SPX 18-Jun-11 1075 C 12Oct-10 SPX 18-Jun-11 1075 P 1,348Oct-10 SPX 18-Jun-11 1100 C 4,948Oct-10 SPX 18-Jun-11 1100 P 25,588Oct-10 SPX 18-Jun-11 1120 P 2,101Oct-10 SPX 18-Jun-11 1125 C 2,641Oct-10 SPX 18-Jun-11 1125 P 8,606Oct-10 SPX 18-Jun-11 1150 C 12,075Oct-10 SPX 18-Jun-11 1150 P 13,586Oct-10 SPX 18-Jun-11 1175 C 12,980Oct-10 SPX 18-Jun-11 1175 P 11,054Oct-10 SPX 18-Jun-11 1190 C 144

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 118: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 18-Jun-11 1190 P 140Oct-10 SPX 18-Jun-11 1200 C 20,421Oct-10 SPX 18-Jun-11 1200 P 5,184Oct-10 SPX 18-Jun-11 1225 C 4,916Oct-10 SPX 18-Jun-11 1250 C 29,800Oct-10 SPX 18-Jun-11 1275 C 2,857Oct-10 SPX 18-Jun-11 1300 C 19,786Oct-10 SPX 18-Jun-11 1300 P 512Oct-10 SPX 18-Jun-11 1325 C 414Oct-10 SPX 18-Jun-11 1350 C 14,850Oct-10 SPX 18-Jun-11 1375 C 210Oct-10 SPX 18-Jun-11 1400 C 3,056Oct-10 SPX 18-Jun-11 1400 P 1Oct-10 SPX 18-Jun-11 1425 C 3,078Oct-10 SPX 18-Jun-11 1450 C 893Oct-10 SPX 18-Jun-11 1475 C 484Oct-10 SPX 18-Jun-11 1500 C 1,372Oct-10 SPX 18-Jun-11 1500 P 300Oct-10 SPX 18-Jun-11 1550 C 1,537Oct-10 SPX 18-Jun-11 1600 C 1,003Oct-10 SPX 18-Jun-11 1600 P 20Oct-10 SPX 18-Jun-11 1800 C 1Oct-10 SPX 18-Jun-11 1800 P 1Oct-10 SPX 17-Sep-11 300 P 40Oct-10 SPX 17-Sep-11 350 P 85Oct-10 SPX 17-Sep-11 400 P 50Oct-10 SPX 17-Sep-11 500 P 11Oct-10 SPX 17-Sep-11 600 P 501Oct-10 SPX 17-Sep-11 700 P 350Oct-10 SPX 17-Sep-11 800 P 5,201Oct-10 SPX 17-Sep-11 850 P 410Oct-10 SPX 17-Sep-11 875 P 10Oct-10 SPX 17-Sep-11 900 P 62,452Oct-10 SPX 17-Sep-11 925 P 610Oct-10 SPX 17-Sep-11 950 P 4,676Oct-10 SPX 17-Sep-11 975 P 402Oct-10 SPX 17-Sep-11 1000 C 500Oct-10 SPX 17-Sep-11 1000 P 12,415Oct-10 SPX 17-Sep-11 1025 P 1,505Oct-10 SPX 17-Sep-11 1050 P 2,405Oct-10 SPX 17-Sep-11 1075 C 500Oct-10 SPX 17-Sep-11 1075 P 1,506Oct-10 SPX 17-Sep-11 1100 C 600Oct-10 SPX 17-Sep-11 1100 P 5,750Oct-10 SPX 17-Sep-11 1125 C 106Oct-10 SPX 17-Sep-11 1125 P 4,020Oct-10 SPX 17-Sep-11 1150 C 4,101Oct-10 SPX 17-Sep-11 1150 P 4,231

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 119: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 17-Sep-11 1175 C 10,503Oct-10 SPX 17-Sep-11 1175 P 3,117Oct-10 SPX 17-Sep-11 1200 C 2,292Oct-10 SPX 17-Sep-11 1200 P 754Oct-10 SPX 17-Sep-11 1225 C 4,150Oct-10 SPX 17-Sep-11 1250 C 8,200Oct-10 SPX 17-Sep-11 1250 P 250Oct-10 SPX 17-Sep-11 1275 C 5,600Oct-10 SPX 17-Sep-11 1300 C 61,953Oct-10 SPX 17-Sep-11 1300 P 10,050Oct-10 SPX 17-Sep-11 1325 C 1,405Oct-10 SPX 17-Sep-11 1350 C 1,530Oct-10 SPX 17-Sep-11 1375 C 1,206Oct-10 SPX 17-Sep-11 1400 C 32,702Oct-10 SPX 17-Sep-11 1400 P 500Oct-10 SPX 17-Sep-11 1450 C 800Oct-10 SPX 17-Sep-11 1500 C 225Oct-10 SPX 17-Sep-11 1525 C 1,079Oct-10 SPX 17-Sep-11 1550 C 332Oct-10 SPX 17-Sep-11 1600 C 682Oct-10 SPX 17-Sep-11 1650 C 925Oct-10 SPX 17-Sep-11 1700 C 242Oct-10 SPX 17-Dec-11 50 P 99Oct-10 SPX 17-Dec-11 100 C 201Oct-10 SPX 17-Dec-11 150 P 70Oct-10 SPX 17-Dec-11 200 P 942Oct-10 SPX 17-Dec-11 225 P 883Oct-10 SPX 17-Dec-11 250 P 3,504Oct-10 SPX 17-Dec-11 275 P 568Oct-10 SPX 17-Dec-11 280 P 382Oct-10 SPX 17-Dec-11 300 P 1,066Oct-10 SPX 17-Dec-11 325 P 555Oct-10 SPX 17-Dec-11 350 P 885Oct-10 SPX 17-Dec-11 375 P 50Oct-10 SPX 17-Dec-11 400 P 9,853Oct-10 SPX 17-Dec-11 500 P 42Oct-10 SPX 17-Dec-11 525 P 10Oct-10 SPX 17-Dec-11 600 C 1Oct-10 SPX 17-Dec-11 600 P 132Oct-10 SPX 17-Dec-11 650 P 100Oct-10 SPX 17-Dec-11 700 P 755Oct-10 SPX 17-Dec-11 750 P 6,762Oct-10 SPX 17-Dec-11 775 P 139Oct-10 SPX 17-Dec-11 800 P 21,277Oct-10 SPX 17-Dec-11 825 P 96Oct-10 SPX 17-Dec-11 850 P 7,047Oct-10 SPX 17-Dec-11 875 P 1,502Oct-10 SPX 17-Dec-11 900 C 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 120: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 17-Dec-11 900 P 31,368Oct-10 SPX 17-Dec-11 920 P 110Oct-10 SPX 17-Dec-11 925 P 2Oct-10 SPX 17-Dec-11 950 P 11,975Oct-10 SPX 17-Dec-11 975 C 10Oct-10 SPX 17-Dec-11 975 P 1,071Oct-10 SPX 17-Dec-11 1000 C 364Oct-10 SPX 17-Dec-11 1000 P 20,874Oct-10 SPX 17-Dec-11 1025 P 1,400Oct-10 SPX 17-Dec-11 1050 C 762Oct-10 SPX 17-Dec-11 1050 P 6,751Oct-10 SPX 17-Dec-11 1075 C 1,427Oct-10 SPX 17-Dec-11 1075 P 3,600Oct-10 SPX 17-Dec-11 1100 C 5,030Oct-10 SPX 17-Dec-11 1100 P 26,359Oct-10 SPX 17-Dec-11 1125 C 450Oct-10 SPX 17-Dec-11 1125 P 7,100Oct-10 SPX 17-Dec-11 1150 C 23,804Oct-10 SPX 17-Dec-11 1150 P 38,277Oct-10 SPX 17-Dec-11 1175 C 12,860Oct-10 SPX 17-Dec-11 1175 P 11,741Oct-10 SPX 17-Dec-11 1200 C 13,096Oct-10 SPX 17-Dec-11 1200 P 5,266Oct-10 SPX 17-Dec-11 1225 C 250Oct-10 SPX 17-Dec-11 1250 C 8,161Oct-10 SPX 17-Dec-11 1250 P 1,100Oct-10 SPX 17-Dec-11 1275 C 9Oct-10 SPX 17-Dec-11 1300 C 2,316Oct-10 SPX 17-Dec-11 1300 P 4,255Oct-10 SPX 17-Dec-11 1325 C 6Oct-10 SPX 17-Dec-11 1350 C 5,265Oct-10 SPX 17-Dec-11 1375 C 303Oct-10 SPX 17-Dec-11 1400 C 13,187Oct-10 SPX 17-Dec-11 1400 P 5,000Oct-10 SPX 17-Dec-11 1425 C 10Oct-10 SPX 17-Dec-11 1450 C 2,801Oct-10 SPX 17-Dec-11 1500 C 32,771Oct-10 SPX 17-Dec-11 1550 C 1,960Oct-10 SPX 17-Dec-11 1600 C 5,680Oct-10 SPX 17-Dec-11 1700 C 450Oct-10 SPX 17-Dec-11 2000 C 468Oct-10 SPX 17-Dec-11 2500 C 13Oct-10 SPX 17-Dec-11 2500 P 19Oct-10 SPX 16-Jun-12 200 P 7Oct-10 SPX 16-Jun-12 300 P 5Oct-10 SPX 16-Jun-12 400 P 20Oct-10 SPX 16-Jun-12 500 P 17Oct-10 SPX 16-Jun-12 600 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 121: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 16-Jun-12 700 C 180Oct-10 SPX 16-Jun-12 850 P 1Oct-10 SPX 16-Jun-12 900 P 10Oct-10 SPX 16-Jun-12 925 P 4Oct-10 SPX 16-Jun-12 1000 P 6Oct-10 SPX 16-Jun-12 1050 P 4,004Oct-10 SPX 16-Jun-12 1100 P 1,102Oct-10 SPX 16-Jun-12 1150 C 250Oct-10 SPX 16-Jun-12 1150 P 1,700Oct-10 SPX 16-Jun-12 1175 C 375Oct-10 SPX 16-Jun-12 1175 P 2,876Oct-10 SPX 16-Jun-12 1250 C 250Oct-10 SPX 16-Jun-12 1275 P 1Oct-10 SPX 16-Jun-12 1300 C 56Oct-10 SPX 16-Jun-12 1350 C 2,000Oct-10 SPX 16-Jun-12 1400 C 1,390Oct-10 SPX 16-Jun-12 1475 C 30Oct-10 SPX 16-Jun-12 1800 C 302Oct-10 SPX 16-Jun-12 1900 C 300Oct-10 SPX 16-Jun-12 2250 P 26Oct-10 SPX 16-Jun-12 2500 P 38Oct-10 SPX 22-Dec-12 100 C 201Oct-10 SPX 22-Dec-12 100 P 1,058Oct-10 SPX 22-Dec-12 200 C 44Oct-10 SPX 22-Dec-12 200 P 2,512Oct-10 SPX 22-Dec-12 250 P 2,251Oct-10 SPX 22-Dec-12 300 C 11Oct-10 SPX 22-Dec-12 300 P 5Oct-10 SPX 22-Dec-12 400 P 8,553Oct-10 SPX 22-Dec-12 500 C 504Oct-10 SPX 22-Dec-12 500 P 529Oct-10 SPX 22-Dec-12 550 P 1,051Oct-10 SPX 22-Dec-12 600 C 1Oct-10 SPX 22-Dec-12 600 P 10,355Oct-10 SPX 22-Dec-12 650 P 19Oct-10 SPX 22-Dec-12 675 P 8Oct-10 SPX 22-Dec-12 700 C 180Oct-10 SPX 22-Dec-12 700 P 3,134Oct-10 SPX 22-Dec-12 750 P 5,760Oct-10 SPX 22-Dec-12 800 P 2,056Oct-10 SPX 22-Dec-12 825 P 500Oct-10 SPX 22-Dec-12 850 P 47,281Oct-10 SPX 22-Dec-12 900 P 20,035Oct-10 SPX 22-Dec-12 950 C 2,901Oct-10 SPX 22-Dec-12 950 P 2,303Oct-10 SPX 22-Dec-12 975 P 600Oct-10 SPX 22-Dec-12 1000 C 2,004Oct-10 SPX 22-Dec-12 1000 P 7,809

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 122: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Oct-10 SPX 22-Dec-12 1050 C 2,550Oct-10 SPX 22-Dec-12 1050 P 365Oct-10 SPX 22-Dec-12 1100 C 901Oct-10 SPX 22-Dec-12 1100 P 1,697Oct-10 SPX 22-Dec-12 1150 C 3,685Oct-10 SPX 22-Dec-12 1150 P 14,338Oct-10 SPX 22-Dec-12 1175 C 2,630Oct-10 SPX 22-Dec-12 1175 P 4,080Oct-10 SPX 22-Dec-12 1200 C 6,348Oct-10 SPX 22-Dec-12 1200 P 28,926Oct-10 SPX 22-Dec-12 1220 C 50Oct-10 SPX 22-Dec-12 1220 P 50Oct-10 SPX 22-Dec-12 1250 C 4,426Oct-10 SPX 22-Dec-12 1250 P 1,013Oct-10 SPX 22-Dec-12 1300 C 3,381Oct-10 SPX 22-Dec-12 1300 P 2,000Oct-10 SPX 22-Dec-12 1350 C 3,201Oct-10 SPX 22-Dec-12 1400 C 6,207Oct-10 SPX 22-Dec-12 1450 C 6,015Oct-10 SPX 22-Dec-12 1500 C 6,271Oct-10 SPX 22-Dec-12 1500 P 507Oct-10 SPX 22-Dec-12 1550 C 200Oct-10 SPX 22-Dec-12 1600 C 2,611Oct-10 SPX 22-Dec-12 1600 P 20Oct-10 SPX 22-Dec-12 1700 C 900Oct-10 SPX 22-Dec-12 1800 C 1,841Oct-10 SPX 22-Dec-12 1800 P 13Oct-10 SPX 22-Dec-12 1900 C 859Oct-10 SPX 22-Dec-12 1900 P 2Oct-10 SPX 22-Dec-12 2000 C 15,874Oct-10 SPX 22-Dec-12 2250 C 200Oct-10 SPX 22-Dec-12 2250 P 26Oct-10 SPX 22-Dec-12 2500 C 163Oct-10 SPX 22-Dec-12 2500 P 57Nov-10 SPX 20-Nov-10 500 C 150Nov-10 SPX 20-Nov-10 500 P 150Nov-10 SPX 20-Nov-10 700 C 711Nov-10 SPX 20-Nov-10 725 C 1Nov-10 SPX 20-Nov-10 750 C 9Nov-10 SPX 20-Nov-10 775 C 1Nov-10 SPX 20-Nov-10 775 P 3Nov-10 SPX 20-Nov-10 800 C 19Nov-10 SPX 20-Nov-10 800 P 7Nov-10 SPX 20-Nov-10 825 P 109Nov-10 SPX 20-Nov-10 835 P 89Nov-10 SPX 20-Nov-10 840 P 86Nov-10 SPX 20-Nov-10 845 P 325Nov-10 SPX 20-Nov-10 850 C 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 123: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 20-Nov-10 850 P 1,803Nov-10 SPX 20-Nov-10 855 P 20Nov-10 SPX 20-Nov-10 865 P 41Nov-10 SPX 20-Nov-10 870 P 119Nov-10 SPX 20-Nov-10 875 P 247Nov-10 SPX 20-Nov-10 880 P 126Nov-10 SPX 20-Nov-10 885 P 12Nov-10 SPX 20-Nov-10 890 P 45Nov-10 SPX 20-Nov-10 895 P 335Nov-10 SPX 20-Nov-10 900 C 10Nov-10 SPX 20-Nov-10 900 P 1,692Nov-10 SPX 20-Nov-10 905 P 443Nov-10 SPX 20-Nov-10 910 P 555Nov-10 SPX 20-Nov-10 915 P 30Nov-10 SPX 20-Nov-10 920 P 199Nov-10 SPX 20-Nov-10 925 P 2,024Nov-10 SPX 20-Nov-10 930 P 272Nov-10 SPX 20-Nov-10 935 C 1Nov-10 SPX 20-Nov-10 935 P 1,292Nov-10 SPX 20-Nov-10 940 P 1,536Nov-10 SPX 20-Nov-10 945 P 586Nov-10 SPX 20-Nov-10 950 C 29Nov-10 SPX 20-Nov-10 950 P 6,870Nov-10 SPX 20-Nov-10 955 P 1,135Nov-10 SPX 20-Nov-10 960 C 14Nov-10 SPX 20-Nov-10 960 P 1,705Nov-10 SPX 20-Nov-10 965 C 1Nov-10 SPX 20-Nov-10 965 P 723Nov-10 SPX 20-Nov-10 970 C 4Nov-10 SPX 20-Nov-10 970 P 1,924Nov-10 SPX 20-Nov-10 975 P 21,298Nov-10 SPX 20-Nov-10 980 C 20,001Nov-10 SPX 20-Nov-10 980 P 3,584Nov-10 SPX 20-Nov-10 985 P 1,418Nov-10 SPX 20-Nov-10 990 P 3,049Nov-10 SPX 20-Nov-10 995 P 1,331Nov-10 SPX 20-Nov-10 1000 C 165Nov-10 SPX 20-Nov-10 1000 P 23,158Nov-10 SPX 20-Nov-10 1005 P 4,654Nov-10 SPX 20-Nov-10 1010 P 3,043Nov-10 SPX 20-Nov-10 1015 P 4,981Nov-10 SPX 20-Nov-10 1020 P 3,524Nov-10 SPX 20-Nov-10 1025 C 101Nov-10 SPX 20-Nov-10 1025 P 23,517Nov-10 SPX 20-Nov-10 1030 C 24,014Nov-10 SPX 20-Nov-10 1030 P 5,324Nov-10 SPX 20-Nov-10 1035 P 7,034Nov-10 SPX 20-Nov-10 1040 C 32

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 124: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 20-Nov-10 1040 P 4,051Nov-10 SPX 20-Nov-10 1045 P 2,593Nov-10 SPX 20-Nov-10 1050 C 409Nov-10 SPX 20-Nov-10 1050 P 65,094Nov-10 SPX 20-Nov-10 1055 P 810Nov-10 SPX 20-Nov-10 1060 C 11Nov-10 SPX 20-Nov-10 1060 P 5,768Nov-10 SPX 20-Nov-10 1065 P 1,933Nov-10 SPX 20-Nov-10 1070 C 7Nov-10 SPX 20-Nov-10 1070 P 4,137Nov-10 SPX 20-Nov-10 1075 C 9,033Nov-10 SPX 20-Nov-10 1075 P 30,349Nov-10 SPX 20-Nov-10 1080 C 122Nov-10 SPX 20-Nov-10 1080 P 7,905Nov-10 SPX 20-Nov-10 1085 C 4Nov-10 SPX 20-Nov-10 1085 P 4,314Nov-10 SPX 20-Nov-10 1090 C 225Nov-10 SPX 20-Nov-10 1090 P 6,830Nov-10 SPX 20-Nov-10 1095 C 15Nov-10 SPX 20-Nov-10 1095 P 2,953Nov-10 SPX 20-Nov-10 1100 C 17,557Nov-10 SPX 20-Nov-10 1100 P 131,161Nov-10 SPX 20-Nov-10 1105 C 128Nov-10 SPX 20-Nov-10 1105 P 3,658Nov-10 SPX 20-Nov-10 1110 C 83Nov-10 SPX 20-Nov-10 1110 P 11,834Nov-10 SPX 20-Nov-10 1115 C 55Nov-10 SPX 20-Nov-10 1115 P 3,673Nov-10 SPX 20-Nov-10 1120 C 357Nov-10 SPX 20-Nov-10 1120 P 24,797Nov-10 SPX 20-Nov-10 1125 C 7,936Nov-10 SPX 20-Nov-10 1125 P 74,356Nov-10 SPX 20-Nov-10 1130 C 377Nov-10 SPX 20-Nov-10 1130 P 36,010Nov-10 SPX 20-Nov-10 1135 C 407Nov-10 SPX 20-Nov-10 1135 P 11,401Nov-10 SPX 20-Nov-10 1140 C 920Nov-10 SPX 20-Nov-10 1140 P 39,123Nov-10 SPX 20-Nov-10 1145 C 236Nov-10 SPX 20-Nov-10 1145 P 15,049Nov-10 SPX 20-Nov-10 1150 C 45,530Nov-10 SPX 20-Nov-10 1150 P 252,860Nov-10 SPX 20-Nov-10 1155 C 485Nov-10 SPX 20-Nov-10 1155 P 26,030Nov-10 SPX 20-Nov-10 1160 C 9,743Nov-10 SPX 20-Nov-10 1160 P 77,320Nov-10 SPX 20-Nov-10 1165 C 2,149Nov-10 SPX 20-Nov-10 1165 P 35,062

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 125: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 20-Nov-10 1170 C 17,244Nov-10 SPX 20-Nov-10 1170 P 49,643Nov-10 SPX 20-Nov-10 1175 C 60,663Nov-10 SPX 20-Nov-10 1175 P 136,446Nov-10 SPX 20-Nov-10 1180 C 34,618Nov-10 SPX 20-Nov-10 1180 P 94,854Nov-10 SPX 20-Nov-10 1185 C 6,456Nov-10 SPX 20-Nov-10 1185 P 36,356Nov-10 SPX 20-Nov-10 1190 C 29,331Nov-10 SPX 20-Nov-10 1190 P 60,653Nov-10 SPX 20-Nov-10 1195 C 13,175Nov-10 SPX 20-Nov-10 1195 P 11,013Nov-10 SPX 20-Nov-10 1200 C 304,748Nov-10 SPX 20-Nov-10 1200 P 247,659Nov-10 SPX 20-Nov-10 1205 C 26,146Nov-10 SPX 20-Nov-10 1205 P 6,973Nov-10 SPX 20-Nov-10 1210 C 58,858Nov-10 SPX 20-Nov-10 1210 P 11,865Nov-10 SPX 20-Nov-10 1215 C 28,134Nov-10 SPX 20-Nov-10 1215 P 3,647Nov-10 SPX 20-Nov-10 1220 C 67,143Nov-10 SPX 20-Nov-10 1220 P 4,749Nov-10 SPX 20-Nov-10 1225 C 65,072Nov-10 SPX 20-Nov-10 1225 P 6,828Nov-10 SPX 20-Nov-10 1230 C 42,607Nov-10 SPX 20-Nov-10 1230 P 2,857Nov-10 SPX 20-Nov-10 1235 C 21,091Nov-10 SPX 20-Nov-10 1235 P 41Nov-10 SPX 20-Nov-10 1240 C 54,493Nov-10 SPX 20-Nov-10 1240 P 7,189Nov-10 SPX 20-Nov-10 1245 C 14,771Nov-10 SPX 20-Nov-10 1245 P 5,682Nov-10 SPX 20-Nov-10 1250 C 100,651Nov-10 SPX 20-Nov-10 1250 P 2,404Nov-10 SPX 20-Nov-10 1255 C 13,879Nov-10 SPX 20-Nov-10 1255 P 46Nov-10 SPX 20-Nov-10 1260 C 32,678Nov-10 SPX 20-Nov-10 1260 P 1,034Nov-10 SPX 20-Nov-10 1265 C 21,409Nov-10 SPX 20-Nov-10 1265 P 2Nov-10 SPX 20-Nov-10 1270 C 18,149Nov-10 SPX 20-Nov-10 1270 P 19Nov-10 SPX 20-Nov-10 1275 C 30,239Nov-10 SPX 20-Nov-10 1275 P 87Nov-10 SPX 20-Nov-10 1280 C 20,157Nov-10 SPX 20-Nov-10 1280 P 14Nov-10 SPX 20-Nov-10 1285 C 3,457Nov-10 SPX 20-Nov-10 1285 P 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 126: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 20-Nov-10 1290 C 5,368Nov-10 SPX 20-Nov-10 1290 P 26Nov-10 SPX 20-Nov-10 1295 C 4,774Nov-10 SPX 20-Nov-10 1300 C 39,511Nov-10 SPX 20-Nov-10 1300 P 83Nov-10 SPX 20-Nov-10 1305 C 1,863Nov-10 SPX 20-Nov-10 1310 C 1,696Nov-10 SPX 20-Nov-10 1315 C 1,824Nov-10 SPX 20-Nov-10 1320 C 3,149Nov-10 SPX 20-Nov-10 1325 C 2,631Nov-10 SPX 20-Nov-10 1325 P 58Nov-10 SPX 20-Nov-10 1330 C 982Nov-10 SPX 20-Nov-10 1340 C 2,478Nov-10 SPX 20-Nov-10 1350 C 2,984Nov-10 SPX 20-Nov-10 1375 C 1,091Nov-10 SPX 20-Nov-10 1400 C 926Nov-10 SPX 20-Nov-10 1450 C 54Nov-10 SPX 20-Nov-10 1500 C 200Nov-10 SPX 20-Nov-10 1500 P 150Nov-10 SPX 20-Nov-10 1550 C 40Nov-10 SPX 20-Nov-10 1600 C 70Nov-10 SPX 18-Dec-10 300 C 2Nov-10 SPX 18-Dec-10 350 C 2Nov-10 SPX 18-Dec-10 500 C 8,090Nov-10 SPX 18-Dec-10 500 P 8,140Nov-10 SPX 18-Dec-10 525 P 4Nov-10 SPX 18-Dec-10 600 C 1Nov-10 SPX 18-Dec-10 600 P 9Nov-10 SPX 18-Dec-10 620 P 42Nov-10 SPX 18-Dec-10 625 P 42Nov-10 SPX 18-Dec-10 640 P 63Nov-10 SPX 18-Dec-10 650 P 214Nov-10 SPX 18-Dec-10 660 P 75Nov-10 SPX 18-Dec-10 675 P 595Nov-10 SPX 18-Dec-10 680 P 202Nov-10 SPX 18-Dec-10 700 C 160Nov-10 SPX 18-Dec-10 700 P 2,067Nov-10 SPX 18-Dec-10 705 P 196Nov-10 SPX 18-Dec-10 710 P 188Nov-10 SPX 18-Dec-10 715 P 208Nov-10 SPX 18-Dec-10 720 P 278Nov-10 SPX 18-Dec-10 725 P 1,031Nov-10 SPX 18-Dec-10 730 P 432Nov-10 SPX 18-Dec-10 740 P 637Nov-10 SPX 18-Dec-10 750 P 9,975Nov-10 SPX 18-Dec-10 760 P 3,254Nov-10 SPX 18-Dec-10 770 P 2,326Nov-10 SPX 18-Dec-10 775 P 1,970

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 127: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 18-Dec-10 780 P 2,838Nov-10 SPX 18-Dec-10 790 P 2,526Nov-10 SPX 18-Dec-10 800 C 62Nov-10 SPX 18-Dec-10 800 P 30,632Nov-10 SPX 18-Dec-10 810 C 2Nov-10 SPX 18-Dec-10 810 P 2,752Nov-10 SPX 18-Dec-10 820 C 2Nov-10 SPX 18-Dec-10 820 P 28,927Nov-10 SPX 18-Dec-10 825 C 1Nov-10 SPX 18-Dec-10 825 P 7,969Nov-10 SPX 18-Dec-10 830 P 3,351Nov-10 SPX 18-Dec-10 840 P 3,702Nov-10 SPX 18-Dec-10 850 C 65Nov-10 SPX 18-Dec-10 850 P 7,833Nov-10 SPX 18-Dec-10 860 P 3,733Nov-10 SPX 18-Dec-10 870 P 2,171Nov-10 SPX 18-Dec-10 875 C 53Nov-10 SPX 18-Dec-10 875 P 15,780Nov-10 SPX 18-Dec-10 880 P 2,395Nov-10 SPX 18-Dec-10 885 C 147Nov-10 SPX 18-Dec-10 885 P 2,275Nov-10 SPX 18-Dec-10 890 C 106Nov-10 SPX 18-Dec-10 890 P 2,498Nov-10 SPX 18-Dec-10 895 C 25Nov-10 SPX 18-Dec-10 895 P 2,154Nov-10 SPX 18-Dec-10 900 C 83Nov-10 SPX 18-Dec-10 900 P 46,173Nov-10 SPX 18-Dec-10 905 P 2,158Nov-10 SPX 18-Dec-10 910 P 2,128Nov-10 SPX 18-Dec-10 915 P 2,174Nov-10 SPX 18-Dec-10 920 P 5,874Nov-10 SPX 18-Dec-10 925 P 20,347Nov-10 SPX 18-Dec-10 930 P 3,271Nov-10 SPX 18-Dec-10 935 P 1,828Nov-10 SPX 18-Dec-10 940 P 15,053Nov-10 SPX 18-Dec-10 945 P 2,054Nov-10 SPX 18-Dec-10 950 C 274Nov-10 SPX 18-Dec-10 950 P 88,827Nov-10 SPX 18-Dec-10 955 P 1,715Nov-10 SPX 18-Dec-10 960 P 4,671Nov-10 SPX 18-Dec-10 965 P 1,838Nov-10 SPX 18-Dec-10 970 C 9Nov-10 SPX 18-Dec-10 970 P 2,102Nov-10 SPX 18-Dec-10 975 C 64Nov-10 SPX 18-Dec-10 975 P 35,690Nov-10 SPX 18-Dec-10 980 C 20,004Nov-10 SPX 18-Dec-10 980 P 5,692Nov-10 SPX 18-Dec-10 985 C 147

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 128: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 18-Dec-10 985 P 5,421Nov-10 SPX 18-Dec-10 990 C 107Nov-10 SPX 18-Dec-10 990 P 19,151Nov-10 SPX 18-Dec-10 995 C 25Nov-10 SPX 18-Dec-10 995 P 24,255Nov-10 SPX 18-Dec-10 1000 C 1,327Nov-10 SPX 18-Dec-10 1000 P 165,174Nov-10 SPX 18-Dec-10 1005 P 1,735Nov-10 SPX 18-Dec-10 1010 C 1Nov-10 SPX 18-Dec-10 1010 P 6,953Nov-10 SPX 18-Dec-10 1015 P 5,634Nov-10 SPX 18-Dec-10 1020 P 11,766Nov-10 SPX 18-Dec-10 1025 C 65Nov-10 SPX 18-Dec-10 1025 P 71,963Nov-10 SPX 18-Dec-10 1030 C 26,004Nov-10 SPX 18-Dec-10 1030 P 20,563Nov-10 SPX 18-Dec-10 1035 P 4,272Nov-10 SPX 18-Dec-10 1040 C 31Nov-10 SPX 18-Dec-10 1040 P 26,375Nov-10 SPX 18-Dec-10 1045 C 10Nov-10 SPX 18-Dec-10 1045 P 2,943Nov-10 SPX 18-Dec-10 1050 C 1,149Nov-10 SPX 18-Dec-10 1050 P 141,628Nov-10 SPX 18-Dec-10 1055 C 160Nov-10 SPX 18-Dec-10 1055 P 17,206Nov-10 SPX 18-Dec-10 1060 C 3,430Nov-10 SPX 18-Dec-10 1060 P 20,587Nov-10 SPX 18-Dec-10 1065 C 8Nov-10 SPX 18-Dec-10 1065 P 6,715Nov-10 SPX 18-Dec-10 1070 C 7Nov-10 SPX 18-Dec-10 1070 P 20,052Nov-10 SPX 18-Dec-10 1075 C 3,322Nov-10 SPX 18-Dec-10 1075 P 111,026Nov-10 SPX 18-Dec-10 1080 C 46Nov-10 SPX 18-Dec-10 1080 P 6,034Nov-10 SPX 18-Dec-10 1085 C 31Nov-10 SPX 18-Dec-10 1085 P 8,593Nov-10 SPX 18-Dec-10 1090 C 26Nov-10 SPX 18-Dec-10 1090 P 34,114Nov-10 SPX 18-Dec-10 1095 C 28Nov-10 SPX 18-Dec-10 1095 P 8,520Nov-10 SPX 18-Dec-10 1100 C 11,680Nov-10 SPX 18-Dec-10 1100 P 201,025Nov-10 SPX 18-Dec-10 1105 C 50Nov-10 SPX 18-Dec-10 1105 P 8,196Nov-10 SPX 18-Dec-10 1110 C 893Nov-10 SPX 18-Dec-10 1110 P 22,544Nov-10 SPX 18-Dec-10 1115 C 197

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 129: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 18-Dec-10 1115 P 12,630Nov-10 SPX 18-Dec-10 1120 C 172Nov-10 SPX 18-Dec-10 1120 P 25,699Nov-10 SPX 18-Dec-10 1125 C 11,198Nov-10 SPX 18-Dec-10 1125 P 237,749Nov-10 SPX 18-Dec-10 1130 C 1,241Nov-10 SPX 18-Dec-10 1130 P 35,959Nov-10 SPX 18-Dec-10 1135 C 105Nov-10 SPX 18-Dec-10 1135 P 12,528Nov-10 SPX 18-Dec-10 1140 C 442Nov-10 SPX 18-Dec-10 1140 P 34,888Nov-10 SPX 18-Dec-10 1145 C 249Nov-10 SPX 18-Dec-10 1145 P 10,767Nov-10 SPX 18-Dec-10 1150 C 32,504Nov-10 SPX 18-Dec-10 1150 P 265,593Nov-10 SPX 18-Dec-10 1155 C 2,317Nov-10 SPX 18-Dec-10 1155 P 6,279Nov-10 SPX 18-Dec-10 1160 C 3,128Nov-10 SPX 18-Dec-10 1160 P 100,109Nov-10 SPX 18-Dec-10 1165 C 766Nov-10 SPX 18-Dec-10 1165 P 4,592Nov-10 SPX 18-Dec-10 1170 C 2,092Nov-10 SPX 18-Dec-10 1170 P 35,039Nov-10 SPX 18-Dec-10 1175 C 119,348Nov-10 SPX 18-Dec-10 1175 P 234,622Nov-10 SPX 18-Dec-10 1180 C 114,799Nov-10 SPX 18-Dec-10 1180 P 282,113Nov-10 SPX 18-Dec-10 1185 C 60,640Nov-10 SPX 18-Dec-10 1185 P 60,954Nov-10 SPX 18-Dec-10 1190 C 122,521Nov-10 SPX 18-Dec-10 1190 P 230,771Nov-10 SPX 18-Dec-10 1195 C 120,516Nov-10 SPX 18-Dec-10 1195 P 113,705Nov-10 SPX 18-Dec-10 1200 C 406,116Nov-10 SPX 18-Dec-10 1200 P 421,875Nov-10 SPX 18-Dec-10 1205 C 47,041Nov-10 SPX 18-Dec-10 1205 P 41,280Nov-10 SPX 18-Dec-10 1210 C 87,242Nov-10 SPX 18-Dec-10 1210 P 57,807Nov-10 SPX 18-Dec-10 1215 C 59,969Nov-10 SPX 18-Dec-10 1215 P 52,989Nov-10 SPX 18-Dec-10 1220 C 86,091Nov-10 SPX 18-Dec-10 1220 P 65,653Nov-10 SPX 18-Dec-10 1225 C 211,757Nov-10 SPX 18-Dec-10 1225 P 24,745Nov-10 SPX 18-Dec-10 1230 C 43,445Nov-10 SPX 18-Dec-10 1230 P 4,300Nov-10 SPX 18-Dec-10 1235 C 28,650

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 130: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 18-Dec-10 1235 P 191Nov-10 SPX 18-Dec-10 1240 C 20,060Nov-10 SPX 18-Dec-10 1240 P 1,261Nov-10 SPX 18-Dec-10 1245 C 23,739Nov-10 SPX 18-Dec-10 1245 P 45Nov-10 SPX 18-Dec-10 1250 C 315,476Nov-10 SPX 18-Dec-10 1250 P 10,594Nov-10 SPX 18-Dec-10 1255 C 19,214Nov-10 SPX 18-Dec-10 1260 C 39,625Nov-10 SPX 18-Dec-10 1260 P 27Nov-10 SPX 18-Dec-10 1265 C 12,257Nov-10 SPX 18-Dec-10 1270 C 24,908Nov-10 SPX 18-Dec-10 1275 C 64,414Nov-10 SPX 18-Dec-10 1275 P 1,900Nov-10 SPX 18-Dec-10 1280 C 28,528Nov-10 SPX 18-Dec-10 1280 P 16Nov-10 SPX 18-Dec-10 1285 C 16,314Nov-10 SPX 18-Dec-10 1290 C 16,983Nov-10 SPX 18-Dec-10 1290 P 21Nov-10 SPX 18-Dec-10 1295 C 21,769Nov-10 SPX 18-Dec-10 1300 C 104,051Nov-10 SPX 18-Dec-10 1300 P 949Nov-10 SPX 18-Dec-10 1305 C 3,043Nov-10 SPX 18-Dec-10 1310 C 2,780Nov-10 SPX 18-Dec-10 1315 C 9,521Nov-10 SPX 18-Dec-10 1315 P 2Nov-10 SPX 18-Dec-10 1320 C 2,952Nov-10 SPX 18-Dec-10 1320 P 2Nov-10 SPX 18-Dec-10 1325 C 10,745Nov-10 SPX 18-Dec-10 1325 P 4Nov-10 SPX 18-Dec-10 1330 C 7,239Nov-10 SPX 18-Dec-10 1335 C 995Nov-10 SPX 18-Dec-10 1340 C 9,133Nov-10 SPX 18-Dec-10 1340 P 1Nov-10 SPX 18-Dec-10 1345 C 925Nov-10 SPX 18-Dec-10 1350 C 27,574Nov-10 SPX 18-Dec-10 1350 P 2Nov-10 SPX 18-Dec-10 1375 C 4,230Nov-10 SPX 18-Dec-10 1400 C 13,293Nov-10 SPX 18-Dec-10 1400 P 2Nov-10 SPX 18-Dec-10 1425 C 965Nov-10 SPX 18-Dec-10 1450 C 953Nov-10 SPX 18-Dec-10 1475 C 290Nov-10 SPX 18-Dec-10 1500 C 12,965Nov-10 SPX 18-Dec-10 1500 P 7,943Nov-10 SPX 18-Dec-10 1550 C 235Nov-10 SPX 18-Dec-10 1600 C 226Nov-10 SPX 18-Dec-10 1900 C 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 131: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 18-Dec-10 2500 C 150Nov-10 SPX 18-Dec-10 2500 P 158Nov-10 SPX 22-Jan-11 400 C 1Nov-10 SPX 22-Jan-11 500 P 10Nov-10 SPX 22-Jan-11 550 P 2Nov-10 SPX 22-Jan-11 600 P 2,075Nov-10 SPX 22-Jan-11 675 P 10Nov-10 SPX 22-Jan-11 700 P 694Nov-10 SPX 22-Jan-11 725 P 142Nov-10 SPX 22-Jan-11 740 P 100Nov-10 SPX 22-Jan-11 750 P 4,171Nov-10 SPX 22-Jan-11 760 P 200Nov-10 SPX 22-Jan-11 775 P 2,315Nov-10 SPX 22-Jan-11 780 P 100Nov-10 SPX 22-Jan-11 800 P 7,229Nov-10 SPX 22-Jan-11 820 P 2,332Nov-10 SPX 22-Jan-11 825 C 50Nov-10 SPX 22-Jan-11 825 P 4,476Nov-10 SPX 22-Jan-11 840 P 254Nov-10 SPX 22-Jan-11 850 C 31Nov-10 SPX 22-Jan-11 850 P 4,971Nov-10 SPX 22-Jan-11 860 P 488Nov-10 SPX 22-Jan-11 865 P 32Nov-10 SPX 22-Jan-11 870 P 25Nov-10 SPX 22-Jan-11 875 P 6,157Nov-10 SPX 22-Jan-11 880 P 6,789Nov-10 SPX 22-Jan-11 885 P 91Nov-10 SPX 22-Jan-11 890 P 292Nov-10 SPX 22-Jan-11 895 P 65Nov-10 SPX 22-Jan-11 900 P 26,230Nov-10 SPX 22-Jan-11 910 P 75Nov-10 SPX 22-Jan-11 920 P 4,206Nov-10 SPX 22-Jan-11 925 C 50Nov-10 SPX 22-Jan-11 925 P 12,070Nov-10 SPX 22-Jan-11 930 P 16Nov-10 SPX 22-Jan-11 935 P 50Nov-10 SPX 22-Jan-11 940 P 4,017Nov-10 SPX 22-Jan-11 950 C 57Nov-10 SPX 22-Jan-11 950 P 15,582Nov-10 SPX 22-Jan-11 960 P 2,049Nov-10 SPX 22-Jan-11 965 P 450Nov-10 SPX 22-Jan-11 970 P 543Nov-10 SPX 22-Jan-11 975 C 32Nov-10 SPX 22-Jan-11 975 P 11,152Nov-10 SPX 22-Jan-11 980 C 2Nov-10 SPX 22-Jan-11 980 P 1,737Nov-10 SPX 22-Jan-11 985 P 459Nov-10 SPX 22-Jan-11 990 P 7,807

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 132: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 22-Jan-11 995 P 72Nov-10 SPX 22-Jan-11 1000 C 2,450Nov-10 SPX 22-Jan-11 1000 P 92,807Nov-10 SPX 22-Jan-11 1005 P 135Nov-10 SPX 22-Jan-11 1010 C 2Nov-10 SPX 22-Jan-11 1010 P 4,091Nov-10 SPX 22-Jan-11 1015 P 84Nov-10 SPX 22-Jan-11 1020 P 2,650Nov-10 SPX 22-Jan-11 1025 C 61Nov-10 SPX 22-Jan-11 1025 P 50,122Nov-10 SPX 22-Jan-11 1030 P 1,197Nov-10 SPX 22-Jan-11 1035 P 49Nov-10 SPX 22-Jan-11 1040 C 1Nov-10 SPX 22-Jan-11 1040 P 1,217Nov-10 SPX 22-Jan-11 1045 P 272Nov-10 SPX 22-Jan-11 1050 C 31Nov-10 SPX 22-Jan-11 1050 P 65,196Nov-10 SPX 22-Jan-11 1055 P 274Nov-10 SPX 22-Jan-11 1060 C 5Nov-10 SPX 22-Jan-11 1060 P 2,356Nov-10 SPX 22-Jan-11 1065 P 590Nov-10 SPX 22-Jan-11 1070 P 440Nov-10 SPX 22-Jan-11 1075 C 3Nov-10 SPX 22-Jan-11 1075 P 37,882Nov-10 SPX 22-Jan-11 1080 C 2Nov-10 SPX 22-Jan-11 1080 P 1,457Nov-10 SPX 22-Jan-11 1085 P 39Nov-10 SPX 22-Jan-11 1090 P 5,172Nov-10 SPX 22-Jan-11 1095 P 53Nov-10 SPX 22-Jan-11 1100 C 335Nov-10 SPX 22-Jan-11 1100 P 83,450Nov-10 SPX 22-Jan-11 1105 P 124Nov-10 SPX 22-Jan-11 1110 P 33Nov-10 SPX 22-Jan-11 1115 C 34Nov-10 SPX 22-Jan-11 1115 P 4,284Nov-10 SPX 22-Jan-11 1120 C 111Nov-10 SPX 22-Jan-11 1120 P 4,121Nov-10 SPX 22-Jan-11 1125 C 269Nov-10 SPX 22-Jan-11 1125 P 52,520Nov-10 SPX 22-Jan-11 1130 C 4Nov-10 SPX 22-Jan-11 1130 P 71Nov-10 SPX 22-Jan-11 1135 P 4Nov-10 SPX 22-Jan-11 1140 C 45Nov-10 SPX 22-Jan-11 1140 P 12,761Nov-10 SPX 22-Jan-11 1145 P 28Nov-10 SPX 22-Jan-11 1150 C 7,607Nov-10 SPX 22-Jan-11 1150 P 93,850Nov-10 SPX 22-Jan-11 1155 C 50

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 133: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 22-Jan-11 1155 P 51Nov-10 SPX 22-Jan-11 1160 C 461Nov-10 SPX 22-Jan-11 1160 P 9,765Nov-10 SPX 22-Jan-11 1165 C 5Nov-10 SPX 22-Jan-11 1165 P 13Nov-10 SPX 22-Jan-11 1170 C 128Nov-10 SPX 22-Jan-11 1170 P 135Nov-10 SPX 22-Jan-11 1175 C 25,859Nov-10 SPX 22-Jan-11 1175 P 64,778Nov-10 SPX 22-Jan-11 1180 C 5,034Nov-10 SPX 22-Jan-11 1180 P 8,989Nov-10 SPX 22-Jan-11 1185 C 925Nov-10 SPX 22-Jan-11 1185 P 6,299Nov-10 SPX 22-Jan-11 1190 C 485Nov-10 SPX 22-Jan-11 1190 P 1,220Nov-10 SPX 22-Jan-11 1195 C 303Nov-10 SPX 22-Jan-11 1195 P 351Nov-10 SPX 22-Jan-11 1200 C 98,105Nov-10 SPX 22-Jan-11 1200 P 85,239Nov-10 SPX 22-Jan-11 1205 C 1Nov-10 SPX 22-Jan-11 1205 P 4Nov-10 SPX 22-Jan-11 1210 C 2,129Nov-10 SPX 22-Jan-11 1210 P 1,249Nov-10 SPX 22-Jan-11 1215 C 118Nov-10 SPX 22-Jan-11 1220 C 1,322Nov-10 SPX 22-Jan-11 1220 P 3,311Nov-10 SPX 22-Jan-11 1225 C 58,374Nov-10 SPX 22-Jan-11 1225 P 1,806Nov-10 SPX 22-Jan-11 1230 C 7,098Nov-10 SPX 22-Jan-11 1230 P 508Nov-10 SPX 22-Jan-11 1235 C 602Nov-10 SPX 22-Jan-11 1235 P 157Nov-10 SPX 22-Jan-11 1240 C 9,724Nov-10 SPX 22-Jan-11 1240 P 2Nov-10 SPX 22-Jan-11 1245 C 115Nov-10 SPX 22-Jan-11 1250 C 65,776Nov-10 SPX 22-Jan-11 1250 P 1,098Nov-10 SPX 22-Jan-11 1255 C 1,398Nov-10 SPX 22-Jan-11 1260 C 7,066Nov-10 SPX 22-Jan-11 1265 C 15Nov-10 SPX 22-Jan-11 1270 C 9,205Nov-10 SPX 22-Jan-11 1275 C 7,712Nov-10 SPX 22-Jan-11 1275 P 27Nov-10 SPX 22-Jan-11 1280 C 9,539Nov-10 SPX 22-Jan-11 1280 P 20Nov-10 SPX 22-Jan-11 1285 C 357Nov-10 SPX 22-Jan-11 1290 C 19,610Nov-10 SPX 22-Jan-11 1295 C 498

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 134: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 22-Jan-11 1300 C 45,304Nov-10 SPX 22-Jan-11 1300 P 500Nov-10 SPX 22-Jan-11 1305 C 46Nov-10 SPX 22-Jan-11 1310 C 1,157Nov-10 SPX 22-Jan-11 1315 C 22Nov-10 SPX 22-Jan-11 1320 C 3,210Nov-10 SPX 22-Jan-11 1325 C 17,707Nov-10 SPX 22-Jan-11 1330 C 6,247Nov-10 SPX 22-Jan-11 1340 C 799Nov-10 SPX 22-Jan-11 1350 C 6,322Nov-10 SPX 22-Jan-11 1350 P 5Nov-10 SPX 22-Jan-11 1360 C 133Nov-10 SPX 22-Jan-11 1370 C 11Nov-10 SPX 22-Jan-11 1375 C 3,692Nov-10 SPX 22-Jan-11 1380 C 9Nov-10 SPX 22-Jan-11 1400 C 8,548Nov-10 SPX 22-Jan-11 1410 C 74Nov-10 SPX 22-Jan-11 1420 C 18Nov-10 SPX 22-Jan-11 1425 C 72Nov-10 SPX 22-Jan-11 1430 C 26Nov-10 SPX 22-Jan-11 1450 C 631Nov-10 SPX 22-Jan-11 1475 C 2,605Nov-10 SPX 22-Jan-11 1500 C 1,168Nov-10 SPX 22-Jan-11 1525 C 873Nov-10 SPX 22-Jan-11 1550 C 660Nov-10 SPX 22-Jan-11 1600 C 756Nov-10 SPX 22-Jan-11 1650 C 228Nov-10 SPX 19-Feb-11 700 P 13,000Nov-10 SPX 19-Feb-11 750 P 11,560Nov-10 SPX 19-Feb-11 775 P 125Nov-10 SPX 19-Feb-11 800 C 4Nov-10 SPX 19-Feb-11 800 P 6,185Nov-10 SPX 19-Feb-11 820 P 32Nov-10 SPX 19-Feb-11 825 P 65Nov-10 SPX 19-Feb-11 850 P 1,505Nov-10 SPX 19-Feb-11 870 P 2Nov-10 SPX 19-Feb-11 875 P 1,060Nov-10 SPX 19-Feb-11 890 P 2,001Nov-10 SPX 19-Feb-11 900 P 11,965Nov-10 SPX 19-Feb-11 910 P 29Nov-10 SPX 19-Feb-11 925 P 3,525Nov-10 SPX 19-Feb-11 950 P 11,199Nov-10 SPX 19-Feb-11 960 P 2Nov-10 SPX 19-Feb-11 970 P 2Nov-10 SPX 19-Feb-11 975 P 3,894Nov-10 SPX 19-Feb-11 980 P 26Nov-10 SPX 19-Feb-11 990 P 117Nov-10 SPX 19-Feb-11 1000 C 14

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 135: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 19-Feb-11 1000 P 15,155Nov-10 SPX 19-Feb-11 1010 P 593Nov-10 SPX 19-Feb-11 1020 P 1,380Nov-10 SPX 19-Feb-11 1025 C 20Nov-10 SPX 19-Feb-11 1025 P 610Nov-10 SPX 19-Feb-11 1030 P 49Nov-10 SPX 19-Feb-11 1040 P 26Nov-10 SPX 19-Feb-11 1050 C 16Nov-10 SPX 19-Feb-11 1050 P 7,425Nov-10 SPX 19-Feb-11 1060 P 1,010Nov-10 SPX 19-Feb-11 1070 P 894Nov-10 SPX 19-Feb-11 1075 C 1Nov-10 SPX 19-Feb-11 1075 P 13,576Nov-10 SPX 19-Feb-11 1080 P 6,020Nov-10 SPX 19-Feb-11 1090 P 886Nov-10 SPX 19-Feb-11 1100 C 20Nov-10 SPX 19-Feb-11 1100 P 45,564Nov-10 SPX 19-Feb-11 1110 P 14Nov-10 SPX 19-Feb-11 1120 C 1Nov-10 SPX 19-Feb-11 1120 P 58Nov-10 SPX 19-Feb-11 1125 P 43,061Nov-10 SPX 19-Feb-11 1130 P 16Nov-10 SPX 19-Feb-11 1140 C 3Nov-10 SPX 19-Feb-11 1140 P 18Nov-10 SPX 19-Feb-11 1150 C 571Nov-10 SPX 19-Feb-11 1150 P 28,752Nov-10 SPX 19-Feb-11 1160 P 1,501Nov-10 SPX 19-Feb-11 1170 C 2Nov-10 SPX 19-Feb-11 1170 P 25Nov-10 SPX 19-Feb-11 1175 C 1,409Nov-10 SPX 19-Feb-11 1175 P 13,516Nov-10 SPX 19-Feb-11 1180 C 105Nov-10 SPX 19-Feb-11 1180 P 5,059Nov-10 SPX 19-Feb-11 1190 C 2,784Nov-10 SPX 19-Feb-11 1190 P 192Nov-10 SPX 19-Feb-11 1200 C 29,925Nov-10 SPX 19-Feb-11 1200 P 29,366Nov-10 SPX 19-Feb-11 1210 C 3Nov-10 SPX 19-Feb-11 1220 C 4Nov-10 SPX 19-Feb-11 1225 C 10,276Nov-10 SPX 19-Feb-11 1225 P 1,906Nov-10 SPX 19-Feb-11 1230 C 1Nov-10 SPX 19-Feb-11 1240 C 1Nov-10 SPX 19-Feb-11 1250 C 19,303Nov-10 SPX 19-Feb-11 1250 P 1Nov-10 SPX 19-Feb-11 1260 C 16Nov-10 SPX 19-Feb-11 1270 C 18Nov-10 SPX 19-Feb-11 1275 C 14,108

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 136: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 19-Feb-11 1275 P 501Nov-10 SPX 19-Feb-11 1280 C 151Nov-10 SPX 19-Feb-11 1290 C 62Nov-10 SPX 19-Feb-11 1300 C 26,394Nov-10 SPX 19-Feb-11 1310 C 27Nov-10 SPX 19-Feb-11 1320 C 27Nov-10 SPX 19-Feb-11 1325 C 5,590Nov-10 SPX 19-Feb-11 1330 C 10Nov-10 SPX 19-Feb-11 1340 C 108Nov-10 SPX 19-Feb-11 1350 C 7,240Nov-10 SPX 19-Feb-11 1360 C 2Nov-10 SPX 19-Feb-11 1375 C 13Nov-10 SPX 19-Feb-11 1400 C 1Nov-10 SPX 19-Feb-11 1475 C 34Nov-10 SPX 19-Feb-11 1500 C 1,526Nov-10 SPX 19-Feb-11 1550 C 127Nov-10 SPX 19-Feb-11 1600 C 63Nov-10 SPX 19-Mar-11 300 P 101Nov-10 SPX 19-Mar-11 350 C 3Nov-10 SPX 19-Mar-11 400 P 45Nov-10 SPX 19-Mar-11 425 P 2Nov-10 SPX 19-Mar-11 450 P 4Nov-10 SPX 19-Mar-11 475 P 72Nov-10 SPX 19-Mar-11 500 C 150Nov-10 SPX 19-Mar-11 500 P 672Nov-10 SPX 19-Mar-11 525 P 21Nov-10 SPX 19-Mar-11 550 P 209Nov-10 SPX 19-Mar-11 575 P 371Nov-10 SPX 19-Mar-11 600 P 733Nov-10 SPX 19-Mar-11 625 P 345Nov-10 SPX 19-Mar-11 650 P 6,775Nov-10 SPX 19-Mar-11 675 P 3,095Nov-10 SPX 19-Mar-11 700 P 12,487Nov-10 SPX 19-Mar-11 725 P 1,500Nov-10 SPX 19-Mar-11 750 P 3,236Nov-10 SPX 19-Mar-11 775 P 2,445Nov-10 SPX 19-Mar-11 800 P 34,777Nov-10 SPX 19-Mar-11 825 P 209Nov-10 SPX 19-Mar-11 850 P 19,364Nov-10 SPX 19-Mar-11 875 P 19Nov-10 SPX 19-Mar-11 900 P 15,481Nov-10 SPX 19-Mar-11 925 P 1,701Nov-10 SPX 19-Mar-11 950 P 35,933Nov-10 SPX 19-Mar-11 975 C 1Nov-10 SPX 19-Mar-11 975 P 5,682Nov-10 SPX 19-Mar-11 1000 C 9Nov-10 SPX 19-Mar-11 1000 P 28,271Nov-10 SPX 19-Mar-11 1025 P 10,042

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 137: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 19-Mar-11 1050 C 860Nov-10 SPX 19-Mar-11 1050 P 31,217Nov-10 SPX 19-Mar-11 1060 P 70Nov-10 SPX 19-Mar-11 1075 C 500Nov-10 SPX 19-Mar-11 1075 P 29,216Nov-10 SPX 19-Mar-11 1100 C 8,586Nov-10 SPX 19-Mar-11 1100 P 69,628Nov-10 SPX 19-Mar-11 1125 C 212Nov-10 SPX 19-Mar-11 1125 P 46,804Nov-10 SPX 19-Mar-11 1150 C 2,270Nov-10 SPX 19-Mar-11 1150 P 41,463Nov-10 SPX 19-Mar-11 1175 C 5,087Nov-10 SPX 19-Mar-11 1175 P 24,763Nov-10 SPX 19-Mar-11 1190 C 5,518Nov-10 SPX 19-Mar-11 1190 P 10,778Nov-10 SPX 19-Mar-11 1200 C 57,651Nov-10 SPX 19-Mar-11 1200 P 35,148Nov-10 SPX 19-Mar-11 1225 C 22,002Nov-10 SPX 19-Mar-11 1225 P 7,661Nov-10 SPX 19-Mar-11 1250 C 29,770Nov-10 SPX 19-Mar-11 1250 P 980Nov-10 SPX 19-Mar-11 1275 C 24,465Nov-10 SPX 19-Mar-11 1300 C 26,818Nov-10 SPX 19-Mar-11 1300 P 505Nov-10 SPX 19-Mar-11 1325 C 1,907Nov-10 SPX 19-Mar-11 1325 P 2Nov-10 SPX 19-Mar-11 1350 C 18,787Nov-10 SPX 19-Mar-11 1350 P 10Nov-10 SPX 19-Mar-11 1375 C 8,876Nov-10 SPX 19-Mar-11 1400 C 5,561Nov-10 SPX 19-Mar-11 1425 C 5Nov-10 SPX 19-Mar-11 1450 C 568Nov-10 SPX 19-Mar-11 1475 C 40Nov-10 SPX 19-Mar-11 1500 C 230Nov-10 SPX 19-Mar-11 1500 P 153Nov-10 SPX 19-Mar-11 1525 C 16Nov-10 SPX 19-Mar-11 1550 C 142Nov-10 SPX 19-Mar-11 1600 C 57Nov-10 SPX 18-Jun-11 200 P 756Nov-10 SPX 18-Jun-11 225 P 97Nov-10 SPX 18-Jun-11 250 P 40Nov-10 SPX 18-Jun-11 275 P 24Nov-10 SPX 18-Jun-11 300 C 2Nov-10 SPX 18-Jun-11 300 P 103Nov-10 SPX 18-Jun-11 325 P 24Nov-10 SPX 18-Jun-11 350 C 3Nov-10 SPX 18-Jun-11 350 P 134Nov-10 SPX 18-Jun-11 375 P 18

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 138: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 18-Jun-11 400 P 199Nov-10 SPX 18-Jun-11 500 C 500Nov-10 SPX 18-Jun-11 500 P 2,508Nov-10 SPX 18-Jun-11 525 P 4Nov-10 SPX 18-Jun-11 550 P 7Nov-10 SPX 18-Jun-11 600 P 7,495Nov-10 SPX 18-Jun-11 650 P 4,250Nov-10 SPX 18-Jun-11 700 P 12,294Nov-10 SPX 18-Jun-11 750 P 10,009Nov-10 SPX 18-Jun-11 775 P 5Nov-10 SPX 18-Jun-11 800 P 18,248Nov-10 SPX 18-Jun-11 825 P 761Nov-10 SPX 18-Jun-11 850 P 4,951Nov-10 SPX 18-Jun-11 875 P 23Nov-10 SPX 18-Jun-11 900 P 19,628Nov-10 SPX 18-Jun-11 925 P 2,614Nov-10 SPX 18-Jun-11 950 P 5,575Nov-10 SPX 18-Jun-11 975 P 1,955Nov-10 SPX 18-Jun-11 1000 C 1,000Nov-10 SPX 18-Jun-11 1000 P 13,104Nov-10 SPX 18-Jun-11 1025 P 3,067Nov-10 SPX 18-Jun-11 1050 C 3Nov-10 SPX 18-Jun-11 1050 P 42,273Nov-10 SPX 18-Jun-11 1060 P 5,274Nov-10 SPX 18-Jun-11 1075 C 900Nov-10 SPX 18-Jun-11 1075 P 2,481Nov-10 SPX 18-Jun-11 1100 C 495Nov-10 SPX 18-Jun-11 1100 P 45,616Nov-10 SPX 18-Jun-11 1120 P 277Nov-10 SPX 18-Jun-11 1125 C 3Nov-10 SPX 18-Jun-11 1125 P 16,598Nov-10 SPX 18-Jun-11 1150 C 2,383Nov-10 SPX 18-Jun-11 1150 P 17,241Nov-10 SPX 18-Jun-11 1175 C 3,786Nov-10 SPX 18-Jun-11 1175 P 9,497Nov-10 SPX 18-Jun-11 1190 C 959Nov-10 SPX 18-Jun-11 1190 P 2,282Nov-10 SPX 18-Jun-11 1200 C 23,579Nov-10 SPX 18-Jun-11 1200 P 23,744Nov-10 SPX 18-Jun-11 1225 C 6,469Nov-10 SPX 18-Jun-11 1225 P 3,514Nov-10 SPX 18-Jun-11 1250 C 17,065Nov-10 SPX 18-Jun-11 1250 P 1,800Nov-10 SPX 18-Jun-11 1275 C 812Nov-10 SPX 18-Jun-11 1300 C 24,106Nov-10 SPX 18-Jun-11 1300 P 62Nov-10 SPX 18-Jun-11 1325 C 2,029Nov-10 SPX 18-Jun-11 1325 P 200

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 139: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 18-Jun-11 1350 C 27,437Nov-10 SPX 18-Jun-11 1350 P 550Nov-10 SPX 18-Jun-11 1375 C 1,590Nov-10 SPX 18-Jun-11 1400 C 6,212Nov-10 SPX 18-Jun-11 1400 P 1,701Nov-10 SPX 18-Jun-11 1425 C 6,594Nov-10 SPX 18-Jun-11 1450 C 281Nov-10 SPX 18-Jun-11 1475 C 113Nov-10 SPX 18-Jun-11 1500 C 2,771Nov-10 SPX 18-Jun-11 1500 P 500Nov-10 SPX 18-Jun-11 1600 C 10Nov-10 SPX 18-Jun-11 2500 P 8Nov-10 SPX 17-Sep-11 200 P 30Nov-10 SPX 17-Sep-11 400 P 40Nov-10 SPX 17-Sep-11 500 P 154Nov-10 SPX 17-Sep-11 600 P 44Nov-10 SPX 17-Sep-11 675 P 100Nov-10 SPX 17-Sep-11 700 P 1Nov-10 SPX 17-Sep-11 750 P 5Nov-10 SPX 17-Sep-11 800 P 7,309Nov-10 SPX 17-Sep-11 825 P 907Nov-10 SPX 17-Sep-11 850 P 20Nov-10 SPX 17-Sep-11 875 P 11Nov-10 SPX 17-Sep-11 900 P 308Nov-10 SPX 17-Sep-11 925 P 6Nov-10 SPX 17-Sep-11 950 P 1,160Nov-10 SPX 17-Sep-11 975 P 506Nov-10 SPX 17-Sep-11 1000 P 11,786Nov-10 SPX 17-Sep-11 1025 P 32Nov-10 SPX 17-Sep-11 1050 C 250Nov-10 SPX 17-Sep-11 1050 P 2,412Nov-10 SPX 17-Sep-11 1075 P 1Nov-10 SPX 17-Sep-11 1100 C 1,142Nov-10 SPX 17-Sep-11 1100 P 5,685Nov-10 SPX 17-Sep-11 1125 C 500Nov-10 SPX 17-Sep-11 1125 P 2,148Nov-10 SPX 17-Sep-11 1150 P 4,951Nov-10 SPX 17-Sep-11 1175 C 1,259Nov-10 SPX 17-Sep-11 1175 P 641Nov-10 SPX 17-Sep-11 1200 C 2,913Nov-10 SPX 17-Sep-11 1200 P 3,578Nov-10 SPX 17-Sep-11 1225 C 2,211Nov-10 SPX 17-Sep-11 1225 P 650Nov-10 SPX 17-Sep-11 1250 C 3,710Nov-10 SPX 17-Sep-11 1250 P 400Nov-10 SPX 17-Sep-11 1275 C 1,708Nov-10 SPX 17-Sep-11 1300 C 8,399Nov-10 SPX 17-Sep-11 1300 P 500

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 140: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 17-Sep-11 1325 C 310Nov-10 SPX 17-Sep-11 1350 C 1,255Nov-10 SPX 17-Sep-11 1350 P 200Nov-10 SPX 17-Sep-11 1375 C 215Nov-10 SPX 17-Sep-11 1400 C 5,618Nov-10 SPX 17-Sep-11 1425 C 44Nov-10 SPX 17-Sep-11 1450 C 581Nov-10 SPX 17-Sep-11 1475 C 95Nov-10 SPX 17-Sep-11 1500 C 514Nov-10 SPX 17-Sep-11 1525 C 54Nov-10 SPX 17-Sep-11 1550 C 1,600Nov-10 SPX 17-Sep-11 1600 C 584Nov-10 SPX 17-Sep-11 1650 C 436Nov-10 SPX 17-Sep-11 1700 C 494Nov-10 SPX 17-Dec-11 50 P 49Nov-10 SPX 17-Dec-11 100 C 2Nov-10 SPX 17-Dec-11 100 P 367Nov-10 SPX 17-Dec-11 150 P 55Nov-10 SPX 17-Dec-11 200 P 526Nov-10 SPX 17-Dec-11 225 P 736Nov-10 SPX 17-Dec-11 250 P 7,749Nov-10 SPX 17-Dec-11 275 P 1,047Nov-10 SPX 17-Dec-11 280 P 1,194Nov-10 SPX 17-Dec-11 300 C 6Nov-10 SPX 17-Dec-11 300 P 848Nov-10 SPX 17-Dec-11 325 P 616Nov-10 SPX 17-Dec-11 350 C 4Nov-10 SPX 17-Dec-11 350 P 382Nov-10 SPX 17-Dec-11 375 P 20Nov-10 SPX 17-Dec-11 400 P 13,795Nov-10 SPX 17-Dec-11 425 P 90Nov-10 SPX 17-Dec-11 450 P 2,575Nov-10 SPX 17-Dec-11 500 P 810Nov-10 SPX 17-Dec-11 550 P 15,054Nov-10 SPX 17-Dec-11 600 P 18,241Nov-10 SPX 17-Dec-11 650 P 15Nov-10 SPX 17-Dec-11 700 P 1,307Nov-10 SPX 17-Dec-11 725 P 750Nov-10 SPX 17-Dec-11 750 P 4,349Nov-10 SPX 17-Dec-11 775 P 2,923Nov-10 SPX 17-Dec-11 800 C 3,000Nov-10 SPX 17-Dec-11 800 P 15,116Nov-10 SPX 17-Dec-11 825 P 957Nov-10 SPX 17-Dec-11 850 C 5Nov-10 SPX 17-Dec-11 850 P 2,936Nov-10 SPX 17-Dec-11 875 P 905Nov-10 SPX 17-Dec-11 900 C 1,506Nov-10 SPX 17-Dec-11 900 P 13,424

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 141: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 17-Dec-11 920 P 5Nov-10 SPX 17-Dec-11 925 P 402Nov-10 SPX 17-Dec-11 950 P 3,423Nov-10 SPX 17-Dec-11 975 C 10Nov-10 SPX 17-Dec-11 975 P 2,514Nov-10 SPX 17-Dec-11 1000 C 29Nov-10 SPX 17-Dec-11 1000 P 10,951Nov-10 SPX 17-Dec-11 1025 P 1,102Nov-10 SPX 17-Dec-11 1050 C 84Nov-10 SPX 17-Dec-11 1050 P 4,899Nov-10 SPX 17-Dec-11 1075 P 6,025Nov-10 SPX 17-Dec-11 1100 C 3,764Nov-10 SPX 17-Dec-11 1100 P 27,205Nov-10 SPX 17-Dec-11 1125 C 225Nov-10 SPX 17-Dec-11 1125 P 2,404Nov-10 SPX 17-Dec-11 1150 C 1,928Nov-10 SPX 17-Dec-11 1150 P 13,027Nov-10 SPX 17-Dec-11 1175 C 10,683Nov-10 SPX 17-Dec-11 1175 P 9,972Nov-10 SPX 17-Dec-11 1200 C 30,557Nov-10 SPX 17-Dec-11 1200 P 28,342Nov-10 SPX 17-Dec-11 1225 C 5,373Nov-10 SPX 17-Dec-11 1225 P 2,600Nov-10 SPX 17-Dec-11 1250 C 3,797Nov-10 SPX 17-Dec-11 1250 P 818Nov-10 SPX 17-Dec-11 1275 C 4,549Nov-10 SPX 17-Dec-11 1300 C 19,643Nov-10 SPX 17-Dec-11 1300 P 20,271Nov-10 SPX 17-Dec-11 1325 C 6,490Nov-10 SPX 17-Dec-11 1350 C 4,557Nov-10 SPX 17-Dec-11 1375 C 1,163Nov-10 SPX 17-Dec-11 1400 C 9,316Nov-10 SPX 17-Dec-11 1425 C 2,269Nov-10 SPX 17-Dec-11 1450 C 460Nov-10 SPX 17-Dec-11 1450 P 1,100Nov-10 SPX 17-Dec-11 1475 C 10Nov-10 SPX 17-Dec-11 1500 C 15,473Nov-10 SPX 17-Dec-11 1500 P 1Nov-10 SPX 17-Dec-11 1550 C 458Nov-10 SPX 17-Dec-11 1600 C 2,723Nov-10 SPX 17-Dec-11 1700 C 392Nov-10 SPX 17-Dec-11 1800 C 424Nov-10 SPX 17-Dec-11 1900 C 490Nov-10 SPX 17-Dec-11 2000 C 288Nov-10 SPX 17-Dec-11 2000 P 1Nov-10 SPX 16-Jun-12 200 P 55Nov-10 SPX 16-Jun-12 700 C 400Nov-10 SPX 16-Jun-12 800 C 1,500

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 142: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 16-Jun-12 900 P 1,052Nov-10 SPX 16-Jun-12 950 P 205Nov-10 SPX 16-Jun-12 1025 P 11Nov-10 SPX 16-Jun-12 1075 P 1,004Nov-10 SPX 16-Jun-12 1100 C 100Nov-10 SPX 16-Jun-12 1100 P 4,252Nov-10 SPX 16-Jun-12 1125 P 500Nov-10 SPX 16-Jun-12 1150 C 450Nov-10 SPX 16-Jun-12 1150 P 550Nov-10 SPX 16-Jun-12 1175 C 252Nov-10 SPX 16-Jun-12 1175 P 551Nov-10 SPX 16-Jun-12 1200 C 2,625Nov-10 SPX 16-Jun-12 1200 P 2,000Nov-10 SPX 16-Jun-12 1225 P 1,200Nov-10 SPX 16-Jun-12 1300 C 3,500Nov-10 SPX 16-Jun-12 1400 C 1,016Nov-10 SPX 16-Jun-12 1450 C 1,200Nov-10 SPX 16-Jun-12 1500 C 250Nov-10 SPX 16-Jun-12 1600 C 1,900Nov-10 SPX 16-Jun-12 1800 C 8Nov-10 SPX 16-Jun-12 2250 P 169Nov-10 SPX 16-Jun-12 2500 C 140Nov-10 SPX 16-Jun-12 2500 P 1,173Nov-10 SPX 22-Dec-12 100 C 1Nov-10 SPX 22-Dec-12 100 P 536Nov-10 SPX 22-Dec-12 200 P 1,364Nov-10 SPX 22-Dec-12 250 P 677Nov-10 SPX 22-Dec-12 300 C 2Nov-10 SPX 22-Dec-12 300 P 30Nov-10 SPX 22-Dec-12 350 C 2Nov-10 SPX 22-Dec-12 350 P 18Nov-10 SPX 22-Dec-12 400 P 12,075Nov-10 SPX 22-Dec-12 500 P 29Nov-10 SPX 22-Dec-12 600 P 14,914Nov-10 SPX 22-Dec-12 675 P 150Nov-10 SPX 22-Dec-12 700 C 405Nov-10 SPX 22-Dec-12 700 P 1,801Nov-10 SPX 22-Dec-12 750 P 517Nov-10 SPX 22-Dec-12 800 C 2,500Nov-10 SPX 22-Dec-12 800 P 4,252Nov-10 SPX 22-Dec-12 825 P 50Nov-10 SPX 22-Dec-12 850 P 3,061Nov-10 SPX 22-Dec-12 900 C 1,000Nov-10 SPX 22-Dec-12 900 P 2,813Nov-10 SPX 22-Dec-12 925 P 1Nov-10 SPX 22-Dec-12 950 C 3Nov-10 SPX 22-Dec-12 950 P 3,257Nov-10 SPX 22-Dec-12 975 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 143: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Nov-10 SPX 22-Dec-12 975 P 53Nov-10 SPX 22-Dec-12 1000 C 275Nov-10 SPX 22-Dec-12 1000 P 7,766Nov-10 SPX 22-Dec-12 1025 C 10Nov-10 SPX 22-Dec-12 1025 P 101Nov-10 SPX 22-Dec-12 1050 P 753Nov-10 SPX 22-Dec-12 1075 C 7Nov-10 SPX 22-Dec-12 1100 C 2,503Nov-10 SPX 22-Dec-12 1100 P 15,240Nov-10 SPX 22-Dec-12 1125 P 905Nov-10 SPX 22-Dec-12 1150 C 1,429Nov-10 SPX 22-Dec-12 1150 P 3,082Nov-10 SPX 22-Dec-12 1175 C 602Nov-10 SPX 22-Dec-12 1175 P 1,102Nov-10 SPX 22-Dec-12 1200 C 8,908Nov-10 SPX 22-Dec-12 1200 P 13,817Nov-10 SPX 22-Dec-12 1220 C 1,339Nov-10 SPX 22-Dec-12 1220 P 1,639Nov-10 SPX 22-Dec-12 1225 P 6Nov-10 SPX 22-Dec-12 1250 C 503Nov-10 SPX 22-Dec-12 1250 P 1,656Nov-10 SPX 22-Dec-12 1300 C 5,255Nov-10 SPX 22-Dec-12 1300 P 1Nov-10 SPX 22-Dec-12 1350 C 3,102Nov-10 SPX 22-Dec-12 1400 C 1,341Nov-10 SPX 22-Dec-12 1400 P 7,800Nov-10 SPX 22-Dec-12 1450 C 213Nov-10 SPX 22-Dec-12 1500 C 7,470Nov-10 SPX 22-Dec-12 1550 C 600Nov-10 SPX 22-Dec-12 1600 C 1,594Nov-10 SPX 22-Dec-12 1700 C 20Nov-10 SPX 22-Dec-12 1800 C 13,614Nov-10 SPX 22-Dec-12 1900 C 108Nov-10 SPX 22-Dec-12 2000 C 8,566Nov-10 SPX 22-Dec-12 2250 C 20Nov-10 SPX 22-Dec-12 2250 P 169Nov-10 SPX 22-Dec-12 2500 C 195Nov-10 SPX 22-Dec-12 2500 P 1,173Dec-10 SPX 18-Dec-10 100 C 28Dec-10 SPX 18-Dec-10 200 C 3Dec-10 SPX 18-Dec-10 300 C 9,501Dec-10 SPX 18-Dec-10 300 P 6,000Dec-10 SPX 18-Dec-10 325 C 100Dec-10 SPX 18-Dec-10 400 C 3,500Dec-10 SPX 18-Dec-10 425 C 100Dec-10 SPX 18-Dec-10 500 C 2,150Dec-10 SPX 18-Dec-10 500 P 2,152Dec-10 SPX 18-Dec-10 575 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 144: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 18-Dec-10 700 C 200Dec-10 SPX 18-Dec-10 700 P 10Dec-10 SPX 18-Dec-10 750 P 10Dec-10 SPX 18-Dec-10 800 C 4Dec-10 SPX 18-Dec-10 800 P 127Dec-10 SPX 18-Dec-10 825 C 3Dec-10 SPX 18-Dec-10 825 P 3Dec-10 SPX 18-Dec-10 840 P 62Dec-10 SPX 18-Dec-10 850 C 7Dec-10 SPX 18-Dec-10 850 P 154Dec-10 SPX 18-Dec-10 860 P 118Dec-10 SPX 18-Dec-10 870 P 480Dec-10 SPX 18-Dec-10 875 C 15Dec-10 SPX 18-Dec-10 875 P 299Dec-10 SPX 18-Dec-10 880 P 57Dec-10 SPX 18-Dec-10 885 P 4Dec-10 SPX 18-Dec-10 890 P 72Dec-10 SPX 18-Dec-10 900 C 19Dec-10 SPX 18-Dec-10 900 P 13,201Dec-10 SPX 18-Dec-10 910 P 48Dec-10 SPX 18-Dec-10 915 P 60Dec-10 SPX 18-Dec-10 920 P 35Dec-10 SPX 18-Dec-10 925 C 9Dec-10 SPX 18-Dec-10 925 P 19,793Dec-10 SPX 18-Dec-10 930 P 809Dec-10 SPX 18-Dec-10 935 P 557Dec-10 SPX 18-Dec-10 940 P 93Dec-10 SPX 18-Dec-10 945 P 265Dec-10 SPX 18-Dec-10 950 C 32Dec-10 SPX 18-Dec-10 950 P 10,425Dec-10 SPX 18-Dec-10 955 P 80Dec-10 SPX 18-Dec-10 960 C 2Dec-10 SPX 18-Dec-10 960 P 154Dec-10 SPX 18-Dec-10 965 P 1Dec-10 SPX 18-Dec-10 970 C 9Dec-10 SPX 18-Dec-10 970 P 9Dec-10 SPX 18-Dec-10 975 C 4Dec-10 SPX 18-Dec-10 975 P 2,813Dec-10 SPX 18-Dec-10 980 C 20,204Dec-10 SPX 18-Dec-10 980 P 935Dec-10 SPX 18-Dec-10 985 P 38Dec-10 SPX 18-Dec-10 990 C 3Dec-10 SPX 18-Dec-10 990 P 413Dec-10 SPX 18-Dec-10 995 P 275Dec-10 SPX 18-Dec-10 1000 C 45Dec-10 SPX 18-Dec-10 1000 P 28,915Dec-10 SPX 18-Dec-10 1005 P 1,581Dec-10 SPX 18-Dec-10 1010 C 36

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 145: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 18-Dec-10 1010 P 297Dec-10 SPX 18-Dec-10 1015 P 3,543Dec-10 SPX 18-Dec-10 1020 P 699Dec-10 SPX 18-Dec-10 1025 C 719Dec-10 SPX 18-Dec-10 1025 P 14,772Dec-10 SPX 18-Dec-10 1030 C 24,000Dec-10 SPX 18-Dec-10 1030 P 20,809Dec-10 SPX 18-Dec-10 1035 P 5,978Dec-10 SPX 18-Dec-10 1040 C 7Dec-10 SPX 18-Dec-10 1040 P 6,470Dec-10 SPX 18-Dec-10 1045 C 2Dec-10 SPX 18-Dec-10 1045 P 485Dec-10 SPX 18-Dec-10 1050 C 503Dec-10 SPX 18-Dec-10 1050 P 7,606Dec-10 SPX 18-Dec-10 1055 C 40Dec-10 SPX 18-Dec-10 1055 P 747Dec-10 SPX 18-Dec-10 1060 C 6Dec-10 SPX 18-Dec-10 1060 P 13,692Dec-10 SPX 18-Dec-10 1065 P 4,094Dec-10 SPX 18-Dec-10 1070 C 242Dec-10 SPX 18-Dec-10 1070 P 4,223Dec-10 SPX 18-Dec-10 1075 C 75Dec-10 SPX 18-Dec-10 1075 P 25,152Dec-10 SPX 18-Dec-10 1080 C 50Dec-10 SPX 18-Dec-10 1080 P 7,639Dec-10 SPX 18-Dec-10 1085 C 9Dec-10 SPX 18-Dec-10 1085 P 7,331Dec-10 SPX 18-Dec-10 1090 C 66Dec-10 SPX 18-Dec-10 1090 P 14,788Dec-10 SPX 18-Dec-10 1095 P 3,891Dec-10 SPX 18-Dec-10 1100 C 4,380Dec-10 SPX 18-Dec-10 1100 P 85,489Dec-10 SPX 18-Dec-10 1105 C 19Dec-10 SPX 18-Dec-10 1105 P 963Dec-10 SPX 18-Dec-10 1110 C 178Dec-10 SPX 18-Dec-10 1110 P 2,446Dec-10 SPX 18-Dec-10 1115 C 66Dec-10 SPX 18-Dec-10 1115 P 2,904Dec-10 SPX 18-Dec-10 1120 C 62Dec-10 SPX 18-Dec-10 1120 P 8,531Dec-10 SPX 18-Dec-10 1125 C 3,572Dec-10 SPX 18-Dec-10 1125 P 42,496Dec-10 SPX 18-Dec-10 1130 C 689Dec-10 SPX 18-Dec-10 1130 P 7,842Dec-10 SPX 18-Dec-10 1135 C 56Dec-10 SPX 18-Dec-10 1135 P 4,372Dec-10 SPX 18-Dec-10 1140 C 96Dec-10 SPX 18-Dec-10 1140 P 21,356

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 146: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 18-Dec-10 1145 C 1,654Dec-10 SPX 18-Dec-10 1145 P 11,354Dec-10 SPX 18-Dec-10 1150 C 15,398Dec-10 SPX 18-Dec-10 1150 P 109,468Dec-10 SPX 18-Dec-10 1155 C 27Dec-10 SPX 18-Dec-10 1155 P 1,488Dec-10 SPX 18-Dec-10 1160 C 374Dec-10 SPX 18-Dec-10 1160 P 20,270Dec-10 SPX 18-Dec-10 1165 C 265Dec-10 SPX 18-Dec-10 1165 P 6,098Dec-10 SPX 18-Dec-10 1170 C 550Dec-10 SPX 18-Dec-10 1170 P 15,483Dec-10 SPX 18-Dec-10 1175 C 22,274Dec-10 SPX 18-Dec-10 1175 P 89,220Dec-10 SPX 18-Dec-10 1180 C 5,319Dec-10 SPX 18-Dec-10 1180 P 72,020Dec-10 SPX 18-Dec-10 1185 C 1,178Dec-10 SPX 18-Dec-10 1185 P 9,943Dec-10 SPX 18-Dec-10 1190 C 8,789Dec-10 SPX 18-Dec-10 1190 P 34,813Dec-10 SPX 18-Dec-10 1195 C 3,393Dec-10 SPX 18-Dec-10 1195 P 13,637Dec-10 SPX 18-Dec-10 1200 C 321,171Dec-10 SPX 18-Dec-10 1200 P 470,646Dec-10 SPX 18-Dec-10 1205 C 15,181Dec-10 SPX 18-Dec-10 1205 P 20,227Dec-10 SPX 18-Dec-10 1210 C 30,964Dec-10 SPX 18-Dec-10 1210 P 131,244Dec-10 SPX 18-Dec-10 1215 C 22,095Dec-10 SPX 18-Dec-10 1215 P 27,794Dec-10 SPX 18-Dec-10 1220 C 74,948Dec-10 SPX 18-Dec-10 1220 P 176,530Dec-10 SPX 18-Dec-10 1225 C 118,205Dec-10 SPX 18-Dec-10 1225 P 103,521Dec-10 SPX 18-Dec-10 1230 C 106,939Dec-10 SPX 18-Dec-10 1230 P 147,599Dec-10 SPX 18-Dec-10 1235 C 39,727Dec-10 SPX 18-Dec-10 1235 P 24,283Dec-10 SPX 18-Dec-10 1240 C 52,189Dec-10 SPX 18-Dec-10 1240 P 48,522Dec-10 SPX 18-Dec-10 1245 C 40,353Dec-10 SPX 18-Dec-10 1245 P 9,592Dec-10 SPX 18-Dec-10 1250 C 314,846Dec-10 SPX 18-Dec-10 1250 P 18,999Dec-10 SPX 18-Dec-10 1255 C 44,678Dec-10 SPX 18-Dec-10 1255 P 2,674Dec-10 SPX 18-Dec-10 1260 C 57,354Dec-10 SPX 18-Dec-10 1260 P 3,679

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 147: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 18-Dec-10 1265 C 17,806Dec-10 SPX 18-Dec-10 1265 P 4Dec-10 SPX 18-Dec-10 1270 C 36,835Dec-10 SPX 18-Dec-10 1270 P 17Dec-10 SPX 18-Dec-10 1275 C 60,757Dec-10 SPX 18-Dec-10 1275 P 1,127Dec-10 SPX 18-Dec-10 1280 C 33,457Dec-10 SPX 18-Dec-10 1280 P 156Dec-10 SPX 18-Dec-10 1285 C 6,345Dec-10 SPX 18-Dec-10 1285 P 4Dec-10 SPX 18-Dec-10 1290 C 11,353Dec-10 SPX 18-Dec-10 1290 P 16Dec-10 SPX 18-Dec-10 1295 C 10,676Dec-10 SPX 18-Dec-10 1295 P 12Dec-10 SPX 18-Dec-10 1300 C 113,721Dec-10 SPX 18-Dec-10 1300 P 6,454Dec-10 SPX 18-Dec-10 1305 C 2,795Dec-10 SPX 18-Dec-10 1305 P 6Dec-10 SPX 18-Dec-10 1310 C 1,769Dec-10 SPX 18-Dec-10 1310 P 4Dec-10 SPX 18-Dec-10 1315 C 10,403Dec-10 SPX 18-Dec-10 1315 P 2Dec-10 SPX 18-Dec-10 1320 C 1,418Dec-10 SPX 18-Dec-10 1320 P 2Dec-10 SPX 18-Dec-10 1325 C 11,114Dec-10 SPX 18-Dec-10 1330 C 2,462Dec-10 SPX 18-Dec-10 1330 P 3Dec-10 SPX 18-Dec-10 1335 C 1,398Dec-10 SPX 18-Dec-10 1340 C 2,695Dec-10 SPX 18-Dec-10 1345 C 586Dec-10 SPX 18-Dec-10 1350 C 8,093Dec-10 SPX 18-Dec-10 1350 P 1,523Dec-10 SPX 18-Dec-10 1375 C 178Dec-10 SPX 18-Dec-10 1375 P 1Dec-10 SPX 18-Dec-10 1400 C 109Dec-10 SPX 18-Dec-10 1400 P 12Dec-10 SPX 18-Dec-10 1425 C 100Dec-10 SPX 18-Dec-10 1500 C 2,150Dec-10 SPX 18-Dec-10 1500 P 2,160Dec-10 SPX 18-Dec-10 1700 P 3,000Dec-10 SPX 18-Dec-10 1800 P 30Dec-10 SPX 18-Dec-10 1900 P 3,040Dec-10 SPX 18-Dec-10 2000 P 110Dec-10 SPX 18-Dec-10 2250 P 110Dec-10 SPX 18-Dec-10 2500 P 242Dec-10 SPX 22-Jan-11 200 C 250Dec-10 SPX 22-Jan-11 200 P 251Dec-10 SPX 22-Jan-11 500 C 3,565

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 148: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 22-Jan-11 500 P 3,400Dec-10 SPX 22-Jan-11 600 P 100Dec-10 SPX 22-Jan-11 650 P 225Dec-10 SPX 22-Jan-11 675 P 60Dec-10 SPX 22-Jan-11 700 P 2,016Dec-10 SPX 22-Jan-11 720 P 10Dec-10 SPX 22-Jan-11 725 P 90Dec-10 SPX 22-Jan-11 740 P 41Dec-10 SPX 22-Jan-11 750 C 1,500Dec-10 SPX 22-Jan-11 750 P 4,197Dec-10 SPX 22-Jan-11 765 P 100Dec-10 SPX 22-Jan-11 775 P 1,670Dec-10 SPX 22-Jan-11 780 P 1,000Dec-10 SPX 22-Jan-11 785 P 1,215Dec-10 SPX 22-Jan-11 790 P 1,213Dec-10 SPX 22-Jan-11 795 P 1,210Dec-10 SPX 22-Jan-11 800 C 3Dec-10 SPX 22-Jan-11 800 P 14,595Dec-10 SPX 22-Jan-11 805 P 2,890Dec-10 SPX 22-Jan-11 810 P 2,857Dec-10 SPX 22-Jan-11 815 P 2,834Dec-10 SPX 22-Jan-11 820 P 2,944Dec-10 SPX 22-Jan-11 825 C 6Dec-10 SPX 22-Jan-11 825 P 4,651Dec-10 SPX 22-Jan-11 830 P 3,299Dec-10 SPX 22-Jan-11 835 P 3,002Dec-10 SPX 22-Jan-11 840 P 3,017Dec-10 SPX 22-Jan-11 845 P 2,932Dec-10 SPX 22-Jan-11 850 C 16Dec-10 SPX 22-Jan-11 850 P 10,878Dec-10 SPX 22-Jan-11 855 C 200Dec-10 SPX 22-Jan-11 855 P 2,444Dec-10 SPX 22-Jan-11 860 P 2,428Dec-10 SPX 22-Jan-11 865 P 1,994Dec-10 SPX 22-Jan-11 870 P 1,981Dec-10 SPX 22-Jan-11 875 P 2,652Dec-10 SPX 22-Jan-11 880 P 2,403Dec-10 SPX 22-Jan-11 885 P 2,737Dec-10 SPX 22-Jan-11 890 P 2,275Dec-10 SPX 22-Jan-11 895 P 1,942Dec-10 SPX 22-Jan-11 900 C 1Dec-10 SPX 22-Jan-11 900 P 12,760Dec-10 SPX 22-Jan-11 905 P 2,248Dec-10 SPX 22-Jan-11 910 P 2,099Dec-10 SPX 22-Jan-11 915 P 1,981Dec-10 SPX 22-Jan-11 920 P 2,143Dec-10 SPX 22-Jan-11 925 C 63Dec-10 SPX 22-Jan-11 925 P 8,670

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 149: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 22-Jan-11 930 P 2,019Dec-10 SPX 22-Jan-11 935 P 2,531Dec-10 SPX 22-Jan-11 940 P 2,848Dec-10 SPX 22-Jan-11 945 C 30Dec-10 SPX 22-Jan-11 945 P 2,001Dec-10 SPX 22-Jan-11 950 C 77Dec-10 SPX 22-Jan-11 950 P 32,392Dec-10 SPX 22-Jan-11 955 P 1,918Dec-10 SPX 22-Jan-11 960 P 2,436Dec-10 SPX 22-Jan-11 965 P 3,355Dec-10 SPX 22-Jan-11 970 P 2,274Dec-10 SPX 22-Jan-11 975 C 84Dec-10 SPX 22-Jan-11 975 P 11,872Dec-10 SPX 22-Jan-11 980 C 20,211Dec-10 SPX 22-Jan-11 980 P 2,781Dec-10 SPX 22-Jan-11 985 C 280Dec-10 SPX 22-Jan-11 985 P 2,301Dec-10 SPX 22-Jan-11 990 P 10,564Dec-10 SPX 22-Jan-11 995 C 82Dec-10 SPX 22-Jan-11 995 P 1,905Dec-10 SPX 22-Jan-11 1000 C 18Dec-10 SPX 22-Jan-11 1000 P 74,129Dec-10 SPX 22-Jan-11 1005 P 1,957Dec-10 SPX 22-Jan-11 1010 C 2Dec-10 SPX 22-Jan-11 1010 P 2,759Dec-10 SPX 22-Jan-11 1015 P 6,697Dec-10 SPX 22-Jan-11 1020 P 3,597Dec-10 SPX 22-Jan-11 1025 C 3,463Dec-10 SPX 22-Jan-11 1025 P 46,111Dec-10 SPX 22-Jan-11 1030 C 24,000Dec-10 SPX 22-Jan-11 1030 P 3,351Dec-10 SPX 22-Jan-11 1035 P 4,134Dec-10 SPX 22-Jan-11 1040 C 84Dec-10 SPX 22-Jan-11 1040 P 5,882Dec-10 SPX 22-Jan-11 1045 C 30Dec-10 SPX 22-Jan-11 1045 P 2,756Dec-10 SPX 22-Jan-11 1050 C 1,708Dec-10 SPX 22-Jan-11 1050 P 91,261Dec-10 SPX 22-Jan-11 1055 P 1,972Dec-10 SPX 22-Jan-11 1060 C 106Dec-10 SPX 22-Jan-11 1060 P 9,455Dec-10 SPX 22-Jan-11 1065 P 3,246Dec-10 SPX 22-Jan-11 1070 C 9Dec-10 SPX 22-Jan-11 1070 P 14,472Dec-10 SPX 22-Jan-11 1075 C 92Dec-10 SPX 22-Jan-11 1075 P 51,466Dec-10 SPX 22-Jan-11 1080 C 12Dec-10 SPX 22-Jan-11 1080 P 11,390

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 150: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 22-Jan-11 1085 C 88Dec-10 SPX 22-Jan-11 1085 P 13,075Dec-10 SPX 22-Jan-11 1090 P 22,535Dec-10 SPX 22-Jan-11 1095 C 78Dec-10 SPX 22-Jan-11 1095 P 3,316Dec-10 SPX 22-Jan-11 1100 C 805Dec-10 SPX 22-Jan-11 1100 P 196,894Dec-10 SPX 22-Jan-11 1105 P 3,433Dec-10 SPX 22-Jan-11 1110 C 2Dec-10 SPX 22-Jan-11 1110 P 10,163Dec-10 SPX 22-Jan-11 1115 C 27Dec-10 SPX 22-Jan-11 1115 P 6,487Dec-10 SPX 22-Jan-11 1120 C 70Dec-10 SPX 22-Jan-11 1120 P 42,901Dec-10 SPX 22-Jan-11 1125 C 2,237Dec-10 SPX 22-Jan-11 1125 P 92,329Dec-10 SPX 22-Jan-11 1130 C 7Dec-10 SPX 22-Jan-11 1130 P 9,902Dec-10 SPX 22-Jan-11 1135 C 25Dec-10 SPX 22-Jan-11 1135 P 9,606Dec-10 SPX 22-Jan-11 1140 C 46Dec-10 SPX 22-Jan-11 1140 P 14,015Dec-10 SPX 22-Jan-11 1145 P 5,505Dec-10 SPX 22-Jan-11 1150 C 17,002Dec-10 SPX 22-Jan-11 1150 P 153,202Dec-10 SPX 22-Jan-11 1155 C 65Dec-10 SPX 22-Jan-11 1155 P 2,243Dec-10 SPX 22-Jan-11 1160 C 155Dec-10 SPX 22-Jan-11 1160 P 33,705Dec-10 SPX 22-Jan-11 1165 C 99Dec-10 SPX 22-Jan-11 1165 P 4,124Dec-10 SPX 22-Jan-11 1170 C 1,977Dec-10 SPX 22-Jan-11 1170 P 25,108Dec-10 SPX 22-Jan-11 1175 C 10,639Dec-10 SPX 22-Jan-11 1175 P 155,486Dec-10 SPX 22-Jan-11 1180 C 467Dec-10 SPX 22-Jan-11 1180 P 32,565Dec-10 SPX 22-Jan-11 1185 C 326Dec-10 SPX 22-Jan-11 1185 P 15,080Dec-10 SPX 22-Jan-11 1190 C 164Dec-10 SPX 22-Jan-11 1190 P 10,136Dec-10 SPX 22-Jan-11 1195 C 1,321Dec-10 SPX 22-Jan-11 1195 P 4,338Dec-10 SPX 22-Jan-11 1200 C 133,366Dec-10 SPX 22-Jan-11 1200 P 302,531Dec-10 SPX 22-Jan-11 1205 C 333Dec-10 SPX 22-Jan-11 1205 P 2,299Dec-10 SPX 22-Jan-11 1210 C 2,991

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 151: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 22-Jan-11 1210 P 73,386Dec-10 SPX 22-Jan-11 1215 C 2,369Dec-10 SPX 22-Jan-11 1215 P 6,124Dec-10 SPX 22-Jan-11 1220 C 8,059Dec-10 SPX 22-Jan-11 1220 P 57,696Dec-10 SPX 22-Jan-11 1225 C 67,250Dec-10 SPX 22-Jan-11 1225 P 88,935Dec-10 SPX 22-Jan-11 1230 C 7,153Dec-10 SPX 22-Jan-11 1230 P 100,753Dec-10 SPX 22-Jan-11 1235 C 4,099Dec-10 SPX 22-Jan-11 1235 P 5,367Dec-10 SPX 22-Jan-11 1240 C 16,386Dec-10 SPX 22-Jan-11 1240 P 56,202Dec-10 SPX 22-Jan-11 1245 C 18,462Dec-10 SPX 22-Jan-11 1245 P 7,441Dec-10 SPX 22-Jan-11 1250 C 143,702Dec-10 SPX 22-Jan-11 1250 P 56,013Dec-10 SPX 22-Jan-11 1255 C 11,515Dec-10 SPX 22-Jan-11 1255 P 1,212Dec-10 SPX 22-Jan-11 1260 C 43,570Dec-10 SPX 22-Jan-11 1260 P 7,313Dec-10 SPX 22-Jan-11 1265 C 19,351Dec-10 SPX 22-Jan-11 1265 P 1,151Dec-10 SPX 22-Jan-11 1270 C 38,547Dec-10 SPX 22-Jan-11 1270 P 1,586Dec-10 SPX 22-Jan-11 1275 C 94,316Dec-10 SPX 22-Jan-11 1275 P 1,700Dec-10 SPX 22-Jan-11 1280 C 18,797Dec-10 SPX 22-Jan-11 1280 P 4,062Dec-10 SPX 22-Jan-11 1285 C 25,284Dec-10 SPX 22-Jan-11 1285 P 152Dec-10 SPX 22-Jan-11 1290 C 20,681Dec-10 SPX 22-Jan-11 1290 P 441Dec-10 SPX 22-Jan-11 1295 C 7,210Dec-10 SPX 22-Jan-11 1295 P 3,128Dec-10 SPX 22-Jan-11 1300 C 114,161Dec-10 SPX 22-Jan-11 1300 P 5,022Dec-10 SPX 22-Jan-11 1305 C 8,750Dec-10 SPX 22-Jan-11 1305 P 18Dec-10 SPX 22-Jan-11 1310 C 31,390Dec-10 SPX 22-Jan-11 1310 P 33Dec-10 SPX 22-Jan-11 1315 C 12,313Dec-10 SPX 22-Jan-11 1315 P 24Dec-10 SPX 22-Jan-11 1320 C 14,661Dec-10 SPX 22-Jan-11 1325 C 21,549Dec-10 SPX 22-Jan-11 1325 P 74Dec-10 SPX 22-Jan-11 1330 C 13,241Dec-10 SPX 22-Jan-11 1335 C 9,401

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 152: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 22-Jan-11 1335 P 6Dec-10 SPX 22-Jan-11 1340 C 4,346Dec-10 SPX 22-Jan-11 1340 P 2Dec-10 SPX 22-Jan-11 1345 C 4,621Dec-10 SPX 22-Jan-11 1350 C 36,590Dec-10 SPX 22-Jan-11 1350 P 19Dec-10 SPX 22-Jan-11 1355 C 5,103Dec-10 SPX 22-Jan-11 1355 P 3Dec-10 SPX 22-Jan-11 1360 C 2,494Dec-10 SPX 22-Jan-11 1360 P 603Dec-10 SPX 22-Jan-11 1365 C 12,275Dec-10 SPX 22-Jan-11 1365 P 3Dec-10 SPX 22-Jan-11 1370 C 3,323Dec-10 SPX 22-Jan-11 1375 C 2,767Dec-10 SPX 22-Jan-11 1375 P 12Dec-10 SPX 22-Jan-11 1380 C 11,298Dec-10 SPX 22-Jan-11 1390 C 4,451Dec-10 SPX 22-Jan-11 1390 P 2Dec-10 SPX 22-Jan-11 1400 C 5,296Dec-10 SPX 22-Jan-11 1400 P 8Dec-10 SPX 22-Jan-11 1410 C 1,856Dec-10 SPX 22-Jan-11 1420 C 3,052Dec-10 SPX 22-Jan-11 1420 P 4Dec-10 SPX 22-Jan-11 1425 C 882Dec-10 SPX 22-Jan-11 1430 C 8,262Dec-10 SPX 22-Jan-11 1440 C 1,843Dec-10 SPX 22-Jan-11 1450 C 659Dec-10 SPX 22-Jan-11 1475 C 84Dec-10 SPX 22-Jan-11 1500 C 3,584Dec-10 SPX 22-Jan-11 1500 P 3,400Dec-10 SPX 22-Jan-11 1525 C 9Dec-10 SPX 22-Jan-11 1550 C 216Dec-10 SPX 22-Jan-11 1600 C 277Dec-10 SPX 22-Jan-11 1650 C 210Dec-10 SPX 22-Jan-11 2000 C 410Dec-10 SPX 22-Jan-11 2000 P 415Dec-10 SPX 19-Feb-11 200 C 21Dec-10 SPX 19-Feb-11 550 P 13Dec-10 SPX 19-Feb-11 600 P 130Dec-10 SPX 19-Feb-11 700 P 100Dec-10 SPX 19-Feb-11 725 P 250Dec-10 SPX 19-Feb-11 750 P 10,070Dec-10 SPX 19-Feb-11 775 P 1,053Dec-10 SPX 19-Feb-11 800 C 12Dec-10 SPX 19-Feb-11 800 P 4,068Dec-10 SPX 19-Feb-11 820 P 18Dec-10 SPX 19-Feb-11 825 P 3,469Dec-10 SPX 19-Feb-11 850 P 6,112

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 153: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 19-Feb-11 870 P 22Dec-10 SPX 19-Feb-11 875 P 2,962Dec-10 SPX 19-Feb-11 880 P 24Dec-10 SPX 19-Feb-11 890 P 38Dec-10 SPX 19-Feb-11 900 C 108Dec-10 SPX 19-Feb-11 900 P 14,542Dec-10 SPX 19-Feb-11 905 P 50Dec-10 SPX 19-Feb-11 910 P 276Dec-10 SPX 19-Feb-11 915 P 225Dec-10 SPX 19-Feb-11 920 C 30Dec-10 SPX 19-Feb-11 920 P 95Dec-10 SPX 19-Feb-11 925 P 239Dec-10 SPX 19-Feb-11 930 P 30Dec-10 SPX 19-Feb-11 935 P 75Dec-10 SPX 19-Feb-11 940 P 75Dec-10 SPX 19-Feb-11 945 P 75Dec-10 SPX 19-Feb-11 950 P 11,936Dec-10 SPX 19-Feb-11 955 P 20Dec-10 SPX 19-Feb-11 960 P 60Dec-10 SPX 19-Feb-11 965 P 20Dec-10 SPX 19-Feb-11 970 P 42Dec-10 SPX 19-Feb-11 975 P 10,140Dec-10 SPX 19-Feb-11 980 P 245Dec-10 SPX 19-Feb-11 985 P 200Dec-10 SPX 19-Feb-11 990 P 413Dec-10 SPX 19-Feb-11 995 P 500Dec-10 SPX 19-Feb-11 1000 P 39,846Dec-10 SPX 19-Feb-11 1005 P 23Dec-10 SPX 19-Feb-11 1010 P 129Dec-10 SPX 19-Feb-11 1015 P 10Dec-10 SPX 19-Feb-11 1020 C 30Dec-10 SPX 19-Feb-11 1020 P 21Dec-10 SPX 19-Feb-11 1025 C 18Dec-10 SPX 19-Feb-11 1025 P 27,128Dec-10 SPX 19-Feb-11 1030 P 1,548Dec-10 SPX 19-Feb-11 1040 P 863Dec-10 SPX 19-Feb-11 1045 P 13Dec-10 SPX 19-Feb-11 1050 C 1,021Dec-10 SPX 19-Feb-11 1050 P 23,785Dec-10 SPX 19-Feb-11 1055 P 12Dec-10 SPX 19-Feb-11 1060 C 2Dec-10 SPX 19-Feb-11 1060 P 9,030Dec-10 SPX 19-Feb-11 1065 P 10Dec-10 SPX 19-Feb-11 1070 P 184Dec-10 SPX 19-Feb-11 1075 C 5Dec-10 SPX 19-Feb-11 1075 P 16,403Dec-10 SPX 19-Feb-11 1080 P 1,514Dec-10 SPX 19-Feb-11 1085 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 154: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 19-Feb-11 1085 P 1,425Dec-10 SPX 19-Feb-11 1090 P 2,523Dec-10 SPX 19-Feb-11 1095 P 416Dec-10 SPX 19-Feb-11 1100 C 10,878Dec-10 SPX 19-Feb-11 1100 P 59,262Dec-10 SPX 19-Feb-11 1105 C 45Dec-10 SPX 19-Feb-11 1105 P 640Dec-10 SPX 19-Feb-11 1110 C 136Dec-10 SPX 19-Feb-11 1110 P 259Dec-10 SPX 19-Feb-11 1115 C 29Dec-10 SPX 19-Feb-11 1115 P 58Dec-10 SPX 19-Feb-11 1120 C 195Dec-10 SPX 19-Feb-11 1120 P 3,734Dec-10 SPX 19-Feb-11 1125 C 122Dec-10 SPX 19-Feb-11 1125 P 32,841Dec-10 SPX 19-Feb-11 1130 P 290Dec-10 SPX 19-Feb-11 1135 C 1Dec-10 SPX 19-Feb-11 1135 P 621Dec-10 SPX 19-Feb-11 1140 C 1Dec-10 SPX 19-Feb-11 1140 P 3,218Dec-10 SPX 19-Feb-11 1145 P 85Dec-10 SPX 19-Feb-11 1150 C 53Dec-10 SPX 19-Feb-11 1150 P 25,794Dec-10 SPX 19-Feb-11 1155 P 113Dec-10 SPX 19-Feb-11 1160 P 8,733Dec-10 SPX 19-Feb-11 1165 P 44Dec-10 SPX 19-Feb-11 1170 C 37Dec-10 SPX 19-Feb-11 1170 P 1,093Dec-10 SPX 19-Feb-11 1175 C 12,916Dec-10 SPX 19-Feb-11 1175 P 57,216Dec-10 SPX 19-Feb-11 1180 C 2,976Dec-10 SPX 19-Feb-11 1180 P 1,647Dec-10 SPX 19-Feb-11 1185 C 75Dec-10 SPX 19-Feb-11 1185 P 2,406Dec-10 SPX 19-Feb-11 1190 C 117Dec-10 SPX 19-Feb-11 1190 P 2,208Dec-10 SPX 19-Feb-11 1195 P 101Dec-10 SPX 19-Feb-11 1200 C 73,201Dec-10 SPX 19-Feb-11 1200 P 155,445Dec-10 SPX 19-Feb-11 1205 C 24Dec-10 SPX 19-Feb-11 1205 P 9,011Dec-10 SPX 19-Feb-11 1210 C 1,261Dec-10 SPX 19-Feb-11 1210 P 4,330Dec-10 SPX 19-Feb-11 1215 C 35Dec-10 SPX 19-Feb-11 1215 P 246Dec-10 SPX 19-Feb-11 1220 C 347Dec-10 SPX 19-Feb-11 1220 P 1,096Dec-10 SPX 19-Feb-11 1225 C 15,544

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 155: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 19-Feb-11 1225 P 21,187Dec-10 SPX 19-Feb-11 1230 C 2,453Dec-10 SPX 19-Feb-11 1230 P 50,526Dec-10 SPX 19-Feb-11 1235 C 981Dec-10 SPX 19-Feb-11 1235 P 1,329Dec-10 SPX 19-Feb-11 1240 C 1,315Dec-10 SPX 19-Feb-11 1240 P 1,165Dec-10 SPX 19-Feb-11 1245 C 477Dec-10 SPX 19-Feb-11 1245 P 80Dec-10 SPX 19-Feb-11 1250 C 85,562Dec-10 SPX 19-Feb-11 1250 P 23,901Dec-10 SPX 19-Feb-11 1255 C 255Dec-10 SPX 19-Feb-11 1255 P 1,203Dec-10 SPX 19-Feb-11 1260 C 4,869Dec-10 SPX 19-Feb-11 1260 P 3,204Dec-10 SPX 19-Feb-11 1265 C 79Dec-10 SPX 19-Feb-11 1265 P 2Dec-10 SPX 19-Feb-11 1270 C 3,246Dec-10 SPX 19-Feb-11 1270 P 8Dec-10 SPX 19-Feb-11 1275 C 27,419Dec-10 SPX 19-Feb-11 1275 P 1,389Dec-10 SPX 19-Feb-11 1280 C 3,893Dec-10 SPX 19-Feb-11 1280 P 40Dec-10 SPX 19-Feb-11 1285 C 933Dec-10 SPX 19-Feb-11 1285 P 85Dec-10 SPX 19-Feb-11 1290 C 3,185Dec-10 SPX 19-Feb-11 1290 P 1Dec-10 SPX 19-Feb-11 1295 C 2,524Dec-10 SPX 19-Feb-11 1300 C 32,013Dec-10 SPX 19-Feb-11 1300 P 1,000Dec-10 SPX 19-Feb-11 1305 C 2,797Dec-10 SPX 19-Feb-11 1310 C 3,379Dec-10 SPX 19-Feb-11 1315 C 775Dec-10 SPX 19-Feb-11 1320 C 1,253Dec-10 SPX 19-Feb-11 1325 C 34,724Dec-10 SPX 19-Feb-11 1330 C 1,935Dec-10 SPX 19-Feb-11 1335 C 77Dec-10 SPX 19-Feb-11 1340 C 3,362Dec-10 SPX 19-Feb-11 1345 C 47Dec-10 SPX 19-Feb-11 1350 C 28,037Dec-10 SPX 19-Feb-11 1350 P 5Dec-10 SPX 19-Feb-11 1355 C 80Dec-10 SPX 19-Feb-11 1360 C 1,763Dec-10 SPX 19-Feb-11 1365 C 354Dec-10 SPX 19-Feb-11 1370 C 405Dec-10 SPX 19-Feb-11 1375 C 870Dec-10 SPX 19-Feb-11 1380 C 36Dec-10 SPX 19-Feb-11 1385 C 20

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 156: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 19-Feb-11 1390 C 73Dec-10 SPX 19-Feb-11 1400 C 2,921Dec-10 SPX 19-Feb-11 1410 C 40Dec-10 SPX 19-Feb-11 1420 C 53Dec-10 SPX 19-Feb-11 1425 C 185Dec-10 SPX 19-Feb-11 1440 C 9Dec-10 SPX 19-Feb-11 1450 C 1,023Dec-10 SPX 19-Feb-11 1460 C 15Dec-10 SPX 19-Feb-11 1470 C 503Dec-10 SPX 19-Feb-11 1475 C 533Dec-10 SPX 19-Feb-11 1500 C 2,829Dec-10 SPX 19-Feb-11 1550 C 425Dec-10 SPX 19-Feb-11 1750 C 36Dec-10 SPX 19-Feb-11 2000 P 21Dec-10 SPX 19-Mar-11 100 C 700Dec-10 SPX 19-Mar-11 100 P 675Dec-10 SPX 19-Mar-11 200 C 310Dec-10 SPX 19-Mar-11 250 C 555Dec-10 SPX 19-Mar-11 300 C 1,250Dec-10 SPX 19-Mar-11 400 C 13,200Dec-10 SPX 19-Mar-11 400 P 13,245Dec-10 SPX 19-Mar-11 450 C 500Dec-10 SPX 19-Mar-11 475 P 1Dec-10 SPX 19-Mar-11 500 C 15,850Dec-10 SPX 19-Mar-11 500 P 14,902Dec-10 SPX 19-Mar-11 550 P 8Dec-10 SPX 19-Mar-11 575 P 100Dec-10 SPX 19-Mar-11 600 C 317Dec-10 SPX 19-Mar-11 600 P 4,730Dec-10 SPX 19-Mar-11 625 P 60Dec-10 SPX 19-Mar-11 650 C 55Dec-10 SPX 19-Mar-11 650 P 204Dec-10 SPX 19-Mar-11 675 P 319Dec-10 SPX 19-Mar-11 700 P 7,836Dec-10 SPX 19-Mar-11 725 P 100Dec-10 SPX 19-Mar-11 750 P 2,238Dec-10 SPX 19-Mar-11 775 P 2,778Dec-10 SPX 19-Mar-11 800 C 2Dec-10 SPX 19-Mar-11 800 P 26,791Dec-10 SPX 19-Mar-11 825 P 120Dec-10 SPX 19-Mar-11 850 C 7Dec-10 SPX 19-Mar-11 850 P 42,461Dec-10 SPX 19-Mar-11 875 P 6,322Dec-10 SPX 19-Mar-11 900 C 15Dec-10 SPX 19-Mar-11 900 P 21,807Dec-10 SPX 19-Mar-11 925 P 12,715Dec-10 SPX 19-Mar-11 940 P 236Dec-10 SPX 19-Mar-11 950 P 5,551

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 157: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 19-Mar-11 960 P 9Dec-10 SPX 19-Mar-11 975 C 3Dec-10 SPX 19-Mar-11 975 P 7,863Dec-10 SPX 19-Mar-11 990 P 103Dec-10 SPX 19-Mar-11 1000 C 5Dec-10 SPX 19-Mar-11 1000 P 35,297Dec-10 SPX 19-Mar-11 1010 P 4,264Dec-10 SPX 19-Mar-11 1020 P 10Dec-10 SPX 19-Mar-11 1025 C 58Dec-10 SPX 19-Mar-11 1025 P 5,319Dec-10 SPX 19-Mar-11 1040 P 5Dec-10 SPX 19-Mar-11 1050 C 30Dec-10 SPX 19-Mar-11 1050 P 32,004Dec-10 SPX 19-Mar-11 1060 P 4,155Dec-10 SPX 19-Mar-11 1070 P 1,410Dec-10 SPX 19-Mar-11 1075 C 32Dec-10 SPX 19-Mar-11 1075 P 7,808Dec-10 SPX 19-Mar-11 1080 C 75Dec-10 SPX 19-Mar-11 1080 P 2,079Dec-10 SPX 19-Mar-11 1090 P 3,090Dec-10 SPX 19-Mar-11 1100 C 6,170Dec-10 SPX 19-Mar-11 1100 P 59,904Dec-10 SPX 19-Mar-11 1110 P 742Dec-10 SPX 19-Mar-11 1120 C 36Dec-10 SPX 19-Mar-11 1120 P 1,171Dec-10 SPX 19-Mar-11 1125 C 17,457Dec-10 SPX 19-Mar-11 1125 P 49,908Dec-10 SPX 19-Mar-11 1130 C 278Dec-10 SPX 19-Mar-11 1130 P 272Dec-10 SPX 19-Mar-11 1135 C 139Dec-10 SPX 19-Mar-11 1135 P 280Dec-10 SPX 19-Mar-11 1140 P 7Dec-10 SPX 19-Mar-11 1145 P 45Dec-10 SPX 19-Mar-11 1150 C 2,757Dec-10 SPX 19-Mar-11 1150 P 64,491Dec-10 SPX 19-Mar-11 1155 C 20Dec-10 SPX 19-Mar-11 1160 P 17Dec-10 SPX 19-Mar-11 1165 P 1,498Dec-10 SPX 19-Mar-11 1170 P 1,005Dec-10 SPX 19-Mar-11 1175 C 1,211Dec-10 SPX 19-Mar-11 1175 P 33,353Dec-10 SPX 19-Mar-11 1180 C 32Dec-10 SPX 19-Mar-11 1180 P 1,427Dec-10 SPX 19-Mar-11 1185 P 800Dec-10 SPX 19-Mar-11 1190 C 250Dec-10 SPX 19-Mar-11 1190 P 5,347Dec-10 SPX 19-Mar-11 1195 P 26Dec-10 SPX 19-Mar-11 1200 C 51,750

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 158: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 19-Mar-11 1200 P 100,293Dec-10 SPX 19-Mar-11 1210 P 206Dec-10 SPX 19-Mar-11 1215 C 37Dec-10 SPX 19-Mar-11 1215 P 500Dec-10 SPX 19-Mar-11 1220 C 486Dec-10 SPX 19-Mar-11 1220 P 1,688Dec-10 SPX 19-Mar-11 1225 C 29,890Dec-10 SPX 19-Mar-11 1225 P 41,293Dec-10 SPX 19-Mar-11 1230 C 30,729Dec-10 SPX 19-Mar-11 1230 P 34,614Dec-10 SPX 19-Mar-11 1235 C 61,479Dec-10 SPX 19-Mar-11 1235 P 60,305Dec-10 SPX 19-Mar-11 1240 C 81,171Dec-10 SPX 19-Mar-11 1240 P 85,920Dec-10 SPX 19-Mar-11 1245 C 11,228Dec-10 SPX 19-Mar-11 1245 P 11,040Dec-10 SPX 19-Mar-11 1250 C 92,925Dec-10 SPX 19-Mar-11 1250 P 79,050Dec-10 SPX 19-Mar-11 1255 C 51,025Dec-10 SPX 19-Mar-11 1255 P 51,004Dec-10 SPX 19-Mar-11 1260 C 3,710Dec-10 SPX 19-Mar-11 1260 P 3,670Dec-10 SPX 19-Mar-11 1265 C 50Dec-10 SPX 19-Mar-11 1270 C 726Dec-10 SPX 19-Mar-11 1275 C 18,392Dec-10 SPX 19-Mar-11 1275 P 1,511Dec-10 SPX 19-Mar-11 1280 C 23Dec-10 SPX 19-Mar-11 1280 P 2Dec-10 SPX 19-Mar-11 1285 C 77Dec-10 SPX 19-Mar-11 1290 C 105Dec-10 SPX 19-Mar-11 1295 C 304Dec-10 SPX 19-Mar-11 1300 C 49,829Dec-10 SPX 19-Mar-11 1300 P 1,512Dec-10 SPX 19-Mar-11 1305 C 17Dec-10 SPX 19-Mar-11 1310 C 1,151Dec-10 SPX 19-Mar-11 1315 C 15Dec-10 SPX 19-Mar-11 1320 C 286Dec-10 SPX 19-Mar-11 1325 C 11,723Dec-10 SPX 19-Mar-11 1325 P 2,002Dec-10 SPX 19-Mar-11 1330 C 76Dec-10 SPX 19-Mar-11 1340 C 7Dec-10 SPX 19-Mar-11 1340 P 1Dec-10 SPX 19-Mar-11 1350 C 16,096Dec-10 SPX 19-Mar-11 1350 P 26Dec-10 SPX 19-Mar-11 1360 C 311Dec-10 SPX 19-Mar-11 1360 P 2Dec-10 SPX 19-Mar-11 1370 C 1,416Dec-10 SPX 19-Mar-11 1370 P 6

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 159: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 19-Mar-11 1375 C 1,762Dec-10 SPX 19-Mar-11 1380 C 516Dec-10 SPX 19-Mar-11 1380 P 1Dec-10 SPX 19-Mar-11 1390 C 10Dec-10 SPX 19-Mar-11 1400 C 19,476Dec-10 SPX 19-Mar-11 1400 P 13,221Dec-10 SPX 19-Mar-11 1425 C 359Dec-10 SPX 19-Mar-11 1450 C 2,092Dec-10 SPX 19-Mar-11 1450 P 1Dec-10 SPX 19-Mar-11 1475 C 40Dec-10 SPX 19-Mar-11 1500 C 14,844Dec-10 SPX 19-Mar-11 1500 P 14,612Dec-10 SPX 19-Mar-11 1525 C 392Dec-10 SPX 19-Mar-11 1550 C 1,283Dec-10 SPX 19-Mar-11 1575 C 55Dec-10 SPX 19-Mar-11 1600 C 322Dec-10 SPX 19-Mar-11 1650 C 95Dec-10 SPX 19-Mar-11 1700 P 3,000Dec-10 SPX 19-Mar-11 1900 P 3,000Dec-10 SPX 19-Mar-11 2100 C 675Dec-10 SPX 19-Mar-11 2100 P 675Dec-10 SPX 16-Apr-11 500 P 152Dec-10 SPX 16-Apr-11 600 P 110Dec-10 SPX 16-Apr-11 650 P 500Dec-10 SPX 16-Apr-11 750 P 25Dec-10 SPX 16-Apr-11 800 P 66Dec-10 SPX 16-Apr-11 825 P 85Dec-10 SPX 16-Apr-11 850 P 33Dec-10 SPX 16-Apr-11 875 P 7Dec-10 SPX 16-Apr-11 900 P 770Dec-10 SPX 16-Apr-11 950 P 11Dec-10 SPX 16-Apr-11 975 P 802Dec-10 SPX 16-Apr-11 1000 C 2Dec-10 SPX 16-Apr-11 1000 P 1,026Dec-10 SPX 16-Apr-11 1025 P 7Dec-10 SPX 16-Apr-11 1050 P 5,027Dec-10 SPX 16-Apr-11 1075 P 206Dec-10 SPX 16-Apr-11 1100 P 3,482Dec-10 SPX 16-Apr-11 1125 P 4Dec-10 SPX 16-Apr-11 1150 C 1Dec-10 SPX 16-Apr-11 1150 P 1,107Dec-10 SPX 16-Apr-11 1175 P 4,051Dec-10 SPX 16-Apr-11 1200 C 101Dec-10 SPX 16-Apr-11 1200 P 9,953Dec-10 SPX 16-Apr-11 1225 C 100Dec-10 SPX 16-Apr-11 1225 P 4,772Dec-10 SPX 16-Apr-11 1250 C 885Dec-10 SPX 16-Apr-11 1250 P 2,197

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 160: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 16-Apr-11 1275 C 8Dec-10 SPX 16-Apr-11 1275 P 1Dec-10 SPX 16-Apr-11 1300 C 870Dec-10 SPX 16-Apr-11 1325 C 3,056Dec-10 SPX 16-Apr-11 1350 C 509Dec-10 SPX 16-Apr-11 1350 P 7Dec-10 SPX 16-Apr-11 1375 C 1,240Dec-10 SPX 16-Apr-11 1400 C 1,737Dec-10 SPX 16-Apr-11 1425 C 400Dec-10 SPX 16-Apr-11 1450 P 2Dec-10 SPX 16-Apr-11 1475 C 18Dec-10 SPX 16-Apr-11 1500 C 336Dec-10 SPX 16-Apr-11 1550 C 96Dec-10 SPX 18-Jun-11 100 P 400Dec-10 SPX 18-Jun-11 200 C 3Dec-10 SPX 18-Jun-11 225 P 17Dec-10 SPX 18-Jun-11 250 P 614Dec-10 SPX 18-Jun-11 275 P 50Dec-10 SPX 18-Jun-11 300 C 1Dec-10 SPX 18-Jun-11 300 P 10Dec-10 SPX 18-Jun-11 375 P 50Dec-10 SPX 18-Jun-11 400 P 174Dec-10 SPX 18-Jun-11 425 P 25Dec-10 SPX 18-Jun-11 450 P 30Dec-10 SPX 18-Jun-11 500 C 50Dec-10 SPX 18-Jun-11 500 P 96Dec-10 SPX 18-Jun-11 525 P 2,200Dec-10 SPX 18-Jun-11 600 C 7Dec-10 SPX 18-Jun-11 600 P 23,509Dec-10 SPX 18-Jun-11 650 C 7Dec-10 SPX 18-Jun-11 650 P 6,580Dec-10 SPX 18-Jun-11 700 P 2,842Dec-10 SPX 18-Jun-11 750 P 593Dec-10 SPX 18-Jun-11 775 P 1Dec-10 SPX 18-Jun-11 800 P 1,663Dec-10 SPX 18-Jun-11 825 P 4,674Dec-10 SPX 18-Jun-11 850 P 10,906Dec-10 SPX 18-Jun-11 875 P 38Dec-10 SPX 18-Jun-11 900 P 8,993Dec-10 SPX 18-Jun-11 925 P 10,687Dec-10 SPX 18-Jun-11 950 P 8,586Dec-10 SPX 18-Jun-11 975 P 3,813Dec-10 SPX 18-Jun-11 1000 C 32Dec-10 SPX 18-Jun-11 1000 P 10,736Dec-10 SPX 18-Jun-11 1025 C 11Dec-10 SPX 18-Jun-11 1025 P 3,913Dec-10 SPX 18-Jun-11 1050 C 9Dec-10 SPX 18-Jun-11 1050 P 5,209

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 161: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 18-Jun-11 1060 P 1,552Dec-10 SPX 18-Jun-11 1075 C 6Dec-10 SPX 18-Jun-11 1075 P 5,202Dec-10 SPX 18-Jun-11 1080 P 1Dec-10 SPX 18-Jun-11 1100 C 10,813Dec-10 SPX 18-Jun-11 1100 P 40,058Dec-10 SPX 18-Jun-11 1120 P 1,449Dec-10 SPX 18-Jun-11 1125 C 213Dec-10 SPX 18-Jun-11 1125 P 14,015Dec-10 SPX 18-Jun-11 1150 C 1,774Dec-10 SPX 18-Jun-11 1150 P 9,651Dec-10 SPX 18-Jun-11 1175 C 2,423Dec-10 SPX 18-Jun-11 1175 P 10,011Dec-10 SPX 18-Jun-11 1190 P 68Dec-10 SPX 18-Jun-11 1200 C 62,462Dec-10 SPX 18-Jun-11 1200 P 32,898Dec-10 SPX 18-Jun-11 1225 C 6,274Dec-10 SPX 18-Jun-11 1225 P 15,686Dec-10 SPX 18-Jun-11 1250 C 25,900Dec-10 SPX 18-Jun-11 1250 P 11,637Dec-10 SPX 18-Jun-11 1275 C 6,382Dec-10 SPX 18-Jun-11 1275 P 778Dec-10 SPX 18-Jun-11 1300 C 39,723Dec-10 SPX 18-Jun-11 1300 P 2,376Dec-10 SPX 18-Jun-11 1325 C 3,031Dec-10 SPX 18-Jun-11 1325 P 390Dec-10 SPX 18-Jun-11 1350 C 39,277Dec-10 SPX 18-Jun-11 1350 P 430Dec-10 SPX 18-Jun-11 1375 C 24,011Dec-10 SPX 18-Jun-11 1375 P 400Dec-10 SPX 18-Jun-11 1400 C 6,722Dec-10 SPX 18-Jun-11 1400 P 403Dec-10 SPX 18-Jun-11 1425 C 972Dec-10 SPX 18-Jun-11 1450 C 15,971Dec-10 SPX 18-Jun-11 1475 C 330Dec-10 SPX 18-Jun-11 1500 C 685Dec-10 SPX 18-Jun-11 1500 P 51Dec-10 SPX 18-Jun-11 1550 C 2,588Dec-10 SPX 18-Jun-11 1600 C 25Dec-10 SPX 18-Jun-11 1650 C 2Dec-10 SPX 18-Jun-11 1800 P 60Dec-10 SPX 18-Jun-11 1900 P 110Dec-10 SPX 18-Jun-11 2000 C 1Dec-10 SPX 18-Jun-11 2000 P 36Dec-10 SPX 18-Jun-11 2250 P 152Dec-10 SPX 18-Jun-11 2500 P 269Dec-10 SPX 18-Jun-11 3000 P 50Dec-10 SPX 17-Sep-11 400 P 1,730

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 162: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 17-Sep-11 500 C 200Dec-10 SPX 17-Sep-11 500 P 314Dec-10 SPX 17-Sep-11 550 P 7Dec-10 SPX 17-Sep-11 600 P 4,777Dec-10 SPX 17-Sep-11 625 P 5Dec-10 SPX 17-Sep-11 650 P 8,691Dec-10 SPX 17-Sep-11 675 P 105Dec-10 SPX 17-Sep-11 700 P 3,458Dec-10 SPX 17-Sep-11 725 P 5Dec-10 SPX 17-Sep-11 750 P 17Dec-10 SPX 17-Sep-11 800 P 5,942Dec-10 SPX 17-Sep-11 825 C 2Dec-10 SPX 17-Sep-11 825 P 9Dec-10 SPX 17-Sep-11 850 P 107Dec-10 SPX 17-Sep-11 875 P 78Dec-10 SPX 17-Sep-11 900 P 4,318Dec-10 SPX 17-Sep-11 925 C 9Dec-10 SPX 17-Sep-11 925 P 12Dec-10 SPX 17-Sep-11 950 P 508Dec-10 SPX 17-Sep-11 975 P 1,816Dec-10 SPX 17-Sep-11 1000 P 1,748Dec-10 SPX 17-Sep-11 1025 P 132Dec-10 SPX 17-Sep-11 1050 P 747Dec-10 SPX 17-Sep-11 1075 P 758Dec-10 SPX 17-Sep-11 1100 C 10Dec-10 SPX 17-Sep-11 1100 P 3,500Dec-10 SPX 17-Sep-11 1125 P 1,627Dec-10 SPX 17-Sep-11 1150 C 75Dec-10 SPX 17-Sep-11 1150 P 3,037Dec-10 SPX 17-Sep-11 1175 C 312Dec-10 SPX 17-Sep-11 1175 P 1,368Dec-10 SPX 17-Sep-11 1200 C 1,503Dec-10 SPX 17-Sep-11 1200 P 6,171Dec-10 SPX 17-Sep-11 1225 C 1,650Dec-10 SPX 17-Sep-11 1225 P 1,977Dec-10 SPX 17-Sep-11 1250 C 5,981Dec-10 SPX 17-Sep-11 1250 P 5,642Dec-10 SPX 17-Sep-11 1275 C 1,053Dec-10 SPX 17-Sep-11 1275 P 582Dec-10 SPX 17-Sep-11 1300 C 13,534Dec-10 SPX 17-Sep-11 1300 P 7Dec-10 SPX 17-Sep-11 1325 C 720Dec-10 SPX 17-Sep-11 1350 C 2,397Dec-10 SPX 17-Sep-11 1375 C 1,110Dec-10 SPX 17-Sep-11 1400 C 5,483Dec-10 SPX 17-Sep-11 1425 C 567Dec-10 SPX 17-Sep-11 1450 C 1,733Dec-10 SPX 17-Sep-11 1475 C 14

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 163: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 17-Sep-11 1500 C 1,870Dec-10 SPX 17-Sep-11 1500 P 200Dec-10 SPX 17-Sep-11 1525 C 10Dec-10 SPX 17-Sep-11 1550 C 47Dec-10 SPX 17-Sep-11 1600 C 50Dec-10 SPX 17-Sep-11 1650 C 58Dec-10 SPX 17-Sep-11 3000 P 30Dec-10 SPX 17-Dec-11 100 C 1Dec-10 SPX 17-Dec-11 100 P 658Dec-10 SPX 17-Dec-11 150 P 265Dec-10 SPX 17-Dec-11 200 P 1,858Dec-10 SPX 17-Dec-11 225 P 106Dec-10 SPX 17-Dec-11 250 P 6,844Dec-10 SPX 17-Dec-11 275 P 375Dec-10 SPX 17-Dec-11 280 P 796Dec-10 SPX 17-Dec-11 300 P 647Dec-10 SPX 17-Dec-11 325 P 204Dec-10 SPX 17-Dec-11 350 P 213Dec-10 SPX 17-Dec-11 400 P 156Dec-10 SPX 17-Dec-11 425 P 33Dec-10 SPX 17-Dec-11 450 P 85Dec-10 SPX 17-Dec-11 500 P 24Dec-10 SPX 17-Dec-11 550 P 448Dec-10 SPX 17-Dec-11 600 C 1Dec-10 SPX 17-Dec-11 600 P 2,933Dec-10 SPX 17-Dec-11 650 P 269Dec-10 SPX 17-Dec-11 700 C 2,023Dec-10 SPX 17-Dec-11 700 P 6,453Dec-10 SPX 17-Dec-11 725 P 70Dec-10 SPX 17-Dec-11 750 P 3,380Dec-10 SPX 17-Dec-11 775 P 89Dec-10 SPX 17-Dec-11 800 C 1Dec-10 SPX 17-Dec-11 800 P 19,459Dec-10 SPX 17-Dec-11 825 P 1,404Dec-10 SPX 17-Dec-11 850 C 2Dec-10 SPX 17-Dec-11 850 P 1,766Dec-10 SPX 17-Dec-11 875 P 1,665Dec-10 SPX 17-Dec-11 900 C 5Dec-10 SPX 17-Dec-11 900 P 3,420Dec-10 SPX 17-Dec-11 920 P 453Dec-10 SPX 17-Dec-11 925 P 9,417Dec-10 SPX 17-Dec-11 950 P 5,656Dec-10 SPX 17-Dec-11 975 P 6,912Dec-10 SPX 17-Dec-11 1000 C 4Dec-10 SPX 17-Dec-11 1000 P 22,424Dec-10 SPX 17-Dec-11 1025 P 1,118Dec-10 SPX 17-Dec-11 1050 C 310Dec-10 SPX 17-Dec-11 1050 P 5,614

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 164: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 17-Dec-11 1075 C 9Dec-10 SPX 17-Dec-11 1075 P 1,698Dec-10 SPX 17-Dec-11 1100 C 4,575Dec-10 SPX 17-Dec-11 1100 P 24,662Dec-10 SPX 17-Dec-11 1125 C 1Dec-10 SPX 17-Dec-11 1125 P 4,293Dec-10 SPX 17-Dec-11 1140 P 80Dec-10 SPX 17-Dec-11 1150 C 1,558Dec-10 SPX 17-Dec-11 1150 P 5,932Dec-10 SPX 17-Dec-11 1175 C 161Dec-10 SPX 17-Dec-11 1175 P 5,261Dec-10 SPX 17-Dec-11 1180 P 24Dec-10 SPX 17-Dec-11 1200 C 24,052Dec-10 SPX 17-Dec-11 1200 P 30,605Dec-10 SPX 17-Dec-11 1225 C 4,771Dec-10 SPX 17-Dec-11 1225 P 1,695Dec-10 SPX 17-Dec-11 1250 C 23,299Dec-10 SPX 17-Dec-11 1250 P 11,733Dec-10 SPX 17-Dec-11 1275 C 1,860Dec-10 SPX 17-Dec-11 1275 P 2,202Dec-10 SPX 17-Dec-11 1300 C 20,520Dec-10 SPX 17-Dec-11 1300 P 2,176Dec-10 SPX 17-Dec-11 1325 C 3,274Dec-10 SPX 17-Dec-11 1350 C 8,216Dec-10 SPX 17-Dec-11 1350 P 1Dec-10 SPX 17-Dec-11 1375 C 4,608Dec-10 SPX 17-Dec-11 1400 C 11,225Dec-10 SPX 17-Dec-11 1400 P 6Dec-10 SPX 17-Dec-11 1425 C 3,591Dec-10 SPX 17-Dec-11 1450 C 11,734Dec-10 SPX 17-Dec-11 1475 C 3,190Dec-10 SPX 17-Dec-11 1500 C 15,342Dec-10 SPX 17-Dec-11 1500 P 8Dec-10 SPX 17-Dec-11 1550 C 2,137Dec-10 SPX 17-Dec-11 1550 P 12Dec-10 SPX 17-Dec-11 1600 C 618Dec-10 SPX 17-Dec-11 1700 C 4,100Dec-10 SPX 17-Dec-11 1700 P 2,000Dec-10 SPX 17-Dec-11 1800 C 11Dec-10 SPX 17-Dec-11 1900 P 1Dec-10 SPX 17-Dec-11 2000 C 181Dec-10 SPX 17-Dec-11 2500 P 532Dec-10 SPX 17-Dec-11 3000 P 108Dec-10 SPX 16-Jun-12 200 P 400Dec-10 SPX 16-Jun-12 300 P 300Dec-10 SPX 16-Jun-12 400 P 72Dec-10 SPX 16-Jun-12 450 P 115Dec-10 SPX 16-Jun-12 500 P 808

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 165: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 16-Jun-12 550 P 75Dec-10 SPX 16-Jun-12 600 P 585Dec-10 SPX 16-Jun-12 650 P 78Dec-10 SPX 16-Jun-12 800 P 250Dec-10 SPX 16-Jun-12 850 P 16Dec-10 SPX 16-Jun-12 875 P 60Dec-10 SPX 16-Jun-12 950 P 451Dec-10 SPX 16-Jun-12 975 P 66Dec-10 SPX 16-Jun-12 1000 P 2,550Dec-10 SPX 16-Jun-12 1025 P 8Dec-10 SPX 16-Jun-12 1050 P 75Dec-10 SPX 16-Jun-12 1075 P 20Dec-10 SPX 16-Jun-12 1100 P 4,266Dec-10 SPX 16-Jun-12 1150 C 900Dec-10 SPX 16-Jun-12 1150 P 350Dec-10 SPX 16-Jun-12 1175 C 1Dec-10 SPX 16-Jun-12 1200 C 156Dec-10 SPX 16-Jun-12 1200 P 423Dec-10 SPX 16-Jun-12 1225 C 147Dec-10 SPX 16-Jun-12 1225 P 1,145Dec-10 SPX 16-Jun-12 1250 C 550Dec-10 SPX 16-Jun-12 1250 P 1,613Dec-10 SPX 16-Jun-12 1275 C 300Dec-10 SPX 16-Jun-12 1275 P 100Dec-10 SPX 16-Jun-12 1300 C 2,485Dec-10 SPX 16-Jun-12 1350 C 10Dec-10 SPX 16-Jun-12 1400 C 40Dec-10 SPX 16-Jun-12 1425 C 70Dec-10 SPX 16-Jun-12 1450 C 20Dec-10 SPX 16-Jun-12 1500 C 1,940Dec-10 SPX 16-Jun-12 1600 C 370Dec-10 SPX 16-Jun-12 1700 C 303Dec-10 SPX 16-Jun-12 1900 C 50Dec-10 SPX 16-Jun-12 2000 C 50Dec-10 SPX 16-Jun-12 2250 P 2Dec-10 SPX 16-Jun-12 2500 P 22Dec-10 SPX 22-Dec-12 100 C 3Dec-10 SPX 22-Dec-12 100 P 502Dec-10 SPX 22-Dec-12 200 P 1,944Dec-10 SPX 22-Dec-12 250 P 1,110Dec-10 SPX 22-Dec-12 300 C 30Dec-10 SPX 22-Dec-12 300 P 37Dec-10 SPX 22-Dec-12 350 C 30Dec-10 SPX 22-Dec-12 350 P 48Dec-10 SPX 22-Dec-12 400 P 5Dec-10 SPX 22-Dec-12 450 P 25Dec-10 SPX 22-Dec-12 500 C 2Dec-10 SPX 22-Dec-12 500 P 33

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 166: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 22-Dec-12 550 P 234Dec-10 SPX 22-Dec-12 600 P 4,534Dec-10 SPX 22-Dec-12 650 P 223Dec-10 SPX 22-Dec-12 700 C 20Dec-10 SPX 22-Dec-12 700 P 2,857Dec-10 SPX 22-Dec-12 750 P 658Dec-10 SPX 22-Dec-12 800 C 1Dec-10 SPX 22-Dec-12 800 P 5,076Dec-10 SPX 22-Dec-12 850 P 4,303Dec-10 SPX 22-Dec-12 900 C 11Dec-10 SPX 22-Dec-12 900 P 3,112Dec-10 SPX 22-Dec-12 925 P 1Dec-10 SPX 22-Dec-12 950 C 5Dec-10 SPX 22-Dec-12 950 P 18Dec-10 SPX 22-Dec-12 1000 C 27Dec-10 SPX 22-Dec-12 1000 P 4,638Dec-10 SPX 22-Dec-12 1050 C 43Dec-10 SPX 22-Dec-12 1050 P 3,952Dec-10 SPX 22-Dec-12 1075 C 25Dec-10 SPX 22-Dec-12 1075 P 1,027Dec-10 SPX 22-Dec-12 1100 C 3,287Dec-10 SPX 22-Dec-12 1100 P 12,852Dec-10 SPX 22-Dec-12 1125 C 65Dec-10 SPX 22-Dec-12 1125 P 265Dec-10 SPX 22-Dec-12 1150 C 1,030Dec-10 SPX 22-Dec-12 1150 P 1,737Dec-10 SPX 22-Dec-12 1175 C 1Dec-10 SPX 22-Dec-12 1200 C 12,086Dec-10 SPX 22-Dec-12 1200 P 17,982Dec-10 SPX 22-Dec-12 1225 C 3,902Dec-10 SPX 22-Dec-12 1225 P 2,807Dec-10 SPX 22-Dec-12 1250 C 6,891Dec-10 SPX 22-Dec-12 1250 P 2,617Dec-10 SPX 22-Dec-12 1300 C 12,378Dec-10 SPX 22-Dec-12 1300 P 990Dec-10 SPX 22-Dec-12 1350 C 4,600Dec-10 SPX 22-Dec-12 1350 P 141Dec-10 SPX 22-Dec-12 1400 C 2,051Dec-10 SPX 22-Dec-12 1400 P 5Dec-10 SPX 22-Dec-12 1450 C 3,817Dec-10 SPX 22-Dec-12 1500 C 12,508Dec-10 SPX 22-Dec-12 1550 C 27Dec-10 SPX 22-Dec-12 1600 C 1,202Dec-10 SPX 22-Dec-12 1700 C 1,076Dec-10 SPX 22-Dec-12 1700 P 1Dec-10 SPX 22-Dec-12 1800 C 2,541Dec-10 SPX 22-Dec-12 1800 P 90Dec-10 SPX 22-Dec-12 1900 C 367

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 167: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPX 22-Dec-12 1900 P 150Dec-10 SPX 22-Dec-12 2000 C 2,650Dec-10 SPX 22-Dec-12 2000 P 256Dec-10 SPX 22-Dec-12 2250 C 51Dec-10 SPX 22-Dec-12 2250 P 274Dec-10 SPX 22-Dec-12 2500 C 4Dec-10 SPX 22-Dec-12 2500 P 501Dec-10 SPX 21-Dec-13 200 P 25Dec-10 SPX 21-Dec-13 250 P 70Dec-10 SPX 21-Dec-13 300 P 5Dec-10 SPX 21-Dec-13 400 P 20Dec-10 SPX 21-Dec-13 500 P 10Dec-10 SPX 21-Dec-13 800 C 1Dec-10 SPX 21-Dec-13 850 P 4Dec-10 SPX 21-Dec-13 900 C 11Dec-10 SPX 21-Dec-13 900 P 1Dec-10 SPX 21-Dec-13 1000 P 401Dec-10 SPX 21-Dec-13 1050 P 302Dec-10 SPX 21-Dec-13 1100 P 3Dec-10 SPX 21-Dec-13 1250 C 200Dec-10 SPX 21-Dec-13 1250 P 559Dec-10 SPX 21-Dec-13 1450 C 300Dec-10 SPX 21-Dec-13 1500 C 700Dec-10 SPX 21-Dec-13 1500 P 30Dec-10 SPX 21-Dec-13 1600 C 425Dec-10 SPX 21-Dec-13 1900 C 1,400Dec-10 SPX 21-Dec-13 2000 C 2Dec-10 SPX 21-Dec-13 2000 P 170Dec-10 SPX 21-Dec-13 2250 P 310Dec-10 SPX 21-Dec-13 2500 P 1,040Dec-10 SPX 21-Dec-13 3000 P 188Dec-10 SPXW 10-Dec-10 1000 C 23Dec-10 SPXW 10-Dec-10 1000 P 305Dec-10 SPXW 10-Dec-10 1025 C 22Dec-10 SPXW 10-Dec-10 1025 P 929Dec-10 SPXW 10-Dec-10 1050 C 22Dec-10 SPXW 10-Dec-10 1050 P 13,887Dec-10 SPXW 10-Dec-10 1075 C 22Dec-10 SPXW 10-Dec-10 1075 P 1,650Dec-10 SPXW 10-Dec-10 1100 C 45Dec-10 SPXW 10-Dec-10 1100 P 8,749Dec-10 SPXW 10-Dec-10 1125 C 23Dec-10 SPXW 10-Dec-10 1125 P 1,674Dec-10 SPXW 10-Dec-10 1135 C 10Dec-10 SPXW 10-Dec-10 1135 P 883Dec-10 SPXW 10-Dec-10 1140 C 10Dec-10 SPXW 10-Dec-10 1140 P 646Dec-10 SPXW 10-Dec-10 1150 C 28

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 168: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPXW 10-Dec-10 1150 P 1,790Dec-10 SPXW 10-Dec-10 1175 C 50Dec-10 SPXW 10-Dec-10 1175 P 2,846Dec-10 SPXW 10-Dec-10 1180 C 72Dec-10 SPXW 10-Dec-10 1180 P 443Dec-10 SPXW 10-Dec-10 1185 C 20Dec-10 SPXW 10-Dec-10 1185 P 1,254Dec-10 SPXW 10-Dec-10 1200 C 308Dec-10 SPXW 10-Dec-10 1200 P 4,817Dec-10 SPXW 10-Dec-10 1205 C 54Dec-10 SPXW 10-Dec-10 1205 P 362Dec-10 SPXW 10-Dec-10 1210 C 65Dec-10 SPXW 10-Dec-10 1210 P 929Dec-10 SPXW 10-Dec-10 1215 C 258Dec-10 SPXW 10-Dec-10 1215 P 1,083Dec-10 SPXW 10-Dec-10 1220 C 61Dec-10 SPXW 10-Dec-10 1220 P 976Dec-10 SPXW 10-Dec-10 1225 C 1,075Dec-10 SPXW 10-Dec-10 1225 P 3,796Dec-10 SPXW 10-Dec-10 1230 C 390Dec-10 SPXW 10-Dec-10 1230 P 2,401Dec-10 SPXW 10-Dec-10 1235 C 1,825Dec-10 SPXW 10-Dec-10 1235 P 1,209Dec-10 SPXW 10-Dec-10 1240 C 3,518Dec-10 SPXW 10-Dec-10 1240 P 337Dec-10 SPXW 10-Dec-10 1245 C 1,697Dec-10 SPXW 10-Dec-10 1245 P 34Dec-10 SPXW 10-Dec-10 1250 C 5,285Dec-10 SPXW 10-Dec-10 1250 P 59Dec-10 SPXW 10-Dec-10 1260 C 2,318Dec-10 SPXW 10-Dec-10 1260 P 12Dec-10 SPXW 10-Dec-10 1265 C 1,383Dec-10 SPXW 10-Dec-10 1265 P 19Dec-10 SPXW 10-Dec-10 1275 C 3,786Dec-10 SPXW 10-Dec-10 1275 P 38Dec-10 SPXW 10-Dec-10 1300 C 3,912Dec-10 SPXW 10-Dec-10 1300 P 34Dec-10 SPXW 10-Dec-10 1305 C 1,126Dec-10 SPXW 10-Dec-10 1305 P 20Dec-10 SPXW 10-Dec-10 1310 C 901Dec-10 SPXW 10-Dec-10 1310 P 20Dec-10 SPXW 23-Dec-10 1050 P 1,852Dec-10 SPXW 23-Dec-10 1075 P 4,672Dec-10 SPXW 23-Dec-10 1100 P 8,040Dec-10 SPXW 23-Dec-10 1125 P 4,758Dec-10 SPXW 23-Dec-10 1150 C 4Dec-10 SPXW 23-Dec-10 1150 P 15,601Dec-10 SPXW 23-Dec-10 1160 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 169: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPXW 23-Dec-10 1160 P 922Dec-10 SPXW 23-Dec-10 1175 P 6,125Dec-10 SPXW 23-Dec-10 1180 C 1Dec-10 SPXW 23-Dec-10 1180 P 445Dec-10 SPXW 23-Dec-10 1185 P 214Dec-10 SPXW 23-Dec-10 1190 P 526Dec-10 SPXW 23-Dec-10 1195 P 234Dec-10 SPXW 23-Dec-10 1200 C 29Dec-10 SPXW 23-Dec-10 1200 P 4,318Dec-10 SPXW 23-Dec-10 1205 P 506Dec-10 SPXW 23-Dec-10 1210 P 817Dec-10 SPXW 23-Dec-10 1215 P 631Dec-10 SPXW 23-Dec-10 1220 C 2Dec-10 SPXW 23-Dec-10 1220 P 1,461Dec-10 SPXW 23-Dec-10 1225 C 193Dec-10 SPXW 23-Dec-10 1225 P 2,680Dec-10 SPXW 23-Dec-10 1230 C 2Dec-10 SPXW 23-Dec-10 1230 P 1,551Dec-10 SPXW 23-Dec-10 1235 C 35Dec-10 SPXW 23-Dec-10 1235 P 1,256Dec-10 SPXW 23-Dec-10 1240 C 176Dec-10 SPXW 23-Dec-10 1240 P 1,286Dec-10 SPXW 23-Dec-10 1245 C 159Dec-10 SPXW 23-Dec-10 1245 P 1,994Dec-10 SPXW 23-Dec-10 1250 C 864Dec-10 SPXW 23-Dec-10 1250 P 4,968Dec-10 SPXW 23-Dec-10 1255 C 1,528Dec-10 SPXW 23-Dec-10 1255 P 1,431Dec-10 SPXW 23-Dec-10 1260 C 3,764Dec-10 SPXW 23-Dec-10 1260 P 212Dec-10 SPXW 23-Dec-10 1265 C 3,550Dec-10 SPXW 23-Dec-10 1265 P 36Dec-10 SPXW 23-Dec-10 1270 C 2,403Dec-10 SPXW 23-Dec-10 1270 P 68Dec-10 SPXW 23-Dec-10 1275 C 8,204Dec-10 SPXW 23-Dec-10 1275 P 29Dec-10 SPXW 23-Dec-10 1280 C 1,111Dec-10 SPXW 23-Dec-10 1280 P 4Dec-10 SPXW 23-Dec-10 1285 C 1,270Dec-10 SPXW 23-Dec-10 1285 P 1Dec-10 SPXW 23-Dec-10 1290 C 1,919Dec-10 SPXW 23-Dec-10 1290 P 1Dec-10 SPXW 23-Dec-10 1300 C 3,523Dec-10 SPXW 23-Dec-10 1325 C 3,329Dec-10 SPXW 23-Dec-10 1350 C 1,305Dec-10 SPXW 07-Jan-11 1050 C 12Dec-10 SPXW 07-Jan-11 1050 P 7,532Dec-10 SPXW 07-Jan-11 1075 P 2,914

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 170: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Dec-10 SPXW 07-Jan-11 1100 C 11Dec-10 SPXW 07-Jan-11 1100 P 2,977Dec-10 SPXW 07-Jan-11 1125 P 6,802Dec-10 SPXW 07-Jan-11 1150 C 30Dec-10 SPXW 07-Jan-11 1150 P 10,725Dec-10 SPXW 07-Jan-11 1175 C 20Dec-10 SPXW 07-Jan-11 1175 P 1,235Dec-10 SPXW 07-Jan-11 1200 C 27Dec-10 SPXW 07-Jan-11 1200 P 10,663Dec-10 SPXW 07-Jan-11 1205 P 1,321Dec-10 SPXW 07-Jan-11 1210 C 11Dec-10 SPXW 07-Jan-11 1210 P 979Dec-10 SPXW 07-Jan-11 1215 C 4Dec-10 SPXW 07-Jan-11 1215 P 280Dec-10 SPXW 07-Jan-11 1220 C 37Dec-10 SPXW 07-Jan-11 1220 P 347Dec-10 SPXW 07-Jan-11 1225 C 23Dec-10 SPXW 07-Jan-11 1225 P 2,648Dec-10 SPXW 07-Jan-11 1230 C 21Dec-10 SPXW 07-Jan-11 1230 P 1,261Dec-10 SPXW 07-Jan-11 1235 C 2Dec-10 SPXW 07-Jan-11 1235 P 448Dec-10 SPXW 07-Jan-11 1240 P 476Dec-10 SPXW 07-Jan-11 1245 P 127Dec-10 SPXW 07-Jan-11 1250 C 613Dec-10 SPXW 07-Jan-11 1250 P 943Dec-10 SPXW 07-Jan-11 1255 C 549Dec-10 SPXW 07-Jan-11 1255 P 84Dec-10 SPXW 07-Jan-11 1260 C 3,947Dec-10 SPXW 07-Jan-11 1260 P 3,746Dec-10 SPXW 07-Jan-11 1265 C 53Dec-10 SPXW 07-Jan-11 1265 P 36Dec-10 SPXW 07-Jan-11 1270 C 249Dec-10 SPXW 07-Jan-11 1270 P 1Dec-10 SPXW 07-Jan-11 1275 C 954Dec-10 SPXW 07-Jan-11 1280 C 1,711Dec-10 SPXW 07-Jan-11 1285 C 3,102Dec-10 SPXW 07-Jan-11 1290 C 383Dec-10 SPXW 07-Jan-11 1290 P 11Dec-10 SPXW 07-Jan-11 1295 C 2,912Dec-10 SPXW 07-Jan-11 1300 C 4,142Dec-10 SPXW 07-Jan-11 1300 P 2Dec-10 SPXW 07-Jan-11 1315 C 152Dec-10 SPXW 07-Jan-11 1315 P 67Dec-10 SPXW 07-Jan-11 1325 C 1,612Dec-10 SPXW 07-Jan-11 1325 P 6Dec-10 SPXW 07-Jan-11 1350 C 1,258Dec-10 SPXW 07-Jan-11 1375 C 28

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 171: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 22-Jan-11 700 C 720Jan-11 SPX 22-Jan-11 700 P 2Jan-11 SPX 22-Jan-11 800 C 3Jan-11 SPX 22-Jan-11 800 P 10Jan-11 SPX 22-Jan-11 850 C 7Jan-11 SPX 22-Jan-11 850 P 15Jan-11 SPX 22-Jan-11 860 P 4Jan-11 SPX 22-Jan-11 865 P 10Jan-11 SPX 22-Jan-11 870 P 10Jan-11 SPX 22-Jan-11 875 P 13Jan-11 SPX 22-Jan-11 880 P 10Jan-11 SPX 22-Jan-11 885 P 10Jan-11 SPX 22-Jan-11 890 P 10Jan-11 SPX 22-Jan-11 895 P 10Jan-11 SPX 22-Jan-11 900 C 1Jan-11 SPX 22-Jan-11 900 P 129Jan-11 SPX 22-Jan-11 925 P 2,198Jan-11 SPX 22-Jan-11 930 P 231Jan-11 SPX 22-Jan-11 935 P 20Jan-11 SPX 22-Jan-11 945 P 250Jan-11 SPX 22-Jan-11 950 C 27Jan-11 SPX 22-Jan-11 950 P 3,248Jan-11 SPX 22-Jan-11 955 P 188Jan-11 SPX 22-Jan-11 965 P 225Jan-11 SPX 22-Jan-11 970 P 175Jan-11 SPX 22-Jan-11 975 C 4Jan-11 SPX 22-Jan-11 975 P 1,055Jan-11 SPX 22-Jan-11 980 C 21,009Jan-11 SPX 22-Jan-11 980 P 31Jan-11 SPX 22-Jan-11 985 P 50Jan-11 SPX 22-Jan-11 990 P 515Jan-11 SPX 22-Jan-11 995 C 4Jan-11 SPX 22-Jan-11 995 P 25Jan-11 SPX 22-Jan-11 1000 C 261Jan-11 SPX 22-Jan-11 1000 P 9,914Jan-11 SPX 22-Jan-11 1005 P 53Jan-11 SPX 22-Jan-11 1010 C 100Jan-11 SPX 22-Jan-11 1010 P 4,153Jan-11 SPX 22-Jan-11 1015 P 2,154Jan-11 SPX 22-Jan-11 1020 P 165Jan-11 SPX 22-Jan-11 1025 C 1Jan-11 SPX 22-Jan-11 1025 P 11,011Jan-11 SPX 22-Jan-11 1030 C 19,000Jan-11 SPX 22-Jan-11 1030 P 1,749Jan-11 SPX 22-Jan-11 1035 P 34Jan-11 SPX 22-Jan-11 1040 C 19Jan-11 SPX 22-Jan-11 1040 P 536Jan-11 SPX 22-Jan-11 1045 P 328

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 172: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 22-Jan-11 1050 C 11Jan-11 SPX 22-Jan-11 1050 P 24,044Jan-11 SPX 22-Jan-11 1055 P 55Jan-11 SPX 22-Jan-11 1060 C 2Jan-11 SPX 22-Jan-11 1060 P 2,208Jan-11 SPX 22-Jan-11 1065 P 180Jan-11 SPX 22-Jan-11 1070 C 9Jan-11 SPX 22-Jan-11 1070 P 407Jan-11 SPX 22-Jan-11 1075 C 9Jan-11 SPX 22-Jan-11 1075 P 14,379Jan-11 SPX 22-Jan-11 1080 C 10Jan-11 SPX 22-Jan-11 1080 P 3,565Jan-11 SPX 22-Jan-11 1085 C 4Jan-11 SPX 22-Jan-11 1085 P 2,211Jan-11 SPX 22-Jan-11 1090 P 3,089Jan-11 SPX 22-Jan-11 1095 P 913Jan-11 SPX 22-Jan-11 1100 C 60Jan-11 SPX 22-Jan-11 1100 P 29,001Jan-11 SPX 22-Jan-11 1105 P 4,462Jan-11 SPX 22-Jan-11 1110 C 1Jan-11 SPX 22-Jan-11 1110 P 7,108Jan-11 SPX 22-Jan-11 1115 C 9Jan-11 SPX 22-Jan-11 1115 P 588Jan-11 SPX 22-Jan-11 1120 C 51Jan-11 SPX 22-Jan-11 1120 P 10,433Jan-11 SPX 22-Jan-11 1125 C 2,524Jan-11 SPX 22-Jan-11 1125 P 26,133Jan-11 SPX 22-Jan-11 1130 C 3Jan-11 SPX 22-Jan-11 1130 P 3,522Jan-11 SPX 22-Jan-11 1135 C 23Jan-11 SPX 22-Jan-11 1135 P 9,120Jan-11 SPX 22-Jan-11 1140 C 34Jan-11 SPX 22-Jan-11 1140 P 4,241Jan-11 SPX 22-Jan-11 1145 P 3,270Jan-11 SPX 22-Jan-11 1150 C 8,846Jan-11 SPX 22-Jan-11 1150 P 49,291Jan-11 SPX 22-Jan-11 1155 C 15Jan-11 SPX 22-Jan-11 1155 P 1,905Jan-11 SPX 22-Jan-11 1160 C 104Jan-11 SPX 22-Jan-11 1160 P 12,554Jan-11 SPX 22-Jan-11 1165 C 32Jan-11 SPX 22-Jan-11 1165 P 3,965Jan-11 SPX 22-Jan-11 1170 C 59Jan-11 SPX 22-Jan-11 1170 P 14,093Jan-11 SPX 22-Jan-11 1175 C 404Jan-11 SPX 22-Jan-11 1175 P 67,767Jan-11 SPX 22-Jan-11 1180 C 132Jan-11 SPX 22-Jan-11 1180 P 12,999

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 173: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 22-Jan-11 1185 C 98Jan-11 SPX 22-Jan-11 1185 P 23,252Jan-11 SPX 22-Jan-11 1190 C 61Jan-11 SPX 22-Jan-11 1190 P 7,156Jan-11 SPX 22-Jan-11 1195 C 23Jan-11 SPX 22-Jan-11 1195 P 8,596Jan-11 SPX 22-Jan-11 1200 C 24,319Jan-11 SPX 22-Jan-11 1200 P 119,964Jan-11 SPX 22-Jan-11 1205 C 194Jan-11 SPX 22-Jan-11 1205 P 8,332Jan-11 SPX 22-Jan-11 1210 C 2,116Jan-11 SPX 22-Jan-11 1210 P 19,250Jan-11 SPX 22-Jan-11 1215 C 285Jan-11 SPX 22-Jan-11 1215 P 9,525Jan-11 SPX 22-Jan-11 1220 C 950Jan-11 SPX 22-Jan-11 1220 P 15,864Jan-11 SPX 22-Jan-11 1225 C 36,068Jan-11 SPX 22-Jan-11 1225 P 70,636Jan-11 SPX 22-Jan-11 1230 C 1,536Jan-11 SPX 22-Jan-11 1230 P 20,102Jan-11 SPX 22-Jan-11 1235 C 600Jan-11 SPX 22-Jan-11 1235 P 15,193Jan-11 SPX 22-Jan-11 1240 C 4,050Jan-11 SPX 22-Jan-11 1240 P 42,855Jan-11 SPX 22-Jan-11 1245 C 11,295Jan-11 SPX 22-Jan-11 1245 P 11,084Jan-11 SPX 22-Jan-11 1250 C 215,393Jan-11 SPX 22-Jan-11 1250 P 276,732Jan-11 SPX 22-Jan-11 1255 C 5,463Jan-11 SPX 22-Jan-11 1255 P 11,530Jan-11 SPX 22-Jan-11 1260 C 20,317Jan-11 SPX 22-Jan-11 1260 P 42,047Jan-11 SPX 22-Jan-11 1265 C 14,178Jan-11 SPX 22-Jan-11 1265 P 29,929Jan-11 SPX 22-Jan-11 1270 C 30,685Jan-11 SPX 22-Jan-11 1270 P 50,677Jan-11 SPX 22-Jan-11 1275 C 102,368Jan-11 SPX 22-Jan-11 1275 P 104,449Jan-11 SPX 22-Jan-11 1280 C 66,463Jan-11 SPX 22-Jan-11 1280 P 36,523Jan-11 SPX 22-Jan-11 1285 C 33,046Jan-11 SPX 22-Jan-11 1285 P 17,310Jan-11 SPX 22-Jan-11 1290 C 73,866Jan-11 SPX 22-Jan-11 1290 P 17,883Jan-11 SPX 22-Jan-11 1295 C 32,425Jan-11 SPX 22-Jan-11 1295 P 6,612Jan-11 SPX 22-Jan-11 1300 C 207,724Jan-11 SPX 22-Jan-11 1300 P 11,824

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 174: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 22-Jan-11 1305 C 13,641Jan-11 SPX 22-Jan-11 1305 P 2,845Jan-11 SPX 22-Jan-11 1310 C 51,908Jan-11 SPX 22-Jan-11 1310 P 4,513Jan-11 SPX 22-Jan-11 1315 C 26,436Jan-11 SPX 22-Jan-11 1315 P 70Jan-11 SPX 22-Jan-11 1320 C 29,703Jan-11 SPX 22-Jan-11 1320 P 11Jan-11 SPX 22-Jan-11 1325 C 41,492Jan-11 SPX 22-Jan-11 1325 P 118Jan-11 SPX 22-Jan-11 1330 C 10,412Jan-11 SPX 22-Jan-11 1330 P 121Jan-11 SPX 22-Jan-11 1335 C 3,152Jan-11 SPX 22-Jan-11 1335 P 50Jan-11 SPX 22-Jan-11 1340 C 3,814Jan-11 SPX 22-Jan-11 1340 P 11Jan-11 SPX 22-Jan-11 1345 C 3,722Jan-11 SPX 22-Jan-11 1345 P 4Jan-11 SPX 22-Jan-11 1350 C 32,530Jan-11 SPX 22-Jan-11 1350 P 160Jan-11 SPX 22-Jan-11 1355 C 2,521Jan-11 SPX 22-Jan-11 1355 P 21Jan-11 SPX 22-Jan-11 1360 C 2,439Jan-11 SPX 22-Jan-11 1360 P 9Jan-11 SPX 22-Jan-11 1365 C 1,452Jan-11 SPX 22-Jan-11 1365 P 5Jan-11 SPX 22-Jan-11 1370 C 2,010Jan-11 SPX 22-Jan-11 1375 C 2,217Jan-11 SPX 22-Jan-11 1375 P 12Jan-11 SPX 22-Jan-11 1380 C 1,860Jan-11 SPX 22-Jan-11 1390 C 418Jan-11 SPX 22-Jan-11 1390 P 4Jan-11 SPX 22-Jan-11 1400 C 1,077Jan-11 SPX 22-Jan-11 1400 P 30Jan-11 SPX 22-Jan-11 1410 C 616Jan-11 SPX 22-Jan-11 1420 C 1,956Jan-11 SPX 22-Jan-11 1430 C 1,771Jan-11 SPX 22-Jan-11 1440 C 10Jan-11 SPX 19-Feb-11 500 C 5,100Jan-11 SPX 19-Feb-11 500 P 5,100Jan-11 SPX 19-Feb-11 600 P 100Jan-11 SPX 19-Feb-11 650 P 100Jan-11 SPX 19-Feb-11 675 P 100Jan-11 SPX 19-Feb-11 700 P 325Jan-11 SPX 19-Feb-11 725 P 100Jan-11 SPX 19-Feb-11 750 P 100Jan-11 SPX 19-Feb-11 775 P 115Jan-11 SPX 19-Feb-11 780 P 100

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 175: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 19-Feb-11 785 P 100Jan-11 SPX 19-Feb-11 790 P 100Jan-11 SPX 19-Feb-11 795 P 100Jan-11 SPX 19-Feb-11 800 C 3Jan-11 SPX 19-Feb-11 800 P 12,081Jan-11 SPX 19-Feb-11 805 P 634Jan-11 SPX 19-Feb-11 810 P 627Jan-11 SPX 19-Feb-11 815 P 1,067Jan-11 SPX 19-Feb-11 820 P 1,057Jan-11 SPX 19-Feb-11 825 P 3,523Jan-11 SPX 19-Feb-11 830 P 4,030Jan-11 SPX 19-Feb-11 835 P 3,981Jan-11 SPX 19-Feb-11 840 P 4,840Jan-11 SPX 19-Feb-11 845 P 5,431Jan-11 SPX 19-Feb-11 850 C 2Jan-11 SPX 19-Feb-11 850 P 10,574Jan-11 SPX 19-Feb-11 855 P 4,203Jan-11 SPX 19-Feb-11 860 P 4,081Jan-11 SPX 19-Feb-11 865 P 4,159Jan-11 SPX 19-Feb-11 870 P 4,245Jan-11 SPX 19-Feb-11 875 P 4,778Jan-11 SPX 19-Feb-11 880 P 4,522Jan-11 SPX 19-Feb-11 885 P 4,675Jan-11 SPX 19-Feb-11 890 P 4,615Jan-11 SPX 19-Feb-11 895 P 4,367Jan-11 SPX 19-Feb-11 900 C 9Jan-11 SPX 19-Feb-11 900 P 15,087Jan-11 SPX 19-Feb-11 905 P 3,936Jan-11 SPX 19-Feb-11 910 P 3,773Jan-11 SPX 19-Feb-11 915 P 3,895Jan-11 SPX 19-Feb-11 920 P 3,711Jan-11 SPX 19-Feb-11 925 C 21Jan-11 SPX 19-Feb-11 925 P 10,135Jan-11 SPX 19-Feb-11 930 P 3,646Jan-11 SPX 19-Feb-11 935 P 3,599Jan-11 SPX 19-Feb-11 940 P 4,271Jan-11 SPX 19-Feb-11 945 C 30Jan-11 SPX 19-Feb-11 945 P 4,304Jan-11 SPX 19-Feb-11 950 C 87Jan-11 SPX 19-Feb-11 950 P 20,941Jan-11 SPX 19-Feb-11 955 P 4,503Jan-11 SPX 19-Feb-11 960 P 3,200Jan-11 SPX 19-Feb-11 965 C 60Jan-11 SPX 19-Feb-11 965 P 4,455Jan-11 SPX 19-Feb-11 970 P 4,908Jan-11 SPX 19-Feb-11 975 C 169Jan-11 SPX 19-Feb-11 975 P 28,862Jan-11 SPX 19-Feb-11 980 C 21,030

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 176: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 19-Feb-11 980 P 5,553Jan-11 SPX 19-Feb-11 985 P 8,860Jan-11 SPX 19-Feb-11 990 C 9Jan-11 SPX 19-Feb-11 990 P 4,691Jan-11 SPX 19-Feb-11 995 P 4,756Jan-11 SPX 19-Feb-11 1000 C 292Jan-11 SPX 19-Feb-11 1000 P 36,106Jan-11 SPX 19-Feb-11 1005 C 6Jan-11 SPX 19-Feb-11 1005 P 4,911Jan-11 SPX 19-Feb-11 1010 C 4Jan-11 SPX 19-Feb-11 1010 P 7,227Jan-11 SPX 19-Feb-11 1015 P 3,995Jan-11 SPX 19-Feb-11 1020 C 25Jan-11 SPX 19-Feb-11 1020 P 4,046Jan-11 SPX 19-Feb-11 1025 C 1Jan-11 SPX 19-Feb-11 1025 P 15,389Jan-11 SPX 19-Feb-11 1030 C 24,000Jan-11 SPX 19-Feb-11 1030 P 3,913Jan-11 SPX 19-Feb-11 1035 P 3,959Jan-11 SPX 19-Feb-11 1040 C 8Jan-11 SPX 19-Feb-11 1040 P 7,699Jan-11 SPX 19-Feb-11 1045 C 30Jan-11 SPX 19-Feb-11 1045 P 3,982Jan-11 SPX 19-Feb-11 1050 C 163Jan-11 SPX 19-Feb-11 1050 P 36,398Jan-11 SPX 19-Feb-11 1055 P 3,126Jan-11 SPX 19-Feb-11 1060 C 1Jan-11 SPX 19-Feb-11 1060 P 22,830Jan-11 SPX 19-Feb-11 1065 C 60Jan-11 SPX 19-Feb-11 1065 P 3,399Jan-11 SPX 19-Feb-11 1070 C 8Jan-11 SPX 19-Feb-11 1070 P 5,872Jan-11 SPX 19-Feb-11 1075 C 172Jan-11 SPX 19-Feb-11 1075 P 27,259Jan-11 SPX 19-Feb-11 1080 C 31Jan-11 SPX 19-Feb-11 1080 P 24,075Jan-11 SPX 19-Feb-11 1085 C 4Jan-11 SPX 19-Feb-11 1085 P 4,235Jan-11 SPX 19-Feb-11 1090 P 3,972Jan-11 SPX 19-Feb-11 1095 P 9,410Jan-11 SPX 19-Feb-11 1100 C 239Jan-11 SPX 19-Feb-11 1100 P 133,583Jan-11 SPX 19-Feb-11 1105 C 37Jan-11 SPX 19-Feb-11 1105 P 6,675Jan-11 SPX 19-Feb-11 1110 C 16Jan-11 SPX 19-Feb-11 1110 P 8,877Jan-11 SPX 19-Feb-11 1115 C 8Jan-11 SPX 19-Feb-11 1115 P 5,687

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 177: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 19-Feb-11 1120 C 30Jan-11 SPX 19-Feb-11 1120 P 9,840Jan-11 SPX 19-Feb-11 1125 C 22Jan-11 SPX 19-Feb-11 1125 P 77,701Jan-11 SPX 19-Feb-11 1130 C 23Jan-11 SPX 19-Feb-11 1130 P 9,785Jan-11 SPX 19-Feb-11 1135 C 23Jan-11 SPX 19-Feb-11 1135 P 20,471Jan-11 SPX 19-Feb-11 1140 C 24Jan-11 SPX 19-Feb-11 1140 P 19,958Jan-11 SPX 19-Feb-11 1145 P 8,726Jan-11 SPX 19-Feb-11 1150 C 103Jan-11 SPX 19-Feb-11 1150 P 140,904Jan-11 SPX 19-Feb-11 1155 C 36Jan-11 SPX 19-Feb-11 1155 P 4,516Jan-11 SPX 19-Feb-11 1160 C 26Jan-11 SPX 19-Feb-11 1160 P 16,866Jan-11 SPX 19-Feb-11 1165 P 4,472Jan-11 SPX 19-Feb-11 1170 C 20Jan-11 SPX 19-Feb-11 1170 P 37,965Jan-11 SPX 19-Feb-11 1175 C 120Jan-11 SPX 19-Feb-11 1175 P 127,572Jan-11 SPX 19-Feb-11 1180 C 2,756Jan-11 SPX 19-Feb-11 1180 P 19,592Jan-11 SPX 19-Feb-11 1185 C 39Jan-11 SPX 19-Feb-11 1185 P 11,699Jan-11 SPX 19-Feb-11 1190 C 124Jan-11 SPX 19-Feb-11 1190 P 29,338Jan-11 SPX 19-Feb-11 1195 C 4Jan-11 SPX 19-Feb-11 1195 P 6,185Jan-11 SPX 19-Feb-11 1200 C 9,934Jan-11 SPX 19-Feb-11 1200 P 236,426Jan-11 SPX 19-Feb-11 1205 C 1Jan-11 SPX 19-Feb-11 1205 P 18,040Jan-11 SPX 19-Feb-11 1210 C 156Jan-11 SPX 19-Feb-11 1210 P 42,859Jan-11 SPX 19-Feb-11 1215 C 92Jan-11 SPX 19-Feb-11 1215 P 9,160Jan-11 SPX 19-Feb-11 1220 C 140Jan-11 SPX 19-Feb-11 1220 P 30,056Jan-11 SPX 19-Feb-11 1225 C 1,164Jan-11 SPX 19-Feb-11 1225 P 111,271Jan-11 SPX 19-Feb-11 1230 C 1,034Jan-11 SPX 19-Feb-11 1230 P 75,077Jan-11 SPX 19-Feb-11 1235 C 153Jan-11 SPX 19-Feb-11 1235 P 10,960Jan-11 SPX 19-Feb-11 1240 C 3,078Jan-11 SPX 19-Feb-11 1240 P 134,817

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 178: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 19-Feb-11 1245 C 993Jan-11 SPX 19-Feb-11 1245 P 9,346Jan-11 SPX 19-Feb-11 1250 C 72,247Jan-11 SPX 19-Feb-11 1250 P 324,700Jan-11 SPX 19-Feb-11 1255 C 343Jan-11 SPX 19-Feb-11 1255 P 5,049Jan-11 SPX 19-Feb-11 1260 C 4,332Jan-11 SPX 19-Feb-11 1260 P 54,078Jan-11 SPX 19-Feb-11 1265 C 5,787Jan-11 SPX 19-Feb-11 1265 P 14,427Jan-11 SPX 19-Feb-11 1270 C 5,911Jan-11 SPX 19-Feb-11 1270 P 37,518Jan-11 SPX 19-Feb-11 1275 C 69,249Jan-11 SPX 19-Feb-11 1275 P 126,676Jan-11 SPX 19-Feb-11 1280 C 28,350Jan-11 SPX 19-Feb-11 1280 P 41,073Jan-11 SPX 19-Feb-11 1285 C 26,749Jan-11 SPX 19-Feb-11 1285 P 26,483Jan-11 SPX 19-Feb-11 1290 C 29,220Jan-11 SPX 19-Feb-11 1290 P 29,184Jan-11 SPX 19-Feb-11 1295 C 19,737Jan-11 SPX 19-Feb-11 1295 P 3,336Jan-11 SPX 19-Feb-11 1300 C 198,964Jan-11 SPX 19-Feb-11 1300 P 21,904Jan-11 SPX 19-Feb-11 1305 C 10,559Jan-11 SPX 19-Feb-11 1305 P 529Jan-11 SPX 19-Feb-11 1310 C 21,812Jan-11 SPX 19-Feb-11 1310 P 3,008Jan-11 SPX 19-Feb-11 1315 C 13,372Jan-11 SPX 19-Feb-11 1315 P 98Jan-11 SPX 19-Feb-11 1320 C 44,505Jan-11 SPX 19-Feb-11 1320 P 2,350Jan-11 SPX 19-Feb-11 1325 C 96,173Jan-11 SPX 19-Feb-11 1325 P 6,724Jan-11 SPX 19-Feb-11 1330 C 35,849Jan-11 SPX 19-Feb-11 1330 P 5,246Jan-11 SPX 19-Feb-11 1335 C 20,475Jan-11 SPX 19-Feb-11 1335 P 25Jan-11 SPX 19-Feb-11 1340 C 55,724Jan-11 SPX 19-Feb-11 1340 P 52Jan-11 SPX 19-Feb-11 1345 C 18,018Jan-11 SPX 19-Feb-11 1345 P 17Jan-11 SPX 19-Feb-11 1350 C 54,907Jan-11 SPX 19-Feb-11 1350 P 3,948Jan-11 SPX 19-Feb-11 1355 C 8,394Jan-11 SPX 19-Feb-11 1355 P 2Jan-11 SPX 19-Feb-11 1360 C 52,950Jan-11 SPX 19-Feb-11 1360 P 37

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 179: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 19-Feb-11 1365 C 7,086Jan-11 SPX 19-Feb-11 1365 P 34Jan-11 SPX 19-Feb-11 1370 C 45,713Jan-11 SPX 19-Feb-11 1370 P 10Jan-11 SPX 19-Feb-11 1375 C 39,305Jan-11 SPX 19-Feb-11 1375 P 1,225Jan-11 SPX 19-Feb-11 1380 C 10,159Jan-11 SPX 19-Feb-11 1380 P 11Jan-11 SPX 19-Feb-11 1385 C 9,416Jan-11 SPX 19-Feb-11 1385 P 20Jan-11 SPX 19-Feb-11 1390 C 4,115Jan-11 SPX 19-Feb-11 1390 P 40Jan-11 SPX 19-Feb-11 1395 C 2,274Jan-11 SPX 19-Feb-11 1395 P 46Jan-11 SPX 19-Feb-11 1400 C 39,456Jan-11 SPX 19-Feb-11 1400 P 67Jan-11 SPX 19-Feb-11 1410 C 4,871Jan-11 SPX 19-Feb-11 1420 C 3,427Jan-11 SPX 19-Feb-11 1425 C 7,876Jan-11 SPX 19-Feb-11 1440 C 2,356Jan-11 SPX 19-Feb-11 1450 C 12,504Jan-11 SPX 19-Feb-11 1450 P 8Jan-11 SPX 19-Feb-11 1460 C 3,632Jan-11 SPX 19-Feb-11 1470 C 1,452Jan-11 SPX 19-Feb-11 1475 C 8,785Jan-11 SPX 19-Feb-11 1500 C 12,043Jan-11 SPX 19-Feb-11 1500 P 5,100Jan-11 SPX 19-Feb-11 1550 C 203Jan-11 SPX 19-Feb-11 1800 C 100Jan-11 SPX 19-Mar-11 100 C 1,246Jan-11 SPX 19-Mar-11 100 P 1,175Jan-11 SPX 19-Mar-11 475 P 2Jan-11 SPX 19-Mar-11 500 C 12,115Jan-11 SPX 19-Mar-11 500 P 12,376Jan-11 SPX 19-Mar-11 550 P 1Jan-11 SPX 19-Mar-11 575 P 24Jan-11 SPX 19-Mar-11 600 P 240Jan-11 SPX 19-Mar-11 625 P 2Jan-11 SPX 19-Mar-11 675 P 1Jan-11 SPX 19-Mar-11 700 P 910Jan-11 SPX 19-Mar-11 725 P 52Jan-11 SPX 19-Mar-11 750 P 51Jan-11 SPX 19-Mar-11 800 C 1Jan-11 SPX 19-Mar-11 800 P 680Jan-11 SPX 19-Mar-11 810 P 29Jan-11 SPX 19-Mar-11 820 P 1Jan-11 SPX 19-Mar-11 825 P 3,331Jan-11 SPX 19-Mar-11 830 P 17

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 180: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 19-Mar-11 840 P 1Jan-11 SPX 19-Mar-11 850 C 1Jan-11 SPX 19-Mar-11 850 P 10,762Jan-11 SPX 19-Mar-11 855 P 8Jan-11 SPX 19-Mar-11 860 P 8Jan-11 SPX 19-Mar-11 865 P 8Jan-11 SPX 19-Mar-11 870 P 25Jan-11 SPX 19-Mar-11 875 P 9,935Jan-11 SPX 19-Mar-11 885 P 2,276Jan-11 SPX 19-Mar-11 890 P 1Jan-11 SPX 19-Mar-11 900 C 1Jan-11 SPX 19-Mar-11 900 P 21,629Jan-11 SPX 19-Mar-11 910 P 5Jan-11 SPX 19-Mar-11 915 P 1Jan-11 SPX 19-Mar-11 925 P 1,518Jan-11 SPX 19-Mar-11 930 P 210Jan-11 SPX 19-Mar-11 940 P 425Jan-11 SPX 19-Mar-11 945 P 55Jan-11 SPX 19-Mar-11 950 C 100Jan-11 SPX 19-Mar-11 950 P 68,791Jan-11 SPX 19-Mar-11 955 P 181Jan-11 SPX 19-Mar-11 960 P 670Jan-11 SPX 19-Mar-11 965 P 170Jan-11 SPX 19-Mar-11 970 P 770Jan-11 SPX 19-Mar-11 975 C 1Jan-11 SPX 19-Mar-11 975 P 3,666Jan-11 SPX 19-Mar-11 980 P 640Jan-11 SPX 19-Mar-11 985 P 4,225Jan-11 SPX 19-Mar-11 990 P 328Jan-11 SPX 19-Mar-11 995 P 1,256Jan-11 SPX 19-Mar-11 1000 C 1,054Jan-11 SPX 19-Mar-11 1000 P 66,152Jan-11 SPX 19-Mar-11 1005 P 117Jan-11 SPX 19-Mar-11 1010 P 459Jan-11 SPX 19-Mar-11 1015 P 200Jan-11 SPX 19-Mar-11 1020 P 526Jan-11 SPX 19-Mar-11 1025 P 12,677Jan-11 SPX 19-Mar-11 1030 P 1,899Jan-11 SPX 19-Mar-11 1035 P 450Jan-11 SPX 19-Mar-11 1040 P 509Jan-11 SPX 19-Mar-11 1045 P 203Jan-11 SPX 19-Mar-11 1050 P 55,498Jan-11 SPX 19-Mar-11 1055 P 1,969Jan-11 SPX 19-Mar-11 1060 P 11,452Jan-11 SPX 19-Mar-11 1070 P 62Jan-11 SPX 19-Mar-11 1075 C 15Jan-11 SPX 19-Mar-11 1075 P 27,232Jan-11 SPX 19-Mar-11 1080 P 6,316

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 181: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 19-Mar-11 1085 P 1,539Jan-11 SPX 19-Mar-11 1090 P 3,931Jan-11 SPX 19-Mar-11 1095 P 35Jan-11 SPX 19-Mar-11 1100 C 1,391Jan-11 SPX 19-Mar-11 1100 P 94,629Jan-11 SPX 19-Mar-11 1105 P 428Jan-11 SPX 19-Mar-11 1110 P 5,518Jan-11 SPX 19-Mar-11 1115 P 110Jan-11 SPX 19-Mar-11 1120 P 5,214Jan-11 SPX 19-Mar-11 1125 C 512Jan-11 SPX 19-Mar-11 1125 P 75,146Jan-11 SPX 19-Mar-11 1130 C 1Jan-11 SPX 19-Mar-11 1130 P 2,521Jan-11 SPX 19-Mar-11 1135 C 38Jan-11 SPX 19-Mar-11 1135 P 24Jan-11 SPX 19-Mar-11 1140 C 76Jan-11 SPX 19-Mar-11 1140 P 1,357Jan-11 SPX 19-Mar-11 1145 C 38Jan-11 SPX 19-Mar-11 1145 P 105Jan-11 SPX 19-Mar-11 1150 C 316Jan-11 SPX 19-Mar-11 1150 P 139,199Jan-11 SPX 19-Mar-11 1155 C 2Jan-11 SPX 19-Mar-11 1155 P 840Jan-11 SPX 19-Mar-11 1160 C 10Jan-11 SPX 19-Mar-11 1160 P 3,150Jan-11 SPX 19-Mar-11 1165 P 82Jan-11 SPX 19-Mar-11 1170 C 10Jan-11 SPX 19-Mar-11 1170 P 2,138Jan-11 SPX 19-Mar-11 1175 C 1,307Jan-11 SPX 19-Mar-11 1175 P 85,754Jan-11 SPX 19-Mar-11 1180 P 3,042Jan-11 SPX 19-Mar-11 1185 P 2,935Jan-11 SPX 19-Mar-11 1190 C 2,451Jan-11 SPX 19-Mar-11 1190 P 9,538Jan-11 SPX 19-Mar-11 1195 C 226Jan-11 SPX 19-Mar-11 1195 P 822Jan-11 SPX 19-Mar-11 1200 C 11,998Jan-11 SPX 19-Mar-11 1200 P 177,196Jan-11 SPX 19-Mar-11 1205 C 1Jan-11 SPX 19-Mar-11 1205 P 315Jan-11 SPX 19-Mar-11 1210 P 11,445Jan-11 SPX 19-Mar-11 1215 C 3Jan-11 SPX 19-Mar-11 1215 P 1,887Jan-11 SPX 19-Mar-11 1220 C 18Jan-11 SPX 19-Mar-11 1220 P 3,434Jan-11 SPX 19-Mar-11 1225 C 11,824Jan-11 SPX 19-Mar-11 1225 P 103,633Jan-11 SPX 19-Mar-11 1230 C 1,151

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 182: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 19-Mar-11 1230 P 5,724Jan-11 SPX 19-Mar-11 1235 C 12Jan-11 SPX 19-Mar-11 1235 P 1,171Jan-11 SPX 19-Mar-11 1240 C 7,059Jan-11 SPX 19-Mar-11 1240 P 22,884Jan-11 SPX 19-Mar-11 1245 C 636Jan-11 SPX 19-Mar-11 1245 P 1,036Jan-11 SPX 19-Mar-11 1250 C 172,399Jan-11 SPX 19-Mar-11 1250 P 252,201Jan-11 SPX 19-Mar-11 1255 C 53Jan-11 SPX 19-Mar-11 1255 P 1,315Jan-11 SPX 19-Mar-11 1260 C 18,489Jan-11 SPX 19-Mar-11 1260 P 107,112Jan-11 SPX 19-Mar-11 1265 C 52,908Jan-11 SPX 19-Mar-11 1265 P 54,277Jan-11 SPX 19-Mar-11 1270 C 95,547Jan-11 SPX 19-Mar-11 1270 P 108,736Jan-11 SPX 19-Mar-11 1275 C 157,933Jan-11 SPX 19-Mar-11 1275 P 142,287Jan-11 SPX 19-Mar-11 1280 C 126,352Jan-11 SPX 19-Mar-11 1280 P 168,927Jan-11 SPX 19-Mar-11 1285 C 79,226Jan-11 SPX 19-Mar-11 1285 P 85,071Jan-11 SPX 19-Mar-11 1290 C 47,546Jan-11 SPX 19-Mar-11 1290 P 47,529Jan-11 SPX 19-Mar-11 1295 C 35,055Jan-11 SPX 19-Mar-11 1295 P 35,195Jan-11 SPX 19-Mar-11 1300 C 98,378Jan-11 SPX 19-Mar-11 1300 P 17,411Jan-11 SPX 19-Mar-11 1305 C 467Jan-11 SPX 19-Mar-11 1310 C 892Jan-11 SPX 19-Mar-11 1310 P 122Jan-11 SPX 19-Mar-11 1315 C 4,924Jan-11 SPX 19-Mar-11 1320 C 4,278Jan-11 SPX 19-Mar-11 1320 P 40Jan-11 SPX 19-Mar-11 1325 C 39,273Jan-11 SPX 19-Mar-11 1325 P 2,069Jan-11 SPX 19-Mar-11 1330 C 3,992Jan-11 SPX 19-Mar-11 1330 P 174Jan-11 SPX 19-Mar-11 1335 C 1,224Jan-11 SPX 19-Mar-11 1340 C 8,312Jan-11 SPX 19-Mar-11 1345 C 3,167Jan-11 SPX 19-Mar-11 1350 C 62,457Jan-11 SPX 19-Mar-11 1350 P 3,979Jan-11 SPX 19-Mar-11 1355 C 2,608Jan-11 SPX 19-Mar-11 1360 C 12,527Jan-11 SPX 19-Mar-11 1360 P 1Jan-11 SPX 19-Mar-11 1365 C 318

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 183: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 19-Mar-11 1370 C 2,345Jan-11 SPX 19-Mar-11 1375 C 22,750Jan-11 SPX 19-Mar-11 1375 P 40Jan-11 SPX 19-Mar-11 1380 C 6,863Jan-11 SPX 19-Mar-11 1380 P 400Jan-11 SPX 19-Mar-11 1385 C 136Jan-11 SPX 19-Mar-11 1390 C 291Jan-11 SPX 19-Mar-11 1395 C 271Jan-11 SPX 19-Mar-11 1400 C 26,660Jan-11 SPX 19-Mar-11 1400 P 2,030Jan-11 SPX 19-Mar-11 1410 C 30Jan-11 SPX 19-Mar-11 1420 C 910Jan-11 SPX 19-Mar-11 1425 C 16,969Jan-11 SPX 19-Mar-11 1430 C 39Jan-11 SPX 19-Mar-11 1450 C 9,010Jan-11 SPX 19-Mar-11 1475 C 3,700Jan-11 SPX 19-Mar-11 1500 C 16,320Jan-11 SPX 19-Mar-11 1500 P 13,115Jan-11 SPX 19-Mar-11 1525 C 63Jan-11 SPX 19-Mar-11 1550 C 392Jan-11 SPX 19-Mar-11 1575 C 14Jan-11 SPX 19-Mar-11 1600 C 27Jan-11 SPX 19-Mar-11 2100 C 1,226Jan-11 SPX 19-Mar-11 2100 P 1,226Jan-11 SPX 16-Apr-11 500 P 370Jan-11 SPX 16-Apr-11 600 P 400Jan-11 SPX 16-Apr-11 650 P 33Jan-11 SPX 16-Apr-11 700 P 345Jan-11 SPX 16-Apr-11 750 P 206Jan-11 SPX 16-Apr-11 800 P 11,400Jan-11 SPX 16-Apr-11 850 C 5Jan-11 SPX 16-Apr-11 850 P 3,044Jan-11 SPX 16-Apr-11 870 P 22Jan-11 SPX 16-Apr-11 875 P 1Jan-11 SPX 16-Apr-11 900 P 4,822Jan-11 SPX 16-Apr-11 910 P 45Jan-11 SPX 16-Apr-11 920 P 45Jan-11 SPX 16-Apr-11 925 P 57Jan-11 SPX 16-Apr-11 930 P 70Jan-11 SPX 16-Apr-11 940 P 70Jan-11 SPX 16-Apr-11 950 P 1,092Jan-11 SPX 16-Apr-11 960 P 12Jan-11 SPX 16-Apr-11 975 P 2,763Jan-11 SPX 16-Apr-11 980 P 750Jan-11 SPX 16-Apr-11 990 P 75Jan-11 SPX 16-Apr-11 1000 C 5Jan-11 SPX 16-Apr-11 1000 P 6,196Jan-11 SPX 16-Apr-11 1010 P 1,260

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 184: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 16-Apr-11 1020 P 635Jan-11 SPX 16-Apr-11 1025 P 5,236Jan-11 SPX 16-Apr-11 1030 P 607Jan-11 SPX 16-Apr-11 1040 P 80Jan-11 SPX 16-Apr-11 1050 P 22,223Jan-11 SPX 16-Apr-11 1060 P 577Jan-11 SPX 16-Apr-11 1070 P 843Jan-11 SPX 16-Apr-11 1075 P 199Jan-11 SPX 16-Apr-11 1080 P 80Jan-11 SPX 16-Apr-11 1090 P 885Jan-11 SPX 16-Apr-11 1100 C 1Jan-11 SPX 16-Apr-11 1100 P 25,977Jan-11 SPX 16-Apr-11 1110 P 1,579Jan-11 SPX 16-Apr-11 1120 P 783Jan-11 SPX 16-Apr-11 1125 P 13,856Jan-11 SPX 16-Apr-11 1130 P 11Jan-11 SPX 16-Apr-11 1140 P 505Jan-11 SPX 16-Apr-11 1150 C 5Jan-11 SPX 16-Apr-11 1150 P 41,830Jan-11 SPX 16-Apr-11 1160 C 1Jan-11 SPX 16-Apr-11 1160 P 10Jan-11 SPX 16-Apr-11 1170 P 13Jan-11 SPX 16-Apr-11 1175 P 21,378Jan-11 SPX 16-Apr-11 1180 P 3,327Jan-11 SPX 16-Apr-11 1190 C 1Jan-11 SPX 16-Apr-11 1190 P 2,593Jan-11 SPX 16-Apr-11 1200 C 57Jan-11 SPX 16-Apr-11 1200 P 54,712Jan-11 SPX 16-Apr-11 1210 P 1,885Jan-11 SPX 16-Apr-11 1220 P 5,588Jan-11 SPX 16-Apr-11 1225 C 102Jan-11 SPX 16-Apr-11 1225 P 20,113Jan-11 SPX 16-Apr-11 1230 P 346Jan-11 SPX 16-Apr-11 1240 P 468Jan-11 SPX 16-Apr-11 1250 C 7,671Jan-11 SPX 16-Apr-11 1250 P 64,575Jan-11 SPX 16-Apr-11 1260 C 12Jan-11 SPX 16-Apr-11 1260 P 2,466Jan-11 SPX 16-Apr-11 1270 C 3Jan-11 SPX 16-Apr-11 1270 P 2,681Jan-11 SPX 16-Apr-11 1275 C 24,587Jan-11 SPX 16-Apr-11 1275 P 33,109Jan-11 SPX 16-Apr-11 1280 C 1,288Jan-11 SPX 16-Apr-11 1280 P 3,481Jan-11 SPX 16-Apr-11 1290 C 1,764Jan-11 SPX 16-Apr-11 1290 P 1,454Jan-11 SPX 16-Apr-11 1300 C 26,795Jan-11 SPX 16-Apr-11 1300 P 8,218

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 185: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 16-Apr-11 1310 C 1,628Jan-11 SPX 16-Apr-11 1320 C 54Jan-11 SPX 16-Apr-11 1325 C 13,891Jan-11 SPX 16-Apr-11 1325 P 850Jan-11 SPX 16-Apr-11 1330 C 777Jan-11 SPX 16-Apr-11 1340 C 435Jan-11 SPX 16-Apr-11 1350 C 14,869Jan-11 SPX 16-Apr-11 1350 P 2,911Jan-11 SPX 16-Apr-11 1360 C 720Jan-11 SPX 16-Apr-11 1370 C 1,041Jan-11 SPX 16-Apr-11 1375 C 19,732Jan-11 SPX 16-Apr-11 1375 P 500Jan-11 SPX 16-Apr-11 1380 C 1,955Jan-11 SPX 16-Apr-11 1390 C 16Jan-11 SPX 16-Apr-11 1400 C 12,803Jan-11 SPX 16-Apr-11 1410 C 486Jan-11 SPX 16-Apr-11 1420 C 1,140Jan-11 SPX 16-Apr-11 1425 C 1,152Jan-11 SPX 16-Apr-11 1430 C 36Jan-11 SPX 16-Apr-11 1440 C 5Jan-11 SPX 16-Apr-11 1450 C 5,510Jan-11 SPX 16-Apr-11 1475 C 200Jan-11 SPX 16-Apr-11 1500 C 1,350Jan-11 SPX 16-Apr-11 1500 P 2Jan-11 SPX 16-Apr-11 1550 C 93Jan-11 SPX 21-May-11 600 P 10Jan-11 SPX 21-May-11 650 P 10Jan-11 SPX 21-May-11 700 P 30Jan-11 SPX 21-May-11 800 P 75Jan-11 SPX 21-May-11 825 P 150Jan-11 SPX 21-May-11 850 P 299Jan-11 SPX 21-May-11 875 P 100Jan-11 SPX 21-May-11 900 P 487Jan-11 SPX 21-May-11 925 P 231Jan-11 SPX 21-May-11 950 P 150Jan-11 SPX 21-May-11 975 P 675Jan-11 SPX 21-May-11 1000 P 20,529Jan-11 SPX 21-May-11 1025 P 550Jan-11 SPX 21-May-11 1050 P 1Jan-11 SPX 21-May-11 1075 P 63Jan-11 SPX 21-May-11 1100 P 931Jan-11 SPX 21-May-11 1125 P 2,040Jan-11 SPX 21-May-11 1150 P 9,640Jan-11 SPX 21-May-11 1175 P 1,159Jan-11 SPX 21-May-11 1200 C 1Jan-11 SPX 21-May-11 1200 P 13,049Jan-11 SPX 21-May-11 1225 P 970Jan-11 SPX 21-May-11 1250 C 1,212

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 186: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 21-May-11 1250 P 8,676Jan-11 SPX 21-May-11 1275 C 1,033Jan-11 SPX 21-May-11 1275 P 6,343Jan-11 SPX 21-May-11 1300 C 4,499Jan-11 SPX 21-May-11 1300 P 1,261Jan-11 SPX 21-May-11 1325 C 2,002Jan-11 SPX 21-May-11 1350 C 2,246Jan-11 SPX 21-May-11 1375 C 996Jan-11 SPX 21-May-11 1400 C 2,108Jan-11 SPX 21-May-11 1425 C 1,105Jan-11 SPX 21-May-11 1450 C 500Jan-11 SPX 21-May-11 1700 P 40Jan-11 SPX 18-Jun-11 100 P 601Jan-11 SPX 18-Jun-11 225 P 5Jan-11 SPX 18-Jun-11 250 C 70Jan-11 SPX 18-Jun-11 250 P 120Jan-11 SPX 18-Jun-11 325 P 125Jan-11 SPX 18-Jun-11 375 P 153Jan-11 SPX 18-Jun-11 400 P 118Jan-11 SPX 18-Jun-11 425 P 175Jan-11 SPX 18-Jun-11 500 C 5,250Jan-11 SPX 18-Jun-11 500 P 5,626Jan-11 SPX 18-Jun-11 600 P 10,881Jan-11 SPX 18-Jun-11 625 P 3,100Jan-11 SPX 18-Jun-11 650 P 3,431Jan-11 SPX 18-Jun-11 700 P 958Jan-11 SPX 18-Jun-11 725 P 200Jan-11 SPX 18-Jun-11 750 P 64Jan-11 SPX 18-Jun-11 775 P 37Jan-11 SPX 18-Jun-11 800 P 4,030Jan-11 SPX 18-Jun-11 825 P 146Jan-11 SPX 18-Jun-11 850 P 14,503Jan-11 SPX 18-Jun-11 875 P 27Jan-11 SPX 18-Jun-11 900 P 11,370Jan-11 SPX 18-Jun-11 925 P 2,892Jan-11 SPX 18-Jun-11 950 P 4,542Jan-11 SPX 18-Jun-11 975 P 1,249Jan-11 SPX 18-Jun-11 1000 C 4Jan-11 SPX 18-Jun-11 1000 P 13,057Jan-11 SPX 18-Jun-11 1025 C 1Jan-11 SPX 18-Jun-11 1025 P 2,373Jan-11 SPX 18-Jun-11 1050 C 65Jan-11 SPX 18-Jun-11 1050 P 19,066Jan-11 SPX 18-Jun-11 1060 P 2,510Jan-11 SPX 18-Jun-11 1075 C 82Jan-11 SPX 18-Jun-11 1075 P 5,192Jan-11 SPX 18-Jun-11 1100 C 17Jan-11 SPX 18-Jun-11 1100 P 54,188

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 187: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 18-Jun-11 1120 P 1,705Jan-11 SPX 18-Jun-11 1125 C 8Jan-11 SPX 18-Jun-11 1125 P 15,496Jan-11 SPX 18-Jun-11 1150 C 119Jan-11 SPX 18-Jun-11 1150 P 40,500Jan-11 SPX 18-Jun-11 1175 C 1,247Jan-11 SPX 18-Jun-11 1175 P 5,178Jan-11 SPX 18-Jun-11 1190 C 642Jan-11 SPX 18-Jun-11 1190 P 340Jan-11 SPX 18-Jun-11 1200 C 2,296Jan-11 SPX 18-Jun-11 1200 P 52,865Jan-11 SPX 18-Jun-11 1225 C 271Jan-11 SPX 18-Jun-11 1225 P 9,424Jan-11 SPX 18-Jun-11 1250 C 15,153Jan-11 SPX 18-Jun-11 1250 P 45,925Jan-11 SPX 18-Jun-11 1275 C 14,604Jan-11 SPX 18-Jun-11 1275 P 21,520Jan-11 SPX 18-Jun-11 1300 C 24,307Jan-11 SPX 18-Jun-11 1300 P 6,956Jan-11 SPX 18-Jun-11 1325 C 6,390Jan-11 SPX 18-Jun-11 1325 P 643Jan-11 SPX 18-Jun-11 1350 C 35,510Jan-11 SPX 18-Jun-11 1350 P 15Jan-11 SPX 18-Jun-11 1365 C 8,428Jan-11 SPX 18-Jun-11 1375 C 12,355Jan-11 SPX 18-Jun-11 1375 P 842Jan-11 SPX 18-Jun-11 1400 C 54,905Jan-11 SPX 18-Jun-11 1400 P 1,156Jan-11 SPX 18-Jun-11 1425 C 3,806Jan-11 SPX 18-Jun-11 1450 C 17,771Jan-11 SPX 18-Jun-11 1475 C 5,003Jan-11 SPX 18-Jun-11 1500 C 10,698Jan-11 SPX 18-Jun-11 1500 P 5,252Jan-11 SPX 18-Jun-11 1550 C 1,750Jan-11 SPX 18-Jun-11 1550 P 6Jan-11 SPX 18-Jun-11 1600 C 113Jan-11 SPX 18-Jun-11 1650 C 28Jan-11 SPX 18-Jun-11 1700 P 50Jan-11 SPX 18-Jun-11 2000 P 170Jan-11 SPX 18-Jun-11 2250 C 70Jan-11 SPX 18-Jun-11 2250 P 310Jan-11 SPX 18-Jun-11 2500 P 352Jan-11 SPX 18-Jun-11 3000 P 30Jan-11 SPX 17-Sep-11 200 P 15Jan-11 SPX 17-Sep-11 400 P 32Jan-11 SPX 17-Sep-11 500 C 2,000Jan-11 SPX 17-Sep-11 500 P 2,101Jan-11 SPX 17-Sep-11 550 P 7

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 188: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 17-Sep-11 600 P 86Jan-11 SPX 17-Sep-11 625 P 1Jan-11 SPX 17-Sep-11 650 P 15Jan-11 SPX 17-Sep-11 675 P 20Jan-11 SPX 17-Sep-11 700 P 27Jan-11 SPX 17-Sep-11 725 P 560Jan-11 SPX 17-Sep-11 750 P 35Jan-11 SPX 17-Sep-11 775 P 13Jan-11 SPX 17-Sep-11 800 P 3,175Jan-11 SPX 17-Sep-11 825 P 20Jan-11 SPX 17-Sep-11 850 P 1,001Jan-11 SPX 17-Sep-11 875 P 6Jan-11 SPX 17-Sep-11 900 P 3,767Jan-11 SPX 17-Sep-11 950 P 3,909Jan-11 SPX 17-Sep-11 975 P 667Jan-11 SPX 17-Sep-11 1000 C 100Jan-11 SPX 17-Sep-11 1000 P 7,814Jan-11 SPX 17-Sep-11 1025 P 49Jan-11 SPX 17-Sep-11 1050 P 10,601Jan-11 SPX 17-Sep-11 1075 P 1,516Jan-11 SPX 17-Sep-11 1100 C 2Jan-11 SPX 17-Sep-11 1100 P 16,792Jan-11 SPX 17-Sep-11 1125 P 2,606Jan-11 SPX 17-Sep-11 1150 C 801Jan-11 SPX 17-Sep-11 1150 P 8,568Jan-11 SPX 17-Sep-11 1175 C 201Jan-11 SPX 17-Sep-11 1175 P 9,642Jan-11 SPX 17-Sep-11 1200 C 27Jan-11 SPX 17-Sep-11 1200 P 12,791Jan-11 SPX 17-Sep-11 1225 C 301Jan-11 SPX 17-Sep-11 1225 P 3,952Jan-11 SPX 17-Sep-11 1250 C 33,050Jan-11 SPX 17-Sep-11 1250 P 39,346Jan-11 SPX 17-Sep-11 1275 C 6,984Jan-11 SPX 17-Sep-11 1275 P 7,657Jan-11 SPX 17-Sep-11 1300 C 52,029Jan-11 SPX 17-Sep-11 1300 P 5,729Jan-11 SPX 17-Sep-11 1325 C 7,553Jan-11 SPX 17-Sep-11 1350 C 7,562Jan-11 SPX 17-Sep-11 1350 P 2,100Jan-11 SPX 17-Sep-11 1375 C 2,651Jan-11 SPX 17-Sep-11 1400 C 13,751Jan-11 SPX 17-Sep-11 1400 P 2Jan-11 SPX 17-Sep-11 1425 C 2,300Jan-11 SPX 17-Sep-11 1425 P 500Jan-11 SPX 17-Sep-11 1450 C 4,079Jan-11 SPX 17-Sep-11 1475 C 10Jan-11 SPX 17-Sep-11 1500 C 3,226

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 189: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 17-Sep-11 1500 P 2,000Jan-11 SPX 17-Sep-11 1525 C 420Jan-11 SPX 17-Sep-11 1550 C 40Jan-11 SPX 17-Sep-11 1600 C 2,300Jan-11 SPX 17-Sep-11 3000 P 180Jan-11 SPX 17-Dec-11 100 P 2,134Jan-11 SPX 17-Dec-11 150 P 83Jan-11 SPX 17-Dec-11 200 P 1,144Jan-11 SPX 17-Dec-11 225 P 589Jan-11 SPX 17-Dec-11 250 P 8,103Jan-11 SPX 17-Dec-11 275 P 12,284Jan-11 SPX 17-Dec-11 280 P 888Jan-11 SPX 17-Dec-11 300 P 2,922Jan-11 SPX 17-Dec-11 325 P 589Jan-11 SPX 17-Dec-11 350 P 277Jan-11 SPX 17-Dec-11 375 P 2Jan-11 SPX 17-Dec-11 400 C 10Jan-11 SPX 17-Dec-11 400 P 22,554Jan-11 SPX 17-Dec-11 425 P 42Jan-11 SPX 17-Dec-11 450 P 231Jan-11 SPX 17-Dec-11 500 C 380Jan-11 SPX 17-Dec-11 500 P 386Jan-11 SPX 17-Dec-11 525 P 5,553Jan-11 SPX 17-Dec-11 550 P 7,587Jan-11 SPX 17-Dec-11 575 P 5,962Jan-11 SPX 17-Dec-11 600 P 1,816Jan-11 SPX 17-Dec-11 650 P 5,316Jan-11 SPX 17-Dec-11 700 C 1Jan-11 SPX 17-Dec-11 700 P 704Jan-11 SPX 17-Dec-11 725 P 10Jan-11 SPX 17-Dec-11 750 P 1,496Jan-11 SPX 17-Dec-11 775 C 4Jan-11 SPX 17-Dec-11 775 P 3,772Jan-11 SPX 17-Dec-11 800 P 3,869Jan-11 SPX 17-Dec-11 825 P 533Jan-11 SPX 17-Dec-11 850 C 1Jan-11 SPX 17-Dec-11 850 P 11,726Jan-11 SPX 17-Dec-11 875 P 15Jan-11 SPX 17-Dec-11 900 C 38Jan-11 SPX 17-Dec-11 900 P 18,151Jan-11 SPX 17-Dec-11 925 P 454Jan-11 SPX 17-Dec-11 950 C 11Jan-11 SPX 17-Dec-11 950 P 8,315Jan-11 SPX 17-Dec-11 975 C 7Jan-11 SPX 17-Dec-11 975 P 6Jan-11 SPX 17-Dec-11 1000 C 3Jan-11 SPX 17-Dec-11 1000 P 18,816Jan-11 SPX 17-Dec-11 1025 C 155

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 190: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 17-Dec-11 1025 P 3,783Jan-11 SPX 17-Dec-11 1050 C 30Jan-11 SPX 17-Dec-11 1050 P 16,372Jan-11 SPX 17-Dec-11 1075 C 55Jan-11 SPX 17-Dec-11 1075 P 5,206Jan-11 SPX 17-Dec-11 1100 C 344Jan-11 SPX 17-Dec-11 1100 P 61,153Jan-11 SPX 17-Dec-11 1125 C 125Jan-11 SPX 17-Dec-11 1125 P 10,492Jan-11 SPX 17-Dec-11 1150 C 103Jan-11 SPX 17-Dec-11 1150 P 15,637Jan-11 SPX 17-Dec-11 1175 C 510Jan-11 SPX 17-Dec-11 1175 P 12,835Jan-11 SPX 17-Dec-11 1180 P 77Jan-11 SPX 17-Dec-11 1200 C 4,689Jan-11 SPX 17-Dec-11 1200 P 22,019Jan-11 SPX 17-Dec-11 1225 C 400Jan-11 SPX 17-Dec-11 1225 P 2,452Jan-11 SPX 17-Dec-11 1250 C 25,150Jan-11 SPX 17-Dec-11 1250 P 31,213Jan-11 SPX 17-Dec-11 1275 C 20,393Jan-11 SPX 17-Dec-11 1275 P 17,923Jan-11 SPX 17-Dec-11 1300 C 38,591Jan-11 SPX 17-Dec-11 1300 P 5,274Jan-11 SPX 17-Dec-11 1325 C 13,148Jan-11 SPX 17-Dec-11 1325 P 715Jan-11 SPX 17-Dec-11 1350 C 19,388Jan-11 SPX 17-Dec-11 1350 P 2,251Jan-11 SPX 17-Dec-11 1375 C 5,678Jan-11 SPX 17-Dec-11 1375 P 9Jan-11 SPX 17-Dec-11 1400 C 72,362Jan-11 SPX 17-Dec-11 1400 P 4,037Jan-11 SPX 17-Dec-11 1425 C 12,250Jan-11 SPX 17-Dec-11 1425 P 5Jan-11 SPX 17-Dec-11 1450 C 18,219Jan-11 SPX 17-Dec-11 1450 P 16Jan-11 SPX 17-Dec-11 1475 C 6,608Jan-11 SPX 17-Dec-11 1475 P 505Jan-11 SPX 17-Dec-11 1500 C 22,312Jan-11 SPX 17-Dec-11 1500 P 366Jan-11 SPX 17-Dec-11 1550 C 145Jan-11 SPX 17-Dec-11 1600 C 6,052Jan-11 SPX 17-Dec-11 1600 P 9Jan-11 SPX 17-Dec-11 1700 C 1Jan-11 SPX 17-Dec-11 2000 P 10Jan-11 SPX 17-Dec-11 2250 P 10Jan-11 SPX 17-Dec-11 2500 P 545Jan-11 SPX 17-Dec-11 3000 P 365

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 191: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 16-Jun-12 100 C 1Jan-11 SPX 16-Jun-12 100 P 100Jan-11 SPX 16-Jun-12 300 P 2Jan-11 SPX 16-Jun-12 450 P 2Jan-11 SPX 16-Jun-12 600 P 5,600Jan-11 SPX 16-Jun-12 650 P 5Jan-11 SPX 16-Jun-12 700 P 1Jan-11 SPX 16-Jun-12 800 P 2,800Jan-11 SPX 16-Jun-12 850 P 4Jan-11 SPX 16-Jun-12 875 P 428Jan-11 SPX 16-Jun-12 900 P 2,514Jan-11 SPX 16-Jun-12 925 P 60Jan-11 SPX 16-Jun-12 975 P 50Jan-11 SPX 16-Jun-12 1000 P 1,512Jan-11 SPX 16-Jun-12 1025 P 150Jan-11 SPX 16-Jun-12 1050 P 43Jan-11 SPX 16-Jun-12 1075 P 530Jan-11 SPX 16-Jun-12 1100 P 521Jan-11 SPX 16-Jun-12 1125 C 130Jan-11 SPX 16-Jun-12 1125 P 132Jan-11 SPX 16-Jun-12 1150 P 3,552Jan-11 SPX 16-Jun-12 1175 C 1Jan-11 SPX 16-Jun-12 1175 P 1,104Jan-11 SPX 16-Jun-12 1200 P 762Jan-11 SPX 16-Jun-12 1250 C 501Jan-11 SPX 16-Jun-12 1250 P 5Jan-11 SPX 16-Jun-12 1275 C 1,920Jan-11 SPX 16-Jun-12 1275 P 2,671Jan-11 SPX 16-Jun-12 1300 C 6,834Jan-11 SPX 16-Jun-12 1300 P 4,881Jan-11 SPX 16-Jun-12 1350 C 410Jan-11 SPX 16-Jun-12 1350 P 1Jan-11 SPX 16-Jun-12 1375 C 3,325Jan-11 SPX 16-Jun-12 1400 C 2,750Jan-11 SPX 16-Jun-12 1450 C 22Jan-11 SPX 16-Jun-12 1475 C 15Jan-11 SPX 16-Jun-12 1500 C 2,624Jan-11 SPX 16-Jun-12 1550 C 17Jan-11 SPX 16-Jun-12 1600 C 1,512Jan-11 SPX 16-Jun-12 1700 C 1,500Jan-11 SPX 16-Jun-12 1900 C 26Jan-11 SPX 16-Jun-12 2500 P 1Jan-11 SPX 16-Jun-12 3000 P 1Jan-11 SPX 22-Dec-12 100 P 1,269Jan-11 SPX 22-Dec-12 200 P 955Jan-11 SPX 22-Dec-12 250 P 783Jan-11 SPX 22-Dec-12 300 P 44Jan-11 SPX 22-Dec-12 400 P 815

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 192: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 22-Dec-12 450 P 300Jan-11 SPX 22-Dec-12 500 P 16Jan-11 SPX 22-Dec-12 550 P 2Jan-11 SPX 22-Dec-12 600 P 6,264Jan-11 SPX 22-Dec-12 650 P 36Jan-11 SPX 22-Dec-12 700 P 9Jan-11 SPX 22-Dec-12 750 P 15Jan-11 SPX 22-Dec-12 800 P 2,182Jan-11 SPX 22-Dec-12 850 P 4,002Jan-11 SPX 22-Dec-12 875 P 1Jan-11 SPX 22-Dec-12 900 P 6,094Jan-11 SPX 22-Dec-12 925 P 2Jan-11 SPX 22-Dec-12 950 C 3Jan-11 SPX 22-Dec-12 950 P 9,069Jan-11 SPX 22-Dec-12 975 C 2Jan-11 SPX 22-Dec-12 975 P 2Jan-11 SPX 22-Dec-12 1000 C 5Jan-11 SPX 22-Dec-12 1000 P 6,793Jan-11 SPX 22-Dec-12 1050 C 450Jan-11 SPX 22-Dec-12 1050 P 1Jan-11 SPX 22-Dec-12 1075 P 400Jan-11 SPX 22-Dec-12 1100 C 600Jan-11 SPX 22-Dec-12 1100 P 4,675Jan-11 SPX 22-Dec-12 1150 C 3Jan-11 SPX 22-Dec-12 1150 P 11,075Jan-11 SPX 22-Dec-12 1175 C 1Jan-11 SPX 22-Dec-12 1200 C 1,258Jan-11 SPX 22-Dec-12 1200 P 2,087Jan-11 SPX 22-Dec-12 1250 C 12,129Jan-11 SPX 22-Dec-12 1250 P 4,503Jan-11 SPX 22-Dec-12 1275 C 3,450Jan-11 SPX 22-Dec-12 1275 P 5,650Jan-11 SPX 22-Dec-12 1300 C 9,682Jan-11 SPX 22-Dec-12 1300 P 2,680Jan-11 SPX 22-Dec-12 1350 C 4,445Jan-11 SPX 22-Dec-12 1350 P 275Jan-11 SPX 22-Dec-12 1400 C 8,304Jan-11 SPX 22-Dec-12 1400 P 552Jan-11 SPX 22-Dec-12 1450 C 3,680Jan-11 SPX 22-Dec-12 1500 C 1,828Jan-11 SPX 22-Dec-12 1550 C 2,200Jan-11 SPX 22-Dec-12 1600 C 13,800Jan-11 SPX 22-Dec-12 1700 C 7,800Jan-11 SPX 22-Dec-12 1700 P 76Jan-11 SPX 22-Dec-12 1800 C 7,803Jan-11 SPX 22-Dec-12 1900 C 3,902Jan-11 SPX 22-Dec-12 1900 P 2Jan-11 SPX 22-Dec-12 2000 C 3,860

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 193: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 22-Dec-12 2000 P 32Jan-11 SPX 22-Dec-12 2250 C 20Jan-11 SPX 22-Dec-12 2250 P 3Jan-11 SPX 22-Dec-12 2500 C 356Jan-11 SPX 22-Dec-12 2500 P 123Jan-11 SPX 22-Dec-12 3000 P 1Jan-11 SPX 21-Dec-13 100 C 1,727Jan-11 SPX 21-Dec-13 200 C 1,000Jan-11 SPX 21-Dec-13 200 P 32Jan-11 SPX 21-Dec-13 250 P 370Jan-11 SPX 21-Dec-13 300 P 1,458Jan-11 SPX 21-Dec-13 500 P 76Jan-11 SPX 21-Dec-13 550 P 27Jan-11 SPX 21-Dec-13 600 P 125Jan-11 SPX 21-Dec-13 700 P 4Jan-11 SPX 21-Dec-13 750 P 1Jan-11 SPX 21-Dec-13 800 P 202Jan-11 SPX 21-Dec-13 850 C 2Jan-11 SPX 21-Dec-13 850 P 4,005Jan-11 SPX 21-Dec-13 900 C 6Jan-11 SPX 21-Dec-13 900 P 4Jan-11 SPX 21-Dec-13 950 P 1Jan-11 SPX 21-Dec-13 975 P 3Jan-11 SPX 21-Dec-13 1000 C 14Jan-11 SPX 21-Dec-13 1000 P 525Jan-11 SPX 21-Dec-13 1050 C 8Jan-11 SPX 21-Dec-13 1050 P 8Jan-11 SPX 21-Dec-13 1100 C 5Jan-11 SPX 21-Dec-13 1100 P 3,005Jan-11 SPX 21-Dec-13 1125 P 2,000Jan-11 SPX 21-Dec-13 1200 C 350Jan-11 SPX 21-Dec-13 1200 P 350Jan-11 SPX 21-Dec-13 1250 C 2,000Jan-11 SPX 21-Dec-13 1250 P 2,001Jan-11 SPX 21-Dec-13 1275 C 350Jan-11 SPX 21-Dec-13 1275 P 451Jan-11 SPX 21-Dec-13 1300 C 2Jan-11 SPX 21-Dec-13 1300 P 507Jan-11 SPX 21-Dec-13 1325 P 2Jan-11 SPX 21-Dec-13 1375 C 140Jan-11 SPX 21-Dec-13 1375 P 100Jan-11 SPX 21-Dec-13 1400 C 411Jan-11 SPX 21-Dec-13 1500 C 360Jan-11 SPX 21-Dec-13 1500 P 30Jan-11 SPX 21-Dec-13 1600 C 207Jan-11 SPX 21-Dec-13 1700 C 100Jan-11 SPX 21-Dec-13 1700 P 2Jan-11 SPX 21-Dec-13 1800 C 2,101

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 194: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPX 21-Dec-13 1900 C 200Jan-11 SPX 21-Dec-13 1900 P 2Jan-11 SPX 21-Dec-13 2000 C 879Jan-11 SPX 21-Dec-13 2000 P 152Jan-11 SPX 21-Dec-13 2250 C 1,978Jan-11 SPX 21-Dec-13 2250 P 253Jan-11 SPX 21-Dec-13 2500 C 35Jan-11 SPX 21-Dec-13 2500 P 797Jan-11 SPX 21-Dec-13 3000 P 776Jan-11 SPXW 07-Jan-11 1050 C 3Jan-11 SPXW 07-Jan-11 1075 C 3Jan-11 SPXW 07-Jan-11 1075 P 20Jan-11 SPXW 07-Jan-11 1100 C 1Jan-11 SPXW 07-Jan-11 1100 P 1,121Jan-11 SPXW 07-Jan-11 1125 C 1Jan-11 SPXW 07-Jan-11 1125 P 1,993Jan-11 SPXW 07-Jan-11 1150 C 35Jan-11 SPXW 07-Jan-11 1150 P 7,542Jan-11 SPXW 07-Jan-11 1175 C 18Jan-11 SPXW 07-Jan-11 1175 P 6,444Jan-11 SPXW 07-Jan-11 1200 C 52Jan-11 SPXW 07-Jan-11 1200 P 14,453Jan-11 SPXW 07-Jan-11 1205 C 8Jan-11 SPXW 07-Jan-11 1205 P 875Jan-11 SPXW 07-Jan-11 1210 C 1Jan-11 SPXW 07-Jan-11 1210 P 1,070Jan-11 SPXW 07-Jan-11 1215 C 12Jan-11 SPXW 07-Jan-11 1215 P 1,596Jan-11 SPXW 07-Jan-11 1220 C 38Jan-11 SPXW 07-Jan-11 1220 P 1,289Jan-11 SPXW 07-Jan-11 1225 C 14Jan-11 SPXW 07-Jan-11 1225 P 5,197Jan-11 SPXW 07-Jan-11 1230 C 44Jan-11 SPXW 07-Jan-11 1230 P 3,172Jan-11 SPXW 07-Jan-11 1235 C 13Jan-11 SPXW 07-Jan-11 1235 P 2,638Jan-11 SPXW 07-Jan-11 1240 C 27Jan-11 SPXW 07-Jan-11 1240 P 5,381Jan-11 SPXW 07-Jan-11 1245 P 6,726Jan-11 SPXW 07-Jan-11 1250 C 303Jan-11 SPXW 07-Jan-11 1250 P 8,168Jan-11 SPXW 07-Jan-11 1255 C 119Jan-11 SPXW 07-Jan-11 1255 P 4,151Jan-11 SPXW 07-Jan-11 1260 C 1,397Jan-11 SPXW 07-Jan-11 1260 P 10,448Jan-11 SPXW 07-Jan-11 1265 C 848Jan-11 SPXW 07-Jan-11 1265 P 6,114Jan-11 SPXW 07-Jan-11 1270 C 3,559

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 195: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPXW 07-Jan-11 1270 P 2,824Jan-11 SPXW 07-Jan-11 1275 C 4,068Jan-11 SPXW 07-Jan-11 1275 P 1,199Jan-11 SPXW 07-Jan-11 1280 C 7,027Jan-11 SPXW 07-Jan-11 1280 P 762Jan-11 SPXW 07-Jan-11 1285 C 8,856Jan-11 SPXW 07-Jan-11 1285 P 106Jan-11 SPXW 07-Jan-11 1290 C 6,082Jan-11 SPXW 07-Jan-11 1290 P 8Jan-11 SPXW 07-Jan-11 1295 C 6,852Jan-11 SPXW 07-Jan-11 1295 P 19Jan-11 SPXW 07-Jan-11 1300 C 13,559Jan-11 SPXW 07-Jan-11 1300 P 15Jan-11 SPXW 07-Jan-11 1315 C 9,367Jan-11 SPXW 07-Jan-11 1315 P 1Jan-11 SPXW 07-Jan-11 1325 C 3,657Jan-11 SPXW 07-Jan-11 1325 P 1Jan-11 SPXW 07-Jan-11 1350 C 1,422Jan-11 SPXW 07-Jan-11 1375 C 2,149Jan-11 SPXW 07-Jan-11 1375 P 3Jan-11 SPXW 14-Jan-11 1050 C 10Jan-11 SPXW 14-Jan-11 1050 P 7,663Jan-11 SPXW 14-Jan-11 1075 P 4,954Jan-11 SPXW 14-Jan-11 1100 C 1Jan-11 SPXW 14-Jan-11 1100 P 4,115Jan-11 SPXW 14-Jan-11 1125 C 2Jan-11 SPXW 14-Jan-11 1125 P 8,773Jan-11 SPXW 14-Jan-11 1150 C 1Jan-11 SPXW 14-Jan-11 1150 P 7,773Jan-11 SPXW 14-Jan-11 1175 C 10Jan-11 SPXW 14-Jan-11 1175 P 5,687Jan-11 SPXW 14-Jan-11 1200 C 20Jan-11 SPXW 14-Jan-11 1200 P 11,467Jan-11 SPXW 14-Jan-11 1215 C 1Jan-11 SPXW 14-Jan-11 1215 P 2,243Jan-11 SPXW 14-Jan-11 1220 C 2Jan-11 SPXW 14-Jan-11 1220 P 2,076Jan-11 SPXW 14-Jan-11 1225 C 10Jan-11 SPXW 14-Jan-11 1225 P 7,169Jan-11 SPXW 14-Jan-11 1230 C 21Jan-11 SPXW 14-Jan-11 1230 P 3,475Jan-11 SPXW 14-Jan-11 1235 C 7Jan-11 SPXW 14-Jan-11 1235 P 8,924Jan-11 SPXW 14-Jan-11 1240 C 1Jan-11 SPXW 14-Jan-11 1240 P 4,327Jan-11 SPXW 14-Jan-11 1245 C 173Jan-11 SPXW 14-Jan-11 1245 P 2,403Jan-11 SPXW 14-Jan-11 1250 C 42

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 196: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPXW 14-Jan-11 1250 P 6,421Jan-11 SPXW 14-Jan-11 1255 C 69Jan-11 SPXW 14-Jan-11 1255 P 2,576Jan-11 SPXW 14-Jan-11 1260 C 73Jan-11 SPXW 14-Jan-11 1260 P 4,891Jan-11 SPXW 14-Jan-11 1265 C 372Jan-11 SPXW 14-Jan-11 1265 P 8,816Jan-11 SPXW 14-Jan-11 1270 C 668Jan-11 SPXW 14-Jan-11 1270 P 4,718Jan-11 SPXW 14-Jan-11 1275 C 1,126Jan-11 SPXW 14-Jan-11 1275 P 6,612Jan-11 SPXW 14-Jan-11 1280 C 4,035Jan-11 SPXW 14-Jan-11 1280 P 3,454Jan-11 SPXW 14-Jan-11 1285 C 3,582Jan-11 SPXW 14-Jan-11 1285 P 2,293Jan-11 SPXW 14-Jan-11 1290 C 12,981Jan-11 SPXW 14-Jan-11 1290 P 1,231Jan-11 SPXW 14-Jan-11 1295 C 7,949Jan-11 SPXW 14-Jan-11 1295 P 205Jan-11 SPXW 14-Jan-11 1300 C 17,124Jan-11 SPXW 14-Jan-11 1300 P 29Jan-11 SPXW 14-Jan-11 1305 C 15,430Jan-11 SPXW 14-Jan-11 1305 P 13Jan-11 SPXW 14-Jan-11 1310 C 9,774Jan-11 SPXW 14-Jan-11 1310 P 2Jan-11 SPXW 14-Jan-11 1315 C 9,670Jan-11 SPXW 14-Jan-11 1315 P 4Jan-11 SPXW 14-Jan-11 1320 C 1,628Jan-11 SPXW 14-Jan-11 1325 C 2,823Jan-11 SPXW 14-Jan-11 1325 P 1Jan-11 SPXW 14-Jan-11 1350 C 4,163Jan-11 SPXW 14-Jan-11 1350 P 2Jan-11 SPXW 14-Jan-11 1375 C 2,270Jan-11 SPXW 14-Jan-11 1375 P 2Jan-11 SPXW 28-Jan-11 1075 C 163Jan-11 SPXW 28-Jan-11 1075 P 18,646Jan-11 SPXW 28-Jan-11 1100 C 113Jan-11 SPXW 28-Jan-11 1100 P 7,983Jan-11 SPXW 28-Jan-11 1125 C 253Jan-11 SPXW 28-Jan-11 1125 P 11,011Jan-11 SPXW 28-Jan-11 1150 C 201Jan-11 SPXW 28-Jan-11 1150 P 13,100Jan-11 SPXW 28-Jan-11 1175 C 77Jan-11 SPXW 28-Jan-11 1175 P 6,656Jan-11 SPXW 28-Jan-11 1200 C 141Jan-11 SPXW 28-Jan-11 1200 P 20,947Jan-11 SPXW 28-Jan-11 1225 C 47Jan-11 SPXW 28-Jan-11 1225 P 10,882

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 197: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPXW 28-Jan-11 1230 C 73Jan-11 SPXW 28-Jan-11 1230 P 1,729Jan-11 SPXW 28-Jan-11 1235 C 44Jan-11 SPXW 28-Jan-11 1235 P 3,105Jan-11 SPXW 28-Jan-11 1240 C 42Jan-11 SPXW 28-Jan-11 1240 P 13,844Jan-11 SPXW 28-Jan-11 1245 C 113Jan-11 SPXW 28-Jan-11 1245 P 4,809Jan-11 SPXW 28-Jan-11 1250 C 50Jan-11 SPXW 28-Jan-11 1250 P 10,593Jan-11 SPXW 28-Jan-11 1255 C 119Jan-11 SPXW 28-Jan-11 1255 P 3,254Jan-11 SPXW 28-Jan-11 1260 C 104Jan-11 SPXW 28-Jan-11 1260 P 24,506Jan-11 SPXW 28-Jan-11 1265 C 77Jan-11 SPXW 28-Jan-11 1265 P 6,455Jan-11 SPXW 28-Jan-11 1270 C 218Jan-11 SPXW 28-Jan-11 1270 P 9,416Jan-11 SPXW 28-Jan-11 1275 C 971Jan-11 SPXW 28-Jan-11 1275 P 10,330Jan-11 SPXW 28-Jan-11 1280 C 3,047Jan-11 SPXW 28-Jan-11 1280 P 22,561Jan-11 SPXW 28-Jan-11 1285 C 3,996Jan-11 SPXW 28-Jan-11 1285 P 3,882Jan-11 SPXW 28-Jan-11 1290 C 2,460Jan-11 SPXW 28-Jan-11 1290 P 7,682Jan-11 SPXW 28-Jan-11 1295 C 2,814Jan-11 SPXW 28-Jan-11 1295 P 939Jan-11 SPXW 28-Jan-11 1300 C 3,839Jan-11 SPXW 28-Jan-11 1300 P 688Jan-11 SPXW 28-Jan-11 1305 C 6,191Jan-11 SPXW 28-Jan-11 1305 P 91Jan-11 SPXW 28-Jan-11 1310 C 6,474Jan-11 SPXW 28-Jan-11 1310 P 121Jan-11 SPXW 28-Jan-11 1315 C 6,626Jan-11 SPXW 28-Jan-11 1315 P 104Jan-11 SPXW 28-Jan-11 1320 C 8,077Jan-11 SPXW 28-Jan-11 1320 P 125Jan-11 SPXW 28-Jan-11 1325 C 11,453Jan-11 SPXW 28-Jan-11 1325 P 86Jan-11 SPXW 28-Jan-11 1330 C 6,664Jan-11 SPXW 28-Jan-11 1330 P 8Jan-11 SPXW 28-Jan-11 1335 C 5,947Jan-11 SPXW 28-Jan-11 1340 C 1,197Jan-11 SPXW 28-Jan-11 1340 P 11Jan-11 SPXW 28-Jan-11 1345 C 1,185Jan-11 SPXW 28-Jan-11 1350 C 6,536Jan-11 SPXW 28-Jan-11 1375 C 3,666

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 198: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPXW 28-Jan-11 1375 P 22Jan-11 SPXW 28-Jan-11 1400 C 198Jan-11 SPXW 28-Jan-11 1400 P 11Jan-11 SPXW 04-Feb-11 1075 P 13,756Jan-11 SPXW 04-Feb-11 1100 C 33Jan-11 SPXW 04-Feb-11 1100 P 9,877Jan-11 SPXW 04-Feb-11 1125 P 12,053Jan-11 SPXW 04-Feb-11 1150 C 33Jan-11 SPXW 04-Feb-11 1150 P 7,934Jan-11 SPXW 04-Feb-11 1175 C 44Jan-11 SPXW 04-Feb-11 1175 P 4,565Jan-11 SPXW 04-Feb-11 1200 C 2Jan-11 SPXW 04-Feb-11 1200 P 6,495Jan-11 SPXW 04-Feb-11 1215 P 42Jan-11 SPXW 04-Feb-11 1220 P 134Jan-11 SPXW 04-Feb-11 1225 C 6Jan-11 SPXW 04-Feb-11 1225 P 6,902Jan-11 SPXW 04-Feb-11 1230 C 2Jan-11 SPXW 04-Feb-11 1230 P 1,533Jan-11 SPXW 04-Feb-11 1235 C 26Jan-11 SPXW 04-Feb-11 1235 P 2,056Jan-11 SPXW 04-Feb-11 1240 C 51Jan-11 SPXW 04-Feb-11 1240 P 3,417Jan-11 SPXW 04-Feb-11 1245 C 28Jan-11 SPXW 04-Feb-11 1245 P 17,143Jan-11 SPXW 04-Feb-11 1250 C 36Jan-11 SPXW 04-Feb-11 1250 P 5,133Jan-11 SPXW 04-Feb-11 1255 C 10Jan-11 SPXW 04-Feb-11 1255 P 1,119Jan-11 SPXW 04-Feb-11 1260 C 23Jan-11 SPXW 04-Feb-11 1260 P 27,995Jan-11 SPXW 04-Feb-11 1265 C 32Jan-11 SPXW 04-Feb-11 1265 P 2,972Jan-11 SPXW 04-Feb-11 1270 C 113Jan-11 SPXW 04-Feb-11 1270 P 15,241Jan-11 SPXW 04-Feb-11 1275 C 146Jan-11 SPXW 04-Feb-11 1275 P 5,726Jan-11 SPXW 04-Feb-11 1280 C 189Jan-11 SPXW 04-Feb-11 1280 P 2,421Jan-11 SPXW 04-Feb-11 1285 C 253Jan-11 SPXW 04-Feb-11 1285 P 623Jan-11 SPXW 04-Feb-11 1290 C 605Jan-11 SPXW 04-Feb-11 1290 P 2,319Jan-11 SPXW 04-Feb-11 1295 C 1,087Jan-11 SPXW 04-Feb-11 1295 P 289Jan-11 SPXW 04-Feb-11 1300 C 1,880Jan-11 SPXW 04-Feb-11 1300 P 3,041Jan-11 SPXW 04-Feb-11 1305 C 2,782

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 199: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jan-11 SPXW 04-Feb-11 1305 P 5Jan-11 SPXW 04-Feb-11 1310 C 3,165Jan-11 SPXW 04-Feb-11 1310 P 34Jan-11 SPXW 04-Feb-11 1315 C 5,252Jan-11 SPXW 04-Feb-11 1320 C 2,393Jan-11 SPXW 04-Feb-11 1320 P 21Jan-11 SPXW 04-Feb-11 1325 C 5,537Jan-11 SPXW 04-Feb-11 1325 P 1Jan-11 SPXW 04-Feb-11 1330 C 843Jan-11 SPXW 04-Feb-11 1330 P 37Jan-11 SPXW 04-Feb-11 1335 C 2,349Jan-11 SPXW 04-Feb-11 1335 P 28Jan-11 SPXW 04-Feb-11 1340 C 1,869Jan-11 SPXW 04-Feb-11 1340 P 6Jan-11 SPXW 04-Feb-11 1345 C 863Jan-11 SPXW 04-Feb-11 1345 P 31Jan-11 SPXW 04-Feb-11 1350 C 1,138Jan-11 SPXW 04-Feb-11 1375 C 2,831Feb-11 SPX 19-Feb-11 800 C 53Feb-11 SPX 19-Feb-11 850 C 2Feb-11 SPX 19-Feb-11 865 P 500Feb-11 SPX 19-Feb-11 870 P 100Feb-11 SPX 19-Feb-11 875 P 128Feb-11 SPX 19-Feb-11 900 C 1Feb-11 SPX 19-Feb-11 900 P 500Feb-11 SPX 19-Feb-11 920 P 11Feb-11 SPX 19-Feb-11 925 C 50Feb-11 SPX 19-Feb-11 925 P 4,247Feb-11 SPX 19-Feb-11 945 P 1Feb-11 SPX 19-Feb-11 950 C 27Feb-11 SPX 19-Feb-11 950 P 436Feb-11 SPX 19-Feb-11 955 P 50Feb-11 SPX 19-Feb-11 960 P 52Feb-11 SPX 19-Feb-11 970 P 81Feb-11 SPX 19-Feb-11 975 C 54Feb-11 SPX 19-Feb-11 975 P 462Feb-11 SPX 19-Feb-11 980 C 20,000Feb-11 SPX 19-Feb-11 980 P 75Feb-11 SPX 19-Feb-11 990 C 9Feb-11 SPX 19-Feb-11 990 P 4Feb-11 SPX 19-Feb-11 995 P 20Feb-11 SPX 19-Feb-11 1000 C 56Feb-11 SPX 19-Feb-11 1000 P 9,552Feb-11 SPX 19-Feb-11 1005 P 147Feb-11 SPX 19-Feb-11 1010 C 4Feb-11 SPX 19-Feb-11 1010 P 51Feb-11 SPX 19-Feb-11 1020 P 17Feb-11 SPX 19-Feb-11 1025 C 5

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 200: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 19-Feb-11 1025 P 13,855Feb-11 SPX 19-Feb-11 1030 C 10,000Feb-11 SPX 19-Feb-11 1030 P 531Feb-11 SPX 19-Feb-11 1040 C 8Feb-11 SPX 19-Feb-11 1040 P 19Feb-11 SPX 19-Feb-11 1045 P 101Feb-11 SPX 19-Feb-11 1050 C 502Feb-11 SPX 19-Feb-11 1050 P 7,779Feb-11 SPX 19-Feb-11 1055 P 68Feb-11 SPX 19-Feb-11 1060 C 3Feb-11 SPX 19-Feb-11 1060 P 2,183Feb-11 SPX 19-Feb-11 1065 P 64Feb-11 SPX 19-Feb-11 1070 C 2Feb-11 SPX 19-Feb-11 1070 P 163Feb-11 SPX 19-Feb-11 1075 C 103Feb-11 SPX 19-Feb-11 1075 P 8,933Feb-11 SPX 19-Feb-11 1080 C 1Feb-11 SPX 19-Feb-11 1080 P 4,885Feb-11 SPX 19-Feb-11 1085 C 6Feb-11 SPX 19-Feb-11 1085 P 1,571Feb-11 SPX 19-Feb-11 1090 C 400Feb-11 SPX 19-Feb-11 1090 P 11,004Feb-11 SPX 19-Feb-11 1095 P 1,080Feb-11 SPX 19-Feb-11 1100 C 11Feb-11 SPX 19-Feb-11 1100 P 30,477Feb-11 SPX 19-Feb-11 1105 P 655Feb-11 SPX 19-Feb-11 1110 P 663Feb-11 SPX 19-Feb-11 1115 C 1Feb-11 SPX 19-Feb-11 1115 P 3,350Feb-11 SPX 19-Feb-11 1120 C 1Feb-11 SPX 19-Feb-11 1120 P 928Feb-11 SPX 19-Feb-11 1125 C 2Feb-11 SPX 19-Feb-11 1125 P 29,094Feb-11 SPX 19-Feb-11 1130 C 3Feb-11 SPX 19-Feb-11 1130 P 1,865Feb-11 SPX 19-Feb-11 1135 C 24Feb-11 SPX 19-Feb-11 1135 P 2,037Feb-11 SPX 19-Feb-11 1140 C 24Feb-11 SPX 19-Feb-11 1140 P 6,114Feb-11 SPX 19-Feb-11 1145 P 7,451Feb-11 SPX 19-Feb-11 1150 C 53Feb-11 SPX 19-Feb-11 1150 P 60,954Feb-11 SPX 19-Feb-11 1155 C 16Feb-11 SPX 19-Feb-11 1155 P 554Feb-11 SPX 19-Feb-11 1160 C 26Feb-11 SPX 19-Feb-11 1160 P 7,635Feb-11 SPX 19-Feb-11 1165 P 1,128Feb-11 SPX 19-Feb-11 1170 C 55

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 201: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 19-Feb-11 1170 P 5,932Feb-11 SPX 19-Feb-11 1175 C 8,404Feb-11 SPX 19-Feb-11 1175 P 38,967Feb-11 SPX 19-Feb-11 1180 C 61Feb-11 SPX 19-Feb-11 1180 P 9,388Feb-11 SPX 19-Feb-11 1185 C 12Feb-11 SPX 19-Feb-11 1185 P 5,727Feb-11 SPX 19-Feb-11 1190 C 52Feb-11 SPX 19-Feb-11 1190 P 13,277Feb-11 SPX 19-Feb-11 1195 C 2Feb-11 SPX 19-Feb-11 1195 P 2,367Feb-11 SPX 19-Feb-11 1200 C 901Feb-11 SPX 19-Feb-11 1200 P 69,049Feb-11 SPX 19-Feb-11 1205 C 18Feb-11 SPX 19-Feb-11 1205 P 1,565Feb-11 SPX 19-Feb-11 1210 C 162Feb-11 SPX 19-Feb-11 1210 P 28,995Feb-11 SPX 19-Feb-11 1215 C 30Feb-11 SPX 19-Feb-11 1215 P 2,563Feb-11 SPX 19-Feb-11 1220 C 121Feb-11 SPX 19-Feb-11 1220 P 11,045Feb-11 SPX 19-Feb-11 1225 C 7,218Feb-11 SPX 19-Feb-11 1225 P 50,689Feb-11 SPX 19-Feb-11 1230 C 1,101Feb-11 SPX 19-Feb-11 1230 P 18,876Feb-11 SPX 19-Feb-11 1235 C 48Feb-11 SPX 19-Feb-11 1235 P 2,775Feb-11 SPX 19-Feb-11 1240 C 168Feb-11 SPX 19-Feb-11 1240 P 13,403Feb-11 SPX 19-Feb-11 1245 C 29Feb-11 SPX 19-Feb-11 1245 P 5,501Feb-11 SPX 19-Feb-11 1250 C 28,002Feb-11 SPX 19-Feb-11 1250 P 120,449Feb-11 SPX 19-Feb-11 1255 C 84Feb-11 SPX 19-Feb-11 1255 P 4,263Feb-11 SPX 19-Feb-11 1260 C 241Feb-11 SPX 19-Feb-11 1260 P 24,710Feb-11 SPX 19-Feb-11 1265 C 3,131Feb-11 SPX 19-Feb-11 1265 P 15,978Feb-11 SPX 19-Feb-11 1270 C 469Feb-11 SPX 19-Feb-11 1270 P 35,342Feb-11 SPX 19-Feb-11 1275 C 29,067Feb-11 SPX 19-Feb-11 1275 P 57,321Feb-11 SPX 19-Feb-11 1280 C 6,799Feb-11 SPX 19-Feb-11 1280 P 34,340Feb-11 SPX 19-Feb-11 1285 C 9,213Feb-11 SPX 19-Feb-11 1285 P 16,738Feb-11 SPX 19-Feb-11 1290 C 10,803

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 202: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 19-Feb-11 1290 P 58,099Feb-11 SPX 19-Feb-11 1295 C 16,383Feb-11 SPX 19-Feb-11 1295 P 16,581Feb-11 SPX 19-Feb-11 1300 C 160,594Feb-11 SPX 19-Feb-11 1300 P 193,190Feb-11 SPX 19-Feb-11 1305 C 5,297Feb-11 SPX 19-Feb-11 1305 P 18,055Feb-11 SPX 19-Feb-11 1310 C 12,073Feb-11 SPX 19-Feb-11 1310 P 31,290Feb-11 SPX 19-Feb-11 1315 C 6,039Feb-11 SPX 19-Feb-11 1315 P 17,099Feb-11 SPX 19-Feb-11 1320 C 47,002Feb-11 SPX 19-Feb-11 1320 P 25,755Feb-11 SPX 19-Feb-11 1325 C 93,180Feb-11 SPX 19-Feb-11 1325 P 56,257Feb-11 SPX 19-Feb-11 1330 C 54,616Feb-11 SPX 19-Feb-11 1330 P 16,055Feb-11 SPX 19-Feb-11 1335 C 33,669Feb-11 SPX 19-Feb-11 1335 P 6,283Feb-11 SPX 19-Feb-11 1340 C 76,234Feb-11 SPX 19-Feb-11 1340 P 6,020Feb-11 SPX 19-Feb-11 1345 C 29,483Feb-11 SPX 19-Feb-11 1345 P 309Feb-11 SPX 19-Feb-11 1350 C 92,381Feb-11 SPX 19-Feb-11 1350 P 2,392Feb-11 SPX 19-Feb-11 1355 C 21,827Feb-11 SPX 19-Feb-11 1355 P 17Feb-11 SPX 19-Feb-11 1360 C 24,209Feb-11 SPX 19-Feb-11 1360 P 10Feb-11 SPX 19-Feb-11 1365 C 13,309Feb-11 SPX 19-Feb-11 1365 P 24Feb-11 SPX 19-Feb-11 1370 C 12,679Feb-11 SPX 19-Feb-11 1370 P 66Feb-11 SPX 19-Feb-11 1375 C 20,171Feb-11 SPX 19-Feb-11 1375 P 51Feb-11 SPX 19-Feb-11 1380 C 3,147Feb-11 SPX 19-Feb-11 1380 P 37Feb-11 SPX 19-Feb-11 1385 C 3,309Feb-11 SPX 19-Feb-11 1390 C 1,151Feb-11 SPX 19-Feb-11 1395 C 424Feb-11 SPX 19-Feb-11 1395 P 10Feb-11 SPX 19-Feb-11 1400 C 21,320Feb-11 SPX 19-Feb-11 1400 P 3Feb-11 SPX 19-Feb-11 1410 C 1,165Feb-11 SPX 19-Feb-11 1420 C 762Feb-11 SPX 19-Feb-11 1425 C 1,514Feb-11 SPX 19-Feb-11 1440 C 754Feb-11 SPX 19-Feb-11 1450 C 2,392

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 203: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 19-Feb-11 1450 P 34Feb-11 SPX 19-Feb-11 1460 C 98Feb-11 SPX 19-Feb-11 1470 C 6Feb-11 SPX 19-Feb-11 1475 C 93Feb-11 SPX 19-Mar-11 250 C 555Feb-11 SPX 19-Mar-11 300 C 1,250Feb-11 SPX 19-Mar-11 450 C 500Feb-11 SPX 19-Mar-11 500 C 5,350Feb-11 SPX 19-Mar-11 500 P 4,100Feb-11 SPX 19-Mar-11 650 C 55Feb-11 SPX 19-Mar-11 700 C 300Feb-11 SPX 19-Mar-11 700 P 1,053Feb-11 SPX 19-Mar-11 725 P 3Feb-11 SPX 19-Mar-11 790 P 70Feb-11 SPX 19-Mar-11 800 C 7Feb-11 SPX 19-Mar-11 800 P 10,606Feb-11 SPX 19-Mar-11 810 P 1,403Feb-11 SPX 19-Mar-11 820 P 1,131Feb-11 SPX 19-Mar-11 825 P 3,023Feb-11 SPX 19-Mar-11 830 P 2,008Feb-11 SPX 19-Mar-11 840 P 2,400Feb-11 SPX 19-Mar-11 850 C 5Feb-11 SPX 19-Mar-11 850 P 10,595Feb-11 SPX 19-Mar-11 855 P 2,381Feb-11 SPX 19-Mar-11 860 P 2,359Feb-11 SPX 19-Mar-11 865 P 2,296Feb-11 SPX 19-Mar-11 870 P 2,401Feb-11 SPX 19-Mar-11 875 P 3,786Feb-11 SPX 19-Mar-11 880 P 2,341Feb-11 SPX 19-Mar-11 885 P 2,221Feb-11 SPX 19-Mar-11 890 P 2,261Feb-11 SPX 19-Mar-11 895 P 2,256Feb-11 SPX 19-Mar-11 900 C 15Feb-11 SPX 19-Mar-11 900 P 18,931Feb-11 SPX 19-Mar-11 905 P 3,522Feb-11 SPX 19-Mar-11 910 P 3,502Feb-11 SPX 19-Mar-11 915 P 3,626Feb-11 SPX 19-Mar-11 920 P 3,958Feb-11 SPX 19-Mar-11 925 P 8,819Feb-11 SPX 19-Mar-11 930 P 3,490Feb-11 SPX 19-Mar-11 935 P 2,734Feb-11 SPX 19-Mar-11 940 P 3,341Feb-11 SPX 19-Mar-11 945 P 3,754Feb-11 SPX 19-Mar-11 950 C 113Feb-11 SPX 19-Mar-11 950 P 16,374Feb-11 SPX 19-Mar-11 955 P 3,618Feb-11 SPX 19-Mar-11 960 P 3,662Feb-11 SPX 19-Mar-11 965 P 3,636

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 204: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 19-Mar-11 970 P 5,093Feb-11 SPX 19-Mar-11 975 C 4,035Feb-11 SPX 19-Mar-11 975 P 9,535Feb-11 SPX 19-Mar-11 980 C 20,000Feb-11 SPX 19-Mar-11 980 P 3,831Feb-11 SPX 19-Mar-11 985 P 8,084Feb-11 SPX 19-Mar-11 990 P 9,017Feb-11 SPX 19-Mar-11 995 P 4,074Feb-11 SPX 19-Mar-11 1000 C 165Feb-11 SPX 19-Mar-11 1000 P 42,030Feb-11 SPX 19-Mar-11 1005 P 3,909Feb-11 SPX 19-Mar-11 1010 P 8,169Feb-11 SPX 19-Mar-11 1015 P 3,504Feb-11 SPX 19-Mar-11 1020 P 3,752Feb-11 SPX 19-Mar-11 1025 C 33Feb-11 SPX 19-Mar-11 1025 P 19,279Feb-11 SPX 19-Mar-11 1030 C 16,000Feb-11 SPX 19-Mar-11 1030 P 4,094Feb-11 SPX 19-Mar-11 1035 P 4,280Feb-11 SPX 19-Mar-11 1040 C 9Feb-11 SPX 19-Mar-11 1040 P 3,465Feb-11 SPX 19-Mar-11 1045 P 4,316Feb-11 SPX 19-Mar-11 1050 C 188Feb-11 SPX 19-Mar-11 1050 P 45,526Feb-11 SPX 19-Mar-11 1055 P 4,832Feb-11 SPX 19-Mar-11 1060 C 3Feb-11 SPX 19-Mar-11 1060 P 9,618Feb-11 SPX 19-Mar-11 1065 P 3,134Feb-11 SPX 19-Mar-11 1070 P 22,021Feb-11 SPX 19-Mar-11 1075 C 216Feb-11 SPX 19-Mar-11 1075 P 18,257Feb-11 SPX 19-Mar-11 1080 P 10,180Feb-11 SPX 19-Mar-11 1085 C 8Feb-11 SPX 19-Mar-11 1085 P 3,465Feb-11 SPX 19-Mar-11 1090 P 16,073Feb-11 SPX 19-Mar-11 1095 P 3,444Feb-11 SPX 19-Mar-11 1100 C 355Feb-11 SPX 19-Mar-11 1100 P 148,208Feb-11 SPX 19-Mar-11 1105 P 3,952Feb-11 SPX 19-Mar-11 1110 P 9,337Feb-11 SPX 19-Mar-11 1115 C 1Feb-11 SPX 19-Mar-11 1115 P 4,496Feb-11 SPX 19-Mar-11 1120 C 3Feb-11 SPX 19-Mar-11 1120 P 5,467Feb-11 SPX 19-Mar-11 1125 C 2,550Feb-11 SPX 19-Mar-11 1125 P 68,240Feb-11 SPX 19-Mar-11 1130 C 1Feb-11 SPX 19-Mar-11 1130 P 4,628

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 205: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 19-Mar-11 1135 C 24Feb-11 SPX 19-Mar-11 1135 P 5,431Feb-11 SPX 19-Mar-11 1140 C 24Feb-11 SPX 19-Mar-11 1140 P 12,670Feb-11 SPX 19-Mar-11 1145 P 3,469Feb-11 SPX 19-Mar-11 1150 C 80Feb-11 SPX 19-Mar-11 1150 P 124,734Feb-11 SPX 19-Mar-11 1155 C 15Feb-11 SPX 19-Mar-11 1155 P 3,901Feb-11 SPX 19-Mar-11 1160 C 1,429Feb-11 SPX 19-Mar-11 1160 P 13,549Feb-11 SPX 19-Mar-11 1165 P 7,853Feb-11 SPX 19-Mar-11 1170 C 24Feb-11 SPX 19-Mar-11 1170 P 7,339Feb-11 SPX 19-Mar-11 1175 C 197Feb-11 SPX 19-Mar-11 1175 P 118,231Feb-11 SPX 19-Mar-11 1180 C 43Feb-11 SPX 19-Mar-11 1180 P 20,933Feb-11 SPX 19-Mar-11 1185 C 8Feb-11 SPX 19-Mar-11 1185 P 5,992Feb-11 SPX 19-Mar-11 1190 C 181Feb-11 SPX 19-Mar-11 1190 P 24,640Feb-11 SPX 19-Mar-11 1195 P 2,864Feb-11 SPX 19-Mar-11 1200 C 1,285Feb-11 SPX 19-Mar-11 1200 P 208,006Feb-11 SPX 19-Mar-11 1205 C 13Feb-11 SPX 19-Mar-11 1205 P 7,527Feb-11 SPX 19-Mar-11 1210 C 120Feb-11 SPX 19-Mar-11 1210 P 31,544Feb-11 SPX 19-Mar-11 1215 C 95Feb-11 SPX 19-Mar-11 1215 P 12,243Feb-11 SPX 19-Mar-11 1220 C 113Feb-11 SPX 19-Mar-11 1220 P 34,149Feb-11 SPX 19-Mar-11 1225 C 4,640Feb-11 SPX 19-Mar-11 1225 P 169,200Feb-11 SPX 19-Mar-11 1230 C 483Feb-11 SPX 19-Mar-11 1230 P 34,991Feb-11 SPX 19-Mar-11 1235 C 44Feb-11 SPX 19-Mar-11 1235 P 10,059Feb-11 SPX 19-Mar-11 1240 C 90Feb-11 SPX 19-Mar-11 1240 P 26,748Feb-11 SPX 19-Mar-11 1245 C 209Feb-11 SPX 19-Mar-11 1245 P 4,626Feb-11 SPX 19-Mar-11 1250 C 8,937Feb-11 SPX 19-Mar-11 1250 P 276,100Feb-11 SPX 19-Mar-11 1255 C 39Feb-11 SPX 19-Mar-11 1255 P 12,027Feb-11 SPX 19-Mar-11 1260 C 270

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 206: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 19-Mar-11 1260 P 44,143Feb-11 SPX 19-Mar-11 1265 C 76Feb-11 SPX 19-Mar-11 1265 P 16,118Feb-11 SPX 19-Mar-11 1270 C 4,634Feb-11 SPX 19-Mar-11 1270 P 44,230Feb-11 SPX 19-Mar-11 1275 C 19,037Feb-11 SPX 19-Mar-11 1275 P 157,316Feb-11 SPX 19-Mar-11 1280 C 755Feb-11 SPX 19-Mar-11 1280 P 101,059Feb-11 SPX 19-Mar-11 1285 C 2,681Feb-11 SPX 19-Mar-11 1285 P 18,302Feb-11 SPX 19-Mar-11 1290 C 5,239Feb-11 SPX 19-Mar-11 1290 P 41,481Feb-11 SPX 19-Mar-11 1295 C 17,855Feb-11 SPX 19-Mar-11 1295 P 32,582Feb-11 SPX 19-Mar-11 1300 C 188,066Feb-11 SPX 19-Mar-11 1300 P 465,471Feb-11 SPX 19-Mar-11 1305 C 74,167Feb-11 SPX 19-Mar-11 1305 P 79,430Feb-11 SPX 19-Mar-11 1310 C 49,892Feb-11 SPX 19-Mar-11 1310 P 133,401Feb-11 SPX 19-Mar-11 1315 C 93,091Feb-11 SPX 19-Mar-11 1315 P 95,512Feb-11 SPX 19-Mar-11 1320 C 104,302Feb-11 SPX 19-Mar-11 1320 P 96,760Feb-11 SPX 19-Mar-11 1325 C 156,134Feb-11 SPX 19-Mar-11 1325 P 120,182Feb-11 SPX 19-Mar-11 1330 C 91,598Feb-11 SPX 19-Mar-11 1330 P 63,673Feb-11 SPX 19-Mar-11 1335 C 44,157Feb-11 SPX 19-Mar-11 1335 P 30,603Feb-11 SPX 19-Mar-11 1340 C 85,457Feb-11 SPX 19-Mar-11 1340 P 44,398Feb-11 SPX 19-Mar-11 1345 C 37,067Feb-11 SPX 19-Mar-11 1345 P 795Feb-11 SPX 19-Mar-11 1350 C 168,979Feb-11 SPX 19-Mar-11 1350 P 9,293Feb-11 SPX 19-Mar-11 1355 C 20,274Feb-11 SPX 19-Mar-11 1355 P 20Feb-11 SPX 19-Mar-11 1360 C 72,457Feb-11 SPX 19-Mar-11 1360 P 3,371Feb-11 SPX 19-Mar-11 1365 C 15,470Feb-11 SPX 19-Mar-11 1365 P 61Feb-11 SPX 19-Mar-11 1370 C 31,184Feb-11 SPX 19-Mar-11 1370 P 3,325Feb-11 SPX 19-Mar-11 1375 C 63,998Feb-11 SPX 19-Mar-11 1375 P 5,980Feb-11 SPX 19-Mar-11 1380 C 36,787

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 207: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 19-Mar-11 1380 P 196Feb-11 SPX 19-Mar-11 1385 C 19,382Feb-11 SPX 19-Mar-11 1385 P 70Feb-11 SPX 19-Mar-11 1390 C 19,758Feb-11 SPX 19-Mar-11 1390 P 82Feb-11 SPX 19-Mar-11 1395 C 6,638Feb-11 SPX 19-Mar-11 1400 C 73,227Feb-11 SPX 19-Mar-11 1400 P 346Feb-11 SPX 19-Mar-11 1405 C 4,662Feb-11 SPX 19-Mar-11 1410 C 19,729Feb-11 SPX 19-Mar-11 1415 C 2,565Feb-11 SPX 19-Mar-11 1420 C 4,235Feb-11 SPX 19-Mar-11 1420 P 1Feb-11 SPX 19-Mar-11 1425 C 33,611Feb-11 SPX 19-Mar-11 1425 P 26Feb-11 SPX 19-Mar-11 1430 C 5,078Feb-11 SPX 19-Mar-11 1435 C 2,021Feb-11 SPX 19-Mar-11 1440 C 19,267Feb-11 SPX 19-Mar-11 1445 C 2,504Feb-11 SPX 19-Mar-11 1450 C 23,737Feb-11 SPX 19-Mar-11 1450 P 30Feb-11 SPX 19-Mar-11 1460 C 5,309Feb-11 SPX 19-Mar-11 1475 C 22,931Feb-11 SPX 19-Mar-11 1475 P 8Feb-11 SPX 19-Mar-11 1500 C 19,987Feb-11 SPX 19-Mar-11 1500 P 4,103Feb-11 SPX 19-Mar-11 1525 C 1,709Feb-11 SPX 19-Mar-11 1550 C 380Feb-11 SPX 19-Mar-11 1600 C 9Feb-11 SPX 19-Mar-11 1700 P 1,000Feb-11 SPX 19-Mar-11 1900 P 885Feb-11 SPX 19-Mar-11 2100 P 115Feb-11 SPX 16-Apr-11 600 P 300Feb-11 SPX 16-Apr-11 700 P 113Feb-11 SPX 16-Apr-11 800 C 4Feb-11 SPX 16-Apr-11 800 P 523Feb-11 SPX 16-Apr-11 820 P 25Feb-11 SPX 16-Apr-11 840 P 26Feb-11 SPX 16-Apr-11 850 P 963Feb-11 SPX 16-Apr-11 870 P 1,221Feb-11 SPX 16-Apr-11 875 P 5,473Feb-11 SPX 16-Apr-11 900 C 1Feb-11 SPX 16-Apr-11 900 P 15,602Feb-11 SPX 16-Apr-11 925 P 1,205Feb-11 SPX 16-Apr-11 930 P 20Feb-11 SPX 16-Apr-11 940 P 422Feb-11 SPX 16-Apr-11 950 C 2Feb-11 SPX 16-Apr-11 950 P 1,550

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 208: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 16-Apr-11 960 P 272Feb-11 SPX 16-Apr-11 965 P 37Feb-11 SPX 16-Apr-11 970 P 285Feb-11 SPX 16-Apr-11 975 P 15,726Feb-11 SPX 16-Apr-11 980 P 1Feb-11 SPX 16-Apr-11 985 P 25Feb-11 SPX 16-Apr-11 990 P 225Feb-11 SPX 16-Apr-11 995 P 25Feb-11 SPX 16-Apr-11 1000 C 4Feb-11 SPX 16-Apr-11 1000 P 19,017Feb-11 SPX 16-Apr-11 1005 P 40Feb-11 SPX 16-Apr-11 1010 P 6,740Feb-11 SPX 16-Apr-11 1015 P 335Feb-11 SPX 16-Apr-11 1020 P 6,925Feb-11 SPX 16-Apr-11 1025 C 1Feb-11 SPX 16-Apr-11 1025 P 20,326Feb-11 SPX 16-Apr-11 1030 P 101Feb-11 SPX 16-Apr-11 1035 P 300Feb-11 SPX 16-Apr-11 1040 P 36Feb-11 SPX 16-Apr-11 1050 P 13,894Feb-11 SPX 16-Apr-11 1060 P 2,063Feb-11 SPX 16-Apr-11 1065 P 600Feb-11 SPX 16-Apr-11 1070 P 2,945Feb-11 SPX 16-Apr-11 1075 P 12,356Feb-11 SPX 16-Apr-11 1080 P 3,507Feb-11 SPX 16-Apr-11 1085 P 3Feb-11 SPX 16-Apr-11 1090 P 19,120Feb-11 SPX 16-Apr-11 1095 P 5Feb-11 SPX 16-Apr-11 1100 C 1Feb-11 SPX 16-Apr-11 1100 P 43,697Feb-11 SPX 16-Apr-11 1105 P 3Feb-11 SPX 16-Apr-11 1110 P 70Feb-11 SPX 16-Apr-11 1115 P 14Feb-11 SPX 16-Apr-11 1120 P 7,036Feb-11 SPX 16-Apr-11 1125 C 1Feb-11 SPX 16-Apr-11 1125 P 23,544Feb-11 SPX 16-Apr-11 1130 C 2Feb-11 SPX 16-Apr-11 1130 P 969Feb-11 SPX 16-Apr-11 1135 P 52Feb-11 SPX 16-Apr-11 1140 C 1Feb-11 SPX 16-Apr-11 1140 P 1,033Feb-11 SPX 16-Apr-11 1145 P 63Feb-11 SPX 16-Apr-11 1150 C 7Feb-11 SPX 16-Apr-11 1150 P 46,628Feb-11 SPX 16-Apr-11 1155 P 53Feb-11 SPX 16-Apr-11 1160 P 2,403Feb-11 SPX 16-Apr-11 1165 P 17Feb-11 SPX 16-Apr-11 1170 P 2,518

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 209: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 16-Apr-11 1175 C 10Feb-11 SPX 16-Apr-11 1175 P 26,986Feb-11 SPX 16-Apr-11 1180 P 823Feb-11 SPX 16-Apr-11 1185 P 18Feb-11 SPX 16-Apr-11 1190 P 741Feb-11 SPX 16-Apr-11 1195 P 35Feb-11 SPX 16-Apr-11 1200 C 47Feb-11 SPX 16-Apr-11 1200 P 75,288Feb-11 SPX 16-Apr-11 1205 P 83Feb-11 SPX 16-Apr-11 1210 P 4,317Feb-11 SPX 16-Apr-11 1215 C 30Feb-11 SPX 16-Apr-11 1215 P 6,690Feb-11 SPX 16-Apr-11 1220 P 3,129Feb-11 SPX 16-Apr-11 1225 C 3Feb-11 SPX 16-Apr-11 1225 P 48,490Feb-11 SPX 16-Apr-11 1230 C 26Feb-11 SPX 16-Apr-11 1230 P 7,630Feb-11 SPX 16-Apr-11 1235 P 507Feb-11 SPX 16-Apr-11 1240 C 3Feb-11 SPX 16-Apr-11 1240 P 2,268Feb-11 SPX 16-Apr-11 1245 P 432Feb-11 SPX 16-Apr-11 1250 C 655Feb-11 SPX 16-Apr-11 1250 P 106,748Feb-11 SPX 16-Apr-11 1255 P 73Feb-11 SPX 16-Apr-11 1260 C 9Feb-11 SPX 16-Apr-11 1260 P 1,882Feb-11 SPX 16-Apr-11 1265 C 14Feb-11 SPX 16-Apr-11 1265 P 842Feb-11 SPX 16-Apr-11 1270 C 8Feb-11 SPX 16-Apr-11 1270 P 6,849Feb-11 SPX 16-Apr-11 1275 C 1,696Feb-11 SPX 16-Apr-11 1275 P 56,587Feb-11 SPX 16-Apr-11 1280 C 1,226Feb-11 SPX 16-Apr-11 1280 P 2,291Feb-11 SPX 16-Apr-11 1285 C 2Feb-11 SPX 16-Apr-11 1285 P 175Feb-11 SPX 16-Apr-11 1290 C 84Feb-11 SPX 16-Apr-11 1290 P 11,393Feb-11 SPX 16-Apr-11 1295 C 4Feb-11 SPX 16-Apr-11 1295 P 1,446Feb-11 SPX 16-Apr-11 1300 C 22,547Feb-11 SPX 16-Apr-11 1300 P 66,397Feb-11 SPX 16-Apr-11 1305 C 610Feb-11 SPX 16-Apr-11 1305 P 173Feb-11 SPX 16-Apr-11 1310 C 4,279Feb-11 SPX 16-Apr-11 1310 P 71,169Feb-11 SPX 16-Apr-11 1315 C 1,407Feb-11 SPX 16-Apr-11 1315 P 2,003

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 210: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 16-Apr-11 1320 C 7,188Feb-11 SPX 16-Apr-11 1320 P 37,444Feb-11 SPX 16-Apr-11 1325 C 44,614Feb-11 SPX 16-Apr-11 1325 P 40,689Feb-11 SPX 16-Apr-11 1330 C 4,653Feb-11 SPX 16-Apr-11 1330 P 3,672Feb-11 SPX 16-Apr-11 1335 C 304Feb-11 SPX 16-Apr-11 1335 P 292Feb-11 SPX 16-Apr-11 1340 C 17,021Feb-11 SPX 16-Apr-11 1340 P 1,951Feb-11 SPX 16-Apr-11 1345 C 1,625Feb-11 SPX 16-Apr-11 1345 P 28Feb-11 SPX 16-Apr-11 1350 C 70,040Feb-11 SPX 16-Apr-11 1350 P 11,606Feb-11 SPX 16-Apr-11 1355 C 158Feb-11 SPX 16-Apr-11 1355 P 5Feb-11 SPX 16-Apr-11 1360 C 7,943Feb-11 SPX 16-Apr-11 1360 P 600Feb-11 SPX 16-Apr-11 1365 C 3,090Feb-11 SPX 16-Apr-11 1370 C 9,804Feb-11 SPX 16-Apr-11 1370 P 30Feb-11 SPX 16-Apr-11 1375 C 38,242Feb-11 SPX 16-Apr-11 1375 P 451Feb-11 SPX 16-Apr-11 1380 C 2,276Feb-11 SPX 16-Apr-11 1380 P 15Feb-11 SPX 16-Apr-11 1385 C 4,517Feb-11 SPX 16-Apr-11 1390 C 4,007Feb-11 SPX 16-Apr-11 1390 P 1Feb-11 SPX 16-Apr-11 1395 C 1,266Feb-11 SPX 16-Apr-11 1400 C 31,944Feb-11 SPX 16-Apr-11 1400 P 2Feb-11 SPX 16-Apr-11 1405 C 5,807Feb-11 SPX 16-Apr-11 1410 C 863Feb-11 SPX 16-Apr-11 1415 C 718Feb-11 SPX 16-Apr-11 1420 C 1,895Feb-11 SPX 16-Apr-11 1425 C 12,067Feb-11 SPX 16-Apr-11 1430 C 158Feb-11 SPX 16-Apr-11 1435 C 550Feb-11 SPX 16-Apr-11 1440 C 1,137Feb-11 SPX 16-Apr-11 1445 C 484Feb-11 SPX 16-Apr-11 1450 C 13,350Feb-11 SPX 16-Apr-11 1450 P 2Feb-11 SPX 16-Apr-11 1455 C 610Feb-11 SPX 16-Apr-11 1460 C 162Feb-11 SPX 16-Apr-11 1465 C 11Feb-11 SPX 16-Apr-11 1475 C 298Feb-11 SPX 16-Apr-11 1480 C 3Feb-11 SPX 16-Apr-11 1500 C 22

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 211: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 16-Apr-11 1510 C 125Feb-11 SPX 16-Apr-11 1525 C 3Feb-11 SPX 16-Apr-11 1550 C 13Feb-11 SPX 16-Apr-11 1600 C 5Feb-11 SPX 21-May-11 600 P 140Feb-11 SPX 21-May-11 650 P 1Feb-11 SPX 21-May-11 700 P 227Feb-11 SPX 21-May-11 800 P 6,475Feb-11 SPX 21-May-11 825 P 175Feb-11 SPX 21-May-11 850 P 450Feb-11 SPX 21-May-11 875 P 165Feb-11 SPX 21-May-11 890 P 120Feb-11 SPX 21-May-11 900 P 7,422Feb-11 SPX 21-May-11 925 P 1,594Feb-11 SPX 21-May-11 930 P 8Feb-11 SPX 21-May-11 950 P 1,240Feb-11 SPX 21-May-11 975 P 1,503Feb-11 SPX 21-May-11 980 P 200Feb-11 SPX 21-May-11 1000 C 3Feb-11 SPX 21-May-11 1000 P 7,206Feb-11 SPX 21-May-11 1010 P 1Feb-11 SPX 21-May-11 1020 P 6,300Feb-11 SPX 21-May-11 1025 P 10,651Feb-11 SPX 21-May-11 1040 P 5Feb-11 SPX 21-May-11 1050 P 6,934Feb-11 SPX 21-May-11 1060 P 11Feb-11 SPX 21-May-11 1070 P 25Feb-11 SPX 21-May-11 1075 P 5,499Feb-11 SPX 21-May-11 1080 P 21Feb-11 SPX 21-May-11 1090 P 396Feb-11 SPX 21-May-11 1100 C 4Feb-11 SPX 21-May-11 1100 P 5,318Feb-11 SPX 21-May-11 1110 P 23Feb-11 SPX 21-May-11 1120 P 45Feb-11 SPX 21-May-11 1125 P 6,534Feb-11 SPX 21-May-11 1130 P 68Feb-11 SPX 21-May-11 1140 P 71Feb-11 SPX 21-May-11 1150 C 1Feb-11 SPX 21-May-11 1150 P 10,562Feb-11 SPX 21-May-11 1160 P 448Feb-11 SPX 21-May-11 1170 P 51Feb-11 SPX 21-May-11 1175 P 6,895Feb-11 SPX 21-May-11 1180 P 52Feb-11 SPX 21-May-11 1190 P 2Feb-11 SPX 21-May-11 1200 C 3Feb-11 SPX 21-May-11 1200 P 27,162Feb-11 SPX 21-May-11 1220 P 53Feb-11 SPX 21-May-11 1225 P 9,276

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 212: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 21-May-11 1230 P 200Feb-11 SPX 21-May-11 1240 C 4Feb-11 SPX 21-May-11 1240 P 2,907Feb-11 SPX 21-May-11 1250 C 13Feb-11 SPX 21-May-11 1250 P 14,719Feb-11 SPX 21-May-11 1260 P 2,592Feb-11 SPX 21-May-11 1270 C 1Feb-11 SPX 21-May-11 1270 P 121Feb-11 SPX 21-May-11 1275 C 512Feb-11 SPX 21-May-11 1275 P 14,211Feb-11 SPX 21-May-11 1280 C 20Feb-11 SPX 21-May-11 1280 P 4,178Feb-11 SPX 21-May-11 1290 P 2Feb-11 SPX 21-May-11 1300 C 6,847Feb-11 SPX 21-May-11 1300 P 22,784Feb-11 SPX 21-May-11 1310 C 1,162Feb-11 SPX 21-May-11 1310 P 2,601Feb-11 SPX 21-May-11 1320 C 135Feb-11 SPX 21-May-11 1320 P 565Feb-11 SPX 21-May-11 1325 C 13,807Feb-11 SPX 21-May-11 1325 P 5,004Feb-11 SPX 21-May-11 1330 C 23Feb-11 SPX 21-May-11 1330 P 50Feb-11 SPX 21-May-11 1340 C 506Feb-11 SPX 21-May-11 1340 P 104Feb-11 SPX 21-May-11 1350 C 22,012Feb-11 SPX 21-May-11 1350 P 184Feb-11 SPX 21-May-11 1355 C 18Feb-11 SPX 21-May-11 1355 P 2Feb-11 SPX 21-May-11 1360 C 1,027Feb-11 SPX 21-May-11 1365 C 1,521Feb-11 SPX 21-May-11 1370 C 2,842Feb-11 SPX 21-May-11 1375 C 6,265Feb-11 SPX 21-May-11 1375 P 1,000Feb-11 SPX 21-May-11 1380 C 2,211Feb-11 SPX 21-May-11 1390 C 28Feb-11 SPX 21-May-11 1400 C 8,445Feb-11 SPX 21-May-11 1400 P 4Feb-11 SPX 21-May-11 1410 C 18Feb-11 SPX 21-May-11 1420 C 205Feb-11 SPX 21-May-11 1425 C 5,576Feb-11 SPX 21-May-11 1430 C 815Feb-11 SPX 21-May-11 1440 C 10Feb-11 SPX 21-May-11 1450 C 8,330Feb-11 SPX 21-May-11 1460 C 3Feb-11 SPX 21-May-11 1475 C 1,715Feb-11 SPX 21-May-11 1550 C 1,000Feb-11 SPX 18-Jun-11 100 P 200

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 213: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 18-Jun-11 250 C 500Feb-11 SPX 18-Jun-11 300 C 1,924Feb-11 SPX 18-Jun-11 325 P 3Feb-11 SPX 18-Jun-11 350 P 7Feb-11 SPX 18-Jun-11 375 P 5Feb-11 SPX 18-Jun-11 400 P 3Feb-11 SPX 18-Jun-11 425 P 25Feb-11 SPX 18-Jun-11 450 C 500Feb-11 SPX 18-Jun-11 450 P 14Feb-11 SPX 18-Jun-11 475 P 52Feb-11 SPX 18-Jun-11 500 C 5,814Feb-11 SPX 18-Jun-11 500 P 4,691Feb-11 SPX 18-Jun-11 525 P 90Feb-11 SPX 18-Jun-11 550 P 247Feb-11 SPX 18-Jun-11 600 P 6,924Feb-11 SPX 18-Jun-11 625 P 2,015Feb-11 SPX 18-Jun-11 650 P 1,136Feb-11 SPX 18-Jun-11 675 P 305Feb-11 SPX 18-Jun-11 700 P 35Feb-11 SPX 18-Jun-11 725 P 300Feb-11 SPX 18-Jun-11 750 P 1,259Feb-11 SPX 18-Jun-11 775 P 4Feb-11 SPX 18-Jun-11 800 P 26,575Feb-11 SPX 18-Jun-11 825 P 21Feb-11 SPX 18-Jun-11 850 P 5,073Feb-11 SPX 18-Jun-11 875 P 35Feb-11 SPX 18-Jun-11 900 P 7,054Feb-11 SPX 18-Jun-11 925 P 9,218Feb-11 SPX 18-Jun-11 950 P 8,179Feb-11 SPX 18-Jun-11 975 C 1,946Feb-11 SPX 18-Jun-11 975 P 781Feb-11 SPX 18-Jun-11 1000 C 6Feb-11 SPX 18-Jun-11 1000 P 12,008Feb-11 SPX 18-Jun-11 1025 C 1Feb-11 SPX 18-Jun-11 1025 P 6,888Feb-11 SPX 18-Jun-11 1050 P 17,830Feb-11 SPX 18-Jun-11 1060 C 226Feb-11 SPX 18-Jun-11 1060 P 4,201Feb-11 SPX 18-Jun-11 1075 C 2Feb-11 SPX 18-Jun-11 1075 P 5,194Feb-11 SPX 18-Jun-11 1080 P 561Feb-11 SPX 18-Jun-11 1100 C 27Feb-11 SPX 18-Jun-11 1100 P 45,984Feb-11 SPX 18-Jun-11 1120 P 161Feb-11 SPX 18-Jun-11 1125 C 324Feb-11 SPX 18-Jun-11 1125 P 8,473Feb-11 SPX 18-Jun-11 1150 C 1,552Feb-11 SPX 18-Jun-11 1150 P 39,830

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 214: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 18-Jun-11 1175 C 76Feb-11 SPX 18-Jun-11 1175 P 18,100Feb-11 SPX 18-Jun-11 1190 C 284Feb-11 SPX 18-Jun-11 1190 P 655Feb-11 SPX 18-Jun-11 1200 C 1,546Feb-11 SPX 18-Jun-11 1200 P 103,356Feb-11 SPX 18-Jun-11 1225 C 469Feb-11 SPX 18-Jun-11 1225 P 33,478Feb-11 SPX 18-Jun-11 1250 C 14,301Feb-11 SPX 18-Jun-11 1250 P 45,499Feb-11 SPX 18-Jun-11 1275 C 1,541Feb-11 SPX 18-Jun-11 1275 P 38,661Feb-11 SPX 18-Jun-11 1300 C 36,402Feb-11 SPX 18-Jun-11 1300 P 63,313Feb-11 SPX 18-Jun-11 1325 C 42,739Feb-11 SPX 18-Jun-11 1325 P 29,483Feb-11 SPX 18-Jun-11 1350 C 50,321Feb-11 SPX 18-Jun-11 1350 P 3,946Feb-11 SPX 18-Jun-11 1365 C 2,852Feb-11 SPX 18-Jun-11 1375 C 22,819Feb-11 SPX 18-Jun-11 1375 P 1,558Feb-11 SPX 18-Jun-11 1400 C 64,267Feb-11 SPX 18-Jun-11 1400 P 168Feb-11 SPX 18-Jun-11 1425 C 8,219Feb-11 SPX 18-Jun-11 1425 P 1Feb-11 SPX 18-Jun-11 1450 C 26,204Feb-11 SPX 18-Jun-11 1450 P 6Feb-11 SPX 18-Jun-11 1475 C 3,330Feb-11 SPX 18-Jun-11 1500 C 23,984Feb-11 SPX 18-Jun-11 1500 P 3,895Feb-11 SPX 18-Jun-11 1525 C 5,010Feb-11 SPX 18-Jun-11 1550 C 818Feb-11 SPX 18-Jun-11 1600 C 18Feb-11 SPX 18-Jun-11 1700 P 1,115Feb-11 SPX 18-Jun-11 1800 C 1,000Feb-11 SPX 18-Jun-11 1900 P 1,115Feb-11 SPX 18-Jun-11 2250 P 10Feb-11 SPX 18-Jun-11 2500 P 40Feb-11 SPX 18-Jun-11 3000 P 20Feb-11 SPX 17-Sep-11 200 P 2Feb-11 SPX 17-Sep-11 300 P 5Feb-11 SPX 17-Sep-11 350 P 3Feb-11 SPX 17-Sep-11 400 P 2Feb-11 SPX 17-Sep-11 500 P 25Feb-11 SPX 17-Sep-11 600 P 30Feb-11 SPX 17-Sep-11 625 P 141Feb-11 SPX 17-Sep-11 650 P 196Feb-11 SPX 17-Sep-11 675 P 420

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 215: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 17-Sep-11 700 P 20,326Feb-11 SPX 17-Sep-11 725 P 10Feb-11 SPX 17-Sep-11 750 P 42Feb-11 SPX 17-Sep-11 775 P 10Feb-11 SPX 17-Sep-11 800 P 2,505Feb-11 SPX 17-Sep-11 825 P 1Feb-11 SPX 17-Sep-11 850 P 2Feb-11 SPX 17-Sep-11 900 P 15,062Feb-11 SPX 17-Sep-11 925 P 595Feb-11 SPX 17-Sep-11 950 P 918Feb-11 SPX 17-Sep-11 975 P 2,226Feb-11 SPX 17-Sep-11 1000 C 2Feb-11 SPX 17-Sep-11 1000 P 21,983Feb-11 SPX 17-Sep-11 1025 P 119Feb-11 SPX 17-Sep-11 1050 P 6,317Feb-11 SPX 17-Sep-11 1075 P 1,588Feb-11 SPX 17-Sep-11 1100 P 17,276Feb-11 SPX 17-Sep-11 1125 C 456Feb-11 SPX 17-Sep-11 1125 P 1,710Feb-11 SPX 17-Sep-11 1150 C 70Feb-11 SPX 17-Sep-11 1150 P 8,255Feb-11 SPX 17-Sep-11 1175 C 6Feb-11 SPX 17-Sep-11 1175 P 8,763Feb-11 SPX 17-Sep-11 1200 C 31Feb-11 SPX 17-Sep-11 1200 P 27,529Feb-11 SPX 17-Sep-11 1225 C 653Feb-11 SPX 17-Sep-11 1225 P 13,471Feb-11 SPX 17-Sep-11 1250 P 11,969Feb-11 SPX 17-Sep-11 1275 C 58,495Feb-11 SPX 17-Sep-11 1275 P 6,511Feb-11 SPX 17-Sep-11 1300 C 10,238Feb-11 SPX 17-Sep-11 1300 P 27,671Feb-11 SPX 17-Sep-11 1325 C 10,489Feb-11 SPX 17-Sep-11 1325 P 7,163Feb-11 SPX 17-Sep-11 1350 C 6,710Feb-11 SPX 17-Sep-11 1350 P 6,193Feb-11 SPX 17-Sep-11 1375 C 5,511Feb-11 SPX 17-Sep-11 1375 P 200Feb-11 SPX 17-Sep-11 1400 C 88,701Feb-11 SPX 17-Sep-11 1400 P 1,048Feb-11 SPX 17-Sep-11 1425 C 5,327Feb-11 SPX 17-Sep-11 1450 C 13,670Feb-11 SPX 17-Sep-11 1475 C 972Feb-11 SPX 17-Sep-11 1500 C 6,733Feb-11 SPX 17-Sep-11 1500 P 200Feb-11 SPX 17-Sep-11 1525 C 201Feb-11 SPX 17-Sep-11 1550 C 1,705Feb-11 SPX 17-Sep-11 1600 C 550

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 216: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 17-Sep-11 1700 C 50Feb-11 SPX 17-Sep-11 3000 P 50Feb-11 SPX 17-Dec-11 100 P 1,021Feb-11 SPX 17-Dec-11 200 P 840Feb-11 SPX 17-Dec-11 225 P 84Feb-11 SPX 17-Dec-11 250 P 9,518Feb-11 SPX 17-Dec-11 275 P 427Feb-11 SPX 17-Dec-11 280 P 135Feb-11 SPX 17-Dec-11 300 P 11,567Feb-11 SPX 17-Dec-11 325 P 155Feb-11 SPX 17-Dec-11 350 P 199Feb-11 SPX 17-Dec-11 400 P 3,855Feb-11 SPX 17-Dec-11 450 C 1Feb-11 SPX 17-Dec-11 450 P 125Feb-11 SPX 17-Dec-11 500 C 1,754Feb-11 SPX 17-Dec-11 500 P 7,938Feb-11 SPX 17-Dec-11 525 P 315Feb-11 SPX 17-Dec-11 550 P 635Feb-11 SPX 17-Dec-11 575 P 901Feb-11 SPX 17-Dec-11 600 P 988Feb-11 SPX 17-Dec-11 650 P 14,460Feb-11 SPX 17-Dec-11 700 C 1Feb-11 SPX 17-Dec-11 700 P 2,880Feb-11 SPX 17-Dec-11 725 P 50Feb-11 SPX 17-Dec-11 750 P 1,354Feb-11 SPX 17-Dec-11 770 P 100Feb-11 SPX 17-Dec-11 775 P 449Feb-11 SPX 17-Dec-11 800 P 3,780Feb-11 SPX 17-Dec-11 825 P 435Feb-11 SPX 17-Dec-11 850 P 254Feb-11 SPX 17-Dec-11 875 P 1,072Feb-11 SPX 17-Dec-11 900 P 8,053Feb-11 SPX 17-Dec-11 925 P 12,280Feb-11 SPX 17-Dec-11 950 C 1Feb-11 SPX 17-Dec-11 950 P 2,808Feb-11 SPX 17-Dec-11 975 P 3,394Feb-11 SPX 17-Dec-11 1000 C 1Feb-11 SPX 17-Dec-11 1000 P 18,014Feb-11 SPX 17-Dec-11 1025 P 1,082Feb-11 SPX 17-Dec-11 1050 P 18,592Feb-11 SPX 17-Dec-11 1075 P 503Feb-11 SPX 17-Dec-11 1100 C 13Feb-11 SPX 17-Dec-11 1100 P 25,493Feb-11 SPX 17-Dec-11 1125 C 27Feb-11 SPX 17-Dec-11 1125 P 7,314Feb-11 SPX 17-Dec-11 1140 P 1Feb-11 SPX 17-Dec-11 1150 C 128Feb-11 SPX 17-Dec-11 1150 P 14,074

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 217: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 17-Dec-11 1175 P 7,318Feb-11 SPX 17-Dec-11 1180 P 182Feb-11 SPX 17-Dec-11 1200 C 224Feb-11 SPX 17-Dec-11 1200 P 48,540Feb-11 SPX 17-Dec-11 1225 C 401Feb-11 SPX 17-Dec-11 1225 P 2,830Feb-11 SPX 17-Dec-11 1250 C 1,865Feb-11 SPX 17-Dec-11 1250 P 9,306Feb-11 SPX 17-Dec-11 1275 C 11,300Feb-11 SPX 17-Dec-11 1275 P 40,549Feb-11 SPX 17-Dec-11 1300 C 89,051Feb-11 SPX 17-Dec-11 1300 P 41,191Feb-11 SPX 17-Dec-11 1325 C 12,318Feb-11 SPX 17-Dec-11 1325 P 5,556Feb-11 SPX 17-Dec-11 1350 C 13,241Feb-11 SPX 17-Dec-11 1350 P 2,510Feb-11 SPX 17-Dec-11 1375 C 6,802Feb-11 SPX 17-Dec-11 1375 P 1,238Feb-11 SPX 17-Dec-11 1400 C 110,507Feb-11 SPX 17-Dec-11 1400 P 7,968Feb-11 SPX 17-Dec-11 1425 C 5,226Feb-11 SPX 17-Dec-11 1450 C 19,141Feb-11 SPX 17-Dec-11 1450 P 3,801Feb-11 SPX 17-Dec-11 1475 C 8,621Feb-11 SPX 17-Dec-11 1500 C 10,893Feb-11 SPX 17-Dec-11 1500 P 1,851Feb-11 SPX 17-Dec-11 1525 C 36Feb-11 SPX 17-Dec-11 1550 C 2,891Feb-11 SPX 17-Dec-11 1600 C 2,700Feb-11 SPX 17-Dec-11 1700 C 1,274Feb-11 SPX 17-Dec-11 1800 C 33Feb-11 SPX 17-Dec-11 2000 C 435Feb-11 SPX 17-Dec-11 2000 P 4Feb-11 SPX 17-Dec-11 2250 P 49Feb-11 SPX 17-Dec-11 2500 P 134Feb-11 SPX 17-Dec-11 3000 P 164Feb-11 SPX 16-Jun-12 100 P 65Feb-11 SPX 16-Jun-12 200 P 27Feb-11 SPX 16-Jun-12 400 P 2Feb-11 SPX 16-Jun-12 500 P 30Feb-11 SPX 16-Jun-12 600 P 14,804Feb-11 SPX 16-Jun-12 700 P 1,250Feb-11 SPX 16-Jun-12 725 P 50Feb-11 SPX 16-Jun-12 750 P 75Feb-11 SPX 16-Jun-12 775 P 150Feb-11 SPX 16-Jun-12 800 P 7,507Feb-11 SPX 16-Jun-12 825 P 133Feb-11 SPX 16-Jun-12 850 P 420

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 218: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 16-Jun-12 875 P 75Feb-11 SPX 16-Jun-12 900 P 533Feb-11 SPX 16-Jun-12 925 P 389Feb-11 SPX 16-Jun-12 950 P 134Feb-11 SPX 16-Jun-12 975 P 5Feb-11 SPX 16-Jun-12 1000 P 401Feb-11 SPX 16-Jun-12 1025 P 1Feb-11 SPX 16-Jun-12 1050 P 1,500Feb-11 SPX 16-Jun-12 1075 P 34Feb-11 SPX 16-Jun-12 1100 C 4,100Feb-11 SPX 16-Jun-12 1100 P 3,857Feb-11 SPX 16-Jun-12 1125 P 61Feb-11 SPX 16-Jun-12 1150 C 125Feb-11 SPX 16-Jun-12 1150 P 371Feb-11 SPX 16-Jun-12 1175 P 859Feb-11 SPX 16-Jun-12 1200 P 1,898Feb-11 SPX 16-Jun-12 1225 C 1Feb-11 SPX 16-Jun-12 1225 P 10Feb-11 SPX 16-Jun-12 1250 C 1Feb-11 SPX 16-Jun-12 1250 P 122Feb-11 SPX 16-Jun-12 1275 C 3Feb-11 SPX 16-Jun-12 1275 P 10Feb-11 SPX 16-Jun-12 1300 C 10,850Feb-11 SPX 16-Jun-12 1300 P 3,068Feb-11 SPX 16-Jun-12 1325 C 309Feb-11 SPX 16-Jun-12 1325 P 1,457Feb-11 SPX 16-Jun-12 1350 C 1,714Feb-11 SPX 16-Jun-12 1350 P 1,068Feb-11 SPX 16-Jun-12 1400 C 1,495Feb-11 SPX 16-Jun-12 1400 P 550Feb-11 SPX 16-Jun-12 1450 C 1,168Feb-11 SPX 16-Jun-12 1450 P 12Feb-11 SPX 16-Jun-12 1500 C 1,707Feb-11 SPX 16-Jun-12 1550 C 2,705Feb-11 SPX 16-Jun-12 1600 C 187Feb-11 SPX 16-Jun-12 1625 C 10,010Feb-11 SPX 16-Jun-12 1700 C 25Feb-11 SPX 16-Jun-12 1900 C 116Feb-11 SPX 16-Jun-12 3000 P 1Feb-11 SPX 22-Dec-12 100 P 272Feb-11 SPX 22-Dec-12 200 C 2Feb-11 SPX 22-Dec-12 200 P 471Feb-11 SPX 22-Dec-12 250 P 717Feb-11 SPX 22-Dec-12 300 P 22Feb-11 SPX 22-Dec-12 350 P 7Feb-11 SPX 22-Dec-12 400 P 874Feb-11 SPX 22-Dec-12 500 P 131Feb-11 SPX 22-Dec-12 550 P 8

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 219: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 22-Dec-12 600 P 3,862Feb-11 SPX 22-Dec-12 650 P 13Feb-11 SPX 22-Dec-12 700 P 13Feb-11 SPX 22-Dec-12 750 P 1,821Feb-11 SPX 22-Dec-12 800 C 2Feb-11 SPX 22-Dec-12 800 P 792Feb-11 SPX 22-Dec-12 825 P 15Feb-11 SPX 22-Dec-12 850 P 5,500Feb-11 SPX 22-Dec-12 875 P 51Feb-11 SPX 22-Dec-12 900 P 4,716Feb-11 SPX 22-Dec-12 950 C 502Feb-11 SPX 22-Dec-12 950 P 2,655Feb-11 SPX 22-Dec-12 1000 C 1,660Feb-11 SPX 22-Dec-12 1000 P 6,265Feb-11 SPX 22-Dec-12 1050 P 19,278Feb-11 SPX 22-Dec-12 1075 P 1,880Feb-11 SPX 22-Dec-12 1100 C 401Feb-11 SPX 22-Dec-12 1100 P 4,679Feb-11 SPX 22-Dec-12 1150 C 50Feb-11 SPX 22-Dec-12 1150 P 2,450Feb-11 SPX 22-Dec-12 1175 P 155Feb-11 SPX 22-Dec-12 1200 C 1Feb-11 SPX 22-Dec-12 1200 P 6,984Feb-11 SPX 22-Dec-12 1225 C 1Feb-11 SPX 22-Dec-12 1225 P 200Feb-11 SPX 22-Dec-12 1250 C 2,453Feb-11 SPX 22-Dec-12 1250 P 3,925Feb-11 SPX 22-Dec-12 1275 C 5,725Feb-11 SPX 22-Dec-12 1275 P 13,327Feb-11 SPX 22-Dec-12 1300 C 7,458Feb-11 SPX 22-Dec-12 1300 P 20,240Feb-11 SPX 22-Dec-12 1325 C 2,752Feb-11 SPX 22-Dec-12 1325 P 1,752Feb-11 SPX 22-Dec-12 1350 C 2,915Feb-11 SPX 22-Dec-12 1350 P 1,016Feb-11 SPX 22-Dec-12 1400 C 6,381Feb-11 SPX 22-Dec-12 1450 C 3,182Feb-11 SPX 22-Dec-12 1450 P 1Feb-11 SPX 22-Dec-12 1500 C 1,413Feb-11 SPX 22-Dec-12 1550 C 2,080Feb-11 SPX 22-Dec-12 1600 C 6,842Feb-11 SPX 22-Dec-12 1650 C 10Feb-11 SPX 22-Dec-12 1700 C 2,421Feb-11 SPX 22-Dec-12 1800 C 4,256Feb-11 SPX 22-Dec-12 1900 C 4Feb-11 SPX 22-Dec-12 1900 P 1Feb-11 SPX 22-Dec-12 2250 C 1Feb-11 SPX 22-Dec-12 2500 C 51

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 220: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPX 22-Dec-12 2500 P 5Feb-11 SPX 22-Dec-12 3000 P 3Feb-11 SPX 21-Dec-13 100 P 28Feb-11 SPX 21-Dec-13 300 P 2,766Feb-11 SPX 21-Dec-13 350 P 13Feb-11 SPX 21-Dec-13 400 P 20Feb-11 SPX 21-Dec-13 450 P 9Feb-11 SPX 21-Dec-13 500 P 37Feb-11 SPX 21-Dec-13 600 P 17Feb-11 SPX 21-Dec-13 700 P 1,038Feb-11 SPX 21-Dec-13 750 P 56Feb-11 SPX 21-Dec-13 800 P 405Feb-11 SPX 21-Dec-13 850 P 1Feb-11 SPX 21-Dec-13 900 P 755Feb-11 SPX 21-Dec-13 1000 C 3Feb-11 SPX 21-Dec-13 1000 P 4Feb-11 SPX 21-Dec-13 1050 P 10Feb-11 SPX 21-Dec-13 1075 P 3Feb-11 SPX 21-Dec-13 1125 P 1Feb-11 SPX 21-Dec-13 1200 P 1,776Feb-11 SPX 21-Dec-13 1250 C 250Feb-11 SPX 21-Dec-13 1250 P 2Feb-11 SPX 21-Dec-13 1275 P 1Feb-11 SPX 21-Dec-13 1300 C 8,051Feb-11 SPX 21-Dec-13 1300 P 3,778Feb-11 SPX 21-Dec-13 1325 C 2,412Feb-11 SPX 21-Dec-13 1325 P 2,062Feb-11 SPX 21-Dec-13 1350 C 450Feb-11 SPX 21-Dec-13 1350 P 302Feb-11 SPX 21-Dec-13 1375 C 160Feb-11 SPX 21-Dec-13 1375 P 160Feb-11 SPX 21-Dec-13 1400 C 75Feb-11 SPX 21-Dec-13 1450 C 125Feb-11 SPX 21-Dec-13 1525 C 200Feb-11 SPX 21-Dec-13 1550 C 2Feb-11 SPX 21-Dec-13 1600 C 2,127Feb-11 SPX 21-Dec-13 1700 C 253Feb-11 SPX 21-Dec-13 1800 C 11Feb-11 SPX 21-Dec-13 1900 C 22Feb-11 SPX 21-Dec-13 1900 P 1Feb-11 SPX 21-Dec-13 2000 C 82Feb-11 SPX 21-Dec-13 2000 P 4Feb-11 SPX 21-Dec-13 2250 C 11,755Feb-11 SPX 21-Dec-13 2250 P 59Feb-11 SPX 21-Dec-13 2500 C 5Feb-11 SPX 21-Dec-13 2500 P 179Feb-11 SPX 21-Dec-13 3000 C 1Feb-11 SPX 21-Dec-13 3000 P 236

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 221: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPXW 04-Feb-11 1075 P 438Feb-11 SPXW 04-Feb-11 1100 P 1,007Feb-11 SPXW 04-Feb-11 1125 P 789Feb-11 SPXW 04-Feb-11 1150 P 6,853Feb-11 SPXW 04-Feb-11 1175 P 2,152Feb-11 SPXW 04-Feb-11 1200 P 2,010Feb-11 SPXW 04-Feb-11 1210 P 360Feb-11 SPXW 04-Feb-11 1215 P 225Feb-11 SPXW 04-Feb-11 1220 P 477Feb-11 SPXW 04-Feb-11 1225 C 2Feb-11 SPXW 04-Feb-11 1225 P 2,873Feb-11 SPXW 04-Feb-11 1230 P 383Feb-11 SPXW 04-Feb-11 1235 P 374Feb-11 SPXW 04-Feb-11 1240 P 883Feb-11 SPXW 04-Feb-11 1245 C 10Feb-11 SPXW 04-Feb-11 1245 P 777Feb-11 SPXW 04-Feb-11 1250 C 17Feb-11 SPXW 04-Feb-11 1250 P 2,600Feb-11 SPXW 04-Feb-11 1255 C 10Feb-11 SPXW 04-Feb-11 1255 P 2,587Feb-11 SPXW 04-Feb-11 1260 C 15Feb-11 SPXW 04-Feb-11 1260 P 3,371Feb-11 SPXW 04-Feb-11 1265 C 7Feb-11 SPXW 04-Feb-11 1265 P 1,289Feb-11 SPXW 04-Feb-11 1270 C 9Feb-11 SPXW 04-Feb-11 1270 P 8,239Feb-11 SPXW 04-Feb-11 1275 C 26Feb-11 SPXW 04-Feb-11 1275 P 5,611Feb-11 SPXW 04-Feb-11 1280 C 82Feb-11 SPXW 04-Feb-11 1280 P 9,101Feb-11 SPXW 04-Feb-11 1285 C 110Feb-11 SPXW 04-Feb-11 1285 P 2,669Feb-11 SPXW 04-Feb-11 1290 C 293Feb-11 SPXW 04-Feb-11 1290 P 8,117Feb-11 SPXW 04-Feb-11 1295 C 340Feb-11 SPXW 04-Feb-11 1295 P 2,839Feb-11 SPXW 04-Feb-11 1300 C 2,343Feb-11 SPXW 04-Feb-11 1300 P 6,233Feb-11 SPXW 04-Feb-11 1305 C 4,563Feb-11 SPXW 04-Feb-11 1305 P 1,506Feb-11 SPXW 04-Feb-11 1310 C 7,985Feb-11 SPXW 04-Feb-11 1310 P 797Feb-11 SPXW 04-Feb-11 1315 C 12,370Feb-11 SPXW 04-Feb-11 1315 P 33Feb-11 SPXW 04-Feb-11 1320 C 21,080Feb-11 SPXW 04-Feb-11 1320 P 4Feb-11 SPXW 04-Feb-11 1325 C 9,832Feb-11 SPXW 04-Feb-11 1325 P 8

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 222: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPXW 04-Feb-11 1330 C 28,886Feb-11 SPXW 04-Feb-11 1330 P 5Feb-11 SPXW 04-Feb-11 1335 C 2,218Feb-11 SPXW 04-Feb-11 1340 C 16,844Feb-11 SPXW 04-Feb-11 1345 C 1,431Feb-11 SPXW 04-Feb-11 1350 C 3,380Feb-11 SPXW 04-Feb-11 1375 C 2,910Feb-11 SPXW 11-Feb-11 1075 P 5,069Feb-11 SPXW 11-Feb-11 1100 P 3,431Feb-11 SPXW 11-Feb-11 1125 P 8,196Feb-11 SPXW 11-Feb-11 1150 P 6,758Feb-11 SPXW 11-Feb-11 1175 P 5,549Feb-11 SPXW 11-Feb-11 1200 C 4Feb-11 SPXW 11-Feb-11 1200 P 5,812Feb-11 SPXW 11-Feb-11 1225 P 4,666Feb-11 SPXW 11-Feb-11 1230 C 4Feb-11 SPXW 11-Feb-11 1230 P 1,480Feb-11 SPXW 11-Feb-11 1235 C 11Feb-11 SPXW 11-Feb-11 1235 P 488Feb-11 SPXW 11-Feb-11 1240 C 25Feb-11 SPXW 11-Feb-11 1240 P 2,375Feb-11 SPXW 11-Feb-11 1245 C 22Feb-11 SPXW 11-Feb-11 1245 P 895Feb-11 SPXW 11-Feb-11 1250 C 3Feb-11 SPXW 11-Feb-11 1250 P 7,962Feb-11 SPXW 11-Feb-11 1255 C 5Feb-11 SPXW 11-Feb-11 1255 P 1,793Feb-11 SPXW 11-Feb-11 1260 C 24Feb-11 SPXW 11-Feb-11 1260 P 2,437Feb-11 SPXW 11-Feb-11 1265 C 35Feb-11 SPXW 11-Feb-11 1265 P 1,881Feb-11 SPXW 11-Feb-11 1270 C 65Feb-11 SPXW 11-Feb-11 1270 P 1,609Feb-11 SPXW 11-Feb-11 1275 C 47Feb-11 SPXW 11-Feb-11 1275 P 3,559Feb-11 SPXW 11-Feb-11 1280 C 22Feb-11 SPXW 11-Feb-11 1280 P 2,250Feb-11 SPXW 11-Feb-11 1285 C 34Feb-11 SPXW 11-Feb-11 1285 P 2,573Feb-11 SPXW 11-Feb-11 1290 C 25Feb-11 SPXW 11-Feb-11 1290 P 10,298Feb-11 SPXW 11-Feb-11 1295 C 141Feb-11 SPXW 11-Feb-11 1295 P 4,754Feb-11 SPXW 11-Feb-11 1300 C 258Feb-11 SPXW 11-Feb-11 1300 P 23,175Feb-11 SPXW 11-Feb-11 1305 C 4,067Feb-11 SPXW 11-Feb-11 1305 P 6,244Feb-11 SPXW 11-Feb-11 1310 C 1,023

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 223: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPXW 11-Feb-11 1310 P 13,272Feb-11 SPXW 11-Feb-11 1315 C 2,369Feb-11 SPXW 11-Feb-11 1315 P 5,038Feb-11 SPXW 11-Feb-11 1320 C 2,302Feb-11 SPXW 11-Feb-11 1320 P 4,216Feb-11 SPXW 11-Feb-11 1325 C 5,474Feb-11 SPXW 11-Feb-11 1325 P 2,945Feb-11 SPXW 11-Feb-11 1330 C 15,396Feb-11 SPXW 11-Feb-11 1330 P 929Feb-11 SPXW 11-Feb-11 1335 C 5,979Feb-11 SPXW 11-Feb-11 1335 P 623Feb-11 SPXW 11-Feb-11 1340 C 15,116Feb-11 SPXW 11-Feb-11 1340 P 74Feb-11 SPXW 11-Feb-11 1345 C 7,787Feb-11 SPXW 11-Feb-11 1345 P 15Feb-11 SPXW 11-Feb-11 1350 C 8,018Feb-11 SPXW 11-Feb-11 1350 P 15Feb-11 SPXW 11-Feb-11 1355 C 1,815Feb-11 SPXW 11-Feb-11 1355 P 39Feb-11 SPXW 11-Feb-11 1360 C 266Feb-11 SPXW 11-Feb-11 1360 P 47Feb-11 SPXW 11-Feb-11 1365 C 195Feb-11 SPXW 11-Feb-11 1365 P 53Feb-11 SPXW 11-Feb-11 1370 C 430Feb-11 SPXW 11-Feb-11 1370 P 10Feb-11 SPXW 11-Feb-11 1375 C 6,861Feb-11 SPXW 25-Feb-11 1100 C 103Feb-11 SPXW 25-Feb-11 1100 P 11,722Feb-11 SPXW 25-Feb-11 1125 C 57Feb-11 SPXW 25-Feb-11 1125 P 12,251Feb-11 SPXW 25-Feb-11 1150 P 23,641Feb-11 SPXW 25-Feb-11 1175 C 44Feb-11 SPXW 25-Feb-11 1175 P 25,583Feb-11 SPXW 25-Feb-11 1200 C 17Feb-11 SPXW 25-Feb-11 1200 P 14,432Feb-11 SPXW 25-Feb-11 1225 C 27Feb-11 SPXW 25-Feb-11 1225 P 20,221Feb-11 SPXW 25-Feb-11 1250 C 40Feb-11 SPXW 25-Feb-11 1250 P 15,278Feb-11 SPXW 25-Feb-11 1275 C 64Feb-11 SPXW 25-Feb-11 1275 P 26,576Feb-11 SPXW 25-Feb-11 1280 C 48Feb-11 SPXW 25-Feb-11 1280 P 4,889Feb-11 SPXW 25-Feb-11 1285 C 242Feb-11 SPXW 25-Feb-11 1285 P 7,693Feb-11 SPXW 25-Feb-11 1290 C 149Feb-11 SPXW 25-Feb-11 1290 P 9,381Feb-11 SPXW 25-Feb-11 1295 C 335

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 224: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPXW 25-Feb-11 1295 P 5,942Feb-11 SPXW 25-Feb-11 1300 C 2,297Feb-11 SPXW 25-Feb-11 1300 P 20,386Feb-11 SPXW 25-Feb-11 1305 C 696Feb-11 SPXW 25-Feb-11 1305 P 4,636Feb-11 SPXW 25-Feb-11 1310 C 1,511Feb-11 SPXW 25-Feb-11 1310 P 5,148Feb-11 SPXW 25-Feb-11 1315 C 13,497Feb-11 SPXW 25-Feb-11 1315 P 7,290Feb-11 SPXW 25-Feb-11 1320 C 6,383Feb-11 SPXW 25-Feb-11 1320 P 4,286Feb-11 SPXW 25-Feb-11 1325 C 21,831Feb-11 SPXW 25-Feb-11 1325 P 13,950Feb-11 SPXW 25-Feb-11 1330 C 11,896Feb-11 SPXW 25-Feb-11 1330 P 6,529Feb-11 SPXW 25-Feb-11 1335 C 5,202Feb-11 SPXW 25-Feb-11 1335 P 2,007Feb-11 SPXW 25-Feb-11 1340 C 8,957Feb-11 SPXW 25-Feb-11 1340 P 4,673Feb-11 SPXW 25-Feb-11 1345 C 3,396Feb-11 SPXW 25-Feb-11 1345 P 437Feb-11 SPXW 25-Feb-11 1350 C 7,056Feb-11 SPXW 25-Feb-11 1350 P 181Feb-11 SPXW 25-Feb-11 1355 C 2,821Feb-11 SPXW 25-Feb-11 1355 P 10Feb-11 SPXW 25-Feb-11 1360 C 3,598Feb-11 SPXW 25-Feb-11 1360 P 16Feb-11 SPXW 25-Feb-11 1365 C 5,991Feb-11 SPXW 25-Feb-11 1365 P 11Feb-11 SPXW 25-Feb-11 1370 C 4,491Feb-11 SPXW 25-Feb-11 1370 P 72Feb-11 SPXW 25-Feb-11 1375 C 15,431Feb-11 SPXW 25-Feb-11 1375 P 40Feb-11 SPXW 25-Feb-11 1380 C 2,636Feb-11 SPXW 25-Feb-11 1380 P 4Feb-11 SPXW 25-Feb-11 1385 C 12,640Feb-11 SPXW 25-Feb-11 1385 P 22Feb-11 SPXW 25-Feb-11 1400 C 2,468Feb-11 SPXW 25-Feb-11 1400 P 11Feb-11 SPXW 25-Feb-11 1425 C 951Feb-11 SPXW 25-Feb-11 1425 P 33Feb-11 SPXW 25-Feb-11 1450 C 2,788Feb-11 SPXW 25-Feb-11 1450 P 41Feb-11 SPXW 04-Mar-11 1050 C 11Feb-11 SPXW 04-Mar-11 1050 P 3,505Feb-11 SPXW 04-Mar-11 1075 P 4,846Feb-11 SPXW 04-Mar-11 1100 P 10,591Feb-11 SPXW 04-Mar-11 1125 P 8,076

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 225: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPXW 04-Mar-11 1150 P 26,325Feb-11 SPXW 04-Mar-11 1175 C 12Feb-11 SPXW 04-Mar-11 1175 P 3,979Feb-11 SPXW 04-Mar-11 1200 P 21,505Feb-11 SPXW 04-Mar-11 1220 P 364Feb-11 SPXW 04-Mar-11 1225 P 4,425Feb-11 SPXW 04-Mar-11 1230 C 1Feb-11 SPXW 04-Mar-11 1230 P 100Feb-11 SPXW 04-Mar-11 1235 C 1Feb-11 SPXW 04-Mar-11 1235 P 101Feb-11 SPXW 04-Mar-11 1240 P 102Feb-11 SPXW 04-Mar-11 1245 P 147Feb-11 SPXW 04-Mar-11 1250 C 22Feb-11 SPXW 04-Mar-11 1250 P 4,055Feb-11 SPXW 04-Mar-11 1255 P 1,347Feb-11 SPXW 04-Mar-11 1260 C 25Feb-11 SPXW 04-Mar-11 1260 P 1,752Feb-11 SPXW 04-Mar-11 1265 C 4Feb-11 SPXW 04-Mar-11 1265 P 1,995Feb-11 SPXW 04-Mar-11 1270 P 1,744Feb-11 SPXW 04-Mar-11 1275 P 5,799Feb-11 SPXW 04-Mar-11 1280 C 11Feb-11 SPXW 04-Mar-11 1280 P 1,490Feb-11 SPXW 04-Mar-11 1285 P 1,606Feb-11 SPXW 04-Mar-11 1290 C 32Feb-11 SPXW 04-Mar-11 1290 P 2,699Feb-11 SPXW 04-Mar-11 1295 C 42Feb-11 SPXW 04-Mar-11 1295 P 1,328Feb-11 SPXW 04-Mar-11 1300 C 662Feb-11 SPXW 04-Mar-11 1300 P 6,717Feb-11 SPXW 04-Mar-11 1305 C 298Feb-11 SPXW 04-Mar-11 1305 P 1,302Feb-11 SPXW 04-Mar-11 1310 C 940Feb-11 SPXW 04-Mar-11 1310 P 252Feb-11 SPXW 04-Mar-11 1315 C 441Feb-11 SPXW 04-Mar-11 1315 P 403Feb-11 SPXW 04-Mar-11 1320 C 374Feb-11 SPXW 04-Mar-11 1320 P 453Feb-11 SPXW 04-Mar-11 1325 C 4,919Feb-11 SPXW 04-Mar-11 1325 P 5,669Feb-11 SPXW 04-Mar-11 1330 C 1,566Feb-11 SPXW 04-Mar-11 1330 P 58Feb-11 SPXW 04-Mar-11 1335 C 768Feb-11 SPXW 04-Mar-11 1335 P 8Feb-11 SPXW 04-Mar-11 1340 C 5,172Feb-11 SPXW 04-Mar-11 1340 P 11Feb-11 SPXW 04-Mar-11 1345 C 2,176Feb-11 SPXW 04-Mar-11 1345 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 226: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Feb-11 SPXW 04-Mar-11 1350 C 9,273Feb-11 SPXW 04-Mar-11 1355 C 4,878Feb-11 SPXW 04-Mar-11 1360 C 5,508Feb-11 SPXW 04-Mar-11 1365 C 2,697Feb-11 SPXW 04-Mar-11 1370 C 2,858Feb-11 SPXW 04-Mar-11 1370 P 4Feb-11 SPXW 04-Mar-11 1375 C 1,222Feb-11 SPXW 04-Mar-11 1400 C 770Feb-11 SPXW 04-Mar-11 1400 P 18Feb-11 SPXW 04-Mar-11 1425 C 399Mar-11 SPX 19-Mar-11 200 C 310Mar-11 SPX 19-Mar-11 500 C 4,700Mar-11 SPX 19-Mar-11 500 P 4,700Mar-11 SPX 19-Mar-11 600 C 310Mar-11 SPX 19-Mar-11 800 C 1Mar-11 SPX 19-Mar-11 850 C 2Mar-11 SPX 19-Mar-11 900 P 122Mar-11 SPX 19-Mar-11 905 P 20Mar-11 SPX 19-Mar-11 915 P 10Mar-11 SPX 19-Mar-11 920 P 50Mar-11 SPX 19-Mar-11 925 P 1,346Mar-11 SPX 19-Mar-11 930 P 19Mar-11 SPX 19-Mar-11 935 P 5Mar-11 SPX 19-Mar-11 940 P 2Mar-11 SPX 19-Mar-11 945 P 20Mar-11 SPX 19-Mar-11 950 C 25Mar-11 SPX 19-Mar-11 950 P 3,102Mar-11 SPX 19-Mar-11 955 P 182Mar-11 SPX 19-Mar-11 960 P 199Mar-11 SPX 19-Mar-11 965 P 771Mar-11 SPX 19-Mar-11 970 P 468Mar-11 SPX 19-Mar-11 975 C 3,825Mar-11 SPX 19-Mar-11 975 P 9,057Mar-11 SPX 19-Mar-11 980 C 20,000Mar-11 SPX 19-Mar-11 980 P 940Mar-11 SPX 19-Mar-11 985 P 378Mar-11 SPX 19-Mar-11 990 P 868Mar-11 SPX 19-Mar-11 995 P 2,100Mar-11 SPX 19-Mar-11 1000 C 14Mar-11 SPX 19-Mar-11 1000 P 6,710Mar-11 SPX 19-Mar-11 1005 P 777Mar-11 SPX 19-Mar-11 1010 P 1,445Mar-11 SPX 19-Mar-11 1015 P 595Mar-11 SPX 19-Mar-11 1020 P 1,657Mar-11 SPX 19-Mar-11 1025 C 19Mar-11 SPX 19-Mar-11 1025 P 10,658Mar-11 SPX 19-Mar-11 1030 C 4,000Mar-11 SPX 19-Mar-11 1030 P 3,904

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 227: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 19-Mar-11 1035 P 530Mar-11 SPX 19-Mar-11 1040 C 7Mar-11 SPX 19-Mar-11 1040 P 614Mar-11 SPX 19-Mar-11 1045 P 394Mar-11 SPX 19-Mar-11 1050 C 133Mar-11 SPX 19-Mar-11 1050 P 13,528Mar-11 SPX 19-Mar-11 1055 P 1,039Mar-11 SPX 19-Mar-11 1060 C 3Mar-11 SPX 19-Mar-11 1060 P 7,744Mar-11 SPX 19-Mar-11 1065 P 1,682Mar-11 SPX 19-Mar-11 1070 P 1,399Mar-11 SPX 19-Mar-11 1075 C 26Mar-11 SPX 19-Mar-11 1075 P 8,836Mar-11 SPX 19-Mar-11 1080 C 75Mar-11 SPX 19-Mar-11 1080 P 3,181Mar-11 SPX 19-Mar-11 1085 C 4Mar-11 SPX 19-Mar-11 1085 P 7,917Mar-11 SPX 19-Mar-11 1090 C 100Mar-11 SPX 19-Mar-11 1090 P 5,358Mar-11 SPX 19-Mar-11 1095 P 2,796Mar-11 SPX 19-Mar-11 1100 C 944Mar-11 SPX 19-Mar-11 1100 P 46,307Mar-11 SPX 19-Mar-11 1105 C 141Mar-11 SPX 19-Mar-11 1105 P 850Mar-11 SPX 19-Mar-11 1110 P 1,789Mar-11 SPX 19-Mar-11 1115 C 1Mar-11 SPX 19-Mar-11 1115 P 4,813Mar-11 SPX 19-Mar-11 1120 C 1Mar-11 SPX 19-Mar-11 1120 P 2,033Mar-11 SPX 19-Mar-11 1125 C 92Mar-11 SPX 19-Mar-11 1125 P 46,738Mar-11 SPX 19-Mar-11 1130 P 1,209Mar-11 SPX 19-Mar-11 1135 C 24Mar-11 SPX 19-Mar-11 1135 P 489Mar-11 SPX 19-Mar-11 1140 C 24Mar-11 SPX 19-Mar-11 1140 P 2,655Mar-11 SPX 19-Mar-11 1145 P 3,378Mar-11 SPX 19-Mar-11 1150 C 155Mar-11 SPX 19-Mar-11 1150 P 84,234Mar-11 SPX 19-Mar-11 1155 C 35Mar-11 SPX 19-Mar-11 1155 P 332Mar-11 SPX 19-Mar-11 1160 C 1,447Mar-11 SPX 19-Mar-11 1160 P 6,007Mar-11 SPX 19-Mar-11 1165 P 2,725Mar-11 SPX 19-Mar-11 1170 C 20Mar-11 SPX 19-Mar-11 1170 P 1,891Mar-11 SPX 19-Mar-11 1175 C 87Mar-11 SPX 19-Mar-11 1175 P 76,906

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 228: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 19-Mar-11 1180 C 58Mar-11 SPX 19-Mar-11 1180 P 17,845Mar-11 SPX 19-Mar-11 1185 C 8Mar-11 SPX 19-Mar-11 1185 P 4,922Mar-11 SPX 19-Mar-11 1190 P 22,036Mar-11 SPX 19-Mar-11 1195 C 217Mar-11 SPX 19-Mar-11 1195 P 2,753Mar-11 SPX 19-Mar-11 1200 C 10,606Mar-11 SPX 19-Mar-11 1200 P 196,812Mar-11 SPX 19-Mar-11 1205 P 20,094Mar-11 SPX 19-Mar-11 1210 C 103Mar-11 SPX 19-Mar-11 1210 P 18,091Mar-11 SPX 19-Mar-11 1215 P 9,726Mar-11 SPX 19-Mar-11 1220 C 44Mar-11 SPX 19-Mar-11 1220 P 39,544Mar-11 SPX 19-Mar-11 1225 C 3,095Mar-11 SPX 19-Mar-11 1225 P 120,025Mar-11 SPX 19-Mar-11 1230 C 905Mar-11 SPX 19-Mar-11 1230 P 56,024Mar-11 SPX 19-Mar-11 1235 C 122Mar-11 SPX 19-Mar-11 1235 P 20,204Mar-11 SPX 19-Mar-11 1240 C 418Mar-11 SPX 19-Mar-11 1240 P 52,258Mar-11 SPX 19-Mar-11 1245 C 773Mar-11 SPX 19-Mar-11 1245 P 8,478Mar-11 SPX 19-Mar-11 1250 C 12,111Mar-11 SPX 19-Mar-11 1250 P 309,770Mar-11 SPX 19-Mar-11 1255 C 118Mar-11 SPX 19-Mar-11 1255 P 19,990Mar-11 SPX 19-Mar-11 1260 C 8,755Mar-11 SPX 19-Mar-11 1260 P 105,893Mar-11 SPX 19-Mar-11 1265 C 4,022Mar-11 SPX 19-Mar-11 1265 P 26,975Mar-11 SPX 19-Mar-11 1270 C 12,308Mar-11 SPX 19-Mar-11 1270 P 83,464Mar-11 SPX 19-Mar-11 1275 C 74,684Mar-11 SPX 19-Mar-11 1275 P 203,178Mar-11 SPX 19-Mar-11 1280 C 27,960Mar-11 SPX 19-Mar-11 1280 P 68,693Mar-11 SPX 19-Mar-11 1285 C 21,207Mar-11 SPX 19-Mar-11 1285 P 41,056Mar-11 SPX 19-Mar-11 1290 C 32,506Mar-11 SPX 19-Mar-11 1290 P 49,372Mar-11 SPX 19-Mar-11 1295 C 18,371Mar-11 SPX 19-Mar-11 1295 P 8,671Mar-11 SPX 19-Mar-11 1300 C 267,775Mar-11 SPX 19-Mar-11 1300 P 346,531Mar-11 SPX 19-Mar-11 1305 C 33,852

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 229: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 19-Mar-11 1305 P 30,398Mar-11 SPX 19-Mar-11 1310 C 97,375Mar-11 SPX 19-Mar-11 1310 P 53,779Mar-11 SPX 19-Mar-11 1315 C 55,244Mar-11 SPX 19-Mar-11 1315 P 42,965Mar-11 SPX 19-Mar-11 1320 C 89,023Mar-11 SPX 19-Mar-11 1320 P 60,245Mar-11 SPX 19-Mar-11 1325 C 137,200Mar-11 SPX 19-Mar-11 1325 P 60,262Mar-11 SPX 19-Mar-11 1330 C 55,145Mar-11 SPX 19-Mar-11 1330 P 28,099Mar-11 SPX 19-Mar-11 1335 C 14,051Mar-11 SPX 19-Mar-11 1335 P 1,687Mar-11 SPX 19-Mar-11 1340 C 71,083Mar-11 SPX 19-Mar-11 1340 P 722Mar-11 SPX 19-Mar-11 1345 C 37,897Mar-11 SPX 19-Mar-11 1345 P 208Mar-11 SPX 19-Mar-11 1350 C 120,330Mar-11 SPX 19-Mar-11 1350 P 3,390Mar-11 SPX 19-Mar-11 1355 C 21,325Mar-11 SPX 19-Mar-11 1355 P 1,502Mar-11 SPX 19-Mar-11 1360 C 38,971Mar-11 SPX 19-Mar-11 1360 P 38Mar-11 SPX 19-Mar-11 1365 C 16,426Mar-11 SPX 19-Mar-11 1365 P 5Mar-11 SPX 19-Mar-11 1370 C 15,095Mar-11 SPX 19-Mar-11 1370 P 533Mar-11 SPX 19-Mar-11 1375 C 11,451Mar-11 SPX 19-Mar-11 1375 P 2,645Mar-11 SPX 19-Mar-11 1380 C 8,707Mar-11 SPX 19-Mar-11 1380 P 8Mar-11 SPX 19-Mar-11 1385 C 3,181Mar-11 SPX 19-Mar-11 1385 P 12Mar-11 SPX 19-Mar-11 1390 C 3,440Mar-11 SPX 19-Mar-11 1390 P 2Mar-11 SPX 19-Mar-11 1395 C 7,367Mar-11 SPX 19-Mar-11 1400 C 14,427Mar-11 SPX 19-Mar-11 1400 P 38Mar-11 SPX 19-Mar-11 1405 C 627Mar-11 SPX 19-Mar-11 1410 C 8,121Mar-11 SPX 19-Mar-11 1410 P 4Mar-11 SPX 19-Mar-11 1415 C 334Mar-11 SPX 19-Mar-11 1420 C 327Mar-11 SPX 19-Mar-11 1420 P 1Mar-11 SPX 19-Mar-11 1425 C 942Mar-11 SPX 19-Mar-11 1425 P 11Mar-11 SPX 19-Mar-11 1430 C 242Mar-11 SPX 19-Mar-11 1435 C 56

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 230: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 19-Mar-11 1440 C 444Mar-11 SPX 19-Mar-11 1445 C 10Mar-11 SPX 19-Mar-11 1450 C 984Mar-11 SPX 19-Mar-11 1450 P 20Mar-11 SPX 19-Mar-11 1460 C 46Mar-11 SPX 19-Mar-11 1475 C 1,883Mar-11 SPX 19-Mar-11 1475 P 8Mar-11 SPX 19-Mar-11 1500 C 6,517Mar-11 SPX 19-Mar-11 1500 P 4,727Mar-11 SPX 19-Mar-11 1900 P 875Mar-11 SPX 19-Mar-11 2100 P 875Mar-11 SPX 16-Apr-11 500 C 3,470Mar-11 SPX 16-Apr-11 500 P 3,470Mar-11 SPX 16-Apr-11 600 P 1Mar-11 SPX 16-Apr-11 650 P 33Mar-11 SPX 16-Apr-11 700 P 2,140Mar-11 SPX 16-Apr-11 750 P 30,426Mar-11 SPX 16-Apr-11 760 P 9,722Mar-11 SPX 16-Apr-11 770 P 9,581Mar-11 SPX 16-Apr-11 780 P 10,880Mar-11 SPX 16-Apr-11 790 P 9,285Mar-11 SPX 16-Apr-11 800 C 1Mar-11 SPX 16-Apr-11 800 P 19,062Mar-11 SPX 16-Apr-11 810 P 10,572Mar-11 SPX 16-Apr-11 820 P 7,074Mar-11 SPX 16-Apr-11 825 P 5,427Mar-11 SPX 16-Apr-11 830 P 6,949Mar-11 SPX 16-Apr-11 840 P 8,266Mar-11 SPX 16-Apr-11 850 C 2Mar-11 SPX 16-Apr-11 850 P 13,423Mar-11 SPX 16-Apr-11 860 P 8,269Mar-11 SPX 16-Apr-11 870 P 6,265Mar-11 SPX 16-Apr-11 875 P 5,068Mar-11 SPX 16-Apr-11 880 P 6,482Mar-11 SPX 16-Apr-11 890 P 8,729Mar-11 SPX 16-Apr-11 900 P 17,073Mar-11 SPX 16-Apr-11 905 P 4,367Mar-11 SPX 16-Apr-11 910 P 4,293Mar-11 SPX 16-Apr-11 915 P 3,973Mar-11 SPX 16-Apr-11 920 P 4,320Mar-11 SPX 16-Apr-11 925 P 7,665Mar-11 SPX 16-Apr-11 930 P 4,654Mar-11 SPX 16-Apr-11 935 P 3,874Mar-11 SPX 16-Apr-11 940 P 3,856Mar-11 SPX 16-Apr-11 945 P 3,745Mar-11 SPX 16-Apr-11 950 C 75Mar-11 SPX 16-Apr-11 950 P 12,724Mar-11 SPX 16-Apr-11 955 P 4,395

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 231: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 16-Apr-11 960 P 3,861Mar-11 SPX 16-Apr-11 965 P 3,622Mar-11 SPX 16-Apr-11 970 P 3,551Mar-11 SPX 16-Apr-11 975 C 206Mar-11 SPX 16-Apr-11 975 P 24,719Mar-11 SPX 16-Apr-11 980 C 20,000Mar-11 SPX 16-Apr-11 980 P 3,675Mar-11 SPX 16-Apr-11 985 C 6Mar-11 SPX 16-Apr-11 985 P 3,698Mar-11 SPX 16-Apr-11 990 P 3,917Mar-11 SPX 16-Apr-11 995 P 4,148Mar-11 SPX 16-Apr-11 1000 C 77Mar-11 SPX 16-Apr-11 1000 P 44,582Mar-11 SPX 16-Apr-11 1005 P 3,439Mar-11 SPX 16-Apr-11 1010 P 10,489Mar-11 SPX 16-Apr-11 1015 C 25Mar-11 SPX 16-Apr-11 1015 P 4,072Mar-11 SPX 16-Apr-11 1020 C 2Mar-11 SPX 16-Apr-11 1020 P 11,663Mar-11 SPX 16-Apr-11 1025 C 45Mar-11 SPX 16-Apr-11 1025 P 28,763Mar-11 SPX 16-Apr-11 1030 C 10,004Mar-11 SPX 16-Apr-11 1030 P 3,715Mar-11 SPX 16-Apr-11 1035 P 5,386Mar-11 SPX 16-Apr-11 1040 C 13Mar-11 SPX 16-Apr-11 1040 P 11,027Mar-11 SPX 16-Apr-11 1045 P 3,341Mar-11 SPX 16-Apr-11 1050 C 197Mar-11 SPX 16-Apr-11 1050 P 60,068Mar-11 SPX 16-Apr-11 1055 P 3,557Mar-11 SPX 16-Apr-11 1060 C 4Mar-11 SPX 16-Apr-11 1060 P 6,167Mar-11 SPX 16-Apr-11 1065 P 7,900Mar-11 SPX 16-Apr-11 1070 P 4,362Mar-11 SPX 16-Apr-11 1075 C 206Mar-11 SPX 16-Apr-11 1075 P 25,804Mar-11 SPX 16-Apr-11 1080 C 2Mar-11 SPX 16-Apr-11 1080 P 10,206Mar-11 SPX 16-Apr-11 1085 C 12Mar-11 SPX 16-Apr-11 1085 P 3,723Mar-11 SPX 16-Apr-11 1090 P 7,174Mar-11 SPX 16-Apr-11 1095 P 3,686Mar-11 SPX 16-Apr-11 1100 C 94Mar-11 SPX 16-Apr-11 1100 P 179,837Mar-11 SPX 16-Apr-11 1105 P 3,293Mar-11 SPX 16-Apr-11 1110 P 5,872Mar-11 SPX 16-Apr-11 1115 C 27Mar-11 SPX 16-Apr-11 1115 P 7,602

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 232: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 16-Apr-11 1120 P 19,239Mar-11 SPX 16-Apr-11 1125 C 50Mar-11 SPX 16-Apr-11 1125 P 60,923Mar-11 SPX 16-Apr-11 1130 C 1Mar-11 SPX 16-Apr-11 1130 P 26,102Mar-11 SPX 16-Apr-11 1135 C 37Mar-11 SPX 16-Apr-11 1135 P 3,562Mar-11 SPX 16-Apr-11 1140 C 24Mar-11 SPX 16-Apr-11 1140 P 7,020Mar-11 SPX 16-Apr-11 1145 P 5,039Mar-11 SPX 16-Apr-11 1150 C 672Mar-11 SPX 16-Apr-11 1150 P 142,091Mar-11 SPX 16-Apr-11 1155 C 15Mar-11 SPX 16-Apr-11 1155 P 3,895Mar-11 SPX 16-Apr-11 1160 C 32Mar-11 SPX 16-Apr-11 1160 P 16,514Mar-11 SPX 16-Apr-11 1165 C 31Mar-11 SPX 16-Apr-11 1165 P 3,613Mar-11 SPX 16-Apr-11 1170 C 20Mar-11 SPX 16-Apr-11 1170 P 21,109Mar-11 SPX 16-Apr-11 1175 C 8Mar-11 SPX 16-Apr-11 1175 P 79,070Mar-11 SPX 16-Apr-11 1180 C 57Mar-11 SPX 16-Apr-11 1180 P 33,880Mar-11 SPX 16-Apr-11 1185 C 38Mar-11 SPX 16-Apr-11 1185 P 9,703Mar-11 SPX 16-Apr-11 1190 C 9Mar-11 SPX 16-Apr-11 1190 P 26,333Mar-11 SPX 16-Apr-11 1195 C 217Mar-11 SPX 16-Apr-11 1195 P 7,158Mar-11 SPX 16-Apr-11 1200 C 350Mar-11 SPX 16-Apr-11 1200 P 392,429Mar-11 SPX 16-Apr-11 1205 C 28Mar-11 SPX 16-Apr-11 1205 P 5,354Mar-11 SPX 16-Apr-11 1210 C 531Mar-11 SPX 16-Apr-11 1210 P 25,006Mar-11 SPX 16-Apr-11 1215 C 8Mar-11 SPX 16-Apr-11 1215 P 5,112Mar-11 SPX 16-Apr-11 1220 C 148Mar-11 SPX 16-Apr-11 1220 P 33,844Mar-11 SPX 16-Apr-11 1225 C 295Mar-11 SPX 16-Apr-11 1225 P 188,824Mar-11 SPX 16-Apr-11 1230 C 148Mar-11 SPX 16-Apr-11 1230 P 41,627Mar-11 SPX 16-Apr-11 1235 C 1,026Mar-11 SPX 16-Apr-11 1235 P 18,588Mar-11 SPX 16-Apr-11 1240 C 128Mar-11 SPX 16-Apr-11 1240 P 21,587

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 233: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 16-Apr-11 1245 C 26Mar-11 SPX 16-Apr-11 1245 P 9,317Mar-11 SPX 16-Apr-11 1250 C 17,017Mar-11 SPX 16-Apr-11 1250 P 379,934Mar-11 SPX 16-Apr-11 1255 C 67Mar-11 SPX 16-Apr-11 1255 P 10,317Mar-11 SPX 16-Apr-11 1260 C 1,771Mar-11 SPX 16-Apr-11 1260 P 41,585Mar-11 SPX 16-Apr-11 1265 C 1,533Mar-11 SPX 16-Apr-11 1265 P 30,223Mar-11 SPX 16-Apr-11 1270 C 8,260Mar-11 SPX 16-Apr-11 1270 P 66,092Mar-11 SPX 16-Apr-11 1275 C 25,477Mar-11 SPX 16-Apr-11 1275 P 186,302Mar-11 SPX 16-Apr-11 1280 C 5,040Mar-11 SPX 16-Apr-11 1280 P 38,901Mar-11 SPX 16-Apr-11 1285 C 13,139Mar-11 SPX 16-Apr-11 1285 P 11,159Mar-11 SPX 16-Apr-11 1290 C 12,173Mar-11 SPX 16-Apr-11 1290 P 68,705Mar-11 SPX 16-Apr-11 1295 C 14,944Mar-11 SPX 16-Apr-11 1295 P 6,539Mar-11 SPX 16-Apr-11 1300 C 198,703Mar-11 SPX 16-Apr-11 1300 P 344,082Mar-11 SPX 16-Apr-11 1305 C 21,502Mar-11 SPX 16-Apr-11 1305 P 1,883Mar-11 SPX 16-Apr-11 1310 C 28,456Mar-11 SPX 16-Apr-11 1310 P 24,316Mar-11 SPX 16-Apr-11 1315 C 20,793Mar-11 SPX 16-Apr-11 1315 P 10,098Mar-11 SPX 16-Apr-11 1320 C 25,580Mar-11 SPX 16-Apr-11 1320 P 45,624Mar-11 SPX 16-Apr-11 1325 C 176,189Mar-11 SPX 16-Apr-11 1325 P 53,869Mar-11 SPX 16-Apr-11 1330 C 30,666Mar-11 SPX 16-Apr-11 1330 P 1,208Mar-11 SPX 16-Apr-11 1335 C 13,054Mar-11 SPX 16-Apr-11 1335 P 853Mar-11 SPX 16-Apr-11 1340 C 40,051Mar-11 SPX 16-Apr-11 1340 P 1,462Mar-11 SPX 16-Apr-11 1345 C 16,128Mar-11 SPX 16-Apr-11 1345 P 126Mar-11 SPX 16-Apr-11 1350 C 182,331Mar-11 SPX 16-Apr-11 1350 P 16,233Mar-11 SPX 16-Apr-11 1355 C 21,291Mar-11 SPX 16-Apr-11 1355 P 28Mar-11 SPX 16-Apr-11 1360 C 57,705Mar-11 SPX 16-Apr-11 1360 P 116

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 234: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 16-Apr-11 1365 C 24,562Mar-11 SPX 16-Apr-11 1365 P 225Mar-11 SPX 16-Apr-11 1370 C 31,188Mar-11 SPX 16-Apr-11 1370 P 100Mar-11 SPX 16-Apr-11 1375 C 107,049Mar-11 SPX 16-Apr-11 1375 P 2,037Mar-11 SPX 16-Apr-11 1380 C 23,232Mar-11 SPX 16-Apr-11 1380 P 15Mar-11 SPX 16-Apr-11 1385 C 18,329Mar-11 SPX 16-Apr-11 1385 P 1Mar-11 SPX 16-Apr-11 1390 C 21,945Mar-11 SPX 16-Apr-11 1390 P 2Mar-11 SPX 16-Apr-11 1395 C 13,740Mar-11 SPX 16-Apr-11 1395 P 6Mar-11 SPX 16-Apr-11 1400 C 63,211Mar-11 SPX 16-Apr-11 1400 P 43Mar-11 SPX 16-Apr-11 1405 C 8,783Mar-11 SPX 16-Apr-11 1410 C 10,060Mar-11 SPX 16-Apr-11 1410 P 2Mar-11 SPX 16-Apr-11 1415 C 3,640Mar-11 SPX 16-Apr-11 1420 C 3,104Mar-11 SPX 16-Apr-11 1425 C 13,377Mar-11 SPX 16-Apr-11 1430 C 3,543Mar-11 SPX 16-Apr-11 1435 C 7,499Mar-11 SPX 16-Apr-11 1440 C 6,813Mar-11 SPX 16-Apr-11 1445 C 2,128Mar-11 SPX 16-Apr-11 1450 C 6,044Mar-11 SPX 16-Apr-11 1450 P 2Mar-11 SPX 16-Apr-11 1455 C 3,370Mar-11 SPX 16-Apr-11 1460 C 3,706Mar-11 SPX 16-Apr-11 1465 C 3,432Mar-11 SPX 16-Apr-11 1475 C 4,903Mar-11 SPX 16-Apr-11 1480 C 1Mar-11 SPX 16-Apr-11 1490 C 5Mar-11 SPX 16-Apr-11 1500 C 5,097Mar-11 SPX 16-Apr-11 1500 P 3,470Mar-11 SPX 16-Apr-11 1510 C 125Mar-11 SPX 16-Apr-11 1520 C 24Mar-11 SPX 16-Apr-11 1525 C 1Mar-11 SPX 16-Apr-11 1550 C 11Mar-11 SPX 16-Apr-11 1600 C 50Mar-11 SPX 21-May-11 500 C 1,500Mar-11 SPX 21-May-11 500 P 1,500Mar-11 SPX 21-May-11 650 P 5Mar-11 SPX 21-May-11 700 P 376Mar-11 SPX 21-May-11 750 P 112Mar-11 SPX 21-May-11 800 P 5,614Mar-11 SPX 21-May-11 810 P 2,323

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 235: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 21-May-11 820 P 50Mar-11 SPX 21-May-11 825 C 15Mar-11 SPX 21-May-11 825 P 828Mar-11 SPX 21-May-11 840 P 8Mar-11 SPX 21-May-11 850 P 5,712Mar-11 SPX 21-May-11 860 P 90Mar-11 SPX 21-May-11 870 P 2,266Mar-11 SPX 21-May-11 875 C 40Mar-11 SPX 21-May-11 875 P 1,243Mar-11 SPX 21-May-11 880 P 13Mar-11 SPX 21-May-11 890 P 80Mar-11 SPX 21-May-11 900 P 15,048Mar-11 SPX 21-May-11 905 P 50Mar-11 SPX 21-May-11 910 P 105Mar-11 SPX 21-May-11 915 P 184Mar-11 SPX 21-May-11 920 P 223Mar-11 SPX 21-May-11 925 C 15Mar-11 SPX 21-May-11 925 P 6,868Mar-11 SPX 21-May-11 930 P 22Mar-11 SPX 21-May-11 935 P 1,019Mar-11 SPX 21-May-11 940 P 25Mar-11 SPX 21-May-11 945 P 331Mar-11 SPX 21-May-11 950 C 50Mar-11 SPX 21-May-11 950 P 5,824Mar-11 SPX 21-May-11 955 P 425Mar-11 SPX 21-May-11 960 P 290Mar-11 SPX 21-May-11 965 C 110Mar-11 SPX 21-May-11 965 P 400Mar-11 SPX 21-May-11 970 P 577Mar-11 SPX 21-May-11 975 C 44Mar-11 SPX 21-May-11 975 P 7,565Mar-11 SPX 21-May-11 980 P 229Mar-11 SPX 21-May-11 985 P 473Mar-11 SPX 21-May-11 990 C 50Mar-11 SPX 21-May-11 990 P 2,657Mar-11 SPX 21-May-11 995 P 623Mar-11 SPX 21-May-11 1000 C 7Mar-11 SPX 21-May-11 1000 P 19,831Mar-11 SPX 21-May-11 1005 P 200Mar-11 SPX 21-May-11 1010 P 8,264Mar-11 SPX 21-May-11 1015 P 1,767Mar-11 SPX 21-May-11 1020 P 8,260Mar-11 SPX 21-May-11 1025 P 4,721Mar-11 SPX 21-May-11 1030 C 7,500Mar-11 SPX 21-May-11 1030 P 310Mar-11 SPX 21-May-11 1035 P 52Mar-11 SPX 21-May-11 1040 C 1Mar-11 SPX 21-May-11 1040 P 5,582

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 236: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 21-May-11 1045 P 255Mar-11 SPX 21-May-11 1050 C 25Mar-11 SPX 21-May-11 1050 P 15,833Mar-11 SPX 21-May-11 1055 P 924Mar-11 SPX 21-May-11 1060 C 3Mar-11 SPX 21-May-11 1060 P 4,906Mar-11 SPX 21-May-11 1065 C 110Mar-11 SPX 21-May-11 1065 P 320Mar-11 SPX 21-May-11 1070 P 7,992Mar-11 SPX 21-May-11 1075 P 35,115Mar-11 SPX 21-May-11 1080 C 1Mar-11 SPX 21-May-11 1080 P 1,222Mar-11 SPX 21-May-11 1085 C 2Mar-11 SPX 21-May-11 1085 P 507Mar-11 SPX 21-May-11 1090 C 50Mar-11 SPX 21-May-11 1090 P 620Mar-11 SPX 21-May-11 1095 P 196Mar-11 SPX 21-May-11 1100 C 2Mar-11 SPX 21-May-11 1100 P 49,956Mar-11 SPX 21-May-11 1105 P 32Mar-11 SPX 21-May-11 1110 P 1,794Mar-11 SPX 21-May-11 1115 C 1Mar-11 SPX 21-May-11 1115 P 93Mar-11 SPX 21-May-11 1120 C 1Mar-11 SPX 21-May-11 1120 P 1,737Mar-11 SPX 21-May-11 1125 P 21,778Mar-11 SPX 21-May-11 1130 P 389Mar-11 SPX 21-May-11 1135 C 1Mar-11 SPX 21-May-11 1135 P 367Mar-11 SPX 21-May-11 1140 C 1Mar-11 SPX 21-May-11 1140 P 1,009Mar-11 SPX 21-May-11 1145 P 1,054Mar-11 SPX 21-May-11 1150 C 2Mar-11 SPX 21-May-11 1150 P 25,402Mar-11 SPX 21-May-11 1155 P 29Mar-11 SPX 21-May-11 1160 C 6Mar-11 SPX 21-May-11 1160 P 4,903Mar-11 SPX 21-May-11 1165 P 2,171Mar-11 SPX 21-May-11 1170 P 4,300Mar-11 SPX 21-May-11 1175 C 8Mar-11 SPX 21-May-11 1175 P 35,002Mar-11 SPX 21-May-11 1180 P 8,746Mar-11 SPX 21-May-11 1185 C 6Mar-11 SPX 21-May-11 1185 P 3,480Mar-11 SPX 21-May-11 1190 P 2,397Mar-11 SPX 21-May-11 1195 P 816Mar-11 SPX 21-May-11 1200 C 4Mar-11 SPX 21-May-11 1200 P 98,310

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 237: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 21-May-11 1205 P 467Mar-11 SPX 21-May-11 1210 C 12Mar-11 SPX 21-May-11 1210 P 3,228Mar-11 SPX 21-May-11 1215 P 1,097Mar-11 SPX 21-May-11 1220 C 7Mar-11 SPX 21-May-11 1220 P 19,814Mar-11 SPX 21-May-11 1225 C 5Mar-11 SPX 21-May-11 1225 P 59,614Mar-11 SPX 21-May-11 1230 C 9Mar-11 SPX 21-May-11 1230 P 7,674Mar-11 SPX 21-May-11 1235 P 1,588Mar-11 SPX 21-May-11 1240 C 34Mar-11 SPX 21-May-11 1240 P 1,800Mar-11 SPX 21-May-11 1245 P 64Mar-11 SPX 21-May-11 1250 C 866Mar-11 SPX 21-May-11 1250 P 60,426Mar-11 SPX 21-May-11 1255 C 16Mar-11 SPX 21-May-11 1255 P 94Mar-11 SPX 21-May-11 1260 C 334Mar-11 SPX 21-May-11 1260 P 13,734Mar-11 SPX 21-May-11 1265 C 85Mar-11 SPX 21-May-11 1265 P 4,523Mar-11 SPX 21-May-11 1270 C 119Mar-11 SPX 21-May-11 1270 P 5,756Mar-11 SPX 21-May-11 1275 C 8,168Mar-11 SPX 21-May-11 1275 P 41,416Mar-11 SPX 21-May-11 1280 C 236Mar-11 SPX 21-May-11 1280 P 11,548Mar-11 SPX 21-May-11 1285 C 198Mar-11 SPX 21-May-11 1285 P 135Mar-11 SPX 21-May-11 1290 C 1,963Mar-11 SPX 21-May-11 1290 P 7,145Mar-11 SPX 21-May-11 1295 C 69Mar-11 SPX 21-May-11 1295 P 51Mar-11 SPX 21-May-11 1300 C 42,134Mar-11 SPX 21-May-11 1300 P 163,222Mar-11 SPX 21-May-11 1305 C 619Mar-11 SPX 21-May-11 1305 P 239Mar-11 SPX 21-May-11 1310 C 2,379Mar-11 SPX 21-May-11 1310 P 3,115Mar-11 SPX 21-May-11 1315 C 593Mar-11 SPX 21-May-11 1315 P 1,278Mar-11 SPX 21-May-11 1320 C 3,582Mar-11 SPX 21-May-11 1320 P 38,102Mar-11 SPX 21-May-11 1325 C 25,676Mar-11 SPX 21-May-11 1325 P 14,704Mar-11 SPX 21-May-11 1330 C 5,699Mar-11 SPX 21-May-11 1330 P 3,560

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 238: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 21-May-11 1335 C 1,676Mar-11 SPX 21-May-11 1335 P 3Mar-11 SPX 21-May-11 1340 C 5,441Mar-11 SPX 21-May-11 1340 P 1,026Mar-11 SPX 21-May-11 1345 C 2,234Mar-11 SPX 21-May-11 1350 C 54,758Mar-11 SPX 21-May-11 1350 P 1,059Mar-11 SPX 21-May-11 1355 C 3,693Mar-11 SPX 21-May-11 1355 P 5Mar-11 SPX 21-May-11 1360 C 13,690Mar-11 SPX 21-May-11 1365 C 6,808Mar-11 SPX 21-May-11 1365 P 60Mar-11 SPX 21-May-11 1370 C 16,275Mar-11 SPX 21-May-11 1375 C 43,478Mar-11 SPX 21-May-11 1375 P 1,002Mar-11 SPX 21-May-11 1380 C 13,255Mar-11 SPX 21-May-11 1385 C 5,441Mar-11 SPX 21-May-11 1390 C 2,648Mar-11 SPX 21-May-11 1395 C 3,467Mar-11 SPX 21-May-11 1400 C 59,581Mar-11 SPX 21-May-11 1400 P 426Mar-11 SPX 21-May-11 1405 C 2,637Mar-11 SPX 21-May-11 1410 C 6,575Mar-11 SPX 21-May-11 1415 C 505Mar-11 SPX 21-May-11 1420 C 363Mar-11 SPX 21-May-11 1425 C 28,365Mar-11 SPX 21-May-11 1430 C 159Mar-11 SPX 21-May-11 1435 C 388Mar-11 SPX 21-May-11 1440 C 1,593Mar-11 SPX 21-May-11 1445 C 51Mar-11 SPX 21-May-11 1450 C 12,716Mar-11 SPX 21-May-11 1460 C 786Mar-11 SPX 21-May-11 1470 C 430Mar-11 SPX 21-May-11 1475 C 1,731Mar-11 SPX 21-May-11 1480 C 103Mar-11 SPX 21-May-11 1490 C 1,760Mar-11 SPX 21-May-11 1500 C 1,531Mar-11 SPX 21-May-11 1500 P 1,500Mar-11 SPX 21-May-11 1525 C 2Mar-11 SPX 21-May-11 1550 C 203Mar-11 SPX 18-Jun-11 100 P 100Mar-11 SPX 18-Jun-11 200 C 310Mar-11 SPX 18-Jun-11 225 C 628Mar-11 SPX 18-Jun-11 400 C 1,150Mar-11 SPX 18-Jun-11 400 P 1,155Mar-11 SPX 18-Jun-11 475 P 2Mar-11 SPX 18-Jun-11 500 C 56,085Mar-11 SPX 18-Jun-11 500 P 57,405

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 239: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 18-Jun-11 525 P 109Mar-11 SPX 18-Jun-11 600 C 317Mar-11 SPX 18-Jun-11 600 P 1,042Mar-11 SPX 18-Jun-11 625 C 628Mar-11 SPX 18-Jun-11 625 P 900Mar-11 SPX 18-Jun-11 650 P 2,570Mar-11 SPX 18-Jun-11 675 P 440Mar-11 SPX 18-Jun-11 700 C 50Mar-11 SPX 18-Jun-11 700 P 6,691Mar-11 SPX 18-Jun-11 725 P 161Mar-11 SPX 18-Jun-11 750 P 3,506Mar-11 SPX 18-Jun-11 775 P 200Mar-11 SPX 18-Jun-11 800 C 140Mar-11 SPX 18-Jun-11 800 P 92,620Mar-11 SPX 18-Jun-11 825 P 4,688Mar-11 SPX 18-Jun-11 850 P 878Mar-11 SPX 18-Jun-11 875 P 589Mar-11 SPX 18-Jun-11 900 C 56Mar-11 SPX 18-Jun-11 900 P 9,877Mar-11 SPX 18-Jun-11 910 P 50Mar-11 SPX 18-Jun-11 915 P 50Mar-11 SPX 18-Jun-11 920 P 491Mar-11 SPX 18-Jun-11 925 P 923Mar-11 SPX 18-Jun-11 940 P 123Mar-11 SPX 18-Jun-11 950 C 200Mar-11 SPX 18-Jun-11 950 P 9,164Mar-11 SPX 18-Jun-11 960 P 3Mar-11 SPX 18-Jun-11 970 P 140Mar-11 SPX 18-Jun-11 975 P 15,133Mar-11 SPX 18-Jun-11 980 P 2,203Mar-11 SPX 18-Jun-11 990 P 309Mar-11 SPX 18-Jun-11 1000 C 6Mar-11 SPX 18-Jun-11 1000 P 32,110Mar-11 SPX 18-Jun-11 1025 P 3,472Mar-11 SPX 18-Jun-11 1030 P 3Mar-11 SPX 18-Jun-11 1050 P 33,877Mar-11 SPX 18-Jun-11 1060 P 4,249Mar-11 SPX 18-Jun-11 1070 P 22Mar-11 SPX 18-Jun-11 1075 C 200Mar-11 SPX 18-Jun-11 1075 P 13,492Mar-11 SPX 18-Jun-11 1080 C 75Mar-11 SPX 18-Jun-11 1080 P 291Mar-11 SPX 18-Jun-11 1090 P 1Mar-11 SPX 18-Jun-11 1100 C 665Mar-11 SPX 18-Jun-11 1100 P 68,918Mar-11 SPX 18-Jun-11 1110 P 1,000Mar-11 SPX 18-Jun-11 1120 P 124Mar-11 SPX 18-Jun-11 1125 P 19,264

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 240: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 18-Jun-11 1130 P 24Mar-11 SPX 18-Jun-11 1140 P 34Mar-11 SPX 18-Jun-11 1150 C 27Mar-11 SPX 18-Jun-11 1150 P 79,147Mar-11 SPX 18-Jun-11 1170 P 965Mar-11 SPX 18-Jun-11 1175 C 30Mar-11 SPX 18-Jun-11 1175 P 45,725Mar-11 SPX 18-Jun-11 1180 P 2,417Mar-11 SPX 18-Jun-11 1185 P 7Mar-11 SPX 18-Jun-11 1190 C 40Mar-11 SPX 18-Jun-11 1190 P 2,042Mar-11 SPX 18-Jun-11 1200 C 350Mar-11 SPX 18-Jun-11 1200 P 108,038Mar-11 SPX 18-Jun-11 1215 P 6Mar-11 SPX 18-Jun-11 1220 C 32Mar-11 SPX 18-Jun-11 1220 P 6,163Mar-11 SPX 18-Jun-11 1225 C 2,355Mar-11 SPX 18-Jun-11 1225 P 71,739Mar-11 SPX 18-Jun-11 1230 P 200Mar-11 SPX 18-Jun-11 1240 C 4Mar-11 SPX 18-Jun-11 1240 P 2,830Mar-11 SPX 18-Jun-11 1245 P 250Mar-11 SPX 18-Jun-11 1250 C 7,854Mar-11 SPX 18-Jun-11 1250 P 106,251Mar-11 SPX 18-Jun-11 1255 C 11,584Mar-11 SPX 18-Jun-11 1255 P 11,791Mar-11 SPX 18-Jun-11 1260 C 21,142Mar-11 SPX 18-Jun-11 1260 P 22,884Mar-11 SPX 18-Jun-11 1265 C 32,356Mar-11 SPX 18-Jun-11 1265 P 32,893Mar-11 SPX 18-Jun-11 1270 C 64,482Mar-11 SPX 18-Jun-11 1270 P 66,496Mar-11 SPX 18-Jun-11 1275 C 56,249Mar-11 SPX 18-Jun-11 1275 P 105,097Mar-11 SPX 18-Jun-11 1280 C 25,715Mar-11 SPX 18-Jun-11 1280 P 29,328Mar-11 SPX 18-Jun-11 1285 C 23,490Mar-11 SPX 18-Jun-11 1285 P 23,662Mar-11 SPX 18-Jun-11 1290 C 70,732Mar-11 SPX 18-Jun-11 1290 P 71,195Mar-11 SPX 18-Jun-11 1295 C 67,724Mar-11 SPX 18-Jun-11 1295 P 67,740Mar-11 SPX 18-Jun-11 1300 C 155,578Mar-11 SPX 18-Jun-11 1300 P 194,557Mar-11 SPX 18-Jun-11 1305 C 26,061Mar-11 SPX 18-Jun-11 1305 P 26,149Mar-11 SPX 18-Jun-11 1310 C 33,278Mar-11 SPX 18-Jun-11 1310 P 32,169

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 241: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 18-Jun-11 1315 C 16,630Mar-11 SPX 18-Jun-11 1315 P 17,421Mar-11 SPX 18-Jun-11 1320 C 17,255Mar-11 SPX 18-Jun-11 1320 P 13,971Mar-11 SPX 18-Jun-11 1325 C 74,311Mar-11 SPX 18-Jun-11 1325 P 53,938Mar-11 SPX 18-Jun-11 1330 C 710Mar-11 SPX 18-Jun-11 1330 P 8Mar-11 SPX 18-Jun-11 1335 C 1,129Mar-11 SPX 18-Jun-11 1340 C 328Mar-11 SPX 18-Jun-11 1345 C 10Mar-11 SPX 18-Jun-11 1345 P 8Mar-11 SPX 18-Jun-11 1350 C 70,077Mar-11 SPX 18-Jun-11 1350 P 3,337Mar-11 SPX 18-Jun-11 1355 C 108Mar-11 SPX 18-Jun-11 1360 C 1,531Mar-11 SPX 18-Jun-11 1365 C 4,686Mar-11 SPX 18-Jun-11 1370 C 266Mar-11 SPX 18-Jun-11 1375 C 40,561Mar-11 SPX 18-Jun-11 1375 P 1,022Mar-11 SPX 18-Jun-11 1380 C 425Mar-11 SPX 18-Jun-11 1385 C 216Mar-11 SPX 18-Jun-11 1390 C 91Mar-11 SPX 18-Jun-11 1395 C 8Mar-11 SPX 18-Jun-11 1400 C 57,969Mar-11 SPX 18-Jun-11 1400 P 2,286Mar-11 SPX 18-Jun-11 1410 C 25Mar-11 SPX 18-Jun-11 1420 C 6Mar-11 SPX 18-Jun-11 1420 P 8Mar-11 SPX 18-Jun-11 1425 C 32,176Mar-11 SPX 18-Jun-11 1425 P 67Mar-11 SPX 18-Jun-11 1440 C 197Mar-11 SPX 18-Jun-11 1450 C 14,539Mar-11 SPX 18-Jun-11 1450 P 701Mar-11 SPX 18-Jun-11 1475 C 9,022Mar-11 SPX 18-Jun-11 1500 C 62,475Mar-11 SPX 18-Jun-11 1500 P 56,092Mar-11 SPX 18-Jun-11 1550 C 104Mar-11 SPX 18-Jun-11 1600 C 29Mar-11 SPX 18-Jun-11 1700 C 59Mar-11 SPX 18-Jun-11 1700 P 50Mar-11 SPX 18-Jun-11 1800 C 140Mar-11 SPX 18-Jun-11 1800 P 1,015Mar-11 SPX 18-Jun-11 2000 P 875Mar-11 SPX 18-Jun-11 2500 P 12Mar-11 SPX 16-Jul-11 200 P 1Mar-11 SPX 16-Jul-11 300 P 1Mar-11 SPX 16-Jul-11 400 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 242: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 16-Jul-11 500 P 1Mar-11 SPX 16-Jul-11 800 P 29,971Mar-11 SPX 16-Jul-11 850 P 200Mar-11 SPX 16-Jul-11 900 P 2,700Mar-11 SPX 16-Jul-11 925 P 28Mar-11 SPX 16-Jul-11 950 P 374Mar-11 SPX 16-Jul-11 1000 P 9,193Mar-11 SPX 16-Jul-11 1025 P 206Mar-11 SPX 16-Jul-11 1050 P 1,132Mar-11 SPX 16-Jul-11 1075 P 122Mar-11 SPX 16-Jul-11 1100 P 223Mar-11 SPX 16-Jul-11 1125 P 7,533Mar-11 SPX 16-Jul-11 1150 C 1Mar-11 SPX 16-Jul-11 1150 P 2,300Mar-11 SPX 16-Jul-11 1175 P 1,315Mar-11 SPX 16-Jul-11 1200 P 15,299Mar-11 SPX 16-Jul-11 1225 P 1,014Mar-11 SPX 16-Jul-11 1250 C 10Mar-11 SPX 16-Jul-11 1250 P 16,545Mar-11 SPX 16-Jul-11 1275 P 2,201Mar-11 SPX 16-Jul-11 1300 C 2,020Mar-11 SPX 16-Jul-11 1300 P 8,137Mar-11 SPX 16-Jul-11 1325 C 1,882Mar-11 SPX 16-Jul-11 1325 P 310Mar-11 SPX 16-Jul-11 1350 C 2,893Mar-11 SPX 16-Jul-11 1350 P 19Mar-11 SPX 16-Jul-11 1375 C 2,030Mar-11 SPX 16-Jul-11 1400 C 5,751Mar-11 SPX 16-Jul-11 1425 C 1Mar-11 SPX 16-Jul-11 1450 C 557Mar-11 SPX 16-Jul-11 1475 C 2Mar-11 SPX 16-Jul-11 1500 C 4Mar-11 SPX 17-Sep-11 400 P 18Mar-11 SPX 17-Sep-11 500 C 800Mar-11 SPX 17-Sep-11 500 P 855Mar-11 SPX 17-Sep-11 600 P 2,289Mar-11 SPX 17-Sep-11 625 P 53Mar-11 SPX 17-Sep-11 650 P 5,196Mar-11 SPX 17-Sep-11 675 P 290Mar-11 SPX 17-Sep-11 700 P 1,770Mar-11 SPX 17-Sep-11 725 P 60Mar-11 SPX 17-Sep-11 750 P 1,517Mar-11 SPX 17-Sep-11 775 P 25Mar-11 SPX 17-Sep-11 800 P 10,856Mar-11 SPX 17-Sep-11 825 P 661Mar-11 SPX 17-Sep-11 850 P 143Mar-11 SPX 17-Sep-11 875 P 9Mar-11 SPX 17-Sep-11 900 P 5,968

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 243: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 17-Sep-11 925 P 1,178Mar-11 SPX 17-Sep-11 950 P 554Mar-11 SPX 17-Sep-11 975 P 273Mar-11 SPX 17-Sep-11 1000 C 2Mar-11 SPX 17-Sep-11 1000 P 23,311Mar-11 SPX 17-Sep-11 1025 P 15,697Mar-11 SPX 17-Sep-11 1050 P 5,940Mar-11 SPX 17-Sep-11 1075 C 10Mar-11 SPX 17-Sep-11 1075 P 2,921Mar-11 SPX 17-Sep-11 1100 C 10Mar-11 SPX 17-Sep-11 1100 P 18,157Mar-11 SPX 17-Sep-11 1125 P 15,024Mar-11 SPX 17-Sep-11 1150 C 1Mar-11 SPX 17-Sep-11 1150 P 14,278Mar-11 SPX 17-Sep-11 1175 C 60Mar-11 SPX 17-Sep-11 1175 P 11,946Mar-11 SPX 17-Sep-11 1200 C 23Mar-11 SPX 17-Sep-11 1200 P 38,483Mar-11 SPX 17-Sep-11 1225 C 83Mar-11 SPX 17-Sep-11 1225 P 32,847Mar-11 SPX 17-Sep-11 1250 C 1,936Mar-11 SPX 17-Sep-11 1250 P 20,666Mar-11 SPX 17-Sep-11 1275 C 50,149Mar-11 SPX 17-Sep-11 1275 P 21,915Mar-11 SPX 17-Sep-11 1300 C 16,070Mar-11 SPX 17-Sep-11 1300 P 66,305Mar-11 SPX 17-Sep-11 1325 C 18,484Mar-11 SPX 17-Sep-11 1325 P 5,877Mar-11 SPX 17-Sep-11 1350 C 17,761Mar-11 SPX 17-Sep-11 1350 P 2,881Mar-11 SPX 17-Sep-11 1375 C 9,160Mar-11 SPX 17-Sep-11 1375 P 50Mar-11 SPX 17-Sep-11 1400 C 46,695Mar-11 SPX 17-Sep-11 1400 P 205Mar-11 SPX 17-Sep-11 1425 C 970Mar-11 SPX 17-Sep-11 1425 P 12Mar-11 SPX 17-Sep-11 1450 C 8,845Mar-11 SPX 17-Sep-11 1450 P 250Mar-11 SPX 17-Sep-11 1475 C 607Mar-11 SPX 17-Sep-11 1500 C 13,089Mar-11 SPX 17-Sep-11 1500 P 827Mar-11 SPX 17-Sep-11 1525 C 535Mar-11 SPX 17-Sep-11 1550 C 345Mar-11 SPX 17-Sep-11 1600 C 3,463Mar-11 SPX 17-Sep-11 1650 C 99Mar-11 SPX 17-Sep-11 1700 C 1,235Mar-11 SPX 17-Sep-11 1750 C 209Mar-11 SPX 17-Sep-11 1800 C 28

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 244: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 17-Sep-11 3000 C 200Mar-11 SPX 17-Dec-11 100 C 5Mar-11 SPX 17-Dec-11 100 P 30Mar-11 SPX 17-Dec-11 150 P 403Mar-11 SPX 17-Dec-11 200 P 430Mar-11 SPX 17-Dec-11 225 P 85Mar-11 SPX 17-Dec-11 250 P 1,194Mar-11 SPX 17-Dec-11 275 P 20Mar-11 SPX 17-Dec-11 280 P 20Mar-11 SPX 17-Dec-11 300 P 453Mar-11 SPX 17-Dec-11 325 P 28Mar-11 SPX 17-Dec-11 350 P 210Mar-11 SPX 17-Dec-11 375 P 200Mar-11 SPX 17-Dec-11 400 C 50Mar-11 SPX 17-Dec-11 400 P 752Mar-11 SPX 17-Dec-11 425 P 125Mar-11 SPX 17-Dec-11 450 P 102Mar-11 SPX 17-Dec-11 475 P 400Mar-11 SPX 17-Dec-11 500 C 2,370Mar-11 SPX 17-Dec-11 500 P 2,891Mar-11 SPX 17-Dec-11 525 P 2,373Mar-11 SPX 17-Dec-11 550 P 2,477Mar-11 SPX 17-Dec-11 575 P 1,600Mar-11 SPX 17-Dec-11 600 C 16Mar-11 SPX 17-Dec-11 600 P 5,463Mar-11 SPX 17-Dec-11 650 P 151Mar-11 SPX 17-Dec-11 675 P 24,775Mar-11 SPX 17-Dec-11 700 P 36,196Mar-11 SPX 17-Dec-11 725 P 2,500Mar-11 SPX 17-Dec-11 750 P 2,362Mar-11 SPX 17-Dec-11 775 P 8,066Mar-11 SPX 17-Dec-11 800 P 15,773Mar-11 SPX 17-Dec-11 825 P 365Mar-11 SPX 17-Dec-11 850 P 2,264Mar-11 SPX 17-Dec-11 875 C 6Mar-11 SPX 17-Dec-11 875 P 1,527Mar-11 SPX 17-Dec-11 900 C 6Mar-11 SPX 17-Dec-11 900 P 32,886Mar-11 SPX 17-Dec-11 920 P 13Mar-11 SPX 17-Dec-11 925 P 5Mar-11 SPX 17-Dec-11 950 P 576Mar-11 SPX 17-Dec-11 975 P 4,151Mar-11 SPX 17-Dec-11 1000 C 6Mar-11 SPX 17-Dec-11 1000 P 29,795Mar-11 SPX 17-Dec-11 1025 C 5Mar-11 SPX 17-Dec-11 1025 P 1,754Mar-11 SPX 17-Dec-11 1030 P 1,822Mar-11 SPX 17-Dec-11 1050 C 31

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 245: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 17-Dec-11 1050 P 6,441Mar-11 SPX 17-Dec-11 1075 C 10Mar-11 SPX 17-Dec-11 1075 P 6,568Mar-11 SPX 17-Dec-11 1090 P 1,250Mar-11 SPX 17-Dec-11 1095 P 500Mar-11 SPX 17-Dec-11 1100 P 66,464Mar-11 SPX 17-Dec-11 1125 P 14,146Mar-11 SPX 17-Dec-11 1150 C 3,030Mar-11 SPX 17-Dec-11 1150 P 22,884Mar-11 SPX 17-Dec-11 1175 C 160Mar-11 SPX 17-Dec-11 1175 P 18,453Mar-11 SPX 17-Dec-11 1180 P 124Mar-11 SPX 17-Dec-11 1200 C 3,725Mar-11 SPX 17-Dec-11 1200 P 36,553Mar-11 SPX 17-Dec-11 1225 P 3,864Mar-11 SPX 17-Dec-11 1250 C 8,868Mar-11 SPX 17-Dec-11 1250 P 29,805Mar-11 SPX 17-Dec-11 1275 C 13,610Mar-11 SPX 17-Dec-11 1275 P 23,617Mar-11 SPX 17-Dec-11 1300 C 36,095Mar-11 SPX 17-Dec-11 1300 P 28,446Mar-11 SPX 17-Dec-11 1325 C 15,244Mar-11 SPX 17-Dec-11 1325 P 7,286Mar-11 SPX 17-Dec-11 1350 C 14,249Mar-11 SPX 17-Dec-11 1350 P 30Mar-11 SPX 17-Dec-11 1375 C 10,339Mar-11 SPX 17-Dec-11 1375 P 32Mar-11 SPX 17-Dec-11 1400 C 82,795Mar-11 SPX 17-Dec-11 1400 P 4,055Mar-11 SPX 17-Dec-11 1425 C 8,061Mar-11 SPX 17-Dec-11 1450 C 19,421Mar-11 SPX 17-Dec-11 1450 P 22Mar-11 SPX 17-Dec-11 1475 C 1,310Mar-11 SPX 17-Dec-11 1500 C 10,887Mar-11 SPX 17-Dec-11 1500 P 1,151Mar-11 SPX 17-Dec-11 1525 C 1,017Mar-11 SPX 17-Dec-11 1550 C 11,067Mar-11 SPX 17-Dec-11 1600 C 17,044Mar-11 SPX 17-Dec-11 1700 C 8,482Mar-11 SPX 17-Dec-11 1800 C 105Mar-11 SPX 17-Dec-11 1900 C 343Mar-11 SPX 17-Dec-11 2000 C 1,110Mar-11 SPX 17-Dec-11 2000 P 2Mar-11 SPX 17-Dec-11 2250 C 181Mar-11 SPX 17-Dec-11 2250 P 7Mar-11 SPX 17-Dec-11 2500 C 482Mar-11 SPX 17-Dec-11 2500 P 110Mar-11 SPX 17-Dec-11 3000 C 1,190

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 246: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 17-Dec-11 3000 P 170Mar-11 SPX 17-Mar-12 600 P 29Mar-11 SPX 17-Mar-12 800 P 3Mar-11 SPX 17-Mar-12 900 P 1,142Mar-11 SPX 17-Mar-12 950 P 10Mar-11 SPX 17-Mar-12 975 P 300Mar-11 SPX 17-Mar-12 1000 P 610Mar-11 SPX 17-Mar-12 1050 P 200Mar-11 SPX 17-Mar-12 1100 P 7,112Mar-11 SPX 17-Mar-12 1125 P 2,900Mar-11 SPX 17-Mar-12 1150 P 2,505Mar-11 SPX 17-Mar-12 1175 P 1,140Mar-11 SPX 17-Mar-12 1200 P 1,900Mar-11 SPX 17-Mar-12 1225 P 2,012Mar-11 SPX 17-Mar-12 1250 P 1,561Mar-11 SPX 17-Mar-12 1275 C 330Mar-11 SPX 17-Mar-12 1275 P 2,506Mar-11 SPX 17-Mar-12 1300 C 3,692Mar-11 SPX 17-Mar-12 1300 P 4,002Mar-11 SPX 17-Mar-12 1325 C 962Mar-11 SPX 17-Mar-12 1325 P 2,061Mar-11 SPX 17-Mar-12 1350 C 2,060Mar-11 SPX 17-Mar-12 1350 P 1Mar-11 SPX 17-Mar-12 1375 C 1,625Mar-11 SPX 17-Mar-12 1400 C 1,651Mar-11 SPX 17-Mar-12 1425 C 276Mar-11 SPX 17-Mar-12 1450 C 490Mar-11 SPX 17-Mar-12 1475 C 5Mar-11 SPX 17-Mar-12 1500 C 2Mar-11 SPX 17-Mar-12 1550 C 1,762Mar-11 SPX 16-Jun-12 200 P 10Mar-11 SPX 16-Jun-12 400 P 3Mar-11 SPX 16-Jun-12 600 P 6,009Mar-11 SPX 16-Jun-12 650 P 6Mar-11 SPX 16-Jun-12 700 C 1Mar-11 SPX 16-Jun-12 700 P 1,047Mar-11 SPX 16-Jun-12 750 P 100Mar-11 SPX 16-Jun-12 775 P 3Mar-11 SPX 16-Jun-12 800 P 5,129Mar-11 SPX 16-Jun-12 825 P 175Mar-11 SPX 16-Jun-12 850 P 115Mar-11 SPX 16-Jun-12 875 P 3Mar-11 SPX 16-Jun-12 900 P 1,015Mar-11 SPX 16-Jun-12 925 P 79Mar-11 SPX 16-Jun-12 950 P 1Mar-11 SPX 16-Jun-12 975 P 10Mar-11 SPX 16-Jun-12 1000 P 1,141Mar-11 SPX 16-Jun-12 1050 P 1,378

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 247: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 16-Jun-12 1075 P 385Mar-11 SPX 16-Jun-12 1100 P 4,542Mar-11 SPX 16-Jun-12 1125 C 1Mar-11 SPX 16-Jun-12 1125 P 1Mar-11 SPX 16-Jun-12 1150 P 5,724Mar-11 SPX 16-Jun-12 1175 P 22Mar-11 SPX 16-Jun-12 1200 P 811Mar-11 SPX 16-Jun-12 1225 P 1,500Mar-11 SPX 16-Jun-12 1250 C 526Mar-11 SPX 16-Jun-12 1250 P 3,564Mar-11 SPX 16-Jun-12 1275 C 348Mar-11 SPX 16-Jun-12 1275 P 1,415Mar-11 SPX 16-Jun-12 1300 C 3,160Mar-11 SPX 16-Jun-12 1300 P 5,841Mar-11 SPX 16-Jun-12 1325 C 981Mar-11 SPX 16-Jun-12 1325 P 26Mar-11 SPX 16-Jun-12 1350 C 6,740Mar-11 SPX 16-Jun-12 1350 P 905Mar-11 SPX 16-Jun-12 1375 C 857Mar-11 SPX 16-Jun-12 1400 C 4,928Mar-11 SPX 16-Jun-12 1400 P 10Mar-11 SPX 16-Jun-12 1425 C 53Mar-11 SPX 16-Jun-12 1450 C 3,893Mar-11 SPX 16-Jun-12 1450 P 4Mar-11 SPX 16-Jun-12 1475 C 665Mar-11 SPX 16-Jun-12 1500 C 41Mar-11 SPX 16-Jun-12 1550 C 308Mar-11 SPX 16-Jun-12 1600 C 145Mar-11 SPX 16-Jun-12 1700 C 312Mar-11 SPX 16-Jun-12 1800 C 2Mar-11 SPX 16-Jun-12 1900 C 32Mar-11 SPX 16-Jun-12 2000 C 49Mar-11 SPX 16-Jun-12 2250 C 2Mar-11 SPX 16-Jun-12 2250 P 2Mar-11 SPX 16-Jun-12 2500 C 65Mar-11 SPX 16-Jun-12 2500 P 10Mar-11 SPX 16-Jun-12 3000 C 104Mar-11 SPX 22-Dec-12 100 C 2Mar-11 SPX 22-Dec-12 100 P 288Mar-11 SPX 22-Dec-12 200 C 48Mar-11 SPX 22-Dec-12 200 P 841Mar-11 SPX 22-Dec-12 250 P 744Mar-11 SPX 22-Dec-12 300 C 6Mar-11 SPX 22-Dec-12 300 P 89Mar-11 SPX 22-Dec-12 350 P 1,834Mar-11 SPX 22-Dec-12 400 P 27Mar-11 SPX 22-Dec-12 450 P 2Mar-11 SPX 22-Dec-12 500 P 222

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 248: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 22-Dec-12 550 P 1,512Mar-11 SPX 22-Dec-12 600 C 5Mar-11 SPX 22-Dec-12 600 P 14,711Mar-11 SPX 22-Dec-12 650 P 2,150Mar-11 SPX 22-Dec-12 700 P 6,370Mar-11 SPX 22-Dec-12 750 P 2,032Mar-11 SPX 22-Dec-12 800 C 116Mar-11 SPX 22-Dec-12 800 P 905Mar-11 SPX 22-Dec-12 825 P 63Mar-11 SPX 22-Dec-12 850 P 166Mar-11 SPX 22-Dec-12 875 P 55Mar-11 SPX 22-Dec-12 900 C 13Mar-11 SPX 22-Dec-12 900 P 5,778Mar-11 SPX 22-Dec-12 925 P 3,959Mar-11 SPX 22-Dec-12 950 P 3,300Mar-11 SPX 22-Dec-12 1000 C 2,912Mar-11 SPX 22-Dec-12 1000 P 6,059Mar-11 SPX 22-Dec-12 1050 C 7Mar-11 SPX 22-Dec-12 1050 P 13,021Mar-11 SPX 22-Dec-12 1075 C 2Mar-11 SPX 22-Dec-12 1075 P 950Mar-11 SPX 22-Dec-12 1100 C 11,800Mar-11 SPX 22-Dec-12 1100 P 34,631Mar-11 SPX 22-Dec-12 1125 P 1Mar-11 SPX 22-Dec-12 1150 C 2Mar-11 SPX 22-Dec-12 1150 P 1,286Mar-11 SPX 22-Dec-12 1175 P 1,300Mar-11 SPX 22-Dec-12 1200 C 824Mar-11 SPX 22-Dec-12 1200 P 9,445Mar-11 SPX 22-Dec-12 1225 P 1,260Mar-11 SPX 22-Dec-12 1250 P 4,461Mar-11 SPX 22-Dec-12 1275 C 600Mar-11 SPX 22-Dec-12 1275 P 856Mar-11 SPX 22-Dec-12 1300 C 7,132Mar-11 SPX 22-Dec-12 1300 P 11,181Mar-11 SPX 22-Dec-12 1325 C 13,614Mar-11 SPX 22-Dec-12 1325 P 3,415Mar-11 SPX 22-Dec-12 1350 C 4,558Mar-11 SPX 22-Dec-12 1350 P 1,961Mar-11 SPX 22-Dec-12 1400 C 11,977Mar-11 SPX 22-Dec-12 1400 P 3Mar-11 SPX 22-Dec-12 1450 C 3,600Mar-11 SPX 22-Dec-12 1450 P 1Mar-11 SPX 22-Dec-12 1500 C 7,322Mar-11 SPX 22-Dec-12 1550 C 955Mar-11 SPX 22-Dec-12 1600 C 35,711Mar-11 SPX 22-Dec-12 1650 C 11Mar-11 SPX 22-Dec-12 1700 C 251

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 249: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 22-Dec-12 1750 C 3,000Mar-11 SPX 22-Dec-12 1800 C 760Mar-11 SPX 22-Dec-12 1900 C 100Mar-11 SPX 22-Dec-12 2000 C 250Mar-11 SPX 22-Dec-12 2250 C 2Mar-11 SPX 22-Dec-12 2250 P 6Mar-11 SPX 22-Dec-12 2500 C 58Mar-11 SPX 22-Dec-12 3000 P 8Mar-11 SPX 21-Dec-13 100 C 2Mar-11 SPX 21-Dec-13 100 P 210Mar-11 SPX 21-Dec-13 200 C 514Mar-11 SPX 21-Dec-13 200 P 51Mar-11 SPX 21-Dec-13 250 P 300Mar-11 SPX 21-Dec-13 300 P 3Mar-11 SPX 21-Dec-13 350 P 108Mar-11 SPX 21-Dec-13 400 P 113Mar-11 SPX 21-Dec-13 450 P 93Mar-11 SPX 21-Dec-13 500 P 33Mar-11 SPX 21-Dec-13 600 C 4Mar-11 SPX 21-Dec-13 600 P 126Mar-11 SPX 21-Dec-13 650 P 1,350Mar-11 SPX 21-Dec-13 700 P 173Mar-11 SPX 21-Dec-13 750 P 500Mar-11 SPX 21-Dec-13 800 C 516Mar-11 SPX 21-Dec-13 800 P 1,729Mar-11 SPX 21-Dec-13 850 C 1Mar-11 SPX 21-Dec-13 850 P 14Mar-11 SPX 21-Dec-13 900 P 258Mar-11 SPX 21-Dec-13 950 P 8Mar-11 SPX 21-Dec-13 1000 C 23Mar-11 SPX 21-Dec-13 1000 P 1,871Mar-11 SPX 21-Dec-13 1050 C 6Mar-11 SPX 21-Dec-13 1050 P 6Mar-11 SPX 21-Dec-13 1075 C 1Mar-11 SPX 21-Dec-13 1075 P 125Mar-11 SPX 21-Dec-13 1100 C 1Mar-11 SPX 21-Dec-13 1100 P 401Mar-11 SPX 21-Dec-13 1125 P 2Mar-11 SPX 21-Dec-13 1150 P 426Mar-11 SPX 21-Dec-13 1200 C 1Mar-11 SPX 21-Dec-13 1200 P 702Mar-11 SPX 21-Dec-13 1250 C 1,602Mar-11 SPX 21-Dec-13 1250 P 1,703Mar-11 SPX 21-Dec-13 1275 C 335Mar-11 SPX 21-Dec-13 1275 P 405Mar-11 SPX 21-Dec-13 1300 C 3,003Mar-11 SPX 21-Dec-13 1300 P 3,550Mar-11 SPX 21-Dec-13 1325 C 1,550

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 250: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPX 21-Dec-13 1325 P 602Mar-11 SPX 21-Dec-13 1350 C 1,100Mar-11 SPX 21-Dec-13 1350 P 4Mar-11 SPX 21-Dec-13 1375 P 125Mar-11 SPX 21-Dec-13 1400 C 2,001Mar-11 SPX 21-Dec-13 1425 C 400Mar-11 SPX 21-Dec-13 1450 C 1,758Mar-11 SPX 21-Dec-13 1500 C 400Mar-11 SPX 21-Dec-13 1600 C 250Mar-11 SPX 21-Dec-13 1700 C 2,100Mar-11 SPX 21-Dec-13 1800 C 1Mar-11 SPX 21-Dec-13 1900 C 500Mar-11 SPX 21-Dec-13 2000 C 25Mar-11 SPX 21-Dec-13 2250 C 149Mar-11 SPX 21-Dec-13 2250 P 11Mar-11 SPX 21-Dec-13 2500 P 12Mar-11 SPX 21-Dec-13 3000 P 191Mar-11 SPXW 04-Mar-11 1050 C 33Mar-11 SPXW 04-Mar-11 1050 P 1Mar-11 SPXW 04-Mar-11 1075 C 26Mar-11 SPXW 04-Mar-11 1075 P 100Mar-11 SPXW 04-Mar-11 1100 C 22Mar-11 SPXW 04-Mar-11 1100 P 627Mar-11 SPXW 04-Mar-11 1125 P 3,564Mar-11 SPXW 04-Mar-11 1150 C 49Mar-11 SPXW 04-Mar-11 1150 P 1,375Mar-11 SPXW 04-Mar-11 1175 C 14Mar-11 SPXW 04-Mar-11 1175 P 1,508Mar-11 SPXW 04-Mar-11 1200 C 12Mar-11 SPXW 04-Mar-11 1200 P 1,811Mar-11 SPXW 04-Mar-11 1220 C 11Mar-11 SPXW 04-Mar-11 1220 P 720Mar-11 SPXW 04-Mar-11 1225 C 11Mar-11 SPXW 04-Mar-11 1225 P 2,170Mar-11 SPXW 04-Mar-11 1230 P 142Mar-11 SPXW 04-Mar-11 1235 C 36Mar-11 SPXW 04-Mar-11 1235 P 371Mar-11 SPXW 04-Mar-11 1240 C 11Mar-11 SPXW 04-Mar-11 1240 P 932Mar-11 SPXW 04-Mar-11 1245 P 272Mar-11 SPXW 04-Mar-11 1250 C 26Mar-11 SPXW 04-Mar-11 1250 P 7,961Mar-11 SPXW 04-Mar-11 1255 C 22Mar-11 SPXW 04-Mar-11 1255 P 1,025Mar-11 SPXW 04-Mar-11 1260 C 11Mar-11 SPXW 04-Mar-11 1260 P 1,288Mar-11 SPXW 04-Mar-11 1265 C 15Mar-11 SPXW 04-Mar-11 1265 P 2,272

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 251: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPXW 04-Mar-11 1270 C 11Mar-11 SPXW 04-Mar-11 1270 P 2,479Mar-11 SPXW 04-Mar-11 1275 C 71Mar-11 SPXW 04-Mar-11 1275 P 10,938Mar-11 SPXW 04-Mar-11 1280 C 37Mar-11 SPXW 04-Mar-11 1280 P 9,989Mar-11 SPXW 04-Mar-11 1285 C 70Mar-11 SPXW 04-Mar-11 1285 P 2,817Mar-11 SPXW 04-Mar-11 1290 C 103Mar-11 SPXW 04-Mar-11 1290 P 5,398Mar-11 SPXW 04-Mar-11 1295 C 140Mar-11 SPXW 04-Mar-11 1295 P 2,571Mar-11 SPXW 04-Mar-11 1300 C 1,695Mar-11 SPXW 04-Mar-11 1300 P 13,058Mar-11 SPXW 04-Mar-11 1305 C 412Mar-11 SPXW 04-Mar-11 1305 P 7,089Mar-11 SPXW 04-Mar-11 1310 C 1,964Mar-11 SPXW 04-Mar-11 1310 P 23,502Mar-11 SPXW 04-Mar-11 1315 C 2,648Mar-11 SPXW 04-Mar-11 1315 P 6,816Mar-11 SPXW 04-Mar-11 1320 C 5,797Mar-11 SPXW 04-Mar-11 1320 P 10,711Mar-11 SPXW 04-Mar-11 1325 C 7,205Mar-11 SPXW 04-Mar-11 1325 P 7,470Mar-11 SPXW 04-Mar-11 1330 C 6,458Mar-11 SPXW 04-Mar-11 1330 P 1,103Mar-11 SPXW 04-Mar-11 1335 C 8,278Mar-11 SPXW 04-Mar-11 1335 P 2,083Mar-11 SPXW 04-Mar-11 1340 C 10,232Mar-11 SPXW 04-Mar-11 1340 P 104Mar-11 SPXW 04-Mar-11 1345 C 20,372Mar-11 SPXW 04-Mar-11 1345 P 60Mar-11 SPXW 04-Mar-11 1350 C 11,925Mar-11 SPXW 04-Mar-11 1350 P 149Mar-11 SPXW 04-Mar-11 1355 C 17,034Mar-11 SPXW 04-Mar-11 1355 P 55Mar-11 SPXW 04-Mar-11 1360 C 3,625Mar-11 SPXW 04-Mar-11 1360 P 62Mar-11 SPXW 04-Mar-11 1365 C 2,420Mar-11 SPXW 04-Mar-11 1365 P 44Mar-11 SPXW 04-Mar-11 1370 C 382Mar-11 SPXW 04-Mar-11 1370 P 22Mar-11 SPXW 04-Mar-11 1375 C 2,899Mar-11 SPXW 04-Mar-11 1375 P 11Mar-11 SPXW 04-Mar-11 1400 C 36Mar-11 SPXW 04-Mar-11 1400 P 22Mar-11 SPXW 04-Mar-11 1425 C 2,020Mar-11 SPXW 04-Mar-11 1425 P 22

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 252: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPXW 11-Mar-11 1050 C 34Mar-11 SPXW 11-Mar-11 1050 P 1,134Mar-11 SPXW 11-Mar-11 1075 C 15Mar-11 SPXW 11-Mar-11 1075 P 1,358Mar-11 SPXW 11-Mar-11 1100 C 33Mar-11 SPXW 11-Mar-11 1100 P 5,909Mar-11 SPXW 11-Mar-11 1125 C 54Mar-11 SPXW 11-Mar-11 1125 P 11,897Mar-11 SPXW 11-Mar-11 1150 C 93Mar-11 SPXW 11-Mar-11 1150 P 20,387Mar-11 SPXW 11-Mar-11 1175 C 11Mar-11 SPXW 11-Mar-11 1175 P 6,419Mar-11 SPXW 11-Mar-11 1200 C 2Mar-11 SPXW 11-Mar-11 1200 P 13,639Mar-11 SPXW 11-Mar-11 1225 C 11Mar-11 SPXW 11-Mar-11 1225 P 9,165Mar-11 SPXW 11-Mar-11 1230 C 54Mar-11 SPXW 11-Mar-11 1230 P 1,817Mar-11 SPXW 11-Mar-11 1235 C 23Mar-11 SPXW 11-Mar-11 1235 P 1,822Mar-11 SPXW 11-Mar-11 1240 C 43Mar-11 SPXW 11-Mar-11 1240 P 2,872Mar-11 SPXW 11-Mar-11 1245 C 11Mar-11 SPXW 11-Mar-11 1245 P 6,393Mar-11 SPXW 11-Mar-11 1250 C 23Mar-11 SPXW 11-Mar-11 1250 P 10,508Mar-11 SPXW 11-Mar-11 1255 C 28Mar-11 SPXW 11-Mar-11 1255 P 4,731Mar-11 SPXW 11-Mar-11 1260 C 6Mar-11 SPXW 11-Mar-11 1260 P 6,875Mar-11 SPXW 11-Mar-11 1265 C 31Mar-11 SPXW 11-Mar-11 1265 P 5,178Mar-11 SPXW 11-Mar-11 1270 C 91Mar-11 SPXW 11-Mar-11 1270 P 5,780Mar-11 SPXW 11-Mar-11 1275 C 58Mar-11 SPXW 11-Mar-11 1275 P 9,988Mar-11 SPXW 11-Mar-11 1280 C 47Mar-11 SPXW 11-Mar-11 1280 P 6,560Mar-11 SPXW 11-Mar-11 1285 C 20Mar-11 SPXW 11-Mar-11 1285 P 4,580Mar-11 SPXW 11-Mar-11 1290 C 120Mar-11 SPXW 11-Mar-11 1290 P 8,926Mar-11 SPXW 11-Mar-11 1295 C 688Mar-11 SPXW 11-Mar-11 1295 P 5,600Mar-11 SPXW 11-Mar-11 1300 C 5,743Mar-11 SPXW 11-Mar-11 1300 P 16,296Mar-11 SPXW 11-Mar-11 1305 C 3,638Mar-11 SPXW 11-Mar-11 1305 P 8,575

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 253: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPXW 11-Mar-11 1310 C 3,909Mar-11 SPXW 11-Mar-11 1310 P 1,910Mar-11 SPXW 11-Mar-11 1315 C 4,246Mar-11 SPXW 11-Mar-11 1315 P 3,445Mar-11 SPXW 11-Mar-11 1320 C 5,461Mar-11 SPXW 11-Mar-11 1320 P 1,578Mar-11 SPXW 11-Mar-11 1325 C 8,791Mar-11 SPXW 11-Mar-11 1325 P 5,141Mar-11 SPXW 11-Mar-11 1330 C 3,732Mar-11 SPXW 11-Mar-11 1330 P 247Mar-11 SPXW 11-Mar-11 1335 C 4,580Mar-11 SPXW 11-Mar-11 1335 P 194Mar-11 SPXW 11-Mar-11 1340 C 5,782Mar-11 SPXW 11-Mar-11 1340 P 111Mar-11 SPXW 11-Mar-11 1345 C 7,072Mar-11 SPXW 11-Mar-11 1345 P 18Mar-11 SPXW 11-Mar-11 1350 C 28,896Mar-11 SPXW 11-Mar-11 1350 P 133Mar-11 SPXW 11-Mar-11 1355 C 9,912Mar-11 SPXW 11-Mar-11 1355 P 28Mar-11 SPXW 11-Mar-11 1360 C 21,270Mar-11 SPXW 11-Mar-11 1360 P 108Mar-11 SPXW 11-Mar-11 1365 C 6,497Mar-11 SPXW 11-Mar-11 1365 P 149Mar-11 SPXW 11-Mar-11 1370 C 1,486Mar-11 SPXW 11-Mar-11 1370 P 42Mar-11 SPXW 11-Mar-11 1375 C 1,197Mar-11 SPXW 11-Mar-11 1375 P 40Mar-11 SPXW 11-Mar-11 1380 C 159Mar-11 SPXW 11-Mar-11 1400 C 399Mar-11 SPXW 11-Mar-11 1400 P 50Mar-11 SPXW 11-Mar-11 1425 C 226Mar-11 SPXW 11-Mar-11 1425 P 47Mar-11 SPXW 25-Mar-11 1000 C 13Mar-11 SPXW 25-Mar-11 1000 P 9,151Mar-11 SPXW 25-Mar-11 1025 C 2Mar-11 SPXW 25-Mar-11 1025 P 11,328Mar-11 SPXW 25-Mar-11 1050 C 93Mar-11 SPXW 25-Mar-11 1050 P 19,146Mar-11 SPXW 25-Mar-11 1075 C 46Mar-11 SPXW 25-Mar-11 1075 P 9,097Mar-11 SPXW 25-Mar-11 1100 C 116Mar-11 SPXW 25-Mar-11 1100 P 24,286Mar-11 SPXW 25-Mar-11 1125 C 82Mar-11 SPXW 25-Mar-11 1125 P 13,184Mar-11 SPXW 25-Mar-11 1150 C 17Mar-11 SPXW 25-Mar-11 1150 P 12,409Mar-11 SPXW 25-Mar-11 1175 P 6,659

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 254: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPXW 25-Mar-11 1180 P 261Mar-11 SPXW 25-Mar-11 1185 P 420Mar-11 SPXW 25-Mar-11 1190 P 350Mar-11 SPXW 25-Mar-11 1195 C 10Mar-11 SPXW 25-Mar-11 1195 P 1,639Mar-11 SPXW 25-Mar-11 1200 C 44Mar-11 SPXW 25-Mar-11 1200 P 3,915Mar-11 SPXW 25-Mar-11 1205 C 27Mar-11 SPXW 25-Mar-11 1205 P 1,085Mar-11 SPXW 25-Mar-11 1210 C 9Mar-11 SPXW 25-Mar-11 1210 P 1,193Mar-11 SPXW 25-Mar-11 1215 P 1,559Mar-11 SPXW 25-Mar-11 1220 P 2,227Mar-11 SPXW 25-Mar-11 1225 C 4Mar-11 SPXW 25-Mar-11 1225 P 7,009Mar-11 SPXW 25-Mar-11 1230 C 40Mar-11 SPXW 25-Mar-11 1230 P 1,710Mar-11 SPXW 25-Mar-11 1235 C 100Mar-11 SPXW 25-Mar-11 1235 P 2,680Mar-11 SPXW 25-Mar-11 1240 C 162Mar-11 SPXW 25-Mar-11 1240 P 2,443Mar-11 SPXW 25-Mar-11 1245 C 51Mar-11 SPXW 25-Mar-11 1245 P 4,122Mar-11 SPXW 25-Mar-11 1250 C 57Mar-11 SPXW 25-Mar-11 1250 P 7,223Mar-11 SPXW 25-Mar-11 1255 C 11Mar-11 SPXW 25-Mar-11 1255 P 1,503Mar-11 SPXW 25-Mar-11 1260 C 7Mar-11 SPXW 25-Mar-11 1260 P 3,400Mar-11 SPXW 25-Mar-11 1265 C 17Mar-11 SPXW 25-Mar-11 1265 P 2,531Mar-11 SPXW 25-Mar-11 1270 C 76Mar-11 SPXW 25-Mar-11 1270 P 2,077Mar-11 SPXW 25-Mar-11 1275 C 5,413Mar-11 SPXW 25-Mar-11 1275 P 2,603Mar-11 SPXW 25-Mar-11 1280 C 280Mar-11 SPXW 25-Mar-11 1280 P 4,604Mar-11 SPXW 25-Mar-11 1285 C 279Mar-11 SPXW 25-Mar-11 1285 P 4,553Mar-11 SPXW 25-Mar-11 1290 C 1,525Mar-11 SPXW 25-Mar-11 1290 P 4,022Mar-11 SPXW 25-Mar-11 1295 C 969Mar-11 SPXW 25-Mar-11 1295 P 3,227Mar-11 SPXW 25-Mar-11 1300 C 4,710Mar-11 SPXW 25-Mar-11 1300 P 5,258Mar-11 SPXW 25-Mar-11 1305 C 1,921Mar-11 SPXW 25-Mar-11 1305 P 3,227Mar-11 SPXW 25-Mar-11 1310 C 7,512

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 255: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPXW 25-Mar-11 1310 P 3,302Mar-11 SPXW 25-Mar-11 1315 C 13,320Mar-11 SPXW 25-Mar-11 1315 P 2,272Mar-11 SPXW 25-Mar-11 1320 C 42,290Mar-11 SPXW 25-Mar-11 1320 P 219Mar-11 SPXW 25-Mar-11 1325 C 19,332Mar-11 SPXW 25-Mar-11 1325 P 88Mar-11 SPXW 25-Mar-11 1330 C 38,023Mar-11 SPXW 25-Mar-11 1330 P 70Mar-11 SPXW 25-Mar-11 1335 C 2,842Mar-11 SPXW 25-Mar-11 1340 C 2,729Mar-11 SPXW 25-Mar-11 1345 C 985Mar-11 SPXW 25-Mar-11 1350 C 9,015Mar-11 SPXW 25-Mar-11 1350 P 28Mar-11 SPXW 25-Mar-11 1375 C 3,311Mar-11 SPXW 01-Apr-11 1000 P 50Mar-11 SPXW 01-Apr-11 1025 P 470Mar-11 SPXW 01-Apr-11 1050 P 885Mar-11 SPXW 01-Apr-11 1075 P 1,513Mar-11 SPXW 01-Apr-11 1100 P 5,062Mar-11 SPXW 01-Apr-11 1125 P 3,478Mar-11 SPXW 01-Apr-11 1150 P 12,310Mar-11 SPXW 01-Apr-11 1175 P 8,715Mar-11 SPXW 01-Apr-11 1200 C 1Mar-11 SPXW 01-Apr-11 1200 P 4,854Mar-11 SPXW 01-Apr-11 1205 P 527Mar-11 SPXW 01-Apr-11 1210 P 584Mar-11 SPXW 01-Apr-11 1215 P 388Mar-11 SPXW 01-Apr-11 1220 P 364Mar-11 SPXW 01-Apr-11 1225 P 1,935Mar-11 SPXW 01-Apr-11 1230 P 464Mar-11 SPXW 01-Apr-11 1235 P 475Mar-11 SPXW 01-Apr-11 1240 P 1,866Mar-11 SPXW 01-Apr-11 1245 P 702Mar-11 SPXW 01-Apr-11 1250 P 5,703Mar-11 SPXW 01-Apr-11 1255 P 3,038Mar-11 SPXW 01-Apr-11 1260 P 2,752Mar-11 SPXW 01-Apr-11 1265 C 40Mar-11 SPXW 01-Apr-11 1265 P 2,416Mar-11 SPXW 01-Apr-11 1270 C 40Mar-11 SPXW 01-Apr-11 1270 P 2,972Mar-11 SPXW 01-Apr-11 1275 C 37Mar-11 SPXW 01-Apr-11 1275 P 5,099Mar-11 SPXW 01-Apr-11 1280 C 19Mar-11 SPXW 01-Apr-11 1280 P 3,363Mar-11 SPXW 01-Apr-11 1285 C 4Mar-11 SPXW 01-Apr-11 1285 P 3,180Mar-11 SPXW 01-Apr-11 1290 C 96

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 256: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPXW 01-Apr-11 1290 P 2,715Mar-11 SPXW 01-Apr-11 1295 C 119Mar-11 SPXW 01-Apr-11 1295 P 2,946Mar-11 SPXW 01-Apr-11 1300 C 45Mar-11 SPXW 01-Apr-11 1300 P 6,173Mar-11 SPXW 01-Apr-11 1305 C 64Mar-11 SPXW 01-Apr-11 1305 P 10,830Mar-11 SPXW 01-Apr-11 1310 C 711Mar-11 SPXW 01-Apr-11 1310 P 2,677Mar-11 SPXW 01-Apr-11 1315 C 606Mar-11 SPXW 01-Apr-11 1315 P 894Mar-11 SPXW 01-Apr-11 1320 C 879Mar-11 SPXW 01-Apr-11 1320 P 5,425Mar-11 SPXW 01-Apr-11 1325 C 1,909Mar-11 SPXW 01-Apr-11 1325 P 421Mar-11 SPXW 01-Apr-11 1330 C 4,672Mar-11 SPXW 01-Apr-11 1330 P 1,960Mar-11 SPXW 01-Apr-11 1335 C 3,626Mar-11 SPXW 01-Apr-11 1335 P 94Mar-11 SPXW 01-Apr-11 1340 C 7,444Mar-11 SPXW 01-Apr-11 1340 P 93Mar-11 SPXW 01-Apr-11 1345 C 9,988Mar-11 SPXW 01-Apr-11 1345 P 20Mar-11 SPXW 01-Apr-11 1350 C 10,451Mar-11 SPXW 01-Apr-11 1350 P 22Mar-11 SPXW 01-Apr-11 1355 C 5,859Mar-11 SPXW 01-Apr-11 1355 P 5Mar-11 SPXW 01-Apr-11 1360 C 3,285Mar-11 SPXW 01-Apr-11 1360 P 25Mar-11 SPXW 01-Apr-11 1365 C 2,231Mar-11 SPXW 01-Apr-11 1370 C 1,221Mar-11 SPXW 01-Apr-11 1375 C 1,007Mar-11 SPXW 01-Apr-11 1375 P 4Mar-11 SPXW 01-Apr-11 1400 C 1,122Mar-11 SPXW 08-Apr-11 1075 P 1,720Mar-11 SPXW 08-Apr-11 1100 P 1,018Mar-11 SPXW 08-Apr-11 1125 P 1,005Mar-11 SPXW 08-Apr-11 1150 P 2,123Mar-11 SPXW 08-Apr-11 1175 P 2,951Mar-11 SPXW 08-Apr-11 1200 P 4,644Mar-11 SPXW 08-Apr-11 1225 P 1,225Mar-11 SPXW 08-Apr-11 1230 P 565Mar-11 SPXW 08-Apr-11 1235 P 40Mar-11 SPXW 08-Apr-11 1240 P 1Mar-11 SPXW 08-Apr-11 1245 P 23Mar-11 SPXW 08-Apr-11 1250 P 352Mar-11 SPXW 08-Apr-11 1255 P 21Mar-11 SPXW 08-Apr-11 1260 P 127

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 257: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Mar-11 SPXW 08-Apr-11 1265 P 118Mar-11 SPXW 08-Apr-11 1270 P 258Mar-11 SPXW 08-Apr-11 1275 P 1,076Mar-11 SPXW 08-Apr-11 1280 P 299Mar-11 SPXW 08-Apr-11 1285 P 421Mar-11 SPXW 08-Apr-11 1290 P 2,257Mar-11 SPXW 08-Apr-11 1295 P 123Mar-11 SPXW 08-Apr-11 1300 P 381Mar-11 SPXW 08-Apr-11 1305 P 47Mar-11 SPXW 08-Apr-11 1310 P 16Mar-11 SPXW 08-Apr-11 1315 P 316Mar-11 SPXW 08-Apr-11 1320 C 24Mar-11 SPXW 08-Apr-11 1320 P 20Mar-11 SPXW 08-Apr-11 1325 C 157Mar-11 SPXW 08-Apr-11 1325 P 114Mar-11 SPXW 08-Apr-11 1330 C 353Mar-11 SPXW 08-Apr-11 1330 P 271Mar-11 SPXW 08-Apr-11 1335 C 40Mar-11 SPXW 08-Apr-11 1335 P 6Mar-11 SPXW 08-Apr-11 1340 C 253Mar-11 SPXW 08-Apr-11 1345 C 97Mar-11 SPXW 08-Apr-11 1350 C 348Mar-11 SPXW 08-Apr-11 1350 P 2,002Mar-11 SPXW 08-Apr-11 1370 C 10Mar-11 SPXW 08-Apr-11 1375 C 290Mar-11 SPXW 08-Apr-11 1400 C 60Mar-11 SPXW 08-Apr-11 1425 C 12Apr-11 SPX 16-Apr-11 800 C 2Apr-11 SPX 16-Apr-11 850 C 7Apr-11 SPX 16-Apr-11 900 C 1Apr-11 SPX 16-Apr-11 950 C 2Apr-11 SPX 16-Apr-11 950 P 15Apr-11 SPX 16-Apr-11 965 P 22Apr-11 SPX 16-Apr-11 970 P 30Apr-11 SPX 16-Apr-11 975 P 1,720Apr-11 SPX 16-Apr-11 980 C 20,300Apr-11 SPX 16-Apr-11 980 P 50Apr-11 SPX 16-Apr-11 990 P 95Apr-11 SPX 16-Apr-11 995 P 77Apr-11 SPX 16-Apr-11 1000 C 8Apr-11 SPX 16-Apr-11 1000 P 1,853Apr-11 SPX 16-Apr-11 1005 P 71Apr-11 SPX 16-Apr-11 1010 P 142Apr-11 SPX 16-Apr-11 1015 P 90Apr-11 SPX 16-Apr-11 1020 C 2Apr-11 SPX 16-Apr-11 1020 P 70Apr-11 SPX 16-Apr-11 1025 C 1Apr-11 SPX 16-Apr-11 1025 P 7,727

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 258: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 16-Apr-11 1030 C 4Apr-11 SPX 16-Apr-11 1030 P 28Apr-11 SPX 16-Apr-11 1035 P 130Apr-11 SPX 16-Apr-11 1040 C 11Apr-11 SPX 16-Apr-11 1040 P 199Apr-11 SPX 16-Apr-11 1045 P 1,116Apr-11 SPX 16-Apr-11 1050 C 109Apr-11 SPX 16-Apr-11 1050 P 9,167Apr-11 SPX 16-Apr-11 1055 P 564Apr-11 SPX 16-Apr-11 1060 P 1,153Apr-11 SPX 16-Apr-11 1065 P 1,248Apr-11 SPX 16-Apr-11 1070 P 728Apr-11 SPX 16-Apr-11 1075 P 6,494Apr-11 SPX 16-Apr-11 1080 P 478Apr-11 SPX 16-Apr-11 1085 C 2Apr-11 SPX 16-Apr-11 1085 P 273Apr-11 SPX 16-Apr-11 1090 P 324Apr-11 SPX 16-Apr-11 1095 P 463Apr-11 SPX 16-Apr-11 1100 C 8Apr-11 SPX 16-Apr-11 1100 P 12,612Apr-11 SPX 16-Apr-11 1105 P 786Apr-11 SPX 16-Apr-11 1110 P 1,553Apr-11 SPX 16-Apr-11 1115 P 736Apr-11 SPX 16-Apr-11 1120 P 4,029Apr-11 SPX 16-Apr-11 1125 P 14,052Apr-11 SPX 16-Apr-11 1130 C 1Apr-11 SPX 16-Apr-11 1130 P 440Apr-11 SPX 16-Apr-11 1135 C 23Apr-11 SPX 16-Apr-11 1135 P 408Apr-11 SPX 16-Apr-11 1140 C 23Apr-11 SPX 16-Apr-11 1140 P 382Apr-11 SPX 16-Apr-11 1145 P 1,185Apr-11 SPX 16-Apr-11 1150 C 21Apr-11 SPX 16-Apr-11 1150 P 24,232Apr-11 SPX 16-Apr-11 1155 C 15Apr-11 SPX 16-Apr-11 1155 P 333Apr-11 SPX 16-Apr-11 1160 C 20Apr-11 SPX 16-Apr-11 1160 P 2,599Apr-11 SPX 16-Apr-11 1165 C 31Apr-11 SPX 16-Apr-11 1165 P 326Apr-11 SPX 16-Apr-11 1170 C 20Apr-11 SPX 16-Apr-11 1170 P 628Apr-11 SPX 16-Apr-11 1175 C 12Apr-11 SPX 16-Apr-11 1175 P 42,399Apr-11 SPX 16-Apr-11 1180 C 17Apr-11 SPX 16-Apr-11 1180 P 1,757Apr-11 SPX 16-Apr-11 1185 C 2Apr-11 SPX 16-Apr-11 1185 P 5,564

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 259: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 16-Apr-11 1190 C 10Apr-11 SPX 16-Apr-11 1190 P 2,378Apr-11 SPX 16-Apr-11 1195 C 18Apr-11 SPX 16-Apr-11 1195 P 1,634Apr-11 SPX 16-Apr-11 1200 C 50Apr-11 SPX 16-Apr-11 1200 P 63,505Apr-11 SPX 16-Apr-11 1205 P 4,047Apr-11 SPX 16-Apr-11 1210 C 19Apr-11 SPX 16-Apr-11 1210 P 9,493Apr-11 SPX 16-Apr-11 1215 C 2Apr-11 SPX 16-Apr-11 1215 P 931Apr-11 SPX 16-Apr-11 1220 C 13Apr-11 SPX 16-Apr-11 1220 P 4,723Apr-11 SPX 16-Apr-11 1225 C 112Apr-11 SPX 16-Apr-11 1225 P 57,703Apr-11 SPX 16-Apr-11 1230 C 70Apr-11 SPX 16-Apr-11 1230 P 3,928Apr-11 SPX 16-Apr-11 1235 C 2Apr-11 SPX 16-Apr-11 1235 P 761Apr-11 SPX 16-Apr-11 1240 C 23Apr-11 SPX 16-Apr-11 1240 P 8,001Apr-11 SPX 16-Apr-11 1245 C 22Apr-11 SPX 16-Apr-11 1245 P 2,160Apr-11 SPX 16-Apr-11 1250 C 7,924Apr-11 SPX 16-Apr-11 1250 P 112,091Apr-11 SPX 16-Apr-11 1255 C 26Apr-11 SPX 16-Apr-11 1255 P 3,466Apr-11 SPX 16-Apr-11 1260 C 107Apr-11 SPX 16-Apr-11 1260 P 23,311Apr-11 SPX 16-Apr-11 1265 C 67Apr-11 SPX 16-Apr-11 1265 P 14,331Apr-11 SPX 16-Apr-11 1270 C 1,282Apr-11 SPX 16-Apr-11 1270 P 18,024Apr-11 SPX 16-Apr-11 1275 C 8,282Apr-11 SPX 16-Apr-11 1275 P 105,523Apr-11 SPX 16-Apr-11 1280 C 3,439Apr-11 SPX 16-Apr-11 1280 P 25,554Apr-11 SPX 16-Apr-11 1285 C 10,471Apr-11 SPX 16-Apr-11 1285 P 21,095Apr-11 SPX 16-Apr-11 1290 C 678Apr-11 SPX 16-Apr-11 1290 P 53,313Apr-11 SPX 16-Apr-11 1295 C 9,628Apr-11 SPX 16-Apr-11 1295 P 19,643Apr-11 SPX 16-Apr-11 1300 C 44,419Apr-11 SPX 16-Apr-11 1300 P 234,217Apr-11 SPX 16-Apr-11 1305 C 8,954Apr-11 SPX 16-Apr-11 1305 P 38,123Apr-11 SPX 16-Apr-11 1310 C 20,919

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 260: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 16-Apr-11 1310 P 66,077Apr-11 SPX 16-Apr-11 1315 C 9,162Apr-11 SPX 16-Apr-11 1315 P 10,291Apr-11 SPX 16-Apr-11 1320 C 32,555Apr-11 SPX 16-Apr-11 1320 P 56,693Apr-11 SPX 16-Apr-11 1325 C 217,591Apr-11 SPX 16-Apr-11 1325 P 171,934Apr-11 SPX 16-Apr-11 1330 C 38,312Apr-11 SPX 16-Apr-11 1330 P 13,247Apr-11 SPX 16-Apr-11 1335 C 22,268Apr-11 SPX 16-Apr-11 1335 P 2,301Apr-11 SPX 16-Apr-11 1340 C 42,361Apr-11 SPX 16-Apr-11 1340 P 6,157Apr-11 SPX 16-Apr-11 1345 C 17,420Apr-11 SPX 16-Apr-11 1345 P 457Apr-11 SPX 16-Apr-11 1350 C 75,586Apr-11 SPX 16-Apr-11 1350 P 15,422Apr-11 SPX 16-Apr-11 1355 C 11,392Apr-11 SPX 16-Apr-11 1355 P 6,266Apr-11 SPX 16-Apr-11 1360 C 44,386Apr-11 SPX 16-Apr-11 1360 P 6,287Apr-11 SPX 16-Apr-11 1365 C 55,863Apr-11 SPX 16-Apr-11 1365 P 107Apr-11 SPX 16-Apr-11 1370 C 15,834Apr-11 SPX 16-Apr-11 1370 P 1,760Apr-11 SPX 16-Apr-11 1375 C 27,076Apr-11 SPX 16-Apr-11 1375 P 26Apr-11 SPX 16-Apr-11 1380 C 46,062Apr-11 SPX 16-Apr-11 1380 P 5Apr-11 SPX 16-Apr-11 1385 C 3,768Apr-11 SPX 16-Apr-11 1385 P 1Apr-11 SPX 16-Apr-11 1390 C 3,498Apr-11 SPX 16-Apr-11 1390 P 1Apr-11 SPX 16-Apr-11 1395 C 503Apr-11 SPX 16-Apr-11 1400 C 20,317Apr-11 SPX 16-Apr-11 1400 P 9Apr-11 SPX 16-Apr-11 1405 C 3,170Apr-11 SPX 16-Apr-11 1410 C 1,116Apr-11 SPX 16-Apr-11 1410 P 2Apr-11 SPX 16-Apr-11 1415 C 714Apr-11 SPX 16-Apr-11 1420 C 766Apr-11 SPX 16-Apr-11 1425 C 1,354Apr-11 SPX 16-Apr-11 1425 P 40Apr-11 SPX 16-Apr-11 1430 C 548Apr-11 SPX 16-Apr-11 1435 C 177Apr-11 SPX 16-Apr-11 1440 C 1,634Apr-11 SPX 16-Apr-11 1445 C 336Apr-11 SPX 16-Apr-11 1450 C 5,040

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 261: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 16-Apr-11 1455 C 9Apr-11 SPX 16-Apr-11 1460 C 2Apr-11 SPX 16-Apr-11 1465 C 9Apr-11 SPX 16-Apr-11 1475 C 810Apr-11 SPX 16-Apr-11 1485 C 200Apr-11 SPX 16-Apr-11 1500 C 1,578Apr-11 SPX 21-May-11 500 C 3,000Apr-11 SPX 21-May-11 500 P 3,000Apr-11 SPX 21-May-11 600 C 300Apr-11 SPX 21-May-11 650 P 1Apr-11 SPX 21-May-11 700 P 190Apr-11 SPX 21-May-11 750 P 250Apr-11 SPX 21-May-11 775 C 3Apr-11 SPX 21-May-11 775 P 288Apr-11 SPX 21-May-11 800 C 1Apr-11 SPX 21-May-11 800 P 6,895Apr-11 SPX 21-May-11 810 P 2,174Apr-11 SPX 21-May-11 820 P 1,549Apr-11 SPX 21-May-11 825 C 1Apr-11 SPX 21-May-11 825 P 1,166Apr-11 SPX 21-May-11 830 P 1,500Apr-11 SPX 21-May-11 840 P 2,433Apr-11 SPX 21-May-11 850 C 2Apr-11 SPX 21-May-11 850 P 4,264Apr-11 SPX 21-May-11 860 P 2,913Apr-11 SPX 21-May-11 870 C 3Apr-11 SPX 21-May-11 870 P 1,965Apr-11 SPX 21-May-11 875 C 1Apr-11 SPX 21-May-11 875 P 1,678Apr-11 SPX 21-May-11 880 C 3Apr-11 SPX 21-May-11 880 P 2,114Apr-11 SPX 21-May-11 890 P 2,448Apr-11 SPX 21-May-11 900 P 20,802Apr-11 SPX 21-May-11 905 C 3Apr-11 SPX 21-May-11 905 P 2,378Apr-11 SPX 21-May-11 910 C 3Apr-11 SPX 21-May-11 910 P 2,357Apr-11 SPX 21-May-11 915 C 3Apr-11 SPX 21-May-11 915 P 2,202Apr-11 SPX 21-May-11 920 P 2,668Apr-11 SPX 21-May-11 925 P 13,028Apr-11 SPX 21-May-11 930 P 2,952Apr-11 SPX 21-May-11 935 C 3Apr-11 SPX 21-May-11 935 P 3,042Apr-11 SPX 21-May-11 940 P 2,080Apr-11 SPX 21-May-11 945 C 3Apr-11 SPX 21-May-11 945 P 2,531Apr-11 SPX 21-May-11 950 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 262: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 21-May-11 950 P 19,015Apr-11 SPX 21-May-11 955 C 3Apr-11 SPX 21-May-11 955 P 2,272Apr-11 SPX 21-May-11 960 P 2,929Apr-11 SPX 21-May-11 965 C 3Apr-11 SPX 21-May-11 965 P 2,497Apr-11 SPX 21-May-11 970 C 3Apr-11 SPX 21-May-11 970 P 2,474Apr-11 SPX 21-May-11 975 P 12,155Apr-11 SPX 21-May-11 980 C 25Apr-11 SPX 21-May-11 980 P 3,061Apr-11 SPX 21-May-11 985 C 3Apr-11 SPX 21-May-11 985 P 2,867Apr-11 SPX 21-May-11 990 P 2,799Apr-11 SPX 21-May-11 995 C 3Apr-11 SPX 21-May-11 995 P 2,360Apr-11 SPX 21-May-11 1000 C 164Apr-11 SPX 21-May-11 1000 P 29,517Apr-11 SPX 21-May-11 1005 C 3Apr-11 SPX 21-May-11 1005 P 2,810Apr-11 SPX 21-May-11 1010 C 3Apr-11 SPX 21-May-11 1010 P 9,072Apr-11 SPX 21-May-11 1015 P 5,330Apr-11 SPX 21-May-11 1020 P 3,365Apr-11 SPX 21-May-11 1025 C 33Apr-11 SPX 21-May-11 1025 P 12,663Apr-11 SPX 21-May-11 1030 C 14,603Apr-11 SPX 21-May-11 1030 P 2,471Apr-11 SPX 21-May-11 1035 P 2,638Apr-11 SPX 21-May-11 1040 C 5Apr-11 SPX 21-May-11 1040 P 3,334Apr-11 SPX 21-May-11 1045 P 3,682Apr-11 SPX 21-May-11 1050 C 163Apr-11 SPX 21-May-11 1050 P 35,819Apr-11 SPX 21-May-11 1055 P 2,871Apr-11 SPX 21-May-11 1060 C 9Apr-11 SPX 21-May-11 1060 P 3,204Apr-11 SPX 21-May-11 1065 C 4Apr-11 SPX 21-May-11 1065 P 4,471Apr-11 SPX 21-May-11 1070 C 3Apr-11 SPX 21-May-11 1070 P 12,979Apr-11 SPX 21-May-11 1075 P 39,483Apr-11 SPX 21-May-11 1080 C 25Apr-11 SPX 21-May-11 1080 P 3,474Apr-11 SPX 21-May-11 1085 P 2,974Apr-11 SPX 21-May-11 1090 C 3Apr-11 SPX 21-May-11 1090 P 4,580Apr-11 SPX 21-May-11 1095 P 2,838

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 263: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 21-May-11 1100 C 70Apr-11 SPX 21-May-11 1100 P 85,336Apr-11 SPX 21-May-11 1105 P 2,730Apr-11 SPX 21-May-11 1110 C 3Apr-11 SPX 21-May-11 1110 P 10,262Apr-11 SPX 21-May-11 1115 P 3,410Apr-11 SPX 21-May-11 1120 P 5,708Apr-11 SPX 21-May-11 1125 C 35Apr-11 SPX 21-May-11 1125 P 31,563Apr-11 SPX 21-May-11 1130 P 5,562Apr-11 SPX 21-May-11 1135 C 26Apr-11 SPX 21-May-11 1135 P 2,920Apr-11 SPX 21-May-11 1140 C 23Apr-11 SPX 21-May-11 1140 P 12,941Apr-11 SPX 21-May-11 1145 P 3,187Apr-11 SPX 21-May-11 1150 C 86Apr-11 SPX 21-May-11 1150 P 107,472Apr-11 SPX 21-May-11 1155 C 17Apr-11 SPX 21-May-11 1155 P 6,484Apr-11 SPX 21-May-11 1160 C 10Apr-11 SPX 21-May-11 1160 P 10,538Apr-11 SPX 21-May-11 1165 C 25Apr-11 SPX 21-May-11 1165 P 5,314Apr-11 SPX 21-May-11 1170 C 10Apr-11 SPX 21-May-11 1170 P 10,620Apr-11 SPX 21-May-11 1175 C 14Apr-11 SPX 21-May-11 1175 P 94,289Apr-11 SPX 21-May-11 1180 C 8,540Apr-11 SPX 21-May-11 1180 P 17,210Apr-11 SPX 21-May-11 1185 C 8,500Apr-11 SPX 21-May-11 1185 P 8,870Apr-11 SPX 21-May-11 1190 C 9Apr-11 SPX 21-May-11 1190 P 8,870Apr-11 SPX 21-May-11 1195 C 199Apr-11 SPX 21-May-11 1195 P 10,363Apr-11 SPX 21-May-11 1200 C 6Apr-11 SPX 21-May-11 1200 P 184,421Apr-11 SPX 21-May-11 1205 P 3,034Apr-11 SPX 21-May-11 1210 C 2Apr-11 SPX 21-May-11 1210 P 10,162Apr-11 SPX 21-May-11 1215 C 6Apr-11 SPX 21-May-11 1215 P 4,712Apr-11 SPX 21-May-11 1220 C 55Apr-11 SPX 21-May-11 1220 P 21,716Apr-11 SPX 21-May-11 1225 C 7,621Apr-11 SPX 21-May-11 1225 P 50,578Apr-11 SPX 21-May-11 1230 C 70Apr-11 SPX 21-May-11 1230 P 11,610

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 264: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 21-May-11 1235 C 2Apr-11 SPX 21-May-11 1235 P 5,492Apr-11 SPX 21-May-11 1240 C 1,339Apr-11 SPX 21-May-11 1240 P 31,906Apr-11 SPX 21-May-11 1245 C 11Apr-11 SPX 21-May-11 1245 P 5,090Apr-11 SPX 21-May-11 1250 C 997Apr-11 SPX 21-May-11 1250 P 225,575Apr-11 SPX 21-May-11 1255 C 18Apr-11 SPX 21-May-11 1255 P 4,236Apr-11 SPX 21-May-11 1260 C 894Apr-11 SPX 21-May-11 1260 P 21,301Apr-11 SPX 21-May-11 1265 C 63Apr-11 SPX 21-May-11 1265 P 5,936Apr-11 SPX 21-May-11 1270 C 137Apr-11 SPX 21-May-11 1270 P 19,228Apr-11 SPX 21-May-11 1275 C 15,624Apr-11 SPX 21-May-11 1275 P 120,467Apr-11 SPX 21-May-11 1280 C 677Apr-11 SPX 21-May-11 1280 P 22,710Apr-11 SPX 21-May-11 1285 C 506Apr-11 SPX 21-May-11 1285 P 8,485Apr-11 SPX 21-May-11 1290 C 1,171Apr-11 SPX 21-May-11 1290 P 13,667Apr-11 SPX 21-May-11 1295 C 509Apr-11 SPX 21-May-11 1295 P 7,946Apr-11 SPX 21-May-11 1300 C 59,433Apr-11 SPX 21-May-11 1300 P 283,049Apr-11 SPX 21-May-11 1305 C 2,063Apr-11 SPX 21-May-11 1305 P 5,916Apr-11 SPX 21-May-11 1310 C 18,736Apr-11 SPX 21-May-11 1310 P 46,738Apr-11 SPX 21-May-11 1315 C 2,968Apr-11 SPX 21-May-11 1315 P 15,811Apr-11 SPX 21-May-11 1320 C 28,478Apr-11 SPX 21-May-11 1320 P 62,967Apr-11 SPX 21-May-11 1325 C 120,720Apr-11 SPX 21-May-11 1325 P 161,065Apr-11 SPX 21-May-11 1330 C 33,828Apr-11 SPX 21-May-11 1330 P 19,498Apr-11 SPX 21-May-11 1335 C 13,891Apr-11 SPX 21-May-11 1335 P 5,354Apr-11 SPX 21-May-11 1340 C 42,482Apr-11 SPX 21-May-11 1340 P 15,856Apr-11 SPX 21-May-11 1345 C 27,063Apr-11 SPX 21-May-11 1345 P 1,426Apr-11 SPX 21-May-11 1350 C 149,121Apr-11 SPX 21-May-11 1350 P 45,280

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 265: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 21-May-11 1355 C 29,628Apr-11 SPX 21-May-11 1355 P 742Apr-11 SPX 21-May-11 1360 C 72,633Apr-11 SPX 21-May-11 1360 P 4,861Apr-11 SPX 21-May-11 1365 C 27,030Apr-11 SPX 21-May-11 1365 P 1,997Apr-11 SPX 21-May-11 1370 C 61,676Apr-11 SPX 21-May-11 1370 P 6,865Apr-11 SPX 21-May-11 1375 C 106,492Apr-11 SPX 21-May-11 1375 P 10,357Apr-11 SPX 21-May-11 1380 C 55,801Apr-11 SPX 21-May-11 1380 P 40Apr-11 SPX 21-May-11 1385 C 48,037Apr-11 SPX 21-May-11 1385 P 805Apr-11 SPX 21-May-11 1390 C 50,376Apr-11 SPX 21-May-11 1390 P 12,056Apr-11 SPX 21-May-11 1395 C 16,961Apr-11 SPX 21-May-11 1395 P 12,115Apr-11 SPX 21-May-11 1400 C 52,363Apr-11 SPX 21-May-11 1400 P 1,704Apr-11 SPX 21-May-11 1405 C 13,978Apr-11 SPX 21-May-11 1405 P 5Apr-11 SPX 21-May-11 1410 C 17,446Apr-11 SPX 21-May-11 1410 P 64Apr-11 SPX 21-May-11 1415 C 9,982Apr-11 SPX 21-May-11 1415 P 7Apr-11 SPX 21-May-11 1420 C 5,283Apr-11 SPX 21-May-11 1425 C 35,555Apr-11 SPX 21-May-11 1425 P 1Apr-11 SPX 21-May-11 1430 C 12,529Apr-11 SPX 21-May-11 1430 P 1Apr-11 SPX 21-May-11 1435 C 4,512Apr-11 SPX 21-May-11 1435 P 1Apr-11 SPX 21-May-11 1440 C 3,561Apr-11 SPX 21-May-11 1445 C 8,851Apr-11 SPX 21-May-11 1450 C 8,816Apr-11 SPX 21-May-11 1450 P 350Apr-11 SPX 21-May-11 1460 C 17,012Apr-11 SPX 21-May-11 1470 C 1,981Apr-11 SPX 21-May-11 1475 C 3,992Apr-11 SPX 21-May-11 1475 P 27Apr-11 SPX 21-May-11 1480 C 3,430Apr-11 SPX 21-May-11 1490 C 4,127Apr-11 SPX 21-May-11 1490 P 2Apr-11 SPX 21-May-11 1500 C 8,531Apr-11 SPX 21-May-11 1500 P 3,000Apr-11 SPX 21-May-11 1525 C 4,304Apr-11 SPX 21-May-11 1550 C 204

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 266: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 21-May-11 1600 C 13Apr-11 SPX 21-May-11 1700 P 40Apr-11 SPX 18-Jun-11 400 P 1Apr-11 SPX 18-Jun-11 475 P 2Apr-11 SPX 18-Jun-11 500 C 40,950Apr-11 SPX 18-Jun-11 500 P 39,450Apr-11 SPX 18-Jun-11 550 P 40Apr-11 SPX 18-Jun-11 600 P 206Apr-11 SPX 18-Jun-11 625 P 107Apr-11 SPX 18-Jun-11 650 P 2,602Apr-11 SPX 18-Jun-11 675 P 14Apr-11 SPX 18-Jun-11 700 P 330Apr-11 SPX 18-Jun-11 750 P 182Apr-11 SPX 18-Jun-11 775 P 101Apr-11 SPX 18-Jun-11 800 C 2Apr-11 SPX 18-Jun-11 800 P 3,596Apr-11 SPX 18-Jun-11 825 P 228Apr-11 SPX 18-Jun-11 850 P 2,116Apr-11 SPX 18-Jun-11 860 P 1Apr-11 SPX 18-Jun-11 870 P 1Apr-11 SPX 18-Jun-11 875 P 1,366Apr-11 SPX 18-Jun-11 880 P 1Apr-11 SPX 18-Jun-11 890 P 658Apr-11 SPX 18-Jun-11 900 C 52Apr-11 SPX 18-Jun-11 900 P 11,566Apr-11 SPX 18-Jun-11 905 P 1Apr-11 SPX 18-Jun-11 915 P 71Apr-11 SPX 18-Jun-11 920 P 200Apr-11 SPX 18-Jun-11 925 P 5,410Apr-11 SPX 18-Jun-11 930 P 15Apr-11 SPX 18-Jun-11 935 P 1Apr-11 SPX 18-Jun-11 940 P 1,372Apr-11 SPX 18-Jun-11 945 P 15Apr-11 SPX 18-Jun-11 950 C 400Apr-11 SPX 18-Jun-11 950 P 4,782Apr-11 SPX 18-Jun-11 955 P 1Apr-11 SPX 18-Jun-11 960 P 5Apr-11 SPX 18-Jun-11 965 P 1Apr-11 SPX 18-Jun-11 970 P 100Apr-11 SPX 18-Jun-11 975 C 19Apr-11 SPX 18-Jun-11 975 P 4,520Apr-11 SPX 18-Jun-11 980 C 20,300Apr-11 SPX 18-Jun-11 980 P 300Apr-11 SPX 18-Jun-11 985 P 1Apr-11 SPX 18-Jun-11 990 P 103Apr-11 SPX 18-Jun-11 995 P 1Apr-11 SPX 18-Jun-11 1000 C 5,005Apr-11 SPX 18-Jun-11 1000 P 16,728

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 267: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 18-Jun-11 1005 P 400Apr-11 SPX 18-Jun-11 1010 P 400Apr-11 SPX 18-Jun-11 1015 P 400Apr-11 SPX 18-Jun-11 1020 P 640Apr-11 SPX 18-Jun-11 1025 C 1Apr-11 SPX 18-Jun-11 1025 P 1,094Apr-11 SPX 18-Jun-11 1030 P 425Apr-11 SPX 18-Jun-11 1035 P 400Apr-11 SPX 18-Jun-11 1040 P 1,451Apr-11 SPX 18-Jun-11 1045 P 600Apr-11 SPX 18-Jun-11 1050 C 50Apr-11 SPX 18-Jun-11 1050 P 24,108Apr-11 SPX 18-Jun-11 1055 P 200Apr-11 SPX 18-Jun-11 1060 P 456Apr-11 SPX 18-Jun-11 1065 P 105Apr-11 SPX 18-Jun-11 1070 P 577Apr-11 SPX 18-Jun-11 1075 C 1,500Apr-11 SPX 18-Jun-11 1075 P 11,414Apr-11 SPX 18-Jun-11 1080 C 10Apr-11 SPX 18-Jun-11 1080 P 865Apr-11 SPX 18-Jun-11 1085 C 2Apr-11 SPX 18-Jun-11 1085 P 38Apr-11 SPX 18-Jun-11 1090 P 52Apr-11 SPX 18-Jun-11 1095 P 97Apr-11 SPX 18-Jun-11 1100 C 7Apr-11 SPX 18-Jun-11 1100 P 50,954Apr-11 SPX 18-Jun-11 1105 P 4Apr-11 SPX 18-Jun-11 1110 P 973Apr-11 SPX 18-Jun-11 1115 P 280Apr-11 SPX 18-Jun-11 1120 P 462Apr-11 SPX 18-Jun-11 1125 C 2Apr-11 SPX 18-Jun-11 1125 P 31,036Apr-11 SPX 18-Jun-11 1130 P 155Apr-11 SPX 18-Jun-11 1135 P 55Apr-11 SPX 18-Jun-11 1140 P 1,086Apr-11 SPX 18-Jun-11 1145 P 621Apr-11 SPX 18-Jun-11 1150 C 2Apr-11 SPX 18-Jun-11 1150 P 28,630Apr-11 SPX 18-Jun-11 1155 P 17Apr-11 SPX 18-Jun-11 1160 C 21Apr-11 SPX 18-Jun-11 1160 P 2,490Apr-11 SPX 18-Jun-11 1165 P 14Apr-11 SPX 18-Jun-11 1170 C 20Apr-11 SPX 18-Jun-11 1170 P 2,998Apr-11 SPX 18-Jun-11 1175 C 344Apr-11 SPX 18-Jun-11 1175 P 23,399Apr-11 SPX 18-Jun-11 1180 P 2,483Apr-11 SPX 18-Jun-11 1185 P 1,700

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 268: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 18-Jun-11 1190 P 2,446Apr-11 SPX 18-Jun-11 1195 P 63Apr-11 SPX 18-Jun-11 1200 C 322Apr-11 SPX 18-Jun-11 1200 P 111,583Apr-11 SPX 18-Jun-11 1205 P 460Apr-11 SPX 18-Jun-11 1210 C 8Apr-11 SPX 18-Jun-11 1210 P 6,386Apr-11 SPX 18-Jun-11 1215 P 1,322Apr-11 SPX 18-Jun-11 1220 C 2Apr-11 SPX 18-Jun-11 1220 P 4,441Apr-11 SPX 18-Jun-11 1225 C 10,797Apr-11 SPX 18-Jun-11 1225 P 49,906Apr-11 SPX 18-Jun-11 1230 P 5,872Apr-11 SPX 18-Jun-11 1235 C 8Apr-11 SPX 18-Jun-11 1235 P 1,922Apr-11 SPX 18-Jun-11 1240 C 6Apr-11 SPX 18-Jun-11 1240 P 5,165Apr-11 SPX 18-Jun-11 1245 P 290Apr-11 SPX 18-Jun-11 1250 C 7,636Apr-11 SPX 18-Jun-11 1250 P 130,924Apr-11 SPX 18-Jun-11 1255 C 181Apr-11 SPX 18-Jun-11 1255 P 1,679Apr-11 SPX 18-Jun-11 1260 C 247Apr-11 SPX 18-Jun-11 1260 P 4,362Apr-11 SPX 18-Jun-11 1265 C 51Apr-11 SPX 18-Jun-11 1265 P 3,060Apr-11 SPX 18-Jun-11 1270 C 1,001Apr-11 SPX 18-Jun-11 1270 P 13,601Apr-11 SPX 18-Jun-11 1275 C 15,990Apr-11 SPX 18-Jun-11 1275 P 60,695Apr-11 SPX 18-Jun-11 1280 C 189Apr-11 SPX 18-Jun-11 1280 P 10,630Apr-11 SPX 18-Jun-11 1285 C 47Apr-11 SPX 18-Jun-11 1285 P 2,188Apr-11 SPX 18-Jun-11 1290 C 818Apr-11 SPX 18-Jun-11 1290 P 10,981Apr-11 SPX 18-Jun-11 1295 C 17,189Apr-11 SPX 18-Jun-11 1295 P 21,324Apr-11 SPX 18-Jun-11 1300 C 74,921Apr-11 SPX 18-Jun-11 1300 P 180,856Apr-11 SPX 18-Jun-11 1305 C 42,107Apr-11 SPX 18-Jun-11 1305 P 42,224Apr-11 SPX 18-Jun-11 1310 C 53,050Apr-11 SPX 18-Jun-11 1310 P 52,005Apr-11 SPX 18-Jun-11 1315 C 40,530Apr-11 SPX 18-Jun-11 1315 P 37,880Apr-11 SPX 18-Jun-11 1320 C 15,251Apr-11 SPX 18-Jun-11 1320 P 16,839

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 269: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 18-Jun-11 1325 C 258,105Apr-11 SPX 18-Jun-11 1325 P 254,896Apr-11 SPX 18-Jun-11 1330 C 129,679Apr-11 SPX 18-Jun-11 1330 P 195,800Apr-11 SPX 18-Jun-11 1335 C 34,786Apr-11 SPX 18-Jun-11 1335 P 33,793Apr-11 SPX 18-Jun-11 1340 C 27,600Apr-11 SPX 18-Jun-11 1340 P 92,674Apr-11 SPX 18-Jun-11 1345 C 33,597Apr-11 SPX 18-Jun-11 1345 P 29,929Apr-11 SPX 18-Jun-11 1350 C 93,698Apr-11 SPX 18-Jun-11 1350 P 69,662Apr-11 SPX 18-Jun-11 1355 C 27,955Apr-11 SPX 18-Jun-11 1355 P 27,744Apr-11 SPX 18-Jun-11 1360 C 36,869Apr-11 SPX 18-Jun-11 1360 P 21,247Apr-11 SPX 18-Jun-11 1365 C 8,202Apr-11 SPX 18-Jun-11 1365 P 3,611Apr-11 SPX 18-Jun-11 1370 C 4,603Apr-11 SPX 18-Jun-11 1370 P 1,262Apr-11 SPX 18-Jun-11 1375 C 70,020Apr-11 SPX 18-Jun-11 1375 P 7,770Apr-11 SPX 18-Jun-11 1380 C 15,598Apr-11 SPX 18-Jun-11 1380 P 7Apr-11 SPX 18-Jun-11 1385 C 12,637Apr-11 SPX 18-Jun-11 1390 C 9,813Apr-11 SPX 18-Jun-11 1390 P 4Apr-11 SPX 18-Jun-11 1395 C 5,561Apr-11 SPX 18-Jun-11 1395 P 4Apr-11 SPX 18-Jun-11 1400 C 106,863Apr-11 SPX 18-Jun-11 1400 P 55Apr-11 SPX 18-Jun-11 1405 C 2,358Apr-11 SPX 18-Jun-11 1410 C 8,754Apr-11 SPX 18-Jun-11 1410 P 1Apr-11 SPX 18-Jun-11 1415 C 10,728Apr-11 SPX 18-Jun-11 1420 C 3,114Apr-11 SPX 18-Jun-11 1425 C 31,232Apr-11 SPX 18-Jun-11 1425 P 13Apr-11 SPX 18-Jun-11 1430 C 6,137Apr-11 SPX 18-Jun-11 1430 P 4Apr-11 SPX 18-Jun-11 1435 C 1,664Apr-11 SPX 18-Jun-11 1440 C 623Apr-11 SPX 18-Jun-11 1440 P 4Apr-11 SPX 18-Jun-11 1445 C 520Apr-11 SPX 18-Jun-11 1450 C 8,205Apr-11 SPX 18-Jun-11 1455 C 140Apr-11 SPX 18-Jun-11 1460 C 15,149Apr-11 SPX 18-Jun-11 1465 C 526

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 270: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 18-Jun-11 1470 C 217Apr-11 SPX 18-Jun-11 1475 C 1,772Apr-11 SPX 18-Jun-11 1480 C 350Apr-11 SPX 18-Jun-11 1500 C 44,488Apr-11 SPX 18-Jun-11 1500 P 41,451Apr-11 SPX 18-Jun-11 1525 C 3,512Apr-11 SPX 18-Jun-11 1550 C 1,760Apr-11 SPX 18-Jun-11 1550 P 1Apr-11 SPX 18-Jun-11 1600 C 344Apr-11 SPX 18-Jun-11 1650 C 38Apr-11 SPX 18-Jun-11 1700 C 20Apr-11 SPX 18-Jun-11 2500 P 1Apr-11 SPX 16-Jul-11 300 C 1Apr-11 SPX 16-Jul-11 750 P 100Apr-11 SPX 16-Jul-11 800 P 12,745Apr-11 SPX 16-Jul-11 850 C 5Apr-11 SPX 16-Jul-11 850 P 38Apr-11 SPX 16-Jul-11 860 P 1Apr-11 SPX 16-Jul-11 870 P 1Apr-11 SPX 16-Jul-11 875 P 1Apr-11 SPX 16-Jul-11 880 P 1Apr-11 SPX 16-Jul-11 890 P 1Apr-11 SPX 16-Jul-11 900 P 26,510Apr-11 SPX 16-Jul-11 910 P 1Apr-11 SPX 16-Jul-11 920 P 25Apr-11 SPX 16-Jul-11 925 P 300Apr-11 SPX 16-Jul-11 930 P 26Apr-11 SPX 16-Jul-11 940 P 825Apr-11 SPX 16-Jul-11 950 P 3,512Apr-11 SPX 16-Jul-11 960 P 250Apr-11 SPX 16-Jul-11 970 P 1Apr-11 SPX 16-Jul-11 975 P 669Apr-11 SPX 16-Jul-11 980 P 1Apr-11 SPX 16-Jul-11 990 P 1Apr-11 SPX 16-Jul-11 1000 C 5Apr-11 SPX 16-Jul-11 1000 P 4,184Apr-11 SPX 16-Jul-11 1010 P 5Apr-11 SPX 16-Jul-11 1020 P 1Apr-11 SPX 16-Jul-11 1025 P 15Apr-11 SPX 16-Jul-11 1030 P 1Apr-11 SPX 16-Jul-11 1040 P 101Apr-11 SPX 16-Jul-11 1050 P 12,963Apr-11 SPX 16-Jul-11 1060 P 211Apr-11 SPX 16-Jul-11 1070 P 201Apr-11 SPX 16-Jul-11 1075 P 3,633Apr-11 SPX 16-Jul-11 1080 P 1Apr-11 SPX 16-Jul-11 1090 P 1Apr-11 SPX 16-Jul-11 1100 P 38,046

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 271: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 16-Jul-11 1110 P 133Apr-11 SPX 16-Jul-11 1120 P 522Apr-11 SPX 16-Jul-11 1125 P 8,563Apr-11 SPX 16-Jul-11 1130 P 714Apr-11 SPX 16-Jul-11 1140 P 627Apr-11 SPX 16-Jul-11 1150 P 26,692Apr-11 SPX 16-Jul-11 1160 P 32Apr-11 SPX 16-Jul-11 1170 P 3,309Apr-11 SPX 16-Jul-11 1175 P 6,573Apr-11 SPX 16-Jul-11 1180 P 1,223Apr-11 SPX 16-Jul-11 1190 C 1Apr-11 SPX 16-Jul-11 1190 P 961Apr-11 SPX 16-Jul-11 1200 C 41Apr-11 SPX 16-Jul-11 1200 P 28,949Apr-11 SPX 16-Jul-11 1210 P 2,466Apr-11 SPX 16-Jul-11 1220 P 701Apr-11 SPX 16-Jul-11 1225 P 17,683Apr-11 SPX 16-Jul-11 1230 P 869Apr-11 SPX 16-Jul-11 1240 C 1Apr-11 SPX 16-Jul-11 1240 P 858Apr-11 SPX 16-Jul-11 1250 C 602Apr-11 SPX 16-Jul-11 1250 P 53,114Apr-11 SPX 16-Jul-11 1260 C 2Apr-11 SPX 16-Jul-11 1260 P 1,483Apr-11 SPX 16-Jul-11 1270 P 5,467Apr-11 SPX 16-Jul-11 1275 P 24,532Apr-11 SPX 16-Jul-11 1280 P 51Apr-11 SPX 16-Jul-11 1290 C 23Apr-11 SPX 16-Jul-11 1290 P 605Apr-11 SPX 16-Jul-11 1300 C 8,091Apr-11 SPX 16-Jul-11 1300 P 40,383Apr-11 SPX 16-Jul-11 1310 C 363Apr-11 SPX 16-Jul-11 1310 P 332Apr-11 SPX 16-Jul-11 1320 C 117Apr-11 SPX 16-Jul-11 1320 P 960Apr-11 SPX 16-Jul-11 1325 C 15,207Apr-11 SPX 16-Jul-11 1325 P 26,767Apr-11 SPX 16-Jul-11 1330 C 52Apr-11 SPX 16-Jul-11 1330 P 332Apr-11 SPX 16-Jul-11 1340 C 726Apr-11 SPX 16-Jul-11 1340 P 2,501Apr-11 SPX 16-Jul-11 1350 C 14,549Apr-11 SPX 16-Jul-11 1350 P 6,567Apr-11 SPX 16-Jul-11 1360 C 7,068Apr-11 SPX 16-Jul-11 1360 P 3,912Apr-11 SPX 16-Jul-11 1370 C 2,842Apr-11 SPX 16-Jul-11 1375 C 4,524Apr-11 SPX 16-Jul-11 1375 P 900

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 272: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 16-Jul-11 1380 C 2,717Apr-11 SPX 16-Jul-11 1380 P 50Apr-11 SPX 16-Jul-11 1390 C 3,490Apr-11 SPX 16-Jul-11 1400 C 18,971Apr-11 SPX 16-Jul-11 1400 P 1Apr-11 SPX 16-Jul-11 1410 C 378Apr-11 SPX 16-Jul-11 1420 C 543Apr-11 SPX 16-Jul-11 1425 C 3,669Apr-11 SPX 16-Jul-11 1430 C 38Apr-11 SPX 16-Jul-11 1440 C 1,057Apr-11 SPX 16-Jul-11 1450 C 6,477Apr-11 SPX 16-Jul-11 1460 C 832Apr-11 SPX 16-Jul-11 1470 C 209Apr-11 SPX 16-Jul-11 1475 C 3,115Apr-11 SPX 16-Jul-11 1480 C 1,388Apr-11 SPX 16-Jul-11 1490 C 27Apr-11 SPX 16-Jul-11 1500 C 2,101Apr-11 SPX 16-Jul-11 1510 C 1Apr-11 SPX 16-Jul-11 1520 C 22Apr-11 SPX 16-Jul-11 1530 C 1Apr-11 SPX 16-Jul-11 1540 C 1Apr-11 SPX 16-Jul-11 1550 C 41Apr-11 SPX 16-Jul-11 1560 C 199Apr-11 SPX 16-Jul-11 1570 C 243Apr-11 SPX 16-Jul-11 1575 C 418Apr-11 SPX 16-Jul-11 1575 P 2Apr-11 SPX 16-Jul-11 1580 C 55Apr-11 SPX 16-Jul-11 1590 C 37Apr-11 SPX 16-Jul-11 1600 C 136Apr-11 SPX 16-Jul-11 1625 C 68Apr-11 SPX 16-Jul-11 1650 C 844Apr-11 SPX 20-Aug-11 600 P 1Apr-11 SPX 20-Aug-11 700 P 1Apr-11 SPX 20-Aug-11 750 P 1Apr-11 SPX 20-Aug-11 775 P 14,000Apr-11 SPX 20-Aug-11 800 P 5,859Apr-11 SPX 20-Aug-11 825 P 1Apr-11 SPX 20-Aug-11 850 P 1Apr-11 SPX 20-Aug-11 875 P 1Apr-11 SPX 20-Aug-11 900 P 52Apr-11 SPX 20-Aug-11 925 P 24Apr-11 SPX 20-Aug-11 950 P 51Apr-11 SPX 20-Aug-11 975 P 3Apr-11 SPX 20-Aug-11 1000 P 185Apr-11 SPX 20-Aug-11 1025 P 17Apr-11 SPX 20-Aug-11 1050 P 362Apr-11 SPX 20-Aug-11 1075 P 105Apr-11 SPX 20-Aug-11 1100 C 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 273: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 20-Aug-11 1100 P 756Apr-11 SPX 20-Aug-11 1125 P 80Apr-11 SPX 20-Aug-11 1150 P 1,279Apr-11 SPX 20-Aug-11 1175 P 6,052Apr-11 SPX 20-Aug-11 1180 P 50Apr-11 SPX 20-Aug-11 1200 C 1Apr-11 SPX 20-Aug-11 1200 P 2,532Apr-11 SPX 20-Aug-11 1225 P 1Apr-11 SPX 20-Aug-11 1250 P 2,878Apr-11 SPX 20-Aug-11 1260 P 13Apr-11 SPX 20-Aug-11 1275 C 10,003Apr-11 SPX 20-Aug-11 1275 P 18,291Apr-11 SPX 20-Aug-11 1300 C 10Apr-11 SPX 20-Aug-11 1300 P 4,067Apr-11 SPX 20-Aug-11 1325 C 5,385Apr-11 SPX 20-Aug-11 1325 P 5,863Apr-11 SPX 20-Aug-11 1340 C 1Apr-11 SPX 20-Aug-11 1340 P 1Apr-11 SPX 20-Aug-11 1350 C 10,059Apr-11 SPX 20-Aug-11 1350 P 109Apr-11 SPX 20-Aug-11 1360 C 2Apr-11 SPX 20-Aug-11 1360 P 3Apr-11 SPX 20-Aug-11 1375 C 2,211Apr-11 SPX 20-Aug-11 1380 C 1Apr-11 SPX 20-Aug-11 1400 C 7,242Apr-11 SPX 20-Aug-11 1420 C 7Apr-11 SPX 20-Aug-11 1425 C 224Apr-11 SPX 20-Aug-11 1450 C 2,420Apr-11 SPX 20-Aug-11 1460 C 500Apr-11 SPX 20-Aug-11 1475 C 205Apr-11 SPX 20-Aug-11 1500 C 17Apr-11 SPX 20-Aug-11 1525 C 2Apr-11 SPX 20-Aug-11 1550 C 1Apr-11 SPX 20-Aug-11 1600 C 37Apr-11 SPX 17-Sep-11 500 P 69Apr-11 SPX 17-Sep-11 550 P 2Apr-11 SPX 17-Sep-11 600 P 84Apr-11 SPX 17-Sep-11 625 P 184Apr-11 SPX 17-Sep-11 650 P 80Apr-11 SPX 17-Sep-11 700 P 2,230Apr-11 SPX 17-Sep-11 725 P 16Apr-11 SPX 17-Sep-11 750 P 520Apr-11 SPX 17-Sep-11 775 P 2,076Apr-11 SPX 17-Sep-11 800 P 37,112Apr-11 SPX 17-Sep-11 825 P 28Apr-11 SPX 17-Sep-11 850 P 846Apr-11 SPX 17-Sep-11 875 P 23Apr-11 SPX 17-Sep-11 900 P 11,523

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 274: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 17-Sep-11 925 P 519Apr-11 SPX 17-Sep-11 950 P 12Apr-11 SPX 17-Sep-11 975 P 9,056Apr-11 SPX 17-Sep-11 1000 C 3Apr-11 SPX 17-Sep-11 1000 P 1,674Apr-11 SPX 17-Sep-11 1025 P 8,623Apr-11 SPX 17-Sep-11 1050 P 9,964Apr-11 SPX 17-Sep-11 1075 P 4,781Apr-11 SPX 17-Sep-11 1100 C 4Apr-11 SPX 17-Sep-11 1100 P 26,217Apr-11 SPX 17-Sep-11 1125 P 13,646Apr-11 SPX 17-Sep-11 1150 P 24,434Apr-11 SPX 17-Sep-11 1175 C 839Apr-11 SPX 17-Sep-11 1175 P 11,223Apr-11 SPX 17-Sep-11 1200 C 4Apr-11 SPX 17-Sep-11 1200 P 57,051Apr-11 SPX 17-Sep-11 1225 C 29Apr-11 SPX 17-Sep-11 1225 P 17,256Apr-11 SPX 17-Sep-11 1250 C 78Apr-11 SPX 17-Sep-11 1250 P 31,451Apr-11 SPX 17-Sep-11 1260 P 4,225Apr-11 SPX 17-Sep-11 1275 C 1,812Apr-11 SPX 17-Sep-11 1275 P 30,176Apr-11 SPX 17-Sep-11 1300 C 5,557Apr-11 SPX 17-Sep-11 1300 P 42,726Apr-11 SPX 17-Sep-11 1325 C 7,870Apr-11 SPX 17-Sep-11 1325 P 18,237Apr-11 SPX 17-Sep-11 1340 C 220Apr-11 SPX 17-Sep-11 1340 P 344Apr-11 SPX 17-Sep-11 1350 C 14,503Apr-11 SPX 17-Sep-11 1350 P 5,620Apr-11 SPX 17-Sep-11 1360 C 96Apr-11 SPX 17-Sep-11 1360 P 84Apr-11 SPX 17-Sep-11 1375 C 7,331Apr-11 SPX 17-Sep-11 1375 P 91Apr-11 SPX 17-Sep-11 1400 C 18,730Apr-11 SPX 17-Sep-11 1400 P 1,701Apr-11 SPX 17-Sep-11 1420 C 1Apr-11 SPX 17-Sep-11 1425 C 10,154Apr-11 SPX 17-Sep-11 1425 P 23Apr-11 SPX 17-Sep-11 1450 C 27,681Apr-11 SPX 17-Sep-11 1450 P 12Apr-11 SPX 17-Sep-11 1475 C 1,851Apr-11 SPX 17-Sep-11 1500 C 8,330Apr-11 SPX 17-Sep-11 1500 P 1Apr-11 SPX 17-Sep-11 1520 C 25Apr-11 SPX 17-Sep-11 1525 C 2,162Apr-11 SPX 17-Sep-11 1525 P 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 275: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 17-Sep-11 1550 C 4,827Apr-11 SPX 17-Sep-11 1550 P 4Apr-11 SPX 17-Sep-11 1600 C 3,746Apr-11 SPX 17-Sep-11 1650 C 2,535Apr-11 SPX 17-Sep-11 1700 C 3,096Apr-11 SPX 17-Sep-11 1750 C 545Apr-11 SPX 17-Sep-11 1800 C 41Apr-11 SPX 17-Sep-11 1900 C 19Apr-11 SPX 17-Sep-11 2000 C 223Apr-11 SPX 17-Sep-11 2500 C 198Apr-11 SPX 17-Sep-11 3000 C 86Apr-11 SPX 17-Dec-11 200 P 898Apr-11 SPX 17-Dec-11 225 P 100Apr-11 SPX 17-Dec-11 250 P 436Apr-11 SPX 17-Dec-11 280 P 52Apr-11 SPX 17-Dec-11 300 P 33Apr-11 SPX 17-Dec-11 325 P 15Apr-11 SPX 17-Dec-11 350 P 75Apr-11 SPX 17-Dec-11 400 P 337Apr-11 SPX 17-Dec-11 450 P 2Apr-11 SPX 17-Dec-11 500 C 1,018Apr-11 SPX 17-Dec-11 500 P 1,192Apr-11 SPX 17-Dec-11 525 P 70Apr-11 SPX 17-Dec-11 550 P 164Apr-11 SPX 17-Dec-11 575 P 57Apr-11 SPX 17-Dec-11 600 C 14Apr-11 SPX 17-Dec-11 600 P 7,754Apr-11 SPX 17-Dec-11 650 P 533Apr-11 SPX 17-Dec-11 675 P 99Apr-11 SPX 17-Dec-11 700 C 1Apr-11 SPX 17-Dec-11 700 P 12,715Apr-11 SPX 17-Dec-11 725 P 15Apr-11 SPX 17-Dec-11 750 P 53Apr-11 SPX 17-Dec-11 775 P 2,050Apr-11 SPX 17-Dec-11 800 P 12,276Apr-11 SPX 17-Dec-11 825 P 1,557Apr-11 SPX 17-Dec-11 850 P 893Apr-11 SPX 17-Dec-11 875 P 1,800Apr-11 SPX 17-Dec-11 900 P 8,420Apr-11 SPX 17-Dec-11 920 P 2,206Apr-11 SPX 17-Dec-11 925 P 14Apr-11 SPX 17-Dec-11 950 P 4,743Apr-11 SPX 17-Dec-11 975 P 2,022Apr-11 SPX 17-Dec-11 1000 C 4Apr-11 SPX 17-Dec-11 1000 P 29,483Apr-11 SPX 17-Dec-11 1025 C 2Apr-11 SPX 17-Dec-11 1025 P 2,967Apr-11 SPX 17-Dec-11 1030 P 1,504

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 276: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 17-Dec-11 1050 C 23Apr-11 SPX 17-Dec-11 1050 P 14,598Apr-11 SPX 17-Dec-11 1075 C 10Apr-11 SPX 17-Dec-11 1075 P 4,302Apr-11 SPX 17-Dec-11 1090 P 1,003Apr-11 SPX 17-Dec-11 1100 C 1Apr-11 SPX 17-Dec-11 1100 P 26,405Apr-11 SPX 17-Dec-11 1125 P 5,818Apr-11 SPX 17-Dec-11 1140 P 2,001Apr-11 SPX 17-Dec-11 1150 C 641Apr-11 SPX 17-Dec-11 1150 P 31,311Apr-11 SPX 17-Dec-11 1175 C 9Apr-11 SPX 17-Dec-11 1175 P 11,263Apr-11 SPX 17-Dec-11 1180 P 51Apr-11 SPX 17-Dec-11 1200 C 4,832Apr-11 SPX 17-Dec-11 1200 P 38,539Apr-11 SPX 17-Dec-11 1225 C 240Apr-11 SPX 17-Dec-11 1225 P 4,926Apr-11 SPX 17-Dec-11 1250 C 5,560Apr-11 SPX 17-Dec-11 1250 P 22,895Apr-11 SPX 17-Dec-11 1275 C 1,698Apr-11 SPX 17-Dec-11 1275 P 18,219Apr-11 SPX 17-Dec-11 1300 C 19,374Apr-11 SPX 17-Dec-11 1300 P 38,113Apr-11 SPX 17-Dec-11 1325 C 18,653Apr-11 SPX 17-Dec-11 1325 P 18,604Apr-11 SPX 17-Dec-11 1335 C 1,668Apr-11 SPX 17-Dec-11 1335 P 4,598Apr-11 SPX 17-Dec-11 1350 C 19,000Apr-11 SPX 17-Dec-11 1350 P 11,297Apr-11 SPX 17-Dec-11 1375 C 10,417Apr-11 SPX 17-Dec-11 1375 P 1,495Apr-11 SPX 17-Dec-11 1400 C 34,417Apr-11 SPX 17-Dec-11 1400 P 2,068Apr-11 SPX 17-Dec-11 1425 C 4,485Apr-11 SPX 17-Dec-11 1450 C 37,542Apr-11 SPX 17-Dec-11 1450 P 10Apr-11 SPX 17-Dec-11 1475 C 14,129Apr-11 SPX 17-Dec-11 1475 P 1Apr-11 SPX 17-Dec-11 1500 C 24,863Apr-11 SPX 17-Dec-11 1500 P 1,027Apr-11 SPX 17-Dec-11 1525 C 2,953Apr-11 SPX 17-Dec-11 1525 P 1Apr-11 SPX 17-Dec-11 1550 C 817Apr-11 SPX 17-Dec-11 1550 P 5Apr-11 SPX 17-Dec-11 1600 C 14,599Apr-11 SPX 17-Dec-11 1700 C 5,035Apr-11 SPX 17-Dec-11 1800 C 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 277: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 17-Dec-11 1900 C 375Apr-11 SPX 17-Dec-11 2000 C 392Apr-11 SPX 17-Dec-11 2250 C 9Apr-11 SPX 17-Dec-11 3000 P 30Apr-11 SPX 17-Mar-12 600 P 4,000Apr-11 SPX 17-Mar-12 700 P 6,102Apr-11 SPX 17-Mar-12 750 P 10Apr-11 SPX 17-Mar-12 800 P 10Apr-11 SPX 17-Mar-12 850 P 4,310Apr-11 SPX 17-Mar-12 875 P 27Apr-11 SPX 17-Mar-12 900 P 497Apr-11 SPX 17-Mar-12 925 P 20Apr-11 SPX 17-Mar-12 950 P 30Apr-11 SPX 17-Mar-12 975 P 1,111Apr-11 SPX 17-Mar-12 1000 P 4,222Apr-11 SPX 17-Mar-12 1025 P 4Apr-11 SPX 17-Mar-12 1050 P 2,106Apr-11 SPX 17-Mar-12 1075 P 309Apr-11 SPX 17-Mar-12 1100 P 4,353Apr-11 SPX 17-Mar-12 1125 P 525Apr-11 SPX 17-Mar-12 1150 P 5,735Apr-11 SPX 17-Mar-12 1175 P 936Apr-11 SPX 17-Mar-12 1200 C 5Apr-11 SPX 17-Mar-12 1200 P 5,020Apr-11 SPX 17-Mar-12 1225 C 100Apr-11 SPX 17-Mar-12 1225 P 1Apr-11 SPX 17-Mar-12 1250 P 4,068Apr-11 SPX 17-Mar-12 1275 C 40Apr-11 SPX 17-Mar-12 1275 P 1,925Apr-11 SPX 17-Mar-12 1300 C 2,475Apr-11 SPX 17-Mar-12 1300 P 9,346Apr-11 SPX 17-Mar-12 1325 C 12,761Apr-11 SPX 17-Mar-12 1325 P 3,225Apr-11 SPX 17-Mar-12 1350 C 2,328Apr-11 SPX 17-Mar-12 1350 P 3Apr-11 SPX 17-Mar-12 1375 C 3,900Apr-11 SPX 17-Mar-12 1375 P 250Apr-11 SPX 17-Mar-12 1400 C 8,169Apr-11 SPX 17-Mar-12 1400 P 1Apr-11 SPX 17-Mar-12 1425 C 4,810Apr-11 SPX 17-Mar-12 1450 C 1,384Apr-11 SPX 17-Mar-12 1475 C 4,001Apr-11 SPX 17-Mar-12 1500 C 13,044Apr-11 SPX 17-Mar-12 1550 C 2,330Apr-11 SPX 17-Mar-12 1600 C 756Apr-11 SPX 17-Mar-12 1650 C 1,525Apr-11 SPX 16-Jun-12 100 C 1Apr-11 SPX 16-Jun-12 100 P 51

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 278: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 16-Jun-12 200 C 1Apr-11 SPX 16-Jun-12 200 P 1Apr-11 SPX 16-Jun-12 500 P 303Apr-11 SPX 16-Jun-12 700 C 210Apr-11 SPX 16-Jun-12 800 P 1,250Apr-11 SPX 16-Jun-12 850 P 1Apr-11 SPX 16-Jun-12 900 P 346Apr-11 SPX 16-Jun-12 925 P 14Apr-11 SPX 16-Jun-12 950 P 3,500Apr-11 SPX 16-Jun-12 975 P 2,001Apr-11 SPX 16-Jun-12 1000 P 24,320Apr-11 SPX 16-Jun-12 1100 P 4,894Apr-11 SPX 16-Jun-12 1125 P 1,211Apr-11 SPX 16-Jun-12 1150 P 201Apr-11 SPX 16-Jun-12 1200 C 300Apr-11 SPX 16-Jun-12 1200 P 2,029Apr-11 SPX 16-Jun-12 1225 P 101Apr-11 SPX 16-Jun-12 1250 P 15,326Apr-11 SPX 16-Jun-12 1275 P 1,500Apr-11 SPX 16-Jun-12 1300 C 2,433Apr-11 SPX 16-Jun-12 1300 P 3,291Apr-11 SPX 16-Jun-12 1325 C 217Apr-11 SPX 16-Jun-12 1325 P 471Apr-11 SPX 16-Jun-12 1350 C 3,363Apr-11 SPX 16-Jun-12 1350 P 1,907Apr-11 SPX 16-Jun-12 1375 C 5Apr-11 SPX 16-Jun-12 1400 C 3Apr-11 SPX 16-Jun-12 1400 P 120Apr-11 SPX 16-Jun-12 1450 C 257Apr-11 SPX 16-Jun-12 1475 C 65Apr-11 SPX 16-Jun-12 1500 C 6,828Apr-11 SPX 16-Jun-12 1550 C 1,820Apr-11 SPX 16-Jun-12 1600 C 2,140Apr-11 SPX 16-Jun-12 1625 C 27Apr-11 SPX 16-Jun-12 1650 C 1,750Apr-11 SPX 16-Jun-12 1800 C 6Apr-11 SPX 16-Jun-12 2000 C 9Apr-11 SPX 16-Jun-12 2500 C 9Apr-11 SPX 16-Jun-12 3000 C 1Apr-11 SPX 22-Dec-12 100 C 2Apr-11 SPX 22-Dec-12 100 P 219Apr-11 SPX 22-Dec-12 200 C 4Apr-11 SPX 22-Dec-12 200 P 69Apr-11 SPX 22-Dec-12 250 P 58Apr-11 SPX 22-Dec-12 300 C 7Apr-11 SPX 22-Dec-12 300 P 66Apr-11 SPX 22-Dec-12 350 P 2Apr-11 SPX 22-Dec-12 400 P 137

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 279: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 22-Dec-12 500 C 250Apr-11 SPX 22-Dec-12 500 P 350Apr-11 SPX 22-Dec-12 550 P 150Apr-11 SPX 22-Dec-12 600 P 2,305Apr-11 SPX 22-Dec-12 650 P 5Apr-11 SPX 22-Dec-12 675 P 4Apr-11 SPX 22-Dec-12 700 C 210Apr-11 SPX 22-Dec-12 700 P 507Apr-11 SPX 22-Dec-12 750 P 1,606Apr-11 SPX 22-Dec-12 800 C 5Apr-11 SPX 22-Dec-12 800 P 4,178Apr-11 SPX 22-Dec-12 850 P 4,914Apr-11 SPX 22-Dec-12 875 P 1Apr-11 SPX 22-Dec-12 900 C 8Apr-11 SPX 22-Dec-12 900 P 7,840Apr-11 SPX 22-Dec-12 925 P 507Apr-11 SPX 22-Dec-12 950 C 1Apr-11 SPX 22-Dec-12 950 P 2,702Apr-11 SPX 22-Dec-12 1000 C 1Apr-11 SPX 22-Dec-12 1000 P 24,912Apr-11 SPX 22-Dec-12 1025 C 2Apr-11 SPX 22-Dec-12 1025 P 302Apr-11 SPX 22-Dec-12 1050 C 1Apr-11 SPX 22-Dec-12 1050 P 323Apr-11 SPX 22-Dec-12 1075 C 1,300Apr-11 SPX 22-Dec-12 1075 P 169Apr-11 SPX 22-Dec-12 1100 C 19,201Apr-11 SPX 22-Dec-12 1100 P 15,565Apr-11 SPX 22-Dec-12 1125 P 110Apr-11 SPX 22-Dec-12 1150 P 3,809Apr-11 SPX 22-Dec-12 1175 P 407Apr-11 SPX 22-Dec-12 1200 C 4,753Apr-11 SPX 22-Dec-12 1200 P 12,040Apr-11 SPX 22-Dec-12 1220 P 20Apr-11 SPX 22-Dec-12 1225 P 260Apr-11 SPX 22-Dec-12 1250 C 200Apr-11 SPX 22-Dec-12 1250 P 12,223Apr-11 SPX 22-Dec-12 1275 P 647Apr-11 SPX 22-Dec-12 1300 C 5,497Apr-11 SPX 22-Dec-12 1300 P 9,472Apr-11 SPX 22-Dec-12 1325 C 2,398Apr-11 SPX 22-Dec-12 1325 P 3,889Apr-11 SPX 22-Dec-12 1350 C 1,833Apr-11 SPX 22-Dec-12 1350 P 6,701Apr-11 SPX 22-Dec-12 1400 C 2,048Apr-11 SPX 22-Dec-12 1400 P 2Apr-11 SPX 22-Dec-12 1450 C 1,051Apr-11 SPX 22-Dec-12 1500 C 1,276

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 280: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 22-Dec-12 1500 P 250Apr-11 SPX 22-Dec-12 1550 C 5,675Apr-11 SPX 22-Dec-12 1600 C 25,815Apr-11 SPX 22-Dec-12 1700 C 540Apr-11 SPX 22-Dec-12 1750 C 400Apr-11 SPX 22-Dec-12 1800 C 1,949Apr-11 SPX 22-Dec-12 1900 C 200Apr-11 SPX 22-Dec-12 2000 C 26Apr-11 SPX 22-Dec-12 2250 C 2Apr-11 SPX 22-Dec-12 2500 C 59Apr-11 SPX 22-Dec-12 2500 P 4Apr-11 SPX 21-Dec-13 100 C 4Apr-11 SPX 21-Dec-13 100 P 365Apr-11 SPX 21-Dec-13 200 C 5Apr-11 SPX 21-Dec-13 200 P 57Apr-11 SPX 21-Dec-13 250 P 5Apr-11 SPX 21-Dec-13 300 P 3Apr-11 SPX 21-Dec-13 400 P 1Apr-11 SPX 21-Dec-13 450 P 10Apr-11 SPX 21-Dec-13 550 P 1Apr-11 SPX 21-Dec-13 600 P 226Apr-11 SPX 21-Dec-13 650 C 1Apr-11 SPX 21-Dec-13 650 P 2Apr-11 SPX 21-Dec-13 700 P 30Apr-11 SPX 21-Dec-13 750 P 500Apr-11 SPX 21-Dec-13 800 C 6Apr-11 SPX 21-Dec-13 800 P 7,252Apr-11 SPX 21-Dec-13 850 C 3Apr-11 SPX 21-Dec-13 850 P 1Apr-11 SPX 21-Dec-13 900 C 4Apr-11 SPX 21-Dec-13 900 P 350Apr-11 SPX 21-Dec-13 950 P 2Apr-11 SPX 21-Dec-13 1000 C 3Apr-11 SPX 21-Dec-13 1000 P 1,716Apr-11 SPX 21-Dec-13 1025 C 4Apr-11 SPX 21-Dec-13 1050 C 2Apr-11 SPX 21-Dec-13 1050 P 2,003Apr-11 SPX 21-Dec-13 1075 C 1Apr-11 SPX 21-Dec-13 1100 P 5,309Apr-11 SPX 21-Dec-13 1125 P 1Apr-11 SPX 21-Dec-13 1150 C 1Apr-11 SPX 21-Dec-13 1150 P 126Apr-11 SPX 21-Dec-13 1200 P 317Apr-11 SPX 21-Dec-13 1250 P 1,834Apr-11 SPX 21-Dec-13 1275 P 15Apr-11 SPX 21-Dec-13 1300 C 1,680Apr-11 SPX 21-Dec-13 1300 P 1,354Apr-11 SPX 21-Dec-13 1325 C 1,400

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 281: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPX 21-Dec-13 1325 P 1,401Apr-11 SPX 21-Dec-13 1350 C 782Apr-11 SPX 21-Dec-13 1350 P 133Apr-11 SPX 21-Dec-13 1375 P 1Apr-11 SPX 21-Dec-13 1400 C 830Apr-11 SPX 21-Dec-13 1450 C 125Apr-11 SPX 21-Dec-13 1500 C 2,514Apr-11 SPX 21-Dec-13 1550 C 115Apr-11 SPX 21-Dec-13 1600 C 1,295Apr-11 SPX 21-Dec-13 1650 C 1,000Apr-11 SPX 21-Dec-13 1700 C 450Apr-11 SPX 21-Dec-13 1700 P 1Apr-11 SPX 21-Dec-13 1800 C 4,901Apr-11 SPX 21-Dec-13 1900 C 100Apr-11 SPX 21-Dec-13 2000 P 1Apr-11 SPX 21-Dec-13 2250 C 4Apr-11 SPX 21-Dec-13 2500 C 26Apr-11 SPX 21-Dec-13 2500 P 5Apr-11 SPX 21-Dec-13 3000 P 32Apr-11 SPXW 01-Apr-11 1215 P 40Apr-11 SPXW 01-Apr-11 1220 P 30Apr-11 SPXW 01-Apr-11 1225 P 64Apr-11 SPXW 01-Apr-11 1245 P 22Apr-11 SPXW 01-Apr-11 1250 P 40Apr-11 SPXW 01-Apr-11 1255 P 31Apr-11 SPXW 01-Apr-11 1260 P 37Apr-11 SPXW 01-Apr-11 1265 P 12Apr-11 SPXW 01-Apr-11 1270 P 90Apr-11 SPXW 01-Apr-11 1275 P 122Apr-11 SPXW 01-Apr-11 1280 P 27Apr-11 SPXW 01-Apr-11 1285 P 103Apr-11 SPXW 01-Apr-11 1290 C 60Apr-11 SPXW 01-Apr-11 1290 P 199Apr-11 SPXW 01-Apr-11 1295 C 60Apr-11 SPXW 01-Apr-11 1295 P 89Apr-11 SPXW 01-Apr-11 1300 C 1Apr-11 SPXW 01-Apr-11 1300 P 418Apr-11 SPXW 01-Apr-11 1305 C 3Apr-11 SPXW 01-Apr-11 1305 P 754Apr-11 SPXW 01-Apr-11 1310 C 83Apr-11 SPXW 01-Apr-11 1310 P 1,270Apr-11 SPXW 01-Apr-11 1315 C 52Apr-11 SPXW 01-Apr-11 1315 P 1,907Apr-11 SPXW 01-Apr-11 1320 C 29Apr-11 SPXW 01-Apr-11 1320 P 2,665Apr-11 SPXW 01-Apr-11 1325 C 648Apr-11 SPXW 01-Apr-11 1325 P 5,006Apr-11 SPXW 01-Apr-11 1330 C 559

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 282: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPXW 01-Apr-11 1330 P 3,804Apr-11 SPXW 01-Apr-11 1335 C 2,113Apr-11 SPXW 01-Apr-11 1335 P 1,430Apr-11 SPXW 01-Apr-11 1340 C 4,920Apr-11 SPXW 01-Apr-11 1340 P 178Apr-11 SPXW 01-Apr-11 1345 C 5,389Apr-11 SPXW 01-Apr-11 1345 P 100Apr-11 SPXW 01-Apr-11 1350 C 2,108Apr-11 SPXW 01-Apr-11 1355 C 1,135Apr-11 SPXW 01-Apr-11 1360 C 155Apr-11 SPXW 01-Apr-11 1365 C 70Apr-11 SPXW 01-Apr-11 1375 C 41Apr-11 SPXW 08-Apr-11 1075 P 3,929Apr-11 SPXW 08-Apr-11 1100 P 611Apr-11 SPXW 08-Apr-11 1125 P 1,923Apr-11 SPXW 08-Apr-11 1150 P 5,956Apr-11 SPXW 08-Apr-11 1175 P 19,281Apr-11 SPXW 08-Apr-11 1200 P 5,240Apr-11 SPXW 08-Apr-11 1225 P 7,124Apr-11 SPXW 08-Apr-11 1230 P 1,171Apr-11 SPXW 08-Apr-11 1235 C 26Apr-11 SPXW 08-Apr-11 1235 P 466Apr-11 SPXW 08-Apr-11 1240 C 19Apr-11 SPXW 08-Apr-11 1240 P 483Apr-11 SPXW 08-Apr-11 1245 P 265Apr-11 SPXW 08-Apr-11 1250 P 5,289Apr-11 SPXW 08-Apr-11 1255 P 674Apr-11 SPXW 08-Apr-11 1260 P 1,016Apr-11 SPXW 08-Apr-11 1265 P 628Apr-11 SPXW 08-Apr-11 1270 C 4Apr-11 SPXW 08-Apr-11 1270 P 788Apr-11 SPXW 08-Apr-11 1275 C 4Apr-11 SPXW 08-Apr-11 1275 P 6,140Apr-11 SPXW 08-Apr-11 1280 C 2Apr-11 SPXW 08-Apr-11 1280 P 3,003Apr-11 SPXW 08-Apr-11 1285 P 2,188Apr-11 SPXW 08-Apr-11 1290 P 4,133Apr-11 SPXW 08-Apr-11 1295 C 40Apr-11 SPXW 08-Apr-11 1295 P 4,307Apr-11 SPXW 08-Apr-11 1300 C 88Apr-11 SPXW 08-Apr-11 1300 P 11,095Apr-11 SPXW 08-Apr-11 1305 C 36Apr-11 SPXW 08-Apr-11 1305 P 6,461Apr-11 SPXW 08-Apr-11 1310 C 116Apr-11 SPXW 08-Apr-11 1310 P 8,899Apr-11 SPXW 08-Apr-11 1315 C 27Apr-11 SPXW 08-Apr-11 1315 P 9,336Apr-11 SPXW 08-Apr-11 1320 C 215

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 283: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPXW 08-Apr-11 1320 P 8,545Apr-11 SPXW 08-Apr-11 1325 C 1,194Apr-11 SPXW 08-Apr-11 1325 P 8,874Apr-11 SPXW 08-Apr-11 1330 C 5,032Apr-11 SPXW 08-Apr-11 1330 P 5,934Apr-11 SPXW 08-Apr-11 1335 C 4,335Apr-11 SPXW 08-Apr-11 1335 P 2,044Apr-11 SPXW 08-Apr-11 1340 C 6,804Apr-11 SPXW 08-Apr-11 1340 P 947Apr-11 SPXW 08-Apr-11 1345 C 8,148Apr-11 SPXW 08-Apr-11 1345 P 297Apr-11 SPXW 08-Apr-11 1350 C 15,727Apr-11 SPXW 08-Apr-11 1350 P 1,115Apr-11 SPXW 08-Apr-11 1355 C 13,166Apr-11 SPXW 08-Apr-11 1355 P 21Apr-11 SPXW 08-Apr-11 1360 C 9,090Apr-11 SPXW 08-Apr-11 1360 P 11Apr-11 SPXW 08-Apr-11 1365 C 6,471Apr-11 SPXW 08-Apr-11 1370 C 2,385Apr-11 SPXW 08-Apr-11 1375 C 5,558Apr-11 SPXW 08-Apr-11 1380 C 2,529Apr-11 SPXW 08-Apr-11 1385 C 941Apr-11 SPXW 08-Apr-11 1385 P 10Apr-11 SPXW 08-Apr-11 1400 C 505Apr-11 SPXW 08-Apr-11 1400 P 2Apr-11 SPXW 08-Apr-11 1425 C 912Apr-11 SPXW 08-Apr-11 1450 C 26Apr-11 SPXW 21-Apr-11 1075 C 10Apr-11 SPXW 21-Apr-11 1075 P 9,428Apr-11 SPXW 21-Apr-11 1100 C 10Apr-11 SPXW 21-Apr-11 1100 P 5,037Apr-11 SPXW 21-Apr-11 1125 P 1,133Apr-11 SPXW 21-Apr-11 1150 P 6,871Apr-11 SPXW 21-Apr-11 1175 C 10Apr-11 SPXW 21-Apr-11 1175 P 18,875Apr-11 SPXW 21-Apr-11 1200 P 12,661Apr-11 SPXW 21-Apr-11 1225 C 13Apr-11 SPXW 21-Apr-11 1225 P 5,494Apr-11 SPXW 21-Apr-11 1230 C 25Apr-11 SPXW 21-Apr-11 1230 P 1,304Apr-11 SPXW 21-Apr-11 1235 P 2,192Apr-11 SPXW 21-Apr-11 1240 P 1,792Apr-11 SPXW 21-Apr-11 1245 P 1,242Apr-11 SPXW 21-Apr-11 1250 C 24Apr-11 SPXW 21-Apr-11 1250 P 14,853Apr-11 SPXW 21-Apr-11 1255 P 3,492Apr-11 SPXW 21-Apr-11 1260 C 23Apr-11 SPXW 21-Apr-11 1260 P 8,205

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 284: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPXW 21-Apr-11 1265 C 10Apr-11 SPXW 21-Apr-11 1265 P 4,861Apr-11 SPXW 21-Apr-11 1270 C 4Apr-11 SPXW 21-Apr-11 1270 P 5,060Apr-11 SPXW 21-Apr-11 1275 C 52Apr-11 SPXW 21-Apr-11 1275 P 8,079Apr-11 SPXW 21-Apr-11 1280 C 101Apr-11 SPXW 21-Apr-11 1280 P 4,452Apr-11 SPXW 21-Apr-11 1285 C 787Apr-11 SPXW 21-Apr-11 1285 P 3,334Apr-11 SPXW 21-Apr-11 1290 C 566Apr-11 SPXW 21-Apr-11 1290 P 3,836Apr-11 SPXW 21-Apr-11 1295 C 223Apr-11 SPXW 21-Apr-11 1295 P 2,558Apr-11 SPXW 21-Apr-11 1300 C 2,459Apr-11 SPXW 21-Apr-11 1300 P 12,326Apr-11 SPXW 21-Apr-11 1305 C 1,233Apr-11 SPXW 21-Apr-11 1305 P 3,901Apr-11 SPXW 21-Apr-11 1310 C 2,082Apr-11 SPXW 21-Apr-11 1310 P 12,982Apr-11 SPXW 21-Apr-11 1315 C 4,750Apr-11 SPXW 21-Apr-11 1315 P 8,844Apr-11 SPXW 21-Apr-11 1320 C 4,665Apr-11 SPXW 21-Apr-11 1320 P 4,272Apr-11 SPXW 21-Apr-11 1325 C 7,896Apr-11 SPXW 21-Apr-11 1325 P 7,657Apr-11 SPXW 21-Apr-11 1330 C 14,516Apr-11 SPXW 21-Apr-11 1330 P 2,812Apr-11 SPXW 21-Apr-11 1335 C 12,767Apr-11 SPXW 21-Apr-11 1335 P 2,380Apr-11 SPXW 21-Apr-11 1340 C 14,873Apr-11 SPXW 21-Apr-11 1340 P 229Apr-11 SPXW 21-Apr-11 1345 C 13,741Apr-11 SPXW 21-Apr-11 1345 P 4Apr-11 SPXW 21-Apr-11 1350 C 9,452Apr-11 SPXW 21-Apr-11 1350 P 2Apr-11 SPXW 21-Apr-11 1355 C 5,415Apr-11 SPXW 21-Apr-11 1355 P 33Apr-11 SPXW 21-Apr-11 1360 C 2,884Apr-11 SPXW 21-Apr-11 1360 P 10Apr-11 SPXW 21-Apr-11 1365 C 807Apr-11 SPXW 21-Apr-11 1365 P 20Apr-11 SPXW 21-Apr-11 1370 C 1,971Apr-11 SPXW 21-Apr-11 1375 C 288Apr-11 SPXW 21-Apr-11 1400 C 141Apr-11 SPXW 21-Apr-11 1425 C 62Apr-11 SPXW 29-Apr-11 1100 P 8Apr-11 SPXW 29-Apr-11 1125 P 3,527

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 285: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPXW 29-Apr-11 1150 P 5,461Apr-11 SPXW 29-Apr-11 1175 P 12,267Apr-11 SPXW 29-Apr-11 1200 P 9,425Apr-11 SPXW 29-Apr-11 1225 P 2,136Apr-11 SPXW 29-Apr-11 1235 P 774Apr-11 SPXW 29-Apr-11 1240 P 538Apr-11 SPXW 29-Apr-11 1245 P 74Apr-11 SPXW 29-Apr-11 1250 C 12Apr-11 SPXW 29-Apr-11 1250 P 3,778Apr-11 SPXW 29-Apr-11 1255 P 47Apr-11 SPXW 29-Apr-11 1260 P 157Apr-11 SPXW 29-Apr-11 1265 P 789Apr-11 SPXW 29-Apr-11 1270 P 452Apr-11 SPXW 29-Apr-11 1275 P 4,259Apr-11 SPXW 29-Apr-11 1280 P 1,238Apr-11 SPXW 29-Apr-11 1285 C 6Apr-11 SPXW 29-Apr-11 1285 P 1,367Apr-11 SPXW 29-Apr-11 1290 C 36Apr-11 SPXW 29-Apr-11 1290 P 2,707Apr-11 SPXW 29-Apr-11 1295 C 82Apr-11 SPXW 29-Apr-11 1295 P 4,322Apr-11 SPXW 29-Apr-11 1300 C 79Apr-11 SPXW 29-Apr-11 1300 P 12,268Apr-11 SPXW 29-Apr-11 1305 C 6Apr-11 SPXW 29-Apr-11 1305 P 1,662Apr-11 SPXW 29-Apr-11 1310 C 3Apr-11 SPXW 29-Apr-11 1310 P 8,152Apr-11 SPXW 29-Apr-11 1315 C 352Apr-11 SPXW 29-Apr-11 1315 P 2,615Apr-11 SPXW 29-Apr-11 1320 C 303Apr-11 SPXW 29-Apr-11 1320 P 1,710Apr-11 SPXW 29-Apr-11 1325 C 921Apr-11 SPXW 29-Apr-11 1325 P 4,826Apr-11 SPXW 29-Apr-11 1330 C 776Apr-11 SPXW 29-Apr-11 1330 P 7,477Apr-11 SPXW 29-Apr-11 1335 C 7,946Apr-11 SPXW 29-Apr-11 1335 P 3,943Apr-11 SPXW 29-Apr-11 1340 C 1,533Apr-11 SPXW 29-Apr-11 1340 P 8,814Apr-11 SPXW 29-Apr-11 1345 C 2,348Apr-11 SPXW 29-Apr-11 1345 P 3,582Apr-11 SPXW 29-Apr-11 1350 C 7,310Apr-11 SPXW 29-Apr-11 1350 P 7,292Apr-11 SPXW 29-Apr-11 1355 C 4,470Apr-11 SPXW 29-Apr-11 1355 P 3,299Apr-11 SPXW 29-Apr-11 1360 C 12,367Apr-11 SPXW 29-Apr-11 1360 P 7,026Apr-11 SPXW 29-Apr-11 1365 C 28,907

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 286: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPXW 29-Apr-11 1365 P 306Apr-11 SPXW 29-Apr-11 1370 C 19,970Apr-11 SPXW 29-Apr-11 1370 P 3,247Apr-11 SPXW 29-Apr-11 1375 C 11,354Apr-11 SPXW 29-Apr-11 1380 C 4,096Apr-11 SPXW 29-Apr-11 1380 P 2Apr-11 SPXW 29-Apr-11 1385 C 4,952Apr-11 SPXW 29-Apr-11 1385 P 2Apr-11 SPXW 29-Apr-11 1400 C 4,213Apr-11 SPXW 29-Apr-11 1425 C 3,503Apr-11 SPXW 06-May-11 1125 P 5,914Apr-11 SPXW 06-May-11 1150 P 1,781Apr-11 SPXW 06-May-11 1175 P 17,246Apr-11 SPXW 06-May-11 1200 P 1,043Apr-11 SPXW 06-May-11 1225 P 5,651Apr-11 SPXW 06-May-11 1250 P 277Apr-11 SPXW 06-May-11 1255 P 59Apr-11 SPXW 06-May-11 1260 P 5Apr-11 SPXW 06-May-11 1265 P 15Apr-11 SPXW 06-May-11 1270 P 19Apr-11 SPXW 06-May-11 1275 P 81Apr-11 SPXW 06-May-11 1280 P 252Apr-11 SPXW 06-May-11 1285 P 336Apr-11 SPXW 06-May-11 1290 C 25Apr-11 SPXW 06-May-11 1290 P 2,139Apr-11 SPXW 06-May-11 1295 P 193Apr-11 SPXW 06-May-11 1300 C 2Apr-11 SPXW 06-May-11 1300 P 3,958Apr-11 SPXW 06-May-11 1305 C 1Apr-11 SPXW 06-May-11 1305 P 363Apr-11 SPXW 06-May-11 1310 P 5,388Apr-11 SPXW 06-May-11 1315 P 490Apr-11 SPXW 06-May-11 1320 P 866Apr-11 SPXW 06-May-11 1325 P 1,119Apr-11 SPXW 06-May-11 1330 C 6Apr-11 SPXW 06-May-11 1330 P 2,054Apr-11 SPXW 06-May-11 1335 C 16Apr-11 SPXW 06-May-11 1335 P 647Apr-11 SPXW 06-May-11 1340 C 72Apr-11 SPXW 06-May-11 1340 P 476Apr-11 SPXW 06-May-11 1345 C 178Apr-11 SPXW 06-May-11 1345 P 224Apr-11 SPXW 06-May-11 1350 C 1,032Apr-11 SPXW 06-May-11 1350 P 1,841Apr-11 SPXW 06-May-11 1355 C 107Apr-11 SPXW 06-May-11 1355 P 365Apr-11 SPXW 06-May-11 1360 C 3,590Apr-11 SPXW 06-May-11 1360 P 4,246

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 287: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Apr-11 SPXW 06-May-11 1365 C 611Apr-11 SPXW 06-May-11 1365 P 282Apr-11 SPXW 06-May-11 1370 C 2,803Apr-11 SPXW 06-May-11 1370 P 5Apr-11 SPXW 06-May-11 1375 C 358Apr-11 SPXW 06-May-11 1375 P 6Apr-11 SPXW 06-May-11 1380 C 1,343Apr-11 SPXW 06-May-11 1385 C 3,113Apr-11 SPXW 06-May-11 1390 C 1,083Apr-11 SPXW 06-May-11 1395 C 2,380Apr-11 SPXW 06-May-11 1400 C 3,261Apr-11 SPXW 06-May-11 1425 C 1,255Apr-11 SPXW 06-May-11 1450 C 3,867

May-11 SPX 21-May-11 500 C 1,000May-11 SPX 21-May-11 500 P 1,000May-11 SPX 21-May-11 600 C 50May-11 SPX 21-May-11 775 P 1May-11 SPX 21-May-11 800 C 1May-11 SPX 21-May-11 825 C 1May-11 SPX 21-May-11 850 C 2May-11 SPX 21-May-11 875 C 1May-11 SPX 21-May-11 900 P 150May-11 SPX 21-May-11 920 P 190May-11 SPX 21-May-11 930 P 10May-11 SPX 21-May-11 935 P 99May-11 SPX 21-May-11 940 P 109May-11 SPX 21-May-11 945 P 32May-11 SPX 21-May-11 950 C 526May-11 SPX 21-May-11 950 P 2,785May-11 SPX 21-May-11 955 P 60May-11 SPX 21-May-11 960 P 200May-11 SPX 21-May-11 970 P 170May-11 SPX 21-May-11 975 C 4May-11 SPX 21-May-11 975 P 1,020May-11 SPX 21-May-11 980 P 370May-11 SPX 21-May-11 985 P 66May-11 SPX 21-May-11 990 P 181May-11 SPX 21-May-11 995 P 1May-11 SPX 21-May-11 1000 C 203May-11 SPX 21-May-11 1000 P 6,142May-11 SPX 21-May-11 1005 P 29May-11 SPX 21-May-11 1010 P 51May-11 SPX 21-May-11 1015 P 93May-11 SPX 21-May-11 1020 P 228May-11 SPX 21-May-11 1025 P 746May-11 SPX 21-May-11 1030 C 7,000May-11 SPX 21-May-11 1030 P 155May-11 SPX 21-May-11 1035 P 192

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 288: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 21-May-11 1040 C 6May-11 SPX 21-May-11 1040 P 97May-11 SPX 21-May-11 1045 P 483May-11 SPX 21-May-11 1050 C 100May-11 SPX 21-May-11 1050 P 7,473May-11 SPX 21-May-11 1055 P 444May-11 SPX 21-May-11 1060 C 12May-11 SPX 21-May-11 1060 P 443May-11 SPX 21-May-11 1065 C 4May-11 SPX 21-May-11 1065 P 527May-11 SPX 21-May-11 1070 P 677May-11 SPX 21-May-11 1075 P 4,856May-11 SPX 21-May-11 1080 C 1May-11 SPX 21-May-11 1080 P 1,076May-11 SPX 21-May-11 1085 C 2May-11 SPX 21-May-11 1085 P 942May-11 SPX 21-May-11 1090 P 980May-11 SPX 21-May-11 1095 P 594May-11 SPX 21-May-11 1100 C 3May-11 SPX 21-May-11 1100 P 29,910May-11 SPX 21-May-11 1105 P 1,155May-11 SPX 21-May-11 1110 P 530May-11 SPX 21-May-11 1115 C 1May-11 SPX 21-May-11 1115 P 761May-11 SPX 21-May-11 1120 C 1May-11 SPX 21-May-11 1120 P 625May-11 SPX 21-May-11 1125 P 10,743May-11 SPX 21-May-11 1130 P 1,224May-11 SPX 21-May-11 1135 C 24May-11 SPX 21-May-11 1135 P 2,016May-11 SPX 21-May-11 1140 C 74May-11 SPX 21-May-11 1140 P 3,234May-11 SPX 21-May-11 1145 P 864May-11 SPX 21-May-11 1150 C 121May-11 SPX 21-May-11 1150 P 52,044May-11 SPX 21-May-11 1155 C 15May-11 SPX 21-May-11 1155 P 2,054May-11 SPX 21-May-11 1160 C 6May-11 SPX 21-May-11 1160 P 379May-11 SPX 21-May-11 1165 P 1,501May-11 SPX 21-May-11 1170 P 2,132May-11 SPX 21-May-11 1175 C 12May-11 SPX 21-May-11 1175 P 20,284May-11 SPX 21-May-11 1180 P 6,762May-11 SPX 21-May-11 1185 C 6May-11 SPX 21-May-11 1185 P 270May-11 SPX 21-May-11 1190 C 2May-11 SPX 21-May-11 1190 P 2,553

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 289: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 21-May-11 1195 C 199May-11 SPX 21-May-11 1195 P 369May-11 SPX 21-May-11 1200 C 4May-11 SPX 21-May-11 1200 P 82,009May-11 SPX 21-May-11 1205 P 1,209May-11 SPX 21-May-11 1210 C 2May-11 SPX 21-May-11 1210 P 6,740May-11 SPX 21-May-11 1215 P 2,154May-11 SPX 21-May-11 1220 C 21May-11 SPX 21-May-11 1220 P 13,327May-11 SPX 21-May-11 1225 C 4,000May-11 SPX 21-May-11 1225 P 38,957May-11 SPX 21-May-11 1230 C 71May-11 SPX 21-May-11 1230 P 8,979May-11 SPX 21-May-11 1235 C 22May-11 SPX 21-May-11 1235 P 1,649May-11 SPX 21-May-11 1240 C 11May-11 SPX 21-May-11 1240 P 12,427May-11 SPX 21-May-11 1245 C 3May-11 SPX 21-May-11 1245 P 1,832May-11 SPX 21-May-11 1250 C 312May-11 SPX 21-May-11 1250 P 93,333May-11 SPX 21-May-11 1255 C 8May-11 SPX 21-May-11 1255 P 3,927May-11 SPX 21-May-11 1260 C 10May-11 SPX 21-May-11 1260 P 24,978May-11 SPX 21-May-11 1265 C 76May-11 SPX 21-May-11 1265 P 5,572May-11 SPX 21-May-11 1270 C 63May-11 SPX 21-May-11 1270 P 21,708May-11 SPX 21-May-11 1275 C 349May-11 SPX 21-May-11 1275 P 76,278May-11 SPX 21-May-11 1280 C 458May-11 SPX 21-May-11 1280 P 24,137May-11 SPX 21-May-11 1285 C 471May-11 SPX 21-May-11 1285 P 13,520May-11 SPX 21-May-11 1290 C 108May-11 SPX 21-May-11 1290 P 18,273May-11 SPX 21-May-11 1295 C 30May-11 SPX 21-May-11 1295 P 15,242May-11 SPX 21-May-11 1300 C 18,979May-11 SPX 21-May-11 1300 P 204,243May-11 SPX 21-May-11 1305 C 87May-11 SPX 21-May-11 1305 P 22,813May-11 SPX 21-May-11 1310 C 8,933May-11 SPX 21-May-11 1310 P 91,487May-11 SPX 21-May-11 1315 C 1,240May-11 SPX 21-May-11 1315 P 17,266

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 290: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 21-May-11 1320 C 14,681May-11 SPX 21-May-11 1320 P 72,895May-11 SPX 21-May-11 1325 C 30,755May-11 SPX 21-May-11 1325 P 180,688May-11 SPX 21-May-11 1330 C 20,202May-11 SPX 21-May-11 1330 P 77,515May-11 SPX 21-May-11 1335 C 17,458May-11 SPX 21-May-11 1335 P 34,393May-11 SPX 21-May-11 1340 C 87,829May-11 SPX 21-May-11 1340 P 54,704May-11 SPX 21-May-11 1345 C 31,063May-11 SPX 21-May-11 1345 P 6,311May-11 SPX 21-May-11 1350 C 287,352May-11 SPX 21-May-11 1350 P 161,754May-11 SPX 21-May-11 1355 C 44,447May-11 SPX 21-May-11 1355 P 5,434May-11 SPX 21-May-11 1360 C 103,178May-11 SPX 21-May-11 1360 P 6,804May-11 SPX 21-May-11 1365 C 35,497May-11 SPX 21-May-11 1365 P 2,872May-11 SPX 21-May-11 1370 C 36,516May-11 SPX 21-May-11 1370 P 6,625May-11 SPX 21-May-11 1375 C 98,111May-11 SPX 21-May-11 1375 P 10,186May-11 SPX 21-May-11 1380 C 35,443May-11 SPX 21-May-11 1380 P 101May-11 SPX 21-May-11 1385 C 36,887May-11 SPX 21-May-11 1385 P 50May-11 SPX 21-May-11 1390 C 38,780May-11 SPX 21-May-11 1390 P 12,254May-11 SPX 21-May-11 1395 C 7,327May-11 SPX 21-May-11 1395 P 12,202May-11 SPX 21-May-11 1400 C 50,845May-11 SPX 21-May-11 1400 P 338May-11 SPX 21-May-11 1405 C 6,312May-11 SPX 21-May-11 1405 P 3May-11 SPX 21-May-11 1410 C 4,355May-11 SPX 21-May-11 1410 P 28May-11 SPX 21-May-11 1415 C 4,270May-11 SPX 21-May-11 1415 P 3May-11 SPX 21-May-11 1420 C 1,422May-11 SPX 21-May-11 1425 C 17,730May-11 SPX 21-May-11 1425 P 5May-11 SPX 21-May-11 1430 C 9,059May-11 SPX 21-May-11 1430 P 1May-11 SPX 21-May-11 1435 C 340May-11 SPX 21-May-11 1435 P 1May-11 SPX 21-May-11 1440 C 2,018

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 291: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 21-May-11 1445 C 496May-11 SPX 21-May-11 1450 C 2,457May-11 SPX 21-May-11 1450 P 21May-11 SPX 21-May-11 1460 C 624May-11 SPX 21-May-11 1470 C 872May-11 SPX 21-May-11 1475 C 566May-11 SPX 21-May-11 1475 P 35May-11 SPX 21-May-11 1480 C 248May-11 SPX 21-May-11 1490 C 169May-11 SPX 21-May-11 1500 C 3,017May-11 SPX 21-May-11 1500 P 1,000May-11 SPX 21-May-11 1525 C 68May-11 SPX 21-May-11 1550 C 864May-11 SPX 18-Jun-11 300 C 1,924May-11 SPX 18-Jun-11 500 C 6,934May-11 SPX 18-Jun-11 500 P 3,501May-11 SPX 18-Jun-11 600 P 32May-11 SPX 18-Jun-11 650 P 100May-11 SPX 18-Jun-11 725 P 1,919May-11 SPX 18-Jun-11 750 P 2,938May-11 SPX 18-Jun-11 775 P 2,810May-11 SPX 18-Jun-11 800 C 1May-11 SPX 18-Jun-11 800 P 21,703May-11 SPX 18-Jun-11 825 P 6,835May-11 SPX 18-Jun-11 850 C 2May-11 SPX 18-Jun-11 850 P 4,870May-11 SPX 18-Jun-11 860 P 2,030May-11 SPX 18-Jun-11 870 P 1,464May-11 SPX 18-Jun-11 875 P 2,792May-11 SPX 18-Jun-11 880 P 1,738May-11 SPX 18-Jun-11 890 P 1,937May-11 SPX 18-Jun-11 900 P 8,870May-11 SPX 18-Jun-11 905 P 1,453May-11 SPX 18-Jun-11 910 P 1,504May-11 SPX 18-Jun-11 915 P 1,359May-11 SPX 18-Jun-11 920 P 1,335May-11 SPX 18-Jun-11 925 P 7,246May-11 SPX 18-Jun-11 930 P 1,900May-11 SPX 18-Jun-11 935 P 1,310May-11 SPX 18-Jun-11 940 P 1,384May-11 SPX 18-Jun-11 945 P 1,318May-11 SPX 18-Jun-11 950 C 501May-11 SPX 18-Jun-11 950 P 11,742May-11 SPX 18-Jun-11 955 P 1,252May-11 SPX 18-Jun-11 960 P 1,303May-11 SPX 18-Jun-11 965 P 1,241May-11 SPX 18-Jun-11 970 P 1,216May-11 SPX 18-Jun-11 975 C 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 292: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 18-Jun-11 975 P 17,449May-11 SPX 18-Jun-11 980 P 1,193May-11 SPX 18-Jun-11 985 P 1,176May-11 SPX 18-Jun-11 990 P 1,256May-11 SPX 18-Jun-11 995 P 1,170May-11 SPX 18-Jun-11 1000 C 1,030May-11 SPX 18-Jun-11 1000 P 37,133May-11 SPX 18-Jun-11 1005 P 1,393May-11 SPX 18-Jun-11 1010 P 1,574May-11 SPX 18-Jun-11 1015 P 1,426May-11 SPX 18-Jun-11 1020 P 3,675May-11 SPX 18-Jun-11 1025 C 83May-11 SPX 18-Jun-11 1025 P 7,196May-11 SPX 18-Jun-11 1030 C 35May-11 SPX 18-Jun-11 1030 P 1,853May-11 SPX 18-Jun-11 1035 C 35May-11 SPX 18-Jun-11 1035 P 1,677May-11 SPX 18-Jun-11 1040 C 40May-11 SPX 18-Jun-11 1040 P 1,484May-11 SPX 18-Jun-11 1045 P 1,117May-11 SPX 18-Jun-11 1050 C 686May-11 SPX 18-Jun-11 1050 P 31,980May-11 SPX 18-Jun-11 1055 P 2,112May-11 SPX 18-Jun-11 1060 C 5May-11 SPX 18-Jun-11 1060 P 2,990May-11 SPX 18-Jun-11 1065 P 1,369May-11 SPX 18-Jun-11 1070 C 9May-11 SPX 18-Jun-11 1070 P 3,203May-11 SPX 18-Jun-11 1075 C 155May-11 SPX 18-Jun-11 1075 P 17,251May-11 SPX 18-Jun-11 1080 C 5May-11 SPX 18-Jun-11 1080 P 5,165May-11 SPX 18-Jun-11 1085 C 11May-11 SPX 18-Jun-11 1085 P 1,036May-11 SPX 18-Jun-11 1090 C 5May-11 SPX 18-Jun-11 1090 P 4,346May-11 SPX 18-Jun-11 1095 P 1,508May-11 SPX 18-Jun-11 1100 C 3,510May-11 SPX 18-Jun-11 1100 P 74,929May-11 SPX 18-Jun-11 1105 P 1,032May-11 SPX 18-Jun-11 1110 P 5,308May-11 SPX 18-Jun-11 1115 C 2May-11 SPX 18-Jun-11 1115 P 1,628May-11 SPX 18-Jun-11 1120 P 6,125May-11 SPX 18-Jun-11 1125 C 191May-11 SPX 18-Jun-11 1125 P 66,604May-11 SPX 18-Jun-11 1130 C 35May-11 SPX 18-Jun-11 1130 P 5,256

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 293: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 18-Jun-11 1135 C 60May-11 SPX 18-Jun-11 1135 P 2,710May-11 SPX 18-Jun-11 1140 C 58May-11 SPX 18-Jun-11 1140 P 7,170May-11 SPX 18-Jun-11 1145 P 1,492May-11 SPX 18-Jun-11 1150 C 99May-11 SPX 18-Jun-11 1150 P 82,185May-11 SPX 18-Jun-11 1155 C 15May-11 SPX 18-Jun-11 1155 P 1,497May-11 SPX 18-Jun-11 1160 C 21May-11 SPX 18-Jun-11 1160 P 6,441May-11 SPX 18-Jun-11 1165 P 1,030May-11 SPX 18-Jun-11 1170 C 7,025May-11 SPX 18-Jun-11 1170 P 6,942May-11 SPX 18-Jun-11 1175 C 7,016May-11 SPX 18-Jun-11 1175 P 69,655May-11 SPX 18-Jun-11 1180 P 17,016May-11 SPX 18-Jun-11 1185 P 8,487May-11 SPX 18-Jun-11 1190 C 3,552May-11 SPX 18-Jun-11 1190 P 20,750May-11 SPX 18-Jun-11 1195 C 3,500May-11 SPX 18-Jun-11 1195 P 7,149May-11 SPX 18-Jun-11 1200 C 260May-11 SPX 18-Jun-11 1200 P 218,176May-11 SPX 18-Jun-11 1205 P 7,370May-11 SPX 18-Jun-11 1210 C 1May-11 SPX 18-Jun-11 1210 P 13,513May-11 SPX 18-Jun-11 1215 P 6,586May-11 SPX 18-Jun-11 1220 C 35May-11 SPX 18-Jun-11 1220 P 20,668May-11 SPX 18-Jun-11 1225 C 720May-11 SPX 18-Jun-11 1225 P 128,264May-11 SPX 18-Jun-11 1230 C 54May-11 SPX 18-Jun-11 1230 P 12,608May-11 SPX 18-Jun-11 1235 C 8May-11 SPX 18-Jun-11 1235 P 3,338May-11 SPX 18-Jun-11 1240 C 25May-11 SPX 18-Jun-11 1240 P 19,218May-11 SPX 18-Jun-11 1245 P 5,526May-11 SPX 18-Jun-11 1250 C 9,825May-11 SPX 18-Jun-11 1250 P 259,579May-11 SPX 18-Jun-11 1255 C 1,121May-11 SPX 18-Jun-11 1255 P 4,134May-11 SPX 18-Jun-11 1260 C 102May-11 SPX 18-Jun-11 1260 P 35,586May-11 SPX 18-Jun-11 1265 C 297May-11 SPX 18-Jun-11 1265 P 7,540May-11 SPX 18-Jun-11 1270 C 371

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 294: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 18-Jun-11 1270 P 35,386May-11 SPX 18-Jun-11 1275 C 12,378May-11 SPX 18-Jun-11 1275 P 132,878May-11 SPX 18-Jun-11 1280 C 150May-11 SPX 18-Jun-11 1280 P 33,490May-11 SPX 18-Jun-11 1285 C 232May-11 SPX 18-Jun-11 1285 P 11,537May-11 SPX 18-Jun-11 1290 C 2,801May-11 SPX 18-Jun-11 1290 P 34,497May-11 SPX 18-Jun-11 1295 C 36May-11 SPX 18-Jun-11 1295 P 5,264May-11 SPX 18-Jun-11 1300 C 49,731May-11 SPX 18-Jun-11 1300 P 284,089May-11 SPX 18-Jun-11 1305 C 478May-11 SPX 18-Jun-11 1305 P 6,626May-11 SPX 18-Jun-11 1310 C 11,571May-11 SPX 18-Jun-11 1310 P 32,722May-11 SPX 18-Jun-11 1315 C 70,051May-11 SPX 18-Jun-11 1315 P 72,956May-11 SPX 18-Jun-11 1320 C 49,953May-11 SPX 18-Jun-11 1320 P 117,849May-11 SPX 18-Jun-11 1325 C 109,208May-11 SPX 18-Jun-11 1325 P 171,476May-11 SPX 18-Jun-11 1330 C 61,735May-11 SPX 18-Jun-11 1330 P 75,693May-11 SPX 18-Jun-11 1335 C 128,239May-11 SPX 18-Jun-11 1335 P 125,847May-11 SPX 18-Jun-11 1340 C 189,009May-11 SPX 18-Jun-11 1340 P 124,369May-11 SPX 18-Jun-11 1345 C 65,771May-11 SPX 18-Jun-11 1345 P 55,461May-11 SPX 18-Jun-11 1350 C 352,999May-11 SPX 18-Jun-11 1350 P 270,935May-11 SPX 18-Jun-11 1355 C 57,852May-11 SPX 18-Jun-11 1355 P 27,063May-11 SPX 18-Jun-11 1360 C 96,808May-11 SPX 18-Jun-11 1360 P 21,361May-11 SPX 18-Jun-11 1365 C 44,869May-11 SPX 18-Jun-11 1365 P 12,854May-11 SPX 18-Jun-11 1370 C 48,233May-11 SPX 18-Jun-11 1370 P 6,777May-11 SPX 18-Jun-11 1375 C 122,622May-11 SPX 18-Jun-11 1375 P 12,855May-11 SPX 18-Jun-11 1380 C 85,055May-11 SPX 18-Jun-11 1380 P 2,385May-11 SPX 18-Jun-11 1385 C 21,244May-11 SPX 18-Jun-11 1385 P 148May-11 SPX 18-Jun-11 1390 C 38,438

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 295: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 18-Jun-11 1390 P 3,459May-11 SPX 18-Jun-11 1395 C 18,301May-11 SPX 18-Jun-11 1395 P 3,515May-11 SPX 18-Jun-11 1400 C 162,022May-11 SPX 18-Jun-11 1400 P 12,493May-11 SPX 18-Jun-11 1405 C 11,890May-11 SPX 18-Jun-11 1405 P 2May-11 SPX 18-Jun-11 1410 C 26,063May-11 SPX 18-Jun-11 1410 P 7,007May-11 SPX 18-Jun-11 1415 C 21,591May-11 SPX 18-Jun-11 1415 P 7,000May-11 SPX 18-Jun-11 1420 C 14,374May-11 SPX 18-Jun-11 1425 C 59,189May-11 SPX 18-Jun-11 1425 P 36May-11 SPX 18-Jun-11 1430 C 10,380May-11 SPX 18-Jun-11 1430 P 1May-11 SPX 18-Jun-11 1435 C 5,915May-11 SPX 18-Jun-11 1435 P 32May-11 SPX 18-Jun-11 1440 C 12,154May-11 SPX 18-Jun-11 1440 P 6May-11 SPX 18-Jun-11 1445 C 2,316May-11 SPX 18-Jun-11 1450 C 11,098May-11 SPX 18-Jun-11 1450 P 12May-11 SPX 18-Jun-11 1455 C 494May-11 SPX 18-Jun-11 1460 C 22,473May-11 SPX 18-Jun-11 1465 C 1,129May-11 SPX 18-Jun-11 1470 C 1,113May-11 SPX 18-Jun-11 1475 C 5,606May-11 SPX 18-Jun-11 1475 P 2May-11 SPX 18-Jun-11 1480 C 1,062May-11 SPX 18-Jun-11 1485 C 7,836May-11 SPX 18-Jun-11 1490 C 8,625May-11 SPX 18-Jun-11 1495 C 668May-11 SPX 18-Jun-11 1500 C 9,906May-11 SPX 18-Jun-11 1500 P 4,513May-11 SPX 18-Jun-11 1510 C 400May-11 SPX 18-Jun-11 1520 C 1,101May-11 SPX 18-Jun-11 1525 C 231May-11 SPX 18-Jun-11 1530 C 131May-11 SPX 18-Jun-11 1540 C 173May-11 SPX 18-Jun-11 1550 C 1,317May-11 SPX 18-Jun-11 1550 P 3May-11 SPX 18-Jun-11 1600 C 1,398May-11 SPX 18-Jun-11 1650 C 741May-11 SPX 18-Jun-11 1700 C 1,027May-11 SPX 18-Jun-11 1700 P 1,115May-11 SPX 18-Jun-11 1800 C 1,246May-11 SPX 18-Jun-11 1900 C 1,118

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 296: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 18-Jun-11 1900 P 1,115May-11 SPX 18-Jun-11 3000 P 1May-11 SPX 16-Jul-11 600 P 52May-11 SPX 16-Jul-11 750 P 63May-11 SPX 16-Jul-11 800 P 35,525May-11 SPX 16-Jul-11 850 P 1,621May-11 SPX 16-Jul-11 860 P 60May-11 SPX 16-Jul-11 870 P 10May-11 SPX 16-Jul-11 880 P 5May-11 SPX 16-Jul-11 890 P 7May-11 SPX 16-Jul-11 900 P 985May-11 SPX 16-Jul-11 905 P 10May-11 SPX 16-Jul-11 910 P 5May-11 SPX 16-Jul-11 915 P 2,554May-11 SPX 16-Jul-11 920 P 50May-11 SPX 16-Jul-11 925 P 5,238May-11 SPX 16-Jul-11 930 P 687May-11 SPX 16-Jul-11 940 P 5May-11 SPX 16-Jul-11 950 C 25May-11 SPX 16-Jul-11 950 P 12,891May-11 SPX 16-Jul-11 975 C 53May-11 SPX 16-Jul-11 975 P 1,106May-11 SPX 16-Jul-11 1000 C 75May-11 SPX 16-Jul-11 1000 P 454May-11 SPX 16-Jul-11 1005 P 22May-11 SPX 16-Jul-11 1010 P 6May-11 SPX 16-Jul-11 1020 P 1May-11 SPX 16-Jul-11 1025 C 30May-11 SPX 16-Jul-11 1025 P 286May-11 SPX 16-Jul-11 1030 C 30May-11 SPX 16-Jul-11 1030 P 451May-11 SPX 16-Jul-11 1040 P 66May-11 SPX 16-Jul-11 1050 C 3May-11 SPX 16-Jul-11 1050 P 4,663May-11 SPX 16-Jul-11 1060 C 2May-11 SPX 16-Jul-11 1060 P 11May-11 SPX 16-Jul-11 1070 P 405May-11 SPX 16-Jul-11 1075 C 53May-11 SPX 16-Jul-11 1075 P 2,076May-11 SPX 16-Jul-11 1080 P 5,454May-11 SPX 16-Jul-11 1085 C 2May-11 SPX 16-Jul-11 1085 P 1,451May-11 SPX 16-Jul-11 1090 P 3,462May-11 SPX 16-Jul-11 1095 P 2,152May-11 SPX 16-Jul-11 1100 C 77May-11 SPX 16-Jul-11 1100 P 54,458May-11 SPX 16-Jul-11 1105 P 345May-11 SPX 16-Jul-11 1110 P 250

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 297: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 16-Jul-11 1115 C 1May-11 SPX 16-Jul-11 1115 P 3,018May-11 SPX 16-Jul-11 1120 C 1May-11 SPX 16-Jul-11 1120 P 558May-11 SPX 16-Jul-11 1125 C 30May-11 SPX 16-Jul-11 1125 P 11,016May-11 SPX 16-Jul-11 1130 C 30May-11 SPX 16-Jul-11 1130 P 10,080May-11 SPX 16-Jul-11 1135 C 1May-11 SPX 16-Jul-11 1135 P 23May-11 SPX 16-Jul-11 1140 C 1May-11 SPX 16-Jul-11 1140 P 1,599May-11 SPX 16-Jul-11 1145 P 90May-11 SPX 16-Jul-11 1150 P 59,948May-11 SPX 16-Jul-11 1155 P 27May-11 SPX 16-Jul-11 1160 C 20May-11 SPX 16-Jul-11 1160 P 1,138May-11 SPX 16-Jul-11 1165 P 1,012May-11 SPX 16-Jul-11 1170 C 20May-11 SPX 16-Jul-11 1170 P 2,104May-11 SPX 16-Jul-11 1175 C 8May-11 SPX 16-Jul-11 1175 P 19,694May-11 SPX 16-Jul-11 1180 P 4,620May-11 SPX 16-Jul-11 1185 P 150May-11 SPX 16-Jul-11 1190 C 1May-11 SPX 16-Jul-11 1190 P 1,447May-11 SPX 16-Jul-11 1195 P 87May-11 SPX 16-Jul-11 1200 C 7May-11 SPX 16-Jul-11 1200 P 46,560May-11 SPX 16-Jul-11 1205 P 2,318May-11 SPX 16-Jul-11 1210 P 1,974May-11 SPX 16-Jul-11 1215 P 1,140May-11 SPX 16-Jul-11 1220 C 2May-11 SPX 16-Jul-11 1220 P 2,748May-11 SPX 16-Jul-11 1225 C 9May-11 SPX 16-Jul-11 1225 P 53,783May-11 SPX 16-Jul-11 1230 P 1,583May-11 SPX 16-Jul-11 1235 C 6May-11 SPX 16-Jul-11 1235 P 332May-11 SPX 16-Jul-11 1240 C 3May-11 SPX 16-Jul-11 1240 P 15,310May-11 SPX 16-Jul-11 1245 P 2,537May-11 SPX 16-Jul-11 1250 C 4,591May-11 SPX 16-Jul-11 1250 P 71,925May-11 SPX 16-Jul-11 1255 P 112May-11 SPX 16-Jul-11 1260 C 3May-11 SPX 16-Jul-11 1260 P 6,595May-11 SPX 16-Jul-11 1265 C 6

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 298: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 16-Jul-11 1265 P 636May-11 SPX 16-Jul-11 1270 C 9May-11 SPX 16-Jul-11 1270 P 3,683May-11 SPX 16-Jul-11 1275 C 37May-11 SPX 16-Jul-11 1275 P 39,649May-11 SPX 16-Jul-11 1280 C 10May-11 SPX 16-Jul-11 1280 P 3,103May-11 SPX 16-Jul-11 1285 C 3May-11 SPX 16-Jul-11 1285 P 2,339May-11 SPX 16-Jul-11 1290 C 39May-11 SPX 16-Jul-11 1290 P 4,421May-11 SPX 16-Jul-11 1295 C 3May-11 SPX 16-Jul-11 1295 P 418May-11 SPX 16-Jul-11 1300 C 817May-11 SPX 16-Jul-11 1300 P 160,193May-11 SPX 16-Jul-11 1305 C 37May-11 SPX 16-Jul-11 1305 P 303May-11 SPX 16-Jul-11 1310 C 342May-11 SPX 16-Jul-11 1310 P 2,434May-11 SPX 16-Jul-11 1315 C 277May-11 SPX 16-Jul-11 1315 P 10,062May-11 SPX 16-Jul-11 1320 C 753May-11 SPX 16-Jul-11 1320 P 174,278May-11 SPX 16-Jul-11 1325 C 34,653May-11 SPX 16-Jul-11 1325 P 51,423May-11 SPX 16-Jul-11 1330 C 1,900May-11 SPX 16-Jul-11 1330 P 4,827May-11 SPX 16-Jul-11 1335 C 1,419May-11 SPX 16-Jul-11 1335 P 3,581May-11 SPX 16-Jul-11 1340 C 13,736May-11 SPX 16-Jul-11 1340 P 139,322May-11 SPX 16-Jul-11 1345 C 1,203May-11 SPX 16-Jul-11 1345 P 86May-11 SPX 16-Jul-11 1350 C 88,137May-11 SPX 16-Jul-11 1350 P 44,394May-11 SPX 16-Jul-11 1355 C 5,393May-11 SPX 16-Jul-11 1355 P 596May-11 SPX 16-Jul-11 1360 C 6,984May-11 SPX 16-Jul-11 1360 P 1,124May-11 SPX 16-Jul-11 1365 C 1,964May-11 SPX 16-Jul-11 1365 P 12May-11 SPX 16-Jul-11 1370 C 15,195May-11 SPX 16-Jul-11 1370 P 50May-11 SPX 16-Jul-11 1375 C 28,433May-11 SPX 16-Jul-11 1375 P 1,682May-11 SPX 16-Jul-11 1380 C 13,636May-11 SPX 16-Jul-11 1380 P 85May-11 SPX 16-Jul-11 1385 C 674

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 299: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 16-Jul-11 1385 P 16May-11 SPX 16-Jul-11 1390 C 2,563May-11 SPX 16-Jul-11 1390 P 1May-11 SPX 16-Jul-11 1395 C 956May-11 SPX 16-Jul-11 1395 P 1May-11 SPX 16-Jul-11 1400 C 85,582May-11 SPX 16-Jul-11 1400 P 3,109May-11 SPX 16-Jul-11 1405 C 1,729May-11 SPX 16-Jul-11 1410 C 5,509May-11 SPX 16-Jul-11 1415 C 3,487May-11 SPX 16-Jul-11 1420 C 5,571May-11 SPX 16-Jul-11 1425 C 23,590May-11 SPX 16-Jul-11 1425 P 1May-11 SPX 16-Jul-11 1430 C 4,630May-11 SPX 16-Jul-11 1435 C 3,122May-11 SPX 16-Jul-11 1440 C 7,169May-11 SPX 16-Jul-11 1445 C 1,017May-11 SPX 16-Jul-11 1450 C 9,472May-11 SPX 16-Jul-11 1455 C 387May-11 SPX 16-Jul-11 1460 C 217May-11 SPX 16-Jul-11 1465 C 101May-11 SPX 16-Jul-11 1470 C 252May-11 SPX 16-Jul-11 1475 C 3,244May-11 SPX 16-Jul-11 1480 C 747May-11 SPX 16-Jul-11 1485 C 630May-11 SPX 16-Jul-11 1490 C 139May-11 SPX 16-Jul-11 1495 C 42May-11 SPX 16-Jul-11 1500 C 7,713May-11 SPX 16-Jul-11 1505 C 68May-11 SPX 16-Jul-11 1510 C 422May-11 SPX 16-Jul-11 1515 C 70May-11 SPX 16-Jul-11 1520 C 390May-11 SPX 16-Jul-11 1530 C 327May-11 SPX 16-Jul-11 1535 C 17May-11 SPX 16-Jul-11 1540 C 812May-11 SPX 16-Jul-11 1545 C 19May-11 SPX 16-Jul-11 1550 C 471May-11 SPX 16-Jul-11 1560 C 652May-11 SPX 16-Jul-11 1570 C 203May-11 SPX 16-Jul-11 1575 C 211May-11 SPX 16-Jul-11 1580 C 171May-11 SPX 16-Jul-11 1600 C 173May-11 SPX 16-Jul-11 1625 C 61May-11 SPX 16-Jul-11 1650 C 453May-11 SPX 20-Aug-11 700 P 108May-11 SPX 20-Aug-11 775 P 319May-11 SPX 20-Aug-11 800 P 1,600May-11 SPX 20-Aug-11 825 P 201

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 300: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 20-Aug-11 850 P 50May-11 SPX 20-Aug-11 875 P 100May-11 SPX 20-Aug-11 890 P 1May-11 SPX 20-Aug-11 900 P 90May-11 SPX 20-Aug-11 920 P 2May-11 SPX 20-Aug-11 925 P 8May-11 SPX 20-Aug-11 930 P 26May-11 SPX 20-Aug-11 940 P 26May-11 SPX 20-Aug-11 950 P 72May-11 SPX 20-Aug-11 960 P 25May-11 SPX 20-Aug-11 970 P 25May-11 SPX 20-Aug-11 975 P 64May-11 SPX 20-Aug-11 980 P 25May-11 SPX 20-Aug-11 990 P 1May-11 SPX 20-Aug-11 1000 C 3May-11 SPX 20-Aug-11 1000 P 1,630May-11 SPX 20-Aug-11 1010 P 1May-11 SPX 20-Aug-11 1020 P 424May-11 SPX 20-Aug-11 1025 P 4,480May-11 SPX 20-Aug-11 1030 P 342May-11 SPX 20-Aug-11 1040 P 201May-11 SPX 20-Aug-11 1050 P 9,180May-11 SPX 20-Aug-11 1060 P 58May-11 SPX 20-Aug-11 1070 P 5May-11 SPX 20-Aug-11 1075 P 4,580May-11 SPX 20-Aug-11 1080 P 4May-11 SPX 20-Aug-11 1090 P 3May-11 SPX 20-Aug-11 1100 C 5,002May-11 SPX 20-Aug-11 1100 P 15,065May-11 SPX 20-Aug-11 1110 P 1,004May-11 SPX 20-Aug-11 1120 P 1,545May-11 SPX 20-Aug-11 1125 P 31,550May-11 SPX 20-Aug-11 1130 P 887May-11 SPX 20-Aug-11 1140 P 17May-11 SPX 20-Aug-11 1150 P 29,902May-11 SPX 20-Aug-11 1160 P 6May-11 SPX 20-Aug-11 1170 P 98May-11 SPX 20-Aug-11 1175 C 1May-11 SPX 20-Aug-11 1175 P 9,067May-11 SPX 20-Aug-11 1180 C 1May-11 SPX 20-Aug-11 1180 P 5,150May-11 SPX 20-Aug-11 1190 P 25May-11 SPX 20-Aug-11 1200 P 27,596May-11 SPX 20-Aug-11 1210 P 2,301May-11 SPX 20-Aug-11 1220 P 2,844May-11 SPX 20-Aug-11 1225 P 7,950May-11 SPX 20-Aug-11 1230 C 1May-11 SPX 20-Aug-11 1230 P 21

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 301: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 20-Aug-11 1240 P 770May-11 SPX 20-Aug-11 1250 C 2May-11 SPX 20-Aug-11 1250 P 27,843May-11 SPX 20-Aug-11 1260 P 2,896May-11 SPX 20-Aug-11 1270 C 4May-11 SPX 20-Aug-11 1270 P 960May-11 SPX 20-Aug-11 1275 C 101May-11 SPX 20-Aug-11 1275 P 17,177May-11 SPX 20-Aug-11 1280 C 1May-11 SPX 20-Aug-11 1280 P 32May-11 SPX 20-Aug-11 1290 C 400May-11 SPX 20-Aug-11 1290 P 400May-11 SPX 20-Aug-11 1300 C 3,631May-11 SPX 20-Aug-11 1300 P 25,004May-11 SPX 20-Aug-11 1310 C 99May-11 SPX 20-Aug-11 1310 P 3May-11 SPX 20-Aug-11 1320 C 957May-11 SPX 20-Aug-11 1320 P 1,842May-11 SPX 20-Aug-11 1325 C 2,292May-11 SPX 20-Aug-11 1325 P 20,235May-11 SPX 20-Aug-11 1330 C 445May-11 SPX 20-Aug-11 1330 P 251May-11 SPX 20-Aug-11 1340 C 946May-11 SPX 20-Aug-11 1340 P 587May-11 SPX 20-Aug-11 1350 C 23,311May-11 SPX 20-Aug-11 1350 P 7,525May-11 SPX 20-Aug-11 1360 C 2,322May-11 SPX 20-Aug-11 1360 P 1,046May-11 SPX 20-Aug-11 1370 C 27May-11 SPX 20-Aug-11 1370 P 40May-11 SPX 20-Aug-11 1375 C 13,848May-11 SPX 20-Aug-11 1375 P 1,500May-11 SPX 20-Aug-11 1380 C 2,997May-11 SPX 20-Aug-11 1390 C 2,186May-11 SPX 20-Aug-11 1400 C 11,077May-11 SPX 20-Aug-11 1400 P 534May-11 SPX 20-Aug-11 1410 C 74May-11 SPX 20-Aug-11 1410 P 24May-11 SPX 20-Aug-11 1420 C 30May-11 SPX 20-Aug-11 1425 C 3,573May-11 SPX 20-Aug-11 1430 C 329May-11 SPX 20-Aug-11 1440 C 795May-11 SPX 20-Aug-11 1450 C 6,354May-11 SPX 20-Aug-11 1450 P 400May-11 SPX 20-Aug-11 1460 C 1,074May-11 SPX 20-Aug-11 1470 C 121May-11 SPX 20-Aug-11 1475 C 21,670May-11 SPX 20-Aug-11 1480 C 44

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 302: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 20-Aug-11 1490 C 9May-11 SPX 20-Aug-11 1500 C 22,501May-11 SPX 20-Aug-11 1520 C 2May-11 SPX 20-Aug-11 1550 C 1May-11 SPX 20-Aug-11 1600 C 36May-11 SPX 17-Sep-11 300 C 1,924May-11 SPX 17-Sep-11 400 P 50May-11 SPX 17-Sep-11 500 C 2,824May-11 SPX 17-Sep-11 500 P 922May-11 SPX 17-Sep-11 600 P 24May-11 SPX 17-Sep-11 625 P 9May-11 SPX 17-Sep-11 650 P 10May-11 SPX 17-Sep-11 675 P 15May-11 SPX 17-Sep-11 700 P 17May-11 SPX 17-Sep-11 775 P 9May-11 SPX 17-Sep-11 800 P 122,603May-11 SPX 17-Sep-11 820 P 25May-11 SPX 17-Sep-11 825 P 40May-11 SPX 17-Sep-11 840 P 25May-11 SPX 17-Sep-11 850 P 188May-11 SPX 17-Sep-11 860 P 50May-11 SPX 17-Sep-11 875 P 148May-11 SPX 17-Sep-11 880 P 76May-11 SPX 17-Sep-11 900 P 2,621May-11 SPX 17-Sep-11 920 P 76May-11 SPX 17-Sep-11 925 P 123May-11 SPX 17-Sep-11 940 P 10May-11 SPX 17-Sep-11 950 P 3,002May-11 SPX 17-Sep-11 960 C 2May-11 SPX 17-Sep-11 960 P 25May-11 SPX 17-Sep-11 975 C 1May-11 SPX 17-Sep-11 975 P 15,958May-11 SPX 17-Sep-11 980 P 62May-11 SPX 17-Sep-11 1000 C 3May-11 SPX 17-Sep-11 1000 P 5,831May-11 SPX 17-Sep-11 1020 P 150May-11 SPX 17-Sep-11 1025 P 7,327May-11 SPX 17-Sep-11 1040 P 5May-11 SPX 17-Sep-11 1050 P 5,582May-11 SPX 17-Sep-11 1060 P 1,500May-11 SPX 17-Sep-11 1075 C 150May-11 SPX 17-Sep-11 1075 P 3,335May-11 SPX 17-Sep-11 1080 P 450May-11 SPX 17-Sep-11 1100 C 100May-11 SPX 17-Sep-11 1100 P 13,450May-11 SPX 17-Sep-11 1120 P 45May-11 SPX 17-Sep-11 1125 P 1,609May-11 SPX 17-Sep-11 1140 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 303: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 17-Sep-11 1140 P 802May-11 SPX 17-Sep-11 1150 P 24,500May-11 SPX 17-Sep-11 1160 P 340May-11 SPX 17-Sep-11 1175 C 17May-11 SPX 17-Sep-11 1175 P 7,466May-11 SPX 17-Sep-11 1180 P 1,002May-11 SPX 17-Sep-11 1200 C 1May-11 SPX 17-Sep-11 1200 P 39,497May-11 SPX 17-Sep-11 1220 P 1,191May-11 SPX 17-Sep-11 1225 C 31May-11 SPX 17-Sep-11 1225 P 26,889May-11 SPX 17-Sep-11 1240 C 16May-11 SPX 17-Sep-11 1240 P 1,356May-11 SPX 17-Sep-11 1250 C 560May-11 SPX 17-Sep-11 1250 P 42,208May-11 SPX 17-Sep-11 1260 P 1,223May-11 SPX 17-Sep-11 1275 C 3,287May-11 SPX 17-Sep-11 1275 P 28,388May-11 SPX 17-Sep-11 1280 C 51May-11 SPX 17-Sep-11 1280 P 1,291May-11 SPX 17-Sep-11 1300 C 3,065May-11 SPX 17-Sep-11 1300 P 36,496May-11 SPX 17-Sep-11 1310 C 60May-11 SPX 17-Sep-11 1310 P 1,123May-11 SPX 17-Sep-11 1315 C 3,422May-11 SPX 17-Sep-11 1315 P 3,942May-11 SPX 17-Sep-11 1320 C 780May-11 SPX 17-Sep-11 1320 P 708May-11 SPX 17-Sep-11 1325 C 5,750May-11 SPX 17-Sep-11 1325 P 16,712May-11 SPX 17-Sep-11 1330 C 116May-11 SPX 17-Sep-11 1330 P 311May-11 SPX 17-Sep-11 1335 C 350May-11 SPX 17-Sep-11 1335 P 354May-11 SPX 17-Sep-11 1340 C 2,025May-11 SPX 17-Sep-11 1340 P 4,097May-11 SPX 17-Sep-11 1350 C 16,977May-11 SPX 17-Sep-11 1350 P 15,371May-11 SPX 17-Sep-11 1355 C 20May-11 SPX 17-Sep-11 1360 C 533May-11 SPX 17-Sep-11 1360 P 1,231May-11 SPX 17-Sep-11 1370 C 620May-11 SPX 17-Sep-11 1375 C 11,013May-11 SPX 17-Sep-11 1375 P 853May-11 SPX 17-Sep-11 1380 C 116May-11 SPX 17-Sep-11 1390 C 215May-11 SPX 17-Sep-11 1400 C 24,751May-11 SPX 17-Sep-11 1400 P 1,025

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 304: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 17-Sep-11 1420 C 300May-11 SPX 17-Sep-11 1425 C 10,593May-11 SPX 17-Sep-11 1425 P 10May-11 SPX 17-Sep-11 1440 C 226May-11 SPX 17-Sep-11 1450 C 29,226May-11 SPX 17-Sep-11 1450 P 5May-11 SPX 17-Sep-11 1460 C 51May-11 SPX 17-Sep-11 1475 C 5,240May-11 SPX 17-Sep-11 1480 C 176May-11 SPX 17-Sep-11 1500 C 4,627May-11 SPX 17-Sep-11 1500 P 903May-11 SPX 17-Sep-11 1525 C 14May-11 SPX 17-Sep-11 1550 C 628May-11 SPX 17-Sep-11 1600 C 1,279May-11 SPX 17-Sep-11 1600 P 8May-11 SPX 17-Sep-11 1650 C 365May-11 SPX 17-Sep-11 1700 C 477May-11 SPX 17-Sep-11 1700 P 1,115May-11 SPX 17-Sep-11 1750 C 84May-11 SPX 17-Sep-11 1900 C 9May-11 SPX 17-Sep-11 1900 P 1,115May-11 SPX 17-Sep-11 2000 C 9May-11 SPX 17-Sep-11 2500 C 293May-11 SPX 17-Sep-11 3000 C 707May-11 SPX 17-Sep-11 3000 P 8May-11 SPX 17-Dec-11 150 P 5May-11 SPX 17-Dec-11 200 P 262May-11 SPX 17-Dec-11 225 P 23May-11 SPX 17-Dec-11 250 P 227May-11 SPX 17-Dec-11 275 P 60May-11 SPX 17-Dec-11 280 P 180May-11 SPX 17-Dec-11 300 P 217May-11 SPX 17-Dec-11 325 P 27May-11 SPX 17-Dec-11 350 P 60May-11 SPX 17-Dec-11 375 P 1May-11 SPX 17-Dec-11 400 P 865May-11 SPX 17-Dec-11 500 C 1,158May-11 SPX 17-Dec-11 500 P 3,192May-11 SPX 17-Dec-11 525 P 95May-11 SPX 17-Dec-11 550 P 36May-11 SPX 17-Dec-11 575 P 325May-11 SPX 17-Dec-11 600 P 653May-11 SPX 17-Dec-11 650 P 512May-11 SPX 17-Dec-11 675 P 20May-11 SPX 17-Dec-11 700 P 834May-11 SPX 17-Dec-11 725 P 1May-11 SPX 17-Dec-11 750 P 4,621May-11 SPX 17-Dec-11 775 P 19

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 305: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 17-Dec-11 800 C 510May-11 SPX 17-Dec-11 800 P 2,458May-11 SPX 17-Dec-11 825 P 35May-11 SPX 17-Dec-11 850 P 25,073May-11 SPX 17-Dec-11 875 P 18,483May-11 SPX 17-Dec-11 900 P 3,401May-11 SPX 17-Dec-11 925 P 260May-11 SPX 17-Dec-11 950 C 15May-11 SPX 17-Dec-11 950 P 735May-11 SPX 17-Dec-11 975 P 372May-11 SPX 17-Dec-11 1000 C 2May-11 SPX 17-Dec-11 1000 P 11,762May-11 SPX 17-Dec-11 1025 P 220May-11 SPX 17-Dec-11 1030 P 124May-11 SPX 17-Dec-11 1050 P 9,058May-11 SPX 17-Dec-11 1075 C 105May-11 SPX 17-Dec-11 1075 P 6,225May-11 SPX 17-Dec-11 1090 P 1,001May-11 SPX 17-Dec-11 1100 C 2,018May-11 SPX 17-Dec-11 1100 P 16,930May-11 SPX 17-Dec-11 1125 P 6,579May-11 SPX 17-Dec-11 1140 P 28May-11 SPX 17-Dec-11 1150 C 2May-11 SPX 17-Dec-11 1150 P 13,218May-11 SPX 17-Dec-11 1175 C 3May-11 SPX 17-Dec-11 1175 P 11,637May-11 SPX 17-Dec-11 1180 P 1,004May-11 SPX 17-Dec-11 1185 P 4May-11 SPX 17-Dec-11 1200 C 1,310May-11 SPX 17-Dec-11 1200 P 54,833May-11 SPX 17-Dec-11 1225 C 5May-11 SPX 17-Dec-11 1225 P 5,126May-11 SPX 17-Dec-11 1250 C 2,814May-11 SPX 17-Dec-11 1250 P 28,003May-11 SPX 17-Dec-11 1275 C 160May-11 SPX 17-Dec-11 1275 P 20,606May-11 SPX 17-Dec-11 1285 P 2May-11 SPX 17-Dec-11 1300 C 14,320May-11 SPX 17-Dec-11 1300 P 34,664May-11 SPX 17-Dec-11 1325 C 15,316May-11 SPX 17-Dec-11 1325 P 12,450May-11 SPX 17-Dec-11 1335 C 86May-11 SPX 17-Dec-11 1335 P 1,144May-11 SPX 17-Dec-11 1350 C 39,360May-11 SPX 17-Dec-11 1350 P 21,651May-11 SPX 17-Dec-11 1375 C 14,956May-11 SPX 17-Dec-11 1375 P 428May-11 SPX 17-Dec-11 1400 C 50,565

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 306: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 17-Dec-11 1400 P 11,410May-11 SPX 17-Dec-11 1415 C 8May-11 SPX 17-Dec-11 1420 C 34May-11 SPX 17-Dec-11 1425 C 1,749May-11 SPX 17-Dec-11 1450 C 23,190May-11 SPX 17-Dec-11 1450 P 10May-11 SPX 17-Dec-11 1475 C 5,267May-11 SPX 17-Dec-11 1500 C 29,936May-11 SPX 17-Dec-11 1500 P 966May-11 SPX 17-Dec-11 1525 C 1,093May-11 SPX 17-Dec-11 1550 C 20,556May-11 SPX 17-Dec-11 1550 P 1May-11 SPX 17-Dec-11 1600 C 4,515May-11 SPX 17-Dec-11 1600 P 1May-11 SPX 17-Dec-11 1700 C 726May-11 SPX 17-Dec-11 1800 C 500May-11 SPX 17-Dec-11 1800 P 500May-11 SPX 17-Dec-11 1900 C 243May-11 SPX 17-Dec-11 2000 C 661May-11 SPX 17-Dec-11 2250 C 18May-11 SPX 17-Dec-11 2250 P 8May-11 SPX 17-Dec-11 2500 C 141May-11 SPX 17-Dec-11 2500 P 55May-11 SPX 17-Dec-11 3000 C 390May-11 SPX 17-Dec-11 3000 P 40May-11 SPX 17-Mar-12 600 P 19,817May-11 SPX 17-Mar-12 650 P 2,250May-11 SPX 17-Mar-12 700 P 3,300May-11 SPX 17-Mar-12 750 P 4May-11 SPX 17-Mar-12 800 P 2,925May-11 SPX 17-Mar-12 850 P 28,308May-11 SPX 17-Mar-12 900 P 761May-11 SPX 17-Mar-12 925 P 300May-11 SPX 17-Mar-12 950 P 250May-11 SPX 17-Mar-12 975 P 1May-11 SPX 17-Mar-12 1000 P 2,008May-11 SPX 17-Mar-12 1025 P 6May-11 SPX 17-Mar-12 1050 P 627May-11 SPX 17-Mar-12 1075 P 10May-11 SPX 17-Mar-12 1100 P 4,950May-11 SPX 17-Mar-12 1125 P 500May-11 SPX 17-Mar-12 1150 C 30May-11 SPX 17-Mar-12 1150 P 2,510May-11 SPX 17-Mar-12 1175 P 4,205May-11 SPX 17-Mar-12 1200 P 3,125May-11 SPX 17-Mar-12 1225 P 775May-11 SPX 17-Mar-12 1250 C 10May-11 SPX 17-Mar-12 1250 P 4,064

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 307: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 17-Mar-12 1275 P 1,751May-11 SPX 17-Mar-12 1300 C 1,101May-11 SPX 17-Mar-12 1300 P 28,678May-11 SPX 17-Mar-12 1325 C 14,900May-11 SPX 17-Mar-12 1325 P 3,413May-11 SPX 17-Mar-12 1350 C 12,031May-11 SPX 17-Mar-12 1350 P 1,145May-11 SPX 17-Mar-12 1375 C 711May-11 SPX 17-Mar-12 1375 P 201May-11 SPX 17-Mar-12 1400 C 10,015May-11 SPX 17-Mar-12 1400 P 2,201May-11 SPX 17-Mar-12 1425 C 13,005May-11 SPX 17-Mar-12 1450 C 1,330May-11 SPX 17-Mar-12 1475 C 602May-11 SPX 17-Mar-12 1500 C 2,751May-11 SPX 17-Mar-12 1550 C 814May-11 SPX 17-Mar-12 1600 C 11,237May-11 SPX 17-Mar-12 1650 C 500May-11 SPX 16-Jun-12 600 P 503May-11 SPX 16-Jun-12 700 C 170May-11 SPX 16-Jun-12 700 P 1,000May-11 SPX 16-Jun-12 800 P 19May-11 SPX 16-Jun-12 825 P 1May-11 SPX 16-Jun-12 850 P 8May-11 SPX 16-Jun-12 875 P 5May-11 SPX 16-Jun-12 900 P 7May-11 SPX 16-Jun-12 925 P 29May-11 SPX 16-Jun-12 950 P 1,909May-11 SPX 16-Jun-12 975 P 3,050May-11 SPX 16-Jun-12 1000 P 1,956May-11 SPX 16-Jun-12 1050 P 5,417May-11 SPX 16-Jun-12 1075 P 3,011May-11 SPX 16-Jun-12 1100 P 7,440May-11 SPX 16-Jun-12 1125 P 327May-11 SPX 16-Jun-12 1150 P 704May-11 SPX 16-Jun-12 1175 P 500May-11 SPX 16-Jun-12 1200 P 10,176May-11 SPX 16-Jun-12 1225 P 4,582May-11 SPX 16-Jun-12 1250 P 13,853May-11 SPX 16-Jun-12 1275 C 123May-11 SPX 16-Jun-12 1275 P 1,867May-11 SPX 16-Jun-12 1300 C 1,246May-11 SPX 16-Jun-12 1300 P 7,823May-11 SPX 16-Jun-12 1325 C 3,394May-11 SPX 16-Jun-12 1325 P 1,466May-11 SPX 16-Jun-12 1350 C 8,990May-11 SPX 16-Jun-12 1350 P 7,283May-11 SPX 16-Jun-12 1375 C 1,299

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 308: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 16-Jun-12 1400 C 3,601May-11 SPX 16-Jun-12 1400 P 20May-11 SPX 16-Jun-12 1425 C 468May-11 SPX 16-Jun-12 1450 C 472May-11 SPX 16-Jun-12 1475 C 1May-11 SPX 16-Jun-12 1500 C 10,402May-11 SPX 16-Jun-12 1550 C 3,252May-11 SPX 16-Jun-12 1600 C 2,083May-11 SPX 16-Jun-12 1625 C 10,000May-11 SPX 16-Jun-12 1650 C 502May-11 SPX 16-Jun-12 1900 C 18May-11 SPX 16-Jun-12 1900 P 1May-11 SPX 16-Jun-12 2000 P 1May-11 SPX 16-Jun-12 2250 P 7May-11 SPX 16-Jun-12 2500 P 2May-11 SPX 22-Dec-12 100 P 1,981May-11 SPX 22-Dec-12 200 P 3May-11 SPX 22-Dec-12 250 P 82May-11 SPX 22-Dec-12 300 P 66May-11 SPX 22-Dec-12 400 P 31May-11 SPX 22-Dec-12 500 P 262May-11 SPX 22-Dec-12 550 P 4May-11 SPX 22-Dec-12 600 P 2,340May-11 SPX 22-Dec-12 650 P 14May-11 SPX 22-Dec-12 700 C 170May-11 SPX 22-Dec-12 700 P 452May-11 SPX 22-Dec-12 750 P 650May-11 SPX 22-Dec-12 800 P 12May-11 SPX 22-Dec-12 850 P 155May-11 SPX 22-Dec-12 900 P 13May-11 SPX 22-Dec-12 925 P 18May-11 SPX 22-Dec-12 950 P 14,402May-11 SPX 22-Dec-12 1000 P 4,601May-11 SPX 22-Dec-12 1025 C 1May-11 SPX 22-Dec-12 1050 P 2,029May-11 SPX 22-Dec-12 1075 P 157May-11 SPX 22-Dec-12 1100 C 2,801May-11 SPX 22-Dec-12 1100 P 2,493May-11 SPX 22-Dec-12 1150 C 100May-11 SPX 22-Dec-12 1150 P 954May-11 SPX 22-Dec-12 1175 P 2,000May-11 SPX 22-Dec-12 1200 C 1,541May-11 SPX 22-Dec-12 1200 P 8,580May-11 SPX 22-Dec-12 1225 C 1May-11 SPX 22-Dec-12 1250 C 700May-11 SPX 22-Dec-12 1250 P 20,105May-11 SPX 22-Dec-12 1275 P 2,201May-11 SPX 22-Dec-12 1300 C 5,630

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 309: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 22-Dec-12 1300 P 6,325May-11 SPX 22-Dec-12 1325 C 2,912May-11 SPX 22-Dec-12 1325 P 3,225May-11 SPX 22-Dec-12 1350 C 8,021May-11 SPX 22-Dec-12 1350 P 4,103May-11 SPX 22-Dec-12 1375 C 252May-11 SPX 22-Dec-12 1375 P 1May-11 SPX 22-Dec-12 1400 C 3,921May-11 SPX 22-Dec-12 1450 C 1,272May-11 SPX 22-Dec-12 1500 C 8,931May-11 SPX 22-Dec-12 1550 C 4,288May-11 SPX 22-Dec-12 1600 C 4,264May-11 SPX 22-Dec-12 1600 P 1May-11 SPX 22-Dec-12 1700 C 4,307May-11 SPX 22-Dec-12 1750 C 400May-11 SPX 22-Dec-12 1800 C 3,029May-11 SPX 22-Dec-12 1900 C 1,481May-11 SPX 22-Dec-12 1900 P 3May-11 SPX 22-Dec-12 2000 C 250May-11 SPX 22-Dec-12 2500 C 9May-11 SPX 22-Dec-12 2500 P 6May-11 SPX 21-Dec-13 100 P 60May-11 SPX 21-Dec-13 200 C 114May-11 SPX 21-Dec-13 200 P 74May-11 SPX 21-Dec-13 300 P 181May-11 SPX 21-Dec-13 400 P 7May-11 SPX 21-Dec-13 450 P 43May-11 SPX 21-Dec-13 500 P 4,622May-11 SPX 21-Dec-13 600 P 2May-11 SPX 21-Dec-13 650 P 251May-11 SPX 21-Dec-13 700 P 12,290May-11 SPX 21-Dec-13 800 C 114May-11 SPX 21-Dec-13 850 P 47May-11 SPX 21-Dec-13 900 P 2May-11 SPX 21-Dec-13 1000 C 3May-11 SPX 21-Dec-13 1000 P 532May-11 SPX 21-Dec-13 1050 C 1May-11 SPX 21-Dec-13 1050 P 2,502May-11 SPX 21-Dec-13 1075 P 1May-11 SPX 21-Dec-13 1100 P 2,915May-11 SPX 21-Dec-13 1125 C 1May-11 SPX 21-Dec-13 1125 P 2May-11 SPX 21-Dec-13 1150 P 1May-11 SPX 21-Dec-13 1200 P 704May-11 SPX 21-Dec-13 1225 C 1May-11 SPX 21-Dec-13 1250 C 850May-11 SPX 21-Dec-13 1250 P 1,403May-11 SPX 21-Dec-13 1275 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 310: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPX 21-Dec-13 1275 P 1,200May-11 SPX 21-Dec-13 1300 C 8,358May-11 SPX 21-Dec-13 1300 P 1,478May-11 SPX 21-Dec-13 1325 C 2,726May-11 SPX 21-Dec-13 1325 P 4,226May-11 SPX 21-Dec-13 1350 C 3,548May-11 SPX 21-Dec-13 1350 P 3,095May-11 SPX 21-Dec-13 1375 C 325May-11 SPX 21-Dec-13 1375 P 125May-11 SPX 21-Dec-13 1400 C 1,000May-11 SPX 21-Dec-13 1500 C 450May-11 SPX 21-Dec-13 1550 C 500May-11 SPX 21-Dec-13 1600 C 7,720May-11 SPX 21-Dec-13 1600 P 1May-11 SPX 21-Dec-13 1650 C 5May-11 SPX 21-Dec-13 1650 P 1May-11 SPX 21-Dec-13 1700 C 253May-11 SPX 21-Dec-13 1800 C 10May-11 SPX 21-Dec-13 1900 P 6May-11 SPX 21-Dec-13 2000 P 2May-11 SPX 21-Dec-13 2250 C 426May-11 SPX 21-Dec-13 2250 P 5May-11 SPX 21-Dec-13 2500 C 100May-11 SPX 21-Dec-13 2500 P 57May-11 SPX 21-Dec-13 3000 P 46May-11 SPXW 06-May-11 1125 P 50May-11 SPXW 06-May-11 1150 P 717May-11 SPXW 06-May-11 1175 P 3,690May-11 SPXW 06-May-11 1200 C 20May-11 SPXW 06-May-11 1200 P 4,686May-11 SPXW 06-May-11 1225 P 9,617May-11 SPXW 06-May-11 1250 P 2,427May-11 SPXW 06-May-11 1255 P 964May-11 SPXW 06-May-11 1260 C 16May-11 SPXW 06-May-11 1260 P 660May-11 SPXW 06-May-11 1265 P 237May-11 SPXW 06-May-11 1270 C 32May-11 SPXW 06-May-11 1270 P 508May-11 SPXW 06-May-11 1275 P 5,379May-11 SPXW 06-May-11 1280 C 16May-11 SPXW 06-May-11 1280 P 310May-11 SPXW 06-May-11 1285 P 1,445May-11 SPXW 06-May-11 1290 C 25May-11 SPXW 06-May-11 1290 P 4,356May-11 SPXW 06-May-11 1295 P 1,977May-11 SPXW 06-May-11 1300 C 1May-11 SPXW 06-May-11 1300 P 7,407May-11 SPXW 06-May-11 1305 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 311: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPXW 06-May-11 1305 P 3,655May-11 SPXW 06-May-11 1310 C 2May-11 SPXW 06-May-11 1310 P 12,723May-11 SPXW 06-May-11 1315 C 28May-11 SPXW 06-May-11 1315 P 11,026May-11 SPXW 06-May-11 1320 C 67May-11 SPXW 06-May-11 1320 P 11,874May-11 SPXW 06-May-11 1325 C 83May-11 SPXW 06-May-11 1325 P 16,551May-11 SPXW 06-May-11 1330 C 431May-11 SPXW 06-May-11 1330 P 23,163May-11 SPXW 06-May-11 1335 C 756May-11 SPXW 06-May-11 1335 P 8,102May-11 SPXW 06-May-11 1340 C 2,768May-11 SPXW 06-May-11 1340 P 8,975May-11 SPXW 06-May-11 1345 C 4,624May-11 SPXW 06-May-11 1345 P 3,952May-11 SPXW 06-May-11 1350 C 9,725May-11 SPXW 06-May-11 1350 P 7,915May-11 SPXW 06-May-11 1355 C 7,032May-11 SPXW 06-May-11 1355 P 1,394May-11 SPXW 06-May-11 1360 C 10,968May-11 SPXW 06-May-11 1360 P 5,081May-11 SPXW 06-May-11 1365 C 4,619May-11 SPXW 06-May-11 1365 P 465May-11 SPXW 06-May-11 1370 C 6,551May-11 SPXW 06-May-11 1370 P 172May-11 SPXW 06-May-11 1375 C 4,612May-11 SPXW 06-May-11 1375 P 108May-11 SPXW 06-May-11 1380 C 5,633May-11 SPXW 06-May-11 1380 P 18May-11 SPXW 06-May-11 1385 C 5,464May-11 SPXW 06-May-11 1385 P 40May-11 SPXW 06-May-11 1390 C 3,196May-11 SPXW 06-May-11 1390 P 30May-11 SPXW 06-May-11 1395 C 4,307May-11 SPXW 06-May-11 1395 P 20May-11 SPXW 06-May-11 1400 C 10,467May-11 SPXW 06-May-11 1400 P 48May-11 SPXW 06-May-11 1405 C 1,530May-11 SPXW 06-May-11 1405 P 60May-11 SPXW 06-May-11 1410 C 7,382May-11 SPXW 06-May-11 1410 P 23May-11 SPXW 06-May-11 1415 C 195May-11 SPXW 06-May-11 1415 P 20May-11 SPXW 06-May-11 1425 C 1,410May-11 SPXW 06-May-11 1425 P 47May-11 SPXW 06-May-11 1450 C 712

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 312: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPXW 06-May-11 1450 P 40May-11 SPXW 06-May-11 1475 P 20May-11 SPXW 13-May-11 1100 C 10May-11 SPXW 13-May-11 1100 P 6,366May-11 SPXW 13-May-11 1125 C 48May-11 SPXW 13-May-11 1125 P 4,982May-11 SPXW 13-May-11 1150 C 39May-11 SPXW 13-May-11 1150 P 21,259May-11 SPXW 13-May-11 1175 C 49May-11 SPXW 13-May-11 1175 P 6,948May-11 SPXW 13-May-11 1200 P 5,603May-11 SPXW 13-May-11 1225 P 6,632May-11 SPXW 13-May-11 1250 P 4,772May-11 SPXW 13-May-11 1255 P 674May-11 SPXW 13-May-11 1260 P 540May-11 SPXW 13-May-11 1265 C 10May-11 SPXW 13-May-11 1265 P 1,156May-11 SPXW 13-May-11 1270 P 755May-11 SPXW 13-May-11 1275 C 27May-11 SPXW 13-May-11 1275 P 4,043May-11 SPXW 13-May-11 1280 P 935May-11 SPXW 13-May-11 1285 P 1,082May-11 SPXW 13-May-11 1290 P 3,688May-11 SPXW 13-May-11 1295 C 36May-11 SPXW 13-May-11 1295 P 2,822May-11 SPXW 13-May-11 1300 C 71May-11 SPXW 13-May-11 1300 P 7,247May-11 SPXW 13-May-11 1305 C 29May-11 SPXW 13-May-11 1305 P 7,845May-11 SPXW 13-May-11 1310 C 158May-11 SPXW 13-May-11 1310 P 20,118May-11 SPXW 13-May-11 1315 C 59May-11 SPXW 13-May-11 1315 P 7,162May-11 SPXW 13-May-11 1320 C 100May-11 SPXW 13-May-11 1320 P 17,223May-11 SPXW 13-May-11 1325 C 153May-11 SPXW 13-May-11 1325 P 12,375May-11 SPXW 13-May-11 1330 C 285May-11 SPXW 13-May-11 1330 P 13,408May-11 SPXW 13-May-11 1335 C 1,088May-11 SPXW 13-May-11 1335 P 12,062May-11 SPXW 13-May-11 1340 C 6,831May-11 SPXW 13-May-11 1340 P 5,674May-11 SPXW 13-May-11 1345 C 10,146May-11 SPXW 13-May-11 1345 P 3,009May-11 SPXW 13-May-11 1350 C 9,893May-11 SPXW 13-May-11 1350 P 14,577May-11 SPXW 13-May-11 1355 C 6,385

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 313: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPXW 13-May-11 1355 P 519May-11 SPXW 13-May-11 1360 C 9,748May-11 SPXW 13-May-11 1360 P 257May-11 SPXW 13-May-11 1365 C 8,625May-11 SPXW 13-May-11 1365 P 52May-11 SPXW 13-May-11 1370 C 6,701May-11 SPXW 13-May-11 1370 P 54May-11 SPXW 13-May-11 1375 C 5,382May-11 SPXW 13-May-11 1375 P 101May-11 SPXW 13-May-11 1380 C 4,836May-11 SPXW 13-May-11 1380 P 16May-11 SPXW 13-May-11 1385 C 2,850May-11 SPXW 13-May-11 1385 P 35May-11 SPXW 13-May-11 1390 C 2,331May-11 SPXW 13-May-11 1390 P 16May-11 SPXW 13-May-11 1395 C 870May-11 SPXW 13-May-11 1395 P 25May-11 SPXW 13-May-11 1400 C 1,503May-11 SPXW 13-May-11 1400 P 4May-11 SPXW 13-May-11 1425 C 2,076May-11 SPXW 13-May-11 1450 C 1,630May-11 SPXW 27-May-11 1075 P 2,887May-11 SPXW 27-May-11 1100 P 8,247May-11 SPXW 27-May-11 1125 C 1May-11 SPXW 27-May-11 1125 P 6,446May-11 SPXW 27-May-11 1150 P 34,263May-11 SPXW 27-May-11 1175 C 10May-11 SPXW 27-May-11 1175 P 13,848May-11 SPXW 27-May-11 1200 C 10May-11 SPXW 27-May-11 1200 P 12,282May-11 SPXW 27-May-11 1220 P 246May-11 SPXW 27-May-11 1225 P 5,349May-11 SPXW 27-May-11 1230 P 233May-11 SPXW 27-May-11 1235 P 49May-11 SPXW 27-May-11 1240 P 4,870May-11 SPXW 27-May-11 1245 C 10May-11 SPXW 27-May-11 1245 P 1,177May-11 SPXW 27-May-11 1250 P 19,200May-11 SPXW 27-May-11 1255 C 10May-11 SPXW 27-May-11 1255 P 1,160May-11 SPXW 27-May-11 1260 C 10May-11 SPXW 27-May-11 1260 P 2,247May-11 SPXW 27-May-11 1265 C 10May-11 SPXW 27-May-11 1265 P 4,453May-11 SPXW 27-May-11 1270 C 52May-11 SPXW 27-May-11 1270 P 5,510May-11 SPXW 27-May-11 1275 C 1May-11 SPXW 27-May-11 1275 P 15,699

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 314: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPXW 27-May-11 1280 P 9,562May-11 SPXW 27-May-11 1285 C 9May-11 SPXW 27-May-11 1285 P 3,991May-11 SPXW 27-May-11 1290 C 24May-11 SPXW 27-May-11 1290 P 10,906May-11 SPXW 27-May-11 1295 C 67May-11 SPXW 27-May-11 1295 P 6,448May-11 SPXW 27-May-11 1300 C 773May-11 SPXW 27-May-11 1300 P 19,634May-11 SPXW 27-May-11 1305 C 166May-11 SPXW 27-May-11 1305 P 3,782May-11 SPXW 27-May-11 1310 C 399May-11 SPXW 27-May-11 1310 P 16,980May-11 SPXW 27-May-11 1315 C 795May-11 SPXW 27-May-11 1315 P 4,253May-11 SPXW 27-May-11 1320 C 1,777May-11 SPXW 27-May-11 1320 P 6,803May-11 SPXW 27-May-11 1325 C 5,505May-11 SPXW 27-May-11 1325 P 8,482May-11 SPXW 27-May-11 1330 C 5,381May-11 SPXW 27-May-11 1330 P 4,077May-11 SPXW 27-May-11 1335 C 22,768May-11 SPXW 27-May-11 1335 P 1,909May-11 SPXW 27-May-11 1340 C 23,566May-11 SPXW 27-May-11 1340 P 1,103May-11 SPXW 27-May-11 1345 C 7,568May-11 SPXW 27-May-11 1345 P 275May-11 SPXW 27-May-11 1350 C 9,481May-11 SPXW 27-May-11 1350 P 724May-11 SPXW 27-May-11 1355 C 3,341May-11 SPXW 27-May-11 1355 P 71May-11 SPXW 27-May-11 1360 C 4,857May-11 SPXW 27-May-11 1360 P 7,436May-11 SPXW 27-May-11 1365 C 2,855May-11 SPXW 27-May-11 1365 P 9May-11 SPXW 27-May-11 1370 C 1,599May-11 SPXW 27-May-11 1370 P 3,042May-11 SPXW 27-May-11 1375 C 3,630May-11 SPXW 27-May-11 1375 P 27May-11 SPXW 27-May-11 1380 C 1,074May-11 SPXW 27-May-11 1380 P 35May-11 SPXW 27-May-11 1385 C 1,047May-11 SPXW 27-May-11 1400 C 2,782May-11 SPXW 27-May-11 1425 C 589May-11 SPXW 27-May-11 1450 C 239May-11 SPXW 03-Jun-11 1075 P 1,430May-11 SPXW 03-Jun-11 1100 P 4,667May-11 SPXW 03-Jun-11 1125 P 3,279

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 315: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPXW 03-Jun-11 1150 P 21,501May-11 SPXW 03-Jun-11 1175 P 11,058May-11 SPXW 03-Jun-11 1200 C 10May-11 SPXW 03-Jun-11 1200 P 4,282May-11 SPXW 03-Jun-11 1225 P 6,614May-11 SPXW 03-Jun-11 1240 P 546May-11 SPXW 03-Jun-11 1245 P 369May-11 SPXW 03-Jun-11 1250 P 7,417May-11 SPXW 03-Jun-11 1255 P 1,094May-11 SPXW 03-Jun-11 1260 P 1,151May-11 SPXW 03-Jun-11 1265 P 1,054May-11 SPXW 03-Jun-11 1270 P 2,417May-11 SPXW 03-Jun-11 1275 P 3,837May-11 SPXW 03-Jun-11 1280 P 889May-11 SPXW 03-Jun-11 1285 C 2May-11 SPXW 03-Jun-11 1285 P 1,318May-11 SPXW 03-Jun-11 1290 P 2,870May-11 SPXW 03-Jun-11 1295 C 21May-11 SPXW 03-Jun-11 1295 P 1,717May-11 SPXW 03-Jun-11 1300 C 5May-11 SPXW 03-Jun-11 1300 P 6,398May-11 SPXW 03-Jun-11 1305 C 3May-11 SPXW 03-Jun-11 1305 P 1,442May-11 SPXW 03-Jun-11 1310 C 47May-11 SPXW 03-Jun-11 1310 P 1,668May-11 SPXW 03-Jun-11 1315 C 217May-11 SPXW 03-Jun-11 1315 P 1,129May-11 SPXW 03-Jun-11 1320 C 298May-11 SPXW 03-Jun-11 1320 P 1,034May-11 SPXW 03-Jun-11 1325 C 191May-11 SPXW 03-Jun-11 1325 P 850May-11 SPXW 03-Jun-11 1330 C 2,301May-11 SPXW 03-Jun-11 1330 P 997May-11 SPXW 03-Jun-11 1335 C 888May-11 SPXW 03-Jun-11 1335 P 380May-11 SPXW 03-Jun-11 1340 C 852May-11 SPXW 03-Jun-11 1340 P 1,139May-11 SPXW 03-Jun-11 1345 C 983May-11 SPXW 03-Jun-11 1345 P 40May-11 SPXW 03-Jun-11 1350 C 13,591May-11 SPXW 03-Jun-11 1350 P 186May-11 SPXW 03-Jun-11 1355 C 2,921May-11 SPXW 03-Jun-11 1355 P 18May-11 SPXW 03-Jun-11 1360 C 7,367May-11 SPXW 03-Jun-11 1360 P 31May-11 SPXW 03-Jun-11 1365 C 4,143May-11 SPXW 03-Jun-11 1370 C 5,494May-11 SPXW 03-Jun-11 1370 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 316: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

May-11 SPXW 03-Jun-11 1375 C 4,765May-11 SPXW 03-Jun-11 1375 P 2May-11 SPXW 03-Jun-11 1380 C 3,980May-11 SPXW 03-Jun-11 1385 C 853May-11 SPXW 03-Jun-11 1400 C 5,762May-11 SPXW 03-Jun-11 1425 C 3,790May-11 SPXW 03-Jun-11 1450 C 5,905May-11 SPXW 03-Jun-11 1450 P 2Jun-11 SPX 18-Jun-11 200 C 313Jun-11 SPX 18-Jun-11 225 C 628Jun-11 SPX 18-Jun-11 250 C 500Jun-11 SPX 18-Jun-11 300 C 1Jun-11 SPX 18-Jun-11 400 P 1Jun-11 SPX 18-Jun-11 450 C 500Jun-11 SPX 18-Jun-11 500 C 44,600Jun-11 SPX 18-Jun-11 500 P 44,600Jun-11 SPX 18-Jun-11 600 C 360Jun-11 SPX 18-Jun-11 625 C 628Jun-11 SPX 18-Jun-11 700 P 9Jun-11 SPX 18-Jun-11 800 C 3Jun-11 SPX 18-Jun-11 850 C 2Jun-11 SPX 18-Jun-11 850 P 5Jun-11 SPX 18-Jun-11 900 C 6Jun-11 SPX 18-Jun-11 900 P 100Jun-11 SPX 18-Jun-11 940 P 39Jun-11 SPX 18-Jun-11 945 P 10Jun-11 SPX 18-Jun-11 950 C 1Jun-11 SPX 18-Jun-11 950 P 1,070Jun-11 SPX 18-Jun-11 960 P 27Jun-11 SPX 18-Jun-11 965 P 39Jun-11 SPX 18-Jun-11 975 C 1,969Jun-11 SPX 18-Jun-11 975 P 1,211Jun-11 SPX 18-Jun-11 980 C 20,000Jun-11 SPX 18-Jun-11 980 P 77Jun-11 SPX 18-Jun-11 990 P 3Jun-11 SPX 18-Jun-11 995 P 25Jun-11 SPX 18-Jun-11 1000 C 160Jun-11 SPX 18-Jun-11 1000 P 6,176Jun-11 SPX 18-Jun-11 1005 P 20Jun-11 SPX 18-Jun-11 1010 P 465Jun-11 SPX 18-Jun-11 1015 P 111Jun-11 SPX 18-Jun-11 1020 P 363Jun-11 SPX 18-Jun-11 1025 C 1Jun-11 SPX 18-Jun-11 1025 P 2,267Jun-11 SPX 18-Jun-11 1030 P 313Jun-11 SPX 18-Jun-11 1035 P 583Jun-11 SPX 18-Jun-11 1040 C 5Jun-11 SPX 18-Jun-11 1040 P 527

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 317: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 18-Jun-11 1045 P 974Jun-11 SPX 18-Jun-11 1050 C 5Jun-11 SPX 18-Jun-11 1050 P 10,059Jun-11 SPX 18-Jun-11 1055 P 752Jun-11 SPX 18-Jun-11 1060 C 227Jun-11 SPX 18-Jun-11 1060 P 1,016Jun-11 SPX 18-Jun-11 1065 P 998Jun-11 SPX 18-Jun-11 1070 C 9Jun-11 SPX 18-Jun-11 1070 P 3,066Jun-11 SPX 18-Jun-11 1075 C 4Jun-11 SPX 18-Jun-11 1075 P 13,845Jun-11 SPX 18-Jun-11 1080 C 90Jun-11 SPX 18-Jun-11 1080 P 2,715Jun-11 SPX 18-Jun-11 1085 P 1,463Jun-11 SPX 18-Jun-11 1090 P 2,249Jun-11 SPX 18-Jun-11 1095 P 2,010Jun-11 SPX 18-Jun-11 1100 C 22Jun-11 SPX 18-Jun-11 1100 P 30,860Jun-11 SPX 18-Jun-11 1105 P 2,715Jun-11 SPX 18-Jun-11 1110 C 10Jun-11 SPX 18-Jun-11 1110 P 1,965Jun-11 SPX 18-Jun-11 1115 C 10Jun-11 SPX 18-Jun-11 1115 P 1,217Jun-11 SPX 18-Jun-11 1120 P 4,668Jun-11 SPX 18-Jun-11 1125 C 11Jun-11 SPX 18-Jun-11 1125 P 53,687Jun-11 SPX 18-Jun-11 1130 C 10Jun-11 SPX 18-Jun-11 1130 P 1,594Jun-11 SPX 18-Jun-11 1135 C 23Jun-11 SPX 18-Jun-11 1135 P 2,054Jun-11 SPX 18-Jun-11 1140 C 23Jun-11 SPX 18-Jun-11 1140 P 4,293Jun-11 SPX 18-Jun-11 1145 P 904Jun-11 SPX 18-Jun-11 1150 C 23Jun-11 SPX 18-Jun-11 1150 P 70,890Jun-11 SPX 18-Jun-11 1155 C 15Jun-11 SPX 18-Jun-11 1155 P 728Jun-11 SPX 18-Jun-11 1160 P 2,365Jun-11 SPX 18-Jun-11 1165 P 1,580Jun-11 SPX 18-Jun-11 1170 P 4,830Jun-11 SPX 18-Jun-11 1175 C 3,604Jun-11 SPX 18-Jun-11 1175 P 48,245Jun-11 SPX 18-Jun-11 1180 P 7,037Jun-11 SPX 18-Jun-11 1185 P 1,382Jun-11 SPX 18-Jun-11 1190 C 4Jun-11 SPX 18-Jun-11 1190 P 7,559Jun-11 SPX 18-Jun-11 1195 P 6,144Jun-11 SPX 18-Jun-11 1200 C 3,867

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 318: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 18-Jun-11 1200 P 200,945Jun-11 SPX 18-Jun-11 1205 P 5,983Jun-11 SPX 18-Jun-11 1210 C 11Jun-11 SPX 18-Jun-11 1210 P 22,276Jun-11 SPX 18-Jun-11 1215 C 56Jun-11 SPX 18-Jun-11 1215 P 7,232Jun-11 SPX 18-Jun-11 1220 C 25Jun-11 SPX 18-Jun-11 1220 P 52,631Jun-11 SPX 18-Jun-11 1225 C 7,628Jun-11 SPX 18-Jun-11 1225 P 156,959Jun-11 SPX 18-Jun-11 1230 C 91Jun-11 SPX 18-Jun-11 1230 P 40,504Jun-11 SPX 18-Jun-11 1235 C 41Jun-11 SPX 18-Jun-11 1235 P 38,233Jun-11 SPX 18-Jun-11 1240 C 1,159Jun-11 SPX 18-Jun-11 1240 P 95,304Jun-11 SPX 18-Jun-11 1245 C 826Jun-11 SPX 18-Jun-11 1245 P 53,080Jun-11 SPX 18-Jun-11 1250 C 8,403Jun-11 SPX 18-Jun-11 1250 P 354,869Jun-11 SPX 18-Jun-11 1255 C 870Jun-11 SPX 18-Jun-11 1255 P 26,313Jun-11 SPX 18-Jun-11 1260 C 2,778Jun-11 SPX 18-Jun-11 1260 P 115,840Jun-11 SPX 18-Jun-11 1265 C 7,260Jun-11 SPX 18-Jun-11 1265 P 50,397Jun-11 SPX 18-Jun-11 1270 C 16,271Jun-11 SPX 18-Jun-11 1270 P 70,846Jun-11 SPX 18-Jun-11 1275 C 49,913Jun-11 SPX 18-Jun-11 1275 P 171,761Jun-11 SPX 18-Jun-11 1280 C 55,124Jun-11 SPX 18-Jun-11 1280 P 99,153Jun-11 SPX 18-Jun-11 1285 C 42,655Jun-11 SPX 18-Jun-11 1285 P 41,792Jun-11 SPX 18-Jun-11 1290 C 75,555Jun-11 SPX 18-Jun-11 1290 P 51,565Jun-11 SPX 18-Jun-11 1295 C 43,756Jun-11 SPX 18-Jun-11 1295 P 38,125Jun-11 SPX 18-Jun-11 1300 C 351,505Jun-11 SPX 18-Jun-11 1300 P 327,285Jun-11 SPX 18-Jun-11 1305 C 26,394Jun-11 SPX 18-Jun-11 1305 P 20,646Jun-11 SPX 18-Jun-11 1310 C 70,745Jun-11 SPX 18-Jun-11 1310 P 26,943Jun-11 SPX 18-Jun-11 1315 C 77,836Jun-11 SPX 18-Jun-11 1315 P 26,984Jun-11 SPX 18-Jun-11 1320 C 61,371Jun-11 SPX 18-Jun-11 1320 P 23,130

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 319: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 18-Jun-11 1325 C 86,942Jun-11 SPX 18-Jun-11 1325 P 41,618Jun-11 SPX 18-Jun-11 1330 C 60,424Jun-11 SPX 18-Jun-11 1330 P 18,330Jun-11 SPX 18-Jun-11 1335 C 25,967Jun-11 SPX 18-Jun-11 1335 P 5,903Jun-11 SPX 18-Jun-11 1340 C 39,540Jun-11 SPX 18-Jun-11 1340 P 5,537Jun-11 SPX 18-Jun-11 1345 C 7,015Jun-11 SPX 18-Jun-11 1345 P 3,500Jun-11 SPX 18-Jun-11 1350 C 61,595Jun-11 SPX 18-Jun-11 1350 P 9,580Jun-11 SPX 18-Jun-11 1355 C 22,978Jun-11 SPX 18-Jun-11 1355 P 73Jun-11 SPX 18-Jun-11 1360 C 22,126Jun-11 SPX 18-Jun-11 1360 P 1,414Jun-11 SPX 18-Jun-11 1365 C 14,397Jun-11 SPX 18-Jun-11 1365 P 52Jun-11 SPX 18-Jun-11 1370 C 17,796Jun-11 SPX 18-Jun-11 1370 P 2,049Jun-11 SPX 18-Jun-11 1375 C 31,379Jun-11 SPX 18-Jun-11 1375 P 189Jun-11 SPX 18-Jun-11 1380 C 12,389Jun-11 SPX 18-Jun-11 1380 P 25Jun-11 SPX 18-Jun-11 1385 C 4,727Jun-11 SPX 18-Jun-11 1385 P 4Jun-11 SPX 18-Jun-11 1390 C 8,099Jun-11 SPX 18-Jun-11 1390 P 14Jun-11 SPX 18-Jun-11 1395 C 4,835Jun-11 SPX 18-Jun-11 1400 C 20,218Jun-11 SPX 18-Jun-11 1400 P 63Jun-11 SPX 18-Jun-11 1405 C 488Jun-11 SPX 18-Jun-11 1410 C 1,969Jun-11 SPX 18-Jun-11 1410 P 1Jun-11 SPX 18-Jun-11 1415 C 1,016Jun-11 SPX 18-Jun-11 1420 C 485Jun-11 SPX 18-Jun-11 1425 C 3,565Jun-11 SPX 18-Jun-11 1425 P 43Jun-11 SPX 18-Jun-11 1430 C 144Jun-11 SPX 18-Jun-11 1435 C 511Jun-11 SPX 18-Jun-11 1440 C 83Jun-11 SPX 18-Jun-11 1445 C 7Jun-11 SPX 18-Jun-11 1450 C 1,292Jun-11 SPX 18-Jun-11 1450 P 6Jun-11 SPX 18-Jun-11 1455 C 100Jun-11 SPX 18-Jun-11 1460 C 244Jun-11 SPX 18-Jun-11 1465 C 95Jun-11 SPX 18-Jun-11 1470 C 69

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 320: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 18-Jun-11 1475 C 1,804Jun-11 SPX 18-Jun-11 1480 C 18Jun-11 SPX 18-Jun-11 1500 C 46,365Jun-11 SPX 18-Jun-11 1500 P 44,601Jun-11 SPX 18-Jun-11 1525 C 1,562Jun-11 SPX 18-Jun-11 1800 C 18Jun-11 SPX 18-Jun-11 1800 P 875Jun-11 SPX 18-Jun-11 1900 C 54Jun-11 SPX 18-Jun-11 2000 C 121Jun-11 SPX 18-Jun-11 2000 P 885Jun-11 SPX 18-Jun-11 2250 C 213Jun-11 SPX 18-Jun-11 2250 P 11Jun-11 SPX 18-Jun-11 2500 C 254Jun-11 SPX 18-Jun-11 2500 P 20Jun-11 SPX 18-Jun-11 3000 C 558Jun-11 SPX 18-Jun-11 3000 P 1Jun-11 SPX 16-Jul-11 400 P 93Jun-11 SPX 16-Jul-11 500 C 3,020Jun-11 SPX 16-Jul-11 500 P 2,086Jun-11 SPX 16-Jul-11 550 P 232Jun-11 SPX 16-Jul-11 600 P 86Jun-11 SPX 16-Jul-11 650 P 1Jun-11 SPX 16-Jul-11 700 P 270Jun-11 SPX 16-Jul-11 750 P 857Jun-11 SPX 16-Jul-11 800 P 11,280Jun-11 SPX 16-Jul-11 810 P 3,603Jun-11 SPX 16-Jul-11 820 P 2,052Jun-11 SPX 16-Jul-11 825 P 1,346Jun-11 SPX 16-Jul-11 830 P 679Jun-11 SPX 16-Jul-11 840 P 888Jun-11 SPX 16-Jul-11 850 P 9,916Jun-11 SPX 16-Jul-11 860 P 4,423Jun-11 SPX 16-Jul-11 870 P 3,411Jun-11 SPX 16-Jul-11 875 P 8,071Jun-11 SPX 16-Jul-11 880 P 2,314Jun-11 SPX 16-Jul-11 890 P 2,929Jun-11 SPX 16-Jul-11 900 P 6,379Jun-11 SPX 16-Jul-11 905 P 2,099Jun-11 SPX 16-Jul-11 910 P 2,070Jun-11 SPX 16-Jul-11 915 P 2,395Jun-11 SPX 16-Jul-11 920 P 2,103Jun-11 SPX 16-Jul-11 925 P 8,196Jun-11 SPX 16-Jul-11 930 P 2,614Jun-11 SPX 16-Jul-11 935 P 1,968Jun-11 SPX 16-Jul-11 940 P 2,022Jun-11 SPX 16-Jul-11 945 P 1,987Jun-11 SPX 16-Jul-11 950 C 2,191Jun-11 SPX 16-Jul-11 950 P 26,732

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 321: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 16-Jul-11 955 P 1,908Jun-11 SPX 16-Jul-11 960 P 1,923Jun-11 SPX 16-Jul-11 965 P 1,844Jun-11 SPX 16-Jul-11 970 P 2,101Jun-11 SPX 16-Jul-11 975 C 92Jun-11 SPX 16-Jul-11 975 P 11,269Jun-11 SPX 16-Jul-11 980 P 1,887Jun-11 SPX 16-Jul-11 985 P 1,896Jun-11 SPX 16-Jul-11 990 P 1,748Jun-11 SPX 16-Jul-11 995 P 1,733Jun-11 SPX 16-Jul-11 1000 C 466Jun-11 SPX 16-Jul-11 1000 P 47,322Jun-11 SPX 16-Jul-11 1005 P 1,818Jun-11 SPX 16-Jul-11 1010 P 3,012Jun-11 SPX 16-Jul-11 1015 P 1,688Jun-11 SPX 16-Jul-11 1020 P 3,118Jun-11 SPX 16-Jul-11 1025 C 77Jun-11 SPX 16-Jul-11 1025 P 33,731Jun-11 SPX 16-Jul-11 1030 P 1,980Jun-11 SPX 16-Jul-11 1035 P 1,614Jun-11 SPX 16-Jul-11 1040 C 7Jun-11 SPX 16-Jul-11 1040 P 8,621Jun-11 SPX 16-Jul-11 1045 P 2,617Jun-11 SPX 16-Jul-11 1050 P 37,123Jun-11 SPX 16-Jul-11 1055 P 1,934Jun-11 SPX 16-Jul-11 1060 C 1Jun-11 SPX 16-Jul-11 1060 P 11,967Jun-11 SPX 16-Jul-11 1065 P 2,662Jun-11 SPX 16-Jul-11 1070 P 2,456Jun-11 SPX 16-Jul-11 1075 C 88Jun-11 SPX 16-Jul-11 1075 P 19,256Jun-11 SPX 16-Jul-11 1080 C 10Jun-11 SPX 16-Jul-11 1080 P 12,230Jun-11 SPX 16-Jul-11 1085 P 2,794Jun-11 SPX 16-Jul-11 1090 C 4Jun-11 SPX 16-Jul-11 1090 P 7,609Jun-11 SPX 16-Jul-11 1095 P 2,195Jun-11 SPX 16-Jul-11 1100 C 110Jun-11 SPX 16-Jul-11 1100 P 117,854Jun-11 SPX 16-Jul-11 1105 P 5,877Jun-11 SPX 16-Jul-11 1110 P 7,260Jun-11 SPX 16-Jul-11 1115 C 16Jun-11 SPX 16-Jul-11 1115 P 5,753Jun-11 SPX 16-Jul-11 1120 P 23,803Jun-11 SPX 16-Jul-11 1125 C 76Jun-11 SPX 16-Jul-11 1125 P 73,118Jun-11 SPX 16-Jul-11 1130 P 16,999Jun-11 SPX 16-Jul-11 1135 C 23

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 322: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 16-Jul-11 1135 P 5,464Jun-11 SPX 16-Jul-11 1140 C 23Jun-11 SPX 16-Jul-11 1140 P 43,391Jun-11 SPX 16-Jul-11 1145 C 7Jun-11 SPX 16-Jul-11 1145 P 7,415Jun-11 SPX 16-Jul-11 1150 C 3,537Jun-11 SPX 16-Jul-11 1150 P 173,865Jun-11 SPX 16-Jul-11 1155 C 3,525Jun-11 SPX 16-Jul-11 1155 P 4,592Jun-11 SPX 16-Jul-11 1160 P 33,458Jun-11 SPX 16-Jul-11 1165 C 1Jun-11 SPX 16-Jul-11 1165 P 3,881Jun-11 SPX 16-Jul-11 1170 P 13,017Jun-11 SPX 16-Jul-11 1175 C 6Jun-11 SPX 16-Jul-11 1175 P 92,130Jun-11 SPX 16-Jul-11 1180 P 50,424Jun-11 SPX 16-Jul-11 1185 C 11Jun-11 SPX 16-Jul-11 1185 P 6,595Jun-11 SPX 16-Jul-11 1190 C 78Jun-11 SPX 16-Jul-11 1190 P 20,618Jun-11 SPX 16-Jul-11 1195 P 6,113Jun-11 SPX 16-Jul-11 1200 C 518Jun-11 SPX 16-Jul-11 1200 P 393,402Jun-11 SPX 16-Jul-11 1205 C 7Jun-11 SPX 16-Jul-11 1205 P 11,433Jun-11 SPX 16-Jul-11 1210 C 81Jun-11 SPX 16-Jul-11 1210 P 69,422Jun-11 SPX 16-Jul-11 1215 C 10Jun-11 SPX 16-Jul-11 1215 P 9,542Jun-11 SPX 16-Jul-11 1220 C 82Jun-11 SPX 16-Jul-11 1220 P 33,564Jun-11 SPX 16-Jul-11 1225 C 1,436Jun-11 SPX 16-Jul-11 1225 P 194,233Jun-11 SPX 16-Jul-11 1230 C 131Jun-11 SPX 16-Jul-11 1230 P 39,663Jun-11 SPX 16-Jul-11 1235 C 2,577Jun-11 SPX 16-Jul-11 1235 P 19,089Jun-11 SPX 16-Jul-11 1240 C 342Jun-11 SPX 16-Jul-11 1240 P 49,325Jun-11 SPX 16-Jul-11 1245 C 37Jun-11 SPX 16-Jul-11 1245 P 6,543Jun-11 SPX 16-Jul-11 1250 C 26,125Jun-11 SPX 16-Jul-11 1250 P 452,310Jun-11 SPX 16-Jul-11 1255 C 124Jun-11 SPX 16-Jul-11 1255 P 14,694Jun-11 SPX 16-Jul-11 1260 C 6,367Jun-11 SPX 16-Jul-11 1260 P 93,508Jun-11 SPX 16-Jul-11 1265 C 9,448

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 323: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 16-Jul-11 1265 P 23,101Jun-11 SPX 16-Jul-11 1270 C 14,055Jun-11 SPX 16-Jul-11 1270 P 119,352Jun-11 SPX 16-Jul-11 1275 C 65,725Jun-11 SPX 16-Jul-11 1275 P 191,417Jun-11 SPX 16-Jul-11 1280 C 32,407Jun-11 SPX 16-Jul-11 1280 P 107,035Jun-11 SPX 16-Jul-11 1285 C 10,536Jun-11 SPX 16-Jul-11 1285 P 16,020Jun-11 SPX 16-Jul-11 1290 C 43,182Jun-11 SPX 16-Jul-11 1290 P 95,376Jun-11 SPX 16-Jul-11 1295 C 7,176Jun-11 SPX 16-Jul-11 1295 P 3,553Jun-11 SPX 16-Jul-11 1300 C 310,783Jun-11 SPX 16-Jul-11 1300 P 231,810Jun-11 SPX 16-Jul-11 1305 C 13,587Jun-11 SPX 16-Jul-11 1305 P 1,126Jun-11 SPX 16-Jul-11 1310 C 45,427Jun-11 SPX 16-Jul-11 1310 P 71,846Jun-11 SPX 16-Jul-11 1315 C 35,992Jun-11 SPX 16-Jul-11 1315 P 12,064Jun-11 SPX 16-Jul-11 1320 C 32,248Jun-11 SPX 16-Jul-11 1320 P 44,199Jun-11 SPX 16-Jul-11 1325 C 162,367Jun-11 SPX 16-Jul-11 1325 P 34,968Jun-11 SPX 16-Jul-11 1330 C 49,290Jun-11 SPX 16-Jul-11 1330 P 5,169Jun-11 SPX 16-Jul-11 1335 C 34,362Jun-11 SPX 16-Jul-11 1335 P 3,394Jun-11 SPX 16-Jul-11 1340 C 78,146Jun-11 SPX 16-Jul-11 1340 P 4,942Jun-11 SPX 16-Jul-11 1345 C 28,078Jun-11 SPX 16-Jul-11 1345 P 84Jun-11 SPX 16-Jul-11 1350 C 151,464Jun-11 SPX 16-Jul-11 1350 P 15,245Jun-11 SPX 16-Jul-11 1355 C 12,013Jun-11 SPX 16-Jul-11 1355 P 554Jun-11 SPX 16-Jul-11 1360 C 51,380Jun-11 SPX 16-Jul-11 1360 P 85Jun-11 SPX 16-Jul-11 1365 C 9,858Jun-11 SPX 16-Jul-11 1365 P 10,558Jun-11 SPX 16-Jul-11 1370 C 16,830Jun-11 SPX 16-Jul-11 1370 P 11,135Jun-11 SPX 16-Jul-11 1375 C 42,415Jun-11 SPX 16-Jul-11 1375 P 3,174Jun-11 SPX 16-Jul-11 1380 C 12,158Jun-11 SPX 16-Jul-11 1380 P 36Jun-11 SPX 16-Jul-11 1385 C 11,612

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 324: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 16-Jul-11 1385 P 5Jun-11 SPX 16-Jul-11 1390 C 15,198Jun-11 SPX 16-Jul-11 1390 P 8Jun-11 SPX 16-Jul-11 1395 C 5,680Jun-11 SPX 16-Jul-11 1395 P 1Jun-11 SPX 16-Jul-11 1400 C 51,690Jun-11 SPX 16-Jul-11 1400 P 1,430Jun-11 SPX 16-Jul-11 1405 C 2,182Jun-11 SPX 16-Jul-11 1410 C 9,177Jun-11 SPX 16-Jul-11 1410 P 3Jun-11 SPX 16-Jul-11 1415 C 2,665Jun-11 SPX 16-Jul-11 1415 P 3Jun-11 SPX 16-Jul-11 1420 C 5,582Jun-11 SPX 16-Jul-11 1425 C 18,208Jun-11 SPX 16-Jul-11 1425 P 42Jun-11 SPX 16-Jul-11 1430 C 2,034Jun-11 SPX 16-Jul-11 1435 C 1,553Jun-11 SPX 16-Jul-11 1440 C 4,035Jun-11 SPX 16-Jul-11 1445 C 622Jun-11 SPX 16-Jul-11 1450 C 4,243Jun-11 SPX 16-Jul-11 1455 C 420Jun-11 SPX 16-Jul-11 1460 C 304Jun-11 SPX 16-Jul-11 1465 C 212Jun-11 SPX 16-Jul-11 1470 C 548Jun-11 SPX 16-Jul-11 1475 C 1,410Jun-11 SPX 16-Jul-11 1480 C 440Jun-11 SPX 16-Jul-11 1485 C 256Jun-11 SPX 16-Jul-11 1490 C 305Jun-11 SPX 16-Jul-11 1495 C 214Jun-11 SPX 16-Jul-11 1500 C 6,175Jun-11 SPX 16-Jul-11 1500 P 3,420Jun-11 SPX 16-Jul-11 1505 C 567Jun-11 SPX 16-Jul-11 1510 C 289Jun-11 SPX 16-Jul-11 1515 C 105Jun-11 SPX 16-Jul-11 1520 C 195Jun-11 SPX 16-Jul-11 1530 C 813Jun-11 SPX 16-Jul-11 1535 C 102Jun-11 SPX 16-Jul-11 1540 C 415Jun-11 SPX 16-Jul-11 1545 C 101Jun-11 SPX 16-Jul-11 1550 C 163Jun-11 SPX 16-Jul-11 1560 C 247Jun-11 SPX 16-Jul-11 1570 C 19Jun-11 SPX 16-Jul-11 1575 C 90Jun-11 SPX 16-Jul-11 1580 C 101Jun-11 SPX 16-Jul-11 1590 C 10Jun-11 SPX 16-Jul-11 1600 C 18Jun-11 SPX 16-Jul-11 1625 C 9Jun-11 SPX 16-Jul-11 1650 C 229

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 325: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 20-Aug-11 600 P 270Jun-11 SPX 20-Aug-11 700 P 100Jun-11 SPX 20-Aug-11 750 P 20Jun-11 SPX 20-Aug-11 775 P 6,996Jun-11 SPX 20-Aug-11 800 C 3Jun-11 SPX 20-Aug-11 800 P 12,434Jun-11 SPX 20-Aug-11 820 P 177Jun-11 SPX 20-Aug-11 825 P 2,975Jun-11 SPX 20-Aug-11 850 C 2Jun-11 SPX 20-Aug-11 850 P 10,717Jun-11 SPX 20-Aug-11 875 C 30Jun-11 SPX 20-Aug-11 875 P 2,560Jun-11 SPX 20-Aug-11 880 P 1,469Jun-11 SPX 20-Aug-11 895 P 335Jun-11 SPX 20-Aug-11 900 C 76Jun-11 SPX 20-Aug-11 900 P 26,388Jun-11 SPX 20-Aug-11 925 P 160Jun-11 SPX 20-Aug-11 935 P 1,458Jun-11 SPX 20-Aug-11 940 P 2Jun-11 SPX 20-Aug-11 950 C 1Jun-11 SPX 20-Aug-11 950 P 14,201Jun-11 SPX 20-Aug-11 955 P 10Jun-11 SPX 20-Aug-11 960 P 22Jun-11 SPX 20-Aug-11 965 P 47Jun-11 SPX 20-Aug-11 970 P 625Jun-11 SPX 20-Aug-11 975 C 30Jun-11 SPX 20-Aug-11 975 P 7,303Jun-11 SPX 20-Aug-11 980 P 87Jun-11 SPX 20-Aug-11 985 P 50Jun-11 SPX 20-Aug-11 990 P 69Jun-11 SPX 20-Aug-11 995 P 60Jun-11 SPX 20-Aug-11 1000 C 83Jun-11 SPX 20-Aug-11 1000 P 21,920Jun-11 SPX 20-Aug-11 1005 P 209Jun-11 SPX 20-Aug-11 1010 P 5,282Jun-11 SPX 20-Aug-11 1015 P 1,231Jun-11 SPX 20-Aug-11 1020 P 47Jun-11 SPX 20-Aug-11 1025 P 9,129Jun-11 SPX 20-Aug-11 1030 P 224Jun-11 SPX 20-Aug-11 1035 P 5Jun-11 SPX 20-Aug-11 1040 C 3Jun-11 SPX 20-Aug-11 1040 P 5,211Jun-11 SPX 20-Aug-11 1045 P 562Jun-11 SPX 20-Aug-11 1050 P 16,479Jun-11 SPX 20-Aug-11 1055 P 3Jun-11 SPX 20-Aug-11 1060 P 5,398Jun-11 SPX 20-Aug-11 1065 P 941Jun-11 SPX 20-Aug-11 1070 P 13,100

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 326: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 20-Aug-11 1075 P 23,292Jun-11 SPX 20-Aug-11 1080 P 878Jun-11 SPX 20-Aug-11 1085 P 38Jun-11 SPX 20-Aug-11 1090 P 2,290Jun-11 SPX 20-Aug-11 1095 P 92Jun-11 SPX 20-Aug-11 1100 C 23,000Jun-11 SPX 20-Aug-11 1100 P 108,582Jun-11 SPX 20-Aug-11 1105 P 112Jun-11 SPX 20-Aug-11 1110 P 1,026Jun-11 SPX 20-Aug-11 1115 P 1,067Jun-11 SPX 20-Aug-11 1120 P 9,570Jun-11 SPX 20-Aug-11 1125 P 19,560Jun-11 SPX 20-Aug-11 1130 P 797Jun-11 SPX 20-Aug-11 1135 P 744Jun-11 SPX 20-Aug-11 1140 P 2,004Jun-11 SPX 20-Aug-11 1145 P 364Jun-11 SPX 20-Aug-11 1150 C 4,002Jun-11 SPX 20-Aug-11 1150 P 64,012Jun-11 SPX 20-Aug-11 1155 P 374Jun-11 SPX 20-Aug-11 1160 P 3,167Jun-11 SPX 20-Aug-11 1165 P 4,288Jun-11 SPX 20-Aug-11 1170 P 7,945Jun-11 SPX 20-Aug-11 1175 P 26,651Jun-11 SPX 20-Aug-11 1180 C 2Jun-11 SPX 20-Aug-11 1180 P 1,450Jun-11 SPX 20-Aug-11 1185 P 147Jun-11 SPX 20-Aug-11 1190 P 1,813Jun-11 SPX 20-Aug-11 1195 P 271Jun-11 SPX 20-Aug-11 1200 C 12,592Jun-11 SPX 20-Aug-11 1200 P 104,040Jun-11 SPX 20-Aug-11 1205 P 3,092Jun-11 SPX 20-Aug-11 1210 P 21,877Jun-11 SPX 20-Aug-11 1215 C 1Jun-11 SPX 20-Aug-11 1215 P 1,050Jun-11 SPX 20-Aug-11 1220 C 50Jun-11 SPX 20-Aug-11 1220 P 1,144Jun-11 SPX 20-Aug-11 1225 C 12,926Jun-11 SPX 20-Aug-11 1225 P 54,033Jun-11 SPX 20-Aug-11 1230 C 1Jun-11 SPX 20-Aug-11 1230 P 5,049Jun-11 SPX 20-Aug-11 1235 P 1,236Jun-11 SPX 20-Aug-11 1240 C 8Jun-11 SPX 20-Aug-11 1240 P 6,536Jun-11 SPX 20-Aug-11 1245 C 25Jun-11 SPX 20-Aug-11 1245 P 95Jun-11 SPX 20-Aug-11 1250 C 4,248Jun-11 SPX 20-Aug-11 1250 P 211,973Jun-11 SPX 20-Aug-11 1255 C 47

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 327: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 20-Aug-11 1255 P 2,792Jun-11 SPX 20-Aug-11 1260 C 315Jun-11 SPX 20-Aug-11 1260 P 30,996Jun-11 SPX 20-Aug-11 1265 C 1,485Jun-11 SPX 20-Aug-11 1265 P 2,408Jun-11 SPX 20-Aug-11 1270 C 8,297Jun-11 SPX 20-Aug-11 1270 P 3,258Jun-11 SPX 20-Aug-11 1275 C 54,073Jun-11 SPX 20-Aug-11 1275 P 73,970Jun-11 SPX 20-Aug-11 1280 C 5,421Jun-11 SPX 20-Aug-11 1280 P 26,801Jun-11 SPX 20-Aug-11 1285 C 8,080Jun-11 SPX 20-Aug-11 1285 P 1,193Jun-11 SPX 20-Aug-11 1290 C 6,339Jun-11 SPX 20-Aug-11 1290 P 1,617Jun-11 SPX 20-Aug-11 1295 C 1,012Jun-11 SPX 20-Aug-11 1295 P 609Jun-11 SPX 20-Aug-11 1300 C 141,468Jun-11 SPX 20-Aug-11 1300 P 70,463Jun-11 SPX 20-Aug-11 1305 C 721Jun-11 SPX 20-Aug-11 1305 P 137Jun-11 SPX 20-Aug-11 1310 C 10,201Jun-11 SPX 20-Aug-11 1310 P 1,286Jun-11 SPX 20-Aug-11 1315 C 6,024Jun-11 SPX 20-Aug-11 1315 P 3,607Jun-11 SPX 20-Aug-11 1320 C 16,502Jun-11 SPX 20-Aug-11 1320 P 2,027Jun-11 SPX 20-Aug-11 1325 C 77,654Jun-11 SPX 20-Aug-11 1325 P 10,089Jun-11 SPX 20-Aug-11 1330 C 22,468Jun-11 SPX 20-Aug-11 1330 P 159Jun-11 SPX 20-Aug-11 1335 C 3,538Jun-11 SPX 20-Aug-11 1340 C 21,875Jun-11 SPX 20-Aug-11 1340 P 113Jun-11 SPX 20-Aug-11 1345 C 1,042Jun-11 SPX 20-Aug-11 1350 C 104,359Jun-11 SPX 20-Aug-11 1350 P 555Jun-11 SPX 20-Aug-11 1355 C 12,300Jun-11 SPX 20-Aug-11 1355 P 2Jun-11 SPX 20-Aug-11 1360 C 22,667Jun-11 SPX 20-Aug-11 1360 P 22Jun-11 SPX 20-Aug-11 1365 C 3,986Jun-11 SPX 20-Aug-11 1365 P 4Jun-11 SPX 20-Aug-11 1370 C 9,127Jun-11 SPX 20-Aug-11 1370 P 25Jun-11 SPX 20-Aug-11 1375 C 60,202Jun-11 SPX 20-Aug-11 1375 P 102Jun-11 SPX 20-Aug-11 1380 C 9,335

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 328: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 20-Aug-11 1380 P 2Jun-11 SPX 20-Aug-11 1385 C 1,256Jun-11 SPX 20-Aug-11 1390 C 19,027Jun-11 SPX 20-Aug-11 1395 C 273Jun-11 SPX 20-Aug-11 1400 C 27,024Jun-11 SPX 20-Aug-11 1400 P 52Jun-11 SPX 20-Aug-11 1405 C 3,946Jun-11 SPX 20-Aug-11 1410 C 3,885Jun-11 SPX 20-Aug-11 1415 C 428Jun-11 SPX 20-Aug-11 1420 C 213Jun-11 SPX 20-Aug-11 1425 C 4,671Jun-11 SPX 20-Aug-11 1430 C 409Jun-11 SPX 20-Aug-11 1430 P 2Jun-11 SPX 20-Aug-11 1435 C 22Jun-11 SPX 20-Aug-11 1440 C 626Jun-11 SPX 20-Aug-11 1445 C 26Jun-11 SPX 20-Aug-11 1450 C 5,641Jun-11 SPX 20-Aug-11 1460 C 22Jun-11 SPX 20-Aug-11 1470 C 115Jun-11 SPX 20-Aug-11 1475 C 5,147Jun-11 SPX 20-Aug-11 1480 C 48Jun-11 SPX 20-Aug-11 1485 C 7Jun-11 SPX 20-Aug-11 1490 C 8Jun-11 SPX 20-Aug-11 1500 C 2,002Jun-11 SPX 20-Aug-11 1520 C 2Jun-11 SPX 20-Aug-11 1525 C 5Jun-11 SPX 20-Aug-11 1550 C 203Jun-11 SPX 20-Aug-11 1600 C 52Jun-11 SPX 17-Sep-11 200 C 310Jun-11 SPX 17-Sep-11 225 C 628Jun-11 SPX 17-Sep-11 350 C 110Jun-11 SPX 17-Sep-11 400 C 1,450Jun-11 SPX 17-Sep-11 400 P 968Jun-11 SPX 17-Sep-11 500 C 65,710Jun-11 SPX 17-Sep-11 500 P 65,816Jun-11 SPX 17-Sep-11 550 C 110Jun-11 SPX 17-Sep-11 600 C 810Jun-11 SPX 17-Sep-11 600 P 149Jun-11 SPX 17-Sep-11 625 C 628Jun-11 SPX 17-Sep-11 625 P 22Jun-11 SPX 17-Sep-11 650 P 370Jun-11 SPX 17-Sep-11 675 P 19Jun-11 SPX 17-Sep-11 700 P 2,009Jun-11 SPX 17-Sep-11 725 P 575Jun-11 SPX 17-Sep-11 750 P 150Jun-11 SPX 17-Sep-11 775 P 552Jun-11 SPX 17-Sep-11 800 P 16,199Jun-11 SPX 17-Sep-11 820 P 965

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 329: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 17-Sep-11 825 P 380Jun-11 SPX 17-Sep-11 840 P 5Jun-11 SPX 17-Sep-11 850 P 9,984Jun-11 SPX 17-Sep-11 860 P 6Jun-11 SPX 17-Sep-11 875 P 52Jun-11 SPX 17-Sep-11 880 P 88Jun-11 SPX 17-Sep-11 900 C 229Jun-11 SPX 17-Sep-11 900 P 27,405Jun-11 SPX 17-Sep-11 920 P 252Jun-11 SPX 17-Sep-11 925 P 1,495Jun-11 SPX 17-Sep-11 940 P 4,186Jun-11 SPX 17-Sep-11 950 P 19,569Jun-11 SPX 17-Sep-11 960 C 2Jun-11 SPX 17-Sep-11 960 P 523Jun-11 SPX 17-Sep-11 975 P 1,593Jun-11 SPX 17-Sep-11 980 C 20,000Jun-11 SPX 17-Sep-11 980 P 4,757Jun-11 SPX 17-Sep-11 1000 C 153Jun-11 SPX 17-Sep-11 1000 P 25,766Jun-11 SPX 17-Sep-11 1020 P 38Jun-11 SPX 17-Sep-11 1025 P 15,641Jun-11 SPX 17-Sep-11 1040 P 1,008Jun-11 SPX 17-Sep-11 1050 C 55Jun-11 SPX 17-Sep-11 1050 P 20,966Jun-11 SPX 17-Sep-11 1060 P 8,242Jun-11 SPX 17-Sep-11 1075 C 2Jun-11 SPX 17-Sep-11 1075 P 28,166Jun-11 SPX 17-Sep-11 1080 C 85Jun-11 SPX 17-Sep-11 1080 P 1,207Jun-11 SPX 17-Sep-11 1100 C 800Jun-11 SPX 17-Sep-11 1100 P 49,192Jun-11 SPX 17-Sep-11 1110 P 131Jun-11 SPX 17-Sep-11 1120 P 757Jun-11 SPX 17-Sep-11 1125 C 4Jun-11 SPX 17-Sep-11 1125 P 20,245Jun-11 SPX 17-Sep-11 1130 P 16Jun-11 SPX 17-Sep-11 1140 P 775Jun-11 SPX 17-Sep-11 1150 C 104Jun-11 SPX 17-Sep-11 1150 P 57,544Jun-11 SPX 17-Sep-11 1160 C 1Jun-11 SPX 17-Sep-11 1160 P 10,235Jun-11 SPX 17-Sep-11 1170 P 336Jun-11 SPX 17-Sep-11 1175 C 337Jun-11 SPX 17-Sep-11 1175 P 37,943Jun-11 SPX 17-Sep-11 1180 P 1,521Jun-11 SPX 17-Sep-11 1185 P 160Jun-11 SPX 17-Sep-11 1190 P 569Jun-11 SPX 17-Sep-11 1200 C 563

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 330: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 17-Sep-11 1200 P 129,909Jun-11 SPX 17-Sep-11 1205 P 10Jun-11 SPX 17-Sep-11 1210 P 192Jun-11 SPX 17-Sep-11 1215 C 30Jun-11 SPX 17-Sep-11 1215 P 1,179Jun-11 SPX 17-Sep-11 1220 P 844Jun-11 SPX 17-Sep-11 1225 C 102Jun-11 SPX 17-Sep-11 1225 P 92,582Jun-11 SPX 17-Sep-11 1230 P 500Jun-11 SPX 17-Sep-11 1235 C 1Jun-11 SPX 17-Sep-11 1235 P 3,180Jun-11 SPX 17-Sep-11 1240 C 8Jun-11 SPX 17-Sep-11 1240 P 6,175Jun-11 SPX 17-Sep-11 1245 C 1Jun-11 SPX 17-Sep-11 1245 P 655Jun-11 SPX 17-Sep-11 1250 C 4,836Jun-11 SPX 17-Sep-11 1250 P 140,066Jun-11 SPX 17-Sep-11 1255 C 4,498Jun-11 SPX 17-Sep-11 1255 P 4,510Jun-11 SPX 17-Sep-11 1260 C 50,977Jun-11 SPX 17-Sep-11 1260 P 55,428Jun-11 SPX 17-Sep-11 1265 C 100,931Jun-11 SPX 17-Sep-11 1265 P 101,602Jun-11 SPX 17-Sep-11 1270 C 88,903Jun-11 SPX 17-Sep-11 1270 P 89,278Jun-11 SPX 17-Sep-11 1275 C 87,349Jun-11 SPX 17-Sep-11 1275 P 141,452Jun-11 SPX 17-Sep-11 1280 C 47,849Jun-11 SPX 17-Sep-11 1280 P 45,664Jun-11 SPX 17-Sep-11 1285 C 54,702Jun-11 SPX 17-Sep-11 1285 P 54,824Jun-11 SPX 17-Sep-11 1290 C 50,675Jun-11 SPX 17-Sep-11 1290 P 47,054Jun-11 SPX 17-Sep-11 1295 C 10,597Jun-11 SPX 17-Sep-11 1295 P 10,550Jun-11 SPX 17-Sep-11 1300 C 213,942Jun-11 SPX 17-Sep-11 1300 P 193,102Jun-11 SPX 17-Sep-11 1305 C 14,456Jun-11 SPX 17-Sep-11 1305 P 13,277Jun-11 SPX 17-Sep-11 1310 C 16,181Jun-11 SPX 17-Sep-11 1310 P 14,486Jun-11 SPX 17-Sep-11 1315 C 34,988Jun-11 SPX 17-Sep-11 1315 P 33,807Jun-11 SPX 17-Sep-11 1320 C 3,059Jun-11 SPX 17-Sep-11 1320 P 1,039Jun-11 SPX 17-Sep-11 1325 C 37,595Jun-11 SPX 17-Sep-11 1325 P 11,250Jun-11 SPX 17-Sep-11 1330 C 2,255

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 331: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 17-Sep-11 1330 P 735Jun-11 SPX 17-Sep-11 1335 C 313Jun-11 SPX 17-Sep-11 1335 P 124Jun-11 SPX 17-Sep-11 1340 C 9,303Jun-11 SPX 17-Sep-11 1340 P 1,593Jun-11 SPX 17-Sep-11 1345 C 2,303Jun-11 SPX 17-Sep-11 1350 C 57,412Jun-11 SPX 17-Sep-11 1350 P 2,943Jun-11 SPX 17-Sep-11 1355 C 77Jun-11 SPX 17-Sep-11 1360 C 4,669Jun-11 SPX 17-Sep-11 1360 P 1,584Jun-11 SPX 17-Sep-11 1365 C 1,024Jun-11 SPX 17-Sep-11 1370 C 4,198Jun-11 SPX 17-Sep-11 1375 C 30,333Jun-11 SPX 17-Sep-11 1375 P 120Jun-11 SPX 17-Sep-11 1380 C 2,409Jun-11 SPX 17-Sep-11 1385 C 67Jun-11 SPX 17-Sep-11 1390 C 8,749Jun-11 SPX 17-Sep-11 1390 P 1Jun-11 SPX 17-Sep-11 1395 C 404Jun-11 SPX 17-Sep-11 1400 C 57,681Jun-11 SPX 17-Sep-11 1400 P 1,798Jun-11 SPX 17-Sep-11 1420 C 147Jun-11 SPX 17-Sep-11 1425 C 34,624Jun-11 SPX 17-Sep-11 1425 P 42Jun-11 SPX 17-Sep-11 1440 C 913Jun-11 SPX 17-Sep-11 1440 P 2Jun-11 SPX 17-Sep-11 1450 C 18,268Jun-11 SPX 17-Sep-11 1450 P 2Jun-11 SPX 17-Sep-11 1460 C 399Jun-11 SPX 17-Sep-11 1475 C 6,577Jun-11 SPX 17-Sep-11 1480 C 62Jun-11 SPX 17-Sep-11 1500 C 71,523Jun-11 SPX 17-Sep-11 1500 P 65,910Jun-11 SPX 17-Sep-11 1520 C 89Jun-11 SPX 17-Sep-11 1525 C 107Jun-11 SPX 17-Sep-11 1550 C 2,730Jun-11 SPX 17-Sep-11 1600 C 2,166Jun-11 SPX 17-Sep-11 1600 P 45Jun-11 SPX 17-Sep-11 1650 C 312Jun-11 SPX 17-Sep-11 1700 C 462Jun-11 SPX 17-Sep-11 1750 C 59Jun-11 SPX 17-Sep-11 1800 C 45Jun-11 SPX 17-Sep-11 1800 P 875Jun-11 SPX 17-Sep-11 1900 C 25Jun-11 SPX 17-Sep-11 2000 C 48Jun-11 SPX 17-Sep-11 2000 P 875Jun-11 SPX 17-Sep-11 2500 C 227

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 332: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 17-Sep-11 3000 C 879Jun-11 SPX 17-Sep-11 3000 P 45Jun-11 SPX 22-Oct-11 700 P 760Jun-11 SPX 22-Oct-11 750 P 22,840Jun-11 SPX 22-Oct-11 800 P 6,176Jun-11 SPX 22-Oct-11 825 P 50Jun-11 SPX 22-Oct-11 850 P 4,575Jun-11 SPX 22-Oct-11 875 P 185Jun-11 SPX 22-Oct-11 900 P 281Jun-11 SPX 22-Oct-11 925 P 2,234Jun-11 SPX 22-Oct-11 950 P 33Jun-11 SPX 22-Oct-11 975 P 35Jun-11 SPX 22-Oct-11 1000 P 450Jun-11 SPX 22-Oct-11 1025 P 3,048Jun-11 SPX 22-Oct-11 1050 P 210Jun-11 SPX 22-Oct-11 1075 P 5Jun-11 SPX 22-Oct-11 1100 P 2,423Jun-11 SPX 22-Oct-11 1125 P 1,737Jun-11 SPX 22-Oct-11 1150 P 2,280Jun-11 SPX 22-Oct-11 1175 C 3Jun-11 SPX 22-Oct-11 1175 P 1,019Jun-11 SPX 22-Oct-11 1200 C 2Jun-11 SPX 22-Oct-11 1200 P 4,161Jun-11 SPX 22-Oct-11 1225 C 4Jun-11 SPX 22-Oct-11 1225 P 1,506Jun-11 SPX 22-Oct-11 1250 C 13Jun-11 SPX 22-Oct-11 1250 P 3,901Jun-11 SPX 22-Oct-11 1275 C 3,506Jun-11 SPX 22-Oct-11 1275 P 1,471Jun-11 SPX 22-Oct-11 1300 C 2,501Jun-11 SPX 22-Oct-11 1300 P 570Jun-11 SPX 22-Oct-11 1325 C 4,253Jun-11 SPX 22-Oct-11 1325 P 13Jun-11 SPX 22-Oct-11 1350 C 4,270Jun-11 SPX 22-Oct-11 1350 P 533Jun-11 SPX 22-Oct-11 1375 C 2,218Jun-11 SPX 22-Oct-11 1400 C 1,667Jun-11 SPX 22-Oct-11 1400 P 1Jun-11 SPX 22-Oct-11 1425 C 974Jun-11 SPX 22-Oct-11 1450 C 1,802Jun-11 SPX 22-Oct-11 1475 C 50Jun-11 SPX 17-Dec-11 100 P 1,567Jun-11 SPX 17-Dec-11 150 P 737Jun-11 SPX 17-Dec-11 200 C 3Jun-11 SPX 17-Dec-11 200 P 6,025Jun-11 SPX 17-Dec-11 225 P 7,196Jun-11 SPX 17-Dec-11 250 P 78,851Jun-11 SPX 17-Dec-11 275 P 7,898

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 333: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 17-Dec-11 280 P 6,268Jun-11 SPX 17-Dec-11 300 C 1Jun-11 SPX 17-Dec-11 300 P 8,608Jun-11 SPX 17-Dec-11 325 P 2,645Jun-11 SPX 17-Dec-11 350 P 1,976Jun-11 SPX 17-Dec-11 375 P 80Jun-11 SPX 17-Dec-11 400 P 926Jun-11 SPX 17-Dec-11 475 P 10Jun-11 SPX 17-Dec-11 500 C 7,525Jun-11 SPX 17-Dec-11 500 P 10,780Jun-11 SPX 17-Dec-11 525 P 7,920Jun-11 SPX 17-Dec-11 550 P 8,969Jun-11 SPX 17-Dec-11 575 P 5,539Jun-11 SPX 17-Dec-11 600 P 2,596Jun-11 SPX 17-Dec-11 650 P 122Jun-11 SPX 17-Dec-11 675 P 50Jun-11 SPX 17-Dec-11 700 C 7Jun-11 SPX 17-Dec-11 700 P 4,714Jun-11 SPX 17-Dec-11 725 P 25Jun-11 SPX 17-Dec-11 750 P 36,795Jun-11 SPX 17-Dec-11 770 P 704Jun-11 SPX 17-Dec-11 775 P 292Jun-11 SPX 17-Dec-11 800 C 2Jun-11 SPX 17-Dec-11 800 P 10,089Jun-11 SPX 17-Dec-11 825 P 480Jun-11 SPX 17-Dec-11 850 P 1,001Jun-11 SPX 17-Dec-11 875 P 11,372Jun-11 SPX 17-Dec-11 900 C 100Jun-11 SPX 17-Dec-11 900 P 21,352Jun-11 SPX 17-Dec-11 920 P 1Jun-11 SPX 17-Dec-11 925 P 5,807Jun-11 SPX 17-Dec-11 950 P 13,943Jun-11 SPX 17-Dec-11 975 P 9,297Jun-11 SPX 17-Dec-11 1000 C 6Jun-11 SPX 17-Dec-11 1000 P 61,155Jun-11 SPX 17-Dec-11 1025 C 5Jun-11 SPX 17-Dec-11 1025 P 1,814Jun-11 SPX 17-Dec-11 1030 P 304Jun-11 SPX 17-Dec-11 1050 C 2,001Jun-11 SPX 17-Dec-11 1050 P 12,343Jun-11 SPX 17-Dec-11 1075 C 4Jun-11 SPX 17-Dec-11 1075 P 4,011Jun-11 SPX 17-Dec-11 1090 P 466Jun-11 SPX 17-Dec-11 1095 P 500Jun-11 SPX 17-Dec-11 1100 C 2,054Jun-11 SPX 17-Dec-11 1100 P 61,704Jun-11 SPX 17-Dec-11 1125 P 12,431Jun-11 SPX 17-Dec-11 1140 P 153

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 334: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 17-Dec-11 1150 C 6Jun-11 SPX 17-Dec-11 1150 P 40,572Jun-11 SPX 17-Dec-11 1175 C 336Jun-11 SPX 17-Dec-11 1175 P 33,954Jun-11 SPX 17-Dec-11 1180 P 152Jun-11 SPX 17-Dec-11 1185 P 4Jun-11 SPX 17-Dec-11 1200 C 813Jun-11 SPX 17-Dec-11 1200 P 76,881Jun-11 SPX 17-Dec-11 1225 C 1,508Jun-11 SPX 17-Dec-11 1225 P 21,921Jun-11 SPX 17-Dec-11 1245 P 909Jun-11 SPX 17-Dec-11 1250 C 1,661Jun-11 SPX 17-Dec-11 1250 P 44,969Jun-11 SPX 17-Dec-11 1275 C 20,402Jun-11 SPX 17-Dec-11 1275 P 28,779Jun-11 SPX 17-Dec-11 1285 C 2,791Jun-11 SPX 17-Dec-11 1285 P 1,586Jun-11 SPX 17-Dec-11 1300 C 44,343Jun-11 SPX 17-Dec-11 1300 P 36,540Jun-11 SPX 17-Dec-11 1325 C 37,339Jun-11 SPX 17-Dec-11 1325 P 2,164Jun-11 SPX 17-Dec-11 1335 C 1,697Jun-11 SPX 17-Dec-11 1335 P 14Jun-11 SPX 17-Dec-11 1350 C 42,925Jun-11 SPX 17-Dec-11 1350 P 871Jun-11 SPX 17-Dec-11 1375 C 23,353Jun-11 SPX 17-Dec-11 1375 P 1,194Jun-11 SPX 17-Dec-11 1400 C 40,566Jun-11 SPX 17-Dec-11 1400 P 1,570Jun-11 SPX 17-Dec-11 1415 C 10Jun-11 SPX 17-Dec-11 1420 C 184Jun-11 SPX 17-Dec-11 1420 P 600Jun-11 SPX 17-Dec-11 1425 C 11,266Jun-11 SPX 17-Dec-11 1425 P 1Jun-11 SPX 17-Dec-11 1450 C 32,705Jun-11 SPX 17-Dec-11 1475 C 3,595Jun-11 SPX 17-Dec-11 1500 C 65,651Jun-11 SPX 17-Dec-11 1500 P 7,359Jun-11 SPX 17-Dec-11 1525 C 826Jun-11 SPX 17-Dec-11 1550 C 33,572Jun-11 SPX 17-Dec-11 1550 P 10Jun-11 SPX 17-Dec-11 1600 C 9,025Jun-11 SPX 17-Dec-11 1600 P 7Jun-11 SPX 17-Dec-11 1700 C 2,795Jun-11 SPX 17-Dec-11 1800 C 591Jun-11 SPX 17-Dec-11 1900 C 970Jun-11 SPX 17-Dec-11 2000 C 609Jun-11 SPX 17-Dec-11 2250 C 27

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 335: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 17-Dec-11 2250 P 15Jun-11 SPX 17-Dec-11 2500 C 18Jun-11 SPX 17-Dec-11 2500 P 22Jun-11 SPX 17-Dec-11 3000 C 54Jun-11 SPX 17-Dec-11 3000 P 38Jun-11 SPX 17-Mar-12 400 P 10Jun-11 SPX 17-Mar-12 500 C 1,300Jun-11 SPX 17-Mar-12 500 P 1,300Jun-11 SPX 17-Mar-12 600 P 2,002Jun-11 SPX 17-Mar-12 650 P 6,344Jun-11 SPX 17-Mar-12 700 P 2,000Jun-11 SPX 17-Mar-12 750 P 1,806Jun-11 SPX 17-Mar-12 800 P 2,852Jun-11 SPX 17-Mar-12 850 P 766Jun-11 SPX 17-Mar-12 875 P 5Jun-11 SPX 17-Mar-12 900 P 1,004Jun-11 SPX 17-Mar-12 925 P 30Jun-11 SPX 17-Mar-12 950 P 7Jun-11 SPX 17-Mar-12 975 P 501Jun-11 SPX 17-Mar-12 1000 P 7,159Jun-11 SPX 17-Mar-12 1025 P 1,165Jun-11 SPX 17-Mar-12 1050 P 2,225Jun-11 SPX 17-Mar-12 1075 P 151Jun-11 SPX 17-Mar-12 1100 C 20Jun-11 SPX 17-Mar-12 1100 P 28,989Jun-11 SPX 17-Mar-12 1125 P 2,858Jun-11 SPX 17-Mar-12 1150 C 15Jun-11 SPX 17-Mar-12 1150 P 12,303Jun-11 SPX 17-Mar-12 1175 P 4,286Jun-11 SPX 17-Mar-12 1200 C 1Jun-11 SPX 17-Mar-12 1200 P 36,607Jun-11 SPX 17-Mar-12 1225 P 8,576Jun-11 SPX 17-Mar-12 1250 C 5,888Jun-11 SPX 17-Mar-12 1250 P 8,781Jun-11 SPX 17-Mar-12 1275 C 8,207Jun-11 SPX 17-Mar-12 1275 P 11,307Jun-11 SPX 17-Mar-12 1300 C 30,670Jun-11 SPX 17-Mar-12 1300 P 36,805Jun-11 SPX 17-Mar-12 1325 C 2,986Jun-11 SPX 17-Mar-12 1325 P 4,744Jun-11 SPX 17-Mar-12 1350 C 4,957Jun-11 SPX 17-Mar-12 1350 P 452Jun-11 SPX 17-Mar-12 1360 C 300Jun-11 SPX 17-Mar-12 1375 C 3,227Jun-11 SPX 17-Mar-12 1400 C 11,856Jun-11 SPX 17-Mar-12 1400 P 590Jun-11 SPX 17-Mar-12 1425 C 734Jun-11 SPX 17-Mar-12 1450 C 3,164

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 336: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 17-Mar-12 1475 C 865Jun-11 SPX 17-Mar-12 1500 C 6,634Jun-11 SPX 17-Mar-12 1500 P 1,624Jun-11 SPX 17-Mar-12 1550 C 18Jun-11 SPX 17-Mar-12 1600 C 100Jun-11 SPX 17-Mar-12 1650 C 2Jun-11 SPX 17-Mar-12 1700 C 1Jun-11 SPX 16-Jun-12 100 C 1Jun-11 SPX 16-Jun-12 200 P 2,118Jun-11 SPX 16-Jun-12 300 P 50Jun-11 SPX 16-Jun-12 400 P 3Jun-11 SPX 16-Jun-12 500 C 4Jun-11 SPX 16-Jun-12 500 P 24Jun-11 SPX 16-Jun-12 600 P 542Jun-11 SPX 16-Jun-12 650 P 2Jun-11 SPX 16-Jun-12 750 P 1Jun-11 SPX 16-Jun-12 800 P 86Jun-11 SPX 16-Jun-12 850 P 435Jun-11 SPX 16-Jun-12 875 P 16Jun-11 SPX 16-Jun-12 900 P 930Jun-11 SPX 16-Jun-12 925 P 4,006Jun-11 SPX 16-Jun-12 950 P 1,946Jun-11 SPX 16-Jun-12 975 P 572Jun-11 SPX 16-Jun-12 1000 P 8,265Jun-11 SPX 16-Jun-12 1025 P 205Jun-11 SPX 16-Jun-12 1050 P 6,397Jun-11 SPX 16-Jun-12 1075 P 214Jun-11 SPX 16-Jun-12 1100 C 6Jun-11 SPX 16-Jun-12 1100 P 17,209Jun-11 SPX 16-Jun-12 1125 C 3Jun-11 SPX 16-Jun-12 1125 P 973Jun-11 SPX 16-Jun-12 1150 C 5Jun-11 SPX 16-Jun-12 1150 P 3,400Jun-11 SPX 16-Jun-12 1175 P 2,231Jun-11 SPX 16-Jun-12 1200 C 2Jun-11 SPX 16-Jun-12 1200 P 7,240Jun-11 SPX 16-Jun-12 1225 C 534Jun-11 SPX 16-Jun-12 1225 P 791Jun-11 SPX 16-Jun-12 1250 C 190Jun-11 SPX 16-Jun-12 1250 P 4,760Jun-11 SPX 16-Jun-12 1275 C 4,826Jun-11 SPX 16-Jun-12 1275 P 3,403Jun-11 SPX 16-Jun-12 1300 C 4,863Jun-11 SPX 16-Jun-12 1300 P 11,899Jun-11 SPX 16-Jun-12 1325 C 4,937Jun-11 SPX 16-Jun-12 1325 P 1,353Jun-11 SPX 16-Jun-12 1350 C 2,857Jun-11 SPX 16-Jun-12 1350 P 509

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 337: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 16-Jun-12 1375 C 1,628Jun-11 SPX 16-Jun-12 1400 C 5,432Jun-11 SPX 16-Jun-12 1400 P 249Jun-11 SPX 16-Jun-12 1425 C 1,630Jun-11 SPX 16-Jun-12 1450 C 1,317Jun-11 SPX 16-Jun-12 1475 C 23Jun-11 SPX 16-Jun-12 1500 C 9,424Jun-11 SPX 16-Jun-12 1500 P 6Jun-11 SPX 16-Jun-12 1550 C 3,602Jun-11 SPX 16-Jun-12 1550 P 130Jun-11 SPX 16-Jun-12 1600 C 1,598Jun-11 SPX 16-Jun-12 1700 C 4Jun-11 SPX 16-Jun-12 1900 C 18Jun-11 SPX 16-Jun-12 2000 C 40Jun-11 SPX 16-Jun-12 2250 P 3Jun-11 SPX 16-Jun-12 2500 C 16Jun-11 SPX 16-Jun-12 3000 C 66Jun-11 SPX 22-Dec-12 100 P 444Jun-11 SPX 22-Dec-12 200 P 2,648Jun-11 SPX 22-Dec-12 250 P 2,932Jun-11 SPX 22-Dec-12 400 P 151Jun-11 SPX 22-Dec-12 500 C 5Jun-11 SPX 22-Dec-12 500 P 2,537Jun-11 SPX 22-Dec-12 550 C 5Jun-11 SPX 22-Dec-12 550 P 1,817Jun-11 SPX 22-Dec-12 600 C 5Jun-11 SPX 22-Dec-12 600 P 1,559Jun-11 SPX 22-Dec-12 650 P 154Jun-11 SPX 22-Dec-12 675 P 216Jun-11 SPX 22-Dec-12 700 C 1Jun-11 SPX 22-Dec-12 700 P 501Jun-11 SPX 22-Dec-12 750 P 249Jun-11 SPX 22-Dec-12 800 P 12Jun-11 SPX 22-Dec-12 850 P 3,276Jun-11 SPX 22-Dec-12 900 P 8,942Jun-11 SPX 22-Dec-12 925 C 2Jun-11 SPX 22-Dec-12 925 P 700Jun-11 SPX 22-Dec-12 950 P 802Jun-11 SPX 22-Dec-12 1000 P 8,317Jun-11 SPX 22-Dec-12 1025 C 2Jun-11 SPX 22-Dec-12 1025 P 1Jun-11 SPX 22-Dec-12 1050 C 2Jun-11 SPX 22-Dec-12 1050 P 1,749Jun-11 SPX 22-Dec-12 1075 C 1Jun-11 SPX 22-Dec-12 1075 P 12Jun-11 SPX 22-Dec-12 1100 C 2,500Jun-11 SPX 22-Dec-12 1100 P 3,377Jun-11 SPX 22-Dec-12 1125 P 100

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 338: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 22-Dec-12 1150 C 1,750Jun-11 SPX 22-Dec-12 1150 P 3,402Jun-11 SPX 22-Dec-12 1175 P 1,875Jun-11 SPX 22-Dec-12 1200 C 4,659Jun-11 SPX 22-Dec-12 1200 P 12,817Jun-11 SPX 22-Dec-12 1220 P 3Jun-11 SPX 22-Dec-12 1225 P 992Jun-11 SPX 22-Dec-12 1250 C 253Jun-11 SPX 22-Dec-12 1250 P 12,788Jun-11 SPX 22-Dec-12 1275 C 3,266Jun-11 SPX 22-Dec-12 1275 P 10,954Jun-11 SPX 22-Dec-12 1300 C 13,059Jun-11 SPX 22-Dec-12 1300 P 11,707Jun-11 SPX 22-Dec-12 1325 C 10,213Jun-11 SPX 22-Dec-12 1325 P 4,216Jun-11 SPX 22-Dec-12 1350 C 4,571Jun-11 SPX 22-Dec-12 1350 P 813Jun-11 SPX 22-Dec-12 1375 C 252Jun-11 SPX 22-Dec-12 1375 P 1Jun-11 SPX 22-Dec-12 1400 C 3,084Jun-11 SPX 22-Dec-12 1400 P 2,001Jun-11 SPX 22-Dec-12 1425 C 5Jun-11 SPX 22-Dec-12 1450 C 1,102Jun-11 SPX 22-Dec-12 1500 C 7,257Jun-11 SPX 22-Dec-12 1500 P 190Jun-11 SPX 22-Dec-12 1550 C 1,550Jun-11 SPX 22-Dec-12 1600 C 16,960Jun-11 SPX 22-Dec-12 1600 P 1Jun-11 SPX 22-Dec-12 1650 C 750Jun-11 SPX 22-Dec-12 1700 C 500Jun-11 SPX 22-Dec-12 1700 P 144Jun-11 SPX 22-Dec-12 1750 C 103Jun-11 SPX 22-Dec-12 1800 C 200Jun-11 SPX 22-Dec-12 1800 P 7Jun-11 SPX 22-Dec-12 2000 C 1,151Jun-11 SPX 22-Dec-12 2250 P 11Jun-11 SPX 22-Dec-12 2500 C 21Jun-11 SPX 22-Dec-12 2500 P 10Jun-11 SPX 22-Dec-12 3000 C 18Jun-11 SPX 22-Jun-13 700 P 1Jun-11 SPX 22-Jun-13 750 C 500Jun-11 SPX 22-Jun-13 800 P 4Jun-11 SPX 22-Jun-13 900 P 325Jun-11 SPX 22-Jun-13 1050 P 50Jun-11 SPX 22-Jun-13 1100 P 3,070Jun-11 SPX 22-Jun-13 1200 P 500Jun-11 SPX 22-Jun-13 1250 P 1,900Jun-11 SPX 22-Jun-13 1275 P 7,227

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 339: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 22-Jun-13 1300 C 331Jun-11 SPX 22-Jun-13 1300 P 56Jun-11 SPX 22-Jun-13 1350 P 2Jun-11 SPX 22-Jun-13 1500 C 1,004Jun-11 SPX 22-Jun-13 1700 C 200Jun-11 SPX 21-Dec-13 100 C 2Jun-11 SPX 21-Dec-13 100 P 1,698Jun-11 SPX 21-Dec-13 200 C 84Jun-11 SPX 21-Dec-13 200 P 440Jun-11 SPX 21-Dec-13 250 C 2Jun-11 SPX 21-Dec-13 250 P 680Jun-11 SPX 21-Dec-13 300 P 20Jun-11 SPX 21-Dec-13 400 C 12Jun-11 SPX 21-Dec-13 400 P 66Jun-11 SPX 21-Dec-13 450 P 37Jun-11 SPX 21-Dec-13 500 P 20Jun-11 SPX 21-Dec-13 550 P 10Jun-11 SPX 21-Dec-13 600 P 26Jun-11 SPX 21-Dec-13 650 P 592Jun-11 SPX 21-Dec-13 700 C 12Jun-11 SPX 21-Dec-13 700 P 111Jun-11 SPX 21-Dec-13 750 C 502Jun-11 SPX 21-Dec-13 750 P 102Jun-11 SPX 21-Dec-13 800 C 86Jun-11 SPX 21-Dec-13 800 P 860Jun-11 SPX 21-Dec-13 850 P 2,003Jun-11 SPX 21-Dec-13 900 C 2Jun-11 SPX 21-Dec-13 900 P 168Jun-11 SPX 21-Dec-13 950 P 3Jun-11 SPX 21-Dec-13 1000 C 11Jun-11 SPX 21-Dec-13 1000 P 3,136Jun-11 SPX 21-Dec-13 1025 C 2Jun-11 SPX 21-Dec-13 1025 P 1Jun-11 SPX 21-Dec-13 1050 C 2Jun-11 SPX 21-Dec-13 1050 P 1,660Jun-11 SPX 21-Dec-13 1075 C 1Jun-11 SPX 21-Dec-13 1075 P 1Jun-11 SPX 21-Dec-13 1100 C 1Jun-11 SPX 21-Dec-13 1100 P 828Jun-11 SPX 21-Dec-13 1150 C 750Jun-11 SPX 21-Dec-13 1150 P 5Jun-11 SPX 21-Dec-13 1175 C 215Jun-11 SPX 21-Dec-13 1175 P 220Jun-11 SPX 21-Dec-13 1200 C 6Jun-11 SPX 21-Dec-13 1200 P 3,952Jun-11 SPX 21-Dec-13 1225 P 1,150Jun-11 SPX 21-Dec-13 1250 C 390Jun-11 SPX 21-Dec-13 1250 P 1,591

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 340: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPX 21-Dec-13 1275 C 1,345Jun-11 SPX 21-Dec-13 1275 P 1,645Jun-11 SPX 21-Dec-13 1300 C 6,795Jun-11 SPX 21-Dec-13 1300 P 4,347Jun-11 SPX 21-Dec-13 1325 C 1,055Jun-11 SPX 21-Dec-13 1325 P 1,050Jun-11 SPX 21-Dec-13 1350 C 1,252Jun-11 SPX 21-Dec-13 1350 P 1,100Jun-11 SPX 21-Dec-13 1375 C 405Jun-11 SPX 21-Dec-13 1400 C 630Jun-11 SPX 21-Dec-13 1450 C 958Jun-11 SPX 21-Dec-13 1500 C 200Jun-11 SPX 21-Dec-13 1550 C 3Jun-11 SPX 21-Dec-13 1600 C 1,100Jun-11 SPX 21-Dec-13 1650 C 6Jun-11 SPX 21-Dec-13 1700 C 1,852Jun-11 SPX 21-Dec-13 1900 C 1Jun-11 SPX 21-Dec-13 1900 P 1Jun-11 SPX 21-Dec-13 2000 C 60Jun-11 SPX 21-Dec-13 2000 P 10Jun-11 SPX 21-Dec-13 2250 C 100Jun-11 SPX 21-Dec-13 2250 P 18Jun-11 SPX 21-Dec-13 2500 P 32Jun-11 SPX 21-Dec-13 3000 P 40Jun-11 SPXW 03-Jun-11 1125 P 2Jun-11 SPXW 03-Jun-11 1150 P 1,628Jun-11 SPXW 03-Jun-11 1175 P 3,041Jun-11 SPXW 03-Jun-11 1200 P 2,201Jun-11 SPXW 03-Jun-11 1225 P 3,413Jun-11 SPXW 03-Jun-11 1240 P 1,097Jun-11 SPXW 03-Jun-11 1245 P 691Jun-11 SPXW 03-Jun-11 1250 P 5,632Jun-11 SPXW 03-Jun-11 1255 P 964Jun-11 SPXW 03-Jun-11 1260 C 3Jun-11 SPXW 03-Jun-11 1260 P 2,777Jun-11 SPXW 03-Jun-11 1265 P 2,905Jun-11 SPXW 03-Jun-11 1270 C 24Jun-11 SPXW 03-Jun-11 1270 P 2,019Jun-11 SPXW 03-Jun-11 1275 P 8,844Jun-11 SPXW 03-Jun-11 1280 C 39Jun-11 SPXW 03-Jun-11 1280 P 4,958Jun-11 SPXW 03-Jun-11 1285 C 9Jun-11 SPXW 03-Jun-11 1285 P 9,059Jun-11 SPXW 03-Jun-11 1290 C 113Jun-11 SPXW 03-Jun-11 1290 P 9,186Jun-11 SPXW 03-Jun-11 1295 C 221Jun-11 SPXW 03-Jun-11 1295 P 10,956Jun-11 SPXW 03-Jun-11 1300 C 2,668

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 341: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPXW 03-Jun-11 1300 P 25,194Jun-11 SPXW 03-Jun-11 1305 C 3,012Jun-11 SPXW 03-Jun-11 1305 P 15,769Jun-11 SPXW 03-Jun-11 1310 C 5,032Jun-11 SPXW 03-Jun-11 1310 P 7,044Jun-11 SPXW 03-Jun-11 1315 C 5,984Jun-11 SPXW 03-Jun-11 1315 P 2,828Jun-11 SPXW 03-Jun-11 1320 C 4,798Jun-11 SPXW 03-Jun-11 1320 P 1,541Jun-11 SPXW 03-Jun-11 1325 C 3,385Jun-11 SPXW 03-Jun-11 1325 P 3,551Jun-11 SPXW 03-Jun-11 1330 C 6,129Jun-11 SPXW 03-Jun-11 1330 P 3,384Jun-11 SPXW 03-Jun-11 1335 C 22,884Jun-11 SPXW 03-Jun-11 1335 P 305Jun-11 SPXW 03-Jun-11 1340 C 8,845Jun-11 SPXW 03-Jun-11 1340 P 258Jun-11 SPXW 03-Jun-11 1345 C 26,931Jun-11 SPXW 03-Jun-11 1345 P 40Jun-11 SPXW 03-Jun-11 1350 C 4,735Jun-11 SPXW 03-Jun-11 1350 P 93Jun-11 SPXW 03-Jun-11 1355 C 3,007Jun-11 SPXW 03-Jun-11 1355 P 46Jun-11 SPXW 03-Jun-11 1360 C 5,304Jun-11 SPXW 03-Jun-11 1360 P 6Jun-11 SPXW 03-Jun-11 1365 C 1,801Jun-11 SPXW 03-Jun-11 1370 C 2,247Jun-11 SPXW 03-Jun-11 1370 P 11Jun-11 SPXW 03-Jun-11 1375 C 1,758Jun-11 SPXW 03-Jun-11 1375 P 2Jun-11 SPXW 03-Jun-11 1380 C 706Jun-11 SPXW 03-Jun-11 1385 C 549Jun-11 SPXW 03-Jun-11 1400 C 325Jun-11 SPXW 03-Jun-11 1425 C 45Jun-11 SPXW 10-Jun-11 1050 C 10Jun-11 SPXW 10-Jun-11 1050 P 5,800Jun-11 SPXW 10-Jun-11 1075 P 1,441Jun-11 SPXW 10-Jun-11 1100 C 10Jun-11 SPXW 10-Jun-11 1100 P 11,895Jun-11 SPXW 10-Jun-11 1125 P 20,549Jun-11 SPXW 10-Jun-11 1150 P 9,792Jun-11 SPXW 10-Jun-11 1175 C 27Jun-11 SPXW 10-Jun-11 1175 P 12,234Jun-11 SPXW 10-Jun-11 1200 C 11Jun-11 SPXW 10-Jun-11 1200 P 11,098Jun-11 SPXW 10-Jun-11 1205 P 339Jun-11 SPXW 10-Jun-11 1210 P 1,781Jun-11 SPXW 10-Jun-11 1215 P 69

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 342: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPXW 10-Jun-11 1220 C 10Jun-11 SPXW 10-Jun-11 1220 P 3,507Jun-11 SPXW 10-Jun-11 1225 P 9,973Jun-11 SPXW 10-Jun-11 1230 C 50Jun-11 SPXW 10-Jun-11 1230 P 6,191Jun-11 SPXW 10-Jun-11 1235 P 3,860Jun-11 SPXW 10-Jun-11 1240 P 6,472Jun-11 SPXW 10-Jun-11 1245 C 35Jun-11 SPXW 10-Jun-11 1245 P 7,222Jun-11 SPXW 10-Jun-11 1250 C 14Jun-11 SPXW 10-Jun-11 1250 P 17,102Jun-11 SPXW 10-Jun-11 1255 P 14,506Jun-11 SPXW 10-Jun-11 1260 C 38Jun-11 SPXW 10-Jun-11 1260 P 9,985Jun-11 SPXW 10-Jun-11 1265 C 118Jun-11 SPXW 10-Jun-11 1265 P 18,735Jun-11 SPXW 10-Jun-11 1270 C 466Jun-11 SPXW 10-Jun-11 1270 P 12,182Jun-11 SPXW 10-Jun-11 1275 C 4,027Jun-11 SPXW 10-Jun-11 1275 P 14,772Jun-11 SPXW 10-Jun-11 1280 C 5,463Jun-11 SPXW 10-Jun-11 1280 P 5,423Jun-11 SPXW 10-Jun-11 1285 C 4,041Jun-11 SPXW 10-Jun-11 1285 P 5,438Jun-11 SPXW 10-Jun-11 1290 C 4,327Jun-11 SPXW 10-Jun-11 1290 P 3,670Jun-11 SPXW 10-Jun-11 1295 C 4,009Jun-11 SPXW 10-Jun-11 1295 P 3,381Jun-11 SPXW 10-Jun-11 1300 C 7,397Jun-11 SPXW 10-Jun-11 1300 P 12,745Jun-11 SPXW 10-Jun-11 1305 C 15,768Jun-11 SPXW 10-Jun-11 1305 P 4,392Jun-11 SPXW 10-Jun-11 1310 C 21,464Jun-11 SPXW 10-Jun-11 1310 P 563Jun-11 SPXW 10-Jun-11 1315 C 8,980Jun-11 SPXW 10-Jun-11 1315 P 258Jun-11 SPXW 10-Jun-11 1320 C 6,049Jun-11 SPXW 10-Jun-11 1320 P 465Jun-11 SPXW 10-Jun-11 1325 C 6,849Jun-11 SPXW 10-Jun-11 1325 P 2,309Jun-11 SPXW 10-Jun-11 1330 C 5,346Jun-11 SPXW 10-Jun-11 1330 P 110Jun-11 SPXW 10-Jun-11 1335 C 4,099Jun-11 SPXW 10-Jun-11 1335 P 128Jun-11 SPXW 10-Jun-11 1340 C 2,502Jun-11 SPXW 10-Jun-11 1340 P 36Jun-11 SPXW 10-Jun-11 1345 C 2,502Jun-11 SPXW 10-Jun-11 1345 P 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 343: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPXW 10-Jun-11 1350 C 3,174Jun-11 SPXW 10-Jun-11 1355 C 873Jun-11 SPXW 10-Jun-11 1360 C 1,005Jun-11 SPXW 10-Jun-11 1365 C 561Jun-11 SPXW 10-Jun-11 1370 C 600Jun-11 SPXW 10-Jun-11 1375 C 2,609Jun-11 SPXW 10-Jun-11 1380 C 219Jun-11 SPXW 10-Jun-11 1385 C 284Jun-11 SPXW 10-Jun-11 1400 C 139Jun-11 SPXW 10-Jun-11 1425 C 87Jun-11 SPXW 10-Jun-11 1450 C 189Jun-11 SPXW 24-Jun-11 1000 C 20Jun-11 SPXW 24-Jun-11 1000 P 8,537Jun-11 SPXW 24-Jun-11 1025 C 108Jun-11 SPXW 24-Jun-11 1025 P 4,348Jun-11 SPXW 24-Jun-11 1050 C 1Jun-11 SPXW 24-Jun-11 1050 P 11,302Jun-11 SPXW 24-Jun-11 1075 C 10Jun-11 SPXW 24-Jun-11 1075 P 14,570Jun-11 SPXW 24-Jun-11 1100 P 7,982Jun-11 SPXW 24-Jun-11 1125 P 13,610Jun-11 SPXW 24-Jun-11 1150 C 50Jun-11 SPXW 24-Jun-11 1150 P 20,948Jun-11 SPXW 24-Jun-11 1160 P 676Jun-11 SPXW 24-Jun-11 1165 P 682Jun-11 SPXW 24-Jun-11 1170 P 1,254Jun-11 SPXW 24-Jun-11 1175 C 7Jun-11 SPXW 24-Jun-11 1175 P 12,337Jun-11 SPXW 24-Jun-11 1180 P 350Jun-11 SPXW 24-Jun-11 1185 P 642Jun-11 SPXW 24-Jun-11 1190 P 2,637Jun-11 SPXW 24-Jun-11 1195 P 2,251Jun-11 SPXW 24-Jun-11 1200 C 21Jun-11 SPXW 24-Jun-11 1200 P 11,693Jun-11 SPXW 24-Jun-11 1205 C 10Jun-11 SPXW 24-Jun-11 1205 P 2,560Jun-11 SPXW 24-Jun-11 1210 P 2,154Jun-11 SPXW 24-Jun-11 1215 C 1Jun-11 SPXW 24-Jun-11 1215 P 2,199Jun-11 SPXW 24-Jun-11 1220 C 47Jun-11 SPXW 24-Jun-11 1220 P 3,032Jun-11 SPXW 24-Jun-11 1225 C 140Jun-11 SPXW 24-Jun-11 1225 P 29,307Jun-11 SPXW 24-Jun-11 1230 C 10Jun-11 SPXW 24-Jun-11 1230 P 4,005Jun-11 SPXW 24-Jun-11 1235 P 4,747Jun-11 SPXW 24-Jun-11 1240 C 36Jun-11 SPXW 24-Jun-11 1240 P 14,783

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 344: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPXW 24-Jun-11 1245 P 6,857Jun-11 SPXW 24-Jun-11 1250 C 244Jun-11 SPXW 24-Jun-11 1250 P 27,319Jun-11 SPXW 24-Jun-11 1255 C 93Jun-11 SPXW 24-Jun-11 1255 P 13,195Jun-11 SPXW 24-Jun-11 1260 C 420Jun-11 SPXW 24-Jun-11 1260 P 20,822Jun-11 SPXW 24-Jun-11 1265 C 931Jun-11 SPXW 24-Jun-11 1265 P 9,058Jun-11 SPXW 24-Jun-11 1270 C 5,429Jun-11 SPXW 24-Jun-11 1270 P 7,034Jun-11 SPXW 24-Jun-11 1275 C 8,350Jun-11 SPXW 24-Jun-11 1275 P 6,506Jun-11 SPXW 24-Jun-11 1280 C 8,771Jun-11 SPXW 24-Jun-11 1280 P 4,430Jun-11 SPXW 24-Jun-11 1285 C 9,279Jun-11 SPXW 24-Jun-11 1285 P 1,189Jun-11 SPXW 24-Jun-11 1290 C 6,880Jun-11 SPXW 24-Jun-11 1290 P 2,050Jun-11 SPXW 24-Jun-11 1295 C 6,641Jun-11 SPXW 24-Jun-11 1295 P 1,881Jun-11 SPXW 24-Jun-11 1300 C 8,621Jun-11 SPXW 24-Jun-11 1300 P 1,403Jun-11 SPXW 24-Jun-11 1305 C 5,637Jun-11 SPXW 24-Jun-11 1305 P 41Jun-11 SPXW 24-Jun-11 1310 C 9,590Jun-11 SPXW 24-Jun-11 1310 P 31Jun-11 SPXW 24-Jun-11 1315 C 16,407Jun-11 SPXW 24-Jun-11 1315 P 138Jun-11 SPXW 24-Jun-11 1320 C 24,688Jun-11 SPXW 24-Jun-11 1320 P 42Jun-11 SPXW 24-Jun-11 1325 C 8,236Jun-11 SPXW 24-Jun-11 1325 P 22Jun-11 SPXW 24-Jun-11 1330 C 17,569Jun-11 SPXW 24-Jun-11 1330 P 39Jun-11 SPXW 24-Jun-11 1350 C 4,539Jun-11 SPXW 24-Jun-11 1350 P 6Jun-11 SPXW 24-Jun-11 1360 C 2,317Jun-11 SPXW 24-Jun-11 1360 P 20Jun-11 SPXW 24-Jun-11 1375 C 1,002Jun-11 SPXW 24-Jun-11 1375 P 60Jun-11 SPXW 24-Jun-11 1400 C 234Jun-11 SPXW 24-Jun-11 1400 P 70Jun-11 SPXW 01-Jul-11 1000 P 3,195Jun-11 SPXW 01-Jul-11 1025 P 21Jun-11 SPXW 01-Jul-11 1050 P 1,309Jun-11 SPXW 01-Jul-11 1075 P 9,791Jun-11 SPXW 01-Jul-11 1100 P 20,832

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 345: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPXW 01-Jul-11 1125 C 1Jun-11 SPXW 01-Jul-11 1125 P 7,959Jun-11 SPXW 01-Jul-11 1150 P 5,136Jun-11 SPXW 01-Jul-11 1175 P 7,009Jun-11 SPXW 01-Jul-11 1180 P 170Jun-11 SPXW 01-Jul-11 1185 P 358Jun-11 SPXW 01-Jul-11 1190 P 1,368Jun-11 SPXW 01-Jul-11 1195 P 1,924Jun-11 SPXW 01-Jul-11 1200 P 9,786Jun-11 SPXW 01-Jul-11 1205 C 11Jun-11 SPXW 01-Jul-11 1205 P 2,438Jun-11 SPXW 01-Jul-11 1210 C 11Jun-11 SPXW 01-Jul-11 1210 P 10,714Jun-11 SPXW 01-Jul-11 1215 P 2,290Jun-11 SPXW 01-Jul-11 1220 P 12,025Jun-11 SPXW 01-Jul-11 1225 P 8,101Jun-11 SPXW 01-Jul-11 1230 C 40Jun-11 SPXW 01-Jul-11 1230 P 2,052Jun-11 SPXW 01-Jul-11 1235 P 2,314Jun-11 SPXW 01-Jul-11 1240 C 27Jun-11 SPXW 01-Jul-11 1240 P 4,157Jun-11 SPXW 01-Jul-11 1245 P 2,839Jun-11 SPXW 01-Jul-11 1250 C 48Jun-11 SPXW 01-Jul-11 1250 P 11,079Jun-11 SPXW 01-Jul-11 1255 P 1,250Jun-11 SPXW 01-Jul-11 1260 C 14Jun-11 SPXW 01-Jul-11 1260 P 4,203Jun-11 SPXW 01-Jul-11 1265 C 34Jun-11 SPXW 01-Jul-11 1265 P 4,789Jun-11 SPXW 01-Jul-11 1270 C 553Jun-11 SPXW 01-Jul-11 1270 P 5,934Jun-11 SPXW 01-Jul-11 1275 C 2,171Jun-11 SPXW 01-Jul-11 1275 P 3,890Jun-11 SPXW 01-Jul-11 1280 C 1,156Jun-11 SPXW 01-Jul-11 1280 P 3,392Jun-11 SPXW 01-Jul-11 1285 C 627Jun-11 SPXW 01-Jul-11 1285 P 1,838Jun-11 SPXW 01-Jul-11 1290 C 868Jun-11 SPXW 01-Jul-11 1290 P 4,300Jun-11 SPXW 01-Jul-11 1295 C 1,480Jun-11 SPXW 01-Jul-11 1295 P 4,337Jun-11 SPXW 01-Jul-11 1300 C 7,874Jun-11 SPXW 01-Jul-11 1300 P 10,583Jun-11 SPXW 01-Jul-11 1305 C 4,801Jun-11 SPXW 01-Jul-11 1305 P 3,524Jun-11 SPXW 01-Jul-11 1310 C 8,148Jun-11 SPXW 01-Jul-11 1310 P 2,850Jun-11 SPXW 01-Jul-11 1315 C 9,644

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 346: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPXW 01-Jul-11 1315 P 2,338Jun-11 SPXW 01-Jul-11 1320 C 17,242Jun-11 SPXW 01-Jul-11 1320 P 1,070Jun-11 SPXW 01-Jul-11 1325 C 19,268Jun-11 SPXW 01-Jul-11 1325 P 178Jun-11 SPXW 01-Jul-11 1330 C 33,640Jun-11 SPXW 01-Jul-11 1330 P 54Jun-11 SPXW 01-Jul-11 1335 C 8,514Jun-11 SPXW 01-Jul-11 1335 P 42Jun-11 SPXW 01-Jul-11 1340 C 15,822Jun-11 SPXW 01-Jul-11 1340 P 54Jun-11 SPXW 01-Jul-11 1350 C 3,630Jun-11 SPXW 01-Jul-11 1350 P 4Jun-11 SPXW 01-Jul-11 1375 C 7,938Jun-11 SPXW 01-Jul-11 1400 C 867Jun-11 SPXW 08-Jul-11 1025 P 1,512Jun-11 SPXW 08-Jul-11 1050 P 3,179Jun-11 SPXW 08-Jul-11 1100 P 12,531Jun-11 SPXW 08-Jul-11 1125 P 2,253Jun-11 SPXW 08-Jul-11 1150 P 720Jun-11 SPXW 08-Jul-11 1175 P 2,861Jun-11 SPXW 08-Jul-11 1190 P 54Jun-11 SPXW 08-Jul-11 1195 P 10Jun-11 SPXW 08-Jul-11 1200 P 435Jun-11 SPXW 08-Jul-11 1205 P 11Jun-11 SPXW 08-Jul-11 1210 P 17Jun-11 SPXW 08-Jul-11 1215 P 5Jun-11 SPXW 08-Jul-11 1220 P 4Jun-11 SPXW 08-Jul-11 1225 P 1,487Jun-11 SPXW 08-Jul-11 1230 P 32Jun-11 SPXW 08-Jul-11 1235 P 6Jun-11 SPXW 08-Jul-11 1240 P 17Jun-11 SPXW 08-Jul-11 1250 P 42Jun-11 SPXW 08-Jul-11 1255 P 15Jun-11 SPXW 08-Jul-11 1260 P 217Jun-11 SPXW 08-Jul-11 1265 P 80Jun-11 SPXW 08-Jul-11 1270 C 1Jun-11 SPXW 08-Jul-11 1270 P 224Jun-11 SPXW 08-Jul-11 1275 P 7,165Jun-11 SPXW 08-Jul-11 1280 P 729Jun-11 SPXW 08-Jul-11 1285 P 108Jun-11 SPXW 08-Jul-11 1290 P 22Jun-11 SPXW 08-Jul-11 1300 C 29Jun-11 SPXW 08-Jul-11 1300 P 594Jun-11 SPXW 08-Jul-11 1305 C 68Jun-11 SPXW 08-Jul-11 1305 P 267Jun-11 SPXW 08-Jul-11 1310 C 33Jun-11 SPXW 08-Jul-11 1310 P 441

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 347: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jun-11 SPXW 08-Jul-11 1315 C 2,644Jun-11 SPXW 08-Jul-11 1315 P 90Jun-11 SPXW 08-Jul-11 1320 C 5,558Jun-11 SPXW 08-Jul-11 1320 P 116Jun-11 SPXW 08-Jul-11 1325 C 827Jun-11 SPXW 08-Jul-11 1325 P 1,000Jun-11 SPXW 08-Jul-11 1330 C 286Jun-11 SPXW 08-Jul-11 1335 C 385Jun-11 SPXW 08-Jul-11 1340 C 542Jun-11 SPXW 08-Jul-11 1350 C 810Jun-11 SPXW 08-Jul-11 1375 C 189Jun-11 SPXW 08-Jul-11 1400 C 247Jul-11 SPX 16-Jul-11 500 C 500Jul-11 SPX 16-Jul-11 500 P 500Jul-11 SPX 16-Jul-11 830 P 1Jul-11 SPX 16-Jul-11 850 C 5Jul-11 SPX 16-Jul-11 875 P 1Jul-11 SPX 16-Jul-11 900 P 12Jul-11 SPX 16-Jul-11 925 P 11Jul-11 SPX 16-Jul-11 950 C 2,187Jul-11 SPX 16-Jul-11 950 P 12Jul-11 SPX 16-Jul-11 975 C 4Jul-11 SPX 16-Jul-11 975 P 693Jul-11 SPX 16-Jul-11 985 P 945Jul-11 SPX 16-Jul-11 995 P 100Jul-11 SPX 16-Jul-11 1000 C 25Jul-11 SPX 16-Jul-11 1000 P 670Jul-11 SPX 16-Jul-11 1010 P 1Jul-11 SPX 16-Jul-11 1020 P 22Jul-11 SPX 16-Jul-11 1025 C 1Jul-11 SPX 16-Jul-11 1025 P 3,854Jul-11 SPX 16-Jul-11 1030 P 551Jul-11 SPX 16-Jul-11 1040 C 1Jul-11 SPX 16-Jul-11 1040 P 1,381Jul-11 SPX 16-Jul-11 1045 P 102Jul-11 SPX 16-Jul-11 1050 P 5,105Jul-11 SPX 16-Jul-11 1055 P 850Jul-11 SPX 16-Jul-11 1060 C 3Jul-11 SPX 16-Jul-11 1060 P 734Jul-11 SPX 16-Jul-11 1065 P 462Jul-11 SPX 16-Jul-11 1070 P 456Jul-11 SPX 16-Jul-11 1075 P 2,908Jul-11 SPX 16-Jul-11 1080 C 10Jul-11 SPX 16-Jul-11 1080 P 691Jul-11 SPX 16-Jul-11 1085 C 2Jul-11 SPX 16-Jul-11 1085 P 1,637Jul-11 SPX 16-Jul-11 1090 C 4Jul-11 SPX 16-Jul-11 1090 P 2,833

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 348: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 16-Jul-11 1095 P 1,698Jul-11 SPX 16-Jul-11 1100 C 28Jul-11 SPX 16-Jul-11 1100 P 20,295Jul-11 SPX 16-Jul-11 1105 P 2,915Jul-11 SPX 16-Jul-11 1110 P 1,084Jul-11 SPX 16-Jul-11 1115 C 1Jul-11 SPX 16-Jul-11 1115 P 124Jul-11 SPX 16-Jul-11 1120 C 1Jul-11 SPX 16-Jul-11 1120 P 8,839Jul-11 SPX 16-Jul-11 1125 P 8,977Jul-11 SPX 16-Jul-11 1130 P 4,426Jul-11 SPX 16-Jul-11 1135 C 24Jul-11 SPX 16-Jul-11 1135 P 2,026Jul-11 SPX 16-Jul-11 1140 C 24Jul-11 SPX 16-Jul-11 1140 P 2,192Jul-11 SPX 16-Jul-11 1145 P 2,131Jul-11 SPX 16-Jul-11 1150 C 21Jul-11 SPX 16-Jul-11 1150 P 29,945Jul-11 SPX 16-Jul-11 1155 C 15Jul-11 SPX 16-Jul-11 1155 P 1,033Jul-11 SPX 16-Jul-11 1160 C 20Jul-11 SPX 16-Jul-11 1160 P 10,041Jul-11 SPX 16-Jul-11 1165 C 1Jul-11 SPX 16-Jul-11 1165 P 610Jul-11 SPX 16-Jul-11 1170 C 20Jul-11 SPX 16-Jul-11 1170 P 5,662Jul-11 SPX 16-Jul-11 1175 C 14Jul-11 SPX 16-Jul-11 1175 P 33,203Jul-11 SPX 16-Jul-11 1180 P 4,558Jul-11 SPX 16-Jul-11 1185 P 851Jul-11 SPX 16-Jul-11 1190 C 41Jul-11 SPX 16-Jul-11 1190 P 4,693Jul-11 SPX 16-Jul-11 1195 P 1,782Jul-11 SPX 16-Jul-11 1200 C 314Jul-11 SPX 16-Jul-11 1200 P 60,139Jul-11 SPX 16-Jul-11 1205 C 3Jul-11 SPX 16-Jul-11 1205 P 10,212Jul-11 SPX 16-Jul-11 1210 C 24Jul-11 SPX 16-Jul-11 1210 P 4,619Jul-11 SPX 16-Jul-11 1215 P 5,887Jul-11 SPX 16-Jul-11 1220 C 20Jul-11 SPX 16-Jul-11 1220 P 15,225Jul-11 SPX 16-Jul-11 1225 C 30Jul-11 SPX 16-Jul-11 1225 P 59,193Jul-11 SPX 16-Jul-11 1230 C 62Jul-11 SPX 16-Jul-11 1230 P 4,543Jul-11 SPX 16-Jul-11 1235 C 17Jul-11 SPX 16-Jul-11 1235 P 11,667

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 349: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 16-Jul-11 1240 C 52Jul-11 SPX 16-Jul-11 1240 P 12,721Jul-11 SPX 16-Jul-11 1245 C 46Jul-11 SPX 16-Jul-11 1245 P 3,459Jul-11 SPX 16-Jul-11 1250 C 851Jul-11 SPX 16-Jul-11 1250 P 77,122Jul-11 SPX 16-Jul-11 1255 C 113Jul-11 SPX 16-Jul-11 1255 P 3,293Jul-11 SPX 16-Jul-11 1260 C 100Jul-11 SPX 16-Jul-11 1260 P 57,367Jul-11 SPX 16-Jul-11 1265 C 6,914Jul-11 SPX 16-Jul-11 1265 P 21,924Jul-11 SPX 16-Jul-11 1270 C 107Jul-11 SPX 16-Jul-11 1270 P 53,005Jul-11 SPX 16-Jul-11 1275 C 8,055Jul-11 SPX 16-Jul-11 1275 P 97,568Jul-11 SPX 16-Jul-11 1280 C 7,467Jul-11 SPX 16-Jul-11 1280 P 69,569Jul-11 SPX 16-Jul-11 1285 C 522Jul-11 SPX 16-Jul-11 1285 P 29,513Jul-11 SPX 16-Jul-11 1290 C 9,355Jul-11 SPX 16-Jul-11 1290 P 70,767Jul-11 SPX 16-Jul-11 1295 C 3,991Jul-11 SPX 16-Jul-11 1295 P 19,396Jul-11 SPX 16-Jul-11 1300 C 181,385Jul-11 SPX 16-Jul-11 1300 P 375,320Jul-11 SPX 16-Jul-11 1305 C 1,348Jul-11 SPX 16-Jul-11 1305 P 14,307Jul-11 SPX 16-Jul-11 1310 C 22,554Jul-11 SPX 16-Jul-11 1310 P 63,957Jul-11 SPX 16-Jul-11 1315 C 15,727Jul-11 SPX 16-Jul-11 1315 P 41,160Jul-11 SPX 16-Jul-11 1320 C 34,012Jul-11 SPX 16-Jul-11 1320 P 57,823Jul-11 SPX 16-Jul-11 1325 C 73,840Jul-11 SPX 16-Jul-11 1325 P 98,497Jul-11 SPX 16-Jul-11 1330 C 34,915Jul-11 SPX 16-Jul-11 1330 P 26,036Jul-11 SPX 16-Jul-11 1335 C 39,045Jul-11 SPX 16-Jul-11 1335 P 15,987Jul-11 SPX 16-Jul-11 1340 C 102,294Jul-11 SPX 16-Jul-11 1340 P 17,596Jul-11 SPX 16-Jul-11 1345 C 44,597Jul-11 SPX 16-Jul-11 1345 P 3,393Jul-11 SPX 16-Jul-11 1350 C 107,089Jul-11 SPX 16-Jul-11 1350 P 14,898Jul-11 SPX 16-Jul-11 1355 C 36,101Jul-11 SPX 16-Jul-11 1355 P 1,749

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 350: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 16-Jul-11 1360 C 64,579Jul-11 SPX 16-Jul-11 1360 P 4,847Jul-11 SPX 16-Jul-11 1365 C 26,250Jul-11 SPX 16-Jul-11 1365 P 12,958Jul-11 SPX 16-Jul-11 1370 C 66,376Jul-11 SPX 16-Jul-11 1370 P 12,844Jul-11 SPX 16-Jul-11 1375 C 48,696Jul-11 SPX 16-Jul-11 1375 P 176Jul-11 SPX 16-Jul-11 1380 C 25,961Jul-11 SPX 16-Jul-11 1380 P 3Jul-11 SPX 16-Jul-11 1385 C 11,462Jul-11 SPX 16-Jul-11 1385 P 1Jul-11 SPX 16-Jul-11 1390 C 6,623Jul-11 SPX 16-Jul-11 1390 P 9Jul-11 SPX 16-Jul-11 1395 C 2,659Jul-11 SPX 16-Jul-11 1400 C 17,435Jul-11 SPX 16-Jul-11 1400 P 56Jul-11 SPX 16-Jul-11 1405 C 4,751Jul-11 SPX 16-Jul-11 1410 C 2,218Jul-11 SPX 16-Jul-11 1410 P 1Jul-11 SPX 16-Jul-11 1415 C 888Jul-11 SPX 16-Jul-11 1415 P 10Jul-11 SPX 16-Jul-11 1420 C 414Jul-11 SPX 16-Jul-11 1425 C 7,121Jul-11 SPX 16-Jul-11 1425 P 40Jul-11 SPX 16-Jul-11 1430 C 65Jul-11 SPX 16-Jul-11 1435 C 122Jul-11 SPX 16-Jul-11 1440 C 378Jul-11 SPX 16-Jul-11 1445 C 155Jul-11 SPX 16-Jul-11 1450 C 8,211Jul-11 SPX 16-Jul-11 1455 C 418Jul-11 SPX 16-Jul-11 1460 C 1,607Jul-11 SPX 16-Jul-11 1465 C 135Jul-11 SPX 16-Jul-11 1470 C 142Jul-11 SPX 16-Jul-11 1475 C 905Jul-11 SPX 16-Jul-11 1480 C 391Jul-11 SPX 16-Jul-11 1485 C 100Jul-11 SPX 16-Jul-11 1490 C 500Jul-11 SPX 16-Jul-11 1495 C 50Jul-11 SPX 16-Jul-11 1500 C 3,061Jul-11 SPX 16-Jul-11 1500 P 500Jul-11 SPX 16-Jul-11 1520 C 106Jul-11 SPX 16-Jul-11 1530 C 1Jul-11 SPX 20-Aug-11 500 C 4,050Jul-11 SPX 20-Aug-11 500 P 2,750Jul-11 SPX 20-Aug-11 700 C 2,350Jul-11 SPX 20-Aug-11 700 P 66Jul-11 SPX 20-Aug-11 750 P 205

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 351: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 20-Aug-11 775 P 1,380Jul-11 SPX 20-Aug-11 800 P 8,633Jul-11 SPX 20-Aug-11 810 P 1,974Jul-11 SPX 20-Aug-11 820 P 1,588Jul-11 SPX 20-Aug-11 825 C 5Jul-11 SPX 20-Aug-11 825 P 1,724Jul-11 SPX 20-Aug-11 830 P 1,331Jul-11 SPX 20-Aug-11 840 P 1,815Jul-11 SPX 20-Aug-11 850 P 5,073Jul-11 SPX 20-Aug-11 860 P 3,162Jul-11 SPX 20-Aug-11 870 P 2,469Jul-11 SPX 20-Aug-11 875 P 3,154Jul-11 SPX 20-Aug-11 880 P 6,537Jul-11 SPX 20-Aug-11 885 P 1,629Jul-11 SPX 20-Aug-11 890 P 1,478Jul-11 SPX 20-Aug-11 895 P 1,488Jul-11 SPX 20-Aug-11 900 P 6,649Jul-11 SPX 20-Aug-11 905 P 1,773Jul-11 SPX 20-Aug-11 910 P 1,410Jul-11 SPX 20-Aug-11 915 P 1,396Jul-11 SPX 20-Aug-11 920 P 1,370Jul-11 SPX 20-Aug-11 925 P 4,716Jul-11 SPX 20-Aug-11 930 C 4Jul-11 SPX 20-Aug-11 930 P 2,197Jul-11 SPX 20-Aug-11 935 P 1,785Jul-11 SPX 20-Aug-11 940 P 1,723Jul-11 SPX 20-Aug-11 945 P 1,922Jul-11 SPX 20-Aug-11 950 C 2,237Jul-11 SPX 20-Aug-11 950 P 16,246Jul-11 SPX 20-Aug-11 955 P 1,716Jul-11 SPX 20-Aug-11 960 P 1,691Jul-11 SPX 20-Aug-11 965 P 2,068Jul-11 SPX 20-Aug-11 970 P 1,756Jul-11 SPX 20-Aug-11 975 C 7Jul-11 SPX 20-Aug-11 975 P 14,757Jul-11 SPX 20-Aug-11 980 P 2,714Jul-11 SPX 20-Aug-11 985 P 4,201Jul-11 SPX 20-Aug-11 990 P 1,867Jul-11 SPX 20-Aug-11 995 P 1,617Jul-11 SPX 20-Aug-11 1000 C 15Jul-11 SPX 20-Aug-11 1000 P 44,005Jul-11 SPX 20-Aug-11 1005 P 1,581Jul-11 SPX 20-Aug-11 1010 C 21Jul-11 SPX 20-Aug-11 1010 P 5,141Jul-11 SPX 20-Aug-11 1015 P 2,560Jul-11 SPX 20-Aug-11 1020 P 2,092Jul-11 SPX 20-Aug-11 1025 C 51Jul-11 SPX 20-Aug-11 1025 P 10,359

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 352: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 20-Aug-11 1030 P 1,541Jul-11 SPX 20-Aug-11 1035 P 1,795Jul-11 SPX 20-Aug-11 1040 C 2Jul-11 SPX 20-Aug-11 1040 P 3,919Jul-11 SPX 20-Aug-11 1045 C 63Jul-11 SPX 20-Aug-11 1045 P 1,593Jul-11 SPX 20-Aug-11 1050 C 74Jul-11 SPX 20-Aug-11 1050 P 64,412Jul-11 SPX 20-Aug-11 1055 P 3,845Jul-11 SPX 20-Aug-11 1060 C 3Jul-11 SPX 20-Aug-11 1060 P 2,691Jul-11 SPX 20-Aug-11 1065 P 3,059Jul-11 SPX 20-Aug-11 1070 P 11,465Jul-11 SPX 20-Aug-11 1075 P 30,411Jul-11 SPX 20-Aug-11 1080 P 14,704Jul-11 SPX 20-Aug-11 1085 C 2Jul-11 SPX 20-Aug-11 1085 P 2,455Jul-11 SPX 20-Aug-11 1090 C 9Jul-11 SPX 20-Aug-11 1090 P 2,210Jul-11 SPX 20-Aug-11 1095 P 1,492Jul-11 SPX 20-Aug-11 1100 C 11Jul-11 SPX 20-Aug-11 1100 P 133,569Jul-11 SPX 20-Aug-11 1105 P 4,170Jul-11 SPX 20-Aug-11 1110 C 21Jul-11 SPX 20-Aug-11 1110 P 4,816Jul-11 SPX 20-Aug-11 1115 C 2Jul-11 SPX 20-Aug-11 1115 P 1,279Jul-11 SPX 20-Aug-11 1120 P 12,932Jul-11 SPX 20-Aug-11 1125 C 50Jul-11 SPX 20-Aug-11 1125 P 58,895Jul-11 SPX 20-Aug-11 1130 P 9,337Jul-11 SPX 20-Aug-11 1135 C 25Jul-11 SPX 20-Aug-11 1135 P 2,916Jul-11 SPX 20-Aug-11 1140 C 23Jul-11 SPX 20-Aug-11 1140 P 8,562Jul-11 SPX 20-Aug-11 1145 C 63Jul-11 SPX 20-Aug-11 1145 P 4,385Jul-11 SPX 20-Aug-11 1150 C 47Jul-11 SPX 20-Aug-11 1150 P 132,198Jul-11 SPX 20-Aug-11 1155 C 16Jul-11 SPX 20-Aug-11 1155 P 3,196Jul-11 SPX 20-Aug-11 1160 C 20Jul-11 SPX 20-Aug-11 1160 P 13,780Jul-11 SPX 20-Aug-11 1165 P 2,469Jul-11 SPX 20-Aug-11 1170 C 20Jul-11 SPX 20-Aug-11 1170 P 11,702Jul-11 SPX 20-Aug-11 1175 C 16Jul-11 SPX 20-Aug-11 1175 P 110,686

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 353: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 20-Aug-11 1180 C 10,516Jul-11 SPX 20-Aug-11 1180 P 15,631Jul-11 SPX 20-Aug-11 1185 C 10,513Jul-11 SPX 20-Aug-11 1185 P 6,907Jul-11 SPX 20-Aug-11 1190 C 9Jul-11 SPX 20-Aug-11 1190 P 46,664Jul-11 SPX 20-Aug-11 1195 P 12,338Jul-11 SPX 20-Aug-11 1200 C 12,031Jul-11 SPX 20-Aug-11 1200 P 292,674Jul-11 SPX 20-Aug-11 1205 C 2Jul-11 SPX 20-Aug-11 1205 P 18,760Jul-11 SPX 20-Aug-11 1210 C 1Jul-11 SPX 20-Aug-11 1210 P 34,442Jul-11 SPX 20-Aug-11 1215 C 1Jul-11 SPX 20-Aug-11 1215 P 15,220Jul-11 SPX 20-Aug-11 1220 C 37Jul-11 SPX 20-Aug-11 1220 P 31,441Jul-11 SPX 20-Aug-11 1225 C 12,579Jul-11 SPX 20-Aug-11 1225 P 173,899Jul-11 SPX 20-Aug-11 1230 C 3,570Jul-11 SPX 20-Aug-11 1230 P 70,883Jul-11 SPX 20-Aug-11 1235 C 3,500Jul-11 SPX 20-Aug-11 1235 P 36,084Jul-11 SPX 20-Aug-11 1240 C 156Jul-11 SPX 20-Aug-11 1240 P 64,485Jul-11 SPX 20-Aug-11 1245 C 93Jul-11 SPX 20-Aug-11 1245 P 9,254Jul-11 SPX 20-Aug-11 1250 C 16,109Jul-11 SPX 20-Aug-11 1250 P 389,604Jul-11 SPX 20-Aug-11 1255 C 23Jul-11 SPX 20-Aug-11 1255 P 21,767Jul-11 SPX 20-Aug-11 1260 C 322Jul-11 SPX 20-Aug-11 1260 P 75,766Jul-11 SPX 20-Aug-11 1265 C 45Jul-11 SPX 20-Aug-11 1265 P 29,940Jul-11 SPX 20-Aug-11 1270 C 577Jul-11 SPX 20-Aug-11 1270 P 92,618Jul-11 SPX 20-Aug-11 1275 C 36,809Jul-11 SPX 20-Aug-11 1275 P 195,519Jul-11 SPX 20-Aug-11 1280 C 1,411Jul-11 SPX 20-Aug-11 1280 P 85,052Jul-11 SPX 20-Aug-11 1285 C 6,985Jul-11 SPX 20-Aug-11 1285 P 11,054Jul-11 SPX 20-Aug-11 1290 C 617Jul-11 SPX 20-Aug-11 1290 P 51,206Jul-11 SPX 20-Aug-11 1295 C 376Jul-11 SPX 20-Aug-11 1295 P 11,841Jul-11 SPX 20-Aug-11 1300 C 126,900

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 354: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 20-Aug-11 1300 P 446,322Jul-11 SPX 20-Aug-11 1305 C 1,508Jul-11 SPX 20-Aug-11 1305 P 8,642Jul-11 SPX 20-Aug-11 1310 C 9,919Jul-11 SPX 20-Aug-11 1310 P 19,778Jul-11 SPX 20-Aug-11 1315 C 7,719Jul-11 SPX 20-Aug-11 1315 P 17,258Jul-11 SPX 20-Aug-11 1320 C 21,977Jul-11 SPX 20-Aug-11 1320 P 84,778Jul-11 SPX 20-Aug-11 1325 C 113,039Jul-11 SPX 20-Aug-11 1325 P 81,961Jul-11 SPX 20-Aug-11 1330 C 42,284Jul-11 SPX 20-Aug-11 1330 P 19,798Jul-11 SPX 20-Aug-11 1335 C 18,672Jul-11 SPX 20-Aug-11 1335 P 13,970Jul-11 SPX 20-Aug-11 1340 C 76,255Jul-11 SPX 20-Aug-11 1340 P 17,195Jul-11 SPX 20-Aug-11 1345 C 8,983Jul-11 SPX 20-Aug-11 1345 P 563Jul-11 SPX 20-Aug-11 1350 C 215,522Jul-11 SPX 20-Aug-11 1350 P 29,041Jul-11 SPX 20-Aug-11 1355 C 16,043Jul-11 SPX 20-Aug-11 1355 P 337Jul-11 SPX 20-Aug-11 1360 C 83,050Jul-11 SPX 20-Aug-11 1360 P 9,603Jul-11 SPX 20-Aug-11 1365 C 16,635Jul-11 SPX 20-Aug-11 1365 P 14Jul-11 SPX 20-Aug-11 1370 C 61,482Jul-11 SPX 20-Aug-11 1370 P 2,903Jul-11 SPX 20-Aug-11 1375 C 241,010Jul-11 SPX 20-Aug-11 1375 P 6,985Jul-11 SPX 20-Aug-11 1380 C 119,026Jul-11 SPX 20-Aug-11 1380 P 7Jul-11 SPX 20-Aug-11 1385 C 30,604Jul-11 SPX 20-Aug-11 1385 P 4Jul-11 SPX 20-Aug-11 1390 C 63,533Jul-11 SPX 20-Aug-11 1390 P 7,079Jul-11 SPX 20-Aug-11 1395 C 54,479Jul-11 SPX 20-Aug-11 1395 P 12Jul-11 SPX 20-Aug-11 1400 C 121,430Jul-11 SPX 20-Aug-11 1400 P 7,072Jul-11 SPX 20-Aug-11 1405 C 52,048Jul-11 SPX 20-Aug-11 1405 P 6Jul-11 SPX 20-Aug-11 1410 C 31,990Jul-11 SPX 20-Aug-11 1410 P 12Jul-11 SPX 20-Aug-11 1415 C 26,132Jul-11 SPX 20-Aug-11 1420 C 31,634Jul-11 SPX 20-Aug-11 1420 P 14

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 355: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 20-Aug-11 1425 C 15,902Jul-11 SPX 20-Aug-11 1425 P 200Jul-11 SPX 20-Aug-11 1430 C 19,208Jul-11 SPX 20-Aug-11 1435 C 3,350Jul-11 SPX 20-Aug-11 1440 C 5,478Jul-11 SPX 20-Aug-11 1445 C 2,265Jul-11 SPX 20-Aug-11 1450 C 18,455Jul-11 SPX 20-Aug-11 1450 P 5Jul-11 SPX 20-Aug-11 1455 C 1,636Jul-11 SPX 20-Aug-11 1460 C 729Jul-11 SPX 20-Aug-11 1465 C 2,692Jul-11 SPX 20-Aug-11 1470 C 2,693Jul-11 SPX 20-Aug-11 1475 C 1,795Jul-11 SPX 20-Aug-11 1475 P 5Jul-11 SPX 20-Aug-11 1480 C 665Jul-11 SPX 20-Aug-11 1485 C 1,037Jul-11 SPX 20-Aug-11 1490 C 1,046Jul-11 SPX 20-Aug-11 1495 C 10Jul-11 SPX 20-Aug-11 1500 C 11,363Jul-11 SPX 20-Aug-11 1500 P 4,050Jul-11 SPX 20-Aug-11 1510 C 67Jul-11 SPX 20-Aug-11 1520 C 248Jul-11 SPX 20-Aug-11 1525 C 2,133Jul-11 SPX 20-Aug-11 1550 C 407Jul-11 SPX 17-Sep-11 200 C 100Jul-11 SPX 17-Sep-11 500 C 17,290Jul-11 SPX 17-Sep-11 500 P 17,295Jul-11 SPX 17-Sep-11 600 C 500Jul-11 SPX 17-Sep-11 600 P 162Jul-11 SPX 17-Sep-11 625 P 93Jul-11 SPX 17-Sep-11 650 P 9Jul-11 SPX 17-Sep-11 675 P 22Jul-11 SPX 17-Sep-11 700 C 2,350Jul-11 SPX 17-Sep-11 700 P 99Jul-11 SPX 17-Sep-11 725 P 240Jul-11 SPX 17-Sep-11 750 P 190Jul-11 SPX 17-Sep-11 775 P 1,000Jul-11 SPX 17-Sep-11 800 P 86,847Jul-11 SPX 17-Sep-11 810 P 190Jul-11 SPX 17-Sep-11 820 P 165Jul-11 SPX 17-Sep-11 825 P 7,318Jul-11 SPX 17-Sep-11 830 P 133Jul-11 SPX 17-Sep-11 835 P 150Jul-11 SPX 17-Sep-11 840 P 135Jul-11 SPX 17-Sep-11 845 P 132Jul-11 SPX 17-Sep-11 850 P 9,510Jul-11 SPX 17-Sep-11 855 P 20Jul-11 SPX 17-Sep-11 860 P 6

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 356: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 17-Sep-11 875 P 7,504Jul-11 SPX 17-Sep-11 880 P 746Jul-11 SPX 17-Sep-11 900 C 4Jul-11 SPX 17-Sep-11 900 P 15,628Jul-11 SPX 17-Sep-11 905 P 15Jul-11 SPX 17-Sep-11 910 P 300Jul-11 SPX 17-Sep-11 925 C 50Jul-11 SPX 17-Sep-11 925 P 1,308Jul-11 SPX 17-Sep-11 935 P 22Jul-11 SPX 17-Sep-11 940 P 428Jul-11 SPX 17-Sep-11 950 C 25Jul-11 SPX 17-Sep-11 950 P 31,161Jul-11 SPX 17-Sep-11 960 P 46Jul-11 SPX 17-Sep-11 975 P 6,236Jul-11 SPX 17-Sep-11 980 C 3,000Jul-11 SPX 17-Sep-11 980 P 3,051Jul-11 SPX 17-Sep-11 990 P 25Jul-11 SPX 17-Sep-11 1000 C 5Jul-11 SPX 17-Sep-11 1000 P 35,737Jul-11 SPX 17-Sep-11 1005 P 10Jul-11 SPX 17-Sep-11 1015 P 2Jul-11 SPX 17-Sep-11 1020 P 55Jul-11 SPX 17-Sep-11 1025 C 50Jul-11 SPX 17-Sep-11 1025 P 10,852Jul-11 SPX 17-Sep-11 1030 P 150Jul-11 SPX 17-Sep-11 1035 P 6,000Jul-11 SPX 17-Sep-11 1040 P 498Jul-11 SPX 17-Sep-11 1045 P 56Jul-11 SPX 17-Sep-11 1050 C 10Jul-11 SPX 17-Sep-11 1050 P 28,065Jul-11 SPX 17-Sep-11 1055 P 2,030Jul-11 SPX 17-Sep-11 1060 P 5,077Jul-11 SPX 17-Sep-11 1065 P 17Jul-11 SPX 17-Sep-11 1070 P 2,046Jul-11 SPX 17-Sep-11 1075 C 11Jul-11 SPX 17-Sep-11 1075 P 29,447Jul-11 SPX 17-Sep-11 1080 C 1Jul-11 SPX 17-Sep-11 1080 P 4,339Jul-11 SPX 17-Sep-11 1085 P 1,464Jul-11 SPX 17-Sep-11 1090 P 173Jul-11 SPX 17-Sep-11 1095 P 61Jul-11 SPX 17-Sep-11 1100 C 4Jul-11 SPX 17-Sep-11 1100 P 74,915Jul-11 SPX 17-Sep-11 1105 P 23Jul-11 SPX 17-Sep-11 1110 P 2,371Jul-11 SPX 17-Sep-11 1115 C 1Jul-11 SPX 17-Sep-11 1115 P 20Jul-11 SPX 17-Sep-11 1120 C 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 357: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 17-Sep-11 1120 P 6,529Jul-11 SPX 17-Sep-11 1125 P 44,227Jul-11 SPX 17-Sep-11 1130 P 14,858Jul-11 SPX 17-Sep-11 1135 C 1Jul-11 SPX 17-Sep-11 1135 P 583Jul-11 SPX 17-Sep-11 1140 C 1Jul-11 SPX 17-Sep-11 1140 P 1,541Jul-11 SPX 17-Sep-11 1145 P 1,646Jul-11 SPX 17-Sep-11 1150 C 2Jul-11 SPX 17-Sep-11 1150 P 82,496Jul-11 SPX 17-Sep-11 1155 P 494Jul-11 SPX 17-Sep-11 1160 P 7,914Jul-11 SPX 17-Sep-11 1165 P 102Jul-11 SPX 17-Sep-11 1170 P 2,227Jul-11 SPX 17-Sep-11 1175 P 35,624Jul-11 SPX 17-Sep-11 1180 P 1,255Jul-11 SPX 17-Sep-11 1185 P 1,369Jul-11 SPX 17-Sep-11 1190 P 2,189Jul-11 SPX 17-Sep-11 1195 P 865Jul-11 SPX 17-Sep-11 1200 C 1,776Jul-11 SPX 17-Sep-11 1200 P 191,892Jul-11 SPX 17-Sep-11 1205 P 191Jul-11 SPX 17-Sep-11 1210 P 15,378Jul-11 SPX 17-Sep-11 1215 P 5,134Jul-11 SPX 17-Sep-11 1220 C 2Jul-11 SPX 17-Sep-11 1220 P 4,983Jul-11 SPX 17-Sep-11 1225 C 45Jul-11 SPX 17-Sep-11 1225 P 78,060Jul-11 SPX 17-Sep-11 1230 C 16Jul-11 SPX 17-Sep-11 1230 P 2,693Jul-11 SPX 17-Sep-11 1235 C 22Jul-11 SPX 17-Sep-11 1235 P 5,033Jul-11 SPX 17-Sep-11 1240 C 6Jul-11 SPX 17-Sep-11 1240 P 6,304Jul-11 SPX 17-Sep-11 1245 P 3,878Jul-11 SPX 17-Sep-11 1250 C 375Jul-11 SPX 17-Sep-11 1250 P 178,163Jul-11 SPX 17-Sep-11 1255 P 1,860Jul-11 SPX 17-Sep-11 1260 C 552Jul-11 SPX 17-Sep-11 1260 P 5,002Jul-11 SPX 17-Sep-11 1265 C 11Jul-11 SPX 17-Sep-11 1265 P 754Jul-11 SPX 17-Sep-11 1270 C 72Jul-11 SPX 17-Sep-11 1270 P 5,417Jul-11 SPX 17-Sep-11 1275 C 2,490Jul-11 SPX 17-Sep-11 1275 P 85,260Jul-11 SPX 17-Sep-11 1280 C 15,866Jul-11 SPX 17-Sep-11 1280 P 51,217

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 358: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 17-Sep-11 1285 C 16,759Jul-11 SPX 17-Sep-11 1285 P 13,473Jul-11 SPX 17-Sep-11 1290 C 17,481Jul-11 SPX 17-Sep-11 1290 P 26,131Jul-11 SPX 17-Sep-11 1295 C 35,379Jul-11 SPX 17-Sep-11 1295 P 35,237Jul-11 SPX 17-Sep-11 1300 C 209,137Jul-11 SPX 17-Sep-11 1300 P 380,013Jul-11 SPX 17-Sep-11 1305 C 42,901Jul-11 SPX 17-Sep-11 1305 P 43,569Jul-11 SPX 17-Sep-11 1310 C 67,766Jul-11 SPX 17-Sep-11 1310 P 185,553Jul-11 SPX 17-Sep-11 1315 C 78,949Jul-11 SPX 17-Sep-11 1315 P 82,645Jul-11 SPX 17-Sep-11 1320 C 59,205Jul-11 SPX 17-Sep-11 1320 P 125,366Jul-11 SPX 17-Sep-11 1325 C 102,941Jul-11 SPX 17-Sep-11 1325 P 92,930Jul-11 SPX 17-Sep-11 1330 C 80,583Jul-11 SPX 17-Sep-11 1330 P 183,239Jul-11 SPX 17-Sep-11 1335 C 82,786Jul-11 SPX 17-Sep-11 1335 P 81,634Jul-11 SPX 17-Sep-11 1340 C 69,858Jul-11 SPX 17-Sep-11 1340 P 55,245Jul-11 SPX 17-Sep-11 1345 C 25,983Jul-11 SPX 17-Sep-11 1345 P 26,465Jul-11 SPX 17-Sep-11 1350 C 94,015Jul-11 SPX 17-Sep-11 1350 P 29,117Jul-11 SPX 17-Sep-11 1355 C 518Jul-11 SPX 17-Sep-11 1355 P 404Jul-11 SPX 17-Sep-11 1360 C 12,238Jul-11 SPX 17-Sep-11 1360 P 1,620Jul-11 SPX 17-Sep-11 1365 C 4,719Jul-11 SPX 17-Sep-11 1365 P 700Jul-11 SPX 17-Sep-11 1370 C 4,596Jul-11 SPX 17-Sep-11 1375 C 66,771Jul-11 SPX 17-Sep-11 1375 P 765Jul-11 SPX 17-Sep-11 1380 C 7,011Jul-11 SPX 17-Sep-11 1380 P 1,206Jul-11 SPX 17-Sep-11 1385 C 10,278Jul-11 SPX 17-Sep-11 1390 C 9,912Jul-11 SPX 17-Sep-11 1390 P 602Jul-11 SPX 17-Sep-11 1395 C 11,080Jul-11 SPX 17-Sep-11 1400 C 97,175Jul-11 SPX 17-Sep-11 1400 P 1,270Jul-11 SPX 17-Sep-11 1405 C 1,193Jul-11 SPX 17-Sep-11 1410 C 984Jul-11 SPX 17-Sep-11 1410 P 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 359: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 17-Sep-11 1415 C 4,122Jul-11 SPX 17-Sep-11 1415 P 10Jul-11 SPX 17-Sep-11 1420 C 2,238Jul-11 SPX 17-Sep-11 1420 P 10Jul-11 SPX 17-Sep-11 1425 C 28,059Jul-11 SPX 17-Sep-11 1425 P 15Jul-11 SPX 17-Sep-11 1430 C 1,340Jul-11 SPX 17-Sep-11 1435 C 205Jul-11 SPX 17-Sep-11 1440 C 3,212Jul-11 SPX 17-Sep-11 1445 C 1,525Jul-11 SPX 17-Sep-11 1450 C 32,814Jul-11 SPX 17-Sep-11 1450 P 6Jul-11 SPX 17-Sep-11 1455 C 16Jul-11 SPX 17-Sep-11 1460 C 338Jul-11 SPX 17-Sep-11 1460 P 1Jul-11 SPX 17-Sep-11 1465 C 708Jul-11 SPX 17-Sep-11 1470 C 130Jul-11 SPX 17-Sep-11 1475 C 4,407Jul-11 SPX 17-Sep-11 1475 P 20Jul-11 SPX 17-Sep-11 1480 C 20Jul-11 SPX 17-Sep-11 1485 C 4Jul-11 SPX 17-Sep-11 1490 C 20Jul-11 SPX 17-Sep-11 1495 C 193Jul-11 SPX 17-Sep-11 1500 C 18,713Jul-11 SPX 17-Sep-11 1500 P 17,290Jul-11 SPX 17-Sep-11 1510 C 68Jul-11 SPX 17-Sep-11 1520 C 102Jul-11 SPX 17-Sep-11 1525 C 193Jul-11 SPX 17-Sep-11 1530 C 100Jul-11 SPX 17-Sep-11 1550 C 47Jul-11 SPX 17-Sep-11 1550 P 50Jul-11 SPX 17-Sep-11 1600 C 2,180Jul-11 SPX 17-Sep-11 1600 P 30Jul-11 SPX 17-Sep-11 1650 C 28Jul-11 SPX 17-Sep-11 1650 P 10Jul-11 SPX 17-Sep-11 1700 P 10Jul-11 SPX 17-Sep-11 1750 P 10Jul-11 SPX 17-Sep-11 1800 P 10Jul-11 SPX 17-Sep-11 3000 C 131Jul-11 SPX 17-Sep-11 3000 P 2Jul-11 SPX 22-Oct-11 700 C 5Jul-11 SPX 22-Oct-11 700 P 77Jul-11 SPX 22-Oct-11 750 P 48,939Jul-11 SPX 22-Oct-11 775 P 50Jul-11 SPX 22-Oct-11 800 P 72,601Jul-11 SPX 22-Oct-11 820 P 60Jul-11 SPX 22-Oct-11 825 P 1,550Jul-11 SPX 22-Oct-11 850 C 5

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 360: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 22-Oct-11 850 P 3,105Jul-11 SPX 22-Oct-11 860 P 25Jul-11 SPX 22-Oct-11 875 P 112Jul-11 SPX 22-Oct-11 880 P 25Jul-11 SPX 22-Oct-11 900 P 425Jul-11 SPX 22-Oct-11 920 P 177Jul-11 SPX 22-Oct-11 925 P 134Jul-11 SPX 22-Oct-11 940 P 147Jul-11 SPX 22-Oct-11 950 P 3,088Jul-11 SPX 22-Oct-11 975 P 3,918Jul-11 SPX 22-Oct-11 980 P 1,611Jul-11 SPX 22-Oct-11 1000 C 3Jul-11 SPX 22-Oct-11 1000 P 8,115Jul-11 SPX 22-Oct-11 1025 P 1,664Jul-11 SPX 22-Oct-11 1050 P 17,479Jul-11 SPX 22-Oct-11 1060 P 2Jul-11 SPX 22-Oct-11 1070 P 7Jul-11 SPX 22-Oct-11 1075 P 314Jul-11 SPX 22-Oct-11 1080 P 7Jul-11 SPX 22-Oct-11 1090 P 2Jul-11 SPX 22-Oct-11 1100 P 20,742Jul-11 SPX 22-Oct-11 1110 P 13Jul-11 SPX 22-Oct-11 1120 P 1,795Jul-11 SPX 22-Oct-11 1125 P 5,282Jul-11 SPX 22-Oct-11 1130 P 2,509Jul-11 SPX 22-Oct-11 1140 P 1,509Jul-11 SPX 22-Oct-11 1150 C 503Jul-11 SPX 22-Oct-11 1150 P 14,704Jul-11 SPX 22-Oct-11 1160 P 27Jul-11 SPX 22-Oct-11 1170 P 1,032Jul-11 SPX 22-Oct-11 1175 P 9,387Jul-11 SPX 22-Oct-11 1180 P 2,024Jul-11 SPX 22-Oct-11 1190 P 1,820Jul-11 SPX 22-Oct-11 1200 C 253Jul-11 SPX 22-Oct-11 1200 P 36,513Jul-11 SPX 22-Oct-11 1210 P 5,056Jul-11 SPX 22-Oct-11 1220 P 1,382Jul-11 SPX 22-Oct-11 1225 C 428Jul-11 SPX 22-Oct-11 1225 P 20,547Jul-11 SPX 22-Oct-11 1230 P 386Jul-11 SPX 22-Oct-11 1240 P 2,181Jul-11 SPX 22-Oct-11 1250 C 37Jul-11 SPX 22-Oct-11 1250 P 40,682Jul-11 SPX 22-Oct-11 1255 P 220Jul-11 SPX 22-Oct-11 1260 P 5,748Jul-11 SPX 22-Oct-11 1265 P 13Jul-11 SPX 22-Oct-11 1270 P 7,204Jul-11 SPX 22-Oct-11 1275 C 1,838

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 361: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 22-Oct-11 1275 P 23,688Jul-11 SPX 22-Oct-11 1280 C 421Jul-11 SPX 22-Oct-11 1280 P 905Jul-11 SPX 22-Oct-11 1285 P 508Jul-11 SPX 22-Oct-11 1290 C 564Jul-11 SPX 22-Oct-11 1290 P 2,380Jul-11 SPX 22-Oct-11 1295 C 417Jul-11 SPX 22-Oct-11 1300 C 24,979Jul-11 SPX 22-Oct-11 1300 P 52,012Jul-11 SPX 22-Oct-11 1305 C 194Jul-11 SPX 22-Oct-11 1305 P 627Jul-11 SPX 22-Oct-11 1310 C 286Jul-11 SPX 22-Oct-11 1310 P 495Jul-11 SPX 22-Oct-11 1315 C 31Jul-11 SPX 22-Oct-11 1315 P 218Jul-11 SPX 22-Oct-11 1320 C 465Jul-11 SPX 22-Oct-11 1320 P 566Jul-11 SPX 22-Oct-11 1325 C 7,268Jul-11 SPX 22-Oct-11 1325 P 8,720Jul-11 SPX 22-Oct-11 1330 C 295Jul-11 SPX 22-Oct-11 1330 P 124Jul-11 SPX 22-Oct-11 1335 C 102Jul-11 SPX 22-Oct-11 1340 C 1,117Jul-11 SPX 22-Oct-11 1340 P 649Jul-11 SPX 22-Oct-11 1345 C 255Jul-11 SPX 22-Oct-11 1345 P 410Jul-11 SPX 22-Oct-11 1350 C 17,946Jul-11 SPX 22-Oct-11 1350 P 2,508Jul-11 SPX 22-Oct-11 1355 C 5Jul-11 SPX 22-Oct-11 1360 C 680Jul-11 SPX 22-Oct-11 1360 P 533Jul-11 SPX 22-Oct-11 1365 C 1,381Jul-11 SPX 22-Oct-11 1370 C 70Jul-11 SPX 22-Oct-11 1370 P 3Jul-11 SPX 22-Oct-11 1375 C 12,125Jul-11 SPX 22-Oct-11 1375 P 301Jul-11 SPX 22-Oct-11 1380 C 922Jul-11 SPX 22-Oct-11 1380 P 465Jul-11 SPX 22-Oct-11 1385 C 2,679Jul-11 SPX 22-Oct-11 1390 C 62Jul-11 SPX 22-Oct-11 1395 C 14Jul-11 SPX 22-Oct-11 1400 C 21,998Jul-11 SPX 22-Oct-11 1400 P 3Jul-11 SPX 22-Oct-11 1410 C 87Jul-11 SPX 22-Oct-11 1415 C 806Jul-11 SPX 22-Oct-11 1420 C 20Jul-11 SPX 22-Oct-11 1425 C 6,922Jul-11 SPX 22-Oct-11 1430 C 1,749

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 362: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 22-Oct-11 1440 C 177Jul-11 SPX 22-Oct-11 1440 P 425Jul-11 SPX 22-Oct-11 1450 C 7,176Jul-11 SPX 22-Oct-11 1460 C 1,605Jul-11 SPX 22-Oct-11 1470 C 85Jul-11 SPX 22-Oct-11 1475 C 4,960Jul-11 SPX 22-Oct-11 1480 C 225Jul-11 SPX 22-Oct-11 1500 C 4,600Jul-11 SPX 22-Oct-11 1520 C 15Jul-11 SPX 22-Oct-11 1525 C 25Jul-11 SPX 22-Oct-11 1525 P 1,282Jul-11 SPX 19-Nov-11 800 P 11,011Jul-11 SPX 19-Nov-11 825 P 27Jul-11 SPX 19-Nov-11 850 P 28Jul-11 SPX 19-Nov-11 875 P 2Jul-11 SPX 19-Nov-11 900 P 401Jul-11 SPX 19-Nov-11 925 P 11Jul-11 SPX 19-Nov-11 950 P 6Jul-11 SPX 19-Nov-11 1000 P 1,560Jul-11 SPX 19-Nov-11 1025 P 4Jul-11 SPX 19-Nov-11 1050 P 90Jul-11 SPX 19-Nov-11 1075 P 1,504Jul-11 SPX 19-Nov-11 1100 P 5,051Jul-11 SPX 19-Nov-11 1125 P 815Jul-11 SPX 19-Nov-11 1150 P 7,680Jul-11 SPX 19-Nov-11 1175 P 2,281Jul-11 SPX 19-Nov-11 1200 C 1Jul-11 SPX 19-Nov-11 1200 P 1,776Jul-11 SPX 19-Nov-11 1225 P 534Jul-11 SPX 19-Nov-11 1250 P 510Jul-11 SPX 19-Nov-11 1275 C 5Jul-11 SPX 19-Nov-11 1275 P 1,100Jul-11 SPX 19-Nov-11 1300 C 1,762Jul-11 SPX 19-Nov-11 1300 P 10,499Jul-11 SPX 19-Nov-11 1325 C 4,635Jul-11 SPX 19-Nov-11 1325 P 1,740Jul-11 SPX 19-Nov-11 1350 C 6,701Jul-11 SPX 19-Nov-11 1350 P 606Jul-11 SPX 19-Nov-11 1375 C 4,776Jul-11 SPX 19-Nov-11 1375 P 475Jul-11 SPX 19-Nov-11 1400 C 364Jul-11 SPX 19-Nov-11 1400 P 1Jul-11 SPX 19-Nov-11 1425 C 2,312Jul-11 SPX 19-Nov-11 1450 C 65Jul-11 SPX 19-Nov-11 1475 C 205Jul-11 SPX 19-Nov-11 1500 C 823Jul-11 SPX 19-Nov-11 1600 C 500Jul-11 SPX 17-Dec-11 100 C 11

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 363: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 17-Dec-11 200 P 559Jul-11 SPX 17-Dec-11 225 P 2Jul-11 SPX 17-Dec-11 250 P 14Jul-11 SPX 17-Dec-11 300 P 860Jul-11 SPX 17-Dec-11 350 P 2Jul-11 SPX 17-Dec-11 375 P 61Jul-11 SPX 17-Dec-11 400 P 437Jul-11 SPX 17-Dec-11 425 P 39Jul-11 SPX 17-Dec-11 450 P 26Jul-11 SPX 17-Dec-11 475 P 169Jul-11 SPX 17-Dec-11 500 C 1,082Jul-11 SPX 17-Dec-11 500 P 814Jul-11 SPX 17-Dec-11 525 P 84Jul-11 SPX 17-Dec-11 550 P 815Jul-11 SPX 17-Dec-11 575 P 20Jul-11 SPX 17-Dec-11 600 P 268Jul-11 SPX 17-Dec-11 650 P 674Jul-11 SPX 17-Dec-11 700 P 5,391Jul-11 SPX 17-Dec-11 750 P 9,795Jul-11 SPX 17-Dec-11 770 P 2,205Jul-11 SPX 17-Dec-11 775 P 318Jul-11 SPX 17-Dec-11 800 P 4,498Jul-11 SPX 17-Dec-11 825 P 341Jul-11 SPX 17-Dec-11 850 P 2,608Jul-11 SPX 17-Dec-11 875 P 2,193Jul-11 SPX 17-Dec-11 900 P 27,915Jul-11 SPX 17-Dec-11 920 P 334Jul-11 SPX 17-Dec-11 925 P 14,581Jul-11 SPX 17-Dec-11 950 P 22,800Jul-11 SPX 17-Dec-11 975 P 7,411Jul-11 SPX 17-Dec-11 1000 C 2Jul-11 SPX 17-Dec-11 1000 P 35,596Jul-11 SPX 17-Dec-11 1025 P 1,981Jul-11 SPX 17-Dec-11 1030 P 2,082Jul-11 SPX 17-Dec-11 1050 C 4Jul-11 SPX 17-Dec-11 1050 P 2,252Jul-11 SPX 17-Dec-11 1075 C 1Jul-11 SPX 17-Dec-11 1075 P 4,673Jul-11 SPX 17-Dec-11 1095 P 1,511Jul-11 SPX 17-Dec-11 1100 C 12Jul-11 SPX 17-Dec-11 1100 P 22,412Jul-11 SPX 17-Dec-11 1125 P 15,769Jul-11 SPX 17-Dec-11 1140 C 1Jul-11 SPX 17-Dec-11 1140 P 299Jul-11 SPX 17-Dec-11 1150 C 1,016Jul-11 SPX 17-Dec-11 1150 P 39,312Jul-11 SPX 17-Dec-11 1175 P 11,939Jul-11 SPX 17-Dec-11 1180 C 6

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 364: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 17-Dec-11 1180 P 4,146Jul-11 SPX 17-Dec-11 1185 P 44Jul-11 SPX 17-Dec-11 1200 C 2,511Jul-11 SPX 17-Dec-11 1200 P 77,068Jul-11 SPX 17-Dec-11 1225 C 3Jul-11 SPX 17-Dec-11 1225 P 19,549Jul-11 SPX 17-Dec-11 1245 P 78Jul-11 SPX 17-Dec-11 1250 C 1,406Jul-11 SPX 17-Dec-11 1250 P 68,142Jul-11 SPX 17-Dec-11 1275 C 1,158Jul-11 SPX 17-Dec-11 1275 P 20,221Jul-11 SPX 17-Dec-11 1285 P 102Jul-11 SPX 17-Dec-11 1300 C 25,904Jul-11 SPX 17-Dec-11 1300 P 68,628Jul-11 SPX 17-Dec-11 1305 P 20Jul-11 SPX 17-Dec-11 1310 C 154Jul-11 SPX 17-Dec-11 1310 P 76Jul-11 SPX 17-Dec-11 1315 C 68Jul-11 SPX 17-Dec-11 1315 P 68Jul-11 SPX 17-Dec-11 1320 C 1,000Jul-11 SPX 17-Dec-11 1325 C 19,759Jul-11 SPX 17-Dec-11 1325 P 13,801Jul-11 SPX 17-Dec-11 1335 C 638Jul-11 SPX 17-Dec-11 1335 P 2,353Jul-11 SPX 17-Dec-11 1350 C 39,264Jul-11 SPX 17-Dec-11 1350 P 7,246Jul-11 SPX 17-Dec-11 1375 C 35,732Jul-11 SPX 17-Dec-11 1375 P 502Jul-11 SPX 17-Dec-11 1400 C 81,313Jul-11 SPX 17-Dec-11 1400 P 990Jul-11 SPX 17-Dec-11 1415 C 55Jul-11 SPX 17-Dec-11 1415 P 2Jul-11 SPX 17-Dec-11 1420 C 63Jul-11 SPX 17-Dec-11 1420 P 1Jul-11 SPX 17-Dec-11 1425 C 11,678Jul-11 SPX 17-Dec-11 1425 P 200Jul-11 SPX 17-Dec-11 1450 C 38,028Jul-11 SPX 17-Dec-11 1450 P 35Jul-11 SPX 17-Dec-11 1475 C 12,054Jul-11 SPX 17-Dec-11 1500 C 50,658Jul-11 SPX 17-Dec-11 1500 P 785Jul-11 SPX 17-Dec-11 1525 C 3,639Jul-11 SPX 17-Dec-11 1550 C 8,190Jul-11 SPX 17-Dec-11 1600 C 3,340Jul-11 SPX 17-Dec-11 1600 P 10Jul-11 SPX 17-Dec-11 1700 C 2,874Jul-11 SPX 17-Dec-11 1800 C 1,001Jul-11 SPX 17-Dec-11 1900 C 151

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 365: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 17-Dec-11 2000 C 2Jul-11 SPX 17-Dec-11 3000 C 20Jul-11 SPX 17-Dec-11 3000 P 175Jul-11 SPX 17-Mar-12 200 C 100Jul-11 SPX 17-Mar-12 500 P 45Jul-11 SPX 17-Mar-12 600 P 5,550Jul-11 SPX 17-Mar-12 650 P 11Jul-11 SPX 17-Mar-12 700 P 15,402Jul-11 SPX 17-Mar-12 800 P 5,405Jul-11 SPX 17-Mar-12 850 P 145Jul-11 SPX 17-Mar-12 900 P 2,518Jul-11 SPX 17-Mar-12 950 P 2,010Jul-11 SPX 17-Mar-12 975 P 203Jul-11 SPX 17-Mar-12 1000 C 504Jul-11 SPX 17-Mar-12 1000 P 16,353Jul-11 SPX 17-Mar-12 1025 P 1,519Jul-11 SPX 17-Mar-12 1050 C 1Jul-11 SPX 17-Mar-12 1050 P 3,131Jul-11 SPX 17-Mar-12 1075 C 4Jul-11 SPX 17-Mar-12 1075 P 188Jul-11 SPX 17-Mar-12 1100 C 4Jul-11 SPX 17-Mar-12 1100 P 10,449Jul-11 SPX 17-Mar-12 1125 C 5Jul-11 SPX 17-Mar-12 1125 P 77Jul-11 SPX 17-Mar-12 1150 C 9Jul-11 SPX 17-Mar-12 1150 P 2,588Jul-11 SPX 17-Mar-12 1175 P 3,114Jul-11 SPX 17-Mar-12 1200 C 3Jul-11 SPX 17-Mar-12 1200 P 21,317Jul-11 SPX 17-Mar-12 1225 P 5,031Jul-11 SPX 17-Mar-12 1250 C 850Jul-11 SPX 17-Mar-12 1250 P 8,174Jul-11 SPX 17-Mar-12 1275 C 475Jul-11 SPX 17-Mar-12 1275 P 6,575Jul-11 SPX 17-Mar-12 1300 C 10,899Jul-11 SPX 17-Mar-12 1300 P 12,432Jul-11 SPX 17-Mar-12 1325 C 5,520Jul-11 SPX 17-Mar-12 1325 P 2,803Jul-11 SPX 17-Mar-12 1350 C 13,009Jul-11 SPX 17-Mar-12 1350 P 3,180Jul-11 SPX 17-Mar-12 1360 C 2Jul-11 SPX 17-Mar-12 1375 C 2,802Jul-11 SPX 17-Mar-12 1375 P 255Jul-11 SPX 17-Mar-12 1400 C 13,821Jul-11 SPX 17-Mar-12 1400 P 2Jul-11 SPX 17-Mar-12 1425 C 650Jul-11 SPX 17-Mar-12 1425 P 2Jul-11 SPX 17-Mar-12 1450 C 5,534

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 366: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 17-Mar-12 1450 P 2Jul-11 SPX 17-Mar-12 1475 C 5Jul-11 SPX 17-Mar-12 1500 C 1,206Jul-11 SPX 17-Mar-12 1550 C 719Jul-11 SPX 17-Mar-12 1600 C 11,122Jul-11 SPX 17-Mar-12 1600 P 1,000Jul-11 SPX 17-Mar-12 1650 C 100Jul-11 SPX 17-Mar-12 1700 C 102Jul-11 SPX 16-Jun-12 100 C 2Jul-11 SPX 16-Jun-12 500 C 104Jul-11 SPX 16-Jun-12 500 P 104Jul-11 SPX 16-Jun-12 600 P 5,502Jul-11 SPX 16-Jun-12 650 P 10Jul-11 SPX 16-Jun-12 800 P 1,522Jul-11 SPX 16-Jun-12 825 P 24Jul-11 SPX 16-Jun-12 850 P 500Jul-11 SPX 16-Jun-12 900 P 2,501Jul-11 SPX 16-Jun-12 925 P 9Jul-11 SPX 16-Jun-12 975 P 486Jul-11 SPX 16-Jun-12 1000 P 1,505Jul-11 SPX 16-Jun-12 1025 P 4Jul-11 SPX 16-Jun-12 1050 P 1,603Jul-11 SPX 16-Jun-12 1075 P 760Jul-11 SPX 16-Jun-12 1100 P 15,576Jul-11 SPX 16-Jun-12 1125 P 433Jul-11 SPX 16-Jun-12 1150 C 3Jul-11 SPX 16-Jun-12 1150 P 1,948Jul-11 SPX 16-Jun-12 1175 P 3,468Jul-11 SPX 16-Jun-12 1200 P 12,973Jul-11 SPX 16-Jun-12 1225 P 1,717Jul-11 SPX 16-Jun-12 1250 C 13Jul-11 SPX 16-Jun-12 1250 P 3,481Jul-11 SPX 16-Jun-12 1275 C 972Jul-11 SPX 16-Jun-12 1275 P 10,565Jul-11 SPX 16-Jun-12 1300 C 8,098Jul-11 SPX 16-Jun-12 1300 P 9,958Jul-11 SPX 16-Jun-12 1325 C 3,877Jul-11 SPX 16-Jun-12 1325 P 2,908Jul-11 SPX 16-Jun-12 1350 C 16,751Jul-11 SPX 16-Jun-12 1350 P 5,726Jul-11 SPX 16-Jun-12 1375 C 2,974Jul-11 SPX 16-Jun-12 1375 P 25Jul-11 SPX 16-Jun-12 1400 C 7,630Jul-11 SPX 16-Jun-12 1400 P 85Jul-11 SPX 16-Jun-12 1425 C 746Jul-11 SPX 16-Jun-12 1425 P 1Jul-11 SPX 16-Jun-12 1450 C 6,212Jul-11 SPX 16-Jun-12 1450 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 367: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 16-Jun-12 1475 C 955Jul-11 SPX 16-Jun-12 1500 C 4,959Jul-11 SPX 16-Jun-12 1500 P 104Jul-11 SPX 16-Jun-12 1550 C 15Jul-11 SPX 16-Jun-12 1600 C 1,366Jul-11 SPX 16-Jun-12 1625 C 2Jul-11 SPX 16-Jun-12 1800 C 205Jul-11 SPX 16-Jun-12 1900 C 259Jul-11 SPX 16-Jun-12 2500 P 4Jul-11 SPX 22-Dec-12 100 C 2Jul-11 SPX 22-Dec-12 100 P 155Jul-11 SPX 22-Dec-12 200 P 8,683Jul-11 SPX 22-Dec-12 250 P 5,479Jul-11 SPX 22-Dec-12 300 P 5Jul-11 SPX 22-Dec-12 400 P 42Jul-11 SPX 22-Dec-12 500 C 105Jul-11 SPX 22-Dec-12 500 P 25Jul-11 SPX 22-Dec-12 550 P 103Jul-11 SPX 22-Dec-12 600 C 600Jul-11 SPX 22-Dec-12 600 P 183Jul-11 SPX 22-Dec-12 700 P 535Jul-11 SPX 22-Dec-12 750 P 23Jul-11 SPX 22-Dec-12 800 P 4,344Jul-11 SPX 22-Dec-12 825 P 5Jul-11 SPX 22-Dec-12 850 C 100Jul-11 SPX 22-Dec-12 850 P 408Jul-11 SPX 22-Dec-12 875 P 7Jul-11 SPX 22-Dec-12 900 P 2,258Jul-11 SPX 22-Dec-12 925 P 249Jul-11 SPX 22-Dec-12 950 P 62Jul-11 SPX 22-Dec-12 975 P 150Jul-11 SPX 22-Dec-12 1000 P 7,640Jul-11 SPX 22-Dec-12 1025 P 1,010Jul-11 SPX 22-Dec-12 1050 P 7,976Jul-11 SPX 22-Dec-12 1075 P 219Jul-11 SPX 22-Dec-12 1100 P 4,182Jul-11 SPX 22-Dec-12 1125 P 39Jul-11 SPX 22-Dec-12 1150 C 3Jul-11 SPX 22-Dec-12 1150 P 1,871Jul-11 SPX 22-Dec-12 1175 P 300Jul-11 SPX 22-Dec-12 1200 C 924Jul-11 SPX 22-Dec-12 1200 P 10,241Jul-11 SPX 22-Dec-12 1225 P 176Jul-11 SPX 22-Dec-12 1250 P 7,501Jul-11 SPX 22-Dec-12 1275 C 1,341Jul-11 SPX 22-Dec-12 1275 P 1,942Jul-11 SPX 22-Dec-12 1300 C 5,703Jul-11 SPX 22-Dec-12 1300 P 14,423

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 368: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 22-Dec-12 1325 C 1,715Jul-11 SPX 22-Dec-12 1325 P 2,478Jul-11 SPX 22-Dec-12 1350 C 1,459Jul-11 SPX 22-Dec-12 1350 P 604Jul-11 SPX 22-Dec-12 1375 C 2Jul-11 SPX 22-Dec-12 1375 P 1Jul-11 SPX 22-Dec-12 1400 C 2,851Jul-11 SPX 22-Dec-12 1400 P 253Jul-11 SPX 22-Dec-12 1425 C 225Jul-11 SPX 22-Dec-12 1450 C 6,926Jul-11 SPX 22-Dec-12 1450 P 1Jul-11 SPX 22-Dec-12 1500 C 6,787Jul-11 SPX 22-Dec-12 1500 P 5Jul-11 SPX 22-Dec-12 1550 C 1,004Jul-11 SPX 22-Dec-12 1600 C 4,333Jul-11 SPX 22-Dec-12 1650 C 5,010Jul-11 SPX 22-Dec-12 1700 C 507Jul-11 SPX 22-Dec-12 1750 C 1,500Jul-11 SPX 22-Dec-12 1800 C 5,956Jul-11 SPX 22-Dec-12 1900 C 1Jul-11 SPX 22-Dec-12 2000 C 2,630Jul-11 SPX 22-Dec-12 2250 C 1Jul-11 SPX 22-Dec-12 2500 C 8Jul-11 SPX 22-Dec-12 2500 P 4Jul-11 SPX 22-Jun-13 550 P 10Jul-11 SPX 22-Jun-13 650 P 1Jul-11 SPX 22-Jun-13 800 P 200Jul-11 SPX 22-Jun-13 850 P 20Jul-11 SPX 22-Jun-13 900 C 500Jul-11 SPX 22-Jun-13 950 P 10Jul-11 SPX 22-Jun-13 1000 P 2Jul-11 SPX 22-Jun-13 1050 P 1,001Jul-11 SPX 22-Jun-13 1100 P 1,130Jul-11 SPX 22-Jun-13 1150 P 1Jul-11 SPX 22-Jun-13 1200 C 35Jul-11 SPX 22-Jun-13 1200 P 190Jul-11 SPX 22-Jun-13 1250 P 1,000Jul-11 SPX 22-Jun-13 1275 C 34Jul-11 SPX 22-Jun-13 1300 C 1,546Jul-11 SPX 22-Jun-13 1300 P 1,000Jul-11 SPX 22-Jun-13 1325 C 59Jul-11 SPX 22-Jun-13 1350 C 116Jul-11 SPX 22-Jun-13 1350 P 104Jul-11 SPX 22-Jun-13 1400 C 100Jul-11 SPX 22-Jun-13 1400 P 3Jul-11 SPX 22-Jun-13 1500 C 1,100Jul-11 SPX 22-Jun-13 1600 C 4Jul-11 SPX 22-Jun-13 1700 C 960

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 369: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 22-Jun-13 1800 C 4Jul-11 SPX 22-Jun-13 2000 C 4Jul-11 SPX 21-Dec-13 100 P 1,538Jul-11 SPX 21-Dec-13 200 C 166Jul-11 SPX 21-Dec-13 200 P 3Jul-11 SPX 21-Dec-13 250 P 220Jul-11 SPX 21-Dec-13 300 P 10Jul-11 SPX 21-Dec-13 350 P 2Jul-11 SPX 21-Dec-13 400 P 35Jul-11 SPX 21-Dec-13 450 P 11Jul-11 SPX 21-Dec-13 500 C 5Jul-11 SPX 21-Dec-13 500 P 133Jul-11 SPX 21-Dec-13 550 P 10Jul-11 SPX 21-Dec-13 600 P 801Jul-11 SPX 21-Dec-13 650 P 17Jul-11 SPX 21-Dec-13 700 P 330Jul-11 SPX 21-Dec-13 750 P 21Jul-11 SPX 21-Dec-13 800 C 166Jul-11 SPX 21-Dec-13 800 P 515Jul-11 SPX 21-Dec-13 850 P 60Jul-11 SPX 21-Dec-13 900 P 1,721Jul-11 SPX 21-Dec-13 925 P 20Jul-11 SPX 21-Dec-13 975 P 1Jul-11 SPX 21-Dec-13 1000 C 7Jul-11 SPX 21-Dec-13 1000 P 4,452Jul-11 SPX 21-Dec-13 1050 P 2,211Jul-11 SPX 21-Dec-13 1075 P 48Jul-11 SPX 21-Dec-13 1100 C 5Jul-11 SPX 21-Dec-13 1100 P 387Jul-11 SPX 21-Dec-13 1125 P 15Jul-11 SPX 21-Dec-13 1150 C 150Jul-11 SPX 21-Dec-13 1150 P 1,655Jul-11 SPX 21-Dec-13 1175 P 5Jul-11 SPX 21-Dec-13 1200 C 1,250Jul-11 SPX 21-Dec-13 1200 P 2Jul-11 SPX 21-Dec-13 1225 C 1Jul-11 SPX 21-Dec-13 1250 P 125Jul-11 SPX 21-Dec-13 1275 C 34Jul-11 SPX 21-Dec-13 1275 P 77Jul-11 SPX 21-Dec-13 1300 C 5,346Jul-11 SPX 21-Dec-13 1300 P 6,401Jul-11 SPX 21-Dec-13 1325 C 280Jul-11 SPX 21-Dec-13 1325 P 223Jul-11 SPX 21-Dec-13 1350 C 2,310Jul-11 SPX 21-Dec-13 1350 P 251Jul-11 SPX 21-Dec-13 1375 C 5Jul-11 SPX 21-Dec-13 1400 C 355Jul-11 SPX 21-Dec-13 1400 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 370: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPX 21-Dec-13 1450 C 600Jul-11 SPX 21-Dec-13 1450 P 1Jul-11 SPX 21-Dec-13 1475 C 1,010Jul-11 SPX 21-Dec-13 1500 C 1,430Jul-11 SPX 21-Dec-13 1500 P 5Jul-11 SPX 21-Dec-13 1550 C 503Jul-11 SPX 21-Dec-13 1600 C 4,550Jul-11 SPX 21-Dec-13 1650 C 2Jul-11 SPX 21-Dec-13 1800 C 1Jul-11 SPX 21-Dec-13 2000 C 296Jul-11 SPX 21-Dec-13 2000 P 1Jul-11 SPX 21-Dec-13 2250 C 2,563Jul-11 SPX 21-Dec-13 2500 C 3Jul-11 SPX 21-Dec-13 3000 C 100Jul-11 SPX 21-Dec-13 3000 P 156Jul-11 SPXW 01-Jul-11 1125 P 1Jul-11 SPXW 01-Jul-11 1150 P 5Jul-11 SPXW 01-Jul-11 1175 P 4Jul-11 SPXW 01-Jul-11 1200 P 25Jul-11 SPXW 01-Jul-11 1205 P 5Jul-11 SPXW 01-Jul-11 1210 P 26Jul-11 SPXW 01-Jul-11 1215 P 184Jul-11 SPXW 01-Jul-11 1220 P 199Jul-11 SPXW 01-Jul-11 1225 P 10Jul-11 SPXW 01-Jul-11 1230 P 4Jul-11 SPXW 01-Jul-11 1235 P 3Jul-11 SPXW 01-Jul-11 1240 P 55Jul-11 SPXW 01-Jul-11 1245 P 10Jul-11 SPXW 01-Jul-11 1250 P 7Jul-11 SPXW 01-Jul-11 1255 P 4Jul-11 SPXW 01-Jul-11 1260 P 74Jul-11 SPXW 01-Jul-11 1265 P 77Jul-11 SPXW 01-Jul-11 1270 P 292Jul-11 SPXW 01-Jul-11 1275 C 29Jul-11 SPXW 01-Jul-11 1275 P 70Jul-11 SPXW 01-Jul-11 1280 C 27Jul-11 SPXW 01-Jul-11 1280 P 58Jul-11 SPXW 01-Jul-11 1285 C 29Jul-11 SPXW 01-Jul-11 1285 P 116Jul-11 SPXW 01-Jul-11 1290 C 57Jul-11 SPXW 01-Jul-11 1290 P 98Jul-11 SPXW 01-Jul-11 1295 C 22Jul-11 SPXW 01-Jul-11 1295 P 105Jul-11 SPXW 01-Jul-11 1300 C 2,299Jul-11 SPXW 01-Jul-11 1300 P 2,461Jul-11 SPXW 01-Jul-11 1305 C 199Jul-11 SPXW 01-Jul-11 1305 P 338Jul-11 SPXW 01-Jul-11 1310 C 648

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 371: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPXW 01-Jul-11 1310 P 1,593Jul-11 SPXW 01-Jul-11 1315 C 831Jul-11 SPXW 01-Jul-11 1315 P 2,258Jul-11 SPXW 01-Jul-11 1320 C 6,337Jul-11 SPXW 01-Jul-11 1320 P 2,604Jul-11 SPXW 01-Jul-11 1325 C 5,476Jul-11 SPXW 01-Jul-11 1325 P 3,804Jul-11 SPXW 01-Jul-11 1330 C 18,079Jul-11 SPXW 01-Jul-11 1330 P 4,765Jul-11 SPXW 01-Jul-11 1335 C 14,051Jul-11 SPXW 01-Jul-11 1335 P 2,810Jul-11 SPXW 01-Jul-11 1340 C 20,394Jul-11 SPXW 01-Jul-11 1340 P 1,559Jul-11 SPXW 01-Jul-11 1350 C 2,138Jul-11 SPXW 01-Jul-11 1350 P 101Jul-11 SPXW 01-Jul-11 1400 C 300Jul-11 SPXW 08-Jul-11 1025 P 1,000Jul-11 SPXW 08-Jul-11 1050 P 1,226Jul-11 SPXW 08-Jul-11 1075 P 1,631Jul-11 SPXW 08-Jul-11 1100 P 1,185Jul-11 SPXW 08-Jul-11 1125 C 1Jul-11 SPXW 08-Jul-11 1125 P 2,332Jul-11 SPXW 08-Jul-11 1150 P 4,896Jul-11 SPXW 08-Jul-11 1175 C 10Jul-11 SPXW 08-Jul-11 1175 P 3,082Jul-11 SPXW 08-Jul-11 1190 P 8,200Jul-11 SPXW 08-Jul-11 1195 P 424Jul-11 SPXW 08-Jul-11 1200 P 3,640Jul-11 SPXW 08-Jul-11 1205 P 887Jul-11 SPXW 08-Jul-11 1210 C 21Jul-11 SPXW 08-Jul-11 1210 P 1,078Jul-11 SPXW 08-Jul-11 1215 C 10Jul-11 SPXW 08-Jul-11 1215 P 129Jul-11 SPXW 08-Jul-11 1220 C 10Jul-11 SPXW 08-Jul-11 1220 P 252Jul-11 SPXW 08-Jul-11 1225 P 5,103Jul-11 SPXW 08-Jul-11 1230 C 20Jul-11 SPXW 08-Jul-11 1230 P 111Jul-11 SPXW 08-Jul-11 1235 C 22Jul-11 SPXW 08-Jul-11 1235 P 189Jul-11 SPXW 08-Jul-11 1240 P 1,445Jul-11 SPXW 08-Jul-11 1245 P 1,301Jul-11 SPXW 08-Jul-11 1250 P 3,115Jul-11 SPXW 08-Jul-11 1255 P 463Jul-11 SPXW 08-Jul-11 1260 P 710Jul-11 SPXW 08-Jul-11 1265 P 226Jul-11 SPXW 08-Jul-11 1270 C 1Jul-11 SPXW 08-Jul-11 1270 P 930

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 372: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPXW 08-Jul-11 1275 P 7,355Jul-11 SPXW 08-Jul-11 1280 P 4,895Jul-11 SPXW 08-Jul-11 1285 C 2Jul-11 SPXW 08-Jul-11 1285 P 607Jul-11 SPXW 08-Jul-11 1290 C 2Jul-11 SPXW 08-Jul-11 1290 P 2,586Jul-11 SPXW 08-Jul-11 1295 C 48Jul-11 SPXW 08-Jul-11 1295 P 1,493Jul-11 SPXW 08-Jul-11 1300 C 822Jul-11 SPXW 08-Jul-11 1300 P 4,404Jul-11 SPXW 08-Jul-11 1305 C 69Jul-11 SPXW 08-Jul-11 1305 P 2,253Jul-11 SPXW 08-Jul-11 1310 C 245Jul-11 SPXW 08-Jul-11 1310 P 3,200Jul-11 SPXW 08-Jul-11 1315 C 125Jul-11 SPXW 08-Jul-11 1315 P 7,916Jul-11 SPXW 08-Jul-11 1320 C 3,130Jul-11 SPXW 08-Jul-11 1320 P 9,386Jul-11 SPXW 08-Jul-11 1325 C 2,124Jul-11 SPXW 08-Jul-11 1325 P 12,723Jul-11 SPXW 08-Jul-11 1330 C 986Jul-11 SPXW 08-Jul-11 1330 P 11,368Jul-11 SPXW 08-Jul-11 1335 C 2,421Jul-11 SPXW 08-Jul-11 1335 P 8,015Jul-11 SPXW 08-Jul-11 1340 C 8,310Jul-11 SPXW 08-Jul-11 1340 P 5,805Jul-11 SPXW 08-Jul-11 1345 C 6,999Jul-11 SPXW 08-Jul-11 1345 P 1,854Jul-11 SPXW 08-Jul-11 1350 C 5,944Jul-11 SPXW 08-Jul-11 1350 P 1,247Jul-11 SPXW 08-Jul-11 1355 C 1,899Jul-11 SPXW 08-Jul-11 1355 P 240Jul-11 SPXW 08-Jul-11 1360 C 3,548Jul-11 SPXW 08-Jul-11 1360 P 159Jul-11 SPXW 08-Jul-11 1365 C 2,267Jul-11 SPXW 08-Jul-11 1370 C 4,105Jul-11 SPXW 08-Jul-11 1370 P 2Jul-11 SPXW 08-Jul-11 1375 C 8,289Jul-11 SPXW 08-Jul-11 1375 P 4Jul-11 SPXW 08-Jul-11 1380 C 1Jul-11 SPXW 08-Jul-11 1400 C 5,596Jul-11 SPXW 08-Jul-11 1400 P 1Jul-11 SPXW 22-Jul-11 1050 P 9,010Jul-11 SPXW 22-Jul-11 1075 P 7,378Jul-11 SPXW 22-Jul-11 1100 C 10Jul-11 SPXW 22-Jul-11 1100 P 9,760Jul-11 SPXW 22-Jul-11 1125 P 13,348Jul-11 SPXW 22-Jul-11 1150 C 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 373: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPXW 22-Jul-11 1150 P 19,158Jul-11 SPXW 22-Jul-11 1175 P 8,407Jul-11 SPXW 22-Jul-11 1200 P 18,935Jul-11 SPXW 22-Jul-11 1210 C 10Jul-11 SPXW 22-Jul-11 1210 P 607Jul-11 SPXW 22-Jul-11 1215 C 10Jul-11 SPXW 22-Jul-11 1215 P 323Jul-11 SPXW 22-Jul-11 1220 P 528Jul-11 SPXW 22-Jul-11 1225 P 16,895Jul-11 SPXW 22-Jul-11 1230 C 4Jul-11 SPXW 22-Jul-11 1230 P 3,199Jul-11 SPXW 22-Jul-11 1235 C 10Jul-11 SPXW 22-Jul-11 1235 P 3,085Jul-11 SPXW 22-Jul-11 1240 C 10Jul-11 SPXW 22-Jul-11 1240 P 6,889Jul-11 SPXW 22-Jul-11 1245 C 10Jul-11 SPXW 22-Jul-11 1245 P 2,022Jul-11 SPXW 22-Jul-11 1250 C 2Jul-11 SPXW 22-Jul-11 1250 P 16,546Jul-11 SPXW 22-Jul-11 1255 P 3,536Jul-11 SPXW 22-Jul-11 1260 C 33Jul-11 SPXW 22-Jul-11 1260 P 5,087Jul-11 SPXW 22-Jul-11 1265 C 14Jul-11 SPXW 22-Jul-11 1265 P 1,582Jul-11 SPXW 22-Jul-11 1270 C 41Jul-11 SPXW 22-Jul-11 1270 P 5,370Jul-11 SPXW 22-Jul-11 1275 C 29Jul-11 SPXW 22-Jul-11 1275 P 3,704Jul-11 SPXW 22-Jul-11 1280 C 10Jul-11 SPXW 22-Jul-11 1280 P 10,152Jul-11 SPXW 22-Jul-11 1285 C 10Jul-11 SPXW 22-Jul-11 1285 P 4,484Jul-11 SPXW 22-Jul-11 1290 C 13Jul-11 SPXW 22-Jul-11 1290 P 7,481Jul-11 SPXW 22-Jul-11 1295 C 89Jul-11 SPXW 22-Jul-11 1295 P 3,766Jul-11 SPXW 22-Jul-11 1300 C 2,509Jul-11 SPXW 22-Jul-11 1300 P 28,716Jul-11 SPXW 22-Jul-11 1305 C 418Jul-11 SPXW 22-Jul-11 1305 P 8,472Jul-11 SPXW 22-Jul-11 1310 C 2,315Jul-11 SPXW 22-Jul-11 1310 P 11,538Jul-11 SPXW 22-Jul-11 1315 C 7,558Jul-11 SPXW 22-Jul-11 1315 P 7,296Jul-11 SPXW 22-Jul-11 1320 C 3,559Jul-11 SPXW 22-Jul-11 1320 P 7,653Jul-11 SPXW 22-Jul-11 1325 C 6,430Jul-11 SPXW 22-Jul-11 1325 P 6,032

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 374: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPXW 22-Jul-11 1330 C 7,781Jul-11 SPXW 22-Jul-11 1330 P 8,075Jul-11 SPXW 22-Jul-11 1335 C 6,810Jul-11 SPXW 22-Jul-11 1335 P 6,309Jul-11 SPXW 22-Jul-11 1340 C 9,237Jul-11 SPXW 22-Jul-11 1340 P 4,750Jul-11 SPXW 22-Jul-11 1345 C 7,878Jul-11 SPXW 22-Jul-11 1345 P 2,054Jul-11 SPXW 22-Jul-11 1350 C 19,612Jul-11 SPXW 22-Jul-11 1350 P 2,967Jul-11 SPXW 22-Jul-11 1355 C 12,478Jul-11 SPXW 22-Jul-11 1355 P 54Jul-11 SPXW 22-Jul-11 1360 C 14,283Jul-11 SPXW 22-Jul-11 1360 P 20Jul-11 SPXW 22-Jul-11 1365 C 6,249Jul-11 SPXW 22-Jul-11 1365 P 4Jul-11 SPXW 22-Jul-11 1370 C 5,160Jul-11 SPXW 22-Jul-11 1370 P 12Jul-11 SPXW 22-Jul-11 1375 C 3,982Jul-11 SPXW 22-Jul-11 1375 P 22Jul-11 SPXW 22-Jul-11 1380 C 2,142Jul-11 SPXW 22-Jul-11 1380 P 20Jul-11 SPXW 22-Jul-11 1400 C 2,903Jul-11 SPXW 22-Jul-11 1425 C 2,005Jul-11 SPXW 29-Jul-11 1050 P 5,506Jul-11 SPXW 29-Jul-11 1075 P 516Jul-11 SPXW 29-Jul-11 1100 P 865Jul-11 SPXW 29-Jul-11 1125 P 3,363Jul-11 SPXW 29-Jul-11 1150 P 14,816Jul-11 SPXW 29-Jul-11 1175 P 13,784Jul-11 SPXW 29-Jul-11 1200 P 15,546Jul-11 SPXW 29-Jul-11 1210 P 1,436Jul-11 SPXW 29-Jul-11 1215 P 1,293Jul-11 SPXW 29-Jul-11 1220 P 576Jul-11 SPXW 29-Jul-11 1225 P 19,767Jul-11 SPXW 29-Jul-11 1230 P 983Jul-11 SPXW 29-Jul-11 1235 P 882Jul-11 SPXW 29-Jul-11 1240 P 1,590Jul-11 SPXW 29-Jul-11 1245 P 1,137Jul-11 SPXW 29-Jul-11 1250 C 6Jul-11 SPXW 29-Jul-11 1250 P 15,719Jul-11 SPXW 29-Jul-11 1255 C 12Jul-11 SPXW 29-Jul-11 1255 P 2,552Jul-11 SPXW 29-Jul-11 1260 P 3,690Jul-11 SPXW 29-Jul-11 1265 P 7,657Jul-11 SPXW 29-Jul-11 1270 C 26Jul-11 SPXW 29-Jul-11 1270 P 5,221Jul-11 SPXW 29-Jul-11 1275 C 43

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 375: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPXW 29-Jul-11 1275 P 15,061Jul-11 SPXW 29-Jul-11 1280 C 149Jul-11 SPXW 29-Jul-11 1280 P 15,382Jul-11 SPXW 29-Jul-11 1285 C 41Jul-11 SPXW 29-Jul-11 1285 P 9,945Jul-11 SPXW 29-Jul-11 1290 C 749Jul-11 SPXW 29-Jul-11 1290 P 14,497Jul-11 SPXW 29-Jul-11 1295 C 4,537Jul-11 SPXW 29-Jul-11 1295 P 8,159Jul-11 SPXW 29-Jul-11 1300 C 7,480Jul-11 SPXW 29-Jul-11 1300 P 31,273Jul-11 SPXW 29-Jul-11 1305 C 3,870Jul-11 SPXW 29-Jul-11 1305 P 4,014Jul-11 SPXW 29-Jul-11 1310 C 5,671Jul-11 SPXW 29-Jul-11 1310 P 14,695Jul-11 SPXW 29-Jul-11 1315 C 6,482Jul-11 SPXW 29-Jul-11 1315 P 2,728Jul-11 SPXW 29-Jul-11 1320 C 6,705Jul-11 SPXW 29-Jul-11 1320 P 3,287Jul-11 SPXW 29-Jul-11 1325 C 5,363Jul-11 SPXW 29-Jul-11 1325 P 3,174Jul-11 SPXW 29-Jul-11 1330 C 8,323Jul-11 SPXW 29-Jul-11 1330 P 2,962Jul-11 SPXW 29-Jul-11 1335 C 8,081Jul-11 SPXW 29-Jul-11 1335 P 4,379Jul-11 SPXW 29-Jul-11 1340 C 6,231Jul-11 SPXW 29-Jul-11 1340 P 875Jul-11 SPXW 29-Jul-11 1345 C 3,939Jul-11 SPXW 29-Jul-11 1345 P 546Jul-11 SPXW 29-Jul-11 1350 C 13,004Jul-11 SPXW 29-Jul-11 1350 P 2,125Jul-11 SPXW 29-Jul-11 1355 C 3,546Jul-11 SPXW 29-Jul-11 1355 P 25Jul-11 SPXW 29-Jul-11 1360 C 5,417Jul-11 SPXW 29-Jul-11 1360 P 71Jul-11 SPXW 29-Jul-11 1365 C 2,001Jul-11 SPXW 29-Jul-11 1365 P 67Jul-11 SPXW 29-Jul-11 1370 C 15,820Jul-11 SPXW 29-Jul-11 1370 P 17Jul-11 SPXW 29-Jul-11 1375 C 7,334Jul-11 SPXW 29-Jul-11 1375 P 22Jul-11 SPXW 29-Jul-11 1380 C 3,158Jul-11 SPXW 29-Jul-11 1380 P 8Jul-11 SPXW 29-Jul-11 1385 C 2,495Jul-11 SPXW 29-Jul-11 1385 P 78Jul-11 SPXW 29-Jul-11 1390 C 1,237Jul-11 SPXW 29-Jul-11 1390 P 57Jul-11 SPXW 29-Jul-11 1395 C 1,106

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 376: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPXW 29-Jul-11 1395 P 13Jul-11 SPXW 29-Jul-11 1400 C 1,870Jul-11 SPXW 29-Jul-11 1405 C 132Jul-11 SPXW 29-Jul-11 1410 C 243Jul-11 SPXW 29-Jul-11 1415 C 64Jul-11 SPXW 29-Jul-11 1420 C 240Jul-11 SPXW 29-Jul-11 1420 P 1Jul-11 SPXW 29-Jul-11 1425 C 4,452Jul-11 SPXW 29-Jul-11 1450 C 200Jul-11 SPXW 29-Jul-11 1450 P 25Jul-11 SPXW 05-Aug-11 1050 P 460Jul-11 SPXW 05-Aug-11 1075 P 2,203Jul-11 SPXW 05-Aug-11 1100 C 11Jul-11 SPXW 05-Aug-11 1100 P 17,530Jul-11 SPXW 05-Aug-11 1125 C 10Jul-11 SPXW 05-Aug-11 1125 P 2,376Jul-11 SPXW 05-Aug-11 1150 C 5Jul-11 SPXW 05-Aug-11 1150 P 10,001Jul-11 SPXW 05-Aug-11 1175 C 5Jul-11 SPXW 05-Aug-11 1175 P 1,708Jul-11 SPXW 05-Aug-11 1200 P 12,383Jul-11 SPXW 05-Aug-11 1225 C 3Jul-11 SPXW 05-Aug-11 1225 P 5,211Jul-11 SPXW 05-Aug-11 1230 P 275Jul-11 SPXW 05-Aug-11 1235 P 380Jul-11 SPXW 05-Aug-11 1240 C 2Jul-11 SPXW 05-Aug-11 1240 P 276Jul-11 SPXW 05-Aug-11 1245 P 277Jul-11 SPXW 05-Aug-11 1250 C 6Jul-11 SPXW 05-Aug-11 1250 P 7,479Jul-11 SPXW 05-Aug-11 1255 P 176Jul-11 SPXW 05-Aug-11 1260 P 335Jul-11 SPXW 05-Aug-11 1265 C 6Jul-11 SPXW 05-Aug-11 1265 P 906Jul-11 SPXW 05-Aug-11 1270 C 6Jul-11 SPXW 05-Aug-11 1270 P 498Jul-11 SPXW 05-Aug-11 1275 C 13Jul-11 SPXW 05-Aug-11 1275 P 1,996Jul-11 SPXW 05-Aug-11 1280 C 14Jul-11 SPXW 05-Aug-11 1280 P 777Jul-11 SPXW 05-Aug-11 1285 C 32Jul-11 SPXW 05-Aug-11 1285 P 1,284Jul-11 SPXW 05-Aug-11 1290 C 96Jul-11 SPXW 05-Aug-11 1290 P 967Jul-11 SPXW 05-Aug-11 1295 C 129Jul-11 SPXW 05-Aug-11 1295 P 419Jul-11 SPXW 05-Aug-11 1300 C 2,018Jul-11 SPXW 05-Aug-11 1300 P 2,669

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 377: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Jul-11 SPXW 05-Aug-11 1305 C 253Jul-11 SPXW 05-Aug-11 1305 P 754Jul-11 SPXW 05-Aug-11 1310 C 1,402Jul-11 SPXW 05-Aug-11 1310 P 293Jul-11 SPXW 05-Aug-11 1315 C 1,610Jul-11 SPXW 05-Aug-11 1315 P 200Jul-11 SPXW 05-Aug-11 1320 C 2,568Jul-11 SPXW 05-Aug-11 1320 P 29Jul-11 SPXW 05-Aug-11 1325 C 4,396Jul-11 SPXW 05-Aug-11 1325 P 500Jul-11 SPXW 05-Aug-11 1330 C 2,049Jul-11 SPXW 05-Aug-11 1330 P 201Jul-11 SPXW 05-Aug-11 1335 C 2,518Jul-11 SPXW 05-Aug-11 1335 P 1Jul-11 SPXW 05-Aug-11 1340 C 851Jul-11 SPXW 05-Aug-11 1340 P 49Jul-11 SPXW 05-Aug-11 1345 C 145Jul-11 SPXW 05-Aug-11 1345 P 312Jul-11 SPXW 05-Aug-11 1350 C 2,001Jul-11 SPXW 05-Aug-11 1350 P 2,038Jul-11 SPXW 05-Aug-11 1355 C 420Jul-11 SPXW 05-Aug-11 1360 C 433Jul-11 SPXW 05-Aug-11 1365 C 1,078Jul-11 SPXW 05-Aug-11 1370 C 442Jul-11 SPXW 05-Aug-11 1370 P 10Jul-11 SPXW 05-Aug-11 1375 C 258Jul-11 SPXW 05-Aug-11 1375 P 10Jul-11 SPXW 05-Aug-11 1380 C 543Jul-11 SPXW 05-Aug-11 1385 C 6Jul-11 SPXW 05-Aug-11 1390 C 5Jul-11 SPXW 05-Aug-11 1400 C 396Jul-11 SPXW 05-Aug-11 1405 C 6Jul-11 SPXW 05-Aug-11 1420 C 5Jul-11 SPXW 05-Aug-11 1425 C 328

Aug-11 SPX 20-Aug-11 500 C 900Aug-11 SPX 20-Aug-11 500 P 901Aug-11 SPX 20-Aug-11 600 P 216Aug-11 SPX 20-Aug-11 700 P 2,894Aug-11 SPX 20-Aug-11 750 P 2,014Aug-11 SPX 20-Aug-11 775 P 2,196Aug-11 SPX 20-Aug-11 800 C 3Aug-11 SPX 20-Aug-11 800 P 12,785Aug-11 SPX 20-Aug-11 810 P 378Aug-11 SPX 20-Aug-11 820 P 170Aug-11 SPX 20-Aug-11 825 P 1,932Aug-11 SPX 20-Aug-11 830 P 161Aug-11 SPX 20-Aug-11 840 P 164Aug-11 SPX 20-Aug-11 850 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 378: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 20-Aug-11 850 P 4,835Aug-11 SPX 20-Aug-11 860 P 1,177Aug-11 SPX 20-Aug-11 865 P 125Aug-11 SPX 20-Aug-11 870 P 1,308Aug-11 SPX 20-Aug-11 875 P 7,584Aug-11 SPX 20-Aug-11 880 P 1,236Aug-11 SPX 20-Aug-11 885 P 3,144Aug-11 SPX 20-Aug-11 890 P 3,569Aug-11 SPX 20-Aug-11 895 P 543Aug-11 SPX 20-Aug-11 900 C 4Aug-11 SPX 20-Aug-11 900 P 47,168Aug-11 SPX 20-Aug-11 905 P 1,124Aug-11 SPX 20-Aug-11 910 P 387Aug-11 SPX 20-Aug-11 915 P 73Aug-11 SPX 20-Aug-11 920 P 1,712Aug-11 SPX 20-Aug-11 925 P 15,464Aug-11 SPX 20-Aug-11 930 P 823Aug-11 SPX 20-Aug-11 935 P 21Aug-11 SPX 20-Aug-11 940 P 1,793Aug-11 SPX 20-Aug-11 945 P 296Aug-11 SPX 20-Aug-11 950 C 2,216Aug-11 SPX 20-Aug-11 950 P 45,295Aug-11 SPX 20-Aug-11 955 P 953Aug-11 SPX 20-Aug-11 960 C 2Aug-11 SPX 20-Aug-11 960 P 454Aug-11 SPX 20-Aug-11 965 P 481Aug-11 SPX 20-Aug-11 970 P 1,503Aug-11 SPX 20-Aug-11 975 C 4Aug-11 SPX 20-Aug-11 975 P 21,713Aug-11 SPX 20-Aug-11 980 P 7,165Aug-11 SPX 20-Aug-11 985 P 6,686Aug-11 SPX 20-Aug-11 990 C 2Aug-11 SPX 20-Aug-11 990 P 1,792Aug-11 SPX 20-Aug-11 995 P 4,194Aug-11 SPX 20-Aug-11 1000 C 541Aug-11 SPX 20-Aug-11 1000 P 183,103Aug-11 SPX 20-Aug-11 1005 C 4Aug-11 SPX 20-Aug-11 1005 P 522Aug-11 SPX 20-Aug-11 1010 C 21Aug-11 SPX 20-Aug-11 1010 P 5,549Aug-11 SPX 20-Aug-11 1015 P 2,750Aug-11 SPX 20-Aug-11 1020 C 1Aug-11 SPX 20-Aug-11 1020 P 3,573Aug-11 SPX 20-Aug-11 1025 C 4Aug-11 SPX 20-Aug-11 1025 P 62,783Aug-11 SPX 20-Aug-11 1030 P 12,853Aug-11 SPX 20-Aug-11 1035 P 10,232Aug-11 SPX 20-Aug-11 1040 C 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 379: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 20-Aug-11 1040 P 29,969Aug-11 SPX 20-Aug-11 1045 C 63Aug-11 SPX 20-Aug-11 1045 P 4,052Aug-11 SPX 20-Aug-11 1050 C 181Aug-11 SPX 20-Aug-11 1050 P 184,538Aug-11 SPX 20-Aug-11 1055 C 75Aug-11 SPX 20-Aug-11 1055 P 11,137Aug-11 SPX 20-Aug-11 1060 C 73Aug-11 SPX 20-Aug-11 1060 P 60,950Aug-11 SPX 20-Aug-11 1065 C 2Aug-11 SPX 20-Aug-11 1065 P 6,143Aug-11 SPX 20-Aug-11 1070 P 17,546Aug-11 SPX 20-Aug-11 1075 C 200Aug-11 SPX 20-Aug-11 1075 P 101,624Aug-11 SPX 20-Aug-11 1080 C 14Aug-11 SPX 20-Aug-11 1080 P 56,785Aug-11 SPX 20-Aug-11 1085 C 4Aug-11 SPX 20-Aug-11 1085 P 5,104Aug-11 SPX 20-Aug-11 1090 C 9Aug-11 SPX 20-Aug-11 1090 P 14,570Aug-11 SPX 20-Aug-11 1095 C 23Aug-11 SPX 20-Aug-11 1095 P 3,419Aug-11 SPX 20-Aug-11 1100 C 45,649Aug-11 SPX 20-Aug-11 1100 P 442,299Aug-11 SPX 20-Aug-11 1105 C 6Aug-11 SPX 20-Aug-11 1105 P 7,876Aug-11 SPX 20-Aug-11 1110 C 53Aug-11 SPX 20-Aug-11 1110 P 36,243Aug-11 SPX 20-Aug-11 1115 C 104Aug-11 SPX 20-Aug-11 1115 P 28,036Aug-11 SPX 20-Aug-11 1120 C 1,433Aug-11 SPX 20-Aug-11 1120 P 38,739Aug-11 SPX 20-Aug-11 1125 C 7,510Aug-11 SPX 20-Aug-11 1125 P 174,364Aug-11 SPX 20-Aug-11 1130 C 2,572Aug-11 SPX 20-Aug-11 1130 P 159,179Aug-11 SPX 20-Aug-11 1135 C 686Aug-11 SPX 20-Aug-11 1135 P 6,945Aug-11 SPX 20-Aug-11 1140 C 17,756Aug-11 SPX 20-Aug-11 1140 P 88,048Aug-11 SPX 20-Aug-11 1145 C 4,822Aug-11 SPX 20-Aug-11 1145 P 8,632Aug-11 SPX 20-Aug-11 1150 C 240,255Aug-11 SPX 20-Aug-11 1150 P 623,420Aug-11 SPX 20-Aug-11 1155 C 5,260Aug-11 SPX 20-Aug-11 1155 P 17,079Aug-11 SPX 20-Aug-11 1160 C 27,586Aug-11 SPX 20-Aug-11 1160 P 119,034

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 380: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 20-Aug-11 1165 C 10,919Aug-11 SPX 20-Aug-11 1165 P 19,545Aug-11 SPX 20-Aug-11 1170 C 26,933Aug-11 SPX 20-Aug-11 1170 P 100,791Aug-11 SPX 20-Aug-11 1175 C 83,596Aug-11 SPX 20-Aug-11 1175 P 164,785Aug-11 SPX 20-Aug-11 1180 C 56,507Aug-11 SPX 20-Aug-11 1180 P 137,767Aug-11 SPX 20-Aug-11 1185 C 15,851Aug-11 SPX 20-Aug-11 1185 P 25,008Aug-11 SPX 20-Aug-11 1190 C 42,748Aug-11 SPX 20-Aug-11 1190 P 86,501Aug-11 SPX 20-Aug-11 1195 C 13,221Aug-11 SPX 20-Aug-11 1195 P 16,581Aug-11 SPX 20-Aug-11 1200 C 281,987Aug-11 SPX 20-Aug-11 1200 P 401,925Aug-11 SPX 20-Aug-11 1205 C 12,714Aug-11 SPX 20-Aug-11 1205 P 21,108Aug-11 SPX 20-Aug-11 1210 C 66,096Aug-11 SPX 20-Aug-11 1210 P 95,520Aug-11 SPX 20-Aug-11 1215 C 10,734Aug-11 SPX 20-Aug-11 1215 P 9,099Aug-11 SPX 20-Aug-11 1220 C 92,804Aug-11 SPX 20-Aug-11 1220 P 133,690Aug-11 SPX 20-Aug-11 1225 C 105,803Aug-11 SPX 20-Aug-11 1225 P 83,375Aug-11 SPX 20-Aug-11 1230 C 55,493Aug-11 SPX 20-Aug-11 1230 P 93,893Aug-11 SPX 20-Aug-11 1235 C 12,949Aug-11 SPX 20-Aug-11 1235 P 9,033Aug-11 SPX 20-Aug-11 1240 C 69,235Aug-11 SPX 20-Aug-11 1240 P 57,597Aug-11 SPX 20-Aug-11 1245 C 11,774Aug-11 SPX 20-Aug-11 1245 P 8,117Aug-11 SPX 20-Aug-11 1250 C 125,207Aug-11 SPX 20-Aug-11 1250 P 143,023Aug-11 SPX 20-Aug-11 1255 C 7,469Aug-11 SPX 20-Aug-11 1255 P 6,705Aug-11 SPX 20-Aug-11 1260 C 29,320Aug-11 SPX 20-Aug-11 1260 P 54,982Aug-11 SPX 20-Aug-11 1265 C 24,043Aug-11 SPX 20-Aug-11 1265 P 16,314Aug-11 SPX 20-Aug-11 1270 C 28,754Aug-11 SPX 20-Aug-11 1270 P 36,664Aug-11 SPX 20-Aug-11 1275 C 108,319Aug-11 SPX 20-Aug-11 1275 P 59,100Aug-11 SPX 20-Aug-11 1280 C 27,814Aug-11 SPX 20-Aug-11 1280 P 25,518

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 381: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 20-Aug-11 1285 C 22,359Aug-11 SPX 20-Aug-11 1285 P 3,586Aug-11 SPX 20-Aug-11 1290 C 22,711Aug-11 SPX 20-Aug-11 1290 P 9,072Aug-11 SPX 20-Aug-11 1295 C 7,089Aug-11 SPX 20-Aug-11 1295 P 2,842Aug-11 SPX 20-Aug-11 1300 C 162,832Aug-11 SPX 20-Aug-11 1300 P 51,379Aug-11 SPX 20-Aug-11 1305 C 8,047Aug-11 SPX 20-Aug-11 1305 P 2,819Aug-11 SPX 20-Aug-11 1310 C 19,200Aug-11 SPX 20-Aug-11 1310 P 1,178Aug-11 SPX 20-Aug-11 1315 C 41,422Aug-11 SPX 20-Aug-11 1315 P 6,213Aug-11 SPX 20-Aug-11 1320 C 17,475Aug-11 SPX 20-Aug-11 1320 P 8,062Aug-11 SPX 20-Aug-11 1325 C 59,567Aug-11 SPX 20-Aug-11 1325 P 3,519Aug-11 SPX 20-Aug-11 1330 C 18,960Aug-11 SPX 20-Aug-11 1330 P 4,289Aug-11 SPX 20-Aug-11 1335 C 5,177Aug-11 SPX 20-Aug-11 1335 P 3,354Aug-11 SPX 20-Aug-11 1340 C 43,306Aug-11 SPX 20-Aug-11 1340 P 1,760Aug-11 SPX 20-Aug-11 1345 C 5,328Aug-11 SPX 20-Aug-11 1345 P 54Aug-11 SPX 20-Aug-11 1350 C 41,179Aug-11 SPX 20-Aug-11 1350 P 9,439Aug-11 SPX 20-Aug-11 1355 C 1,829Aug-11 SPX 20-Aug-11 1355 P 19Aug-11 SPX 20-Aug-11 1360 C 15,028Aug-11 SPX 20-Aug-11 1360 P 8,099Aug-11 SPX 20-Aug-11 1365 C 3,681Aug-11 SPX 20-Aug-11 1365 P 10Aug-11 SPX 20-Aug-11 1370 C 6,796Aug-11 SPX 20-Aug-11 1370 P 10Aug-11 SPX 20-Aug-11 1375 C 17,249Aug-11 SPX 20-Aug-11 1375 P 70Aug-11 SPX 20-Aug-11 1380 C 8,457Aug-11 SPX 20-Aug-11 1380 P 1Aug-11 SPX 20-Aug-11 1385 C 4,975Aug-11 SPX 20-Aug-11 1390 C 7,901Aug-11 SPX 20-Aug-11 1390 P 229Aug-11 SPX 20-Aug-11 1395 C 3,468Aug-11 SPX 20-Aug-11 1400 C 9,315Aug-11 SPX 20-Aug-11 1400 P 23,549Aug-11 SPX 20-Aug-11 1405 C 3,736Aug-11 SPX 20-Aug-11 1405 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 382: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 20-Aug-11 1410 C 4,671Aug-11 SPX 20-Aug-11 1415 C 3,266Aug-11 SPX 20-Aug-11 1415 P 14Aug-11 SPX 20-Aug-11 1420 C 3,030Aug-11 SPX 20-Aug-11 1420 P 10Aug-11 SPX 20-Aug-11 1425 C 1,117Aug-11 SPX 20-Aug-11 1425 P 14Aug-11 SPX 20-Aug-11 1430 C 5,051Aug-11 SPX 20-Aug-11 1435 C 649Aug-11 SPX 20-Aug-11 1435 P 50Aug-11 SPX 20-Aug-11 1440 C 498Aug-11 SPX 20-Aug-11 1445 C 372Aug-11 SPX 20-Aug-11 1450 C 4,184Aug-11 SPX 20-Aug-11 1450 P 1Aug-11 SPX 20-Aug-11 1455 C 30Aug-11 SPX 20-Aug-11 1460 C 6Aug-11 SPX 20-Aug-11 1465 C 12Aug-11 SPX 20-Aug-11 1470 C 24Aug-11 SPX 20-Aug-11 1475 C 138Aug-11 SPX 20-Aug-11 1480 C 2Aug-11 SPX 20-Aug-11 1490 C 2Aug-11 SPX 20-Aug-11 1500 C 2,836Aug-11 SPX 20-Aug-11 1500 P 900Aug-11 SPX 20-Aug-11 1525 C 1,744Aug-11 SPX 20-Aug-11 1550 C 9Aug-11 SPX 20-Aug-11 1600 C 17Aug-11 SPX 17-Sep-11 100 C 2Aug-11 SPX 17-Sep-11 200 C 310Aug-11 SPX 17-Sep-11 225 C 628Aug-11 SPX 17-Sep-11 300 C 2,174Aug-11 SPX 17-Sep-11 300 P 350Aug-11 SPX 17-Sep-11 400 C 500Aug-11 SPX 17-Sep-11 400 P 755Aug-11 SPX 17-Sep-11 500 C 22,209Aug-11 SPX 17-Sep-11 500 P 20,190Aug-11 SPX 17-Sep-11 550 P 802Aug-11 SPX 17-Sep-11 600 C 810Aug-11 SPX 17-Sep-11 600 P 66,070Aug-11 SPX 17-Sep-11 625 C 628Aug-11 SPX 17-Sep-11 625 P 21,433Aug-11 SPX 17-Sep-11 650 P 20,971Aug-11 SPX 17-Sep-11 675 P 29,336Aug-11 SPX 17-Sep-11 700 P 35,007Aug-11 SPX 17-Sep-11 710 P 6,979Aug-11 SPX 17-Sep-11 720 P 4,645Aug-11 SPX 17-Sep-11 725 P 3,351Aug-11 SPX 17-Sep-11 730 P 4,845Aug-11 SPX 17-Sep-11 740 P 6,737

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 383: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 17-Sep-11 750 C 150Aug-11 SPX 17-Sep-11 750 P 8,493Aug-11 SPX 17-Sep-11 755 P 3,666Aug-11 SPX 17-Sep-11 760 P 2,970Aug-11 SPX 17-Sep-11 765 P 3,160Aug-11 SPX 17-Sep-11 770 P 2,877Aug-11 SPX 17-Sep-11 775 P 9,285Aug-11 SPX 17-Sep-11 780 P 3,130Aug-11 SPX 17-Sep-11 785 P 2,930Aug-11 SPX 17-Sep-11 790 P 2,886Aug-11 SPX 17-Sep-11 795 P 2,773Aug-11 SPX 17-Sep-11 800 C 75Aug-11 SPX 17-Sep-11 800 P 111,102Aug-11 SPX 17-Sep-11 805 P 2,787Aug-11 SPX 17-Sep-11 810 P 3,096Aug-11 SPX 17-Sep-11 815 P 2,626Aug-11 SPX 17-Sep-11 820 P 2,894Aug-11 SPX 17-Sep-11 825 C 50Aug-11 SPX 17-Sep-11 825 P 30,865Aug-11 SPX 17-Sep-11 830 P 2,802Aug-11 SPX 17-Sep-11 835 P 2,707Aug-11 SPX 17-Sep-11 840 C 10Aug-11 SPX 17-Sep-11 840 P 2,913Aug-11 SPX 17-Sep-11 845 P 2,514Aug-11 SPX 17-Sep-11 850 P 112,324Aug-11 SPX 17-Sep-11 855 P 2,321Aug-11 SPX 17-Sep-11 860 P 3,579Aug-11 SPX 17-Sep-11 865 P 6,886Aug-11 SPX 17-Sep-11 870 P 2,975Aug-11 SPX 17-Sep-11 875 C 4,027Aug-11 SPX 17-Sep-11 875 P 35,513Aug-11 SPX 17-Sep-11 880 P 4,912Aug-11 SPX 17-Sep-11 885 P 12,244Aug-11 SPX 17-Sep-11 890 P 4,507Aug-11 SPX 17-Sep-11 895 C 12Aug-11 SPX 17-Sep-11 895 P 2,720Aug-11 SPX 17-Sep-11 900 C 97Aug-11 SPX 17-Sep-11 900 P 242,290Aug-11 SPX 17-Sep-11 905 P 2,114Aug-11 SPX 17-Sep-11 910 P 2,795Aug-11 SPX 17-Sep-11 915 C 1Aug-11 SPX 17-Sep-11 915 P 2,042Aug-11 SPX 17-Sep-11 920 P 7,007Aug-11 SPX 17-Sep-11 925 C 60Aug-11 SPX 17-Sep-11 925 P 45,778Aug-11 SPX 17-Sep-11 930 C 1Aug-11 SPX 17-Sep-11 930 P 5,330Aug-11 SPX 17-Sep-11 935 P 5,317

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 384: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 17-Sep-11 940 P 7,603Aug-11 SPX 17-Sep-11 945 C 1Aug-11 SPX 17-Sep-11 945 P 3,649Aug-11 SPX 17-Sep-11 950 C 15,451Aug-11 SPX 17-Sep-11 950 P 233,452Aug-11 SPX 17-Sep-11 955 P 2,186Aug-11 SPX 17-Sep-11 960 C 12Aug-11 SPX 17-Sep-11 960 P 21,302Aug-11 SPX 17-Sep-11 965 P 4,009Aug-11 SPX 17-Sep-11 970 P 2,707Aug-11 SPX 17-Sep-11 975 C 29Aug-11 SPX 17-Sep-11 975 P 108,794Aug-11 SPX 17-Sep-11 980 C 10Aug-11 SPX 17-Sep-11 980 P 30,464Aug-11 SPX 17-Sep-11 985 C 10Aug-11 SPX 17-Sep-11 985 P 5,828Aug-11 SPX 17-Sep-11 990 C 34Aug-11 SPX 17-Sep-11 990 P 19,726Aug-11 SPX 17-Sep-11 995 P 2,611Aug-11 SPX 17-Sep-11 1000 C 3,653Aug-11 SPX 17-Sep-11 1000 P 344,126Aug-11 SPX 17-Sep-11 1005 C 11Aug-11 SPX 17-Sep-11 1005 P 1,939Aug-11 SPX 17-Sep-11 1010 C 11Aug-11 SPX 17-Sep-11 1010 P 9,728Aug-11 SPX 17-Sep-11 1015 C 5Aug-11 SPX 17-Sep-11 1015 P 4,640Aug-11 SPX 17-Sep-11 1020 C 100Aug-11 SPX 17-Sep-11 1020 P 21,386Aug-11 SPX 17-Sep-11 1025 C 14Aug-11 SPX 17-Sep-11 1025 P 79,370Aug-11 SPX 17-Sep-11 1030 C 100Aug-11 SPX 17-Sep-11 1030 P 17,161Aug-11 SPX 17-Sep-11 1035 C 10Aug-11 SPX 17-Sep-11 1035 P 6,362Aug-11 SPX 17-Sep-11 1040 C 123Aug-11 SPX 17-Sep-11 1040 P 30,377Aug-11 SPX 17-Sep-11 1045 C 20Aug-11 SPX 17-Sep-11 1045 P 4,622Aug-11 SPX 17-Sep-11 1050 C 450Aug-11 SPX 17-Sep-11 1050 P 436,685Aug-11 SPX 17-Sep-11 1055 C 7Aug-11 SPX 17-Sep-11 1055 P 3,805Aug-11 SPX 17-Sep-11 1060 C 92Aug-11 SPX 17-Sep-11 1060 P 57,959Aug-11 SPX 17-Sep-11 1065 C 22Aug-11 SPX 17-Sep-11 1065 P 3,576Aug-11 SPX 17-Sep-11 1070 C 8

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 385: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 17-Sep-11 1070 P 21,481Aug-11 SPX 17-Sep-11 1075 C 8,478Aug-11 SPX 17-Sep-11 1075 P 186,413Aug-11 SPX 17-Sep-11 1080 C 289Aug-11 SPX 17-Sep-11 1080 P 70,157Aug-11 SPX 17-Sep-11 1085 C 19Aug-11 SPX 17-Sep-11 1085 P 11,607Aug-11 SPX 17-Sep-11 1090 C 17Aug-11 SPX 17-Sep-11 1090 P 9,569Aug-11 SPX 17-Sep-11 1095 C 12Aug-11 SPX 17-Sep-11 1095 P 2,026Aug-11 SPX 17-Sep-11 1100 C 39,765Aug-11 SPX 17-Sep-11 1100 P 619,838Aug-11 SPX 17-Sep-11 1105 C 381Aug-11 SPX 17-Sep-11 1105 P 3,868Aug-11 SPX 17-Sep-11 1110 C 1,867Aug-11 SPX 17-Sep-11 1110 P 36,772Aug-11 SPX 17-Sep-11 1115 C 3,807Aug-11 SPX 17-Sep-11 1115 P 18,475Aug-11 SPX 17-Sep-11 1120 C 15,636Aug-11 SPX 17-Sep-11 1120 P 112,336Aug-11 SPX 17-Sep-11 1125 C 80,720Aug-11 SPX 17-Sep-11 1125 P 240,771Aug-11 SPX 17-Sep-11 1130 C 52,300Aug-11 SPX 17-Sep-11 1130 P 168,565Aug-11 SPX 17-Sep-11 1135 C 68,212Aug-11 SPX 17-Sep-11 1135 P 81,345Aug-11 SPX 17-Sep-11 1140 C 89,774Aug-11 SPX 17-Sep-11 1140 P 190,156Aug-11 SPX 17-Sep-11 1145 C 68,365Aug-11 SPX 17-Sep-11 1145 P 71,565Aug-11 SPX 17-Sep-11 1150 C 290,457Aug-11 SPX 17-Sep-11 1150 P 693,212Aug-11 SPX 17-Sep-11 1155 C 47,006Aug-11 SPX 17-Sep-11 1155 P 58,242Aug-11 SPX 17-Sep-11 1160 C 98,385Aug-11 SPX 17-Sep-11 1160 P 157,173Aug-11 SPX 17-Sep-11 1165 C 75,573Aug-11 SPX 17-Sep-11 1165 P 52,339Aug-11 SPX 17-Sep-11 1170 C 75,627Aug-11 SPX 17-Sep-11 1170 P 122,234Aug-11 SPX 17-Sep-11 1175 C 212,639Aug-11 SPX 17-Sep-11 1175 P 256,579Aug-11 SPX 17-Sep-11 1180 C 60,278Aug-11 SPX 17-Sep-11 1180 P 165,493Aug-11 SPX 17-Sep-11 1185 C 57,297Aug-11 SPX 17-Sep-11 1185 P 42,559Aug-11 SPX 17-Sep-11 1190 C 92,005

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 386: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 17-Sep-11 1190 P 101,242Aug-11 SPX 17-Sep-11 1195 C 80,954Aug-11 SPX 17-Sep-11 1195 P 72,633Aug-11 SPX 17-Sep-11 1200 C 465,876Aug-11 SPX 17-Sep-11 1200 P 523,249Aug-11 SPX 17-Sep-11 1205 C 86,973Aug-11 SPX 17-Sep-11 1205 P 66,643Aug-11 SPX 17-Sep-11 1210 C 51,263Aug-11 SPX 17-Sep-11 1210 P 40,738Aug-11 SPX 17-Sep-11 1215 C 42,533Aug-11 SPX 17-Sep-11 1215 P 34,426Aug-11 SPX 17-Sep-11 1220 C 89,012Aug-11 SPX 17-Sep-11 1220 P 65,760Aug-11 SPX 17-Sep-11 1225 C 191,799Aug-11 SPX 17-Sep-11 1225 P 167,642Aug-11 SPX 17-Sep-11 1230 C 35,062Aug-11 SPX 17-Sep-11 1230 P 22,823Aug-11 SPX 17-Sep-11 1235 C 23,375Aug-11 SPX 17-Sep-11 1235 P 20,848Aug-11 SPX 17-Sep-11 1240 C 95,141Aug-11 SPX 17-Sep-11 1240 P 19,195Aug-11 SPX 17-Sep-11 1245 C 31,660Aug-11 SPX 17-Sep-11 1245 P 8,760Aug-11 SPX 17-Sep-11 1250 C 281,964Aug-11 SPX 17-Sep-11 1250 P 194,626Aug-11 SPX 17-Sep-11 1255 C 23,014Aug-11 SPX 17-Sep-11 1255 P 7,442Aug-11 SPX 17-Sep-11 1260 C 54,102Aug-11 SPX 17-Sep-11 1260 P 26,049Aug-11 SPX 17-Sep-11 1265 C 17,859Aug-11 SPX 17-Sep-11 1265 P 16,089Aug-11 SPX 17-Sep-11 1270 C 71,944Aug-11 SPX 17-Sep-11 1270 P 61,828Aug-11 SPX 17-Sep-11 1275 C 140,238Aug-11 SPX 17-Sep-11 1275 P 60,514Aug-11 SPX 17-Sep-11 1280 C 117,803Aug-11 SPX 17-Sep-11 1280 P 16,528Aug-11 SPX 17-Sep-11 1285 C 37,186Aug-11 SPX 17-Sep-11 1285 P 5,989Aug-11 SPX 17-Sep-11 1290 C 24,895Aug-11 SPX 17-Sep-11 1290 P 49,341Aug-11 SPX 17-Sep-11 1295 C 6,754Aug-11 SPX 17-Sep-11 1295 P 1,913Aug-11 SPX 17-Sep-11 1300 C 247,256Aug-11 SPX 17-Sep-11 1300 P 48,158Aug-11 SPX 17-Sep-11 1305 C 3,187Aug-11 SPX 17-Sep-11 1305 P 1,115Aug-11 SPX 17-Sep-11 1310 C 25,260

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 387: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 17-Sep-11 1310 P 1,267Aug-11 SPX 17-Sep-11 1315 C 12,245Aug-11 SPX 17-Sep-11 1315 P 5,301Aug-11 SPX 17-Sep-11 1320 C 36,823Aug-11 SPX 17-Sep-11 1320 P 2,153Aug-11 SPX 17-Sep-11 1325 C 69,311Aug-11 SPX 17-Sep-11 1325 P 8,608Aug-11 SPX 17-Sep-11 1330 C 6,413Aug-11 SPX 17-Sep-11 1330 P 761Aug-11 SPX 17-Sep-11 1335 C 5,395Aug-11 SPX 17-Sep-11 1335 P 430Aug-11 SPX 17-Sep-11 1340 C 67,685Aug-11 SPX 17-Sep-11 1340 P 1,061Aug-11 SPX 17-Sep-11 1345 C 4,805Aug-11 SPX 17-Sep-11 1345 P 16Aug-11 SPX 17-Sep-11 1350 C 62,542Aug-11 SPX 17-Sep-11 1350 P 485Aug-11 SPX 17-Sep-11 1355 C 1,608Aug-11 SPX 17-Sep-11 1355 P 3Aug-11 SPX 17-Sep-11 1360 C 20,305Aug-11 SPX 17-Sep-11 1360 P 389Aug-11 SPX 17-Sep-11 1365 C 23,643Aug-11 SPX 17-Sep-11 1370 C 4,995Aug-11 SPX 17-Sep-11 1375 C 30,728Aug-11 SPX 17-Sep-11 1375 P 61Aug-11 SPX 17-Sep-11 1380 C 19,467Aug-11 SPX 17-Sep-11 1380 P 11Aug-11 SPX 17-Sep-11 1385 C 10,371Aug-11 SPX 17-Sep-11 1390 C 13,010Aug-11 SPX 17-Sep-11 1390 P 5Aug-11 SPX 17-Sep-11 1395 C 12,612Aug-11 SPX 17-Sep-11 1400 C 45,429Aug-11 SPX 17-Sep-11 1400 P 900Aug-11 SPX 17-Sep-11 1405 C 1,912Aug-11 SPX 17-Sep-11 1410 C 2,620Aug-11 SPX 17-Sep-11 1415 C 358Aug-11 SPX 17-Sep-11 1420 C 1,353Aug-11 SPX 17-Sep-11 1425 C 6,417Aug-11 SPX 17-Sep-11 1425 P 42Aug-11 SPX 17-Sep-11 1430 C 765Aug-11 SPX 17-Sep-11 1435 C 195Aug-11 SPX 17-Sep-11 1440 C 1,480Aug-11 SPX 17-Sep-11 1445 C 127Aug-11 SPX 17-Sep-11 1450 C 7,446Aug-11 SPX 17-Sep-11 1455 C 121Aug-11 SPX 17-Sep-11 1460 C 195Aug-11 SPX 17-Sep-11 1465 C 106Aug-11 SPX 17-Sep-11 1470 C 298

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 388: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 17-Sep-11 1475 C 5,177Aug-11 SPX 17-Sep-11 1480 C 110Aug-11 SPX 17-Sep-11 1485 C 101Aug-11 SPX 17-Sep-11 1490 C 152Aug-11 SPX 17-Sep-11 1495 C 99Aug-11 SPX 17-Sep-11 1500 C 20,859Aug-11 SPX 17-Sep-11 1500 P 20,288Aug-11 SPX 17-Sep-11 1510 C 231Aug-11 SPX 17-Sep-11 1520 C 186Aug-11 SPX 17-Sep-11 1525 C 170Aug-11 SPX 17-Sep-11 1530 C 1,380Aug-11 SPX 17-Sep-11 1550 C 1,081Aug-11 SPX 17-Sep-11 1600 C 1,611Aug-11 SPX 17-Sep-11 1600 P 40Aug-11 SPX 17-Sep-11 1650 C 225Aug-11 SPX 17-Sep-11 1700 C 20Aug-11 SPX 17-Sep-11 1700 P 1,115Aug-11 SPX 17-Sep-11 1800 P 875Aug-11 SPX 17-Sep-11 1900 P 1,115Aug-11 SPX 17-Sep-11 2000 P 875Aug-11 SPX 17-Sep-11 3000 C 41Aug-11 SPX 17-Sep-11 3000 P 42Aug-11 SPX 22-Oct-11 100 P 10Aug-11 SPX 22-Oct-11 400 P 16Aug-11 SPX 22-Oct-11 500 P 426Aug-11 SPX 22-Oct-11 550 P 7,232Aug-11 SPX 22-Oct-11 600 C 50Aug-11 SPX 22-Oct-11 600 P 6,542Aug-11 SPX 22-Oct-11 650 C 75Aug-11 SPX 22-Oct-11 650 P 15,948Aug-11 SPX 22-Oct-11 700 C 125Aug-11 SPX 22-Oct-11 700 P 10,948Aug-11 SPX 22-Oct-11 710 P 10Aug-11 SPX 22-Oct-11 725 P 563Aug-11 SPX 22-Oct-11 740 P 7Aug-11 SPX 22-Oct-11 750 C 75Aug-11 SPX 22-Oct-11 750 P 30,257Aug-11 SPX 22-Oct-11 770 P 6Aug-11 SPX 22-Oct-11 775 P 3,104Aug-11 SPX 22-Oct-11 780 P 140Aug-11 SPX 22-Oct-11 800 C 77Aug-11 SPX 22-Oct-11 800 P 81,841Aug-11 SPX 22-Oct-11 810 P 22Aug-11 SPX 22-Oct-11 820 P 64Aug-11 SPX 22-Oct-11 825 P 10,366Aug-11 SPX 22-Oct-11 830 P 3Aug-11 SPX 22-Oct-11 835 P 3Aug-11 SPX 22-Oct-11 840 P 5

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 389: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 22-Oct-11 845 P 3Aug-11 SPX 22-Oct-11 850 C 2Aug-11 SPX 22-Oct-11 850 P 26,698Aug-11 SPX 22-Oct-11 855 P 39Aug-11 SPX 22-Oct-11 860 P 74Aug-11 SPX 22-Oct-11 865 P 4Aug-11 SPX 22-Oct-11 870 P 136Aug-11 SPX 22-Oct-11 875 P 46,324Aug-11 SPX 22-Oct-11 880 P 636Aug-11 SPX 22-Oct-11 885 P 21Aug-11 SPX 22-Oct-11 890 P 3,642Aug-11 SPX 22-Oct-11 895 P 54Aug-11 SPX 22-Oct-11 900 C 2,401Aug-11 SPX 22-Oct-11 900 P 93,477Aug-11 SPX 22-Oct-11 910 P 16,496Aug-11 SPX 22-Oct-11 915 P 19Aug-11 SPX 22-Oct-11 920 P 709Aug-11 SPX 22-Oct-11 925 P 17,743Aug-11 SPX 22-Oct-11 930 P 3,699Aug-11 SPX 22-Oct-11 935 P 7Aug-11 SPX 22-Oct-11 940 P 1,114Aug-11 SPX 22-Oct-11 945 P 2Aug-11 SPX 22-Oct-11 950 C 1Aug-11 SPX 22-Oct-11 950 P 72,198Aug-11 SPX 22-Oct-11 960 P 22,501Aug-11 SPX 22-Oct-11 965 P 2Aug-11 SPX 22-Oct-11 970 P 1,469Aug-11 SPX 22-Oct-11 975 P 62,857Aug-11 SPX 22-Oct-11 980 P 22,958Aug-11 SPX 22-Oct-11 985 P 4Aug-11 SPX 22-Oct-11 990 P 1,579Aug-11 SPX 22-Oct-11 995 P 52Aug-11 SPX 22-Oct-11 1000 C 1,345Aug-11 SPX 22-Oct-11 1000 P 102,607Aug-11 SPX 22-Oct-11 1005 P 82Aug-11 SPX 22-Oct-11 1010 P 20,487Aug-11 SPX 22-Oct-11 1015 P 16,763Aug-11 SPX 22-Oct-11 1020 C 2Aug-11 SPX 22-Oct-11 1020 P 6,427Aug-11 SPX 22-Oct-11 1025 P 49,138Aug-11 SPX 22-Oct-11 1030 P 38,184Aug-11 SPX 22-Oct-11 1035 P 2,501Aug-11 SPX 22-Oct-11 1040 P 16,220Aug-11 SPX 22-Oct-11 1045 P 21Aug-11 SPX 22-Oct-11 1050 C 208Aug-11 SPX 22-Oct-11 1050 P 121,991Aug-11 SPX 22-Oct-11 1055 P 319Aug-11 SPX 22-Oct-11 1060 P 9,442

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 390: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 22-Oct-11 1065 P 42Aug-11 SPX 22-Oct-11 1070 C 2Aug-11 SPX 22-Oct-11 1070 P 9,931Aug-11 SPX 22-Oct-11 1075 C 1,000Aug-11 SPX 22-Oct-11 1075 P 70,748Aug-11 SPX 22-Oct-11 1080 C 4,003Aug-11 SPX 22-Oct-11 1080 P 9,443Aug-11 SPX 22-Oct-11 1085 P 27Aug-11 SPX 22-Oct-11 1090 C 10Aug-11 SPX 22-Oct-11 1090 P 1,541Aug-11 SPX 22-Oct-11 1095 C 3Aug-11 SPX 22-Oct-11 1095 P 63Aug-11 SPX 22-Oct-11 1100 C 4,296Aug-11 SPX 22-Oct-11 1100 P 159,384Aug-11 SPX 22-Oct-11 1105 C 20Aug-11 SPX 22-Oct-11 1105 P 72Aug-11 SPX 22-Oct-11 1110 C 46Aug-11 SPX 22-Oct-11 1110 P 1,348Aug-11 SPX 22-Oct-11 1115 P 896Aug-11 SPX 22-Oct-11 1120 C 569Aug-11 SPX 22-Oct-11 1120 P 8,098Aug-11 SPX 22-Oct-11 1125 C 13,490Aug-11 SPX 22-Oct-11 1125 P 78,402Aug-11 SPX 22-Oct-11 1130 C 3,907Aug-11 SPX 22-Oct-11 1130 P 6,060Aug-11 SPX 22-Oct-11 1135 C 536Aug-11 SPX 22-Oct-11 1135 P 204Aug-11 SPX 22-Oct-11 1140 C 5,692Aug-11 SPX 22-Oct-11 1140 P 12,495Aug-11 SPX 22-Oct-11 1145 C 48Aug-11 SPX 22-Oct-11 1145 P 120Aug-11 SPX 22-Oct-11 1150 C 77,276Aug-11 SPX 22-Oct-11 1150 P 174,532Aug-11 SPX 22-Oct-11 1155 C 30Aug-11 SPX 22-Oct-11 1155 P 210Aug-11 SPX 22-Oct-11 1160 C 1,481Aug-11 SPX 22-Oct-11 1160 P 5,820Aug-11 SPX 22-Oct-11 1165 C 128Aug-11 SPX 22-Oct-11 1165 P 244Aug-11 SPX 22-Oct-11 1170 C 2,540Aug-11 SPX 22-Oct-11 1170 P 3,565Aug-11 SPX 22-Oct-11 1175 C 36,428Aug-11 SPX 22-Oct-11 1175 P 52,645Aug-11 SPX 22-Oct-11 1180 C 4,920Aug-11 SPX 22-Oct-11 1180 P 4,281Aug-11 SPX 22-Oct-11 1185 C 1,274Aug-11 SPX 22-Oct-11 1185 P 13Aug-11 SPX 22-Oct-11 1190 C 2,662

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 391: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 22-Oct-11 1190 P 6,087Aug-11 SPX 22-Oct-11 1195 C 848Aug-11 SPX 22-Oct-11 1195 P 32Aug-11 SPX 22-Oct-11 1200 C 99,952Aug-11 SPX 22-Oct-11 1200 P 46,542Aug-11 SPX 22-Oct-11 1205 C 93Aug-11 SPX 22-Oct-11 1205 P 130Aug-11 SPX 22-Oct-11 1210 C 2,443Aug-11 SPX 22-Oct-11 1210 P 1,931Aug-11 SPX 22-Oct-11 1215 C 138Aug-11 SPX 22-Oct-11 1215 P 322Aug-11 SPX 22-Oct-11 1220 C 3,222Aug-11 SPX 22-Oct-11 1220 P 3,322Aug-11 SPX 22-Oct-11 1225 C 53,629Aug-11 SPX 22-Oct-11 1225 P 34,712Aug-11 SPX 22-Oct-11 1230 C 3,644Aug-11 SPX 22-Oct-11 1230 P 747Aug-11 SPX 22-Oct-11 1235 C 1,545Aug-11 SPX 22-Oct-11 1235 P 10Aug-11 SPX 22-Oct-11 1240 C 1,040Aug-11 SPX 22-Oct-11 1240 P 3,374Aug-11 SPX 22-Oct-11 1245 C 150Aug-11 SPX 22-Oct-11 1245 P 14Aug-11 SPX 22-Oct-11 1250 C 67,119Aug-11 SPX 22-Oct-11 1250 P 25,585Aug-11 SPX 22-Oct-11 1255 C 1,055Aug-11 SPX 22-Oct-11 1255 P 122Aug-11 SPX 22-Oct-11 1260 C 8,003Aug-11 SPX 22-Oct-11 1260 P 1,157Aug-11 SPX 22-Oct-11 1265 C 1,228Aug-11 SPX 22-Oct-11 1265 P 59Aug-11 SPX 22-Oct-11 1270 C 457Aug-11 SPX 22-Oct-11 1270 P 1,376Aug-11 SPX 22-Oct-11 1275 C 44,866Aug-11 SPX 22-Oct-11 1275 P 15,420Aug-11 SPX 22-Oct-11 1280 C 12,316Aug-11 SPX 22-Oct-11 1280 P 1,367Aug-11 SPX 22-Oct-11 1285 C 2,404Aug-11 SPX 22-Oct-11 1285 P 532Aug-11 SPX 22-Oct-11 1290 C 17,755Aug-11 SPX 22-Oct-11 1290 P 1,921Aug-11 SPX 22-Oct-11 1295 C 2,135Aug-11 SPX 22-Oct-11 1295 P 19Aug-11 SPX 22-Oct-11 1300 C 63,682Aug-11 SPX 22-Oct-11 1300 P 13,598Aug-11 SPX 22-Oct-11 1305 C 10,383Aug-11 SPX 22-Oct-11 1310 C 2,941Aug-11 SPX 22-Oct-11 1310 P 415

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 392: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 22-Oct-11 1315 C 400Aug-11 SPX 22-Oct-11 1315 P 209Aug-11 SPX 22-Oct-11 1320 C 8,522Aug-11 SPX 22-Oct-11 1320 P 29Aug-11 SPX 22-Oct-11 1325 C 14,805Aug-11 SPX 22-Oct-11 1325 P 1,703Aug-11 SPX 22-Oct-11 1330 C 16,510Aug-11 SPX 22-Oct-11 1330 P 20Aug-11 SPX 22-Oct-11 1335 C 251Aug-11 SPX 22-Oct-11 1340 C 3,591Aug-11 SPX 22-Oct-11 1340 P 23Aug-11 SPX 22-Oct-11 1345 C 38Aug-11 SPX 22-Oct-11 1345 P 202Aug-11 SPX 22-Oct-11 1350 C 20,224Aug-11 SPX 22-Oct-11 1350 P 795Aug-11 SPX 22-Oct-11 1355 C 192Aug-11 SPX 22-Oct-11 1360 C 1,394Aug-11 SPX 22-Oct-11 1360 P 516Aug-11 SPX 22-Oct-11 1365 C 1,233Aug-11 SPX 22-Oct-11 1370 C 3,632Aug-11 SPX 22-Oct-11 1370 P 1Aug-11 SPX 22-Oct-11 1375 C 4,471Aug-11 SPX 22-Oct-11 1375 P 251Aug-11 SPX 22-Oct-11 1380 C 707Aug-11 SPX 22-Oct-11 1380 P 37Aug-11 SPX 22-Oct-11 1385 C 2,756Aug-11 SPX 22-Oct-11 1390 C 10Aug-11 SPX 22-Oct-11 1395 C 71Aug-11 SPX 22-Oct-11 1400 C 9,607Aug-11 SPX 22-Oct-11 1400 P 12Aug-11 SPX 22-Oct-11 1410 C 75Aug-11 SPX 22-Oct-11 1415 C 15Aug-11 SPX 22-Oct-11 1420 C 122Aug-11 SPX 22-Oct-11 1425 C 3,839Aug-11 SPX 22-Oct-11 1430 C 524Aug-11 SPX 22-Oct-11 1440 C 106Aug-11 SPX 22-Oct-11 1440 P 16Aug-11 SPX 22-Oct-11 1450 C 1,002Aug-11 SPX 22-Oct-11 1460 C 36Aug-11 SPX 22-Oct-11 1470 C 104Aug-11 SPX 22-Oct-11 1475 C 87Aug-11 SPX 22-Oct-11 1480 C 15Aug-11 SPX 22-Oct-11 1500 C 201Aug-11 SPX 22-Oct-11 1525 C 4Aug-11 SPX 22-Oct-11 1525 P 50Aug-11 SPX 19-Nov-11 100 P 10Aug-11 SPX 19-Nov-11 300 P 50Aug-11 SPX 19-Nov-11 500 P 12,617

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 393: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 19-Nov-11 550 P 5,842Aug-11 SPX 19-Nov-11 600 P 6,666Aug-11 SPX 19-Nov-11 650 P 42,156Aug-11 SPX 19-Nov-11 700 P 3,693Aug-11 SPX 19-Nov-11 720 P 20Aug-11 SPX 19-Nov-11 725 P 1Aug-11 SPX 19-Nov-11 750 P 760Aug-11 SPX 19-Nov-11 760 P 5Aug-11 SPX 19-Nov-11 780 P 2Aug-11 SPX 19-Nov-11 800 C 5Aug-11 SPX 19-Nov-11 800 P 25,987Aug-11 SPX 19-Nov-11 825 P 1,307Aug-11 SPX 19-Nov-11 840 P 710Aug-11 SPX 19-Nov-11 850 P 27,072Aug-11 SPX 19-Nov-11 875 P 37,379Aug-11 SPX 19-Nov-11 880 P 4,484Aug-11 SPX 19-Nov-11 900 P 50,389Aug-11 SPX 19-Nov-11 920 P 200Aug-11 SPX 19-Nov-11 925 P 17,406Aug-11 SPX 19-Nov-11 940 P 4Aug-11 SPX 19-Nov-11 950 P 18,122Aug-11 SPX 19-Nov-11 960 P 1,391Aug-11 SPX 19-Nov-11 975 P 10,068Aug-11 SPX 19-Nov-11 980 P 2Aug-11 SPX 19-Nov-11 1000 C 3,500Aug-11 SPX 19-Nov-11 1000 P 16,707Aug-11 SPX 19-Nov-11 1020 P 246Aug-11 SPX 19-Nov-11 1025 P 27,824Aug-11 SPX 19-Nov-11 1040 C 2Aug-11 SPX 19-Nov-11 1040 P 321Aug-11 SPX 19-Nov-11 1050 C 8Aug-11 SPX 19-Nov-11 1050 P 36,237Aug-11 SPX 19-Nov-11 1060 P 10Aug-11 SPX 19-Nov-11 1075 C 1,390Aug-11 SPX 19-Nov-11 1075 P 11,412Aug-11 SPX 19-Nov-11 1080 P 537Aug-11 SPX 19-Nov-11 1100 C 1,124Aug-11 SPX 19-Nov-11 1100 P 55,226Aug-11 SPX 19-Nov-11 1105 P 1Aug-11 SPX 19-Nov-11 1120 C 108Aug-11 SPX 19-Nov-11 1120 P 58Aug-11 SPX 19-Nov-11 1125 C 5,991Aug-11 SPX 19-Nov-11 1125 P 24,088Aug-11 SPX 19-Nov-11 1130 C 6Aug-11 SPX 19-Nov-11 1130 P 2,902Aug-11 SPX 19-Nov-11 1135 P 3Aug-11 SPX 19-Nov-11 1140 C 106Aug-11 SPX 19-Nov-11 1140 P 127

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 394: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 19-Nov-11 1150 C 14,502Aug-11 SPX 19-Nov-11 1150 P 40,954Aug-11 SPX 19-Nov-11 1155 P 9Aug-11 SPX 19-Nov-11 1160 C 662Aug-11 SPX 19-Nov-11 1160 P 948Aug-11 SPX 19-Nov-11 1170 C 2Aug-11 SPX 19-Nov-11 1170 P 11Aug-11 SPX 19-Nov-11 1175 C 9,278Aug-11 SPX 19-Nov-11 1175 P 20,419Aug-11 SPX 19-Nov-11 1180 C 106Aug-11 SPX 19-Nov-11 1180 P 1,709Aug-11 SPX 19-Nov-11 1185 C 114Aug-11 SPX 19-Nov-11 1185 P 2Aug-11 SPX 19-Nov-11 1190 C 28Aug-11 SPX 19-Nov-11 1195 C 16Aug-11 SPX 19-Nov-11 1195 P 21Aug-11 SPX 19-Nov-11 1200 C 22,720Aug-11 SPX 19-Nov-11 1200 P 27,066Aug-11 SPX 19-Nov-11 1220 C 391Aug-11 SPX 19-Nov-11 1220 P 1,142Aug-11 SPX 19-Nov-11 1225 C 20,371Aug-11 SPX 19-Nov-11 1225 P 6,881Aug-11 SPX 19-Nov-11 1240 C 512Aug-11 SPX 19-Nov-11 1240 P 1,750Aug-11 SPX 19-Nov-11 1250 C 25,363Aug-11 SPX 19-Nov-11 1250 P 7,271Aug-11 SPX 19-Nov-11 1260 C 19Aug-11 SPX 19-Nov-11 1275 C 10,742Aug-11 SPX 19-Nov-11 1275 P 9,734Aug-11 SPX 19-Nov-11 1280 C 80Aug-11 SPX 19-Nov-11 1300 C 23,182Aug-11 SPX 19-Nov-11 1300 P 4,514Aug-11 SPX 19-Nov-11 1320 C 69Aug-11 SPX 19-Nov-11 1320 P 100Aug-11 SPX 19-Nov-11 1325 C 12,050Aug-11 SPX 19-Nov-11 1325 P 5Aug-11 SPX 19-Nov-11 1340 C 56Aug-11 SPX 19-Nov-11 1350 C 6,055Aug-11 SPX 19-Nov-11 1350 P 617Aug-11 SPX 19-Nov-11 1360 C 36Aug-11 SPX 19-Nov-11 1360 P 76Aug-11 SPX 19-Nov-11 1375 C 18,156Aug-11 SPX 19-Nov-11 1375 P 290Aug-11 SPX 19-Nov-11 1380 C 1Aug-11 SPX 19-Nov-11 1400 C 18,684Aug-11 SPX 19-Nov-11 1400 P 8Aug-11 SPX 19-Nov-11 1420 C 40Aug-11 SPX 19-Nov-11 1425 C 1,155

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 395: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 19-Nov-11 1450 C 868Aug-11 SPX 19-Nov-11 1475 C 4,540Aug-11 SPX 19-Nov-11 1500 C 21Aug-11 SPX 19-Nov-11 1550 C 186Aug-11 SPX 19-Nov-11 1600 C 735Aug-11 SPX 19-Nov-11 1700 C 1,435Aug-11 SPX 19-Nov-11 1750 C 58Aug-11 SPX 17-Dec-11 100 C 1Aug-11 SPX 17-Dec-11 100 P 5,051Aug-11 SPX 17-Dec-11 150 C 3,680Aug-11 SPX 17-Dec-11 150 P 454Aug-11 SPX 17-Dec-11 200 P 5,155Aug-11 SPX 17-Dec-11 225 P 12Aug-11 SPX 17-Dec-11 250 P 1,181Aug-11 SPX 17-Dec-11 275 P 14Aug-11 SPX 17-Dec-11 280 P 67Aug-11 SPX 17-Dec-11 300 P 5,411Aug-11 SPX 17-Dec-11 325 P 281Aug-11 SPX 17-Dec-11 350 C 3,680Aug-11 SPX 17-Dec-11 350 P 81Aug-11 SPX 17-Dec-11 375 P 295Aug-11 SPX 17-Dec-11 400 P 2,353Aug-11 SPX 17-Dec-11 425 P 300Aug-11 SPX 17-Dec-11 450 P 356Aug-11 SPX 17-Dec-11 475 P 6,403Aug-11 SPX 17-Dec-11 500 C 4,955Aug-11 SPX 17-Dec-11 500 P 7,486Aug-11 SPX 17-Dec-11 525 P 262Aug-11 SPX 17-Dec-11 550 P 35,437Aug-11 SPX 17-Dec-11 575 P 530Aug-11 SPX 17-Dec-11 600 P 36,624Aug-11 SPX 17-Dec-11 650 P 18,685Aug-11 SPX 17-Dec-11 675 P 21,037Aug-11 SPX 17-Dec-11 700 C 31Aug-11 SPX 17-Dec-11 700 P 44,976Aug-11 SPX 17-Dec-11 725 P 6,471Aug-11 SPX 17-Dec-11 750 P 61,822Aug-11 SPX 17-Dec-11 770 C 50Aug-11 SPX 17-Dec-11 770 P 202Aug-11 SPX 17-Dec-11 775 C 16Aug-11 SPX 17-Dec-11 775 P 1,416Aug-11 SPX 17-Dec-11 800 P 70,093Aug-11 SPX 17-Dec-11 825 P 16,988Aug-11 SPX 17-Dec-11 840 P 2,000Aug-11 SPX 17-Dec-11 850 P 33,039Aug-11 SPX 17-Dec-11 875 P 35,477Aug-11 SPX 17-Dec-11 880 P 1Aug-11 SPX 17-Dec-11 890 P 140

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 396: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 17-Dec-11 900 C 2,012Aug-11 SPX 17-Dec-11 900 P 157,845Aug-11 SPX 17-Dec-11 910 P 1Aug-11 SPX 17-Dec-11 920 P 3,517Aug-11 SPX 17-Dec-11 925 P 63,387Aug-11 SPX 17-Dec-11 950 C 2,000Aug-11 SPX 17-Dec-11 950 P 59,253Aug-11 SPX 17-Dec-11 975 P 23,810Aug-11 SPX 17-Dec-11 1000 C 102Aug-11 SPX 17-Dec-11 1000 P 175,315Aug-11 SPX 17-Dec-11 1025 P 34,898Aug-11 SPX 17-Dec-11 1030 P 9Aug-11 SPX 17-Dec-11 1050 C 68Aug-11 SPX 17-Dec-11 1050 P 136,530Aug-11 SPX 17-Dec-11 1065 P 2Aug-11 SPX 17-Dec-11 1075 C 205Aug-11 SPX 17-Dec-11 1075 P 46,070Aug-11 SPX 17-Dec-11 1090 P 13,051Aug-11 SPX 17-Dec-11 1095 C 6Aug-11 SPX 17-Dec-11 1095 P 65Aug-11 SPX 17-Dec-11 1100 C 4,323Aug-11 SPX 17-Dec-11 1100 P 193,951Aug-11 SPX 17-Dec-11 1125 C 7,486Aug-11 SPX 17-Dec-11 1125 P 79,401Aug-11 SPX 17-Dec-11 1140 C 459Aug-11 SPX 17-Dec-11 1140 P 4,235Aug-11 SPX 17-Dec-11 1150 C 59,496Aug-11 SPX 17-Dec-11 1150 P 164,649Aug-11 SPX 17-Dec-11 1175 C 39,446Aug-11 SPX 17-Dec-11 1175 P 72,976Aug-11 SPX 17-Dec-11 1180 C 582Aug-11 SPX 17-Dec-11 1180 P 8,009Aug-11 SPX 17-Dec-11 1185 C 2,290Aug-11 SPX 17-Dec-11 1185 P 5,272Aug-11 SPX 17-Dec-11 1200 C 115,236Aug-11 SPX 17-Dec-11 1200 P 146,406Aug-11 SPX 17-Dec-11 1225 C 39,046Aug-11 SPX 17-Dec-11 1225 P 30,914Aug-11 SPX 17-Dec-11 1245 C 1,644Aug-11 SPX 17-Dec-11 1245 P 665Aug-11 SPX 17-Dec-11 1250 C 85,913Aug-11 SPX 17-Dec-11 1250 P 34,827Aug-11 SPX 17-Dec-11 1275 C 66,906Aug-11 SPX 17-Dec-11 1275 P 15,952Aug-11 SPX 17-Dec-11 1285 C 4,359Aug-11 SPX 17-Dec-11 1285 P 2,467Aug-11 SPX 17-Dec-11 1300 C 150,782Aug-11 SPX 17-Dec-11 1300 P 25,571

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 397: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 17-Dec-11 1305 C 4Aug-11 SPX 17-Dec-11 1310 C 627Aug-11 SPX 17-Dec-11 1315 C 308Aug-11 SPX 17-Dec-11 1320 C 432Aug-11 SPX 17-Dec-11 1320 P 2Aug-11 SPX 17-Dec-11 1325 C 47,953Aug-11 SPX 17-Dec-11 1325 P 1,684Aug-11 SPX 17-Dec-11 1335 C 391Aug-11 SPX 17-Dec-11 1335 P 84Aug-11 SPX 17-Dec-11 1350 C 91,522Aug-11 SPX 17-Dec-11 1350 P 4,671Aug-11 SPX 17-Dec-11 1375 C 34,628Aug-11 SPX 17-Dec-11 1375 P 42Aug-11 SPX 17-Dec-11 1395 C 2,055Aug-11 SPX 17-Dec-11 1400 C 128,045Aug-11 SPX 17-Dec-11 1400 P 2,121Aug-11 SPX 17-Dec-11 1415 C 1,706Aug-11 SPX 17-Dec-11 1415 P 2Aug-11 SPX 17-Dec-11 1420 C 181Aug-11 SPX 17-Dec-11 1420 P 1,001Aug-11 SPX 17-Dec-11 1425 C 28,859Aug-11 SPX 17-Dec-11 1425 P 3Aug-11 SPX 17-Dec-11 1450 C 63,849Aug-11 SPX 17-Dec-11 1450 P 17Aug-11 SPX 17-Dec-11 1475 C 8,748Aug-11 SPX 17-Dec-11 1500 C 85,235Aug-11 SPX 17-Dec-11 1500 P 4,978Aug-11 SPX 17-Dec-11 1525 C 538Aug-11 SPX 17-Dec-11 1550 C 650Aug-11 SPX 17-Dec-11 1550 P 15Aug-11 SPX 17-Dec-11 1600 C 5,506Aug-11 SPX 17-Dec-11 1700 C 7,011Aug-11 SPX 17-Dec-11 1700 P 1,115Aug-11 SPX 17-Dec-11 1800 C 719Aug-11 SPX 17-Dec-11 1800 P 875Aug-11 SPX 17-Dec-11 1900 C 225Aug-11 SPX 17-Dec-11 1900 P 1,115Aug-11 SPX 17-Dec-11 2000 P 875Aug-11 SPX 17-Dec-11 3000 C 5Aug-11 SPX 17-Dec-11 3000 P 83Aug-11 SPX 17-Mar-12 200 P 71Aug-11 SPX 17-Mar-12 300 P 165Aug-11 SPX 17-Mar-12 400 P 1,595Aug-11 SPX 17-Mar-12 500 P 618Aug-11 SPX 17-Mar-12 600 P 20,157Aug-11 SPX 17-Mar-12 650 P 1,929Aug-11 SPX 17-Mar-12 700 P 5,206Aug-11 SPX 17-Mar-12 750 P 1,841

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 398: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 17-Mar-12 800 P 42,616Aug-11 SPX 17-Mar-12 850 P 37,193Aug-11 SPX 17-Mar-12 875 P 11,038Aug-11 SPX 17-Mar-12 900 C 143Aug-11 SPX 17-Mar-12 900 P 25,325Aug-11 SPX 17-Mar-12 925 P 12,133Aug-11 SPX 17-Mar-12 950 P 24,898Aug-11 SPX 17-Mar-12 975 P 2,503Aug-11 SPX 17-Mar-12 1000 C 84Aug-11 SPX 17-Mar-12 1000 P 36,668Aug-11 SPX 17-Mar-12 1025 P 8,124Aug-11 SPX 17-Mar-12 1030 P 500Aug-11 SPX 17-Mar-12 1050 C 154Aug-11 SPX 17-Mar-12 1050 P 31,480Aug-11 SPX 17-Mar-12 1075 C 2Aug-11 SPX 17-Mar-12 1075 P 21,805Aug-11 SPX 17-Mar-12 1100 C 888Aug-11 SPX 17-Mar-12 1100 P 52,831Aug-11 SPX 17-Mar-12 1125 C 2,109Aug-11 SPX 17-Mar-12 1125 P 14,187Aug-11 SPX 17-Mar-12 1150 C 23,175Aug-11 SPX 17-Mar-12 1150 P 40,200Aug-11 SPX 17-Mar-12 1175 C 12,822Aug-11 SPX 17-Mar-12 1175 P 11,758Aug-11 SPX 17-Mar-12 1200 C 39,463Aug-11 SPX 17-Mar-12 1200 P 33,689Aug-11 SPX 17-Mar-12 1225 C 8,816Aug-11 SPX 17-Mar-12 1225 P 12,600Aug-11 SPX 17-Mar-12 1250 C 10,247Aug-11 SPX 17-Mar-12 1250 P 14,335Aug-11 SPX 17-Mar-12 1275 C 15,267Aug-11 SPX 17-Mar-12 1275 P 4,166Aug-11 SPX 17-Mar-12 1300 C 35,542Aug-11 SPX 17-Mar-12 1300 P 2,128Aug-11 SPX 17-Mar-12 1325 C 12,433Aug-11 SPX 17-Mar-12 1325 P 10Aug-11 SPX 17-Mar-12 1350 C 22,852Aug-11 SPX 17-Mar-12 1350 P 150Aug-11 SPX 17-Mar-12 1375 C 1,446Aug-11 SPX 17-Mar-12 1375 P 8Aug-11 SPX 17-Mar-12 1400 C 18,016Aug-11 SPX 17-Mar-12 1400 P 93Aug-11 SPX 17-Mar-12 1425 C 3,131Aug-11 SPX 17-Mar-12 1425 P 2Aug-11 SPX 17-Mar-12 1450 C 4,880Aug-11 SPX 17-Mar-12 1475 C 70Aug-11 SPX 17-Mar-12 1500 C 17,219Aug-11 SPX 17-Mar-12 1500 P 74

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 399: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 17-Mar-12 1550 C 178Aug-11 SPX 17-Mar-12 1600 C 332Aug-11 SPX 16-Jun-12 100 C 2Aug-11 SPX 16-Jun-12 200 P 3Aug-11 SPX 16-Jun-12 300 P 2,058Aug-11 SPX 16-Jun-12 450 P 8Aug-11 SPX 16-Jun-12 500 C 660Aug-11 SPX 16-Jun-12 500 P 2,304Aug-11 SPX 16-Jun-12 550 P 2,250Aug-11 SPX 16-Jun-12 600 P 9,235Aug-11 SPX 16-Jun-12 650 P 7,060Aug-11 SPX 16-Jun-12 700 P 48,433Aug-11 SPX 16-Jun-12 725 P 10Aug-11 SPX 16-Jun-12 750 P 322Aug-11 SPX 16-Jun-12 775 P 110Aug-11 SPX 16-Jun-12 800 C 2Aug-11 SPX 16-Jun-12 800 P 32,436Aug-11 SPX 16-Jun-12 825 P 813Aug-11 SPX 16-Jun-12 850 P 2,459Aug-11 SPX 16-Jun-12 875 P 200Aug-11 SPX 16-Jun-12 900 P 16,024Aug-11 SPX 16-Jun-12 925 P 1,964Aug-11 SPX 16-Jun-12 950 C 1Aug-11 SPX 16-Jun-12 950 P 3,041Aug-11 SPX 16-Jun-12 975 P 1,096Aug-11 SPX 16-Jun-12 1000 P 9,894Aug-11 SPX 16-Jun-12 1025 C 4Aug-11 SPX 16-Jun-12 1025 P 9,424Aug-11 SPX 16-Jun-12 1050 P 11,357Aug-11 SPX 16-Jun-12 1075 P 1,065Aug-11 SPX 16-Jun-12 1100 C 2,364Aug-11 SPX 16-Jun-12 1100 P 24,445Aug-11 SPX 16-Jun-12 1125 C 2,035Aug-11 SPX 16-Jun-12 1125 P 3,862Aug-11 SPX 16-Jun-12 1150 C 17,608Aug-11 SPX 16-Jun-12 1150 P 28,302Aug-11 SPX 16-Jun-12 1175 C 3,456Aug-11 SPX 16-Jun-12 1175 P 2,359Aug-11 SPX 16-Jun-12 1200 C 27,601Aug-11 SPX 16-Jun-12 1200 P 23,512Aug-11 SPX 16-Jun-12 1225 C 6,400Aug-11 SPX 16-Jun-12 1225 P 1,959Aug-11 SPX 16-Jun-12 1250 C 6,489Aug-11 SPX 16-Jun-12 1250 P 3,620Aug-11 SPX 16-Jun-12 1275 C 6,580Aug-11 SPX 16-Jun-12 1275 P 4,242Aug-11 SPX 16-Jun-12 1300 C 14,335Aug-11 SPX 16-Jun-12 1300 P 1,688

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 400: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 16-Jun-12 1325 C 4,000Aug-11 SPX 16-Jun-12 1325 P 26Aug-11 SPX 16-Jun-12 1350 C 14,036Aug-11 SPX 16-Jun-12 1375 C 1,656Aug-11 SPX 16-Jun-12 1375 P 15Aug-11 SPX 16-Jun-12 1400 C 2,857Aug-11 SPX 16-Jun-12 1400 P 166Aug-11 SPX 16-Jun-12 1425 C 6,375Aug-11 SPX 16-Jun-12 1425 P 2Aug-11 SPX 16-Jun-12 1450 C 1,473Aug-11 SPX 16-Jun-12 1450 P 5Aug-11 SPX 16-Jun-12 1475 C 3,018Aug-11 SPX 16-Jun-12 1500 C 20,893Aug-11 SPX 16-Jun-12 1500 P 660Aug-11 SPX 16-Jun-12 1550 C 1,571Aug-11 SPX 16-Jun-12 1550 P 12Aug-11 SPX 16-Jun-12 1600 C 548Aug-11 SPX 16-Jun-12 1625 C 10Aug-11 SPX 16-Jun-12 1650 C 13Aug-11 SPX 16-Jun-12 1700 C 218Aug-11 SPX 16-Jun-12 1800 C 97Aug-11 SPX 16-Jun-12 1900 C 14Aug-11 SPX 16-Jun-12 2500 P 12Aug-11 SPX 16-Jun-12 3000 P 2Aug-11 SPX 22-Dec-12 100 P 436Aug-11 SPX 22-Dec-12 200 P 406Aug-11 SPX 22-Dec-12 250 P 933Aug-11 SPX 22-Dec-12 300 P 176Aug-11 SPX 22-Dec-12 350 P 302Aug-11 SPX 22-Dec-12 400 P 265Aug-11 SPX 22-Dec-12 450 P 1Aug-11 SPX 22-Dec-12 500 P 12,699Aug-11 SPX 22-Dec-12 550 P 50Aug-11 SPX 22-Dec-12 600 P 7,233Aug-11 SPX 22-Dec-12 650 P 1,514Aug-11 SPX 22-Dec-12 675 P 4,007Aug-11 SPX 22-Dec-12 700 C 12Aug-11 SPX 22-Dec-12 700 P 13,786Aug-11 SPX 22-Dec-12 750 P 369Aug-11 SPX 22-Dec-12 800 C 46Aug-11 SPX 22-Dec-12 800 P 2,972Aug-11 SPX 22-Dec-12 825 P 56Aug-11 SPX 22-Dec-12 850 P 4,031Aug-11 SPX 22-Dec-12 875 P 358Aug-11 SPX 22-Dec-12 900 P 23,878Aug-11 SPX 22-Dec-12 925 C 3Aug-11 SPX 22-Dec-12 925 P 487Aug-11 SPX 22-Dec-12 950 C 8

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 401: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 22-Dec-12 950 P 3,008Aug-11 SPX 22-Dec-12 975 P 2,071Aug-11 SPX 22-Dec-12 1000 C 5Aug-11 SPX 22-Dec-12 1000 P 30,852Aug-11 SPX 22-Dec-12 1025 C 2Aug-11 SPX 22-Dec-12 1025 P 302Aug-11 SPX 22-Dec-12 1050 C 21Aug-11 SPX 22-Dec-12 1050 P 7,657Aug-11 SPX 22-Dec-12 1075 C 20Aug-11 SPX 22-Dec-12 1075 P 1,040Aug-11 SPX 22-Dec-12 1100 C 4,720Aug-11 SPX 22-Dec-12 1100 P 42,465Aug-11 SPX 22-Dec-12 1125 C 520Aug-11 SPX 22-Dec-12 1125 P 532Aug-11 SPX 22-Dec-12 1150 C 33,616Aug-11 SPX 22-Dec-12 1150 P 34,104Aug-11 SPX 22-Dec-12 1175 C 3,151Aug-11 SPX 22-Dec-12 1175 P 3,071Aug-11 SPX 22-Dec-12 1200 C 17,417Aug-11 SPX 22-Dec-12 1200 P 20,732Aug-11 SPX 22-Dec-12 1220 C 2Aug-11 SPX 22-Dec-12 1220 P 3Aug-11 SPX 22-Dec-12 1225 C 1,825Aug-11 SPX 22-Dec-12 1225 P 5,301Aug-11 SPX 22-Dec-12 1250 C 7,491Aug-11 SPX 22-Dec-12 1250 P 12,356Aug-11 SPX 22-Dec-12 1275 C 1,103Aug-11 SPX 22-Dec-12 1275 P 1,536Aug-11 SPX 22-Dec-12 1300 C 9,788Aug-11 SPX 22-Dec-12 1300 P 1,747Aug-11 SPX 22-Dec-12 1325 C 3,792Aug-11 SPX 22-Dec-12 1325 P 22Aug-11 SPX 22-Dec-12 1350 C 7,067Aug-11 SPX 22-Dec-12 1350 P 236Aug-11 SPX 22-Dec-12 1375 C 955Aug-11 SPX 22-Dec-12 1400 C 12,163Aug-11 SPX 22-Dec-12 1400 P 1,001Aug-11 SPX 22-Dec-12 1425 C 4Aug-11 SPX 22-Dec-12 1450 C 4,955Aug-11 SPX 22-Dec-12 1450 P 1Aug-11 SPX 22-Dec-12 1500 C 5,754Aug-11 SPX 22-Dec-12 1500 P 20Aug-11 SPX 22-Dec-12 1550 C 280Aug-11 SPX 22-Dec-12 1600 C 24,353Aug-11 SPX 22-Dec-12 1600 P 1Aug-11 SPX 22-Dec-12 1650 C 3Aug-11 SPX 22-Dec-12 1700 P 13Aug-11 SPX 22-Dec-12 1800 C 703

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 402: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 22-Dec-12 1800 P 1Aug-11 SPX 22-Dec-12 1900 C 33Aug-11 SPX 22-Dec-12 2000 C 53Aug-11 SPX 22-Dec-12 2000 P 2Aug-11 SPX 22-Dec-12 2500 P 17Aug-11 SPX 22-Dec-12 3000 P 1Aug-11 SPX 22-Jun-13 100 P 25Aug-11 SPX 22-Jun-13 400 P 20Aug-11 SPX 22-Jun-13 500 P 12Aug-11 SPX 22-Jun-13 550 P 11Aug-11 SPX 22-Jun-13 650 P 2Aug-11 SPX 22-Jun-13 700 C 2Aug-11 SPX 22-Jun-13 700 P 4Aug-11 SPX 22-Jun-13 750 C 300Aug-11 SPX 22-Jun-13 750 P 20Aug-11 SPX 22-Jun-13 800 C 2Aug-11 SPX 22-Jun-13 800 P 1,000Aug-11 SPX 22-Jun-13 850 P 11Aug-11 SPX 22-Jun-13 900 P 4,817Aug-11 SPX 22-Jun-13 950 P 1,533Aug-11 SPX 22-Jun-13 1050 C 1Aug-11 SPX 22-Jun-13 1100 P 2,251Aug-11 SPX 22-Jun-13 1125 C 100Aug-11 SPX 22-Jun-13 1125 P 100Aug-11 SPX 22-Jun-13 1150 C 710Aug-11 SPX 22-Jun-13 1150 P 2,951Aug-11 SPX 22-Jun-13 1175 C 400Aug-11 SPX 22-Jun-13 1175 P 800Aug-11 SPX 22-Jun-13 1200 C 1,524Aug-11 SPX 22-Jun-13 1200 P 1,353Aug-11 SPX 22-Jun-13 1250 C 652Aug-11 SPX 22-Jun-13 1250 P 683Aug-11 SPX 22-Jun-13 1275 C 228Aug-11 SPX 22-Jun-13 1275 P 11Aug-11 SPX 22-Jun-13 1300 C 164Aug-11 SPX 22-Jun-13 1325 C 29Aug-11 SPX 22-Jun-13 1350 C 4,540Aug-11 SPX 22-Jun-13 1350 P 53Aug-11 SPX 22-Jun-13 1400 C 335Aug-11 SPX 22-Jun-13 1400 P 3Aug-11 SPX 22-Jun-13 1450 C 500Aug-11 SPX 22-Jun-13 1500 C 16Aug-11 SPX 22-Jun-13 1550 C 332Aug-11 SPX 22-Jun-13 1600 C 2Aug-11 SPX 22-Jun-13 1700 C 10Aug-11 SPX 22-Jun-13 1900 C 50Aug-11 SPX 22-Jun-13 2000 C 13Aug-11 SPX 21-Dec-13 100 C 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 403: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 21-Dec-13 100 P 121Aug-11 SPX 21-Dec-13 200 P 174Aug-11 SPX 21-Dec-13 250 P 516Aug-11 SPX 21-Dec-13 300 P 507Aug-11 SPX 21-Dec-13 350 P 25Aug-11 SPX 21-Dec-13 400 P 13Aug-11 SPX 21-Dec-13 450 P 326Aug-11 SPX 21-Dec-13 500 P 761Aug-11 SPX 21-Dec-13 550 P 2Aug-11 SPX 21-Dec-13 600 P 1,923Aug-11 SPX 21-Dec-13 650 P 1,104Aug-11 SPX 21-Dec-13 700 P 7,633Aug-11 SPX 21-Dec-13 750 C 300Aug-11 SPX 21-Dec-13 750 P 121Aug-11 SPX 21-Dec-13 800 P 1,230Aug-11 SPX 21-Dec-13 850 P 1,880Aug-11 SPX 21-Dec-13 900 C 26Aug-11 SPX 21-Dec-13 900 P 3,195Aug-11 SPX 21-Dec-13 925 P 4Aug-11 SPX 21-Dec-13 950 P 1,712Aug-11 SPX 21-Dec-13 975 P 17Aug-11 SPX 21-Dec-13 1000 C 4Aug-11 SPX 21-Dec-13 1000 P 7,387Aug-11 SPX 21-Dec-13 1025 C 1Aug-11 SPX 21-Dec-13 1025 P 14Aug-11 SPX 21-Dec-13 1050 C 1,256Aug-11 SPX 21-Dec-13 1050 P 905Aug-11 SPX 21-Dec-13 1100 C 1,268Aug-11 SPX 21-Dec-13 1100 P 4,399Aug-11 SPX 21-Dec-13 1125 C 1,425Aug-11 SPX 21-Dec-13 1125 P 1,975Aug-11 SPX 21-Dec-13 1150 C 4,234Aug-11 SPX 21-Dec-13 1150 P 3,300Aug-11 SPX 21-Dec-13 1175 C 701Aug-11 SPX 21-Dec-13 1175 P 506Aug-11 SPX 21-Dec-13 1200 C 5,358Aug-11 SPX 21-Dec-13 1200 P 7,637Aug-11 SPX 21-Dec-13 1225 C 150Aug-11 SPX 21-Dec-13 1225 P 150Aug-11 SPX 21-Dec-13 1250 C 6,193Aug-11 SPX 21-Dec-13 1250 P 5,542Aug-11 SPX 21-Dec-13 1275 C 939Aug-11 SPX 21-Dec-13 1275 P 505Aug-11 SPX 21-Dec-13 1300 C 1,923Aug-11 SPX 21-Dec-13 1300 P 1,204Aug-11 SPX 21-Dec-13 1325 C 9Aug-11 SPX 21-Dec-13 1325 P 787Aug-11 SPX 21-Dec-13 1350 C 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 404: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPX 21-Dec-13 1350 P 8Aug-11 SPX 21-Dec-13 1375 C 90Aug-11 SPX 21-Dec-13 1400 C 5,607Aug-11 SPX 21-Dec-13 1450 C 39Aug-11 SPX 21-Dec-13 1500 C 2,417Aug-11 SPX 21-Dec-13 1600 C 2Aug-11 SPX 21-Dec-13 1600 P 1Aug-11 SPX 21-Dec-13 1650 P 1Aug-11 SPX 21-Dec-13 1700 C 1,103Aug-11 SPX 21-Dec-13 1800 C 1,501Aug-11 SPX 21-Dec-13 1900 C 1Aug-11 SPX 21-Dec-13 2000 C 250Aug-11 SPX 21-Dec-13 2000 P 2Aug-11 SPX 21-Dec-13 2250 C 28Aug-11 SPX 21-Dec-13 2500 C 21Aug-11 SPX 21-Dec-13 2500 P 64Aug-11 SPX 21-Dec-13 3000 C 2Aug-11 SPX 21-Dec-13 3000 P 137Aug-11 SPXW 05-Aug-11 1050 P 10,282Aug-11 SPXW 05-Aug-11 1075 P 12,585Aug-11 SPXW 05-Aug-11 1100 C 6Aug-11 SPXW 05-Aug-11 1100 P 25,270Aug-11 SPXW 05-Aug-11 1105 P 1,038Aug-11 SPXW 05-Aug-11 1110 P 1,180Aug-11 SPXW 05-Aug-11 1115 P 869Aug-11 SPXW 05-Aug-11 1120 P 1,458Aug-11 SPXW 05-Aug-11 1125 P 11,880Aug-11 SPXW 05-Aug-11 1130 P 830Aug-11 SPXW 05-Aug-11 1135 P 1,830Aug-11 SPXW 05-Aug-11 1140 P 2,765Aug-11 SPXW 05-Aug-11 1145 P 1,237Aug-11 SPXW 05-Aug-11 1150 P 29,518Aug-11 SPXW 05-Aug-11 1155 P 2,211Aug-11 SPXW 05-Aug-11 1160 C 21Aug-11 SPXW 05-Aug-11 1160 P 3,369Aug-11 SPXW 05-Aug-11 1165 C 23Aug-11 SPXW 05-Aug-11 1165 P 2,981Aug-11 SPXW 05-Aug-11 1170 C 14Aug-11 SPXW 05-Aug-11 1170 P 7,840Aug-11 SPXW 05-Aug-11 1175 C 143Aug-11 SPXW 05-Aug-11 1175 P 19,927Aug-11 SPXW 05-Aug-11 1180 C 53Aug-11 SPXW 05-Aug-11 1180 P 4,833Aug-11 SPXW 05-Aug-11 1185 C 92Aug-11 SPXW 05-Aug-11 1185 P 5,498Aug-11 SPXW 05-Aug-11 1190 C 512Aug-11 SPXW 05-Aug-11 1190 P 7,237Aug-11 SPXW 05-Aug-11 1195 C 665

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 405: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPXW 05-Aug-11 1195 P 7,898Aug-11 SPXW 05-Aug-11 1200 C 10,603Aug-11 SPXW 05-Aug-11 1200 P 68,767Aug-11 SPXW 05-Aug-11 1205 C 1,535Aug-11 SPXW 05-Aug-11 1205 P 3,532Aug-11 SPXW 05-Aug-11 1210 C 5,859Aug-11 SPXW 05-Aug-11 1210 P 22,801Aug-11 SPXW 05-Aug-11 1215 C 2,248Aug-11 SPXW 05-Aug-11 1215 P 5,447Aug-11 SPXW 05-Aug-11 1220 C 3,597Aug-11 SPXW 05-Aug-11 1220 P 9,912Aug-11 SPXW 05-Aug-11 1225 C 11,423Aug-11 SPXW 05-Aug-11 1225 P 15,298Aug-11 SPXW 05-Aug-11 1230 C 4,668Aug-11 SPXW 05-Aug-11 1230 P 13,930Aug-11 SPXW 05-Aug-11 1235 C 2,344Aug-11 SPXW 05-Aug-11 1235 P 8,550Aug-11 SPXW 05-Aug-11 1240 C 4,009Aug-11 SPXW 05-Aug-11 1240 P 3,993Aug-11 SPXW 05-Aug-11 1245 C 3,150Aug-11 SPXW 05-Aug-11 1245 P 3,125Aug-11 SPXW 05-Aug-11 1250 C 9,742Aug-11 SPXW 05-Aug-11 1250 P 16,027Aug-11 SPXW 05-Aug-11 1255 C 2,862Aug-11 SPXW 05-Aug-11 1255 P 1,777Aug-11 SPXW 05-Aug-11 1260 C 5,266Aug-11 SPXW 05-Aug-11 1260 P 3,276Aug-11 SPXW 05-Aug-11 1265 C 9,528Aug-11 SPXW 05-Aug-11 1265 P 934Aug-11 SPXW 05-Aug-11 1270 C 8,470Aug-11 SPXW 05-Aug-11 1270 P 1,397Aug-11 SPXW 05-Aug-11 1275 C 6,237Aug-11 SPXW 05-Aug-11 1275 P 3,326Aug-11 SPXW 05-Aug-11 1280 C 9,110Aug-11 SPXW 05-Aug-11 1280 P 2,431Aug-11 SPXW 05-Aug-11 1285 C 5,586Aug-11 SPXW 05-Aug-11 1285 P 2,076Aug-11 SPXW 05-Aug-11 1290 C 11,661Aug-11 SPXW 05-Aug-11 1290 P 482Aug-11 SPXW 05-Aug-11 1295 C 3,384Aug-11 SPXW 05-Aug-11 1295 P 213Aug-11 SPXW 05-Aug-11 1300 C 8,570Aug-11 SPXW 05-Aug-11 1300 P 1,188Aug-11 SPXW 05-Aug-11 1305 C 5,137Aug-11 SPXW 05-Aug-11 1305 P 35Aug-11 SPXW 05-Aug-11 1310 C 5,712Aug-11 SPXW 05-Aug-11 1310 P 106Aug-11 SPXW 05-Aug-11 1315 C 2,250

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 406: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPXW 05-Aug-11 1315 P 33Aug-11 SPXW 05-Aug-11 1320 C 3,135Aug-11 SPXW 05-Aug-11 1320 P 101Aug-11 SPXW 05-Aug-11 1325 C 3,240Aug-11 SPXW 05-Aug-11 1325 P 501Aug-11 SPXW 05-Aug-11 1330 C 2,959Aug-11 SPXW 05-Aug-11 1330 P 201Aug-11 SPXW 05-Aug-11 1335 C 788Aug-11 SPXW 05-Aug-11 1335 P 15Aug-11 SPXW 05-Aug-11 1340 C 1,042Aug-11 SPXW 05-Aug-11 1340 P 46Aug-11 SPXW 05-Aug-11 1345 C 440Aug-11 SPXW 05-Aug-11 1345 P 116Aug-11 SPXW 05-Aug-11 1350 C 2,139Aug-11 SPXW 05-Aug-11 1350 P 111Aug-11 SPXW 05-Aug-11 1355 C 381Aug-11 SPXW 05-Aug-11 1360 C 569Aug-11 SPXW 05-Aug-11 1365 C 396Aug-11 SPXW 05-Aug-11 1365 P 5Aug-11 SPXW 05-Aug-11 1370 C 160Aug-11 SPXW 05-Aug-11 1375 C 3,071Aug-11 SPXW 05-Aug-11 1380 C 94Aug-11 SPXW 05-Aug-11 1385 C 74Aug-11 SPXW 05-Aug-11 1390 C 212Aug-11 SPXW 05-Aug-11 1395 C 20Aug-11 SPXW 05-Aug-11 1400 C 32Aug-11 SPXW 12-Aug-11 850 C 10Aug-11 SPXW 12-Aug-11 850 P 1,564Aug-11 SPXW 12-Aug-11 875 C 10Aug-11 SPXW 12-Aug-11 875 P 2,960Aug-11 SPXW 12-Aug-11 900 C 10Aug-11 SPXW 12-Aug-11 900 P 3,774Aug-11 SPXW 12-Aug-11 910 P 702Aug-11 SPXW 12-Aug-11 920 P 997Aug-11 SPXW 12-Aug-11 925 C 10Aug-11 SPXW 12-Aug-11 925 P 16,808Aug-11 SPXW 12-Aug-11 930 C 10Aug-11 SPXW 12-Aug-11 930 P 873Aug-11 SPXW 12-Aug-11 940 P 636Aug-11 SPXW 12-Aug-11 945 C 2Aug-11 SPXW 12-Aug-11 945 P 654Aug-11 SPXW 12-Aug-11 950 C 13Aug-11 SPXW 12-Aug-11 950 P 13,948Aug-11 SPXW 12-Aug-11 960 P 446Aug-11 SPXW 12-Aug-11 965 P 705Aug-11 SPXW 12-Aug-11 970 P 314Aug-11 SPXW 12-Aug-11 975 C 31Aug-11 SPXW 12-Aug-11 975 P 10,444

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 407: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPXW 12-Aug-11 980 P 710Aug-11 SPXW 12-Aug-11 985 P 437Aug-11 SPXW 12-Aug-11 990 C 9Aug-11 SPXW 12-Aug-11 990 P 407Aug-11 SPXW 12-Aug-11 995 P 400Aug-11 SPXW 12-Aug-11 1000 P 38,801Aug-11 SPXW 12-Aug-11 1005 P 429Aug-11 SPXW 12-Aug-11 1010 C 11Aug-11 SPXW 12-Aug-11 1010 P 3,977Aug-11 SPXW 12-Aug-11 1015 P 132Aug-11 SPXW 12-Aug-11 1020 P 649Aug-11 SPXW 12-Aug-11 1025 C 2Aug-11 SPXW 12-Aug-11 1025 P 16,737Aug-11 SPXW 12-Aug-11 1030 P 693Aug-11 SPXW 12-Aug-11 1035 P 845Aug-11 SPXW 12-Aug-11 1040 P 5,631Aug-11 SPXW 12-Aug-11 1045 C 10Aug-11 SPXW 12-Aug-11 1045 P 1,229Aug-11 SPXW 12-Aug-11 1050 C 2Aug-11 SPXW 12-Aug-11 1050 P 35,793Aug-11 SPXW 12-Aug-11 1055 P 943Aug-11 SPXW 12-Aug-11 1060 C 2Aug-11 SPXW 12-Aug-11 1060 P 1,224Aug-11 SPXW 12-Aug-11 1065 P 1,534Aug-11 SPXW 12-Aug-11 1070 C 40Aug-11 SPXW 12-Aug-11 1070 P 4,480Aug-11 SPXW 12-Aug-11 1075 P 14,669Aug-11 SPXW 12-Aug-11 1080 C 10Aug-11 SPXW 12-Aug-11 1080 P 2,846Aug-11 SPXW 12-Aug-11 1085 P 3,658Aug-11 SPXW 12-Aug-11 1090 C 2Aug-11 SPXW 12-Aug-11 1090 P 3,048Aug-11 SPXW 12-Aug-11 1095 C 21Aug-11 SPXW 12-Aug-11 1095 P 2,891Aug-11 SPXW 12-Aug-11 1100 C 46Aug-11 SPXW 12-Aug-11 1100 P 43,327Aug-11 SPXW 12-Aug-11 1105 C 71Aug-11 SPXW 12-Aug-11 1105 P 2,112Aug-11 SPXW 12-Aug-11 1110 C 68Aug-11 SPXW 12-Aug-11 1110 P 4,974Aug-11 SPXW 12-Aug-11 1115 C 123Aug-11 SPXW 12-Aug-11 1115 P 2,703Aug-11 SPXW 12-Aug-11 1120 C 314Aug-11 SPXW 12-Aug-11 1120 P 4,247Aug-11 SPXW 12-Aug-11 1125 C 808Aug-11 SPXW 12-Aug-11 1125 P 47,279Aug-11 SPXW 12-Aug-11 1130 C 729Aug-11 SPXW 12-Aug-11 1130 P 21,546

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 408: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPXW 12-Aug-11 1135 C 1,355Aug-11 SPXW 12-Aug-11 1135 P 25,328Aug-11 SPXW 12-Aug-11 1140 C 2,739Aug-11 SPXW 12-Aug-11 1140 P 5,544Aug-11 SPXW 12-Aug-11 1145 C 4,172Aug-11 SPXW 12-Aug-11 1145 P 3,020Aug-11 SPXW 12-Aug-11 1150 C 6,736Aug-11 SPXW 12-Aug-11 1150 P 45,264Aug-11 SPXW 12-Aug-11 1155 C 3,061Aug-11 SPXW 12-Aug-11 1155 P 2,603Aug-11 SPXW 12-Aug-11 1160 C 4,448Aug-11 SPXW 12-Aug-11 1160 P 9,238Aug-11 SPXW 12-Aug-11 1165 C 3,170Aug-11 SPXW 12-Aug-11 1165 P 12,416Aug-11 SPXW 12-Aug-11 1170 C 3,858Aug-11 SPXW 12-Aug-11 1170 P 6,548Aug-11 SPXW 12-Aug-11 1175 C 9,903Aug-11 SPXW 12-Aug-11 1175 P 18,886Aug-11 SPXW 12-Aug-11 1180 C 12,420Aug-11 SPXW 12-Aug-11 1180 P 1,852Aug-11 SPXW 12-Aug-11 1185 C 10,082Aug-11 SPXW 12-Aug-11 1185 P 2,205Aug-11 SPXW 12-Aug-11 1190 C 7,177Aug-11 SPXW 12-Aug-11 1190 P 1,524Aug-11 SPXW 12-Aug-11 1195 C 4,843Aug-11 SPXW 12-Aug-11 1195 P 762Aug-11 SPXW 12-Aug-11 1200 C 86,896Aug-11 SPXW 12-Aug-11 1200 P 1,849Aug-11 SPXW 12-Aug-11 1205 C 5,778Aug-11 SPXW 12-Aug-11 1205 P 234Aug-11 SPXW 12-Aug-11 1210 C 29,431Aug-11 SPXW 12-Aug-11 1210 P 1,191Aug-11 SPXW 12-Aug-11 1215 C 5,820Aug-11 SPXW 12-Aug-11 1215 P 179Aug-11 SPXW 12-Aug-11 1220 C 10,858Aug-11 SPXW 12-Aug-11 1220 P 576Aug-11 SPXW 12-Aug-11 1225 C 52,179Aug-11 SPXW 12-Aug-11 1225 P 3,593Aug-11 SPXW 12-Aug-11 1230 C 6,572Aug-11 SPXW 12-Aug-11 1230 P 670Aug-11 SPXW 12-Aug-11 1235 C 2,898Aug-11 SPXW 12-Aug-11 1235 P 2,553Aug-11 SPXW 12-Aug-11 1240 C 8,465Aug-11 SPXW 12-Aug-11 1240 P 180Aug-11 SPXW 12-Aug-11 1245 C 2,419Aug-11 SPXW 12-Aug-11 1245 P 115Aug-11 SPXW 12-Aug-11 1250 C 32,538Aug-11 SPXW 12-Aug-11 1250 P 3,168

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 409: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPXW 12-Aug-11 1255 C 1,913Aug-11 SPXW 12-Aug-11 1255 P 62Aug-11 SPXW 12-Aug-11 1260 C 11,588Aug-11 SPXW 12-Aug-11 1260 P 102Aug-11 SPXW 12-Aug-11 1265 C 1,598Aug-11 SPXW 12-Aug-11 1265 P 10Aug-11 SPXW 12-Aug-11 1270 C 2,506Aug-11 SPXW 12-Aug-11 1270 P 32Aug-11 SPXW 12-Aug-11 1275 C 2,238Aug-11 SPXW 12-Aug-11 1275 P 16Aug-11 SPXW 12-Aug-11 1280 C 1,490Aug-11 SPXW 12-Aug-11 1280 P 20Aug-11 SPXW 12-Aug-11 1285 C 1,430Aug-11 SPXW 12-Aug-11 1285 P 20Aug-11 SPXW 12-Aug-11 1290 C 1,975Aug-11 SPXW 12-Aug-11 1290 P 20Aug-11 SPXW 12-Aug-11 1295 C 1,552Aug-11 SPXW 12-Aug-11 1295 P 20Aug-11 SPXW 12-Aug-11 1300 C 3,684Aug-11 SPXW 12-Aug-11 1300 P 22Aug-11 SPXW 12-Aug-11 1305 C 151Aug-11 SPXW 12-Aug-11 1305 P 10Aug-11 SPXW 12-Aug-11 1310 C 10Aug-11 SPXW 12-Aug-11 1310 P 8Aug-11 SPXW 12-Aug-11 1325 C 1,791Aug-11 SPXW 12-Aug-11 1350 C 1,354Aug-11 SPXW 26-Aug-11 800 P 11Aug-11 SPXW 26-Aug-11 825 P 33Aug-11 SPXW 26-Aug-11 850 P 28Aug-11 SPXW 26-Aug-11 875 P 4,008Aug-11 SPXW 26-Aug-11 900 C 31Aug-11 SPXW 26-Aug-11 900 P 15,966Aug-11 SPXW 26-Aug-11 925 C 31Aug-11 SPXW 26-Aug-11 925 P 9,314Aug-11 SPXW 26-Aug-11 950 C 4Aug-11 SPXW 26-Aug-11 950 P 11,387Aug-11 SPXW 26-Aug-11 975 C 32Aug-11 SPXW 26-Aug-11 975 P 15,403Aug-11 SPXW 26-Aug-11 1000 C 10Aug-11 SPXW 26-Aug-11 1000 P 26,049Aug-11 SPXW 26-Aug-11 1015 P 935Aug-11 SPXW 26-Aug-11 1025 C 11Aug-11 SPXW 26-Aug-11 1025 P 22,385Aug-11 SPXW 26-Aug-11 1030 P 1,308Aug-11 SPXW 26-Aug-11 1035 P 537Aug-11 SPXW 26-Aug-11 1040 P 798Aug-11 SPXW 26-Aug-11 1045 C 4Aug-11 SPXW 26-Aug-11 1045 P 819

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 410: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPXW 26-Aug-11 1050 C 4Aug-11 SPXW 26-Aug-11 1050 P 33,406Aug-11 SPXW 26-Aug-11 1055 P 1,377Aug-11 SPXW 26-Aug-11 1060 C 10Aug-11 SPXW 26-Aug-11 1060 P 17,279Aug-11 SPXW 26-Aug-11 1065 C 14Aug-11 SPXW 26-Aug-11 1065 P 4,467Aug-11 SPXW 26-Aug-11 1070 C 21Aug-11 SPXW 26-Aug-11 1070 P 3,575Aug-11 SPXW 26-Aug-11 1075 C 23Aug-11 SPXW 26-Aug-11 1075 P 17,191Aug-11 SPXW 26-Aug-11 1080 C 27Aug-11 SPXW 26-Aug-11 1080 P 5,652Aug-11 SPXW 26-Aug-11 1085 C 4Aug-11 SPXW 26-Aug-11 1085 P 5,327Aug-11 SPXW 26-Aug-11 1090 C 15Aug-11 SPXW 26-Aug-11 1090 P 2,126Aug-11 SPXW 26-Aug-11 1095 C 52Aug-11 SPXW 26-Aug-11 1095 P 2,075Aug-11 SPXW 26-Aug-11 1100 C 59Aug-11 SPXW 26-Aug-11 1100 P 28,740Aug-11 SPXW 26-Aug-11 1105 C 4Aug-11 SPXW 26-Aug-11 1105 P 1,733Aug-11 SPXW 26-Aug-11 1110 C 53Aug-11 SPXW 26-Aug-11 1110 P 4,498Aug-11 SPXW 26-Aug-11 1115 C 52Aug-11 SPXW 26-Aug-11 1115 P 1,949Aug-11 SPXW 26-Aug-11 1120 C 176Aug-11 SPXW 26-Aug-11 1120 P 3,716Aug-11 SPXW 26-Aug-11 1125 C 698Aug-11 SPXW 26-Aug-11 1125 P 15,291Aug-11 SPXW 26-Aug-11 1130 C 648Aug-11 SPXW 26-Aug-11 1130 P 3,489Aug-11 SPXW 26-Aug-11 1135 C 601Aug-11 SPXW 26-Aug-11 1135 P 1,756Aug-11 SPXW 26-Aug-11 1140 C 4,991Aug-11 SPXW 26-Aug-11 1140 P 9,567Aug-11 SPXW 26-Aug-11 1145 C 1,601Aug-11 SPXW 26-Aug-11 1145 P 4,435Aug-11 SPXW 26-Aug-11 1150 C 8,087Aug-11 SPXW 26-Aug-11 1150 P 15,384Aug-11 SPXW 26-Aug-11 1155 C 3,155Aug-11 SPXW 26-Aug-11 1155 P 3,080Aug-11 SPXW 26-Aug-11 1160 C 6,419Aug-11 SPXW 26-Aug-11 1160 P 8,888Aug-11 SPXW 26-Aug-11 1165 C 2,729Aug-11 SPXW 26-Aug-11 1165 P 2,534Aug-11 SPXW 26-Aug-11 1170 C 5,292

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 411: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPXW 26-Aug-11 1170 P 2,757Aug-11 SPXW 26-Aug-11 1175 C 10,427Aug-11 SPXW 26-Aug-11 1175 P 9,637Aug-11 SPXW 26-Aug-11 1180 C 13,880Aug-11 SPXW 26-Aug-11 1180 P 889Aug-11 SPXW 26-Aug-11 1185 C 8,954Aug-11 SPXW 26-Aug-11 1185 P 228Aug-11 SPXW 26-Aug-11 1190 C 20,383Aug-11 SPXW 26-Aug-11 1190 P 197Aug-11 SPXW 26-Aug-11 1195 C 6,935Aug-11 SPXW 26-Aug-11 1195 P 179Aug-11 SPXW 26-Aug-11 1200 C 21,652Aug-11 SPXW 26-Aug-11 1200 P 151Aug-11 SPXW 26-Aug-11 1205 C 4,328Aug-11 SPXW 26-Aug-11 1205 P 114Aug-11 SPXW 26-Aug-11 1210 C 4,480Aug-11 SPXW 26-Aug-11 1210 P 20Aug-11 SPXW 26-Aug-11 1215 C 15,584Aug-11 SPXW 26-Aug-11 1215 P 116Aug-11 SPXW 26-Aug-11 1220 C 4,396Aug-11 SPXW 26-Aug-11 1220 P 55Aug-11 SPXW 26-Aug-11 1225 C 12,643Aug-11 SPXW 26-Aug-11 1225 P 37Aug-11 SPXW 26-Aug-11 1230 C 2,664Aug-11 SPXW 26-Aug-11 1230 P 24Aug-11 SPXW 26-Aug-11 1235 C 2,024Aug-11 SPXW 26-Aug-11 1240 C 1,677Aug-11 SPXW 26-Aug-11 1240 P 25Aug-11 SPXW 26-Aug-11 1245 C 1,228Aug-11 SPXW 26-Aug-11 1245 P 10Aug-11 SPXW 26-Aug-11 1250 C 4,783Aug-11 SPXW 26-Aug-11 1250 P 14Aug-11 SPXW 26-Aug-11 1255 C 4,723Aug-11 SPXW 26-Aug-11 1260 C 1,059Aug-11 SPXW 26-Aug-11 1260 P 35Aug-11 SPXW 26-Aug-11 1265 C 231Aug-11 SPXW 26-Aug-11 1265 P 102Aug-11 SPXW 26-Aug-11 1270 C 287Aug-11 SPXW 26-Aug-11 1270 P 41Aug-11 SPXW 26-Aug-11 1275 C 552Aug-11 SPXW 26-Aug-11 1275 P 147Aug-11 SPXW 26-Aug-11 1300 C 2,994Aug-11 SPXW 26-Aug-11 1300 P 283Aug-11 SPXW 26-Aug-11 1325 P 294Aug-11 SPXW 26-Aug-11 1350 C 25Aug-11 SPXW 26-Aug-11 1350 P 30Aug-11 SPXW 02-Sep-11 900 P 3,343Aug-11 SPXW 02-Sep-11 925 P 7,330

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 412: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPXW 02-Sep-11 950 C 11Aug-11 SPXW 02-Sep-11 950 P 16,003Aug-11 SPXW 02-Sep-11 975 P 15,013Aug-11 SPXW 02-Sep-11 1000 P 12,461Aug-11 SPXW 02-Sep-11 1025 C 98Aug-11 SPXW 02-Sep-11 1025 P 11,375Aug-11 SPXW 02-Sep-11 1030 P 579Aug-11 SPXW 02-Sep-11 1040 P 2,632Aug-11 SPXW 02-Sep-11 1045 P 1,327Aug-11 SPXW 02-Sep-11 1050 C 53Aug-11 SPXW 02-Sep-11 1050 P 31,664Aug-11 SPXW 02-Sep-11 1055 C 32Aug-11 SPXW 02-Sep-11 1055 P 355Aug-11 SPXW 02-Sep-11 1060 C 21Aug-11 SPXW 02-Sep-11 1060 P 858Aug-11 SPXW 02-Sep-11 1065 C 21Aug-11 SPXW 02-Sep-11 1065 P 3,310Aug-11 SPXW 02-Sep-11 1070 C 6Aug-11 SPXW 02-Sep-11 1070 P 1,040Aug-11 SPXW 02-Sep-11 1075 C 25Aug-11 SPXW 02-Sep-11 1075 P 9,415Aug-11 SPXW 02-Sep-11 1080 C 12Aug-11 SPXW 02-Sep-11 1080 P 1,116Aug-11 SPXW 02-Sep-11 1085 P 868Aug-11 SPXW 02-Sep-11 1090 P 6,215Aug-11 SPXW 02-Sep-11 1095 P 508Aug-11 SPXW 02-Sep-11 1100 C 9Aug-11 SPXW 02-Sep-11 1100 P 39,372Aug-11 SPXW 02-Sep-11 1105 C 31Aug-11 SPXW 02-Sep-11 1105 P 401Aug-11 SPXW 02-Sep-11 1110 C 34Aug-11 SPXW 02-Sep-11 1110 P 820Aug-11 SPXW 02-Sep-11 1115 C 11Aug-11 SPXW 02-Sep-11 1115 P 3,448Aug-11 SPXW 02-Sep-11 1120 C 43Aug-11 SPXW 02-Sep-11 1120 P 1,381Aug-11 SPXW 02-Sep-11 1125 C 11Aug-11 SPXW 02-Sep-11 1125 P 20,198Aug-11 SPXW 02-Sep-11 1130 C 23Aug-11 SPXW 02-Sep-11 1130 P 1,861Aug-11 SPXW 02-Sep-11 1135 C 63Aug-11 SPXW 02-Sep-11 1135 P 5,156Aug-11 SPXW 02-Sep-11 1140 C 35Aug-11 SPXW 02-Sep-11 1140 P 12,329Aug-11 SPXW 02-Sep-11 1145 C 10Aug-11 SPXW 02-Sep-11 1145 P 1,180Aug-11 SPXW 02-Sep-11 1150 C 212Aug-11 SPXW 02-Sep-11 1150 P 26,329

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 413: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPXW 02-Sep-11 1155 C 17Aug-11 SPXW 02-Sep-11 1155 P 1,011Aug-11 SPXW 02-Sep-11 1160 C 1,138Aug-11 SPXW 02-Sep-11 1160 P 3,746Aug-11 SPXW 02-Sep-11 1165 C 3,130Aug-11 SPXW 02-Sep-11 1165 P 4,984Aug-11 SPXW 02-Sep-11 1170 C 216Aug-11 SPXW 02-Sep-11 1170 P 1,649Aug-11 SPXW 02-Sep-11 1175 C 1,861Aug-11 SPXW 02-Sep-11 1175 P 10,378Aug-11 SPXW 02-Sep-11 1180 C 641Aug-11 SPXW 02-Sep-11 1180 P 1,195Aug-11 SPXW 02-Sep-11 1185 C 240Aug-11 SPXW 02-Sep-11 1185 P 638Aug-11 SPXW 02-Sep-11 1190 C 1,401Aug-11 SPXW 02-Sep-11 1190 P 7,131Aug-11 SPXW 02-Sep-11 1195 C 318Aug-11 SPXW 02-Sep-11 1195 P 917Aug-11 SPXW 02-Sep-11 1200 C 2,124Aug-11 SPXW 02-Sep-11 1200 P 6,263Aug-11 SPXW 02-Sep-11 1205 C 694Aug-11 SPXW 02-Sep-11 1205 P 847Aug-11 SPXW 02-Sep-11 1210 C 1,462Aug-11 SPXW 02-Sep-11 1210 P 2,488Aug-11 SPXW 02-Sep-11 1215 C 759Aug-11 SPXW 02-Sep-11 1215 P 889Aug-11 SPXW 02-Sep-11 1220 C 3,778Aug-11 SPXW 02-Sep-11 1220 P 1,338Aug-11 SPXW 02-Sep-11 1225 C 2,566Aug-11 SPXW 02-Sep-11 1225 P 604Aug-11 SPXW 02-Sep-11 1230 C 4,930Aug-11 SPXW 02-Sep-11 1230 P 121Aug-11 SPXW 02-Sep-11 1235 C 4,836Aug-11 SPXW 02-Sep-11 1235 P 43Aug-11 SPXW 02-Sep-11 1240 C 3,309Aug-11 SPXW 02-Sep-11 1240 P 24Aug-11 SPXW 02-Sep-11 1245 C 4,351Aug-11 SPXW 02-Sep-11 1245 P 14Aug-11 SPXW 02-Sep-11 1250 C 14,014Aug-11 SPXW 02-Sep-11 1250 P 447Aug-11 SPXW 02-Sep-11 1255 C 2,543Aug-11 SPXW 02-Sep-11 1255 P 507Aug-11 SPXW 02-Sep-11 1260 C 5,432Aug-11 SPXW 02-Sep-11 1260 P 750Aug-11 SPXW 02-Sep-11 1265 C 2,028Aug-11 SPXW 02-Sep-11 1265 P 11Aug-11 SPXW 02-Sep-11 1270 C 1,218Aug-11 SPXW 02-Sep-11 1270 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 414: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Aug-11 SPXW 02-Sep-11 1275 C 6,588Aug-11 SPXW 02-Sep-11 1275 P 109Aug-11 SPXW 02-Sep-11 1300 C 11,211Aug-11 SPXW 02-Sep-11 1300 P 80Aug-11 SPXW 02-Sep-11 1325 C 9,520Aug-11 SPXW 02-Sep-11 1350 C 330Sep-11 SPX 17-Sep-11 300 C 1000Sep-11 SPX 17-Sep-11 300 P 1000Sep-11 SPX 17-Sep-11 350 C 110Sep-11 SPX 17-Sep-11 500 C 9700Sep-11 SPX 17-Sep-11 500 P 9701Sep-11 SPX 17-Sep-11 550 C 110Sep-11 SPX 17-Sep-11 550 P 2Sep-11 SPX 17-Sep-11 625 P 25Sep-11 SPX 17-Sep-11 650 P 1Sep-11 SPX 17-Sep-11 675 P 173Sep-11 SPX 17-Sep-11 700 C 100Sep-11 SPX 17-Sep-11 700 P 2485Sep-11 SPX 17-Sep-11 725 P 426Sep-11 SPX 17-Sep-11 750 P 1277Sep-11 SPX 17-Sep-11 755 P 154Sep-11 SPX 17-Sep-11 760 P 120Sep-11 SPX 17-Sep-11 765 P 67Sep-11 SPX 17-Sep-11 770 P 31Sep-11 SPX 17-Sep-11 775 P 515Sep-11 SPX 17-Sep-11 780 P 55Sep-11 SPX 17-Sep-11 785 P 10Sep-11 SPX 17-Sep-11 790 P 10Sep-11 SPX 17-Sep-11 795 P 25Sep-11 SPX 17-Sep-11 800 P 13460Sep-11 SPX 17-Sep-11 805 P 117Sep-11 SPX 17-Sep-11 810 P 141Sep-11 SPX 17-Sep-11 815 P 1014Sep-11 SPX 17-Sep-11 820 P 1352Sep-11 SPX 17-Sep-11 825 C 2Sep-11 SPX 17-Sep-11 825 P 5607Sep-11 SPX 17-Sep-11 830 C 1Sep-11 SPX 17-Sep-11 830 P 222Sep-11 SPX 17-Sep-11 835 C 1Sep-11 SPX 17-Sep-11 835 P 107Sep-11 SPX 17-Sep-11 840 P 1216Sep-11 SPX 17-Sep-11 845 P 1942Sep-11 SPX 17-Sep-11 850 P 9802Sep-11 SPX 17-Sep-11 855 P 2043Sep-11 SPX 17-Sep-11 860 P 896Sep-11 SPX 17-Sep-11 865 C 1Sep-11 SPX 17-Sep-11 865 P 886Sep-11 SPX 17-Sep-11 870 P 944

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 415: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 17-Sep-11 875 P 4424Sep-11 SPX 17-Sep-11 880 C 1Sep-11 SPX 17-Sep-11 880 P 990Sep-11 SPX 17-Sep-11 885 P 82Sep-11 SPX 17-Sep-11 890 C 1Sep-11 SPX 17-Sep-11 890 P 1424Sep-11 SPX 17-Sep-11 895 P 2727Sep-11 SPX 17-Sep-11 900 C 10Sep-11 SPX 17-Sep-11 900 P 39157Sep-11 SPX 17-Sep-11 905 C 1Sep-11 SPX 17-Sep-11 905 P 3060Sep-11 SPX 17-Sep-11 910 C 1Sep-11 SPX 17-Sep-11 910 P 1769Sep-11 SPX 17-Sep-11 915 P 243Sep-11 SPX 17-Sep-11 920 P 1440Sep-11 SPX 17-Sep-11 925 C 60Sep-11 SPX 17-Sep-11 925 P 32533Sep-11 SPX 17-Sep-11 930 P 323Sep-11 SPX 17-Sep-11 935 C 1Sep-11 SPX 17-Sep-11 935 P 338Sep-11 SPX 17-Sep-11 940 C 1Sep-11 SPX 17-Sep-11 940 P 2094Sep-11 SPX 17-Sep-11 945 C 1Sep-11 SPX 17-Sep-11 945 P 3705Sep-11 SPX 17-Sep-11 950 C 13027Sep-11 SPX 17-Sep-11 950 P 57785Sep-11 SPX 17-Sep-11 955 P 1811Sep-11 SPX 17-Sep-11 960 P 949Sep-11 SPX 17-Sep-11 965 C 1Sep-11 SPX 17-Sep-11 965 P 2059Sep-11 SPX 17-Sep-11 970 C 1Sep-11 SPX 17-Sep-11 970 P 2192Sep-11 SPX 17-Sep-11 975 C 5Sep-11 SPX 17-Sep-11 975 P 41368Sep-11 SPX 17-Sep-11 980 C 20001Sep-11 SPX 17-Sep-11 980 P 8749Sep-11 SPX 17-Sep-11 985 P 498Sep-11 SPX 17-Sep-11 990 P 8340Sep-11 SPX 17-Sep-11 995 P 891Sep-11 SPX 17-Sep-11 1000 C 24Sep-11 SPX 17-Sep-11 1000 P 115345Sep-11 SPX 17-Sep-11 1005 P 898Sep-11 SPX 17-Sep-11 1010 P 2653Sep-11 SPX 17-Sep-11 1015 C 5Sep-11 SPX 17-Sep-11 1015 P 2198Sep-11 SPX 17-Sep-11 1020 C 2Sep-11 SPX 17-Sep-11 1020 P 5373Sep-11 SPX 17-Sep-11 1025 C 64

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 416: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 17-Sep-11 1025 P 58887Sep-11 SPX 17-Sep-11 1030 P 64131Sep-11 SPX 17-Sep-11 1035 P 12985Sep-11 SPX 17-Sep-11 1040 C 3Sep-11 SPX 17-Sep-11 1040 P 13112Sep-11 SPX 17-Sep-11 1045 C 30Sep-11 SPX 17-Sep-11 1045 P 25108Sep-11 SPX 17-Sep-11 1050 C 27Sep-11 SPX 17-Sep-11 1050 P 172817Sep-11 SPX 17-Sep-11 1055 C 6Sep-11 SPX 17-Sep-11 1055 P 1435Sep-11 SPX 17-Sep-11 1060 C 14Sep-11 SPX 17-Sep-11 1060 P 71328Sep-11 SPX 17-Sep-11 1065 P 2240Sep-11 SPX 17-Sep-11 1070 P 25450Sep-11 SPX 17-Sep-11 1075 C 7947Sep-11 SPX 17-Sep-11 1075 P 86009Sep-11 SPX 17-Sep-11 1080 C 91Sep-11 SPX 17-Sep-11 1080 P 24743Sep-11 SPX 17-Sep-11 1085 C 4Sep-11 SPX 17-Sep-11 1085 P 4801Sep-11 SPX 17-Sep-11 1090 C 21Sep-11 SPX 17-Sep-11 1090 P 75382Sep-11 SPX 17-Sep-11 1095 C 33Sep-11 SPX 17-Sep-11 1095 P 5084Sep-11 SPX 17-Sep-11 1100 C 6430Sep-11 SPX 17-Sep-11 1100 P 231136Sep-11 SPX 17-Sep-11 1105 C 11Sep-11 SPX 17-Sep-11 1105 P 4297Sep-11 SPX 17-Sep-11 1110 C 13Sep-11 SPX 17-Sep-11 1110 P 88673Sep-11 SPX 17-Sep-11 1115 C 151Sep-11 SPX 17-Sep-11 1115 P 11692Sep-11 SPX 17-Sep-11 1120 C 866Sep-11 SPX 17-Sep-11 1120 P 54880Sep-11 SPX 17-Sep-11 1125 C 3013Sep-11 SPX 17-Sep-11 1125 P 110591Sep-11 SPX 17-Sep-11 1130 C 314Sep-11 SPX 17-Sep-11 1130 P 55925Sep-11 SPX 17-Sep-11 1135 C 1206Sep-11 SPX 17-Sep-11 1135 P 13995Sep-11 SPX 17-Sep-11 1140 C 7863Sep-11 SPX 17-Sep-11 1140 P 152633Sep-11 SPX 17-Sep-11 1145 C 8343Sep-11 SPX 17-Sep-11 1145 P 17094Sep-11 SPX 17-Sep-11 1150 C 192661Sep-11 SPX 17-Sep-11 1150 P 390957Sep-11 SPX 17-Sep-11 1155 C 17762

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 417: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 17-Sep-11 1155 P 16134Sep-11 SPX 17-Sep-11 1160 C 39172Sep-11 SPX 17-Sep-11 1160 P 244655Sep-11 SPX 17-Sep-11 1165 C 16953Sep-11 SPX 17-Sep-11 1165 P 17881Sep-11 SPX 17-Sep-11 1170 C 30902Sep-11 SPX 17-Sep-11 1170 P 122268Sep-11 SPX 17-Sep-11 1175 C 138761Sep-11 SPX 17-Sep-11 1175 P 153260Sep-11 SPX 17-Sep-11 1180 C 54057Sep-11 SPX 17-Sep-11 1180 P 152487Sep-11 SPX 17-Sep-11 1185 C 36548Sep-11 SPX 17-Sep-11 1185 P 21515Sep-11 SPX 17-Sep-11 1190 C 39768Sep-11 SPX 17-Sep-11 1190 P 133432Sep-11 SPX 17-Sep-11 1195 C 17688Sep-11 SPX 17-Sep-11 1195 P 15447Sep-11 SPX 17-Sep-11 1200 C 365594Sep-11 SPX 17-Sep-11 1200 P 169638Sep-11 SPX 17-Sep-11 1205 C 43540Sep-11 SPX 17-Sep-11 1205 P 10708Sep-11 SPX 17-Sep-11 1210 C 56785Sep-11 SPX 17-Sep-11 1210 P 11835Sep-11 SPX 17-Sep-11 1215 C 64075Sep-11 SPX 17-Sep-11 1215 P 12853Sep-11 SPX 17-Sep-11 1220 C 75487Sep-11 SPX 17-Sep-11 1220 P 33751Sep-11 SPX 17-Sep-11 1225 C 169835Sep-11 SPX 17-Sep-11 1225 P 13683Sep-11 SPX 17-Sep-11 1230 C 37107Sep-11 SPX 17-Sep-11 1230 P 629Sep-11 SPX 17-Sep-11 1235 C 11879Sep-11 SPX 17-Sep-11 1235 P 717Sep-11 SPX 17-Sep-11 1240 C 69894Sep-11 SPX 17-Sep-11 1240 P 1601Sep-11 SPX 17-Sep-11 1245 C 32449Sep-11 SPX 17-Sep-11 1245 P 85Sep-11 SPX 17-Sep-11 1250 C 124719Sep-11 SPX 17-Sep-11 1250 P 35329Sep-11 SPX 17-Sep-11 1255 C 20098Sep-11 SPX 17-Sep-11 1255 P 778Sep-11 SPX 17-Sep-11 1260 C 13919Sep-11 SPX 17-Sep-11 1260 P 929Sep-11 SPX 17-Sep-11 1265 C 11003Sep-11 SPX 17-Sep-11 1265 P 308Sep-11 SPX 17-Sep-11 1270 C 16290Sep-11 SPX 17-Sep-11 1270 P 262Sep-11 SPX 17-Sep-11 1275 C 71646

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 418: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 17-Sep-11 1275 P 4108Sep-11 SPX 17-Sep-11 1280 C 25566Sep-11 SPX 17-Sep-11 1280 P 255Sep-11 SPX 17-Sep-11 1285 C 5843Sep-11 SPX 17-Sep-11 1285 P 12Sep-11 SPX 17-Sep-11 1290 C 6784Sep-11 SPX 17-Sep-11 1290 P 680Sep-11 SPX 17-Sep-11 1295 C 2809Sep-11 SPX 17-Sep-11 1295 P 243Sep-11 SPX 17-Sep-11 1300 C 29428Sep-11 SPX 17-Sep-11 1300 P 3178Sep-11 SPX 17-Sep-11 1305 C 1047Sep-11 SPX 17-Sep-11 1305 P 176Sep-11 SPX 17-Sep-11 1310 C 921Sep-11 SPX 17-Sep-11 1310 P 87Sep-11 SPX 17-Sep-11 1315 C 2086Sep-11 SPX 17-Sep-11 1315 P 3Sep-11 SPX 17-Sep-11 1320 C 1755Sep-11 SPX 17-Sep-11 1320 P 70Sep-11 SPX 17-Sep-11 1325 C 919Sep-11 SPX 17-Sep-11 1325 P 1207Sep-11 SPX 17-Sep-11 1330 C 719Sep-11 SPX 17-Sep-11 1330 P 110Sep-11 SPX 17-Sep-11 1335 C 4620Sep-11 SPX 17-Sep-11 1335 P 1Sep-11 SPX 17-Sep-11 1340 C 854Sep-11 SPX 17-Sep-11 1340 P 97Sep-11 SPX 17-Sep-11 1345 C 223Sep-11 SPX 17-Sep-11 1345 P 202Sep-11 SPX 17-Sep-11 1350 C 3570Sep-11 SPX 17-Sep-11 1350 P 628Sep-11 SPX 17-Sep-11 1355 C 97Sep-11 SPX 17-Sep-11 1355 P 1Sep-11 SPX 17-Sep-11 1360 C 2535Sep-11 SPX 17-Sep-11 1360 P 106Sep-11 SPX 17-Sep-11 1365 C 391Sep-11 SPX 17-Sep-11 1370 C 350Sep-11 SPX 17-Sep-11 1375 C 2323Sep-11 SPX 17-Sep-11 1375 P 267Sep-11 SPX 17-Sep-11 1380 C 116Sep-11 SPX 17-Sep-11 1380 P 1Sep-11 SPX 17-Sep-11 1385 C 1181Sep-11 SPX 17-Sep-11 1390 C 193Sep-11 SPX 17-Sep-11 1395 C 3Sep-11 SPX 17-Sep-11 1400 C 304Sep-11 SPX 17-Sep-11 1400 P 633Sep-11 SPX 17-Sep-11 1405 C 50Sep-11 SPX 17-Sep-11 1425 C 1952

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 419: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 17-Sep-11 1425 P 300Sep-11 SPX 17-Sep-11 1430 C 1Sep-11 SPX 17-Sep-11 1440 C 1Sep-11 SPX 17-Sep-11 1450 C 45Sep-11 SPX 17-Sep-11 1450 P 101Sep-11 SPX 17-Sep-11 1455 C 9Sep-11 SPX 17-Sep-11 1495 C 10Sep-11 SPX 17-Sep-11 1500 C 9709Sep-11 SPX 17-Sep-11 1500 P 9727Sep-11 SPX 17-Sep-11 1510 C 9Sep-11 SPX 17-Sep-11 1525 C 4Sep-11 SPX 17-Sep-11 1750 C 9Sep-11 SPX 17-Sep-11 1800 C 36Sep-11 SPX 17-Sep-11 1900 C 339Sep-11 SPX 17-Sep-11 2000 C 865Sep-11 SPX 17-Sep-11 2500 C 1491Sep-11 SPX 17-Sep-11 3000 C 1433Sep-11 SPX 22-Oct-11 400 P 15Sep-11 SPX 22-Oct-11 500 C 15100Sep-11 SPX 22-Oct-11 500 P 14632Sep-11 SPX 22-Oct-11 550 P 15613Sep-11 SPX 22-Oct-11 575 P 16644Sep-11 SPX 22-Oct-11 600 P 15857Sep-11 SPX 22-Oct-11 620 P 5032Sep-11 SPX 22-Oct-11 625 P 4185Sep-11 SPX 22-Oct-11 640 P 4560Sep-11 SPX 22-Oct-11 650 P 15136Sep-11 SPX 22-Oct-11 660 P 8128Sep-11 SPX 22-Oct-11 675 P 7450Sep-11 SPX 22-Oct-11 680 P 7447Sep-11 SPX 22-Oct-11 700 P 23470Sep-11 SPX 22-Oct-11 710 P 4121Sep-11 SPX 22-Oct-11 715 P 2671Sep-11 SPX 22-Oct-11 720 P 2668Sep-11 SPX 22-Oct-11 725 P 5352Sep-11 SPX 22-Oct-11 730 P 2562Sep-11 SPX 22-Oct-11 735 P 2527Sep-11 SPX 22-Oct-11 740 P 7506Sep-11 SPX 22-Oct-11 745 P 2627Sep-11 SPX 22-Oct-11 750 P 75146Sep-11 SPX 22-Oct-11 755 P 2880Sep-11 SPX 22-Oct-11 760 P 2706Sep-11 SPX 22-Oct-11 765 P 2334Sep-11 SPX 22-Oct-11 770 P 2575Sep-11 SPX 22-Oct-11 775 P 9551Sep-11 SPX 22-Oct-11 780 P 2246Sep-11 SPX 22-Oct-11 785 P 2217Sep-11 SPX 22-Oct-11 790 P 2598

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 420: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 22-Oct-11 795 P 2160Sep-11 SPX 22-Oct-11 800 C 1Sep-11 SPX 22-Oct-11 800 P 41576Sep-11 SPX 22-Oct-11 805 P 2368Sep-11 SPX 22-Oct-11 810 P 8031Sep-11 SPX 22-Oct-11 815 P 2309Sep-11 SPX 22-Oct-11 820 P 2226Sep-11 SPX 22-Oct-11 825 P 12640Sep-11 SPX 22-Oct-11 830 P 3539Sep-11 SPX 22-Oct-11 835 P 2096Sep-11 SPX 22-Oct-11 840 P 2101Sep-11 SPX 22-Oct-11 845 P 2944Sep-11 SPX 22-Oct-11 850 C 14Sep-11 SPX 22-Oct-11 850 P 59380Sep-11 SPX 22-Oct-11 855 P 2006Sep-11 SPX 22-Oct-11 860 P 3436Sep-11 SPX 22-Oct-11 865 P 2748Sep-11 SPX 22-Oct-11 870 P 2803Sep-11 SPX 22-Oct-11 875 P 12089Sep-11 SPX 22-Oct-11 880 P 4788Sep-11 SPX 22-Oct-11 885 P 3208Sep-11 SPX 22-Oct-11 890 C 10Sep-11 SPX 22-Oct-11 890 P 5463Sep-11 SPX 22-Oct-11 895 P 2737Sep-11 SPX 22-Oct-11 900 C 7Sep-11 SPX 22-Oct-11 900 P 121807Sep-11 SPX 22-Oct-11 905 P 2119Sep-11 SPX 22-Oct-11 910 P 8065Sep-11 SPX 22-Oct-11 915 P 1834Sep-11 SPX 22-Oct-11 920 P 5361Sep-11 SPX 22-Oct-11 925 P 34562Sep-11 SPX 22-Oct-11 930 C 1000Sep-11 SPX 22-Oct-11 930 P 4250Sep-11 SPX 22-Oct-11 935 P 1819Sep-11 SPX 22-Oct-11 940 P 13609Sep-11 SPX 22-Oct-11 945 P 2999Sep-11 SPX 22-Oct-11 950 C 13004Sep-11 SPX 22-Oct-11 950 P 80670Sep-11 SPX 22-Oct-11 955 P 1926Sep-11 SPX 22-Oct-11 960 P 14746Sep-11 SPX 22-Oct-11 965 P 3081Sep-11 SPX 22-Oct-11 970 P 5142Sep-11 SPX 22-Oct-11 975 P 46081Sep-11 SPX 22-Oct-11 980 C 20000Sep-11 SPX 22-Oct-11 980 P 21735Sep-11 SPX 22-Oct-11 985 P 4246Sep-11 SPX 22-Oct-11 990 C 2Sep-11 SPX 22-Oct-11 990 P 5811

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 421: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 22-Oct-11 995 P 1608Sep-11 SPX 22-Oct-11 1000 C 105Sep-11 SPX 22-Oct-11 1000 P 270522Sep-11 SPX 22-Oct-11 1005 P 1895Sep-11 SPX 22-Oct-11 1010 P 10291Sep-11 SPX 22-Oct-11 1015 P 1927Sep-11 SPX 22-Oct-11 1020 C 10Sep-11 SPX 22-Oct-11 1020 P 15337Sep-11 SPX 22-Oct-11 1025 C 2Sep-11 SPX 22-Oct-11 1025 P 59324Sep-11 SPX 22-Oct-11 1030 C 3Sep-11 SPX 22-Oct-11 1030 P 11126Sep-11 SPX 22-Oct-11 1035 C 2Sep-11 SPX 22-Oct-11 1035 P 1973Sep-11 SPX 22-Oct-11 1040 C 9Sep-11 SPX 22-Oct-11 1040 P 58192Sep-11 SPX 22-Oct-11 1045 P 6419Sep-11 SPX 22-Oct-11 1050 C 111Sep-11 SPX 22-Oct-11 1050 P 263494Sep-11 SPX 22-Oct-11 1055 P 3501Sep-11 SPX 22-Oct-11 1060 C 9Sep-11 SPX 22-Oct-11 1060 P 19103Sep-11 SPX 22-Oct-11 1065 C 37Sep-11 SPX 22-Oct-11 1065 P 1741Sep-11 SPX 22-Oct-11 1070 C 18Sep-11 SPX 22-Oct-11 1070 P 9372Sep-11 SPX 22-Oct-11 1075 C 10461Sep-11 SPX 22-Oct-11 1075 P 137150Sep-11 SPX 22-Oct-11 1080 C 15Sep-11 SPX 22-Oct-11 1080 P 26881Sep-11 SPX 22-Oct-11 1085 C 3Sep-11 SPX 22-Oct-11 1085 P 4671Sep-11 SPX 22-Oct-11 1090 C 29Sep-11 SPX 22-Oct-11 1090 P 22717Sep-11 SPX 22-Oct-11 1095 C 7Sep-11 SPX 22-Oct-11 1095 P 1613Sep-11 SPX 22-Oct-11 1100 C 28817Sep-11 SPX 22-Oct-11 1100 P 385853Sep-11 SPX 22-Oct-11 1105 C 3Sep-11 SPX 22-Oct-11 1105 P 1792Sep-11 SPX 22-Oct-11 1110 C 198Sep-11 SPX 22-Oct-11 1110 P 20722Sep-11 SPX 22-Oct-11 1115 C 11Sep-11 SPX 22-Oct-11 1115 P 2164Sep-11 SPX 22-Oct-11 1120 C 2309Sep-11 SPX 22-Oct-11 1120 P 31314Sep-11 SPX 22-Oct-11 1125 C 13847Sep-11 SPX 22-Oct-11 1125 P 174973

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 422: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 22-Oct-11 1130 C 2988Sep-11 SPX 22-Oct-11 1130 P 55068Sep-11 SPX 22-Oct-11 1135 C 744Sep-11 SPX 22-Oct-11 1135 P 5615Sep-11 SPX 22-Oct-11 1140 C 5351Sep-11 SPX 22-Oct-11 1140 P 137166Sep-11 SPX 22-Oct-11 1145 C 1820Sep-11 SPX 22-Oct-11 1145 P 5447Sep-11 SPX 22-Oct-11 1150 C 134039Sep-11 SPX 22-Oct-11 1150 P 389665Sep-11 SPX 22-Oct-11 1155 C 384Sep-11 SPX 22-Oct-11 1155 P 2547Sep-11 SPX 22-Oct-11 1160 C 2325Sep-11 SPX 22-Oct-11 1160 P 10521Sep-11 SPX 22-Oct-11 1165 C 1026Sep-11 SPX 22-Oct-11 1165 P 3451Sep-11 SPX 22-Oct-11 1170 C 4116Sep-11 SPX 22-Oct-11 1170 P 208474Sep-11 SPX 22-Oct-11 1175 C 92713Sep-11 SPX 22-Oct-11 1175 P 89918Sep-11 SPX 22-Oct-11 1180 C 12679Sep-11 SPX 22-Oct-11 1180 P 32026Sep-11 SPX 22-Oct-11 1185 C 6251Sep-11 SPX 22-Oct-11 1185 P 2808Sep-11 SPX 22-Oct-11 1190 C 17301Sep-11 SPX 22-Oct-11 1190 P 74588Sep-11 SPX 22-Oct-11 1195 C 1912Sep-11 SPX 22-Oct-11 1195 P 2004Sep-11 SPX 22-Oct-11 1200 C 267011Sep-11 SPX 22-Oct-11 1200 P 241635Sep-11 SPX 22-Oct-11 1205 C 6620Sep-11 SPX 22-Oct-11 1205 P 702Sep-11 SPX 22-Oct-11 1210 C 19197Sep-11 SPX 22-Oct-11 1210 P 3627Sep-11 SPX 22-Oct-11 1215 C 12872Sep-11 SPX 22-Oct-11 1215 P 3814Sep-11 SPX 22-Oct-11 1220 C 18815Sep-11 SPX 22-Oct-11 1220 P 11519Sep-11 SPX 22-Oct-11 1225 C 141646Sep-11 SPX 22-Oct-11 1225 P 11054Sep-11 SPX 22-Oct-11 1230 C 13336Sep-11 SPX 22-Oct-11 1230 P 467Sep-11 SPX 22-Oct-11 1235 C 8161Sep-11 SPX 22-Oct-11 1235 P 336Sep-11 SPX 22-Oct-11 1240 C 46076Sep-11 SPX 22-Oct-11 1240 P 2264Sep-11 SPX 22-Oct-11 1245 C 9533Sep-11 SPX 22-Oct-11 1245 P 44

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 423: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 22-Oct-11 1250 C 126161Sep-11 SPX 22-Oct-11 1250 P 8593Sep-11 SPX 22-Oct-11 1255 C 3925Sep-11 SPX 22-Oct-11 1255 P 79Sep-11 SPX 22-Oct-11 1260 C 10750Sep-11 SPX 22-Oct-11 1260 P 325Sep-11 SPX 22-Oct-11 1265 C 8319Sep-11 SPX 22-Oct-11 1265 P 188Sep-11 SPX 22-Oct-11 1270 C 7715Sep-11 SPX 22-Oct-11 1270 P 461Sep-11 SPX 22-Oct-11 1275 C 96964Sep-11 SPX 22-Oct-11 1275 P 1545Sep-11 SPX 22-Oct-11 1280 C 15512Sep-11 SPX 22-Oct-11 1280 P 53Sep-11 SPX 22-Oct-11 1285 C 4297Sep-11 SPX 22-Oct-11 1285 P 11Sep-11 SPX 22-Oct-11 1290 C 37987Sep-11 SPX 22-Oct-11 1290 P 73Sep-11 SPX 22-Oct-11 1295 C 8633Sep-11 SPX 22-Oct-11 1295 P 66Sep-11 SPX 22-Oct-11 1300 C 132652Sep-11 SPX 22-Oct-11 1300 P 1173Sep-11 SPX 22-Oct-11 1305 C 13505Sep-11 SPX 22-Oct-11 1305 P 20Sep-11 SPX 22-Oct-11 1310 C 23464Sep-11 SPX 22-Oct-11 1310 P 38Sep-11 SPX 22-Oct-11 1315 C 4760Sep-11 SPX 22-Oct-11 1315 P 9Sep-11 SPX 22-Oct-11 1320 C 7337Sep-11 SPX 22-Oct-11 1320 P 298Sep-11 SPX 22-Oct-11 1325 C 29070Sep-11 SPX 22-Oct-11 1325 P 342Sep-11 SPX 22-Oct-11 1330 C 14155Sep-11 SPX 22-Oct-11 1330 P 61Sep-11 SPX 22-Oct-11 1335 C 3951Sep-11 SPX 22-Oct-11 1335 P 67Sep-11 SPX 22-Oct-11 1340 C 8693Sep-11 SPX 22-Oct-11 1340 P 72Sep-11 SPX 22-Oct-11 1345 C 4558Sep-11 SPX 22-Oct-11 1345 P 324Sep-11 SPX 22-Oct-11 1350 C 28297Sep-11 SPX 22-Oct-11 1350 P 554Sep-11 SPX 22-Oct-11 1355 C 1473Sep-11 SPX 22-Oct-11 1355 P 75Sep-11 SPX 22-Oct-11 1360 C 10378Sep-11 SPX 22-Oct-11 1360 P 17Sep-11 SPX 22-Oct-11 1365 C 1116Sep-11 SPX 22-Oct-11 1365 P 74

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 424: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 22-Oct-11 1370 C 11377Sep-11 SPX 22-Oct-11 1375 C 6801Sep-11 SPX 22-Oct-11 1375 P 3Sep-11 SPX 22-Oct-11 1380 C 1460Sep-11 SPX 22-Oct-11 1380 P 9Sep-11 SPX 22-Oct-11 1385 C 978Sep-11 SPX 22-Oct-11 1390 C 797Sep-11 SPX 22-Oct-11 1395 C 725Sep-11 SPX 22-Oct-11 1400 C 6538Sep-11 SPX 22-Oct-11 1400 P 8Sep-11 SPX 22-Oct-11 1405 C 207Sep-11 SPX 22-Oct-11 1410 C 294Sep-11 SPX 22-Oct-11 1415 C 221Sep-11 SPX 22-Oct-11 1420 C 436Sep-11 SPX 22-Oct-11 1425 C 1272Sep-11 SPX 22-Oct-11 1430 C 380Sep-11 SPX 22-Oct-11 1440 C 157Sep-11 SPX 22-Oct-11 1450 C 907Sep-11 SPX 22-Oct-11 1460 C 76Sep-11 SPX 22-Oct-11 1470 C 80Sep-11 SPX 22-Oct-11 1475 C 92Sep-11 SPX 22-Oct-11 1500 C 15146Sep-11 SPX 22-Oct-11 1500 P 15100Sep-11 SPX 22-Oct-11 1520 C 95Sep-11 SPX 22-Oct-11 1525 C 10Sep-11 SPX 22-Oct-11 1575 C 73Sep-11 SPX 22-Oct-11 1750 C 74Sep-11 SPX 19-Nov-11 500 P 72Sep-11 SPX 19-Nov-11 550 P 451Sep-11 SPX 19-Nov-11 600 C 100Sep-11 SPX 19-Nov-11 600 P 1583Sep-11 SPX 19-Nov-11 625 C 53Sep-11 SPX 19-Nov-11 625 P 4109Sep-11 SPX 19-Nov-11 640 P 200Sep-11 SPX 19-Nov-11 650 C 80Sep-11 SPX 19-Nov-11 650 P 59956Sep-11 SPX 19-Nov-11 660 P 436Sep-11 SPX 19-Nov-11 670 P 415Sep-11 SPX 19-Nov-11 675 C 50Sep-11 SPX 19-Nov-11 675 P 9335Sep-11 SPX 19-Nov-11 700 C 50Sep-11 SPX 19-Nov-11 700 P 14137Sep-11 SPX 19-Nov-11 710 P 2Sep-11 SPX 19-Nov-11 715 P 1Sep-11 SPX 19-Nov-11 720 P 4Sep-11 SPX 19-Nov-11 725 C 53Sep-11 SPX 19-Nov-11 725 P 78Sep-11 SPX 19-Nov-11 730 P 5

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 425: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 19-Nov-11 735 P 3Sep-11 SPX 19-Nov-11 740 P 28Sep-11 SPX 19-Nov-11 745 P 3Sep-11 SPX 19-Nov-11 750 C 75Sep-11 SPX 19-Nov-11 750 P 4599Sep-11 SPX 19-Nov-11 755 P 4Sep-11 SPX 19-Nov-11 760 P 203Sep-11 SPX 19-Nov-11 765 P 203Sep-11 SPX 19-Nov-11 770 P 433Sep-11 SPX 19-Nov-11 775 C 50Sep-11 SPX 19-Nov-11 775 P 1572Sep-11 SPX 19-Nov-11 780 P 3Sep-11 SPX 19-Nov-11 785 P 35Sep-11 SPX 19-Nov-11 790 P 59Sep-11 SPX 19-Nov-11 795 P 11Sep-11 SPX 19-Nov-11 800 C 55Sep-11 SPX 19-Nov-11 800 P 41740Sep-11 SPX 19-Nov-11 810 P 19Sep-11 SPX 19-Nov-11 815 P 16Sep-11 SPX 19-Nov-11 820 P 169Sep-11 SPX 19-Nov-11 825 P 109Sep-11 SPX 19-Nov-11 830 P 23Sep-11 SPX 19-Nov-11 835 P 3Sep-11 SPX 19-Nov-11 840 P 115Sep-11 SPX 19-Nov-11 845 P 15Sep-11 SPX 19-Nov-11 850 P 15442Sep-11 SPX 19-Nov-11 855 P 1Sep-11 SPX 19-Nov-11 860 P 335Sep-11 SPX 19-Nov-11 865 P 18Sep-11 SPX 19-Nov-11 870 P 106Sep-11 SPX 19-Nov-11 875 P 8948Sep-11 SPX 19-Nov-11 880 P 8124Sep-11 SPX 19-Nov-11 885 P 1104Sep-11 SPX 19-Nov-11 890 P 207Sep-11 SPX 19-Nov-11 895 P 75Sep-11 SPX 19-Nov-11 900 P 61978Sep-11 SPX 19-Nov-11 905 P 78Sep-11 SPX 19-Nov-11 910 P 197Sep-11 SPX 19-Nov-11 915 P 18Sep-11 SPX 19-Nov-11 920 P 69Sep-11 SPX 19-Nov-11 925 C 9Sep-11 SPX 19-Nov-11 925 P 17037Sep-11 SPX 19-Nov-11 930 P 23Sep-11 SPX 19-Nov-11 935 P 5Sep-11 SPX 19-Nov-11 940 P 223Sep-11 SPX 19-Nov-11 945 P 21Sep-11 SPX 19-Nov-11 950 C 25Sep-11 SPX 19-Nov-11 950 P 18792

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 426: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 19-Nov-11 955 P 11Sep-11 SPX 19-Nov-11 960 P 2605Sep-11 SPX 19-Nov-11 965 C 11Sep-11 SPX 19-Nov-11 970 P 37Sep-11 SPX 19-Nov-11 975 P 11866Sep-11 SPX 19-Nov-11 980 P 1289Sep-11 SPX 19-Nov-11 985 C 10Sep-11 SPX 19-Nov-11 985 P 32Sep-11 SPX 19-Nov-11 990 P 37Sep-11 SPX 19-Nov-11 995 P 33Sep-11 SPX 19-Nov-11 1000 C 245Sep-11 SPX 19-Nov-11 1000 P 70738Sep-11 SPX 19-Nov-11 1005 P 46Sep-11 SPX 19-Nov-11 1010 P 121Sep-11 SPX 19-Nov-11 1015 P 371Sep-11 SPX 19-Nov-11 1020 P 288Sep-11 SPX 19-Nov-11 1025 C 2Sep-11 SPX 19-Nov-11 1025 P 30160Sep-11 SPX 19-Nov-11 1030 P 1214Sep-11 SPX 19-Nov-11 1035 P 37Sep-11 SPX 19-Nov-11 1040 C 127Sep-11 SPX 19-Nov-11 1040 P 1140Sep-11 SPX 19-Nov-11 1045 P 110Sep-11 SPX 19-Nov-11 1050 C 112Sep-11 SPX 19-Nov-11 1050 P 51572Sep-11 SPX 19-Nov-11 1055 P 374Sep-11 SPX 19-Nov-11 1060 C 6Sep-11 SPX 19-Nov-11 1060 P 874Sep-11 SPX 19-Nov-11 1065 P 7Sep-11 SPX 19-Nov-11 1070 C 60Sep-11 SPX 19-Nov-11 1070 P 1098Sep-11 SPX 19-Nov-11 1075 P 32098Sep-11 SPX 19-Nov-11 1080 C 170Sep-11 SPX 19-Nov-11 1080 P 1304Sep-11 SPX 19-Nov-11 1085 P 22Sep-11 SPX 19-Nov-11 1090 C 58Sep-11 SPX 19-Nov-11 1090 P 2118Sep-11 SPX 19-Nov-11 1095 C 2Sep-11 SPX 19-Nov-11 1095 P 185Sep-11 SPX 19-Nov-11 1100 C 2099Sep-11 SPX 19-Nov-11 1100 P 121132Sep-11 SPX 19-Nov-11 1105 P 135Sep-11 SPX 19-Nov-11 1110 C 75Sep-11 SPX 19-Nov-11 1110 P 2269Sep-11 SPX 19-Nov-11 1115 C 102Sep-11 SPX 19-Nov-11 1115 P 511Sep-11 SPX 19-Nov-11 1120 C 143Sep-11 SPX 19-Nov-11 1120 P 1440

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 427: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 19-Nov-11 1125 C 12670Sep-11 SPX 19-Nov-11 1125 P 53184Sep-11 SPX 19-Nov-11 1130 C 49Sep-11 SPX 19-Nov-11 1130 P 3302Sep-11 SPX 19-Nov-11 1135 C 25Sep-11 SPX 19-Nov-11 1135 P 2722Sep-11 SPX 19-Nov-11 1140 C 1893Sep-11 SPX 19-Nov-11 1140 P 5722Sep-11 SPX 19-Nov-11 1145 C 17Sep-11 SPX 19-Nov-11 1145 P 103Sep-11 SPX 19-Nov-11 1150 C 43472Sep-11 SPX 19-Nov-11 1150 P 98457Sep-11 SPX 19-Nov-11 1155 C 204Sep-11 SPX 19-Nov-11 1155 P 120Sep-11 SPX 19-Nov-11 1160 C 484Sep-11 SPX 19-Nov-11 1160 P 1155Sep-11 SPX 19-Nov-11 1165 C 22Sep-11 SPX 19-Nov-11 1165 P 393Sep-11 SPX 19-Nov-11 1170 C 198Sep-11 SPX 19-Nov-11 1170 P 2180Sep-11 SPX 19-Nov-11 1175 C 57748Sep-11 SPX 19-Nov-11 1175 P 37847Sep-11 SPX 19-Nov-11 1180 C 294Sep-11 SPX 19-Nov-11 1180 P 493Sep-11 SPX 19-Nov-11 1185 C 29Sep-11 SPX 19-Nov-11 1185 P 2639Sep-11 SPX 19-Nov-11 1190 C 826Sep-11 SPX 19-Nov-11 1190 P 429Sep-11 SPX 19-Nov-11 1195 C 39Sep-11 SPX 19-Nov-11 1195 P 138Sep-11 SPX 19-Nov-11 1200 C 61721Sep-11 SPX 19-Nov-11 1200 P 36921Sep-11 SPX 19-Nov-11 1205 C 40Sep-11 SPX 19-Nov-11 1205 P 94Sep-11 SPX 19-Nov-11 1210 C 1348Sep-11 SPX 19-Nov-11 1210 P 1880Sep-11 SPX 19-Nov-11 1215 C 162Sep-11 SPX 19-Nov-11 1215 P 72Sep-11 SPX 19-Nov-11 1220 C 1014Sep-11 SPX 19-Nov-11 1220 P 126Sep-11 SPX 19-Nov-11 1225 C 37699Sep-11 SPX 19-Nov-11 1225 P 1575Sep-11 SPX 19-Nov-11 1230 C 10765Sep-11 SPX 19-Nov-11 1230 P 593Sep-11 SPX 19-Nov-11 1235 C 56Sep-11 SPX 19-Nov-11 1235 P 110Sep-11 SPX 19-Nov-11 1240 C 5335Sep-11 SPX 19-Nov-11 1240 P 74

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 428: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 19-Nov-11 1245 C 1334Sep-11 SPX 19-Nov-11 1245 P 47Sep-11 SPX 19-Nov-11 1250 C 55667Sep-11 SPX 19-Nov-11 1250 P 1390Sep-11 SPX 19-Nov-11 1255 C 48Sep-11 SPX 19-Nov-11 1260 C 8684Sep-11 SPX 19-Nov-11 1260 P 10Sep-11 SPX 19-Nov-11 1265 C 908Sep-11 SPX 19-Nov-11 1265 P 26Sep-11 SPX 19-Nov-11 1270 C 8681Sep-11 SPX 19-Nov-11 1270 P 2Sep-11 SPX 19-Nov-11 1275 C 7518Sep-11 SPX 19-Nov-11 1275 P 18Sep-11 SPX 19-Nov-11 1280 C 796Sep-11 SPX 19-Nov-11 1280 P 5Sep-11 SPX 19-Nov-11 1285 C 454Sep-11 SPX 19-Nov-11 1285 P 1Sep-11 SPX 19-Nov-11 1290 C 8865Sep-11 SPX 19-Nov-11 1295 C 1092Sep-11 SPX 19-Nov-11 1300 C 29290Sep-11 SPX 19-Nov-11 1300 P 2000Sep-11 SPX 19-Nov-11 1305 C 4742Sep-11 SPX 19-Nov-11 1310 C 1304Sep-11 SPX 19-Nov-11 1315 C 1069Sep-11 SPX 19-Nov-11 1320 C 726Sep-11 SPX 19-Nov-11 1320 P 4Sep-11 SPX 19-Nov-11 1325 C 15715Sep-11 SPX 19-Nov-11 1330 C 2661Sep-11 SPX 19-Nov-11 1335 C 242Sep-11 SPX 19-Nov-11 1340 C 2339Sep-11 SPX 19-Nov-11 1340 P 88Sep-11 SPX 19-Nov-11 1345 C 233Sep-11 SPX 19-Nov-11 1345 P 469Sep-11 SPX 19-Nov-11 1350 C 19991Sep-11 SPX 19-Nov-11 1350 P 1402Sep-11 SPX 19-Nov-11 1360 C 297Sep-11 SPX 19-Nov-11 1360 P 529Sep-11 SPX 19-Nov-11 1370 C 16635Sep-11 SPX 19-Nov-11 1370 P 337Sep-11 SPX 19-Nov-11 1375 C 9677Sep-11 SPX 19-Nov-11 1375 P 186Sep-11 SPX 19-Nov-11 1380 C 164Sep-11 SPX 19-Nov-11 1390 C 19635Sep-11 SPX 19-Nov-11 1400 C 8656Sep-11 SPX 19-Nov-11 1400 P 600Sep-11 SPX 19-Nov-11 1420 C 11622Sep-11 SPX 19-Nov-11 1425 C 264Sep-11 SPX 19-Nov-11 1425 P 300

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 429: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 19-Nov-11 1440 C 3994Sep-11 SPX 19-Nov-11 1450 C 27Sep-11 SPX 19-Nov-11 1450 P 100Sep-11 SPX 19-Nov-11 1475 C 822Sep-11 SPX 19-Nov-11 1500 C 2008Sep-11 SPX 19-Nov-11 1550 C 10124Sep-11 SPX 19-Nov-11 1600 C 6635Sep-11 SPX 19-Nov-11 1650 C 6522Sep-11 SPX 19-Nov-11 1700 C 7781Sep-11 SPX 19-Nov-11 1750 C 12771Sep-11 SPX 17-Dec-11 50 P 10Sep-11 SPX 17-Dec-11 100 C 10Sep-11 SPX 17-Dec-11 150 C 470Sep-11 SPX 17-Dec-11 250 P 9802Sep-11 SPX 17-Dec-11 300 P 5438Sep-11 SPX 17-Dec-11 325 P 234Sep-11 SPX 17-Dec-11 350 C 470Sep-11 SPX 17-Dec-11 350 P 541Sep-11 SPX 17-Dec-11 400 P 13549Sep-11 SPX 17-Dec-11 450 P 80Sep-11 SPX 17-Dec-11 475 P 305Sep-11 SPX 17-Dec-11 500 C 55084Sep-11 SPX 17-Dec-11 500 P 60614Sep-11 SPX 17-Dec-11 525 P 599Sep-11 SPX 17-Dec-11 550 P 23631Sep-11 SPX 17-Dec-11 575 P 5011Sep-11 SPX 17-Dec-11 600 P 26756Sep-11 SPX 17-Dec-11 620 P 103Sep-11 SPX 17-Dec-11 650 P 508Sep-11 SPX 17-Dec-11 660 P 2Sep-11 SPX 17-Dec-11 675 P 382Sep-11 SPX 17-Dec-11 680 P 2501Sep-11 SPX 17-Dec-11 700 P 25153Sep-11 SPX 17-Dec-11 720 P 1Sep-11 SPX 17-Dec-11 725 P 150Sep-11 SPX 17-Dec-11 750 P 9286Sep-11 SPX 17-Dec-11 760 P 10Sep-11 SPX 17-Dec-11 770 P 2Sep-11 SPX 17-Dec-11 775 P 78Sep-11 SPX 17-Dec-11 800 C 4Sep-11 SPX 17-Dec-11 800 P 44079Sep-11 SPX 17-Dec-11 825 P 5350Sep-11 SPX 17-Dec-11 830 P 4Sep-11 SPX 17-Dec-11 840 P 97Sep-11 SPX 17-Dec-11 850 P 35968Sep-11 SPX 17-Dec-11 860 P 48Sep-11 SPX 17-Dec-11 870 P 252Sep-11 SPX 17-Dec-11 875 P 35036

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 430: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 17-Dec-11 880 P 72Sep-11 SPX 17-Dec-11 890 P 25Sep-11 SPX 17-Dec-11 900 C 16Sep-11 SPX 17-Dec-11 900 P 107517Sep-11 SPX 17-Dec-11 910 P 3802Sep-11 SPX 17-Dec-11 920 C 2Sep-11 SPX 17-Dec-11 920 P 9227Sep-11 SPX 17-Dec-11 925 P 15619Sep-11 SPX 17-Dec-11 930 P 269Sep-11 SPX 17-Dec-11 940 P 124Sep-11 SPX 17-Dec-11 950 P 38759Sep-11 SPX 17-Dec-11 960 P 77Sep-11 SPX 17-Dec-11 970 P 8Sep-11 SPX 17-Dec-11 975 P 12886Sep-11 SPX 17-Dec-11 980 P 840Sep-11 SPX 17-Dec-11 990 P 9Sep-11 SPX 17-Dec-11 1000 C 1800Sep-11 SPX 17-Dec-11 1000 P 99360Sep-11 SPX 17-Dec-11 1005 P 5Sep-11 SPX 17-Dec-11 1010 C 3Sep-11 SPX 17-Dec-11 1010 P 25Sep-11 SPX 17-Dec-11 1020 C 3Sep-11 SPX 17-Dec-11 1020 P 27Sep-11 SPX 17-Dec-11 1025 C 20Sep-11 SPX 17-Dec-11 1025 P 20260Sep-11 SPX 17-Dec-11 1030 P 3546Sep-11 SPX 17-Dec-11 1040 P 92Sep-11 SPX 17-Dec-11 1045 P 6Sep-11 SPX 17-Dec-11 1050 C 85Sep-11 SPX 17-Dec-11 1050 P 73203Sep-11 SPX 17-Dec-11 1060 P 36Sep-11 SPX 17-Dec-11 1065 C 5Sep-11 SPX 17-Dec-11 1065 P 795Sep-11 SPX 17-Dec-11 1070 P 9921Sep-11 SPX 17-Dec-11 1075 C 551Sep-11 SPX 17-Dec-11 1075 P 31185Sep-11 SPX 17-Dec-11 1080 C 85Sep-11 SPX 17-Dec-11 1080 P 2553Sep-11 SPX 17-Dec-11 1085 C 5Sep-11 SPX 17-Dec-11 1085 P 15Sep-11 SPX 17-Dec-11 1090 C 2Sep-11 SPX 17-Dec-11 1090 P 5Sep-11 SPX 17-Dec-11 1095 P 1004Sep-11 SPX 17-Dec-11 1100 C 4450Sep-11 SPX 17-Dec-11 1100 P 108242Sep-11 SPX 17-Dec-11 1105 P 1Sep-11 SPX 17-Dec-11 1110 C 1418Sep-11 SPX 17-Dec-11 1110 P 7141

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 431: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 17-Dec-11 1115 C 9969Sep-11 SPX 17-Dec-11 1115 P 10044Sep-11 SPX 17-Dec-11 1120 C 17647Sep-11 SPX 17-Dec-11 1120 P 18911Sep-11 SPX 17-Dec-11 1125 C 38037Sep-11 SPX 17-Dec-11 1125 P 64724Sep-11 SPX 17-Dec-11 1130 C 27557Sep-11 SPX 17-Dec-11 1130 P 27159Sep-11 SPX 17-Dec-11 1135 C 35833Sep-11 SPX 17-Dec-11 1135 P 35713Sep-11 SPX 17-Dec-11 1140 C 30716Sep-11 SPX 17-Dec-11 1140 P 33998Sep-11 SPX 17-Dec-11 1145 C 34232Sep-11 SPX 17-Dec-11 1145 P 34285Sep-11 SPX 17-Dec-11 1150 C 108668Sep-11 SPX 17-Dec-11 1150 P 176666Sep-11 SPX 17-Dec-11 1155 C 24016Sep-11 SPX 17-Dec-11 1155 P 24044Sep-11 SPX 17-Dec-11 1160 C 34683Sep-11 SPX 17-Dec-11 1160 P 36132Sep-11 SPX 17-Dec-11 1165 C 54516Sep-11 SPX 17-Dec-11 1165 P 54761Sep-11 SPX 17-Dec-11 1170 C 18505Sep-11 SPX 17-Dec-11 1170 P 18707Sep-11 SPX 17-Dec-11 1175 C 34044Sep-11 SPX 17-Dec-11 1175 P 37754Sep-11 SPX 17-Dec-11 1180 C 33474Sep-11 SPX 17-Dec-11 1180 P 33065Sep-11 SPX 17-Dec-11 1185 C 43868Sep-11 SPX 17-Dec-11 1185 P 43546Sep-11 SPX 17-Dec-11 1190 C 41545Sep-11 SPX 17-Dec-11 1190 P 41169Sep-11 SPX 17-Dec-11 1195 C 30601Sep-11 SPX 17-Dec-11 1195 P 30625Sep-11 SPX 17-Dec-11 1200 C 143486Sep-11 SPX 17-Dec-11 1200 P 97040Sep-11 SPX 17-Dec-11 1205 C 19259Sep-11 SPX 17-Dec-11 1205 P 19274Sep-11 SPX 17-Dec-11 1210 C 21788Sep-11 SPX 17-Dec-11 1210 P 21045Sep-11 SPX 17-Dec-11 1215 C 3146Sep-11 SPX 17-Dec-11 1215 P 3161Sep-11 SPX 17-Dec-11 1220 C 281Sep-11 SPX 17-Dec-11 1220 P 37Sep-11 SPX 17-Dec-11 1225 C 29638Sep-11 SPX 17-Dec-11 1225 P 16882Sep-11 SPX 17-Dec-11 1230 C 200Sep-11 SPX 17-Dec-11 1230 P 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 432: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 17-Dec-11 1235 C 5Sep-11 SPX 17-Dec-11 1235 P 10Sep-11 SPX 17-Dec-11 1240 C 1800Sep-11 SPX 17-Dec-11 1245 C 12Sep-11 SPX 17-Dec-11 1245 P 25Sep-11 SPX 17-Dec-11 1250 C 57813Sep-11 SPX 17-Dec-11 1250 P 2357Sep-11 SPX 17-Dec-11 1260 C 68Sep-11 SPX 17-Dec-11 1260 P 1Sep-11 SPX 17-Dec-11 1265 P 2Sep-11 SPX 17-Dec-11 1270 C 90Sep-11 SPX 17-Dec-11 1275 C 29106Sep-11 SPX 17-Dec-11 1275 P 946Sep-11 SPX 17-Dec-11 1280 C 147Sep-11 SPX 17-Dec-11 1285 C 991Sep-11 SPX 17-Dec-11 1285 P 34Sep-11 SPX 17-Dec-11 1290 C 1867Sep-11 SPX 17-Dec-11 1300 C 81491Sep-11 SPX 17-Dec-11 1300 P 1282Sep-11 SPX 17-Dec-11 1305 C 202Sep-11 SPX 17-Dec-11 1310 C 1972Sep-11 SPX 17-Dec-11 1315 C 9Sep-11 SPX 17-Dec-11 1320 C 3600Sep-11 SPX 17-Dec-11 1325 C 18293Sep-11 SPX 17-Dec-11 1325 P 44Sep-11 SPX 17-Dec-11 1330 C 14Sep-11 SPX 17-Dec-11 1335 C 3617Sep-11 SPX 17-Dec-11 1335 P 42Sep-11 SPX 17-Dec-11 1340 C 122Sep-11 SPX 17-Dec-11 1340 P 4Sep-11 SPX 17-Dec-11 1350 C 41433Sep-11 SPX 17-Dec-11 1350 P 1903Sep-11 SPX 17-Dec-11 1360 C 1113Sep-11 SPX 17-Dec-11 1370 C 25Sep-11 SPX 17-Dec-11 1375 C 22718Sep-11 SPX 17-Dec-11 1375 P 160Sep-11 SPX 17-Dec-11 1380 C 2Sep-11 SPX 17-Dec-11 1385 C 1Sep-11 SPX 17-Dec-11 1395 C 13Sep-11 SPX 17-Dec-11 1400 C 48397Sep-11 SPX 17-Dec-11 1400 P 7Sep-11 SPX 17-Dec-11 1415 C 47Sep-11 SPX 17-Dec-11 1420 C 35Sep-11 SPX 17-Dec-11 1425 C 6558Sep-11 SPX 17-Dec-11 1450 C 6273Sep-11 SPX 17-Dec-11 1475 C 669Sep-11 SPX 17-Dec-11 1500 C 56588Sep-11 SPX 17-Dec-11 1500 P 55082

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 433: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 17-Dec-11 1525 C 4Sep-11 SPX 17-Dec-11 1550 C 488Sep-11 SPX 17-Dec-11 1600 C 588Sep-11 SPX 17-Dec-11 1600 P 11Sep-11 SPX 17-Dec-11 1700 C 355Sep-11 SPX 17-Dec-11 1800 C 9Sep-11 SPX 17-Dec-11 1900 C 25Sep-11 SPX 17-Dec-11 1900 P 1Sep-11 SPX 17-Dec-11 2000 C 75Sep-11 SPX 17-Dec-11 2250 C 68Sep-11 SPX 17-Dec-11 2500 C 9Sep-11 SPX 17-Dec-11 3000 C 35Sep-11 SPX 17-Dec-11 3000 P 118Sep-11 SPX 21-Jan-12 500 P 5Sep-11 SPX 21-Jan-12 600 P 2Sep-11 SPX 21-Jan-12 625 P 300Sep-11 SPX 21-Jan-12 650 P 5Sep-11 SPX 21-Jan-12 675 P 1400Sep-11 SPX 21-Jan-12 700 P 6010Sep-11 SPX 21-Jan-12 750 P 1275Sep-11 SPX 21-Jan-12 775 P 4534Sep-11 SPX 21-Jan-12 800 P 1901Sep-11 SPX 21-Jan-12 825 P 200Sep-11 SPX 21-Jan-12 850 P 3300Sep-11 SPX 21-Jan-12 875 P 3015Sep-11 SPX 21-Jan-12 900 P 3909Sep-11 SPX 21-Jan-12 925 P 319Sep-11 SPX 21-Jan-12 950 P 2128Sep-11 SPX 21-Jan-12 975 P 3755Sep-11 SPX 21-Jan-12 1000 P 22060Sep-11 SPX 21-Jan-12 1025 C 10Sep-11 SPX 21-Jan-12 1025 P 10Sep-11 SPX 21-Jan-12 1050 P 17829Sep-11 SPX 21-Jan-12 1075 P 9431Sep-11 SPX 21-Jan-12 1100 C 320Sep-11 SPX 21-Jan-12 1100 P 6463Sep-11 SPX 21-Jan-12 1125 C 2456Sep-11 SPX 21-Jan-12 1125 P 15018Sep-11 SPX 21-Jan-12 1150 C 4588Sep-11 SPX 21-Jan-12 1150 P 19230Sep-11 SPX 21-Jan-12 1175 C 15251Sep-11 SPX 21-Jan-12 1175 P 3532Sep-11 SPX 21-Jan-12 1200 C 10605Sep-11 SPX 21-Jan-12 1200 P 1632Sep-11 SPX 21-Jan-12 1225 C 17721Sep-11 SPX 21-Jan-12 1225 P 3070Sep-11 SPX 21-Jan-12 1250 C 11552Sep-11 SPX 21-Jan-12 1250 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 434: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 21-Jan-12 1275 C 3220Sep-11 SPX 21-Jan-12 1300 C 8001Sep-11 SPX 21-Jan-12 1300 P 3Sep-11 SPX 21-Jan-12 1325 C 4153Sep-11 SPX 21-Jan-12 1350 C 1657Sep-11 SPX 21-Jan-12 1350 P 3Sep-11 SPX 21-Jan-12 1375 C 2015Sep-11 SPX 21-Jan-12 1400 C 650Sep-11 SPX 21-Jan-12 1425 C 9458Sep-11 SPX 21-Jan-12 1450 C 5Sep-11 SPX 17-Mar-12 200 P 55Sep-11 SPX 17-Mar-12 300 P 92Sep-11 SPX 17-Mar-12 400 P 1024Sep-11 SPX 17-Mar-12 500 C 600Sep-11 SPX 17-Mar-12 500 P 5875Sep-11 SPX 17-Mar-12 600 P 4816Sep-11 SPX 17-Mar-12 650 P 8239Sep-11 SPX 17-Mar-12 700 P 7154Sep-11 SPX 17-Mar-12 750 P 5810Sep-11 SPX 17-Mar-12 800 C 108Sep-11 SPX 17-Mar-12 800 P 6093Sep-11 SPX 17-Mar-12 850 P 36131Sep-11 SPX 17-Mar-12 875 P 5822Sep-11 SPX 17-Mar-12 900 C 2971Sep-11 SPX 17-Mar-12 900 P 15652Sep-11 SPX 17-Mar-12 925 P 1071Sep-11 SPX 17-Mar-12 950 P 28616Sep-11 SPX 17-Mar-12 975 P 240Sep-11 SPX 17-Mar-12 1000 C 19Sep-11 SPX 17-Mar-12 1000 P 33804Sep-11 SPX 17-Mar-12 1020 P 20Sep-11 SPX 17-Mar-12 1025 P 1528Sep-11 SPX 17-Mar-12 1030 P 752Sep-11 SPX 17-Mar-12 1040 P 4Sep-11 SPX 17-Mar-12 1050 C 30Sep-11 SPX 17-Mar-12 1050 P 41943Sep-11 SPX 17-Mar-12 1075 P 2799Sep-11 SPX 17-Mar-12 1100 C 2268Sep-11 SPX 17-Mar-12 1100 P 29391Sep-11 SPX 17-Mar-12 1125 C 2568Sep-11 SPX 17-Mar-12 1125 P 23186Sep-11 SPX 17-Mar-12 1150 C 5740Sep-11 SPX 17-Mar-12 1150 P 26224Sep-11 SPX 17-Mar-12 1175 C 12078Sep-11 SPX 17-Mar-12 1175 P 13161Sep-11 SPX 17-Mar-12 1200 C 31179Sep-11 SPX 17-Mar-12 1200 P 14376Sep-11 SPX 17-Mar-12 1225 C 4623

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 435: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 17-Mar-12 1225 P 3566Sep-11 SPX 17-Mar-12 1250 C 16101Sep-11 SPX 17-Mar-12 1250 P 286Sep-11 SPX 17-Mar-12 1275 C 2308Sep-11 SPX 17-Mar-12 1275 P 134Sep-11 SPX 17-Mar-12 1300 C 24468Sep-11 SPX 17-Mar-12 1300 P 453Sep-11 SPX 17-Mar-12 1325 C 5394Sep-11 SPX 17-Mar-12 1325 P 37Sep-11 SPX 17-Mar-12 1350 C 10724Sep-11 SPX 17-Mar-12 1350 P 4Sep-11 SPX 17-Mar-12 1375 C 6001Sep-11 SPX 17-Mar-12 1375 P 2Sep-11 SPX 17-Mar-12 1400 C 13678Sep-11 SPX 17-Mar-12 1400 P 30Sep-11 SPX 17-Mar-12 1425 C 3953Sep-11 SPX 17-Mar-12 1450 C 7081Sep-11 SPX 17-Mar-12 1450 P 2Sep-11 SPX 17-Mar-12 1475 C 10Sep-11 SPX 17-Mar-12 1500 C 1877Sep-11 SPX 17-Mar-12 1500 P 627Sep-11 SPX 17-Mar-12 1600 C 172Sep-11 SPX 17-Mar-12 1650 C 116Sep-11 SPX 17-Mar-12 1700 P 3Sep-11 SPX 16-Jun-12 100 C 1Sep-11 SPX 16-Jun-12 100 P 584Sep-11 SPX 16-Jun-12 200 P 137Sep-11 SPX 16-Jun-12 300 P 660Sep-11 SPX 16-Jun-12 400 P 1001Sep-11 SPX 16-Jun-12 450 P 1020Sep-11 SPX 16-Jun-12 500 C 340Sep-11 SPX 16-Jun-12 500 P 6881Sep-11 SPX 16-Jun-12 550 P 79Sep-11 SPX 16-Jun-12 600 P 9150Sep-11 SPX 16-Jun-12 650 P 950Sep-11 SPX 16-Jun-12 700 P 641Sep-11 SPX 16-Jun-12 725 P 46Sep-11 SPX 16-Jun-12 750 P 3321Sep-11 SPX 16-Jun-12 775 P 1000Sep-11 SPX 16-Jun-12 800 C 1Sep-11 SPX 16-Jun-12 800 P 4943Sep-11 SPX 16-Jun-12 825 C 2Sep-11 SPX 16-Jun-12 825 P 201Sep-11 SPX 16-Jun-12 850 P 2751Sep-11 SPX 16-Jun-12 900 P 5159Sep-11 SPX 16-Jun-12 925 P 513Sep-11 SPX 16-Jun-12 950 C 1Sep-11 SPX 16-Jun-12 950 P 15

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 436: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 16-Jun-12 975 P 1144Sep-11 SPX 16-Jun-12 1000 C 102Sep-11 SPX 16-Jun-12 1000 P 13313Sep-11 SPX 16-Jun-12 1025 C 3Sep-11 SPX 16-Jun-12 1025 P 423Sep-11 SPX 16-Jun-12 1050 C 5Sep-11 SPX 16-Jun-12 1050 P 13085Sep-11 SPX 16-Jun-12 1075 C 200Sep-11 SPX 16-Jun-12 1075 P 2125Sep-11 SPX 16-Jun-12 1100 C 511Sep-11 SPX 16-Jun-12 1100 P 15167Sep-11 SPX 16-Jun-12 1125 C 850Sep-11 SPX 16-Jun-12 1125 P 1193Sep-11 SPX 16-Jun-12 1150 C 5309Sep-11 SPX 16-Jun-12 1150 P 8669Sep-11 SPX 16-Jun-12 1175 C 2683Sep-11 SPX 16-Jun-12 1175 P 4091Sep-11 SPX 16-Jun-12 1200 C 6623Sep-11 SPX 16-Jun-12 1200 P 10498Sep-11 SPX 16-Jun-12 1225 C 1139Sep-11 SPX 16-Jun-12 1225 P 408Sep-11 SPX 16-Jun-12 1250 C 9330Sep-11 SPX 16-Jun-12 1250 P 1949Sep-11 SPX 16-Jun-12 1275 C 1702Sep-11 SPX 16-Jun-12 1275 P 190Sep-11 SPX 16-Jun-12 1300 C 9150Sep-11 SPX 16-Jun-12 1300 P 964Sep-11 SPX 16-Jun-12 1325 C 4209Sep-11 SPX 16-Jun-12 1350 C 1376Sep-11 SPX 16-Jun-12 1350 P 1Sep-11 SPX 16-Jun-12 1375 C 408Sep-11 SPX 16-Jun-12 1400 C 2505Sep-11 SPX 16-Jun-12 1400 P 2Sep-11 SPX 16-Jun-12 1425 C 489Sep-11 SPX 16-Jun-12 1450 C 972Sep-11 SPX 16-Jun-12 1450 P 750Sep-11 SPX 16-Jun-12 1475 C 250Sep-11 SPX 16-Jun-12 1500 C 4190Sep-11 SPX 16-Jun-12 1500 P 340Sep-11 SPX 16-Jun-12 1550 C 1206Sep-11 SPX 16-Jun-12 1600 C 1091Sep-11 SPX 16-Jun-12 1700 C 12Sep-11 SPX 16-Jun-12 1800 C 26Sep-11 SPX 16-Jun-12 3000 P 10Sep-11 SPX 22-Sep-12 100 P 140Sep-11 SPX 22-Sep-12 500 P 50Sep-11 SPX 22-Sep-12 700 P 4Sep-11 SPX 22-Sep-12 750 P 34

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 437: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 22-Sep-12 775 P 250Sep-11 SPX 22-Sep-12 800 P 12Sep-11 SPX 22-Sep-12 825 P 19Sep-11 SPX 22-Sep-12 850 P 1251Sep-11 SPX 22-Sep-12 875 P 13Sep-11 SPX 22-Sep-12 900 P 11Sep-11 SPX 22-Sep-12 925 P 750Sep-11 SPX 22-Sep-12 950 P 10Sep-11 SPX 22-Sep-12 975 P 145Sep-11 SPX 22-Sep-12 1000 P 590Sep-11 SPX 22-Sep-12 1050 P 3Sep-11 SPX 22-Sep-12 1100 P 750Sep-11 SPX 22-Sep-12 1125 C 200Sep-11 SPX 22-Sep-12 1125 P 334Sep-11 SPX 22-Sep-12 1150 C 1740Sep-11 SPX 22-Sep-12 1150 P 2150Sep-11 SPX 22-Sep-12 1175 C 1195Sep-11 SPX 22-Sep-12 1175 P 435Sep-11 SPX 22-Sep-12 1200 C 3270Sep-11 SPX 22-Sep-12 1200 P 2300Sep-11 SPX 22-Sep-12 1225 C 691Sep-11 SPX 22-Sep-12 1250 C 1292Sep-11 SPX 22-Sep-12 1275 C 563Sep-11 SPX 22-Sep-12 1300 C 364Sep-11 SPX 22-Sep-12 1325 C 100Sep-11 SPX 22-Sep-12 1350 C 250Sep-11 SPX 22-Sep-12 1425 C 5Sep-11 SPX 22-Sep-12 1475 C 5Sep-11 SPX 22-Sep-12 1500 C 15Sep-11 SPX 22-Sep-12 1550 C 4Sep-11 SPX 22-Sep-12 1600 C 261Sep-11 SPX 22-Sep-12 1700 C 10Sep-11 SPX 22-Sep-12 1800 C 5Sep-11 SPX 22-Dec-12 100 P 284Sep-11 SPX 22-Dec-12 200 P 102Sep-11 SPX 22-Dec-12 250 P 225Sep-11 SPX 22-Dec-12 300 P 2325Sep-11 SPX 22-Dec-12 350 P 102Sep-11 SPX 22-Dec-12 400 P 907Sep-11 SPX 22-Dec-12 500 C 275Sep-11 SPX 22-Dec-12 500 P 8948Sep-11 SPX 22-Dec-12 550 P 300Sep-11 SPX 22-Dec-12 600 P 24363Sep-11 SPX 22-Dec-12 650 P 2262Sep-11 SPX 22-Dec-12 675 P 550Sep-11 SPX 22-Dec-12 700 C 11Sep-11 SPX 22-Dec-12 700 P 21063Sep-11 SPX 22-Dec-12 750 P 1630

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 438: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 22-Dec-12 800 P 17174Sep-11 SPX 22-Dec-12 825 P 3Sep-11 SPX 22-Dec-12 850 P 5558Sep-11 SPX 22-Dec-12 875 P 28Sep-11 SPX 22-Dec-12 900 C 170Sep-11 SPX 22-Dec-12 900 P 6966Sep-11 SPX 22-Dec-12 925 P 9Sep-11 SPX 22-Dec-12 950 C 307Sep-11 SPX 22-Dec-12 950 P 4753Sep-11 SPX 22-Dec-12 975 C 1Sep-11 SPX 22-Dec-12 975 P 6Sep-11 SPX 22-Dec-12 1000 C 508Sep-11 SPX 22-Dec-12 1000 P 23907Sep-11 SPX 22-Dec-12 1025 P 127Sep-11 SPX 22-Dec-12 1050 C 144Sep-11 SPX 22-Dec-12 1050 P 1608Sep-11 SPX 22-Dec-12 1075 C 50Sep-11 SPX 22-Dec-12 1075 P 475Sep-11 SPX 22-Dec-12 1100 C 1992Sep-11 SPX 22-Dec-12 1100 P 18388Sep-11 SPX 22-Dec-12 1125 C 202Sep-11 SPX 22-Dec-12 1125 P 8011Sep-11 SPX 22-Dec-12 1150 C 27924Sep-11 SPX 22-Dec-12 1150 P 16978Sep-11 SPX 22-Dec-12 1175 C 6076Sep-11 SPX 22-Dec-12 1175 P 5638Sep-11 SPX 22-Dec-12 1200 C 23831Sep-11 SPX 22-Dec-12 1200 P 28810Sep-11 SPX 22-Dec-12 1220 C 100Sep-11 SPX 22-Dec-12 1220 P 102Sep-11 SPX 22-Dec-12 1225 C 5501Sep-11 SPX 22-Dec-12 1225 P 800Sep-11 SPX 22-Dec-12 1250 C 14416Sep-11 SPX 22-Dec-12 1250 P 1098Sep-11 SPX 22-Dec-12 1275 C 1520Sep-11 SPX 22-Dec-12 1275 P 182Sep-11 SPX 22-Dec-12 1300 C 40228Sep-11 SPX 22-Dec-12 1300 P 814Sep-11 SPX 22-Dec-12 1325 C 1016Sep-11 SPX 22-Dec-12 1350 C 1036Sep-11 SPX 22-Dec-12 1350 P 75Sep-11 SPX 22-Dec-12 1375 C 6Sep-11 SPX 22-Dec-12 1400 C 19084Sep-11 SPX 22-Dec-12 1425 C 4Sep-11 SPX 22-Dec-12 1450 C 5169Sep-11 SPX 22-Dec-12 1500 C 5534Sep-11 SPX 22-Dec-12 1500 P 277Sep-11 SPX 22-Dec-12 1550 C 946

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 439: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 22-Dec-12 1600 C 5075Sep-11 SPX 22-Dec-12 1650 C 2Sep-11 SPX 22-Dec-12 1700 C 501Sep-11 SPX 22-Dec-12 1700 P 1Sep-11 SPX 22-Dec-12 1800 C 1000Sep-11 SPX 22-Dec-12 2000 C 3Sep-11 SPX 22-Dec-12 2000 P 3Sep-11 SPX 22-Dec-12 2500 C 8Sep-11 SPX 22-Dec-12 2500 P 8Sep-11 SPX 22-Dec-12 3000 P 6Sep-11 SPX 22-Jun-13 100 P 20Sep-11 SPX 22-Jun-13 200 P 15Sep-11 SPX 22-Jun-13 300 P 10Sep-11 SPX 22-Jun-13 400 P 51Sep-11 SPX 22-Jun-13 500 P 14Sep-11 SPX 22-Jun-13 600 P 4Sep-11 SPX 22-Jun-13 750 P 20Sep-11 SPX 22-Jun-13 850 P 3Sep-11 SPX 22-Jun-13 900 P 7354Sep-11 SPX 22-Jun-13 950 C 500Sep-11 SPX 22-Jun-13 950 P 14Sep-11 SPX 22-Jun-13 1100 C 30Sep-11 SPX 22-Jun-13 1100 P 5300Sep-11 SPX 22-Jun-13 1125 C 3Sep-11 SPX 22-Jun-13 1150 C 1806Sep-11 SPX 22-Jun-13 1150 P 1302Sep-11 SPX 22-Jun-13 1175 C 9Sep-11 SPX 22-Jun-13 1175 P 402Sep-11 SPX 22-Jun-13 1200 C 351Sep-11 SPX 22-Jun-13 1200 P 301Sep-11 SPX 22-Jun-13 1225 C 4Sep-11 SPX 22-Jun-13 1250 C 85Sep-11 SPX 22-Jun-13 1275 C 40Sep-11 SPX 22-Jun-13 1275 P 1Sep-11 SPX 22-Jun-13 1300 C 9Sep-11 SPX 22-Jun-13 1325 C 5Sep-11 SPX 22-Jun-13 1350 C 3Sep-11 SPX 22-Jun-13 1350 P 2Sep-11 SPX 22-Jun-13 1400 C 500Sep-11 SPX 22-Jun-13 1450 C 1Sep-11 SPX 22-Jun-13 1550 C 1Sep-11 SPX 22-Jun-13 1600 C 2Sep-11 SPX 22-Jun-13 2000 P 10Sep-11 SPX 21-Dec-13 100 P 88Sep-11 SPX 21-Dec-13 200 C 2Sep-11 SPX 21-Dec-13 200 P 119Sep-11 SPX 21-Dec-13 250 P 150Sep-11 SPX 21-Dec-13 300 P 63

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 440: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 21-Dec-13 350 P 11Sep-11 SPX 21-Dec-13 400 P 1016Sep-11 SPX 21-Dec-13 450 P 34Sep-11 SPX 21-Dec-13 500 C 2Sep-11 SPX 21-Dec-13 500 P 4568Sep-11 SPX 21-Dec-13 550 P 1Sep-11 SPX 21-Dec-13 600 P 224Sep-11 SPX 21-Dec-13 650 P 3805Sep-11 SPX 21-Dec-13 700 P 3088Sep-11 SPX 21-Dec-13 750 P 10Sep-11 SPX 21-Dec-13 800 C 2Sep-11 SPX 21-Dec-13 800 P 2865Sep-11 SPX 21-Dec-13 850 P 1050Sep-11 SPX 21-Dec-13 900 P 3633Sep-11 SPX 21-Dec-13 950 P 100Sep-11 SPX 21-Dec-13 1000 C 751Sep-11 SPX 21-Dec-13 1000 P 4552Sep-11 SPX 21-Dec-13 1025 C 2Sep-11 SPX 21-Dec-13 1050 P 1002Sep-11 SPX 21-Dec-13 1100 C 3317Sep-11 SPX 21-Dec-13 1100 P 3567Sep-11 SPX 21-Dec-13 1125 C 100Sep-11 SPX 21-Dec-13 1125 P 1100Sep-11 SPX 21-Dec-13 1150 C 3713Sep-11 SPX 21-Dec-13 1150 P 3900Sep-11 SPX 21-Dec-13 1175 C 1750Sep-11 SPX 21-Dec-13 1175 P 1503Sep-11 SPX 21-Dec-13 1200 C 7719Sep-11 SPX 21-Dec-13 1200 P 8988Sep-11 SPX 21-Dec-13 1225 C 2310Sep-11 SPX 21-Dec-13 1225 P 550Sep-11 SPX 21-Dec-13 1250 C 112Sep-11 SPX 21-Dec-13 1275 C 7Sep-11 SPX 21-Dec-13 1275 P 250Sep-11 SPX 21-Dec-13 1300 C 332Sep-11 SPX 21-Dec-13 1300 P 200Sep-11 SPX 21-Dec-13 1325 C 319Sep-11 SPX 21-Dec-13 1325 P 3Sep-11 SPX 21-Dec-13 1350 C 1382Sep-11 SPX 21-Dec-13 1350 P 1Sep-11 SPX 21-Dec-13 1400 C 1366Sep-11 SPX 21-Dec-13 1425 C 2500Sep-11 SPX 21-Dec-13 1450 C 103Sep-11 SPX 21-Dec-13 1475 C 350Sep-11 SPX 21-Dec-13 1500 C 2901Sep-11 SPX 21-Dec-13 1550 C 8Sep-11 SPX 21-Dec-13 1600 C 913Sep-11 SPX 21-Dec-13 1800 C 1550

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 441: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPX 21-Dec-13 1900 P 2Sep-11 SPX 21-Dec-13 2000 P 12Sep-11 SPX 21-Dec-13 2250 C 7Sep-11 SPX 21-Dec-13 2500 C 2Sep-11 SPX 21-Dec-13 2500 P 31Sep-11 SPX 21-Dec-13 3000 C 4Sep-11 SPX 21-Dec-13 3000 P 126Sep-11 SPXW 02-Sep-11 900 P 20Sep-11 SPXW 02-Sep-11 925 P 55Sep-11 SPXW 02-Sep-11 950 P 180Sep-11 SPXW 02-Sep-11 975 P 93Sep-11 SPXW 02-Sep-11 1000 P 10Sep-11 SPXW 02-Sep-11 1025 P 263Sep-11 SPXW 02-Sep-11 1040 P 668Sep-11 SPXW 02-Sep-11 1045 P 120Sep-11 SPXW 02-Sep-11 1050 P 541Sep-11 SPXW 02-Sep-11 1055 P 21Sep-11 SPXW 02-Sep-11 1060 P 149Sep-11 SPXW 02-Sep-11 1065 P 231Sep-11 SPXW 02-Sep-11 1070 P 196Sep-11 SPXW 02-Sep-11 1075 P 2683Sep-11 SPXW 02-Sep-11 1080 P 102Sep-11 SPXW 02-Sep-11 1085 P 112Sep-11 SPXW 02-Sep-11 1090 P 3744Sep-11 SPXW 02-Sep-11 1095 P 70Sep-11 SPXW 02-Sep-11 1100 P 1997Sep-11 SPXW 02-Sep-11 1105 P 112Sep-11 SPXW 02-Sep-11 1110 P 278Sep-11 SPXW 02-Sep-11 1115 P 953Sep-11 SPXW 02-Sep-11 1120 P 408Sep-11 SPXW 02-Sep-11 1125 P 2478Sep-11 SPXW 02-Sep-11 1130 C 2Sep-11 SPXW 02-Sep-11 1130 P 420Sep-11 SPXW 02-Sep-11 1135 C 10Sep-11 SPXW 02-Sep-11 1135 P 421Sep-11 SPXW 02-Sep-11 1140 C 5Sep-11 SPXW 02-Sep-11 1140 P 10465Sep-11 SPXW 02-Sep-11 1145 P 1463Sep-11 SPXW 02-Sep-11 1150 P 6991Sep-11 SPXW 02-Sep-11 1155 C 2Sep-11 SPXW 02-Sep-11 1155 P 1091Sep-11 SPXW 02-Sep-11 1160 C 40Sep-11 SPXW 02-Sep-11 1160 P 4241Sep-11 SPXW 02-Sep-11 1165 C 3063Sep-11 SPXW 02-Sep-11 1165 P 6810Sep-11 SPXW 02-Sep-11 1170 C 354Sep-11 SPXW 02-Sep-11 1170 P 5962Sep-11 SPXW 02-Sep-11 1175 C 1842

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 442: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPXW 02-Sep-11 1175 P 8911Sep-11 SPXW 02-Sep-11 1180 C 2978Sep-11 SPXW 02-Sep-11 1180 P 3544Sep-11 SPXW 02-Sep-11 1185 C 1956Sep-11 SPXW 02-Sep-11 1185 P 1437Sep-11 SPXW 02-Sep-11 1190 C 4136Sep-11 SPXW 02-Sep-11 1190 P 4985Sep-11 SPXW 02-Sep-11 1195 C 2666Sep-11 SPXW 02-Sep-11 1195 P 419Sep-11 SPXW 02-Sep-11 1200 C 8420Sep-11 SPXW 02-Sep-11 1200 P 5864Sep-11 SPXW 02-Sep-11 1205 C 1031Sep-11 SPXW 02-Sep-11 1205 P 396Sep-11 SPXW 02-Sep-11 1210 C 4296Sep-11 SPXW 02-Sep-11 1210 P 2047Sep-11 SPXW 02-Sep-11 1215 C 1081Sep-11 SPXW 02-Sep-11 1215 P 873Sep-11 SPXW 02-Sep-11 1220 C 1940Sep-11 SPXW 02-Sep-11 1220 P 209Sep-11 SPXW 02-Sep-11 1225 C 1057Sep-11 SPXW 02-Sep-11 1225 P 342Sep-11 SPXW 02-Sep-11 1230 C 3073Sep-11 SPXW 02-Sep-11 1230 P 45Sep-11 SPXW 02-Sep-11 1235 C 868Sep-11 SPXW 02-Sep-11 1235 P 4Sep-11 SPXW 02-Sep-11 1240 C 1094Sep-11 SPXW 02-Sep-11 1240 P 16Sep-11 SPXW 02-Sep-11 1245 C 963Sep-11 SPXW 02-Sep-11 1250 C 4113Sep-11 SPXW 02-Sep-11 1250 P 266Sep-11 SPXW 02-Sep-11 1255 C 1362Sep-11 SPXW 02-Sep-11 1255 P 183Sep-11 SPXW 02-Sep-11 1260 C 712Sep-11 SPXW 02-Sep-11 1260 P 448Sep-11 SPXW 02-Sep-11 1265 C 1255Sep-11 SPXW 02-Sep-11 1265 P 61Sep-11 SPXW 02-Sep-11 1270 C 405Sep-11 SPXW 02-Sep-11 1270 P 2Sep-11 SPXW 02-Sep-11 1275 C 2432Sep-11 SPXW 02-Sep-11 1275 P 60Sep-11 SPXW 02-Sep-11 1300 C 483Sep-11 SPXW 02-Sep-11 1325 C 20Sep-11 SPXW 09-Sep-11 925 P 11Sep-11 SPXW 09-Sep-11 950 P 5961Sep-11 SPXW 09-Sep-11 975 P 6569Sep-11 SPXW 09-Sep-11 1000 C 56Sep-11 SPXW 09-Sep-11 1000 P 23750Sep-11 SPXW 09-Sep-11 1025 C 22

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 443: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPXW 09-Sep-11 1025 P 13412Sep-11 SPXW 09-Sep-11 1035 P 241Sep-11 SPXW 09-Sep-11 1040 P 105Sep-11 SPXW 09-Sep-11 1045 P 8Sep-11 SPXW 09-Sep-11 1050 C 11Sep-11 SPXW 09-Sep-11 1050 P 14976Sep-11 SPXW 09-Sep-11 1055 P 56Sep-11 SPXW 09-Sep-11 1060 P 100Sep-11 SPXW 09-Sep-11 1065 P 236Sep-11 SPXW 09-Sep-11 1070 C 5Sep-11 SPXW 09-Sep-11 1070 P 922Sep-11 SPXW 09-Sep-11 1075 C 5Sep-11 SPXW 09-Sep-11 1075 P 28782Sep-11 SPXW 09-Sep-11 1080 C 2Sep-11 SPXW 09-Sep-11 1080 P 5022Sep-11 SPXW 09-Sep-11 1085 P 683Sep-11 SPXW 09-Sep-11 1090 C 23Sep-11 SPXW 09-Sep-11 1090 P 1864Sep-11 SPXW 09-Sep-11 1095 C 14Sep-11 SPXW 09-Sep-11 1095 P 988Sep-11 SPXW 09-Sep-11 1100 C 23Sep-11 SPXW 09-Sep-11 1100 P 13095Sep-11 SPXW 09-Sep-11 1105 P 3858Sep-11 SPXW 09-Sep-11 1110 C 10Sep-11 SPXW 09-Sep-11 1110 P 5350Sep-11 SPXW 09-Sep-11 1115 C 14Sep-11 SPXW 09-Sep-11 1115 P 31426Sep-11 SPXW 09-Sep-11 1120 C 1Sep-11 SPXW 09-Sep-11 1120 P 4706Sep-11 SPXW 09-Sep-11 1125 C 34Sep-11 SPXW 09-Sep-11 1125 P 7129Sep-11 SPXW 09-Sep-11 1130 C 26Sep-11 SPXW 09-Sep-11 1130 P 11898Sep-11 SPXW 09-Sep-11 1135 C 75Sep-11 SPXW 09-Sep-11 1135 P 5375Sep-11 SPXW 09-Sep-11 1140 C 242Sep-11 SPXW 09-Sep-11 1140 P 34723Sep-11 SPXW 09-Sep-11 1145 C 249Sep-11 SPXW 09-Sep-11 1145 P 7625Sep-11 SPXW 09-Sep-11 1150 C 9500Sep-11 SPXW 09-Sep-11 1150 P 24118Sep-11 SPXW 09-Sep-11 1155 C 3283Sep-11 SPXW 09-Sep-11 1155 P 5106Sep-11 SPXW 09-Sep-11 1160 C 4656Sep-11 SPXW 09-Sep-11 1160 P 4873Sep-11 SPXW 09-Sep-11 1165 C 4497Sep-11 SPXW 09-Sep-11 1165 P 3086Sep-11 SPXW 09-Sep-11 1170 C 4478

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 444: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPXW 09-Sep-11 1170 P 3197Sep-11 SPXW 09-Sep-11 1175 C 4009Sep-11 SPXW 09-Sep-11 1175 P 16350Sep-11 SPXW 09-Sep-11 1180 C 2818Sep-11 SPXW 09-Sep-11 1180 P 2731Sep-11 SPXW 09-Sep-11 1185 C 3931Sep-11 SPXW 09-Sep-11 1185 P 1908Sep-11 SPXW 09-Sep-11 1190 C 4658Sep-11 SPXW 09-Sep-11 1190 P 1890Sep-11 SPXW 09-Sep-11 1195 C 3314Sep-11 SPXW 09-Sep-11 1195 P 882Sep-11 SPXW 09-Sep-11 1200 C 15173Sep-11 SPXW 09-Sep-11 1200 P 4789Sep-11 SPXW 09-Sep-11 1205 C 3506Sep-11 SPXW 09-Sep-11 1205 P 706Sep-11 SPXW 09-Sep-11 1210 C 6519Sep-11 SPXW 09-Sep-11 1210 P 3078Sep-11 SPXW 09-Sep-11 1215 C 4893Sep-11 SPXW 09-Sep-11 1215 P 172Sep-11 SPXW 09-Sep-11 1220 C 8724Sep-11 SPXW 09-Sep-11 1220 P 872Sep-11 SPXW 09-Sep-11 1225 C 5683Sep-11 SPXW 09-Sep-11 1225 P 296Sep-11 SPXW 09-Sep-11 1230 C 14038Sep-11 SPXW 09-Sep-11 1230 P 98Sep-11 SPXW 09-Sep-11 1235 C 4135Sep-11 SPXW 09-Sep-11 1235 P 94Sep-11 SPXW 09-Sep-11 1240 C 5895Sep-11 SPXW 09-Sep-11 1240 P 135Sep-11 SPXW 09-Sep-11 1245 C 2720Sep-11 SPXW 09-Sep-11 1245 P 51Sep-11 SPXW 09-Sep-11 1250 C 8879Sep-11 SPXW 09-Sep-11 1250 P 37Sep-11 SPXW 09-Sep-11 1255 C 787Sep-11 SPXW 09-Sep-11 1255 P 74Sep-11 SPXW 09-Sep-11 1260 C 1795Sep-11 SPXW 09-Sep-11 1260 P 84Sep-11 SPXW 09-Sep-11 1265 C 1001Sep-11 SPXW 09-Sep-11 1265 P 42Sep-11 SPXW 09-Sep-11 1270 C 847Sep-11 SPXW 09-Sep-11 1270 P 40Sep-11 SPXW 09-Sep-11 1275 C 1865Sep-11 SPXW 09-Sep-11 1275 P 82Sep-11 SPXW 09-Sep-11 1280 C 1272Sep-11 SPXW 09-Sep-11 1280 P 2Sep-11 SPXW 09-Sep-11 1285 C 418Sep-11 SPXW 09-Sep-11 1285 P 94Sep-11 SPXW 09-Sep-11 1290 C 292

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 445: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPXW 09-Sep-11 1290 P 287Sep-11 SPXW 09-Sep-11 1295 C 88Sep-11 SPXW 09-Sep-11 1295 P 92Sep-11 SPXW 09-Sep-11 1300 C 3229Sep-11 SPXW 09-Sep-11 1300 P 296Sep-11 SPXW 09-Sep-11 1305 C 100Sep-11 SPXW 09-Sep-11 1305 P 20Sep-11 SPXW 09-Sep-11 1310 C 270Sep-11 SPXW 09-Sep-11 1325 C 276Sep-11 SPXW 09-Sep-11 1325 P 20Sep-11 SPXW 09-Sep-11 1350 C 410Sep-11 SPXW 09-Sep-11 1375 C 2174Sep-11 SPXW 23-Sep-11 925 C 10Sep-11 SPXW 23-Sep-11 925 P 11985Sep-11 SPXW 23-Sep-11 950 C 11Sep-11 SPXW 23-Sep-11 950 P 24538Sep-11 SPXW 23-Sep-11 975 C 10Sep-11 SPXW 23-Sep-11 975 P 19942Sep-11 SPXW 23-Sep-11 1000 C 6Sep-11 SPXW 23-Sep-11 1000 P 27458Sep-11 SPXW 23-Sep-11 1025 P 19215Sep-11 SPXW 23-Sep-11 1050 C 3Sep-11 SPXW 23-Sep-11 1050 P 16795Sep-11 SPXW 23-Sep-11 1055 C 21Sep-11 SPXW 23-Sep-11 1055 P 2797Sep-11 SPXW 23-Sep-11 1060 C 3Sep-11 SPXW 23-Sep-11 1060 P 1161Sep-11 SPXW 23-Sep-11 1065 C 32Sep-11 SPXW 23-Sep-11 1065 P 2218Sep-11 SPXW 23-Sep-11 1070 C 11Sep-11 SPXW 23-Sep-11 1070 P 1572Sep-11 SPXW 23-Sep-11 1075 C 22Sep-11 SPXW 23-Sep-11 1075 P 10591Sep-11 SPXW 23-Sep-11 1080 C 13Sep-11 SPXW 23-Sep-11 1080 P 6223Sep-11 SPXW 23-Sep-11 1085 C 22Sep-11 SPXW 23-Sep-11 1085 P 5449Sep-11 SPXW 23-Sep-11 1090 C 198Sep-11 SPXW 23-Sep-11 1090 P 13762Sep-11 SPXW 23-Sep-11 1095 C 175Sep-11 SPXW 23-Sep-11 1095 P 5084Sep-11 SPXW 23-Sep-11 1100 C 140Sep-11 SPXW 23-Sep-11 1100 P 21586Sep-11 SPXW 23-Sep-11 1105 C 108Sep-11 SPXW 23-Sep-11 1105 P 3462Sep-11 SPXW 23-Sep-11 1110 C 243Sep-11 SPXW 23-Sep-11 1110 P 6316Sep-11 SPXW 23-Sep-11 1115 C 461

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 446: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPXW 23-Sep-11 1115 P 4607Sep-11 SPXW 23-Sep-11 1120 C 928Sep-11 SPXW 23-Sep-11 1120 P 13694Sep-11 SPXW 23-Sep-11 1125 C 1497Sep-11 SPXW 23-Sep-11 1125 P 32573Sep-11 SPXW 23-Sep-11 1130 C 2461Sep-11 SPXW 23-Sep-11 1130 P 11670Sep-11 SPXW 23-Sep-11 1135 C 3431Sep-11 SPXW 23-Sep-11 1135 P 3653Sep-11 SPXW 23-Sep-11 1140 C 5186Sep-11 SPXW 23-Sep-11 1140 P 14783Sep-11 SPXW 23-Sep-11 1145 C 3653Sep-11 SPXW 23-Sep-11 1145 P 2250Sep-11 SPXW 23-Sep-11 1150 C 14318Sep-11 SPXW 23-Sep-11 1150 P 16196Sep-11 SPXW 23-Sep-11 1155 C 2366Sep-11 SPXW 23-Sep-11 1155 P 3022Sep-11 SPXW 23-Sep-11 1160 C 8427Sep-11 SPXW 23-Sep-11 1160 P 15996Sep-11 SPXW 23-Sep-11 1165 C 3254Sep-11 SPXW 23-Sep-11 1165 P 1029Sep-11 SPXW 23-Sep-11 1170 C 3063Sep-11 SPXW 23-Sep-11 1170 P 2950Sep-11 SPXW 23-Sep-11 1175 C 3325Sep-11 SPXW 23-Sep-11 1175 P 4681Sep-11 SPXW 23-Sep-11 1180 C 2616Sep-11 SPXW 23-Sep-11 1180 P 2252Sep-11 SPXW 23-Sep-11 1185 C 1792Sep-11 SPXW 23-Sep-11 1185 P 1486Sep-11 SPXW 23-Sep-11 1190 C 1968Sep-11 SPXW 23-Sep-11 1190 P 2064Sep-11 SPXW 23-Sep-11 1195 C 1334Sep-11 SPXW 23-Sep-11 1195 P 2851Sep-11 SPXW 23-Sep-11 1200 C 4361Sep-11 SPXW 23-Sep-11 1200 P 5791Sep-11 SPXW 23-Sep-11 1205 C 1971Sep-11 SPXW 23-Sep-11 1205 P 683Sep-11 SPXW 23-Sep-11 1210 C 5533Sep-11 SPXW 23-Sep-11 1210 P 970Sep-11 SPXW 23-Sep-11 1215 C 5670Sep-11 SPXW 23-Sep-11 1215 P 2321Sep-11 SPXW 23-Sep-11 1220 C 2323Sep-11 SPXW 23-Sep-11 1220 P 154Sep-11 SPXW 23-Sep-11 1225 C 9487Sep-11 SPXW 23-Sep-11 1225 P 495Sep-11 SPXW 23-Sep-11 1230 C 8326Sep-11 SPXW 23-Sep-11 1230 P 125Sep-11 SPXW 23-Sep-11 1235 C 3335

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 447: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPXW 23-Sep-11 1235 P 146Sep-11 SPXW 23-Sep-11 1240 C 3470Sep-11 SPXW 23-Sep-11 1240 P 2Sep-11 SPXW 23-Sep-11 1245 C 2185Sep-11 SPXW 23-Sep-11 1245 P 50Sep-11 SPXW 23-Sep-11 1250 C 19743Sep-11 SPXW 23-Sep-11 1250 P 153Sep-11 SPXW 23-Sep-11 1255 C 2349Sep-11 SPXW 23-Sep-11 1255 P 22Sep-11 SPXW 23-Sep-11 1260 C 8222Sep-11 SPXW 23-Sep-11 1260 P 118Sep-11 SPXW 23-Sep-11 1265 C 4251Sep-11 SPXW 23-Sep-11 1265 P 266Sep-11 SPXW 23-Sep-11 1270 C 4359Sep-11 SPXW 23-Sep-11 1270 P 35Sep-11 SPXW 23-Sep-11 1275 C 5579Sep-11 SPXW 23-Sep-11 1275 P 296Sep-11 SPXW 23-Sep-11 1280 C 3586Sep-11 SPXW 23-Sep-11 1280 P 41Sep-11 SPXW 23-Sep-11 1285 C 6074Sep-11 SPXW 23-Sep-11 1285 P 10Sep-11 SPXW 23-Sep-11 1300 C 5267Sep-11 SPXW 23-Sep-11 1300 P 32Sep-11 SPXW 23-Sep-11 1325 C 3266Sep-11 SPXW 23-Sep-11 1325 P 33Sep-11 SPXW 23-Sep-11 1350 C 3397Sep-11 SPXW 23-Sep-11 1350 P 10Sep-11 SPXW 07-Oct-11 825 P 981Sep-11 SPXW 07-Oct-11 850 P 93Sep-11 SPXW 07-Oct-11 875 P 2134Sep-11 SPXW 07-Oct-11 900 P 2157Sep-11 SPXW 07-Oct-11 925 P 14871Sep-11 SPXW 07-Oct-11 950 P 7113Sep-11 SPXW 07-Oct-11 975 P 6739Sep-11 SPXW 07-Oct-11 1000 P 8342Sep-11 SPXW 07-Oct-11 1005 P 376Sep-11 SPXW 07-Oct-11 1020 P 48Sep-11 SPXW 07-Oct-11 1025 P 3152Sep-11 SPXW 07-Oct-11 1035 P 10Sep-11 SPXW 07-Oct-11 1040 P 6651Sep-11 SPXW 07-Oct-11 1045 P 951Sep-11 SPXW 07-Oct-11 1050 P 1884Sep-11 SPXW 07-Oct-11 1055 P 157Sep-11 SPXW 07-Oct-11 1060 C 10Sep-11 SPXW 07-Oct-11 1060 P 5207Sep-11 SPXW 07-Oct-11 1065 C 2Sep-11 SPXW 07-Oct-11 1065 P 59Sep-11 SPXW 07-Oct-11 1070 P 132

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 448: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPXW 07-Oct-11 1075 C 3Sep-11 SPXW 07-Oct-11 1075 P 3351Sep-11 SPXW 07-Oct-11 1080 C 10Sep-11 SPXW 07-Oct-11 1080 P 4511Sep-11 SPXW 07-Oct-11 1085 C 11Sep-11 SPXW 07-Oct-11 1085 P 806Sep-11 SPXW 07-Oct-11 1090 C 21Sep-11 SPXW 07-Oct-11 1090 P 678Sep-11 SPXW 07-Oct-11 1095 C 20Sep-11 SPXW 07-Oct-11 1095 P 170Sep-11 SPXW 07-Oct-11 1100 C 17Sep-11 SPXW 07-Oct-11 1100 P 4979Sep-11 SPXW 07-Oct-11 1105 C 20Sep-11 SPXW 07-Oct-11 1105 P 282Sep-11 SPXW 07-Oct-11 1110 C 25Sep-11 SPXW 07-Oct-11 1110 P 12771Sep-11 SPXW 07-Oct-11 1115 C 23Sep-11 SPXW 07-Oct-11 1115 P 1262Sep-11 SPXW 07-Oct-11 1120 C 34Sep-11 SPXW 07-Oct-11 1120 P 407Sep-11 SPXW 07-Oct-11 1125 C 264Sep-11 SPXW 07-Oct-11 1125 P 2589Sep-11 SPXW 07-Oct-11 1130 C 1024Sep-11 SPXW 07-Oct-11 1130 P 301Sep-11 SPXW 07-Oct-11 1135 C 129Sep-11 SPXW 07-Oct-11 1135 P 247Sep-11 SPXW 07-Oct-11 1140 C 109Sep-11 SPXW 07-Oct-11 1140 P 1641Sep-11 SPXW 07-Oct-11 1145 C 272Sep-11 SPXW 07-Oct-11 1145 P 163Sep-11 SPXW 07-Oct-11 1150 C 882Sep-11 SPXW 07-Oct-11 1150 P 1568Sep-11 SPXW 07-Oct-11 1155 C 2797Sep-11 SPXW 07-Oct-11 1155 P 35Sep-11 SPXW 07-Oct-11 1160 C 1805Sep-11 SPXW 07-Oct-11 1160 P 6201Sep-11 SPXW 07-Oct-11 1165 C 5453Sep-11 SPXW 07-Oct-11 1165 P 3Sep-11 SPXW 07-Oct-11 1170 C 664Sep-11 SPXW 07-Oct-11 1170 P 53Sep-11 SPXW 07-Oct-11 1175 C 4826Sep-11 SPXW 07-Oct-11 1175 P 20Sep-11 SPXW 07-Oct-11 1180 C 383Sep-11 SPXW 07-Oct-11 1180 P 12Sep-11 SPXW 07-Oct-11 1185 C 138Sep-11 SPXW 07-Oct-11 1185 P 12Sep-11 SPXW 07-Oct-11 1190 C 802Sep-11 SPXW 07-Oct-11 1190 P 13

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 449: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date CLASS EXPR_DATE STRIKE CALL/PUT SumOfVOLUME

Standard SPX and SPX EOW SPX Option Monthly Volume by Series and Expiration Date

Sep-11 SPXW 07-Oct-11 1195 C 846Sep-11 SPXW 07-Oct-11 1195 P 13Sep-11 SPXW 07-Oct-11 1200 C 2368Sep-11 SPXW 07-Oct-11 1200 P 653Sep-11 SPXW 07-Oct-11 1205 C 1224Sep-11 SPXW 07-Oct-11 1205 P 10Sep-11 SPXW 07-Oct-11 1210 C 161Sep-11 SPXW 07-Oct-11 1210 P 10Sep-11 SPXW 07-Oct-11 1215 C 1236Sep-11 SPXW 07-Oct-11 1220 C 414Sep-11 SPXW 07-Oct-11 1225 C 810Sep-11 SPXW 07-Oct-11 1230 C 1702Sep-11 SPXW 07-Oct-11 1230 P 11Sep-11 SPXW 07-Oct-11 1235 C 1073Sep-11 SPXW 07-Oct-11 1240 C 2052Sep-11 SPXW 07-Oct-11 1245 C 1297Sep-11 SPXW 07-Oct-11 1245 P 3Sep-11 SPXW 07-Oct-11 1250 C 3249Sep-11 SPXW 07-Oct-11 1275 C 1617Sep-11 SPXW 07-Oct-11 1300 C 500Sep-11 SPXW 07-Oct-11 1325 C 650Sep-11 SPXW 07-Oct-11 1325 P 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 450: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September
Page 451: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

CLASS EXPR_DATE SumOfVOLUME1

Standard SPX and SPX EOW Options Volume Aggregated by Expiration Date

June 2010 - September 2011

SPXW 04-Mar-11 406,707SPXW 11-Mar-11 314,142SPX 19-Mar-11 16,477,802SPXW 25-Mar-11 341,520SPXW 01-Apr-11 198,809SPXW 08-Apr-11 246,790SPX 16-Apr-11 8,612,648SPXW 21-Apr-11 282,091SPXW 29-Apr-11 245,094SPXW 06-May-11 335,069SPXW 13-May-11 276,005SPX 21-May-11 7,885,387SPXW 27-May-11 348,121SPXW 03-Jun-11 397,215SPXW 10-Jun-11 351,785SPX 18-Jun-11 18,724,407SPXW 24-Jun-11 425,158SPXW 01-Jul-11 420,567SPXW 08-Jul-11 233,958SPX 16-Jul-11 9,673,553SPXW 22-Jul-11 398,870SPXW 29-Jul-11 380,412SPXW 05-Aug-11 614,572SPXW 12-Aug-11 826,478SPX 20-Aug-11 14,496,136SPXW 26-Aug-11 502,668SPXW 02-Sep-11 510,608SPXW 09-Sep-11 445,418SPX 17-Sep-11 26,714,579SPXW 23-Sep-11 521,526SPXW 07-Oct-11 142,785SPX 22-Oct-11 8,303,128SPX 19-Nov-11 2,235,895SPX 17-Dec-11 13,329,860SPX 21-Jan-12 222,002SPX 17-Mar-12 1,985,320SPX 16-Jun-12 1,341,936SPX 22-Sep-12 19,221SPX 22-Dec-12 3,067,509SPX 22-Jun-13 68,046SPX 21-Dec-13 464,019

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 452: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September
Page 453: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OIJun-10 SPX 7/17/2010 500 P 12,690Jun-10 SPX 7/17/2010 500 C 200Jun-10 SPX 7/17/2010 525 P 10,311Jun-10 SPX 7/17/2010 550 P 10,789Jun-10 SPX 7/17/2010 575 P 9,426Jun-10 SPX 7/17/2010 600 P 38,120Jun-10 SPX 7/17/2010 605 P 2,282Jun-10 SPX 7/17/2010 610 P 2,247Jun-10 SPX 7/17/2010 615 P 2,212Jun-10 SPX 7/17/2010 620 P 2,192Jun-10 SPX 7/17/2010 625 P 2,886Jun-10 SPX 7/17/2010 630 P 2,438Jun-10 SPX 7/17/2010 635 P 2,058Jun-10 SPX 7/17/2010 640 P 2,052Jun-10 SPX 7/17/2010 645 P 2,005Jun-10 SPX 7/17/2010 650 P 9,909Jun-10 SPX 7/17/2010 655 P 2,467Jun-10 SPX 7/17/2010 660 P 1,978Jun-10 SPX 7/17/2010 665 P 2,471Jun-10 SPX 7/17/2010 670 P 2,457Jun-10 SPX 7/17/2010 675 P 4,853Jun-10 SPX 7/17/2010 680 P 3,196Jun-10 SPX 7/17/2010 685 P 3,033Jun-10 SPX 7/17/2010 690 P 3,279Jun-10 SPX 7/17/2010 695 P 3,386Jun-10 SPX 7/17/2010 700 P 43,269Jun-10 SPX 7/17/2010 700 C 111Jun-10 SPX 7/17/2010 705 P 4,243Jun-10 SPX 7/17/2010 705 C 100Jun-10 SPX 7/17/2010 710 P 3,479Jun-10 SPX 7/17/2010 715 P 2,756Jun-10 SPX 7/17/2010 720 P 2,921Jun-10 SPX 7/17/2010 725 C 1Jun-10 SPX 7/17/2010 725 P 28,880Jun-10 SPX 7/17/2010 730 P 3,006Jun-10 SPX 7/17/2010 735 P 2,563Jun-10 SPX 7/17/2010 740 P 2,544Jun-10 SPX 7/17/2010 745 P 2,458Jun-10 SPX 7/17/2010 750 P 13,412Jun-10 SPX 7/17/2010 750 C 88Jun-10 SPX 7/17/2010 755 P 2,899Jun-10 SPX 7/17/2010 760 P 2,574Jun-10 SPX 7/17/2010 765 P 2,854Jun-10 SPX 7/17/2010 770 P 2,824Jun-10 SPX 7/17/2010 775 P 10,238Jun-10 SPX 7/17/2010 775 C 98Jun-10 SPX 7/17/2010 780 P 3,779Jun-10 SPX 7/17/2010 780 C 5Jun-10 SPX 7/17/2010 785 P 2,368

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 454: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 7/17/2010 790 P 4,125Jun-10 SPX 7/17/2010 790 C 5Jun-10 SPX 7/17/2010 795 P 4,015Jun-10 SPX 7/17/2010 800 C 148Jun-10 SPX 7/17/2010 800 P 53,069Jun-10 SPX 7/17/2010 805 P 1,954Jun-10 SPX 7/17/2010 810 P 6,058Jun-10 SPX 7/17/2010 815 P 6,161Jun-10 SPX 7/17/2010 815 C 132Jun-10 SPX 7/17/2010 820 P 3,298Jun-10 SPX 7/17/2010 820 C 5Jun-10 SPX 7/17/2010 825 P 28,996Jun-10 SPX 7/17/2010 825 C 118Jun-10 SPX 7/17/2010 830 P 2,366Jun-10 SPX 7/17/2010 835 P 2,083Jun-10 SPX 7/17/2010 835 C 35Jun-10 SPX 7/17/2010 840 P 3,580Jun-10 SPX 7/17/2010 845 P 2,012Jun-10 SPX 7/17/2010 850 P 74,964Jun-10 SPX 7/17/2010 850 C 95Jun-10 SPX 7/17/2010 855 P 2,062Jun-10 SPX 7/17/2010 860 P 10,302Jun-10 SPX 7/17/2010 865 P 5,006Jun-10 SPX 7/17/2010 870 C 35Jun-10 SPX 7/17/2010 870 P 8,109Jun-10 SPX 7/17/2010 875 P 16,531Jun-10 SPX 7/17/2010 875 C 133Jun-10 SPX 7/17/2010 880 P 8,039Jun-10 SPX 7/17/2010 880 C 3Jun-10 SPX 7/17/2010 885 P 5,775Jun-10 SPX 7/17/2010 890 P 7,277Jun-10 SPX 7/17/2010 890 C 132Jun-10 SPX 7/17/2010 895 P 6,259Jun-10 SPX 7/17/2010 895 C 10Jun-10 SPX 7/17/2010 900 C 201Jun-10 SPX 7/17/2010 900 P 86,924Jun-10 SPX 7/17/2010 905 P 2,426Jun-10 SPX 7/17/2010 910 P 14,636Jun-10 SPX 7/17/2010 910 C 35Jun-10 SPX 7/17/2010 915 P 3,465Jun-10 SPX 7/17/2010 920 P 7,381Jun-10 SPX 7/17/2010 920 C 1Jun-10 SPX 7/17/2010 925 P 40,764Jun-10 SPX 7/17/2010 925 C 113Jun-10 SPX 7/17/2010 930 C 12Jun-10 SPX 7/17/2010 930 P 20,319Jun-10 SPX 7/17/2010 935 C 40Jun-10 SPX 7/17/2010 935 P 9,271Jun-10 SPX 7/17/2010 940 P 14,779

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 455: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 7/17/2010 940 C 11Jun-10 SPX 7/17/2010 945 P 3,728Jun-10 SPX 7/17/2010 945 C 2Jun-10 SPX 7/17/2010 950 P 143,024Jun-10 SPX 7/17/2010 950 C 136Jun-10 SPX 7/17/2010 955 P 2,347Jun-10 SPX 7/17/2010 960 C 6Jun-10 SPX 7/17/2010 960 P 10,808Jun-10 SPX 7/17/2010 965 P 2,625Jun-10 SPX 7/17/2010 965 C 28Jun-10 SPX 7/17/2010 970 P 15,791Jun-10 SPX 7/17/2010 970 C 2Jun-10 SPX 7/17/2010 975 C 74Jun-10 SPX 7/17/2010 975 P 53,161Jun-10 SPX 7/17/2010 980 P 15,375Jun-10 SPX 7/17/2010 980 C 44Jun-10 SPX 7/17/2010 985 P 3,788Jun-10 SPX 7/17/2010 985 C 8Jun-10 SPX 7/17/2010 990 P 11,092Jun-10 SPX 7/17/2010 990 C 25Jun-10 SPX 7/17/2010 995 P 4,935Jun-10 SPX 7/17/2010 1000 P 131,418Jun-10 SPX 7/17/2010 1000 C 650Jun-10 SPX 7/17/2010 1005 C 4Jun-10 SPX 7/17/2010 1005 P 6,472Jun-10 SPX 7/17/2010 1010 P 7,315Jun-10 SPX 7/17/2010 1010 C 24Jun-10 SPX 7/17/2010 1015 P 14,581Jun-10 SPX 7/17/2010 1015 C 50Jun-10 SPX 7/17/2010 1020 P 15,940Jun-10 SPX 7/17/2010 1020 C 272Jun-10 SPX 7/17/2010 1025 P 67,186Jun-10 SPX 7/17/2010 1025 C 13,021Jun-10 SPX 7/17/2010 1030 P 16,437Jun-10 SPX 7/17/2010 1030 C 506Jun-10 SPX 7/17/2010 1035 P 7,826Jun-10 SPX 7/17/2010 1035 C 229Jun-10 SPX 7/17/2010 1040 P 20,967Jun-10 SPX 7/17/2010 1040 C 3,201Jun-10 SPX 7/17/2010 1045 C 1,749Jun-10 SPX 7/17/2010 1045 P 15,051Jun-10 SPX 7/17/2010 1050 P 99,419Jun-10 SPX 7/17/2010 1050 C 36,398Jun-10 SPX 7/17/2010 1055 P 8,333Jun-10 SPX 7/17/2010 1055 C 1,199Jun-10 SPX 7/17/2010 1060 P 23,825Jun-10 SPX 7/17/2010 1060 C 4,609Jun-10 SPX 7/17/2010 1065 P 5,356Jun-10 SPX 7/17/2010 1065 C 4,375

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 456: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 7/17/2010 1070 P 15,354Jun-10 SPX 7/17/2010 1070 C 4,547Jun-10 SPX 7/17/2010 1075 P 74,426Jun-10 SPX 7/17/2010 1075 C 47,713Jun-10 SPX 7/17/2010 1080 C 7,930Jun-10 SPX 7/17/2010 1080 P 18,921Jun-10 SPX 7/17/2010 1085 P 9,659Jun-10 SPX 7/17/2010 1085 C 5,991Jun-10 SPX 7/17/2010 1090 P 13,440Jun-10 SPX 7/17/2010 1090 C 5,883Jun-10 SPX 7/17/2010 1095 P 1,822Jun-10 SPX 7/17/2010 1095 C 2,846Jun-10 SPX 7/17/2010 1100 P 155,627Jun-10 SPX 7/17/2010 1100 C 155,894Jun-10 SPX 7/17/2010 1105 P 1,983Jun-10 SPX 7/17/2010 1105 C 12,082Jun-10 SPX 7/17/2010 1110 C 11,184Jun-10 SPX 7/17/2010 1110 P 5,053Jun-10 SPX 7/17/2010 1115 P 7,429Jun-10 SPX 7/17/2010 1115 C 26,277Jun-10 SPX 7/17/2010 1120 P 4,258Jun-10 SPX 7/17/2010 1120 C 8,011Jun-10 SPX 7/17/2010 1125 P 67,739Jun-10 SPX 7/17/2010 1125 C 102,249Jun-10 SPX 7/17/2010 1130 P 18,440Jun-10 SPX 7/17/2010 1130 C 31,148Jun-10 SPX 7/17/2010 1135 P 4,720Jun-10 SPX 7/17/2010 1135 C 20,373Jun-10 SPX 7/17/2010 1140 P 6,967Jun-10 SPX 7/17/2010 1140 C 15,316Jun-10 SPX 7/17/2010 1145 C 7,211Jun-10 SPX 7/17/2010 1145 P 140Jun-10 SPX 7/17/2010 1150 C 128,125Jun-10 SPX 7/17/2010 1150 P 77,697Jun-10 SPX 7/17/2010 1155 P 125Jun-10 SPX 7/17/2010 1155 C 8,597Jun-10 SPX 7/17/2010 1160 P 1,342Jun-10 SPX 7/17/2010 1160 C 17,453Jun-10 SPX 7/17/2010 1165 P 102Jun-10 SPX 7/17/2010 1165 C 21,321Jun-10 SPX 7/17/2010 1170 P 1,573Jun-10 SPX 7/17/2010 1170 C 13,278Jun-10 SPX 7/17/2010 1175 P 62,060Jun-10 SPX 7/17/2010 1175 C 116,309Jun-10 SPX 7/17/2010 1180 C 20,634Jun-10 SPX 7/17/2010 1180 P 119Jun-10 SPX 7/17/2010 1185 P 75Jun-10 SPX 7/17/2010 1185 C 7,963Jun-10 SPX 7/17/2010 1190 P 992

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 457: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 7/17/2010 1190 C 16,374Jun-10 SPX 7/17/2010 1195 P 126Jun-10 SPX 7/17/2010 1195 C 6,235Jun-10 SPX 7/17/2010 1200 P 21,947Jun-10 SPX 7/17/2010 1200 C 87,867Jun-10 SPX 7/17/2010 1205 P 249Jun-10 SPX 7/17/2010 1205 C 3,379Jun-10 SPX 7/17/2010 1210 P 1,824Jun-10 SPX 7/17/2010 1210 C 18,100Jun-10 SPX 7/17/2010 1215 P 51Jun-10 SPX 7/17/2010 1215 C 3,370Jun-10 SPX 7/17/2010 1220 P 107Jun-10 SPX 7/17/2010 1220 C 8,280Jun-10 SPX 7/17/2010 1225 P 156Jun-10 SPX 7/17/2010 1225 C 66,550Jun-10 SPX 7/17/2010 1230 P 26Jun-10 SPX 7/17/2010 1230 C 5,201Jun-10 SPX 7/17/2010 1235 P 25Jun-10 SPX 7/17/2010 1235 C 2,077Jun-10 SPX 7/17/2010 1240 P 12Jun-10 SPX 7/17/2010 1240 C 22,648Jun-10 SPX 7/17/2010 1245 P 2Jun-10 SPX 7/17/2010 1245 C 4,003Jun-10 SPX 7/17/2010 1250 C 44,008Jun-10 SPX 7/17/2010 1250 P 40Jun-10 SPX 7/17/2010 1255 P 14Jun-10 SPX 7/17/2010 1255 C 720Jun-10 SPX 7/17/2010 1260 C 1,941Jun-10 SPX 7/17/2010 1265 C 780Jun-10 SPX 7/17/2010 1270 P 3Jun-10 SPX 7/17/2010 1270 C 2,201Jun-10 SPX 7/17/2010 1275 C 21,013Jun-10 SPX 7/17/2010 1280 C 2,096Jun-10 SPX 7/17/2010 1280 P 100Jun-10 SPX 7/17/2010 1285 P 100Jun-10 SPX 7/17/2010 1285 C 526Jun-10 SPX 7/17/2010 1290 P 20Jun-10 SPX 7/17/2010 1290 C 2,247Jun-10 SPX 7/17/2010 1295 P 23Jun-10 SPX 7/17/2010 1295 C 595Jun-10 SPX 7/17/2010 1300 P 160Jun-10 SPX 7/17/2010 1300 C 10,804Jun-10 SPX 7/17/2010 1305 P 150Jun-10 SPX 7/17/2010 1305 C 154Jun-10 SPX 7/17/2010 1310 C 1,120Jun-10 SPX 7/17/2010 1315 C 165Jun-10 SPX 7/17/2010 1320 C 89Jun-10 SPX 7/17/2010 1325 P 2Jun-10 SPX 7/17/2010 1325 C 12,139

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 458: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 7/17/2010 1330 C 85Jun-10 SPX 7/17/2010 1335 C 36Jun-10 SPX 7/17/2010 1340 C 77Jun-10 SPX 7/17/2010 1345 C 18Jun-10 SPX 7/17/2010 1350 C 7,891Jun-10 SPX 7/17/2010 1350 P 1Jun-10 SPX 7/17/2010 1355 C 18Jun-10 SPX 7/17/2010 1360 C 8Jun-10 SPX 7/17/2010 1365 C 1Jun-10 SPX 7/17/2010 1370 C 19Jun-10 SPX 7/17/2010 1375 C 23Jun-10 SPX 7/17/2010 1380 C 3Jun-10 SPX 7/17/2010 1385 C 1Jun-10 SPX 7/17/2010 1390 C 1Jun-10 SPX 7/17/2010 1400 P 1Jun-10 SPX 7/17/2010 1400 C 1,030Jun-10 SPX 7/17/2010 1425 C 35Jun-10 SPX 7/17/2010 1450 C 34Jun-10 SPX 7/17/2010 1475 C 36Jun-10 SPX 7/17/2010 1500 C 232Jun-10 SPX 7/17/2010 1500 P 200Jun-10 SPX 7/17/2010 1525 C 17Jun-10 SPX 7/17/2010 1550 C 17Jun-10 SPX 8/21/2010 300 C 2Jun-10 SPX 8/21/2010 400 P 51Jun-10 SPX 8/21/2010 450 P 253Jun-10 SPX 8/21/2010 500 C 200Jun-10 SPX 8/21/2010 500 P 480Jun-10 SPX 8/21/2010 550 P 5,885Jun-10 SPX 8/21/2010 600 P 4,557Jun-10 SPX 8/21/2010 620 P 429Jun-10 SPX 8/21/2010 625 P 28Jun-10 SPX 8/21/2010 640 P 346Jun-10 SPX 8/21/2010 650 P 10,263Jun-10 SPX 8/21/2010 660 P 428Jun-10 SPX 8/21/2010 670 P 313Jun-10 SPX 8/21/2010 675 P 95Jun-10 SPX 8/21/2010 680 P 636Jun-10 SPX 8/21/2010 690 P 573Jun-10 SPX 8/21/2010 700 P 36,547Jun-10 SPX 8/21/2010 700 C 37Jun-10 SPX 8/21/2010 705 P 222Jun-10 SPX 8/21/2010 710 P 546Jun-10 SPX 8/21/2010 715 P 188Jun-10 SPX 8/21/2010 720 P 628Jun-10 SPX 8/21/2010 725 P 1,602Jun-10 SPX 8/21/2010 725 C 55Jun-10 SPX 8/21/2010 730 P 120Jun-10 SPX 8/21/2010 735 P 215

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 459: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 8/21/2010 740 P 691Jun-10 SPX 8/21/2010 745 P 200Jun-10 SPX 8/21/2010 750 P 16,586Jun-10 SPX 8/21/2010 755 P 102Jun-10 SPX 8/21/2010 760 P 4,446Jun-10 SPX 8/21/2010 770 P 216Jun-10 SPX 8/21/2010 775 P 6,406Jun-10 SPX 8/21/2010 780 P 3,158Jun-10 SPX 8/21/2010 785 P 29Jun-10 SPX 8/21/2010 790 P 3,233Jun-10 SPX 8/21/2010 795 P 3Jun-10 SPX 8/21/2010 800 P 17,888Jun-10 SPX 8/21/2010 800 C 28Jun-10 SPX 8/21/2010 805 P 13Jun-10 SPX 8/21/2010 810 P 144Jun-10 SPX 8/21/2010 815 P 20Jun-10 SPX 8/21/2010 820 P 406Jun-10 SPX 8/21/2010 825 P 5,976Jun-10 SPX 8/21/2010 825 C 55Jun-10 SPX 8/21/2010 830 P 4,230Jun-10 SPX 8/21/2010 835 P 3Jun-10 SPX 8/21/2010 840 P 449Jun-10 SPX 8/21/2010 845 P 51Jun-10 SPX 8/21/2010 850 P 37,467Jun-10 SPX 8/21/2010 850 C 3Jun-10 SPX 8/21/2010 855 P 18Jun-10 SPX 8/21/2010 860 P 365Jun-10 SPX 8/21/2010 865 P 45Jun-10 SPX 8/21/2010 870 P 321Jun-10 SPX 8/21/2010 875 C 3Jun-10 SPX 8/21/2010 875 P 25,680Jun-10 SPX 8/21/2010 880 P 45Jun-10 SPX 8/21/2010 885 P 419Jun-10 SPX 8/21/2010 890 P 103Jun-10 SPX 8/21/2010 895 P 138Jun-10 SPX 8/21/2010 900 P 54,347Jun-10 SPX 8/21/2010 900 C 33Jun-10 SPX 8/21/2010 905 P 56Jun-10 SPX 8/21/2010 910 P 1,038Jun-10 SPX 8/21/2010 915 P 1,063Jun-10 SPX 8/21/2010 920 P 2,243Jun-10 SPX 8/21/2010 925 P 10,512Jun-10 SPX 8/21/2010 925 C 28Jun-10 SPX 8/21/2010 930 P 1,968Jun-10 SPX 8/21/2010 935 P 46Jun-10 SPX 8/21/2010 940 P 3,144Jun-10 SPX 8/21/2010 945 P 25Jun-10 SPX 8/21/2010 950 C 168Jun-10 SPX 8/21/2010 950 P 23,540

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 460: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 8/21/2010 955 P 46Jun-10 SPX 8/21/2010 960 P 1,831Jun-10 SPX 8/21/2010 960 C 4Jun-10 SPX 8/21/2010 965 P 44Jun-10 SPX 8/21/2010 965 C 15Jun-10 SPX 8/21/2010 970 P 4,180Jun-10 SPX 8/21/2010 975 P 26,755Jun-10 SPX 8/21/2010 975 C 99Jun-10 SPX 8/21/2010 980 C 11Jun-10 SPX 8/21/2010 980 P 747Jun-10 SPX 8/21/2010 985 P 63Jun-10 SPX 8/21/2010 990 P 8,860Jun-10 SPX 8/21/2010 990 C 4Jun-10 SPX 8/21/2010 995 P 512Jun-10 SPX 8/21/2010 1000 P 66,475Jun-10 SPX 8/21/2010 1000 C 6,917Jun-10 SPX 8/21/2010 1005 P 7Jun-10 SPX 8/21/2010 1010 P 2,855Jun-10 SPX 8/21/2010 1010 C 338Jun-10 SPX 8/21/2010 1015 C 3Jun-10 SPX 8/21/2010 1015 P 23Jun-10 SPX 8/21/2010 1020 P 764Jun-10 SPX 8/21/2010 1020 C 6Jun-10 SPX 8/21/2010 1025 P 33,741Jun-10 SPX 8/21/2010 1025 C 1,913Jun-10 SPX 8/21/2010 1030 P 5,489Jun-10 SPX 8/21/2010 1030 C 108Jun-10 SPX 8/21/2010 1035 C 20Jun-10 SPX 8/21/2010 1035 P 30Jun-10 SPX 8/21/2010 1040 P 4,835Jun-10 SPX 8/21/2010 1040 C 108Jun-10 SPX 8/21/2010 1045 P 69Jun-10 SPX 8/21/2010 1045 C 88Jun-10 SPX 8/21/2010 1050 P 48,108Jun-10 SPX 8/21/2010 1050 C 14,161Jun-10 SPX 8/21/2010 1055 C 113Jun-10 SPX 8/21/2010 1055 P 41Jun-10 SPX 8/21/2010 1060 P 4,539Jun-10 SPX 8/21/2010 1060 C 143Jun-10 SPX 8/21/2010 1065 P 549Jun-10 SPX 8/21/2010 1065 C 465Jun-10 SPX 8/21/2010 1070 P 4,786Jun-10 SPX 8/21/2010 1070 C 1,501Jun-10 SPX 8/21/2010 1075 P 24,714Jun-10 SPX 8/21/2010 1075 C 14,861Jun-10 SPX 8/21/2010 1080 P 2,600Jun-10 SPX 8/21/2010 1080 C 3,963Jun-10 SPX 8/21/2010 1085 C 529Jun-10 SPX 8/21/2010 1085 P 1,031

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 461: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 8/21/2010 1090 P 5,021Jun-10 SPX 8/21/2010 1090 C 2,458Jun-10 SPX 8/21/2010 1095 P 72Jun-10 SPX 8/21/2010 1095 C 539Jun-10 SPX 8/21/2010 1100 P 84,297Jun-10 SPX 8/21/2010 1100 C 82,918Jun-10 SPX 8/21/2010 1105 P 46Jun-10 SPX 8/21/2010 1105 C 55Jun-10 SPX 8/21/2010 1110 P 473Jun-10 SPX 8/21/2010 1110 C 2,386Jun-10 SPX 8/21/2010 1115 P 485Jun-10 SPX 8/21/2010 1115 C 9,491Jun-10 SPX 8/21/2010 1120 C 1,784Jun-10 SPX 8/21/2010 1120 P 825Jun-10 SPX 8/21/2010 1125 P 7,888Jun-10 SPX 8/21/2010 1125 C 19,248Jun-10 SPX 8/21/2010 1130 P 316Jun-10 SPX 8/21/2010 1130 C 2,678Jun-10 SPX 8/21/2010 1135 P 111Jun-10 SPX 8/21/2010 1135 C 238Jun-10 SPX 8/21/2010 1140 P 121Jun-10 SPX 8/21/2010 1140 C 4,249Jun-10 SPX 8/21/2010 1145 C 48Jun-10 SPX 8/21/2010 1150 P 13,050Jun-10 SPX 8/21/2010 1150 C 26,876Jun-10 SPX 8/21/2010 1155 C 982Jun-10 SPX 8/21/2010 1160 C 9,959Jun-10 SPX 8/21/2010 1160 P 814Jun-10 SPX 8/21/2010 1165 P 5Jun-10 SPX 8/21/2010 1165 C 3,154Jun-10 SPX 8/21/2010 1170 P 3,107Jun-10 SPX 8/21/2010 1170 C 4,399Jun-10 SPX 8/21/2010 1175 P 10,082Jun-10 SPX 8/21/2010 1175 C 30,086Jun-10 SPX 8/21/2010 1180 P 764Jun-10 SPX 8/21/2010 1180 C 4,385Jun-10 SPX 8/21/2010 1190 P 531Jun-10 SPX 8/21/2010 1190 C 1,038Jun-10 SPX 8/21/2010 1195 C 2,051Jun-10 SPX 8/21/2010 1195 P 1,723Jun-10 SPX 8/21/2010 1200 P 7,085Jun-10 SPX 8/21/2010 1200 C 24,976Jun-10 SPX 8/21/2010 1205 P 16Jun-10 SPX 8/21/2010 1205 C 555Jun-10 SPX 8/21/2010 1210 P 203Jun-10 SPX 8/21/2010 1210 C 1,211Jun-10 SPX 8/21/2010 1215 C 724Jun-10 SPX 8/21/2010 1220 P 11Jun-10 SPX 8/21/2010 1220 C 3,637

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 462: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 8/21/2010 1225 P 11Jun-10 SPX 8/21/2010 1225 C 16,764Jun-10 SPX 8/21/2010 1230 C 16,059Jun-10 SPX 8/21/2010 1230 P 1Jun-10 SPX 8/21/2010 1235 C 557Jun-10 SPX 8/21/2010 1235 P 1Jun-10 SPX 8/21/2010 1240 C 1,380Jun-10 SPX 8/21/2010 1240 P 1Jun-10 SPX 8/21/2010 1250 P 12Jun-10 SPX 8/21/2010 1250 C 30,290Jun-10 SPX 8/21/2010 1255 C 407Jun-10 SPX 8/21/2010 1260 C 664Jun-10 SPX 8/21/2010 1265 C 100Jun-10 SPX 8/21/2010 1270 C 459Jun-10 SPX 8/21/2010 1275 C 7,518Jun-10 SPX 8/21/2010 1280 C 706Jun-10 SPX 8/21/2010 1290 C 833Jun-10 SPX 8/21/2010 1300 C 7,378Jun-10 SPX 8/21/2010 1310 C 220Jun-10 SPX 8/21/2010 1320 C 204Jun-10 SPX 8/21/2010 1325 C 2,341Jun-10 SPX 8/21/2010 1325 P 1,650Jun-10 SPX 8/21/2010 1330 C 355Jun-10 SPX 8/21/2010 1340 C 15Jun-10 SPX 8/21/2010 1350 C 161Jun-10 SPX 8/21/2010 1360 C 14Jun-10 SPX 8/21/2010 1375 C 11Jun-10 SPX 8/21/2010 1380 C 15Jun-10 SPX 8/21/2010 1400 C 63Jun-10 SPX 8/21/2010 1425 C 20Jun-10 SPX 8/21/2010 1450 C 149Jun-10 SPX 8/21/2010 1500 C 200Jun-10 SPX 8/21/2010 1500 P 200Jun-10 SPX 8/21/2010 1550 C 104Jun-10 SPX 9/18/2010 200 C 1Jun-10 SPX 9/18/2010 200 P 225Jun-10 SPX 9/18/2010 250 P 50Jun-10 SPX 9/18/2010 300 P 159Jun-10 SPX 9/18/2010 350 P 158Jun-10 SPX 9/18/2010 400 P 1,661Jun-10 SPX 9/18/2010 400 C 1,030Jun-10 SPX 9/18/2010 450 P 230Jun-10 SPX 9/18/2010 500 P 41,803Jun-10 SPX 9/18/2010 500 C 27,811Jun-10 SPX 9/18/2010 550 P 15,022Jun-10 SPX 9/18/2010 600 P 16,617Jun-10 SPX 9/18/2010 600 C 11Jun-10 SPX 9/18/2010 650 P 19,330Jun-10 SPX 9/18/2010 675 P 3,655

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 463: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 9/18/2010 675 C 44Jun-10 SPX 9/18/2010 700 P 28,239Jun-10 SPX 9/18/2010 700 C 45Jun-10 SPX 9/18/2010 710 P 403Jun-10 SPX 9/18/2010 720 P 471Jun-10 SPX 9/18/2010 725 P 3,499Jun-10 SPX 9/18/2010 730 P 520Jun-10 SPX 9/18/2010 740 P 221Jun-10 SPX 9/18/2010 750 C 1,200Jun-10 SPX 9/18/2010 750 P 20,094Jun-10 SPX 9/18/2010 760 P 100Jun-10 SPX 9/18/2010 770 P 100Jun-10 SPX 9/18/2010 775 P 4,126Jun-10 SPX 9/18/2010 775 C 40Jun-10 SPX 9/18/2010 780 P 6,544Jun-10 SPX 9/18/2010 790 P 10Jun-10 SPX 9/18/2010 800 P 66,061Jun-10 SPX 9/18/2010 800 C 40Jun-10 SPX 9/18/2010 810 P 27Jun-10 SPX 9/18/2010 820 P 58Jun-10 SPX 9/18/2010 825 P 10,385Jun-10 SPX 9/18/2010 825 C 110Jun-10 SPX 9/18/2010 840 P 35Jun-10 SPX 9/18/2010 850 P 101,193Jun-10 SPX 9/18/2010 850 C 4Jun-10 SPX 9/18/2010 860 P 59Jun-10 SPX 9/18/2010 870 P 29Jun-10 SPX 9/18/2010 875 C 661Jun-10 SPX 9/18/2010 875 P 14,977Jun-10 SPX 9/18/2010 880 P 28Jun-10 SPX 9/18/2010 890 P 23Jun-10 SPX 9/18/2010 900 P 83,077Jun-10 SPX 9/18/2010 900 C 738Jun-10 SPX 9/18/2010 915 P 1Jun-10 SPX 9/18/2010 920 P 1Jun-10 SPX 9/18/2010 925 C 22Jun-10 SPX 9/18/2010 925 P 19,180Jun-10 SPX 9/18/2010 930 P 4,921Jun-10 SPX 9/18/2010 935 P 4Jun-10 SPX 9/18/2010 935 C 1Jun-10 SPX 9/18/2010 940 P 4,369Jun-10 SPX 9/18/2010 945 P 10,450Jun-10 SPX 9/18/2010 945 C 10Jun-10 SPX 9/18/2010 950 P 103,130Jun-10 SPX 9/18/2010 950 C 1,573Jun-10 SPX 9/18/2010 960 P 4,875Jun-10 SPX 9/18/2010 965 P 500Jun-10 SPX 9/18/2010 970 P 25Jun-10 SPX 9/18/2010 975 P 32,033

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 464: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 9/18/2010 975 C 788Jun-10 SPX 9/18/2010 980 P 106Jun-10 SPX 9/18/2010 985 P 311Jun-10 SPX 9/18/2010 990 P 3,717Jun-10 SPX 9/18/2010 990 C 50Jun-10 SPX 9/18/2010 995 P 9Jun-10 SPX 9/18/2010 1000 P 92,801Jun-10 SPX 9/18/2010 1000 C 4,881Jun-10 SPX 9/18/2010 1005 P 9Jun-10 SPX 9/18/2010 1010 P 7Jun-10 SPX 9/18/2010 1015 P 1,307Jun-10 SPX 9/18/2010 1015 C 130Jun-10 SPX 9/18/2010 1020 P 604Jun-10 SPX 9/18/2010 1020 C 4Jun-10 SPX 9/18/2010 1025 P 67,210Jun-10 SPX 9/18/2010 1025 C 10,564Jun-10 SPX 9/18/2010 1030 C 27,593Jun-10 SPX 9/18/2010 1030 P 28,516Jun-10 SPX 9/18/2010 1035 P 4,389Jun-10 SPX 9/18/2010 1035 C 4,692Jun-10 SPX 9/18/2010 1040 P 25,937Jun-10 SPX 9/18/2010 1040 C 25,248Jun-10 SPX 9/18/2010 1045 P 4,415Jun-10 SPX 9/18/2010 1045 C 4,422Jun-10 SPX 9/18/2010 1050 P 86,200Jun-10 SPX 9/18/2010 1050 C 11,710Jun-10 SPX 9/18/2010 1055 P 1,626Jun-10 SPX 9/18/2010 1055 C 1,557Jun-10 SPX 9/18/2010 1060 P 294Jun-10 SPX 9/18/2010 1060 C 1,712Jun-10 SPX 9/18/2010 1065 C 3,906Jun-10 SPX 9/18/2010 1065 P 4,670Jun-10 SPX 9/18/2010 1070 P 20,347Jun-10 SPX 9/18/2010 1070 C 20,928Jun-10 SPX 9/18/2010 1075 P 48,352Jun-10 SPX 9/18/2010 1075 C 31,647Jun-10 SPX 9/18/2010 1080 P 40,534Jun-10 SPX 9/18/2010 1080 C 34,224Jun-10 SPX 9/18/2010 1085 P 12,522Jun-10 SPX 9/18/2010 1085 C 12,751Jun-10 SPX 9/18/2010 1090 P 8,926Jun-10 SPX 9/18/2010 1090 C 8,271Jun-10 SPX 9/18/2010 1095 C 12,586Jun-10 SPX 9/18/2010 1095 P 12,573Jun-10 SPX 9/18/2010 1100 P 132,003Jun-10 SPX 9/18/2010 1100 C 140,783Jun-10 SPX 9/18/2010 1105 P 21,034Jun-10 SPX 9/18/2010 1105 C 21,370Jun-10 SPX 9/18/2010 1110 P 25,540

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 465: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 9/18/2010 1110 C 27,083Jun-10 SPX 9/18/2010 1115 P 12,778Jun-10 SPX 9/18/2010 1115 C 14,325Jun-10 SPX 9/18/2010 1120 P 9,784Jun-10 SPX 9/18/2010 1120 C 5,014Jun-10 SPX 9/18/2010 1125 P 32,070Jun-10 SPX 9/18/2010 1125 C 35,742Jun-10 SPX 9/18/2010 1130 C 2,717Jun-10 SPX 9/18/2010 1130 P 11,952Jun-10 SPX 9/18/2010 1135 C 855Jun-10 SPX 9/18/2010 1135 P 552Jun-10 SPX 9/18/2010 1140 P 243Jun-10 SPX 9/18/2010 1140 C 3,028Jun-10 SPX 9/18/2010 1145 C 1,064Jun-10 SPX 9/18/2010 1150 P 40,226Jun-10 SPX 9/18/2010 1150 C 51,258Jun-10 SPX 9/18/2010 1155 P 4Jun-10 SPX 9/18/2010 1155 C 15Jun-10 SPX 9/18/2010 1160 C 951Jun-10 SPX 9/18/2010 1165 C 90Jun-10 SPX 9/18/2010 1165 P 1Jun-10 SPX 9/18/2010 1170 P 28Jun-10 SPX 9/18/2010 1170 C 5,977Jun-10 SPX 9/18/2010 1175 P 29,823Jun-10 SPX 9/18/2010 1175 C 42,909Jun-10 SPX 9/18/2010 1180 P 28Jun-10 SPX 9/18/2010 1180 C 1,437Jun-10 SPX 9/18/2010 1185 C 6Jun-10 SPX 9/18/2010 1190 P 5,620Jun-10 SPX 9/18/2010 1190 C 4,625Jun-10 SPX 9/18/2010 1195 C 600Jun-10 SPX 9/18/2010 1195 P 2,529Jun-10 SPX 9/18/2010 1200 P 32,415Jun-10 SPX 9/18/2010 1200 C 88,226Jun-10 SPX 9/18/2010 1205 C 687Jun-10 SPX 9/18/2010 1220 P 20Jun-10 SPX 9/18/2010 1220 C 2,445Jun-10 SPX 9/18/2010 1225 P 4,166Jun-10 SPX 9/18/2010 1225 C 48,415Jun-10 SPX 9/18/2010 1240 C 22,492Jun-10 SPX 9/18/2010 1250 P 2,480Jun-10 SPX 9/18/2010 1250 C 41,590Jun-10 SPX 9/18/2010 1255 C 2,571Jun-10 SPX 9/18/2010 1275 C 32,512Jun-10 SPX 9/18/2010 1275 P 1Jun-10 SPX 9/18/2010 1280 C 3,463Jun-10 SPX 9/18/2010 1300 P 80Jun-10 SPX 9/18/2010 1300 C 49,121Jun-10 SPX 9/18/2010 1325 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 466: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 9/18/2010 1325 C 11,455Jun-10 SPX 9/18/2010 1350 C 19,938Jun-10 SPX 9/18/2010 1350 P 3Jun-10 SPX 9/18/2010 1375 C 2,254Jun-10 SPX 9/18/2010 1400 P 1,000Jun-10 SPX 9/18/2010 1400 C 10,653Jun-10 SPX 9/18/2010 1450 C 81Jun-10 SPX 9/18/2010 1500 C 27,815Jun-10 SPX 9/18/2010 1500 P 27,831Jun-10 SPX 10/16/2010 500 P 1Jun-10 SPX 10/16/2010 550 P 203Jun-10 SPX 10/16/2010 600 P 112Jun-10 SPX 10/16/2010 625 P 220Jun-10 SPX 10/16/2010 650 P 11Jun-10 SPX 10/16/2010 675 P 720Jun-10 SPX 10/16/2010 700 P 140Jun-10 SPX 10/16/2010 725 P 15Jun-10 SPX 10/16/2010 750 P 328Jun-10 SPX 10/16/2010 775 C 10Jun-10 SPX 10/16/2010 775 P 2Jun-10 SPX 10/16/2010 800 P 281Jun-10 SPX 10/16/2010 800 C 10Jun-10 SPX 10/16/2010 825 P 10Jun-10 SPX 10/16/2010 850 P 7,514Jun-10 SPX 10/16/2010 875 P 35Jun-10 SPX 10/16/2010 900 P 2,155Jun-10 SPX 10/16/2010 925 C 10Jun-10 SPX 10/16/2010 925 P 52Jun-10 SPX 10/16/2010 950 P 3,982Jun-10 SPX 10/16/2010 975 P 502Jun-10 SPX 10/16/2010 1000 P 3,144Jun-10 SPX 10/16/2010 1000 C 10Jun-10 SPX 10/16/2010 1020 P 10Jun-10 SPX 10/16/2010 1025 P 219Jun-10 SPX 10/16/2010 1025 C 10Jun-10 SPX 10/16/2010 1050 P 7,037Jun-10 SPX 10/16/2010 1050 C 109Jun-10 SPX 10/16/2010 1075 P 1,764Jun-10 SPX 10/16/2010 1075 C 1,302Jun-10 SPX 10/16/2010 1100 P 4,451Jun-10 SPX 10/16/2010 1100 C 3,754Jun-10 SPX 10/16/2010 1125 P 26Jun-10 SPX 10/16/2010 1125 C 2,755Jun-10 SPX 10/16/2010 1150 P 3Jun-10 SPX 10/16/2010 1150 C 1,352Jun-10 SPX 10/16/2010 1175 C 705Jun-10 SPX 10/16/2010 1200 P 4Jun-10 SPX 10/16/2010 1200 C 2,277Jun-10 SPX 10/16/2010 1225 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 467: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 10/16/2010 1225 C 766Jun-10 SPX 10/16/2010 1250 C 396Jun-10 SPX 10/16/2010 1255 C 200Jun-10 SPX 10/16/2010 1275 C 4Jun-10 SPX 10/16/2010 1300 C 1,710Jun-10 SPX 12/18/2010 100 C 507Jun-10 SPX 12/18/2010 100 P 7,978Jun-10 SPX 12/18/2010 200 P 38,987Jun-10 SPX 12/18/2010 200 C 17Jun-10 SPX 12/18/2010 250 P 4,578Jun-10 SPX 12/18/2010 300 P 2,896Jun-10 SPX 12/18/2010 300 C 102Jun-10 SPX 12/18/2010 325 P 727Jun-10 SPX 12/18/2010 350 P 1,865Jun-10 SPX 12/18/2010 400 P 88,617Jun-10 SPX 12/18/2010 400 C 26Jun-10 SPX 12/18/2010 425 P 32,155Jun-10 SPX 12/18/2010 450 P 31,472Jun-10 SPX 12/18/2010 475 P 8,321Jun-10 SPX 12/18/2010 500 P 119,252Jun-10 SPX 12/18/2010 500 C 12,027Jun-10 SPX 12/18/2010 525 P 2,019Jun-10 SPX 12/18/2010 550 P 92,170Jun-10 SPX 12/18/2010 550 C 1Jun-10 SPX 12/18/2010 575 C 5Jun-10 SPX 12/18/2010 575 P 7,928Jun-10 SPX 12/18/2010 600 P 147,260Jun-10 SPX 12/18/2010 600 C 2,167Jun-10 SPX 12/18/2010 650 P 24,600Jun-10 SPX 12/18/2010 650 C 1,204Jun-10 SPX 12/18/2010 675 P 3,686Jun-10 SPX 12/18/2010 675 C 1,940Jun-10 SPX 12/18/2010 700 P 51,048Jun-10 SPX 12/18/2010 700 C 7,581Jun-10 SPX 12/18/2010 725 P 5,178Jun-10 SPX 12/18/2010 725 C 1,000Jun-10 SPX 12/18/2010 750 P 54,866Jun-10 SPX 12/18/2010 750 C 15,473Jun-10 SPX 12/18/2010 775 C 2,132Jun-10 SPX 12/18/2010 775 P 6,292Jun-10 SPX 12/18/2010 800 C 20,214Jun-10 SPX 12/18/2010 800 P 118,050Jun-10 SPX 12/18/2010 825 P 18,903Jun-10 SPX 12/18/2010 825 C 2,393Jun-10 SPX 12/18/2010 840 P 3,353Jun-10 SPX 12/18/2010 850 P 66,790Jun-10 SPX 12/18/2010 850 C 24,634Jun-10 SPX 12/18/2010 875 P 18,104Jun-10 SPX 12/18/2010 875 C 2,904

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 468: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 12/18/2010 900 P 100,566Jun-10 SPX 12/18/2010 900 C 47,970Jun-10 SPX 12/18/2010 925 C 226Jun-10 SPX 12/18/2010 925 P 20,444Jun-10 SPX 12/18/2010 930 P 77Jun-10 SPX 12/18/2010 935 P 266Jun-10 SPX 12/18/2010 940 P 276Jun-10 SPX 12/18/2010 945 P 61Jun-10 SPX 12/18/2010 945 C 5Jun-10 SPX 12/18/2010 950 P 62,397Jun-10 SPX 12/18/2010 950 C 28,339Jun-10 SPX 12/18/2010 975 C 4,054Jun-10 SPX 12/18/2010 975 P 27,986Jun-10 SPX 12/18/2010 1000 C 44,563Jun-10 SPX 12/18/2010 1000 P 199,941Jun-10 SPX 12/18/2010 1025 P 56,622Jun-10 SPX 12/18/2010 1025 C 7,994Jun-10 SPX 12/18/2010 1030 P 1,288Jun-10 SPX 12/18/2010 1030 C 1Jun-10 SPX 12/18/2010 1035 P 6,300Jun-10 SPX 12/18/2010 1035 C 8Jun-10 SPX 12/18/2010 1040 P 1,390Jun-10 SPX 12/18/2010 1040 C 914Jun-10 SPX 12/18/2010 1045 P 3,291Jun-10 SPX 12/18/2010 1045 C 750Jun-10 SPX 12/18/2010 1050 P 86,058Jun-10 SPX 12/18/2010 1050 C 34,107Jun-10 SPX 12/18/2010 1055 C 23Jun-10 SPX 12/18/2010 1055 P 98Jun-10 SPX 12/18/2010 1060 P 4,190Jun-10 SPX 12/18/2010 1060 C 260Jun-10 SPX 12/18/2010 1065 P 2Jun-10 SPX 12/18/2010 1070 P 1,706Jun-10 SPX 12/18/2010 1070 C 605Jun-10 SPX 12/18/2010 1075 P 62,006Jun-10 SPX 12/18/2010 1075 C 23,199Jun-10 SPX 12/18/2010 1100 P 123,608Jun-10 SPX 12/18/2010 1100 C 144,023Jun-10 SPX 12/18/2010 1105 C 664Jun-10 SPX 12/18/2010 1105 P 365Jun-10 SPX 12/18/2010 1110 P 505Jun-10 SPX 12/18/2010 1110 C 289Jun-10 SPX 12/18/2010 1115 P 65Jun-10 SPX 12/18/2010 1115 C 215Jun-10 SPX 12/18/2010 1120 P 2,362Jun-10 SPX 12/18/2010 1120 C 49Jun-10 SPX 12/18/2010 1125 P 23,723Jun-10 SPX 12/18/2010 1125 C 37,821Jun-10 SPX 12/18/2010 1150 P 61,783

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 469: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 12/18/2010 1150 C 86,365Jun-10 SPX 12/18/2010 1175 P 33,418Jun-10 SPX 12/18/2010 1175 C 40,182Jun-10 SPX 12/18/2010 1200 P 75,072Jun-10 SPX 12/18/2010 1200 C 200,171Jun-10 SPX 12/18/2010 1225 C 25,848Jun-10 SPX 12/18/2010 1225 P 3,454Jun-10 SPX 12/18/2010 1250 P 16,860Jun-10 SPX 12/18/2010 1250 C 77,634Jun-10 SPX 12/18/2010 1255 P 1Jun-10 SPX 12/18/2010 1255 C 8,842Jun-10 SPX 12/18/2010 1260 C 2,588Jun-10 SPX 12/18/2010 1265 C 258Jun-10 SPX 12/18/2010 1270 C 3,775Jun-10 SPX 12/18/2010 1275 P 60Jun-10 SPX 12/18/2010 1275 C 14,919Jun-10 SPX 12/18/2010 1295 C 1,900Jun-10 SPX 12/18/2010 1300 P 47,067Jun-10 SPX 12/18/2010 1300 C 122,497Jun-10 SPX 12/18/2010 1320 C 102Jun-10 SPX 12/18/2010 1325 P 2,826Jun-10 SPX 12/18/2010 1325 C 12,759Jun-10 SPX 12/18/2010 1350 P 11,181Jun-10 SPX 12/18/2010 1350 C 39,655Jun-10 SPX 12/18/2010 1375 P 3,230Jun-10 SPX 12/18/2010 1375 C 15,680Jun-10 SPX 12/18/2010 1400 C 146,450Jun-10 SPX 12/18/2010 1400 P 7,335Jun-10 SPX 12/18/2010 1425 P 1,818Jun-10 SPX 12/18/2010 1425 C 4,293Jun-10 SPX 12/18/2010 1450 P 1,557Jun-10 SPX 12/18/2010 1450 C 14,859Jun-10 SPX 12/18/2010 1500 P 24,968Jun-10 SPX 12/18/2010 1500 C 65,105Jun-10 SPX 12/18/2010 1550 P 361Jun-10 SPX 12/18/2010 1550 C 1,824Jun-10 SPX 12/18/2010 1600 P 234Jun-10 SPX 12/18/2010 1600 C 4,875Jun-10 SPX 12/18/2010 1700 P 577Jun-10 SPX 12/18/2010 1700 C 7,641Jun-10 SPX 12/18/2010 1800 C 9,396Jun-10 SPX 12/18/2010 1800 P 90Jun-10 SPX 12/18/2010 1900 C 7,357Jun-10 SPX 12/18/2010 1900 P 125Jun-10 SPX 12/18/2010 2000 P 187Jun-10 SPX 12/18/2010 2000 C 15,689Jun-10 SPX 12/18/2010 2100 P 632Jun-10 SPX 12/18/2010 2100 C 5,726Jun-10 SPX 12/18/2010 2150 C 160

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 470: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 12/18/2010 2250 P 237Jun-10 SPX 12/18/2010 2250 C 6,176Jun-10 SPX 12/18/2010 2500 P 522Jun-10 SPX 12/18/2010 2500 C 9,719Jun-10 SPX 3/19/2011 300 P 44Jun-10 SPX 3/19/2011 325 P 25Jun-10 SPX 3/19/2011 350 P 100Jun-10 SPX 3/19/2011 400 P 680Jun-10 SPX 3/19/2011 425 P 961Jun-10 SPX 3/19/2011 450 P 218Jun-10 SPX 3/19/2011 475 P 12Jun-10 SPX 3/19/2011 500 P 1,578Jun-10 SPX 3/19/2011 525 P 212Jun-10 SPX 3/19/2011 550 P 1,122Jun-10 SPX 3/19/2011 575 P 92Jun-10 SPX 3/19/2011 600 P 1,591Jun-10 SPX 3/19/2011 625 P 12Jun-10 SPX 3/19/2011 650 P 60Jun-10 SPX 3/19/2011 675 P 100Jun-10 SPX 3/19/2011 700 P 572Jun-10 SPX 3/19/2011 700 C 2Jun-10 SPX 3/19/2011 750 P 1,662Jun-10 SPX 3/19/2011 775 P 26Jun-10 SPX 3/19/2011 800 P 907Jun-10 SPX 3/19/2011 800 C 100Jun-10 SPX 3/19/2011 825 P 1,607Jun-10 SPX 3/19/2011 850 P 11,998Jun-10 SPX 3/19/2011 875 P 4,131Jun-10 SPX 3/19/2011 900 P 2,286Jun-10 SPX 3/19/2011 925 P 8,122Jun-10 SPX 3/19/2011 925 C 1Jun-10 SPX 3/19/2011 950 C 1,001Jun-10 SPX 3/19/2011 950 P 11,973Jun-10 SPX 3/19/2011 975 P 1,690Jun-10 SPX 3/19/2011 975 C 1Jun-10 SPX 3/19/2011 1000 P 9,409Jun-10 SPX 3/19/2011 1000 C 950Jun-10 SPX 3/19/2011 1025 P 469Jun-10 SPX 3/19/2011 1025 C 218Jun-10 SPX 3/19/2011 1050 P 21,156Jun-10 SPX 3/19/2011 1050 C 1,267Jun-10 SPX 3/19/2011 1075 P 8,556Jun-10 SPX 3/19/2011 1075 C 2,800Jun-10 SPX 3/19/2011 1100 C 23,502Jun-10 SPX 3/19/2011 1100 P 13,353Jun-10 SPX 3/19/2011 1125 P 9,491Jun-10 SPX 3/19/2011 1125 C 4,387Jun-10 SPX 3/19/2011 1150 P 5,609Jun-10 SPX 3/19/2011 1150 C 5,837

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 471: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 3/19/2011 1175 P 4,596Jun-10 SPX 3/19/2011 1175 C 4,052Jun-10 SPX 3/19/2011 1200 P 4,934Jun-10 SPX 3/19/2011 1200 C 23,748Jun-10 SPX 3/19/2011 1225 C 1,434Jun-10 SPX 3/19/2011 1250 P 504Jun-10 SPX 3/19/2011 1250 C 7,557Jun-10 SPX 3/19/2011 1275 C 4,791Jun-10 SPX 3/19/2011 1300 P 6,000Jun-10 SPX 3/19/2011 1300 C 22,180Jun-10 SPX 3/19/2011 1325 C 2,168Jun-10 SPX 3/19/2011 1350 C 3,973Jun-10 SPX 3/19/2011 1375 C 101Jun-10 SPX 3/19/2011 1400 C 3,328Jun-10 SPX 3/19/2011 1425 C 435Jun-10 SPX 3/19/2011 1450 C 159Jun-10 SPX 3/19/2011 1475 C 75Jun-10 SPX 3/19/2011 1500 C 7Jun-10 SPX 3/19/2011 1525 C 20Jun-10 SPX 6/18/2011 100 P 21,317Jun-10 SPX 6/18/2011 100 C 1Jun-10 SPX 6/18/2011 200 P 9,854Jun-10 SPX 6/18/2011 225 P 161Jun-10 SPX 6/18/2011 250 P 92Jun-10 SPX 6/18/2011 275 P 1Jun-10 SPX 6/18/2011 300 P 81Jun-10 SPX 6/18/2011 325 P 1Jun-10 SPX 6/18/2011 350 P 22Jun-10 SPX 6/18/2011 375 P 268Jun-10 SPX 6/18/2011 400 P 817Jun-10 SPX 6/18/2011 425 P 26Jun-10 SPX 6/18/2011 450 P 77Jun-10 SPX 6/18/2011 475 P 1Jun-10 SPX 6/18/2011 500 P 2,170Jun-10 SPX 6/18/2011 525 P 72Jun-10 SPX 6/18/2011 550 P 4,662Jun-10 SPX 6/18/2011 600 P 4,607Jun-10 SPX 6/18/2011 650 P 1,460Jun-10 SPX 6/18/2011 650 C 6,000Jun-10 SPX 6/18/2011 700 P 28,796Jun-10 SPX 6/18/2011 750 P 27,423Jun-10 SPX 6/18/2011 775 P 2,057Jun-10 SPX 6/18/2011 800 C 100Jun-10 SPX 6/18/2011 800 P 16,037Jun-10 SPX 6/18/2011 825 P 3,620Jun-10 SPX 6/18/2011 850 P 17,594Jun-10 SPX 6/18/2011 875 P 2,502Jun-10 SPX 6/18/2011 900 P 12,748Jun-10 SPX 6/18/2011 900 C 1,863

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 472: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 6/18/2011 925 P 5Jun-10 SPX 6/18/2011 950 P 20,880Jun-10 SPX 6/18/2011 950 C 1,120Jun-10 SPX 6/18/2011 975 C 1Jun-10 SPX 6/18/2011 975 P 10,656Jun-10 SPX 6/18/2011 1000 P 31,871Jun-10 SPX 6/18/2011 1000 C 11,770Jun-10 SPX 6/18/2011 1025 P 7,988Jun-10 SPX 6/18/2011 1025 C 5,344Jun-10 SPX 6/18/2011 1050 P 16,792Jun-10 SPX 6/18/2011 1050 C 4,217Jun-10 SPX 6/18/2011 1060 P 4Jun-10 SPX 6/18/2011 1075 P 13,224Jun-10 SPX 6/18/2011 1075 C 8,410Jun-10 SPX 6/18/2011 1100 P 23,194Jun-10 SPX 6/18/2011 1100 C 22,466Jun-10 SPX 6/18/2011 1125 P 7,155Jun-10 SPX 6/18/2011 1125 C 6,424Jun-10 SPX 6/18/2011 1150 P 9,519Jun-10 SPX 6/18/2011 1150 C 11,607Jun-10 SPX 6/18/2011 1175 P 3,811Jun-10 SPX 6/18/2011 1175 C 4,293Jun-10 SPX 6/18/2011 1200 P 11,029Jun-10 SPX 6/18/2011 1200 C 21,954Jun-10 SPX 6/18/2011 1225 P 1,053Jun-10 SPX 6/18/2011 1225 C 2,740Jun-10 SPX 6/18/2011 1250 P 406Jun-10 SPX 6/18/2011 1250 C 8,206Jun-10 SPX 6/18/2011 1275 P 350Jun-10 SPX 6/18/2011 1275 C 1,031Jun-10 SPX 6/18/2011 1300 C 16,891Jun-10 SPX 6/18/2011 1300 P 2,258Jun-10 SPX 6/18/2011 1325 C 6,996Jun-10 SPX 6/18/2011 1350 P 3Jun-10 SPX 6/18/2011 1350 C 7,980Jun-10 SPX 6/18/2011 1375 P 1Jun-10 SPX 6/18/2011 1375 C 78Jun-10 SPX 6/18/2011 1400 C 4,564Jun-10 SPX 6/18/2011 1450 C 1,761Jun-10 SPX 6/18/2011 1475 C 5,040Jun-10 SPX 6/18/2011 1500 C 2,617Jun-10 SPX 6/18/2011 1550 C 102Jun-10 SPX 6/18/2011 1600 P 20Jun-10 SPX 6/18/2011 1600 C 140Jun-10 SPX 6/18/2011 1650 C 91Jun-10 SPX 6/18/2011 1700 P 50Jun-10 SPX 6/18/2011 1700 C 73Jun-10 SPX 6/18/2011 1800 P 68Jun-10 SPX 6/18/2011 1800 C 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 473: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 6/18/2011 1900 P 113Jun-10 SPX 6/18/2011 2000 P 152Jun-10 SPX 6/18/2011 2000 C 1Jun-10 SPX 6/18/2011 2250 P 111Jun-10 SPX 6/18/2011 2500 P 112Jun-10 SPX 12/17/2011 50 P 26,009Jun-10 SPX 12/17/2011 100 P 12,461Jun-10 SPX 12/17/2011 100 C 8Jun-10 SPX 12/17/2011 150 P 1,391Jun-10 SPX 12/17/2011 200 C 3Jun-10 SPX 12/17/2011 200 P 32,059Jun-10 SPX 12/17/2011 225 P 5,461Jun-10 SPX 12/17/2011 250 P 103,609Jun-10 SPX 12/17/2011 250 C 15Jun-10 SPX 12/17/2011 275 P 2,137Jun-10 SPX 12/17/2011 280 P 1,400Jun-10 SPX 12/17/2011 280 C 102Jun-10 SPX 12/17/2011 300 P 18,321Jun-10 SPX 12/17/2011 300 C 85Jun-10 SPX 12/17/2011 325 P 62Jun-10 SPX 12/17/2011 350 P 2,037Jun-10 SPX 12/17/2011 350 C 6Jun-10 SPX 12/17/2011 375 P 12Jun-10 SPX 12/17/2011 400 P 155,206Jun-10 SPX 12/17/2011 400 C 32Jun-10 SPX 12/17/2011 425 P 111Jun-10 SPX 12/17/2011 450 P 12,277Jun-10 SPX 12/17/2011 450 C 8Jun-10 SPX 12/17/2011 475 P 168Jun-10 SPX 12/17/2011 500 C 28Jun-10 SPX 12/17/2011 500 P 19,584Jun-10 SPX 12/17/2011 525 P 45Jun-10 SPX 12/17/2011 550 P 8,401Jun-10 SPX 12/17/2011 550 C 6Jun-10 SPX 12/17/2011 600 P 54,639Jun-10 SPX 12/17/2011 600 C 26Jun-10 SPX 12/17/2011 650 P 29,688Jun-10 SPX 12/17/2011 650 C 1,217Jun-10 SPX 12/17/2011 700 P 49,799Jun-10 SPX 12/17/2011 700 C 3,818Jun-10 SPX 12/17/2011 750 P 18,575Jun-10 SPX 12/17/2011 750 C 404Jun-10 SPX 12/17/2011 800 C 14,399Jun-10 SPX 12/17/2011 800 P 65,997Jun-10 SPX 12/17/2011 825 P 586Jun-10 SPX 12/17/2011 825 C 151Jun-10 SPX 12/17/2011 850 P 16,962Jun-10 SPX 12/17/2011 850 C 6,751Jun-10 SPX 12/17/2011 900 P 55,915

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 474: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 12/17/2011 900 C 16,927Jun-10 SPX 12/17/2011 920 P 2,319Jun-10 SPX 12/17/2011 920 C 606Jun-10 SPX 12/17/2011 950 P 12,406Jun-10 SPX 12/17/2011 950 C 6,435Jun-10 SPX 12/17/2011 975 P 2,706Jun-10 SPX 12/17/2011 975 C 2Jun-10 SPX 12/17/2011 1000 P 33,396Jun-10 SPX 12/17/2011 1000 C 19,749Jun-10 SPX 12/17/2011 1025 P 5,464Jun-10 SPX 12/17/2011 1025 C 1,083Jun-10 SPX 12/17/2011 1050 P 22,274Jun-10 SPX 12/17/2011 1050 C 11,750Jun-10 SPX 12/17/2011 1075 P 9,844Jun-10 SPX 12/17/2011 1075 C 3,836Jun-10 SPX 12/17/2011 1100 P 55,705Jun-10 SPX 12/17/2011 1100 C 58,799Jun-10 SPX 12/17/2011 1125 P 10,309Jun-10 SPX 12/17/2011 1125 C 15,214Jun-10 SPX 12/17/2011 1150 P 13,927Jun-10 SPX 12/17/2011 1150 C 29,002Jun-10 SPX 12/17/2011 1175 C 2,924Jun-10 SPX 12/17/2011 1175 P 2,671Jun-10 SPX 12/17/2011 1200 P 14,982Jun-10 SPX 12/17/2011 1200 C 52,193Jun-10 SPX 12/17/2011 1225 P 1,000Jun-10 SPX 12/17/2011 1225 C 2,771Jun-10 SPX 12/17/2011 1250 P 1,303Jun-10 SPX 12/17/2011 1250 C 15,474Jun-10 SPX 12/17/2011 1275 P 1,350Jun-10 SPX 12/17/2011 1275 C 5,274Jun-10 SPX 12/17/2011 1300 P 3,045Jun-10 SPX 12/17/2011 1300 C 72,583Jun-10 SPX 12/17/2011 1350 C 7,734Jun-10 SPX 12/17/2011 1350 P 751Jun-10 SPX 12/17/2011 1400 P 3,464Jun-10 SPX 12/17/2011 1400 C 40,866Jun-10 SPX 12/17/2011 1450 C 8,545Jun-10 SPX 12/17/2011 1500 P 2,662Jun-10 SPX 12/17/2011 1500 C 61,553Jun-10 SPX 12/17/2011 1550 C 4,460Jun-10 SPX 12/17/2011 1600 P 527Jun-10 SPX 12/17/2011 1600 C 30,244Jun-10 SPX 12/17/2011 1700 P 97Jun-10 SPX 12/17/2011 1700 C 2,384Jun-10 SPX 12/17/2011 1800 P 121Jun-10 SPX 12/17/2011 1800 C 630Jun-10 SPX 12/17/2011 1900 C 74Jun-10 SPX 12/17/2011 1900 P 106

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 475: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 12/17/2011 2000 P 233Jun-10 SPX 12/17/2011 2000 C 5,072Jun-10 SPX 6/16/2012 100 P 10Jun-10 SPX 6/16/2012 825 P 20Jun-10 SPX 6/16/2012 850 P 210Jun-10 SPX 6/16/2012 900 P 1,000Jun-10 SPX 6/16/2012 1050 C 250Jun-10 SPX 6/16/2012 1050 P 4,250Jun-10 SPX 6/16/2012 1075 P 100Jun-10 SPX 6/16/2012 1075 C 100Jun-10 SPX 6/16/2012 1100 P 91Jun-10 SPX 6/16/2012 1125 C 80Jun-10 SPX 6/16/2012 1200 C 50Jun-10 SPX 6/16/2012 1225 P 2Jun-10 SPX 6/16/2012 1250 C 500Jun-10 SPX 6/16/2012 1275 C 60Jun-10 SPX 6/16/2012 1325 C 25Jun-10 SPX 6/16/2012 1450 C 10Jun-10 SPX 12/22/2012 100 P 2,289Jun-10 SPX 12/22/2012 100 C 3Jun-10 SPX 12/22/2012 200 P 3,706Jun-10 SPX 12/22/2012 250 P 1,764Jun-10 SPX 12/22/2012 300 P 1,359Jun-10 SPX 12/22/2012 300 C 6Jun-10 SPX 12/22/2012 350 P 3,885Jun-10 SPX 12/22/2012 350 C 2Jun-10 SPX 12/22/2012 400 P 10,657Jun-10 SPX 12/22/2012 400 C 1Jun-10 SPX 12/22/2012 450 P 1,764Jun-10 SPX 12/22/2012 450 C 10Jun-10 SPX 12/22/2012 500 P 18,154Jun-10 SPX 12/22/2012 500 C 606Jun-10 SPX 12/22/2012 550 P 11,013Jun-10 SPX 12/22/2012 600 P 68,309Jun-10 SPX 12/22/2012 650 P 2,198Jun-10 SPX 12/22/2012 650 C 5Jun-10 SPX 12/22/2012 700 C 4,264Jun-10 SPX 12/22/2012 700 P 13,770Jun-10 SPX 12/22/2012 750 P 6,121Jun-10 SPX 12/22/2012 800 P 9,887Jun-10 SPX 12/22/2012 800 C 111Jun-10 SPX 12/22/2012 825 P 56Jun-10 SPX 12/22/2012 825 C 600Jun-10 SPX 12/22/2012 850 P 16,019Jun-10 SPX 12/22/2012 875 P 10Jun-10 SPX 12/22/2012 900 P 25,717Jun-10 SPX 12/22/2012 900 C 522Jun-10 SPX 12/22/2012 925 C 2Jun-10 SPX 12/22/2012 925 P 201

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 476: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 12/22/2012 950 P 8,634Jun-10 SPX 12/22/2012 950 C 1,459Jun-10 SPX 12/22/2012 975 P 2Jun-10 SPX 12/22/2012 975 C 5Jun-10 SPX 12/22/2012 1000 P 15,981Jun-10 SPX 12/22/2012 1000 C 7,663Jun-10 SPX 12/22/2012 1025 P 258Jun-10 SPX 12/22/2012 1025 C 27Jun-10 SPX 12/22/2012 1050 P 13,968Jun-10 SPX 12/22/2012 1050 C 5,312Jun-10 SPX 12/22/2012 1075 P 3,710Jun-10 SPX 12/22/2012 1075 C 3,758Jun-10 SPX 12/22/2012 1100 C 33,505Jun-10 SPX 12/22/2012 1100 P 40,459Jun-10 SPX 12/22/2012 1125 C 4,955Jun-10 SPX 12/22/2012 1125 P 4,776Jun-10 SPX 12/22/2012 1150 P 15,425Jun-10 SPX 12/22/2012 1150 C 20,441Jun-10 SPX 12/22/2012 1175 P 4,307Jun-10 SPX 12/22/2012 1175 C 4,358Jun-10 SPX 12/22/2012 1200 P 22,203Jun-10 SPX 12/22/2012 1200 C 11,897Jun-10 SPX 12/22/2012 1250 P 3,497Jun-10 SPX 12/22/2012 1250 C 15,186Jun-10 SPX 12/22/2012 1300 P 5,862Jun-10 SPX 12/22/2012 1300 C 23,070Jun-10 SPX 12/22/2012 1350 C 1,492Jun-10 SPX 12/22/2012 1350 P 1,000Jun-10 SPX 12/22/2012 1400 P 606Jun-10 SPX 12/22/2012 1400 C 26,749Jun-10 SPX 12/22/2012 1450 P 701Jun-10 SPX 12/22/2012 1450 C 4,001Jun-10 SPX 12/22/2012 1500 P 603Jun-10 SPX 12/22/2012 1500 C 11,531Jun-10 SPX 12/22/2012 1550 P 10Jun-10 SPX 12/22/2012 1550 C 2,041Jun-10 SPX 12/22/2012 1600 P 40Jun-10 SPX 12/22/2012 1600 C 56,860Jun-10 SPX 12/22/2012 1700 P 126Jun-10 SPX 12/22/2012 1700 C 3,502Jun-10 SPX 12/22/2012 1800 P 97Jun-10 SPX 12/22/2012 1800 C 5,763Jun-10 SPX 12/22/2012 1900 P 156Jun-10 SPX 12/22/2012 1900 C 5,452Jun-10 SPX 12/22/2012 2000 P 293Jun-10 SPX 12/22/2012 2000 C 4,756Jun-10 SPX 12/22/2012 2250 P 229Jun-10 SPX 12/22/2012 2250 C 4Jun-10 SPX 12/22/2012 2500 P 277

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 477: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-10 SPX 12/22/2012 2500 C 23Jul-10 SPX 8/21/2010 300 C 7Jul-10 SPX 8/21/2010 400 P 71Jul-10 SPX 8/21/2010 450 P 253Jul-10 SPX 8/21/2010 500 P 1,934Jul-10 SPX 8/21/2010 500 C 500Jul-10 SPX 8/21/2010 550 P 7,456Jul-10 SPX 8/21/2010 600 P 16,236Jul-10 SPX 8/21/2010 610 P 6,661Jul-10 SPX 8/21/2010 620 P 6,532Jul-10 SPX 8/21/2010 625 P 7,898Jul-10 SPX 8/21/2010 640 P 7,474Jul-10 SPX 8/21/2010 650 P 19,296Jul-10 SPX 8/21/2010 660 P 6,969Jul-10 SPX 8/21/2010 670 P 5,552Jul-10 SPX 8/21/2010 675 P 5,608Jul-10 SPX 8/21/2010 680 P 4,039Jul-10 SPX 8/21/2010 685 P 2,920Jul-10 SPX 8/21/2010 690 P 3,560Jul-10 SPX 8/21/2010 695 P 3,026Jul-10 SPX 8/21/2010 700 P 41,437Jul-10 SPX 8/21/2010 700 C 39Jul-10 SPX 8/21/2010 705 P 3,345Jul-10 SPX 8/21/2010 710 P 3,605Jul-10 SPX 8/21/2010 715 P 3,072Jul-10 SPX 8/21/2010 720 P 3,814Jul-10 SPX 8/21/2010 725 C 132Jul-10 SPX 8/21/2010 725 P 6,786Jul-10 SPX 8/21/2010 730 P 3,933Jul-10 SPX 8/21/2010 735 P 3,269Jul-10 SPX 8/21/2010 740 P 3,730Jul-10 SPX 8/21/2010 745 P 3,181Jul-10 SPX 8/21/2010 750 P 26,562Jul-10 SPX 8/21/2010 750 C 73Jul-10 SPX 8/21/2010 755 P 3,066Jul-10 SPX 8/21/2010 760 P 7,192Jul-10 SPX 8/21/2010 765 P 2,728Jul-10 SPX 8/21/2010 770 P 3,326Jul-10 SPX 8/21/2010 775 P 16,923Jul-10 SPX 8/21/2010 775 C 113Jul-10 SPX 8/21/2010 780 P 6,363Jul-10 SPX 8/21/2010 785 P 3,212Jul-10 SPX 8/21/2010 790 P 11,742Jul-10 SPX 8/21/2010 795 P 3,191Jul-10 SPX 8/21/2010 800 P 81,089Jul-10 SPX 8/21/2010 800 C 96Jul-10 SPX 8/21/2010 805 P 3,333Jul-10 SPX 8/21/2010 810 P 3,860Jul-10 SPX 8/21/2010 815 P 5,858

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 478: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 8/21/2010 820 P 9,388Jul-10 SPX 8/21/2010 825 P 17,465Jul-10 SPX 8/21/2010 825 C 131Jul-10 SPX 8/21/2010 830 P 8,207Jul-10 SPX 8/21/2010 835 P 3,285Jul-10 SPX 8/21/2010 840 P 7,945Jul-10 SPX 8/21/2010 845 P 3,399Jul-10 SPX 8/21/2010 850 P 52,055Jul-10 SPX 8/21/2010 850 C 78Jul-10 SPX 8/21/2010 855 P 2,277Jul-10 SPX 8/21/2010 860 P 8,077Jul-10 SPX 8/21/2010 865 P 4,148Jul-10 SPX 8/21/2010 870 P 3,642Jul-10 SPX 8/21/2010 875 P 46,766Jul-10 SPX 8/21/2010 875 C 115Jul-10 SPX 8/21/2010 880 P 5,021Jul-10 SPX 8/21/2010 885 P 3,093Jul-10 SPX 8/21/2010 885 C 35Jul-10 SPX 8/21/2010 890 P 7,913Jul-10 SPX 8/21/2010 890 C 35Jul-10 SPX 8/21/2010 895 P 3,488Jul-10 SPX 8/21/2010 900 P 77,024Jul-10 SPX 8/21/2010 900 C 145Jul-10 SPX 8/21/2010 905 P 2,644Jul-10 SPX 8/21/2010 910 P 7,559Jul-10 SPX 8/21/2010 915 P 6,909Jul-10 SPX 8/21/2010 920 C 1Jul-10 SPX 8/21/2010 920 P 6,335Jul-10 SPX 8/21/2010 925 C 28Jul-10 SPX 8/21/2010 925 P 32,961Jul-10 SPX 8/21/2010 930 P 14,850Jul-10 SPX 8/21/2010 930 C 9Jul-10 SPX 8/21/2010 935 P 3,338Jul-10 SPX 8/21/2010 935 C 1Jul-10 SPX 8/21/2010 940 P 13,234Jul-10 SPX 8/21/2010 940 C 3Jul-10 SPX 8/21/2010 945 P 2,698Jul-10 SPX 8/21/2010 945 C 1Jul-10 SPX 8/21/2010 950 P 75,866Jul-10 SPX 8/21/2010 950 C 251Jul-10 SPX 8/21/2010 955 P 6,160Jul-10 SPX 8/21/2010 960 P 14,423Jul-10 SPX 8/21/2010 960 C 9Jul-10 SPX 8/21/2010 965 P 3,104Jul-10 SPX 8/21/2010 965 C 27Jul-10 SPX 8/21/2010 970 P 11,734Jul-10 SPX 8/21/2010 970 C 25Jul-10 SPX 8/21/2010 975 P 36,672Jul-10 SPX 8/21/2010 975 C 2,402

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 479: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 8/21/2010 980 C 174Jul-10 SPX 8/21/2010 980 P 8,635Jul-10 SPX 8/21/2010 985 P 6,390Jul-10 SPX 8/21/2010 985 C 2Jul-10 SPX 8/21/2010 990 P 14,583Jul-10 SPX 8/21/2010 990 C 77Jul-10 SPX 8/21/2010 995 P 3,291Jul-10 SPX 8/21/2010 995 C 11Jul-10 SPX 8/21/2010 1000 P 104,847Jul-10 SPX 8/21/2010 1000 C 35,117Jul-10 SPX 8/21/2010 1005 P 4,003Jul-10 SPX 8/21/2010 1005 C 46Jul-10 SPX 8/21/2010 1010 C 373Jul-10 SPX 8/21/2010 1010 P 24,841Jul-10 SPX 8/21/2010 1015 P 3,911Jul-10 SPX 8/21/2010 1015 C 510Jul-10 SPX 8/21/2010 1020 P 17,470Jul-10 SPX 8/21/2010 1020 C 142Jul-10 SPX 8/21/2010 1025 P 73,055Jul-10 SPX 8/21/2010 1025 C 5,526Jul-10 SPX 8/21/2010 1030 P 12,748Jul-10 SPX 8/21/2010 1030 C 1,354Jul-10 SPX 8/21/2010 1035 C 1,129Jul-10 SPX 8/21/2010 1035 P 5,798Jul-10 SPX 8/21/2010 1040 C 3,359Jul-10 SPX 8/21/2010 1040 P 31,888Jul-10 SPX 8/21/2010 1045 P 3,215Jul-10 SPX 8/21/2010 1045 C 3,880Jul-10 SPX 8/21/2010 1050 P 199,350Jul-10 SPX 8/21/2010 1050 C 147,733Jul-10 SPX 8/21/2010 1055 P 6,712Jul-10 SPX 8/21/2010 1055 C 2,688Jul-10 SPX 8/21/2010 1060 P 27,357Jul-10 SPX 8/21/2010 1060 C 1,068Jul-10 SPX 8/21/2010 1065 P 5,066Jul-10 SPX 8/21/2010 1065 C 2,239Jul-10 SPX 8/21/2010 1070 C 3,043Jul-10 SPX 8/21/2010 1070 P 23,957Jul-10 SPX 8/21/2010 1075 P 41,727Jul-10 SPX 8/21/2010 1075 C 67,048Jul-10 SPX 8/21/2010 1080 P 11,996Jul-10 SPX 8/21/2010 1080 C 9,223Jul-10 SPX 8/21/2010 1085 P 3,805Jul-10 SPX 8/21/2010 1085 C 7,384Jul-10 SPX 8/21/2010 1090 P 9,395Jul-10 SPX 8/21/2010 1090 C 7,237Jul-10 SPX 8/21/2010 1095 C 23,919Jul-10 SPX 8/21/2010 1095 P 871Jul-10 SPX 8/21/2010 1100 P 97,920

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 480: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 8/21/2010 1100 C 133,577Jul-10 SPX 8/21/2010 1105 P 3,016Jul-10 SPX 8/21/2010 1105 C 5,566Jul-10 SPX 8/21/2010 1110 P 3,615Jul-10 SPX 8/21/2010 1110 C 14,612Jul-10 SPX 8/21/2010 1115 P 615Jul-10 SPX 8/21/2010 1115 C 11,259Jul-10 SPX 8/21/2010 1120 P 1,296Jul-10 SPX 8/21/2010 1120 C 15,255Jul-10 SPX 8/21/2010 1125 C 56,710Jul-10 SPX 8/21/2010 1125 P 12,354Jul-10 SPX 8/21/2010 1130 P 574Jul-10 SPX 8/21/2010 1130 C 15,461Jul-10 SPX 8/21/2010 1135 P 207Jul-10 SPX 8/21/2010 1135 C 9,459Jul-10 SPX 8/21/2010 1140 P 336Jul-10 SPX 8/21/2010 1140 C 18,514Jul-10 SPX 8/21/2010 1145 P 46Jul-10 SPX 8/21/2010 1145 C 4,742Jul-10 SPX 8/21/2010 1150 C 80,838Jul-10 SPX 8/21/2010 1150 P 13,727Jul-10 SPX 8/21/2010 1155 P 105Jul-10 SPX 8/21/2010 1155 C 8,246Jul-10 SPX 8/21/2010 1160 P 882Jul-10 SPX 8/21/2010 1160 C 18,662Jul-10 SPX 8/21/2010 1165 P 58Jul-10 SPX 8/21/2010 1165 C 9,471Jul-10 SPX 8/21/2010 1170 P 2,367Jul-10 SPX 8/21/2010 1170 C 17,691Jul-10 SPX 8/21/2010 1175 P 9,028Jul-10 SPX 8/21/2010 1175 C 52,854Jul-10 SPX 8/21/2010 1180 C 12,931Jul-10 SPX 8/21/2010 1180 P 572Jul-10 SPX 8/21/2010 1185 P 55Jul-10 SPX 8/21/2010 1185 C 7,549Jul-10 SPX 8/21/2010 1190 P 488Jul-10 SPX 8/21/2010 1190 C 9,708Jul-10 SPX 8/21/2010 1195 P 1,520Jul-10 SPX 8/21/2010 1195 C 11,747Jul-10 SPX 8/21/2010 1200 P 6,118Jul-10 SPX 8/21/2010 1200 C 29,630Jul-10 SPX 8/21/2010 1205 P 59Jul-10 SPX 8/21/2010 1205 C 2,535Jul-10 SPX 8/21/2010 1210 C 14,481Jul-10 SPX 8/21/2010 1210 P 19Jul-10 SPX 8/21/2010 1215 C 5,021Jul-10 SPX 8/21/2010 1215 P 20Jul-10 SPX 8/21/2010 1220 P 80Jul-10 SPX 8/21/2010 1220 C 5,262

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 481: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 8/21/2010 1225 P 191Jul-10 SPX 8/21/2010 1225 C 27,361Jul-10 SPX 8/21/2010 1230 P 60Jul-10 SPX 8/21/2010 1230 C 23,498Jul-10 SPX 8/21/2010 1235 P 16Jul-10 SPX 8/21/2010 1235 C 1,769Jul-10 SPX 8/21/2010 1240 C 11,653Jul-10 SPX 8/21/2010 1240 P 46Jul-10 SPX 8/21/2010 1245 C 3,451Jul-10 SPX 8/21/2010 1250 P 91Jul-10 SPX 8/21/2010 1250 C 36,480Jul-10 SPX 8/21/2010 1255 C 1,209Jul-10 SPX 8/21/2010 1260 C 7,563Jul-10 SPX 8/21/2010 1265 C 1,015Jul-10 SPX 8/21/2010 1270 C 1,528Jul-10 SPX 8/21/2010 1275 P 34Jul-10 SPX 8/21/2010 1275 C 8,540Jul-10 SPX 8/21/2010 1280 C 1,923Jul-10 SPX 8/21/2010 1290 C 1,949Jul-10 SPX 8/21/2010 1300 C 9,650Jul-10 SPX 8/21/2010 1310 C 338Jul-10 SPX 8/21/2010 1320 C 240Jul-10 SPX 8/21/2010 1325 P 1,710Jul-10 SPX 8/21/2010 1325 C 2,379Jul-10 SPX 8/21/2010 1330 C 355Jul-10 SPX 8/21/2010 1340 C 15Jul-10 SPX 8/21/2010 1350 C 261Jul-10 SPX 8/21/2010 1360 C 24Jul-10 SPX 8/21/2010 1375 P 30Jul-10 SPX 8/21/2010 1375 C 78Jul-10 SPX 8/21/2010 1380 C 24Jul-10 SPX 8/21/2010 1400 C 127Jul-10 SPX 8/21/2010 1425 C 70Jul-10 SPX 8/21/2010 1450 C 149Jul-10 SPX 8/21/2010 1500 P 500Jul-10 SPX 8/21/2010 1500 C 500Jul-10 SPX 8/21/2010 1550 C 104Jul-10 SPX 9/18/2010 200 P 225Jul-10 SPX 9/18/2010 200 C 2Jul-10 SPX 9/18/2010 250 P 50Jul-10 SPX 9/18/2010 300 C 3Jul-10 SPX 9/18/2010 300 P 159Jul-10 SPX 9/18/2010 350 P 158Jul-10 SPX 9/18/2010 400 C 1,030Jul-10 SPX 9/18/2010 400 P 1,661Jul-10 SPX 9/18/2010 450 P 330Jul-10 SPX 9/18/2010 475 P 103Jul-10 SPX 9/18/2010 500 P 52,643Jul-10 SPX 9/18/2010 500 C 34,911

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 482: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 9/18/2010 550 P 23,452Jul-10 SPX 9/18/2010 600 C 11Jul-10 SPX 9/18/2010 600 P 21,426Jul-10 SPX 9/18/2010 650 P 20,716Jul-10 SPX 9/18/2010 655 P 80Jul-10 SPX 9/18/2010 660 P 56Jul-10 SPX 9/18/2010 665 P 54Jul-10 SPX 9/18/2010 670 P 50Jul-10 SPX 9/18/2010 675 C 44Jul-10 SPX 9/18/2010 675 P 8,023Jul-10 SPX 9/18/2010 700 P 105,217Jul-10 SPX 9/18/2010 700 C 45Jul-10 SPX 9/18/2010 710 P 574Jul-10 SPX 9/18/2010 720 P 534Jul-10 SPX 9/18/2010 725 P 3,718Jul-10 SPX 9/18/2010 725 C 25Jul-10 SPX 9/18/2010 730 P 444Jul-10 SPX 9/18/2010 730 C 25Jul-10 SPX 9/18/2010 740 P 365Jul-10 SPX 9/18/2010 750 P 26,117Jul-10 SPX 9/18/2010 750 C 1,250Jul-10 SPX 9/18/2010 755 P 94Jul-10 SPX 9/18/2010 760 P 250Jul-10 SPX 9/18/2010 765 P 1,805Jul-10 SPX 9/18/2010 770 P 115Jul-10 SPX 9/18/2010 775 P 4,660Jul-10 SPX 9/18/2010 775 C 46Jul-10 SPX 9/18/2010 780 P 5,855Jul-10 SPX 9/18/2010 780 C 10Jul-10 SPX 9/18/2010 785 P 2Jul-10 SPX 9/18/2010 790 P 118Jul-10 SPX 9/18/2010 795 P 20Jul-10 SPX 9/18/2010 800 P 90,581Jul-10 SPX 9/18/2010 800 C 43Jul-10 SPX 9/18/2010 805 P 15Jul-10 SPX 9/18/2010 810 P 96Jul-10 SPX 9/18/2010 815 P 15Jul-10 SPX 9/18/2010 820 P 74Jul-10 SPX 9/18/2010 825 P 17,106Jul-10 SPX 9/18/2010 825 C 110Jul-10 SPX 9/18/2010 830 P 6Jul-10 SPX 9/18/2010 835 P 13Jul-10 SPX 9/18/2010 840 P 44Jul-10 SPX 9/18/2010 845 P 6Jul-10 SPX 9/18/2010 850 C 54Jul-10 SPX 9/18/2010 850 P 97,176Jul-10 SPX 9/18/2010 855 P 2Jul-10 SPX 9/18/2010 860 P 1,430Jul-10 SPX 9/18/2010 865 P 506

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 483: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 9/18/2010 870 P 1,765Jul-10 SPX 9/18/2010 875 C 667Jul-10 SPX 9/18/2010 875 P 20,173Jul-10 SPX 9/18/2010 880 P 875Jul-10 SPX 9/18/2010 885 P 32Jul-10 SPX 9/18/2010 890 P 13,042Jul-10 SPX 9/18/2010 895 P 515Jul-10 SPX 9/18/2010 900 C 1,754Jul-10 SPX 9/18/2010 900 P 119,604Jul-10 SPX 9/18/2010 905 P 108Jul-10 SPX 9/18/2010 910 P 3,206Jul-10 SPX 9/18/2010 915 P 41Jul-10 SPX 9/18/2010 920 P 2,644Jul-10 SPX 9/18/2010 920 C 10Jul-10 SPX 9/18/2010 925 P 33,576Jul-10 SPX 9/18/2010 925 C 89Jul-10 SPX 9/18/2010 930 P 4,675Jul-10 SPX 9/18/2010 930 C 5Jul-10 SPX 9/18/2010 935 C 2Jul-10 SPX 9/18/2010 935 P 310Jul-10 SPX 9/18/2010 940 P 9,154Jul-10 SPX 9/18/2010 945 P 10,751Jul-10 SPX 9/18/2010 945 C 10Jul-10 SPX 9/18/2010 950 P 106,585Jul-10 SPX 9/18/2010 950 C 469Jul-10 SPX 9/18/2010 955 P 12Jul-10 SPX 9/18/2010 960 P 5,498Jul-10 SPX 9/18/2010 960 C 1Jul-10 SPX 9/18/2010 965 P 544Jul-10 SPX 9/18/2010 970 P 3,417Jul-10 SPX 9/18/2010 975 P 47,190Jul-10 SPX 9/18/2010 975 C 958Jul-10 SPX 9/18/2010 980 P 558Jul-10 SPX 9/18/2010 980 C 20,001Jul-10 SPX 9/18/2010 985 P 4,074Jul-10 SPX 9/18/2010 990 C 97Jul-10 SPX 9/18/2010 990 P 7,380Jul-10 SPX 9/18/2010 995 P 54Jul-10 SPX 9/18/2010 1000 P 123,356Jul-10 SPX 9/18/2010 1000 C 6,957Jul-10 SPX 9/18/2010 1005 P 116Jul-10 SPX 9/18/2010 1005 C 68Jul-10 SPX 9/18/2010 1010 P 18,372Jul-10 SPX 9/18/2010 1010 C 9,767Jul-10 SPX 9/18/2010 1015 P 10,563Jul-10 SPX 9/18/2010 1015 C 8,964Jul-10 SPX 9/18/2010 1020 P 15,116Jul-10 SPX 9/18/2010 1020 C 14,100Jul-10 SPX 9/18/2010 1025 P 76,910

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 484: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 9/18/2010 1025 C 24,394Jul-10 SPX 9/18/2010 1030 P 31,369Jul-10 SPX 9/18/2010 1030 C 34,249Jul-10 SPX 9/18/2010 1035 P 17,315Jul-10 SPX 9/18/2010 1035 C 15,411Jul-10 SPX 9/18/2010 1040 P 38,148Jul-10 SPX 9/18/2010 1040 C 31,269Jul-10 SPX 9/18/2010 1045 P 9,497Jul-10 SPX 9/18/2010 1045 C 9,665Jul-10 SPX 9/18/2010 1050 C 109,792Jul-10 SPX 9/18/2010 1050 P 156,584Jul-10 SPX 9/18/2010 1055 P 4,251Jul-10 SPX 9/18/2010 1055 C 3,809Jul-10 SPX 9/18/2010 1060 P 16,899Jul-10 SPX 9/18/2010 1060 C 15,898Jul-10 SPX 9/18/2010 1065 P 23,293Jul-10 SPX 9/18/2010 1065 C 21,700Jul-10 SPX 9/18/2010 1070 P 40,164Jul-10 SPX 9/18/2010 1070 C 28,040Jul-10 SPX 9/18/2010 1075 P 62,780Jul-10 SPX 9/18/2010 1075 C 41,972Jul-10 SPX 9/18/2010 1080 C 30,915Jul-10 SPX 9/18/2010 1080 P 48,238Jul-10 SPX 9/18/2010 1085 P 20,759Jul-10 SPX 9/18/2010 1085 C 21,453Jul-10 SPX 9/18/2010 1090 P 50,600Jul-10 SPX 9/18/2010 1090 C 24,384Jul-10 SPX 9/18/2010 1095 P 19,331Jul-10 SPX 9/18/2010 1095 C 20,338Jul-10 SPX 9/18/2010 1100 P 144,148Jul-10 SPX 9/18/2010 1100 C 157,872Jul-10 SPX 9/18/2010 1105 C 27,322Jul-10 SPX 9/18/2010 1105 P 27,690Jul-10 SPX 9/18/2010 1110 P 31,310Jul-10 SPX 9/18/2010 1110 C 32,676Jul-10 SPX 9/18/2010 1115 P 14,137Jul-10 SPX 9/18/2010 1115 C 20,316Jul-10 SPX 9/18/2010 1120 P 8,080Jul-10 SPX 9/18/2010 1120 C 7,216Jul-10 SPX 9/18/2010 1125 P 31,366Jul-10 SPX 9/18/2010 1125 C 42,174Jul-10 SPX 9/18/2010 1130 P 11,969Jul-10 SPX 9/18/2010 1130 C 11,865Jul-10 SPX 9/18/2010 1135 P 558Jul-10 SPX 9/18/2010 1135 C 900Jul-10 SPX 9/18/2010 1140 P 853Jul-10 SPX 9/18/2010 1140 C 6,857Jul-10 SPX 9/18/2010 1145 P 13Jul-10 SPX 9/18/2010 1145 C 9,129

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 485: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 9/18/2010 1150 P 40,476Jul-10 SPX 9/18/2010 1150 C 73,585Jul-10 SPX 9/18/2010 1155 P 771Jul-10 SPX 9/18/2010 1155 C 1,591Jul-10 SPX 9/18/2010 1160 P 6Jul-10 SPX 9/18/2010 1160 C 9,758Jul-10 SPX 9/18/2010 1165 C 1,324Jul-10 SPX 9/18/2010 1165 P 1Jul-10 SPX 9/18/2010 1170 P 31Jul-10 SPX 9/18/2010 1170 C 10,700Jul-10 SPX 9/18/2010 1175 P 27,346Jul-10 SPX 9/18/2010 1175 C 62,059Jul-10 SPX 9/18/2010 1180 P 2,739Jul-10 SPX 9/18/2010 1180 C 1,910Jul-10 SPX 9/18/2010 1185 P 1,000Jul-10 SPX 9/18/2010 1185 C 4,829Jul-10 SPX 9/18/2010 1190 P 5,513Jul-10 SPX 9/18/2010 1190 C 5,837Jul-10 SPX 9/18/2010 1195 C 7,624Jul-10 SPX 9/18/2010 1195 P 2,579Jul-10 SPX 9/18/2010 1200 P 31,062Jul-10 SPX 9/18/2010 1200 C 82,302Jul-10 SPX 9/18/2010 1205 P 2,190Jul-10 SPX 9/18/2010 1205 C 5,021Jul-10 SPX 9/18/2010 1210 C 3,394Jul-10 SPX 9/18/2010 1215 C 157Jul-10 SPX 9/18/2010 1220 C 2,673Jul-10 SPX 9/18/2010 1220 P 20Jul-10 SPX 9/18/2010 1225 P 4,166Jul-10 SPX 9/18/2010 1225 C 53,007Jul-10 SPX 9/18/2010 1230 P 13Jul-10 SPX 9/18/2010 1230 C 517Jul-10 SPX 9/18/2010 1235 P 13Jul-10 SPX 9/18/2010 1240 C 22,533Jul-10 SPX 9/18/2010 1250 P 2,480Jul-10 SPX 9/18/2010 1250 C 41,353Jul-10 SPX 9/18/2010 1255 C 2,526Jul-10 SPX 9/18/2010 1260 P 14Jul-10 SPX 9/18/2010 1260 C 20Jul-10 SPX 9/18/2010 1275 P 1Jul-10 SPX 9/18/2010 1275 C 34,340Jul-10 SPX 9/18/2010 1280 C 5,284Jul-10 SPX 9/18/2010 1290 C 172Jul-10 SPX 9/18/2010 1300 P 80Jul-10 SPX 9/18/2010 1300 C 47,852Jul-10 SPX 9/18/2010 1325 P 2Jul-10 SPX 9/18/2010 1325 C 11,455Jul-10 SPX 9/18/2010 1350 P 33Jul-10 SPX 9/18/2010 1350 C 19,946

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 486: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 9/18/2010 1375 P 34Jul-10 SPX 9/18/2010 1375 C 2,251Jul-10 SPX 9/18/2010 1400 C 10,643Jul-10 SPX 9/18/2010 1400 P 1,035Jul-10 SPX 9/18/2010 1450 C 81Jul-10 SPX 9/18/2010 1500 P 34,931Jul-10 SPX 9/18/2010 1500 C 35,515Jul-10 SPX 10/16/2010 300 P 1Jul-10 SPX 10/16/2010 400 P 103Jul-10 SPX 10/16/2010 450 P 107Jul-10 SPX 10/16/2010 500 P 1,585Jul-10 SPX 10/16/2010 500 C 1,500Jul-10 SPX 10/16/2010 550 P 203Jul-10 SPX 10/16/2010 600 P 351Jul-10 SPX 10/16/2010 625 P 505Jul-10 SPX 10/16/2010 650 P 270Jul-10 SPX 10/16/2010 675 P 1,053Jul-10 SPX 10/16/2010 695 P 100Jul-10 SPX 10/16/2010 700 C 4Jul-10 SPX 10/16/2010 700 P 2,451Jul-10 SPX 10/16/2010 710 P 200Jul-10 SPX 10/16/2010 720 P 300Jul-10 SPX 10/16/2010 725 P 660Jul-10 SPX 10/16/2010 730 P 200Jul-10 SPX 10/16/2010 740 P 200Jul-10 SPX 10/16/2010 750 P 863Jul-10 SPX 10/16/2010 775 P 540Jul-10 SPX 10/16/2010 775 C 10Jul-10 SPX 10/16/2010 800 C 10Jul-10 SPX 10/16/2010 800 P 3,048Jul-10 SPX 10/16/2010 825 P 4,215Jul-10 SPX 10/16/2010 830 P 1Jul-10 SPX 10/16/2010 840 P 31Jul-10 SPX 10/16/2010 850 P 9,425Jul-10 SPX 10/16/2010 860 P 1Jul-10 SPX 10/16/2010 875 P 786Jul-10 SPX 10/16/2010 880 P 51Jul-10 SPX 10/16/2010 890 P 22Jul-10 SPX 10/16/2010 900 P 7,468Jul-10 SPX 10/16/2010 900 C 1,000Jul-10 SPX 10/16/2010 920 P 10Jul-10 SPX 10/16/2010 925 P 6,911Jul-10 SPX 10/16/2010 925 C 10Jul-10 SPX 10/16/2010 940 P 8Jul-10 SPX 10/16/2010 950 P 11,275Jul-10 SPX 10/16/2010 950 C 153Jul-10 SPX 10/16/2010 960 P 118Jul-10 SPX 10/16/2010 970 P 1Jul-10 SPX 10/16/2010 975 P 8,484

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 487: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 10/16/2010 975 C 3Jul-10 SPX 10/16/2010 980 P 4Jul-10 SPX 10/16/2010 990 P 6Jul-10 SPX 10/16/2010 990 C 1Jul-10 SPX 10/16/2010 1000 P 20,959Jul-10 SPX 10/16/2010 1000 C 274Jul-10 SPX 10/16/2010 1010 P 1,105Jul-10 SPX 10/16/2010 1020 P 18Jul-10 SPX 10/16/2010 1020 C 5Jul-10 SPX 10/16/2010 1025 P 13,494Jul-10 SPX 10/16/2010 1025 C 3,100Jul-10 SPX 10/16/2010 1030 P 11Jul-10 SPX 10/16/2010 1040 P 873Jul-10 SPX 10/16/2010 1050 P 23,386Jul-10 SPX 10/16/2010 1050 C 9,418Jul-10 SPX 10/16/2010 1060 P 1,335Jul-10 SPX 10/16/2010 1060 C 2Jul-10 SPX 10/16/2010 1070 P 462Jul-10 SPX 10/16/2010 1070 C 561Jul-10 SPX 10/16/2010 1075 C 10,164Jul-10 SPX 10/16/2010 1075 P 11,769Jul-10 SPX 10/16/2010 1080 P 1,008Jul-10 SPX 10/16/2010 1080 C 29Jul-10 SPX 10/16/2010 1090 P 1,005Jul-10 SPX 10/16/2010 1090 C 1,005Jul-10 SPX 10/16/2010 1100 P 48,154Jul-10 SPX 10/16/2010 1100 C 16,555Jul-10 SPX 10/16/2010 1110 P 259Jul-10 SPX 10/16/2010 1110 C 431Jul-10 SPX 10/16/2010 1120 P 24Jul-10 SPX 10/16/2010 1120 C 1,810Jul-10 SPX 10/16/2010 1125 P 706Jul-10 SPX 10/16/2010 1125 C 8,927Jul-10 SPX 10/16/2010 1130 C 31Jul-10 SPX 10/16/2010 1140 C 2,009Jul-10 SPX 10/16/2010 1150 P 4Jul-10 SPX 10/16/2010 1150 C 8,756Jul-10 SPX 10/16/2010 1160 C 278Jul-10 SPX 10/16/2010 1170 C 91Jul-10 SPX 10/16/2010 1175 C 5,746Jul-10 SPX 10/16/2010 1175 P 1Jul-10 SPX 10/16/2010 1180 C 4,010Jul-10 SPX 10/16/2010 1190 C 97Jul-10 SPX 10/16/2010 1195 C 253Jul-10 SPX 10/16/2010 1200 P 104Jul-10 SPX 10/16/2010 1200 C 4,248Jul-10 SPX 10/16/2010 1210 C 225Jul-10 SPX 10/16/2010 1220 C 3,559Jul-10 SPX 10/16/2010 1225 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 488: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 10/16/2010 1225 C 2,494Jul-10 SPX 10/16/2010 1230 C 10Jul-10 SPX 10/16/2010 1240 C 404Jul-10 SPX 10/16/2010 1250 P 1Jul-10 SPX 10/16/2010 1250 C 449Jul-10 SPX 10/16/2010 1255 C 378Jul-10 SPX 10/16/2010 1260 C 204Jul-10 SPX 10/16/2010 1270 C 3Jul-10 SPX 10/16/2010 1275 C 4Jul-10 SPX 10/16/2010 1280 C 1Jul-10 SPX 10/16/2010 1300 C 1,711Jul-10 SPX 10/16/2010 1350 C 10Jul-10 SPX 10/16/2010 1375 C 102Jul-10 SPX 10/16/2010 1500 P 1,500Jul-10 SPX 10/16/2010 1500 C 1,500Jul-10 SPX 11/20/2010 600 P 1,717Jul-10 SPX 11/20/2010 650 P 200Jul-10 SPX 11/20/2010 675 P 200Jul-10 SPX 11/20/2010 700 P 802Jul-10 SPX 11/20/2010 725 P 300Jul-10 SPX 11/20/2010 750 P 554Jul-10 SPX 11/20/2010 775 P 6Jul-10 SPX 11/20/2010 800 P 157Jul-10 SPX 11/20/2010 825 P 47Jul-10 SPX 11/20/2010 850 P 650Jul-10 SPX 11/20/2010 875 P 85Jul-10 SPX 11/20/2010 900 P 3,646Jul-10 SPX 11/20/2010 925 P 19Jul-10 SPX 11/20/2010 950 P 4,885Jul-10 SPX 11/20/2010 975 P 256Jul-10 SPX 11/20/2010 1000 P 1,066Jul-10 SPX 11/20/2010 1025 P 1,238Jul-10 SPX 11/20/2010 1050 P 2,799Jul-10 SPX 11/20/2010 1075 P 3,992Jul-10 SPX 11/20/2010 1075 C 880Jul-10 SPX 11/20/2010 1100 P 2,823Jul-10 SPX 11/20/2010 1100 C 2,015Jul-10 SPX 11/20/2010 1125 P 1Jul-10 SPX 11/20/2010 1125 C 60Jul-10 SPX 11/20/2010 1150 C 385Jul-10 SPX 11/20/2010 1150 P 1Jul-10 SPX 11/20/2010 1175 C 410Jul-10 SPX 11/20/2010 1175 P 1Jul-10 SPX 11/20/2010 1200 C 409Jul-10 SPX 11/20/2010 1225 C 1,799Jul-10 SPX 11/20/2010 1250 C 162Jul-10 SPX 11/20/2010 1275 C 213Jul-10 SPX 12/18/2010 100 P 7,995Jul-10 SPX 12/18/2010 100 C 507

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 489: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 12/18/2010 200 P 40,360Jul-10 SPX 12/18/2010 200 C 17Jul-10 SPX 12/18/2010 250 P 2,685Jul-10 SPX 12/18/2010 300 P 3,244Jul-10 SPX 12/18/2010 300 C 104Jul-10 SPX 12/18/2010 325 P 925Jul-10 SPX 12/18/2010 350 P 2,420Jul-10 SPX 12/18/2010 350 C 2Jul-10 SPX 12/18/2010 400 P 88,805Jul-10 SPX 12/18/2010 400 C 26Jul-10 SPX 12/18/2010 425 P 35,593Jul-10 SPX 12/18/2010 450 P 31,475Jul-10 SPX 12/18/2010 475 P 8,771Jul-10 SPX 12/18/2010 500 C 17,827Jul-10 SPX 12/18/2010 500 P 129,432Jul-10 SPX 12/18/2010 525 P 6,419Jul-10 SPX 12/18/2010 550 P 100,660Jul-10 SPX 12/18/2010 550 C 1Jul-10 SPX 12/18/2010 575 P 10,972Jul-10 SPX 12/18/2010 575 C 5Jul-10 SPX 12/18/2010 600 P 150,970Jul-10 SPX 12/18/2010 600 C 2,174Jul-10 SPX 12/18/2010 650 P 25,246Jul-10 SPX 12/18/2010 650 C 1,204Jul-10 SPX 12/18/2010 675 P 3,721Jul-10 SPX 12/18/2010 675 C 1,941Jul-10 SPX 12/18/2010 700 C 7,591Jul-10 SPX 12/18/2010 700 P 52,311Jul-10 SPX 12/18/2010 725 P 5,296Jul-10 SPX 12/18/2010 725 C 1,000Jul-10 SPX 12/18/2010 750 P 56,689Jul-10 SPX 12/18/2010 750 C 15,473Jul-10 SPX 12/18/2010 775 P 6,286Jul-10 SPX 12/18/2010 775 C 2,132Jul-10 SPX 12/18/2010 800 P 116,301Jul-10 SPX 12/18/2010 800 C 20,214Jul-10 SPX 12/18/2010 825 C 2,393Jul-10 SPX 12/18/2010 825 P 21,264Jul-10 SPX 12/18/2010 840 P 3,391Jul-10 SPX 12/18/2010 850 P 68,557Jul-10 SPX 12/18/2010 850 C 24,634Jul-10 SPX 12/18/2010 875 C 2,724Jul-10 SPX 12/18/2010 875 P 19,886Jul-10 SPX 12/18/2010 900 P 112,339Jul-10 SPX 12/18/2010 900 C 47,731Jul-10 SPX 12/18/2010 925 P 24,245Jul-10 SPX 12/18/2010 925 C 226Jul-10 SPX 12/18/2010 930 P 1,677Jul-10 SPX 12/18/2010 930 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 490: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 12/18/2010 935 P 263Jul-10 SPX 12/18/2010 940 P 976Jul-10 SPX 12/18/2010 945 P 78Jul-10 SPX 12/18/2010 945 C 7Jul-10 SPX 12/18/2010 950 C 30,344Jul-10 SPX 12/18/2010 950 P 64,940Jul-10 SPX 12/18/2010 975 P 30,216Jul-10 SPX 12/18/2010 975 C 4,057Jul-10 SPX 12/18/2010 1000 P 196,090Jul-10 SPX 12/18/2010 1000 C 44,811Jul-10 SPX 12/18/2010 1025 P 66,131Jul-10 SPX 12/18/2010 1025 C 14,721Jul-10 SPX 12/18/2010 1030 P 2,086Jul-10 SPX 12/18/2010 1030 C 804Jul-10 SPX 12/18/2010 1035 P 6,301Jul-10 SPX 12/18/2010 1035 C 8Jul-10 SPX 12/18/2010 1040 C 912Jul-10 SPX 12/18/2010 1040 P 1,898Jul-10 SPX 12/18/2010 1045 P 3,798Jul-10 SPX 12/18/2010 1045 C 1,150Jul-10 SPX 12/18/2010 1050 P 88,218Jul-10 SPX 12/18/2010 1050 C 40,424Jul-10 SPX 12/18/2010 1055 C 23Jul-10 SPX 12/18/2010 1055 P 57Jul-10 SPX 12/18/2010 1060 P 4,760Jul-10 SPX 12/18/2010 1060 C 260Jul-10 SPX 12/18/2010 1065 P 191Jul-10 SPX 12/18/2010 1065 C 128Jul-10 SPX 12/18/2010 1070 C 1,417Jul-10 SPX 12/18/2010 1070 P 6,303Jul-10 SPX 12/18/2010 1075 P 65,929Jul-10 SPX 12/18/2010 1075 C 24,246Jul-10 SPX 12/18/2010 1100 P 127,994Jul-10 SPX 12/18/2010 1100 C 151,553Jul-10 SPX 12/18/2010 1105 P 349Jul-10 SPX 12/18/2010 1105 C 898Jul-10 SPX 12/18/2010 1110 P 2,784Jul-10 SPX 12/18/2010 1110 C 593Jul-10 SPX 12/18/2010 1115 P 65Jul-10 SPX 12/18/2010 1115 C 2,414Jul-10 SPX 12/18/2010 1120 C 467Jul-10 SPX 12/18/2010 1120 P 2,368Jul-10 SPX 12/18/2010 1125 P 25,238Jul-10 SPX 12/18/2010 1125 C 42,212Jul-10 SPX 12/18/2010 1150 P 60,941Jul-10 SPX 12/18/2010 1150 C 88,221Jul-10 SPX 12/18/2010 1175 P 33,550Jul-10 SPX 12/18/2010 1175 C 46,518Jul-10 SPX 12/18/2010 1200 P 75,309

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 491: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 12/18/2010 1200 C 193,493Jul-10 SPX 12/18/2010 1220 C 100Jul-10 SPX 12/18/2010 1225 C 25,805Jul-10 SPX 12/18/2010 1225 P 3,457Jul-10 SPX 12/18/2010 1235 C 7Jul-10 SPX 12/18/2010 1240 C 100Jul-10 SPX 12/18/2010 1250 P 16,860Jul-10 SPX 12/18/2010 1250 C 86,351Jul-10 SPX 12/18/2010 1255 P 1Jul-10 SPX 12/18/2010 1255 C 8,922Jul-10 SPX 12/18/2010 1260 C 2,688Jul-10 SPX 12/18/2010 1265 C 358Jul-10 SPX 12/18/2010 1270 C 5,270Jul-10 SPX 12/18/2010 1275 P 60Jul-10 SPX 12/18/2010 1275 C 15,342Jul-10 SPX 12/18/2010 1295 C 1,867Jul-10 SPX 12/18/2010 1300 P 46,938Jul-10 SPX 12/18/2010 1300 C 121,999Jul-10 SPX 12/18/2010 1320 C 2,634Jul-10 SPX 12/18/2010 1325 P 2,825Jul-10 SPX 12/18/2010 1325 C 11,673Jul-10 SPX 12/18/2010 1350 C 39,445Jul-10 SPX 12/18/2010 1350 P 11,181Jul-10 SPX 12/18/2010 1375 P 3,490Jul-10 SPX 12/18/2010 1375 C 16,606Jul-10 SPX 12/18/2010 1400 P 7,334Jul-10 SPX 12/18/2010 1400 C 149,021Jul-10 SPX 12/18/2010 1425 P 1,818Jul-10 SPX 12/18/2010 1425 C 4,422Jul-10 SPX 12/18/2010 1450 P 1,557Jul-10 SPX 12/18/2010 1450 C 14,865Jul-10 SPX 12/18/2010 1500 C 71,028Jul-10 SPX 12/18/2010 1500 P 30,685Jul-10 SPX 12/18/2010 1550 P 361Jul-10 SPX 12/18/2010 1550 C 2,018Jul-10 SPX 12/18/2010 1600 P 234Jul-10 SPX 12/18/2010 1600 C 4,814Jul-10 SPX 12/18/2010 1700 P 577Jul-10 SPX 12/18/2010 1700 C 7,574Jul-10 SPX 12/18/2010 1800 P 90Jul-10 SPX 12/18/2010 1800 C 9,294Jul-10 SPX 12/18/2010 1900 C 7,488Jul-10 SPX 12/18/2010 1900 P 125Jul-10 SPX 12/18/2010 2000 C 15,689Jul-10 SPX 12/18/2010 2000 P 178Jul-10 SPX 12/18/2010 2100 P 632Jul-10 SPX 12/18/2010 2100 C 5,726Jul-10 SPX 12/18/2010 2150 C 160Jul-10 SPX 12/18/2010 2250 P 234

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 492: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 12/18/2010 2250 C 6,176Jul-10 SPX 12/18/2010 2500 P 602Jul-10 SPX 12/18/2010 2500 C 9,719Jul-10 SPX 3/19/2011 100 P 100Jul-10 SPX 3/19/2011 300 P 49Jul-10 SPX 3/19/2011 325 P 25Jul-10 SPX 3/19/2011 350 P 100Jul-10 SPX 3/19/2011 400 P 704Jul-10 SPX 3/19/2011 425 P 1,321Jul-10 SPX 3/19/2011 450 P 218Jul-10 SPX 3/19/2011 475 P 32Jul-10 SPX 3/19/2011 500 P 3,470Jul-10 SPX 3/19/2011 525 P 212Jul-10 SPX 3/19/2011 550 P 1,231Jul-10 SPX 3/19/2011 575 P 92Jul-10 SPX 3/19/2011 600 P 2,554Jul-10 SPX 3/19/2011 625 P 12Jul-10 SPX 3/19/2011 650 P 88Jul-10 SPX 3/19/2011 675 P 100Jul-10 SPX 3/19/2011 700 P 13,223Jul-10 SPX 3/19/2011 700 C 2Jul-10 SPX 3/19/2011 750 P 1,665Jul-10 SPX 3/19/2011 775 P 26Jul-10 SPX 3/19/2011 800 P 2,064Jul-10 SPX 3/19/2011 800 C 100Jul-10 SPX 3/19/2011 825 P 1,617Jul-10 SPX 3/19/2011 850 P 14,453Jul-10 SPX 3/19/2011 875 P 4,201Jul-10 SPX 3/19/2011 900 P 10,039Jul-10 SPX 3/19/2011 925 P 15,973Jul-10 SPX 3/19/2011 925 C 500Jul-10 SPX 3/19/2011 950 P 13,459Jul-10 SPX 3/19/2011 950 C 1,001Jul-10 SPX 3/19/2011 975 C 2Jul-10 SPX 3/19/2011 975 P 6,000Jul-10 SPX 3/19/2011 1000 P 13,461Jul-10 SPX 3/19/2011 1000 C 2,900Jul-10 SPX 3/19/2011 1025 P 1,591Jul-10 SPX 3/19/2011 1025 C 1,164Jul-10 SPX 3/19/2011 1050 P 23,431Jul-10 SPX 3/19/2011 1050 C 5,563Jul-10 SPX 3/19/2011 1075 P 10,595Jul-10 SPX 3/19/2011 1075 C 3,010Jul-10 SPX 3/19/2011 1100 C 24,303Jul-10 SPX 3/19/2011 1100 P 16,582Jul-10 SPX 3/19/2011 1125 P 9,526Jul-10 SPX 3/19/2011 1125 C 9,314Jul-10 SPX 3/19/2011 1150 P 5,582Jul-10 SPX 3/19/2011 1150 C 7,506

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 493: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 3/19/2011 1175 P 4,496Jul-10 SPX 3/19/2011 1175 C 8,901Jul-10 SPX 3/19/2011 1200 P 4,983Jul-10 SPX 3/19/2011 1200 C 30,741Jul-10 SPX 3/19/2011 1225 C 5,944Jul-10 SPX 3/19/2011 1250 C 9,392Jul-10 SPX 3/19/2011 1250 P 504Jul-10 SPX 3/19/2011 1275 C 6,356Jul-10 SPX 3/19/2011 1300 P 6,004Jul-10 SPX 3/19/2011 1300 C 25,080Jul-10 SPX 3/19/2011 1325 P 1Jul-10 SPX 3/19/2011 1325 C 2,168Jul-10 SPX 3/19/2011 1350 C 3,943Jul-10 SPX 3/19/2011 1375 C 111Jul-10 SPX 3/19/2011 1400 C 11,729Jul-10 SPX 3/19/2011 1425 C 487Jul-10 SPX 3/19/2011 1450 C 209Jul-10 SPX 3/19/2011 1475 C 100Jul-10 SPX 3/19/2011 1500 C 32Jul-10 SPX 3/19/2011 1525 C 29Jul-10 SPX 3/19/2011 1550 C 9Jul-10 SPX 6/18/2011 100 P 21,341Jul-10 SPX 6/18/2011 100 C 1Jul-10 SPX 6/18/2011 200 P 3,734Jul-10 SPX 6/18/2011 225 P 161Jul-10 SPX 6/18/2011 250 P 92Jul-10 SPX 6/18/2011 275 P 1Jul-10 SPX 6/18/2011 300 P 81Jul-10 SPX 6/18/2011 325 P 1Jul-10 SPX 6/18/2011 350 P 23Jul-10 SPX 6/18/2011 375 P 253Jul-10 SPX 6/18/2011 400 P 1,231Jul-10 SPX 6/18/2011 425 P 26Jul-10 SPX 6/18/2011 450 P 77Jul-10 SPX 6/18/2011 475 P 1Jul-10 SPX 6/18/2011 500 P 2,170Jul-10 SPX 6/18/2011 525 P 67Jul-10 SPX 6/18/2011 550 P 4,685Jul-10 SPX 6/18/2011 600 P 4,699Jul-10 SPX 6/18/2011 650 P 1,510Jul-10 SPX 6/18/2011 650 C 6,000Jul-10 SPX 6/18/2011 700 P 29,145Jul-10 SPX 6/18/2011 750 P 27,175Jul-10 SPX 6/18/2011 775 P 2,057Jul-10 SPX 6/18/2011 800 C 100Jul-10 SPX 6/18/2011 800 P 16,345Jul-10 SPX 6/18/2011 825 P 4,262Jul-10 SPX 6/18/2011 850 P 21,496Jul-10 SPX 6/18/2011 875 P 2,506

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 494: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 6/18/2011 900 P 17,362Jul-10 SPX 6/18/2011 900 C 1,863Jul-10 SPX 6/18/2011 925 P 1,553Jul-10 SPX 6/18/2011 950 P 23,158Jul-10 SPX 6/18/2011 950 C 1,245Jul-10 SPX 6/18/2011 975 P 12,276Jul-10 SPX 6/18/2011 975 C 1Jul-10 SPX 6/18/2011 1000 P 34,038Jul-10 SPX 6/18/2011 1000 C 13,120Jul-10 SPX 6/18/2011 1025 P 8,318Jul-10 SPX 6/18/2011 1025 C 5,750Jul-10 SPX 6/18/2011 1050 C 11,227Jul-10 SPX 6/18/2011 1050 P 26,403Jul-10 SPX 6/18/2011 1060 C 22Jul-10 SPX 6/18/2011 1060 P 10Jul-10 SPX 6/18/2011 1075 P 14,362Jul-10 SPX 6/18/2011 1075 C 11,087Jul-10 SPX 6/18/2011 1100 P 25,258Jul-10 SPX 6/18/2011 1100 C 21,408Jul-10 SPX 6/18/2011 1125 P 7,183Jul-10 SPX 6/18/2011 1125 C 11,346Jul-10 SPX 6/18/2011 1150 P 9,520Jul-10 SPX 6/18/2011 1150 C 12,062Jul-10 SPX 6/18/2011 1175 P 3,711Jul-10 SPX 6/18/2011 1175 C 8,182Jul-10 SPX 6/18/2011 1200 C 25,945Jul-10 SPX 6/18/2011 1200 P 11,033Jul-10 SPX 6/18/2011 1225 P 1,053Jul-10 SPX 6/18/2011 1225 C 3,740Jul-10 SPX 6/18/2011 1250 P 406Jul-10 SPX 6/18/2011 1250 C 12,648Jul-10 SPX 6/18/2011 1275 P 350Jul-10 SPX 6/18/2011 1275 C 1,381Jul-10 SPX 6/18/2011 1300 P 2,711Jul-10 SPX 6/18/2011 1300 C 21,314Jul-10 SPX 6/18/2011 1325 C 6,996Jul-10 SPX 6/18/2011 1350 C 9,679Jul-10 SPX 6/18/2011 1350 P 3Jul-10 SPX 6/18/2011 1375 P 1Jul-10 SPX 6/18/2011 1375 C 78Jul-10 SPX 6/18/2011 1400 C 13,214Jul-10 SPX 6/18/2011 1450 C 1,761Jul-10 SPX 6/18/2011 1475 C 5,040Jul-10 SPX 6/18/2011 1500 C 3,017Jul-10 SPX 6/18/2011 1550 C 303Jul-10 SPX 6/18/2011 1600 P 20Jul-10 SPX 6/18/2011 1600 C 140Jul-10 SPX 6/18/2011 1650 C 191Jul-10 SPX 6/18/2011 1700 P 50

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 495: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 6/18/2011 1700 C 78Jul-10 SPX 6/18/2011 1800 C 3Jul-10 SPX 6/18/2011 1800 P 68Jul-10 SPX 6/18/2011 1900 P 113Jul-10 SPX 6/18/2011 2000 P 152Jul-10 SPX 6/18/2011 2000 C 1Jul-10 SPX 6/18/2011 2250 P 111Jul-10 SPX 6/18/2011 2500 P 166Jul-10 SPX 12/17/2011 50 P 26,052Jul-10 SPX 12/17/2011 100 P 12,482Jul-10 SPX 12/17/2011 100 C 8Jul-10 SPX 12/17/2011 150 P 1,428Jul-10 SPX 12/17/2011 200 P 34,613Jul-10 SPX 12/17/2011 200 C 3Jul-10 SPX 12/17/2011 225 P 5,606Jul-10 SPX 12/17/2011 250 P 105,566Jul-10 SPX 12/17/2011 250 C 15Jul-10 SPX 12/17/2011 275 P 2,422Jul-10 SPX 12/17/2011 280 P 1,536Jul-10 SPX 12/17/2011 280 C 102Jul-10 SPX 12/17/2011 300 C 87Jul-10 SPX 12/17/2011 300 P 18,502Jul-10 SPX 12/17/2011 325 P 151Jul-10 SPX 12/17/2011 350 P 2,037Jul-10 SPX 12/17/2011 350 C 8Jul-10 SPX 12/17/2011 375 P 12Jul-10 SPX 12/17/2011 400 P 150,830Jul-10 SPX 12/17/2011 400 C 32Jul-10 SPX 12/17/2011 425 P 111Jul-10 SPX 12/17/2011 450 P 12,279Jul-10 SPX 12/17/2011 450 C 8Jul-10 SPX 12/17/2011 475 P 168Jul-10 SPX 12/17/2011 500 P 19,651Jul-10 SPX 12/17/2011 500 C 28Jul-10 SPX 12/17/2011 525 P 50Jul-10 SPX 12/17/2011 550 C 6Jul-10 SPX 12/17/2011 550 P 8,404Jul-10 SPX 12/17/2011 600 C 21Jul-10 SPX 12/17/2011 600 P 54,887Jul-10 SPX 12/17/2011 650 P 30,526Jul-10 SPX 12/17/2011 650 C 1,217Jul-10 SPX 12/17/2011 700 P 49,919Jul-10 SPX 12/17/2011 700 C 3,818Jul-10 SPX 12/17/2011 750 P 19,323Jul-10 SPX 12/17/2011 750 C 404Jul-10 SPX 12/17/2011 800 P 66,870Jul-10 SPX 12/17/2011 800 C 14,399Jul-10 SPX 12/17/2011 825 P 586Jul-10 SPX 12/17/2011 825 C 151

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 496: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 12/17/2011 850 C 6,751Jul-10 SPX 12/17/2011 850 P 19,478Jul-10 SPX 12/17/2011 900 P 61,625Jul-10 SPX 12/17/2011 900 C 16,930Jul-10 SPX 12/17/2011 920 P 2,469Jul-10 SPX 12/17/2011 920 C 606Jul-10 SPX 12/17/2011 925 P 500Jul-10 SPX 12/17/2011 950 P 12,908Jul-10 SPX 12/17/2011 950 C 6,434Jul-10 SPX 12/17/2011 975 P 3,606Jul-10 SPX 12/17/2011 975 C 2Jul-10 SPX 12/17/2011 1000 C 19,999Jul-10 SPX 12/17/2011 1000 P 35,827Jul-10 SPX 12/17/2011 1025 P 5,772Jul-10 SPX 12/17/2011 1025 C 1,873Jul-10 SPX 12/17/2011 1050 P 26,117Jul-10 SPX 12/17/2011 1050 C 13,512Jul-10 SPX 12/17/2011 1075 P 10,971Jul-10 SPX 12/17/2011 1075 C 4,993Jul-10 SPX 12/17/2011 1100 P 59,052Jul-10 SPX 12/17/2011 1100 C 64,171Jul-10 SPX 12/17/2011 1125 C 16,214Jul-10 SPX 12/17/2011 1125 P 10,285Jul-10 SPX 12/17/2011 1150 P 14,227Jul-10 SPX 12/17/2011 1150 C 29,752Jul-10 SPX 12/17/2011 1175 P 2,596Jul-10 SPX 12/17/2011 1175 C 2,949Jul-10 SPX 12/17/2011 1200 P 15,002Jul-10 SPX 12/17/2011 1200 C 54,156Jul-10 SPX 12/17/2011 1225 P 1,000Jul-10 SPX 12/17/2011 1225 C 2,791Jul-10 SPX 12/17/2011 1250 C 19,091Jul-10 SPX 12/17/2011 1250 P 1,878Jul-10 SPX 12/17/2011 1275 C 5,274Jul-10 SPX 12/17/2011 1275 P 1,350Jul-10 SPX 12/17/2011 1300 P 3,047Jul-10 SPX 12/17/2011 1300 C 73,787Jul-10 SPX 12/17/2011 1350 P 751Jul-10 SPX 12/17/2011 1350 C 7,284Jul-10 SPX 12/17/2011 1400 P 3,464Jul-10 SPX 12/17/2011 1400 C 41,339Jul-10 SPX 12/17/2011 1450 C 8,645Jul-10 SPX 12/17/2011 1500 P 2,663Jul-10 SPX 12/17/2011 1500 C 62,063Jul-10 SPX 12/17/2011 1550 C 4,460Jul-10 SPX 12/17/2011 1600 P 527Jul-10 SPX 12/17/2011 1600 C 30,256Jul-10 SPX 12/17/2011 1700 P 97Jul-10 SPX 12/17/2011 1700 C 2,384

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 497: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 12/17/2011 1800 P 121Jul-10 SPX 12/17/2011 1800 C 630Jul-10 SPX 12/17/2011 1900 P 110Jul-10 SPX 12/17/2011 1900 C 74Jul-10 SPX 12/17/2011 2000 P 254Jul-10 SPX 12/17/2011 2000 C 5,077Jul-10 SPX 12/17/2011 2250 P 70Jul-10 SPX 12/17/2011 2500 P 197Jul-10 SPX 6/16/2012 100 P 10Jul-10 SPX 6/16/2012 200 P 2,210Jul-10 SPX 6/16/2012 650 P 1,200Jul-10 SPX 6/16/2012 750 P 1,220Jul-10 SPX 6/16/2012 800 P 400Jul-10 SPX 6/16/2012 825 P 20Jul-10 SPX 6/16/2012 850 P 595Jul-10 SPX 6/16/2012 900 P 1,000Jul-10 SPX 6/16/2012 925 P 100Jul-10 SPX 6/16/2012 1000 P 300Jul-10 SPX 6/16/2012 1050 P 4,600Jul-10 SPX 6/16/2012 1050 C 2,000Jul-10 SPX 6/16/2012 1075 C 1,900Jul-10 SPX 6/16/2012 1075 P 100Jul-10 SPX 6/16/2012 1100 P 2,911Jul-10 SPX 6/16/2012 1100 C 320Jul-10 SPX 6/16/2012 1125 C 80Jul-10 SPX 6/16/2012 1200 C 125Jul-10 SPX 6/16/2012 1200 P 2Jul-10 SPX 6/16/2012 1225 P 2Jul-10 SPX 6/16/2012 1250 C 500Jul-10 SPX 6/16/2012 1275 C 60Jul-10 SPX 6/16/2012 1300 C 1,000Jul-10 SPX 6/16/2012 1325 C 25Jul-10 SPX 6/16/2012 1450 C 10Jul-10 SPX 6/16/2012 1500 C 6,520Jul-10 SPX 6/16/2012 1800 P 5Jul-10 SPX 12/22/2012 100 P 2,479Jul-10 SPX 12/22/2012 100 C 3Jul-10 SPX 12/22/2012 200 P 6,762Jul-10 SPX 12/22/2012 200 C 1Jul-10 SPX 12/22/2012 250 P 1,842Jul-10 SPX 12/22/2012 300 P 1,474Jul-10 SPX 12/22/2012 300 C 14Jul-10 SPX 12/22/2012 350 P 3,885Jul-10 SPX 12/22/2012 350 C 2Jul-10 SPX 12/22/2012 400 P 10,727Jul-10 SPX 12/22/2012 400 C 1Jul-10 SPX 12/22/2012 450 C 10Jul-10 SPX 12/22/2012 450 P 1,765Jul-10 SPX 12/22/2012 500 C 606

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 498: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 12/22/2012 500 P 17,785Jul-10 SPX 12/22/2012 550 P 11,045Jul-10 SPX 12/22/2012 600 P 67,912Jul-10 SPX 12/22/2012 600 C 20Jul-10 SPX 12/22/2012 650 P 2,348Jul-10 SPX 12/22/2012 650 C 5Jul-10 SPX 12/22/2012 700 P 16,634Jul-10 SPX 12/22/2012 700 C 4,271Jul-10 SPX 12/22/2012 750 P 6,123Jul-10 SPX 12/22/2012 800 C 111Jul-10 SPX 12/22/2012 800 P 10,050Jul-10 SPX 12/22/2012 825 P 55Jul-10 SPX 12/22/2012 825 C 600Jul-10 SPX 12/22/2012 850 P 15,967Jul-10 SPX 12/22/2012 875 P 10Jul-10 SPX 12/22/2012 900 P 30,222Jul-10 SPX 12/22/2012 900 C 719Jul-10 SPX 12/22/2012 925 C 2Jul-10 SPX 12/22/2012 925 P 202Jul-10 SPX 12/22/2012 950 P 8,805Jul-10 SPX 12/22/2012 950 C 1,615Jul-10 SPX 12/22/2012 975 P 2Jul-10 SPX 12/22/2012 975 C 6Jul-10 SPX 12/22/2012 1000 P 15,251Jul-10 SPX 12/22/2012 1000 C 7,789Jul-10 SPX 12/22/2012 1025 P 554Jul-10 SPX 12/22/2012 1025 C 301Jul-10 SPX 12/22/2012 1050 C 8,031Jul-10 SPX 12/22/2012 1050 P 13,815Jul-10 SPX 12/22/2012 1075 C 4,008Jul-10 SPX 12/22/2012 1075 P 5,409Jul-10 SPX 12/22/2012 1100 C 34,165Jul-10 SPX 12/22/2012 1100 P 42,999Jul-10 SPX 12/22/2012 1125 P 4,776Jul-10 SPX 12/22/2012 1125 C 4,955Jul-10 SPX 12/22/2012 1150 P 15,276Jul-10 SPX 12/22/2012 1150 C 20,441Jul-10 SPX 12/22/2012 1175 P 4,251Jul-10 SPX 12/22/2012 1175 C 4,353Jul-10 SPX 12/22/2012 1200 C 13,560Jul-10 SPX 12/22/2012 1200 P 22,203Jul-10 SPX 12/22/2012 1250 C 14,335Jul-10 SPX 12/22/2012 1250 P 3,557Jul-10 SPX 12/22/2012 1300 C 23,368Jul-10 SPX 12/22/2012 1300 P 5,860Jul-10 SPX 12/22/2012 1350 C 1,883Jul-10 SPX 12/22/2012 1350 P 1,000Jul-10 SPX 12/22/2012 1400 P 606Jul-10 SPX 12/22/2012 1400 C 27,208

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 499: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-10 SPX 12/22/2012 1450 P 701Jul-10 SPX 12/22/2012 1450 C 4,501Jul-10 SPX 12/22/2012 1500 P 603Jul-10 SPX 12/22/2012 1500 C 11,929Jul-10 SPX 12/22/2012 1550 P 10Jul-10 SPX 12/22/2012 1550 C 4,771Jul-10 SPX 12/22/2012 1600 P 40Jul-10 SPX 12/22/2012 1600 C 56,901Jul-10 SPX 12/22/2012 1700 P 126Jul-10 SPX 12/22/2012 1700 C 5,452Jul-10 SPX 12/22/2012 1800 P 99Jul-10 SPX 12/22/2012 1800 C 15,024Jul-10 SPX 12/22/2012 1900 P 160Jul-10 SPX 12/22/2012 1900 C 5,453Jul-10 SPX 12/22/2012 2000 P 312Jul-10 SPX 12/22/2012 2000 C 4,931Jul-10 SPX 12/22/2012 2250 P 296Jul-10 SPX 12/22/2012 2250 C 4Jul-10 SPX 12/22/2012 2500 P 608Jul-10 SPX 12/22/2012 2500 C 23

Aug-10 SPX 9/18/2010 200 P 225Aug-10 SPX 9/18/2010 200 C 2Aug-10 SPX 9/18/2010 250 P 50Aug-10 SPX 9/18/2010 300 C 3Aug-10 SPX 9/18/2010 300 P 159Aug-10 SPX 9/18/2010 350 P 158Aug-10 SPX 9/18/2010 400 P 1,661Aug-10 SPX 9/18/2010 400 C 1,030Aug-10 SPX 9/18/2010 450 P 316Aug-10 SPX 9/18/2010 475 P 103Aug-10 SPX 9/18/2010 500 P 55,398Aug-10 SPX 9/18/2010 500 C 37,755Aug-10 SPX 9/18/2010 550 P 27,772Aug-10 SPX 9/18/2010 600 P 25,051Aug-10 SPX 9/18/2010 600 C 11Aug-10 SPX 9/18/2010 650 P 26,551Aug-10 SPX 9/18/2010 655 P 2,864Aug-10 SPX 9/18/2010 660 P 2,047Aug-10 SPX 9/18/2010 665 P 2,666Aug-10 SPX 9/18/2010 670 P 4,773Aug-10 SPX 9/18/2010 675 P 8,981Aug-10 SPX 9/18/2010 675 C 44Aug-10 SPX 9/18/2010 680 P 3,049Aug-10 SPX 9/18/2010 685 P 2,579Aug-10 SPX 9/18/2010 690 P 2,242Aug-10 SPX 9/18/2010 695 P 2,222Aug-10 SPX 9/18/2010 700 P 90,031Aug-10 SPX 9/18/2010 700 C 156Aug-10 SPX 9/18/2010 705 P 2,326

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 500: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 9/18/2010 705 C 100Aug-10 SPX 9/18/2010 710 P 2,822Aug-10 SPX 9/18/2010 715 C 60Aug-10 SPX 9/18/2010 715 P 2,437Aug-10 SPX 9/18/2010 720 P 2,629Aug-10 SPX 9/18/2010 725 P 19,947Aug-10 SPX 9/18/2010 725 C 170Aug-10 SPX 9/18/2010 730 P 2,857Aug-10 SPX 9/18/2010 730 C 25Aug-10 SPX 9/18/2010 735 P 2,643Aug-10 SPX 9/18/2010 740 P 3,319Aug-10 SPX 9/18/2010 745 P 2,241Aug-10 SPX 9/18/2010 750 P 29,445Aug-10 SPX 9/18/2010 750 C 1,399Aug-10 SPX 9/18/2010 755 P 3,238Aug-10 SPX 9/18/2010 760 P 3,452Aug-10 SPX 9/18/2010 765 P 4,985Aug-10 SPX 9/18/2010 770 P 3,161Aug-10 SPX 9/18/2010 775 P 9,058Aug-10 SPX 9/18/2010 775 C 166Aug-10 SPX 9/18/2010 780 P 6,866Aug-10 SPX 9/18/2010 780 C 10Aug-10 SPX 9/18/2010 785 P 2,953Aug-10 SPX 9/18/2010 790 P 2,600Aug-10 SPX 9/18/2010 795 P 1,990Aug-10 SPX 9/18/2010 800 P 103,048Aug-10 SPX 9/18/2010 800 C 124Aug-10 SPX 9/18/2010 805 P 1,970Aug-10 SPX 9/18/2010 810 P 1,811Aug-10 SPX 9/18/2010 815 P 2,413Aug-10 SPX 9/18/2010 815 C 60Aug-10 SPX 9/18/2010 820 P 2,932Aug-10 SPX 9/18/2010 825 P 28,828Aug-10 SPX 9/18/2010 825 C 283Aug-10 SPX 9/18/2010 830 P 2,934Aug-10 SPX 9/18/2010 835 P 13,206Aug-10 SPX 9/18/2010 840 P 3,389Aug-10 SPX 9/18/2010 845 P 4,355Aug-10 SPX 9/18/2010 850 P 86,831Aug-10 SPX 9/18/2010 850 C 203Aug-10 SPX 9/18/2010 855 P 8,478Aug-10 SPX 9/18/2010 860 P 6,596Aug-10 SPX 9/18/2010 865 P 6,260Aug-10 SPX 9/18/2010 865 C 9Aug-10 SPX 9/18/2010 870 C 9Aug-10 SPX 9/18/2010 870 P 14,037Aug-10 SPX 9/18/2010 875 P 50,358Aug-10 SPX 9/18/2010 875 C 810Aug-10 SPX 9/18/2010 880 P 7,479

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 501: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 9/18/2010 885 P 2,600Aug-10 SPX 9/18/2010 890 P 14,207Aug-10 SPX 9/18/2010 895 P 4,481Aug-10 SPX 9/18/2010 900 P 116,147Aug-10 SPX 9/18/2010 900 C 1,795Aug-10 SPX 9/18/2010 905 P 3,936Aug-10 SPX 9/18/2010 910 P 5,754Aug-10 SPX 9/18/2010 910 C 2Aug-10 SPX 9/18/2010 915 P 4,764Aug-10 SPX 9/18/2010 920 P 9,507Aug-10 SPX 9/18/2010 920 C 10Aug-10 SPX 9/18/2010 925 P 47,567Aug-10 SPX 9/18/2010 925 C 137Aug-10 SPX 9/18/2010 930 P 10,005Aug-10 SPX 9/18/2010 930 C 11Aug-10 SPX 9/18/2010 935 P 10,550Aug-10 SPX 9/18/2010 935 C 2Aug-10 SPX 9/18/2010 940 C 19Aug-10 SPX 9/18/2010 940 P 12,607Aug-10 SPX 9/18/2010 945 P 13,929Aug-10 SPX 9/18/2010 945 C 10Aug-10 SPX 9/18/2010 950 P 91,163Aug-10 SPX 9/18/2010 950 C 1,171Aug-10 SPX 9/18/2010 955 P 2,962Aug-10 SPX 9/18/2010 960 P 10,605Aug-10 SPX 9/18/2010 960 C 16Aug-10 SPX 9/18/2010 965 P 2,287Aug-10 SPX 9/18/2010 965 C 37Aug-10 SPX 9/18/2010 970 P 8,473Aug-10 SPX 9/18/2010 970 C 36Aug-10 SPX 9/18/2010 975 P 84,265Aug-10 SPX 9/18/2010 975 C 1,099Aug-10 SPX 9/18/2010 980 C 20,086Aug-10 SPX 9/18/2010 980 P 7,064Aug-10 SPX 9/18/2010 985 P 8,686Aug-10 SPX 9/18/2010 985 C 2Aug-10 SPX 9/18/2010 990 P 15,754Aug-10 SPX 9/18/2010 990 C 128Aug-10 SPX 9/18/2010 995 P 3,552Aug-10 SPX 9/18/2010 995 C 2Aug-10 SPX 9/18/2010 1000 P 157,757Aug-10 SPX 9/18/2010 1000 C 12,284Aug-10 SPX 9/18/2010 1005 P 3,082Aug-10 SPX 9/18/2010 1005 C 83Aug-10 SPX 9/18/2010 1010 P 28,437Aug-10 SPX 9/18/2010 1010 C 9,836Aug-10 SPX 9/18/2010 1015 C 8,969Aug-10 SPX 9/18/2010 1015 P 13,276Aug-10 SPX 9/18/2010 1020 C 14,101

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 502: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 9/18/2010 1020 P 19,054Aug-10 SPX 9/18/2010 1025 P 84,402Aug-10 SPX 9/18/2010 1025 C 25,586Aug-10 SPX 9/18/2010 1030 P 56,404Aug-10 SPX 9/18/2010 1030 C 37,833Aug-10 SPX 9/18/2010 1035 P 26,528Aug-10 SPX 9/18/2010 1035 C 15,430Aug-10 SPX 9/18/2010 1040 P 50,885Aug-10 SPX 9/18/2010 1040 C 32,420Aug-10 SPX 9/18/2010 1045 P 23,942Aug-10 SPX 9/18/2010 1045 C 20,483Aug-10 SPX 9/18/2010 1050 P 187,063Aug-10 SPX 9/18/2010 1050 C 129,564Aug-10 SPX 9/18/2010 1055 C 24,978Aug-10 SPX 9/18/2010 1055 P 23,820Aug-10 SPX 9/18/2010 1060 P 42,911Aug-10 SPX 9/18/2010 1060 C 34,690Aug-10 SPX 9/18/2010 1065 P 31,651Aug-10 SPX 9/18/2010 1065 C 36,961Aug-10 SPX 9/18/2010 1070 P 65,648Aug-10 SPX 9/18/2010 1070 C 40,169Aug-10 SPX 9/18/2010 1075 P 78,794Aug-10 SPX 9/18/2010 1075 C 74,017Aug-10 SPX 9/18/2010 1080 P 44,342Aug-10 SPX 9/18/2010 1080 C 38,854Aug-10 SPX 9/18/2010 1085 P 34,053Aug-10 SPX 9/18/2010 1085 C 41,857Aug-10 SPX 9/18/2010 1090 P 50,084Aug-10 SPX 9/18/2010 1090 C 39,322Aug-10 SPX 9/18/2010 1095 P 29,664Aug-10 SPX 9/18/2010 1095 C 30,670Aug-10 SPX 9/18/2010 1100 P 268,989Aug-10 SPX 9/18/2010 1100 C 295,108Aug-10 SPX 9/18/2010 1105 P 27,925Aug-10 SPX 9/18/2010 1105 C 30,434Aug-10 SPX 9/18/2010 1110 P 42,028Aug-10 SPX 9/18/2010 1110 C 46,815Aug-10 SPX 9/18/2010 1115 P 18,585Aug-10 SPX 9/18/2010 1115 C 29,371Aug-10 SPX 9/18/2010 1120 P 26,131Aug-10 SPX 9/18/2010 1120 C 30,017Aug-10 SPX 9/18/2010 1125 C 76,460Aug-10 SPX 9/18/2010 1125 P 46,116Aug-10 SPX 9/18/2010 1130 P 12,730Aug-10 SPX 9/18/2010 1130 C 25,840Aug-10 SPX 9/18/2010 1135 P 868Aug-10 SPX 9/18/2010 1135 C 19,935Aug-10 SPX 9/18/2010 1140 P 973Aug-10 SPX 9/18/2010 1140 C 74,249

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 503: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 9/18/2010 1145 P 28Aug-10 SPX 9/18/2010 1145 C 17,006Aug-10 SPX 9/18/2010 1150 P 40,198Aug-10 SPX 9/18/2010 1150 C 120,052Aug-10 SPX 9/18/2010 1155 P 932Aug-10 SPX 9/18/2010 1155 C 5,679Aug-10 SPX 9/18/2010 1160 C 14,439Aug-10 SPX 9/18/2010 1160 P 30Aug-10 SPX 9/18/2010 1165 P 153Aug-10 SPX 9/18/2010 1165 C 7,977Aug-10 SPX 9/18/2010 1170 P 22Aug-10 SPX 9/18/2010 1170 C 20,095Aug-10 SPX 9/18/2010 1175 P 27,464Aug-10 SPX 9/18/2010 1175 C 97,062Aug-10 SPX 9/18/2010 1180 P 2,145Aug-10 SPX 9/18/2010 1180 C 16,538Aug-10 SPX 9/18/2010 1185 P 1,125Aug-10 SPX 9/18/2010 1185 C 8,046Aug-10 SPX 9/18/2010 1190 P 5,800Aug-10 SPX 9/18/2010 1190 C 9,255Aug-10 SPX 9/18/2010 1195 P 2,596Aug-10 SPX 9/18/2010 1195 C 7,719Aug-10 SPX 9/18/2010 1200 C 86,519Aug-10 SPX 9/18/2010 1200 P 30,687Aug-10 SPX 9/18/2010 1205 P 1,662Aug-10 SPX 9/18/2010 1205 C 9,162Aug-10 SPX 9/18/2010 1210 C 6,861Aug-10 SPX 9/18/2010 1210 P 1,238Aug-10 SPX 9/18/2010 1215 C 1,275Aug-10 SPX 9/18/2010 1215 P 21Aug-10 SPX 9/18/2010 1220 P 89Aug-10 SPX 9/18/2010 1220 C 4,362Aug-10 SPX 9/18/2010 1225 P 4,293Aug-10 SPX 9/18/2010 1225 C 58,296Aug-10 SPX 9/18/2010 1230 P 19Aug-10 SPX 9/18/2010 1230 C 5,512Aug-10 SPX 9/18/2010 1235 P 25Aug-10 SPX 9/18/2010 1235 C 1,540Aug-10 SPX 9/18/2010 1240 C 25,325Aug-10 SPX 9/18/2010 1240 P 8Aug-10 SPX 9/18/2010 1245 P 7Aug-10 SPX 9/18/2010 1245 C 1,411Aug-10 SPX 9/18/2010 1250 P 2,626Aug-10 SPX 9/18/2010 1250 C 43,951Aug-10 SPX 9/18/2010 1255 C 3,699Aug-10 SPX 9/18/2010 1260 P 7Aug-10 SPX 9/18/2010 1260 C 1,364Aug-10 SPX 9/18/2010 1265 C 1,654Aug-10 SPX 9/18/2010 1275 P 9

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 504: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 9/18/2010 1275 C 35,666Aug-10 SPX 9/18/2010 1280 C 6,553Aug-10 SPX 9/18/2010 1285 C 1,072Aug-10 SPX 9/18/2010 1290 C 933Aug-10 SPX 9/18/2010 1295 C 721Aug-10 SPX 9/18/2010 1300 P 80Aug-10 SPX 9/18/2010 1300 C 49,596Aug-10 SPX 9/18/2010 1310 C 402Aug-10 SPX 9/18/2010 1315 C 48Aug-10 SPX 9/18/2010 1320 C 45Aug-10 SPX 9/18/2010 1325 C 11,475Aug-10 SPX 9/18/2010 1325 P 2Aug-10 SPX 9/18/2010 1330 C 83Aug-10 SPX 9/18/2010 1350 P 33Aug-10 SPX 9/18/2010 1350 C 20,228Aug-10 SPX 9/18/2010 1375 P 34Aug-10 SPX 9/18/2010 1375 C 2,278Aug-10 SPX 9/18/2010 1400 P 1,035Aug-10 SPX 9/18/2010 1400 C 10,677Aug-10 SPX 9/18/2010 1450 C 81Aug-10 SPX 9/18/2010 1500 P 37,775Aug-10 SPX 9/18/2010 1500 C 38,365Aug-10 SPX 10/16/2010 300 P 1Aug-10 SPX 10/16/2010 400 P 96Aug-10 SPX 10/16/2010 450 P 169Aug-10 SPX 10/16/2010 500 P 1,686Aug-10 SPX 10/16/2010 500 C 1,500Aug-10 SPX 10/16/2010 550 P 533Aug-10 SPX 10/16/2010 600 P 444Aug-10 SPX 10/16/2010 620 P 1Aug-10 SPX 10/16/2010 625 P 485Aug-10 SPX 10/16/2010 640 P 3,011Aug-10 SPX 10/16/2010 650 P 4,459Aug-10 SPX 10/16/2010 660 P 2,196Aug-10 SPX 10/16/2010 670 P 2,326Aug-10 SPX 10/16/2010 675 P 1,629Aug-10 SPX 10/16/2010 695 P 230Aug-10 SPX 10/16/2010 700 P 64,585Aug-10 SPX 10/16/2010 700 C 76Aug-10 SPX 10/16/2010 705 P 50Aug-10 SPX 10/16/2010 710 P 820Aug-10 SPX 10/16/2010 715 P 50Aug-10 SPX 10/16/2010 720 P 396Aug-10 SPX 10/16/2010 725 P 2,106Aug-10 SPX 10/16/2010 725 C 50Aug-10 SPX 10/16/2010 730 P 380Aug-10 SPX 10/16/2010 735 P 200Aug-10 SPX 10/16/2010 740 P 1,350Aug-10 SPX 10/16/2010 745 P 300

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 505: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 10/16/2010 750 P 6,902Aug-10 SPX 10/16/2010 755 P 309Aug-10 SPX 10/16/2010 760 P 245Aug-10 SPX 10/16/2010 765 P 215Aug-10 SPX 10/16/2010 770 P 30Aug-10 SPX 10/16/2010 775 P 1,113Aug-10 SPX 10/16/2010 775 C 10Aug-10 SPX 10/16/2010 780 P 16Aug-10 SPX 10/16/2010 785 P 15Aug-10 SPX 10/16/2010 790 P 17Aug-10 SPX 10/16/2010 800 C 67Aug-10 SPX 10/16/2010 800 P 15,234Aug-10 SPX 10/16/2010 810 P 16Aug-10 SPX 10/16/2010 815 P 7Aug-10 SPX 10/16/2010 820 P 6,324Aug-10 SPX 10/16/2010 825 P 11,128Aug-10 SPX 10/16/2010 825 C 50Aug-10 SPX 10/16/2010 830 P 6Aug-10 SPX 10/16/2010 835 P 26Aug-10 SPX 10/16/2010 840 P 4,620Aug-10 SPX 10/16/2010 845 P 2,323Aug-10 SPX 10/16/2010 850 P 21,091Aug-10 SPX 10/16/2010 850 C 1Aug-10 SPX 10/16/2010 855 P 65Aug-10 SPX 10/16/2010 860 P 2,774Aug-10 SPX 10/16/2010 865 P 28Aug-10 SPX 10/16/2010 870 P 3,512Aug-10 SPX 10/16/2010 875 P 13,633Aug-10 SPX 10/16/2010 880 P 395Aug-10 SPX 10/16/2010 885 P 822Aug-10 SPX 10/16/2010 890 P 161Aug-10 SPX 10/16/2010 890 C 2Aug-10 SPX 10/16/2010 895 P 172Aug-10 SPX 10/16/2010 900 P 42,596Aug-10 SPX 10/16/2010 900 C 1,005Aug-10 SPX 10/16/2010 905 P 41Aug-10 SPX 10/16/2010 905 C 2Aug-10 SPX 10/16/2010 910 P 539Aug-10 SPX 10/16/2010 910 C 2Aug-10 SPX 10/16/2010 915 C 2Aug-10 SPX 10/16/2010 915 P 15Aug-10 SPX 10/16/2010 920 P 622Aug-10 SPX 10/16/2010 925 P 12,267Aug-10 SPX 10/16/2010 925 C 10Aug-10 SPX 10/16/2010 930 P 2,635Aug-10 SPX 10/16/2010 930 C 24Aug-10 SPX 10/16/2010 935 P 192Aug-10 SPX 10/16/2010 940 P 8,180Aug-10 SPX 10/16/2010 945 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 506: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 10/16/2010 945 P 318Aug-10 SPX 10/16/2010 950 P 43,267Aug-10 SPX 10/16/2010 950 C 463Aug-10 SPX 10/16/2010 955 P 182Aug-10 SPX 10/16/2010 955 C 5Aug-10 SPX 10/16/2010 960 P 4,712Aug-10 SPX 10/16/2010 965 P 84Aug-10 SPX 10/16/2010 970 P 4,444Aug-10 SPX 10/16/2010 975 P 37,376Aug-10 SPX 10/16/2010 975 C 156Aug-10 SPX 10/16/2010 980 P 1,262Aug-10 SPX 10/16/2010 985 P 1,698Aug-10 SPX 10/16/2010 990 C 1Aug-10 SPX 10/16/2010 990 P 5,560Aug-10 SPX 10/16/2010 995 P 2,586Aug-10 SPX 10/16/2010 1000 P 85,802Aug-10 SPX 10/16/2010 1000 C 614Aug-10 SPX 10/16/2010 1005 P 6Aug-10 SPX 10/16/2010 1005 C 1Aug-10 SPX 10/16/2010 1010 P 4,125Aug-10 SPX 10/16/2010 1015 P 87Aug-10 SPX 10/16/2010 1020 P 4,184Aug-10 SPX 10/16/2010 1020 C 6Aug-10 SPX 10/16/2010 1025 C 4,229Aug-10 SPX 10/16/2010 1025 P 36,467Aug-10 SPX 10/16/2010 1030 P 5,739Aug-10 SPX 10/16/2010 1030 C 4,598Aug-10 SPX 10/16/2010 1035 P 32Aug-10 SPX 10/16/2010 1035 C 3Aug-10 SPX 10/16/2010 1040 P 8,695Aug-10 SPX 10/16/2010 1040 C 18Aug-10 SPX 10/16/2010 1045 P 5,105Aug-10 SPX 10/16/2010 1045 C 109Aug-10 SPX 10/16/2010 1050 P 46,098Aug-10 SPX 10/16/2010 1050 C 14,394Aug-10 SPX 10/16/2010 1055 P 132Aug-10 SPX 10/16/2010 1055 C 68Aug-10 SPX 10/16/2010 1060 C 1,719Aug-10 SPX 10/16/2010 1060 P 5,634Aug-10 SPX 10/16/2010 1065 P 2,974Aug-10 SPX 10/16/2010 1065 C 610Aug-10 SPX 10/16/2010 1070 P 4,173Aug-10 SPX 10/16/2010 1070 C 1,240Aug-10 SPX 10/16/2010 1075 P 31,210Aug-10 SPX 10/16/2010 1075 C 18,603Aug-10 SPX 10/16/2010 1080 P 1,976Aug-10 SPX 10/16/2010 1080 C 2,176Aug-10 SPX 10/16/2010 1085 P 1,110Aug-10 SPX 10/16/2010 1085 C 2,226

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 507: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 10/16/2010 1090 P 3,721Aug-10 SPX 10/16/2010 1090 C 2,462Aug-10 SPX 10/16/2010 1095 P 57Aug-10 SPX 10/16/2010 1095 C 341Aug-10 SPX 10/16/2010 1100 C 76,358Aug-10 SPX 10/16/2010 1100 P 83,833Aug-10 SPX 10/16/2010 1105 P 48Aug-10 SPX 10/16/2010 1105 C 33Aug-10 SPX 10/16/2010 1110 P 523Aug-10 SPX 10/16/2010 1110 C 1,042Aug-10 SPX 10/16/2010 1115 P 127Aug-10 SPX 10/16/2010 1115 C 2,635Aug-10 SPX 10/16/2010 1120 P 248Aug-10 SPX 10/16/2010 1120 C 2,520Aug-10 SPX 10/16/2010 1125 P 5,021Aug-10 SPX 10/16/2010 1125 C 24,688Aug-10 SPX 10/16/2010 1130 P 418Aug-10 SPX 10/16/2010 1130 C 2,841Aug-10 SPX 10/16/2010 1135 C 399Aug-10 SPX 10/16/2010 1140 C 3,501Aug-10 SPX 10/16/2010 1140 P 11Aug-10 SPX 10/16/2010 1145 P 4Aug-10 SPX 10/16/2010 1145 C 4,699Aug-10 SPX 10/16/2010 1150 P 710Aug-10 SPX 10/16/2010 1150 C 20,964Aug-10 SPX 10/16/2010 1155 P 1Aug-10 SPX 10/16/2010 1155 C 191Aug-10 SPX 10/16/2010 1160 P 5Aug-10 SPX 10/16/2010 1160 C 9,285Aug-10 SPX 10/16/2010 1165 P 10Aug-10 SPX 10/16/2010 1165 C 205Aug-10 SPX 10/16/2010 1170 P 16Aug-10 SPX 10/16/2010 1170 C 2,055Aug-10 SPX 10/16/2010 1175 C 10,946Aug-10 SPX 10/16/2010 1175 P 5Aug-10 SPX 10/16/2010 1180 P 28Aug-10 SPX 10/16/2010 1180 C 8,395Aug-10 SPX 10/16/2010 1185 C 238Aug-10 SPX 10/16/2010 1190 P 28Aug-10 SPX 10/16/2010 1190 C 2,764Aug-10 SPX 10/16/2010 1195 C 872Aug-10 SPX 10/16/2010 1200 P 2,708Aug-10 SPX 10/16/2010 1200 C 14,224Aug-10 SPX 10/16/2010 1205 C 416Aug-10 SPX 10/16/2010 1210 C 799Aug-10 SPX 10/16/2010 1215 C 1,537Aug-10 SPX 10/16/2010 1220 C 3,759Aug-10 SPX 10/16/2010 1225 P 2Aug-10 SPX 10/16/2010 1225 C 9,091

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 508: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 10/16/2010 1230 P 3Aug-10 SPX 10/16/2010 1230 C 281Aug-10 SPX 10/16/2010 1235 C 86Aug-10 SPX 10/16/2010 1240 P 3Aug-10 SPX 10/16/2010 1240 C 324Aug-10 SPX 10/16/2010 1245 C 11Aug-10 SPX 10/16/2010 1250 C 1,015Aug-10 SPX 10/16/2010 1250 P 1Aug-10 SPX 10/16/2010 1255 C 302Aug-10 SPX 10/16/2010 1260 C 250Aug-10 SPX 10/16/2010 1265 C 18Aug-10 SPX 10/16/2010 1270 C 24Aug-10 SPX 10/16/2010 1275 P 1Aug-10 SPX 10/16/2010 1275 C 359Aug-10 SPX 10/16/2010 1280 C 44Aug-10 SPX 10/16/2010 1285 C 19Aug-10 SPX 10/16/2010 1290 C 9Aug-10 SPX 10/16/2010 1295 C 10Aug-10 SPX 10/16/2010 1300 C 1,732Aug-10 SPX 10/16/2010 1305 C 18Aug-10 SPX 10/16/2010 1310 C 14Aug-10 SPX 10/16/2010 1315 C 18Aug-10 SPX 10/16/2010 1320 C 36Aug-10 SPX 10/16/2010 1325 C 52Aug-10 SPX 10/16/2010 1350 C 152Aug-10 SPX 10/16/2010 1375 C 261Aug-10 SPX 10/16/2010 1400 C 43Aug-10 SPX 10/16/2010 1450 C 148Aug-10 SPX 10/16/2010 1500 P 1,500Aug-10 SPX 10/16/2010 1500 C 1,642Aug-10 SPX 11/20/2010 200 P 1Aug-10 SPX 11/20/2010 300 P 1Aug-10 SPX 11/20/2010 400 P 48Aug-10 SPX 11/20/2010 500 P 54Aug-10 SPX 11/20/2010 550 P 40Aug-10 SPX 11/20/2010 600 P 1,753Aug-10 SPX 11/20/2010 620 P 15Aug-10 SPX 11/20/2010 625 P 208Aug-10 SPX 11/20/2010 640 P 215Aug-10 SPX 11/20/2010 650 P 2,486Aug-10 SPX 11/20/2010 660 P 200Aug-10 SPX 11/20/2010 675 P 400Aug-10 SPX 11/20/2010 680 P 305Aug-10 SPX 11/20/2010 700 C 4Aug-10 SPX 11/20/2010 700 P 4,524Aug-10 SPX 11/20/2010 720 P 200Aug-10 SPX 11/20/2010 725 P 833Aug-10 SPX 11/20/2010 740 P 355Aug-10 SPX 11/20/2010 750 P 8,551

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 509: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 11/20/2010 760 P 9Aug-10 SPX 11/20/2010 775 P 5,072Aug-10 SPX 11/20/2010 780 P 1Aug-10 SPX 11/20/2010 800 P 4,114Aug-10 SPX 11/20/2010 800 C 1Aug-10 SPX 11/20/2010 820 P 5Aug-10 SPX 11/20/2010 825 P 2,697Aug-10 SPX 11/20/2010 840 P 2,978Aug-10 SPX 11/20/2010 850 P 11,667Aug-10 SPX 11/20/2010 860 P 3Aug-10 SPX 11/20/2010 875 P 545Aug-10 SPX 11/20/2010 880 P 10Aug-10 SPX 11/20/2010 900 P 11,947Aug-10 SPX 11/20/2010 920 P 26Aug-10 SPX 11/20/2010 925 P 7,587Aug-10 SPX 11/20/2010 940 P 4,343Aug-10 SPX 11/20/2010 950 P 39,114Aug-10 SPX 11/20/2010 950 C 10Aug-10 SPX 11/20/2010 960 P 4,016Aug-10 SPX 11/20/2010 960 C 4Aug-10 SPX 11/20/2010 975 P 4,450Aug-10 SPX 11/20/2010 975 C 10Aug-10 SPX 11/20/2010 980 P 164Aug-10 SPX 11/20/2010 1000 P 48,640Aug-10 SPX 11/20/2010 1000 C 7,105Aug-10 SPX 11/20/2010 1020 P 200Aug-10 SPX 11/20/2010 1025 P 16,192Aug-10 SPX 11/20/2010 1040 P 14,155Aug-10 SPX 11/20/2010 1040 C 34Aug-10 SPX 11/20/2010 1050 P 20,198Aug-10 SPX 11/20/2010 1050 C 6,155Aug-10 SPX 11/20/2010 1060 P 282Aug-10 SPX 11/20/2010 1060 C 215Aug-10 SPX 11/20/2010 1075 C 6,125Aug-10 SPX 11/20/2010 1075 P 9,971Aug-10 SPX 11/20/2010 1080 C 1,473Aug-10 SPX 11/20/2010 1080 P 1,002Aug-10 SPX 11/20/2010 1100 P 9,269Aug-10 SPX 11/20/2010 1100 C 15,324Aug-10 SPX 11/20/2010 1120 C 14Aug-10 SPX 11/20/2010 1125 P 1,134Aug-10 SPX 11/20/2010 1125 C 6,693Aug-10 SPX 11/20/2010 1140 C 41Aug-10 SPX 11/20/2010 1150 P 253Aug-10 SPX 11/20/2010 1150 C 9,841Aug-10 SPX 11/20/2010 1160 P 4Aug-10 SPX 11/20/2010 1160 C 136Aug-10 SPX 11/20/2010 1175 P 653Aug-10 SPX 11/20/2010 1175 C 6,295

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 510: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 11/20/2010 1180 C 1,330Aug-10 SPX 11/20/2010 1200 P 1Aug-10 SPX 11/20/2010 1200 C 7,008Aug-10 SPX 11/20/2010 1220 C 1,585Aug-10 SPX 11/20/2010 1225 P 4Aug-10 SPX 11/20/2010 1225 C 2,970Aug-10 SPX 11/20/2010 1230 C 594Aug-10 SPX 11/20/2010 1240 C 513Aug-10 SPX 11/20/2010 1250 C 1,866Aug-10 SPX 11/20/2010 1260 C 295Aug-10 SPX 11/20/2010 1275 C 239Aug-10 SPX 11/20/2010 1300 C 124Aug-10 SPX 11/20/2010 1320 C 5Aug-10 SPX 11/20/2010 1350 C 98Aug-10 SPX 11/20/2010 1550 C 100Aug-10 SPX 12/18/2010 100 P 8,010Aug-10 SPX 12/18/2010 100 C 507Aug-10 SPX 12/18/2010 200 P 40,361Aug-10 SPX 12/18/2010 200 C 17Aug-10 SPX 12/18/2010 250 P 2,686Aug-10 SPX 12/18/2010 300 P 5,669Aug-10 SPX 12/18/2010 300 C 3,653Aug-10 SPX 12/18/2010 325 P 932Aug-10 SPX 12/18/2010 350 P 2,752Aug-10 SPX 12/18/2010 350 C 5Aug-10 SPX 12/18/2010 400 P 92,647Aug-10 SPX 12/18/2010 400 C 3,515Aug-10 SPX 12/18/2010 425 P 35,984Aug-10 SPX 12/18/2010 450 P 31,978Aug-10 SPX 12/18/2010 475 P 9,197Aug-10 SPX 12/18/2010 500 C 16,018Aug-10 SPX 12/18/2010 500 P 136,585Aug-10 SPX 12/18/2010 525 P 7,662Aug-10 SPX 12/18/2010 550 P 103,306Aug-10 SPX 12/18/2010 550 C 1Aug-10 SPX 12/18/2010 575 P 12,691Aug-10 SPX 12/18/2010 575 C 5Aug-10 SPX 12/18/2010 600 P 148,972Aug-10 SPX 12/18/2010 600 C 2,174Aug-10 SPX 12/18/2010 620 P 947Aug-10 SPX 12/18/2010 625 P 12,682Aug-10 SPX 12/18/2010 640 P 1,385Aug-10 SPX 12/18/2010 650 P 26,353Aug-10 SPX 12/18/2010 650 C 1,214Aug-10 SPX 12/18/2010 675 P 3,721Aug-10 SPX 12/18/2010 675 C 1,941Aug-10 SPX 12/18/2010 680 P 11Aug-10 SPX 12/18/2010 700 P 56,963Aug-10 SPX 12/18/2010 700 C 7,595

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 511: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 12/18/2010 725 P 14,162Aug-10 SPX 12/18/2010 725 C 1,000Aug-10 SPX 12/18/2010 750 P 64,959Aug-10 SPX 12/18/2010 750 C 15,473Aug-10 SPX 12/18/2010 775 P 15,855Aug-10 SPX 12/18/2010 775 C 2,132Aug-10 SPX 12/18/2010 800 P 131,925Aug-10 SPX 12/18/2010 800 C 20,213Aug-10 SPX 12/18/2010 820 P 615Aug-10 SPX 12/18/2010 825 P 29,055Aug-10 SPX 12/18/2010 825 C 2,393Aug-10 SPX 12/18/2010 840 P 4,325Aug-10 SPX 12/18/2010 850 P 75,253Aug-10 SPX 12/18/2010 850 C 24,629Aug-10 SPX 12/18/2010 860 P 19Aug-10 SPX 12/18/2010 875 P 28,329Aug-10 SPX 12/18/2010 875 C 2,734Aug-10 SPX 12/18/2010 880 P 56Aug-10 SPX 12/18/2010 900 P 134,147Aug-10 SPX 12/18/2010 900 C 47,739Aug-10 SPX 12/18/2010 920 P 2,006Aug-10 SPX 12/18/2010 925 C 226Aug-10 SPX 12/18/2010 925 P 40,495Aug-10 SPX 12/18/2010 930 P 1,698Aug-10 SPX 12/18/2010 930 C 2Aug-10 SPX 12/18/2010 935 P 423Aug-10 SPX 12/18/2010 940 P 1,135Aug-10 SPX 12/18/2010 945 P 80Aug-10 SPX 12/18/2010 945 C 7Aug-10 SPX 12/18/2010 950 P 83,834Aug-10 SPX 12/18/2010 950 C 30,344Aug-10 SPX 12/18/2010 975 C 3,957Aug-10 SPX 12/18/2010 975 P 49,368Aug-10 SPX 12/18/2010 980 P 26Aug-10 SPX 12/18/2010 985 P 166Aug-10 SPX 12/18/2010 990 P 270Aug-10 SPX 12/18/2010 995 P 256Aug-10 SPX 12/18/2010 1000 P 202,775Aug-10 SPX 12/18/2010 1000 C 44,857Aug-10 SPX 12/18/2010 1020 P 131Aug-10 SPX 12/18/2010 1025 P 86,261Aug-10 SPX 12/18/2010 1025 C 15,381Aug-10 SPX 12/18/2010 1030 C 806Aug-10 SPX 12/18/2010 1030 P 4,821Aug-10 SPX 12/18/2010 1035 P 7,302Aug-10 SPX 12/18/2010 1035 C 8Aug-10 SPX 12/18/2010 1040 P 3,151Aug-10 SPX 12/18/2010 1040 C 916Aug-10 SPX 12/18/2010 1045 P 3,805

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 512: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 12/18/2010 1045 C 1,158Aug-10 SPX 12/18/2010 1050 P 98,361Aug-10 SPX 12/18/2010 1050 C 45,694Aug-10 SPX 12/18/2010 1055 P 220Aug-10 SPX 12/18/2010 1055 C 206Aug-10 SPX 12/18/2010 1060 P 7,704Aug-10 SPX 12/18/2010 1060 C 4,289Aug-10 SPX 12/18/2010 1065 C 372Aug-10 SPX 12/18/2010 1065 P 891Aug-10 SPX 12/18/2010 1070 C 1,464Aug-10 SPX 12/18/2010 1070 P 5,978Aug-10 SPX 12/18/2010 1075 P 77,884Aug-10 SPX 12/18/2010 1075 C 29,963Aug-10 SPX 12/18/2010 1080 C 10Aug-10 SPX 12/18/2010 1085 P 200Aug-10 SPX 12/18/2010 1085 C 100Aug-10 SPX 12/18/2010 1090 C 1Aug-10 SPX 12/18/2010 1100 P 125,514Aug-10 SPX 12/18/2010 1100 C 138,259Aug-10 SPX 12/18/2010 1105 C 1,182Aug-10 SPX 12/18/2010 1105 P 349Aug-10 SPX 12/18/2010 1110 P 3,570Aug-10 SPX 12/18/2010 1110 C 2,004Aug-10 SPX 12/18/2010 1115 P 225Aug-10 SPX 12/18/2010 1115 C 2,610Aug-10 SPX 12/18/2010 1120 P 2,376Aug-10 SPX 12/18/2010 1120 C 1,492Aug-10 SPX 12/18/2010 1125 P 26,237Aug-10 SPX 12/18/2010 1125 C 58,904Aug-10 SPX 12/18/2010 1130 C 13Aug-10 SPX 12/18/2010 1140 C 10Aug-10 SPX 12/18/2010 1150 P 66,112Aug-10 SPX 12/18/2010 1150 C 92,313Aug-10 SPX 12/18/2010 1175 P 33,502Aug-10 SPX 12/18/2010 1175 C 52,879Aug-10 SPX 12/18/2010 1180 C 3,523Aug-10 SPX 12/18/2010 1200 P 74,733Aug-10 SPX 12/18/2010 1200 C 183,923Aug-10 SPX 12/18/2010 1220 C 1,314Aug-10 SPX 12/18/2010 1225 P 3,079Aug-10 SPX 12/18/2010 1225 C 23,743Aug-10 SPX 12/18/2010 1230 C 199Aug-10 SPX 12/18/2010 1235 C 814Aug-10 SPX 12/18/2010 1240 C 832Aug-10 SPX 12/18/2010 1250 P 16,865Aug-10 SPX 12/18/2010 1250 C 101,871Aug-10 SPX 12/18/2010 1255 P 1Aug-10 SPX 12/18/2010 1255 C 9,124Aug-10 SPX 12/18/2010 1260 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 513: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 12/18/2010 1260 C 2,808Aug-10 SPX 12/18/2010 1265 C 617Aug-10 SPX 12/18/2010 1270 C 5,181Aug-10 SPX 12/18/2010 1275 C 14,498Aug-10 SPX 12/18/2010 1275 P 60Aug-10 SPX 12/18/2010 1280 C 100Aug-10 SPX 12/18/2010 1295 C 2,124Aug-10 SPX 12/18/2010 1300 P 47,088Aug-10 SPX 12/18/2010 1300 C 120,260Aug-10 SPX 12/18/2010 1320 C 2,853Aug-10 SPX 12/18/2010 1325 P 2,825Aug-10 SPX 12/18/2010 1325 C 11,695Aug-10 SPX 12/18/2010 1350 P 11,181Aug-10 SPX 12/18/2010 1350 C 37,972Aug-10 SPX 12/18/2010 1375 C 16,616Aug-10 SPX 12/18/2010 1375 P 3,230Aug-10 SPX 12/18/2010 1400 C 149,299Aug-10 SPX 12/18/2010 1400 P 7,335Aug-10 SPX 12/18/2010 1425 C 4,421Aug-10 SPX 12/18/2010 1425 P 1,818Aug-10 SPX 12/18/2010 1450 P 1,557Aug-10 SPX 12/18/2010 1450 C 14,865Aug-10 SPX 12/18/2010 1500 P 28,983Aug-10 SPX 12/18/2010 1500 C 69,236Aug-10 SPX 12/18/2010 1550 P 361Aug-10 SPX 12/18/2010 1550 C 1,982Aug-10 SPX 12/18/2010 1600 P 234Aug-10 SPX 12/18/2010 1600 C 4,824Aug-10 SPX 12/18/2010 1700 P 1,447Aug-10 SPX 12/18/2010 1700 C 7,574Aug-10 SPX 12/18/2010 1800 P 90Aug-10 SPX 12/18/2010 1800 C 9,294Aug-10 SPX 12/18/2010 1900 P 1,123Aug-10 SPX 12/18/2010 1900 C 7,488Aug-10 SPX 12/18/2010 2000 P 178Aug-10 SPX 12/18/2010 2000 C 15,689Aug-10 SPX 12/18/2010 2100 P 632Aug-10 SPX 12/18/2010 2100 C 5,726Aug-10 SPX 12/18/2010 2150 C 160Aug-10 SPX 12/18/2010 2250 P 234Aug-10 SPX 12/18/2010 2250 C 6,176Aug-10 SPX 12/18/2010 2500 P 1,168Aug-10 SPX 12/18/2010 2500 C 10,299Aug-10 SPX 1/22/2011 500 P 658Aug-10 SPX 1/22/2011 550 P 6Aug-10 SPX 1/22/2011 600 P 112Aug-10 SPX 1/22/2011 650 C 3Aug-10 SPX 1/22/2011 750 P 1,001Aug-10 SPX 1/22/2011 775 P 500

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 514: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 1/22/2011 800 P 10Aug-10 SPX 1/22/2011 825 P 300Aug-10 SPX 1/22/2011 850 P 4,850Aug-10 SPX 1/22/2011 875 P 1,900Aug-10 SPX 1/22/2011 900 P 34,950Aug-10 SPX 1/22/2011 925 P 3,305Aug-10 SPX 1/22/2011 950 P 10,430Aug-10 SPX 1/22/2011 975 P 4,036Aug-10 SPX 1/22/2011 1000 C 100Aug-10 SPX 1/22/2011 1000 P 59,072Aug-10 SPX 1/22/2011 1025 P 9,750Aug-10 SPX 1/22/2011 1025 C 3,550Aug-10 SPX 1/22/2011 1050 P 10,376Aug-10 SPX 1/22/2011 1050 C 3,900Aug-10 SPX 1/22/2011 1075 P 9,250Aug-10 SPX 1/22/2011 1075 C 1,407Aug-10 SPX 1/22/2011 1100 P 3Aug-10 SPX 1/22/2011 1100 C 1,000Aug-10 SPX 1/22/2011 1125 C 2,005Aug-10 SPX 1/22/2011 1150 P 505Aug-10 SPX 1/22/2011 1150 C 1,905Aug-10 SPX 1/22/2011 1175 C 1,914Aug-10 SPX 1/22/2011 1175 P 200Aug-10 SPX 1/22/2011 1200 P 4Aug-10 SPX 1/22/2011 1200 C 11,280Aug-10 SPX 1/22/2011 1225 C 50Aug-10 SPX 1/22/2011 1250 P 5Aug-10 SPX 1/22/2011 1250 C 100Aug-10 SPX 1/22/2011 1275 C 146Aug-10 SPX 1/22/2011 1300 C 8Aug-10 SPX 3/19/2011 100 P 100Aug-10 SPX 3/19/2011 300 P 49Aug-10 SPX 3/19/2011 325 P 25Aug-10 SPX 3/19/2011 350 P 100Aug-10 SPX 3/19/2011 400 P 714Aug-10 SPX 3/19/2011 425 P 1,327Aug-10 SPX 3/19/2011 450 P 268Aug-10 SPX 3/19/2011 475 P 32Aug-10 SPX 3/19/2011 500 P 3,485Aug-10 SPX 3/19/2011 525 P 212Aug-10 SPX 3/19/2011 550 P 1,231Aug-10 SPX 3/19/2011 575 P 93Aug-10 SPX 3/19/2011 600 P 2,750Aug-10 SPX 3/19/2011 625 P 17Aug-10 SPX 3/19/2011 650 P 154Aug-10 SPX 3/19/2011 675 P 100Aug-10 SPX 3/19/2011 700 P 13,355Aug-10 SPX 3/19/2011 700 C 2Aug-10 SPX 3/19/2011 725 P 40

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 515: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 3/19/2011 750 P 6,789Aug-10 SPX 3/19/2011 775 P 2,855Aug-10 SPX 3/19/2011 800 P 13,761Aug-10 SPX 3/19/2011 800 C 104Aug-10 SPX 3/19/2011 825 P 2,117Aug-10 SPX 3/19/2011 850 P 25,594Aug-10 SPX 3/19/2011 850 C 1,000Aug-10 SPX 3/19/2011 875 P 5,527Aug-10 SPX 3/19/2011 900 P 12,600Aug-10 SPX 3/19/2011 925 P 15,998Aug-10 SPX 3/19/2011 925 C 500Aug-10 SPX 3/19/2011 950 C 1,001Aug-10 SPX 3/19/2011 950 P 19,174Aug-10 SPX 3/19/2011 975 P 8,043Aug-10 SPX 3/19/2011 975 C 3Aug-10 SPX 3/19/2011 1000 C 2,904Aug-10 SPX 3/19/2011 1000 P 22,477Aug-10 SPX 3/19/2011 1025 P 3,894Aug-10 SPX 3/19/2011 1025 C 1,368Aug-10 SPX 3/19/2011 1050 P 22,928Aug-10 SPX 3/19/2011 1050 C 10,403Aug-10 SPX 3/19/2011 1075 P 16,947Aug-10 SPX 3/19/2011 1075 C 7,085Aug-10 SPX 3/19/2011 1100 P 27,095Aug-10 SPX 3/19/2011 1100 C 24,203Aug-10 SPX 3/19/2011 1125 C 12,581Aug-10 SPX 3/19/2011 1125 P 9,905Aug-10 SPX 3/19/2011 1150 P 5,583Aug-10 SPX 3/19/2011 1150 C 9,328Aug-10 SPX 3/19/2011 1175 C 9,936Aug-10 SPX 3/19/2011 1175 P 4,496Aug-10 SPX 3/19/2011 1200 P 4,988Aug-10 SPX 3/19/2011 1200 C 36,003Aug-10 SPX 3/19/2011 1225 C 5,959Aug-10 SPX 3/19/2011 1250 P 507Aug-10 SPX 3/19/2011 1250 C 9,860Aug-10 SPX 3/19/2011 1275 P 2Aug-10 SPX 3/19/2011 1275 C 6,786Aug-10 SPX 3/19/2011 1300 P 6,004Aug-10 SPX 3/19/2011 1300 C 25,311Aug-10 SPX 3/19/2011 1325 C 2,168Aug-10 SPX 3/19/2011 1325 P 1Aug-10 SPX 3/19/2011 1350 C 4,043Aug-10 SPX 3/19/2011 1375 C 150Aug-10 SPX 3/19/2011 1400 P 20Aug-10 SPX 3/19/2011 1400 C 11,729Aug-10 SPX 3/19/2011 1425 C 497Aug-10 SPX 3/19/2011 1450 C 309Aug-10 SPX 3/19/2011 1475 C 100

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 516: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 3/19/2011 1500 P 22Aug-10 SPX 3/19/2011 1500 C 48Aug-10 SPX 3/19/2011 1525 C 29Aug-10 SPX 3/19/2011 1550 C 9Aug-10 SPX 3/19/2011 1900 P 990Aug-10 SPX 3/19/2011 2100 P 990Aug-10 SPX 6/18/2011 100 C 1Aug-10 SPX 6/18/2011 100 P 22,041Aug-10 SPX 6/18/2011 200 P 4,018Aug-10 SPX 6/18/2011 225 P 161Aug-10 SPX 6/18/2011 250 P 92Aug-10 SPX 6/18/2011 275 P 1Aug-10 SPX 6/18/2011 300 C 2Aug-10 SPX 6/18/2011 300 P 81Aug-10 SPX 6/18/2011 325 P 1Aug-10 SPX 6/18/2011 350 C 3Aug-10 SPX 6/18/2011 350 P 23Aug-10 SPX 6/18/2011 375 P 253Aug-10 SPX 6/18/2011 400 P 4,610Aug-10 SPX 6/18/2011 425 P 26Aug-10 SPX 6/18/2011 450 P 90Aug-10 SPX 6/18/2011 475 P 1Aug-10 SPX 6/18/2011 500 P 2,359Aug-10 SPX 6/18/2011 525 P 67Aug-10 SPX 6/18/2011 550 P 4,840Aug-10 SPX 6/18/2011 600 P 8,173Aug-10 SPX 6/18/2011 650 P 7,411Aug-10 SPX 6/18/2011 650 C 6,000Aug-10 SPX 6/18/2011 700 P 33,311Aug-10 SPX 6/18/2011 750 P 28,640Aug-10 SPX 6/18/2011 775 P 2,066Aug-10 SPX 6/18/2011 800 P 22,049Aug-10 SPX 6/18/2011 800 C 100Aug-10 SPX 6/18/2011 825 P 4,264Aug-10 SPX 6/18/2011 850 P 21,446Aug-10 SPX 6/18/2011 875 P 2,506Aug-10 SPX 6/18/2011 900 C 2,113Aug-10 SPX 6/18/2011 900 P 21,990Aug-10 SPX 6/18/2011 925 P 3,725Aug-10 SPX 6/18/2011 950 P 29,195Aug-10 SPX 6/18/2011 950 C 1,244Aug-10 SPX 6/18/2011 975 P 14,958Aug-10 SPX 6/18/2011 975 C 1Aug-10 SPX 6/18/2011 1000 P 47,723Aug-10 SPX 6/18/2011 1000 C 13,220Aug-10 SPX 6/18/2011 1025 P 8,719Aug-10 SPX 6/18/2011 1025 C 5,750Aug-10 SPX 6/18/2011 1050 P 37,226Aug-10 SPX 6/18/2011 1050 C 13,280

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 517: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 6/18/2011 1060 P 32Aug-10 SPX 6/18/2011 1060 C 22Aug-10 SPX 6/18/2011 1075 C 11,548Aug-10 SPX 6/18/2011 1075 P 16,481Aug-10 SPX 6/18/2011 1100 P 30,467Aug-10 SPX 6/18/2011 1100 C 25,509Aug-10 SPX 6/18/2011 1125 P 7,277Aug-10 SPX 6/18/2011 1125 C 10,512Aug-10 SPX 6/18/2011 1150 P 9,522Aug-10 SPX 6/18/2011 1150 C 12,630Aug-10 SPX 6/18/2011 1175 P 3,711Aug-10 SPX 6/18/2011 1175 C 13,488Aug-10 SPX 6/18/2011 1200 P 11,923Aug-10 SPX 6/18/2011 1200 C 27,884Aug-10 SPX 6/18/2011 1225 P 1,063Aug-10 SPX 6/18/2011 1225 C 7,903Aug-10 SPX 6/18/2011 1250 P 406Aug-10 SPX 6/18/2011 1250 C 12,650Aug-10 SPX 6/18/2011 1275 C 1,382Aug-10 SPX 6/18/2011 1275 P 350Aug-10 SPX 6/18/2011 1300 P 2,711Aug-10 SPX 6/18/2011 1300 C 33,509Aug-10 SPX 6/18/2011 1325 C 7,005Aug-10 SPX 6/18/2011 1350 P 3Aug-10 SPX 6/18/2011 1350 C 9,680Aug-10 SPX 6/18/2011 1375 P 1Aug-10 SPX 6/18/2011 1375 C 78Aug-10 SPX 6/18/2011 1400 P 20Aug-10 SPX 6/18/2011 1400 C 13,244Aug-10 SPX 6/18/2011 1450 C 1,761Aug-10 SPX 6/18/2011 1475 C 5,040Aug-10 SPX 6/18/2011 1500 C 3,717Aug-10 SPX 6/18/2011 1550 C 303Aug-10 SPX 6/18/2011 1600 P 20Aug-10 SPX 6/18/2011 1600 C 141Aug-10 SPX 6/18/2011 1650 C 151Aug-10 SPX 6/18/2011 1700 P 50Aug-10 SPX 6/18/2011 1700 C 78Aug-10 SPX 6/18/2011 1800 C 3Aug-10 SPX 6/18/2011 1800 P 68Aug-10 SPX 6/18/2011 1900 P 113Aug-10 SPX 6/18/2011 2000 P 156Aug-10 SPX 6/18/2011 2000 C 1Aug-10 SPX 6/18/2011 2250 P 113Aug-10 SPX 6/18/2011 2500 P 165Aug-10 SPX 12/17/2011 50 P 27,376Aug-10 SPX 12/17/2011 100 P 12,487Aug-10 SPX 12/17/2011 100 C 9Aug-10 SPX 12/17/2011 150 P 1,428

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 518: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 12/17/2011 200 C 3Aug-10 SPX 12/17/2011 200 P 44,752Aug-10 SPX 12/17/2011 225 P 5,961Aug-10 SPX 12/17/2011 250 P 109,713Aug-10 SPX 12/17/2011 250 C 15Aug-10 SPX 12/17/2011 275 P 2,562Aug-10 SPX 12/17/2011 280 P 1,628Aug-10 SPX 12/17/2011 280 C 102Aug-10 SPX 12/17/2011 300 P 18,622Aug-10 SPX 12/17/2011 300 C 89Aug-10 SPX 12/17/2011 325 P 332Aug-10 SPX 12/17/2011 350 C 10Aug-10 SPX 12/17/2011 350 P 2,037Aug-10 SPX 12/17/2011 375 P 12Aug-10 SPX 12/17/2011 400 C 32Aug-10 SPX 12/17/2011 400 P 145,846Aug-10 SPX 12/17/2011 425 P 111Aug-10 SPX 12/17/2011 450 P 12,506Aug-10 SPX 12/17/2011 450 C 8Aug-10 SPX 12/17/2011 475 P 168Aug-10 SPX 12/17/2011 500 P 19,680Aug-10 SPX 12/17/2011 500 C 526Aug-10 SPX 12/17/2011 525 P 57Aug-10 SPX 12/17/2011 550 P 8,441Aug-10 SPX 12/17/2011 550 C 6Aug-10 SPX 12/17/2011 600 C 21Aug-10 SPX 12/17/2011 600 P 52,643Aug-10 SPX 12/17/2011 650 P 30,277Aug-10 SPX 12/17/2011 650 C 1,217Aug-10 SPX 12/17/2011 700 P 56,636Aug-10 SPX 12/17/2011 700 C 3,818Aug-10 SPX 12/17/2011 750 P 36,655Aug-10 SPX 12/17/2011 750 C 404Aug-10 SPX 12/17/2011 775 P 147Aug-10 SPX 12/17/2011 800 C 14,399Aug-10 SPX 12/17/2011 800 P 67,577Aug-10 SPX 12/17/2011 825 P 1,588Aug-10 SPX 12/17/2011 825 C 151Aug-10 SPX 12/17/2011 850 P 20,134Aug-10 SPX 12/17/2011 850 C 6,751Aug-10 SPX 12/17/2011 900 P 67,298Aug-10 SPX 12/17/2011 900 C 16,676Aug-10 SPX 12/17/2011 920 P 3,100Aug-10 SPX 12/17/2011 920 C 606Aug-10 SPX 12/17/2011 925 P 4,338Aug-10 SPX 12/17/2011 950 P 17,167Aug-10 SPX 12/17/2011 950 C 6,434Aug-10 SPX 12/17/2011 975 C 2Aug-10 SPX 12/17/2011 975 P 3,906

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 519: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 12/17/2011 1000 P 36,911Aug-10 SPX 12/17/2011 1000 C 19,420Aug-10 SPX 12/17/2011 1025 P 5,897Aug-10 SPX 12/17/2011 1025 C 1,872Aug-10 SPX 12/17/2011 1050 P 29,048Aug-10 SPX 12/17/2011 1050 C 13,887Aug-10 SPX 12/17/2011 1075 P 12,323Aug-10 SPX 12/17/2011 1075 C 7,122Aug-10 SPX 12/17/2011 1100 P 64,650Aug-10 SPX 12/17/2011 1100 C 66,616Aug-10 SPX 12/17/2011 1125 C 18,485Aug-10 SPX 12/17/2011 1125 P 10,786Aug-10 SPX 12/17/2011 1150 C 30,697Aug-10 SPX 12/17/2011 1150 P 14,227Aug-10 SPX 12/17/2011 1175 P 2,596Aug-10 SPX 12/17/2011 1175 C 3,598Aug-10 SPX 12/17/2011 1200 P 15,094Aug-10 SPX 12/17/2011 1200 C 56,789Aug-10 SPX 12/17/2011 1225 P 1,000Aug-10 SPX 12/17/2011 1225 C 3,244Aug-10 SPX 12/17/2011 1250 P 1,828Aug-10 SPX 12/17/2011 1250 C 19,820Aug-10 SPX 12/17/2011 1275 P 1,350Aug-10 SPX 12/17/2011 1275 C 5,485Aug-10 SPX 12/17/2011 1300 P 3,047Aug-10 SPX 12/17/2011 1300 C 78,933Aug-10 SPX 12/17/2011 1350 P 751Aug-10 SPX 12/17/2011 1350 C 7,284Aug-10 SPX 12/17/2011 1400 C 39,447Aug-10 SPX 12/17/2011 1400 P 3,474Aug-10 SPX 12/17/2011 1450 C 8,645Aug-10 SPX 12/17/2011 1500 P 3,163Aug-10 SPX 12/17/2011 1500 C 62,234Aug-10 SPX 12/17/2011 1550 C 4,410Aug-10 SPX 12/17/2011 1600 P 527Aug-10 SPX 12/17/2011 1600 C 30,256Aug-10 SPX 12/17/2011 1700 P 97Aug-10 SPX 12/17/2011 1700 C 2,384Aug-10 SPX 12/17/2011 1800 P 119Aug-10 SPX 12/17/2011 1800 C 630Aug-10 SPX 12/17/2011 1900 P 106Aug-10 SPX 12/17/2011 1900 C 74Aug-10 SPX 12/17/2011 2000 P 244Aug-10 SPX 12/17/2011 2000 C 5,078Aug-10 SPX 12/17/2011 2250 P 70Aug-10 SPX 12/17/2011 2500 P 239Aug-10 SPX 12/17/2011 2500 C 13Aug-10 SPX 6/16/2012 100 P 111Aug-10 SPX 6/16/2012 200 P 4,215

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 520: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 6/16/2012 400 P 3Aug-10 SPX 6/16/2012 600 P 500Aug-10 SPX 6/16/2012 650 P 1,200Aug-10 SPX 6/16/2012 750 P 1,220Aug-10 SPX 6/16/2012 800 P 550Aug-10 SPX 6/16/2012 825 P 20Aug-10 SPX 6/16/2012 850 P 595Aug-10 SPX 6/16/2012 900 P 1,850Aug-10 SPX 6/16/2012 925 P 100Aug-10 SPX 6/16/2012 950 P 6Aug-10 SPX 6/16/2012 950 C 100Aug-10 SPX 6/16/2012 1000 P 300Aug-10 SPX 6/16/2012 1050 P 4,600Aug-10 SPX 6/16/2012 1050 C 2,450Aug-10 SPX 6/16/2012 1075 P 100Aug-10 SPX 6/16/2012 1075 C 1,900Aug-10 SPX 6/16/2012 1100 P 4,161Aug-10 SPX 6/16/2012 1100 C 1,095Aug-10 SPX 6/16/2012 1125 C 170Aug-10 SPX 6/16/2012 1125 P 130Aug-10 SPX 6/16/2012 1150 C 550Aug-10 SPX 6/16/2012 1200 P 2Aug-10 SPX 6/16/2012 1200 C 225Aug-10 SPX 6/16/2012 1225 P 2Aug-10 SPX 6/16/2012 1225 C 1Aug-10 SPX 6/16/2012 1250 C 502Aug-10 SPX 6/16/2012 1275 C 460Aug-10 SPX 6/16/2012 1300 C 1,150Aug-10 SPX 6/16/2012 1325 C 25Aug-10 SPX 6/16/2012 1450 C 10Aug-10 SPX 6/16/2012 1475 C 1,000Aug-10 SPX 6/16/2012 1500 C 6,520Aug-10 SPX 6/16/2012 1800 P 5Aug-10 SPX 6/16/2012 2250 P 13Aug-10 SPX 6/16/2012 2500 P 1Aug-10 SPX 12/22/2012 100 P 3,998Aug-10 SPX 12/22/2012 100 C 4Aug-10 SPX 12/22/2012 200 P 6,919Aug-10 SPX 12/22/2012 200 C 1Aug-10 SPX 12/22/2012 250 P 2,328Aug-10 SPX 12/22/2012 300 P 2,844Aug-10 SPX 12/22/2012 300 C 14Aug-10 SPX 12/22/2012 350 P 3,885Aug-10 SPX 12/22/2012 350 C 2Aug-10 SPX 12/22/2012 400 C 1Aug-10 SPX 12/22/2012 400 P 10,748Aug-10 SPX 12/22/2012 450 P 1,765Aug-10 SPX 12/22/2012 450 C 10Aug-10 SPX 12/22/2012 500 P 18,264

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 521: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 12/22/2012 500 C 606Aug-10 SPX 12/22/2012 550 P 11,060Aug-10 SPX 12/22/2012 600 P 87,499Aug-10 SPX 12/22/2012 600 C 20Aug-10 SPX 12/22/2012 650 P 2,857Aug-10 SPX 12/22/2012 650 C 5Aug-10 SPX 12/22/2012 700 P 16,850Aug-10 SPX 12/22/2012 700 C 4,273Aug-10 SPX 12/22/2012 750 P 8,844Aug-10 SPX 12/22/2012 800 P 11,528Aug-10 SPX 12/22/2012 800 C 111Aug-10 SPX 12/22/2012 825 P 55Aug-10 SPX 12/22/2012 825 C 600Aug-10 SPX 12/22/2012 850 P 16,742Aug-10 SPX 12/22/2012 875 P 10Aug-10 SPX 12/22/2012 900 P 31,382Aug-10 SPX 12/22/2012 900 C 719Aug-10 SPX 12/22/2012 925 P 203Aug-10 SPX 12/22/2012 925 C 2Aug-10 SPX 12/22/2012 950 C 1,918Aug-10 SPX 12/22/2012 950 P 9,350Aug-10 SPX 12/22/2012 975 C 6Aug-10 SPX 12/22/2012 975 P 2Aug-10 SPX 12/22/2012 1000 P 16,755Aug-10 SPX 12/22/2012 1000 C 7,991Aug-10 SPX 12/22/2012 1025 P 1,402Aug-10 SPX 12/22/2012 1025 C 301Aug-10 SPX 12/22/2012 1050 P 18,750Aug-10 SPX 12/22/2012 1050 C 11,062Aug-10 SPX 12/22/2012 1075 P 5,505Aug-10 SPX 12/22/2012 1075 C 4,033Aug-10 SPX 12/22/2012 1100 P 49,497Aug-10 SPX 12/22/2012 1100 C 40,731Aug-10 SPX 12/22/2012 1125 P 4,901Aug-10 SPX 12/22/2012 1125 C 6,705Aug-10 SPX 12/22/2012 1150 C 21,072Aug-10 SPX 12/22/2012 1150 P 15,277Aug-10 SPX 12/22/2012 1175 P 4,639Aug-10 SPX 12/22/2012 1175 C 6,703Aug-10 SPX 12/22/2012 1200 P 22,114Aug-10 SPX 12/22/2012 1200 C 13,835Aug-10 SPX 12/22/2012 1220 C 2Aug-10 SPX 12/22/2012 1250 P 3,557Aug-10 SPX 12/22/2012 1250 C 15,336Aug-10 SPX 12/22/2012 1300 P 5,860Aug-10 SPX 12/22/2012 1300 C 24,516Aug-10 SPX 12/22/2012 1350 P 1,000Aug-10 SPX 12/22/2012 1350 C 1,984Aug-10 SPX 12/22/2012 1400 P 602

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 522: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-10 SPX 12/22/2012 1400 C 28,816Aug-10 SPX 12/22/2012 1450 P 701Aug-10 SPX 12/22/2012 1450 C 4,502Aug-10 SPX 12/22/2012 1500 P 606Aug-10 SPX 12/22/2012 1500 C 18,334Aug-10 SPX 12/22/2012 1550 P 10Aug-10 SPX 12/22/2012 1550 C 4,771Aug-10 SPX 12/22/2012 1600 P 40Aug-10 SPX 12/22/2012 1600 C 69,451Aug-10 SPX 12/22/2012 1700 P 126Aug-10 SPX 12/22/2012 1700 C 5,502Aug-10 SPX 12/22/2012 1800 P 99Aug-10 SPX 12/22/2012 1800 C 15,224Aug-10 SPX 12/22/2012 1900 P 160Aug-10 SPX 12/22/2012 1900 C 5,456Aug-10 SPX 12/22/2012 2000 C 21,946Aug-10 SPX 12/22/2012 2000 P 307Aug-10 SPX 12/22/2012 2250 P 304Aug-10 SPX 12/22/2012 2250 C 4Aug-10 SPX 12/22/2012 2500 P 634Aug-10 SPX 12/22/2012 2500 C 518Sep-10 SPX 10/16/2010 200 C 4Sep-10 SPX 10/16/2010 300 C 7Sep-10 SPX 10/16/2010 300 P 1Sep-10 SPX 10/16/2010 400 P 96Sep-10 SPX 10/16/2010 450 P 169Sep-10 SPX 10/16/2010 500 C 2,000Sep-10 SPX 10/16/2010 500 P 3,178Sep-10 SPX 10/16/2010 550 P 533Sep-10 SPX 10/16/2010 575 P 200Sep-10 SPX 10/16/2010 600 P 1,498Sep-10 SPX 10/16/2010 610 P 1Sep-10 SPX 10/16/2010 620 P 2Sep-10 SPX 10/16/2010 625 P 840Sep-10 SPX 10/16/2010 630 P 13Sep-10 SPX 10/16/2010 635 P 10Sep-10 SPX 10/16/2010 640 P 3,041Sep-10 SPX 10/16/2010 645 P 1,277Sep-10 SPX 10/16/2010 650 P 9,238Sep-10 SPX 10/16/2010 655 P 2,183Sep-10 SPX 10/16/2010 660 P 5,419Sep-10 SPX 10/16/2010 670 P 4,356Sep-10 SPX 10/16/2010 675 P 4,224Sep-10 SPX 10/16/2010 680 P 2,479Sep-10 SPX 10/16/2010 685 P 2,255Sep-10 SPX 10/16/2010 690 P 2,562Sep-10 SPX 10/16/2010 695 P 3,538Sep-10 SPX 10/16/2010 700 P 66,421Sep-10 SPX 10/16/2010 700 C 85

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 523: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 10/16/2010 705 P 4,399Sep-10 SPX 10/16/2010 705 C 2Sep-10 SPX 10/16/2010 710 P 4,152Sep-10 SPX 10/16/2010 715 P 3,818Sep-10 SPX 10/16/2010 720 P 4,296Sep-10 SPX 10/16/2010 725 P 6,172Sep-10 SPX 10/16/2010 725 C 51Sep-10 SPX 10/16/2010 730 P 4,776Sep-10 SPX 10/16/2010 735 P 4,267Sep-10 SPX 10/16/2010 740 P 4,071Sep-10 SPX 10/16/2010 745 P 3,834Sep-10 SPX 10/16/2010 750 P 8,862Sep-10 SPX 10/16/2010 755 P 4,487Sep-10 SPX 10/16/2010 760 P 4,045Sep-10 SPX 10/16/2010 765 P 3,769Sep-10 SPX 10/16/2010 770 P 3,232Sep-10 SPX 10/16/2010 775 P 5,602Sep-10 SPX 10/16/2010 775 C 11Sep-10 SPX 10/16/2010 780 P 2,575Sep-10 SPX 10/16/2010 785 P 3,041Sep-10 SPX 10/16/2010 790 P 3,506Sep-10 SPX 10/16/2010 795 P 2,355Sep-10 SPX 10/16/2010 800 C 105Sep-10 SPX 10/16/2010 800 P 28,930Sep-10 SPX 10/16/2010 805 P 2,525Sep-10 SPX 10/16/2010 810 P 3,133Sep-10 SPX 10/16/2010 815 P 3,229Sep-10 SPX 10/16/2010 820 P 6,842Sep-10 SPX 10/16/2010 825 P 21,326Sep-10 SPX 10/16/2010 825 C 110Sep-10 SPX 10/16/2010 830 P 4,931Sep-10 SPX 10/16/2010 835 P 2,862Sep-10 SPX 10/16/2010 840 P 7,670Sep-10 SPX 10/16/2010 845 P 4,676Sep-10 SPX 10/16/2010 850 C 145Sep-10 SPX 10/16/2010 850 P 36,509Sep-10 SPX 10/16/2010 855 P 2,882Sep-10 SPX 10/16/2010 860 P 4,750Sep-10 SPX 10/16/2010 865 P 4,769Sep-10 SPX 10/16/2010 870 P 5,707Sep-10 SPX 10/16/2010 875 P 25,344Sep-10 SPX 10/16/2010 875 C 200Sep-10 SPX 10/16/2010 880 P 2,680Sep-10 SPX 10/16/2010 885 P 3,934Sep-10 SPX 10/16/2010 890 P 2,700Sep-10 SPX 10/16/2010 890 C 2Sep-10 SPX 10/16/2010 895 P 2,549Sep-10 SPX 10/16/2010 900 P 53,982Sep-10 SPX 10/16/2010 900 C 1,053

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 524: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 10/16/2010 905 C 2Sep-10 SPX 10/16/2010 905 P 2,740Sep-10 SPX 10/16/2010 910 C 2Sep-10 SPX 10/16/2010 910 P 6,930Sep-10 SPX 10/16/2010 915 C 2Sep-10 SPX 10/16/2010 915 P 2,078Sep-10 SPX 10/16/2010 920 P 2,591Sep-10 SPX 10/16/2010 925 P 24,333Sep-10 SPX 10/16/2010 925 C 110Sep-10 SPX 10/16/2010 930 P 6,987Sep-10 SPX 10/16/2010 930 C 24Sep-10 SPX 10/16/2010 935 P 6,717Sep-10 SPX 10/16/2010 935 C 1Sep-10 SPX 10/16/2010 940 P 10,583Sep-10 SPX 10/16/2010 940 C 1Sep-10 SPX 10/16/2010 945 P 3,672Sep-10 SPX 10/16/2010 945 C 1Sep-10 SPX 10/16/2010 950 P 63,013Sep-10 SPX 10/16/2010 950 C 653Sep-10 SPX 10/16/2010 955 C 5Sep-10 SPX 10/16/2010 955 P 8,170Sep-10 SPX 10/16/2010 960 C 4Sep-10 SPX 10/16/2010 960 P 13,077Sep-10 SPX 10/16/2010 965 P 2,826Sep-10 SPX 10/16/2010 965 C 1Sep-10 SPX 10/16/2010 970 P 11,303Sep-10 SPX 10/16/2010 975 P 49,216Sep-10 SPX 10/16/2010 975 C 366Sep-10 SPX 10/16/2010 980 P 9,797Sep-10 SPX 10/16/2010 980 C 20,000Sep-10 SPX 10/16/2010 985 P 12,340Sep-10 SPX 10/16/2010 990 P 13,826Sep-10 SPX 10/16/2010 990 C 1Sep-10 SPX 10/16/2010 995 P 6,504Sep-10 SPX 10/16/2010 1000 C 1,086Sep-10 SPX 10/16/2010 1000 P 110,597Sep-10 SPX 10/16/2010 1005 C 1Sep-10 SPX 10/16/2010 1005 P 6,494Sep-10 SPX 10/16/2010 1010 P 21,672Sep-10 SPX 10/16/2010 1015 P 5,517Sep-10 SPX 10/16/2010 1020 P 16,216Sep-10 SPX 10/16/2010 1020 C 231Sep-10 SPX 10/16/2010 1025 P 69,079Sep-10 SPX 10/16/2010 1025 C 11,592Sep-10 SPX 10/16/2010 1030 C 26,631Sep-10 SPX 10/16/2010 1030 P 12,389Sep-10 SPX 10/16/2010 1035 P 3,905Sep-10 SPX 10/16/2010 1035 C 19Sep-10 SPX 10/16/2010 1040 P 36,266

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 525: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 10/16/2010 1040 C 49Sep-10 SPX 10/16/2010 1045 P 10,357Sep-10 SPX 10/16/2010 1045 C 108Sep-10 SPX 10/16/2010 1050 P 108,256Sep-10 SPX 10/16/2010 1050 C 30,923Sep-10 SPX 10/16/2010 1055 P 2,628Sep-10 SPX 10/16/2010 1055 C 81Sep-10 SPX 10/16/2010 1060 P 22,202Sep-10 SPX 10/16/2010 1060 C 1,727Sep-10 SPX 10/16/2010 1065 P 8,380Sep-10 SPX 10/16/2010 1065 C 607Sep-10 SPX 10/16/2010 1070 C 2,195Sep-10 SPX 10/16/2010 1070 P 39,526Sep-10 SPX 10/16/2010 1075 P 73,192Sep-10 SPX 10/16/2010 1075 C 16,883Sep-10 SPX 10/16/2010 1080 P 28,117Sep-10 SPX 10/16/2010 1080 C 2,666Sep-10 SPX 10/16/2010 1085 P 5,437Sep-10 SPX 10/16/2010 1085 C 2,364Sep-10 SPX 10/16/2010 1090 C 2,459Sep-10 SPX 10/16/2010 1090 P 17,498Sep-10 SPX 10/16/2010 1095 C 499Sep-10 SPX 10/16/2010 1095 P 5,659Sep-10 SPX 10/16/2010 1100 P 171,257Sep-10 SPX 10/16/2010 1100 C 140,806Sep-10 SPX 10/16/2010 1105 P 4,414Sep-10 SPX 10/16/2010 1105 C 3,072Sep-10 SPX 10/16/2010 1110 P 7,893Sep-10 SPX 10/16/2010 1110 C 2,858Sep-10 SPX 10/16/2010 1115 P 5,020Sep-10 SPX 10/16/2010 1115 C 9,992Sep-10 SPX 10/16/2010 1120 C 35,907Sep-10 SPX 10/16/2010 1120 P 39,775Sep-10 SPX 10/16/2010 1125 P 35,955Sep-10 SPX 10/16/2010 1125 C 62,892Sep-10 SPX 10/16/2010 1130 P 8,359Sep-10 SPX 10/16/2010 1130 C 19,988Sep-10 SPX 10/16/2010 1135 C 6,738Sep-10 SPX 10/16/2010 1135 P 980Sep-10 SPX 10/16/2010 1140 P 12,298Sep-10 SPX 10/16/2010 1140 C 24,221Sep-10 SPX 10/16/2010 1145 P 1,942Sep-10 SPX 10/16/2010 1145 C 10,767Sep-10 SPX 10/16/2010 1150 P 22,084Sep-10 SPX 10/16/2010 1150 C 51,219Sep-10 SPX 10/16/2010 1155 P 3,181Sep-10 SPX 10/16/2010 1155 C 13,615Sep-10 SPX 10/16/2010 1160 P 719Sep-10 SPX 10/16/2010 1160 C 26,252

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 526: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 10/16/2010 1165 P 34Sep-10 SPX 10/16/2010 1165 C 23,599Sep-10 SPX 10/16/2010 1170 C 31,654Sep-10 SPX 10/16/2010 1170 P 151Sep-10 SPX 10/16/2010 1175 P 1,998Sep-10 SPX 10/16/2010 1175 C 54,362Sep-10 SPX 10/16/2010 1180 P 55Sep-10 SPX 10/16/2010 1180 C 15,381Sep-10 SPX 10/16/2010 1185 P 56Sep-10 SPX 10/16/2010 1185 C 13,868Sep-10 SPX 10/16/2010 1190 P 78Sep-10 SPX 10/16/2010 1190 C 17,686Sep-10 SPX 10/16/2010 1195 P 58Sep-10 SPX 10/16/2010 1195 C 7,689Sep-10 SPX 10/16/2010 1200 P 2,944Sep-10 SPX 10/16/2010 1200 C 60,105Sep-10 SPX 10/16/2010 1205 C 7,313Sep-10 SPX 10/16/2010 1205 P 5Sep-10 SPX 10/16/2010 1210 P 16Sep-10 SPX 10/16/2010 1210 C 11,653Sep-10 SPX 10/16/2010 1215 P 25Sep-10 SPX 10/16/2010 1215 C 8,372Sep-10 SPX 10/16/2010 1220 P 10Sep-10 SPX 10/16/2010 1220 C 6,355Sep-10 SPX 10/16/2010 1225 P 104Sep-10 SPX 10/16/2010 1225 C 26,924Sep-10 SPX 10/16/2010 1230 P 51Sep-10 SPX 10/16/2010 1230 C 12,114Sep-10 SPX 10/16/2010 1235 C 1,829Sep-10 SPX 10/16/2010 1235 P 496Sep-10 SPX 10/16/2010 1240 P 3Sep-10 SPX 10/16/2010 1240 C 4,164Sep-10 SPX 10/16/2010 1245 P 3Sep-10 SPX 10/16/2010 1245 C 1,314Sep-10 SPX 10/16/2010 1250 P 111Sep-10 SPX 10/16/2010 1250 C 21,343Sep-10 SPX 10/16/2010 1255 P 1Sep-10 SPX 10/16/2010 1255 C 1,594Sep-10 SPX 10/16/2010 1260 C 1,854Sep-10 SPX 10/16/2010 1265 C 6,305Sep-10 SPX 10/16/2010 1270 C 1,385Sep-10 SPX 10/16/2010 1275 P 2Sep-10 SPX 10/16/2010 1275 C 4,456Sep-10 SPX 10/16/2010 1280 C 913Sep-10 SPX 10/16/2010 1285 C 1,154Sep-10 SPX 10/16/2010 1290 C 1,201Sep-10 SPX 10/16/2010 1295 C 1,060Sep-10 SPX 10/16/2010 1300 C 5,830Sep-10 SPX 10/16/2010 1305 C 304

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 527: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 10/16/2010 1310 C 532Sep-10 SPX 10/16/2010 1315 C 404Sep-10 SPX 10/16/2010 1320 C 388Sep-10 SPX 10/16/2010 1325 C 1,434Sep-10 SPX 10/16/2010 1350 C 479Sep-10 SPX 10/16/2010 1375 C 876Sep-10 SPX 10/16/2010 1400 C 352Sep-10 SPX 10/16/2010 1450 C 415Sep-10 SPX 10/16/2010 1500 P 2,000Sep-10 SPX 10/16/2010 1500 C 2,392Sep-10 SPX 11/20/2010 200 P 1Sep-10 SPX 11/20/2010 300 P 1Sep-10 SPX 11/20/2010 400 P 1,188Sep-10 SPX 11/20/2010 500 P 175Sep-10 SPX 11/20/2010 550 P 620Sep-10 SPX 11/20/2010 575 P 359Sep-10 SPX 11/20/2010 600 P 3,399Sep-10 SPX 11/20/2010 620 P 27Sep-10 SPX 11/20/2010 625 P 665Sep-10 SPX 11/20/2010 630 P 36Sep-10 SPX 11/20/2010 640 P 251Sep-10 SPX 11/20/2010 650 P 4,549Sep-10 SPX 11/20/2010 660 P 236Sep-10 SPX 11/20/2010 670 P 18Sep-10 SPX 11/20/2010 675 P 55,308Sep-10 SPX 11/20/2010 680 P 288Sep-10 SPX 11/20/2010 690 P 2Sep-10 SPX 11/20/2010 700 C 8Sep-10 SPX 11/20/2010 700 P 11,316Sep-10 SPX 11/20/2010 710 P 112Sep-10 SPX 11/20/2010 720 P 2,221Sep-10 SPX 11/20/2010 725 P 4,300Sep-10 SPX 11/20/2010 730 P 1,225Sep-10 SPX 11/20/2010 740 P 380Sep-10 SPX 11/20/2010 750 P 12,420Sep-10 SPX 11/20/2010 755 P 131Sep-10 SPX 11/20/2010 760 P 275Sep-10 SPX 11/20/2010 765 P 710Sep-10 SPX 11/20/2010 770 P 122Sep-10 SPX 11/20/2010 775 P 9,560Sep-10 SPX 11/20/2010 780 P 258Sep-10 SPX 11/20/2010 785 P 59Sep-10 SPX 11/20/2010 790 P 200Sep-10 SPX 11/20/2010 795 P 132Sep-10 SPX 11/20/2010 800 P 23,109Sep-10 SPX 11/20/2010 800 C 62Sep-10 SPX 11/20/2010 805 P 17Sep-10 SPX 11/20/2010 810 P 45Sep-10 SPX 11/20/2010 820 P 14

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 528: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 11/20/2010 825 P 8,298Sep-10 SPX 11/20/2010 830 P 3,679Sep-10 SPX 11/20/2010 835 P 151Sep-10 SPX 11/20/2010 840 P 7,838Sep-10 SPX 11/20/2010 845 P 279Sep-10 SPX 11/20/2010 850 P 23,913Sep-10 SPX 11/20/2010 855 P 220Sep-10 SPX 11/20/2010 860 P 213Sep-10 SPX 11/20/2010 865 P 1Sep-10 SPX 11/20/2010 870 P 14Sep-10 SPX 11/20/2010 875 P 28,535Sep-10 SPX 11/20/2010 875 C 74Sep-10 SPX 11/20/2010 880 P 2,225Sep-10 SPX 11/20/2010 885 P 24Sep-10 SPX 11/20/2010 890 P 36Sep-10 SPX 11/20/2010 895 P 74Sep-10 SPX 11/20/2010 900 P 31,914Sep-10 SPX 11/20/2010 900 C 124Sep-10 SPX 11/20/2010 905 P 1Sep-10 SPX 11/20/2010 910 P 26Sep-10 SPX 11/20/2010 915 P 6Sep-10 SPX 11/20/2010 920 P 467Sep-10 SPX 11/20/2010 925 P 13,847Sep-10 SPX 11/20/2010 925 C 30Sep-10 SPX 11/20/2010 930 P 5,390Sep-10 SPX 11/20/2010 930 C 100Sep-10 SPX 11/20/2010 935 P 2Sep-10 SPX 11/20/2010 935 C 100Sep-10 SPX 11/20/2010 940 P 7,738Sep-10 SPX 11/20/2010 945 P 1,592Sep-10 SPX 11/20/2010 950 P 57,064Sep-10 SPX 11/20/2010 950 C 45Sep-10 SPX 11/20/2010 955 P 15Sep-10 SPX 11/20/2010 960 P 8,092Sep-10 SPX 11/20/2010 960 C 10Sep-10 SPX 11/20/2010 965 P 1,035Sep-10 SPX 11/20/2010 970 P 1,501Sep-10 SPX 11/20/2010 975 P 18,505Sep-10 SPX 11/20/2010 975 C 10Sep-10 SPX 11/20/2010 980 P 3,620Sep-10 SPX 11/20/2010 985 P 95Sep-10 SPX 11/20/2010 990 P 1,895Sep-10 SPX 11/20/2010 995 P 1,036Sep-10 SPX 11/20/2010 1000 P 84,127Sep-10 SPX 11/20/2010 1000 C 7,122Sep-10 SPX 11/20/2010 1005 P 72Sep-10 SPX 11/20/2010 1010 P 767Sep-10 SPX 11/20/2010 1015 P 4,304Sep-10 SPX 11/20/2010 1020 P 836

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 529: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 11/20/2010 1025 P 41,979Sep-10 SPX 11/20/2010 1030 P 7,215Sep-10 SPX 11/20/2010 1035 P 697Sep-10 SPX 11/20/2010 1040 P 16,235Sep-10 SPX 11/20/2010 1040 C 61Sep-10 SPX 11/20/2010 1045 P 174Sep-10 SPX 11/20/2010 1050 P 59,002Sep-10 SPX 11/20/2010 1050 C 7,999Sep-10 SPX 11/20/2010 1055 C 3Sep-10 SPX 11/20/2010 1055 P 49Sep-10 SPX 11/20/2010 1060 P 11,199Sep-10 SPX 11/20/2010 1060 C 234Sep-10 SPX 11/20/2010 1065 P 2,045Sep-10 SPX 11/20/2010 1070 P 5,874Sep-10 SPX 11/20/2010 1070 C 10Sep-10 SPX 11/20/2010 1075 P 32,268Sep-10 SPX 11/20/2010 1075 C 12,804Sep-10 SPX 11/20/2010 1080 P 8,307Sep-10 SPX 11/20/2010 1080 C 1,502Sep-10 SPX 11/20/2010 1085 P 5,604Sep-10 SPX 11/20/2010 1085 C 6Sep-10 SPX 11/20/2010 1090 P 9,173Sep-10 SPX 11/20/2010 1090 C 36Sep-10 SPX 11/20/2010 1095 P 377Sep-10 SPX 11/20/2010 1095 C 65Sep-10 SPX 11/20/2010 1100 P 59,264Sep-10 SPX 11/20/2010 1100 C 40,990Sep-10 SPX 11/20/2010 1105 P 62Sep-10 SPX 11/20/2010 1110 P 3,701Sep-10 SPX 11/20/2010 1110 C 672Sep-10 SPX 11/20/2010 1115 P 784Sep-10 SPX 11/20/2010 1115 C 78Sep-10 SPX 11/20/2010 1120 P 49,800Sep-10 SPX 11/20/2010 1120 C 1,229Sep-10 SPX 11/20/2010 1125 C 16,861Sep-10 SPX 11/20/2010 1125 P 27,349Sep-10 SPX 11/20/2010 1130 P 10,379Sep-10 SPX 11/20/2010 1130 C 9,397Sep-10 SPX 11/20/2010 1135 P 472Sep-10 SPX 11/20/2010 1135 C 767Sep-10 SPX 11/20/2010 1140 P 2,134Sep-10 SPX 11/20/2010 1140 C 6,186Sep-10 SPX 11/20/2010 1145 P 1,515Sep-10 SPX 11/20/2010 1145 C 490Sep-10 SPX 11/20/2010 1150 P 12,804Sep-10 SPX 11/20/2010 1150 C 26,306Sep-10 SPX 11/20/2010 1155 C 1,141Sep-10 SPX 11/20/2010 1155 P 6Sep-10 SPX 11/20/2010 1160 C 7,171

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 530: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 11/20/2010 1160 P 18Sep-10 SPX 11/20/2010 1165 P 11Sep-10 SPX 11/20/2010 1165 C 2,718Sep-10 SPX 11/20/2010 1170 P 18Sep-10 SPX 11/20/2010 1170 C 791Sep-10 SPX 11/20/2010 1175 P 895Sep-10 SPX 11/20/2010 1175 C 24,885Sep-10 SPX 11/20/2010 1180 P 5Sep-10 SPX 11/20/2010 1180 C 3,274Sep-10 SPX 11/20/2010 1185 C 3,494Sep-10 SPX 11/20/2010 1190 C 6,846Sep-10 SPX 11/20/2010 1195 C 877Sep-10 SPX 11/20/2010 1200 P 819Sep-10 SPX 11/20/2010 1200 C 72,733Sep-10 SPX 11/20/2010 1205 C 1,092Sep-10 SPX 11/20/2010 1210 P 1Sep-10 SPX 11/20/2010 1210 C 14,686Sep-10 SPX 11/20/2010 1215 C 1,092Sep-10 SPX 11/20/2010 1220 C 3,527Sep-10 SPX 11/20/2010 1220 P 3Sep-10 SPX 11/20/2010 1225 P 157Sep-10 SPX 11/20/2010 1225 C 10,903Sep-10 SPX 11/20/2010 1230 C 7,012Sep-10 SPX 11/20/2010 1235 C 3,989Sep-10 SPX 11/20/2010 1240 P 2Sep-10 SPX 11/20/2010 1240 C 929Sep-10 SPX 11/20/2010 1245 C 74Sep-10 SPX 11/20/2010 1250 C 21,901Sep-10 SPX 11/20/2010 1255 C 180Sep-10 SPX 11/20/2010 1260 C 7,986Sep-10 SPX 11/20/2010 1265 C 46Sep-10 SPX 11/20/2010 1270 C 114Sep-10 SPX 11/20/2010 1275 C 3,053Sep-10 SPX 11/20/2010 1280 C 29Sep-10 SPX 11/20/2010 1285 C 71Sep-10 SPX 11/20/2010 1290 C 441Sep-10 SPX 11/20/2010 1295 C 656Sep-10 SPX 11/20/2010 1300 P 3Sep-10 SPX 11/20/2010 1300 C 11,702Sep-10 SPX 11/20/2010 1305 C 64Sep-10 SPX 11/20/2010 1310 C 123Sep-10 SPX 11/20/2010 1320 C 1,983Sep-10 SPX 11/20/2010 1350 C 108Sep-10 SPX 11/20/2010 1400 C 520Sep-10 SPX 11/20/2010 1450 C 38Sep-10 SPX 11/20/2010 1500 C 10Sep-10 SPX 11/20/2010 1550 C 100Sep-10 SPX 12/18/2010 100 C 525Sep-10 SPX 12/18/2010 100 P 8,010

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 531: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 12/18/2010 200 P 40,361Sep-10 SPX 12/18/2010 200 C 17Sep-10 SPX 12/18/2010 250 P 2,686Sep-10 SPX 12/18/2010 300 P 5,667Sep-10 SPX 12/18/2010 300 C 3,653Sep-10 SPX 12/18/2010 325 P 932Sep-10 SPX 12/18/2010 325 C 100Sep-10 SPX 12/18/2010 350 P 2,752Sep-10 SPX 12/18/2010 350 C 5Sep-10 SPX 12/18/2010 400 C 4,315Sep-10 SPX 12/18/2010 400 P 92,828Sep-10 SPX 12/18/2010 425 P 36,095Sep-10 SPX 12/18/2010 425 C 100Sep-10 SPX 12/18/2010 450 P 32,200Sep-10 SPX 12/18/2010 475 P 9,254Sep-10 SPX 12/18/2010 500 P 160,071Sep-10 SPX 12/18/2010 500 C 40,852Sep-10 SPX 12/18/2010 525 P 8,024Sep-10 SPX 12/18/2010 550 C 1Sep-10 SPX 12/18/2010 550 P 105,194Sep-10 SPX 12/18/2010 575 C 5Sep-10 SPX 12/18/2010 575 P 13,050Sep-10 SPX 12/18/2010 600 P 150,704Sep-10 SPX 12/18/2010 600 C 2,174Sep-10 SPX 12/18/2010 620 P 1,809Sep-10 SPX 12/18/2010 625 P 14,562Sep-10 SPX 12/18/2010 640 P 2,357Sep-10 SPX 12/18/2010 650 P 33,922Sep-10 SPX 12/18/2010 650 C 1,211Sep-10 SPX 12/18/2010 660 P 1,623Sep-10 SPX 12/18/2010 675 C 1,941Sep-10 SPX 12/18/2010 675 P 15,497Sep-10 SPX 12/18/2010 680 P 338Sep-10 SPX 12/18/2010 700 P 68,694Sep-10 SPX 12/18/2010 700 C 7,399Sep-10 SPX 12/18/2010 720 P 2,335Sep-10 SPX 12/18/2010 725 P 18,005Sep-10 SPX 12/18/2010 725 C 1,000Sep-10 SPX 12/18/2010 740 P 1,203Sep-10 SPX 12/18/2010 750 P 67,849Sep-10 SPX 12/18/2010 750 C 15,473Sep-10 SPX 12/18/2010 760 P 956Sep-10 SPX 12/18/2010 775 C 2,132Sep-10 SPX 12/18/2010 775 P 16,085Sep-10 SPX 12/18/2010 780 P 439Sep-10 SPX 12/18/2010 800 P 133,968Sep-10 SPX 12/18/2010 800 C 20,213Sep-10 SPX 12/18/2010 820 P 29,023Sep-10 SPX 12/18/2010 825 C 2,393

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 532: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 12/18/2010 825 P 30,403Sep-10 SPX 12/18/2010 840 P 4,129Sep-10 SPX 12/18/2010 850 P 77,950Sep-10 SPX 12/18/2010 850 C 24,629Sep-10 SPX 12/18/2010 860 P 7,886Sep-10 SPX 12/18/2010 875 P 37,836Sep-10 SPX 12/18/2010 875 C 2,734Sep-10 SPX 12/18/2010 880 P 66Sep-10 SPX 12/18/2010 900 C 47,736Sep-10 SPX 12/18/2010 900 P 161,691Sep-10 SPX 12/18/2010 910 P 70Sep-10 SPX 12/18/2010 920 P 2,017Sep-10 SPX 12/18/2010 925 P 44,214Sep-10 SPX 12/18/2010 925 C 235Sep-10 SPX 12/18/2010 930 C 2Sep-10 SPX 12/18/2010 930 P 4,019Sep-10 SPX 12/18/2010 935 P 407Sep-10 SPX 12/18/2010 940 P 1,216Sep-10 SPX 12/18/2010 945 P 160Sep-10 SPX 12/18/2010 945 C 7Sep-10 SPX 12/18/2010 950 P 114,421Sep-10 SPX 12/18/2010 950 C 30,284Sep-10 SPX 12/18/2010 960 P 855Sep-10 SPX 12/18/2010 970 P 12Sep-10 SPX 12/18/2010 975 P 52,154Sep-10 SPX 12/18/2010 975 C 3,957Sep-10 SPX 12/18/2010 980 P 40Sep-10 SPX 12/18/2010 985 P 168Sep-10 SPX 12/18/2010 990 P 540Sep-10 SPX 12/18/2010 995 P 268Sep-10 SPX 12/18/2010 1000 C 45,192Sep-10 SPX 12/18/2010 1000 P 209,471Sep-10 SPX 12/18/2010 1010 P 4,506Sep-10 SPX 12/18/2010 1020 P 276Sep-10 SPX 12/18/2010 1020 C 20Sep-10 SPX 12/18/2010 1025 P 107,189Sep-10 SPX 12/18/2010 1025 C 15,134Sep-10 SPX 12/18/2010 1030 C 6,806Sep-10 SPX 12/18/2010 1030 P 12,898Sep-10 SPX 12/18/2010 1035 P 8,072Sep-10 SPX 12/18/2010 1035 C 8Sep-10 SPX 12/18/2010 1040 P 3,938Sep-10 SPX 12/18/2010 1040 C 926Sep-10 SPX 12/18/2010 1045 P 3,815Sep-10 SPX 12/18/2010 1045 C 1,160Sep-10 SPX 12/18/2010 1050 P 121,019Sep-10 SPX 12/18/2010 1050 C 46,604Sep-10 SPX 12/18/2010 1055 P 928Sep-10 SPX 12/18/2010 1055 C 206

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 533: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 12/18/2010 1060 C 4,255Sep-10 SPX 12/18/2010 1060 P 8,454Sep-10 SPX 12/18/2010 1065 C 372Sep-10 SPX 12/18/2010 1065 P 946Sep-10 SPX 12/18/2010 1070 P 6,106Sep-10 SPX 12/18/2010 1070 C 1,903Sep-10 SPX 12/18/2010 1075 P 80,353Sep-10 SPX 12/18/2010 1075 C 30,098Sep-10 SPX 12/18/2010 1080 P 1,505Sep-10 SPX 12/18/2010 1080 C 117Sep-10 SPX 12/18/2010 1085 P 5,369Sep-10 SPX 12/18/2010 1085 C 110Sep-10 SPX 12/18/2010 1090 P 356Sep-10 SPX 12/18/2010 1090 C 57Sep-10 SPX 12/18/2010 1095 P 3,843Sep-10 SPX 12/18/2010 1095 C 3,696Sep-10 SPX 12/18/2010 1100 C 161,433Sep-10 SPX 12/18/2010 1100 P 185,195Sep-10 SPX 12/18/2010 1105 P 21,794Sep-10 SPX 12/18/2010 1105 C 19,403Sep-10 SPX 12/18/2010 1110 P 6,135Sep-10 SPX 12/18/2010 1110 C 5,114Sep-10 SPX 12/18/2010 1115 P 25,536Sep-10 SPX 12/18/2010 1115 C 27,070Sep-10 SPX 12/18/2010 1120 P 23,955Sep-10 SPX 12/18/2010 1120 C 20,137Sep-10 SPX 12/18/2010 1125 P 38,410Sep-10 SPX 12/18/2010 1125 C 63,581Sep-10 SPX 12/18/2010 1130 P 20,057Sep-10 SPX 12/18/2010 1130 C 21,075Sep-10 SPX 12/18/2010 1135 C 24,552Sep-10 SPX 12/18/2010 1135 P 24,367Sep-10 SPX 12/18/2010 1140 C 39,244Sep-10 SPX 12/18/2010 1140 P 36,960Sep-10 SPX 12/18/2010 1145 C 14,156Sep-10 SPX 12/18/2010 1145 P 14,088Sep-10 SPX 12/18/2010 1150 P 66,592Sep-10 SPX 12/18/2010 1150 C 99,925Sep-10 SPX 12/18/2010 1155 P 421Sep-10 SPX 12/18/2010 1155 C 421Sep-10 SPX 12/18/2010 1160 C 11,872Sep-10 SPX 12/18/2010 1165 C 21Sep-10 SPX 12/18/2010 1175 P 34,297Sep-10 SPX 12/18/2010 1175 C 59,880Sep-10 SPX 12/18/2010 1180 C 3,997Sep-10 SPX 12/18/2010 1185 P 28Sep-10 SPX 12/18/2010 1185 C 9,340Sep-10 SPX 12/18/2010 1195 P 28Sep-10 SPX 12/18/2010 1195 C 763

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 534: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 12/18/2010 1200 C 190,587Sep-10 SPX 12/18/2010 1200 P 76,853Sep-10 SPX 12/18/2010 1210 C 343Sep-10 SPX 12/18/2010 1220 P 1Sep-10 SPX 12/18/2010 1220 C 3,077Sep-10 SPX 12/18/2010 1225 C 39,853Sep-10 SPX 12/18/2010 1225 P 3,080Sep-10 SPX 12/18/2010 1230 C 1,610Sep-10 SPX 12/18/2010 1235 C 1,566Sep-10 SPX 12/18/2010 1240 P 2Sep-10 SPX 12/18/2010 1240 C 1,425Sep-10 SPX 12/18/2010 1250 P 17,007Sep-10 SPX 12/18/2010 1250 C 131,186Sep-10 SPX 12/18/2010 1255 C 11,692Sep-10 SPX 12/18/2010 1255 P 1Sep-10 SPX 12/18/2010 1260 P 2Sep-10 SPX 12/18/2010 1260 C 2,900Sep-10 SPX 12/18/2010 1265 C 627Sep-10 SPX 12/18/2010 1270 C 5,505Sep-10 SPX 12/18/2010 1275 C 17,333Sep-10 SPX 12/18/2010 1275 P 65Sep-10 SPX 12/18/2010 1280 C 116Sep-10 SPX 12/18/2010 1290 C 4Sep-10 SPX 12/18/2010 1295 C 2,435Sep-10 SPX 12/18/2010 1300 P 47,076Sep-10 SPX 12/18/2010 1300 C 119,579Sep-10 SPX 12/18/2010 1320 C 3,247Sep-10 SPX 12/18/2010 1325 P 2,825Sep-10 SPX 12/18/2010 1325 C 11,906Sep-10 SPX 12/18/2010 1350 P 11,181Sep-10 SPX 12/18/2010 1350 C 40,063Sep-10 SPX 12/18/2010 1375 C 16,614Sep-10 SPX 12/18/2010 1375 P 3,230Sep-10 SPX 12/18/2010 1400 P 8,335Sep-10 SPX 12/18/2010 1400 C 151,365Sep-10 SPX 12/18/2010 1425 P 1,818Sep-10 SPX 12/18/2010 1425 C 4,421Sep-10 SPX 12/18/2010 1450 P 1,557Sep-10 SPX 12/18/2010 1450 C 16,495Sep-10 SPX 12/18/2010 1500 P 51,546Sep-10 SPX 12/18/2010 1500 C 92,749Sep-10 SPX 12/18/2010 1550 P 361Sep-10 SPX 12/18/2010 1550 C 1,982Sep-10 SPX 12/18/2010 1600 C 4,859Sep-10 SPX 12/18/2010 1600 P 234Sep-10 SPX 12/18/2010 1700 P 1,447Sep-10 SPX 12/18/2010 1700 C 7,574Sep-10 SPX 12/18/2010 1800 P 90Sep-10 SPX 12/18/2010 1800 C 9,294

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 535: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 12/18/2010 1900 P 1,123Sep-10 SPX 12/18/2010 1900 C 7,488Sep-10 SPX 12/18/2010 2000 C 15,689Sep-10 SPX 12/18/2010 2000 P 178Sep-10 SPX 12/18/2010 2100 C 5,726Sep-10 SPX 12/18/2010 2100 P 632Sep-10 SPX 12/18/2010 2150 C 160Sep-10 SPX 12/18/2010 2250 P 234Sep-10 SPX 12/18/2010 2250 C 6,176Sep-10 SPX 12/18/2010 2500 P 1,168Sep-10 SPX 12/18/2010 2500 C 10,299Sep-10 SPX 1/22/2011 400 C 8Sep-10 SPX 1/22/2011 450 P 283Sep-10 SPX 1/22/2011 500 P 1,213Sep-10 SPX 1/22/2011 500 C 500Sep-10 SPX 1/22/2011 550 P 6Sep-10 SPX 1/22/2011 600 P 1,638Sep-10 SPX 1/22/2011 600 C 1Sep-10 SPX 1/22/2011 650 P 672Sep-10 SPX 1/22/2011 650 C 3Sep-10 SPX 1/22/2011 675 P 565Sep-10 SPX 1/22/2011 700 P 22,132Sep-10 SPX 1/22/2011 725 P 469Sep-10 SPX 1/22/2011 750 P 22,498Sep-10 SPX 1/22/2011 775 P 6,273Sep-10 SPX 1/22/2011 800 P 16,952Sep-10 SPX 1/22/2011 825 P 1,628Sep-10 SPX 1/22/2011 850 P 13,634Sep-10 SPX 1/22/2011 850 C 5Sep-10 SPX 1/22/2011 875 P 2,106Sep-10 SPX 1/22/2011 900 C 15Sep-10 SPX 1/22/2011 900 P 31,193Sep-10 SPX 1/22/2011 925 P 5,934Sep-10 SPX 1/22/2011 950 P 13,646Sep-10 SPX 1/22/2011 975 P 4,998Sep-10 SPX 1/22/2011 1000 P 76,477Sep-10 SPX 1/22/2011 1000 C 110Sep-10 SPX 1/22/2011 1025 P 12,870Sep-10 SPX 1/22/2011 1025 C 3,550Sep-10 SPX 1/22/2011 1050 P 23,769Sep-10 SPX 1/22/2011 1050 C 3,902Sep-10 SPX 1/22/2011 1075 P 16,444Sep-10 SPX 1/22/2011 1075 C 2,864Sep-10 SPX 1/22/2011 1100 C 22,864Sep-10 SPX 1/22/2011 1100 P 43,772Sep-10 SPX 1/22/2011 1125 P 8,246Sep-10 SPX 1/22/2011 1125 C 17,005Sep-10 SPX 1/22/2011 1140 P 305Sep-10 SPX 1/22/2011 1140 C 9,386

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 536: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 1/22/2011 1150 P 3,827Sep-10 SPX 1/22/2011 1150 C 9,293Sep-10 SPX 1/22/2011 1175 P 1,063Sep-10 SPX 1/22/2011 1175 C 1,611Sep-10 SPX 1/22/2011 1200 P 4Sep-10 SPX 1/22/2011 1200 C 30,045Sep-10 SPX 1/22/2011 1225 C 10,296Sep-10 SPX 1/22/2011 1225 P 9Sep-10 SPX 1/22/2011 1250 P 5,855Sep-10 SPX 1/22/2011 1250 C 12,198Sep-10 SPX 1/22/2011 1275 C 2,656Sep-10 SPX 1/22/2011 1300 P 1,003Sep-10 SPX 1/22/2011 1300 C 4,237Sep-10 SPX 1/22/2011 1325 C 18Sep-10 SPX 1/22/2011 1350 C 2,520Sep-10 SPX 1/22/2011 1400 P 18Sep-10 SPX 1/22/2011 1400 C 500Sep-10 SPX 1/22/2011 1500 P 500Sep-10 SPX 1/22/2011 1500 C 500Sep-10 SPX 3/19/2011 100 P 100Sep-10 SPX 3/19/2011 300 P 49Sep-10 SPX 3/19/2011 325 P 25Sep-10 SPX 3/19/2011 350 P 100Sep-10 SPX 3/19/2011 400 P 726Sep-10 SPX 3/19/2011 425 P 1,185Sep-10 SPX 3/19/2011 450 P 268Sep-10 SPX 3/19/2011 475 P 32Sep-10 SPX 3/19/2011 500 P 4,142Sep-10 SPX 3/19/2011 525 P 212Sep-10 SPX 3/19/2011 550 P 10,874Sep-10 SPX 3/19/2011 575 P 249Sep-10 SPX 3/19/2011 600 P 18,596Sep-10 SPX 3/19/2011 625 P 420Sep-10 SPX 3/19/2011 650 P 6,155Sep-10 SPX 3/19/2011 675 P 102Sep-10 SPX 3/19/2011 700 C 2Sep-10 SPX 3/19/2011 700 P 17,986Sep-10 SPX 3/19/2011 725 P 2,651Sep-10 SPX 3/19/2011 750 P 13,719Sep-10 SPX 3/19/2011 775 P 4,272Sep-10 SPX 3/19/2011 800 P 34,677Sep-10 SPX 3/19/2011 800 C 104Sep-10 SPX 3/19/2011 825 P 21,033Sep-10 SPX 3/19/2011 850 P 40,345Sep-10 SPX 3/19/2011 850 C 1,000Sep-10 SPX 3/19/2011 875 P 6,317Sep-10 SPX 3/19/2011 900 P 25,263Sep-10 SPX 3/19/2011 925 P 27,378Sep-10 SPX 3/19/2011 925 C 500

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 537: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 3/19/2011 950 P 38,556Sep-10 SPX 3/19/2011 950 C 1,001Sep-10 SPX 3/19/2011 975 P 10,416Sep-10 SPX 3/19/2011 975 C 13Sep-10 SPX 3/19/2011 1000 P 77,112Sep-10 SPX 3/19/2011 1000 C 2,910Sep-10 SPX 3/19/2011 1025 P 14,463Sep-10 SPX 3/19/2011 1025 C 1,368Sep-10 SPX 3/19/2011 1050 P 34,578Sep-10 SPX 3/19/2011 1050 C 10,775Sep-10 SPX 3/19/2011 1060 P 160Sep-10 SPX 3/19/2011 1075 P 33,799Sep-10 SPX 3/19/2011 1075 C 9,933Sep-10 SPX 3/19/2011 1100 P 22,626Sep-10 SPX 3/19/2011 1100 C 31,449Sep-10 SPX 3/19/2011 1125 P 15,527Sep-10 SPX 3/19/2011 1125 C 26,827Sep-10 SPX 3/19/2011 1150 P 10,884Sep-10 SPX 3/19/2011 1150 C 15,694Sep-10 SPX 3/19/2011 1175 P 5,396Sep-10 SPX 3/19/2011 1175 C 15,477Sep-10 SPX 3/19/2011 1200 C 52,411Sep-10 SPX 3/19/2011 1200 P 6,436Sep-10 SPX 3/19/2011 1225 P 65Sep-10 SPX 3/19/2011 1225 C 16,628Sep-10 SPX 3/19/2011 1250 P 822Sep-10 SPX 3/19/2011 1250 C 21,463Sep-10 SPX 3/19/2011 1275 P 2Sep-10 SPX 3/19/2011 1275 C 7,618Sep-10 SPX 3/19/2011 1300 P 6,004Sep-10 SPX 3/19/2011 1300 C 25,756Sep-10 SPX 3/19/2011 1325 P 1Sep-10 SPX 3/19/2011 1325 C 2,397Sep-10 SPX 3/19/2011 1350 C 4,475Sep-10 SPX 3/19/2011 1375 C 2,869Sep-10 SPX 3/19/2011 1400 P 20Sep-10 SPX 3/19/2011 1400 C 13,029Sep-10 SPX 3/19/2011 1425 C 517Sep-10 SPX 3/19/2011 1450 C 609Sep-10 SPX 3/19/2011 1475 C 100Sep-10 SPX 3/19/2011 1500 P 22Sep-10 SPX 3/19/2011 1500 C 48Sep-10 SPX 3/19/2011 1525 C 29Sep-10 SPX 3/19/2011 1550 C 9Sep-10 SPX 3/19/2011 1575 C 27Sep-10 SPX 3/19/2011 1600 C 9Sep-10 SPX 3/19/2011 1900 P 990Sep-10 SPX 3/19/2011 2100 P 990Sep-10 SPX 6/18/2011 100 P 22,050

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 538: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 6/18/2011 100 C 1Sep-10 SPX 6/18/2011 200 P 4,111Sep-10 SPX 6/18/2011 225 P 161Sep-10 SPX 6/18/2011 250 P 92Sep-10 SPX 6/18/2011 275 P 1Sep-10 SPX 6/18/2011 300 P 83Sep-10 SPX 6/18/2011 300 C 2Sep-10 SPX 6/18/2011 325 P 1Sep-10 SPX 6/18/2011 350 P 23Sep-10 SPX 6/18/2011 350 C 3Sep-10 SPX 6/18/2011 375 P 253Sep-10 SPX 6/18/2011 400 P 4,656Sep-10 SPX 6/18/2011 425 P 26Sep-10 SPX 6/18/2011 450 P 87Sep-10 SPX 6/18/2011 475 P 3Sep-10 SPX 6/18/2011 500 P 2,814Sep-10 SPX 6/18/2011 525 P 77Sep-10 SPX 6/18/2011 550 P 5,186Sep-10 SPX 6/18/2011 600 P 8,478Sep-10 SPX 6/18/2011 650 P 8,411Sep-10 SPX 6/18/2011 650 C 6,000Sep-10 SPX 6/18/2011 700 P 33,209Sep-10 SPX 6/18/2011 750 P 28,503Sep-10 SPX 6/18/2011 775 P 2,182Sep-10 SPX 6/18/2011 800 P 23,930Sep-10 SPX 6/18/2011 800 C 100Sep-10 SPX 6/18/2011 825 P 4,764Sep-10 SPX 6/18/2011 850 P 21,962Sep-10 SPX 6/18/2011 875 P 2,512Sep-10 SPX 6/18/2011 900 P 26,264Sep-10 SPX 6/18/2011 900 C 2,113Sep-10 SPX 6/18/2011 925 P 3,725Sep-10 SPX 6/18/2011 950 P 55,358Sep-10 SPX 6/18/2011 950 C 1,253Sep-10 SPX 6/18/2011 975 P 15,425Sep-10 SPX 6/18/2011 975 C 1Sep-10 SPX 6/18/2011 1000 C 13,260Sep-10 SPX 6/18/2011 1000 P 40,689Sep-10 SPX 6/18/2011 1025 P 8,793Sep-10 SPX 6/18/2011 1025 C 5,750Sep-10 SPX 6/18/2011 1050 P 38,831Sep-10 SPX 6/18/2011 1050 C 14,360Sep-10 SPX 6/18/2011 1060 P 460Sep-10 SPX 6/18/2011 1060 C 22Sep-10 SPX 6/18/2011 1075 P 17,764Sep-10 SPX 6/18/2011 1075 C 12,620Sep-10 SPX 6/18/2011 1100 C 28,441Sep-10 SPX 6/18/2011 1100 P 36,361Sep-10 SPX 6/18/2011 1125 P 10,926

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 539: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 6/18/2011 1125 C 12,507Sep-10 SPX 6/18/2011 1150 P 10,590Sep-10 SPX 6/18/2011 1150 C 15,424Sep-10 SPX 6/18/2011 1175 P 3,712Sep-10 SPX 6/18/2011 1175 C 13,213Sep-10 SPX 6/18/2011 1200 P 11,943Sep-10 SPX 6/18/2011 1200 C 35,728Sep-10 SPX 6/18/2011 1225 P 1,063Sep-10 SPX 6/18/2011 1225 C 9,241Sep-10 SPX 6/18/2011 1250 C 51,019Sep-10 SPX 6/18/2011 1250 P 406Sep-10 SPX 6/18/2011 1275 P 350Sep-10 SPX 6/18/2011 1275 C 1,502Sep-10 SPX 6/18/2011 1300 P 2,710Sep-10 SPX 6/18/2011 1300 C 37,662Sep-10 SPX 6/18/2011 1325 C 7,120Sep-10 SPX 6/18/2011 1350 C 10,458Sep-10 SPX 6/18/2011 1375 P 1Sep-10 SPX 6/18/2011 1375 C 168Sep-10 SPX 6/18/2011 1400 P 20Sep-10 SPX 6/18/2011 1400 C 13,707Sep-10 SPX 6/18/2011 1425 C 300Sep-10 SPX 6/18/2011 1450 C 2,368Sep-10 SPX 6/18/2011 1475 C 5,065Sep-10 SPX 6/18/2011 1500 C 4,132Sep-10 SPX 6/18/2011 1550 C 353Sep-10 SPX 6/18/2011 1600 P 20Sep-10 SPX 6/18/2011 1600 C 161Sep-10 SPX 6/18/2011 1650 C 151Sep-10 SPX 6/18/2011 1700 P 50Sep-10 SPX 6/18/2011 1700 C 78Sep-10 SPX 6/18/2011 1800 P 68Sep-10 SPX 6/18/2011 1800 C 3Sep-10 SPX 6/18/2011 1900 P 113Sep-10 SPX 6/18/2011 2000 P 156Sep-10 SPX 6/18/2011 2000 C 1Sep-10 SPX 6/18/2011 2250 P 113Sep-10 SPX 6/18/2011 2500 P 163Sep-10 SPX 9/17/2011 500 P 3Sep-10 SPX 9/17/2011 700 P 3Sep-10 SPX 9/17/2011 750 P 3Sep-10 SPX 9/17/2011 775 P 1,800Sep-10 SPX 9/17/2011 800 P 2Sep-10 SPX 9/17/2011 825 P 1Sep-10 SPX 9/17/2011 850 P 251Sep-10 SPX 9/17/2011 875 P 2Sep-10 SPX 9/17/2011 900 P 13Sep-10 SPX 9/17/2011 950 P 206Sep-10 SPX 9/17/2011 1000 P 2,207

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 540: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 9/17/2011 1050 P 100Sep-10 SPX 9/17/2011 1075 P 657Sep-10 SPX 9/17/2011 1100 C 290Sep-10 SPX 9/17/2011 1100 P 240Sep-10 SPX 9/17/2011 1125 P 2,350Sep-10 SPX 9/17/2011 1125 C 1,085Sep-10 SPX 9/17/2011 1150 P 3,252Sep-10 SPX 9/17/2011 1150 C 626Sep-10 SPX 9/17/2011 1175 P 1Sep-10 SPX 9/17/2011 1175 C 1,000Sep-10 SPX 9/17/2011 1200 C 936Sep-10 SPX 9/17/2011 1225 C 500Sep-10 SPX 9/17/2011 1250 C 3,004Sep-10 SPX 9/17/2011 1275 C 302Sep-10 SPX 9/17/2011 1300 C 480Sep-10 SPX 9/17/2011 1325 C 20Sep-10 SPX 9/17/2011 1350 C 201Sep-10 SPX 9/17/2011 1375 C 102Sep-10 SPX 9/17/2011 1400 C 12Sep-10 SPX 9/17/2011 1425 C 101Sep-10 SPX 9/17/2011 1450 C 10Sep-10 SPX 12/17/2011 50 P 27,376Sep-10 SPX 12/17/2011 100 C 9Sep-10 SPX 12/17/2011 100 P 12,487Sep-10 SPX 12/17/2011 150 P 1,428Sep-10 SPX 12/17/2011 200 P 46,064Sep-10 SPX 12/17/2011 200 C 3Sep-10 SPX 12/17/2011 225 P 6,506Sep-10 SPX 12/17/2011 250 P 112,564Sep-10 SPX 12/17/2011 250 C 15Sep-10 SPX 12/17/2011 275 P 3,216Sep-10 SPX 12/17/2011 280 P 2,672Sep-10 SPX 12/17/2011 280 C 102Sep-10 SPX 12/17/2011 300 C 89Sep-10 SPX 12/17/2011 300 P 20,844Sep-10 SPX 12/17/2011 325 P 937Sep-10 SPX 12/17/2011 350 P 2,182Sep-10 SPX 12/17/2011 350 C 10Sep-10 SPX 12/17/2011 375 P 12Sep-10 SPX 12/17/2011 400 P 167,527Sep-10 SPX 12/17/2011 400 C 32Sep-10 SPX 12/17/2011 425 P 159Sep-10 SPX 12/17/2011 450 C 8Sep-10 SPX 12/17/2011 450 P 12,506Sep-10 SPX 12/17/2011 475 P 168Sep-10 SPX 12/17/2011 500 P 19,586Sep-10 SPX 12/17/2011 500 C 526Sep-10 SPX 12/17/2011 525 P 57Sep-10 SPX 12/17/2011 550 P 8,866

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 541: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 12/17/2011 550 C 6Sep-10 SPX 12/17/2011 600 P 57,149Sep-10 SPX 12/17/2011 600 C 21Sep-10 SPX 12/17/2011 650 P 37,617Sep-10 SPX 12/17/2011 650 C 1,217Sep-10 SPX 12/17/2011 700 C 3,818Sep-10 SPX 12/17/2011 700 P 56,081Sep-10 SPX 12/17/2011 750 P 35,161Sep-10 SPX 12/17/2011 750 C 404Sep-10 SPX 12/17/2011 775 P 2,084Sep-10 SPX 12/17/2011 800 P 70,509Sep-10 SPX 12/17/2011 800 C 14,399Sep-10 SPX 12/17/2011 825 P 1,743Sep-10 SPX 12/17/2011 825 C 151Sep-10 SPX 12/17/2011 850 C 6,751Sep-10 SPX 12/17/2011 850 P 20,888Sep-10 SPX 12/17/2011 875 C 6Sep-10 SPX 12/17/2011 900 P 67,834Sep-10 SPX 12/17/2011 900 C 16,677Sep-10 SPX 12/17/2011 920 P 3,700Sep-10 SPX 12/17/2011 920 C 606Sep-10 SPX 12/17/2011 925 P 4,369Sep-10 SPX 12/17/2011 950 P 21,219Sep-10 SPX 12/17/2011 950 C 6,434Sep-10 SPX 12/17/2011 975 P 4,706Sep-10 SPX 12/17/2011 975 C 2Sep-10 SPX 12/17/2011 1000 C 19,156Sep-10 SPX 12/17/2011 1000 P 40,802Sep-10 SPX 12/17/2011 1025 P 6,759Sep-10 SPX 12/17/2011 1025 C 2,027Sep-10 SPX 12/17/2011 1050 P 35,025Sep-10 SPX 12/17/2011 1050 C 13,818Sep-10 SPX 12/17/2011 1075 P 19,863Sep-10 SPX 12/17/2011 1075 C 8,896Sep-10 SPX 12/17/2011 1100 P 75,934Sep-10 SPX 12/17/2011 1100 C 71,201Sep-10 SPX 12/17/2011 1125 P 13,949Sep-10 SPX 12/17/2011 1125 C 20,445Sep-10 SPX 12/17/2011 1150 P 16,810Sep-10 SPX 12/17/2011 1150 C 33,570Sep-10 SPX 12/17/2011 1175 C 5,592Sep-10 SPX 12/17/2011 1175 P 3,096Sep-10 SPX 12/17/2011 1200 C 56,491Sep-10 SPX 12/17/2011 1200 P 15,094Sep-10 SPX 12/17/2011 1225 P 1,000Sep-10 SPX 12/17/2011 1225 C 5,910Sep-10 SPX 12/17/2011 1250 P 1,828Sep-10 SPX 12/17/2011 1250 C 19,321Sep-10 SPX 12/17/2011 1275 P 1,350

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 542: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 12/17/2011 1275 C 5,474Sep-10 SPX 12/17/2011 1300 P 3,413Sep-10 SPX 12/17/2011 1300 C 79,640Sep-10 SPX 12/17/2011 1325 C 2Sep-10 SPX 12/17/2011 1350 C 7,290Sep-10 SPX 12/17/2011 1350 P 754Sep-10 SPX 12/17/2011 1400 P 3,484Sep-10 SPX 12/17/2011 1400 C 38,945Sep-10 SPX 12/17/2011 1450 C 9,945Sep-10 SPX 12/17/2011 1500 P 3,163Sep-10 SPX 12/17/2011 1500 C 65,293Sep-10 SPX 12/17/2011 1550 C 4,410Sep-10 SPX 12/17/2011 1600 C 30,256Sep-10 SPX 12/17/2011 1600 P 527Sep-10 SPX 12/17/2011 1700 P 97Sep-10 SPX 12/17/2011 1700 C 2,415Sep-10 SPX 12/17/2011 1800 P 119Sep-10 SPX 12/17/2011 1800 C 680Sep-10 SPX 12/17/2011 1900 P 106Sep-10 SPX 12/17/2011 1900 C 74Sep-10 SPX 12/17/2011 2000 P 240Sep-10 SPX 12/17/2011 2000 C 5,080Sep-10 SPX 12/17/2011 2250 P 70Sep-10 SPX 12/17/2011 2500 C 13Sep-10 SPX 12/17/2011 2500 P 248Sep-10 SPX 6/16/2012 100 P 113Sep-10 SPX 6/16/2012 200 P 4,366Sep-10 SPX 6/16/2012 300 P 350Sep-10 SPX 6/16/2012 400 P 3Sep-10 SPX 6/16/2012 600 P 502Sep-10 SPX 6/16/2012 650 P 1,200Sep-10 SPX 6/16/2012 750 P 1,220Sep-10 SPX 6/16/2012 800 P 6,550Sep-10 SPX 6/16/2012 825 P 20Sep-10 SPX 6/16/2012 850 P 595Sep-10 SPX 6/16/2012 900 P 1,850Sep-10 SPX 6/16/2012 925 P 100Sep-10 SPX 6/16/2012 950 P 4Sep-10 SPX 6/16/2012 950 C 100Sep-10 SPX 6/16/2012 1000 P 1,750Sep-10 SPX 6/16/2012 1050 P 4,951Sep-10 SPX 6/16/2012 1050 C 2,550Sep-10 SPX 6/16/2012 1075 P 102Sep-10 SPX 6/16/2012 1075 C 2,550Sep-10 SPX 6/16/2012 1100 P 6,087Sep-10 SPX 6/16/2012 1100 C 1,270Sep-10 SPX 6/16/2012 1125 C 781Sep-10 SPX 6/16/2012 1125 P 330Sep-10 SPX 6/16/2012 1150 P 750

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 543: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 6/16/2012 1150 C 1,150Sep-10 SPX 6/16/2012 1175 C 60Sep-10 SPX 6/16/2012 1200 P 2Sep-10 SPX 6/16/2012 1200 C 825Sep-10 SPX 6/16/2012 1225 P 2Sep-10 SPX 6/16/2012 1225 C 1Sep-10 SPX 6/16/2012 1250 C 902Sep-10 SPX 6/16/2012 1275 C 460Sep-10 SPX 6/16/2012 1300 C 7,100Sep-10 SPX 6/16/2012 1300 P 500Sep-10 SPX 6/16/2012 1325 C 45Sep-10 SPX 6/16/2012 1450 C 10Sep-10 SPX 6/16/2012 1475 C 1,000Sep-10 SPX 6/16/2012 1500 C 6,520Sep-10 SPX 6/16/2012 1800 P 3Sep-10 SPX 6/16/2012 1900 C 4Sep-10 SPX 6/16/2012 2250 P 31Sep-10 SPX 6/16/2012 2500 P 41Sep-10 SPX 12/22/2012 100 P 4,154Sep-10 SPX 12/22/2012 100 C 4Sep-10 SPX 12/22/2012 200 P 7,565Sep-10 SPX 12/22/2012 200 C 5Sep-10 SPX 12/22/2012 250 P 2,998Sep-10 SPX 12/22/2012 300 C 21Sep-10 SPX 12/22/2012 300 P 2,879Sep-10 SPX 12/22/2012 350 P 3,880Sep-10 SPX 12/22/2012 350 C 2Sep-10 SPX 12/22/2012 400 P 11,436Sep-10 SPX 12/22/2012 400 C 1Sep-10 SPX 12/22/2012 450 P 3,165Sep-10 SPX 12/22/2012 450 C 10Sep-10 SPX 12/22/2012 500 P 21,271Sep-10 SPX 12/22/2012 500 C 3,606Sep-10 SPX 12/22/2012 550 P 11,604Sep-10 SPX 12/22/2012 600 P 86,508Sep-10 SPX 12/22/2012 600 C 20Sep-10 SPX 12/22/2012 650 P 2,873Sep-10 SPX 12/22/2012 650 C 5Sep-10 SPX 12/22/2012 700 P 18,370Sep-10 SPX 12/22/2012 700 C 4,278Sep-10 SPX 12/22/2012 750 P 10,831Sep-10 SPX 12/22/2012 800 P 14,464Sep-10 SPX 12/22/2012 800 C 111Sep-10 SPX 12/22/2012 825 P 54Sep-10 SPX 12/22/2012 825 C 600Sep-10 SPX 12/22/2012 850 P 18,995Sep-10 SPX 12/22/2012 875 P 914Sep-10 SPX 12/22/2012 900 P 35,085Sep-10 SPX 12/22/2012 900 C 2,819

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 544: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 12/22/2012 925 P 1,902Sep-10 SPX 12/22/2012 925 C 2Sep-10 SPX 12/22/2012 950 P 10,150Sep-10 SPX 12/22/2012 950 C 1,917Sep-10 SPX 12/22/2012 975 P 602Sep-10 SPX 12/22/2012 975 C 6Sep-10 SPX 12/22/2012 1000 P 18,322Sep-10 SPX 12/22/2012 1000 C 10,442Sep-10 SPX 12/22/2012 1025 P 2,603Sep-10 SPX 12/22/2012 1025 C 3,401Sep-10 SPX 12/22/2012 1050 C 12,002Sep-10 SPX 12/22/2012 1050 P 17,051Sep-10 SPX 12/22/2012 1075 P 5,846Sep-10 SPX 12/22/2012 1075 C 4,033Sep-10 SPX 12/22/2012 1100 P 51,276Sep-10 SPX 12/22/2012 1100 C 39,780Sep-10 SPX 12/22/2012 1125 P 7,257Sep-10 SPX 12/22/2012 1125 C 7,654Sep-10 SPX 12/22/2012 1150 P 16,068Sep-10 SPX 12/22/2012 1150 C 20,569Sep-10 SPX 12/22/2012 1175 P 4,794Sep-10 SPX 12/22/2012 1175 C 6,805Sep-10 SPX 12/22/2012 1200 C 13,865Sep-10 SPX 12/22/2012 1200 P 22,113Sep-10 SPX 12/22/2012 1220 C 2Sep-10 SPX 12/22/2012 1250 P 3,557Sep-10 SPX 12/22/2012 1250 C 15,289Sep-10 SPX 12/22/2012 1300 P 6,160Sep-10 SPX 12/22/2012 1300 C 27,060Sep-10 SPX 12/22/2012 1350 P 1,000Sep-10 SPX 12/22/2012 1350 C 1,984Sep-10 SPX 12/22/2012 1400 P 602Sep-10 SPX 12/22/2012 1400 C 32,252Sep-10 SPX 12/22/2012 1450 C 4,503Sep-10 SPX 12/22/2012 1450 P 701Sep-10 SPX 12/22/2012 1500 C 24,220Sep-10 SPX 12/22/2012 1500 P 3,606Sep-10 SPX 12/22/2012 1550 P 10Sep-10 SPX 12/22/2012 1550 C 4,771Sep-10 SPX 12/22/2012 1600 P 40Sep-10 SPX 12/22/2012 1600 C 75,942Sep-10 SPX 12/22/2012 1700 P 126Sep-10 SPX 12/22/2012 1700 C 7,443Sep-10 SPX 12/22/2012 1800 P 94Sep-10 SPX 12/22/2012 1800 C 23,441Sep-10 SPX 12/22/2012 1900 P 160Sep-10 SPX 12/22/2012 1900 C 6,706Sep-10 SPX 12/22/2012 2000 P 350Sep-10 SPX 12/22/2012 2000 C 22,350

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 545: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-10 SPX 12/22/2012 2250 C 4Sep-10 SPX 12/22/2012 2250 P 377Sep-10 SPX 12/22/2012 2500 P 666Sep-10 SPX 12/22/2012 2500 C 518Oct-10 SPX 11/20/2010 200 P 1Oct-10 SPX 11/20/2010 300 P 1Oct-10 SPX 11/20/2010 400 P 1,188Oct-10 SPX 11/20/2010 500 P 925Oct-10 SPX 11/20/2010 500 C 750Oct-10 SPX 11/20/2010 550 P 620Oct-10 SPX 11/20/2010 575 P 359Oct-10 SPX 11/20/2010 600 P 3,744Oct-10 SPX 11/20/2010 620 P 27Oct-10 SPX 11/20/2010 625 P 902Oct-10 SPX 11/20/2010 630 P 36Oct-10 SPX 11/20/2010 640 P 251Oct-10 SPX 11/20/2010 650 P 5,468Oct-10 SPX 11/20/2010 660 P 241Oct-10 SPX 11/20/2010 670 P 18Oct-10 SPX 11/20/2010 675 P 55,452Oct-10 SPX 11/20/2010 680 P 290Oct-10 SPX 11/20/2010 690 P 593Oct-10 SPX 11/20/2010 700 P 21,176Oct-10 SPX 11/20/2010 700 C 19Oct-10 SPX 11/20/2010 710 P 190Oct-10 SPX 11/20/2010 720 P 2,496Oct-10 SPX 11/20/2010 725 C 1Oct-10 SPX 11/20/2010 725 P 9,337Oct-10 SPX 11/20/2010 730 P 10,461Oct-10 SPX 11/20/2010 740 P 10,444Oct-10 SPX 11/20/2010 750 P 19,759Oct-10 SPX 11/20/2010 755 P 5,287Oct-10 SPX 11/20/2010 760 P 5,352Oct-10 SPX 11/20/2010 765 P 6,610Oct-10 SPX 11/20/2010 770 P 4,542Oct-10 SPX 11/20/2010 775 P 10,201Oct-10 SPX 11/20/2010 775 C 1Oct-10 SPX 11/20/2010 780 P 4,633Oct-10 SPX 11/20/2010 785 P 4,335Oct-10 SPX 11/20/2010 790 P 4,263Oct-10 SPX 11/20/2010 795 P 4,253Oct-10 SPX 11/20/2010 800 C 84Oct-10 SPX 11/20/2010 800 P 23,736Oct-10 SPX 11/20/2010 805 P 4,174Oct-10 SPX 11/20/2010 810 P 4,894Oct-10 SPX 11/20/2010 815 P 3,996Oct-10 SPX 11/20/2010 820 P 4,334Oct-10 SPX 11/20/2010 825 P 14,253Oct-10 SPX 11/20/2010 830 P 7,286

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 546: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 11/20/2010 835 P 5,677Oct-10 SPX 11/20/2010 840 P 12,661Oct-10 SPX 11/20/2010 845 P 5,717Oct-10 SPX 11/20/2010 850 C 101Oct-10 SPX 11/20/2010 850 P 37,272Oct-10 SPX 11/20/2010 855 P 5,295Oct-10 SPX 11/20/2010 860 P 4,254Oct-10 SPX 11/20/2010 865 P 5,550Oct-10 SPX 11/20/2010 870 C 3Oct-10 SPX 11/20/2010 870 P 4,745Oct-10 SPX 11/20/2010 875 C 159Oct-10 SPX 11/20/2010 875 P 25,019Oct-10 SPX 11/20/2010 880 C 43Oct-10 SPX 11/20/2010 880 P 6,996Oct-10 SPX 11/20/2010 885 P 4,076Oct-10 SPX 11/20/2010 890 C 70Oct-10 SPX 11/20/2010 890 P 4,199Oct-10 SPX 11/20/2010 895 P 4,247Oct-10 SPX 11/20/2010 900 C 262Oct-10 SPX 11/20/2010 900 P 44,501Oct-10 SPX 11/20/2010 905 P 3,828Oct-10 SPX 11/20/2010 910 P 13,918Oct-10 SPX 11/20/2010 915 C 30Oct-10 SPX 11/20/2010 915 P 4,167Oct-10 SPX 11/20/2010 920 P 4,210Oct-10 SPX 11/20/2010 925 C 65Oct-10 SPX 11/20/2010 925 P 31,219Oct-10 SPX 11/20/2010 930 C 100Oct-10 SPX 11/20/2010 930 P 10,234Oct-10 SPX 11/20/2010 935 P 5,148Oct-10 SPX 11/20/2010 935 C 101Oct-10 SPX 11/20/2010 940 P 11,761Oct-10 SPX 11/20/2010 945 P 6,506Oct-10 SPX 11/20/2010 950 C 152Oct-10 SPX 11/20/2010 950 P 75,641Oct-10 SPX 11/20/2010 955 P 2,936Oct-10 SPX 11/20/2010 960 P 10,061Oct-10 SPX 11/20/2010 960 C 19Oct-10 SPX 11/20/2010 965 C 1Oct-10 SPX 11/20/2010 965 P 6,961Oct-10 SPX 11/20/2010 970 C 4Oct-10 SPX 11/20/2010 970 P 5,978Oct-10 SPX 11/20/2010 975 C 100Oct-10 SPX 11/20/2010 975 P 37,029Oct-10 SPX 11/20/2010 980 P 9,108Oct-10 SPX 11/20/2010 980 C 20,044Oct-10 SPX 11/20/2010 985 P 5,345Oct-10 SPX 11/20/2010 990 C 70Oct-10 SPX 11/20/2010 990 P 6,345

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 547: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 11/20/2010 995 C 3Oct-10 SPX 11/20/2010 995 P 5,486Oct-10 SPX 11/20/2010 1000 C 7,358Oct-10 SPX 11/20/2010 1000 P 97,680Oct-10 SPX 11/20/2010 1005 P 4,394Oct-10 SPX 11/20/2010 1010 P 7,690Oct-10 SPX 11/20/2010 1015 C 30Oct-10 SPX 11/20/2010 1015 P 9,821Oct-10 SPX 11/20/2010 1020 P 14,635Oct-10 SPX 11/20/2010 1025 P 57,214Oct-10 SPX 11/20/2010 1025 C 39Oct-10 SPX 11/20/2010 1030 C 24,012Oct-10 SPX 11/20/2010 1030 P 20,581Oct-10 SPX 11/20/2010 1035 P 11,400Oct-10 SPX 11/20/2010 1040 C 64Oct-10 SPX 11/20/2010 1040 P 20,983Oct-10 SPX 11/20/2010 1045 P 6,282Oct-10 SPX 11/20/2010 1050 P 81,502Oct-10 SPX 11/20/2010 1050 C 8,518Oct-10 SPX 11/20/2010 1055 P 4,879Oct-10 SPX 11/20/2010 1055 C 3Oct-10 SPX 11/20/2010 1060 C 177Oct-10 SPX 11/20/2010 1060 P 22,170Oct-10 SPX 11/20/2010 1065 P 6,329Oct-10 SPX 11/20/2010 1070 C 255Oct-10 SPX 11/20/2010 1070 P 39,959Oct-10 SPX 11/20/2010 1075 P 62,813Oct-10 SPX 11/20/2010 1075 C 16,054Oct-10 SPX 11/20/2010 1080 C 1,533Oct-10 SPX 11/20/2010 1080 P 24,932Oct-10 SPX 11/20/2010 1085 C 8Oct-10 SPX 11/20/2010 1085 P 7,485Oct-10 SPX 11/20/2010 1090 C 353Oct-10 SPX 11/20/2010 1090 P 20,039Oct-10 SPX 11/20/2010 1095 C 80Oct-10 SPX 11/20/2010 1095 P 5,525Oct-10 SPX 11/20/2010 1100 P 125,466Oct-10 SPX 11/20/2010 1100 C 48,117Oct-10 SPX 11/20/2010 1105 C 252Oct-10 SPX 11/20/2010 1105 P 4,994Oct-10 SPX 11/20/2010 1110 C 815Oct-10 SPX 11/20/2010 1110 P 18,523Oct-10 SPX 11/20/2010 1115 C 123Oct-10 SPX 11/20/2010 1115 P 7,787Oct-10 SPX 11/20/2010 1120 P 48,150Oct-10 SPX 11/20/2010 1120 C 1,268Oct-10 SPX 11/20/2010 1125 C 21,307Oct-10 SPX 11/20/2010 1125 P 68,813Oct-10 SPX 11/20/2010 1130 C 9,409

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 548: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 11/20/2010 1130 P 36,866Oct-10 SPX 11/20/2010 1135 C 678Oct-10 SPX 11/20/2010 1135 P 7,678Oct-10 SPX 11/20/2010 1140 P 38,695Oct-10 SPX 11/20/2010 1140 C 5,910Oct-10 SPX 11/20/2010 1145 P 7,083Oct-10 SPX 11/20/2010 1145 C 947Oct-10 SPX 11/20/2010 1150 C 97,797Oct-10 SPX 11/20/2010 1150 P 121,622Oct-10 SPX 11/20/2010 1155 C 1,385Oct-10 SPX 11/20/2010 1155 P 6,411Oct-10 SPX 11/20/2010 1160 C 14,717Oct-10 SPX 11/20/2010 1160 P 33,738Oct-10 SPX 11/20/2010 1165 P 13,378Oct-10 SPX 11/20/2010 1165 C 7,905Oct-10 SPX 11/20/2010 1170 C 19,736Oct-10 SPX 11/20/2010 1170 P 13,647Oct-10 SPX 11/20/2010 1175 C 70,847Oct-10 SPX 11/20/2010 1175 P 48,627Oct-10 SPX 11/20/2010 1180 C 46,159Oct-10 SPX 11/20/2010 1180 P 11,398Oct-10 SPX 11/20/2010 1185 C 9,638Oct-10 SPX 11/20/2010 1185 P 3,367Oct-10 SPX 11/20/2010 1190 C 18,981Oct-10 SPX 11/20/2010 1190 P 2,378Oct-10 SPX 11/20/2010 1195 C 5,386Oct-10 SPX 11/20/2010 1195 P 198Oct-10 SPX 11/20/2010 1200 C 75,627Oct-10 SPX 11/20/2010 1200 P 5,511Oct-10 SPX 11/20/2010 1205 C 9,660Oct-10 SPX 11/20/2010 1205 P 51Oct-10 SPX 11/20/2010 1210 C 31,644Oct-10 SPX 11/20/2010 1210 P 677Oct-10 SPX 11/20/2010 1215 P 4Oct-10 SPX 11/20/2010 1215 C 12,160Oct-10 SPX 11/20/2010 1220 C 15,659Oct-10 SPX 11/20/2010 1220 P 135Oct-10 SPX 11/20/2010 1225 C 35,770Oct-10 SPX 11/20/2010 1225 P 1,594Oct-10 SPX 11/20/2010 1230 C 20,179Oct-10 SPX 11/20/2010 1230 P 95Oct-10 SPX 11/20/2010 1235 C 15,232Oct-10 SPX 11/20/2010 1240 P 10Oct-10 SPX 11/20/2010 1240 C 36,344Oct-10 SPX 11/20/2010 1245 C 12,384Oct-10 SPX 11/20/2010 1245 P 2Oct-10 SPX 11/20/2010 1250 C 80,834Oct-10 SPX 11/20/2010 1250 P 118Oct-10 SPX 11/20/2010 1255 C 3,596

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 549: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 11/20/2010 1260 P 3Oct-10 SPX 11/20/2010 1260 C 20,171Oct-10 SPX 11/20/2010 1265 C 5,675Oct-10 SPX 11/20/2010 1265 P 2Oct-10 SPX 11/20/2010 1270 C 11,958Oct-10 SPX 11/20/2010 1270 P 1Oct-10 SPX 11/20/2010 1275 C 17,319Oct-10 SPX 11/20/2010 1275 P 38Oct-10 SPX 11/20/2010 1280 C 13,427Oct-10 SPX 11/20/2010 1285 P 3Oct-10 SPX 11/20/2010 1285 C 6,362Oct-10 SPX 11/20/2010 1290 C 3,142Oct-10 SPX 11/20/2010 1290 P 20Oct-10 SPX 11/20/2010 1295 C 4,163Oct-10 SPX 11/20/2010 1300 P 23Oct-10 SPX 11/20/2010 1300 C 26,764Oct-10 SPX 11/20/2010 1305 C 3,918Oct-10 SPX 11/20/2010 1310 C 5,856Oct-10 SPX 11/20/2010 1315 C 4,325Oct-10 SPX 11/20/2010 1320 C 10,613Oct-10 SPX 11/20/2010 1325 P 12Oct-10 SPX 11/20/2010 1325 C 7,077Oct-10 SPX 11/20/2010 1330 C 3,438Oct-10 SPX 11/20/2010 1340 C 4,294Oct-10 SPX 11/20/2010 1350 C 8,996Oct-10 SPX 11/20/2010 1375 C 8,272Oct-10 SPX 11/20/2010 1400 C 25,521Oct-10 SPX 11/20/2010 1450 C 2,069Oct-10 SPX 11/20/2010 1500 C 1,218Oct-10 SPX 11/20/2010 1500 P 750Oct-10 SPX 11/20/2010 1550 C 170Oct-10 SPX 11/20/2010 1600 C 69Oct-10 SPX 12/18/2010 100 C 525Oct-10 SPX 12/18/2010 100 P 8,010Oct-10 SPX 12/18/2010 200 C 17Oct-10 SPX 12/18/2010 200 P 40,361Oct-10 SPX 12/18/2010 250 P 2,686Oct-10 SPX 12/18/2010 300 C 3,654Oct-10 SPX 12/18/2010 300 P 5,667Oct-10 SPX 12/18/2010 325 C 100Oct-10 SPX 12/18/2010 325 P 932Oct-10 SPX 12/18/2010 350 P 2,752Oct-10 SPX 12/18/2010 350 C 5Oct-10 SPX 12/18/2010 400 C 4,315Oct-10 SPX 12/18/2010 400 P 92,848Oct-10 SPX 12/18/2010 425 C 100Oct-10 SPX 12/18/2010 425 P 36,110Oct-10 SPX 12/18/2010 450 P 32,202Oct-10 SPX 12/18/2010 475 P 9,330

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 550: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 12/18/2010 500 C 41,702Oct-10 SPX 12/18/2010 500 P 160,796Oct-10 SPX 12/18/2010 525 P 8,004Oct-10 SPX 12/18/2010 550 C 1Oct-10 SPX 12/18/2010 550 P 105,254Oct-10 SPX 12/18/2010 575 C 5Oct-10 SPX 12/18/2010 575 P 13,150Oct-10 SPX 12/18/2010 600 P 161,808Oct-10 SPX 12/18/2010 600 C 2,174Oct-10 SPX 12/18/2010 620 P 1,857Oct-10 SPX 12/18/2010 625 P 14,655Oct-10 SPX 12/18/2010 640 P 2,439Oct-10 SPX 12/18/2010 650 C 1,211Oct-10 SPX 12/18/2010 650 P 33,961Oct-10 SPX 12/18/2010 660 P 1,752Oct-10 SPX 12/18/2010 675 P 15,709Oct-10 SPX 12/18/2010 675 C 1,941Oct-10 SPX 12/18/2010 680 P 617Oct-10 SPX 12/18/2010 700 C 7,401Oct-10 SPX 12/18/2010 700 P 70,495Oct-10 SPX 12/18/2010 705 P 28Oct-10 SPX 12/18/2010 710 P 16Oct-10 SPX 12/18/2010 715 P 7Oct-10 SPX 12/18/2010 720 P 3,017Oct-10 SPX 12/18/2010 725 C 1,002Oct-10 SPX 12/18/2010 725 P 40,297Oct-10 SPX 12/18/2010 730 C 1Oct-10 SPX 12/18/2010 740 P 1,229Oct-10 SPX 12/18/2010 750 C 15,473Oct-10 SPX 12/18/2010 750 P 76,930Oct-10 SPX 12/18/2010 760 P 952Oct-10 SPX 12/18/2010 775 C 2,133Oct-10 SPX 12/18/2010 775 P 15,520Oct-10 SPX 12/18/2010 780 P 1,429Oct-10 SPX 12/18/2010 790 P 26Oct-10 SPX 12/18/2010 800 P 146,438Oct-10 SPX 12/18/2010 800 C 20,341Oct-10 SPX 12/18/2010 820 P 30,517Oct-10 SPX 12/18/2010 825 C 2,415Oct-10 SPX 12/18/2010 825 P 33,386Oct-10 SPX 12/18/2010 840 P 4,223Oct-10 SPX 12/18/2010 850 P 81,582Oct-10 SPX 12/18/2010 850 C 24,667Oct-10 SPX 12/18/2010 860 P 4,077Oct-10 SPX 12/18/2010 870 P 225Oct-10 SPX 12/18/2010 875 C 2,734Oct-10 SPX 12/18/2010 875 P 42,621Oct-10 SPX 12/18/2010 880 P 256Oct-10 SPX 12/18/2010 885 P 490

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 551: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 12/18/2010 890 P 50Oct-10 SPX 12/18/2010 895 P 5Oct-10 SPX 12/18/2010 900 C 47,736Oct-10 SPX 12/18/2010 900 P 184,317Oct-10 SPX 12/18/2010 905 P 29Oct-10 SPX 12/18/2010 910 P 3,247Oct-10 SPX 12/18/2010 915 P 22Oct-10 SPX 12/18/2010 920 P 3,711Oct-10 SPX 12/18/2010 925 P 66,789Oct-10 SPX 12/18/2010 925 C 275Oct-10 SPX 12/18/2010 930 C 2Oct-10 SPX 12/18/2010 930 P 4,051Oct-10 SPX 12/18/2010 935 P 2,174Oct-10 SPX 12/18/2010 940 P 11,348Oct-10 SPX 12/18/2010 945 C 7Oct-10 SPX 12/18/2010 945 P 547Oct-10 SPX 12/18/2010 950 C 30,279Oct-10 SPX 12/18/2010 950 P 148,642Oct-10 SPX 12/18/2010 960 C 2Oct-10 SPX 12/18/2010 960 P 1,290Oct-10 SPX 12/18/2010 965 P 10Oct-10 SPX 12/18/2010 970 P 843Oct-10 SPX 12/18/2010 975 C 3,957Oct-10 SPX 12/18/2010 975 P 89,063Oct-10 SPX 12/18/2010 980 P 451Oct-10 SPX 12/18/2010 985 P 2,814Oct-10 SPX 12/18/2010 990 C 2Oct-10 SPX 12/18/2010 990 P 10,786Oct-10 SPX 12/18/2010 995 P 20,085Oct-10 SPX 12/18/2010 1000 P 217,737Oct-10 SPX 12/18/2010 1000 C 44,883Oct-10 SPX 12/18/2010 1005 P 1,481Oct-10 SPX 12/18/2010 1010 P 6,562Oct-10 SPX 12/18/2010 1015 P 1,446Oct-10 SPX 12/18/2010 1020 C 20Oct-10 SPX 12/18/2010 1020 P 3,133Oct-10 SPX 12/18/2010 1025 P 111,595Oct-10 SPX 12/18/2010 1025 C 15,000Oct-10 SPX 12/18/2010 1030 C 6,706Oct-10 SPX 12/18/2010 1030 P 12,787Oct-10 SPX 12/18/2010 1035 C 8Oct-10 SPX 12/18/2010 1035 P 8,403Oct-10 SPX 12/18/2010 1040 C 926Oct-10 SPX 12/18/2010 1040 P 10,952Oct-10 SPX 12/18/2010 1045 P 4,211Oct-10 SPX 12/18/2010 1045 C 1,160Oct-10 SPX 12/18/2010 1050 C 44,919Oct-10 SPX 12/18/2010 1050 P 137,795Oct-10 SPX 12/18/2010 1055 C 206

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 552: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 12/18/2010 1055 P 1,166Oct-10 SPX 12/18/2010 1060 C 4,257Oct-10 SPX 12/18/2010 1060 P 13,836Oct-10 SPX 12/18/2010 1065 C 344Oct-10 SPX 12/18/2010 1065 P 895Oct-10 SPX 12/18/2010 1070 P 15,377Oct-10 SPX 12/18/2010 1070 C 2,749Oct-10 SPX 12/18/2010 1075 P 88,210Oct-10 SPX 12/18/2010 1075 C 29,926Oct-10 SPX 12/18/2010 1080 C 137Oct-10 SPX 12/18/2010 1080 P 3,209Oct-10 SPX 12/18/2010 1085 C 103Oct-10 SPX 12/18/2010 1085 P 8,726Oct-10 SPX 12/18/2010 1090 C 82Oct-10 SPX 12/18/2010 1090 P 5,101Oct-10 SPX 12/18/2010 1095 P 3,948Oct-10 SPX 12/18/2010 1095 C 3,704Oct-10 SPX 12/18/2010 1100 C 166,336Oct-10 SPX 12/18/2010 1100 P 227,743Oct-10 SPX 12/18/2010 1105 C 19,431Oct-10 SPX 12/18/2010 1105 P 21,565Oct-10 SPX 12/18/2010 1110 C 5,807Oct-10 SPX 12/18/2010 1110 P 14,063Oct-10 SPX 12/18/2010 1115 C 26,280Oct-10 SPX 12/18/2010 1115 P 27,232Oct-10 SPX 12/18/2010 1120 P 24,618Oct-10 SPX 12/18/2010 1120 C 20,137Oct-10 SPX 12/18/2010 1125 C 64,255Oct-10 SPX 12/18/2010 1125 P 80,514Oct-10 SPX 12/18/2010 1130 C 23,463Oct-10 SPX 12/18/2010 1130 P 23,724Oct-10 SPX 12/18/2010 1135 C 25,277Oct-10 SPX 12/18/2010 1135 P 26,832Oct-10 SPX 12/18/2010 1140 P 57,042Oct-10 SPX 12/18/2010 1140 C 43,921Oct-10 SPX 12/18/2010 1145 C 21,703Oct-10 SPX 12/18/2010 1145 P 21,389Oct-10 SPX 12/18/2010 1150 C 148,201Oct-10 SPX 12/18/2010 1150 P 151,709Oct-10 SPX 12/18/2010 1155 C 35,603Oct-10 SPX 12/18/2010 1155 P 35,994Oct-10 SPX 12/18/2010 1160 P 56,014Oct-10 SPX 12/18/2010 1160 C 24,101Oct-10 SPX 12/18/2010 1165 P 22,109Oct-10 SPX 12/18/2010 1165 C 21,184Oct-10 SPX 12/18/2010 1170 C 29,686Oct-10 SPX 12/18/2010 1170 P 29,217Oct-10 SPX 12/18/2010 1175 C 104,806Oct-10 SPX 12/18/2010 1175 P 90,936

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 553: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 12/18/2010 1180 C 33,189Oct-10 SPX 12/18/2010 1180 P 28,920Oct-10 SPX 12/18/2010 1185 P 13,313Oct-10 SPX 12/18/2010 1185 C 18,337Oct-10 SPX 12/18/2010 1190 C 5,448Oct-10 SPX 12/18/2010 1190 P 6,394Oct-10 SPX 12/18/2010 1195 C 1,885Oct-10 SPX 12/18/2010 1195 P 29Oct-10 SPX 12/18/2010 1200 C 189,595Oct-10 SPX 12/18/2010 1200 P 79,330Oct-10 SPX 12/18/2010 1205 C 309Oct-10 SPX 12/18/2010 1205 P 1Oct-10 SPX 12/18/2010 1210 C 1,113Oct-10 SPX 12/18/2010 1210 P 4Oct-10 SPX 12/18/2010 1215 C 1,571Oct-10 SPX 12/18/2010 1220 P 1,001Oct-10 SPX 12/18/2010 1220 C 3,202Oct-10 SPX 12/18/2010 1225 C 48,030Oct-10 SPX 12/18/2010 1225 P 3,121Oct-10 SPX 12/18/2010 1230 C 5,075Oct-10 SPX 12/18/2010 1230 P 4Oct-10 SPX 12/18/2010 1235 C 2,722Oct-10 SPX 12/18/2010 1240 P 2Oct-10 SPX 12/18/2010 1240 C 4,782Oct-10 SPX 12/18/2010 1245 C 2,904Oct-10 SPX 12/18/2010 1250 C 210,065Oct-10 SPX 12/18/2010 1250 P 18,903Oct-10 SPX 12/18/2010 1255 C 12,031Oct-10 SPX 12/18/2010 1255 P 4Oct-10 SPX 12/18/2010 1260 C 6,308Oct-10 SPX 12/18/2010 1260 P 2Oct-10 SPX 12/18/2010 1265 C 1,614Oct-10 SPX 12/18/2010 1270 C 9,120Oct-10 SPX 12/18/2010 1275 C 46,525Oct-10 SPX 12/18/2010 1275 P 65Oct-10 SPX 12/18/2010 1280 C 4,081Oct-10 SPX 12/18/2010 1285 C 46Oct-10 SPX 12/18/2010 1290 C 5,858Oct-10 SPX 12/18/2010 1290 P 1Oct-10 SPX 12/18/2010 1295 C 12,130Oct-10 SPX 12/18/2010 1300 C 124,867Oct-10 SPX 12/18/2010 1300 P 47,526Oct-10 SPX 12/18/2010 1305 C 27Oct-10 SPX 12/18/2010 1310 C 3Oct-10 SPX 12/18/2010 1315 P 1Oct-10 SPX 12/18/2010 1315 C 5Oct-10 SPX 12/18/2010 1320 C 2,697Oct-10 SPX 12/18/2010 1325 P 2,827Oct-10 SPX 12/18/2010 1325 C 11,977

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 554: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 12/18/2010 1330 P 3Oct-10 SPX 12/18/2010 1330 C 7Oct-10 SPX 12/18/2010 1335 C 1Oct-10 SPX 12/18/2010 1345 C 134Oct-10 SPX 12/18/2010 1350 C 44,624Oct-10 SPX 12/18/2010 1350 P 11,456Oct-10 SPX 12/18/2010 1375 P 3,230Oct-10 SPX 12/18/2010 1375 C 16,909Oct-10 SPX 12/18/2010 1400 P 8,335Oct-10 SPX 12/18/2010 1400 C 150,464Oct-10 SPX 12/18/2010 1425 P 1,818Oct-10 SPX 12/18/2010 1425 C 5,006Oct-10 SPX 12/18/2010 1450 C 17,148Oct-10 SPX 12/18/2010 1450 P 1,557Oct-10 SPX 12/18/2010 1475 C 1,428Oct-10 SPX 12/18/2010 1500 P 52,396Oct-10 SPX 12/18/2010 1500 C 93,414Oct-10 SPX 12/18/2010 1550 P 361Oct-10 SPX 12/18/2010 1550 C 2,239Oct-10 SPX 12/18/2010 1600 P 234Oct-10 SPX 12/18/2010 1600 C 5,180Oct-10 SPX 12/18/2010 1700 P 1,447Oct-10 SPX 12/18/2010 1700 C 7,574Oct-10 SPX 12/18/2010 1800 P 90Oct-10 SPX 12/18/2010 1800 C 9,294Oct-10 SPX 12/18/2010 1900 P 1,123Oct-10 SPX 12/18/2010 1900 C 7,488Oct-10 SPX 12/18/2010 2000 P 178Oct-10 SPX 12/18/2010 2000 C 15,689Oct-10 SPX 12/18/2010 2100 P 632Oct-10 SPX 12/18/2010 2100 C 5,726Oct-10 SPX 12/18/2010 2150 C 160Oct-10 SPX 12/18/2010 2250 P 234Oct-10 SPX 12/18/2010 2250 C 6,176Oct-10 SPX 12/18/2010 2500 P 968Oct-10 SPX 12/18/2010 2500 C 10,287Oct-10 SPX 1/22/2011 400 C 8Oct-10 SPX 1/22/2011 450 P 383Oct-10 SPX 1/22/2011 500 P 2,603Oct-10 SPX 1/22/2011 500 C 1,650Oct-10 SPX 1/22/2011 550 P 33Oct-10 SPX 1/22/2011 600 C 1Oct-10 SPX 1/22/2011 600 P 1,641Oct-10 SPX 1/22/2011 650 P 26,164Oct-10 SPX 1/22/2011 650 C 3Oct-10 SPX 1/22/2011 675 P 393Oct-10 SPX 1/22/2011 700 P 34,008Oct-10 SPX 1/22/2011 720 P 10Oct-10 SPX 1/22/2011 725 P 679

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 555: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 1/22/2011 740 P 27Oct-10 SPX 1/22/2011 750 P 25,804Oct-10 SPX 1/22/2011 760 P 123Oct-10 SPX 1/22/2011 775 P 6,851Oct-10 SPX 1/22/2011 780 P 615Oct-10 SPX 1/22/2011 800 P 34,210Oct-10 SPX 1/22/2011 820 P 266Oct-10 SPX 1/22/2011 825 C 1Oct-10 SPX 1/22/2011 825 P 2,971Oct-10 SPX 1/22/2011 840 P 300Oct-10 SPX 1/22/2011 850 P 31,176Oct-10 SPX 1/22/2011 850 C 8Oct-10 SPX 1/22/2011 860 P 200Oct-10 SPX 1/22/2011 875 P 5,836Oct-10 SPX 1/22/2011 880 P 112Oct-10 SPX 1/22/2011 900 P 41,748Oct-10 SPX 1/22/2011 900 C 15Oct-10 SPX 1/22/2011 920 P 38Oct-10 SPX 1/22/2011 925 P 7,179Oct-10 SPX 1/22/2011 940 P 20Oct-10 SPX 1/22/2011 950 P 27,786Oct-10 SPX 1/22/2011 950 C 30Oct-10 SPX 1/22/2011 960 P 20Oct-10 SPX 1/22/2011 970 P 1Oct-10 SPX 1/22/2011 975 P 7,469Oct-10 SPX 1/22/2011 975 C 30Oct-10 SPX 1/22/2011 980 P 1,003Oct-10 SPX 1/22/2011 990 P 27Oct-10 SPX 1/22/2011 1000 C 117Oct-10 SPX 1/22/2011 1000 P 92,475Oct-10 SPX 1/22/2011 1010 P 516Oct-10 SPX 1/22/2011 1020 P 1,077Oct-10 SPX 1/22/2011 1025 P 26,154Oct-10 SPX 1/22/2011 1025 C 3,550Oct-10 SPX 1/22/2011 1030 P 1Oct-10 SPX 1/22/2011 1040 P 23Oct-10 SPX 1/22/2011 1050 C 4,652Oct-10 SPX 1/22/2011 1050 P 55,574Oct-10 SPX 1/22/2011 1060 P 3,114Oct-10 SPX 1/22/2011 1075 P 20,959Oct-10 SPX 1/22/2011 1075 C 2,864Oct-10 SPX 1/22/2011 1080 P 7,012Oct-10 SPX 1/22/2011 1100 C 22,431Oct-10 SPX 1/22/2011 1100 P 62,021Oct-10 SPX 1/22/2011 1120 P 801Oct-10 SPX 1/22/2011 1125 P 24,044Oct-10 SPX 1/22/2011 1125 C 17,111Oct-10 SPX 1/22/2011 1140 P 4,904Oct-10 SPX 1/22/2011 1140 C 9,406

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 556: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 1/22/2011 1150 P 20,673Oct-10 SPX 1/22/2011 1150 C 18,621Oct-10 SPX 1/22/2011 1160 P 5,531Oct-10 SPX 1/22/2011 1160 C 480Oct-10 SPX 1/22/2011 1175 P 18,131Oct-10 SPX 1/22/2011 1175 C 14,113Oct-10 SPX 1/22/2011 1180 P 2,607Oct-10 SPX 1/22/2011 1180 C 3,026Oct-10 SPX 1/22/2011 1185 P 1,002Oct-10 SPX 1/22/2011 1185 C 1,084Oct-10 SPX 1/22/2011 1200 C 36,763Oct-10 SPX 1/22/2011 1200 P 4,989Oct-10 SPX 1/22/2011 1210 C 501Oct-10 SPX 1/22/2011 1220 C 12Oct-10 SPX 1/22/2011 1225 P 809Oct-10 SPX 1/22/2011 1225 C 18,380Oct-10 SPX 1/22/2011 1235 C 12Oct-10 SPX 1/22/2011 1235 P 2Oct-10 SPX 1/22/2011 1240 C 1,870Oct-10 SPX 1/22/2011 1250 P 5,866Oct-10 SPX 1/22/2011 1250 C 30,362Oct-10 SPX 1/22/2011 1260 C 2,156Oct-10 SPX 1/22/2011 1270 C 41Oct-10 SPX 1/22/2011 1275 P 261Oct-10 SPX 1/22/2011 1275 C 6,536Oct-10 SPX 1/22/2011 1280 C 4Oct-10 SPX 1/22/2011 1290 C 1,001Oct-10 SPX 1/22/2011 1300 P 1,003Oct-10 SPX 1/22/2011 1300 C 17,605Oct-10 SPX 1/22/2011 1310 C 1,215Oct-10 SPX 1/22/2011 1320 C 9Oct-10 SPX 1/22/2011 1325 C 6,053Oct-10 SPX 1/22/2011 1325 P 1Oct-10 SPX 1/22/2011 1330 C 750Oct-10 SPX 1/22/2011 1340 C 20Oct-10 SPX 1/22/2011 1350 C 8,010Oct-10 SPX 1/22/2011 1375 C 3Oct-10 SPX 1/22/2011 1400 P 12Oct-10 SPX 1/22/2011 1400 C 536Oct-10 SPX 1/22/2011 1425 C 18Oct-10 SPX 1/22/2011 1450 C 166Oct-10 SPX 1/22/2011 1475 C 646Oct-10 SPX 1/22/2011 1500 P 1,650Oct-10 SPX 1/22/2011 1500 C 1,720Oct-10 SPX 1/22/2011 1550 C 112Oct-10 SPX 1/22/2011 1600 C 237Oct-10 SPX 2/19/2011 600 P 17Oct-10 SPX 2/19/2011 650 P 8Oct-10 SPX 2/19/2011 700 P 30

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 557: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 2/19/2011 725 P 215Oct-10 SPX 2/19/2011 750 P 200Oct-10 SPX 2/19/2011 775 P 207Oct-10 SPX 2/19/2011 800 P 502Oct-10 SPX 2/19/2011 825 P 1Oct-10 SPX 2/19/2011 850 P 1,000Oct-10 SPX 2/19/2011 900 P 77Oct-10 SPX 2/19/2011 925 P 31Oct-10 SPX 2/19/2011 950 P 763Oct-10 SPX 2/19/2011 975 P 4Oct-10 SPX 2/19/2011 1000 P 5,691Oct-10 SPX 2/19/2011 1025 P 1,127Oct-10 SPX 2/19/2011 1050 P 11,587Oct-10 SPX 2/19/2011 1075 P 1,207Oct-10 SPX 2/19/2011 1100 P 6,939Oct-10 SPX 2/19/2011 1125 C 51Oct-10 SPX 2/19/2011 1125 P 3,605Oct-10 SPX 2/19/2011 1150 P 10,350Oct-10 SPX 2/19/2011 1150 C 1Oct-10 SPX 2/19/2011 1175 P 5,703Oct-10 SPX 2/19/2011 1175 C 2,314Oct-10 SPX 2/19/2011 1200 P 2,253Oct-10 SPX 2/19/2011 1200 C 5,076Oct-10 SPX 2/19/2011 1225 C 2,235Oct-10 SPX 2/19/2011 1250 C 636Oct-10 SPX 2/19/2011 1275 C 1,101Oct-10 SPX 2/19/2011 1300 C 360Oct-10 SPX 2/19/2011 1325 C 226Oct-10 SPX 2/19/2011 1350 C 610Oct-10 SPX 2/19/2011 1375 C 200Oct-10 SPX 2/19/2011 1400 C 300Oct-10 SPX 2/19/2011 1500 C 1Oct-10 SPX 2/19/2011 1600 C 45Oct-10 SPX 3/19/2011 100 P 100Oct-10 SPX 3/19/2011 200 P 12Oct-10 SPX 3/19/2011 300 P 106Oct-10 SPX 3/19/2011 300 C 2Oct-10 SPX 3/19/2011 325 P 26Oct-10 SPX 3/19/2011 350 P 100Oct-10 SPX 3/19/2011 350 C 3Oct-10 SPX 3/19/2011 400 P 771Oct-10 SPX 3/19/2011 425 P 1,185Oct-10 SPX 3/19/2011 450 P 388Oct-10 SPX 3/19/2011 475 P 86Oct-10 SPX 3/19/2011 500 P 4,709Oct-10 SPX 3/19/2011 500 C 60Oct-10 SPX 3/19/2011 525 P 245Oct-10 SPX 3/19/2011 550 P 11,111Oct-10 SPX 3/19/2011 575 P 1,521

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 558: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 3/19/2011 600 P 25,534Oct-10 SPX 3/19/2011 625 P 723Oct-10 SPX 3/19/2011 650 P 6,585Oct-10 SPX 3/19/2011 675 P 7,036Oct-10 SPX 3/19/2011 700 P 18,988Oct-10 SPX 3/19/2011 700 C 2Oct-10 SPX 3/19/2011 725 P 2,654Oct-10 SPX 3/19/2011 750 P 14,103Oct-10 SPX 3/19/2011 775 P 14,573Oct-10 SPX 3/19/2011 800 C 104Oct-10 SPX 3/19/2011 800 P 33,959Oct-10 SPX 3/19/2011 825 P 18,395Oct-10 SPX 3/19/2011 850 P 40,798Oct-10 SPX 3/19/2011 850 C 1,000Oct-10 SPX 3/19/2011 875 P 6,303Oct-10 SPX 3/19/2011 900 P 25,189Oct-10 SPX 3/19/2011 925 C 500Oct-10 SPX 3/19/2011 925 P 30,755Oct-10 SPX 3/19/2011 950 P 74,284Oct-10 SPX 3/19/2011 950 C 1,001Oct-10 SPX 3/19/2011 975 C 13Oct-10 SPX 3/19/2011 975 P 14,016Oct-10 SPX 3/19/2011 1000 P 78,032Oct-10 SPX 3/19/2011 1000 C 2,925Oct-10 SPX 3/19/2011 1025 P 14,496Oct-10 SPX 3/19/2011 1025 C 1,373Oct-10 SPX 3/19/2011 1050 P 41,076Oct-10 SPX 3/19/2011 1050 C 10,672Oct-10 SPX 3/19/2011 1060 P 60Oct-10 SPX 3/19/2011 1075 P 35,732Oct-10 SPX 3/19/2011 1075 C 9,934Oct-10 SPX 3/19/2011 1100 P 45,100Oct-10 SPX 3/19/2011 1100 C 31,865Oct-10 SPX 3/19/2011 1125 C 26,954Oct-10 SPX 3/19/2011 1125 P 23,608Oct-10 SPX 3/19/2011 1150 C 19,866Oct-10 SPX 3/19/2011 1150 P 28,841Oct-10 SPX 3/19/2011 1175 P 13,334Oct-10 SPX 3/19/2011 1175 C 14,530Oct-10 SPX 3/19/2011 1190 P 141Oct-10 SPX 3/19/2011 1190 C 161Oct-10 SPX 3/19/2011 1200 C 59,651Oct-10 SPX 3/19/2011 1200 P 7,184Oct-10 SPX 3/19/2011 1225 P 66Oct-10 SPX 3/19/2011 1225 C 16,223Oct-10 SPX 3/19/2011 1250 C 29,781Oct-10 SPX 3/19/2011 1250 P 846Oct-10 SPX 3/19/2011 1275 P 3Oct-10 SPX 3/19/2011 1275 C 8,878

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 559: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 3/19/2011 1300 P 6,005Oct-10 SPX 3/19/2011 1300 C 31,416Oct-10 SPX 3/19/2011 1325 C 3,810Oct-10 SPX 3/19/2011 1325 P 1Oct-10 SPX 3/19/2011 1350 P 5,000Oct-10 SPX 3/19/2011 1350 C 8,920Oct-10 SPX 3/19/2011 1375 C 5,481Oct-10 SPX 3/19/2011 1400 P 20Oct-10 SPX 3/19/2011 1400 C 23,213Oct-10 SPX 3/19/2011 1425 C 1,147Oct-10 SPX 3/19/2011 1450 C 1,271Oct-10 SPX 3/19/2011 1475 C 962Oct-10 SPX 3/19/2011 1500 P 82Oct-10 SPX 3/19/2011 1500 C 558Oct-10 SPX 3/19/2011 1525 C 149Oct-10 SPX 3/19/2011 1550 C 145Oct-10 SPX 3/19/2011 1575 C 81Oct-10 SPX 3/19/2011 1600 C 126Oct-10 SPX 3/19/2011 1900 P 990Oct-10 SPX 3/19/2011 2100 P 990Oct-10 SPX 6/18/2011 100 P 22,049Oct-10 SPX 6/18/2011 100 C 1Oct-10 SPX 6/18/2011 200 P 4,196Oct-10 SPX 6/18/2011 225 P 161Oct-10 SPX 6/18/2011 250 P 92Oct-10 SPX 6/18/2011 275 P 3Oct-10 SPX 6/18/2011 300 P 193Oct-10 SPX 6/18/2011 300 C 2Oct-10 SPX 6/18/2011 325 P 3Oct-10 SPX 6/18/2011 350 P 122Oct-10 SPX 6/18/2011 350 C 3Oct-10 SPX 6/18/2011 375 P 268Oct-10 SPX 6/18/2011 400 P 4,687Oct-10 SPX 6/18/2011 425 P 34Oct-10 SPX 6/18/2011 450 P 90Oct-10 SPX 6/18/2011 475 P 11Oct-10 SPX 6/18/2011 500 P 3,094Oct-10 SPX 6/18/2011 500 C 300Oct-10 SPX 6/18/2011 525 P 95Oct-10 SPX 6/18/2011 550 P 5,198Oct-10 SPX 6/18/2011 600 P 13,067Oct-10 SPX 6/18/2011 650 P 8,869Oct-10 SPX 6/18/2011 700 P 34,266Oct-10 SPX 6/18/2011 750 P 28,660Oct-10 SPX 6/18/2011 775 P 2,217Oct-10 SPX 6/18/2011 800 P 23,685Oct-10 SPX 6/18/2011 800 C 100Oct-10 SPX 6/18/2011 825 P 3,569Oct-10 SPX 6/18/2011 850 P 21,963

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 560: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 6/18/2011 875 P 2,513Oct-10 SPX 6/18/2011 900 C 2,113Oct-10 SPX 6/18/2011 900 P 32,647Oct-10 SPX 6/18/2011 925 P 3,727Oct-10 SPX 6/18/2011 950 P 93,642Oct-10 SPX 6/18/2011 950 C 1,253Oct-10 SPX 6/18/2011 975 P 14,914Oct-10 SPX 6/18/2011 975 C 1Oct-10 SPX 6/18/2011 1000 P 45,009Oct-10 SPX 6/18/2011 1000 C 13,053Oct-10 SPX 6/18/2011 1025 C 5,757Oct-10 SPX 6/18/2011 1025 P 8,493Oct-10 SPX 6/18/2011 1050 C 14,471Oct-10 SPX 6/18/2011 1050 P 37,198Oct-10 SPX 6/18/2011 1060 P 2,756Oct-10 SPX 6/18/2011 1060 C 22Oct-10 SPX 6/18/2011 1075 P 18,269Oct-10 SPX 6/18/2011 1075 C 12,608Oct-10 SPX 6/18/2011 1100 C 27,629Oct-10 SPX 6/18/2011 1100 P 48,032Oct-10 SPX 6/18/2011 1120 P 2,051Oct-10 SPX 6/18/2011 1125 P 19,066Oct-10 SPX 6/18/2011 1125 C 12,498Oct-10 SPX 6/18/2011 1150 P 14,158Oct-10 SPX 6/18/2011 1150 C 16,734Oct-10 SPX 6/18/2011 1175 C 19,049Oct-10 SPX 6/18/2011 1175 P 11,416Oct-10 SPX 6/18/2011 1190 C 144Oct-10 SPX 6/18/2011 1190 P 140Oct-10 SPX 6/18/2011 1200 P 16,052Oct-10 SPX 6/18/2011 1200 C 29,105Oct-10 SPX 6/18/2011 1225 P 1,063Oct-10 SPX 6/18/2011 1225 C 12,056Oct-10 SPX 6/18/2011 1250 P 406Oct-10 SPX 6/18/2011 1250 C 62,782Oct-10 SPX 6/18/2011 1275 P 350Oct-10 SPX 6/18/2011 1275 C 3,609Oct-10 SPX 6/18/2011 1300 C 47,214Oct-10 SPX 6/18/2011 1300 P 3,216Oct-10 SPX 6/18/2011 1325 C 6,982Oct-10 SPX 6/18/2011 1350 C 17,755Oct-10 SPX 6/18/2011 1375 P 1Oct-10 SPX 6/18/2011 1375 C 378Oct-10 SPX 6/18/2011 1400 C 15,309Oct-10 SPX 6/18/2011 1400 P 21Oct-10 SPX 6/18/2011 1425 C 3,110Oct-10 SPX 6/18/2011 1450 C 2,951Oct-10 SPX 6/18/2011 1475 C 5,255Oct-10 SPX 6/18/2011 1500 P 300

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 561: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 6/18/2011 1500 C 4,698Oct-10 SPX 6/18/2011 1550 C 1,157Oct-10 SPX 6/18/2011 1600 C 676Oct-10 SPX 6/18/2011 1600 P 20Oct-10 SPX 6/18/2011 1650 C 151Oct-10 SPX 6/18/2011 1700 P 50Oct-10 SPX 6/18/2011 1700 C 78Oct-10 SPX 6/18/2011 1800 P 68Oct-10 SPX 6/18/2011 1800 C 3Oct-10 SPX 6/18/2011 1900 P 113Oct-10 SPX 6/18/2011 2000 P 156Oct-10 SPX 6/18/2011 2000 C 1Oct-10 SPX 6/18/2011 2250 P 113Oct-10 SPX 6/18/2011 2500 P 163Oct-10 SPX 9/17/2011 300 P 20Oct-10 SPX 9/17/2011 350 P 65Oct-10 SPX 9/17/2011 400 P 25Oct-10 SPX 9/17/2011 500 P 11Oct-10 SPX 9/17/2011 600 P 501Oct-10 SPX 9/17/2011 700 P 353Oct-10 SPX 9/17/2011 750 P 3Oct-10 SPX 9/17/2011 775 P 1,800Oct-10 SPX 9/17/2011 800 P 5,151Oct-10 SPX 9/17/2011 825 P 1Oct-10 SPX 9/17/2011 850 P 656Oct-10 SPX 9/17/2011 875 P 12Oct-10 SPX 9/17/2011 900 P 61,587Oct-10 SPX 9/17/2011 925 P 610Oct-10 SPX 9/17/2011 950 P 4,082Oct-10 SPX 9/17/2011 975 P 202Oct-10 SPX 9/17/2011 1000 P 12,753Oct-10 SPX 9/17/2011 1000 C 500Oct-10 SPX 9/17/2011 1025 P 1,501Oct-10 SPX 9/17/2011 1050 P 2,020Oct-10 SPX 9/17/2011 1075 C 500Oct-10 SPX 9/17/2011 1075 P 2,163Oct-10 SPX 9/17/2011 1100 C 890Oct-10 SPX 9/17/2011 1100 P 4,340Oct-10 SPX 9/17/2011 1125 P 5,172Oct-10 SPX 9/17/2011 1125 C 1,191Oct-10 SPX 9/17/2011 1150 P 6,082Oct-10 SPX 9/17/2011 1150 C 3,955Oct-10 SPX 9/17/2011 1175 P 2,165Oct-10 SPX 9/17/2011 1175 C 5,477Oct-10 SPX 9/17/2011 1200 C 2,432Oct-10 SPX 9/17/2011 1200 P 754Oct-10 SPX 9/17/2011 1225 C 3,900Oct-10 SPX 9/17/2011 1250 P 250Oct-10 SPX 9/17/2011 1250 C 9,494

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 562: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 9/17/2011 1275 C 5,152Oct-10 SPX 9/17/2011 1300 P 9,650Oct-10 SPX 9/17/2011 1300 C 58,525Oct-10 SPX 9/17/2011 1325 C 1,205Oct-10 SPX 9/17/2011 1350 C 1,711Oct-10 SPX 9/17/2011 1375 C 1,308Oct-10 SPX 9/17/2011 1400 P 500Oct-10 SPX 9/17/2011 1400 C 32,611Oct-10 SPX 9/17/2011 1425 C 101Oct-10 SPX 9/17/2011 1450 C 810Oct-10 SPX 9/17/2011 1500 C 140Oct-10 SPX 9/17/2011 1525 C 598Oct-10 SPX 9/17/2011 1550 C 166Oct-10 SPX 9/17/2011 1600 C 341Oct-10 SPX 9/17/2011 1650 C 565Oct-10 SPX 9/17/2011 1700 C 121Oct-10 SPX 12/17/2011 50 P 27,376Oct-10 SPX 12/17/2011 100 P 12,487Oct-10 SPX 12/17/2011 100 C 109Oct-10 SPX 12/17/2011 150 P 1,487Oct-10 SPX 12/17/2011 200 P 46,861Oct-10 SPX 12/17/2011 200 C 3Oct-10 SPX 12/17/2011 225 P 7,218Oct-10 SPX 12/17/2011 250 P 115,017Oct-10 SPX 12/17/2011 250 C 15Oct-10 SPX 12/17/2011 275 P 3,784Oct-10 SPX 12/17/2011 280 P 3,034Oct-10 SPX 12/17/2011 280 C 102Oct-10 SPX 12/17/2011 300 C 89Oct-10 SPX 12/17/2011 300 P 21,785Oct-10 SPX 12/17/2011 325 P 1,492Oct-10 SPX 12/17/2011 350 P 3,019Oct-10 SPX 12/17/2011 350 C 10Oct-10 SPX 12/17/2011 375 P 62Oct-10 SPX 12/17/2011 400 P 160,869Oct-10 SPX 12/17/2011 400 C 32Oct-10 SPX 12/17/2011 425 P 159Oct-10 SPX 12/17/2011 450 P 12,506Oct-10 SPX 12/17/2011 450 C 8Oct-10 SPX 12/17/2011 475 P 168Oct-10 SPX 12/17/2011 500 P 19,598Oct-10 SPX 12/17/2011 500 C 526Oct-10 SPX 12/17/2011 525 P 57Oct-10 SPX 12/17/2011 550 C 6Oct-10 SPX 12/17/2011 550 P 8,866Oct-10 SPX 12/17/2011 600 P 57,152Oct-10 SPX 12/17/2011 600 C 21Oct-10 SPX 12/17/2011 650 P 37,617Oct-10 SPX 12/17/2011 650 C 1,217

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 563: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 12/17/2011 700 P 56,038Oct-10 SPX 12/17/2011 700 C 3,818Oct-10 SPX 12/17/2011 750 P 33,479Oct-10 SPX 12/17/2011 750 C 404Oct-10 SPX 12/17/2011 775 P 2,215Oct-10 SPX 12/17/2011 800 P 72,198Oct-10 SPX 12/17/2011 800 C 14,399Oct-10 SPX 12/17/2011 825 P 1,799Oct-10 SPX 12/17/2011 825 C 151Oct-10 SPX 12/17/2011 850 C 6,751Oct-10 SPX 12/17/2011 850 P 25,332Oct-10 SPX 12/17/2011 875 P 1,501Oct-10 SPX 12/17/2011 875 C 6Oct-10 SPX 12/17/2011 900 P 79,615Oct-10 SPX 12/17/2011 900 C 16,675Oct-10 SPX 12/17/2011 920 P 3,810Oct-10 SPX 12/17/2011 920 C 606Oct-10 SPX 12/17/2011 925 P 4,369Oct-10 SPX 12/17/2011 950 C 6,434Oct-10 SPX 12/17/2011 950 P 23,365Oct-10 SPX 12/17/2011 975 C 12Oct-10 SPX 12/17/2011 975 P 5,565Oct-10 SPX 12/17/2011 1000 P 47,208Oct-10 SPX 12/17/2011 1000 C 19,534Oct-10 SPX 12/17/2011 1025 P 7,959Oct-10 SPX 12/17/2011 1025 C 2,027Oct-10 SPX 12/17/2011 1050 P 38,474Oct-10 SPX 12/17/2011 1050 C 14,554Oct-10 SPX 12/17/2011 1075 C 8,421Oct-10 SPX 12/17/2011 1075 P 20,713Oct-10 SPX 12/17/2011 1100 P 80,579Oct-10 SPX 12/17/2011 1100 C 71,530Oct-10 SPX 12/17/2011 1125 P 16,074Oct-10 SPX 12/17/2011 1125 C 20,895Oct-10 SPX 12/17/2011 1150 P 36,591Oct-10 SPX 12/17/2011 1150 C 34,878Oct-10 SPX 12/17/2011 1175 P 9,304Oct-10 SPX 12/17/2011 1175 C 11,137Oct-10 SPX 12/17/2011 1200 P 19,902Oct-10 SPX 12/17/2011 1200 C 55,019Oct-10 SPX 12/17/2011 1225 P 1,000Oct-10 SPX 12/17/2011 1225 C 5,910Oct-10 SPX 12/17/2011 1250 P 2,728Oct-10 SPX 12/17/2011 1250 C 21,384Oct-10 SPX 12/17/2011 1275 P 1,350Oct-10 SPX 12/17/2011 1275 C 5,483Oct-10 SPX 12/17/2011 1300 P 7,415Oct-10 SPX 12/17/2011 1300 C 80,278Oct-10 SPX 12/17/2011 1325 C 5

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 564: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 12/17/2011 1350 P 754Oct-10 SPX 12/17/2011 1350 C 10,310Oct-10 SPX 12/17/2011 1375 C 303Oct-10 SPX 12/17/2011 1400 P 8,323Oct-10 SPX 12/17/2011 1400 C 38,534Oct-10 SPX 12/17/2011 1425 C 10Oct-10 SPX 12/17/2011 1450 C 11,689Oct-10 SPX 12/17/2011 1500 P 3,163Oct-10 SPX 12/17/2011 1500 C 91,542Oct-10 SPX 12/17/2011 1550 C 5,025Oct-10 SPX 12/17/2011 1600 P 527Oct-10 SPX 12/17/2011 1600 C 34,286Oct-10 SPX 12/17/2011 1700 C 2,827Oct-10 SPX 12/17/2011 1700 P 97Oct-10 SPX 12/17/2011 1800 P 119Oct-10 SPX 12/17/2011 1800 C 680Oct-10 SPX 12/17/2011 1900 P 106Oct-10 SPX 12/17/2011 1900 C 74Oct-10 SPX 12/17/2011 2000 P 240Oct-10 SPX 12/17/2011 2000 C 5,083Oct-10 SPX 12/17/2011 2250 P 70Oct-10 SPX 12/17/2011 2500 C 12Oct-10 SPX 12/17/2011 2500 P 229Oct-10 SPX 6/16/2012 100 P 113Oct-10 SPX 6/16/2012 200 P 4,365Oct-10 SPX 6/16/2012 300 P 355Oct-10 SPX 6/16/2012 400 P 23Oct-10 SPX 6/16/2012 500 P 17Oct-10 SPX 6/16/2012 600 P 503Oct-10 SPX 6/16/2012 650 P 1,200Oct-10 SPX 6/16/2012 700 C 180Oct-10 SPX 6/16/2012 750 P 1,220Oct-10 SPX 6/16/2012 800 P 6,550Oct-10 SPX 6/16/2012 825 P 20Oct-10 SPX 6/16/2012 850 P 596Oct-10 SPX 6/16/2012 900 P 1,860Oct-10 SPX 6/16/2012 925 P 104Oct-10 SPX 6/16/2012 950 C 100Oct-10 SPX 6/16/2012 950 P 4Oct-10 SPX 6/16/2012 1000 P 1,755Oct-10 SPX 6/16/2012 1050 C 2,550Oct-10 SPX 6/16/2012 1050 P 8,601Oct-10 SPX 6/16/2012 1075 P 102Oct-10 SPX 6/16/2012 1075 C 2,550Oct-10 SPX 6/16/2012 1100 P 6,846Oct-10 SPX 6/16/2012 1100 C 1,270Oct-10 SPX 6/16/2012 1125 P 330Oct-10 SPX 6/16/2012 1125 C 781Oct-10 SPX 6/16/2012 1150 C 1,400

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 565: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 6/16/2012 1150 P 2,150Oct-10 SPX 6/16/2012 1175 C 415Oct-10 SPX 6/16/2012 1175 P 2,375Oct-10 SPX 6/16/2012 1200 P 2Oct-10 SPX 6/16/2012 1200 C 825Oct-10 SPX 6/16/2012 1225 P 2Oct-10 SPX 6/16/2012 1225 C 1Oct-10 SPX 6/16/2012 1250 C 1,052Oct-10 SPX 6/16/2012 1275 P 1Oct-10 SPX 6/16/2012 1275 C 460Oct-10 SPX 6/16/2012 1300 C 7,130Oct-10 SPX 6/16/2012 1300 P 500Oct-10 SPX 6/16/2012 1325 C 45Oct-10 SPX 6/16/2012 1350 C 2,000Oct-10 SPX 6/16/2012 1400 C 1,290Oct-10 SPX 6/16/2012 1450 C 10Oct-10 SPX 6/16/2012 1475 C 1,015Oct-10 SPX 6/16/2012 1500 C 6,520Oct-10 SPX 6/16/2012 1800 P 3Oct-10 SPX 6/16/2012 1800 C 302Oct-10 SPX 6/16/2012 1900 C 304Oct-10 SPX 6/16/2012 2250 P 14Oct-10 SPX 6/16/2012 2500 P 46Oct-10 SPX 12/22/2012 100 P 5,212Oct-10 SPX 12/22/2012 100 C 104Oct-10 SPX 12/22/2012 200 P 9,836Oct-10 SPX 12/22/2012 200 C 24Oct-10 SPX 12/22/2012 250 P 4,502Oct-10 SPX 12/22/2012 300 C 23Oct-10 SPX 12/22/2012 300 P 2,884Oct-10 SPX 12/22/2012 350 P 3,880Oct-10 SPX 12/22/2012 350 C 2Oct-10 SPX 12/22/2012 400 P 15,761Oct-10 SPX 12/22/2012 400 C 1Oct-10 SPX 12/22/2012 450 P 3,165Oct-10 SPX 12/22/2012 450 C 10Oct-10 SPX 12/22/2012 500 P 21,597Oct-10 SPX 12/22/2012 500 C 4,110Oct-10 SPX 12/22/2012 550 P 12,554Oct-10 SPX 12/22/2012 600 P 83,784Oct-10 SPX 12/22/2012 600 C 20Oct-10 SPX 12/22/2012 650 P 2,877Oct-10 SPX 12/22/2012 650 C 5Oct-10 SPX 12/22/2012 675 P 4Oct-10 SPX 12/22/2012 700 C 4,458Oct-10 SPX 12/22/2012 700 P 17,446Oct-10 SPX 12/22/2012 750 P 12,369Oct-10 SPX 12/22/2012 800 P 16,064Oct-10 SPX 12/22/2012 800 C 111

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 566: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 12/22/2012 825 P 554Oct-10 SPX 12/22/2012 825 C 600Oct-10 SPX 12/22/2012 850 P 62,676Oct-10 SPX 12/22/2012 875 P 914Oct-10 SPX 12/22/2012 900 C 2,819Oct-10 SPX 12/22/2012 900 P 47,339Oct-10 SPX 12/22/2012 925 P 1,902Oct-10 SPX 12/22/2012 925 C 2Oct-10 SPX 12/22/2012 950 P 10,400Oct-10 SPX 12/22/2012 950 C 4,740Oct-10 SPX 12/22/2012 975 P 452Oct-10 SPX 12/22/2012 975 C 6Oct-10 SPX 12/22/2012 1000 C 12,444Oct-10 SPX 12/22/2012 1000 P 22,365Oct-10 SPX 12/22/2012 1025 P 2,603Oct-10 SPX 12/22/2012 1025 C 3,401Oct-10 SPX 12/22/2012 1050 P 17,001Oct-10 SPX 12/22/2012 1050 C 14,502Oct-10 SPX 12/22/2012 1075 P 5,846Oct-10 SPX 12/22/2012 1075 C 4,033Oct-10 SPX 12/22/2012 1100 P 50,891Oct-10 SPX 12/22/2012 1100 C 40,079Oct-10 SPX 12/22/2012 1125 P 7,457Oct-10 SPX 12/22/2012 1125 C 7,654Oct-10 SPX 12/22/2012 1150 P 26,718Oct-10 SPX 12/22/2012 1150 C 23,187Oct-10 SPX 12/22/2012 1175 P 7,846Oct-10 SPX 12/22/2012 1175 C 8,031Oct-10 SPX 12/22/2012 1200 P 49,162Oct-10 SPX 12/22/2012 1200 C 15,265Oct-10 SPX 12/22/2012 1220 P 50Oct-10 SPX 12/22/2012 1220 C 52Oct-10 SPX 12/22/2012 1250 C 18,963Oct-10 SPX 12/22/2012 1250 P 4,570Oct-10 SPX 12/22/2012 1300 P 6,160Oct-10 SPX 12/22/2012 1300 C 29,942Oct-10 SPX 12/22/2012 1350 P 1,000Oct-10 SPX 12/22/2012 1350 C 4,933Oct-10 SPX 12/22/2012 1400 P 602Oct-10 SPX 12/22/2012 1400 C 35,598Oct-10 SPX 12/22/2012 1450 C 9,848Oct-10 SPX 12/22/2012 1450 P 701Oct-10 SPX 12/22/2012 1500 P 4,110Oct-10 SPX 12/22/2012 1500 C 28,114Oct-10 SPX 12/22/2012 1550 P 10Oct-10 SPX 12/22/2012 1550 C 4,871Oct-10 SPX 12/22/2012 1600 P 25Oct-10 SPX 12/22/2012 1600 C 74,834Oct-10 SPX 12/22/2012 1700 P 126

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 567: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Oct-10 SPX 12/22/2012 1700 C 8,343Oct-10 SPX 12/22/2012 1800 P 107Oct-10 SPX 12/22/2012 1800 C 25,282Oct-10 SPX 12/22/2012 1900 C 7,565Oct-10 SPX 12/22/2012 1900 P 162Oct-10 SPX 12/22/2012 2000 P 350Oct-10 SPX 12/22/2012 2000 C 38,224Oct-10 SPX 12/22/2012 2250 P 351Oct-10 SPX 12/22/2012 2250 C 204Oct-10 SPX 12/22/2012 2500 P 653Oct-10 SPX 12/22/2012 2500 C 655Nov-10 SPX 12/18/2010 100 P 8,010Nov-10 SPX 12/18/2010 100 C 525Nov-10 SPX 12/18/2010 200 P 40,361Nov-10 SPX 12/18/2010 200 C 17Nov-10 SPX 12/18/2010 250 P 2,686Nov-10 SPX 12/18/2010 300 P 5,667Nov-10 SPX 12/18/2010 300 C 3,654Nov-10 SPX 12/18/2010 325 P 932Nov-10 SPX 12/18/2010 325 C 100Nov-10 SPX 12/18/2010 350 P 2,752Nov-10 SPX 12/18/2010 350 C 5Nov-10 SPX 12/18/2010 400 P 92,848Nov-10 SPX 12/18/2010 400 C 4,315Nov-10 SPX 12/18/2010 425 P 36,110Nov-10 SPX 12/18/2010 425 C 100Nov-10 SPX 12/18/2010 450 P 32,202Nov-10 SPX 12/18/2010 475 P 9,330Nov-10 SPX 12/18/2010 500 P 161,419Nov-10 SPX 12/18/2010 500 C 47,103Nov-10 SPX 12/18/2010 525 P 8,004Nov-10 SPX 12/18/2010 550 P 105,254Nov-10 SPX 12/18/2010 550 C 1Nov-10 SPX 12/18/2010 575 P 13,150Nov-10 SPX 12/18/2010 575 C 5Nov-10 SPX 12/18/2010 600 P 161,808Nov-10 SPX 12/18/2010 600 C 2,174Nov-10 SPX 12/18/2010 620 P 1,839Nov-10 SPX 12/18/2010 625 P 14,643Nov-10 SPX 12/18/2010 640 P 2,440Nov-10 SPX 12/18/2010 650 P 34,123Nov-10 SPX 12/18/2010 650 C 1,211Nov-10 SPX 12/18/2010 660 P 1,805Nov-10 SPX 12/18/2010 675 C 1,941Nov-10 SPX 12/18/2010 675 P 16,248Nov-10 SPX 12/18/2010 680 P 804Nov-10 SPX 12/18/2010 700 P 72,405Nov-10 SPX 12/18/2010 700 C 7,551Nov-10 SPX 12/18/2010 705 P 218

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 568: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 12/18/2010 710 P 196Nov-10 SPX 12/18/2010 715 P 204Nov-10 SPX 12/18/2010 720 P 3,234Nov-10 SPX 12/18/2010 725 P 41,426Nov-10 SPX 12/18/2010 725 C 1,002Nov-10 SPX 12/18/2010 730 P 432Nov-10 SPX 12/18/2010 730 C 1Nov-10 SPX 12/18/2010 740 P 1,859Nov-10 SPX 12/18/2010 750 C 15,473Nov-10 SPX 12/18/2010 750 P 85,457Nov-10 SPX 12/18/2010 760 P 4,237Nov-10 SPX 12/18/2010 770 P 2,381Nov-10 SPX 12/18/2010 775 P 16,668Nov-10 SPX 12/18/2010 775 C 2,133Nov-10 SPX 12/18/2010 780 P 4,248Nov-10 SPX 12/18/2010 790 P 2,555Nov-10 SPX 12/18/2010 800 P 125,261Nov-10 SPX 12/18/2010 800 C 20,284Nov-10 SPX 12/18/2010 810 P 2,743Nov-10 SPX 12/18/2010 810 C 1Nov-10 SPX 12/18/2010 820 P 19,691Nov-10 SPX 12/18/2010 820 C 1Nov-10 SPX 12/18/2010 825 P 32,308Nov-10 SPX 12/18/2010 825 C 2,416Nov-10 SPX 12/18/2010 830 P 3,268Nov-10 SPX 12/18/2010 840 P 7,862Nov-10 SPX 12/18/2010 850 P 82,768Nov-10 SPX 12/18/2010 850 C 24,723Nov-10 SPX 12/18/2010 860 P 7,484Nov-10 SPX 12/18/2010 870 P 2,444Nov-10 SPX 12/18/2010 875 P 43,529Nov-10 SPX 12/18/2010 875 C 2,787Nov-10 SPX 12/18/2010 880 P 2,556Nov-10 SPX 12/18/2010 885 C 147Nov-10 SPX 12/18/2010 885 P 2,720Nov-10 SPX 12/18/2010 890 P 2,561Nov-10 SPX 12/18/2010 890 C 106Nov-10 SPX 12/18/2010 895 P 2,176Nov-10 SPX 12/18/2010 895 C 25Nov-10 SPX 12/18/2010 900 P 190,913Nov-10 SPX 12/18/2010 900 C 47,785Nov-10 SPX 12/18/2010 905 P 2,183Nov-10 SPX 12/18/2010 910 P 5,389Nov-10 SPX 12/18/2010 915 P 2,130Nov-10 SPX 12/18/2010 920 P 8,967Nov-10 SPX 12/18/2010 925 P 69,435Nov-10 SPX 12/18/2010 925 C 275Nov-10 SPX 12/18/2010 930 P 5,050Nov-10 SPX 12/18/2010 930 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 569: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 12/18/2010 935 P 3,755Nov-10 SPX 12/18/2010 940 P 13,706Nov-10 SPX 12/18/2010 945 P 2,300Nov-10 SPX 12/18/2010 945 C 7Nov-10 SPX 12/18/2010 950 P 168,527Nov-10 SPX 12/18/2010 950 C 30,154Nov-10 SPX 12/18/2010 955 P 1,735Nov-10 SPX 12/18/2010 960 P 5,014Nov-10 SPX 12/18/2010 960 C 2Nov-10 SPX 12/18/2010 965 P 1,749Nov-10 SPX 12/18/2010 970 P 2,671Nov-10 SPX 12/18/2010 970 C 9Nov-10 SPX 12/18/2010 975 P 97,317Nov-10 SPX 12/18/2010 975 C 4,009Nov-10 SPX 12/18/2010 980 P 5,516Nov-10 SPX 12/18/2010 980 C 20,004Nov-10 SPX 12/18/2010 985 P 7,590Nov-10 SPX 12/18/2010 985 C 147Nov-10 SPX 12/18/2010 990 P 28,920Nov-10 SPX 12/18/2010 990 C 109Nov-10 SPX 12/18/2010 995 P 42,659Nov-10 SPX 12/18/2010 995 C 25Nov-10 SPX 12/18/2010 1000 P 225,615Nov-10 SPX 12/18/2010 1000 C 44,031Nov-10 SPX 12/18/2010 1005 P 2,935Nov-10 SPX 12/18/2010 1010 P 10,098Nov-10 SPX 12/18/2010 1010 C 1Nov-10 SPX 12/18/2010 1015 P 5,556Nov-10 SPX 12/18/2010 1020 P 10,422Nov-10 SPX 12/18/2010 1020 C 20Nov-10 SPX 12/18/2010 1025 P 102,817Nov-10 SPX 12/18/2010 1025 C 14,985Nov-10 SPX 12/18/2010 1030 P 24,722Nov-10 SPX 12/18/2010 1030 C 27,706Nov-10 SPX 12/18/2010 1035 P 11,212Nov-10 SPX 12/18/2010 1035 C 8Nov-10 SPX 12/18/2010 1040 C 930Nov-10 SPX 12/18/2010 1040 P 20,502Nov-10 SPX 12/18/2010 1045 P 6,278Nov-10 SPX 12/18/2010 1045 C 1,160Nov-10 SPX 12/18/2010 1050 P 124,844Nov-10 SPX 12/18/2010 1050 C 44,599Nov-10 SPX 12/18/2010 1055 P 9,430Nov-10 SPX 12/18/2010 1055 C 206Nov-10 SPX 12/18/2010 1060 P 17,849Nov-10 SPX 12/18/2010 1060 C 3,952Nov-10 SPX 12/18/2010 1065 P 6,487Nov-10 SPX 12/18/2010 1065 C 343Nov-10 SPX 12/18/2010 1070 C 2,752

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 570: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 12/18/2010 1070 P 25,415Nov-10 SPX 12/18/2010 1075 P 104,485Nov-10 SPX 12/18/2010 1075 C 32,314Nov-10 SPX 12/18/2010 1080 P 7,271Nov-10 SPX 12/18/2010 1080 C 149Nov-10 SPX 12/18/2010 1085 P 14,012Nov-10 SPX 12/18/2010 1085 C 116Nov-10 SPX 12/18/2010 1090 P 22,514Nov-10 SPX 12/18/2010 1090 C 81Nov-10 SPX 12/18/2010 1095 C 3,704Nov-10 SPX 12/18/2010 1095 P 8,837Nov-10 SPX 12/18/2010 1100 P 243,640Nov-10 SPX 12/18/2010 1100 C 171,792Nov-10 SPX 12/18/2010 1105 P 22,945Nov-10 SPX 12/18/2010 1105 C 19,431Nov-10 SPX 12/18/2010 1110 P 16,423Nov-10 SPX 12/18/2010 1110 C 5,816Nov-10 SPX 12/18/2010 1115 P 35,432Nov-10 SPX 12/18/2010 1115 C 26,154Nov-10 SPX 12/18/2010 1120 P 31,084Nov-10 SPX 12/18/2010 1120 C 20,142Nov-10 SPX 12/18/2010 1125 C 60,588Nov-10 SPX 12/18/2010 1125 P 120,475Nov-10 SPX 12/18/2010 1130 P 35,172Nov-10 SPX 12/18/2010 1130 C 23,020Nov-10 SPX 12/18/2010 1135 P 28,987Nov-10 SPX 12/18/2010 1135 C 25,136Nov-10 SPX 12/18/2010 1140 P 71,259Nov-10 SPX 12/18/2010 1140 C 43,712Nov-10 SPX 12/18/2010 1145 C 21,781Nov-10 SPX 12/18/2010 1145 P 28,577Nov-10 SPX 12/18/2010 1150 C 136,033Nov-10 SPX 12/18/2010 1150 P 201,851Nov-10 SPX 12/18/2010 1155 P 37,835Nov-10 SPX 12/18/2010 1155 C 35,719Nov-10 SPX 12/18/2010 1160 P 48,724Nov-10 SPX 12/18/2010 1160 C 25,156Nov-10 SPX 12/18/2010 1165 P 23,367Nov-10 SPX 12/18/2010 1165 C 21,306Nov-10 SPX 12/18/2010 1170 P 42,237Nov-10 SPX 12/18/2010 1170 C 29,743Nov-10 SPX 12/18/2010 1175 C 134,275Nov-10 SPX 12/18/2010 1175 P 128,631Nov-10 SPX 12/18/2010 1180 P 98,282Nov-10 SPX 12/18/2010 1180 C 60,398Nov-10 SPX 12/18/2010 1185 P 25,907Nov-10 SPX 12/18/2010 1185 C 33,186Nov-10 SPX 12/18/2010 1190 P 59,968Nov-10 SPX 12/18/2010 1190 C 42,999

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 571: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 12/18/2010 1195 P 38,099Nov-10 SPX 12/18/2010 1195 C 40,674Nov-10 SPX 12/18/2010 1200 C 238,994Nov-10 SPX 12/18/2010 1200 P 198,733Nov-10 SPX 12/18/2010 1205 P 19,973Nov-10 SPX 12/18/2010 1205 C 23,102Nov-10 SPX 12/18/2010 1210 P 19,354Nov-10 SPX 12/18/2010 1210 C 40,480Nov-10 SPX 12/18/2010 1215 P 22,700Nov-10 SPX 12/18/2010 1215 C 29,372Nov-10 SPX 12/18/2010 1220 P 26,937Nov-10 SPX 12/18/2010 1220 C 32,743Nov-10 SPX 12/18/2010 1225 P 19,181Nov-10 SPX 12/18/2010 1225 C 96,994Nov-10 SPX 12/18/2010 1230 C 20,518Nov-10 SPX 12/18/2010 1230 P 2,686Nov-10 SPX 12/18/2010 1235 C 15,533Nov-10 SPX 12/18/2010 1235 P 164Nov-10 SPX 12/18/2010 1240 P 1,239Nov-10 SPX 12/18/2010 1240 C 14,507Nov-10 SPX 12/18/2010 1245 P 23Nov-10 SPX 12/18/2010 1245 C 10,186Nov-10 SPX 12/18/2010 1250 P 25,711Nov-10 SPX 12/18/2010 1250 C 190,586Nov-10 SPX 12/18/2010 1255 P 4Nov-10 SPX 12/18/2010 1255 C 18,781Nov-10 SPX 12/18/2010 1260 C 27,407Nov-10 SPX 12/18/2010 1260 P 20Nov-10 SPX 12/18/2010 1265 C 6,708Nov-10 SPX 12/18/2010 1270 C 12,535Nov-10 SPX 12/18/2010 1275 P 1,682Nov-10 SPX 12/18/2010 1275 C 65,790Nov-10 SPX 12/18/2010 1280 P 11Nov-10 SPX 12/18/2010 1280 C 17,426Nov-10 SPX 12/18/2010 1285 C 7,857Nov-10 SPX 12/18/2010 1290 C 11,014Nov-10 SPX 12/18/2010 1290 P 22Nov-10 SPX 12/18/2010 1295 C 18,081Nov-10 SPX 12/18/2010 1300 P 48,269Nov-10 SPX 12/18/2010 1300 C 119,961Nov-10 SPX 12/18/2010 1305 C 2,720Nov-10 SPX 12/18/2010 1310 C 2,320Nov-10 SPX 12/18/2010 1315 P 2Nov-10 SPX 12/18/2010 1315 C 8,379Nov-10 SPX 12/18/2010 1320 P 2Nov-10 SPX 12/18/2010 1320 C 4,158Nov-10 SPX 12/18/2010 1325 P 2,826Nov-10 SPX 12/18/2010 1325 C 18,801Nov-10 SPX 12/18/2010 1330 P 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 572: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 12/18/2010 1330 C 6,538Nov-10 SPX 12/18/2010 1335 C 1,011Nov-10 SPX 12/18/2010 1340 C 9,116Nov-10 SPX 12/18/2010 1340 P 1Nov-10 SPX 12/18/2010 1345 C 973Nov-10 SPX 12/18/2010 1350 P 11,458Nov-10 SPX 12/18/2010 1350 C 59,300Nov-10 SPX 12/18/2010 1375 P 3,230Nov-10 SPX 12/18/2010 1375 C 19,981Nov-10 SPX 12/18/2010 1400 P 8,335Nov-10 SPX 12/18/2010 1400 C 154,442Nov-10 SPX 12/18/2010 1425 C 5,369Nov-10 SPX 12/18/2010 1425 P 1,818Nov-10 SPX 12/18/2010 1450 P 1,557Nov-10 SPX 12/18/2010 1450 C 17,732Nov-10 SPX 12/18/2010 1475 C 1,670Nov-10 SPX 12/18/2010 1500 P 56,053Nov-10 SPX 12/18/2010 1500 C 82,002Nov-10 SPX 12/18/2010 1550 P 361Nov-10 SPX 12/18/2010 1550 C 2,384Nov-10 SPX 12/18/2010 1600 P 234Nov-10 SPX 12/18/2010 1600 C 5,037Nov-10 SPX 12/18/2010 1700 C 7,574Nov-10 SPX 12/18/2010 1700 P 1,447Nov-10 SPX 12/18/2010 1800 P 90Nov-10 SPX 12/18/2010 1800 C 9,294Nov-10 SPX 12/18/2010 1900 P 1,123Nov-10 SPX 12/18/2010 1900 C 7,492Nov-10 SPX 12/18/2010 2000 P 178Nov-10 SPX 12/18/2010 2000 C 15,689Nov-10 SPX 12/18/2010 2100 P 632Nov-10 SPX 12/18/2010 2100 C 5,726Nov-10 SPX 12/18/2010 2150 C 160Nov-10 SPX 12/18/2010 2250 P 234Nov-10 SPX 12/18/2010 2250 C 6,176Nov-10 SPX 12/18/2010 2500 P 1,110Nov-10 SPX 12/18/2010 2500 C 10,437Nov-10 SPX 1/22/2011 400 C 9Nov-10 SPX 1/22/2011 450 P 383Nov-10 SPX 1/22/2011 500 P 2,613Nov-10 SPX 1/22/2011 500 C 1,650Nov-10 SPX 1/22/2011 550 P 35Nov-10 SPX 1/22/2011 600 P 3,716Nov-10 SPX 1/22/2011 600 C 1Nov-10 SPX 1/22/2011 650 C 3Nov-10 SPX 1/22/2011 650 P 26,164Nov-10 SPX 1/22/2011 675 P 403Nov-10 SPX 1/22/2011 700 P 36,577Nov-10 SPX 1/22/2011 720 P 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 573: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 1/22/2011 725 P 736Nov-10 SPX 1/22/2011 740 P 127Nov-10 SPX 1/22/2011 750 P 28,592Nov-10 SPX 1/22/2011 760 P 323Nov-10 SPX 1/22/2011 775 P 9,119Nov-10 SPX 1/22/2011 780 P 675Nov-10 SPX 1/22/2011 800 P 35,822Nov-10 SPX 1/22/2011 820 P 2,256Nov-10 SPX 1/22/2011 825 P 6,982Nov-10 SPX 1/22/2011 825 C 51Nov-10 SPX 1/22/2011 840 P 259Nov-10 SPX 1/22/2011 850 P 33,265Nov-10 SPX 1/22/2011 850 C 39Nov-10 SPX 1/22/2011 860 P 344Nov-10 SPX 1/22/2011 865 P 25Nov-10 SPX 1/22/2011 870 P 25Nov-10 SPX 1/22/2011 875 P 9,990Nov-10 SPX 1/22/2011 880 P 6,423Nov-10 SPX 1/22/2011 885 P 75Nov-10 SPX 1/22/2011 890 P 114Nov-10 SPX 1/22/2011 895 P 35Nov-10 SPX 1/22/2011 900 P 45,423Nov-10 SPX 1/22/2011 900 C 15Nov-10 SPX 1/22/2011 910 P 75Nov-10 SPX 1/22/2011 920 P 4,244Nov-10 SPX 1/22/2011 925 P 15,396Nov-10 SPX 1/22/2011 925 C 50Nov-10 SPX 1/22/2011 930 P 16Nov-10 SPX 1/22/2011 935 P 50Nov-10 SPX 1/22/2011 940 P 4,032Nov-10 SPX 1/22/2011 950 P 31,580Nov-10 SPX 1/22/2011 950 C 57Nov-10 SPX 1/22/2011 960 P 1,787Nov-10 SPX 1/22/2011 965 P 450Nov-10 SPX 1/22/2011 970 P 143Nov-10 SPX 1/22/2011 975 P 14,205Nov-10 SPX 1/22/2011 975 C 32Nov-10 SPX 1/22/2011 980 P 1,351Nov-10 SPX 1/22/2011 980 C 2Nov-10 SPX 1/22/2011 985 P 459Nov-10 SPX 1/22/2011 990 P 7,182Nov-10 SPX 1/22/2011 995 P 65Nov-10 SPX 1/22/2011 1000 P 85,800Nov-10 SPX 1/22/2011 1000 C 1,280Nov-10 SPX 1/22/2011 1005 P 85Nov-10 SPX 1/22/2011 1010 P 4,058Nov-10 SPX 1/22/2011 1010 C 2Nov-10 SPX 1/22/2011 1015 P 84Nov-10 SPX 1/22/2011 1020 P 3,114

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 574: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 1/22/2011 1025 P 46,686Nov-10 SPX 1/22/2011 1025 C 3,567Nov-10 SPX 1/22/2011 1030 P 1,143Nov-10 SPX 1/22/2011 1035 P 40Nov-10 SPX 1/22/2011 1040 P 1,157Nov-10 SPX 1/22/2011 1040 C 1Nov-10 SPX 1/22/2011 1045 P 244Nov-10 SPX 1/22/2011 1050 P 76,282Nov-10 SPX 1/22/2011 1050 C 4,617Nov-10 SPX 1/22/2011 1055 P 273Nov-10 SPX 1/22/2011 1060 P 3,402Nov-10 SPX 1/22/2011 1060 C 5Nov-10 SPX 1/22/2011 1065 P 281Nov-10 SPX 1/22/2011 1070 P 420Nov-10 SPX 1/22/2011 1075 C 2,867Nov-10 SPX 1/22/2011 1075 P 39,952Nov-10 SPX 1/22/2011 1080 P 8,158Nov-10 SPX 1/22/2011 1080 C 2Nov-10 SPX 1/22/2011 1085 P 39Nov-10 SPX 1/22/2011 1090 P 4,284Nov-10 SPX 1/22/2011 1095 P 50Nov-10 SPX 1/22/2011 1100 C 22,402Nov-10 SPX 1/22/2011 1100 P 78,367Nov-10 SPX 1/22/2011 1105 P 124Nov-10 SPX 1/22/2011 1110 P 22Nov-10 SPX 1/22/2011 1115 P 3,996Nov-10 SPX 1/22/2011 1115 C 25Nov-10 SPX 1/22/2011 1120 P 3,585Nov-10 SPX 1/22/2011 1120 C 75Nov-10 SPX 1/22/2011 1125 P 39,653Nov-10 SPX 1/22/2011 1125 C 17,116Nov-10 SPX 1/22/2011 1130 C 4Nov-10 SPX 1/22/2011 1130 P 61Nov-10 SPX 1/22/2011 1135 P 4Nov-10 SPX 1/22/2011 1140 P 11,859Nov-10 SPX 1/22/2011 1140 C 9,402Nov-10 SPX 1/22/2011 1145 P 28Nov-10 SPX 1/22/2011 1150 P 60,914Nov-10 SPX 1/22/2011 1150 C 23,353Nov-10 SPX 1/22/2011 1155 C 50Nov-10 SPX 1/22/2011 1155 P 50Nov-10 SPX 1/22/2011 1160 C 411Nov-10 SPX 1/22/2011 1160 P 8,685Nov-10 SPX 1/22/2011 1165 P 13Nov-10 SPX 1/22/2011 1165 C 3Nov-10 SPX 1/22/2011 1170 P 101Nov-10 SPX 1/22/2011 1170 C 128Nov-10 SPX 1/22/2011 1175 P 46,178Nov-10 SPX 1/22/2011 1175 C 26,972

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 575: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 1/22/2011 1180 P 7,876Nov-10 SPX 1/22/2011 1180 C 4,426Nov-10 SPX 1/22/2011 1185 C 1,804Nov-10 SPX 1/22/2011 1185 P 6,277Nov-10 SPX 1/22/2011 1190 P 1,171Nov-10 SPX 1/22/2011 1190 C 439Nov-10 SPX 1/22/2011 1195 P 303Nov-10 SPX 1/22/2011 1195 C 256Nov-10 SPX 1/22/2011 1200 P 53,120Nov-10 SPX 1/22/2011 1200 C 72,114Nov-10 SPX 1/22/2011 1205 P 4Nov-10 SPX 1/22/2011 1205 C 1Nov-10 SPX 1/22/2011 1210 P 722Nov-10 SPX 1/22/2011 1210 C 1,986Nov-10 SPX 1/22/2011 1215 C 118Nov-10 SPX 1/22/2011 1220 P 1,581Nov-10 SPX 1/22/2011 1220 C 1,083Nov-10 SPX 1/22/2011 1225 P 2,230Nov-10 SPX 1/22/2011 1225 C 42,958Nov-10 SPX 1/22/2011 1230 P 500Nov-10 SPX 1/22/2011 1230 C 6,589Nov-10 SPX 1/22/2011 1235 C 581Nov-10 SPX 1/22/2011 1235 P 156Nov-10 SPX 1/22/2011 1240 P 2Nov-10 SPX 1/22/2011 1240 C 7,668Nov-10 SPX 1/22/2011 1245 C 115Nov-10 SPX 1/22/2011 1250 P 6,542Nov-10 SPX 1/22/2011 1250 C 55,868Nov-10 SPX 1/22/2011 1255 C 1,381Nov-10 SPX 1/22/2011 1260 C 6,083Nov-10 SPX 1/22/2011 1265 C 13Nov-10 SPX 1/22/2011 1270 C 7,874Nov-10 SPX 1/22/2011 1275 P 281Nov-10 SPX 1/22/2011 1275 C 8,574Nov-10 SPX 1/22/2011 1280 P 20Nov-10 SPX 1/22/2011 1280 C 6,445Nov-10 SPX 1/22/2011 1285 C 279Nov-10 SPX 1/22/2011 1290 C 12,426Nov-10 SPX 1/22/2011 1295 C 355Nov-10 SPX 1/22/2011 1300 P 903Nov-10 SPX 1/22/2011 1300 C 30,535Nov-10 SPX 1/22/2011 1305 C 46Nov-10 SPX 1/22/2011 1310 C 1,515Nov-10 SPX 1/22/2011 1315 C 22Nov-10 SPX 1/22/2011 1320 C 2,992Nov-10 SPX 1/22/2011 1325 P 1Nov-10 SPX 1/22/2011 1325 C 15,146Nov-10 SPX 1/22/2011 1330 C 3,132Nov-10 SPX 1/22/2011 1340 C 632

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 576: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 1/22/2011 1350 C 11,400Nov-10 SPX 1/22/2011 1350 P 1Nov-10 SPX 1/22/2011 1360 C 133Nov-10 SPX 1/22/2011 1370 C 11Nov-10 SPX 1/22/2011 1375 C 1,791Nov-10 SPX 1/22/2011 1380 C 9Nov-10 SPX 1/22/2011 1400 P 12Nov-10 SPX 1/22/2011 1400 C 6,770Nov-10 SPX 1/22/2011 1410 C 37Nov-10 SPX 1/22/2011 1420 C 18Nov-10 SPX 1/22/2011 1425 C 63Nov-10 SPX 1/22/2011 1430 C 23Nov-10 SPX 1/22/2011 1450 C 510Nov-10 SPX 1/22/2011 1475 C 2,041Nov-10 SPX 1/22/2011 1500 P 1,650Nov-10 SPX 1/22/2011 1500 C 2,575Nov-10 SPX 1/22/2011 1525 C 631Nov-10 SPX 1/22/2011 1550 C 496Nov-10 SPX 1/22/2011 1600 C 570Nov-10 SPX 1/22/2011 1650 C 219Nov-10 SPX 2/19/2011 600 P 17Nov-10 SPX 2/19/2011 650 P 8Nov-10 SPX 2/19/2011 700 P 13,030Nov-10 SPX 2/19/2011 725 P 215Nov-10 SPX 2/19/2011 750 P 11,740Nov-10 SPX 2/19/2011 775 P 230Nov-10 SPX 2/19/2011 800 P 6,087Nov-10 SPX 2/19/2011 800 C 4Nov-10 SPX 2/19/2011 820 P 18Nov-10 SPX 2/19/2011 825 P 66Nov-10 SPX 2/19/2011 850 P 2,025Nov-10 SPX 2/19/2011 870 P 2Nov-10 SPX 2/19/2011 875 P 935Nov-10 SPX 2/19/2011 890 P 2,001Nov-10 SPX 2/19/2011 900 P 11,674Nov-10 SPX 2/19/2011 910 P 29Nov-10 SPX 2/19/2011 925 P 3,488Nov-10 SPX 2/19/2011 950 P 10,478Nov-10 SPX 2/19/2011 960 P 2Nov-10 SPX 2/19/2011 970 P 2Nov-10 SPX 2/19/2011 975 P 3,275Nov-10 SPX 2/19/2011 980 P 26Nov-10 SPX 2/19/2011 990 P 117Nov-10 SPX 2/19/2011 1000 C 8Nov-10 SPX 2/19/2011 1000 P 14,690Nov-10 SPX 2/19/2011 1010 P 583Nov-10 SPX 2/19/2011 1020 P 1,380Nov-10 SPX 2/19/2011 1025 P 1,694Nov-10 SPX 2/19/2011 1025 C 15

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 577: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 2/19/2011 1030 P 46Nov-10 SPX 2/19/2011 1040 P 22Nov-10 SPX 2/19/2011 1050 C 15Nov-10 SPX 2/19/2011 1050 P 16,903Nov-10 SPX 2/19/2011 1060 P 1,008Nov-10 SPX 2/19/2011 1070 P 834Nov-10 SPX 2/19/2011 1075 C 1Nov-10 SPX 2/19/2011 1075 P 10,858Nov-10 SPX 2/19/2011 1080 P 6,020Nov-10 SPX 2/19/2011 1090 P 869Nov-10 SPX 2/19/2011 1100 C 10Nov-10 SPX 2/19/2011 1100 P 39,528Nov-10 SPX 2/19/2011 1110 P 14Nov-10 SPX 2/19/2011 1120 P 58Nov-10 SPX 2/19/2011 1120 C 1Nov-10 SPX 2/19/2011 1125 P 34,374Nov-10 SPX 2/19/2011 1125 C 51Nov-10 SPX 2/19/2011 1130 P 16Nov-10 SPX 2/19/2011 1140 C 1Nov-10 SPX 2/19/2011 1140 P 16Nov-10 SPX 2/19/2011 1150 P 26,011Nov-10 SPX 2/19/2011 1150 C 571Nov-10 SPX 2/19/2011 1160 P 1,401Nov-10 SPX 2/19/2011 1170 P 25Nov-10 SPX 2/19/2011 1170 C 2Nov-10 SPX 2/19/2011 1175 P 13,589Nov-10 SPX 2/19/2011 1175 C 2,970Nov-10 SPX 2/19/2011 1180 C 103Nov-10 SPX 2/19/2011 1180 P 4,809Nov-10 SPX 2/19/2011 1190 P 186Nov-10 SPX 2/19/2011 1190 C 2,719Nov-10 SPX 2/19/2011 1200 P 24,019Nov-10 SPX 2/19/2011 1200 C 25,251Nov-10 SPX 2/19/2011 1210 C 3Nov-10 SPX 2/19/2011 1220 C 2Nov-10 SPX 2/19/2011 1225 C 7,058Nov-10 SPX 2/19/2011 1225 P 1,563Nov-10 SPX 2/19/2011 1230 C 1Nov-10 SPX 2/19/2011 1240 C 1Nov-10 SPX 2/19/2011 1250 P 1Nov-10 SPX 2/19/2011 1250 C 14,909Nov-10 SPX 2/19/2011 1260 C 14Nov-10 SPX 2/19/2011 1270 C 4Nov-10 SPX 2/19/2011 1275 C 11,173Nov-10 SPX 2/19/2011 1275 P 501Nov-10 SPX 2/19/2011 1280 C 140Nov-10 SPX 2/19/2011 1290 C 61Nov-10 SPX 2/19/2011 1300 C 20,188Nov-10 SPX 2/19/2011 1310 C 24

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 578: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 2/19/2011 1320 C 27Nov-10 SPX 2/19/2011 1325 C 4,988Nov-10 SPX 2/19/2011 1330 C 10Nov-10 SPX 2/19/2011 1340 C 103Nov-10 SPX 2/19/2011 1350 C 5,558Nov-10 SPX 2/19/2011 1360 C 2Nov-10 SPX 2/19/2011 1375 C 210Nov-10 SPX 2/19/2011 1400 C 301Nov-10 SPX 2/19/2011 1475 C 34Nov-10 SPX 2/19/2011 1500 C 1,525Nov-10 SPX 2/19/2011 1550 C 127Nov-10 SPX 2/19/2011 1600 C 108Nov-10 SPX 3/19/2011 100 P 100Nov-10 SPX 3/19/2011 200 P 12Nov-10 SPX 3/19/2011 300 C 2Nov-10 SPX 3/19/2011 300 P 106Nov-10 SPX 3/19/2011 325 P 26Nov-10 SPX 3/19/2011 350 P 100Nov-10 SPX 3/19/2011 350 C 3Nov-10 SPX 3/19/2011 400 P 816Nov-10 SPX 3/19/2011 425 P 1,187Nov-10 SPX 3/19/2011 450 P 392Nov-10 SPX 3/19/2011 475 P 94Nov-10 SPX 3/19/2011 500 P 5,117Nov-10 SPX 3/19/2011 500 C 210Nov-10 SPX 3/19/2011 525 P 257Nov-10 SPX 3/19/2011 550 P 11,094Nov-10 SPX 3/19/2011 575 P 1,493Nov-10 SPX 3/19/2011 600 P 26,034Nov-10 SPX 3/19/2011 625 P 954Nov-10 SPX 3/19/2011 650 P 12,565Nov-10 SPX 3/19/2011 675 P 9,997Nov-10 SPX 3/19/2011 700 C 2Nov-10 SPX 3/19/2011 700 P 30,611Nov-10 SPX 3/19/2011 725 P 4,020Nov-10 SPX 3/19/2011 750 P 15,420Nov-10 SPX 3/19/2011 775 P 14,609Nov-10 SPX 3/19/2011 800 P 43,847Nov-10 SPX 3/19/2011 800 C 104Nov-10 SPX 3/19/2011 825 P 18,521Nov-10 SPX 3/19/2011 850 C 1,000Nov-10 SPX 3/19/2011 850 P 53,734Nov-10 SPX 3/19/2011 875 P 6,320Nov-10 SPX 3/19/2011 900 P 32,994Nov-10 SPX 3/19/2011 925 P 30,359Nov-10 SPX 3/19/2011 925 C 500Nov-10 SPX 3/19/2011 950 P 78,441Nov-10 SPX 3/19/2011 950 C 1,001Nov-10 SPX 3/19/2011 975 P 15,649

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 579: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 3/19/2011 975 C 14Nov-10 SPX 3/19/2011 1000 P 88,325Nov-10 SPX 3/19/2011 1000 C 2,922Nov-10 SPX 3/19/2011 1025 C 1,373Nov-10 SPX 3/19/2011 1025 P 20,707Nov-10 SPX 3/19/2011 1050 P 48,792Nov-10 SPX 3/19/2011 1050 C 10,892Nov-10 SPX 3/19/2011 1060 P 130Nov-10 SPX 3/19/2011 1075 C 10,434Nov-10 SPX 3/19/2011 1075 P 48,839Nov-10 SPX 3/19/2011 1100 P 64,499Nov-10 SPX 3/19/2011 1100 C 27,107Nov-10 SPX 3/19/2011 1125 C 26,884Nov-10 SPX 3/19/2011 1125 P 51,926Nov-10 SPX 3/19/2011 1150 P 38,975Nov-10 SPX 3/19/2011 1150 C 18,882Nov-10 SPX 3/19/2011 1175 P 26,418Nov-10 SPX 3/19/2011 1175 C 15,695Nov-10 SPX 3/19/2011 1190 P 8,044Nov-10 SPX 3/19/2011 1190 C 4,747Nov-10 SPX 3/19/2011 1200 P 25,545Nov-10 SPX 3/19/2011 1200 C 56,934Nov-10 SPX 3/19/2011 1225 C 23,942Nov-10 SPX 3/19/2011 1225 P 6,697Nov-10 SPX 3/19/2011 1250 P 1,807Nov-10 SPX 3/19/2011 1250 C 34,445Nov-10 SPX 3/19/2011 1275 P 3Nov-10 SPX 3/19/2011 1275 C 24,386Nov-10 SPX 3/19/2011 1300 P 6,510Nov-10 SPX 3/19/2011 1300 C 41,888Nov-10 SPX 3/19/2011 1325 P 3Nov-10 SPX 3/19/2011 1325 C 4,651Nov-10 SPX 3/19/2011 1350 C 19,756Nov-10 SPX 3/19/2011 1350 P 5,010Nov-10 SPX 3/19/2011 1375 C 12,714Nov-10 SPX 3/19/2011 1400 P 20Nov-10 SPX 3/19/2011 1400 C 22,869Nov-10 SPX 3/19/2011 1425 C 1,147Nov-10 SPX 3/19/2011 1450 C 2,136Nov-10 SPX 3/19/2011 1475 C 982Nov-10 SPX 3/19/2011 1500 C 758Nov-10 SPX 3/19/2011 1500 P 235Nov-10 SPX 3/19/2011 1525 C 157Nov-10 SPX 3/19/2011 1550 C 219Nov-10 SPX 3/19/2011 1575 C 81Nov-10 SPX 3/19/2011 1600 C 151Nov-10 SPX 3/19/2011 1900 P 990Nov-10 SPX 3/19/2011 2100 P 990Nov-10 SPX 6/18/2011 100 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 580: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 6/18/2011 100 P 22,049Nov-10 SPX 6/18/2011 200 P 4,944Nov-10 SPX 6/18/2011 225 P 221Nov-10 SPX 6/18/2011 250 P 114Nov-10 SPX 6/18/2011 275 P 16Nov-10 SPX 6/18/2011 300 C 2Nov-10 SPX 6/18/2011 300 P 263Nov-10 SPX 6/18/2011 325 P 14Nov-10 SPX 6/18/2011 350 P 93Nov-10 SPX 6/18/2011 350 C 3Nov-10 SPX 6/18/2011 375 P 277Nov-10 SPX 6/18/2011 400 P 4,832Nov-10 SPX 6/18/2011 425 P 34Nov-10 SPX 6/18/2011 450 P 90Nov-10 SPX 6/18/2011 475 P 11Nov-10 SPX 6/18/2011 500 P 5,290Nov-10 SPX 6/18/2011 500 C 800Nov-10 SPX 6/18/2011 525 P 99Nov-10 SPX 6/18/2011 550 P 5,203Nov-10 SPX 6/18/2011 600 P 20,160Nov-10 SPX 6/18/2011 650 P 13,003Nov-10 SPX 6/18/2011 700 P 44,299Nov-10 SPX 6/18/2011 750 P 35,724Nov-10 SPX 6/18/2011 775 P 2,222Nov-10 SPX 6/18/2011 800 P 28,775Nov-10 SPX 6/18/2011 800 C 100Nov-10 SPX 6/18/2011 825 P 2,931Nov-10 SPX 6/18/2011 850 P 25,035Nov-10 SPX 6/18/2011 875 P 2,535Nov-10 SPX 6/18/2011 900 C 2,113Nov-10 SPX 6/18/2011 900 P 40,316Nov-10 SPX 6/18/2011 925 P 6,283Nov-10 SPX 6/18/2011 950 P 94,673Nov-10 SPX 6/18/2011 950 C 1,253Nov-10 SPX 6/18/2011 975 P 15,295Nov-10 SPX 6/18/2011 975 C 1Nov-10 SPX 6/18/2011 1000 P 51,560Nov-10 SPX 6/18/2011 1000 C 13,153Nov-10 SPX 6/18/2011 1025 P 8,474Nov-10 SPX 6/18/2011 1025 C 5,757Nov-10 SPX 6/18/2011 1050 C 14,474Nov-10 SPX 6/18/2011 1050 P 44,406Nov-10 SPX 6/18/2011 1060 P 7,205Nov-10 SPX 6/18/2011 1060 C 22Nov-10 SPX 6/18/2011 1075 P 18,483Nov-10 SPX 6/18/2011 1075 C 12,508Nov-10 SPX 6/18/2011 1100 P 53,496Nov-10 SPX 6/18/2011 1100 C 27,647Nov-10 SPX 6/18/2011 1120 P 2,296

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 581: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 6/18/2011 1125 P 26,666Nov-10 SPX 6/18/2011 1125 C 12,498Nov-10 SPX 6/18/2011 1150 P 18,321Nov-10 SPX 6/18/2011 1150 C 15,934Nov-10 SPX 6/18/2011 1175 P 15,142Nov-10 SPX 6/18/2011 1175 C 21,569Nov-10 SPX 6/18/2011 1190 P 2,141Nov-10 SPX 6/18/2011 1190 C 810Nov-10 SPX 6/18/2011 1200 P 25,434Nov-10 SPX 6/18/2011 1200 C 35,081Nov-10 SPX 6/18/2011 1225 C 15,465Nov-10 SPX 6/18/2011 1225 P 3,965Nov-10 SPX 6/18/2011 1250 P 2,102Nov-10 SPX 6/18/2011 1250 C 66,161Nov-10 SPX 6/18/2011 1275 P 350Nov-10 SPX 6/18/2011 1275 C 3,981Nov-10 SPX 6/18/2011 1300 P 3,276Nov-10 SPX 6/18/2011 1300 C 53,709Nov-10 SPX 6/18/2011 1325 C 8,016Nov-10 SPX 6/18/2011 1325 P 200Nov-10 SPX 6/18/2011 1350 C 37,579Nov-10 SPX 6/18/2011 1350 P 450Nov-10 SPX 6/18/2011 1375 P 1Nov-10 SPX 6/18/2011 1375 C 1,876Nov-10 SPX 6/18/2011 1400 P 1,662Nov-10 SPX 6/18/2011 1400 C 18,176Nov-10 SPX 6/18/2011 1425 C 8,921Nov-10 SPX 6/18/2011 1450 C 3,204Nov-10 SPX 6/18/2011 1475 C 5,335Nov-10 SPX 6/18/2011 1500 P 800Nov-10 SPX 6/18/2011 1500 C 4,515Nov-10 SPX 6/18/2011 1550 C 1,157Nov-10 SPX 6/18/2011 1600 P 20Nov-10 SPX 6/18/2011 1600 C 686Nov-10 SPX 6/18/2011 1650 C 151Nov-10 SPX 6/18/2011 1700 C 78Nov-10 SPX 6/18/2011 1700 P 50Nov-10 SPX 6/18/2011 1800 P 68Nov-10 SPX 6/18/2011 1800 C 3Nov-10 SPX 6/18/2011 1900 P 113Nov-10 SPX 6/18/2011 2000 P 156Nov-10 SPX 6/18/2011 2000 C 1Nov-10 SPX 6/18/2011 2250 P 113Nov-10 SPX 6/18/2011 2500 P 171Nov-10 SPX 9/17/2011 200 P 30Nov-10 SPX 9/17/2011 300 P 20Nov-10 SPX 9/17/2011 350 P 65Nov-10 SPX 9/17/2011 400 P 45Nov-10 SPX 9/17/2011 500 P 165

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 582: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 9/17/2011 600 P 544Nov-10 SPX 9/17/2011 675 P 100Nov-10 SPX 9/17/2011 700 P 354Nov-10 SPX 9/17/2011 750 P 8Nov-10 SPX 9/17/2011 775 P 1,800Nov-10 SPX 9/17/2011 800 P 11,855Nov-10 SPX 9/17/2011 825 P 908Nov-10 SPX 9/17/2011 850 P 670Nov-10 SPX 9/17/2011 875 P 20Nov-10 SPX 9/17/2011 900 P 61,859Nov-10 SPX 9/17/2011 925 P 615Nov-10 SPX 9/17/2011 950 P 4,481Nov-10 SPX 9/17/2011 975 P 603Nov-10 SPX 9/17/2011 1000 P 20,816Nov-10 SPX 9/17/2011 1000 C 500Nov-10 SPX 9/17/2011 1025 P 1,510Nov-10 SPX 9/17/2011 1050 P 3,835Nov-10 SPX 9/17/2011 1050 C 250Nov-10 SPX 9/17/2011 1075 C 500Nov-10 SPX 9/17/2011 1075 P 2,164Nov-10 SPX 9/17/2011 1100 P 7,593Nov-10 SPX 9/17/2011 1100 C 1,651Nov-10 SPX 9/17/2011 1125 P 6,172Nov-10 SPX 9/17/2011 1125 C 1,691Nov-10 SPX 9/17/2011 1150 P 9,592Nov-10 SPX 9/17/2011 1150 C 3,955Nov-10 SPX 9/17/2011 1175 P 2,459Nov-10 SPX 9/17/2011 1175 C 6,323Nov-10 SPX 9/17/2011 1200 P 3,307Nov-10 SPX 9/17/2011 1200 C 3,377Nov-10 SPX 9/17/2011 1225 C 4,231Nov-10 SPX 9/17/2011 1225 P 650Nov-10 SPX 9/17/2011 1250 P 650Nov-10 SPX 9/17/2011 1250 C 10,904Nov-10 SPX 9/17/2011 1275 C 6,065Nov-10 SPX 9/17/2011 1300 P 9,650Nov-10 SPX 9/17/2011 1300 C 66,258Nov-10 SPX 9/17/2011 1325 C 1,305Nov-10 SPX 9/17/2011 1350 P 200Nov-10 SPX 9/17/2011 1350 C 2,416Nov-10 SPX 9/17/2011 1375 C 1,413Nov-10 SPX 9/17/2011 1400 P 500Nov-10 SPX 9/17/2011 1400 C 33,849Nov-10 SPX 9/17/2011 1425 C 108Nov-10 SPX 9/17/2011 1450 C 1,380Nov-10 SPX 9/17/2011 1475 C 93Nov-10 SPX 9/17/2011 1500 C 617Nov-10 SPX 9/17/2011 1525 C 623Nov-10 SPX 9/17/2011 1550 C 1,691

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 583: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 9/17/2011 1600 C 633Nov-10 SPX 9/17/2011 1650 C 783Nov-10 SPX 9/17/2011 1700 C 368Nov-10 SPX 12/17/2011 50 P 27,401Nov-10 SPX 12/17/2011 100 C 109Nov-10 SPX 12/17/2011 100 P 12,841Nov-10 SPX 12/17/2011 150 P 1,542Nov-10 SPX 12/17/2011 200 P 47,304Nov-10 SPX 12/17/2011 200 C 3Nov-10 SPX 12/17/2011 225 P 7,825Nov-10 SPX 12/17/2011 250 P 119,033Nov-10 SPX 12/17/2011 250 C 15Nov-10 SPX 12/17/2011 275 P 4,831Nov-10 SPX 12/17/2011 280 P 4,228Nov-10 SPX 12/17/2011 280 C 102Nov-10 SPX 12/17/2011 300 P 22,377Nov-10 SPX 12/17/2011 300 C 85Nov-10 SPX 12/17/2011 325 P 2,108Nov-10 SPX 12/17/2011 350 P 3,210Nov-10 SPX 12/17/2011 350 C 10Nov-10 SPX 12/17/2011 375 P 82Nov-10 SPX 12/17/2011 400 C 32Nov-10 SPX 12/17/2011 400 P 147,928Nov-10 SPX 12/17/2011 425 P 226Nov-10 SPX 12/17/2011 450 P 12,168Nov-10 SPX 12/17/2011 450 C 8Nov-10 SPX 12/17/2011 475 P 168Nov-10 SPX 12/17/2011 500 P 20,227Nov-10 SPX 12/17/2011 500 C 526Nov-10 SPX 12/17/2011 525 P 57Nov-10 SPX 12/17/2011 550 C 6Nov-10 SPX 12/17/2011 550 P 22,368Nov-10 SPX 12/17/2011 600 P 68,409Nov-10 SPX 12/17/2011 600 C 21Nov-10 SPX 12/17/2011 650 P 37,617Nov-10 SPX 12/17/2011 650 C 1,217Nov-10 SPX 12/17/2011 700 P 56,481Nov-10 SPX 12/17/2011 700 C 3,818Nov-10 SPX 12/17/2011 725 P 750Nov-10 SPX 12/17/2011 750 C 404Nov-10 SPX 12/17/2011 750 P 35,431Nov-10 SPX 12/17/2011 775 P 5,134Nov-10 SPX 12/17/2011 800 P 74,885Nov-10 SPX 12/17/2011 800 C 13,233Nov-10 SPX 12/17/2011 825 P 2,756Nov-10 SPX 12/17/2011 825 C 151Nov-10 SPX 12/17/2011 850 P 27,356Nov-10 SPX 12/17/2011 850 C 6,745Nov-10 SPX 12/17/2011 875 C 6

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 584: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 12/17/2011 875 P 2,256Nov-10 SPX 12/17/2011 900 C 17,671Nov-10 SPX 12/17/2011 900 P 75,563Nov-10 SPX 12/17/2011 920 P 3,810Nov-10 SPX 12/17/2011 920 C 606Nov-10 SPX 12/17/2011 925 P 4,399Nov-10 SPX 12/17/2011 950 P 22,265Nov-10 SPX 12/17/2011 950 C 6,434Nov-10 SPX 12/17/2011 975 C 2Nov-10 SPX 12/17/2011 975 P 8,002Nov-10 SPX 12/17/2011 1000 P 51,599Nov-10 SPX 12/17/2011 1000 C 19,534Nov-10 SPX 12/17/2011 1025 P 8,909Nov-10 SPX 12/17/2011 1025 C 2,027Nov-10 SPX 12/17/2011 1050 P 37,733Nov-10 SPX 12/17/2011 1050 C 14,572Nov-10 SPX 12/17/2011 1075 P 24,873Nov-10 SPX 12/17/2011 1075 C 8,421Nov-10 SPX 12/17/2011 1100 C 74,024Nov-10 SPX 12/17/2011 1100 P 83,601Nov-10 SPX 12/17/2011 1125 P 16,159Nov-10 SPX 12/17/2011 1125 C 20,895Nov-10 SPX 12/17/2011 1150 P 41,172Nov-10 SPX 12/17/2011 1150 C 35,728Nov-10 SPX 12/17/2011 1175 P 16,904Nov-10 SPX 12/17/2011 1175 C 17,292Nov-10 SPX 12/17/2011 1200 P 32,270Nov-10 SPX 12/17/2011 1200 C 58,837Nov-10 SPX 12/17/2011 1225 P 3,350Nov-10 SPX 12/17/2011 1225 C 8,271Nov-10 SPX 12/17/2011 1250 C 22,429Nov-10 SPX 12/17/2011 1250 P 3,194Nov-10 SPX 12/17/2011 1275 P 1,350Nov-10 SPX 12/17/2011 1275 C 6,912Nov-10 SPX 12/17/2011 1300 P 23,974Nov-10 SPX 12/17/2011 1300 C 91,935Nov-10 SPX 12/17/2011 1325 C 5,895Nov-10 SPX 12/17/2011 1350 P 754Nov-10 SPX 12/17/2011 1350 C 12,560Nov-10 SPX 12/17/2011 1375 C 1,266Nov-10 SPX 12/17/2011 1400 C 40,928Nov-10 SPX 12/17/2011 1400 P 8,323Nov-10 SPX 12/17/2011 1425 C 2,255Nov-10 SPX 12/17/2011 1450 P 1,100Nov-10 SPX 12/17/2011 1450 C 12,029Nov-10 SPX 12/17/2011 1475 C 10Nov-10 SPX 12/17/2011 1500 P 3,164Nov-10 SPX 12/17/2011 1500 C 89,500Nov-10 SPX 12/17/2011 1550 C 5,475

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 585: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 12/17/2011 1600 P 527Nov-10 SPX 12/17/2011 1600 C 34,603Nov-10 SPX 12/17/2011 1700 P 97Nov-10 SPX 12/17/2011 1700 C 3,120Nov-10 SPX 12/17/2011 1800 P 119Nov-10 SPX 12/17/2011 1800 C 807Nov-10 SPX 12/17/2011 1900 P 106Nov-10 SPX 12/17/2011 1900 C 309Nov-10 SPX 12/17/2011 2000 C 5,132Nov-10 SPX 12/17/2011 2000 P 239Nov-10 SPX 12/17/2011 2250 P 70Nov-10 SPX 12/17/2011 2500 P 229Nov-10 SPX 12/17/2011 2500 C 12Nov-10 SPX 6/16/2012 100 P 113Nov-10 SPX 6/16/2012 200 P 4,365Nov-10 SPX 6/16/2012 300 P 355Nov-10 SPX 6/16/2012 400 P 23Nov-10 SPX 6/16/2012 500 P 17Nov-10 SPX 6/16/2012 600 P 503Nov-10 SPX 6/16/2012 650 P 1,200Nov-10 SPX 6/16/2012 700 C 380Nov-10 SPX 6/16/2012 750 P 1,220Nov-10 SPX 6/16/2012 800 P 6,550Nov-10 SPX 6/16/2012 800 C 1,500Nov-10 SPX 6/16/2012 825 P 20Nov-10 SPX 6/16/2012 850 P 596Nov-10 SPX 6/16/2012 900 P 2,512Nov-10 SPX 6/16/2012 925 P 104Nov-10 SPX 6/16/2012 950 P 209Nov-10 SPX 6/16/2012 950 C 100Nov-10 SPX 6/16/2012 1000 P 1,755Nov-10 SPX 6/16/2012 1025 P 11Nov-10 SPX 6/16/2012 1050 P 8,601Nov-10 SPX 6/16/2012 1050 C 2,550Nov-10 SPX 6/16/2012 1075 P 1,056Nov-10 SPX 6/16/2012 1075 C 2,550Nov-10 SPX 6/16/2012 1100 P 9,396Nov-10 SPX 6/16/2012 1100 C 1,270Nov-10 SPX 6/16/2012 1125 P 680Nov-10 SPX 6/16/2012 1125 C 781Nov-10 SPX 6/16/2012 1150 P 2,350Nov-10 SPX 6/16/2012 1150 C 1,650Nov-10 SPX 6/16/2012 1175 C 617Nov-10 SPX 6/16/2012 1175 P 2,801Nov-10 SPX 6/16/2012 1200 P 1,500Nov-10 SPX 6/16/2012 1200 C 2,750Nov-10 SPX 6/16/2012 1225 P 1,000Nov-10 SPX 6/16/2012 1225 C 1Nov-10 SPX 6/16/2012 1250 C 1,052

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 586: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 6/16/2012 1275 P 1Nov-10 SPX 6/16/2012 1275 C 460Nov-10 SPX 6/16/2012 1300 P 500Nov-10 SPX 6/16/2012 1300 C 7,321Nov-10 SPX 6/16/2012 1325 C 45Nov-10 SPX 6/16/2012 1350 C 2,000Nov-10 SPX 6/16/2012 1400 C 1,844Nov-10 SPX 6/16/2012 1450 C 1,110Nov-10 SPX 6/16/2012 1475 C 1,015Nov-10 SPX 6/16/2012 1500 C 6,520Nov-10 SPX 6/16/2012 1600 C 1,900Nov-10 SPX 6/16/2012 1800 P 3Nov-10 SPX 6/16/2012 1800 C 302Nov-10 SPX 6/16/2012 1900 C 304Nov-10 SPX 6/16/2012 2250 P 14Nov-10 SPX 6/16/2012 2500 P 217Nov-10 SPX 12/22/2012 100 C 104Nov-10 SPX 12/22/2012 100 P 5,692Nov-10 SPX 12/22/2012 200 P 11,016Nov-10 SPX 12/22/2012 200 C 24Nov-10 SPX 12/22/2012 250 P 4,704Nov-10 SPX 12/22/2012 300 P 2,905Nov-10 SPX 12/22/2012 300 C 23Nov-10 SPX 12/22/2012 350 P 3,892Nov-10 SPX 12/22/2012 350 C 2Nov-10 SPX 12/22/2012 400 P 22,100Nov-10 SPX 12/22/2012 400 C 1Nov-10 SPX 12/22/2012 450 P 3,165Nov-10 SPX 12/22/2012 450 C 10Nov-10 SPX 12/22/2012 500 C 4,110Nov-10 SPX 12/22/2012 500 P 21,609Nov-10 SPX 12/22/2012 550 P 12,554Nov-10 SPX 12/22/2012 600 P 79,219Nov-10 SPX 12/22/2012 600 C 20Nov-10 SPX 12/22/2012 650 P 2,877Nov-10 SPX 12/22/2012 650 C 5Nov-10 SPX 12/22/2012 675 P 154Nov-10 SPX 12/22/2012 700 P 17,596Nov-10 SPX 12/22/2012 700 C 4,549Nov-10 SPX 12/22/2012 750 P 12,366Nov-10 SPX 12/22/2012 800 C 2,610Nov-10 SPX 12/22/2012 800 P 19,230Nov-10 SPX 12/22/2012 825 P 594Nov-10 SPX 12/22/2012 825 C 600Nov-10 SPX 12/22/2012 850 P 64,526Nov-10 SPX 12/22/2012 875 P 914Nov-10 SPX 12/22/2012 900 P 48,874Nov-10 SPX 12/22/2012 900 C 3,719Nov-10 SPX 12/22/2012 925 P 1,903

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 587: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 12/22/2012 925 C 2Nov-10 SPX 12/22/2012 950 C 4,738Nov-10 SPX 12/22/2012 950 P 12,768Nov-10 SPX 12/22/2012 975 C 8Nov-10 SPX 12/22/2012 975 P 454Nov-10 SPX 12/22/2012 1000 C 12,568Nov-10 SPX 12/22/2012 1000 P 24,131Nov-10 SPX 12/22/2012 1025 P 2,704Nov-10 SPX 12/22/2012 1025 C 3,401Nov-10 SPX 12/22/2012 1050 P 17,150Nov-10 SPX 12/22/2012 1050 C 14,502Nov-10 SPX 12/22/2012 1075 P 5,846Nov-10 SPX 12/22/2012 1075 C 4,028Nov-10 SPX 12/22/2012 1100 P 47,668Nov-10 SPX 12/22/2012 1100 C 42,580Nov-10 SPX 12/22/2012 1125 P 7,603Nov-10 SPX 12/22/2012 1125 C 7,654Nov-10 SPX 12/22/2012 1150 C 22,912Nov-10 SPX 12/22/2012 1150 P 28,692Nov-10 SPX 12/22/2012 1175 C 8,481Nov-10 SPX 12/22/2012 1175 P 8,506Nov-10 SPX 12/22/2012 1200 P 50,784Nov-10 SPX 12/22/2012 1200 C 18,220Nov-10 SPX 12/22/2012 1220 C 1,170Nov-10 SPX 12/22/2012 1220 P 1,277Nov-10 SPX 12/22/2012 1225 P 6Nov-10 SPX 12/22/2012 1250 C 18,915Nov-10 SPX 12/22/2012 1250 P 6,035Nov-10 SPX 12/22/2012 1300 P 6,161Nov-10 SPX 12/22/2012 1300 C 31,192Nov-10 SPX 12/22/2012 1350 P 1,000Nov-10 SPX 12/22/2012 1350 C 6,611Nov-10 SPX 12/22/2012 1400 C 36,569Nov-10 SPX 12/22/2012 1400 P 8,402Nov-10 SPX 12/22/2012 1450 P 701Nov-10 SPX 12/22/2012 1450 C 9,851Nov-10 SPX 12/22/2012 1500 P 4,110Nov-10 SPX 12/22/2012 1500 C 34,732Nov-10 SPX 12/22/2012 1550 P 10Nov-10 SPX 12/22/2012 1550 C 4,371Nov-10 SPX 12/22/2012 1600 P 25Nov-10 SPX 12/22/2012 1600 C 75,834Nov-10 SPX 12/22/2012 1700 P 126Nov-10 SPX 12/22/2012 1700 C 8,363Nov-10 SPX 12/22/2012 1800 P 107Nov-10 SPX 12/22/2012 1800 C 35,041Nov-10 SPX 12/22/2012 1900 P 162Nov-10 SPX 12/22/2012 1900 C 7,673Nov-10 SPX 12/22/2012 2000 P 350

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 588: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Nov-10 SPX 12/22/2012 2000 C 46,674Nov-10 SPX 12/22/2012 2250 P 346Nov-10 SPX 12/22/2012 2250 C 224Nov-10 SPX 12/22/2012 2500 P 810Nov-10 SPX 12/22/2012 2500 C 690Dec-10 SPXW 1/7/2011 1050 P 6,454Dec-10 SPXW 1/7/2011 1050 C 11Dec-10 SPXW 1/7/2011 1075 P 2,811Dec-10 SPXW 1/7/2011 1100 C 11Dec-10 SPXW 1/7/2011 1100 P 3,053Dec-10 SPXW 1/7/2011 1125 P 6,387Dec-10 SPXW 1/7/2011 1150 C 30Dec-10 SPXW 1/7/2011 1150 P 9,511Dec-10 SPXW 1/7/2011 1175 C 20Dec-10 SPXW 1/7/2011 1175 P 1,184Dec-10 SPXW 1/7/2011 1200 C 27Dec-10 SPXW 1/7/2011 1200 P 9,671Dec-10 SPXW 1/7/2011 1205 P 1,079Dec-10 SPXW 1/7/2011 1210 P 822Dec-10 SPXW 1/7/2011 1210 C 11Dec-10 SPXW 1/7/2011 1215 P 165Dec-10 SPXW 1/7/2011 1215 C 4Dec-10 SPXW 1/7/2011 1220 P 226Dec-10 SPXW 1/7/2011 1220 C 37Dec-10 SPXW 1/7/2011 1225 P 2,537Dec-10 SPXW 1/7/2011 1225 C 23Dec-10 SPXW 1/7/2011 1230 P 1,031Dec-10 SPXW 1/7/2011 1230 C 21Dec-10 SPXW 1/7/2011 1235 P 287Dec-10 SPXW 1/7/2011 1235 C 2Dec-10 SPXW 1/7/2011 1240 P 394Dec-10 SPXW 1/7/2011 1245 P 99Dec-10 SPXW 1/7/2011 1250 C 613Dec-10 SPXW 1/7/2011 1250 P 809Dec-10 SPXW 1/7/2011 1255 C 537Dec-10 SPXW 1/7/2011 1255 P 48Dec-10 SPXW 1/7/2011 1260 C 2,602Dec-10 SPXW 1/7/2011 1260 P 3,684Dec-10 SPXW 1/7/2011 1265 P 34Dec-10 SPXW 1/7/2011 1265 C 39Dec-10 SPXW 1/7/2011 1270 C 229Dec-10 SPXW 1/7/2011 1270 P 1Dec-10 SPXW 1/7/2011 1275 C 895Dec-10 SPXW 1/7/2011 1280 C 1,559Dec-10 SPXW 1/7/2011 1285 C 3,012Dec-10 SPXW 1/7/2011 1290 P 11Dec-10 SPXW 1/7/2011 1290 C 249Dec-10 SPXW 1/7/2011 1295 C 2,902Dec-10 SPXW 1/7/2011 1300 C 4,114

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 589: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPXW 1/7/2011 1300 P 2Dec-10 SPXW 1/7/2011 1315 P 67Dec-10 SPXW 1/7/2011 1315 C 152Dec-10 SPXW 1/7/2011 1325 C 1,602Dec-10 SPXW 1/7/2011 1325 P 6Dec-10 SPXW 1/7/2011 1350 C 1,258Dec-10 SPXW 1/7/2011 1375 C 28Dec-10 SPX 1/22/2011 200 C 250Dec-10 SPX 1/22/2011 200 P 251Dec-10 SPX 1/22/2011 400 C 9Dec-10 SPX 1/22/2011 450 P 383Dec-10 SPX 1/22/2011 500 C 4,365Dec-10 SPX 1/22/2011 500 P 5,128Dec-10 SPX 1/22/2011 550 P 35Dec-10 SPX 1/22/2011 600 P 3,777Dec-10 SPX 1/22/2011 600 C 1Dec-10 SPX 1/22/2011 650 P 26,389Dec-10 SPX 1/22/2011 650 C 3Dec-10 SPX 1/22/2011 675 P 463Dec-10 SPX 1/22/2011 700 P 38,122Dec-10 SPX 1/22/2011 720 P 10Dec-10 SPX 1/22/2011 725 P 776Dec-10 SPX 1/22/2011 740 P 168Dec-10 SPX 1/22/2011 750 C 1,000Dec-10 SPX 1/22/2011 750 P 32,444Dec-10 SPX 1/22/2011 760 P 323Dec-10 SPX 1/22/2011 765 P 100Dec-10 SPX 1/22/2011 775 P 10,247Dec-10 SPX 1/22/2011 780 P 1,675Dec-10 SPX 1/22/2011 785 P 1,375Dec-10 SPX 1/22/2011 790 P 1,371Dec-10 SPX 1/22/2011 795 P 1,366Dec-10 SPX 1/22/2011 800 C 3Dec-10 SPX 1/22/2011 800 P 47,132Dec-10 SPX 1/22/2011 805 P 3,042Dec-10 SPX 1/22/2011 810 P 3,007Dec-10 SPX 1/22/2011 815 P 2,982Dec-10 SPX 1/22/2011 820 P 5,306Dec-10 SPX 1/22/2011 825 C 56Dec-10 SPX 1/22/2011 825 P 10,870Dec-10 SPX 1/22/2011 830 P 3,443Dec-10 SPX 1/22/2011 835 P 3,144Dec-10 SPX 1/22/2011 840 P 3,366Dec-10 SPX 1/22/2011 845 P 2,994Dec-10 SPX 1/22/2011 850 C 45Dec-10 SPX 1/22/2011 850 P 35,706Dec-10 SPX 1/22/2011 855 P 2,482Dec-10 SPX 1/22/2011 855 C 200Dec-10 SPX 1/22/2011 860 P 2,780

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 590: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 1/22/2011 865 P 2,069Dec-10 SPX 1/22/2011 870 P 2,045Dec-10 SPX 1/22/2011 875 P 12,132Dec-10 SPX 1/22/2011 880 P 8,875Dec-10 SPX 1/22/2011 885 P 2,837Dec-10 SPX 1/22/2011 890 P 2,467Dec-10 SPX 1/22/2011 895 P 2,055Dec-10 SPX 1/22/2011 900 P 48,683Dec-10 SPX 1/22/2011 900 C 16Dec-10 SPX 1/22/2011 905 P 2,341Dec-10 SPX 1/22/2011 910 P 2,293Dec-10 SPX 1/22/2011 915 P 2,100Dec-10 SPX 1/22/2011 920 P 6,481Dec-10 SPX 1/22/2011 925 C 113Dec-10 SPX 1/22/2011 925 P 20,816Dec-10 SPX 1/22/2011 930 P 2,144Dec-10 SPX 1/22/2011 935 P 2,664Dec-10 SPX 1/22/2011 940 P 6,972Dec-10 SPX 1/22/2011 945 C 30Dec-10 SPX 1/22/2011 945 P 2,106Dec-10 SPX 1/22/2011 950 C 115Dec-10 SPX 1/22/2011 950 P 47,331Dec-10 SPX 1/22/2011 955 P 2,027Dec-10 SPX 1/22/2011 960 P 4,303Dec-10 SPX 1/22/2011 965 P 2,890Dec-10 SPX 1/22/2011 970 P 2,459Dec-10 SPX 1/22/2011 975 P 20,982Dec-10 SPX 1/22/2011 975 C 100Dec-10 SPX 1/22/2011 980 C 20,009Dec-10 SPX 1/22/2011 980 P 4,003Dec-10 SPX 1/22/2011 985 C 280Dec-10 SPX 1/22/2011 985 P 2,137Dec-10 SPX 1/22/2011 990 P 8,357Dec-10 SPX 1/22/2011 995 C 82Dec-10 SPX 1/22/2011 995 P 1,999Dec-10 SPX 1/22/2011 1000 C 1,286Dec-10 SPX 1/22/2011 1000 P 92,135Dec-10 SPX 1/22/2011 1005 P 2,065Dec-10 SPX 1/22/2011 1010 C 2Dec-10 SPX 1/22/2011 1010 P 6,040Dec-10 SPX 1/22/2011 1015 P 6,849Dec-10 SPX 1/22/2011 1020 P 5,963Dec-10 SPX 1/22/2011 1025 C 7,030Dec-10 SPX 1/22/2011 1025 P 49,243Dec-10 SPX 1/22/2011 1030 C 19,700Dec-10 SPX 1/22/2011 1030 P 3,207Dec-10 SPX 1/22/2011 1035 P 4,127Dec-10 SPX 1/22/2011 1040 P 6,015Dec-10 SPX 1/22/2011 1040 C 85

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 591: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 1/22/2011 1045 C 30Dec-10 SPX 1/22/2011 1045 P 2,613Dec-10 SPX 1/22/2011 1050 C 6,253Dec-10 SPX 1/22/2011 1050 P 92,905Dec-10 SPX 1/22/2011 1055 P 1,918Dec-10 SPX 1/22/2011 1060 C 107Dec-10 SPX 1/22/2011 1060 P 9,598Dec-10 SPX 1/22/2011 1065 P 2,863Dec-10 SPX 1/22/2011 1070 C 9Dec-10 SPX 1/22/2011 1070 P 13,532Dec-10 SPX 1/22/2011 1075 C 2,941Dec-10 SPX 1/22/2011 1075 P 56,052Dec-10 SPX 1/22/2011 1080 C 10Dec-10 SPX 1/22/2011 1080 P 11,525Dec-10 SPX 1/22/2011 1085 C 86Dec-10 SPX 1/22/2011 1085 P 6,587Dec-10 SPX 1/22/2011 1090 P 16,713Dec-10 SPX 1/22/2011 1095 P 2,583Dec-10 SPX 1/22/2011 1095 C 78Dec-10 SPX 1/22/2011 1100 C 22,402Dec-10 SPX 1/22/2011 1100 P 126,249Dec-10 SPX 1/22/2011 1105 P 2,959Dec-10 SPX 1/22/2011 1110 C 2Dec-10 SPX 1/22/2011 1110 P 8,677Dec-10 SPX 1/22/2011 1115 P 4,417Dec-10 SPX 1/22/2011 1115 C 17Dec-10 SPX 1/22/2011 1120 P 35,275Dec-10 SPX 1/22/2011 1120 C 38Dec-10 SPX 1/22/2011 1125 C 18,631Dec-10 SPX 1/22/2011 1125 P 52,744Dec-10 SPX 1/22/2011 1130 C 5Dec-10 SPX 1/22/2011 1130 P 7,502Dec-10 SPX 1/22/2011 1135 P 7,814Dec-10 SPX 1/22/2011 1135 C 24Dec-10 SPX 1/22/2011 1140 C 9,430Dec-10 SPX 1/22/2011 1140 P 17,842Dec-10 SPX 1/22/2011 1145 P 4,270Dec-10 SPX 1/22/2011 1150 P 95,231Dec-10 SPX 1/22/2011 1150 C 27,810Dec-10 SPX 1/22/2011 1155 P 1,727Dec-10 SPX 1/22/2011 1155 C 65Dec-10 SPX 1/22/2011 1160 C 504Dec-10 SPX 1/22/2011 1160 P 23,386Dec-10 SPX 1/22/2011 1165 C 56Dec-10 SPX 1/22/2011 1165 P 3,001Dec-10 SPX 1/22/2011 1170 C 993Dec-10 SPX 1/22/2011 1170 P 19,915Dec-10 SPX 1/22/2011 1175 P 88,898Dec-10 SPX 1/22/2011 1175 C 24,901

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 592: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 1/22/2011 1180 C 4,452Dec-10 SPX 1/22/2011 1180 P 20,483Dec-10 SPX 1/22/2011 1185 C 1,807Dec-10 SPX 1/22/2011 1185 P 12,142Dec-10 SPX 1/22/2011 1190 P 7,466Dec-10 SPX 1/22/2011 1190 C 457Dec-10 SPX 1/22/2011 1195 P 4,293Dec-10 SPX 1/22/2011 1195 C 769Dec-10 SPX 1/22/2011 1200 P 184,586Dec-10 SPX 1/22/2011 1200 C 157,140Dec-10 SPX 1/22/2011 1205 P 2,002Dec-10 SPX 1/22/2011 1205 C 209Dec-10 SPX 1/22/2011 1210 P 26,190Dec-10 SPX 1/22/2011 1210 C 3,586Dec-10 SPX 1/22/2011 1215 P 3,996Dec-10 SPX 1/22/2011 1215 C 2,166Dec-10 SPX 1/22/2011 1220 P 17,883Dec-10 SPX 1/22/2011 1220 C 3,821Dec-10 SPX 1/22/2011 1225 P 51,523Dec-10 SPX 1/22/2011 1225 C 62,706Dec-10 SPX 1/22/2011 1230 C 9,277Dec-10 SPX 1/22/2011 1230 P 29,161Dec-10 SPX 1/22/2011 1235 P 4,467Dec-10 SPX 1/22/2011 1235 C 3,271Dec-10 SPX 1/22/2011 1240 C 17,091Dec-10 SPX 1/22/2011 1240 P 23,113Dec-10 SPX 1/22/2011 1245 C 13,877Dec-10 SPX 1/22/2011 1245 P 6,047Dec-10 SPX 1/22/2011 1250 P 33,590Dec-10 SPX 1/22/2011 1250 C 87,906Dec-10 SPX 1/22/2011 1255 C 8,433Dec-10 SPX 1/22/2011 1255 P 745Dec-10 SPX 1/22/2011 1260 C 32,621Dec-10 SPX 1/22/2011 1260 P 6,299Dec-10 SPX 1/22/2011 1265 C 15,244Dec-10 SPX 1/22/2011 1265 P 1,112Dec-10 SPX 1/22/2011 1270 P 1,508Dec-10 SPX 1/22/2011 1270 C 29,822Dec-10 SPX 1/22/2011 1275 C 41,247Dec-10 SPX 1/22/2011 1275 P 1,723Dec-10 SPX 1/22/2011 1280 C 18,665Dec-10 SPX 1/22/2011 1280 P 3,132Dec-10 SPX 1/22/2011 1285 C 12,574Dec-10 SPX 1/22/2011 1285 P 144Dec-10 SPX 1/22/2011 1290 P 211Dec-10 SPX 1/22/2011 1290 C 18,794Dec-10 SPX 1/22/2011 1295 C 5,706Dec-10 SPX 1/22/2011 1295 P 2,858Dec-10 SPX 1/22/2011 1300 C 64,912

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 593: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 1/22/2011 1300 P 5,123Dec-10 SPX 1/22/2011 1305 C 6,767Dec-10 SPX 1/22/2011 1305 P 16Dec-10 SPX 1/22/2011 1310 C 14,756Dec-10 SPX 1/22/2011 1310 P 26Dec-10 SPX 1/22/2011 1315 P 15Dec-10 SPX 1/22/2011 1315 C 10,658Dec-10 SPX 1/22/2011 1320 C 12,472Dec-10 SPX 1/22/2011 1325 C 21,608Dec-10 SPX 1/22/2011 1325 P 50Dec-10 SPX 1/22/2011 1330 C 9,339Dec-10 SPX 1/22/2011 1335 C 4,035Dec-10 SPX 1/22/2011 1335 P 6Dec-10 SPX 1/22/2011 1340 C 3,803Dec-10 SPX 1/22/2011 1340 P 2Dec-10 SPX 1/22/2011 1345 C 4,411Dec-10 SPX 1/22/2011 1350 C 33,505Dec-10 SPX 1/22/2011 1350 P 20Dec-10 SPX 1/22/2011 1355 P 3Dec-10 SPX 1/22/2011 1355 C 4,650Dec-10 SPX 1/22/2011 1360 P 603Dec-10 SPX 1/22/2011 1360 C 2,241Dec-10 SPX 1/22/2011 1365 P 3Dec-10 SPX 1/22/2011 1365 C 11,799Dec-10 SPX 1/22/2011 1370 C 2,977Dec-10 SPX 1/22/2011 1375 P 12Dec-10 SPX 1/22/2011 1375 C 4,331Dec-10 SPX 1/22/2011 1380 C 11,299Dec-10 SPX 1/22/2011 1390 P 2Dec-10 SPX 1/22/2011 1390 C 4,345Dec-10 SPX 1/22/2011 1400 C 11,418Dec-10 SPX 1/22/2011 1400 P 20Dec-10 SPX 1/22/2011 1410 C 1,456Dec-10 SPX 1/22/2011 1420 C 2,955Dec-10 SPX 1/22/2011 1420 P 2Dec-10 SPX 1/22/2011 1425 C 891Dec-10 SPX 1/22/2011 1430 C 3,714Dec-10 SPX 1/22/2011 1440 C 1,504Dec-10 SPX 1/22/2011 1450 C 889Dec-10 SPX 1/22/2011 1475 C 1,966Dec-10 SPX 1/22/2011 1500 P 4,200Dec-10 SPX 1/22/2011 1500 C 5,154Dec-10 SPX 1/22/2011 1525 C 631Dec-10 SPX 1/22/2011 1550 C 506Dec-10 SPX 1/22/2011 1600 C 570Dec-10 SPX 1/22/2011 1650 C 219Dec-10 SPX 1/22/2011 2000 P 415Dec-10 SPX 1/22/2011 2000 C 410Dec-10 SPX 2/19/2011 200 C 21

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 594: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 2/19/2011 550 P 13Dec-10 SPX 2/19/2011 600 P 147Dec-10 SPX 2/19/2011 650 P 8Dec-10 SPX 2/19/2011 700 P 13,130Dec-10 SPX 2/19/2011 725 P 465Dec-10 SPX 2/19/2011 750 P 21,770Dec-10 SPX 2/19/2011 775 P 1,283Dec-10 SPX 2/19/2011 800 C 8Dec-10 SPX 2/19/2011 800 P 9,456Dec-10 SPX 2/19/2011 820 P 6Dec-10 SPX 2/19/2011 825 P 3,435Dec-10 SPX 2/19/2011 850 P 7,915Dec-10 SPX 2/19/2011 870 P 24Dec-10 SPX 2/19/2011 875 P 3,370Dec-10 SPX 2/19/2011 880 P 24Dec-10 SPX 2/19/2011 890 P 2,037Dec-10 SPX 2/19/2011 900 P 17,808Dec-10 SPX 2/19/2011 900 C 108Dec-10 SPX 2/19/2011 905 P 50Dec-10 SPX 2/19/2011 910 P 303Dec-10 SPX 2/19/2011 915 P 225Dec-10 SPX 2/19/2011 920 P 95Dec-10 SPX 2/19/2011 920 C 30Dec-10 SPX 2/19/2011 925 P 3,658Dec-10 SPX 2/19/2011 930 P 30Dec-10 SPX 2/19/2011 935 P 75Dec-10 SPX 2/19/2011 940 P 75Dec-10 SPX 2/19/2011 945 P 75Dec-10 SPX 2/19/2011 950 P 16,119Dec-10 SPX 2/19/2011 955 P 20Dec-10 SPX 2/19/2011 960 P 60Dec-10 SPX 2/19/2011 965 P 20Dec-10 SPX 2/19/2011 970 P 44Dec-10 SPX 2/19/2011 975 P 9,086Dec-10 SPX 2/19/2011 980 P 265Dec-10 SPX 2/19/2011 985 P 200Dec-10 SPX 2/19/2011 990 P 419Dec-10 SPX 2/19/2011 995 P 400Dec-10 SPX 2/19/2011 1000 C 8Dec-10 SPX 2/19/2011 1000 P 28,341Dec-10 SPX 2/19/2011 1005 P 23Dec-10 SPX 2/19/2011 1010 P 694Dec-10 SPX 2/19/2011 1015 P 10Dec-10 SPX 2/19/2011 1020 P 1,387Dec-10 SPX 2/19/2011 1020 C 30Dec-10 SPX 2/19/2011 1025 C 14Dec-10 SPX 2/19/2011 1025 P 13,969Dec-10 SPX 2/19/2011 1030 P 1,547Dec-10 SPX 2/19/2011 1040 P 863

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 595: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 2/19/2011 1045 P 13Dec-10 SPX 2/19/2011 1050 P 30,079Dec-10 SPX 2/19/2011 1050 C 1,013Dec-10 SPX 2/19/2011 1055 P 11Dec-10 SPX 2/19/2011 1060 P 5,316Dec-10 SPX 2/19/2011 1060 C 2Dec-10 SPX 2/19/2011 1065 P 10Dec-10 SPX 2/19/2011 1070 P 924Dec-10 SPX 2/19/2011 1075 P 20,808Dec-10 SPX 2/19/2011 1075 C 6Dec-10 SPX 2/19/2011 1080 P 6,438Dec-10 SPX 2/19/2011 1085 P 1,419Dec-10 SPX 2/19/2011 1085 C 2Dec-10 SPX 2/19/2011 1090 P 2,951Dec-10 SPX 2/19/2011 1095 P 405Dec-10 SPX 2/19/2011 1100 C 10,813Dec-10 SPX 2/19/2011 1100 P 67,325Dec-10 SPX 2/19/2011 1105 C 15Dec-10 SPX 2/19/2011 1105 P 623Dec-10 SPX 2/19/2011 1110 P 213Dec-10 SPX 2/19/2011 1110 C 34Dec-10 SPX 2/19/2011 1115 C 9Dec-10 SPX 2/19/2011 1115 P 40Dec-10 SPX 2/19/2011 1120 C 72Dec-10 SPX 2/19/2011 1120 P 3,671Dec-10 SPX 2/19/2011 1125 C 81Dec-10 SPX 2/19/2011 1125 P 44,977Dec-10 SPX 2/19/2011 1130 P 216Dec-10 SPX 2/19/2011 1135 C 1Dec-10 SPX 2/19/2011 1135 P 609Dec-10 SPX 2/19/2011 1140 C 1Dec-10 SPX 2/19/2011 1140 P 2,432Dec-10 SPX 2/19/2011 1145 P 70Dec-10 SPX 2/19/2011 1150 P 38,008Dec-10 SPX 2/19/2011 1150 C 574Dec-10 SPX 2/19/2011 1155 P 74Dec-10 SPX 2/19/2011 1160 P 8,584Dec-10 SPX 2/19/2011 1165 P 31Dec-10 SPX 2/19/2011 1170 P 1,003Dec-10 SPX 2/19/2011 1170 C 36Dec-10 SPX 2/19/2011 1175 C 15,666Dec-10 SPX 2/19/2011 1175 P 43,547Dec-10 SPX 2/19/2011 1180 C 2,950Dec-10 SPX 2/19/2011 1180 P 6,036Dec-10 SPX 2/19/2011 1185 C 42Dec-10 SPX 2/19/2011 1185 P 2,400Dec-10 SPX 2/19/2011 1190 P 1,537Dec-10 SPX 2/19/2011 1190 C 2,760Dec-10 SPX 2/19/2011 1195 P 99

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 596: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 2/19/2011 1200 C 87,313Dec-10 SPX 2/19/2011 1200 P 116,703Dec-10 SPX 2/19/2011 1205 C 24Dec-10 SPX 2/19/2011 1205 P 5,010Dec-10 SPX 2/19/2011 1210 C 1,041Dec-10 SPX 2/19/2011 1210 P 4,055Dec-10 SPX 2/19/2011 1215 P 243Dec-10 SPX 2/19/2011 1215 C 35Dec-10 SPX 2/19/2011 1220 P 956Dec-10 SPX 2/19/2011 1220 C 322Dec-10 SPX 2/19/2011 1225 P 13,488Dec-10 SPX 2/19/2011 1225 C 13,770Dec-10 SPX 2/19/2011 1230 P 40,131Dec-10 SPX 2/19/2011 1230 C 2,098Dec-10 SPX 2/19/2011 1235 P 1,043Dec-10 SPX 2/19/2011 1235 C 620Dec-10 SPX 2/19/2011 1240 P 1,048Dec-10 SPX 2/19/2011 1240 C 1,012Dec-10 SPX 2/19/2011 1245 P 79Dec-10 SPX 2/19/2011 1245 C 361Dec-10 SPX 2/19/2011 1250 C 56,378Dec-10 SPX 2/19/2011 1250 P 14,629Dec-10 SPX 2/19/2011 1255 C 224Dec-10 SPX 2/19/2011 1255 P 1,016Dec-10 SPX 2/19/2011 1260 C 2,300Dec-10 SPX 2/19/2011 1260 P 2,875Dec-10 SPX 2/19/2011 1265 C 62Dec-10 SPX 2/19/2011 1265 P 1Dec-10 SPX 2/19/2011 1270 P 5Dec-10 SPX 2/19/2011 1270 C 2,809Dec-10 SPX 2/19/2011 1275 C 19,571Dec-10 SPX 2/19/2011 1275 P 1,261Dec-10 SPX 2/19/2011 1280 C 3,055Dec-10 SPX 2/19/2011 1280 P 40Dec-10 SPX 2/19/2011 1285 C 780Dec-10 SPX 2/19/2011 1285 P 85Dec-10 SPX 2/19/2011 1290 P 1Dec-10 SPX 2/19/2011 1290 C 2,833Dec-10 SPX 2/19/2011 1295 C 2,517Dec-10 SPX 2/19/2011 1300 C 32,618Dec-10 SPX 2/19/2011 1300 P 1,000Dec-10 SPX 2/19/2011 1305 C 2,674Dec-10 SPX 2/19/2011 1310 C 2,983Dec-10 SPX 2/19/2011 1315 C 760Dec-10 SPX 2/19/2011 1320 C 1,086Dec-10 SPX 2/19/2011 1325 C 24,057Dec-10 SPX 2/19/2011 1330 C 998Dec-10 SPX 2/19/2011 1335 C 70Dec-10 SPX 2/19/2011 1340 C 3,313

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 597: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 2/19/2011 1345 C 45Dec-10 SPX 2/19/2011 1350 P 5Dec-10 SPX 2/19/2011 1350 C 18,611Dec-10 SPX 2/19/2011 1355 C 66Dec-10 SPX 2/19/2011 1360 C 1,659Dec-10 SPX 2/19/2011 1365 C 335Dec-10 SPX 2/19/2011 1370 C 397Dec-10 SPX 2/19/2011 1375 C 974Dec-10 SPX 2/19/2011 1380 C 36Dec-10 SPX 2/19/2011 1385 C 20Dec-10 SPX 2/19/2011 1390 C 22Dec-10 SPX 2/19/2011 1400 C 2,582Dec-10 SPX 2/19/2011 1410 C 22Dec-10 SPX 2/19/2011 1420 C 31Dec-10 SPX 2/19/2011 1425 C 163Dec-10 SPX 2/19/2011 1440 C 9Dec-10 SPX 2/19/2011 1450 C 503Dec-10 SPX 2/19/2011 1460 C 15Dec-10 SPX 2/19/2011 1470 C 276Dec-10 SPX 2/19/2011 1475 C 272Dec-10 SPX 2/19/2011 1500 C 3,425Dec-10 SPX 2/19/2011 1550 C 497Dec-10 SPX 2/19/2011 1600 C 108Dec-10 SPX 2/19/2011 1750 C 36Dec-10 SPX 2/19/2011 2000 P 21Dec-10 SPX 3/19/2011 100 C 700Dec-10 SPX 3/19/2011 100 P 775Dec-10 SPX 3/19/2011 200 P 12Dec-10 SPX 3/19/2011 200 C 310Dec-10 SPX 3/19/2011 250 C 555Dec-10 SPX 3/19/2011 300 C 1,252Dec-10 SPX 3/19/2011 300 P 106Dec-10 SPX 3/19/2011 325 P 26Dec-10 SPX 3/19/2011 350 C 3Dec-10 SPX 3/19/2011 350 P 100Dec-10 SPX 3/19/2011 400 C 13,200Dec-10 SPX 3/19/2011 400 P 13,995Dec-10 SPX 3/19/2011 425 P 1,187Dec-10 SPX 3/19/2011 450 P 392Dec-10 SPX 3/19/2011 450 C 500Dec-10 SPX 3/19/2011 475 P 95Dec-10 SPX 3/19/2011 500 C 15,850Dec-10 SPX 3/19/2011 500 P 18,948Dec-10 SPX 3/19/2011 525 P 257Dec-10 SPX 3/19/2011 550 P 11,086Dec-10 SPX 3/19/2011 575 P 1,593Dec-10 SPX 3/19/2011 600 C 317Dec-10 SPX 3/19/2011 600 P 25,888Dec-10 SPX 3/19/2011 625 P 1,012

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 598: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 3/19/2011 650 P 12,699Dec-10 SPX 3/19/2011 650 C 55Dec-10 SPX 3/19/2011 675 P 10,316Dec-10 SPX 3/19/2011 700 C 2Dec-10 SPX 3/19/2011 700 P 36,427Dec-10 SPX 3/19/2011 725 P 4,120Dec-10 SPX 3/19/2011 750 P 16,697Dec-10 SPX 3/19/2011 775 P 16,558Dec-10 SPX 3/19/2011 800 C 106Dec-10 SPX 3/19/2011 800 P 49,622Dec-10 SPX 3/19/2011 825 P 18,540Dec-10 SPX 3/19/2011 850 P 39,193Dec-10 SPX 3/19/2011 850 C 1,006Dec-10 SPX 3/19/2011 875 P 10,920Dec-10 SPX 3/19/2011 900 C 15Dec-10 SPX 3/19/2011 900 P 39,193Dec-10 SPX 3/19/2011 925 P 35,560Dec-10 SPX 3/19/2011 925 C 500Dec-10 SPX 3/19/2011 940 P 236Dec-10 SPX 3/19/2011 950 P 79,547Dec-10 SPX 3/19/2011 950 C 1,001Dec-10 SPX 3/19/2011 960 P 9Dec-10 SPX 3/19/2011 975 C 14Dec-10 SPX 3/19/2011 975 P 21,882Dec-10 SPX 3/19/2011 990 P 103Dec-10 SPX 3/19/2011 1000 P 88,527Dec-10 SPX 3/19/2011 1000 C 2,922Dec-10 SPX 3/19/2011 1010 P 4,261Dec-10 SPX 3/19/2011 1020 P 10Dec-10 SPX 3/19/2011 1025 P 24,232Dec-10 SPX 3/19/2011 1025 C 1,386Dec-10 SPX 3/19/2011 1040 P 5Dec-10 SPX 3/19/2011 1050 C 10,892Dec-10 SPX 3/19/2011 1050 P 57,119Dec-10 SPX 3/19/2011 1060 P 4,000Dec-10 SPX 3/19/2011 1070 P 1,406Dec-10 SPX 3/19/2011 1075 C 10,464Dec-10 SPX 3/19/2011 1075 P 50,963Dec-10 SPX 3/19/2011 1080 P 2,079Dec-10 SPX 3/19/2011 1080 C 75Dec-10 SPX 3/19/2011 1090 P 3,065Dec-10 SPX 3/19/2011 1100 C 27,577Dec-10 SPX 3/19/2011 1100 P 83,717Dec-10 SPX 3/19/2011 1110 P 672Dec-10 SPX 3/19/2011 1120 P 1,166Dec-10 SPX 3/19/2011 1120 C 18Dec-10 SPX 3/19/2011 1125 C 28,588Dec-10 SPX 3/19/2011 1125 P 68,284Dec-10 SPX 3/19/2011 1130 C 85

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 599: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 3/19/2011 1130 P 272Dec-10 SPX 3/19/2011 1135 P 279Dec-10 SPX 3/19/2011 1135 C 24Dec-10 SPX 3/19/2011 1140 P 7Dec-10 SPX 3/19/2011 1145 P 45Dec-10 SPX 3/19/2011 1150 P 54,047Dec-10 SPX 3/19/2011 1150 C 18,839Dec-10 SPX 3/19/2011 1155 C 20Dec-10 SPX 3/19/2011 1160 P 14Dec-10 SPX 3/19/2011 1165 P 1,498Dec-10 SPX 3/19/2011 1170 P 1,000Dec-10 SPX 3/19/2011 1175 P 37,789Dec-10 SPX 3/19/2011 1175 C 14,790Dec-10 SPX 3/19/2011 1180 C 32Dec-10 SPX 3/19/2011 1180 P 1,415Dec-10 SPX 3/19/2011 1185 P 800Dec-10 SPX 3/19/2011 1190 P 12,633Dec-10 SPX 3/19/2011 1190 C 5,037Dec-10 SPX 3/19/2011 1195 P 25Dec-10 SPX 3/19/2011 1200 P 69,825Dec-10 SPX 3/19/2011 1200 C 84,045Dec-10 SPX 3/19/2011 1210 P 206Dec-10 SPX 3/19/2011 1215 P 500Dec-10 SPX 3/19/2011 1215 C 37Dec-10 SPX 3/19/2011 1220 P 1,637Dec-10 SPX 3/19/2011 1220 C 435Dec-10 SPX 3/19/2011 1225 P 24,191Dec-10 SPX 3/19/2011 1225 C 31,994Dec-10 SPX 3/19/2011 1230 C 13,763Dec-10 SPX 3/19/2011 1230 P 16,265Dec-10 SPX 3/19/2011 1235 P 22,996Dec-10 SPX 3/19/2011 1235 C 23,544Dec-10 SPX 3/19/2011 1240 C 34,205Dec-10 SPX 3/19/2011 1240 P 36,811Dec-10 SPX 3/19/2011 1245 C 4,926Dec-10 SPX 3/19/2011 1245 P 4,347Dec-10 SPX 3/19/2011 1250 P 30,213Dec-10 SPX 3/19/2011 1250 C 51,646Dec-10 SPX 3/19/2011 1255 C 20,292Dec-10 SPX 3/19/2011 1255 P 19,977Dec-10 SPX 3/19/2011 1260 C 2,976Dec-10 SPX 3/19/2011 1260 P 2,959Dec-10 SPX 3/19/2011 1265 C 32Dec-10 SPX 3/19/2011 1270 C 716Dec-10 SPX 3/19/2011 1275 C 30,554Dec-10 SPX 3/19/2011 1275 P 1,511Dec-10 SPX 3/19/2011 1280 C 21Dec-10 SPX 3/19/2011 1280 P 2Dec-10 SPX 3/19/2011 1285 C 75

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 600: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 3/19/2011 1290 C 105Dec-10 SPX 3/19/2011 1295 C 304Dec-10 SPX 3/19/2011 1300 C 59,352Dec-10 SPX 3/19/2011 1300 P 7,608Dec-10 SPX 3/19/2011 1305 C 17Dec-10 SPX 3/19/2011 1310 C 1,151Dec-10 SPX 3/19/2011 1315 C 15Dec-10 SPX 3/19/2011 1320 C 252Dec-10 SPX 3/19/2011 1325 C 9,327Dec-10 SPX 3/19/2011 1325 P 2,002Dec-10 SPX 3/19/2011 1330 C 65Dec-10 SPX 3/19/2011 1340 C 7Dec-10 SPX 3/19/2011 1340 P 1Dec-10 SPX 3/19/2011 1350 C 25,276Dec-10 SPX 3/19/2011 1350 P 5,026Dec-10 SPX 3/19/2011 1360 C 306Dec-10 SPX 3/19/2011 1360 P 2Dec-10 SPX 3/19/2011 1370 C 1,136Dec-10 SPX 3/19/2011 1370 P 6Dec-10 SPX 3/19/2011 1375 C 12,803Dec-10 SPX 3/19/2011 1380 P 1Dec-10 SPX 3/19/2011 1380 C 516Dec-10 SPX 3/19/2011 1390 C 10Dec-10 SPX 3/19/2011 1400 P 13,221Dec-10 SPX 3/19/2011 1400 C 33,697Dec-10 SPX 3/19/2011 1425 C 1,426Dec-10 SPX 3/19/2011 1450 P 1Dec-10 SPX 3/19/2011 1450 C 3,861Dec-10 SPX 3/19/2011 1475 C 983Dec-10 SPX 3/19/2011 1500 C 15,407Dec-10 SPX 3/19/2011 1500 P 14,630Dec-10 SPX 3/19/2011 1525 C 195Dec-10 SPX 3/19/2011 1550 C 906Dec-10 SPX 3/19/2011 1575 C 95Dec-10 SPX 3/19/2011 1600 C 448Dec-10 SPX 3/19/2011 1650 C 66Dec-10 SPX 3/19/2011 1700 P 3,000Dec-10 SPX 3/19/2011 1900 P 3,875Dec-10 SPX 3/19/2011 2100 C 675Dec-10 SPX 3/19/2011 2100 P 1,665Dec-10 SPX 4/16/2011 500 P 152Dec-10 SPX 4/16/2011 600 P 110Dec-10 SPX 4/16/2011 650 P 500Dec-10 SPX 4/16/2011 750 P 25Dec-10 SPX 4/16/2011 800 P 66Dec-10 SPX 4/16/2011 825 P 85Dec-10 SPX 4/16/2011 850 P 33Dec-10 SPX 4/16/2011 875 P 7Dec-10 SPX 4/16/2011 900 P 770

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 601: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 4/16/2011 950 P 11Dec-10 SPX 4/16/2011 975 P 802Dec-10 SPX 4/16/2011 1000 P 1,026Dec-10 SPX 4/16/2011 1000 C 2Dec-10 SPX 4/16/2011 1025 P 7Dec-10 SPX 4/16/2011 1050 P 4,386Dec-10 SPX 4/16/2011 1075 P 206Dec-10 SPX 4/16/2011 1100 P 3,086Dec-10 SPX 4/16/2011 1125 P 4Dec-10 SPX 4/16/2011 1150 C 1Dec-10 SPX 4/16/2011 1150 P 957Dec-10 SPX 4/16/2011 1175 P 3,401Dec-10 SPX 4/16/2011 1200 C 101Dec-10 SPX 4/16/2011 1200 P 7,275Dec-10 SPX 4/16/2011 1225 C 100Dec-10 SPX 4/16/2011 1225 P 4,097Dec-10 SPX 4/16/2011 1250 P 2,193Dec-10 SPX 4/16/2011 1250 C 884Dec-10 SPX 4/16/2011 1275 C 8Dec-10 SPX 4/16/2011 1275 P 1Dec-10 SPX 4/16/2011 1300 C 810Dec-10 SPX 4/16/2011 1325 C 3,014Dec-10 SPX 4/16/2011 1350 P 7Dec-10 SPX 4/16/2011 1350 C 484Dec-10 SPX 4/16/2011 1375 C 1,210Dec-10 SPX 4/16/2011 1400 C 1,737Dec-10 SPX 4/16/2011 1425 C 400Dec-10 SPX 4/16/2011 1450 P 2Dec-10 SPX 4/16/2011 1475 C 9Dec-10 SPX 4/16/2011 1500 C 318Dec-10 SPX 4/16/2011 1550 C 96Dec-10 SPX 6/18/2011 100 C 1Dec-10 SPX 6/18/2011 100 P 22,449Dec-10 SPX 6/18/2011 200 C 3Dec-10 SPX 6/18/2011 200 P 4,944Dec-10 SPX 6/18/2011 225 P 238Dec-10 SPX 6/18/2011 250 P 614Dec-10 SPX 6/18/2011 275 P 66Dec-10 SPX 6/18/2011 300 P 263Dec-10 SPX 6/18/2011 300 C 3Dec-10 SPX 6/18/2011 325 P 14Dec-10 SPX 6/18/2011 350 P 93Dec-10 SPX 6/18/2011 350 C 3Dec-10 SPX 6/18/2011 375 P 277Dec-10 SPX 6/18/2011 400 P 4,983Dec-10 SPX 6/18/2011 425 P 34Dec-10 SPX 6/18/2011 450 P 90Dec-10 SPX 6/18/2011 475 P 11Dec-10 SPX 6/18/2011 500 C 850

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 602: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 6/18/2011 500 P 5,309Dec-10 SPX 6/18/2011 525 P 2,228Dec-10 SPX 6/18/2011 550 P 5,203Dec-10 SPX 6/18/2011 600 C 7Dec-10 SPX 6/18/2011 600 P 40,741Dec-10 SPX 6/18/2011 650 C 7Dec-10 SPX 6/18/2011 650 P 18,285Dec-10 SPX 6/18/2011 700 P 44,765Dec-10 SPX 6/18/2011 750 P 36,039Dec-10 SPX 6/18/2011 775 P 2,223Dec-10 SPX 6/18/2011 800 C 100Dec-10 SPX 6/18/2011 800 P 28,414Dec-10 SPX 6/18/2011 825 P 7,460Dec-10 SPX 6/18/2011 850 P 34,278Dec-10 SPX 6/18/2011 875 P 2,571Dec-10 SPX 6/18/2011 900 C 2,113Dec-10 SPX 6/18/2011 900 P 42,051Dec-10 SPX 6/18/2011 925 P 14,667Dec-10 SPX 6/18/2011 950 P 99,626Dec-10 SPX 6/18/2011 950 C 1,253Dec-10 SPX 6/18/2011 975 C 1Dec-10 SPX 6/18/2011 975 P 17,004Dec-10 SPX 6/18/2011 1000 C 13,144Dec-10 SPX 6/18/2011 1000 P 55,270Dec-10 SPX 6/18/2011 1025 P 11,210Dec-10 SPX 6/18/2011 1025 C 5,747Dec-10 SPX 6/18/2011 1050 C 14,478Dec-10 SPX 6/18/2011 1050 P 46,459Dec-10 SPX 6/18/2011 1060 C 22Dec-10 SPX 6/18/2011 1060 P 7,930Dec-10 SPX 6/18/2011 1075 P 18,251Dec-10 SPX 6/18/2011 1075 C 12,514Dec-10 SPX 6/18/2011 1080 P 1Dec-10 SPX 6/18/2011 1100 P 65,517Dec-10 SPX 6/18/2011 1100 C 31,927Dec-10 SPX 6/18/2011 1120 P 3,460Dec-10 SPX 6/18/2011 1125 P 35,036Dec-10 SPX 6/18/2011 1125 C 12,460Dec-10 SPX 6/18/2011 1150 P 24,730Dec-10 SPX 6/18/2011 1150 C 17,334Dec-10 SPX 6/18/2011 1175 P 18,537Dec-10 SPX 6/18/2011 1175 C 21,599Dec-10 SPX 6/18/2011 1190 P 2,106Dec-10 SPX 6/18/2011 1190 C 810Dec-10 SPX 6/18/2011 1200 C 76,410Dec-10 SPX 6/18/2011 1200 P 36,641Dec-10 SPX 6/18/2011 1225 P 13,981Dec-10 SPX 6/18/2011 1225 C 15,635Dec-10 SPX 6/18/2011 1250 C 67,133

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 603: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 6/18/2011 1250 P 10,269Dec-10 SPX 6/18/2011 1275 C 6,846Dec-10 SPX 6/18/2011 1275 P 1,127Dec-10 SPX 6/18/2011 1300 P 4,964Dec-10 SPX 6/18/2011 1300 C 71,198Dec-10 SPX 6/18/2011 1325 C 9,536Dec-10 SPX 6/18/2011 1325 P 550Dec-10 SPX 6/18/2011 1350 C 54,731Dec-10 SPX 6/18/2011 1350 P 271Dec-10 SPX 6/18/2011 1375 P 400Dec-10 SPX 6/18/2011 1375 C 21,483Dec-10 SPX 6/18/2011 1400 P 1,449Dec-10 SPX 6/18/2011 1400 C 20,434Dec-10 SPX 6/18/2011 1425 C 9,659Dec-10 SPX 6/18/2011 1450 C 18,226Dec-10 SPX 6/18/2011 1475 C 5,732Dec-10 SPX 6/18/2011 1500 C 4,850Dec-10 SPX 6/18/2011 1500 P 851Dec-10 SPX 6/18/2011 1550 C 3,690Dec-10 SPX 6/18/2011 1600 C 711Dec-10 SPX 6/18/2011 1600 P 20Dec-10 SPX 6/18/2011 1650 C 153Dec-10 SPX 6/18/2011 1700 C 78Dec-10 SPX 6/18/2011 1700 P 50Dec-10 SPX 6/18/2011 1800 P 58Dec-10 SPX 6/18/2011 1800 C 3Dec-10 SPX 6/18/2011 1900 P 103Dec-10 SPX 6/18/2011 2000 C 1Dec-10 SPX 6/18/2011 2000 P 180Dec-10 SPX 6/18/2011 2250 P 261Dec-10 SPX 6/18/2011 2500 P 424Dec-10 SPX 6/18/2011 3000 P 50Dec-10 SPX 9/17/2011 200 P 30Dec-10 SPX 9/17/2011 300 P 20Dec-10 SPX 9/17/2011 350 P 65Dec-10 SPX 9/17/2011 400 P 1,775Dec-10 SPX 9/17/2011 500 P 475Dec-10 SPX 9/17/2011 500 C 200Dec-10 SPX 9/17/2011 550 P 7Dec-10 SPX 9/17/2011 600 P 5,320Dec-10 SPX 9/17/2011 625 P 5Dec-10 SPX 9/17/2011 650 P 8,077Dec-10 SPX 9/17/2011 675 P 205Dec-10 SPX 9/17/2011 700 P 3,805Dec-10 SPX 9/17/2011 725 P 5Dec-10 SPX 9/17/2011 750 P 22Dec-10 SPX 9/17/2011 775 P 1,800Dec-10 SPX 9/17/2011 800 P 16,962Dec-10 SPX 9/17/2011 825 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 604: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 9/17/2011 825 P 917Dec-10 SPX 9/17/2011 850 P 776Dec-10 SPX 9/17/2011 875 P 83Dec-10 SPX 9/17/2011 900 P 64,108Dec-10 SPX 9/17/2011 925 C 9Dec-10 SPX 9/17/2011 925 P 621Dec-10 SPX 9/17/2011 950 P 4,889Dec-10 SPX 9/17/2011 975 P 2,319Dec-10 SPX 9/17/2011 1000 C 500Dec-10 SPX 9/17/2011 1000 P 22,591Dec-10 SPX 9/17/2011 1025 P 1,622Dec-10 SPX 9/17/2011 1050 C 250Dec-10 SPX 9/17/2011 1050 P 4,363Dec-10 SPX 9/17/2011 1075 C 500Dec-10 SPX 9/17/2011 1075 P 2,566Dec-10 SPX 9/17/2011 1100 C 1,645Dec-10 SPX 9/17/2011 1100 P 9,906Dec-10 SPX 9/17/2011 1125 C 1,691Dec-10 SPX 9/17/2011 1125 P 7,385Dec-10 SPX 9/17/2011 1150 C 4,030Dec-10 SPX 9/17/2011 1150 P 10,819Dec-10 SPX 9/17/2011 1175 P 3,445Dec-10 SPX 9/17/2011 1175 C 6,368Dec-10 SPX 9/17/2011 1200 C 3,884Dec-10 SPX 9/17/2011 1200 P 8,097Dec-10 SPX 9/17/2011 1225 C 4,611Dec-10 SPX 9/17/2011 1225 P 1,826Dec-10 SPX 9/17/2011 1250 C 12,381Dec-10 SPX 9/17/2011 1250 P 4,258Dec-10 SPX 9/17/2011 1275 P 582Dec-10 SPX 9/17/2011 1275 C 6,668Dec-10 SPX 9/17/2011 1300 P 9,650Dec-10 SPX 9/17/2011 1300 C 66,958Dec-10 SPX 9/17/2011 1325 C 1,398Dec-10 SPX 9/17/2011 1350 C 3,910Dec-10 SPX 9/17/2011 1350 P 200Dec-10 SPX 9/17/2011 1375 C 2,150Dec-10 SPX 9/17/2011 1400 C 35,416Dec-10 SPX 9/17/2011 1400 P 500Dec-10 SPX 9/17/2011 1425 C 642Dec-10 SPX 9/17/2011 1450 C 3,005Dec-10 SPX 9/17/2011 1475 C 103Dec-10 SPX 9/17/2011 1500 C 2,372Dec-10 SPX 9/17/2011 1500 P 200Dec-10 SPX 9/17/2011 1525 C 633Dec-10 SPX 9/17/2011 1550 C 1,738Dec-10 SPX 9/17/2011 1600 C 683Dec-10 SPX 9/17/2011 1650 C 790Dec-10 SPX 9/17/2011 1700 C 368

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 605: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 9/17/2011 3000 P 30Dec-10 SPX 12/17/2011 50 P 27,401Dec-10 SPX 12/17/2011 100 C 109Dec-10 SPX 12/17/2011 100 P 13,470Dec-10 SPX 12/17/2011 150 P 1,797Dec-10 SPX 12/17/2011 200 P 48,802Dec-10 SPX 12/17/2011 200 C 3Dec-10 SPX 12/17/2011 225 P 7,931Dec-10 SPX 12/17/2011 250 C 15Dec-10 SPX 12/17/2011 250 P 124,739Dec-10 SPX 12/17/2011 275 P 5,166Dec-10 SPX 12/17/2011 280 P 5,024Dec-10 SPX 12/17/2011 280 C 102Dec-10 SPX 12/17/2011 300 C 85Dec-10 SPX 12/17/2011 300 P 23,002Dec-10 SPX 12/17/2011 325 P 2,312Dec-10 SPX 12/17/2011 350 P 3,403Dec-10 SPX 12/17/2011 350 C 10Dec-10 SPX 12/17/2011 375 P 82Dec-10 SPX 12/17/2011 400 P 147,850Dec-10 SPX 12/17/2011 400 C 32Dec-10 SPX 12/17/2011 425 P 226Dec-10 SPX 12/17/2011 450 P 12,253Dec-10 SPX 12/17/2011 450 C 8Dec-10 SPX 12/17/2011 475 P 168Dec-10 SPX 12/17/2011 500 P 20,251Dec-10 SPX 12/17/2011 500 C 526Dec-10 SPX 12/17/2011 525 P 57Dec-10 SPX 12/17/2011 550 C 6Dec-10 SPX 12/17/2011 550 P 22,572Dec-10 SPX 12/17/2011 600 P 71,078Dec-10 SPX 12/17/2011 600 C 21Dec-10 SPX 12/17/2011 650 C 1,217Dec-10 SPX 12/17/2011 650 P 37,685Dec-10 SPX 12/17/2011 700 C 5,392Dec-10 SPX 12/17/2011 700 P 59,963Dec-10 SPX 12/17/2011 725 P 820Dec-10 SPX 12/17/2011 750 C 404Dec-10 SPX 12/17/2011 750 P 36,768Dec-10 SPX 12/17/2011 775 P 5,208Dec-10 SPX 12/17/2011 800 C 13,233Dec-10 SPX 12/17/2011 800 P 76,880Dec-10 SPX 12/17/2011 825 P 4,005Dec-10 SPX 12/17/2011 825 C 151Dec-10 SPX 12/17/2011 850 C 6,745Dec-10 SPX 12/17/2011 850 P 28,532Dec-10 SPX 12/17/2011 875 C 6Dec-10 SPX 12/17/2011 875 P 3,810Dec-10 SPX 12/17/2011 900 C 17,671

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 606: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 12/17/2011 900 P 75,927Dec-10 SPX 12/17/2011 920 P 3,857Dec-10 SPX 12/17/2011 920 C 606Dec-10 SPX 12/17/2011 925 P 11,792Dec-10 SPX 12/17/2011 950 C 6,434Dec-10 SPX 12/17/2011 950 P 21,965Dec-10 SPX 12/17/2011 975 C 2Dec-10 SPX 12/17/2011 975 P 13,818Dec-10 SPX 12/17/2011 1000 C 19,535Dec-10 SPX 12/17/2011 1000 P 57,555Dec-10 SPX 12/17/2011 1025 P 9,871Dec-10 SPX 12/17/2011 1025 C 2,027Dec-10 SPX 12/17/2011 1050 P 40,075Dec-10 SPX 12/17/2011 1050 C 14,872Dec-10 SPX 12/17/2011 1075 C 8,421Dec-10 SPX 12/17/2011 1075 P 24,615Dec-10 SPX 12/17/2011 1100 C 70,466Dec-10 SPX 12/17/2011 1100 P 82,254Dec-10 SPX 12/17/2011 1125 P 19,203Dec-10 SPX 12/17/2011 1125 C 20,894Dec-10 SPX 12/17/2011 1140 P 80Dec-10 SPX 12/17/2011 1150 P 41,726Dec-10 SPX 12/17/2011 1150 C 34,803Dec-10 SPX 12/17/2011 1175 C 17,364Dec-10 SPX 12/17/2011 1175 P 17,664Dec-10 SPX 12/17/2011 1180 P 24Dec-10 SPX 12/17/2011 1200 P 54,476Dec-10 SPX 12/17/2011 1200 C 72,273Dec-10 SPX 12/17/2011 1225 C 10,725Dec-10 SPX 12/17/2011 1225 P 4,151Dec-10 SPX 12/17/2011 1250 C 26,824Dec-10 SPX 12/17/2011 1250 P 11,098Dec-10 SPX 12/17/2011 1275 C 8,336Dec-10 SPX 12/17/2011 1275 P 2,501Dec-10 SPX 12/17/2011 1300 P 25,259Dec-10 SPX 12/17/2011 1300 C 103,435Dec-10 SPX 12/17/2011 1325 C 7,629Dec-10 SPX 12/17/2011 1350 C 13,872Dec-10 SPX 12/17/2011 1350 P 755Dec-10 SPX 12/17/2011 1375 C 5,744Dec-10 SPX 12/17/2011 1400 P 8,328Dec-10 SPX 12/17/2011 1400 C 44,385Dec-10 SPX 12/17/2011 1425 C 4,214Dec-10 SPX 12/17/2011 1450 C 18,291Dec-10 SPX 12/17/2011 1450 P 1,100Dec-10 SPX 12/17/2011 1475 C 3,094Dec-10 SPX 12/17/2011 1500 P 3,172Dec-10 SPX 12/17/2011 1500 C 90,833Dec-10 SPX 12/17/2011 1550 C 7,207

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 607: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 12/17/2011 1550 P 12Dec-10 SPX 12/17/2011 1600 C 34,318Dec-10 SPX 12/17/2011 1600 P 527Dec-10 SPX 12/17/2011 1700 C 6,720Dec-10 SPX 12/17/2011 1700 P 2,097Dec-10 SPX 12/17/2011 1800 P 119Dec-10 SPX 12/17/2011 1800 C 798Dec-10 SPX 12/17/2011 1900 C 309Dec-10 SPX 12/17/2011 1900 P 107Dec-10 SPX 12/17/2011 2000 C 5,121Dec-10 SPX 12/17/2011 2000 P 239Dec-10 SPX 12/17/2011 2250 P 70Dec-10 SPX 12/17/2011 2500 C 12Dec-10 SPX 12/17/2011 2500 P 731Dec-10 SPX 12/17/2011 3000 P 108Dec-10 SPX 6/16/2012 100 P 113Dec-10 SPX 6/16/2012 200 P 4,765Dec-10 SPX 6/16/2012 300 P 405Dec-10 SPX 6/16/2012 400 P 95Dec-10 SPX 6/16/2012 450 P 115Dec-10 SPX 6/16/2012 500 P 815Dec-10 SPX 6/16/2012 550 P 75Dec-10 SPX 6/16/2012 600 P 1,029Dec-10 SPX 6/16/2012 650 P 1,278Dec-10 SPX 6/16/2012 700 C 380Dec-10 SPX 6/16/2012 750 P 1,220Dec-10 SPX 6/16/2012 800 P 6,550Dec-10 SPX 6/16/2012 800 C 1,500Dec-10 SPX 6/16/2012 825 P 20Dec-10 SPX 6/16/2012 850 P 612Dec-10 SPX 6/16/2012 875 P 60Dec-10 SPX 6/16/2012 900 P 2,512Dec-10 SPX 6/16/2012 925 P 104Dec-10 SPX 6/16/2012 950 C 100Dec-10 SPX 6/16/2012 950 P 656Dec-10 SPX 6/16/2012 975 P 66Dec-10 SPX 6/16/2012 1000 P 2,681Dec-10 SPX 6/16/2012 1025 P 14Dec-10 SPX 6/16/2012 1050 P 8,657Dec-10 SPX 6/16/2012 1050 C 2,550Dec-10 SPX 6/16/2012 1075 C 2,550Dec-10 SPX 6/16/2012 1075 P 1,056Dec-10 SPX 6/16/2012 1100 C 1,270Dec-10 SPX 6/16/2012 1100 P 9,857Dec-10 SPX 6/16/2012 1125 C 781Dec-10 SPX 6/16/2012 1125 P 680Dec-10 SPX 6/16/2012 1150 C 1,375Dec-10 SPX 6/16/2012 1150 P 2,475Dec-10 SPX 6/16/2012 1175 C 617

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 608: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 6/16/2012 1175 P 2,801Dec-10 SPX 6/16/2012 1200 C 2,901Dec-10 SPX 6/16/2012 1200 P 1,923Dec-10 SPX 6/16/2012 1225 C 145Dec-10 SPX 6/16/2012 1225 P 2,117Dec-10 SPX 6/16/2012 1250 C 1,502Dec-10 SPX 6/16/2012 1250 P 1,501Dec-10 SPX 6/16/2012 1275 C 660Dec-10 SPX 6/16/2012 1275 P 101Dec-10 SPX 6/16/2012 1300 P 500Dec-10 SPX 6/16/2012 1300 C 8,596Dec-10 SPX 6/16/2012 1325 C 45Dec-10 SPX 6/16/2012 1350 C 2,010Dec-10 SPX 6/16/2012 1400 C 1,883Dec-10 SPX 6/16/2012 1425 C 70Dec-10 SPX 6/16/2012 1450 C 1,130Dec-10 SPX 6/16/2012 1475 C 1,015Dec-10 SPX 6/16/2012 1500 C 8,360Dec-10 SPX 6/16/2012 1600 C 1,970Dec-10 SPX 6/16/2012 1700 C 303Dec-10 SPX 6/16/2012 1800 P 3Dec-10 SPX 6/16/2012 1800 C 302Dec-10 SPX 6/16/2012 1900 C 354Dec-10 SPX 6/16/2012 2000 C 50Dec-10 SPX 6/16/2012 2250 P 16Dec-10 SPX 6/16/2012 2500 P 237Dec-10 SPX 12/22/2012 100 C 107Dec-10 SPX 12/22/2012 100 P 6,018Dec-10 SPX 12/22/2012 200 P 12,123Dec-10 SPX 12/22/2012 200 C 24Dec-10 SPX 12/22/2012 250 P 5,292Dec-10 SPX 12/22/2012 300 C 23Dec-10 SPX 12/22/2012 300 P 2,906Dec-10 SPX 12/22/2012 350 C 2Dec-10 SPX 12/22/2012 350 P 3,905Dec-10 SPX 12/22/2012 400 P 22,100Dec-10 SPX 12/22/2012 400 C 1Dec-10 SPX 12/22/2012 450 C 10Dec-10 SPX 12/22/2012 450 P 3,190Dec-10 SPX 12/22/2012 500 C 4,110Dec-10 SPX 12/22/2012 500 P 21,632Dec-10 SPX 12/22/2012 550 P 12,781Dec-10 SPX 12/22/2012 600 P 80,404Dec-10 SPX 12/22/2012 600 C 20Dec-10 SPX 12/22/2012 650 C 5Dec-10 SPX 12/22/2012 650 P 3,070Dec-10 SPX 12/22/2012 675 P 154Dec-10 SPX 12/22/2012 700 C 4,555Dec-10 SPX 12/22/2012 700 P 19,944

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 609: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 12/22/2012 750 P 12,191Dec-10 SPX 12/22/2012 800 C 2,611Dec-10 SPX 12/22/2012 800 P 20,782Dec-10 SPX 12/22/2012 825 C 600Dec-10 SPX 12/22/2012 825 P 594Dec-10 SPX 12/22/2012 850 P 65,393Dec-10 SPX 12/22/2012 875 P 914Dec-10 SPX 12/22/2012 900 P 48,949Dec-10 SPX 12/22/2012 900 C 3,709Dec-10 SPX 12/22/2012 925 P 1,903Dec-10 SPX 12/22/2012 925 C 2Dec-10 SPX 12/22/2012 950 P 12,763Dec-10 SPX 12/22/2012 950 C 4,738Dec-10 SPX 12/22/2012 975 P 454Dec-10 SPX 12/22/2012 975 C 8Dec-10 SPX 12/22/2012 1000 P 22,215Dec-10 SPX 12/22/2012 1000 C 12,582Dec-10 SPX 12/22/2012 1025 P 2,704Dec-10 SPX 12/22/2012 1025 C 3,401Dec-10 SPX 12/22/2012 1050 P 17,886Dec-10 SPX 12/22/2012 1050 C 14,502Dec-10 SPX 12/22/2012 1075 C 4,028Dec-10 SPX 12/22/2012 1075 P 6,086Dec-10 SPX 12/22/2012 1100 C 38,680Dec-10 SPX 12/22/2012 1100 P 48,363Dec-10 SPX 12/22/2012 1125 C 7,629Dec-10 SPX 12/22/2012 1125 P 7,853Dec-10 SPX 12/22/2012 1150 P 28,117Dec-10 SPX 12/22/2012 1150 C 23,517Dec-10 SPX 12/22/2012 1175 P 8,506Dec-10 SPX 12/22/2012 1175 C 8,480Dec-10 SPX 12/22/2012 1200 P 63,032Dec-10 SPX 12/22/2012 1200 C 25,729Dec-10 SPX 12/22/2012 1220 C 1,170Dec-10 SPX 12/22/2012 1220 P 1,277Dec-10 SPX 12/22/2012 1225 C 3,900Dec-10 SPX 12/22/2012 1225 P 2,756Dec-10 SPX 12/22/2012 1250 C 22,727Dec-10 SPX 12/22/2012 1250 P 6,411Dec-10 SPX 12/22/2012 1300 P 6,711Dec-10 SPX 12/22/2012 1300 C 26,903Dec-10 SPX 12/22/2012 1350 P 1,090Dec-10 SPX 12/22/2012 1350 C 11,060Dec-10 SPX 12/22/2012 1400 C 36,815Dec-10 SPX 12/22/2012 1400 P 8,402Dec-10 SPX 12/22/2012 1450 C 11,720Dec-10 SPX 12/22/2012 1450 P 701Dec-10 SPX 12/22/2012 1500 P 4,110Dec-10 SPX 12/22/2012 1500 C 43,283

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 610: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Dec-10 SPX 12/22/2012 1550 C 4,397Dec-10 SPX 12/22/2012 1550 P 10Dec-10 SPX 12/22/2012 1600 C 76,536Dec-10 SPX 12/22/2012 1600 P 25Dec-10 SPX 12/22/2012 1700 C 8,389Dec-10 SPX 12/22/2012 1700 P 126Dec-10 SPX 12/22/2012 1800 C 37,582Dec-10 SPX 12/22/2012 1800 P 68Dec-10 SPX 12/22/2012 1900 C 8,037Dec-10 SPX 12/22/2012 1900 P 161Dec-10 SPX 12/22/2012 2000 C 49,324Dec-10 SPX 12/22/2012 2000 P 340Dec-10 SPX 12/22/2012 2250 P 172Dec-10 SPX 12/22/2012 2250 C 225Dec-10 SPX 12/22/2012 2500 C 688Dec-10 SPX 12/22/2012 2500 P 745Dec-10 SPX 12/21/2013 200 P 25Dec-10 SPX 12/21/2013 250 P 70Dec-10 SPX 12/21/2013 300 P 5Dec-10 SPX 12/21/2013 400 P 20Dec-10 SPX 12/21/2013 500 P 10Dec-10 SPX 12/21/2013 800 C 1Dec-10 SPX 12/21/2013 850 P 4Dec-10 SPX 12/21/2013 900 C 11Dec-10 SPX 12/21/2013 900 P 1Dec-10 SPX 12/21/2013 1000 P 401Dec-10 SPX 12/21/2013 1050 P 302Dec-10 SPX 12/21/2013 1100 P 3Dec-10 SPX 12/21/2013 1150 C 100Dec-10 SPX 12/21/2013 1150 P 100Dec-10 SPX 12/21/2013 1250 C 200Dec-10 SPX 12/21/2013 1250 P 354Dec-10 SPX 12/21/2013 1450 C 300Dec-10 SPX 12/21/2013 1500 P 30Dec-10 SPX 12/21/2013 1500 C 700Dec-10 SPX 12/21/2013 1600 C 425Dec-10 SPX 12/21/2013 1900 C 1,400Dec-10 SPX 12/21/2013 2000 C 2Dec-10 SPX 12/21/2013 2000 P 170Dec-10 SPX 12/21/2013 2250 P 310Dec-10 SPX 12/21/2013 2500 P 1,034Dec-10 SPX 12/21/2013 3000 P 188Jan-11 SPXW 2/4/2011 1075 P 9,412Jan-11 SPXW 2/4/2011 1100 C 22Jan-11 SPXW 2/4/2011 1100 P 7,288Jan-11 SPXW 2/4/2011 1125 P 11,086Jan-11 SPXW 2/4/2011 1150 C 22Jan-11 SPXW 2/4/2011 1150 P 6,205Jan-11 SPXW 2/4/2011 1175 C 33

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 611: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPXW 2/4/2011 1175 P 2,705Jan-11 SPXW 2/4/2011 1200 C 1Jan-11 SPXW 2/4/2011 1200 P 4,420Jan-11 SPXW 2/4/2011 1215 P 42Jan-11 SPXW 2/4/2011 1220 P 134Jan-11 SPXW 2/4/2011 1225 C 4Jan-11 SPXW 2/4/2011 1225 P 5,254Jan-11 SPXW 2/4/2011 1230 P 994Jan-11 SPXW 2/4/2011 1230 C 1Jan-11 SPXW 2/4/2011 1235 P 1,392Jan-11 SPXW 2/4/2011 1235 C 26Jan-11 SPXW 2/4/2011 1240 C 51Jan-11 SPXW 2/4/2011 1240 P 2,469Jan-11 SPXW 2/4/2011 1245 C 28Jan-11 SPXW 2/4/2011 1245 P 14,281Jan-11 SPXW 2/4/2011 1250 P 4,286Jan-11 SPXW 2/4/2011 1250 C 34Jan-11 SPXW 2/4/2011 1255 C 10Jan-11 SPXW 2/4/2011 1255 P 849Jan-11 SPXW 2/4/2011 1260 C 21Jan-11 SPXW 2/4/2011 1260 P 24,765Jan-11 SPXW 2/4/2011 1265 C 32Jan-11 SPXW 2/4/2011 1265 P 2,372Jan-11 SPXW 2/4/2011 1270 C 53Jan-11 SPXW 2/4/2011 1270 P 13,386Jan-11 SPXW 2/4/2011 1275 P 4,320Jan-11 SPXW 2/4/2011 1275 C 37Jan-11 SPXW 2/4/2011 1280 C 124Jan-11 SPXW 2/4/2011 1280 P 1,176Jan-11 SPXW 2/4/2011 1285 C 168Jan-11 SPXW 2/4/2011 1285 P 513Jan-11 SPXW 2/4/2011 1290 C 379Jan-11 SPXW 2/4/2011 1290 P 2,177Jan-11 SPXW 2/4/2011 1295 C 624Jan-11 SPXW 2/4/2011 1295 P 170Jan-11 SPXW 2/4/2011 1300 P 2,158Jan-11 SPXW 2/4/2011 1300 C 1,467Jan-11 SPXW 2/4/2011 1305 C 2,185Jan-11 SPXW 2/4/2011 1305 P 2Jan-11 SPXW 2/4/2011 1310 C 2,668Jan-11 SPXW 2/4/2011 1310 P 34Jan-11 SPXW 2/4/2011 1315 C 4,304Jan-11 SPXW 2/4/2011 1320 P 21Jan-11 SPXW 2/4/2011 1320 C 1,790Jan-11 SPXW 2/4/2011 1325 P 1Jan-11 SPXW 2/4/2011 1325 C 3,764Jan-11 SPXW 2/4/2011 1330 C 631Jan-11 SPXW 2/4/2011 1330 P 37Jan-11 SPXW 2/4/2011 1335 C 2,049

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 612: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPXW 2/4/2011 1335 P 21Jan-11 SPXW 2/4/2011 1340 P 6Jan-11 SPXW 2/4/2011 1340 C 1,659Jan-11 SPXW 2/4/2011 1345 C 620Jan-11 SPXW 2/4/2011 1345 P 21Jan-11 SPXW 2/4/2011 1350 C 1,076Jan-11 SPXW 2/4/2011 1375 C 2,681Jan-11 SPX 2/19/2011 200 C 21Jan-11 SPX 2/19/2011 500 P 5,100Jan-11 SPX 2/19/2011 500 C 5,100Jan-11 SPX 2/19/2011 550 P 13Jan-11 SPX 2/19/2011 600 P 230Jan-11 SPX 2/19/2011 650 P 100Jan-11 SPX 2/19/2011 675 P 100Jan-11 SPX 2/19/2011 700 P 13,455Jan-11 SPX 2/19/2011 725 P 565Jan-11 SPX 2/19/2011 750 P 21,870Jan-11 SPX 2/19/2011 775 P 1,393Jan-11 SPX 2/19/2011 780 P 100Jan-11 SPX 2/19/2011 785 P 100Jan-11 SPX 2/19/2011 790 P 100Jan-11 SPX 2/19/2011 795 P 100Jan-11 SPX 2/19/2011 800 P 20,764Jan-11 SPX 2/19/2011 800 C 11Jan-11 SPX 2/19/2011 805 P 633Jan-11 SPX 2/19/2011 810 P 626Jan-11 SPX 2/19/2011 815 P 1,066Jan-11 SPX 2/19/2011 820 P 1,057Jan-11 SPX 2/19/2011 825 P 6,923Jan-11 SPX 2/19/2011 830 P 4,030Jan-11 SPX 2/19/2011 835 P 3,980Jan-11 SPX 2/19/2011 840 P 5,127Jan-11 SPX 2/19/2011 845 P 5,715Jan-11 SPX 2/19/2011 850 P 12,600Jan-11 SPX 2/19/2011 850 C 2Jan-11 SPX 2/19/2011 855 P 4,480Jan-11 SPX 2/19/2011 860 P 4,352Jan-11 SPX 2/19/2011 865 P 4,429Jan-11 SPX 2/19/2011 870 P 4,513Jan-11 SPX 2/19/2011 875 P 7,238Jan-11 SPX 2/19/2011 880 P 4,804Jan-11 SPX 2/19/2011 885 P 4,930Jan-11 SPX 2/19/2011 890 P 6,811Jan-11 SPX 2/19/2011 895 P 4,620Jan-11 SPX 2/19/2011 900 P 26,851Jan-11 SPX 2/19/2011 900 C 100Jan-11 SPX 2/19/2011 905 P 4,223Jan-11 SPX 2/19/2011 910 P 4,351Jan-11 SPX 2/19/2011 915 P 4,325

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 613: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 2/19/2011 920 C 30Jan-11 SPX 2/19/2011 920 P 4,026Jan-11 SPX 2/19/2011 925 P 12,958Jan-11 SPX 2/19/2011 925 C 21Jan-11 SPX 2/19/2011 930 P 3,911Jan-11 SPX 2/19/2011 935 P 3,881Jan-11 SPX 2/19/2011 940 P 4,576Jan-11 SPX 2/19/2011 945 P 4,603Jan-11 SPX 2/19/2011 945 C 30Jan-11 SPX 2/19/2011 950 P 27,343Jan-11 SPX 2/19/2011 950 C 87Jan-11 SPX 2/19/2011 955 P 4,746Jan-11 SPX 2/19/2011 960 P 3,409Jan-11 SPX 2/19/2011 965 C 60Jan-11 SPX 2/19/2011 965 P 4,658Jan-11 SPX 2/19/2011 970 P 4,677Jan-11 SPX 2/19/2011 975 P 22,235Jan-11 SPX 2/19/2011 975 C 169Jan-11 SPX 2/19/2011 980 P 5,567Jan-11 SPX 2/19/2011 980 C 21,030Jan-11 SPX 2/19/2011 985 P 9,042Jan-11 SPX 2/19/2011 990 P 4,871Jan-11 SPX 2/19/2011 990 C 9Jan-11 SPX 2/19/2011 995 P 4,740Jan-11 SPX 2/19/2011 1000 P 39,318Jan-11 SPX 2/19/2011 1000 C 299Jan-11 SPX 2/19/2011 1005 P 4,916Jan-11 SPX 2/19/2011 1005 C 6Jan-11 SPX 2/19/2011 1010 P 8,071Jan-11 SPX 2/19/2011 1010 C 4Jan-11 SPX 2/19/2011 1015 P 4,202Jan-11 SPX 2/19/2011 1020 P 4,814Jan-11 SPX 2/19/2011 1020 C 55Jan-11 SPX 2/19/2011 1025 C 15Jan-11 SPX 2/19/2011 1025 P 25,061Jan-11 SPX 2/19/2011 1030 P 5,532Jan-11 SPX 2/19/2011 1030 C 13,750Jan-11 SPX 2/19/2011 1035 P 4,145Jan-11 SPX 2/19/2011 1040 P 8,266Jan-11 SPX 2/19/2011 1040 C 8Jan-11 SPX 2/19/2011 1045 P 4,085Jan-11 SPX 2/19/2011 1045 C 30Jan-11 SPX 2/19/2011 1050 C 1,175Jan-11 SPX 2/19/2011 1050 P 41,656Jan-11 SPX 2/19/2011 1055 P 3,007Jan-11 SPX 2/19/2011 1060 P 26,518Jan-11 SPX 2/19/2011 1060 C 3Jan-11 SPX 2/19/2011 1065 P 3,338Jan-11 SPX 2/19/2011 1065 C 60

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 614: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 2/19/2011 1070 P 6,190Jan-11 SPX 2/19/2011 1070 C 3Jan-11 SPX 2/19/2011 1075 C 171Jan-11 SPX 2/19/2011 1075 P 30,962Jan-11 SPX 2/19/2011 1080 C 31Jan-11 SPX 2/19/2011 1080 P 20,346Jan-11 SPX 2/19/2011 1085 P 5,155Jan-11 SPX 2/19/2011 1085 C 6Jan-11 SPX 2/19/2011 1090 P 6,355Jan-11 SPX 2/19/2011 1095 P 8,894Jan-11 SPX 2/19/2011 1100 P 103,448Jan-11 SPX 2/19/2011 1100 C 10,969Jan-11 SPX 2/19/2011 1105 C 19Jan-11 SPX 2/19/2011 1105 P 5,341Jan-11 SPX 2/19/2011 1110 P 8,163Jan-11 SPX 2/19/2011 1110 C 48Jan-11 SPX 2/19/2011 1115 P 4,340Jan-11 SPX 2/19/2011 1115 C 17Jan-11 SPX 2/19/2011 1120 P 10,815Jan-11 SPX 2/19/2011 1120 C 85Jan-11 SPX 2/19/2011 1125 P 49,169Jan-11 SPX 2/19/2011 1125 C 103Jan-11 SPX 2/19/2011 1130 P 8,531Jan-11 SPX 2/19/2011 1130 C 13Jan-11 SPX 2/19/2011 1135 P 13,298Jan-11 SPX 2/19/2011 1135 C 24Jan-11 SPX 2/19/2011 1140 P 14,763Jan-11 SPX 2/19/2011 1140 C 25Jan-11 SPX 2/19/2011 1145 P 6,681Jan-11 SPX 2/19/2011 1150 P 79,373Jan-11 SPX 2/19/2011 1150 C 638Jan-11 SPX 2/19/2011 1155 C 36Jan-11 SPX 2/19/2011 1155 P 4,521Jan-11 SPX 2/19/2011 1160 P 13,180Jan-11 SPX 2/19/2011 1160 C 26Jan-11 SPX 2/19/2011 1165 P 4,492Jan-11 SPX 2/19/2011 1170 P 23,121Jan-11 SPX 2/19/2011 1170 C 56Jan-11 SPX 2/19/2011 1175 P 64,434Jan-11 SPX 2/19/2011 1175 C 15,705Jan-11 SPX 2/19/2011 1180 C 2,262Jan-11 SPX 2/19/2011 1180 P 14,411Jan-11 SPX 2/19/2011 1185 P 9,080Jan-11 SPX 2/19/2011 1185 C 49Jan-11 SPX 2/19/2011 1190 P 21,747Jan-11 SPX 2/19/2011 1190 C 2,748Jan-11 SPX 2/19/2011 1195 P 5,759Jan-11 SPX 2/19/2011 1195 C 2Jan-11 SPX 2/19/2011 1200 P 177,573

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 615: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 2/19/2011 1200 C 85,178Jan-11 SPX 2/19/2011 1205 P 11,577Jan-11 SPX 2/19/2011 1205 C 24Jan-11 SPX 2/19/2011 1210 C 1,141Jan-11 SPX 2/19/2011 1210 P 32,539Jan-11 SPX 2/19/2011 1215 P 7,869Jan-11 SPX 2/19/2011 1215 C 126Jan-11 SPX 2/19/2011 1220 P 17,351Jan-11 SPX 2/19/2011 1220 C 406Jan-11 SPX 2/19/2011 1225 P 52,587Jan-11 SPX 2/19/2011 1225 C 13,657Jan-11 SPX 2/19/2011 1230 P 36,934Jan-11 SPX 2/19/2011 1230 C 2,763Jan-11 SPX 2/19/2011 1235 C 655Jan-11 SPX 2/19/2011 1235 P 8,729Jan-11 SPX 2/19/2011 1240 P 31,012Jan-11 SPX 2/19/2011 1240 C 2,844Jan-11 SPX 2/19/2011 1245 P 7,506Jan-11 SPX 2/19/2011 1245 C 807Jan-11 SPX 2/19/2011 1250 P 134,514Jan-11 SPX 2/19/2011 1250 C 74,188Jan-11 SPX 2/19/2011 1255 P 5,640Jan-11 SPX 2/19/2011 1255 C 243Jan-11 SPX 2/19/2011 1260 P 33,485Jan-11 SPX 2/19/2011 1260 C 3,955Jan-11 SPX 2/19/2011 1265 C 4,569Jan-11 SPX 2/19/2011 1265 P 8,500Jan-11 SPX 2/19/2011 1270 P 15,924Jan-11 SPX 2/19/2011 1270 C 3,923Jan-11 SPX 2/19/2011 1275 P 54,693Jan-11 SPX 2/19/2011 1275 C 52,656Jan-11 SPX 2/19/2011 1280 P 21,846Jan-11 SPX 2/19/2011 1280 C 18,983Jan-11 SPX 2/19/2011 1285 C 18,839Jan-11 SPX 2/19/2011 1285 P 12,388Jan-11 SPX 2/19/2011 1290 C 18,596Jan-11 SPX 2/19/2011 1290 P 16,063Jan-11 SPX 2/19/2011 1295 P 2,675Jan-11 SPX 2/19/2011 1295 C 15,112Jan-11 SPX 2/19/2011 1300 P 12,710Jan-11 SPX 2/19/2011 1300 C 69,479Jan-11 SPX 2/19/2011 1305 P 451Jan-11 SPX 2/19/2011 1305 C 8,722Jan-11 SPX 2/19/2011 1310 P 2,804Jan-11 SPX 2/19/2011 1310 C 15,090Jan-11 SPX 2/19/2011 1315 C 8,476Jan-11 SPX 2/19/2011 1315 P 46Jan-11 SPX 2/19/2011 1320 P 2,199Jan-11 SPX 2/19/2011 1320 C 26,639

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 616: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 2/19/2011 1325 P 6,342Jan-11 SPX 2/19/2011 1325 C 49,887Jan-11 SPX 2/19/2011 1330 P 5,156Jan-11 SPX 2/19/2011 1330 C 20,288Jan-11 SPX 2/19/2011 1335 P 9Jan-11 SPX 2/19/2011 1335 C 9,042Jan-11 SPX 2/19/2011 1340 P 10Jan-11 SPX 2/19/2011 1340 C 21,749Jan-11 SPX 2/19/2011 1345 C 7,551Jan-11 SPX 2/19/2011 1345 P 4Jan-11 SPX 2/19/2011 1350 P 3,215Jan-11 SPX 2/19/2011 1350 C 31,029Jan-11 SPX 2/19/2011 1355 P 2Jan-11 SPX 2/19/2011 1355 C 6,710Jan-11 SPX 2/19/2011 1360 P 14Jan-11 SPX 2/19/2011 1360 C 47,811Jan-11 SPX 2/19/2011 1365 P 12Jan-11 SPX 2/19/2011 1365 C 6,129Jan-11 SPX 2/19/2011 1370 P 5Jan-11 SPX 2/19/2011 1370 C 43,970Jan-11 SPX 2/19/2011 1375 C 31,034Jan-11 SPX 2/19/2011 1375 P 1,209Jan-11 SPX 2/19/2011 1380 P 9Jan-11 SPX 2/19/2011 1380 C 6,584Jan-11 SPX 2/19/2011 1385 P 10Jan-11 SPX 2/19/2011 1385 C 9,470Jan-11 SPX 2/19/2011 1390 P 10Jan-11 SPX 2/19/2011 1390 C 3,726Jan-11 SPX 2/19/2011 1395 P 26Jan-11 SPX 2/19/2011 1395 C 2,256Jan-11 SPX 2/19/2011 1400 C 35,669Jan-11 SPX 2/19/2011 1400 P 36Jan-11 SPX 2/19/2011 1410 C 5,060Jan-11 SPX 2/19/2011 1420 C 3,542Jan-11 SPX 2/19/2011 1425 C 8,072Jan-11 SPX 2/19/2011 1440 C 2,536Jan-11 SPX 2/19/2011 1450 P 8Jan-11 SPX 2/19/2011 1450 C 12,113Jan-11 SPX 2/19/2011 1460 C 3,750Jan-11 SPX 2/19/2011 1470 C 1,681Jan-11 SPX 2/19/2011 1475 C 7,596Jan-11 SPX 2/19/2011 1500 P 5,100Jan-11 SPX 2/19/2011 1500 C 11,251Jan-11 SPX 2/19/2011 1550 C 395Jan-11 SPX 2/19/2011 1600 C 108Jan-11 SPX 2/19/2011 1750 C 36Jan-11 SPX 2/19/2011 1800 C 100Jan-11 SPX 2/19/2011 2000 P 21Jan-11 SPX 3/19/2011 100 P 1,275

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 617: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 3/19/2011 100 C 1,230Jan-11 SPX 3/19/2011 200 P 12Jan-11 SPX 3/19/2011 200 C 310Jan-11 SPX 3/19/2011 250 C 555Jan-11 SPX 3/19/2011 300 P 106Jan-11 SPX 3/19/2011 300 C 1,252Jan-11 SPX 3/19/2011 325 P 26Jan-11 SPX 3/19/2011 350 P 100Jan-11 SPX 3/19/2011 350 C 3Jan-11 SPX 3/19/2011 400 P 13,995Jan-11 SPX 3/19/2011 400 C 13,200Jan-11 SPX 3/19/2011 425 P 1,187Jan-11 SPX 3/19/2011 450 P 392Jan-11 SPX 3/19/2011 450 C 500Jan-11 SPX 3/19/2011 475 P 95Jan-11 SPX 3/19/2011 500 P 29,777Jan-11 SPX 3/19/2011 500 C 27,615Jan-11 SPX 3/19/2011 525 P 257Jan-11 SPX 3/19/2011 550 P 11,086Jan-11 SPX 3/19/2011 575 P 1,613Jan-11 SPX 3/19/2011 600 C 317Jan-11 SPX 3/19/2011 600 P 26,128Jan-11 SPX 3/19/2011 625 P 1,012Jan-11 SPX 3/19/2011 650 P 12,699Jan-11 SPX 3/19/2011 650 C 55Jan-11 SPX 3/19/2011 675 P 10,317Jan-11 SPX 3/19/2011 700 P 36,989Jan-11 SPX 3/19/2011 700 C 2Jan-11 SPX 3/19/2011 725 P 4,170Jan-11 SPX 3/19/2011 750 P 16,748Jan-11 SPX 3/19/2011 775 P 16,558Jan-11 SPX 3/19/2011 800 C 107Jan-11 SPX 3/19/2011 800 P 49,997Jan-11 SPX 3/19/2011 810 P 29Jan-11 SPX 3/19/2011 820 P 1Jan-11 SPX 3/19/2011 825 P 21,665Jan-11 SPX 3/19/2011 830 P 17Jan-11 SPX 3/19/2011 840 P 1Jan-11 SPX 3/19/2011 850 C 1,006Jan-11 SPX 3/19/2011 850 P 46,792Jan-11 SPX 3/19/2011 855 P 8Jan-11 SPX 3/19/2011 860 P 8Jan-11 SPX 3/19/2011 865 P 8Jan-11 SPX 3/19/2011 870 P 25Jan-11 SPX 3/19/2011 875 P 18,313Jan-11 SPX 3/19/2011 885 P 2,276Jan-11 SPX 3/19/2011 890 P 1Jan-11 SPX 3/19/2011 900 P 39,017Jan-11 SPX 3/19/2011 900 C 16

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 618: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 3/19/2011 910 P 5Jan-11 SPX 3/19/2011 915 P 1Jan-11 SPX 3/19/2011 925 C 500Jan-11 SPX 3/19/2011 925 P 35,720Jan-11 SPX 3/19/2011 930 P 110Jan-11 SPX 3/19/2011 940 P 459Jan-11 SPX 3/19/2011 945 P 55Jan-11 SPX 3/19/2011 950 P 86,793Jan-11 SPX 3/19/2011 950 C 1,101Jan-11 SPX 3/19/2011 955 P 181Jan-11 SPX 3/19/2011 960 P 291Jan-11 SPX 3/19/2011 965 P 170Jan-11 SPX 3/19/2011 970 P 400Jan-11 SPX 3/19/2011 975 P 22,964Jan-11 SPX 3/19/2011 975 C 14Jan-11 SPX 3/19/2011 980 P 640Jan-11 SPX 3/19/2011 985 P 4,225Jan-11 SPX 3/19/2011 990 P 378Jan-11 SPX 3/19/2011 995 P 1,256Jan-11 SPX 3/19/2011 1000 P 97,976Jan-11 SPX 3/19/2011 1000 C 3,671Jan-11 SPX 3/19/2011 1005 P 117Jan-11 SPX 3/19/2011 1010 P 4,717Jan-11 SPX 3/19/2011 1015 P 200Jan-11 SPX 3/19/2011 1020 P 328Jan-11 SPX 3/19/2011 1025 P 24,244Jan-11 SPX 3/19/2011 1025 C 1,386Jan-11 SPX 3/19/2011 1030 P 1,797Jan-11 SPX 3/19/2011 1035 P 350Jan-11 SPX 3/19/2011 1040 P 403Jan-11 SPX 3/19/2011 1045 P 202Jan-11 SPX 3/19/2011 1050 P 64,965Jan-11 SPX 3/19/2011 1050 C 10,892Jan-11 SPX 3/19/2011 1055 P 1,669Jan-11 SPX 3/19/2011 1060 P 13,480Jan-11 SPX 3/19/2011 1070 P 1,434Jan-11 SPX 3/19/2011 1075 P 47,854Jan-11 SPX 3/19/2011 1075 C 10,464Jan-11 SPX 3/19/2011 1080 P 6,838Jan-11 SPX 3/19/2011 1080 C 75Jan-11 SPX 3/19/2011 1085 P 1,509Jan-11 SPX 3/19/2011 1090 P 6,560Jan-11 SPX 3/19/2011 1095 P 35Jan-11 SPX 3/19/2011 1100 P 91,844Jan-11 SPX 3/19/2011 1100 C 27,576Jan-11 SPX 3/19/2011 1105 P 428Jan-11 SPX 3/19/2011 1110 P 5,034Jan-11 SPX 3/19/2011 1115 P 96Jan-11 SPX 3/19/2011 1120 P 4,019

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 619: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 3/19/2011 1120 C 18Jan-11 SPX 3/19/2011 1125 P 69,687Jan-11 SPX 3/19/2011 1125 C 26,924Jan-11 SPX 3/19/2011 1130 P 2,618Jan-11 SPX 3/19/2011 1130 C 85Jan-11 SPX 3/19/2011 1135 P 293Jan-11 SPX 3/19/2011 1135 C 43Jan-11 SPX 3/19/2011 1140 C 12Jan-11 SPX 3/19/2011 1140 P 1,229Jan-11 SPX 3/19/2011 1145 P 82Jan-11 SPX 3/19/2011 1145 C 38Jan-11 SPX 3/19/2011 1150 P 86,398Jan-11 SPX 3/19/2011 1150 C 18,808Jan-11 SPX 3/19/2011 1155 P 816Jan-11 SPX 3/19/2011 1155 C 21Jan-11 SPX 3/19/2011 1160 P 2,811Jan-11 SPX 3/19/2011 1160 C 2Jan-11 SPX 3/19/2011 1165 P 1,540Jan-11 SPX 3/19/2011 1170 C 2Jan-11 SPX 3/19/2011 1170 P 3,061Jan-11 SPX 3/19/2011 1175 P 57,478Jan-11 SPX 3/19/2011 1175 C 14,269Jan-11 SPX 3/19/2011 1180 P 4,103Jan-11 SPX 3/19/2011 1180 C 32Jan-11 SPX 3/19/2011 1185 P 3,479Jan-11 SPX 3/19/2011 1190 P 15,570Jan-11 SPX 3/19/2011 1190 C 4,837Jan-11 SPX 3/19/2011 1195 P 681Jan-11 SPX 3/19/2011 1195 C 226Jan-11 SPX 3/19/2011 1200 C 87,676Jan-11 SPX 3/19/2011 1200 P 133,517Jan-11 SPX 3/19/2011 1205 P 268Jan-11 SPX 3/19/2011 1205 C 1Jan-11 SPX 3/19/2011 1210 P 9,267Jan-11 SPX 3/19/2011 1215 P 1,451Jan-11 SPX 3/19/2011 1215 C 38Jan-11 SPX 3/19/2011 1220 P 4,011Jan-11 SPX 3/19/2011 1220 C 445Jan-11 SPX 3/19/2011 1225 C 37,896Jan-11 SPX 3/19/2011 1225 P 67,327Jan-11 SPX 3/19/2011 1230 P 16,597Jan-11 SPX 3/19/2011 1230 C 13,637Jan-11 SPX 3/19/2011 1235 P 23,548Jan-11 SPX 3/19/2011 1235 C 23,546Jan-11 SPX 3/19/2011 1240 P 38,007Jan-11 SPX 3/19/2011 1240 C 31,547Jan-11 SPX 3/19/2011 1245 P 4,536Jan-11 SPX 3/19/2011 1245 C 4,692Jan-11 SPX 3/19/2011 1250 C 171,365

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 620: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 3/19/2011 1250 P 195,923Jan-11 SPX 3/19/2011 1255 C 21,701Jan-11 SPX 3/19/2011 1255 P 21,787Jan-11 SPX 3/19/2011 1260 P 39,127Jan-11 SPX 3/19/2011 1260 C 12,755Jan-11 SPX 3/19/2011 1265 P 20,994Jan-11 SPX 3/19/2011 1265 C 20,628Jan-11 SPX 3/19/2011 1270 P 37,677Jan-11 SPX 3/19/2011 1270 C 32,568Jan-11 SPX 3/19/2011 1275 P 53,460Jan-11 SPX 3/19/2011 1275 C 91,562Jan-11 SPX 3/19/2011 1280 C 31,778Jan-11 SPX 3/19/2011 1280 P 65,364Jan-11 SPX 3/19/2011 1285 P 34,252Jan-11 SPX 3/19/2011 1285 C 28,899Jan-11 SPX 3/19/2011 1290 P 19,004Jan-11 SPX 3/19/2011 1290 C 21,133Jan-11 SPX 3/19/2011 1295 P 14,635Jan-11 SPX 3/19/2011 1295 C 14,404Jan-11 SPX 3/19/2011 1300 P 17,987Jan-11 SPX 3/19/2011 1300 C 74,045Jan-11 SPX 3/19/2011 1305 C 419Jan-11 SPX 3/19/2011 1310 P 110Jan-11 SPX 3/19/2011 1310 C 1,639Jan-11 SPX 3/19/2011 1315 C 4,885Jan-11 SPX 3/19/2011 1320 P 40Jan-11 SPX 3/19/2011 1320 C 2,702Jan-11 SPX 3/19/2011 1325 P 3,620Jan-11 SPX 3/19/2011 1325 C 25,506Jan-11 SPX 3/19/2011 1330 C 3,900Jan-11 SPX 3/19/2011 1330 P 111Jan-11 SPX 3/19/2011 1335 C 699Jan-11 SPX 3/19/2011 1340 P 1Jan-11 SPX 3/19/2011 1340 C 7,401Jan-11 SPX 3/19/2011 1345 C 3,159Jan-11 SPX 3/19/2011 1350 P 6,711Jan-11 SPX 3/19/2011 1350 C 45,062Jan-11 SPX 3/19/2011 1355 C 2,370Jan-11 SPX 3/19/2011 1360 C 10,958Jan-11 SPX 3/19/2011 1360 P 3Jan-11 SPX 3/19/2011 1365 C 190Jan-11 SPX 3/19/2011 1370 P 6Jan-11 SPX 3/19/2011 1370 C 3,363Jan-11 SPX 3/19/2011 1375 P 20Jan-11 SPX 3/19/2011 1375 C 22,692Jan-11 SPX 3/19/2011 1380 P 201Jan-11 SPX 3/19/2011 1380 C 6,609Jan-11 SPX 3/19/2011 1385 C 107Jan-11 SPX 3/19/2011 1390 C 215

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 621: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 3/19/2011 1395 C 107Jan-11 SPX 3/19/2011 1400 P 15,211Jan-11 SPX 3/19/2011 1400 C 50,243Jan-11 SPX 3/19/2011 1410 C 30Jan-11 SPX 3/19/2011 1420 C 775Jan-11 SPX 3/19/2011 1425 C 7,587Jan-11 SPX 3/19/2011 1430 C 20Jan-11 SPX 3/19/2011 1450 P 1Jan-11 SPX 3/19/2011 1450 C 11,835Jan-11 SPX 3/19/2011 1475 C 3,813Jan-11 SPX 3/19/2011 1500 P 26,395Jan-11 SPX 3/19/2011 1500 C 29,573Jan-11 SPX 3/19/2011 1525 C 237Jan-11 SPX 3/19/2011 1550 C 894Jan-11 SPX 3/19/2011 1575 C 95Jan-11 SPX 3/19/2011 1600 C 448Jan-11 SPX 3/19/2011 1650 C 66Jan-11 SPX 3/19/2011 1700 P 3,000Jan-11 SPX 3/19/2011 1900 P 3,875Jan-11 SPX 3/19/2011 2100 P 2,216Jan-11 SPX 3/19/2011 2100 C 1,226Jan-11 SPX 4/16/2011 500 P 522Jan-11 SPX 4/16/2011 600 P 510Jan-11 SPX 4/16/2011 650 P 533Jan-11 SPX 4/16/2011 700 P 292Jan-11 SPX 4/16/2011 750 P 231Jan-11 SPX 4/16/2011 800 P 9,882Jan-11 SPX 4/16/2011 825 P 85Jan-11 SPX 4/16/2011 850 C 5Jan-11 SPX 4/16/2011 850 P 3,077Jan-11 SPX 4/16/2011 870 P 22Jan-11 SPX 4/16/2011 875 P 7Jan-11 SPX 4/16/2011 900 P 5,420Jan-11 SPX 4/16/2011 910 P 45Jan-11 SPX 4/16/2011 920 P 45Jan-11 SPX 4/16/2011 925 P 53Jan-11 SPX 4/16/2011 930 P 70Jan-11 SPX 4/16/2011 940 P 70Jan-11 SPX 4/16/2011 950 P 1,008Jan-11 SPX 4/16/2011 960 P 12Jan-11 SPX 4/16/2011 975 P 3,347Jan-11 SPX 4/16/2011 980 P 750Jan-11 SPX 4/16/2011 990 P 75Jan-11 SPX 4/16/2011 1000 P 6,402Jan-11 SPX 4/16/2011 1000 C 4Jan-11 SPX 4/16/2011 1010 P 1,260Jan-11 SPX 4/16/2011 1020 P 635Jan-11 SPX 4/16/2011 1025 P 5,043Jan-11 SPX 4/16/2011 1030 P 607

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 622: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 4/16/2011 1040 P 80Jan-11 SPX 4/16/2011 1050 P 20,284Jan-11 SPX 4/16/2011 1060 P 577Jan-11 SPX 4/16/2011 1070 P 843Jan-11 SPX 4/16/2011 1075 P 368Jan-11 SPX 4/16/2011 1080 P 72Jan-11 SPX 4/16/2011 1090 P 871Jan-11 SPX 4/16/2011 1100 P 22,769Jan-11 SPX 4/16/2011 1100 C 1Jan-11 SPX 4/16/2011 1110 P 1,579Jan-11 SPX 4/16/2011 1120 P 778Jan-11 SPX 4/16/2011 1125 P 13,538Jan-11 SPX 4/16/2011 1130 P 8Jan-11 SPX 4/16/2011 1140 P 505Jan-11 SPX 4/16/2011 1150 C 3Jan-11 SPX 4/16/2011 1150 P 32,274Jan-11 SPX 4/16/2011 1160 P 10Jan-11 SPX 4/16/2011 1160 C 1Jan-11 SPX 4/16/2011 1170 P 12Jan-11 SPX 4/16/2011 1175 P 19,827Jan-11 SPX 4/16/2011 1180 P 3,173Jan-11 SPX 4/16/2011 1190 C 1Jan-11 SPX 4/16/2011 1190 P 2,588Jan-11 SPX 4/16/2011 1200 C 157Jan-11 SPX 4/16/2011 1200 P 35,730Jan-11 SPX 4/16/2011 1210 P 1,762Jan-11 SPX 4/16/2011 1220 P 5,338Jan-11 SPX 4/16/2011 1225 P 11,374Jan-11 SPX 4/16/2011 1225 C 201Jan-11 SPX 4/16/2011 1230 P 321Jan-11 SPX 4/16/2011 1240 P 443Jan-11 SPX 4/16/2011 1250 C 8,374Jan-11 SPX 4/16/2011 1250 P 43,812Jan-11 SPX 4/16/2011 1260 P 2,161Jan-11 SPX 4/16/2011 1260 C 9Jan-11 SPX 4/16/2011 1270 P 2,386Jan-11 SPX 4/16/2011 1270 C 3Jan-11 SPX 4/16/2011 1275 P 21,835Jan-11 SPX 4/16/2011 1275 C 19,241Jan-11 SPX 4/16/2011 1280 C 1,144Jan-11 SPX 4/16/2011 1280 P 2,643Jan-11 SPX 4/16/2011 1290 C 1,712Jan-11 SPX 4/16/2011 1290 P 1,404Jan-11 SPX 4/16/2011 1300 P 6,681Jan-11 SPX 4/16/2011 1300 C 13,295Jan-11 SPX 4/16/2011 1310 C 1,627Jan-11 SPX 4/16/2011 1320 C 48Jan-11 SPX 4/16/2011 1325 P 600Jan-11 SPX 4/16/2011 1325 C 12,739

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 623: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 4/16/2011 1330 C 726Jan-11 SPX 4/16/2011 1340 C 435Jan-11 SPX 4/16/2011 1350 P 2,907Jan-11 SPX 4/16/2011 1350 C 10,079Jan-11 SPX 4/16/2011 1360 C 711Jan-11 SPX 4/16/2011 1370 C 1,041Jan-11 SPX 4/16/2011 1375 C 18,188Jan-11 SPX 4/16/2011 1375 P 500Jan-11 SPX 4/16/2011 1380 C 1,946Jan-11 SPX 4/16/2011 1390 C 15Jan-11 SPX 4/16/2011 1400 C 13,480Jan-11 SPX 4/16/2011 1410 C 479Jan-11 SPX 4/16/2011 1420 C 1,140Jan-11 SPX 4/16/2011 1425 C 1,100Jan-11 SPX 4/16/2011 1430 C 36Jan-11 SPX 4/16/2011 1440 C 5Jan-11 SPX 4/16/2011 1450 P 2Jan-11 SPX 4/16/2011 1450 C 5,120Jan-11 SPX 4/16/2011 1475 C 209Jan-11 SPX 4/16/2011 1500 P 1Jan-11 SPX 4/16/2011 1500 C 1,550Jan-11 SPX 4/16/2011 1550 C 99Jan-11 SPX 5/21/2011 600 P 10Jan-11 SPX 5/21/2011 650 P 10Jan-11 SPX 5/21/2011 700 P 30Jan-11 SPX 5/21/2011 800 P 75Jan-11 SPX 5/21/2011 825 P 150Jan-11 SPX 5/21/2011 850 P 299Jan-11 SPX 5/21/2011 875 P 100Jan-11 SPX 5/21/2011 900 P 462Jan-11 SPX 5/21/2011 925 P 231Jan-11 SPX 5/21/2011 950 P 150Jan-11 SPX 5/21/2011 975 P 675Jan-11 SPX 5/21/2011 1000 P 20,523Jan-11 SPX 5/21/2011 1025 P 550Jan-11 SPX 5/21/2011 1050 P 1Jan-11 SPX 5/21/2011 1075 P 63Jan-11 SPX 5/21/2011 1100 P 779Jan-11 SPX 5/21/2011 1125 P 2,040Jan-11 SPX 5/21/2011 1150 P 9,618Jan-11 SPX 5/21/2011 1175 P 1,159Jan-11 SPX 5/21/2011 1200 P 12,197Jan-11 SPX 5/21/2011 1200 C 1Jan-11 SPX 5/21/2011 1225 P 920Jan-11 SPX 5/21/2011 1250 C 1,210Jan-11 SPX 5/21/2011 1250 P 7,539Jan-11 SPX 5/21/2011 1275 P 4,443Jan-11 SPX 5/21/2011 1275 C 729Jan-11 SPX 5/21/2011 1300 P 1,257

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 624: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 5/21/2011 1300 C 3,939Jan-11 SPX 5/21/2011 1325 C 2,002Jan-11 SPX 5/21/2011 1350 C 1,942Jan-11 SPX 5/21/2011 1375 C 996Jan-11 SPX 5/21/2011 1400 C 1,748Jan-11 SPX 5/21/2011 1425 C 1,105Jan-11 SPX 5/21/2011 1450 C 500Jan-11 SPX 5/21/2011 1700 P 40Jan-11 SPX 6/18/2011 100 C 1Jan-11 SPX 6/18/2011 100 P 23,050Jan-11 SPX 6/18/2011 200 C 3Jan-11 SPX 6/18/2011 200 P 4,944Jan-11 SPX 6/18/2011 225 P 243Jan-11 SPX 6/18/2011 250 P 734Jan-11 SPX 6/18/2011 250 C 70Jan-11 SPX 6/18/2011 275 P 66Jan-11 SPX 6/18/2011 300 P 263Jan-11 SPX 6/18/2011 300 C 3Jan-11 SPX 6/18/2011 325 P 139Jan-11 SPX 6/18/2011 350 C 3Jan-11 SPX 6/18/2011 350 P 93Jan-11 SPX 6/18/2011 375 P 430Jan-11 SPX 6/18/2011 400 P 5,091Jan-11 SPX 6/18/2011 425 P 209Jan-11 SPX 6/18/2011 450 P 90Jan-11 SPX 6/18/2011 475 P 11Jan-11 SPX 6/18/2011 500 C 5,450Jan-11 SPX 6/18/2011 500 P 9,092Jan-11 SPX 6/18/2011 525 P 2,228Jan-11 SPX 6/18/2011 550 P 5,203Jan-11 SPX 6/18/2011 600 P 50,483Jan-11 SPX 6/18/2011 600 C 7Jan-11 SPX 6/18/2011 625 P 3,050Jan-11 SPX 6/18/2011 650 P 21,200Jan-11 SPX 6/18/2011 650 C 7Jan-11 SPX 6/18/2011 700 P 44,362Jan-11 SPX 6/18/2011 725 P 200Jan-11 SPX 6/18/2011 750 P 36,039Jan-11 SPX 6/18/2011 775 P 2,223Jan-11 SPX 6/18/2011 800 C 100Jan-11 SPX 6/18/2011 800 P 29,719Jan-11 SPX 6/18/2011 825 P 7,454Jan-11 SPX 6/18/2011 850 P 36,578Jan-11 SPX 6/18/2011 875 P 2,573Jan-11 SPX 6/18/2011 900 P 45,720Jan-11 SPX 6/18/2011 900 C 2,113Jan-11 SPX 6/18/2011 925 P 14,874Jan-11 SPX 6/18/2011 950 C 1,250Jan-11 SPX 6/18/2011 950 P 100,687

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 625: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 6/18/2011 975 P 17,499Jan-11 SPX 6/18/2011 975 C 1Jan-11 SPX 6/18/2011 1000 P 58,136Jan-11 SPX 6/18/2011 1000 C 13,146Jan-11 SPX 6/18/2011 1025 P 12,911Jan-11 SPX 6/18/2011 1025 C 5,747Jan-11 SPX 6/18/2011 1050 P 50,387Jan-11 SPX 6/18/2011 1050 C 14,428Jan-11 SPX 6/18/2011 1060 P 9,330Jan-11 SPX 6/18/2011 1060 C 22Jan-11 SPX 6/18/2011 1075 P 19,874Jan-11 SPX 6/18/2011 1075 C 12,439Jan-11 SPX 6/18/2011 1080 P 1Jan-11 SPX 6/18/2011 1100 C 31,924Jan-11 SPX 6/18/2011 1100 P 60,829Jan-11 SPX 6/18/2011 1120 P 2,921Jan-11 SPX 6/18/2011 1125 P 29,589Jan-11 SPX 6/18/2011 1125 C 12,452Jan-11 SPX 6/18/2011 1150 C 17,427Jan-11 SPX 6/18/2011 1150 P 41,145Jan-11 SPX 6/18/2011 1175 P 21,330Jan-11 SPX 6/18/2011 1175 C 21,932Jan-11 SPX 6/18/2011 1190 P 2,221Jan-11 SPX 6/18/2011 1190 C 1,185Jan-11 SPX 6/18/2011 1200 P 51,164Jan-11 SPX 6/18/2011 1200 C 76,071Jan-11 SPX 6/18/2011 1225 P 15,772Jan-11 SPX 6/18/2011 1225 C 15,520Jan-11 SPX 6/18/2011 1250 C 65,244Jan-11 SPX 6/18/2011 1250 P 40,352Jan-11 SPX 6/18/2011 1275 P 11,825Jan-11 SPX 6/18/2011 1275 C 13,351Jan-11 SPX 6/18/2011 1300 P 9,933Jan-11 SPX 6/18/2011 1300 C 64,261Jan-11 SPX 6/18/2011 1325 P 911Jan-11 SPX 6/18/2011 1325 C 12,226Jan-11 SPX 6/18/2011 1350 P 272Jan-11 SPX 6/18/2011 1350 C 56,173Jan-11 SPX 6/18/2011 1365 C 8,016Jan-11 SPX 6/18/2011 1375 C 20,756Jan-11 SPX 6/18/2011 1375 P 1,088Jan-11 SPX 6/18/2011 1400 P 1,247Jan-11 SPX 6/18/2011 1400 C 46,274Jan-11 SPX 6/18/2011 1425 C 11,226Jan-11 SPX 6/18/2011 1450 C 16,078Jan-11 SPX 6/18/2011 1475 C 11,102Jan-11 SPX 6/18/2011 1500 P 5,451Jan-11 SPX 6/18/2011 1500 C 11,294Jan-11 SPX 6/18/2011 1550 P 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 626: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 6/18/2011 1550 C 5,424Jan-11 SPX 6/18/2011 1600 P 20Jan-11 SPX 6/18/2011 1600 C 755Jan-11 SPX 6/18/2011 1650 C 166Jan-11 SPX 6/18/2011 1700 P 43Jan-11 SPX 6/18/2011 1700 C 78Jan-11 SPX 6/18/2011 1800 C 3Jan-11 SPX 6/18/2011 1800 P 58Jan-11 SPX 6/18/2011 1900 P 103Jan-11 SPX 6/18/2011 2000 P 100Jan-11 SPX 6/18/2011 2000 C 1Jan-11 SPX 6/18/2011 2250 P 109Jan-11 SPX 6/18/2011 2250 C 70Jan-11 SPX 6/18/2011 2500 P 192Jan-11 SPX 6/18/2011 3000 P 50Jan-11 SPX 9/17/2011 200 P 45Jan-11 SPX 9/17/2011 300 P 20Jan-11 SPX 9/17/2011 350 P 65Jan-11 SPX 9/17/2011 400 P 1,807Jan-11 SPX 9/17/2011 500 C 2,200Jan-11 SPX 9/17/2011 500 P 2,566Jan-11 SPX 9/17/2011 550 P 12Jan-11 SPX 9/17/2011 600 P 5,402Jan-11 SPX 9/17/2011 625 P 6Jan-11 SPX 9/17/2011 650 P 8,092Jan-11 SPX 9/17/2011 675 P 225Jan-11 SPX 9/17/2011 700 P 3,830Jan-11 SPX 9/17/2011 725 P 565Jan-11 SPX 9/17/2011 750 P 57Jan-11 SPX 9/17/2011 775 P 1,813Jan-11 SPX 9/17/2011 800 P 19,262Jan-11 SPX 9/17/2011 825 P 932Jan-11 SPX 9/17/2011 825 C 2Jan-11 SPX 9/17/2011 850 P 1,776Jan-11 SPX 9/17/2011 875 P 88Jan-11 SPX 9/17/2011 900 P 67,230Jan-11 SPX 9/17/2011 925 P 621Jan-11 SPX 9/17/2011 925 C 9Jan-11 SPX 9/17/2011 950 P 7,428Jan-11 SPX 9/17/2011 975 P 2,780Jan-11 SPX 9/17/2011 1000 P 25,273Jan-11 SPX 9/17/2011 1000 C 600Jan-11 SPX 9/17/2011 1025 P 1,671Jan-11 SPX 9/17/2011 1050 P 12,321Jan-11 SPX 9/17/2011 1050 C 250Jan-11 SPX 9/17/2011 1075 C 500Jan-11 SPX 9/17/2011 1075 P 3,915Jan-11 SPX 9/17/2011 1100 P 16,972Jan-11 SPX 9/17/2011 1100 C 1,646

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 627: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 9/17/2011 1125 P 8,476Jan-11 SPX 9/17/2011 1125 C 1,691Jan-11 SPX 9/17/2011 1150 P 12,490Jan-11 SPX 9/17/2011 1150 C 4,031Jan-11 SPX 9/17/2011 1175 P 9,957Jan-11 SPX 9/17/2011 1175 C 6,518Jan-11 SPX 9/17/2011 1200 C 3,891Jan-11 SPX 9/17/2011 1200 P 16,954Jan-11 SPX 9/17/2011 1225 C 4,897Jan-11 SPX 9/17/2011 1225 P 5,375Jan-11 SPX 9/17/2011 1250 P 38,735Jan-11 SPX 9/17/2011 1250 C 43,531Jan-11 SPX 9/17/2011 1275 P 6,042Jan-11 SPX 9/17/2011 1275 C 10,236Jan-11 SPX 9/17/2011 1300 P 12,134Jan-11 SPX 9/17/2011 1300 C 49,207Jan-11 SPX 9/17/2011 1325 C 7,825Jan-11 SPX 9/17/2011 1350 P 2,200Jan-11 SPX 9/17/2011 1350 C 9,561Jan-11 SPX 9/17/2011 1375 C 3,325Jan-11 SPX 9/17/2011 1400 P 501Jan-11 SPX 9/17/2011 1400 C 42,363Jan-11 SPX 9/17/2011 1425 P 500Jan-11 SPX 9/17/2011 1425 C 2,737Jan-11 SPX 9/17/2011 1450 C 6,182Jan-11 SPX 9/17/2011 1475 C 111Jan-11 SPX 9/17/2011 1500 P 2,200Jan-11 SPX 9/17/2011 1500 C 4,786Jan-11 SPX 9/17/2011 1525 C 1,037Jan-11 SPX 9/17/2011 1550 C 1,724Jan-11 SPX 9/17/2011 1600 C 2,733Jan-11 SPX 9/17/2011 1650 C 790Jan-11 SPX 9/17/2011 1700 C 368Jan-11 SPX 9/17/2011 3000 P 100Jan-11 SPX 12/17/2011 50 P 27,401Jan-11 SPX 12/17/2011 100 P 15,231Jan-11 SPX 12/17/2011 100 C 109Jan-11 SPX 12/17/2011 150 P 1,880Jan-11 SPX 12/17/2011 200 C 3Jan-11 SPX 12/17/2011 200 P 49,922Jan-11 SPX 12/17/2011 225 P 8,520Jan-11 SPX 12/17/2011 250 P 131,411Jan-11 SPX 12/17/2011 250 C 15Jan-11 SPX 12/17/2011 275 P 17,450Jan-11 SPX 12/17/2011 280 P 5,912Jan-11 SPX 12/17/2011 280 C 102Jan-11 SPX 12/17/2011 300 C 85Jan-11 SPX 12/17/2011 300 P 25,057Jan-11 SPX 12/17/2011 325 P 2,821

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 628: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 12/17/2011 350 P 3,680Jan-11 SPX 12/17/2011 350 C 10Jan-11 SPX 12/17/2011 375 P 84Jan-11 SPX 12/17/2011 400 P 143,531Jan-11 SPX 12/17/2011 400 C 32Jan-11 SPX 12/17/2011 425 P 226Jan-11 SPX 12/17/2011 450 C 8Jan-11 SPX 12/17/2011 450 P 12,452Jan-11 SPX 12/17/2011 475 P 168Jan-11 SPX 12/17/2011 500 P 20,615Jan-11 SPX 12/17/2011 500 C 885Jan-11 SPX 12/17/2011 525 P 5,554Jan-11 SPX 12/17/2011 550 P 29,278Jan-11 SPX 12/17/2011 550 C 6Jan-11 SPX 12/17/2011 575 P 5,840Jan-11 SPX 12/17/2011 600 P 72,263Jan-11 SPX 12/17/2011 600 C 21Jan-11 SPX 12/17/2011 650 P 38,199Jan-11 SPX 12/17/2011 650 C 1,217Jan-11 SPX 12/17/2011 700 P 60,107Jan-11 SPX 12/17/2011 700 C 5,392Jan-11 SPX 12/17/2011 725 P 822Jan-11 SPX 12/17/2011 750 C 404Jan-11 SPX 12/17/2011 750 P 36,924Jan-11 SPX 12/17/2011 775 P 8,926Jan-11 SPX 12/17/2011 775 C 4Jan-11 SPX 12/17/2011 800 P 77,988Jan-11 SPX 12/17/2011 800 C 13,233Jan-11 SPX 12/17/2011 825 P 4,522Jan-11 SPX 12/17/2011 825 C 151Jan-11 SPX 12/17/2011 850 C 6,744Jan-11 SPX 12/17/2011 850 P 28,976Jan-11 SPX 12/17/2011 875 P 3,811Jan-11 SPX 12/17/2011 875 C 6Jan-11 SPX 12/17/2011 900 P 80,906Jan-11 SPX 12/17/2011 900 C 17,663Jan-11 SPX 12/17/2011 920 P 3,857Jan-11 SPX 12/17/2011 920 C 606Jan-11 SPX 12/17/2011 925 P 11,865Jan-11 SPX 12/17/2011 950 P 26,598Jan-11 SPX 12/17/2011 950 C 6,425Jan-11 SPX 12/17/2011 975 C 9Jan-11 SPX 12/17/2011 975 P 13,821Jan-11 SPX 12/17/2011 1000 P 64,044Jan-11 SPX 12/17/2011 1000 C 19,535Jan-11 SPX 12/17/2011 1025 C 2,027Jan-11 SPX 12/17/2011 1025 P 11,343Jan-11 SPX 12/17/2011 1050 P 41,822Jan-11 SPX 12/17/2011 1050 C 14,902

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 629: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 12/17/2011 1075 P 25,999Jan-11 SPX 12/17/2011 1075 C 8,421Jan-11 SPX 12/17/2011 1100 P 86,578Jan-11 SPX 12/17/2011 1100 C 70,464Jan-11 SPX 12/17/2011 1125 P 22,735Jan-11 SPX 12/17/2011 1125 C 20,762Jan-11 SPX 12/17/2011 1140 P 80Jan-11 SPX 12/17/2011 1150 P 46,194Jan-11 SPX 12/17/2011 1150 C 34,804Jan-11 SPX 12/17/2011 1175 C 17,658Jan-11 SPX 12/17/2011 1175 P 26,336Jan-11 SPX 12/17/2011 1180 P 101Jan-11 SPX 12/17/2011 1200 P 56,321Jan-11 SPX 12/17/2011 1200 C 72,259Jan-11 SPX 12/17/2011 1225 P 5,814Jan-11 SPX 12/17/2011 1225 C 10,525Jan-11 SPX 12/17/2011 1250 C 30,408Jan-11 SPX 12/17/2011 1250 P 30,475Jan-11 SPX 12/17/2011 1275 C 14,563Jan-11 SPX 12/17/2011 1275 P 12,482Jan-11 SPX 12/17/2011 1300 P 27,062Jan-11 SPX 12/17/2011 1300 C 115,871Jan-11 SPX 12/17/2011 1325 P 600Jan-11 SPX 12/17/2011 1325 C 15,552Jan-11 SPX 12/17/2011 1350 P 3,006Jan-11 SPX 12/17/2011 1350 C 25,850Jan-11 SPX 12/17/2011 1375 P 9Jan-11 SPX 12/17/2011 1375 C 10,591Jan-11 SPX 12/17/2011 1400 C 78,091Jan-11 SPX 12/17/2011 1400 P 9,331Jan-11 SPX 12/17/2011 1425 P 5Jan-11 SPX 12/17/2011 1425 C 14,503Jan-11 SPX 12/17/2011 1450 P 1,115Jan-11 SPX 12/17/2011 1450 C 29,551Jan-11 SPX 12/17/2011 1475 P 500Jan-11 SPX 12/17/2011 1475 C 8,652Jan-11 SPX 12/17/2011 1500 P 3,538Jan-11 SPX 12/17/2011 1500 C 92,914Jan-11 SPX 12/17/2011 1550 P 12Jan-11 SPX 12/17/2011 1550 C 7,208Jan-11 SPX 12/17/2011 1600 C 37,871Jan-11 SPX 12/17/2011 1600 P 534Jan-11 SPX 12/17/2011 1700 P 2,097Jan-11 SPX 12/17/2011 1700 C 6,720Jan-11 SPX 12/17/2011 1800 P 119Jan-11 SPX 12/17/2011 1800 C 798Jan-11 SPX 12/17/2011 1900 P 107Jan-11 SPX 12/17/2011 1900 C 309Jan-11 SPX 12/17/2011 2000 P 229

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 630: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 12/17/2011 2000 C 5,121Jan-11 SPX 12/17/2011 2250 P 70Jan-11 SPX 12/17/2011 2500 P 196Jan-11 SPX 12/17/2011 2500 C 12Jan-11 SPX 12/17/2011 3000 P 276Jan-11 SPX 6/16/2012 100 P 213Jan-11 SPX 6/16/2012 100 C 1Jan-11 SPX 6/16/2012 200 P 4,765Jan-11 SPX 6/16/2012 300 P 407Jan-11 SPX 6/16/2012 400 P 95Jan-11 SPX 6/16/2012 450 P 117Jan-11 SPX 6/16/2012 500 P 815Jan-11 SPX 6/16/2012 550 P 75Jan-11 SPX 6/16/2012 600 P 6,629Jan-11 SPX 6/16/2012 650 P 1,283Jan-11 SPX 6/16/2012 700 P 1Jan-11 SPX 6/16/2012 700 C 380Jan-11 SPX 6/16/2012 750 P 1,220Jan-11 SPX 6/16/2012 800 P 5,550Jan-11 SPX 6/16/2012 800 C 1,500Jan-11 SPX 6/16/2012 825 P 20Jan-11 SPX 6/16/2012 850 P 616Jan-11 SPX 6/16/2012 875 P 488Jan-11 SPX 6/16/2012 900 P 4,639Jan-11 SPX 6/16/2012 925 P 114Jan-11 SPX 6/16/2012 950 P 656Jan-11 SPX 6/16/2012 950 C 100Jan-11 SPX 6/16/2012 975 P 116Jan-11 SPX 6/16/2012 1000 P 4,467Jan-11 SPX 6/16/2012 1025 P 155Jan-11 SPX 6/16/2012 1050 P 8,659Jan-11 SPX 6/16/2012 1050 C 2,550Jan-11 SPX 6/16/2012 1075 C 2,550Jan-11 SPX 6/16/2012 1075 P 1,392Jan-11 SPX 6/16/2012 1100 P 10,336Jan-11 SPX 6/16/2012 1100 C 1,270Jan-11 SPX 6/16/2012 1125 P 680Jan-11 SPX 6/16/2012 1125 C 716Jan-11 SPX 6/16/2012 1150 P 5,301Jan-11 SPX 6/16/2012 1150 C 1,375Jan-11 SPX 6/16/2012 1175 P 3,353Jan-11 SPX 6/16/2012 1175 C 617Jan-11 SPX 6/16/2012 1200 C 2,901Jan-11 SPX 6/16/2012 1200 P 2,675Jan-11 SPX 6/16/2012 1225 P 2,117Jan-11 SPX 6/16/2012 1225 C 145Jan-11 SPX 6/16/2012 1250 P 1,505Jan-11 SPX 6/16/2012 1250 C 2,001Jan-11 SPX 6/16/2012 1275 P 2,377

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 631: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 6/16/2012 1275 C 1,830Jan-11 SPX 6/16/2012 1300 P 4,280Jan-11 SPX 6/16/2012 1300 C 12,286Jan-11 SPX 6/16/2012 1325 C 45Jan-11 SPX 6/16/2012 1350 C 2,020Jan-11 SPX 6/16/2012 1350 P 1Jan-11 SPX 6/16/2012 1375 C 3,250Jan-11 SPX 6/16/2012 1400 C 4,378Jan-11 SPX 6/16/2012 1425 C 70Jan-11 SPX 6/16/2012 1450 C 1,152Jan-11 SPX 6/16/2012 1475 C 1,016Jan-11 SPX 6/16/2012 1500 C 10,532Jan-11 SPX 6/16/2012 1550 C 17Jan-11 SPX 6/16/2012 1600 C 3,310Jan-11 SPX 6/16/2012 1700 C 1,803Jan-11 SPX 6/16/2012 1800 C 302Jan-11 SPX 6/16/2012 1800 P 3Jan-11 SPX 6/16/2012 1900 C 364Jan-11 SPX 6/16/2012 2000 C 50Jan-11 SPX 6/16/2012 2250 P 16Jan-11 SPX 6/16/2012 2500 P 238Jan-11 SPX 6/16/2012 3000 P 1Jan-11 SPX 12/22/2012 100 C 107Jan-11 SPX 12/22/2012 100 P 7,245Jan-11 SPX 12/22/2012 200 C 24Jan-11 SPX 12/22/2012 200 P 12,668Jan-11 SPX 12/22/2012 250 P 5,839Jan-11 SPX 12/22/2012 300 P 2,924Jan-11 SPX 12/22/2012 300 C 23Jan-11 SPX 12/22/2012 350 C 2Jan-11 SPX 12/22/2012 350 P 3,905Jan-11 SPX 12/22/2012 400 C 1Jan-11 SPX 12/22/2012 400 P 21,804Jan-11 SPX 12/22/2012 450 C 10Jan-11 SPX 12/22/2012 450 P 2,990Jan-11 SPX 12/22/2012 500 P 21,637Jan-11 SPX 12/22/2012 500 C 4,110Jan-11 SPX 12/22/2012 550 P 12,780Jan-11 SPX 12/22/2012 600 C 20Jan-11 SPX 12/22/2012 600 P 80,104Jan-11 SPX 12/22/2012 650 C 5Jan-11 SPX 12/22/2012 650 P 3,063Jan-11 SPX 12/22/2012 675 P 154Jan-11 SPX 12/22/2012 700 P 19,946Jan-11 SPX 12/22/2012 700 C 4,555Jan-11 SPX 12/22/2012 750 P 12,191Jan-11 SPX 12/22/2012 800 C 2,611Jan-11 SPX 12/22/2012 800 P 21,244Jan-11 SPX 12/22/2012 825 C 600

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 632: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 12/22/2012 825 P 594Jan-11 SPX 12/22/2012 850 P 68,693Jan-11 SPX 12/22/2012 875 P 914Jan-11 SPX 12/22/2012 900 C 3,709Jan-11 SPX 12/22/2012 900 P 52,052Jan-11 SPX 12/22/2012 925 C 2Jan-11 SPX 12/22/2012 925 P 1,905Jan-11 SPX 12/22/2012 950 C 4,736Jan-11 SPX 12/22/2012 950 P 17,956Jan-11 SPX 12/22/2012 975 P 452Jan-11 SPX 12/22/2012 975 C 7Jan-11 SPX 12/22/2012 1000 C 12,582Jan-11 SPX 12/22/2012 1000 P 26,199Jan-11 SPX 12/22/2012 1025 C 3,401Jan-11 SPX 12/22/2012 1025 P 2,704Jan-11 SPX 12/22/2012 1050 C 14,902Jan-11 SPX 12/22/2012 1050 P 17,885Jan-11 SPX 12/22/2012 1075 P 5,952Jan-11 SPX 12/22/2012 1075 C 4,028Jan-11 SPX 12/22/2012 1100 P 50,085Jan-11 SPX 12/22/2012 1100 C 38,430Jan-11 SPX 12/22/2012 1125 C 7,629Jan-11 SPX 12/22/2012 1125 P 7,853Jan-11 SPX 12/22/2012 1150 C 23,414Jan-11 SPX 12/22/2012 1150 P 36,115Jan-11 SPX 12/22/2012 1175 P 8,506Jan-11 SPX 12/22/2012 1175 C 8,480Jan-11 SPX 12/22/2012 1200 C 26,398Jan-11 SPX 12/22/2012 1200 P 64,534Jan-11 SPX 12/22/2012 1220 C 1,170Jan-11 SPX 12/22/2012 1220 P 1,277Jan-11 SPX 12/22/2012 1225 C 3,900Jan-11 SPX 12/22/2012 1225 P 2,756Jan-11 SPX 12/22/2012 1250 P 9,459Jan-11 SPX 12/22/2012 1250 C 27,572Jan-11 SPX 12/22/2012 1275 C 2,925Jan-11 SPX 12/22/2012 1275 P 5,325Jan-11 SPX 12/22/2012 1300 C 27,759Jan-11 SPX 12/22/2012 1300 P 8,288Jan-11 SPX 12/22/2012 1350 C 14,371Jan-11 SPX 12/22/2012 1350 P 1,315Jan-11 SPX 12/22/2012 1400 C 38,908Jan-11 SPX 12/22/2012 1400 P 8,954Jan-11 SPX 12/22/2012 1450 P 701Jan-11 SPX 12/22/2012 1450 C 11,803Jan-11 SPX 12/22/2012 1500 C 43,860Jan-11 SPX 12/22/2012 1500 P 4,110Jan-11 SPX 12/22/2012 1550 C 6,197Jan-11 SPX 12/22/2012 1550 P 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 633: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 12/22/2012 1600 C 79,788Jan-11 SPX 12/22/2012 1600 P 25Jan-11 SPX 12/22/2012 1700 P 72Jan-11 SPX 12/22/2012 1700 C 12,267Jan-11 SPX 12/22/2012 1800 P 68Jan-11 SPX 12/22/2012 1800 C 44,854Jan-11 SPX 12/22/2012 1900 C 11,938Jan-11 SPX 12/22/2012 1900 P 162Jan-11 SPX 12/22/2012 2000 C 52,524Jan-11 SPX 12/22/2012 2000 P 342Jan-11 SPX 12/22/2012 2250 P 172Jan-11 SPX 12/22/2012 2250 C 225Jan-11 SPX 12/22/2012 2500 C 954Jan-11 SPX 12/22/2012 2500 P 755Jan-11 SPX 12/22/2012 3000 P 1Jan-11 SPX 12/21/2013 100 C 1,725Jan-11 SPX 12/21/2013 200 P 57Jan-11 SPX 12/21/2013 200 C 1,000Jan-11 SPX 12/21/2013 250 P 440Jan-11 SPX 12/21/2013 300 P 1,463Jan-11 SPX 12/21/2013 400 P 20Jan-11 SPX 12/21/2013 500 P 86Jan-11 SPX 12/21/2013 550 P 27Jan-11 SPX 12/21/2013 600 P 125Jan-11 SPX 12/21/2013 700 P 4Jan-11 SPX 12/21/2013 750 P 1Jan-11 SPX 12/21/2013 800 C 1Jan-11 SPX 12/21/2013 800 P 202Jan-11 SPX 12/21/2013 850 C 2Jan-11 SPX 12/21/2013 850 P 4,005Jan-11 SPX 12/21/2013 900 P 5Jan-11 SPX 12/21/2013 900 C 17Jan-11 SPX 12/21/2013 950 P 1Jan-11 SPX 12/21/2013 975 P 1Jan-11 SPX 12/21/2013 1000 C 11Jan-11 SPX 12/21/2013 1000 P 921Jan-11 SPX 12/21/2013 1050 C 8Jan-11 SPX 12/21/2013 1050 P 303Jan-11 SPX 12/21/2013 1100 C 5Jan-11 SPX 12/21/2013 1100 P 3,003Jan-11 SPX 12/21/2013 1125 P 2,000Jan-11 SPX 12/21/2013 1150 P 100Jan-11 SPX 12/21/2013 1150 C 100Jan-11 SPX 12/21/2013 1200 P 250Jan-11 SPX 12/21/2013 1200 C 350Jan-11 SPX 12/21/2013 1250 C 1,250Jan-11 SPX 12/21/2013 1250 P 1,405Jan-11 SPX 12/21/2013 1275 C 325Jan-11 SPX 12/21/2013 1275 P 426

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 634: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jan-11 SPX 12/21/2013 1300 P 503Jan-11 SPX 12/21/2013 1300 C 2Jan-11 SPX 12/21/2013 1325 P 1Jan-11 SPX 12/21/2013 1375 P 100Jan-11 SPX 12/21/2013 1375 C 140Jan-11 SPX 12/21/2013 1400 C 302Jan-11 SPX 12/21/2013 1450 C 300Jan-11 SPX 12/21/2013 1500 C 850Jan-11 SPX 12/21/2013 1500 P 30Jan-11 SPX 12/21/2013 1600 C 627Jan-11 SPX 12/21/2013 1700 P 2Jan-11 SPX 12/21/2013 1700 C 100Jan-11 SPX 12/21/2013 1800 C 2,101Jan-11 SPX 12/21/2013 1900 C 1,600Jan-11 SPX 12/21/2013 1900 P 2Jan-11 SPX 12/21/2013 2000 C 881Jan-11 SPX 12/21/2013 2000 P 92Jan-11 SPX 12/21/2013 2250 C 1,978Jan-11 SPX 12/21/2013 2250 P 180Jan-11 SPX 12/21/2013 2500 P 540Jan-11 SPX 12/21/2013 2500 C 30Jan-11 SPX 12/21/2013 3000 P 684Feb-11 SPXW 3/4/2011 1050 P 3,021Feb-11 SPXW 3/4/2011 1075 P 3,598Feb-11 SPXW 3/4/2011 1100 P 6,820Feb-11 SPXW 3/4/2011 1125 P 6,808Feb-11 SPXW 3/4/2011 1150 P 21,543Feb-11 SPXW 3/4/2011 1175 P 2,617Feb-11 SPXW 3/4/2011 1175 C 12Feb-11 SPXW 3/4/2011 1200 P 16,602Feb-11 SPXW 3/4/2011 1220 P 325Feb-11 SPXW 3/4/2011 1225 P 3,595Feb-11 SPXW 3/4/2011 1230 P 79Feb-11 SPXW 3/4/2011 1230 C 1Feb-11 SPXW 3/4/2011 1235 C 1Feb-11 SPXW 3/4/2011 1235 P 89Feb-11 SPXW 3/4/2011 1240 P 102Feb-11 SPXW 3/4/2011 1245 P 143Feb-11 SPXW 3/4/2011 1250 P 3,165Feb-11 SPXW 3/4/2011 1250 C 15Feb-11 SPXW 3/4/2011 1255 P 1,198Feb-11 SPXW 3/4/2011 1260 P 1,383Feb-11 SPXW 3/4/2011 1260 C 25Feb-11 SPXW 3/4/2011 1265 P 1,470Feb-11 SPXW 3/4/2011 1265 C 3Feb-11 SPXW 3/4/2011 1270 P 1,412Feb-11 SPXW 3/4/2011 1275 P 2,480Feb-11 SPXW 3/4/2011 1280 P 1,008Feb-11 SPXW 3/4/2011 1280 C 11

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 635: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPXW 3/4/2011 1285 P 1,256Feb-11 SPXW 3/4/2011 1290 P 1,760Feb-11 SPXW 3/4/2011 1290 C 27Feb-11 SPXW 3/4/2011 1295 P 932Feb-11 SPXW 3/4/2011 1295 C 38Feb-11 SPXW 3/4/2011 1300 P 5,746Feb-11 SPXW 3/4/2011 1300 C 616Feb-11 SPXW 3/4/2011 1305 P 1,192Feb-11 SPXW 3/4/2011 1305 C 295Feb-11 SPXW 3/4/2011 1310 C 901Feb-11 SPXW 3/4/2011 1310 P 152Feb-11 SPXW 3/4/2011 1315 P 230Feb-11 SPXW 3/4/2011 1315 C 405Feb-11 SPXW 3/4/2011 1320 C 198Feb-11 SPXW 3/4/2011 1320 P 386Feb-11 SPXW 3/4/2011 1325 C 3,323Feb-11 SPXW 3/4/2011 1325 P 1,932Feb-11 SPXW 3/4/2011 1330 P 40Feb-11 SPXW 3/4/2011 1330 C 1,203Feb-11 SPXW 3/4/2011 1335 C 488Feb-11 SPXW 3/4/2011 1335 P 8Feb-11 SPXW 3/4/2011 1340 C 4,180Feb-11 SPXW 3/4/2011 1340 P 11Feb-11 SPXW 3/4/2011 1345 C 1,332Feb-11 SPXW 3/4/2011 1345 P 2Feb-11 SPXW 3/4/2011 1350 C 7,711Feb-11 SPXW 3/4/2011 1355 C 3,681Feb-11 SPXW 3/4/2011 1360 C 3,953Feb-11 SPXW 3/4/2011 1365 C 2,539Feb-11 SPXW 3/4/2011 1370 P 4Feb-11 SPXW 3/4/2011 1370 C 2,836Feb-11 SPXW 3/4/2011 1375 C 1,176Feb-11 SPXW 3/4/2011 1400 P 18Feb-11 SPXW 3/4/2011 1400 C 725Feb-11 SPXW 3/4/2011 1425 C 390Feb-11 SPX 3/19/2011 100 C 1,230Feb-11 SPX 3/19/2011 100 P 1,275Feb-11 SPX 3/19/2011 200 C 310Feb-11 SPX 3/19/2011 200 P 12Feb-11 SPX 3/19/2011 250 C 239Feb-11 SPX 3/19/2011 300 P 106Feb-11 SPX 3/19/2011 300 C 1,252Feb-11 SPX 3/19/2011 325 P 26Feb-11 SPX 3/19/2011 350 C 3Feb-11 SPX 3/19/2011 350 P 100Feb-11 SPX 3/19/2011 400 P 13,995Feb-11 SPX 3/19/2011 400 C 13,200Feb-11 SPX 3/19/2011 425 P 1,187Feb-11 SPX 3/19/2011 450 P 392

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 636: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 3/19/2011 450 C 184Feb-11 SPX 3/19/2011 475 P 95Feb-11 SPX 3/19/2011 500 P 32,977Feb-11 SPX 3/19/2011 500 C 30,475Feb-11 SPX 3/19/2011 525 P 257Feb-11 SPX 3/19/2011 550 P 11,086Feb-11 SPX 3/19/2011 575 P 1,613Feb-11 SPX 3/19/2011 600 P 26,128Feb-11 SPX 3/19/2011 600 C 317Feb-11 SPX 3/19/2011 625 P 1,012Feb-11 SPX 3/19/2011 650 C 55Feb-11 SPX 3/19/2011 650 P 12,699Feb-11 SPX 3/19/2011 675 P 10,317Feb-11 SPX 3/19/2011 700 P 36,641Feb-11 SPX 3/19/2011 700 C 302Feb-11 SPX 3/19/2011 725 P 4,170Feb-11 SPX 3/19/2011 750 P 16,748Feb-11 SPX 3/19/2011 775 P 16,558Feb-11 SPX 3/19/2011 790 P 70Feb-11 SPX 3/19/2011 800 P 53,007Feb-11 SPX 3/19/2011 800 C 107Feb-11 SPX 3/19/2011 810 P 1,432Feb-11 SPX 3/19/2011 820 P 1,132Feb-11 SPX 3/19/2011 825 P 23,886Feb-11 SPX 3/19/2011 830 P 2,025Feb-11 SPX 3/19/2011 840 P 2,401Feb-11 SPX 3/19/2011 850 P 48,492Feb-11 SPX 3/19/2011 850 C 1,009Feb-11 SPX 3/19/2011 855 P 2,389Feb-11 SPX 3/19/2011 860 P 2,367Feb-11 SPX 3/19/2011 865 P 2,296Feb-11 SPX 3/19/2011 870 P 2,408Feb-11 SPX 3/19/2011 875 P 20,732Feb-11 SPX 3/19/2011 880 P 2,337Feb-11 SPX 3/19/2011 885 P 4,461Feb-11 SPX 3/19/2011 890 P 2,261Feb-11 SPX 3/19/2011 895 P 2,256Feb-11 SPX 3/19/2011 900 P 44,475Feb-11 SPX 3/19/2011 900 C 16Feb-11 SPX 3/19/2011 905 P 3,522Feb-11 SPX 3/19/2011 910 P 3,506Feb-11 SPX 3/19/2011 915 P 3,627Feb-11 SPX 3/19/2011 920 P 3,953Feb-11 SPX 3/19/2011 925 C 500Feb-11 SPX 3/19/2011 925 P 38,549Feb-11 SPX 3/19/2011 930 P 3,590Feb-11 SPX 3/19/2011 935 P 2,734Feb-11 SPX 3/19/2011 940 P 3,700Feb-11 SPX 3/19/2011 945 P 3,748

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 637: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 3/19/2011 950 C 1,214Feb-11 SPX 3/19/2011 950 P 93,312Feb-11 SPX 3/19/2011 955 P 3,729Feb-11 SPX 3/19/2011 960 P 3,780Feb-11 SPX 3/19/2011 965 P 3,756Feb-11 SPX 3/19/2011 970 P 5,233Feb-11 SPX 3/19/2011 975 P 28,730Feb-11 SPX 3/19/2011 975 C 3,987Feb-11 SPX 3/19/2011 980 P 4,016Feb-11 SPX 3/19/2011 980 C 20,000Feb-11 SPX 3/19/2011 985 P 4,609Feb-11 SPX 3/19/2011 990 P 9,220Feb-11 SPX 3/19/2011 995 P 4,821Feb-11 SPX 3/19/2011 1000 P 108,943Feb-11 SPX 3/19/2011 1000 C 3,794Feb-11 SPX 3/19/2011 1005 P 3,666Feb-11 SPX 3/19/2011 1010 P 7,894Feb-11 SPX 3/19/2011 1015 P 3,554Feb-11 SPX 3/19/2011 1020 P 3,786Feb-11 SPX 3/19/2011 1025 C 1,394Feb-11 SPX 3/19/2011 1025 P 39,016Feb-11 SPX 3/19/2011 1030 C 9,400Feb-11 SPX 3/19/2011 1030 P 5,028Feb-11 SPX 3/19/2011 1035 P 4,003Feb-11 SPX 3/19/2011 1040 C 8Feb-11 SPX 3/19/2011 1040 P 3,387Feb-11 SPX 3/19/2011 1045 P 3,871Feb-11 SPX 3/19/2011 1050 P 66,501Feb-11 SPX 3/19/2011 1050 C 10,967Feb-11 SPX 3/19/2011 1055 P 4,918Feb-11 SPX 3/19/2011 1060 P 16,608Feb-11 SPX 3/19/2011 1060 C 3Feb-11 SPX 3/19/2011 1065 P 3,124Feb-11 SPX 3/19/2011 1070 P 21,064Feb-11 SPX 3/19/2011 1075 C 10,664Feb-11 SPX 3/19/2011 1075 P 53,129Feb-11 SPX 3/19/2011 1080 C 75Feb-11 SPX 3/19/2011 1080 P 14,052Feb-11 SPX 3/19/2011 1085 C 4Feb-11 SPX 3/19/2011 1085 P 4,715Feb-11 SPX 3/19/2011 1090 P 15,433Feb-11 SPX 3/19/2011 1095 P 3,296Feb-11 SPX 3/19/2011 1100 P 166,174Feb-11 SPX 3/19/2011 1100 C 27,467Feb-11 SPX 3/19/2011 1105 P 3,530Feb-11 SPX 3/19/2011 1110 P 8,346Feb-11 SPX 3/19/2011 1115 P 4,024Feb-11 SPX 3/19/2011 1115 C 1Feb-11 SPX 3/19/2011 1120 P 6,810

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 638: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 3/19/2011 1120 C 20Feb-11 SPX 3/19/2011 1125 P 86,251Feb-11 SPX 3/19/2011 1125 C 27,090Feb-11 SPX 3/19/2011 1130 P 5,950Feb-11 SPX 3/19/2011 1130 C 85Feb-11 SPX 3/19/2011 1135 P 5,278Feb-11 SPX 3/19/2011 1135 C 51Feb-11 SPX 3/19/2011 1140 P 12,175Feb-11 SPX 3/19/2011 1140 C 34Feb-11 SPX 3/19/2011 1145 P 3,023Feb-11 SPX 3/19/2011 1145 C 38Feb-11 SPX 3/19/2011 1150 P 113,181Feb-11 SPX 3/19/2011 1150 C 18,832Feb-11 SPX 3/19/2011 1155 C 33Feb-11 SPX 3/19/2011 1155 P 4,159Feb-11 SPX 3/19/2011 1160 P 12,182Feb-11 SPX 3/19/2011 1160 C 1,418Feb-11 SPX 3/19/2011 1165 P 6,408Feb-11 SPX 3/19/2011 1170 P 8,618Feb-11 SPX 3/19/2011 1170 C 22Feb-11 SPX 3/19/2011 1175 P 79,735Feb-11 SPX 3/19/2011 1175 C 14,236Feb-11 SPX 3/19/2011 1180 P 14,226Feb-11 SPX 3/19/2011 1180 C 46Feb-11 SPX 3/19/2011 1185 P 4,872Feb-11 SPX 3/19/2011 1185 C 8Feb-11 SPX 3/19/2011 1190 P 25,012Feb-11 SPX 3/19/2011 1190 C 4,751Feb-11 SPX 3/19/2011 1195 C 226Feb-11 SPX 3/19/2011 1195 P 2,927Feb-11 SPX 3/19/2011 1200 P 135,756Feb-11 SPX 3/19/2011 1200 C 87,679Feb-11 SPX 3/19/2011 1205 P 7,189Feb-11 SPX 3/19/2011 1205 C 1Feb-11 SPX 3/19/2011 1210 P 24,933Feb-11 SPX 3/19/2011 1210 C 120Feb-11 SPX 3/19/2011 1215 P 9,797Feb-11 SPX 3/19/2011 1215 C 99Feb-11 SPX 3/19/2011 1220 P 19,778Feb-11 SPX 3/19/2011 1220 C 531Feb-11 SPX 3/19/2011 1225 P 86,666Feb-11 SPX 3/19/2011 1225 C 35,426Feb-11 SPX 3/19/2011 1230 C 13,661Feb-11 SPX 3/19/2011 1230 P 28,950Feb-11 SPX 3/19/2011 1235 P 29,327Feb-11 SPX 3/19/2011 1235 C 23,540Feb-11 SPX 3/19/2011 1240 C 31,548Feb-11 SPX 3/19/2011 1240 P 42,311Feb-11 SPX 3/19/2011 1245 C 4,816

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 639: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 3/19/2011 1245 P 7,173Feb-11 SPX 3/19/2011 1250 P 244,332Feb-11 SPX 3/19/2011 1250 C 166,082Feb-11 SPX 3/19/2011 1255 C 21,319Feb-11 SPX 3/19/2011 1255 P 28,960Feb-11 SPX 3/19/2011 1260 C 12,310Feb-11 SPX 3/19/2011 1260 P 47,186Feb-11 SPX 3/19/2011 1265 C 19,640Feb-11 SPX 3/19/2011 1265 P 28,849Feb-11 SPX 3/19/2011 1270 C 33,181Feb-11 SPX 3/19/2011 1270 P 44,528Feb-11 SPX 3/19/2011 1275 P 109,319Feb-11 SPX 3/19/2011 1275 C 98,573Feb-11 SPX 3/19/2011 1280 P 68,813Feb-11 SPX 3/19/2011 1280 C 35,096Feb-11 SPX 3/19/2011 1285 P 40,497Feb-11 SPX 3/19/2011 1285 C 27,523Feb-11 SPX 3/19/2011 1290 P 28,566Feb-11 SPX 3/19/2011 1290 C 20,570Feb-11 SPX 3/19/2011 1295 P 27,717Feb-11 SPX 3/19/2011 1295 C 19,236Feb-11 SPX 3/19/2011 1300 P 159,628Feb-11 SPX 3/19/2011 1300 C 119,236Feb-11 SPX 3/19/2011 1305 P 25,129Feb-11 SPX 3/19/2011 1305 C 24,138Feb-11 SPX 3/19/2011 1310 P 36,398Feb-11 SPX 3/19/2011 1310 C 28,983Feb-11 SPX 3/19/2011 1315 P 30,885Feb-11 SPX 3/19/2011 1315 C 33,456Feb-11 SPX 3/19/2011 1320 C 30,448Feb-11 SPX 3/19/2011 1320 P 30,870Feb-11 SPX 3/19/2011 1325 C 56,599Feb-11 SPX 3/19/2011 1325 P 50,222Feb-11 SPX 3/19/2011 1330 P 22,771Feb-11 SPX 3/19/2011 1330 C 34,384Feb-11 SPX 3/19/2011 1335 C 20,963Feb-11 SPX 3/19/2011 1335 P 14,461Feb-11 SPX 3/19/2011 1340 C 35,555Feb-11 SPX 3/19/2011 1340 P 20,210Feb-11 SPX 3/19/2011 1345 P 593Feb-11 SPX 3/19/2011 1345 C 22,478Feb-11 SPX 3/19/2011 1350 P 10,046Feb-11 SPX 3/19/2011 1350 C 79,097Feb-11 SPX 3/19/2011 1355 P 10Feb-11 SPX 3/19/2011 1355 C 18,591Feb-11 SPX 3/19/2011 1360 P 3,347Feb-11 SPX 3/19/2011 1360 C 41,156Feb-11 SPX 3/19/2011 1365 P 23Feb-11 SPX 3/19/2011 1365 C 9,055

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 640: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 3/19/2011 1370 P 3,246Feb-11 SPX 3/19/2011 1370 C 19,398Feb-11 SPX 3/19/2011 1375 P 5,410Feb-11 SPX 3/19/2011 1375 C 33,330Feb-11 SPX 3/19/2011 1380 P 252Feb-11 SPX 3/19/2011 1380 C 21,147Feb-11 SPX 3/19/2011 1385 P 27Feb-11 SPX 3/19/2011 1385 C 12,753Feb-11 SPX 3/19/2011 1390 C 11,458Feb-11 SPX 3/19/2011 1390 P 22Feb-11 SPX 3/19/2011 1395 C 4,984Feb-11 SPX 3/19/2011 1400 C 63,066Feb-11 SPX 3/19/2011 1400 P 15,335Feb-11 SPX 3/19/2011 1405 C 3,721Feb-11 SPX 3/19/2011 1410 C 12,690Feb-11 SPX 3/19/2011 1415 C 1,935Feb-11 SPX 3/19/2011 1420 C 3,539Feb-11 SPX 3/19/2011 1420 P 1Feb-11 SPX 3/19/2011 1425 C 30,152Feb-11 SPX 3/19/2011 1425 P 26Feb-11 SPX 3/19/2011 1430 C 4,761Feb-11 SPX 3/19/2011 1435 C 1,857Feb-11 SPX 3/19/2011 1440 C 17,839Feb-11 SPX 3/19/2011 1445 C 2,218Feb-11 SPX 3/19/2011 1450 P 16Feb-11 SPX 3/19/2011 1450 C 25,006Feb-11 SPX 3/19/2011 1460 C 4,780Feb-11 SPX 3/19/2011 1475 P 8Feb-11 SPX 3/19/2011 1475 C 24,258Feb-11 SPX 3/19/2011 1500 P 30,162Feb-11 SPX 3/19/2011 1500 C 45,291Feb-11 SPX 3/19/2011 1525 C 1,835Feb-11 SPX 3/19/2011 1550 C 1,197Feb-11 SPX 3/19/2011 1575 C 95Feb-11 SPX 3/19/2011 1600 C 448Feb-11 SPX 3/19/2011 1650 C 66Feb-11 SPX 3/19/2011 1700 P 2,000Feb-11 SPX 3/19/2011 1900 P 2,990Feb-11 SPX 3/19/2011 2100 P 2,216Feb-11 SPX 3/19/2011 2100 C 1,226Feb-11 SPX 4/16/2011 500 P 522Feb-11 SPX 4/16/2011 600 P 760Feb-11 SPX 4/16/2011 650 P 533Feb-11 SPX 4/16/2011 700 P 405Feb-11 SPX 4/16/2011 750 P 231Feb-11 SPX 4/16/2011 800 C 4Feb-11 SPX 4/16/2011 800 P 10,405Feb-11 SPX 4/16/2011 820 P 25Feb-11 SPX 4/16/2011 825 P 85

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 641: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 4/16/2011 840 P 26Feb-11 SPX 4/16/2011 850 P 3,867Feb-11 SPX 4/16/2011 850 C 5Feb-11 SPX 4/16/2011 870 P 1,243Feb-11 SPX 4/16/2011 875 P 5,479Feb-11 SPX 4/16/2011 900 C 1Feb-11 SPX 4/16/2011 900 P 19,267Feb-11 SPX 4/16/2011 910 P 45Feb-11 SPX 4/16/2011 920 P 45Feb-11 SPX 4/16/2011 925 P 1,255Feb-11 SPX 4/16/2011 930 P 70Feb-11 SPX 4/16/2011 940 P 214Feb-11 SPX 4/16/2011 950 P 1,550Feb-11 SPX 4/16/2011 950 C 2Feb-11 SPX 4/16/2011 960 P 147Feb-11 SPX 4/16/2011 965 P 37Feb-11 SPX 4/16/2011 970 P 185Feb-11 SPX 4/16/2011 975 P 17,858Feb-11 SPX 4/16/2011 980 P 751Feb-11 SPX 4/16/2011 985 P 25Feb-11 SPX 4/16/2011 990 P 200Feb-11 SPX 4/16/2011 995 P 25Feb-11 SPX 4/16/2011 1000 P 19,707Feb-11 SPX 4/16/2011 1000 C 8Feb-11 SPX 4/16/2011 1005 P 40Feb-11 SPX 4/16/2011 1010 P 7,575Feb-11 SPX 4/16/2011 1015 P 235Feb-11 SPX 4/16/2011 1020 P 6,618Feb-11 SPX 4/16/2011 1025 P 11,116Feb-11 SPX 4/16/2011 1025 C 1Feb-11 SPX 4/16/2011 1030 P 707Feb-11 SPX 4/16/2011 1035 P 300Feb-11 SPX 4/16/2011 1040 P 114Feb-11 SPX 4/16/2011 1050 P 28,472Feb-11 SPX 4/16/2011 1060 P 2,452Feb-11 SPX 4/16/2011 1065 P 300Feb-11 SPX 4/16/2011 1070 P 3,002Feb-11 SPX 4/16/2011 1075 P 10,112Feb-11 SPX 4/16/2011 1080 P 3,318Feb-11 SPX 4/16/2011 1085 P 3Feb-11 SPX 4/16/2011 1090 P 4,743Feb-11 SPX 4/16/2011 1095 P 5Feb-11 SPX 4/16/2011 1100 P 37,633Feb-11 SPX 4/16/2011 1100 C 2Feb-11 SPX 4/16/2011 1105 P 3Feb-11 SPX 4/16/2011 1110 P 1,628Feb-11 SPX 4/16/2011 1115 P 10Feb-11 SPX 4/16/2011 1120 P 7,017Feb-11 SPX 4/16/2011 1125 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 642: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 4/16/2011 1125 P 30,946Feb-11 SPX 4/16/2011 1130 C 2Feb-11 SPX 4/16/2011 1130 P 975Feb-11 SPX 4/16/2011 1135 P 52Feb-11 SPX 4/16/2011 1140 C 1Feb-11 SPX 4/16/2011 1140 P 1,007Feb-11 SPX 4/16/2011 1145 P 61Feb-11 SPX 4/16/2011 1150 C 8Feb-11 SPX 4/16/2011 1150 P 45,593Feb-11 SPX 4/16/2011 1155 P 53Feb-11 SPX 4/16/2011 1160 P 1,394Feb-11 SPX 4/16/2011 1160 C 1Feb-11 SPX 4/16/2011 1165 P 17Feb-11 SPX 4/16/2011 1170 P 2,365Feb-11 SPX 4/16/2011 1175 P 36,565Feb-11 SPX 4/16/2011 1175 C 10Feb-11 SPX 4/16/2011 1180 P 3,540Feb-11 SPX 4/16/2011 1185 P 16Feb-11 SPX 4/16/2011 1190 P 2,712Feb-11 SPX 4/16/2011 1190 C 1Feb-11 SPX 4/16/2011 1195 P 19Feb-11 SPX 4/16/2011 1200 C 204Feb-11 SPX 4/16/2011 1200 P 61,531Feb-11 SPX 4/16/2011 1205 P 53Feb-11 SPX 4/16/2011 1210 P 3,554Feb-11 SPX 4/16/2011 1215 C 30Feb-11 SPX 4/16/2011 1215 P 3,861Feb-11 SPX 4/16/2011 1220 P 7,192Feb-11 SPX 4/16/2011 1225 P 34,118Feb-11 SPX 4/16/2011 1225 C 202Feb-11 SPX 4/16/2011 1230 P 7,844Feb-11 SPX 4/16/2011 1230 C 26Feb-11 SPX 4/16/2011 1235 P 507Feb-11 SPX 4/16/2011 1240 P 2,300Feb-11 SPX 4/16/2011 1240 C 2Feb-11 SPX 4/16/2011 1245 P 428Feb-11 SPX 4/16/2011 1250 P 82,484Feb-11 SPX 4/16/2011 1250 C 8,642Feb-11 SPX 4/16/2011 1255 P 73Feb-11 SPX 4/16/2011 1260 P 3,234Feb-11 SPX 4/16/2011 1260 C 14Feb-11 SPX 4/16/2011 1265 P 838Feb-11 SPX 4/16/2011 1265 C 14Feb-11 SPX 4/16/2011 1270 P 5,974Feb-11 SPX 4/16/2011 1270 C 11Feb-11 SPX 4/16/2011 1275 C 19,393Feb-11 SPX 4/16/2011 1275 P 45,395Feb-11 SPX 4/16/2011 1280 C 1,960Feb-11 SPX 4/16/2011 1280 P 3,480

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 643: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 4/16/2011 1285 C 2Feb-11 SPX 4/16/2011 1285 P 171Feb-11 SPX 4/16/2011 1290 P 10,433Feb-11 SPX 4/16/2011 1290 C 1,772Feb-11 SPX 4/16/2011 1295 C 2Feb-11 SPX 4/16/2011 1295 P 1,165Feb-11 SPX 4/16/2011 1300 C 22,638Feb-11 SPX 4/16/2011 1300 P 39,324Feb-11 SPX 4/16/2011 1305 C 564Feb-11 SPX 4/16/2011 1305 P 138Feb-11 SPX 4/16/2011 1310 C 3,474Feb-11 SPX 4/16/2011 1310 P 27,541Feb-11 SPX 4/16/2011 1315 P 1,906Feb-11 SPX 4/16/2011 1315 C 1,362Feb-11 SPX 4/16/2011 1320 P 36,795Feb-11 SPX 4/16/2011 1320 C 4,113Feb-11 SPX 4/16/2011 1325 P 26,379Feb-11 SPX 4/16/2011 1325 C 32,708Feb-11 SPX 4/16/2011 1330 P 3,325Feb-11 SPX 4/16/2011 1330 C 4,089Feb-11 SPX 4/16/2011 1335 P 229Feb-11 SPX 4/16/2011 1335 C 180Feb-11 SPX 4/16/2011 1340 P 1,654Feb-11 SPX 4/16/2011 1340 C 11,990Feb-11 SPX 4/16/2011 1345 P 21Feb-11 SPX 4/16/2011 1345 C 1,289Feb-11 SPX 4/16/2011 1350 P 10,834Feb-11 SPX 4/16/2011 1350 C 39,017Feb-11 SPX 4/16/2011 1355 P 4Feb-11 SPX 4/16/2011 1355 C 154Feb-11 SPX 4/16/2011 1360 P 590Feb-11 SPX 4/16/2011 1360 C 6,526Feb-11 SPX 4/16/2011 1365 C 3,087Feb-11 SPX 4/16/2011 1370 P 20Feb-11 SPX 4/16/2011 1370 C 6,275Feb-11 SPX 4/16/2011 1375 P 951Feb-11 SPX 4/16/2011 1375 C 35,618Feb-11 SPX 4/16/2011 1380 P 12Feb-11 SPX 4/16/2011 1380 C 2,396Feb-11 SPX 4/16/2011 1385 C 4,217Feb-11 SPX 4/16/2011 1390 C 3,476Feb-11 SPX 4/16/2011 1390 P 1Feb-11 SPX 4/16/2011 1395 C 1,247Feb-11 SPX 4/16/2011 1400 P 2Feb-11 SPX 4/16/2011 1400 C 25,225Feb-11 SPX 4/16/2011 1405 C 5,590Feb-11 SPX 4/16/2011 1410 C 1,085Feb-11 SPX 4/16/2011 1415 C 700Feb-11 SPX 4/16/2011 1420 C 2,882

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 644: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 4/16/2011 1425 C 11,191Feb-11 SPX 4/16/2011 1430 C 123Feb-11 SPX 4/16/2011 1435 C 467Feb-11 SPX 4/16/2011 1440 C 924Feb-11 SPX 4/16/2011 1445 C 257Feb-11 SPX 4/16/2011 1450 C 10,536Feb-11 SPX 4/16/2011 1450 P 2Feb-11 SPX 4/16/2011 1455 C 610Feb-11 SPX 4/16/2011 1460 C 162Feb-11 SPX 4/16/2011 1465 C 11Feb-11 SPX 4/16/2011 1475 C 393Feb-11 SPX 4/16/2011 1480 C 3Feb-11 SPX 4/16/2011 1500 P 1Feb-11 SPX 4/16/2011 1500 C 1,571Feb-11 SPX 4/16/2011 1510 C 125Feb-11 SPX 4/16/2011 1525 C 2Feb-11 SPX 4/16/2011 1550 C 102Feb-11 SPX 4/16/2011 1600 C 5Feb-11 SPX 5/21/2011 600 P 150Feb-11 SPX 5/21/2011 650 P 11Feb-11 SPX 5/21/2011 700 P 197Feb-11 SPX 5/21/2011 800 P 6,425Feb-11 SPX 5/21/2011 825 P 220Feb-11 SPX 5/21/2011 850 P 604Feb-11 SPX 5/21/2011 875 P 140Feb-11 SPX 5/21/2011 890 P 80Feb-11 SPX 5/21/2011 900 P 6,717Feb-11 SPX 5/21/2011 925 P 1,518Feb-11 SPX 5/21/2011 930 P 8Feb-11 SPX 5/21/2011 950 P 811Feb-11 SPX 5/21/2011 975 P 1,234Feb-11 SPX 5/21/2011 980 P 200Feb-11 SPX 5/21/2011 1000 P 25,993Feb-11 SPX 5/21/2011 1000 C 3Feb-11 SPX 5/21/2011 1010 P 1Feb-11 SPX 5/21/2011 1020 P 6,120Feb-11 SPX 5/21/2011 1025 P 11,201Feb-11 SPX 5/21/2011 1040 P 5Feb-11 SPX 5/21/2011 1050 P 5,514Feb-11 SPX 5/21/2011 1060 P 11Feb-11 SPX 5/21/2011 1070 P 25Feb-11 SPX 5/21/2011 1075 P 5,412Feb-11 SPX 5/21/2011 1080 P 21Feb-11 SPX 5/21/2011 1090 P 395Feb-11 SPX 5/21/2011 1100 C 4Feb-11 SPX 5/21/2011 1100 P 5,064Feb-11 SPX 5/21/2011 1110 P 23Feb-11 SPX 5/21/2011 1120 P 45Feb-11 SPX 5/21/2011 1125 P 5,480

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 645: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 5/21/2011 1130 P 68Feb-11 SPX 5/21/2011 1140 P 71Feb-11 SPX 5/21/2011 1150 P 13,314Feb-11 SPX 5/21/2011 1150 C 1Feb-11 SPX 5/21/2011 1160 P 448Feb-11 SPX 5/21/2011 1170 P 46Feb-11 SPX 5/21/2011 1175 P 7,200Feb-11 SPX 5/21/2011 1180 P 30Feb-11 SPX 5/21/2011 1190 P 2Feb-11 SPX 5/21/2011 1200 C 3Feb-11 SPX 5/21/2011 1200 P 29,802Feb-11 SPX 5/21/2011 1220 P 53Feb-11 SPX 5/21/2011 1225 P 6,803Feb-11 SPX 5/21/2011 1230 P 200Feb-11 SPX 5/21/2011 1240 C 4Feb-11 SPX 5/21/2011 1240 P 1,618Feb-11 SPX 5/21/2011 1250 P 16,000Feb-11 SPX 5/21/2011 1250 C 1,222Feb-11 SPX 5/21/2011 1260 P 1,323Feb-11 SPX 5/21/2011 1270 P 120Feb-11 SPX 5/21/2011 1270 C 1Feb-11 SPX 5/21/2011 1275 P 14,710Feb-11 SPX 5/21/2011 1275 C 731Feb-11 SPX 5/21/2011 1280 P 3,337Feb-11 SPX 5/21/2011 1280 C 20Feb-11 SPX 5/21/2011 1290 P 2Feb-11 SPX 5/21/2011 1300 C 6,634Feb-11 SPX 5/21/2011 1300 P 14,398Feb-11 SPX 5/21/2011 1310 C 1,151Feb-11 SPX 5/21/2011 1310 P 1,001Feb-11 SPX 5/21/2011 1320 C 118Feb-11 SPX 5/21/2011 1320 P 512Feb-11 SPX 5/21/2011 1325 C 13,066Feb-11 SPX 5/21/2011 1325 P 4,171Feb-11 SPX 5/21/2011 1330 C 23Feb-11 SPX 5/21/2011 1330 P 50Feb-11 SPX 5/21/2011 1340 P 103Feb-11 SPX 5/21/2011 1340 C 503Feb-11 SPX 5/21/2011 1350 C 11,200Feb-11 SPX 5/21/2011 1350 P 167Feb-11 SPX 5/21/2011 1355 C 16Feb-11 SPX 5/21/2011 1355 P 2Feb-11 SPX 5/21/2011 1360 C 875Feb-11 SPX 5/21/2011 1365 C 1,516Feb-11 SPX 5/21/2011 1370 C 2,837Feb-11 SPX 5/21/2011 1375 P 1,000Feb-11 SPX 5/21/2011 1375 C 3,738Feb-11 SPX 5/21/2011 1380 C 2,211Feb-11 SPX 5/21/2011 1390 C 28

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 646: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 5/21/2011 1400 P 2Feb-11 SPX 5/21/2011 1400 C 9,023Feb-11 SPX 5/21/2011 1410 C 15Feb-11 SPX 5/21/2011 1420 C 205Feb-11 SPX 5/21/2011 1425 C 4,640Feb-11 SPX 5/21/2011 1430 C 811Feb-11 SPX 5/21/2011 1440 C 10Feb-11 SPX 5/21/2011 1450 C 7,825Feb-11 SPX 5/21/2011 1460 C 3Feb-11 SPX 5/21/2011 1475 C 1,715Feb-11 SPX 5/21/2011 1550 C 1,000Feb-11 SPX 5/21/2011 1700 P 40Feb-11 SPX 6/18/2011 100 C 1Feb-11 SPX 6/18/2011 100 P 23,249Feb-11 SPX 6/18/2011 200 P 4,944Feb-11 SPX 6/18/2011 200 C 3Feb-11 SPX 6/18/2011 225 P 243Feb-11 SPX 6/18/2011 250 C 570Feb-11 SPX 6/18/2011 250 P 734Feb-11 SPX 6/18/2011 275 P 66Feb-11 SPX 6/18/2011 300 C 1,925Feb-11 SPX 6/18/2011 300 P 263Feb-11 SPX 6/18/2011 325 P 142Feb-11 SPX 6/18/2011 350 P 100Feb-11 SPX 6/18/2011 350 C 3Feb-11 SPX 6/18/2011 375 P 435Feb-11 SPX 6/18/2011 400 P 5,094Feb-11 SPX 6/18/2011 425 P 234Feb-11 SPX 6/18/2011 450 P 94Feb-11 SPX 6/18/2011 450 C 500Feb-11 SPX 6/18/2011 475 P 63Feb-11 SPX 6/18/2011 500 C 11,044Feb-11 SPX 6/18/2011 500 P 13,393Feb-11 SPX 6/18/2011 525 P 2,318Feb-11 SPX 6/18/2011 550 P 5,397Feb-11 SPX 6/18/2011 600 C 7Feb-11 SPX 6/18/2011 600 P 57,194Feb-11 SPX 6/18/2011 625 P 4,976Feb-11 SPX 6/18/2011 650 C 7Feb-11 SPX 6/18/2011 650 P 21,767Feb-11 SPX 6/18/2011 675 P 305Feb-11 SPX 6/18/2011 700 P 44,360Feb-11 SPX 6/18/2011 725 P 500Feb-11 SPX 6/18/2011 750 P 36,639Feb-11 SPX 6/18/2011 775 P 2,219Feb-11 SPX 6/18/2011 800 P 50,004Feb-11 SPX 6/18/2011 800 C 100Feb-11 SPX 6/18/2011 825 P 7,459Feb-11 SPX 6/18/2011 850 P 32,960

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 647: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 6/18/2011 875 P 2,603Feb-11 SPX 6/18/2011 900 P 46,177Feb-11 SPX 6/18/2011 900 C 2,113Feb-11 SPX 6/18/2011 925 P 11,872Feb-11 SPX 6/18/2011 950 C 1,250Feb-11 SPX 6/18/2011 950 P 98,505Feb-11 SPX 6/18/2011 975 C 1,946Feb-11 SPX 6/18/2011 975 P 17,062Feb-11 SPX 6/18/2011 1000 P 58,817Feb-11 SPX 6/18/2011 1000 C 13,148Feb-11 SPX 6/18/2011 1025 C 5,747Feb-11 SPX 6/18/2011 1025 P 17,645Feb-11 SPX 6/18/2011 1050 C 14,428Feb-11 SPX 6/18/2011 1050 P 52,217Feb-11 SPX 6/18/2011 1060 C 248Feb-11 SPX 6/18/2011 1060 P 7,680Feb-11 SPX 6/18/2011 1075 C 12,437Feb-11 SPX 6/18/2011 1075 P 19,776Feb-11 SPX 6/18/2011 1080 P 560Feb-11 SPX 6/18/2011 1100 P 67,312Feb-11 SPX 6/18/2011 1100 C 31,911Feb-11 SPX 6/18/2011 1120 P 2,988Feb-11 SPX 6/18/2011 1125 P 30,611Feb-11 SPX 6/18/2011 1125 C 12,370Feb-11 SPX 6/18/2011 1150 P 51,906Feb-11 SPX 6/18/2011 1150 C 17,579Feb-11 SPX 6/18/2011 1175 P 23,560Feb-11 SPX 6/18/2011 1175 C 21,932Feb-11 SPX 6/18/2011 1190 P 2,203Feb-11 SPX 6/18/2011 1190 C 1,135Feb-11 SPX 6/18/2011 1200 P 83,062Feb-11 SPX 6/18/2011 1200 C 76,282Feb-11 SPX 6/18/2011 1225 P 29,133Feb-11 SPX 6/18/2011 1225 C 15,359Feb-11 SPX 6/18/2011 1250 P 54,555Feb-11 SPX 6/18/2011 1250 C 62,863Feb-11 SPX 6/18/2011 1275 P 35,783Feb-11 SPX 6/18/2011 1275 C 13,545Feb-11 SPX 6/18/2011 1300 P 39,914Feb-11 SPX 6/18/2011 1300 C 68,435Feb-11 SPX 6/18/2011 1325 P 19,453Feb-11 SPX 6/18/2011 1325 C 27,905Feb-11 SPX 6/18/2011 1350 P 4,035Feb-11 SPX 6/18/2011 1350 C 58,937Feb-11 SPX 6/18/2011 1365 C 9,468Feb-11 SPX 6/18/2011 1375 C 26,662Feb-11 SPX 6/18/2011 1375 P 1,959Feb-11 SPX 6/18/2011 1400 P 1,325Feb-11 SPX 6/18/2011 1400 C 46,777

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 648: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 6/18/2011 1425 P 1Feb-11 SPX 6/18/2011 1425 C 14,506Feb-11 SPX 6/18/2011 1450 P 6Feb-11 SPX 6/18/2011 1450 C 22,951Feb-11 SPX 6/18/2011 1475 C 13,914Feb-11 SPX 6/18/2011 1500 P 9,174Feb-11 SPX 6/18/2011 1500 C 28,603Feb-11 SPX 6/18/2011 1525 C 5,010Feb-11 SPX 6/18/2011 1550 C 6,015Feb-11 SPX 6/18/2011 1550 P 3Feb-11 SPX 6/18/2011 1600 C 849Feb-11 SPX 6/18/2011 1600 P 20Feb-11 SPX 6/18/2011 1650 C 166Feb-11 SPX 6/18/2011 1700 C 78Feb-11 SPX 6/18/2011 1700 P 1,148Feb-11 SPX 6/18/2011 1800 C 1,002Feb-11 SPX 6/18/2011 1800 P 58Feb-11 SPX 6/18/2011 1900 P 1,118Feb-11 SPX 6/18/2011 2000 C 1Feb-11 SPX 6/18/2011 2000 P 100Feb-11 SPX 6/18/2011 2250 C 70Feb-11 SPX 6/18/2011 2250 P 99Feb-11 SPX 6/18/2011 2500 P 172Feb-11 SPX 6/18/2011 3000 P 50Feb-11 SPX 9/17/2011 200 P 47Feb-11 SPX 9/17/2011 300 P 25Feb-11 SPX 9/17/2011 350 P 68Feb-11 SPX 9/17/2011 400 P 1,809Feb-11 SPX 9/17/2011 500 P 2,590Feb-11 SPX 9/17/2011 500 C 2,200Feb-11 SPX 9/17/2011 550 P 12Feb-11 SPX 9/17/2011 600 P 5,431Feb-11 SPX 9/17/2011 625 P 147Feb-11 SPX 9/17/2011 650 P 8,276Feb-11 SPX 9/17/2011 675 P 645Feb-11 SPX 9/17/2011 700 P 20,821Feb-11 SPX 9/17/2011 725 P 575Feb-11 SPX 9/17/2011 750 P 87Feb-11 SPX 9/17/2011 775 P 1,823Feb-11 SPX 9/17/2011 800 P 18,662Feb-11 SPX 9/17/2011 825 P 932Feb-11 SPX 9/17/2011 825 C 2Feb-11 SPX 9/17/2011 850 P 1,778Feb-11 SPX 9/17/2011 875 P 88Feb-11 SPX 9/17/2011 900 P 68,453Feb-11 SPX 9/17/2011 925 C 9Feb-11 SPX 9/17/2011 925 P 916Feb-11 SPX 9/17/2011 950 P 8,795Feb-11 SPX 9/17/2011 975 P 4,014

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 649: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 9/17/2011 1000 C 602Feb-11 SPX 9/17/2011 1000 P 28,449Feb-11 SPX 9/17/2011 1025 P 1,781Feb-11 SPX 9/17/2011 1050 P 14,663Feb-11 SPX 9/17/2011 1050 C 250Feb-11 SPX 9/17/2011 1075 C 500Feb-11 SPX 9/17/2011 1075 P 5,446Feb-11 SPX 9/17/2011 1100 C 1,646Feb-11 SPX 9/17/2011 1100 P 23,548Feb-11 SPX 9/17/2011 1125 P 8,435Feb-11 SPX 9/17/2011 1125 C 1,849Feb-11 SPX 9/17/2011 1150 P 15,697Feb-11 SPX 9/17/2011 1150 C 4,101Feb-11 SPX 9/17/2011 1175 P 17,620Feb-11 SPX 9/17/2011 1175 C 6,521Feb-11 SPX 9/17/2011 1200 P 23,946Feb-11 SPX 9/17/2011 1200 C 3,917Feb-11 SPX 9/17/2011 1225 P 14,479Feb-11 SPX 9/17/2011 1225 C 4,973Feb-11 SPX 9/17/2011 1250 P 43,667Feb-11 SPX 9/17/2011 1250 C 43,531Feb-11 SPX 9/17/2011 1275 P 9,075Feb-11 SPX 9/17/2011 1275 C 60,902Feb-11 SPX 9/17/2011 1300 P 27,182Feb-11 SPX 9/17/2011 1300 C 50,401Feb-11 SPX 9/17/2011 1325 C 11,950Feb-11 SPX 9/17/2011 1325 P 6,163Feb-11 SPX 9/17/2011 1350 P 7,143Feb-11 SPX 9/17/2011 1350 C 10,517Feb-11 SPX 9/17/2011 1375 P 200Feb-11 SPX 9/17/2011 1375 C 6,845Feb-11 SPX 9/17/2011 1400 P 1,449Feb-11 SPX 9/17/2011 1400 C 55,277Feb-11 SPX 9/17/2011 1425 P 500Feb-11 SPX 9/17/2011 1425 C 5,980Feb-11 SPX 9/17/2011 1450 C 14,248Feb-11 SPX 9/17/2011 1475 C 1,051Feb-11 SPX 9/17/2011 1500 P 2,400Feb-11 SPX 9/17/2011 1500 C 9,009Feb-11 SPX 9/17/2011 1525 C 1,037Feb-11 SPX 9/17/2011 1550 C 1,846Feb-11 SPX 9/17/2011 1600 C 3,283Feb-11 SPX 9/17/2011 1650 C 790Feb-11 SPX 9/17/2011 1700 C 418Feb-11 SPX 9/17/2011 3000 P 100Feb-11 SPX 12/17/2011 50 P 27,401Feb-11 SPX 12/17/2011 100 C 109Feb-11 SPX 12/17/2011 100 P 16,144Feb-11 SPX 12/17/2011 150 P 1,880

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 650: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 12/17/2011 200 C 3Feb-11 SPX 12/17/2011 200 P 50,568Feb-11 SPX 12/17/2011 225 P 8,604Feb-11 SPX 12/17/2011 250 P 132,741Feb-11 SPX 12/17/2011 250 C 15Feb-11 SPX 12/17/2011 275 P 17,793Feb-11 SPX 12/17/2011 280 P 6,047Feb-11 SPX 12/17/2011 280 C 102Feb-11 SPX 12/17/2011 300 P 33,428Feb-11 SPX 12/17/2011 300 C 85Feb-11 SPX 12/17/2011 325 P 2,976Feb-11 SPX 12/17/2011 350 P 3,875Feb-11 SPX 12/17/2011 350 C 10Feb-11 SPX 12/17/2011 375 P 84Feb-11 SPX 12/17/2011 400 C 32Feb-11 SPX 12/17/2011 400 P 141,607Feb-11 SPX 12/17/2011 425 P 226Feb-11 SPX 12/17/2011 450 C 8Feb-11 SPX 12/17/2011 450 P 12,387Feb-11 SPX 12/17/2011 475 P 168Feb-11 SPX 12/17/2011 500 P 22,313Feb-11 SPX 12/17/2011 500 C 2,639Feb-11 SPX 12/17/2011 525 P 5,868Feb-11 SPX 12/17/2011 550 C 6Feb-11 SPX 12/17/2011 550 P 29,663Feb-11 SPX 12/17/2011 575 P 6,639Feb-11 SPX 12/17/2011 600 P 72,348Feb-11 SPX 12/17/2011 600 C 21Feb-11 SPX 12/17/2011 650 P 39,333Feb-11 SPX 12/17/2011 650 C 1,217Feb-11 SPX 12/17/2011 700 P 60,265Feb-11 SPX 12/17/2011 700 C 5,392Feb-11 SPX 12/17/2011 725 P 772Feb-11 SPX 12/17/2011 750 C 404Feb-11 SPX 12/17/2011 750 P 37,497Feb-11 SPX 12/17/2011 770 P 100Feb-11 SPX 12/17/2011 775 P 9,278Feb-11 SPX 12/17/2011 775 C 4Feb-11 SPX 12/17/2011 800 C 13,233Feb-11 SPX 12/17/2011 800 P 79,485Feb-11 SPX 12/17/2011 825 C 151Feb-11 SPX 12/17/2011 825 P 4,895Feb-11 SPX 12/17/2011 850 C 6,744Feb-11 SPX 12/17/2011 850 P 28,798Feb-11 SPX 12/17/2011 875 P 3,837Feb-11 SPX 12/17/2011 875 C 6Feb-11 SPX 12/17/2011 900 C 17,663Feb-11 SPX 12/17/2011 900 P 83,645Feb-11 SPX 12/17/2011 920 C 606

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 651: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 12/17/2011 920 P 3,857Feb-11 SPX 12/17/2011 925 P 9,724Feb-11 SPX 12/17/2011 950 C 6,425Feb-11 SPX 12/17/2011 950 P 28,923Feb-11 SPX 12/17/2011 975 P 13,422Feb-11 SPX 12/17/2011 975 C 9Feb-11 SPX 12/17/2011 1000 P 73,053Feb-11 SPX 12/17/2011 1000 C 19,536Feb-11 SPX 12/17/2011 1025 P 12,276Feb-11 SPX 12/17/2011 1025 C 2,027Feb-11 SPX 12/17/2011 1050 P 45,752Feb-11 SPX 12/17/2011 1050 C 14,902Feb-11 SPX 12/17/2011 1075 P 26,325Feb-11 SPX 12/17/2011 1075 C 8,421Feb-11 SPX 12/17/2011 1100 P 90,001Feb-11 SPX 12/17/2011 1100 C 70,464Feb-11 SPX 12/17/2011 1125 P 28,963Feb-11 SPX 12/17/2011 1125 C 20,735Feb-11 SPX 12/17/2011 1140 P 81Feb-11 SPX 12/17/2011 1150 P 47,422Feb-11 SPX 12/17/2011 1150 C 34,776Feb-11 SPX 12/17/2011 1175 P 28,429Feb-11 SPX 12/17/2011 1175 C 17,658Feb-11 SPX 12/17/2011 1180 P 283Feb-11 SPX 12/17/2011 1200 P 79,912Feb-11 SPX 12/17/2011 1200 C 72,077Feb-11 SPX 12/17/2011 1225 C 10,403Feb-11 SPX 12/17/2011 1225 P 5,973Feb-11 SPX 12/17/2011 1250 P 34,570Feb-11 SPX 12/17/2011 1250 C 30,060Feb-11 SPX 12/17/2011 1275 P 26,715Feb-11 SPX 12/17/2011 1275 C 26,204Feb-11 SPX 12/17/2011 1300 P 48,656Feb-11 SPX 12/17/2011 1300 C 89,266Feb-11 SPX 12/17/2011 1325 P 5,326Feb-11 SPX 12/17/2011 1325 C 17,664Feb-11 SPX 12/17/2011 1350 P 5,213Feb-11 SPX 12/17/2011 1350 C 32,009Feb-11 SPX 12/17/2011 1375 P 1,244Feb-11 SPX 12/17/2011 1375 C 15,068Feb-11 SPX 12/17/2011 1400 C 150,840Feb-11 SPX 12/17/2011 1400 P 16,169Feb-11 SPX 12/17/2011 1425 C 17,695Feb-11 SPX 12/17/2011 1425 P 5Feb-11 SPX 12/17/2011 1450 C 35,811Feb-11 SPX 12/17/2011 1450 P 3,811Feb-11 SPX 12/17/2011 1475 C 16,137Feb-11 SPX 12/17/2011 1475 P 500Feb-11 SPX 12/17/2011 1500 P 5,371

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 652: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 12/17/2011 1500 C 86,853Feb-11 SPX 12/17/2011 1525 C 31Feb-11 SPX 12/17/2011 1550 C 7,042Feb-11 SPX 12/17/2011 1550 P 12Feb-11 SPX 12/17/2011 1600 P 534Feb-11 SPX 12/17/2011 1600 C 40,141Feb-11 SPX 12/17/2011 1700 P 2,097Feb-11 SPX 12/17/2011 1700 C 7,883Feb-11 SPX 12/17/2011 1800 P 119Feb-11 SPX 12/17/2011 1800 C 831Feb-11 SPX 12/17/2011 1900 P 107Feb-11 SPX 12/17/2011 1900 C 309Feb-11 SPX 12/17/2011 2000 P 229Feb-11 SPX 12/17/2011 2000 C 5,178Feb-11 SPX 12/17/2011 2250 P 73Feb-11 SPX 12/17/2011 2500 P 123Feb-11 SPX 12/17/2011 2500 C 12Feb-11 SPX 12/17/2011 3000 P 215Feb-11 SPX 6/16/2012 100 C 1Feb-11 SPX 6/16/2012 100 P 278Feb-11 SPX 6/16/2012 200 P 4,792Feb-11 SPX 6/16/2012 300 P 407Feb-11 SPX 6/16/2012 400 P 95Feb-11 SPX 6/16/2012 450 P 117Feb-11 SPX 6/16/2012 500 P 843Feb-11 SPX 6/16/2012 550 P 75Feb-11 SPX 6/16/2012 600 P 21,289Feb-11 SPX 6/16/2012 650 P 1,283Feb-11 SPX 6/16/2012 700 P 1,251Feb-11 SPX 6/16/2012 700 C 380Feb-11 SPX 6/16/2012 725 P 50Feb-11 SPX 6/16/2012 750 P 1,285Feb-11 SPX 6/16/2012 775 P 150Feb-11 SPX 6/16/2012 800 P 10,021Feb-11 SPX 6/16/2012 800 C 1,500Feb-11 SPX 6/16/2012 825 P 153Feb-11 SPX 6/16/2012 850 P 1,036Feb-11 SPX 6/16/2012 875 P 563Feb-11 SPX 6/16/2012 900 P 5,165Feb-11 SPX 6/16/2012 925 P 503Feb-11 SPX 6/16/2012 950 P 713Feb-11 SPX 6/16/2012 950 C 100Feb-11 SPX 6/16/2012 975 P 116Feb-11 SPX 6/16/2012 1000 P 4,782Feb-11 SPX 6/16/2012 1025 P 156Feb-11 SPX 6/16/2012 1050 C 2,550Feb-11 SPX 6/16/2012 1050 P 9,159Feb-11 SPX 6/16/2012 1075 P 1,424Feb-11 SPX 6/16/2012 1075 C 2,550

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 653: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 6/16/2012 1100 P 9,884Feb-11 SPX 6/16/2012 1100 C 5,345Feb-11 SPX 6/16/2012 1125 P 738Feb-11 SPX 6/16/2012 1125 C 716Feb-11 SPX 6/16/2012 1150 P 5,457Feb-11 SPX 6/16/2012 1150 C 1,337Feb-11 SPX 6/16/2012 1175 P 3,410Feb-11 SPX 6/16/2012 1175 C 617Feb-11 SPX 6/16/2012 1200 P 4,178Feb-11 SPX 6/16/2012 1200 C 2,901Feb-11 SPX 6/16/2012 1225 P 2,127Feb-11 SPX 6/16/2012 1225 C 145Feb-11 SPX 6/16/2012 1250 P 1,615Feb-11 SPX 6/16/2012 1250 C 2,000Feb-11 SPX 6/16/2012 1275 P 2,387Feb-11 SPX 6/16/2012 1275 C 1,833Feb-11 SPX 6/16/2012 1300 C 17,955Feb-11 SPX 6/16/2012 1300 P 5,482Feb-11 SPX 6/16/2012 1325 P 1,287Feb-11 SPX 6/16/2012 1325 C 316Feb-11 SPX 6/16/2012 1350 P 1,067Feb-11 SPX 6/16/2012 1350 C 3,584Feb-11 SPX 6/16/2012 1375 C 3,250Feb-11 SPX 6/16/2012 1400 C 5,423Feb-11 SPX 6/16/2012 1400 P 550Feb-11 SPX 6/16/2012 1425 C 70Feb-11 SPX 6/16/2012 1450 P 12Feb-11 SPX 6/16/2012 1450 C 2,118Feb-11 SPX 6/16/2012 1475 C 1,016Feb-11 SPX 6/16/2012 1500 C 11,095Feb-11 SPX 6/16/2012 1550 C 2,722Feb-11 SPX 6/16/2012 1600 C 3,474Feb-11 SPX 6/16/2012 1625 C 10,010Feb-11 SPX 6/16/2012 1700 C 1,828Feb-11 SPX 6/16/2012 1800 P 3Feb-11 SPX 6/16/2012 1800 C 302Feb-11 SPX 6/16/2012 1900 C 368Feb-11 SPX 6/16/2012 2000 C 50Feb-11 SPX 6/16/2012 2250 P 16Feb-11 SPX 6/16/2012 2500 P 238Feb-11 SPX 6/16/2012 3000 P 2Feb-11 SPX 12/22/2012 100 P 7,394Feb-11 SPX 12/22/2012 100 C 107Feb-11 SPX 12/22/2012 200 P 12,914Feb-11 SPX 12/22/2012 200 C 26Feb-11 SPX 12/22/2012 250 P 6,286Feb-11 SPX 12/22/2012 300 P 2,931Feb-11 SPX 12/22/2012 300 C 23Feb-11 SPX 12/22/2012 350 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 654: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 12/22/2012 350 P 3,905Feb-11 SPX 12/22/2012 400 P 22,265Feb-11 SPX 12/22/2012 400 C 1Feb-11 SPX 12/22/2012 450 P 2,990Feb-11 SPX 12/22/2012 450 C 10Feb-11 SPX 12/22/2012 500 P 21,553Feb-11 SPX 12/22/2012 500 C 4,110Feb-11 SPX 12/22/2012 550 P 12,780Feb-11 SPX 12/22/2012 600 C 20Feb-11 SPX 12/22/2012 600 P 79,819Feb-11 SPX 12/22/2012 650 C 5Feb-11 SPX 12/22/2012 650 P 3,073Feb-11 SPX 12/22/2012 675 P 154Feb-11 SPX 12/22/2012 700 C 4,555Feb-11 SPX 12/22/2012 700 P 19,956Feb-11 SPX 12/22/2012 750 P 12,882Feb-11 SPX 12/22/2012 800 C 2,611Feb-11 SPX 12/22/2012 800 P 21,895Feb-11 SPX 12/22/2012 825 C 600Feb-11 SPX 12/22/2012 825 P 609Feb-11 SPX 12/22/2012 850 P 72,957Feb-11 SPX 12/22/2012 875 P 964Feb-11 SPX 12/22/2012 900 P 54,055Feb-11 SPX 12/22/2012 900 C 3,709Feb-11 SPX 12/22/2012 925 P 1,905Feb-11 SPX 12/22/2012 925 C 2Feb-11 SPX 12/22/2012 950 P 19,657Feb-11 SPX 12/22/2012 950 C 5,236Feb-11 SPX 12/22/2012 975 P 452Feb-11 SPX 12/22/2012 975 C 7Feb-11 SPX 12/22/2012 1000 P 29,267Feb-11 SPX 12/22/2012 1000 C 13,972Feb-11 SPX 12/22/2012 1025 P 2,704Feb-11 SPX 12/22/2012 1025 C 3,401Feb-11 SPX 12/22/2012 1050 P 25,599Feb-11 SPX 12/22/2012 1050 C 14,902Feb-11 SPX 12/22/2012 1075 C 4,028Feb-11 SPX 12/22/2012 1075 P 7,233Feb-11 SPX 12/22/2012 1100 C 38,429Feb-11 SPX 12/22/2012 1100 P 50,969Feb-11 SPX 12/22/2012 1125 C 7,629Feb-11 SPX 12/22/2012 1125 P 7,853Feb-11 SPX 12/22/2012 1150 P 36,956Feb-11 SPX 12/22/2012 1150 C 23,539Feb-11 SPX 12/22/2012 1175 C 8,480Feb-11 SPX 12/22/2012 1175 P 8,505Feb-11 SPX 12/22/2012 1200 C 26,399Feb-11 SPX 12/22/2012 1200 P 69,265Feb-11 SPX 12/22/2012 1220 C 1,170

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 655: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 12/22/2012 1220 P 1,277Feb-11 SPX 12/22/2012 1225 C 3,901Feb-11 SPX 12/22/2012 1225 P 2,906Feb-11 SPX 12/22/2012 1250 P 11,680Feb-11 SPX 12/22/2012 1250 C 27,893Feb-11 SPX 12/22/2012 1275 P 16,601Feb-11 SPX 12/22/2012 1275 C 8,200Feb-11 SPX 12/22/2012 1300 P 22,066Feb-11 SPX 12/22/2012 1300 C 29,034Feb-11 SPX 12/22/2012 1325 P 1,352Feb-11 SPX 12/22/2012 1325 C 2,352Feb-11 SPX 12/22/2012 1350 P 2,323Feb-11 SPX 12/22/2012 1350 C 14,024Feb-11 SPX 12/22/2012 1400 P 8,954Feb-11 SPX 12/22/2012 1400 C 38,460Feb-11 SPX 12/22/2012 1450 P 702Feb-11 SPX 12/22/2012 1450 C 13,349Feb-11 SPX 12/22/2012 1500 P 4,110Feb-11 SPX 12/22/2012 1500 C 43,414Feb-11 SPX 12/22/2012 1550 P 10Feb-11 SPX 12/22/2012 1550 C 7,531Feb-11 SPX 12/22/2012 1600 P 25Feb-11 SPX 12/22/2012 1600 C 83,710Feb-11 SPX 12/22/2012 1650 C 10Feb-11 SPX 12/22/2012 1700 P 72Feb-11 SPX 12/22/2012 1700 C 14,037Feb-11 SPX 12/22/2012 1800 P 68Feb-11 SPX 12/22/2012 1800 C 48,440Feb-11 SPX 12/22/2012 1900 P 163Feb-11 SPX 12/22/2012 1900 C 11,940Feb-11 SPX 12/22/2012 2000 C 52,524Feb-11 SPX 12/22/2012 2000 P 342Feb-11 SPX 12/22/2012 2250 P 172Feb-11 SPX 12/22/2012 2250 C 225Feb-11 SPX 12/22/2012 2500 P 754Feb-11 SPX 12/22/2012 2500 C 904Feb-11 SPX 12/22/2012 3000 P 2Feb-11 SPX 12/21/2013 100 P 28Feb-11 SPX 12/21/2013 100 C 1,725Feb-11 SPX 12/21/2013 200 P 57Feb-11 SPX 12/21/2013 200 C 1,000Feb-11 SPX 12/21/2013 250 P 440Feb-11 SPX 12/21/2013 300 P 4,163Feb-11 SPX 12/21/2013 350 P 13Feb-11 SPX 12/21/2013 400 P 20Feb-11 SPX 12/21/2013 450 P 9Feb-11 SPX 12/21/2013 500 P 122Feb-11 SPX 12/21/2013 550 P 27Feb-11 SPX 12/21/2013 600 P 140

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 656: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 12/21/2013 700 P 1,035Feb-11 SPX 12/21/2013 750 P 57Feb-11 SPX 12/21/2013 800 P 307Feb-11 SPX 12/21/2013 800 C 1Feb-11 SPX 12/21/2013 850 P 4,006Feb-11 SPX 12/21/2013 850 C 2Feb-11 SPX 12/21/2013 900 P 759Feb-11 SPX 12/21/2013 900 C 17Feb-11 SPX 12/21/2013 950 P 1Feb-11 SPX 12/21/2013 975 P 1Feb-11 SPX 12/21/2013 1000 P 923Feb-11 SPX 12/21/2013 1000 C 10Feb-11 SPX 12/21/2013 1050 C 8Feb-11 SPX 12/21/2013 1050 P 303Feb-11 SPX 12/21/2013 1075 P 2Feb-11 SPX 12/21/2013 1100 C 5Feb-11 SPX 12/21/2013 1100 P 3,003Feb-11 SPX 12/21/2013 1125 P 2,001Feb-11 SPX 12/21/2013 1150 C 100Feb-11 SPX 12/21/2013 1150 P 100Feb-11 SPX 12/21/2013 1200 P 1,825Feb-11 SPX 12/21/2013 1200 C 350Feb-11 SPX 12/21/2013 1250 P 1,405Feb-11 SPX 12/21/2013 1250 C 1,500Feb-11 SPX 12/21/2013 1275 P 427Feb-11 SPX 12/21/2013 1275 C 325Feb-11 SPX 12/21/2013 1300 P 3,678Feb-11 SPX 12/21/2013 1300 C 6,802Feb-11 SPX 12/21/2013 1325 P 1,662Feb-11 SPX 12/21/2013 1325 C 1,510Feb-11 SPX 12/21/2013 1350 C 450Feb-11 SPX 12/21/2013 1350 P 300Feb-11 SPX 12/21/2013 1375 C 300Feb-11 SPX 12/21/2013 1375 P 260Feb-11 SPX 12/21/2013 1400 C 376Feb-11 SPX 12/21/2013 1450 C 425Feb-11 SPX 12/21/2013 1500 C 850Feb-11 SPX 12/21/2013 1500 P 30Feb-11 SPX 12/21/2013 1525 C 200Feb-11 SPX 12/21/2013 1550 C 2Feb-11 SPX 12/21/2013 1600 C 2,659Feb-11 SPX 12/21/2013 1700 P 2Feb-11 SPX 12/21/2013 1700 C 353Feb-11 SPX 12/21/2013 1800 C 2,111Feb-11 SPX 12/21/2013 1900 P 3Feb-11 SPX 12/21/2013 1900 C 1,622Feb-11 SPX 12/21/2013 2000 P 92Feb-11 SPX 12/21/2013 2000 C 932Feb-11 SPX 12/21/2013 2250 P 160

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 657: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Feb-11 SPX 12/21/2013 2250 C 13,733Feb-11 SPX 12/21/2013 2500 C 30Feb-11 SPX 12/21/2013 2500 P 507Feb-11 SPX 12/21/2013 3000 P 619Feb-11 SPX 12/21/2013 3000 C 1Mar-11 SPXW 4/1/2011 1000 P 50Mar-11 SPXW 4/1/2011 1025 P 470Mar-11 SPXW 4/1/2011 1050 P 885Mar-11 SPXW 4/1/2011 1075 P 1,371Mar-11 SPXW 4/1/2011 1100 P 4,663Mar-11 SPXW 4/1/2011 1125 P 3,260Mar-11 SPXW 4/1/2011 1150 P 10,616Mar-11 SPXW 4/1/2011 1175 P 6,974Mar-11 SPXW 4/1/2011 1200 C 1Mar-11 SPXW 4/1/2011 1200 P 2,957Mar-11 SPXW 4/1/2011 1205 P 321Mar-11 SPXW 4/1/2011 1210 P 329Mar-11 SPXW 4/1/2011 1215 P 278Mar-11 SPXW 4/1/2011 1220 P 289Mar-11 SPXW 4/1/2011 1225 P 1,440Mar-11 SPXW 4/1/2011 1230 P 319Mar-11 SPXW 4/1/2011 1235 P 286Mar-11 SPXW 4/1/2011 1240 P 1,602Mar-11 SPXW 4/1/2011 1245 P 277Mar-11 SPXW 4/1/2011 1250 P 4,632Mar-11 SPXW 4/1/2011 1255 P 1,835Mar-11 SPXW 4/1/2011 1260 P 1,736Mar-11 SPXW 4/1/2011 1265 C 40Mar-11 SPXW 4/1/2011 1265 P 1,337Mar-11 SPXW 4/1/2011 1270 C 40Mar-11 SPXW 4/1/2011 1270 P 1,582Mar-11 SPXW 4/1/2011 1275 C 37Mar-11 SPXW 4/1/2011 1275 P 2,139Mar-11 SPXW 4/1/2011 1280 P 1,441Mar-11 SPXW 4/1/2011 1280 C 19Mar-11 SPXW 4/1/2011 1285 C 4Mar-11 SPXW 4/1/2011 1285 P 2,067Mar-11 SPXW 4/1/2011 1290 C 90Mar-11 SPXW 4/1/2011 1290 P 1,651Mar-11 SPXW 4/1/2011 1295 P 1,898Mar-11 SPXW 4/1/2011 1295 C 114Mar-11 SPXW 4/1/2011 1300 P 3,079Mar-11 SPXW 4/1/2011 1300 C 34Mar-11 SPXW 4/1/2011 1305 C 38Mar-11 SPXW 4/1/2011 1305 P 8,987Mar-11 SPXW 4/1/2011 1310 C 331Mar-11 SPXW 4/1/2011 1310 P 1,957Mar-11 SPXW 4/1/2011 1315 C 356Mar-11 SPXW 4/1/2011 1315 P 531

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 658: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPXW 4/1/2011 1320 P 4,513Mar-11 SPXW 4/1/2011 1320 C 402Mar-11 SPXW 4/1/2011 1325 C 1,424Mar-11 SPXW 4/1/2011 1325 P 282Mar-11 SPXW 4/1/2011 1330 C 3,279Mar-11 SPXW 4/1/2011 1330 P 1,580Mar-11 SPXW 4/1/2011 1335 C 1,115Mar-11 SPXW 4/1/2011 1335 P 91Mar-11 SPXW 4/1/2011 1340 C 3,111Mar-11 SPXW 4/1/2011 1340 P 93Mar-11 SPXW 4/1/2011 1345 C 4,634Mar-11 SPXW 4/1/2011 1345 P 20Mar-11 SPXW 4/1/2011 1350 C 5,521Mar-11 SPXW 4/1/2011 1350 P 22Mar-11 SPXW 4/1/2011 1355 C 4,117Mar-11 SPXW 4/1/2011 1355 P 5Mar-11 SPXW 4/1/2011 1360 P 25Mar-11 SPXW 4/1/2011 1360 C 2,602Mar-11 SPXW 4/1/2011 1365 C 1,289Mar-11 SPXW 4/1/2011 1370 C 867Mar-11 SPXW 4/1/2011 1375 C 669Mar-11 SPXW 4/1/2011 1375 P 4Mar-11 SPXW 4/1/2011 1400 C 1,066Mar-11 SPXW 4/8/2011 1075 P 1,710Mar-11 SPXW 4/8/2011 1100 P 1,018Mar-11 SPXW 4/8/2011 1125 P 946Mar-11 SPXW 4/8/2011 1150 P 1,805Mar-11 SPXW 4/8/2011 1175 P 2,337Mar-11 SPXW 4/8/2011 1200 P 4,100Mar-11 SPXW 4/8/2011 1225 P 1,173Mar-11 SPXW 4/8/2011 1230 P 557Mar-11 SPXW 4/8/2011 1235 P 36Mar-11 SPXW 4/8/2011 1240 P 1Mar-11 SPXW 4/8/2011 1245 P 19Mar-11 SPXW 4/8/2011 1250 P 228Mar-11 SPXW 4/8/2011 1255 P 21Mar-11 SPXW 4/8/2011 1260 P 99Mar-11 SPXW 4/8/2011 1265 P 94Mar-11 SPXW 4/8/2011 1270 P 199Mar-11 SPXW 4/8/2011 1275 P 1,018Mar-11 SPXW 4/8/2011 1280 P 246Mar-11 SPXW 4/8/2011 1285 P 323Mar-11 SPXW 4/8/2011 1290 P 2,194Mar-11 SPXW 4/8/2011 1295 P 94Mar-11 SPXW 4/8/2011 1300 P 377Mar-11 SPXW 4/8/2011 1305 P 35Mar-11 SPXW 4/8/2011 1310 P 15Mar-11 SPXW 4/8/2011 1315 P 314Mar-11 SPXW 4/8/2011 1320 C 24

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 659: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPXW 4/8/2011 1320 P 18Mar-11 SPXW 4/8/2011 1325 C 119Mar-11 SPXW 4/8/2011 1325 P 113Mar-11 SPXW 4/8/2011 1330 C 343Mar-11 SPXW 4/8/2011 1330 P 271Mar-11 SPXW 4/8/2011 1335 P 6Mar-11 SPXW 4/8/2011 1335 C 37Mar-11 SPXW 4/8/2011 1340 C 250Mar-11 SPXW 4/8/2011 1345 C 97Mar-11 SPXW 4/8/2011 1350 P 2,002Mar-11 SPXW 4/8/2011 1350 C 253Mar-11 SPXW 4/8/2011 1370 C 10Mar-11 SPXW 4/8/2011 1375 C 259Mar-11 SPXW 4/8/2011 1400 C 60Mar-11 SPXW 4/8/2011 1425 C 12Mar-11 SPX 4/16/2011 500 C 3,470Mar-11 SPX 4/16/2011 500 P 3,992Mar-11 SPX 4/16/2011 600 P 761Mar-11 SPX 4/16/2011 650 P 533Mar-11 SPX 4/16/2011 700 P 2,425Mar-11 SPX 4/16/2011 750 P 31,248Mar-11 SPX 4/16/2011 760 P 9,970Mar-11 SPX 4/16/2011 770 P 9,711Mar-11 SPX 4/16/2011 780 P 11,995Mar-11 SPX 4/16/2011 790 P 10,028Mar-11 SPX 4/16/2011 800 C 4Mar-11 SPX 4/16/2011 800 P 25,089Mar-11 SPX 4/16/2011 810 P 10,871Mar-11 SPX 4/16/2011 820 P 7,146Mar-11 SPX 4/16/2011 825 P 5,239Mar-11 SPX 4/16/2011 830 P 7,150Mar-11 SPX 4/16/2011 840 P 8,533Mar-11 SPX 4/16/2011 850 P 14,922Mar-11 SPX 4/16/2011 850 C 7Mar-11 SPX 4/16/2011 860 P 8,552Mar-11 SPX 4/16/2011 870 P 7,693Mar-11 SPX 4/16/2011 875 P 10,186Mar-11 SPX 4/16/2011 880 P 6,626Mar-11 SPX 4/16/2011 890 P 8,993Mar-11 SPX 4/16/2011 900 C 1Mar-11 SPX 4/16/2011 900 P 28,387Mar-11 SPX 4/16/2011 905 P 4,495Mar-11 SPX 4/16/2011 910 P 4,464Mar-11 SPX 4/16/2011 915 P 4,098Mar-11 SPX 4/16/2011 920 P 4,488Mar-11 SPX 4/16/2011 925 P 8,033Mar-11 SPX 4/16/2011 930 P 4,533Mar-11 SPX 4/16/2011 935 P 3,984Mar-11 SPX 4/16/2011 940 P 4,166

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 660: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 4/16/2011 945 P 3,862Mar-11 SPX 4/16/2011 950 P 12,694Mar-11 SPX 4/16/2011 950 C 77Mar-11 SPX 4/16/2011 955 P 4,492Mar-11 SPX 4/16/2011 960 P 4,003Mar-11 SPX 4/16/2011 965 P 3,746Mar-11 SPX 4/16/2011 970 P 3,816Mar-11 SPX 4/16/2011 975 P 14,841Mar-11 SPX 4/16/2011 975 C 206Mar-11 SPX 4/16/2011 980 C 20,000Mar-11 SPX 4/16/2011 980 P 4,468Mar-11 SPX 4/16/2011 985 C 6Mar-11 SPX 4/16/2011 985 P 3,826Mar-11 SPX 4/16/2011 990 P 4,179Mar-11 SPX 4/16/2011 995 P 4,233Mar-11 SPX 4/16/2011 1000 P 38,044Mar-11 SPX 4/16/2011 1000 C 84Mar-11 SPX 4/16/2011 1005 P 3,452Mar-11 SPX 4/16/2011 1010 P 15,878Mar-11 SPX 4/16/2011 1015 P 4,021Mar-11 SPX 4/16/2011 1015 C 25Mar-11 SPX 4/16/2011 1020 C 2Mar-11 SPX 4/16/2011 1020 P 14,818Mar-11 SPX 4/16/2011 1025 C 42Mar-11 SPX 4/16/2011 1025 P 32,080Mar-11 SPX 4/16/2011 1030 C 2,054Mar-11 SPX 4/16/2011 1030 P 4,079Mar-11 SPX 4/16/2011 1035 P 5,616Mar-11 SPX 4/16/2011 1040 C 11Mar-11 SPX 4/16/2011 1040 P 10,579Mar-11 SPX 4/16/2011 1045 P 3,302Mar-11 SPX 4/16/2011 1050 C 196Mar-11 SPX 4/16/2011 1050 P 58,981Mar-11 SPX 4/16/2011 1055 P 3,497Mar-11 SPX 4/16/2011 1060 C 2Mar-11 SPX 4/16/2011 1060 P 7,355Mar-11 SPX 4/16/2011 1065 P 4,555Mar-11 SPX 4/16/2011 1070 P 6,487Mar-11 SPX 4/16/2011 1075 C 206Mar-11 SPX 4/16/2011 1075 P 24,557Mar-11 SPX 4/16/2011 1080 P 5,059Mar-11 SPX 4/16/2011 1080 C 1Mar-11 SPX 4/16/2011 1085 C 10Mar-11 SPX 4/16/2011 1085 P 3,135Mar-11 SPX 4/16/2011 1090 P 9,349Mar-11 SPX 4/16/2011 1095 P 3,298Mar-11 SPX 4/16/2011 1100 C 93Mar-11 SPX 4/16/2011 1100 P 120,580Mar-11 SPX 4/16/2011 1105 P 3,116

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 661: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 4/16/2011 1110 P 5,755Mar-11 SPX 4/16/2011 1115 P 6,443Mar-11 SPX 4/16/2011 1115 C 25Mar-11 SPX 4/16/2011 1120 P 14,495Mar-11 SPX 4/16/2011 1125 C 49Mar-11 SPX 4/16/2011 1125 P 28,267Mar-11 SPX 4/16/2011 1130 C 2Mar-11 SPX 4/16/2011 1130 P 12,445Mar-11 SPX 4/16/2011 1135 C 35Mar-11 SPX 4/16/2011 1135 P 3,178Mar-11 SPX 4/16/2011 1140 P 5,716Mar-11 SPX 4/16/2011 1140 C 24Mar-11 SPX 4/16/2011 1145 P 4,317Mar-11 SPX 4/16/2011 1150 C 504Mar-11 SPX 4/16/2011 1150 P 77,902Mar-11 SPX 4/16/2011 1155 P 3,304Mar-11 SPX 4/16/2011 1155 C 15Mar-11 SPX 4/16/2011 1160 P 9,107Mar-11 SPX 4/16/2011 1160 C 21Mar-11 SPX 4/16/2011 1165 C 31Mar-11 SPX 4/16/2011 1165 P 3,276Mar-11 SPX 4/16/2011 1170 C 20Mar-11 SPX 4/16/2011 1170 P 13,155Mar-11 SPX 4/16/2011 1175 C 15Mar-11 SPX 4/16/2011 1175 P 66,375Mar-11 SPX 4/16/2011 1180 P 16,401Mar-11 SPX 4/16/2011 1180 C 19Mar-11 SPX 4/16/2011 1185 C 20Mar-11 SPX 4/16/2011 1185 P 8,503Mar-11 SPX 4/16/2011 1190 C 10Mar-11 SPX 4/16/2011 1190 P 18,338Mar-11 SPX 4/16/2011 1195 C 217Mar-11 SPX 4/16/2011 1195 P 6,144Mar-11 SPX 4/16/2011 1200 C 303Mar-11 SPX 4/16/2011 1200 P 128,810Mar-11 SPX 4/16/2011 1205 C 14Mar-11 SPX 4/16/2011 1205 P 4,484Mar-11 SPX 4/16/2011 1210 C 30Mar-11 SPX 4/16/2011 1210 P 17,074Mar-11 SPX 4/16/2011 1215 C 34Mar-11 SPX 4/16/2011 1215 P 6,372Mar-11 SPX 4/16/2011 1220 P 21,702Mar-11 SPX 4/16/2011 1220 C 54Mar-11 SPX 4/16/2011 1225 C 362Mar-11 SPX 4/16/2011 1225 P 77,024Mar-11 SPX 4/16/2011 1230 C 128Mar-11 SPX 4/16/2011 1230 P 17,018Mar-11 SPX 4/16/2011 1235 C 10Mar-11 SPX 4/16/2011 1235 P 8,830

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 662: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 4/16/2011 1240 C 48Mar-11 SPX 4/16/2011 1240 P 12,079Mar-11 SPX 4/16/2011 1245 P 8,160Mar-11 SPX 4/16/2011 1245 C 23Mar-11 SPX 4/16/2011 1250 C 21,327Mar-11 SPX 4/16/2011 1250 P 127,283Mar-11 SPX 4/16/2011 1255 C 31Mar-11 SPX 4/16/2011 1255 P 8,976Mar-11 SPX 4/16/2011 1260 P 24,451Mar-11 SPX 4/16/2011 1260 C 529Mar-11 SPX 4/16/2011 1265 C 1,395Mar-11 SPX 4/16/2011 1265 P 21,715Mar-11 SPX 4/16/2011 1270 C 7,048Mar-11 SPX 4/16/2011 1270 P 22,574Mar-11 SPX 4/16/2011 1275 C 29,854Mar-11 SPX 4/16/2011 1275 P 87,398Mar-11 SPX 4/16/2011 1280 C 4,454Mar-11 SPX 4/16/2011 1280 P 22,003Mar-11 SPX 4/16/2011 1285 P 7,012Mar-11 SPX 4/16/2011 1285 C 10,256Mar-11 SPX 4/16/2011 1290 C 9,238Mar-11 SPX 4/16/2011 1290 P 22,097Mar-11 SPX 4/16/2011 1295 C 9,292Mar-11 SPX 4/16/2011 1295 P 4,902Mar-11 SPX 4/16/2011 1300 P 125,802Mar-11 SPX 4/16/2011 1300 C 104,412Mar-11 SPX 4/16/2011 1305 C 14,872Mar-11 SPX 4/16/2011 1305 P 1,497Mar-11 SPX 4/16/2011 1310 C 22,294Mar-11 SPX 4/16/2011 1310 P 39,398Mar-11 SPX 4/16/2011 1315 C 13,588Mar-11 SPX 4/16/2011 1315 P 7,352Mar-11 SPX 4/16/2011 1320 P 26,842Mar-11 SPX 4/16/2011 1320 C 13,929Mar-11 SPX 4/16/2011 1325 C 72,005Mar-11 SPX 4/16/2011 1325 P 31,763Mar-11 SPX 4/16/2011 1330 C 16,514Mar-11 SPX 4/16/2011 1330 P 4,234Mar-11 SPX 4/16/2011 1335 C 9,482Mar-11 SPX 4/16/2011 1335 P 1,026Mar-11 SPX 4/16/2011 1340 P 2,488Mar-11 SPX 4/16/2011 1340 C 23,233Mar-11 SPX 4/16/2011 1345 C 8,792Mar-11 SPX 4/16/2011 1345 P 125Mar-11 SPX 4/16/2011 1350 C 65,694Mar-11 SPX 4/16/2011 1350 P 13,952Mar-11 SPX 4/16/2011 1355 C 12,967Mar-11 SPX 4/16/2011 1355 P 13Mar-11 SPX 4/16/2011 1360 C 29,931

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 663: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 4/16/2011 1360 P 580Mar-11 SPX 4/16/2011 1365 P 115Mar-11 SPX 4/16/2011 1365 C 18,110Mar-11 SPX 4/16/2011 1370 C 20,431Mar-11 SPX 4/16/2011 1370 P 75Mar-11 SPX 4/16/2011 1375 C 47,330Mar-11 SPX 4/16/2011 1375 P 2,878Mar-11 SPX 4/16/2011 1380 C 18,145Mar-11 SPX 4/16/2011 1380 P 11Mar-11 SPX 4/16/2011 1385 P 1Mar-11 SPX 4/16/2011 1385 C 9,145Mar-11 SPX 4/16/2011 1390 C 11,400Mar-11 SPX 4/16/2011 1390 P 2Mar-11 SPX 4/16/2011 1395 C 6,661Mar-11 SPX 4/16/2011 1395 P 1Mar-11 SPX 4/16/2011 1400 P 15Mar-11 SPX 4/16/2011 1400 C 38,865Mar-11 SPX 4/16/2011 1405 C 10,769Mar-11 SPX 4/16/2011 1410 C 6,772Mar-11 SPX 4/16/2011 1410 P 2Mar-11 SPX 4/16/2011 1415 C 2,853Mar-11 SPX 4/16/2011 1420 C 4,904Mar-11 SPX 4/16/2011 1425 C 13,513Mar-11 SPX 4/16/2011 1430 C 3,089Mar-11 SPX 4/16/2011 1435 C 8,347Mar-11 SPX 4/16/2011 1440 C 6,195Mar-11 SPX 4/16/2011 1445 C 2,277Mar-11 SPX 4/16/2011 1450 P 3Mar-11 SPX 4/16/2011 1450 C 14,302Mar-11 SPX 4/16/2011 1455 C 3,722Mar-11 SPX 4/16/2011 1460 C 3,409Mar-11 SPX 4/16/2011 1465 C 3,345Mar-11 SPX 4/16/2011 1475 C 4,919Mar-11 SPX 4/16/2011 1480 C 4Mar-11 SPX 4/16/2011 1490 C 5Mar-11 SPX 4/16/2011 1500 C 6,475Mar-11 SPX 4/16/2011 1500 P 3,471Mar-11 SPX 4/16/2011 1510 C 90Mar-11 SPX 4/16/2011 1520 C 24Mar-11 SPX 4/16/2011 1525 C 2Mar-11 SPX 4/16/2011 1550 C 113Mar-11 SPX 4/16/2011 1600 C 54Mar-11 SPX 5/21/2011 500 P 1,500Mar-11 SPX 5/21/2011 500 C 1,500Mar-11 SPX 5/21/2011 600 P 150Mar-11 SPX 5/21/2011 650 P 13Mar-11 SPX 5/21/2011 700 P 475Mar-11 SPX 5/21/2011 750 P 91Mar-11 SPX 5/21/2011 800 P 11,157

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 664: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 5/21/2011 810 P 2,323Mar-11 SPX 5/21/2011 820 P 50Mar-11 SPX 5/21/2011 825 C 15Mar-11 SPX 5/21/2011 825 P 948Mar-11 SPX 5/21/2011 840 P 8Mar-11 SPX 5/21/2011 850 P 4,995Mar-11 SPX 5/21/2011 860 P 70Mar-11 SPX 5/21/2011 870 P 2,266Mar-11 SPX 5/21/2011 875 C 40Mar-11 SPX 5/21/2011 875 P 1,358Mar-11 SPX 5/21/2011 880 P 13Mar-11 SPX 5/21/2011 890 P 50Mar-11 SPX 5/21/2011 900 P 14,223Mar-11 SPX 5/21/2011 905 P 25Mar-11 SPX 5/21/2011 910 P 55Mar-11 SPX 5/21/2011 915 P 65Mar-11 SPX 5/21/2011 920 P 101Mar-11 SPX 5/21/2011 925 C 15Mar-11 SPX 5/21/2011 925 P 7,854Mar-11 SPX 5/21/2011 930 P 30Mar-11 SPX 5/21/2011 935 P 969Mar-11 SPX 5/21/2011 940 P 25Mar-11 SPX 5/21/2011 945 P 181Mar-11 SPX 5/21/2011 950 C 25Mar-11 SPX 5/21/2011 950 P 5,915Mar-11 SPX 5/21/2011 955 P 116Mar-11 SPX 5/21/2011 960 P 165Mar-11 SPX 5/21/2011 965 C 87Mar-11 SPX 5/21/2011 965 P 200Mar-11 SPX 5/21/2011 970 P 260Mar-11 SPX 5/21/2011 975 C 44Mar-11 SPX 5/21/2011 975 P 7,361Mar-11 SPX 5/21/2011 980 P 173Mar-11 SPX 5/21/2011 985 P 273Mar-11 SPX 5/21/2011 990 C 50Mar-11 SPX 5/21/2011 990 P 2,008Mar-11 SPX 5/21/2011 995 P 303Mar-11 SPX 5/21/2011 1000 C 10Mar-11 SPX 5/21/2011 1000 P 30,515Mar-11 SPX 5/21/2011 1005 P 100Mar-11 SPX 5/21/2011 1010 P 7,152Mar-11 SPX 5/21/2011 1015 P 1,767Mar-11 SPX 5/21/2011 1020 P 12,040Mar-11 SPX 5/21/2011 1025 P 12,187Mar-11 SPX 5/21/2011 1030 P 112Mar-11 SPX 5/21/2011 1030 C 7,500Mar-11 SPX 5/21/2011 1035 P 40Mar-11 SPX 5/21/2011 1040 C 1Mar-11 SPX 5/21/2011 1040 P 5,180

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 665: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 5/21/2011 1045 P 219Mar-11 SPX 5/21/2011 1050 C 25Mar-11 SPX 5/21/2011 1050 P 16,485Mar-11 SPX 5/21/2011 1055 P 817Mar-11 SPX 5/21/2011 1060 C 3Mar-11 SPX 5/21/2011 1060 P 4,661Mar-11 SPX 5/21/2011 1065 C 87Mar-11 SPX 5/21/2011 1065 P 213Mar-11 SPX 5/21/2011 1070 P 7,744Mar-11 SPX 5/21/2011 1075 P 16,516Mar-11 SPX 5/21/2011 1080 C 1Mar-11 SPX 5/21/2011 1080 P 606Mar-11 SPX 5/21/2011 1085 C 2Mar-11 SPX 5/21/2011 1085 P 507Mar-11 SPX 5/21/2011 1090 C 50Mar-11 SPX 5/21/2011 1090 P 594Mar-11 SPX 5/21/2011 1095 P 178Mar-11 SPX 5/21/2011 1100 C 6Mar-11 SPX 5/21/2011 1100 P 21,111Mar-11 SPX 5/21/2011 1105 P 22Mar-11 SPX 5/21/2011 1110 P 1,320Mar-11 SPX 5/21/2011 1115 C 1Mar-11 SPX 5/21/2011 1115 P 93Mar-11 SPX 5/21/2011 1120 C 1Mar-11 SPX 5/21/2011 1120 P 1,753Mar-11 SPX 5/21/2011 1125 P 17,637Mar-11 SPX 5/21/2011 1130 P 432Mar-11 SPX 5/21/2011 1135 P 341Mar-11 SPX 5/21/2011 1135 C 1Mar-11 SPX 5/21/2011 1140 C 1Mar-11 SPX 5/21/2011 1140 P 950Mar-11 SPX 5/21/2011 1145 P 581Mar-11 SPX 5/21/2011 1150 C 3Mar-11 SPX 5/21/2011 1150 P 21,056Mar-11 SPX 5/21/2011 1155 P 15Mar-11 SPX 5/21/2011 1160 P 4,609Mar-11 SPX 5/21/2011 1160 C 6Mar-11 SPX 5/21/2011 1165 P 2,133Mar-11 SPX 5/21/2011 1170 P 4,051Mar-11 SPX 5/21/2011 1175 P 22,128Mar-11 SPX 5/21/2011 1175 C 8Mar-11 SPX 5/21/2011 1180 P 7,762Mar-11 SPX 5/21/2011 1185 C 6Mar-11 SPX 5/21/2011 1185 P 3,437Mar-11 SPX 5/21/2011 1190 P 1,740Mar-11 SPX 5/21/2011 1195 P 792Mar-11 SPX 5/21/2011 1200 P 65,323Mar-11 SPX 5/21/2011 1200 C 7Mar-11 SPX 5/21/2011 1205 P 439

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 666: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 5/21/2011 1210 C 6Mar-11 SPX 5/21/2011 1210 P 3,070Mar-11 SPX 5/21/2011 1215 P 1,088Mar-11 SPX 5/21/2011 1220 C 7Mar-11 SPX 5/21/2011 1220 P 9,368Mar-11 SPX 5/21/2011 1225 C 3Mar-11 SPX 5/21/2011 1225 P 34,921Mar-11 SPX 5/21/2011 1230 C 7Mar-11 SPX 5/21/2011 1230 P 6,812Mar-11 SPX 5/21/2011 1235 P 1,112Mar-11 SPX 5/21/2011 1240 C 21Mar-11 SPX 5/21/2011 1240 P 2,916Mar-11 SPX 5/21/2011 1245 P 49Mar-11 SPX 5/21/2011 1250 C 1,994Mar-11 SPX 5/21/2011 1250 P 37,586Mar-11 SPX 5/21/2011 1255 P 52Mar-11 SPX 5/21/2011 1255 C 8Mar-11 SPX 5/21/2011 1260 C 279Mar-11 SPX 5/21/2011 1260 P 9,905Mar-11 SPX 5/21/2011 1265 C 54Mar-11 SPX 5/21/2011 1265 P 3,553Mar-11 SPX 5/21/2011 1270 C 62Mar-11 SPX 5/21/2011 1270 P 5,143Mar-11 SPX 5/21/2011 1275 C 6,183Mar-11 SPX 5/21/2011 1275 P 22,085Mar-11 SPX 5/21/2011 1280 P 11,860Mar-11 SPX 5/21/2011 1280 C 174Mar-11 SPX 5/21/2011 1285 C 110Mar-11 SPX 5/21/2011 1285 P 125Mar-11 SPX 5/21/2011 1290 C 1,690Mar-11 SPX 5/21/2011 1290 P 5,287Mar-11 SPX 5/21/2011 1295 C 49Mar-11 SPX 5/21/2011 1295 P 33Mar-11 SPX 5/21/2011 1300 P 55,148Mar-11 SPX 5/21/2011 1300 C 25,087Mar-11 SPX 5/21/2011 1305 C 549Mar-11 SPX 5/21/2011 1305 P 197Mar-11 SPX 5/21/2011 1310 C 2,389Mar-11 SPX 5/21/2011 1310 P 3,515Mar-11 SPX 5/21/2011 1315 P 1,198Mar-11 SPX 5/21/2011 1315 C 478Mar-11 SPX 5/21/2011 1320 P 35,936Mar-11 SPX 5/21/2011 1320 C 3,135Mar-11 SPX 5/21/2011 1325 C 21,426Mar-11 SPX 5/21/2011 1325 P 9,483Mar-11 SPX 5/21/2011 1330 C 4,457Mar-11 SPX 5/21/2011 1330 P 2,397Mar-11 SPX 5/21/2011 1335 C 1,107Mar-11 SPX 5/21/2011 1335 P 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 667: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 5/21/2011 1340 P 1,114Mar-11 SPX 5/21/2011 1340 C 5,094Mar-11 SPX 5/21/2011 1345 C 2,179Mar-11 SPX 5/21/2011 1350 C 30,697Mar-11 SPX 5/21/2011 1350 P 1,157Mar-11 SPX 5/21/2011 1355 C 3,611Mar-11 SPX 5/21/2011 1355 P 7Mar-11 SPX 5/21/2011 1360 C 13,315Mar-11 SPX 5/21/2011 1365 C 7,748Mar-11 SPX 5/21/2011 1365 P 60Mar-11 SPX 5/21/2011 1370 C 15,336Mar-11 SPX 5/21/2011 1375 P 2,002Mar-11 SPX 5/21/2011 1375 C 23,689Mar-11 SPX 5/21/2011 1380 C 11,991Mar-11 SPX 5/21/2011 1385 C 5,190Mar-11 SPX 5/21/2011 1390 C 1,346Mar-11 SPX 5/21/2011 1395 C 1,775Mar-11 SPX 5/21/2011 1400 P 403Mar-11 SPX 5/21/2011 1400 C 32,827Mar-11 SPX 5/21/2011 1405 C 2,562Mar-11 SPX 5/21/2011 1410 C 3,696Mar-11 SPX 5/21/2011 1415 C 459Mar-11 SPX 5/21/2011 1420 C 435Mar-11 SPX 5/21/2011 1425 C 11,466Mar-11 SPX 5/21/2011 1430 C 895Mar-11 SPX 5/21/2011 1435 C 388Mar-11 SPX 5/21/2011 1440 C 1,202Mar-11 SPX 5/21/2011 1445 C 31Mar-11 SPX 5/21/2011 1450 C 9,110Mar-11 SPX 5/21/2011 1460 C 344Mar-11 SPX 5/21/2011 1470 C 228Mar-11 SPX 5/21/2011 1475 C 2,740Mar-11 SPX 5/21/2011 1480 C 86Mar-11 SPX 5/21/2011 1490 C 1,760Mar-11 SPX 5/21/2011 1500 P 1,500Mar-11 SPX 5/21/2011 1500 C 1,531Mar-11 SPX 5/21/2011 1525 C 1Mar-11 SPX 5/21/2011 1550 C 1,202Mar-11 SPX 5/21/2011 1700 P 40Mar-11 SPX 6/18/2011 100 P 23,348Mar-11 SPX 6/18/2011 100 C 1Mar-11 SPX 6/18/2011 200 P 4,944Mar-11 SPX 6/18/2011 200 C 313Mar-11 SPX 6/18/2011 225 C 628Mar-11 SPX 6/18/2011 225 P 243Mar-11 SPX 6/18/2011 250 C 570Mar-11 SPX 6/18/2011 250 P 734Mar-11 SPX 6/18/2011 275 P 66Mar-11 SPX 6/18/2011 300 P 263

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 668: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 6/18/2011 300 C 1,925Mar-11 SPX 6/18/2011 325 P 142Mar-11 SPX 6/18/2011 350 C 3Mar-11 SPX 6/18/2011 350 P 100Mar-11 SPX 6/18/2011 375 P 435Mar-11 SPX 6/18/2011 400 P 6,137Mar-11 SPX 6/18/2011 400 C 1,150Mar-11 SPX 6/18/2011 425 P 234Mar-11 SPX 6/18/2011 450 C 500Mar-11 SPX 6/18/2011 450 P 94Mar-11 SPX 6/18/2011 475 P 65Mar-11 SPX 6/18/2011 500 P 68,259Mar-11 SPX 6/18/2011 500 C 65,199Mar-11 SPX 6/18/2011 525 P 2,425Mar-11 SPX 6/18/2011 550 P 5,397Mar-11 SPX 6/18/2011 600 C 324Mar-11 SPX 6/18/2011 600 P 57,778Mar-11 SPX 6/18/2011 625 C 628Mar-11 SPX 6/18/2011 625 P 5,876Mar-11 SPX 6/18/2011 650 C 7Mar-11 SPX 6/18/2011 650 P 23,471Mar-11 SPX 6/18/2011 675 P 680Mar-11 SPX 6/18/2011 700 C 50Mar-11 SPX 6/18/2011 700 P 44,308Mar-11 SPX 6/18/2011 725 P 534Mar-11 SPX 6/18/2011 750 P 38,584Mar-11 SPX 6/18/2011 775 P 2,223Mar-11 SPX 6/18/2011 800 C 140Mar-11 SPX 6/18/2011 800 P 109,272Mar-11 SPX 6/18/2011 825 P 4,847Mar-11 SPX 6/18/2011 850 P 33,412Mar-11 SPX 6/18/2011 875 P 2,852Mar-11 SPX 6/18/2011 900 C 2,169Mar-11 SPX 6/18/2011 900 P 48,590Mar-11 SPX 6/18/2011 910 P 50Mar-11 SPX 6/18/2011 915 P 50Mar-11 SPX 6/18/2011 920 P 139Mar-11 SPX 6/18/2011 925 P 12,215Mar-11 SPX 6/18/2011 940 P 60Mar-11 SPX 6/18/2011 950 C 1,450Mar-11 SPX 6/18/2011 950 P 100,336Mar-11 SPX 6/18/2011 960 P 3Mar-11 SPX 6/18/2011 970 P 100Mar-11 SPX 6/18/2011 975 C 1,946Mar-11 SPX 6/18/2011 975 P 27,400Mar-11 SPX 6/18/2011 980 P 2,103Mar-11 SPX 6/18/2011 990 P 100Mar-11 SPX 6/18/2011 1000 P 64,143Mar-11 SPX 6/18/2011 1000 C 13,150

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 669: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 6/18/2011 1025 C 5,747Mar-11 SPX 6/18/2011 1025 P 19,226Mar-11 SPX 6/18/2011 1030 P 3Mar-11 SPX 6/18/2011 1050 C 14,428Mar-11 SPX 6/18/2011 1050 P 61,668Mar-11 SPX 6/18/2011 1060 C 248Mar-11 SPX 6/18/2011 1060 P 8,487Mar-11 SPX 6/18/2011 1070 P 20Mar-11 SPX 6/18/2011 1075 C 12,287Mar-11 SPX 6/18/2011 1075 P 26,914Mar-11 SPX 6/18/2011 1080 C 75Mar-11 SPX 6/18/2011 1080 P 722Mar-11 SPX 6/18/2011 1090 P 1Mar-11 SPX 6/18/2011 1100 C 32,198Mar-11 SPX 6/18/2011 1100 P 85,217Mar-11 SPX 6/18/2011 1110 P 1,000Mar-11 SPX 6/18/2011 1120 P 3,017Mar-11 SPX 6/18/2011 1125 P 41,367Mar-11 SPX 6/18/2011 1125 C 12,470Mar-11 SPX 6/18/2011 1130 P 22Mar-11 SPX 6/18/2011 1140 P 16Mar-11 SPX 6/18/2011 1150 C 17,579Mar-11 SPX 6/18/2011 1150 P 76,883Mar-11 SPX 6/18/2011 1170 P 963Mar-11 SPX 6/18/2011 1175 C 21,931Mar-11 SPX 6/18/2011 1175 P 42,956Mar-11 SPX 6/18/2011 1180 P 2,415Mar-11 SPX 6/18/2011 1185 P 7Mar-11 SPX 6/18/2011 1190 P 3,456Mar-11 SPX 6/18/2011 1190 C 1,130Mar-11 SPX 6/18/2011 1200 C 75,896Mar-11 SPX 6/18/2011 1200 P 105,377Mar-11 SPX 6/18/2011 1215 P 6Mar-11 SPX 6/18/2011 1220 C 32Mar-11 SPX 6/18/2011 1220 P 5,732Mar-11 SPX 6/18/2011 1225 C 16,723Mar-11 SPX 6/18/2011 1225 P 46,780Mar-11 SPX 6/18/2011 1230 P 196Mar-11 SPX 6/18/2011 1240 C 3Mar-11 SPX 6/18/2011 1240 P 2,819Mar-11 SPX 6/18/2011 1245 P 250Mar-11 SPX 6/18/2011 1250 C 65,154Mar-11 SPX 6/18/2011 1250 P 70,390Mar-11 SPX 6/18/2011 1255 P 7,238Mar-11 SPX 6/18/2011 1255 C 7,125Mar-11 SPX 6/18/2011 1260 C 10,328Mar-11 SPX 6/18/2011 1260 P 10,224Mar-11 SPX 6/18/2011 1265 C 15,315Mar-11 SPX 6/18/2011 1265 P 14,993

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 670: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 6/18/2011 1270 C 23,408Mar-11 SPX 6/18/2011 1270 P 24,376Mar-11 SPX 6/18/2011 1275 C 37,628Mar-11 SPX 6/18/2011 1275 P 52,849Mar-11 SPX 6/18/2011 1280 P 15,351Mar-11 SPX 6/18/2011 1280 C 11,871Mar-11 SPX 6/18/2011 1285 C 9,321Mar-11 SPX 6/18/2011 1285 P 9,290Mar-11 SPX 6/18/2011 1290 C 20,354Mar-11 SPX 6/18/2011 1290 P 19,958Mar-11 SPX 6/18/2011 1295 C 27,497Mar-11 SPX 6/18/2011 1295 P 27,464Mar-11 SPX 6/18/2011 1300 P 117,140Mar-11 SPX 6/18/2011 1300 C 120,949Mar-11 SPX 6/18/2011 1305 C 13,732Mar-11 SPX 6/18/2011 1305 P 13,688Mar-11 SPX 6/18/2011 1310 P 16,479Mar-11 SPX 6/18/2011 1310 C 17,228Mar-11 SPX 6/18/2011 1315 C 9,408Mar-11 SPX 6/18/2011 1315 P 9,919Mar-11 SPX 6/18/2011 1320 P 8,720Mar-11 SPX 6/18/2011 1320 C 10,946Mar-11 SPX 6/18/2011 1325 P 36,667Mar-11 SPX 6/18/2011 1325 C 38,161Mar-11 SPX 6/18/2011 1330 C 698Mar-11 SPX 6/18/2011 1330 P 8Mar-11 SPX 6/18/2011 1335 C 464Mar-11 SPX 6/18/2011 1340 C 325Mar-11 SPX 6/18/2011 1345 P 8Mar-11 SPX 6/18/2011 1345 C 10Mar-11 SPX 6/18/2011 1350 C 60,308Mar-11 SPX 6/18/2011 1350 P 5,298Mar-11 SPX 6/18/2011 1355 C 108Mar-11 SPX 6/18/2011 1360 C 1,531Mar-11 SPX 6/18/2011 1365 C 9,346Mar-11 SPX 6/18/2011 1370 C 266Mar-11 SPX 6/18/2011 1375 C 31,412Mar-11 SPX 6/18/2011 1375 P 2,717Mar-11 SPX 6/18/2011 1380 C 419Mar-11 SPX 6/18/2011 1385 C 216Mar-11 SPX 6/18/2011 1390 C 90Mar-11 SPX 6/18/2011 1395 C 8Mar-11 SPX 6/18/2011 1400 C 62,961Mar-11 SPX 6/18/2011 1400 P 3,346Mar-11 SPX 6/18/2011 1410 C 25Mar-11 SPX 6/18/2011 1420 C 4Mar-11 SPX 6/18/2011 1420 P 8Mar-11 SPX 6/18/2011 1425 C 30,608Mar-11 SPX 6/18/2011 1425 P 42

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 671: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 6/18/2011 1440 C 193Mar-11 SPX 6/18/2011 1450 C 28,630Mar-11 SPX 6/18/2011 1450 P 707Mar-11 SPX 6/18/2011 1475 C 14,561Mar-11 SPX 6/18/2011 1500 P 63,333Mar-11 SPX 6/18/2011 1500 C 84,169Mar-11 SPX 6/18/2011 1525 C 5,010Mar-11 SPX 6/18/2011 1550 C 6,106Mar-11 SPX 6/18/2011 1550 P 3Mar-11 SPX 6/18/2011 1600 C 878Mar-11 SPX 6/18/2011 1600 P 20Mar-11 SPX 6/18/2011 1650 C 166Mar-11 SPX 6/18/2011 1700 P 1,198Mar-11 SPX 6/18/2011 1700 C 137Mar-11 SPX 6/18/2011 1800 C 1,142Mar-11 SPX 6/18/2011 1800 P 1,053Mar-11 SPX 6/18/2011 1900 P 1,118Mar-11 SPX 6/18/2011 2000 P 975Mar-11 SPX 6/18/2011 2000 C 1Mar-11 SPX 6/18/2011 2250 P 99Mar-11 SPX 6/18/2011 2250 C 70Mar-11 SPX 6/18/2011 2500 P 162Mar-11 SPX 6/18/2011 3000 P 50Mar-11 SPX 7/16/2011 200 P 1Mar-11 SPX 7/16/2011 300 P 1Mar-11 SPX 7/16/2011 400 P 1Mar-11 SPX 7/16/2011 500 P 1Mar-11 SPX 7/16/2011 800 P 29,971Mar-11 SPX 7/16/2011 850 P 200Mar-11 SPX 7/16/2011 900 P 2,700Mar-11 SPX 7/16/2011 925 P 28Mar-11 SPX 7/16/2011 950 P 338Mar-11 SPX 7/16/2011 1000 P 9,100Mar-11 SPX 7/16/2011 1025 P 200Mar-11 SPX 7/16/2011 1050 P 1,132Mar-11 SPX 7/16/2011 1075 P 122Mar-11 SPX 7/16/2011 1100 P 214Mar-11 SPX 7/16/2011 1125 P 7,531Mar-11 SPX 7/16/2011 1150 C 1Mar-11 SPX 7/16/2011 1150 P 2,256Mar-11 SPX 7/16/2011 1175 P 1,315Mar-11 SPX 7/16/2011 1200 P 11,872Mar-11 SPX 7/16/2011 1225 P 1,014Mar-11 SPX 7/16/2011 1250 P 16,029Mar-11 SPX 7/16/2011 1250 C 10Mar-11 SPX 7/16/2011 1275 P 1,851Mar-11 SPX 7/16/2011 1300 C 1,870Mar-11 SPX 7/16/2011 1300 P 6,427Mar-11 SPX 7/16/2011 1325 C 1,605

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 672: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 7/16/2011 1325 P 310Mar-11 SPX 7/16/2011 1350 C 2,781Mar-11 SPX 7/16/2011 1350 P 7Mar-11 SPX 7/16/2011 1375 C 2,029Mar-11 SPX 7/16/2011 1400 C 3,243Mar-11 SPX 7/16/2011 1425 C 1Mar-11 SPX 7/16/2011 1450 C 444Mar-11 SPX 7/16/2011 1475 C 1Mar-11 SPX 7/16/2011 1500 C 2Mar-11 SPX 9/17/2011 200 P 47Mar-11 SPX 9/17/2011 300 P 25Mar-11 SPX 9/17/2011 350 P 68Mar-11 SPX 9/17/2011 400 P 1,827Mar-11 SPX 9/17/2011 500 C 2,900Mar-11 SPX 9/17/2011 500 P 3,319Mar-11 SPX 9/17/2011 550 P 10Mar-11 SPX 9/17/2011 600 P 6,212Mar-11 SPX 9/17/2011 625 P 200Mar-11 SPX 9/17/2011 650 P 7,625Mar-11 SPX 9/17/2011 675 P 609Mar-11 SPX 9/17/2011 700 P 22,124Mar-11 SPX 9/17/2011 725 P 635Mar-11 SPX 9/17/2011 750 P 1,595Mar-11 SPX 9/17/2011 775 P 1,848Mar-11 SPX 9/17/2011 800 P 27,723Mar-11 SPX 9/17/2011 825 C 2Mar-11 SPX 9/17/2011 825 P 1,581Mar-11 SPX 9/17/2011 850 P 1,871Mar-11 SPX 9/17/2011 875 P 89Mar-11 SPX 9/17/2011 900 P 69,700Mar-11 SPX 9/17/2011 925 C 9Mar-11 SPX 9/17/2011 925 P 1,913Mar-11 SPX 9/17/2011 950 P 9,042Mar-11 SPX 9/17/2011 975 P 4,136Mar-11 SPX 9/17/2011 1000 C 604Mar-11 SPX 9/17/2011 1000 P 23,957Mar-11 SPX 9/17/2011 1025 P 16,226Mar-11 SPX 9/17/2011 1050 C 250Mar-11 SPX 9/17/2011 1050 P 17,126Mar-11 SPX 9/17/2011 1075 P 6,220Mar-11 SPX 9/17/2011 1075 C 510Mar-11 SPX 9/17/2011 1100 C 1,652Mar-11 SPX 9/17/2011 1100 P 37,380Mar-11 SPX 9/17/2011 1125 C 1,849Mar-11 SPX 9/17/2011 1125 P 19,323Mar-11 SPX 9/17/2011 1150 P 16,904Mar-11 SPX 9/17/2011 1150 C 4,101Mar-11 SPX 9/17/2011 1175 C 6,551Mar-11 SPX 9/17/2011 1175 P 24,906

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 673: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 9/17/2011 1200 C 3,830Mar-11 SPX 9/17/2011 1200 P 48,646Mar-11 SPX 9/17/2011 1225 C 4,987Mar-11 SPX 9/17/2011 1225 P 43,615Mar-11 SPX 9/17/2011 1250 C 44,428Mar-11 SPX 9/17/2011 1250 P 55,490Mar-11 SPX 9/17/2011 1275 P 18,247Mar-11 SPX 9/17/2011 1275 C 94,615Mar-11 SPX 9/17/2011 1300 C 48,407Mar-11 SPX 9/17/2011 1300 P 50,512Mar-11 SPX 9/17/2011 1325 C 20,728Mar-11 SPX 9/17/2011 1325 P 7,250Mar-11 SPX 9/17/2011 1350 P 8,709Mar-11 SPX 9/17/2011 1350 C 16,048Mar-11 SPX 9/17/2011 1375 C 10,126Mar-11 SPX 9/17/2011 1375 P 250Mar-11 SPX 9/17/2011 1400 C 87,392Mar-11 SPX 9/17/2011 1400 P 1,609Mar-11 SPX 9/17/2011 1425 C 6,702Mar-11 SPX 9/17/2011 1425 P 507Mar-11 SPX 9/17/2011 1450 P 250Mar-11 SPX 9/17/2011 1450 C 17,458Mar-11 SPX 9/17/2011 1475 C 1,078Mar-11 SPX 9/17/2011 1500 C 11,437Mar-11 SPX 9/17/2011 1500 P 3,097Mar-11 SPX 9/17/2011 1525 C 1,052Mar-11 SPX 9/17/2011 1550 C 2,046Mar-11 SPX 9/17/2011 1600 C 6,506Mar-11 SPX 9/17/2011 1650 C 846Mar-11 SPX 9/17/2011 1700 C 1,072Mar-11 SPX 9/17/2011 1750 C 149Mar-11 SPX 9/17/2011 1800 C 28Mar-11 SPX 9/17/2011 3000 P 100Mar-11 SPX 9/17/2011 3000 C 162Mar-11 SPX 12/17/2011 50 P 27,401Mar-11 SPX 12/17/2011 100 C 109Mar-11 SPX 12/17/2011 100 P 16,174Mar-11 SPX 12/17/2011 150 P 2,283Mar-11 SPX 12/17/2011 200 P 50,966Mar-11 SPX 12/17/2011 200 C 3Mar-11 SPX 12/17/2011 225 P 8,624Mar-11 SPX 12/17/2011 250 C 15Mar-11 SPX 12/17/2011 250 P 133,639Mar-11 SPX 12/17/2011 275 P 17,813Mar-11 SPX 12/17/2011 280 P 6,067Mar-11 SPX 12/17/2011 280 C 102Mar-11 SPX 12/17/2011 300 C 85Mar-11 SPX 12/17/2011 300 P 33,778Mar-11 SPX 12/17/2011 325 P 3,004

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 674: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 12/17/2011 350 C 10Mar-11 SPX 12/17/2011 350 P 3,990Mar-11 SPX 12/17/2011 375 P 284Mar-11 SPX 12/17/2011 400 C 82Mar-11 SPX 12/17/2011 400 P 142,223Mar-11 SPX 12/17/2011 425 P 351Mar-11 SPX 12/17/2011 450 C 8Mar-11 SPX 12/17/2011 450 P 12,486Mar-11 SPX 12/17/2011 475 P 476Mar-11 SPX 12/17/2011 500 C 3,814Mar-11 SPX 12/17/2011 500 P 24,530Mar-11 SPX 12/17/2011 525 P 8,236Mar-11 SPX 12/17/2011 550 P 30,062Mar-11 SPX 12/17/2011 550 C 6Mar-11 SPX 12/17/2011 575 P 8,139Mar-11 SPX 12/17/2011 600 C 33Mar-11 SPX 12/17/2011 600 P 74,130Mar-11 SPX 12/17/2011 650 C 1,217Mar-11 SPX 12/17/2011 650 P 38,722Mar-11 SPX 12/17/2011 675 P 21,275Mar-11 SPX 12/17/2011 700 P 71,997Mar-11 SPX 12/17/2011 700 C 5,392Mar-11 SPX 12/17/2011 725 P 2,022Mar-11 SPX 12/17/2011 750 C 404Mar-11 SPX 12/17/2011 750 P 37,923Mar-11 SPX 12/17/2011 770 P 100Mar-11 SPX 12/17/2011 775 C 4Mar-11 SPX 12/17/2011 775 P 12,659Mar-11 SPX 12/17/2011 800 C 13,233Mar-11 SPX 12/17/2011 800 P 86,150Mar-11 SPX 12/17/2011 825 C 151Mar-11 SPX 12/17/2011 825 P 5,259Mar-11 SPX 12/17/2011 850 C 6,744Mar-11 SPX 12/17/2011 850 P 30,419Mar-11 SPX 12/17/2011 875 P 5,336Mar-11 SPX 12/17/2011 900 C 17,657Mar-11 SPX 12/17/2011 900 P 89,488Mar-11 SPX 12/17/2011 920 C 606Mar-11 SPX 12/17/2011 920 P 3,870Mar-11 SPX 12/17/2011 925 P 9,729Mar-11 SPX 12/17/2011 950 C 6,425Mar-11 SPX 12/17/2011 950 P 28,840Mar-11 SPX 12/17/2011 975 P 14,771Mar-11 SPX 12/17/2011 975 C 9Mar-11 SPX 12/17/2011 1000 C 19,536Mar-11 SPX 12/17/2011 1000 P 85,045Mar-11 SPX 12/17/2011 1025 C 2,032Mar-11 SPX 12/17/2011 1025 P 12,993Mar-11 SPX 12/17/2011 1030 P 1,820

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 675: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 12/17/2011 1050 C 14,924Mar-11 SPX 12/17/2011 1050 P 46,360Mar-11 SPX 12/17/2011 1075 C 8,421Mar-11 SPX 12/17/2011 1075 P 27,401Mar-11 SPX 12/17/2011 1090 P 1,250Mar-11 SPX 12/17/2011 1095 P 500Mar-11 SPX 12/17/2011 1100 P 113,697Mar-11 SPX 12/17/2011 1100 C 70,464Mar-11 SPX 12/17/2011 1125 C 20,735Mar-11 SPX 12/17/2011 1125 P 37,603Mar-11 SPX 12/17/2011 1140 P 81Mar-11 SPX 12/17/2011 1150 P 50,335Mar-11 SPX 12/17/2011 1150 C 36,146Mar-11 SPX 12/17/2011 1175 C 17,726Mar-11 SPX 12/17/2011 1175 P 32,074Mar-11 SPX 12/17/2011 1180 P 377Mar-11 SPX 12/17/2011 1200 C 74,547Mar-11 SPX 12/17/2011 1200 P 85,907Mar-11 SPX 12/17/2011 1225 P 6,744Mar-11 SPX 12/17/2011 1225 C 10,403Mar-11 SPX 12/17/2011 1250 C 30,632Mar-11 SPX 12/17/2011 1250 P 41,628Mar-11 SPX 12/17/2011 1275 C 29,832Mar-11 SPX 12/17/2011 1275 P 31,849Mar-11 SPX 12/17/2011 1300 C 89,638Mar-11 SPX 12/17/2011 1300 P 52,024Mar-11 SPX 12/17/2011 1325 P 9,161Mar-11 SPX 12/17/2011 1325 C 23,096Mar-11 SPX 12/17/2011 1350 C 36,001Mar-11 SPX 12/17/2011 1350 P 5,218Mar-11 SPX 12/17/2011 1375 C 21,351Mar-11 SPX 12/17/2011 1375 P 1,248Mar-11 SPX 12/17/2011 1400 C 182,274Mar-11 SPX 12/17/2011 1400 P 19,371Mar-11 SPX 12/17/2011 1425 C 19,195Mar-11 SPX 12/17/2011 1425 P 5Mar-11 SPX 12/17/2011 1450 P 3,811Mar-11 SPX 12/17/2011 1450 C 44,486Mar-11 SPX 12/17/2011 1475 C 16,497Mar-11 SPX 12/17/2011 1475 P 500Mar-11 SPX 12/17/2011 1500 C 90,460Mar-11 SPX 12/17/2011 1500 P 6,421Mar-11 SPX 12/17/2011 1525 C 1,028Mar-11 SPX 12/17/2011 1550 C 12,570Mar-11 SPX 12/17/2011 1550 P 12Mar-11 SPX 12/17/2011 1600 C 43,495Mar-11 SPX 12/17/2011 1600 P 534Mar-11 SPX 12/17/2011 1700 C 11,755Mar-11 SPX 12/17/2011 1700 P 2,097

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 676: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 12/17/2011 1800 C 862Mar-11 SPX 12/17/2011 1800 P 119Mar-11 SPX 12/17/2011 1900 P 107Mar-11 SPX 12/17/2011 1900 C 634Mar-11 SPX 12/17/2011 2000 P 228Mar-11 SPX 12/17/2011 2000 C 5,709Mar-11 SPX 12/17/2011 2250 C 181Mar-11 SPX 12/17/2011 2250 P 80Mar-11 SPX 12/17/2011 2500 C 494Mar-11 SPX 12/17/2011 2500 P 223Mar-11 SPX 12/17/2011 3000 P 237Mar-11 SPX 12/17/2011 3000 C 1,146Mar-11 SPX 3/17/2012 600 P 29Mar-11 SPX 3/17/2012 800 P 3Mar-11 SPX 3/17/2012 900 P 1,142Mar-11 SPX 3/17/2012 950 P 10Mar-11 SPX 3/17/2012 975 P 300Mar-11 SPX 3/17/2012 1000 P 610Mar-11 SPX 3/17/2012 1050 P 200Mar-11 SPX 3/17/2012 1100 P 6,962Mar-11 SPX 3/17/2012 1125 P 2,900Mar-11 SPX 3/17/2012 1150 P 2,500Mar-11 SPX 3/17/2012 1175 P 1,140Mar-11 SPX 3/17/2012 1200 P 1,900Mar-11 SPX 3/17/2012 1225 P 2,012Mar-11 SPX 3/17/2012 1250 P 2,556Mar-11 SPX 3/17/2012 1275 P 2,500Mar-11 SPX 3/17/2012 1275 C 330Mar-11 SPX 3/17/2012 1300 C 3,589Mar-11 SPX 3/17/2012 1300 P 3,802Mar-11 SPX 3/17/2012 1325 C 960Mar-11 SPX 3/17/2012 1325 P 4,061Mar-11 SPX 3/17/2012 1350 C 1,572Mar-11 SPX 3/17/2012 1350 P 1Mar-11 SPX 3/17/2012 1375 C 1,625Mar-11 SPX 3/17/2012 1400 C 1,651Mar-11 SPX 3/17/2012 1425 C 276Mar-11 SPX 3/17/2012 1450 C 490Mar-11 SPX 3/17/2012 1475 C 5Mar-11 SPX 3/17/2012 1500 C 2Mar-11 SPX 3/17/2012 1550 C 1,755Mar-11 SPX 6/16/2012 100 C 1Mar-11 SPX 6/16/2012 100 P 278Mar-11 SPX 6/16/2012 200 P 4,792Mar-11 SPX 6/16/2012 300 P 407Mar-11 SPX 6/16/2012 400 P 97Mar-11 SPX 6/16/2012 450 P 117Mar-11 SPX 6/16/2012 500 P 843Mar-11 SPX 6/16/2012 550 P 75

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 677: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 6/16/2012 600 P 25,291Mar-11 SPX 6/16/2012 650 P 1,283Mar-11 SPX 6/16/2012 700 C 381Mar-11 SPX 6/16/2012 700 P 2,296Mar-11 SPX 6/16/2012 725 P 50Mar-11 SPX 6/16/2012 750 P 1,320Mar-11 SPX 6/16/2012 775 P 153Mar-11 SPX 6/16/2012 800 C 1,500Mar-11 SPX 6/16/2012 800 P 14,475Mar-11 SPX 6/16/2012 825 P 328Mar-11 SPX 6/16/2012 850 P 1,151Mar-11 SPX 6/16/2012 875 P 564Mar-11 SPX 6/16/2012 900 P 5,208Mar-11 SPX 6/16/2012 925 P 573Mar-11 SPX 6/16/2012 950 C 100Mar-11 SPX 6/16/2012 950 P 712Mar-11 SPX 6/16/2012 975 P 126Mar-11 SPX 6/16/2012 1000 P 5,463Mar-11 SPX 6/16/2012 1025 P 156Mar-11 SPX 6/16/2012 1050 C 2,550Mar-11 SPX 6/16/2012 1050 P 10,212Mar-11 SPX 6/16/2012 1075 P 1,686Mar-11 SPX 6/16/2012 1075 C 2,550Mar-11 SPX 6/16/2012 1100 P 12,102Mar-11 SPX 6/16/2012 1100 C 5,345Mar-11 SPX 6/16/2012 1125 C 715Mar-11 SPX 6/16/2012 1125 P 738Mar-11 SPX 6/16/2012 1150 C 1,337Mar-11 SPX 6/16/2012 1150 P 10,257Mar-11 SPX 6/16/2012 1175 C 617Mar-11 SPX 6/16/2012 1175 P 3,431Mar-11 SPX 6/16/2012 1200 P 4,546Mar-11 SPX 6/16/2012 1200 C 2,901Mar-11 SPX 6/16/2012 1225 C 145Mar-11 SPX 6/16/2012 1225 P 2,527Mar-11 SPX 6/16/2012 1250 C 2,366Mar-11 SPX 6/16/2012 1250 P 4,017Mar-11 SPX 6/16/2012 1275 C 2,181Mar-11 SPX 6/16/2012 1275 P 3,567Mar-11 SPX 6/16/2012 1300 P 7,546Mar-11 SPX 6/16/2012 1300 C 19,881Mar-11 SPX 6/16/2012 1325 C 1,186Mar-11 SPX 6/16/2012 1325 P 1,263Mar-11 SPX 6/16/2012 1350 C 6,019Mar-11 SPX 6/16/2012 1350 P 1,970Mar-11 SPX 6/16/2012 1375 C 3,852Mar-11 SPX 6/16/2012 1400 C 9,748Mar-11 SPX 6/16/2012 1400 P 560Mar-11 SPX 6/16/2012 1425 C 123

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 678: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 6/16/2012 1450 C 4,573Mar-11 SPX 6/16/2012 1450 P 12Mar-11 SPX 6/16/2012 1475 C 1,538Mar-11 SPX 6/16/2012 1500 C 11,133Mar-11 SPX 6/16/2012 1550 C 2,730Mar-11 SPX 6/16/2012 1600 C 3,509Mar-11 SPX 6/16/2012 1625 C 10,010Mar-11 SPX 6/16/2012 1700 C 1,828Mar-11 SPX 6/16/2012 1800 C 304Mar-11 SPX 6/16/2012 1800 P 3Mar-11 SPX 6/16/2012 1900 C 354Mar-11 SPX 6/16/2012 2000 C 50Mar-11 SPX 6/16/2012 2250 P 16Mar-11 SPX 6/16/2012 2250 C 1Mar-11 SPX 6/16/2012 2500 C 36Mar-11 SPX 6/16/2012 2500 P 248Mar-11 SPX 6/16/2012 3000 C 56Mar-11 SPX 6/16/2012 3000 P 2Mar-11 SPX 12/22/2012 100 C 107Mar-11 SPX 12/22/2012 100 P 7,633Mar-11 SPX 12/22/2012 200 P 13,569Mar-11 SPX 12/22/2012 200 C 29Mar-11 SPX 12/22/2012 250 P 6,725Mar-11 SPX 12/22/2012 300 C 29Mar-11 SPX 12/22/2012 300 P 2,932Mar-11 SPX 12/22/2012 350 C 2Mar-11 SPX 12/22/2012 350 P 5,343Mar-11 SPX 12/22/2012 400 P 22,285Mar-11 SPX 12/22/2012 400 C 1Mar-11 SPX 12/22/2012 450 P 2,990Mar-11 SPX 12/22/2012 450 C 10Mar-11 SPX 12/22/2012 500 C 4,110Mar-11 SPX 12/22/2012 500 P 21,764Mar-11 SPX 12/22/2012 550 P 13,899Mar-11 SPX 12/22/2012 600 P 80,168Mar-11 SPX 12/22/2012 600 C 21Mar-11 SPX 12/22/2012 650 C 5Mar-11 SPX 12/22/2012 650 P 4,773Mar-11 SPX 12/22/2012 675 P 154Mar-11 SPX 12/22/2012 700 C 4,555Mar-11 SPX 12/22/2012 700 P 19,677Mar-11 SPX 12/22/2012 750 P 13,352Mar-11 SPX 12/22/2012 800 P 22,427Mar-11 SPX 12/22/2012 800 C 2,624Mar-11 SPX 12/22/2012 825 P 672Mar-11 SPX 12/22/2012 825 C 600Mar-11 SPX 12/22/2012 850 P 73,069Mar-11 SPX 12/22/2012 875 P 1,018Mar-11 SPX 12/22/2012 900 P 54,604

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 679: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 12/22/2012 900 C 3,720Mar-11 SPX 12/22/2012 925 C 2Mar-11 SPX 12/22/2012 925 P 4,494Mar-11 SPX 12/22/2012 950 C 5,236Mar-11 SPX 12/22/2012 950 P 19,566Mar-11 SPX 12/22/2012 975 C 7Mar-11 SPX 12/22/2012 975 P 452Mar-11 SPX 12/22/2012 1000 P 32,929Mar-11 SPX 12/22/2012 1000 C 15,510Mar-11 SPX 12/22/2012 1025 C 3,401Mar-11 SPX 12/22/2012 1025 P 2,704Mar-11 SPX 12/22/2012 1050 C 14,902Mar-11 SPX 12/22/2012 1050 P 31,743Mar-11 SPX 12/22/2012 1075 P 7,033Mar-11 SPX 12/22/2012 1075 C 4,028Mar-11 SPX 12/22/2012 1100 C 33,605Mar-11 SPX 12/22/2012 1100 P 49,139Mar-11 SPX 12/22/2012 1125 C 7,629Mar-11 SPX 12/22/2012 1125 P 7,853Mar-11 SPX 12/22/2012 1150 P 37,041Mar-11 SPX 12/22/2012 1150 C 23,439Mar-11 SPX 12/22/2012 1175 P 8,730Mar-11 SPX 12/22/2012 1175 C 8,105Mar-11 SPX 12/22/2012 1200 C 25,853Mar-11 SPX 12/22/2012 1200 P 73,565Mar-11 SPX 12/22/2012 1220 C 1,170Mar-11 SPX 12/22/2012 1220 P 1,277Mar-11 SPX 12/22/2012 1225 C 3,901Mar-11 SPX 12/22/2012 1225 P 5,011Mar-11 SPX 12/22/2012 1250 P 12,882Mar-11 SPX 12/22/2012 1250 C 27,893Mar-11 SPX 12/22/2012 1275 C 8,575Mar-11 SPX 12/22/2012 1275 P 16,903Mar-11 SPX 12/22/2012 1300 P 31,255Mar-11 SPX 12/22/2012 1300 C 28,751Mar-11 SPX 12/22/2012 1325 P 6,008Mar-11 SPX 12/22/2012 1325 C 13,160Mar-11 SPX 12/22/2012 1350 P 3,312Mar-11 SPX 12/22/2012 1350 C 16,273Mar-11 SPX 12/22/2012 1400 P 8,957Mar-11 SPX 12/22/2012 1400 C 33,519Mar-11 SPX 12/22/2012 1450 C 15,115Mar-11 SPX 12/22/2012 1450 P 702Mar-11 SPX 12/22/2012 1500 C 42,390Mar-11 SPX 12/22/2012 1500 P 4,110Mar-11 SPX 12/22/2012 1550 C 7,336Mar-11 SPX 12/22/2012 1550 P 10Mar-11 SPX 12/22/2012 1600 C 111,625Mar-11 SPX 12/22/2012 1600 P 25

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 680: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 12/22/2012 1650 C 11Mar-11 SPX 12/22/2012 1700 C 14,047Mar-11 SPX 12/22/2012 1700 P 72Mar-11 SPX 12/22/2012 1750 C 3,000Mar-11 SPX 12/22/2012 1800 C 49,200Mar-11 SPX 12/22/2012 1800 P 68Mar-11 SPX 12/22/2012 1900 C 12,040Mar-11 SPX 12/22/2012 1900 P 163Mar-11 SPX 12/22/2012 2000 C 52,774Mar-11 SPX 12/22/2012 2000 P 342Mar-11 SPX 12/22/2012 2250 P 170Mar-11 SPX 12/22/2012 2250 C 226Mar-11 SPX 12/22/2012 2500 C 911Mar-11 SPX 12/22/2012 2500 P 754Mar-11 SPX 12/22/2012 3000 P 8Mar-11 SPX 12/21/2013 100 C 1,727Mar-11 SPX 12/21/2013 100 P 235Mar-11 SPX 12/21/2013 200 C 1,350Mar-11 SPX 12/21/2013 200 P 67Mar-11 SPX 12/21/2013 250 P 740Mar-11 SPX 12/21/2013 300 P 4,160Mar-11 SPX 12/21/2013 350 P 93Mar-11 SPX 12/21/2013 400 P 113Mar-11 SPX 12/21/2013 450 P 91Mar-11 SPX 12/21/2013 500 P 139Mar-11 SPX 12/21/2013 550 P 27Mar-11 SPX 12/21/2013 600 P 227Mar-11 SPX 12/21/2013 650 P 1,300Mar-11 SPX 12/21/2013 700 P 1,186Mar-11 SPX 12/21/2013 750 P 557Mar-11 SPX 12/21/2013 800 C 353Mar-11 SPX 12/21/2013 800 P 1,733Mar-11 SPX 12/21/2013 850 C 3Mar-11 SPX 12/21/2013 850 P 4,017Mar-11 SPX 12/21/2013 900 C 17Mar-11 SPX 12/21/2013 900 P 1,017Mar-11 SPX 12/21/2013 950 P 4Mar-11 SPX 12/21/2013 975 P 1Mar-11 SPX 12/21/2013 1000 P 2,477Mar-11 SPX 12/21/2013 1000 C 6Mar-11 SPX 12/21/2013 1050 P 302Mar-11 SPX 12/21/2013 1050 C 8Mar-11 SPX 12/21/2013 1075 P 127Mar-11 SPX 12/21/2013 1075 C 1Mar-11 SPX 12/21/2013 1100 C 5Mar-11 SPX 12/21/2013 1100 P 3,404Mar-11 SPX 12/21/2013 1125 P 2,003Mar-11 SPX 12/21/2013 1150 P 526Mar-11 SPX 12/21/2013 1150 C 100

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 681: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Mar-11 SPX 12/21/2013 1200 C 351Mar-11 SPX 12/21/2013 1200 P 2,177Mar-11 SPX 12/21/2013 1250 P 2,308Mar-11 SPX 12/21/2013 1250 C 3,051Mar-11 SPX 12/21/2013 1275 P 807Mar-11 SPX 12/21/2013 1275 C 635Mar-11 SPX 12/21/2013 1300 C 8,834Mar-11 SPX 12/21/2013 1300 P 5,908Mar-11 SPX 12/21/2013 1325 C 2,810Mar-11 SPX 12/21/2013 1325 P 2,160Mar-11 SPX 12/21/2013 1350 P 300Mar-11 SPX 12/21/2013 1350 C 1,550Mar-11 SPX 12/21/2013 1375 C 300Mar-11 SPX 12/21/2013 1375 P 385Mar-11 SPX 12/21/2013 1400 C 2,087Mar-11 SPX 12/21/2013 1425 C 400Mar-11 SPX 12/21/2013 1450 C 2,083Mar-11 SPX 12/21/2013 1500 C 1,200Mar-11 SPX 12/21/2013 1500 P 30Mar-11 SPX 12/21/2013 1525 C 200Mar-11 SPX 12/21/2013 1550 C 2Mar-11 SPX 12/21/2013 1600 C 2,909Mar-11 SPX 12/21/2013 1700 C 2,050Mar-11 SPX 12/21/2013 1700 P 2Mar-11 SPX 12/21/2013 1800 C 2,112Mar-11 SPX 12/21/2013 1900 P 3Mar-11 SPX 12/21/2013 1900 C 2,122Mar-11 SPX 12/21/2013 2000 C 957Mar-11 SPX 12/21/2013 2000 P 92Mar-11 SPX 12/21/2013 2250 C 13,882Mar-11 SPX 12/21/2013 2250 P 160Mar-11 SPX 12/21/2013 2500 P 507Mar-11 SPX 12/21/2013 2500 C 30Mar-11 SPX 12/21/2013 3000 C 1Mar-11 SPX 12/21/2013 3000 P 632Apr-11 SPXW 4/29/2011 1100 P 8Apr-11 SPXW 4/29/2011 1125 P 3,060Apr-11 SPXW 4/29/2011 1150 P 5,254Apr-11 SPXW 4/29/2011 1175 P 11,090Apr-11 SPXW 4/29/2011 1200 P 8,282Apr-11 SPXW 4/29/2011 1225 P 1,852Apr-11 SPXW 4/29/2011 1235 P 691Apr-11 SPXW 4/29/2011 1240 P 458Apr-11 SPXW 4/29/2011 1245 P 60Apr-11 SPXW 4/29/2011 1250 P 3,546Apr-11 SPXW 4/29/2011 1255 P 36Apr-11 SPXW 4/29/2011 1260 P 124Apr-11 SPXW 4/29/2011 1265 P 467Apr-11 SPXW 4/29/2011 1270 P 239

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 682: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPXW 4/29/2011 1275 P 3,347Apr-11 SPXW 4/29/2011 1280 P 753Apr-11 SPXW 4/29/2011 1285 P 1,011Apr-11 SPXW 4/29/2011 1290 P 1,876Apr-11 SPXW 4/29/2011 1295 P 2,142Apr-11 SPXW 4/29/2011 1300 P 8,040Apr-11 SPXW 4/29/2011 1305 P 668Apr-11 SPXW 4/29/2011 1310 P 4,027Apr-11 SPXW 4/29/2011 1315 P 1,342Apr-11 SPXW 4/29/2011 1320 P 798Apr-11 SPXW 4/29/2011 1325 P 2,112Apr-11 SPXW 4/29/2011 1330 P 2,213Apr-11 SPXW 4/29/2011 1335 P 1,883Apr-11 SPXW 4/29/2011 1340 P 2,818Apr-11 SPXW 4/29/2011 1345 P 1,953Apr-11 SPXW 4/29/2011 1350 P 3,028Apr-11 SPXW 4/29/2011 1355 P 1,443Apr-11 SPXW 4/29/2011 1360 P 2,384Apr-11 SPXW 4/29/2011 1365 C 6,353Apr-11 SPXW 4/29/2011 1370 C 6,802Apr-11 SPXW 4/29/2011 1375 C 5,548Apr-11 SPXW 4/29/2011 1380 C 2,382Apr-11 SPXW 4/29/2011 1385 C 4,234Apr-11 SPXW 4/29/2011 1400 C 3,351Apr-11 SPXW 4/29/2011 1425 C 3,096Apr-11 SPXW 5/6/2011 1125 P 5,682Apr-11 SPXW 5/6/2011 1150 P 1,365Apr-11 SPXW 5/6/2011 1175 P 17,566Apr-11 SPXW 5/6/2011 1200 P 933Apr-11 SPXW 5/6/2011 1225 P 5,630Apr-11 SPXW 5/6/2011 1250 P 274Apr-11 SPXW 5/6/2011 1255 P 59Apr-11 SPXW 5/6/2011 1260 P 5Apr-11 SPXW 5/6/2011 1265 P 15Apr-11 SPXW 5/6/2011 1270 P 18Apr-11 SPXW 5/6/2011 1275 P 79Apr-11 SPXW 5/6/2011 1280 P 252Apr-11 SPXW 5/6/2011 1285 P 332Apr-11 SPXW 5/6/2011 1290 P 2,123Apr-11 SPXW 5/6/2011 1290 C 25Apr-11 SPXW 5/6/2011 1295 P 173Apr-11 SPXW 5/6/2011 1300 P 3,724Apr-11 SPXW 5/6/2011 1300 C 2Apr-11 SPXW 5/6/2011 1305 P 263Apr-11 SPXW 5/6/2011 1305 C 1Apr-11 SPXW 5/6/2011 1310 P 5,301Apr-11 SPXW 5/6/2011 1315 P 307Apr-11 SPXW 5/6/2011 1320 P 634Apr-11 SPXW 5/6/2011 1325 P 799

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 683: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPXW 5/6/2011 1330 P 1,650Apr-11 SPXW 5/6/2011 1330 C 6Apr-11 SPXW 5/6/2011 1335 P 471Apr-11 SPXW 5/6/2011 1335 C 11Apr-11 SPXW 5/6/2011 1340 P 386Apr-11 SPXW 5/6/2011 1340 C 71Apr-11 SPXW 5/6/2011 1345 P 189Apr-11 SPXW 5/6/2011 1345 C 146Apr-11 SPXW 5/6/2011 1350 P 1,594Apr-11 SPXW 5/6/2011 1350 C 1,031Apr-11 SPXW 5/6/2011 1355 C 85Apr-11 SPXW 5/6/2011 1355 P 314Apr-11 SPXW 5/6/2011 1360 P 4,182Apr-11 SPXW 5/6/2011 1360 C 3,471Apr-11 SPXW 5/6/2011 1365 P 279Apr-11 SPXW 5/6/2011 1365 C 557Apr-11 SPXW 5/6/2011 1370 P 5Apr-11 SPXW 5/6/2011 1370 C 2,648Apr-11 SPXW 5/6/2011 1375 P 5Apr-11 SPXW 5/6/2011 1375 C 297Apr-11 SPXW 5/6/2011 1380 C 1,133Apr-11 SPXW 5/6/2011 1385 C 2,985Apr-11 SPXW 5/6/2011 1390 C 572Apr-11 SPXW 5/6/2011 1395 C 2,206Apr-11 SPXW 5/6/2011 1400 C 3,113Apr-11 SPXW 5/6/2011 1425 C 1,150Apr-11 SPXW 5/6/2011 1450 C 3,775Apr-11 SPX 5/21/2011 500 C 4,500Apr-11 SPX 5/21/2011 500 P 4,500Apr-11 SPX 5/21/2011 600 C 300Apr-11 SPX 5/21/2011 600 P 150Apr-11 SPX 5/21/2011 650 P 14Apr-11 SPX 5/21/2011 700 P 586Apr-11 SPX 5/21/2011 750 P 310Apr-11 SPX 5/21/2011 775 C 3Apr-11 SPX 5/21/2011 775 P 288Apr-11 SPX 5/21/2011 800 C 1Apr-11 SPX 5/21/2011 800 P 16,156Apr-11 SPX 5/21/2011 810 P 3,396Apr-11 SPX 5/21/2011 820 P 1,599Apr-11 SPX 5/21/2011 825 C 16Apr-11 SPX 5/21/2011 825 P 2,114Apr-11 SPX 5/21/2011 830 P 1,499Apr-11 SPX 5/21/2011 840 P 2,440Apr-11 SPX 5/21/2011 850 C 2Apr-11 SPX 5/21/2011 850 P 8,439Apr-11 SPX 5/21/2011 860 P 2,981Apr-11 SPX 5/21/2011 870 P 4,206Apr-11 SPX 5/21/2011 870 C 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 684: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 5/21/2011 875 C 41Apr-11 SPX 5/21/2011 875 P 2,881Apr-11 SPX 5/21/2011 880 C 3Apr-11 SPX 5/21/2011 880 P 2,111Apr-11 SPX 5/21/2011 890 P 2,498Apr-11 SPX 5/21/2011 900 P 19,495Apr-11 SPX 5/21/2011 905 C 3Apr-11 SPX 5/21/2011 905 P 2,339Apr-11 SPX 5/21/2011 910 P 2,392Apr-11 SPX 5/21/2011 910 C 3Apr-11 SPX 5/21/2011 915 C 3Apr-11 SPX 5/21/2011 915 P 2,226Apr-11 SPX 5/21/2011 920 P 2,737Apr-11 SPX 5/21/2011 925 C 15Apr-11 SPX 5/21/2011 925 P 11,572Apr-11 SPX 5/21/2011 930 P 2,846Apr-11 SPX 5/21/2011 935 P 3,153Apr-11 SPX 5/21/2011 935 C 3Apr-11 SPX 5/21/2011 940 P 2,098Apr-11 SPX 5/21/2011 945 C 3Apr-11 SPX 5/21/2011 945 P 2,601Apr-11 SPX 5/21/2011 950 C 26Apr-11 SPX 5/21/2011 950 P 15,825Apr-11 SPX 5/21/2011 955 P 2,355Apr-11 SPX 5/21/2011 955 C 3Apr-11 SPX 5/21/2011 960 P 3,090Apr-11 SPX 5/21/2011 965 C 90Apr-11 SPX 5/21/2011 965 P 2,630Apr-11 SPX 5/21/2011 970 C 3Apr-11 SPX 5/21/2011 970 P 2,722Apr-11 SPX 5/21/2011 975 C 44Apr-11 SPX 5/21/2011 975 P 11,057Apr-11 SPX 5/21/2011 980 C 25Apr-11 SPX 5/21/2011 980 P 3,019Apr-11 SPX 5/21/2011 985 P 2,922Apr-11 SPX 5/21/2011 985 C 3Apr-11 SPX 5/21/2011 990 C 50Apr-11 SPX 5/21/2011 990 P 4,560Apr-11 SPX 5/21/2011 995 C 3Apr-11 SPX 5/21/2011 995 P 2,661Apr-11 SPX 5/21/2011 1000 C 172Apr-11 SPX 5/21/2011 1000 P 45,236Apr-11 SPX 5/21/2011 1005 C 3Apr-11 SPX 5/21/2011 1005 P 2,681Apr-11 SPX 5/21/2011 1010 P 8,242Apr-11 SPX 5/21/2011 1010 C 3Apr-11 SPX 5/21/2011 1015 P 3,533Apr-11 SPX 5/21/2011 1020 P 14,668Apr-11 SPX 5/21/2011 1025 C 33

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 685: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 5/21/2011 1025 P 22,474Apr-11 SPX 5/21/2011 1030 C 7,609Apr-11 SPX 5/21/2011 1030 P 2,546Apr-11 SPX 5/21/2011 1035 P 2,652Apr-11 SPX 5/21/2011 1040 C 6Apr-11 SPX 5/21/2011 1040 P 8,332Apr-11 SPX 5/21/2011 1045 P 3,671Apr-11 SPX 5/21/2011 1050 C 188Apr-11 SPX 5/21/2011 1050 P 34,501Apr-11 SPX 5/21/2011 1055 P 3,282Apr-11 SPX 5/21/2011 1060 P 7,499Apr-11 SPX 5/21/2011 1060 C 12Apr-11 SPX 5/21/2011 1065 P 2,953Apr-11 SPX 5/21/2011 1065 C 91Apr-11 SPX 5/21/2011 1070 P 7,671Apr-11 SPX 5/21/2011 1070 C 3Apr-11 SPX 5/21/2011 1075 P 42,477Apr-11 SPX 5/21/2011 1080 P 3,708Apr-11 SPX 5/21/2011 1080 C 26Apr-11 SPX 5/21/2011 1085 C 2Apr-11 SPX 5/21/2011 1085 P 3,087Apr-11 SPX 5/21/2011 1090 P 3,346Apr-11 SPX 5/21/2011 1090 C 53Apr-11 SPX 5/21/2011 1095 P 2,666Apr-11 SPX 5/21/2011 1100 C 65Apr-11 SPX 5/21/2011 1100 P 67,316Apr-11 SPX 5/21/2011 1105 P 2,432Apr-11 SPX 5/21/2011 1110 C 3Apr-11 SPX 5/21/2011 1110 P 7,808Apr-11 SPX 5/21/2011 1115 C 1Apr-11 SPX 5/21/2011 1115 P 3,359Apr-11 SPX 5/21/2011 1120 C 1Apr-11 SPX 5/21/2011 1120 P 5,451Apr-11 SPX 5/21/2011 1125 C 34Apr-11 SPX 5/21/2011 1125 P 23,499Apr-11 SPX 5/21/2011 1130 C 1,130Apr-11 SPX 5/21/2011 1130 P 5,738Apr-11 SPX 5/21/2011 1135 P 2,551Apr-11 SPX 5/21/2011 1135 C 26Apr-11 SPX 5/21/2011 1140 C 24Apr-11 SPX 5/21/2011 1140 P 9,291Apr-11 SPX 5/21/2011 1145 P 2,779Apr-11 SPX 5/21/2011 1150 C 87Apr-11 SPX 5/21/2011 1150 P 68,508Apr-11 SPX 5/21/2011 1155 C 16Apr-11 SPX 5/21/2011 1155 P 4,640Apr-11 SPX 5/21/2011 1160 P 8,531Apr-11 SPX 5/21/2011 1160 C 6Apr-11 SPX 5/21/2011 1165 P 2,988

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 686: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 5/21/2011 1165 C 25Apr-11 SPX 5/21/2011 1170 C 5Apr-11 SPX 5/21/2011 1170 P 8,086Apr-11 SPX 5/21/2011 1175 C 16Apr-11 SPX 5/21/2011 1175 P 62,181Apr-11 SPX 5/21/2011 1180 P 13,139Apr-11 SPX 5/21/2011 1180 C 8,520Apr-11 SPX 5/21/2011 1185 P 6,320Apr-11 SPX 5/21/2011 1185 C 8,506Apr-11 SPX 5/21/2011 1190 P 5,442Apr-11 SPX 5/21/2011 1190 C 9Apr-11 SPX 5/21/2011 1195 C 199Apr-11 SPX 5/21/2011 1195 P 3,693Apr-11 SPX 5/21/2011 1200 C 8Apr-11 SPX 5/21/2011 1200 P 99,292Apr-11 SPX 5/21/2011 1205 P 2,734Apr-11 SPX 5/21/2011 1210 C 6Apr-11 SPX 5/21/2011 1210 P 9,150Apr-11 SPX 5/21/2011 1215 P 4,173Apr-11 SPX 5/21/2011 1220 P 16,465Apr-11 SPX 5/21/2011 1220 C 50Apr-11 SPX 5/21/2011 1225 P 49,608Apr-11 SPX 5/21/2011 1225 C 4,020Apr-11 SPX 5/21/2011 1230 P 13,096Apr-11 SPX 5/21/2011 1230 C 53Apr-11 SPX 5/21/2011 1235 P 4,787Apr-11 SPX 5/21/2011 1235 C 2Apr-11 SPX 5/21/2011 1240 C 1,335Apr-11 SPX 5/21/2011 1240 P 18,661Apr-11 SPX 5/21/2011 1245 P 4,049Apr-11 SPX 5/21/2011 1245 C 6Apr-11 SPX 5/21/2011 1250 P 115,580Apr-11 SPX 5/21/2011 1250 C 2,582Apr-11 SPX 5/21/2011 1255 P 3,779Apr-11 SPX 5/21/2011 1255 C 18Apr-11 SPX 5/21/2011 1260 P 15,261Apr-11 SPX 5/21/2011 1260 C 980Apr-11 SPX 5/21/2011 1265 P 7,098Apr-11 SPX 5/21/2011 1265 C 107Apr-11 SPX 5/21/2011 1270 P 13,262Apr-11 SPX 5/21/2011 1270 C 109Apr-11 SPX 5/21/2011 1275 C 6,401Apr-11 SPX 5/21/2011 1275 P 59,466Apr-11 SPX 5/21/2011 1280 P 23,909Apr-11 SPX 5/21/2011 1280 C 568Apr-11 SPX 5/21/2011 1285 P 5,081Apr-11 SPX 5/21/2011 1285 C 504Apr-11 SPX 5/21/2011 1290 P 10,175Apr-11 SPX 5/21/2011 1290 C 1,614

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 687: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 5/21/2011 1295 P 5,338Apr-11 SPX 5/21/2011 1295 C 357Apr-11 SPX 5/21/2011 1300 P 122,601Apr-11 SPX 5/21/2011 1300 C 55,079Apr-11 SPX 5/21/2011 1305 P 4,374Apr-11 SPX 5/21/2011 1305 C 1,370Apr-11 SPX 5/21/2011 1310 P 31,030Apr-11 SPX 5/21/2011 1310 C 13,467Apr-11 SPX 5/21/2011 1315 C 2,850Apr-11 SPX 5/21/2011 1315 P 5,923Apr-11 SPX 5/21/2011 1320 P 31,851Apr-11 SPX 5/21/2011 1320 C 19,407Apr-11 SPX 5/21/2011 1325 P 68,271Apr-11 SPX 5/21/2011 1325 C 61,199Apr-11 SPX 5/21/2011 1330 P 11,467Apr-11 SPX 5/21/2011 1330 C 16,255Apr-11 SPX 5/21/2011 1335 P 3,657Apr-11 SPX 5/21/2011 1335 C 9,332Apr-11 SPX 5/21/2011 1340 P 8,268Apr-11 SPX 5/21/2011 1340 C 23,546Apr-11 SPX 5/21/2011 1345 P 831Apr-11 SPX 5/21/2011 1345 C 11,597Apr-11 SPX 5/21/2011 1350 C 71,670Apr-11 SPX 5/21/2011 1350 P 24,095Apr-11 SPX 5/21/2011 1355 P 530Apr-11 SPX 5/21/2011 1355 C 15,793Apr-11 SPX 5/21/2011 1360 P 3,526Apr-11 SPX 5/21/2011 1360 C 37,260Apr-11 SPX 5/21/2011 1365 P 2,010Apr-11 SPX 5/21/2011 1365 C 17,131Apr-11 SPX 5/21/2011 1370 P 6,829Apr-11 SPX 5/21/2011 1370 C 30,195Apr-11 SPX 5/21/2011 1375 P 11,388Apr-11 SPX 5/21/2011 1375 C 45,506Apr-11 SPX 5/21/2011 1380 P 26Apr-11 SPX 5/21/2011 1380 C 23,860Apr-11 SPX 5/21/2011 1385 P 805Apr-11 SPX 5/21/2011 1385 C 24,705Apr-11 SPX 5/21/2011 1390 C 27,922Apr-11 SPX 5/21/2011 1390 P 12,020Apr-11 SPX 5/21/2011 1395 P 12,005Apr-11 SPX 5/21/2011 1395 C 10,106Apr-11 SPX 5/21/2011 1400 P 1,455Apr-11 SPX 5/21/2011 1400 C 43,477Apr-11 SPX 5/21/2011 1405 P 3Apr-11 SPX 5/21/2011 1405 C 12,966Apr-11 SPX 5/21/2011 1410 P 44Apr-11 SPX 5/21/2011 1410 C 12,465Apr-11 SPX 5/21/2011 1415 P 4

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 688: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 5/21/2011 1415 C 5,136Apr-11 SPX 5/21/2011 1420 C 4,574Apr-11 SPX 5/21/2011 1425 C 24,084Apr-11 SPX 5/21/2011 1425 P 1Apr-11 SPX 5/21/2011 1430 P 1Apr-11 SPX 5/21/2011 1430 C 10,761Apr-11 SPX 5/21/2011 1435 P 1Apr-11 SPX 5/21/2011 1435 C 2,736Apr-11 SPX 5/21/2011 1440 C 4,335Apr-11 SPX 5/21/2011 1445 C 7,347Apr-11 SPX 5/21/2011 1450 P 350Apr-11 SPX 5/21/2011 1450 C 13,832Apr-11 SPX 5/21/2011 1460 C 17,031Apr-11 SPX 5/21/2011 1470 C 1,995Apr-11 SPX 5/21/2011 1475 P 25Apr-11 SPX 5/21/2011 1475 C 5,126Apr-11 SPX 5/21/2011 1480 C 2,452Apr-11 SPX 5/21/2011 1490 P 1Apr-11 SPX 5/21/2011 1490 C 2,418Apr-11 SPX 5/21/2011 1500 P 4,500Apr-11 SPX 5/21/2011 1500 C 9,868Apr-11 SPX 5/21/2011 1525 C 4,092Apr-11 SPX 5/21/2011 1550 C 1,406Apr-11 SPX 5/21/2011 1600 C 12Apr-11 SPX 5/21/2011 1700 P 40Apr-11 SPX 6/18/2011 100 P 23,348Apr-11 SPX 6/18/2011 100 C 1Apr-11 SPX 6/18/2011 200 P 4,944Apr-11 SPX 6/18/2011 200 C 313Apr-11 SPX 6/18/2011 225 P 243Apr-11 SPX 6/18/2011 225 C 628Apr-11 SPX 6/18/2011 250 C 570Apr-11 SPX 6/18/2011 250 P 734Apr-11 SPX 6/18/2011 275 P 66Apr-11 SPX 6/18/2011 300 P 263Apr-11 SPX 6/18/2011 300 C 1,925Apr-11 SPX 6/18/2011 325 P 142Apr-11 SPX 6/18/2011 350 P 100Apr-11 SPX 6/18/2011 350 C 3Apr-11 SPX 6/18/2011 375 P 435Apr-11 SPX 6/18/2011 400 P 6,137Apr-11 SPX 6/18/2011 400 C 1,150Apr-11 SPX 6/18/2011 425 P 234Apr-11 SPX 6/18/2011 450 C 500Apr-11 SPX 6/18/2011 450 P 94Apr-11 SPX 6/18/2011 475 P 65Apr-11 SPX 6/18/2011 500 P 92,767Apr-11 SPX 6/18/2011 500 C 88,759Apr-11 SPX 6/18/2011 525 P 2,425

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 689: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 6/18/2011 550 P 5,437Apr-11 SPX 6/18/2011 600 P 57,949Apr-11 SPX 6/18/2011 600 C 324Apr-11 SPX 6/18/2011 625 P 5,983Apr-11 SPX 6/18/2011 625 C 628Apr-11 SPX 6/18/2011 650 C 7Apr-11 SPX 6/18/2011 650 P 25,909Apr-11 SPX 6/18/2011 675 P 685Apr-11 SPX 6/18/2011 700 P 44,333Apr-11 SPX 6/18/2011 700 C 50Apr-11 SPX 6/18/2011 725 P 534Apr-11 SPX 6/18/2011 750 P 38,474Apr-11 SPX 6/18/2011 775 P 2,282Apr-11 SPX 6/18/2011 800 P 111,513Apr-11 SPX 6/18/2011 800 C 142Apr-11 SPX 6/18/2011 825 P 5,072Apr-11 SPX 6/18/2011 850 P 34,406Apr-11 SPX 6/18/2011 860 P 1Apr-11 SPX 6/18/2011 870 P 1Apr-11 SPX 6/18/2011 875 P 4,020Apr-11 SPX 6/18/2011 880 P 1Apr-11 SPX 6/18/2011 890 P 658Apr-11 SPX 6/18/2011 900 P 55,831Apr-11 SPX 6/18/2011 900 C 2,220Apr-11 SPX 6/18/2011 905 P 1Apr-11 SPX 6/18/2011 910 P 50Apr-11 SPX 6/18/2011 915 P 121Apr-11 SPX 6/18/2011 920 P 339Apr-11 SPX 6/18/2011 925 P 16,846Apr-11 SPX 6/18/2011 930 P 15Apr-11 SPX 6/18/2011 935 P 1Apr-11 SPX 6/18/2011 940 P 1,408Apr-11 SPX 6/18/2011 945 P 15Apr-11 SPX 6/18/2011 950 P 102,313Apr-11 SPX 6/18/2011 950 C 1,781Apr-11 SPX 6/18/2011 955 P 1Apr-11 SPX 6/18/2011 960 P 8Apr-11 SPX 6/18/2011 965 P 1Apr-11 SPX 6/18/2011 970 P 100Apr-11 SPX 6/18/2011 975 P 27,552Apr-11 SPX 6/18/2011 975 C 1,965Apr-11 SPX 6/18/2011 980 C 20,000Apr-11 SPX 6/18/2011 980 P 2,203Apr-11 SPX 6/18/2011 985 P 1Apr-11 SPX 6/18/2011 990 P 103Apr-11 SPX 6/18/2011 995 P 1Apr-11 SPX 6/18/2011 1000 P 70,919Apr-11 SPX 6/18/2011 1000 C 15,720Apr-11 SPX 6/18/2011 1005 P 100

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 690: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 6/18/2011 1010 P 200Apr-11 SPX 6/18/2011 1015 P 100Apr-11 SPX 6/18/2011 1020 P 360Apr-11 SPX 6/18/2011 1025 P 19,035Apr-11 SPX 6/18/2011 1025 C 5,748Apr-11 SPX 6/18/2011 1030 P 125Apr-11 SPX 6/18/2011 1035 P 200Apr-11 SPX 6/18/2011 1040 P 1,206Apr-11 SPX 6/18/2011 1045 P 250Apr-11 SPX 6/18/2011 1050 C 14,451Apr-11 SPX 6/18/2011 1050 P 57,417Apr-11 SPX 6/18/2011 1055 P 100Apr-11 SPX 6/18/2011 1060 P 8,265Apr-11 SPX 6/18/2011 1060 C 248Apr-11 SPX 6/18/2011 1065 P 103Apr-11 SPX 6/18/2011 1070 P 293Apr-11 SPX 6/18/2011 1075 P 31,686Apr-11 SPX 6/18/2011 1075 C 12,287Apr-11 SPX 6/18/2011 1080 P 928Apr-11 SPX 6/18/2011 1080 C 85Apr-11 SPX 6/18/2011 1085 P 38Apr-11 SPX 6/18/2011 1085 C 2Apr-11 SPX 6/18/2011 1090 P 51Apr-11 SPX 6/18/2011 1095 P 76Apr-11 SPX 6/18/2011 1100 P 107,138Apr-11 SPX 6/18/2011 1100 C 32,203Apr-11 SPX 6/18/2011 1105 P 4Apr-11 SPX 6/18/2011 1110 P 1,256Apr-11 SPX 6/18/2011 1115 P 180Apr-11 SPX 6/18/2011 1120 P 3,083Apr-11 SPX 6/18/2011 1125 C 12,369Apr-11 SPX 6/18/2011 1125 P 48,274Apr-11 SPX 6/18/2011 1130 P 153Apr-11 SPX 6/18/2011 1135 P 30Apr-11 SPX 6/18/2011 1140 P 1,063Apr-11 SPX 6/18/2011 1145 P 621Apr-11 SPX 6/18/2011 1150 P 81,659Apr-11 SPX 6/18/2011 1150 C 17,727Apr-11 SPX 6/18/2011 1155 P 12Apr-11 SPX 6/18/2011 1160 P 2,272Apr-11 SPX 6/18/2011 1160 C 21Apr-11 SPX 6/18/2011 1165 P 11Apr-11 SPX 6/18/2011 1170 P 3,910Apr-11 SPX 6/18/2011 1170 C 20Apr-11 SPX 6/18/2011 1175 P 50,026Apr-11 SPX 6/18/2011 1175 C 21,616Apr-11 SPX 6/18/2011 1180 P 4,498Apr-11 SPX 6/18/2011 1185 P 1,664Apr-11 SPX 6/18/2011 1190 P 3,682

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 691: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 6/18/2011 1190 C 1,111Apr-11 SPX 6/18/2011 1195 P 41Apr-11 SPX 6/18/2011 1200 P 124,317Apr-11 SPX 6/18/2011 1200 C 75,917Apr-11 SPX 6/18/2011 1205 P 426Apr-11 SPX 6/18/2011 1210 P 3,669Apr-11 SPX 6/18/2011 1210 C 8Apr-11 SPX 6/18/2011 1215 P 1,178Apr-11 SPX 6/18/2011 1220 P 9,793Apr-11 SPX 6/18/2011 1220 C 34Apr-11 SPX 6/18/2011 1225 P 59,466Apr-11 SPX 6/18/2011 1225 C 21,308Apr-11 SPX 6/18/2011 1230 P 3,980Apr-11 SPX 6/18/2011 1235 C 8Apr-11 SPX 6/18/2011 1235 P 1,793Apr-11 SPX 6/18/2011 1240 P 6,877Apr-11 SPX 6/18/2011 1240 C 9Apr-11 SPX 6/18/2011 1245 P 514Apr-11 SPX 6/18/2011 1250 P 110,276Apr-11 SPX 6/18/2011 1250 C 68,717Apr-11 SPX 6/18/2011 1255 P 7,662Apr-11 SPX 6/18/2011 1255 C 7,057Apr-11 SPX 6/18/2011 1260 P 12,806Apr-11 SPX 6/18/2011 1260 C 10,327Apr-11 SPX 6/18/2011 1265 P 15,107Apr-11 SPX 6/18/2011 1265 C 15,227Apr-11 SPX 6/18/2011 1270 C 23,117Apr-11 SPX 6/18/2011 1270 P 31,758Apr-11 SPX 6/18/2011 1275 P 67,919Apr-11 SPX 6/18/2011 1275 C 32,934Apr-11 SPX 6/18/2011 1280 P 19,366Apr-11 SPX 6/18/2011 1280 C 11,874Apr-11 SPX 6/18/2011 1285 P 10,630Apr-11 SPX 6/18/2011 1285 C 9,331Apr-11 SPX 6/18/2011 1290 P 25,171Apr-11 SPX 6/18/2011 1290 C 20,281Apr-11 SPX 6/18/2011 1295 P 35,363Apr-11 SPX 6/18/2011 1295 C 32,888Apr-11 SPX 6/18/2011 1300 P 149,844Apr-11 SPX 6/18/2011 1300 C 143,250Apr-11 SPX 6/18/2011 1305 C 24,949Apr-11 SPX 6/18/2011 1305 P 24,636Apr-11 SPX 6/18/2011 1310 C 28,217Apr-11 SPX 6/18/2011 1310 P 26,267Apr-11 SPX 6/18/2011 1315 P 22,425Apr-11 SPX 6/18/2011 1315 C 22,784Apr-11 SPX 6/18/2011 1320 P 13,221Apr-11 SPX 6/18/2011 1320 C 14,481Apr-11 SPX 6/18/2011 1325 P 145,435

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 692: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 6/18/2011 1325 C 147,946Apr-11 SPX 6/18/2011 1330 P 46,508Apr-11 SPX 6/18/2011 1330 C 45,733Apr-11 SPX 6/18/2011 1335 P 14,397Apr-11 SPX 6/18/2011 1335 C 14,358Apr-11 SPX 6/18/2011 1340 C 15,903Apr-11 SPX 6/18/2011 1340 P 26,206Apr-11 SPX 6/18/2011 1345 P 17,294Apr-11 SPX 6/18/2011 1345 C 15,924Apr-11 SPX 6/18/2011 1350 P 50,901Apr-11 SPX 6/18/2011 1350 C 75,231Apr-11 SPX 6/18/2011 1355 P 11,558Apr-11 SPX 6/18/2011 1355 C 11,702Apr-11 SPX 6/18/2011 1360 P 11,124Apr-11 SPX 6/18/2011 1360 C 22,004Apr-11 SPX 6/18/2011 1365 P 3,595Apr-11 SPX 6/18/2011 1365 C 13,432Apr-11 SPX 6/18/2011 1370 P 1,262Apr-11 SPX 6/18/2011 1370 C 3,634Apr-11 SPX 6/18/2011 1375 C 53,940Apr-11 SPX 6/18/2011 1375 P 8,265Apr-11 SPX 6/18/2011 1380 P 5Apr-11 SPX 6/18/2011 1380 C 12,944Apr-11 SPX 6/18/2011 1385 C 8,806Apr-11 SPX 6/18/2011 1390 P 4Apr-11 SPX 6/18/2011 1390 C 6,639Apr-11 SPX 6/18/2011 1395 P 1Apr-11 SPX 6/18/2011 1395 C 5,451Apr-11 SPX 6/18/2011 1400 P 3,264Apr-11 SPX 6/18/2011 1400 C 92,925Apr-11 SPX 6/18/2011 1405 C 2,270Apr-11 SPX 6/18/2011 1410 P 1Apr-11 SPX 6/18/2011 1410 C 4,595Apr-11 SPX 6/18/2011 1415 C 5,038Apr-11 SPX 6/18/2011 1420 P 8Apr-11 SPX 6/18/2011 1420 C 3,017Apr-11 SPX 6/18/2011 1425 P 43Apr-11 SPX 6/18/2011 1425 C 39,115Apr-11 SPX 6/18/2011 1430 P 1Apr-11 SPX 6/18/2011 1430 C 4,020Apr-11 SPX 6/18/2011 1435 C 1,043Apr-11 SPX 6/18/2011 1440 P 2Apr-11 SPX 6/18/2011 1440 C 526Apr-11 SPX 6/18/2011 1445 C 417Apr-11 SPX 6/18/2011 1450 C 27,973Apr-11 SPX 6/18/2011 1450 P 707Apr-11 SPX 6/18/2011 1455 C 104Apr-11 SPX 6/18/2011 1460 C 15,093Apr-11 SPX 6/18/2011 1465 C 473

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 693: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 6/18/2011 1470 C 182Apr-11 SPX 6/18/2011 1475 C 15,410Apr-11 SPX 6/18/2011 1480 C 319Apr-11 SPX 6/18/2011 1500 P 86,893Apr-11 SPX 6/18/2011 1500 C 107,581Apr-11 SPX 6/18/2011 1525 C 7,755Apr-11 SPX 6/18/2011 1550 P 4Apr-11 SPX 6/18/2011 1550 C 6,768Apr-11 SPX 6/18/2011 1600 P 20Apr-11 SPX 6/18/2011 1600 C 1,199Apr-11 SPX 6/18/2011 1650 C 204Apr-11 SPX 6/18/2011 1700 P 1,198Apr-11 SPX 6/18/2011 1700 C 157Apr-11 SPX 6/18/2011 1800 P 1,053Apr-11 SPX 6/18/2011 1800 C 1,142Apr-11 SPX 6/18/2011 1900 P 1,118Apr-11 SPX 6/18/2011 2000 C 1Apr-11 SPX 6/18/2011 2000 P 975Apr-11 SPX 6/18/2011 2250 P 99Apr-11 SPX 6/18/2011 2250 C 70Apr-11 SPX 6/18/2011 2500 P 161Apr-11 SPX 6/18/2011 3000 P 50Apr-11 SPX 7/16/2011 200 P 1Apr-11 SPX 7/16/2011 300 P 1Apr-11 SPX 7/16/2011 300 C 1Apr-11 SPX 7/16/2011 400 P 1Apr-11 SPX 7/16/2011 500 P 1Apr-11 SPX 7/16/2011 750 P 100Apr-11 SPX 7/16/2011 800 P 39,862Apr-11 SPX 7/16/2011 850 P 238Apr-11 SPX 7/16/2011 850 C 5Apr-11 SPX 7/16/2011 860 P 1Apr-11 SPX 7/16/2011 870 P 1Apr-11 SPX 7/16/2011 875 P 1Apr-11 SPX 7/16/2011 880 P 1Apr-11 SPX 7/16/2011 890 P 1Apr-11 SPX 7/16/2011 900 P 26,710Apr-11 SPX 7/16/2011 910 P 1Apr-11 SPX 7/16/2011 920 P 25Apr-11 SPX 7/16/2011 925 P 178Apr-11 SPX 7/16/2011 930 P 26Apr-11 SPX 7/16/2011 940 P 125Apr-11 SPX 7/16/2011 950 P 2,839Apr-11 SPX 7/16/2011 960 P 150Apr-11 SPX 7/16/2011 970 P 1Apr-11 SPX 7/16/2011 975 P 503Apr-11 SPX 7/16/2011 980 P 1Apr-11 SPX 7/16/2011 990 P 1Apr-11 SPX 7/16/2011 1000 P 13,132

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 694: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 7/16/2011 1000 C 5Apr-11 SPX 7/16/2011 1010 P 5Apr-11 SPX 7/16/2011 1020 P 1Apr-11 SPX 7/16/2011 1025 P 210Apr-11 SPX 7/16/2011 1030 P 1Apr-11 SPX 7/16/2011 1040 P 101Apr-11 SPX 7/16/2011 1050 P 9,919Apr-11 SPX 7/16/2011 1060 P 109Apr-11 SPX 7/16/2011 1070 P 101Apr-11 SPX 7/16/2011 1075 P 3,653Apr-11 SPX 7/16/2011 1080 P 1Apr-11 SPX 7/16/2011 1090 P 1Apr-11 SPX 7/16/2011 1100 P 32,995Apr-11 SPX 7/16/2011 1110 P 98Apr-11 SPX 7/16/2011 1120 P 522Apr-11 SPX 7/16/2011 1125 P 6,797Apr-11 SPX 7/16/2011 1130 P 714Apr-11 SPX 7/16/2011 1140 P 607Apr-11 SPX 7/16/2011 1150 P 20,841Apr-11 SPX 7/16/2011 1150 C 1Apr-11 SPX 7/16/2011 1160 P 21Apr-11 SPX 7/16/2011 1170 P 3,303Apr-11 SPX 7/16/2011 1175 P 4,458Apr-11 SPX 7/16/2011 1180 P 1,216Apr-11 SPX 7/16/2011 1190 P 960Apr-11 SPX 7/16/2011 1190 C 1Apr-11 SPX 7/16/2011 1200 P 27,256Apr-11 SPX 7/16/2011 1200 C 21Apr-11 SPX 7/16/2011 1210 P 2,442Apr-11 SPX 7/16/2011 1220 P 697Apr-11 SPX 7/16/2011 1225 P 11,129Apr-11 SPX 7/16/2011 1230 P 865Apr-11 SPX 7/16/2011 1240 P 856Apr-11 SPX 7/16/2011 1240 C 1Apr-11 SPX 7/16/2011 1250 P 43,115Apr-11 SPX 7/16/2011 1250 C 360Apr-11 SPX 7/16/2011 1260 P 1,468Apr-11 SPX 7/16/2011 1260 C 2Apr-11 SPX 7/16/2011 1270 P 4,761Apr-11 SPX 7/16/2011 1275 P 19,051Apr-11 SPX 7/16/2011 1280 P 51Apr-11 SPX 7/16/2011 1290 P 470Apr-11 SPX 7/16/2011 1290 C 23Apr-11 SPX 7/16/2011 1300 P 23,297Apr-11 SPX 7/16/2011 1300 C 8,109Apr-11 SPX 7/16/2011 1310 P 321Apr-11 SPX 7/16/2011 1310 C 358Apr-11 SPX 7/16/2011 1320 P 938Apr-11 SPX 7/16/2011 1320 C 114

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 695: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 7/16/2011 1325 P 21,038Apr-11 SPX 7/16/2011 1325 C 15,362Apr-11 SPX 7/16/2011 1330 P 332Apr-11 SPX 7/16/2011 1330 C 21Apr-11 SPX 7/16/2011 1340 P 2,501Apr-11 SPX 7/16/2011 1340 C 467Apr-11 SPX 7/16/2011 1350 C 10,959Apr-11 SPX 7/16/2011 1350 P 4,998Apr-11 SPX 7/16/2011 1360 P 3,742Apr-11 SPX 7/16/2011 1360 C 6,171Apr-11 SPX 7/16/2011 1370 C 2,365Apr-11 SPX 7/16/2011 1375 P 900Apr-11 SPX 7/16/2011 1375 C 5,115Apr-11 SPX 7/16/2011 1380 P 50Apr-11 SPX 7/16/2011 1380 C 1,484Apr-11 SPX 7/16/2011 1390 C 2,727Apr-11 SPX 7/16/2011 1400 C 16,333Apr-11 SPX 7/16/2011 1400 P 1Apr-11 SPX 7/16/2011 1410 C 343Apr-11 SPX 7/16/2011 1420 C 540Apr-11 SPX 7/16/2011 1425 C 3,271Apr-11 SPX 7/16/2011 1430 C 38Apr-11 SPX 7/16/2011 1440 C 817Apr-11 SPX 7/16/2011 1450 C 4,402Apr-11 SPX 7/16/2011 1460 C 830Apr-11 SPX 7/16/2011 1470 C 198Apr-11 SPX 7/16/2011 1475 C 2,879Apr-11 SPX 7/16/2011 1480 C 1,382Apr-11 SPX 7/16/2011 1490 C 27Apr-11 SPX 7/16/2011 1500 C 2,080Apr-11 SPX 7/16/2011 1510 C 1Apr-11 SPX 7/16/2011 1520 C 22Apr-11 SPX 7/16/2011 1530 C 1Apr-11 SPX 7/16/2011 1540 C 1Apr-11 SPX 7/16/2011 1550 C 41Apr-11 SPX 7/16/2011 1560 C 190Apr-11 SPX 7/16/2011 1570 C 234Apr-11 SPX 7/16/2011 1575 P 1Apr-11 SPX 7/16/2011 1575 C 391Apr-11 SPX 7/16/2011 1580 C 50Apr-11 SPX 7/16/2011 1590 C 37Apr-11 SPX 7/16/2011 1600 C 75Apr-11 SPX 7/16/2011 1625 C 68Apr-11 SPX 7/16/2011 1650 C 827Apr-11 SPX 8/20/2011 600 P 1Apr-11 SPX 8/20/2011 700 P 1Apr-11 SPX 8/20/2011 750 P 1Apr-11 SPX 8/20/2011 775 P 14,000Apr-11 SPX 8/20/2011 800 P 5,859

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 696: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 8/20/2011 825 P 1Apr-11 SPX 8/20/2011 850 P 1Apr-11 SPX 8/20/2011 875 P 1Apr-11 SPX 8/20/2011 900 P 52Apr-11 SPX 8/20/2011 925 P 24Apr-11 SPX 8/20/2011 950 P 51Apr-11 SPX 8/20/2011 975 P 1Apr-11 SPX 8/20/2011 1000 P 185Apr-11 SPX 8/20/2011 1025 P 16Apr-11 SPX 8/20/2011 1050 P 355Apr-11 SPX 8/20/2011 1075 P 25Apr-11 SPX 8/20/2011 1100 P 756Apr-11 SPX 8/20/2011 1100 C 4Apr-11 SPX 8/20/2011 1125 P 75Apr-11 SPX 8/20/2011 1150 P 1,277Apr-11 SPX 8/20/2011 1175 P 6,045Apr-11 SPX 8/20/2011 1180 P 50Apr-11 SPX 8/20/2011 1200 P 2,347Apr-11 SPX 8/20/2011 1200 C 1Apr-11 SPX 8/20/2011 1225 P 1Apr-11 SPX 8/20/2011 1250 P 2,869Apr-11 SPX 8/20/2011 1260 P 13Apr-11 SPX 8/20/2011 1275 P 12,633Apr-11 SPX 8/20/2011 1275 C 10,001Apr-11 SPX 8/20/2011 1300 P 2,818Apr-11 SPX 8/20/2011 1300 C 10Apr-11 SPX 8/20/2011 1325 P 5,183Apr-11 SPX 8/20/2011 1325 C 4,879Apr-11 SPX 8/20/2011 1340 P 1Apr-11 SPX 8/20/2011 1340 C 1Apr-11 SPX 8/20/2011 1350 P 104Apr-11 SPX 8/20/2011 1350 C 9,145Apr-11 SPX 8/20/2011 1360 P 3Apr-11 SPX 8/20/2011 1360 C 2Apr-11 SPX 8/20/2011 1375 C 1,996Apr-11 SPX 8/20/2011 1380 C 1Apr-11 SPX 8/20/2011 1400 C 5,904Apr-11 SPX 8/20/2011 1420 C 7Apr-11 SPX 8/20/2011 1425 C 219Apr-11 SPX 8/20/2011 1450 C 2,112Apr-11 SPX 8/20/2011 1460 C 500Apr-11 SPX 8/20/2011 1475 C 205Apr-11 SPX 8/20/2011 1500 C 17Apr-11 SPX 8/20/2011 1525 C 2Apr-11 SPX 8/20/2011 1550 C 1Apr-11 SPX 8/20/2011 1600 C 37Apr-11 SPX 9/17/2011 200 P 47Apr-11 SPX 9/17/2011 300 P 25Apr-11 SPX 9/17/2011 350 P 68

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 697: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 9/17/2011 400 P 1,827Apr-11 SPX 9/17/2011 500 P 3,387Apr-11 SPX 9/17/2011 500 C 2,900Apr-11 SPX 9/17/2011 550 P 12Apr-11 SPX 9/17/2011 600 P 6,263Apr-11 SPX 9/17/2011 625 P 343Apr-11 SPX 9/17/2011 650 P 7,679Apr-11 SPX 9/17/2011 675 P 609Apr-11 SPX 9/17/2011 700 P 24,208Apr-11 SPX 9/17/2011 725 P 651Apr-11 SPX 9/17/2011 750 P 2,088Apr-11 SPX 9/17/2011 775 P 3,924Apr-11 SPX 9/17/2011 800 P 64,080Apr-11 SPX 9/17/2011 825 P 1,585Apr-11 SPX 9/17/2011 825 C 2Apr-11 SPX 9/17/2011 850 P 2,521Apr-11 SPX 9/17/2011 875 P 95Apr-11 SPX 9/17/2011 900 P 69,866Apr-11 SPX 9/17/2011 925 P 2,270Apr-11 SPX 9/17/2011 925 C 9Apr-11 SPX 9/17/2011 950 P 9,045Apr-11 SPX 9/17/2011 975 P 7,026Apr-11 SPX 9/17/2011 1000 C 605Apr-11 SPX 9/17/2011 1000 P 24,847Apr-11 SPX 9/17/2011 1025 P 20,084Apr-11 SPX 9/17/2011 1050 P 22,970Apr-11 SPX 9/17/2011 1050 C 250Apr-11 SPX 9/17/2011 1075 P 10,377Apr-11 SPX 9/17/2011 1075 C 510Apr-11 SPX 9/17/2011 1100 C 1,652Apr-11 SPX 9/17/2011 1100 P 47,198Apr-11 SPX 9/17/2011 1125 P 24,020Apr-11 SPX 9/17/2011 1125 C 1,849Apr-11 SPX 9/17/2011 1150 P 30,797Apr-11 SPX 9/17/2011 1150 C 4,101Apr-11 SPX 9/17/2011 1175 P 30,498Apr-11 SPX 9/17/2011 1175 C 6,972Apr-11 SPX 9/17/2011 1200 P 66,323Apr-11 SPX 9/17/2011 1200 C 3,831Apr-11 SPX 9/17/2011 1225 P 53,100Apr-11 SPX 9/17/2011 1225 C 4,985Apr-11 SPX 9/17/2011 1250 P 69,833Apr-11 SPX 9/17/2011 1250 C 44,427Apr-11 SPX 9/17/2011 1260 P 4,225Apr-11 SPX 9/17/2011 1275 P 30,095Apr-11 SPX 9/17/2011 1275 C 94,373Apr-11 SPX 9/17/2011 1300 P 67,491Apr-11 SPX 9/17/2011 1300 C 50,160Apr-11 SPX 9/17/2011 1325 P 16,860

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 698: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 9/17/2011 1325 C 22,780Apr-11 SPX 9/17/2011 1340 P 344Apr-11 SPX 9/17/2011 1340 C 220Apr-11 SPX 9/17/2011 1350 P 11,578Apr-11 SPX 9/17/2011 1350 C 22,446Apr-11 SPX 9/17/2011 1360 C 96Apr-11 SPX 9/17/2011 1360 P 84Apr-11 SPX 9/17/2011 1375 C 13,774Apr-11 SPX 9/17/2011 1375 P 321Apr-11 SPX 9/17/2011 1400 P 3,215Apr-11 SPX 9/17/2011 1400 C 90,434Apr-11 SPX 9/17/2011 1420 C 1Apr-11 SPX 9/17/2011 1425 P 523Apr-11 SPX 9/17/2011 1425 C 11,483Apr-11 SPX 9/17/2011 1450 P 257Apr-11 SPX 9/17/2011 1450 C 35,160Apr-11 SPX 9/17/2011 1475 C 1,631Apr-11 SPX 9/17/2011 1500 P 3,098Apr-11 SPX 9/17/2011 1500 C 14,408Apr-11 SPX 9/17/2011 1520 C 12Apr-11 SPX 9/17/2011 1525 P 4Apr-11 SPX 9/17/2011 1525 C 2,336Apr-11 SPX 9/17/2011 1550 P 4Apr-11 SPX 9/17/2011 1550 C 3,971Apr-11 SPX 9/17/2011 1600 C 7,714Apr-11 SPX 9/17/2011 1650 C 1,981Apr-11 SPX 9/17/2011 1700 C 1,974Apr-11 SPX 9/17/2011 1750 C 466Apr-11 SPX 9/17/2011 1800 C 19Apr-11 SPX 9/17/2011 1900 C 13Apr-11 SPX 9/17/2011 2000 C 223Apr-11 SPX 9/17/2011 2500 C 198Apr-11 SPX 9/17/2011 3000 P 100Apr-11 SPX 9/17/2011 3000 C 176Apr-11 SPX 12/17/2011 50 P 27,401Apr-11 SPX 12/17/2011 100 P 16,174Apr-11 SPX 12/17/2011 100 C 109Apr-11 SPX 12/17/2011 150 P 2,283Apr-11 SPX 12/17/2011 200 P 51,864Apr-11 SPX 12/17/2011 200 C 3Apr-11 SPX 12/17/2011 225 P 8,724Apr-11 SPX 12/17/2011 250 C 15Apr-11 SPX 12/17/2011 250 P 134,072Apr-11 SPX 12/17/2011 275 P 17,813Apr-11 SPX 12/17/2011 280 P 6,119Apr-11 SPX 12/17/2011 280 C 102Apr-11 SPX 12/17/2011 300 P 33,811Apr-11 SPX 12/17/2011 300 C 85Apr-11 SPX 12/17/2011 325 P 3,019

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 699: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 12/17/2011 350 P 4,065Apr-11 SPX 12/17/2011 350 C 10Apr-11 SPX 12/17/2011 375 P 284Apr-11 SPX 12/17/2011 400 P 142,536Apr-11 SPX 12/17/2011 400 C 82Apr-11 SPX 12/17/2011 425 P 351Apr-11 SPX 12/17/2011 450 P 12,485Apr-11 SPX 12/17/2011 450 C 8Apr-11 SPX 12/17/2011 475 P 476Apr-11 SPX 12/17/2011 500 P 25,055Apr-11 SPX 12/17/2011 500 C 4,800Apr-11 SPX 12/17/2011 525 P 8,299Apr-11 SPX 12/17/2011 550 P 30,162Apr-11 SPX 12/17/2011 550 C 6Apr-11 SPX 12/17/2011 575 P 8,196Apr-11 SPX 12/17/2011 600 P 73,194Apr-11 SPX 12/17/2011 600 C 21Apr-11 SPX 12/17/2011 650 P 38,732Apr-11 SPX 12/17/2011 650 C 1,217Apr-11 SPX 12/17/2011 675 P 21,300Apr-11 SPX 12/17/2011 700 P 80,411Apr-11 SPX 12/17/2011 700 C 5,391Apr-11 SPX 12/17/2011 725 P 2,022Apr-11 SPX 12/17/2011 750 P 37,942Apr-11 SPX 12/17/2011 750 C 404Apr-11 SPX 12/17/2011 770 P 100Apr-11 SPX 12/17/2011 775 C 4Apr-11 SPX 12/17/2011 775 P 14,609Apr-11 SPX 12/17/2011 800 P 90,378Apr-11 SPX 12/17/2011 800 C 13,233Apr-11 SPX 12/17/2011 825 P 5,315Apr-11 SPX 12/17/2011 825 C 151Apr-11 SPX 12/17/2011 850 P 30,434Apr-11 SPX 12/17/2011 850 C 6,744Apr-11 SPX 12/17/2011 875 P 7,136Apr-11 SPX 12/17/2011 900 P 95,560Apr-11 SPX 12/17/2011 900 C 17,657Apr-11 SPX 12/17/2011 920 P 6,072Apr-11 SPX 12/17/2011 920 C 606Apr-11 SPX 12/17/2011 925 P 9,739Apr-11 SPX 12/17/2011 950 C 6,425Apr-11 SPX 12/17/2011 950 P 31,137Apr-11 SPX 12/17/2011 975 P 16,064Apr-11 SPX 12/17/2011 975 C 9Apr-11 SPX 12/17/2011 1000 P 89,366Apr-11 SPX 12/17/2011 1000 C 19,540Apr-11 SPX 12/17/2011 1025 P 14,191Apr-11 SPX 12/17/2011 1025 C 2,032Apr-11 SPX 12/17/2011 1030 P 3,321

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 700: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 12/17/2011 1050 P 52,237Apr-11 SPX 12/17/2011 1050 C 14,903Apr-11 SPX 12/17/2011 1075 P 28,032Apr-11 SPX 12/17/2011 1075 C 8,421Apr-11 SPX 12/17/2011 1090 P 2,250Apr-11 SPX 12/17/2011 1095 P 500Apr-11 SPX 12/17/2011 1100 P 111,802Apr-11 SPX 12/17/2011 1100 C 70,463Apr-11 SPX 12/17/2011 1125 P 38,860Apr-11 SPX 12/17/2011 1125 C 20,735Apr-11 SPX 12/17/2011 1140 P 2,082Apr-11 SPX 12/17/2011 1150 P 63,133Apr-11 SPX 12/17/2011 1150 C 36,564Apr-11 SPX 12/17/2011 1175 C 17,717Apr-11 SPX 12/17/2011 1175 P 35,569Apr-11 SPX 12/17/2011 1180 P 389Apr-11 SPX 12/17/2011 1200 P 92,916Apr-11 SPX 12/17/2011 1200 C 74,761Apr-11 SPX 12/17/2011 1225 P 9,858Apr-11 SPX 12/17/2011 1225 C 10,518Apr-11 SPX 12/17/2011 1250 P 45,245Apr-11 SPX 12/17/2011 1250 C 30,239Apr-11 SPX 12/17/2011 1275 P 37,376Apr-11 SPX 12/17/2011 1275 C 29,892Apr-11 SPX 12/17/2011 1300 C 92,588Apr-11 SPX 12/17/2011 1300 P 62,727Apr-11 SPX 12/17/2011 1325 P 20,879Apr-11 SPX 12/17/2011 1325 C 25,983Apr-11 SPX 12/17/2011 1335 P 4,596Apr-11 SPX 12/17/2011 1335 C 1,500Apr-11 SPX 12/17/2011 1350 P 12,294Apr-11 SPX 12/17/2011 1350 C 39,251Apr-11 SPX 12/17/2011 1375 P 2,398Apr-11 SPX 12/17/2011 1375 C 29,492Apr-11 SPX 12/17/2011 1400 P 20,873Apr-11 SPX 12/17/2011 1400 C 197,357Apr-11 SPX 12/17/2011 1425 P 5Apr-11 SPX 12/17/2011 1425 C 21,897Apr-11 SPX 12/17/2011 1450 C 56,122Apr-11 SPX 12/17/2011 1450 P 3,811Apr-11 SPX 12/17/2011 1475 P 501Apr-11 SPX 12/17/2011 1475 C 23,385Apr-11 SPX 12/17/2011 1500 P 7,442Apr-11 SPX 12/17/2011 1500 C 95,351Apr-11 SPX 12/17/2011 1525 P 1Apr-11 SPX 12/17/2011 1525 C 3,364Apr-11 SPX 12/17/2011 1550 P 17Apr-11 SPX 12/17/2011 1550 C 12,406Apr-11 SPX 12/17/2011 1600 P 534

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 701: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 12/17/2011 1600 C 51,762Apr-11 SPX 12/17/2011 1700 P 2,097Apr-11 SPX 12/17/2011 1700 C 13,530Apr-11 SPX 12/17/2011 1800 P 119Apr-11 SPX 12/17/2011 1800 C 861Apr-11 SPX 12/17/2011 1900 C 698Apr-11 SPX 12/17/2011 1900 P 107Apr-11 SPX 12/17/2011 2000 P 228Apr-11 SPX 12/17/2011 2000 C 5,756Apr-11 SPX 12/17/2011 2250 P 80Apr-11 SPX 12/17/2011 2250 C 190Apr-11 SPX 12/17/2011 2500 P 223Apr-11 SPX 12/17/2011 2500 C 494Apr-11 SPX 12/17/2011 3000 P 229Apr-11 SPX 12/17/2011 3000 C 1,146Apr-11 SPX 3/17/2012 600 P 4,029Apr-11 SPX 3/17/2012 700 P 6,102Apr-11 SPX 3/17/2012 750 P 10Apr-11 SPX 3/17/2012 800 P 13Apr-11 SPX 3/17/2012 850 P 4,310Apr-11 SPX 3/17/2012 875 P 27Apr-11 SPX 3/17/2012 900 P 1,636Apr-11 SPX 3/17/2012 925 P 20Apr-11 SPX 3/17/2012 950 P 40Apr-11 SPX 3/17/2012 975 P 1,111Apr-11 SPX 3/17/2012 1000 P 4,000Apr-11 SPX 3/17/2012 1025 P 4Apr-11 SPX 3/17/2012 1050 P 1,905Apr-11 SPX 3/17/2012 1075 P 309Apr-11 SPX 3/17/2012 1100 P 9,619Apr-11 SPX 3/17/2012 1125 P 2,900Apr-11 SPX 3/17/2012 1150 P 6,600Apr-11 SPX 3/17/2012 1175 P 2,075Apr-11 SPX 3/17/2012 1200 P 4,320Apr-11 SPX 3/17/2012 1200 C 5Apr-11 SPX 3/17/2012 1225 P 2,012Apr-11 SPX 3/17/2012 1225 C 100Apr-11 SPX 3/17/2012 1250 P 5,568Apr-11 SPX 3/17/2012 1275 C 370Apr-11 SPX 3/17/2012 1275 P 3,900Apr-11 SPX 3/17/2012 1300 P 7,794Apr-11 SPX 3/17/2012 1300 C 5,411Apr-11 SPX 3/17/2012 1325 P 4,537Apr-11 SPX 3/17/2012 1325 C 12,741Apr-11 SPX 3/17/2012 1350 P 4Apr-11 SPX 3/17/2012 1350 C 2,946Apr-11 SPX 3/17/2012 1375 P 250Apr-11 SPX 3/17/2012 1375 C 5,475Apr-11 SPX 3/17/2012 1400 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 702: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 3/17/2012 1400 C 6,524Apr-11 SPX 3/17/2012 1425 C 5,086Apr-11 SPX 3/17/2012 1450 C 1,580Apr-11 SPX 3/17/2012 1475 C 4,006Apr-11 SPX 3/17/2012 1500 C 10,497Apr-11 SPX 3/17/2012 1550 C 2,885Apr-11 SPX 3/17/2012 1600 C 753Apr-11 SPX 3/17/2012 1650 C 1,100Apr-11 SPX 6/16/2012 100 P 327Apr-11 SPX 6/16/2012 100 C 2Apr-11 SPX 6/16/2012 200 C 1Apr-11 SPX 6/16/2012 200 P 4,792Apr-11 SPX 6/16/2012 300 P 407Apr-11 SPX 6/16/2012 400 P 97Apr-11 SPX 6/16/2012 450 P 117Apr-11 SPX 6/16/2012 500 P 996Apr-11 SPX 6/16/2012 550 P 75Apr-11 SPX 6/16/2012 600 P 25,291Apr-11 SPX 6/16/2012 650 P 1,283Apr-11 SPX 6/16/2012 700 P 2,296Apr-11 SPX 6/16/2012 700 C 381Apr-11 SPX 6/16/2012 725 P 50Apr-11 SPX 6/16/2012 750 P 1,320Apr-11 SPX 6/16/2012 775 P 153Apr-11 SPX 6/16/2012 800 P 14,410Apr-11 SPX 6/16/2012 800 C 1,500Apr-11 SPX 6/16/2012 825 P 328Apr-11 SPX 6/16/2012 850 P 1,150Apr-11 SPX 6/16/2012 875 P 564Apr-11 SPX 6/16/2012 900 P 5,408Apr-11 SPX 6/16/2012 925 P 580Apr-11 SPX 6/16/2012 950 P 3,938Apr-11 SPX 6/16/2012 950 C 100Apr-11 SPX 6/16/2012 975 P 2,082Apr-11 SPX 6/16/2012 1000 P 27,133Apr-11 SPX 6/16/2012 1025 P 156Apr-11 SPX 6/16/2012 1050 C 2,550Apr-11 SPX 6/16/2012 1050 P 10,212Apr-11 SPX 6/16/2012 1075 P 1,686Apr-11 SPX 6/16/2012 1075 C 2,550Apr-11 SPX 6/16/2012 1100 P 13,684Apr-11 SPX 6/16/2012 1100 C 5,345Apr-11 SPX 6/16/2012 1125 P 1,927Apr-11 SPX 6/16/2012 1125 C 715Apr-11 SPX 6/16/2012 1150 P 10,457Apr-11 SPX 6/16/2012 1150 C 1,337Apr-11 SPX 6/16/2012 1175 P 3,431Apr-11 SPX 6/16/2012 1175 C 617Apr-11 SPX 6/16/2012 1200 P 6,136

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 703: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 6/16/2012 1200 C 3,201Apr-11 SPX 6/16/2012 1225 C 145Apr-11 SPX 6/16/2012 1225 P 2,527Apr-11 SPX 6/16/2012 1250 P 18,861Apr-11 SPX 6/16/2012 1250 C 2,366Apr-11 SPX 6/16/2012 1275 P 4,717Apr-11 SPX 6/16/2012 1275 C 2,181Apr-11 SPX 6/16/2012 1300 P 9,060Apr-11 SPX 6/16/2012 1300 C 21,531Apr-11 SPX 6/16/2012 1325 P 1,492Apr-11 SPX 6/16/2012 1325 C 1,339Apr-11 SPX 6/16/2012 1350 P 2,919Apr-11 SPX 6/16/2012 1350 C 7,392Apr-11 SPX 6/16/2012 1375 C 3,856Apr-11 SPX 6/16/2012 1400 C 9,748Apr-11 SPX 6/16/2012 1400 P 680Apr-11 SPX 6/16/2012 1425 C 123Apr-11 SPX 6/16/2012 1450 P 12Apr-11 SPX 6/16/2012 1450 C 4,730Apr-11 SPX 6/16/2012 1475 C 1,543Apr-11 SPX 6/16/2012 1500 C 7,587Apr-11 SPX 6/16/2012 1550 C 4,235Apr-11 SPX 6/16/2012 1600 C 3,522Apr-11 SPX 6/16/2012 1625 C 10,027Apr-11 SPX 6/16/2012 1650 C 1,750Apr-11 SPX 6/16/2012 1700 C 1,828Apr-11 SPX 6/16/2012 1800 P 3Apr-11 SPX 6/16/2012 1800 C 302Apr-11 SPX 6/16/2012 1900 C 354Apr-11 SPX 6/16/2012 2000 C 57Apr-11 SPX 6/16/2012 2250 P 16Apr-11 SPX 6/16/2012 2250 C 1Apr-11 SPX 6/16/2012 2500 C 36Apr-11 SPX 6/16/2012 2500 P 248Apr-11 SPX 6/16/2012 3000 P 2Apr-11 SPX 6/16/2012 3000 C 56Apr-11 SPX 12/22/2012 100 P 7,772Apr-11 SPX 12/22/2012 100 C 107Apr-11 SPX 12/22/2012 200 P 13,559Apr-11 SPX 12/22/2012 200 C 25Apr-11 SPX 12/22/2012 250 P 6,732Apr-11 SPX 12/22/2012 300 P 2,962Apr-11 SPX 12/22/2012 300 C 23Apr-11 SPX 12/22/2012 350 P 5,344Apr-11 SPX 12/22/2012 350 C 2Apr-11 SPX 12/22/2012 400 P 22,314Apr-11 SPX 12/22/2012 400 C 1Apr-11 SPX 12/22/2012 450 C 10Apr-11 SPX 12/22/2012 450 P 2,990

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 704: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 12/22/2012 500 P 21,953Apr-11 SPX 12/22/2012 500 C 4,360Apr-11 SPX 12/22/2012 550 P 13,749Apr-11 SPX 12/22/2012 600 P 81,576Apr-11 SPX 12/22/2012 600 C 21Apr-11 SPX 12/22/2012 650 P 4,773Apr-11 SPX 12/22/2012 650 C 5Apr-11 SPX 12/22/2012 675 P 158Apr-11 SPX 12/22/2012 700 P 19,780Apr-11 SPX 12/22/2012 700 C 4,555Apr-11 SPX 12/22/2012 750 P 13,446Apr-11 SPX 12/22/2012 800 C 2,625Apr-11 SPX 12/22/2012 800 P 25,476Apr-11 SPX 12/22/2012 825 P 672Apr-11 SPX 12/22/2012 825 C 600Apr-11 SPX 12/22/2012 850 P 74,642Apr-11 SPX 12/22/2012 875 P 1,018Apr-11 SPX 12/22/2012 900 P 58,113Apr-11 SPX 12/22/2012 900 C 3,714Apr-11 SPX 12/22/2012 925 P 4,938Apr-11 SPX 12/22/2012 925 C 2Apr-11 SPX 12/22/2012 950 P 20,666Apr-11 SPX 12/22/2012 950 C 5,235Apr-11 SPX 12/22/2012 975 C 7Apr-11 SPX 12/22/2012 975 P 452Apr-11 SPX 12/22/2012 1000 P 52,533Apr-11 SPX 12/22/2012 1000 C 15,509Apr-11 SPX 12/22/2012 1025 P 2,708Apr-11 SPX 12/22/2012 1025 C 3,401Apr-11 SPX 12/22/2012 1050 P 31,579Apr-11 SPX 12/22/2012 1050 C 14,902Apr-11 SPX 12/22/2012 1075 P 6,990Apr-11 SPX 12/22/2012 1075 C 4,328Apr-11 SPX 12/22/2012 1100 P 48,994Apr-11 SPX 12/22/2012 1100 C 44,920Apr-11 SPX 12/22/2012 1125 P 7,838Apr-11 SPX 12/22/2012 1125 C 7,629Apr-11 SPX 12/22/2012 1150 P 38,282Apr-11 SPX 12/22/2012 1150 C 23,439Apr-11 SPX 12/22/2012 1175 P 8,853Apr-11 SPX 12/22/2012 1175 C 8,105Apr-11 SPX 12/22/2012 1200 P 77,409Apr-11 SPX 12/22/2012 1200 C 29,841Apr-11 SPX 12/22/2012 1220 P 1,297Apr-11 SPX 12/22/2012 1220 C 1,170Apr-11 SPX 12/22/2012 1225 P 4,011Apr-11 SPX 12/22/2012 1225 C 3,901Apr-11 SPX 12/22/2012 1250 P 22,592Apr-11 SPX 12/22/2012 1250 C 28,093

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 705: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 12/22/2012 1275 P 17,166Apr-11 SPX 12/22/2012 1275 C 8,575Apr-11 SPX 12/22/2012 1300 C 32,578Apr-11 SPX 12/22/2012 1300 P 32,786Apr-11 SPX 12/22/2012 1325 P 5,932Apr-11 SPX 12/22/2012 1325 C 14,492Apr-11 SPX 12/22/2012 1350 P 8,331Apr-11 SPX 12/22/2012 1350 C 16,666Apr-11 SPX 12/22/2012 1400 P 8,959Apr-11 SPX 12/22/2012 1400 C 34,654Apr-11 SPX 12/22/2012 1450 P 702Apr-11 SPX 12/22/2012 1450 C 14,866Apr-11 SPX 12/22/2012 1500 P 4,360Apr-11 SPX 12/22/2012 1500 C 41,714Apr-11 SPX 12/22/2012 1550 P 10Apr-11 SPX 12/22/2012 1550 C 12,703Apr-11 SPX 12/22/2012 1600 P 25Apr-11 SPX 12/22/2012 1600 C 136,642Apr-11 SPX 12/22/2012 1650 C 11Apr-11 SPX 12/22/2012 1700 P 72Apr-11 SPX 12/22/2012 1700 C 14,380Apr-11 SPX 12/22/2012 1750 C 3,267Apr-11 SPX 12/22/2012 1800 P 68Apr-11 SPX 12/22/2012 1800 C 50,795Apr-11 SPX 12/22/2012 1900 P 163Apr-11 SPX 12/22/2012 1900 C 12,237Apr-11 SPX 12/22/2012 2000 P 342Apr-11 SPX 12/22/2012 2000 C 52,795Apr-11 SPX 12/22/2012 2250 P 170Apr-11 SPX 12/22/2012 2250 C 224Apr-11 SPX 12/22/2012 2500 C 870Apr-11 SPX 12/22/2012 2500 P 754Apr-11 SPX 12/22/2012 3000 P 8Apr-11 SPX 12/21/2013 100 P 579Apr-11 SPX 12/21/2013 100 C 1,725Apr-11 SPX 12/21/2013 200 P 124Apr-11 SPX 12/21/2013 200 C 1,347Apr-11 SPX 12/21/2013 250 P 745Apr-11 SPX 12/21/2013 300 P 4,163Apr-11 SPX 12/21/2013 350 P 93Apr-11 SPX 12/21/2013 400 P 114Apr-11 SPX 12/21/2013 450 P 101Apr-11 SPX 12/21/2013 500 P 139Apr-11 SPX 12/21/2013 550 P 28Apr-11 SPX 12/21/2013 600 P 126Apr-11 SPX 12/21/2013 650 P 1,302Apr-11 SPX 12/21/2013 650 C 1Apr-11 SPX 12/21/2013 700 P 1,211Apr-11 SPX 12/21/2013 750 P 407

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 706: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 12/21/2013 800 P 8,635Apr-11 SPX 12/21/2013 800 C 351Apr-11 SPX 12/21/2013 850 P 4,017Apr-11 SPX 12/21/2013 850 C 1Apr-11 SPX 12/21/2013 900 P 1,117Apr-11 SPX 12/21/2013 900 C 13Apr-11 SPX 12/21/2013 950 P 6Apr-11 SPX 12/21/2013 975 P 1Apr-11 SPX 12/21/2013 1000 C 6Apr-11 SPX 12/21/2013 1000 P 4,026Apr-11 SPX 12/21/2013 1050 P 2,115Apr-11 SPX 12/21/2013 1050 C 10Apr-11 SPX 12/21/2013 1075 P 127Apr-11 SPX 12/21/2013 1075 C 2Apr-11 SPX 12/21/2013 1100 P 8,461Apr-11 SPX 12/21/2013 1100 C 5Apr-11 SPX 12/21/2013 1125 P 2,003Apr-11 SPX 12/21/2013 1150 P 651Apr-11 SPX 12/21/2013 1150 C 101Apr-11 SPX 12/21/2013 1200 C 351Apr-11 SPX 12/21/2013 1200 P 2,293Apr-11 SPX 12/21/2013 1250 P 3,776Apr-11 SPX 12/21/2013 1250 C 3,051Apr-11 SPX 12/21/2013 1275 P 822Apr-11 SPX 12/21/2013 1275 C 635Apr-11 SPX 12/21/2013 1300 P 6,786Apr-11 SPX 12/21/2013 1300 C 9,914Apr-11 SPX 12/21/2013 1325 P 2,877Apr-11 SPX 12/21/2013 1325 C 2,860Apr-11 SPX 12/21/2013 1350 P 430Apr-11 SPX 12/21/2013 1350 C 2,286Apr-11 SPX 12/21/2013 1375 C 300Apr-11 SPX 12/21/2013 1375 P 386Apr-11 SPX 12/21/2013 1400 C 2,839Apr-11 SPX 12/21/2013 1425 C 400Apr-11 SPX 12/21/2013 1450 C 2,158Apr-11 SPX 12/21/2013 1500 P 30Apr-11 SPX 12/21/2013 1500 C 3,002Apr-11 SPX 12/21/2013 1525 C 200Apr-11 SPX 12/21/2013 1550 C 115Apr-11 SPX 12/21/2013 1600 C 3,995Apr-11 SPX 12/21/2013 1650 C 1,000Apr-11 SPX 12/21/2013 1700 P 3Apr-11 SPX 12/21/2013 1700 C 2,500Apr-11 SPX 12/21/2013 1800 C 5,903Apr-11 SPX 12/21/2013 1900 P 3Apr-11 SPX 12/21/2013 1900 C 2,222Apr-11 SPX 12/21/2013 2000 P 92Apr-11 SPX 12/21/2013 2000 C 957

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 707: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Apr-11 SPX 12/21/2013 2250 C 13,886Apr-11 SPX 12/21/2013 2250 P 160Apr-11 SPX 12/21/2013 2500 C 46Apr-11 SPX 12/21/2013 2500 P 507Apr-11 SPX 12/21/2013 3000 P 633Apr-11 SPX 12/21/2013 3000 C 1

May-11 SPXW 6/3/2011 1075 P 1,430May-11 SPXW 6/3/2011 1100 P 4,484May-11 SPXW 6/3/2011 1125 P 3,251May-11 SPXW 6/3/2011 1150 P 21,049May-11 SPXW 6/3/2011 1175 P 8,827May-11 SPXW 6/3/2011 1200 P 2,921May-11 SPXW 6/3/2011 1200 C 10May-11 SPXW 6/3/2011 1225 P 5,197May-11 SPXW 6/3/2011 1240 P 461May-11 SPXW 6/3/2011 1245 P 293May-11 SPXW 6/3/2011 1250 P 6,489May-11 SPXW 6/3/2011 1255 P 949May-11 SPXW 6/3/2011 1260 P 793May-11 SPXW 6/3/2011 1265 P 804May-11 SPXW 6/3/2011 1270 P 1,912May-11 SPXW 6/3/2011 1275 P 3,103May-11 SPXW 6/3/2011 1280 P 559May-11 SPXW 6/3/2011 1285 P 777May-11 SPXW 6/3/2011 1285 C 1May-11 SPXW 6/3/2011 1290 P 1,914May-11 SPXW 6/3/2011 1295 P 1,175May-11 SPXW 6/3/2011 1295 C 21May-11 SPXW 6/3/2011 1300 P 4,658May-11 SPXW 6/3/2011 1300 C 5May-11 SPXW 6/3/2011 1305 P 1,032May-11 SPXW 6/3/2011 1305 C 3May-11 SPXW 6/3/2011 1310 P 962May-11 SPXW 6/3/2011 1310 C 47May-11 SPXW 6/3/2011 1315 C 123May-11 SPXW 6/3/2011 1315 P 851May-11 SPXW 6/3/2011 1320 P 643May-11 SPXW 6/3/2011 1320 C 155May-11 SPXW 6/3/2011 1325 P 548May-11 SPXW 6/3/2011 1325 C 73May-11 SPXW 6/3/2011 1330 P 443May-11 SPXW 6/3/2011 1330 C 2,157May-11 SPXW 6/3/2011 1335 P 215May-11 SPXW 6/3/2011 1335 C 802May-11 SPXW 6/3/2011 1340 P 828May-11 SPXW 6/3/2011 1340 C 369May-11 SPXW 6/3/2011 1345 C 704May-11 SPXW 6/3/2011 1345 P 20May-11 SPXW 6/3/2011 1350 C 8,971

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 708: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPXW 6/3/2011 1350 P 127May-11 SPXW 6/3/2011 1355 C 1,675May-11 SPXW 6/3/2011 1355 P 17May-11 SPXW 6/3/2011 1360 P 31May-11 SPXW 6/3/2011 1360 C 5,611May-11 SPXW 6/3/2011 1365 C 2,635May-11 SPXW 6/3/2011 1370 P 1May-11 SPXW 6/3/2011 1370 C 3,832May-11 SPXW 6/3/2011 1375 C 3,678May-11 SPXW 6/3/2011 1375 P 2May-11 SPXW 6/3/2011 1380 C 3,755May-11 SPXW 6/3/2011 1385 C 709May-11 SPXW 6/3/2011 1400 C 5,497May-11 SPXW 6/3/2011 1425 C 3,315May-11 SPXW 6/3/2011 1450 P 2May-11 SPXW 6/3/2011 1450 C 5,555May-11 SPX 6/18/2011 100 P 23,348May-11 SPX 6/18/2011 100 C 1May-11 SPX 6/18/2011 200 P 4,944May-11 SPX 6/18/2011 200 C 313May-11 SPX 6/18/2011 225 P 243May-11 SPX 6/18/2011 225 C 628May-11 SPX 6/18/2011 250 P 734May-11 SPX 6/18/2011 250 C 570May-11 SPX 6/18/2011 275 P 66May-11 SPX 6/18/2011 300 P 263May-11 SPX 6/18/2011 300 C 1,925May-11 SPX 6/18/2011 325 P 142May-11 SPX 6/18/2011 350 P 100May-11 SPX 6/18/2011 350 C 3May-11 SPX 6/18/2011 375 P 435May-11 SPX 6/18/2011 400 C 1,150May-11 SPX 6/18/2011 400 P 6,137May-11 SPX 6/18/2011 425 P 234May-11 SPX 6/18/2011 450 P 94May-11 SPX 6/18/2011 450 C 500May-11 SPX 6/18/2011 475 P 65May-11 SPX 6/18/2011 500 P 94,016May-11 SPX 6/18/2011 500 C 88,793May-11 SPX 6/18/2011 525 P 2,425May-11 SPX 6/18/2011 550 P 5,437May-11 SPX 6/18/2011 600 P 57,981May-11 SPX 6/18/2011 600 C 324May-11 SPX 6/18/2011 625 P 5,983May-11 SPX 6/18/2011 625 C 628May-11 SPX 6/18/2011 650 P 25,959May-11 SPX 6/18/2011 650 C 7May-11 SPX 6/18/2011 675 P 685May-11 SPX 6/18/2011 700 C 50

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 709: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 6/18/2011 700 P 44,333May-11 SPX 6/18/2011 725 P 2,453May-11 SPX 6/18/2011 750 P 42,477May-11 SPX 6/18/2011 775 P 6,048May-11 SPX 6/18/2011 800 P 116,544May-11 SPX 6/18/2011 800 C 143May-11 SPX 6/18/2011 825 P 11,186May-11 SPX 6/18/2011 850 C 2May-11 SPX 6/18/2011 850 P 38,857May-11 SPX 6/18/2011 860 P 2,357May-11 SPX 6/18/2011 870 P 1,704May-11 SPX 6/18/2011 875 P 6,853May-11 SPX 6/18/2011 880 P 1,950May-11 SPX 6/18/2011 890 P 2,595May-11 SPX 6/18/2011 900 P 60,324May-11 SPX 6/18/2011 900 C 2,220May-11 SPX 6/18/2011 905 P 1,569May-11 SPX 6/18/2011 910 P 1,654May-11 SPX 6/18/2011 915 P 1,614May-11 SPX 6/18/2011 920 P 1,694May-11 SPX 6/18/2011 925 P 22,566May-11 SPX 6/18/2011 930 P 2,018May-11 SPX 6/18/2011 935 P 1,448May-11 SPX 6/18/2011 940 P 2,928May-11 SPX 6/18/2011 945 P 1,456May-11 SPX 6/18/2011 950 C 2,231May-11 SPX 6/18/2011 950 P 107,978May-11 SPX 6/18/2011 955 P 1,385May-11 SPX 6/18/2011 960 P 1,442May-11 SPX 6/18/2011 965 P 1,371May-11 SPX 6/18/2011 970 P 1,427May-11 SPX 6/18/2011 975 C 1,969May-11 SPX 6/18/2011 975 P 37,050May-11 SPX 6/18/2011 980 P 3,461May-11 SPX 6/18/2011 980 C 20,000May-11 SPX 6/18/2011 985 P 1,300May-11 SPX 6/18/2011 990 P 1,461May-11 SPX 6/18/2011 995 P 1,293May-11 SPX 6/18/2011 1000 C 14,795May-11 SPX 6/18/2011 1000 P 79,258May-11 SPX 6/18/2011 1005 P 1,612May-11 SPX 6/18/2011 1010 P 1,862May-11 SPX 6/18/2011 1015 P 1,543May-11 SPX 6/18/2011 1020 P 3,688May-11 SPX 6/18/2011 1025 C 5,821May-11 SPX 6/18/2011 1025 P 21,452May-11 SPX 6/18/2011 1030 P 2,078May-11 SPX 6/18/2011 1030 C 35May-11 SPX 6/18/2011 1035 P 1,738

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 710: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 6/18/2011 1035 C 35May-11 SPX 6/18/2011 1040 P 2,794May-11 SPX 6/18/2011 1040 C 40May-11 SPX 6/18/2011 1045 P 1,456May-11 SPX 6/18/2011 1050 P 66,726May-11 SPX 6/18/2011 1050 C 14,815May-11 SPX 6/18/2011 1055 P 1,911May-11 SPX 6/18/2011 1060 P 9,455May-11 SPX 6/18/2011 1060 C 250May-11 SPX 6/18/2011 1065 P 1,454May-11 SPX 6/18/2011 1070 P 3,026May-11 SPX 6/18/2011 1070 C 9May-11 SPX 6/18/2011 1075 P 37,380May-11 SPX 6/18/2011 1075 C 12,212May-11 SPX 6/18/2011 1080 C 90May-11 SPX 6/18/2011 1080 P 6,080May-11 SPX 6/18/2011 1085 P 1,136May-11 SPX 6/18/2011 1085 C 9May-11 SPX 6/18/2011 1090 P 4,350May-11 SPX 6/18/2011 1090 C 5May-11 SPX 6/18/2011 1095 P 1,514May-11 SPX 6/18/2011 1100 C 31,245May-11 SPX 6/18/2011 1100 P 128,483May-11 SPX 6/18/2011 1105 P 1,104May-11 SPX 6/18/2011 1110 P 6,207May-11 SPX 6/18/2011 1115 P 1,728May-11 SPX 6/18/2011 1115 C 1May-11 SPX 6/18/2011 1120 P 8,173May-11 SPX 6/18/2011 1125 P 84,360May-11 SPX 6/18/2011 1125 C 12,535May-11 SPX 6/18/2011 1130 C 35May-11 SPX 6/18/2011 1130 P 4,878May-11 SPX 6/18/2011 1135 P 2,072May-11 SPX 6/18/2011 1135 C 58May-11 SPX 6/18/2011 1140 P 7,214May-11 SPX 6/18/2011 1140 C 58May-11 SPX 6/18/2011 1145 P 2,058May-11 SPX 6/18/2011 1150 P 106,376May-11 SPX 6/18/2011 1150 C 17,823May-11 SPX 6/18/2011 1155 C 15May-11 SPX 6/18/2011 1155 P 1,097May-11 SPX 6/18/2011 1160 P 7,517May-11 SPX 6/18/2011 1160 C 20May-11 SPX 6/18/2011 1165 P 1,053May-11 SPX 6/18/2011 1170 P 4,279May-11 SPX 6/18/2011 1170 C 7,025May-11 SPX 6/18/2011 1175 P 72,425May-11 SPX 6/18/2011 1175 C 27,161May-11 SPX 6/18/2011 1180 P 12,927

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 711: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 6/18/2011 1185 P 9,844May-11 SPX 6/18/2011 1190 P 11,079May-11 SPX 6/18/2011 1190 C 4,576May-11 SPX 6/18/2011 1195 C 3,500May-11 SPX 6/18/2011 1195 P 5,017May-11 SPX 6/18/2011 1200 P 173,736May-11 SPX 6/18/2011 1200 C 76,086May-11 SPX 6/18/2011 1205 P 6,703May-11 SPX 6/18/2011 1210 C 9May-11 SPX 6/18/2011 1210 P 9,803May-11 SPX 6/18/2011 1215 P 4,671May-11 SPX 6/18/2011 1220 P 20,975May-11 SPX 6/18/2011 1220 C 60May-11 SPX 6/18/2011 1225 P 100,366May-11 SPX 6/18/2011 1225 C 20,721May-11 SPX 6/18/2011 1230 P 7,146May-11 SPX 6/18/2011 1230 C 53May-11 SPX 6/18/2011 1235 P 4,143May-11 SPX 6/18/2011 1235 C 8May-11 SPX 6/18/2011 1240 C 19May-11 SPX 6/18/2011 1240 P 12,049May-11 SPX 6/18/2011 1245 P 4,576May-11 SPX 6/18/2011 1250 P 168,408May-11 SPX 6/18/2011 1250 C 63,697May-11 SPX 6/18/2011 1255 P 10,299May-11 SPX 6/18/2011 1255 C 7,871May-11 SPX 6/18/2011 1260 P 30,058May-11 SPX 6/18/2011 1260 C 10,341May-11 SPX 6/18/2011 1265 P 19,139May-11 SPX 6/18/2011 1265 C 15,257May-11 SPX 6/18/2011 1270 C 23,173May-11 SPX 6/18/2011 1270 P 39,726May-11 SPX 6/18/2011 1275 C 30,347May-11 SPX 6/18/2011 1275 P 88,099May-11 SPX 6/18/2011 1280 P 31,668May-11 SPX 6/18/2011 1280 C 11,935May-11 SPX 6/18/2011 1285 C 9,437May-11 SPX 6/18/2011 1285 P 15,334May-11 SPX 6/18/2011 1290 P 30,290May-11 SPX 6/18/2011 1290 C 20,334May-11 SPX 6/18/2011 1295 P 34,344May-11 SPX 6/18/2011 1295 C 32,894May-11 SPX 6/18/2011 1300 P 199,311May-11 SPX 6/18/2011 1300 C 130,999May-11 SPX 6/18/2011 1305 C 24,743May-11 SPX 6/18/2011 1305 P 29,662May-11 SPX 6/18/2011 1310 C 29,414May-11 SPX 6/18/2011 1310 P 38,365May-11 SPX 6/18/2011 1315 P 41,069

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 712: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 6/18/2011 1315 C 40,198May-11 SPX 6/18/2011 1320 P 49,850May-11 SPX 6/18/2011 1320 C 26,522May-11 SPX 6/18/2011 1325 P 171,391May-11 SPX 6/18/2011 1325 C 139,879May-11 SPX 6/18/2011 1330 P 54,618May-11 SPX 6/18/2011 1330 C 57,113May-11 SPX 6/18/2011 1335 P 41,821May-11 SPX 6/18/2011 1335 C 50,829May-11 SPX 6/18/2011 1340 P 52,093May-11 SPX 6/18/2011 1340 C 63,449May-11 SPX 6/18/2011 1345 C 31,327May-11 SPX 6/18/2011 1345 P 29,706May-11 SPX 6/18/2011 1350 P 132,206May-11 SPX 6/18/2011 1350 C 174,371May-11 SPX 6/18/2011 1355 P 20,121May-11 SPX 6/18/2011 1355 C 35,678May-11 SPX 6/18/2011 1360 P 18,008May-11 SPX 6/18/2011 1360 C 45,959May-11 SPX 6/18/2011 1365 C 27,152May-11 SPX 6/18/2011 1365 P 9,504May-11 SPX 6/18/2011 1370 P 7,428May-11 SPX 6/18/2011 1370 C 24,332May-11 SPX 6/18/2011 1375 P 12,199May-11 SPX 6/18/2011 1375 C 72,184May-11 SPX 6/18/2011 1380 P 2,235May-11 SPX 6/18/2011 1380 C 38,412May-11 SPX 6/18/2011 1385 P 39May-11 SPX 6/18/2011 1385 C 18,921May-11 SPX 6/18/2011 1390 P 3,448May-11 SPX 6/18/2011 1390 C 17,560May-11 SPX 6/18/2011 1395 C 11,963May-11 SPX 6/18/2011 1395 P 3,512May-11 SPX 6/18/2011 1400 P 12,133May-11 SPX 6/18/2011 1400 C 106,180May-11 SPX 6/18/2011 1405 P 2May-11 SPX 6/18/2011 1405 C 7,286May-11 SPX 6/18/2011 1410 P 7,003May-11 SPX 6/18/2011 1410 C 11,062May-11 SPX 6/18/2011 1415 C 9,087May-11 SPX 6/18/2011 1415 P 7,000May-11 SPX 6/18/2011 1420 C 10,143May-11 SPX 6/18/2011 1420 P 8May-11 SPX 6/18/2011 1425 P 67May-11 SPX 6/18/2011 1425 C 62,865May-11 SPX 6/18/2011 1430 P 2May-11 SPX 6/18/2011 1430 C 8,803May-11 SPX 6/18/2011 1435 P 16May-11 SPX 6/18/2011 1435 C 4,611

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 713: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 6/18/2011 1440 P 3May-11 SPX 6/18/2011 1440 C 6,225May-11 SPX 6/18/2011 1445 C 1,525May-11 SPX 6/18/2011 1450 P 713May-11 SPX 6/18/2011 1450 C 31,590May-11 SPX 6/18/2011 1455 C 556May-11 SPX 6/18/2011 1460 C 20,958May-11 SPX 6/18/2011 1465 C 1,027May-11 SPX 6/18/2011 1470 C 913May-11 SPX 6/18/2011 1475 C 15,187May-11 SPX 6/18/2011 1475 P 1May-11 SPX 6/18/2011 1480 C 1,212May-11 SPX 6/18/2011 1485 C 7,656May-11 SPX 6/18/2011 1490 C 8,499May-11 SPX 6/18/2011 1495 C 718May-11 SPX 6/18/2011 1500 C 113,316May-11 SPX 6/18/2011 1500 P 88,703May-11 SPX 6/18/2011 1510 C 506May-11 SPX 6/18/2011 1520 C 1,135May-11 SPX 6/18/2011 1525 C 7,774May-11 SPX 6/18/2011 1530 C 131May-11 SPX 6/18/2011 1540 C 173May-11 SPX 6/18/2011 1550 C 7,591May-11 SPX 6/18/2011 1550 P 3May-11 SPX 6/18/2011 1600 P 20May-11 SPX 6/18/2011 1600 C 2,530May-11 SPX 6/18/2011 1650 C 945May-11 SPX 6/18/2011 1700 P 948May-11 SPX 6/18/2011 1700 C 1,179May-11 SPX 6/18/2011 1800 P 1,053May-11 SPX 6/18/2011 1800 C 2,388May-11 SPX 6/18/2011 1900 C 1,118May-11 SPX 6/18/2011 1900 P 868May-11 SPX 6/18/2011 2000 P 975May-11 SPX 6/18/2011 2000 C 1May-11 SPX 6/18/2011 2250 P 99May-11 SPX 6/18/2011 2250 C 70May-11 SPX 6/18/2011 2500 P 161May-11 SPX 6/18/2011 3000 P 51May-11 SPX 7/16/2011 200 P 1May-11 SPX 7/16/2011 300 P 1May-11 SPX 7/16/2011 300 C 1May-11 SPX 7/16/2011 400 P 1May-11 SPX 7/16/2011 500 P 1May-11 SPX 7/16/2011 600 P 52May-11 SPX 7/16/2011 750 P 163May-11 SPX 7/16/2011 800 P 71,823May-11 SPX 7/16/2011 850 P 1,854May-11 SPX 7/16/2011 850 C 5

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 714: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 7/16/2011 860 P 61May-11 SPX 7/16/2011 870 P 11May-11 SPX 7/16/2011 875 P 1May-11 SPX 7/16/2011 880 P 6May-11 SPX 7/16/2011 890 P 8May-11 SPX 7/16/2011 900 P 27,673May-11 SPX 7/16/2011 905 P 10May-11 SPX 7/16/2011 910 P 6May-11 SPX 7/16/2011 915 P 2,554May-11 SPX 7/16/2011 920 P 75May-11 SPX 7/16/2011 925 P 5,058May-11 SPX 7/16/2011 930 P 713May-11 SPX 7/16/2011 940 P 130May-11 SPX 7/16/2011 950 P 15,526May-11 SPX 7/16/2011 950 C 25May-11 SPX 7/16/2011 960 P 150May-11 SPX 7/16/2011 970 P 1May-11 SPX 7/16/2011 975 P 1,548May-11 SPX 7/16/2011 975 C 53May-11 SPX 7/16/2011 980 P 1May-11 SPX 7/16/2011 990 P 1May-11 SPX 7/16/2011 1000 C 80May-11 SPX 7/16/2011 1000 P 13,465May-11 SPX 7/16/2011 1005 P 22May-11 SPX 7/16/2011 1010 P 6May-11 SPX 7/16/2011 1020 P 2May-11 SPX 7/16/2011 1025 P 481May-11 SPX 7/16/2011 1025 C 30May-11 SPX 7/16/2011 1030 C 30May-11 SPX 7/16/2011 1030 P 227May-11 SPX 7/16/2011 1040 P 157May-11 SPX 7/16/2011 1050 P 9,379May-11 SPX 7/16/2011 1050 C 3May-11 SPX 7/16/2011 1060 P 110May-11 SPX 7/16/2011 1060 C 2May-11 SPX 7/16/2011 1070 P 205May-11 SPX 7/16/2011 1075 P 4,516May-11 SPX 7/16/2011 1075 C 53May-11 SPX 7/16/2011 1080 P 4,865May-11 SPX 7/16/2011 1085 P 1,250May-11 SPX 7/16/2011 1085 C 2May-11 SPX 7/16/2011 1090 P 3,248May-11 SPX 7/16/2011 1095 P 2,116May-11 SPX 7/16/2011 1100 P 55,345May-11 SPX 7/16/2011 1100 C 72May-11 SPX 7/16/2011 1105 P 338May-11 SPX 7/16/2011 1110 P 328May-11 SPX 7/16/2011 1115 C 1May-11 SPX 7/16/2011 1115 P 3,018

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 715: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 7/16/2011 1120 P 175May-11 SPX 7/16/2011 1120 C 1May-11 SPX 7/16/2011 1125 P 15,045May-11 SPX 7/16/2011 1125 C 30May-11 SPX 7/16/2011 1130 P 9,920May-11 SPX 7/16/2011 1130 C 30May-11 SPX 7/16/2011 1135 P 23May-11 SPX 7/16/2011 1135 C 1May-11 SPX 7/16/2011 1140 P 2,094May-11 SPX 7/16/2011 1140 C 1May-11 SPX 7/16/2011 1145 P 70May-11 SPX 7/16/2011 1150 C 1May-11 SPX 7/16/2011 1150 P 39,730May-11 SPX 7/16/2011 1155 P 27May-11 SPX 7/16/2011 1160 P 1,094May-11 SPX 7/16/2011 1160 C 20May-11 SPX 7/16/2011 1165 P 1,010May-11 SPX 7/16/2011 1170 P 4,787May-11 SPX 7/16/2011 1170 C 20May-11 SPX 7/16/2011 1175 P 18,062May-11 SPX 7/16/2011 1175 C 8May-11 SPX 7/16/2011 1180 P 3,950May-11 SPX 7/16/2011 1185 P 111May-11 SPX 7/16/2011 1190 P 1,963May-11 SPX 7/16/2011 1190 C 2May-11 SPX 7/16/2011 1195 P 77May-11 SPX 7/16/2011 1200 P 52,305May-11 SPX 7/16/2011 1200 C 27May-11 SPX 7/16/2011 1205 P 2,314May-11 SPX 7/16/2011 1210 P 4,209May-11 SPX 7/16/2011 1215 P 1,115May-11 SPX 7/16/2011 1220 P 1,928May-11 SPX 7/16/2011 1220 C 1May-11 SPX 7/16/2011 1225 P 48,332May-11 SPX 7/16/2011 1225 C 9May-11 SPX 7/16/2011 1230 P 2,245May-11 SPX 7/16/2011 1235 C 6May-11 SPX 7/16/2011 1235 P 181May-11 SPX 7/16/2011 1240 C 4May-11 SPX 7/16/2011 1240 P 14,506May-11 SPX 7/16/2011 1245 P 2,494May-11 SPX 7/16/2011 1250 P 63,334May-11 SPX 7/16/2011 1250 C 4,450May-11 SPX 7/16/2011 1255 P 99May-11 SPX 7/16/2011 1260 P 6,527May-11 SPX 7/16/2011 1260 C 5May-11 SPX 7/16/2011 1265 P 630May-11 SPX 7/16/2011 1265 C 6May-11 SPX 7/16/2011 1270 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 716: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 7/16/2011 1270 P 5,682May-11 SPX 7/16/2011 1275 P 26,909May-11 SPX 7/16/2011 1275 C 15May-11 SPX 7/16/2011 1280 P 3,086May-11 SPX 7/16/2011 1280 C 10May-11 SPX 7/16/2011 1285 P 2,039May-11 SPX 7/16/2011 1285 C 3May-11 SPX 7/16/2011 1290 P 4,332May-11 SPX 7/16/2011 1290 C 54May-11 SPX 7/16/2011 1295 P 406May-11 SPX 7/16/2011 1295 C 3May-11 SPX 7/16/2011 1300 P 75,498May-11 SPX 7/16/2011 1300 C 8,558May-11 SPX 7/16/2011 1305 P 292May-11 SPX 7/16/2011 1305 C 35May-11 SPX 7/16/2011 1310 P 2,376May-11 SPX 7/16/2011 1310 C 533May-11 SPX 7/16/2011 1315 P 9,602May-11 SPX 7/16/2011 1315 C 252May-11 SPX 7/16/2011 1320 P 48,566May-11 SPX 7/16/2011 1320 C 551May-11 SPX 7/16/2011 1325 P 48,174May-11 SPX 7/16/2011 1325 C 35,491May-11 SPX 7/16/2011 1330 C 1,074May-11 SPX 7/16/2011 1330 P 4,468May-11 SPX 7/16/2011 1335 P 2,297May-11 SPX 7/16/2011 1335 C 742May-11 SPX 7/16/2011 1340 P 32,208May-11 SPX 7/16/2011 1340 C 9,792May-11 SPX 7/16/2011 1345 P 24May-11 SPX 7/16/2011 1345 C 1,043May-11 SPX 7/16/2011 1350 P 33,445May-11 SPX 7/16/2011 1350 C 55,076May-11 SPX 7/16/2011 1355 C 4,358May-11 SPX 7/16/2011 1355 P 568May-11 SPX 7/16/2011 1360 C 9,405May-11 SPX 7/16/2011 1360 P 4,800May-11 SPX 7/16/2011 1365 P 12May-11 SPX 7/16/2011 1365 C 1,502May-11 SPX 7/16/2011 1370 P 27May-11 SPX 7/16/2011 1370 C 8,461May-11 SPX 7/16/2011 1375 P 2,416May-11 SPX 7/16/2011 1375 C 19,416May-11 SPX 7/16/2011 1380 P 71May-11 SPX 7/16/2011 1380 C 8,754May-11 SPX 7/16/2011 1385 P 8May-11 SPX 7/16/2011 1385 C 458May-11 SPX 7/16/2011 1390 C 4,826May-11 SPX 7/16/2011 1390 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 717: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 7/16/2011 1395 P 1May-11 SPX 7/16/2011 1395 C 543May-11 SPX 7/16/2011 1400 P 2,508May-11 SPX 7/16/2011 1400 C 53,013May-11 SPX 7/16/2011 1405 C 1,648May-11 SPX 7/16/2011 1410 C 3,261May-11 SPX 7/16/2011 1415 C 3,303May-11 SPX 7/16/2011 1420 C 5,461May-11 SPX 7/16/2011 1425 P 1May-11 SPX 7/16/2011 1425 C 15,186May-11 SPX 7/16/2011 1430 C 4,211May-11 SPX 7/16/2011 1435 C 3,027May-11 SPX 7/16/2011 1440 C 7,569May-11 SPX 7/16/2011 1445 C 385May-11 SPX 7/16/2011 1450 C 11,949May-11 SPX 7/16/2011 1455 C 225May-11 SPX 7/16/2011 1460 C 974May-11 SPX 7/16/2011 1465 C 80May-11 SPX 7/16/2011 1470 C 222May-11 SPX 7/16/2011 1475 C 4,514May-11 SPX 7/16/2011 1480 C 2,004May-11 SPX 7/16/2011 1485 C 426May-11 SPX 7/16/2011 1490 C 119May-11 SPX 7/16/2011 1495 C 42May-11 SPX 7/16/2011 1500 C 7,750May-11 SPX 7/16/2011 1505 C 42May-11 SPX 7/16/2011 1510 C 284May-11 SPX 7/16/2011 1515 C 70May-11 SPX 7/16/2011 1520 C 161May-11 SPX 7/16/2011 1530 C 202May-11 SPX 7/16/2011 1535 C 17May-11 SPX 7/16/2011 1540 C 566May-11 SPX 7/16/2011 1545 C 18May-11 SPX 7/16/2011 1550 C 246May-11 SPX 7/16/2011 1560 C 621May-11 SPX 7/16/2011 1570 C 338May-11 SPX 7/16/2011 1575 P 1May-11 SPX 7/16/2011 1575 C 508May-11 SPX 7/16/2011 1580 C 158May-11 SPX 7/16/2011 1590 C 37May-11 SPX 7/16/2011 1600 C 158May-11 SPX 7/16/2011 1625 C 129May-11 SPX 7/16/2011 1650 C 1,075May-11 SPX 8/20/2011 600 P 1May-11 SPX 8/20/2011 700 P 109May-11 SPX 8/20/2011 750 P 1May-11 SPX 8/20/2011 775 P 14,319May-11 SPX 8/20/2011 800 P 7,334May-11 SPX 8/20/2011 825 P 202

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 718: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 8/20/2011 850 P 51May-11 SPX 8/20/2011 875 P 101May-11 SPX 8/20/2011 890 P 1May-11 SPX 8/20/2011 900 P 122May-11 SPX 8/20/2011 920 P 2May-11 SPX 8/20/2011 925 P 27May-11 SPX 8/20/2011 930 P 26May-11 SPX 8/20/2011 940 P 26May-11 SPX 8/20/2011 950 P 123May-11 SPX 8/20/2011 960 P 25May-11 SPX 8/20/2011 970 P 25May-11 SPX 8/20/2011 975 P 65May-11 SPX 8/20/2011 980 P 25May-11 SPX 8/20/2011 990 P 1May-11 SPX 8/20/2011 1000 P 1,380May-11 SPX 8/20/2011 1000 C 3May-11 SPX 8/20/2011 1010 P 1May-11 SPX 8/20/2011 1020 P 260May-11 SPX 8/20/2011 1025 P 4,146May-11 SPX 8/20/2011 1030 P 322May-11 SPX 8/20/2011 1040 P 101May-11 SPX 8/20/2011 1050 P 9,238May-11 SPX 8/20/2011 1060 P 55May-11 SPX 8/20/2011 1070 P 5May-11 SPX 8/20/2011 1075 P 4,370May-11 SPX 8/20/2011 1080 P 4May-11 SPX 8/20/2011 1090 P 3May-11 SPX 8/20/2011 1100 P 11,103May-11 SPX 8/20/2011 1100 C 5,004May-11 SPX 8/20/2011 1110 P 1,004May-11 SPX 8/20/2011 1120 P 1,536May-11 SPX 8/20/2011 1125 P 18,129May-11 SPX 8/20/2011 1130 P 882May-11 SPX 8/20/2011 1140 P 17May-11 SPX 8/20/2011 1150 P 15,528May-11 SPX 8/20/2011 1160 P 6May-11 SPX 8/20/2011 1170 P 98May-11 SPX 8/20/2011 1175 P 12,729May-11 SPX 8/20/2011 1175 C 1May-11 SPX 8/20/2011 1180 P 5,189May-11 SPX 8/20/2011 1180 C 1May-11 SPX 8/20/2011 1190 P 25May-11 SPX 8/20/2011 1200 P 23,323May-11 SPX 8/20/2011 1200 C 1May-11 SPX 8/20/2011 1210 P 2,086May-11 SPX 8/20/2011 1220 P 2,828May-11 SPX 8/20/2011 1225 P 7,632May-11 SPX 8/20/2011 1230 P 21May-11 SPX 8/20/2011 1230 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 719: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 8/20/2011 1240 P 764May-11 SPX 8/20/2011 1250 P 17,323May-11 SPX 8/20/2011 1250 C 2May-11 SPX 8/20/2011 1260 P 2,518May-11 SPX 8/20/2011 1270 P 960May-11 SPX 8/20/2011 1270 C 4May-11 SPX 8/20/2011 1275 P 20,451May-11 SPX 8/20/2011 1275 C 10,102May-11 SPX 8/20/2011 1280 P 32May-11 SPX 8/20/2011 1280 C 1May-11 SPX 8/20/2011 1290 P 400May-11 SPX 8/20/2011 1290 C 400May-11 SPX 8/20/2011 1300 P 18,453May-11 SPX 8/20/2011 1300 C 3,628May-11 SPX 8/20/2011 1310 P 3May-11 SPX 8/20/2011 1310 C 37May-11 SPX 8/20/2011 1320 P 1,740May-11 SPX 8/20/2011 1320 C 597May-11 SPX 8/20/2011 1325 C 6,451May-11 SPX 8/20/2011 1325 P 14,997May-11 SPX 8/20/2011 1330 P 245May-11 SPX 8/20/2011 1330 C 402May-11 SPX 8/20/2011 1340 P 577May-11 SPX 8/20/2011 1340 C 877May-11 SPX 8/20/2011 1350 P 6,689May-11 SPX 8/20/2011 1350 C 22,951May-11 SPX 8/20/2011 1360 P 1,017May-11 SPX 8/20/2011 1360 C 1,580May-11 SPX 8/20/2011 1370 C 15May-11 SPX 8/20/2011 1370 P 40May-11 SPX 8/20/2011 1375 C 10,711May-11 SPX 8/20/2011 1375 P 1,500May-11 SPX 8/20/2011 1380 C 2,584May-11 SPX 8/20/2011 1390 C 2,183May-11 SPX 8/20/2011 1400 P 534May-11 SPX 8/20/2011 1400 C 8,475May-11 SPX 8/20/2011 1410 P 8May-11 SPX 8/20/2011 1410 C 53May-11 SPX 8/20/2011 1420 C 18May-11 SPX 8/20/2011 1425 C 3,321May-11 SPX 8/20/2011 1430 C 310May-11 SPX 8/20/2011 1440 C 647May-11 SPX 8/20/2011 1450 P 400May-11 SPX 8/20/2011 1450 C 7,387May-11 SPX 8/20/2011 1460 C 1,564May-11 SPX 8/20/2011 1470 C 121May-11 SPX 8/20/2011 1475 C 11,144May-11 SPX 8/20/2011 1480 C 41May-11 SPX 8/20/2011 1490 C 6

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 720: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 8/20/2011 1500 C 12,188May-11 SPX 8/20/2011 1520 C 2May-11 SPX 8/20/2011 1525 C 2May-11 SPX 8/20/2011 1550 C 2May-11 SPX 8/20/2011 1600 C 37May-11 SPX 9/17/2011 200 P 47May-11 SPX 9/17/2011 300 C 1,924May-11 SPX 9/17/2011 300 P 25May-11 SPX 9/17/2011 350 P 68May-11 SPX 9/17/2011 400 P 1,877May-11 SPX 9/17/2011 500 P 3,898May-11 SPX 9/17/2011 500 C 4,974May-11 SPX 9/17/2011 550 P 12May-11 SPX 9/17/2011 600 P 6,272May-11 SPX 9/17/2011 625 P 352May-11 SPX 9/17/2011 650 P 7,689May-11 SPX 9/17/2011 675 P 619May-11 SPX 9/17/2011 700 P 24,206May-11 SPX 9/17/2011 725 P 651May-11 SPX 9/17/2011 750 P 2,088May-11 SPX 9/17/2011 775 P 3,933May-11 SPX 9/17/2011 800 P 176,478May-11 SPX 9/17/2011 820 P 25May-11 SPX 9/17/2011 825 P 1,625May-11 SPX 9/17/2011 825 C 2May-11 SPX 9/17/2011 840 P 25May-11 SPX 9/17/2011 850 P 2,526May-11 SPX 9/17/2011 860 P 50May-11 SPX 9/17/2011 875 P 159May-11 SPX 9/17/2011 880 P 76May-11 SPX 9/17/2011 900 P 71,631May-11 SPX 9/17/2011 920 P 76May-11 SPX 9/17/2011 925 P 2,276May-11 SPX 9/17/2011 925 C 9May-11 SPX 9/17/2011 940 P 10May-11 SPX 9/17/2011 950 P 9,654May-11 SPX 9/17/2011 960 P 25May-11 SPX 9/17/2011 960 C 2May-11 SPX 9/17/2011 975 P 17,580May-11 SPX 9/17/2011 975 C 1May-11 SPX 9/17/2011 980 P 12May-11 SPX 9/17/2011 1000 P 27,514May-11 SPX 9/17/2011 1000 C 606May-11 SPX 9/17/2011 1020 P 35May-11 SPX 9/17/2011 1025 P 15,718May-11 SPX 9/17/2011 1040 P 5May-11 SPX 9/17/2011 1050 P 26,460May-11 SPX 9/17/2011 1050 C 250May-11 SPX 9/17/2011 1060 P 1,500

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 721: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 9/17/2011 1075 C 660May-11 SPX 9/17/2011 1075 P 10,850May-11 SPX 9/17/2011 1080 P 450May-11 SPX 9/17/2011 1100 C 1,752May-11 SPX 9/17/2011 1100 P 51,236May-11 SPX 9/17/2011 1120 P 45May-11 SPX 9/17/2011 1125 P 24,681May-11 SPX 9/17/2011 1125 C 1,849May-11 SPX 9/17/2011 1140 P 802May-11 SPX 9/17/2011 1140 C 1May-11 SPX 9/17/2011 1150 P 37,650May-11 SPX 9/17/2011 1150 C 4,101May-11 SPX 9/17/2011 1160 P 340May-11 SPX 9/17/2011 1175 C 6,972May-11 SPX 9/17/2011 1175 P 29,694May-11 SPX 9/17/2011 1180 P 1,002May-11 SPX 9/17/2011 1200 P 69,976May-11 SPX 9/17/2011 1200 C 3,832May-11 SPX 9/17/2011 1220 P 1,116May-11 SPX 9/17/2011 1225 P 62,980May-11 SPX 9/17/2011 1225 C 4,998May-11 SPX 9/17/2011 1240 P 1,255May-11 SPX 9/17/2011 1240 C 16May-11 SPX 9/17/2011 1250 C 43,964May-11 SPX 9/17/2011 1250 P 80,744May-11 SPX 9/17/2011 1260 P 5,198May-11 SPX 9/17/2011 1275 P 38,458May-11 SPX 9/17/2011 1275 C 94,234May-11 SPX 9/17/2011 1280 P 1,169May-11 SPX 9/17/2011 1280 C 51May-11 SPX 9/17/2011 1300 P 81,091May-11 SPX 9/17/2011 1300 C 51,933May-11 SPX 9/17/2011 1310 P 1,107May-11 SPX 9/17/2011 1310 C 60May-11 SPX 9/17/2011 1315 C 3,071May-11 SPX 9/17/2011 1315 P 3,441May-11 SPX 9/17/2011 1320 P 707May-11 SPX 9/17/2011 1320 C 778May-11 SPX 9/17/2011 1325 P 23,368May-11 SPX 9/17/2011 1325 C 22,225May-11 SPX 9/17/2011 1330 P 283May-11 SPX 9/17/2011 1330 C 116May-11 SPX 9/17/2011 1335 P 353May-11 SPX 9/17/2011 1335 C 350May-11 SPX 9/17/2011 1340 P 2,930May-11 SPX 9/17/2011 1340 C 1,775May-11 SPX 9/17/2011 1350 P 18,172May-11 SPX 9/17/2011 1350 C 28,215May-11 SPX 9/17/2011 1355 C 20

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 722: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 9/17/2011 1360 P 1,252May-11 SPX 9/17/2011 1360 C 583May-11 SPX 9/17/2011 1370 C 620May-11 SPX 9/17/2011 1375 C 19,148May-11 SPX 9/17/2011 1375 P 876May-11 SPX 9/17/2011 1380 C 110May-11 SPX 9/17/2011 1390 C 115May-11 SPX 9/17/2011 1400 P 4,240May-11 SPX 9/17/2011 1400 C 90,114May-11 SPX 9/17/2011 1420 C 151May-11 SPX 9/17/2011 1425 C 15,107May-11 SPX 9/17/2011 1425 P 523May-11 SPX 9/17/2011 1440 C 226May-11 SPX 9/17/2011 1450 P 259May-11 SPX 9/17/2011 1450 C 44,066May-11 SPX 9/17/2011 1460 C 51May-11 SPX 9/17/2011 1475 C 4,510May-11 SPX 9/17/2011 1480 C 176May-11 SPX 9/17/2011 1500 C 15,823May-11 SPX 9/17/2011 1500 P 3,601May-11 SPX 9/17/2011 1520 C 12May-11 SPX 9/17/2011 1525 P 4May-11 SPX 9/17/2011 1525 C 2,195May-11 SPX 9/17/2011 1550 P 4May-11 SPX 9/17/2011 1550 C 4,201May-11 SPX 9/17/2011 1600 P 8May-11 SPX 9/17/2011 1600 C 8,106May-11 SPX 9/17/2011 1650 C 2,074May-11 SPX 9/17/2011 1700 P 1,115May-11 SPX 9/17/2011 1700 C 2,265May-11 SPX 9/17/2011 1750 C 492May-11 SPX 9/17/2011 1800 C 19May-11 SPX 9/17/2011 1900 P 1,115May-11 SPX 9/17/2011 1900 C 22May-11 SPX 9/17/2011 2000 C 232May-11 SPX 9/17/2011 2500 C 487May-11 SPX 9/17/2011 3000 C 879May-11 SPX 9/17/2011 3000 P 104May-11 SPX 12/17/2011 50 P 27,401May-11 SPX 12/17/2011 100 P 16,174May-11 SPX 12/17/2011 100 C 109May-11 SPX 12/17/2011 150 P 2,288May-11 SPX 12/17/2011 200 P 51,966May-11 SPX 12/17/2011 200 C 3May-11 SPX 12/17/2011 225 P 8,724May-11 SPX 12/17/2011 250 P 134,129May-11 SPX 12/17/2011 250 C 15May-11 SPX 12/17/2011 275 P 17,873May-11 SPX 12/17/2011 280 P 6,289

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 723: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 12/17/2011 280 C 102May-11 SPX 12/17/2011 300 P 34,027May-11 SPX 12/17/2011 300 C 85May-11 SPX 12/17/2011 325 P 3,022May-11 SPX 12/17/2011 350 P 4,065May-11 SPX 12/17/2011 350 C 10May-11 SPX 12/17/2011 375 P 285May-11 SPX 12/17/2011 400 P 143,091May-11 SPX 12/17/2011 400 C 82May-11 SPX 12/17/2011 425 P 351May-11 SPX 12/17/2011 450 P 12,485May-11 SPX 12/17/2011 450 C 8May-11 SPX 12/17/2011 475 P 476May-11 SPX 12/17/2011 500 P 26,381May-11 SPX 12/17/2011 500 C 5,715May-11 SPX 12/17/2011 525 P 8,390May-11 SPX 12/17/2011 550 P 30,198May-11 SPX 12/17/2011 550 C 6May-11 SPX 12/17/2011 575 P 8,521May-11 SPX 12/17/2011 600 P 73,373May-11 SPX 12/17/2011 600 C 21May-11 SPX 12/17/2011 650 P 38,932May-11 SPX 12/17/2011 650 C 1,217May-11 SPX 12/17/2011 675 P 21,315May-11 SPX 12/17/2011 700 C 5,391May-11 SPX 12/17/2011 700 P 80,854May-11 SPX 12/17/2011 725 P 2,023May-11 SPX 12/17/2011 750 P 39,663May-11 SPX 12/17/2011 750 C 404May-11 SPX 12/17/2011 770 P 100May-11 SPX 12/17/2011 775 P 14,609May-11 SPX 12/17/2011 775 C 4May-11 SPX 12/17/2011 800 C 13,708May-11 SPX 12/17/2011 800 P 91,021May-11 SPX 12/17/2011 825 C 151May-11 SPX 12/17/2011 825 P 5,312May-11 SPX 12/17/2011 850 P 46,700May-11 SPX 12/17/2011 850 C 6,744May-11 SPX 12/17/2011 875 P 23,969May-11 SPX 12/17/2011 900 P 97,797May-11 SPX 12/17/2011 900 C 17,657May-11 SPX 12/17/2011 920 P 6,072May-11 SPX 12/17/2011 920 C 606May-11 SPX 12/17/2011 925 P 9,722May-11 SPX 12/17/2011 950 C 6,410May-11 SPX 12/17/2011 950 P 31,467May-11 SPX 12/17/2011 975 C 9May-11 SPX 12/17/2011 975 P 16,107May-11 SPX 12/17/2011 1000 C 19,542

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 724: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 12/17/2011 1000 P 91,173May-11 SPX 12/17/2011 1025 P 14,386May-11 SPX 12/17/2011 1025 C 2,032May-11 SPX 12/17/2011 1030 P 3,421May-11 SPX 12/17/2011 1050 P 57,761May-11 SPX 12/17/2011 1050 C 14,903May-11 SPX 12/17/2011 1075 P 31,127May-11 SPX 12/17/2011 1075 C 8,421May-11 SPX 12/17/2011 1090 P 3,250May-11 SPX 12/17/2011 1095 P 500May-11 SPX 12/17/2011 1100 P 119,063May-11 SPX 12/17/2011 1100 C 71,498May-11 SPX 12/17/2011 1125 P 36,527May-11 SPX 12/17/2011 1125 C 20,735May-11 SPX 12/17/2011 1140 P 2,110May-11 SPX 12/17/2011 1150 C 36,566May-11 SPX 12/17/2011 1150 P 66,772May-11 SPX 12/17/2011 1175 P 38,939May-11 SPX 12/17/2011 1175 C 17,720May-11 SPX 12/17/2011 1180 P 1,304May-11 SPX 12/17/2011 1185 P 1May-11 SPX 12/17/2011 1200 P 103,000May-11 SPX 12/17/2011 1200 C 74,838May-11 SPX 12/17/2011 1225 C 10,518May-11 SPX 12/17/2011 1225 P 12,656May-11 SPX 12/17/2011 1250 C 31,339May-11 SPX 12/17/2011 1250 P 46,614May-11 SPX 12/17/2011 1275 P 45,830May-11 SPX 12/17/2011 1275 C 29,892May-11 SPX 12/17/2011 1285 P 2May-11 SPX 12/17/2011 1300 P 75,998May-11 SPX 12/17/2011 1300 C 91,332May-11 SPX 12/17/2011 1325 P 20,904May-11 SPX 12/17/2011 1325 C 33,597May-11 SPX 12/17/2011 1335 P 4,089May-11 SPX 12/17/2011 1335 C 1,558May-11 SPX 12/17/2011 1350 C 52,518May-11 SPX 12/17/2011 1350 P 23,945May-11 SPX 12/17/2011 1375 P 2,826May-11 SPX 12/17/2011 1375 C 32,020May-11 SPX 12/17/2011 1400 P 32,078May-11 SPX 12/17/2011 1400 C 207,943May-11 SPX 12/17/2011 1415 C 8May-11 SPX 12/17/2011 1420 C 34May-11 SPX 12/17/2011 1425 P 5May-11 SPX 12/17/2011 1425 C 21,751May-11 SPX 12/17/2011 1450 P 3,811May-11 SPX 12/17/2011 1450 C 66,590May-11 SPX 12/17/2011 1475 P 501

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 725: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 12/17/2011 1475 C 25,411May-11 SPX 12/17/2011 1500 P 8,368May-11 SPX 12/17/2011 1500 C 102,880May-11 SPX 12/17/2011 1525 P 1May-11 SPX 12/17/2011 1525 C 3,901May-11 SPX 12/17/2011 1550 P 17May-11 SPX 12/17/2011 1550 C 26,245May-11 SPX 12/17/2011 1600 P 535May-11 SPX 12/17/2011 1600 C 53,902May-11 SPX 12/17/2011 1700 C 13,972May-11 SPX 12/17/2011 1700 P 2,097May-11 SPX 12/17/2011 1800 P 619May-11 SPX 12/17/2011 1800 C 1,358May-11 SPX 12/17/2011 1900 P 107May-11 SPX 12/17/2011 1900 C 913May-11 SPX 12/17/2011 2000 P 228May-11 SPX 12/17/2011 2000 C 5,747May-11 SPX 12/17/2011 2250 P 72May-11 SPX 12/17/2011 2250 C 172May-11 SPX 12/17/2011 2500 C 353May-11 SPX 12/17/2011 2500 P 223May-11 SPX 12/17/2011 3000 C 760May-11 SPX 12/17/2011 3000 P 229May-11 SPX 3/17/2012 600 P 23,586May-11 SPX 3/17/2012 650 P 2,250May-11 SPX 3/17/2012 700 P 9,102May-11 SPX 3/17/2012 750 P 12May-11 SPX 3/17/2012 800 P 2,138May-11 SPX 3/17/2012 850 P 32,563May-11 SPX 3/17/2012 875 P 27May-11 SPX 3/17/2012 900 P 2,147May-11 SPX 3/17/2012 925 P 320May-11 SPX 3/17/2012 950 P 290May-11 SPX 3/17/2012 975 P 1,112May-11 SPX 3/17/2012 1000 P 5,595May-11 SPX 3/17/2012 1025 P 10May-11 SPX 3/17/2012 1050 P 2,271May-11 SPX 3/17/2012 1075 P 319May-11 SPX 3/17/2012 1100 P 11,379May-11 SPX 3/17/2012 1125 P 3,150May-11 SPX 3/17/2012 1150 P 7,925May-11 SPX 3/17/2012 1150 C 30May-11 SPX 3/17/2012 1175 P 6,080May-11 SPX 3/17/2012 1200 C 5May-11 SPX 3/17/2012 1200 P 6,320May-11 SPX 3/17/2012 1225 C 100May-11 SPX 3/17/2012 1225 P 2,787May-11 SPX 3/17/2012 1250 P 7,642May-11 SPX 3/17/2012 1250 C 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 726: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 3/17/2012 1275 P 5,351May-11 SPX 3/17/2012 1275 C 370May-11 SPX 3/17/2012 1300 P 26,818May-11 SPX 3/17/2012 1300 C 5,911May-11 SPX 3/17/2012 1325 P 6,173May-11 SPX 3/17/2012 1325 C 21,698May-11 SPX 3/17/2012 1350 C 7,207May-11 SPX 3/17/2012 1350 P 887May-11 SPX 3/17/2012 1375 P 401May-11 SPX 3/17/2012 1375 C 6,085May-11 SPX 3/17/2012 1400 P 2,201May-11 SPX 3/17/2012 1400 C 13,326May-11 SPX 3/17/2012 1425 C 15,666May-11 SPX 3/17/2012 1450 C 2,413May-11 SPX 3/17/2012 1475 C 4,507May-11 SPX 3/17/2012 1500 C 11,981May-11 SPX 3/17/2012 1550 C 3,485May-11 SPX 3/17/2012 1600 C 11,987May-11 SPX 3/17/2012 1650 C 1,100May-11 SPX 6/16/2012 100 P 327May-11 SPX 6/16/2012 100 C 2May-11 SPX 6/16/2012 200 P 4,792May-11 SPX 6/16/2012 200 C 1May-11 SPX 6/16/2012 300 P 407May-11 SPX 6/16/2012 400 P 97May-11 SPX 6/16/2012 450 P 117May-11 SPX 6/16/2012 500 P 996May-11 SPX 6/16/2012 550 P 75May-11 SPX 6/16/2012 600 P 25,206May-11 SPX 6/16/2012 650 P 1,283May-11 SPX 6/16/2012 700 P 3,296May-11 SPX 6/16/2012 700 C 381May-11 SPX 6/16/2012 725 P 50May-11 SPX 6/16/2012 750 P 1,320May-11 SPX 6/16/2012 775 P 153May-11 SPX 6/16/2012 800 P 14,424May-11 SPX 6/16/2012 800 C 1,500May-11 SPX 6/16/2012 825 P 329May-11 SPX 6/16/2012 850 P 1,150May-11 SPX 6/16/2012 875 P 559May-11 SPX 6/16/2012 900 P 5,414May-11 SPX 6/16/2012 925 P 601May-11 SPX 6/16/2012 950 C 100May-11 SPX 6/16/2012 950 P 3,801May-11 SPX 6/16/2012 975 P 5,132May-11 SPX 6/16/2012 1000 P 27,669May-11 SPX 6/16/2012 1025 P 156May-11 SPX 6/16/2012 1050 P 11,682May-11 SPX 6/16/2012 1050 C 2,550

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 727: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 6/16/2012 1075 P 4,533May-11 SPX 6/16/2012 1075 C 2,550May-11 SPX 6/16/2012 1100 P 17,047May-11 SPX 6/16/2012 1100 C 5,345May-11 SPX 6/16/2012 1125 C 715May-11 SPX 6/16/2012 1125 P 2,182May-11 SPX 6/16/2012 1150 P 10,884May-11 SPX 6/16/2012 1150 C 1,337May-11 SPX 6/16/2012 1175 P 3,931May-11 SPX 6/16/2012 1175 C 617May-11 SPX 6/16/2012 1200 P 13,855May-11 SPX 6/16/2012 1200 C 3,201May-11 SPX 6/16/2012 1225 P 6,594May-11 SPX 6/16/2012 1225 C 145May-11 SPX 6/16/2012 1250 P 25,283May-11 SPX 6/16/2012 1250 C 2,366May-11 SPX 6/16/2012 1275 C 2,168May-11 SPX 6/16/2012 1275 P 6,506May-11 SPX 6/16/2012 1300 P 11,291May-11 SPX 6/16/2012 1300 C 21,860May-11 SPX 6/16/2012 1325 P 2,512May-11 SPX 6/16/2012 1325 C 3,915May-11 SPX 6/16/2012 1350 P 6,473May-11 SPX 6/16/2012 1350 C 9,838May-11 SPX 6/16/2012 1375 C 4,465May-11 SPX 6/16/2012 1400 P 700May-11 SPX 6/16/2012 1400 C 11,850May-11 SPX 6/16/2012 1425 C 510May-11 SPX 6/16/2012 1450 P 12May-11 SPX 6/16/2012 1450 C 5,194May-11 SPX 6/16/2012 1475 C 1,544May-11 SPX 6/16/2012 1500 C 15,597May-11 SPX 6/16/2012 1550 C 7,447May-11 SPX 6/16/2012 1600 C 4,288May-11 SPX 6/16/2012 1625 C 9,775May-11 SPX 6/16/2012 1650 C 1,751May-11 SPX 6/16/2012 1700 C 1,828May-11 SPX 6/16/2012 1800 P 3May-11 SPX 6/16/2012 1800 C 302May-11 SPX 6/16/2012 1900 P 1May-11 SPX 6/16/2012 1900 C 336May-11 SPX 6/16/2012 2000 P 1May-11 SPX 6/16/2012 2000 C 57May-11 SPX 6/16/2012 2250 C 1May-11 SPX 6/16/2012 2250 P 16May-11 SPX 6/16/2012 2500 P 246May-11 SPX 6/16/2012 2500 C 36May-11 SPX 6/16/2012 3000 P 2May-11 SPX 6/16/2012 3000 C 56

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 728: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 12/22/2012 100 P 9,747May-11 SPX 12/22/2012 100 C 107May-11 SPX 12/22/2012 200 P 13,562May-11 SPX 12/22/2012 200 C 25May-11 SPX 12/22/2012 250 P 6,762May-11 SPX 12/22/2012 300 C 23May-11 SPX 12/22/2012 300 P 2,912May-11 SPX 12/22/2012 350 P 5,344May-11 SPX 12/22/2012 350 C 2May-11 SPX 12/22/2012 400 P 22,325May-11 SPX 12/22/2012 400 C 1May-11 SPX 12/22/2012 450 P 2,990May-11 SPX 12/22/2012 450 C 10May-11 SPX 12/22/2012 500 P 21,953May-11 SPX 12/22/2012 500 C 4,360May-11 SPX 12/22/2012 550 P 13,753May-11 SPX 12/22/2012 600 C 21May-11 SPX 12/22/2012 600 P 80,114May-11 SPX 12/22/2012 650 P 4,784May-11 SPX 12/22/2012 650 C 5May-11 SPX 12/22/2012 675 P 158May-11 SPX 12/22/2012 700 P 19,380May-11 SPX 12/22/2012 700 C 4,555May-11 SPX 12/22/2012 750 P 13,696May-11 SPX 12/22/2012 800 P 25,470May-11 SPX 12/22/2012 800 C 2,625May-11 SPX 12/22/2012 825 C 600May-11 SPX 12/22/2012 825 P 672May-11 SPX 12/22/2012 850 P 74,647May-11 SPX 12/22/2012 875 P 1,018May-11 SPX 12/22/2012 900 P 58,116May-11 SPX 12/22/2012 900 C 3,714May-11 SPX 12/22/2012 925 P 4,933May-11 SPX 12/22/2012 925 C 2May-11 SPX 12/22/2012 950 P 30,316May-11 SPX 12/22/2012 950 C 5,235May-11 SPX 12/22/2012 975 C 7May-11 SPX 12/22/2012 975 P 452May-11 SPX 12/22/2012 1000 P 54,939May-11 SPX 12/22/2012 1000 C 15,509May-11 SPX 12/22/2012 1025 P 2,708May-11 SPX 12/22/2012 1025 C 3,401May-11 SPX 12/22/2012 1050 P 32,906May-11 SPX 12/22/2012 1050 C 14,902May-11 SPX 12/22/2012 1075 P 7,095May-11 SPX 12/22/2012 1075 C 4,328May-11 SPX 12/22/2012 1100 P 50,040May-11 SPX 12/22/2012 1100 C 46,138May-11 SPX 12/22/2012 1125 C 7,629

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 729: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 12/22/2012 1125 P 7,838May-11 SPX 12/22/2012 1150 P 38,531May-11 SPX 12/22/2012 1150 C 23,439May-11 SPX 12/22/2012 1175 P 10,170May-11 SPX 12/22/2012 1175 C 8,105May-11 SPX 12/22/2012 1200 P 80,531May-11 SPX 12/22/2012 1200 C 29,750May-11 SPX 12/22/2012 1220 P 1,297May-11 SPX 12/22/2012 1220 C 1,170May-11 SPX 12/22/2012 1225 P 4,011May-11 SPX 12/22/2012 1225 C 3,900May-11 SPX 12/22/2012 1250 C 28,043May-11 SPX 12/22/2012 1250 P 38,412May-11 SPX 12/22/2012 1275 P 17,844May-11 SPX 12/22/2012 1275 C 8,575May-11 SPX 12/22/2012 1300 P 32,955May-11 SPX 12/22/2012 1300 C 35,840May-11 SPX 12/22/2012 1325 P 7,885May-11 SPX 12/22/2012 1325 C 15,728May-11 SPX 12/22/2012 1350 P 9,009May-11 SPX 12/22/2012 1350 C 18,794May-11 SPX 12/22/2012 1375 P 1May-11 SPX 12/22/2012 1375 C 252May-11 SPX 12/22/2012 1400 C 36,105May-11 SPX 12/22/2012 1400 P 8,959May-11 SPX 12/22/2012 1450 P 702May-11 SPX 12/22/2012 1450 C 15,178May-11 SPX 12/22/2012 1500 P 4,360May-11 SPX 12/22/2012 1500 C 39,236May-11 SPX 12/22/2012 1550 P 10May-11 SPX 12/22/2012 1550 C 13,711May-11 SPX 12/22/2012 1600 P 25May-11 SPX 12/22/2012 1600 C 137,600May-11 SPX 12/22/2012 1650 C 11May-11 SPX 12/22/2012 1700 C 17,636May-11 SPX 12/22/2012 1700 P 72May-11 SPX 12/22/2012 1750 C 3,233May-11 SPX 12/22/2012 1800 P 68May-11 SPX 12/22/2012 1800 C 50,463May-11 SPX 12/22/2012 1900 P 160May-11 SPX 12/22/2012 1900 C 13,809May-11 SPX 12/22/2012 2000 P 342May-11 SPX 12/22/2012 2000 C 53,045May-11 SPX 12/22/2012 2250 P 170May-11 SPX 12/22/2012 2250 C 224May-11 SPX 12/22/2012 2500 C 870May-11 SPX 12/22/2012 2500 P 752May-11 SPX 12/22/2012 3000 P 8May-11 SPX 12/21/2013 100 P 639

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 730: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 12/21/2013 100 C 1,725May-11 SPX 12/21/2013 200 P 197May-11 SPX 12/21/2013 200 C 1,233May-11 SPX 12/21/2013 250 P 745May-11 SPX 12/21/2013 300 P 4,219May-11 SPX 12/21/2013 350 P 93May-11 SPX 12/21/2013 400 P 117May-11 SPX 12/21/2013 450 P 107May-11 SPX 12/21/2013 500 P 4,633May-11 SPX 12/21/2013 550 P 28May-11 SPX 12/21/2013 600 P 126May-11 SPX 12/21/2013 650 P 1,453May-11 SPX 12/21/2013 650 C 1May-11 SPX 12/21/2013 700 P 12,531May-11 SPX 12/21/2013 750 P 407May-11 SPX 12/21/2013 800 P 8,635May-11 SPX 12/21/2013 800 C 237May-11 SPX 12/21/2013 850 P 4,030May-11 SPX 12/21/2013 850 C 1May-11 SPX 12/21/2013 900 P 1,119May-11 SPX 12/21/2013 900 C 13May-11 SPX 12/21/2013 950 P 6May-11 SPX 12/21/2013 975 P 1May-11 SPX 12/21/2013 1000 P 4,556May-11 SPX 12/21/2013 1000 C 7May-11 SPX 12/21/2013 1050 P 4,002May-11 SPX 12/21/2013 1050 C 11May-11 SPX 12/21/2013 1075 C 2May-11 SPX 12/21/2013 1075 P 128May-11 SPX 12/21/2013 1100 P 9,125May-11 SPX 12/21/2013 1100 C 5May-11 SPX 12/21/2013 1125 P 2,001May-11 SPX 12/21/2013 1125 C 1May-11 SPX 12/21/2013 1150 P 652May-11 SPX 12/21/2013 1150 C 101May-11 SPX 12/21/2013 1200 P 2,995May-11 SPX 12/21/2013 1200 C 351May-11 SPX 12/21/2013 1225 C 1May-11 SPX 12/21/2013 1250 P 4,501May-11 SPX 12/21/2013 1250 C 3,601May-11 SPX 12/21/2013 1275 P 1,597May-11 SPX 12/21/2013 1275 C 636May-11 SPX 12/21/2013 1300 P 7,580May-11 SPX 12/21/2013 1300 C 15,820May-11 SPX 12/21/2013 1325 P 5,010May-11 SPX 12/21/2013 1325 C 3,423May-11 SPX 12/21/2013 1350 P 2,258May-11 SPX 12/21/2013 1350 C 3,489May-11 SPX 12/21/2013 1375 C 625

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 731: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

May-11 SPX 12/21/2013 1375 P 511May-11 SPX 12/21/2013 1400 C 3,813May-11 SPX 12/21/2013 1425 C 400May-11 SPX 12/21/2013 1450 C 2,158May-11 SPX 12/21/2013 1500 P 30May-11 SPX 12/21/2013 1500 C 2,952May-11 SPX 12/21/2013 1525 C 200May-11 SPX 12/21/2013 1550 C 615May-11 SPX 12/21/2013 1600 P 1May-11 SPX 12/21/2013 1600 C 11,215May-11 SPX 12/21/2013 1650 P 1May-11 SPX 12/21/2013 1650 C 1,005May-11 SPX 12/21/2013 1700 P 3May-11 SPX 12/21/2013 1700 C 2,628May-11 SPX 12/21/2013 1800 C 5,913May-11 SPX 12/21/2013 1900 C 2,222May-11 SPX 12/21/2013 1900 P 3May-11 SPX 12/21/2013 2000 P 92May-11 SPX 12/21/2013 2000 C 957May-11 SPX 12/21/2013 2250 P 160May-11 SPX 12/21/2013 2250 C 14,312May-11 SPX 12/21/2013 2500 P 507May-11 SPX 12/21/2013 2500 C 146May-11 SPX 12/21/2013 3000 P 634May-11 SPX 12/21/2013 3000 C 1Jun-11 SPXW 7/1/2011 1000 P 3,195Jun-11 SPXW 7/1/2011 1025 P 21Jun-11 SPXW 7/1/2011 1050 P 1,163Jun-11 SPXW 7/1/2011 1075 P 8,471Jun-11 SPXW 7/1/2011 1100 P 17,673Jun-11 SPXW 7/1/2011 1125 P 6,198Jun-11 SPXW 7/1/2011 1125 C 1Jun-11 SPXW 7/1/2011 1150 P 2,987Jun-11 SPXW 7/1/2011 1175 P 4,124Jun-11 SPXW 7/1/2011 1180 P 115Jun-11 SPXW 7/1/2011 1185 P 276Jun-11 SPXW 7/1/2011 1190 P 806Jun-11 SPXW 7/1/2011 1195 P 1,219Jun-11 SPXW 7/1/2011 1200 P 5,191Jun-11 SPXW 7/1/2011 1205 C 11Jun-11 SPXW 7/1/2011 1205 P 1,574Jun-11 SPXW 7/1/2011 1210 C 11Jun-11 SPXW 7/1/2011 1210 P 4,296Jun-11 SPXW 7/1/2011 1215 P 1,443Jun-11 SPXW 7/1/2011 1220 P 5,292Jun-11 SPXW 7/1/2011 1225 P 4,986Jun-11 SPXW 7/1/2011 1230 C 10Jun-11 SPXW 7/1/2011 1230 P 928Jun-11 SPXW 7/1/2011 1235 P 753

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 732: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPXW 7/1/2011 1240 P 2,003Jun-11 SPXW 7/1/2011 1240 C 7Jun-11 SPXW 7/1/2011 1245 P 1,263Jun-11 SPXW 7/1/2011 1250 C 11Jun-11 SPXW 7/1/2011 1250 P 6,934Jun-11 SPXW 7/1/2011 1255 P 783Jun-11 SPXW 7/1/2011 1260 P 2,885Jun-11 SPXW 7/1/2011 1260 C 6Jun-11 SPXW 7/1/2011 1265 C 12Jun-11 SPXW 7/1/2011 1265 P 3,022Jun-11 SPXW 7/1/2011 1270 C 311Jun-11 SPXW 7/1/2011 1270 P 3,707Jun-11 SPXW 7/1/2011 1275 C 1,382Jun-11 SPXW 7/1/2011 1275 P 1,866Jun-11 SPXW 7/1/2011 1280 P 1,712Jun-11 SPXW 7/1/2011 1280 C 892Jun-11 SPXW 7/1/2011 1285 C 330Jun-11 SPXW 7/1/2011 1285 P 1,170Jun-11 SPXW 7/1/2011 1290 C 454Jun-11 SPXW 7/1/2011 1290 P 2,476Jun-11 SPXW 7/1/2011 1295 C 488Jun-11 SPXW 7/1/2011 1295 P 2,489Jun-11 SPXW 7/1/2011 1300 P 5,812Jun-11 SPXW 7/1/2011 1300 C 4,203Jun-11 SPXW 7/1/2011 1305 C 1,190Jun-11 SPXW 7/1/2011 1305 P 1,215Jun-11 SPXW 7/1/2011 1310 C 2,107Jun-11 SPXW 7/1/2011 1310 P 1,468Jun-11 SPXW 7/1/2011 1315 C 3,020Jun-11 SPXW 7/1/2011 1315 P 1,547Jun-11 SPXW 7/1/2011 1320 P 576Jun-11 SPXW 7/1/2011 1320 C 8,165Jun-11 SPXW 7/1/2011 1325 C 11,557Jun-11 SPXW 7/1/2011 1325 P 142Jun-11 SPXW 7/1/2011 1330 C 17,930Jun-11 SPXW 7/1/2011 1330 P 41Jun-11 SPXW 7/1/2011 1335 C 4,619Jun-11 SPXW 7/1/2011 1335 P 40Jun-11 SPXW 7/1/2011 1340 P 54Jun-11 SPXW 7/1/2011 1340 C 10,881Jun-11 SPXW 7/1/2011 1350 C 2,456Jun-11 SPXW 7/1/2011 1350 P 2Jun-11 SPXW 7/1/2011 1375 C 6,330Jun-11 SPXW 7/1/2011 1400 C 867Jun-11 SPXW 7/8/2011 1025 P 1,502Jun-11 SPXW 7/8/2011 1050 P 3,167Jun-11 SPXW 7/8/2011 1100 P 12,501Jun-11 SPXW 7/8/2011 1125 P 2,253Jun-11 SPXW 7/8/2011 1150 P 695

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 733: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPXW 7/8/2011 1175 P 2,861Jun-11 SPXW 7/8/2011 1190 P 54Jun-11 SPXW 7/8/2011 1195 P 10Jun-11 SPXW 7/8/2011 1200 P 435Jun-11 SPXW 7/8/2011 1205 P 11Jun-11 SPXW 7/8/2011 1210 P 17Jun-11 SPXW 7/8/2011 1215 P 5Jun-11 SPXW 7/8/2011 1220 P 4Jun-11 SPXW 7/8/2011 1225 P 1,214Jun-11 SPXW 7/8/2011 1230 P 32Jun-11 SPXW 7/8/2011 1235 P 6Jun-11 SPXW 7/8/2011 1240 P 17Jun-11 SPXW 7/8/2011 1250 P 41Jun-11 SPXW 7/8/2011 1255 P 15Jun-11 SPXW 7/8/2011 1260 P 211Jun-11 SPXW 7/8/2011 1265 P 80Jun-11 SPXW 7/8/2011 1270 P 223Jun-11 SPXW 7/8/2011 1270 C 1Jun-11 SPXW 7/8/2011 1275 P 7,053Jun-11 SPXW 7/8/2011 1280 P 729Jun-11 SPXW 7/8/2011 1285 P 103Jun-11 SPXW 7/8/2011 1290 P 21Jun-11 SPXW 7/8/2011 1300 C 29Jun-11 SPXW 7/8/2011 1300 P 475Jun-11 SPXW 7/8/2011 1305 C 48Jun-11 SPXW 7/8/2011 1305 P 209Jun-11 SPXW 7/8/2011 1310 P 420Jun-11 SPXW 7/8/2011 1310 C 29Jun-11 SPXW 7/8/2011 1315 C 2,080Jun-11 SPXW 7/8/2011 1315 P 86Jun-11 SPXW 7/8/2011 1320 C 5,403Jun-11 SPXW 7/8/2011 1320 P 78Jun-11 SPXW 7/8/2011 1325 C 504Jun-11 SPXW 7/8/2011 1325 P 1,000Jun-11 SPXW 7/8/2011 1330 C 184Jun-11 SPXW 7/8/2011 1335 C 271Jun-11 SPXW 7/8/2011 1340 C 343Jun-11 SPXW 7/8/2011 1350 C 528Jun-11 SPXW 7/8/2011 1375 C 189Jun-11 SPXW 7/8/2011 1400 C 247Jun-11 SPX 7/16/2011 200 P 1Jun-11 SPX 7/16/2011 300 C 1Jun-11 SPX 7/16/2011 300 P 1Jun-11 SPX 7/16/2011 400 P 94Jun-11 SPX 7/16/2011 500 P 2,087Jun-11 SPX 7/16/2011 500 C 3,020Jun-11 SPX 7/16/2011 550 P 232Jun-11 SPX 7/16/2011 600 P 138Jun-11 SPX 7/16/2011 650 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 734: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 7/16/2011 700 P 270Jun-11 SPX 7/16/2011 750 P 1,020Jun-11 SPX 7/16/2011 800 P 76,443Jun-11 SPX 7/16/2011 810 P 3,863Jun-11 SPX 7/16/2011 820 P 2,244Jun-11 SPX 7/16/2011 825 P 1,472Jun-11 SPX 7/16/2011 830 P 866Jun-11 SPX 7/16/2011 840 P 1,132Jun-11 SPX 7/16/2011 850 C 5Jun-11 SPX 7/16/2011 850 P 8,151Jun-11 SPX 7/16/2011 860 P 4,582Jun-11 SPX 7/16/2011 870 P 3,578Jun-11 SPX 7/16/2011 875 P 5,673Jun-11 SPX 7/16/2011 880 P 2,486Jun-11 SPX 7/16/2011 890 P 3,128Jun-11 SPX 7/16/2011 900 P 31,928Jun-11 SPX 7/16/2011 905 P 2,209Jun-11 SPX 7/16/2011 910 P 2,180Jun-11 SPX 7/16/2011 915 P 4,933Jun-11 SPX 7/16/2011 920 P 2,185Jun-11 SPX 7/16/2011 925 P 10,937Jun-11 SPX 7/16/2011 930 P 3,191Jun-11 SPX 7/16/2011 935 P 2,439Jun-11 SPX 7/16/2011 940 P 2,153Jun-11 SPX 7/16/2011 945 P 2,055Jun-11 SPX 7/16/2011 950 P 28,617Jun-11 SPX 7/16/2011 950 C 2,216Jun-11 SPX 7/16/2011 955 P 1,983Jun-11 SPX 7/16/2011 960 P 2,157Jun-11 SPX 7/16/2011 965 P 1,936Jun-11 SPX 7/16/2011 970 P 2,117Jun-11 SPX 7/16/2011 975 C 145Jun-11 SPX 7/16/2011 975 P 11,236Jun-11 SPX 7/16/2011 980 P 1,978Jun-11 SPX 7/16/2011 985 P 1,985Jun-11 SPX 7/16/2011 990 P 1,837Jun-11 SPX 7/16/2011 995 P 1,819Jun-11 SPX 7/16/2011 1000 P 39,718Jun-11 SPX 7/16/2011 1000 C 346Jun-11 SPX 7/16/2011 1005 P 1,903Jun-11 SPX 7/16/2011 1010 P 3,096Jun-11 SPX 7/16/2011 1015 P 1,772Jun-11 SPX 7/16/2011 1020 P 3,175Jun-11 SPX 7/16/2011 1025 C 107Jun-11 SPX 7/16/2011 1025 P 22,413Jun-11 SPX 7/16/2011 1030 P 2,170Jun-11 SPX 7/16/2011 1030 C 30Jun-11 SPX 7/16/2011 1035 P 1,694Jun-11 SPX 7/16/2011 1040 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 735: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 7/16/2011 1040 P 6,855Jun-11 SPX 7/16/2011 1045 P 2,396Jun-11 SPX 7/16/2011 1050 C 3Jun-11 SPX 7/16/2011 1050 P 31,219Jun-11 SPX 7/16/2011 1055 P 1,970Jun-11 SPX 7/16/2011 1060 C 3Jun-11 SPX 7/16/2011 1060 P 9,949Jun-11 SPX 7/16/2011 1065 P 2,725Jun-11 SPX 7/16/2011 1070 P 2,644Jun-11 SPX 7/16/2011 1075 C 141Jun-11 SPX 7/16/2011 1075 P 15,378Jun-11 SPX 7/16/2011 1080 C 10Jun-11 SPX 7/16/2011 1080 P 8,369Jun-11 SPX 7/16/2011 1085 P 3,366Jun-11 SPX 7/16/2011 1085 C 2Jun-11 SPX 7/16/2011 1090 C 4Jun-11 SPX 7/16/2011 1090 P 4,904Jun-11 SPX 7/16/2011 1095 P 3,499Jun-11 SPX 7/16/2011 1100 C 178Jun-11 SPX 7/16/2011 1100 P 92,560Jun-11 SPX 7/16/2011 1105 P 4,924Jun-11 SPX 7/16/2011 1110 P 5,429Jun-11 SPX 7/16/2011 1115 C 1Jun-11 SPX 7/16/2011 1115 P 5,527Jun-11 SPX 7/16/2011 1120 C 1Jun-11 SPX 7/16/2011 1120 P 11,249Jun-11 SPX 7/16/2011 1125 P 45,427Jun-11 SPX 7/16/2011 1125 C 106Jun-11 SPX 7/16/2011 1130 C 30Jun-11 SPX 7/16/2011 1130 P 14,173Jun-11 SPX 7/16/2011 1135 C 24Jun-11 SPX 7/16/2011 1135 P 4,276Jun-11 SPX 7/16/2011 1140 C 23Jun-11 SPX 7/16/2011 1140 P 23,835Jun-11 SPX 7/16/2011 1145 P 6,664Jun-11 SPX 7/16/2011 1145 C 7Jun-11 SPX 7/16/2011 1150 C 3,531Jun-11 SPX 7/16/2011 1150 P 79,713Jun-11 SPX 7/16/2011 1155 C 3,525Jun-11 SPX 7/16/2011 1155 P 4,025Jun-11 SPX 7/16/2011 1160 C 20Jun-11 SPX 7/16/2011 1160 P 19,325Jun-11 SPX 7/16/2011 1165 P 4,027Jun-11 SPX 7/16/2011 1165 C 1Jun-11 SPX 7/16/2011 1170 C 20Jun-11 SPX 7/16/2011 1170 P 8,489Jun-11 SPX 7/16/2011 1175 C 14Jun-11 SPX 7/16/2011 1175 P 49,697Jun-11 SPX 7/16/2011 1180 P 22,599

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 736: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 7/16/2011 1185 P 5,506Jun-11 SPX 7/16/2011 1185 C 5Jun-11 SPX 7/16/2011 1190 C 29Jun-11 SPX 7/16/2011 1190 P 13,377Jun-11 SPX 7/16/2011 1195 P 4,258Jun-11 SPX 7/16/2011 1200 C 344Jun-11 SPX 7/16/2011 1200 P 142,196Jun-11 SPX 7/16/2011 1205 P 8,309Jun-11 SPX 7/16/2011 1205 C 4Jun-11 SPX 7/16/2011 1210 C 63Jun-11 SPX 7/16/2011 1210 P 26,172Jun-11 SPX 7/16/2011 1215 C 5Jun-11 SPX 7/16/2011 1215 P 8,081Jun-11 SPX 7/16/2011 1220 C 78Jun-11 SPX 7/16/2011 1220 P 26,697Jun-11 SPX 7/16/2011 1225 P 96,402Jun-11 SPX 7/16/2011 1225 C 1,121Jun-11 SPX 7/16/2011 1230 C 85Jun-11 SPX 7/16/2011 1230 P 20,095Jun-11 SPX 7/16/2011 1235 C 1,547Jun-11 SPX 7/16/2011 1235 P 13,492Jun-11 SPX 7/16/2011 1240 C 129Jun-11 SPX 7/16/2011 1240 P 31,466Jun-11 SPX 7/16/2011 1245 P 5,115Jun-11 SPX 7/16/2011 1245 C 20Jun-11 SPX 7/16/2011 1250 C 13,037Jun-11 SPX 7/16/2011 1250 P 133,393Jun-11 SPX 7/16/2011 1255 C 123Jun-11 SPX 7/16/2011 1255 P 7,239Jun-11 SPX 7/16/2011 1260 C 5,339Jun-11 SPX 7/16/2011 1260 P 50,527Jun-11 SPX 7/16/2011 1265 C 8,068Jun-11 SPX 7/16/2011 1265 P 19,049Jun-11 SPX 7/16/2011 1270 P 42,239Jun-11 SPX 7/16/2011 1270 C 8,823Jun-11 SPX 7/16/2011 1275 C 32,107Jun-11 SPX 7/16/2011 1275 P 58,240Jun-11 SPX 7/16/2011 1280 C 17,550Jun-11 SPX 7/16/2011 1280 P 38,564Jun-11 SPX 7/16/2011 1285 P 10,200Jun-11 SPX 7/16/2011 1285 C 7,223Jun-11 SPX 7/16/2011 1290 C 23,131Jun-11 SPX 7/16/2011 1290 P 28,494Jun-11 SPX 7/16/2011 1295 C 5,386Jun-11 SPX 7/16/2011 1295 P 2,129Jun-11 SPX 7/16/2011 1300 C 117,868Jun-11 SPX 7/16/2011 1300 P 115,744Jun-11 SPX 7/16/2011 1305 C 6,033Jun-11 SPX 7/16/2011 1305 P 620

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 737: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 7/16/2011 1310 P 20,117Jun-11 SPX 7/16/2011 1310 C 22,500Jun-11 SPX 7/16/2011 1315 P 11,636Jun-11 SPX 7/16/2011 1315 C 18,975Jun-11 SPX 7/16/2011 1320 P 35,327Jun-11 SPX 7/16/2011 1320 C 17,337Jun-11 SPX 7/16/2011 1325 P 51,264Jun-11 SPX 7/16/2011 1325 C 68,339Jun-11 SPX 7/16/2011 1330 P 4,754Jun-11 SPX 7/16/2011 1330 C 16,231Jun-11 SPX 7/16/2011 1335 P 5,478Jun-11 SPX 7/16/2011 1335 C 14,577Jun-11 SPX 7/16/2011 1340 P 31,498Jun-11 SPX 7/16/2011 1340 C 46,781Jun-11 SPX 7/16/2011 1345 C 25,042Jun-11 SPX 7/16/2011 1345 P 37Jun-11 SPX 7/16/2011 1350 C 86,377Jun-11 SPX 7/16/2011 1350 P 38,165Jun-11 SPX 7/16/2011 1355 C 12,262Jun-11 SPX 7/16/2011 1355 P 299Jun-11 SPX 7/16/2011 1360 C 26,271Jun-11 SPX 7/16/2011 1360 P 4,788Jun-11 SPX 7/16/2011 1365 P 10,546Jun-11 SPX 7/16/2011 1365 C 8,164Jun-11 SPX 7/16/2011 1370 C 12,272Jun-11 SPX 7/16/2011 1370 P 11,024Jun-11 SPX 7/16/2011 1375 C 34,290Jun-11 SPX 7/16/2011 1375 P 4,495Jun-11 SPX 7/16/2011 1380 C 14,704Jun-11 SPX 7/16/2011 1380 P 38Jun-11 SPX 7/16/2011 1385 P 11Jun-11 SPX 7/16/2011 1385 C 5,672Jun-11 SPX 7/16/2011 1390 P 6Jun-11 SPX 7/16/2011 1390 C 8,854Jun-11 SPX 7/16/2011 1395 C 5,282Jun-11 SPX 7/16/2011 1395 P 1Jun-11 SPX 7/16/2011 1400 C 53,220Jun-11 SPX 7/16/2011 1400 P 2,823Jun-11 SPX 7/16/2011 1405 C 2,615Jun-11 SPX 7/16/2011 1410 C 7,795Jun-11 SPX 7/16/2011 1410 P 3Jun-11 SPX 7/16/2011 1415 C 4,907Jun-11 SPX 7/16/2011 1415 P 3Jun-11 SPX 7/16/2011 1420 C 6,459Jun-11 SPX 7/16/2011 1425 P 42Jun-11 SPX 7/16/2011 1425 C 21,061Jun-11 SPX 7/16/2011 1430 C 4,174Jun-11 SPX 7/16/2011 1435 C 3,590Jun-11 SPX 7/16/2011 1440 C 6,468

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 738: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 7/16/2011 1445 C 852Jun-11 SPX 7/16/2011 1450 C 14,895Jun-11 SPX 7/16/2011 1455 C 675Jun-11 SPX 7/16/2011 1460 C 1,175Jun-11 SPX 7/16/2011 1465 C 273Jun-11 SPX 7/16/2011 1470 C 593Jun-11 SPX 7/16/2011 1475 C 5,153Jun-11 SPX 7/16/2011 1480 C 2,155Jun-11 SPX 7/16/2011 1485 C 637Jun-11 SPX 7/16/2011 1490 C 287Jun-11 SPX 7/16/2011 1495 C 175Jun-11 SPX 7/16/2011 1500 C 12,875Jun-11 SPX 7/16/2011 1500 P 3,220Jun-11 SPX 7/16/2011 1505 C 562Jun-11 SPX 7/16/2011 1510 C 469Jun-11 SPX 7/16/2011 1515 C 175Jun-11 SPX 7/16/2011 1520 C 355Jun-11 SPX 7/16/2011 1530 C 800Jun-11 SPX 7/16/2011 1535 C 119Jun-11 SPX 7/16/2011 1540 C 724Jun-11 SPX 7/16/2011 1545 C 119Jun-11 SPX 7/16/2011 1550 C 407Jun-11 SPX 7/16/2011 1560 C 725Jun-11 SPX 7/16/2011 1570 C 338Jun-11 SPX 7/16/2011 1575 C 598Jun-11 SPX 7/16/2011 1575 P 1Jun-11 SPX 7/16/2011 1580 C 223Jun-11 SPX 7/16/2011 1590 C 47Jun-11 SPX 7/16/2011 1600 C 167Jun-11 SPX 7/16/2011 1625 C 129Jun-11 SPX 7/16/2011 1650 C 1,268Jun-11 SPX 8/20/2011 600 P 271Jun-11 SPX 8/20/2011 700 P 153Jun-11 SPX 8/20/2011 750 P 21Jun-11 SPX 8/20/2011 775 P 20,648Jun-11 SPX 8/20/2011 800 P 15,653Jun-11 SPX 8/20/2011 800 C 3Jun-11 SPX 8/20/2011 820 P 172Jun-11 SPX 8/20/2011 825 P 3,171Jun-11 SPX 8/20/2011 850 P 10,704Jun-11 SPX 8/20/2011 850 C 2Jun-11 SPX 8/20/2011 875 C 30Jun-11 SPX 8/20/2011 875 P 2,641Jun-11 SPX 8/20/2011 880 P 1,469Jun-11 SPX 8/20/2011 890 P 1Jun-11 SPX 8/20/2011 895 P 335Jun-11 SPX 8/20/2011 900 C 76Jun-11 SPX 8/20/2011 900 P 21,015Jun-11 SPX 8/20/2011 920 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 739: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 8/20/2011 925 P 177Jun-11 SPX 8/20/2011 930 P 26Jun-11 SPX 8/20/2011 935 P 1,458Jun-11 SPX 8/20/2011 940 P 26Jun-11 SPX 8/20/2011 950 C 1Jun-11 SPX 8/20/2011 950 P 12,551Jun-11 SPX 8/20/2011 955 P 10Jun-11 SPX 8/20/2011 960 P 47Jun-11 SPX 8/20/2011 965 P 47Jun-11 SPX 8/20/2011 970 P 349Jun-11 SPX 8/20/2011 975 C 30Jun-11 SPX 8/20/2011 975 P 7,352Jun-11 SPX 8/20/2011 980 P 111Jun-11 SPX 8/20/2011 985 P 25Jun-11 SPX 8/20/2011 990 P 43Jun-11 SPX 8/20/2011 995 P 33Jun-11 SPX 8/20/2011 1000 C 86Jun-11 SPX 8/20/2011 1000 P 17,226Jun-11 SPX 8/20/2011 1005 P 103Jun-11 SPX 8/20/2011 1010 P 5,245Jun-11 SPX 8/20/2011 1015 P 939Jun-11 SPX 8/20/2011 1020 P 276Jun-11 SPX 8/20/2011 1025 P 8,520Jun-11 SPX 8/20/2011 1030 P 226Jun-11 SPX 8/20/2011 1035 P 5Jun-11 SPX 8/20/2011 1040 C 3Jun-11 SPX 8/20/2011 1040 P 4,283Jun-11 SPX 8/20/2011 1045 P 143Jun-11 SPX 8/20/2011 1050 P 17,903Jun-11 SPX 8/20/2011 1055 P 3Jun-11 SPX 8/20/2011 1060 P 5,359Jun-11 SPX 8/20/2011 1065 P 919Jun-11 SPX 8/20/2011 1070 P 11,550Jun-11 SPX 8/20/2011 1075 P 12,505Jun-11 SPX 8/20/2011 1080 P 758Jun-11 SPX 8/20/2011 1085 P 31Jun-11 SPX 8/20/2011 1090 P 2,093Jun-11 SPX 8/20/2011 1095 P 71Jun-11 SPX 8/20/2011 1100 C 11,504Jun-11 SPX 8/20/2011 1100 P 61,920Jun-11 SPX 8/20/2011 1105 P 83Jun-11 SPX 8/20/2011 1110 P 1,820Jun-11 SPX 8/20/2011 1115 P 1,023Jun-11 SPX 8/20/2011 1120 P 5,889Jun-11 SPX 8/20/2011 1125 P 22,283Jun-11 SPX 8/20/2011 1130 P 1,223Jun-11 SPX 8/20/2011 1135 P 408Jun-11 SPX 8/20/2011 1140 P 1,737Jun-11 SPX 8/20/2011 1145 P 316

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 740: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 8/20/2011 1150 P 42,441Jun-11 SPX 8/20/2011 1150 C 4,002Jun-11 SPX 8/20/2011 1155 P 323Jun-11 SPX 8/20/2011 1160 P 2,985Jun-11 SPX 8/20/2011 1165 P 2,811Jun-11 SPX 8/20/2011 1170 P 5,530Jun-11 SPX 8/20/2011 1175 P 25,833Jun-11 SPX 8/20/2011 1175 C 1Jun-11 SPX 8/20/2011 1180 P 6,366Jun-11 SPX 8/20/2011 1180 C 3Jun-11 SPX 8/20/2011 1185 P 91Jun-11 SPX 8/20/2011 1190 P 1,185Jun-11 SPX 8/20/2011 1195 P 234Jun-11 SPX 8/20/2011 1200 C 12,142Jun-11 SPX 8/20/2011 1200 P 63,425Jun-11 SPX 8/20/2011 1205 P 3,078Jun-11 SPX 8/20/2011 1210 P 8,577Jun-11 SPX 8/20/2011 1215 C 1Jun-11 SPX 8/20/2011 1215 P 1,034Jun-11 SPX 8/20/2011 1220 C 50Jun-11 SPX 8/20/2011 1220 P 3,612Jun-11 SPX 8/20/2011 1225 P 27,539Jun-11 SPX 8/20/2011 1225 C 12,084Jun-11 SPX 8/20/2011 1230 P 3,913Jun-11 SPX 8/20/2011 1230 C 2Jun-11 SPX 8/20/2011 1235 P 1,198Jun-11 SPX 8/20/2011 1240 C 8Jun-11 SPX 8/20/2011 1240 P 6,811Jun-11 SPX 8/20/2011 1245 P 92Jun-11 SPX 8/20/2011 1245 C 23Jun-11 SPX 8/20/2011 1250 C 4,136Jun-11 SPX 8/20/2011 1250 P 83,345Jun-11 SPX 8/20/2011 1255 C 27Jun-11 SPX 8/20/2011 1255 P 2,425Jun-11 SPX 8/20/2011 1260 C 232Jun-11 SPX 8/20/2011 1260 P 27,860Jun-11 SPX 8/20/2011 1265 C 1,094Jun-11 SPX 8/20/2011 1265 P 1,697Jun-11 SPX 8/20/2011 1270 C 7,621Jun-11 SPX 8/20/2011 1270 P 2,754Jun-11 SPX 8/20/2011 1275 C 49,506Jun-11 SPX 8/20/2011 1275 P 51,451Jun-11 SPX 8/20/2011 1280 C 2,408Jun-11 SPX 8/20/2011 1280 P 25,020Jun-11 SPX 8/20/2011 1285 P 933Jun-11 SPX 8/20/2011 1285 C 7,632Jun-11 SPX 8/20/2011 1290 C 4,539Jun-11 SPX 8/20/2011 1290 P 1,676Jun-11 SPX 8/20/2011 1295 C 677

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 741: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 8/20/2011 1295 P 468Jun-11 SPX 8/20/2011 1300 C 79,246Jun-11 SPX 8/20/2011 1300 P 50,643Jun-11 SPX 8/20/2011 1305 P 120Jun-11 SPX 8/20/2011 1305 C 604Jun-11 SPX 8/20/2011 1310 P 775Jun-11 SPX 8/20/2011 1310 C 7,206Jun-11 SPX 8/20/2011 1315 C 5,550Jun-11 SPX 8/20/2011 1315 P 3,290Jun-11 SPX 8/20/2011 1320 C 8,357Jun-11 SPX 8/20/2011 1320 P 1,740Jun-11 SPX 8/20/2011 1325 P 17,737Jun-11 SPX 8/20/2011 1325 C 40,089Jun-11 SPX 8/20/2011 1330 C 10,149Jun-11 SPX 8/20/2011 1330 P 273Jun-11 SPX 8/20/2011 1335 C 3,214Jun-11 SPX 8/20/2011 1340 C 9,466Jun-11 SPX 8/20/2011 1340 P 598Jun-11 SPX 8/20/2011 1345 C 698Jun-11 SPX 8/20/2011 1350 C 49,938Jun-11 SPX 8/20/2011 1350 P 7,175Jun-11 SPX 8/20/2011 1355 C 6,039Jun-11 SPX 8/20/2011 1355 P 2Jun-11 SPX 8/20/2011 1360 C 14,688Jun-11 SPX 8/20/2011 1360 P 1,028Jun-11 SPX 8/20/2011 1365 P 2Jun-11 SPX 8/20/2011 1365 C 3,692Jun-11 SPX 8/20/2011 1370 C 8,062Jun-11 SPX 8/20/2011 1370 P 40Jun-11 SPX 8/20/2011 1375 C 43,086Jun-11 SPX 8/20/2011 1375 P 1,600Jun-11 SPX 8/20/2011 1380 C 8,720Jun-11 SPX 8/20/2011 1380 P 2Jun-11 SPX 8/20/2011 1385 C 1,043Jun-11 SPX 8/20/2011 1390 C 12,828Jun-11 SPX 8/20/2011 1395 C 227Jun-11 SPX 8/20/2011 1400 C 23,135Jun-11 SPX 8/20/2011 1400 P 539Jun-11 SPX 8/20/2011 1405 C 3,869Jun-11 SPX 8/20/2011 1410 C 3,380Jun-11 SPX 8/20/2011 1410 P 8Jun-11 SPX 8/20/2011 1415 C 402Jun-11 SPX 8/20/2011 1420 C 150Jun-11 SPX 8/20/2011 1425 C 5,895Jun-11 SPX 8/20/2011 1430 C 550Jun-11 SPX 8/20/2011 1430 P 1Jun-11 SPX 8/20/2011 1435 C 22Jun-11 SPX 8/20/2011 1440 C 896Jun-11 SPX 8/20/2011 1445 C 26

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 742: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 8/20/2011 1450 C 9,038Jun-11 SPX 8/20/2011 1450 P 400Jun-11 SPX 8/20/2011 1460 C 1,583Jun-11 SPX 8/20/2011 1470 C 151Jun-11 SPX 8/20/2011 1475 C 15,119Jun-11 SPX 8/20/2011 1480 C 61Jun-11 SPX 8/20/2011 1485 C 7Jun-11 SPX 8/20/2011 1490 C 13Jun-11 SPX 8/20/2011 1500 C 14,180Jun-11 SPX 8/20/2011 1520 C 1Jun-11 SPX 8/20/2011 1525 C 7Jun-11 SPX 8/20/2011 1550 C 203Jun-11 SPX 8/20/2011 1600 C 80Jun-11 SPX 9/17/2011 200 C 310Jun-11 SPX 9/17/2011 200 P 47Jun-11 SPX 9/17/2011 225 C 628Jun-11 SPX 9/17/2011 300 C 1,924Jun-11 SPX 9/17/2011 300 P 25Jun-11 SPX 9/17/2011 350 C 110Jun-11 SPX 9/17/2011 350 P 68Jun-11 SPX 9/17/2011 400 C 1,450Jun-11 SPX 9/17/2011 400 P 2,836Jun-11 SPX 9/17/2011 500 P 66,986Jun-11 SPX 9/17/2011 500 C 68,384Jun-11 SPX 9/17/2011 550 C 110Jun-11 SPX 9/17/2011 550 P 12Jun-11 SPX 9/17/2011 600 C 810Jun-11 SPX 9/17/2011 600 P 6,414Jun-11 SPX 9/17/2011 625 C 628Jun-11 SPX 9/17/2011 625 P 365Jun-11 SPX 9/17/2011 650 P 8,059Jun-11 SPX 9/17/2011 675 P 629Jun-11 SPX 9/17/2011 700 P 24,078Jun-11 SPX 9/17/2011 725 P 1,212Jun-11 SPX 9/17/2011 750 P 2,212Jun-11 SPX 9/17/2011 775 P 4,470Jun-11 SPX 9/17/2011 800 P 191,023Jun-11 SPX 9/17/2011 820 P 915Jun-11 SPX 9/17/2011 825 P 1,995Jun-11 SPX 9/17/2011 825 C 2Jun-11 SPX 9/17/2011 840 P 30Jun-11 SPX 9/17/2011 850 P 12,484Jun-11 SPX 9/17/2011 860 P 56Jun-11 SPX 9/17/2011 875 P 184Jun-11 SPX 9/17/2011 880 P 141Jun-11 SPX 9/17/2011 900 P 95,409Jun-11 SPX 9/17/2011 900 C 225Jun-11 SPX 9/17/2011 920 P 126Jun-11 SPX 9/17/2011 925 C 9

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 743: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 9/17/2011 925 P 2,039Jun-11 SPX 9/17/2011 940 P 3,671Jun-11 SPX 9/17/2011 950 P 23,752Jun-11 SPX 9/17/2011 960 P 133Jun-11 SPX 9/17/2011 975 C 1Jun-11 SPX 9/17/2011 975 P 17,647Jun-11 SPX 9/17/2011 980 P 3,020Jun-11 SPX 9/17/2011 980 C 20,000Jun-11 SPX 9/17/2011 1000 C 684Jun-11 SPX 9/17/2011 1000 P 42,749Jun-11 SPX 9/17/2011 1020 P 73Jun-11 SPX 9/17/2011 1025 P 24,831Jun-11 SPX 9/17/2011 1040 P 1,013Jun-11 SPX 9/17/2011 1050 C 305Jun-11 SPX 9/17/2011 1050 P 42,485Jun-11 SPX 9/17/2011 1060 P 7,023Jun-11 SPX 9/17/2011 1075 P 28,805Jun-11 SPX 9/17/2011 1075 C 662Jun-11 SPX 9/17/2011 1080 C 85Jun-11 SPX 9/17/2011 1080 P 1,654Jun-11 SPX 9/17/2011 1100 P 69,525Jun-11 SPX 9/17/2011 1100 C 2,552Jun-11 SPX 9/17/2011 1110 P 76Jun-11 SPX 9/17/2011 1120 P 402Jun-11 SPX 9/17/2011 1125 C 1,851Jun-11 SPX 9/17/2011 1125 P 30,657Jun-11 SPX 9/17/2011 1130 P 16Jun-11 SPX 9/17/2011 1140 C 1Jun-11 SPX 9/17/2011 1140 P 1,375Jun-11 SPX 9/17/2011 1150 P 70,917Jun-11 SPX 9/17/2011 1150 C 4,201Jun-11 SPX 9/17/2011 1160 C 1Jun-11 SPX 9/17/2011 1160 P 9,998Jun-11 SPX 9/17/2011 1170 P 303Jun-11 SPX 9/17/2011 1175 C 6,869Jun-11 SPX 9/17/2011 1175 P 38,564Jun-11 SPX 9/17/2011 1180 P 2,506Jun-11 SPX 9/17/2011 1185 P 160Jun-11 SPX 9/17/2011 1190 P 554Jun-11 SPX 9/17/2011 1200 P 104,195Jun-11 SPX 9/17/2011 1200 C 4,155Jun-11 SPX 9/17/2011 1205 P 10Jun-11 SPX 9/17/2011 1210 P 192Jun-11 SPX 9/17/2011 1215 C 30Jun-11 SPX 9/17/2011 1215 P 1,179Jun-11 SPX 9/17/2011 1220 P 1,282Jun-11 SPX 9/17/2011 1225 C 5,097Jun-11 SPX 9/17/2011 1225 P 104,124Jun-11 SPX 9/17/2011 1230 P 256

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 744: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 9/17/2011 1235 C 1Jun-11 SPX 9/17/2011 1235 P 2,913Jun-11 SPX 9/17/2011 1240 P 4,735Jun-11 SPX 9/17/2011 1240 C 23Jun-11 SPX 9/17/2011 1245 C 1Jun-11 SPX 9/17/2011 1245 P 329Jun-11 SPX 9/17/2011 1250 C 48,477Jun-11 SPX 9/17/2011 1250 P 119,620Jun-11 SPX 9/17/2011 1255 C 2,751Jun-11 SPX 9/17/2011 1255 P 2,751Jun-11 SPX 9/17/2011 1260 P 25,214Jun-11 SPX 9/17/2011 1260 C 21,630Jun-11 SPX 9/17/2011 1265 C 30,651Jun-11 SPX 9/17/2011 1265 P 31,452Jun-11 SPX 9/17/2011 1270 C 29,907Jun-11 SPX 9/17/2011 1270 P 31,100Jun-11 SPX 9/17/2011 1275 C 118,887Jun-11 SPX 9/17/2011 1275 P 65,415Jun-11 SPX 9/17/2011 1280 P 19,854Jun-11 SPX 9/17/2011 1280 C 19,679Jun-11 SPX 9/17/2011 1285 C 26,226Jun-11 SPX 9/17/2011 1285 P 25,559Jun-11 SPX 9/17/2011 1290 C 19,709Jun-11 SPX 9/17/2011 1290 P 18,030Jun-11 SPX 9/17/2011 1295 C 6,903Jun-11 SPX 9/17/2011 1295 P 6,847Jun-11 SPX 9/17/2011 1300 P 139,663Jun-11 SPX 9/17/2011 1300 C 142,211Jun-11 SPX 9/17/2011 1305 C 8,904Jun-11 SPX 9/17/2011 1305 P 8,573Jun-11 SPX 9/17/2011 1310 C 11,325Jun-11 SPX 9/17/2011 1310 P 8,765Jun-11 SPX 9/17/2011 1315 C 16,327Jun-11 SPX 9/17/2011 1315 P 16,017Jun-11 SPX 9/17/2011 1320 P 1,391Jun-11 SPX 9/17/2011 1320 C 3,458Jun-11 SPX 9/17/2011 1325 C 35,091Jun-11 SPX 9/17/2011 1325 P 21,301Jun-11 SPX 9/17/2011 1330 C 2,371Jun-11 SPX 9/17/2011 1330 P 420Jun-11 SPX 9/17/2011 1335 P 454Jun-11 SPX 9/17/2011 1335 C 506Jun-11 SPX 9/17/2011 1340 P 2,945Jun-11 SPX 9/17/2011 1340 C 6,928Jun-11 SPX 9/17/2011 1345 C 2,175Jun-11 SPX 9/17/2011 1350 P 17,381Jun-11 SPX 9/17/2011 1350 C 46,426Jun-11 SPX 9/17/2011 1355 C 77Jun-11 SPX 9/17/2011 1360 P 773

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 745: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 9/17/2011 1360 C 3,982Jun-11 SPX 9/17/2011 1365 C 943Jun-11 SPX 9/17/2011 1370 C 4,428Jun-11 SPX 9/17/2011 1375 C 28,056Jun-11 SPX 9/17/2011 1375 P 987Jun-11 SPX 9/17/2011 1380 C 1,725Jun-11 SPX 9/17/2011 1385 C 13Jun-11 SPX 9/17/2011 1390 C 7,562Jun-11 SPX 9/17/2011 1390 P 1Jun-11 SPX 9/17/2011 1395 C 153Jun-11 SPX 9/17/2011 1400 C 99,150Jun-11 SPX 9/17/2011 1400 P 5,245Jun-11 SPX 9/17/2011 1420 C 212Jun-11 SPX 9/17/2011 1425 C 29,988Jun-11 SPX 9/17/2011 1425 P 563Jun-11 SPX 9/17/2011 1440 P 2Jun-11 SPX 9/17/2011 1440 C 645Jun-11 SPX 9/17/2011 1450 C 46,290Jun-11 SPX 9/17/2011 1450 P 261Jun-11 SPX 9/17/2011 1460 C 327Jun-11 SPX 9/17/2011 1475 C 8,830Jun-11 SPX 9/17/2011 1480 C 203Jun-11 SPX 9/17/2011 1500 C 79,922Jun-11 SPX 9/17/2011 1500 P 66,530Jun-11 SPX 9/17/2011 1520 C 12Jun-11 SPX 9/17/2011 1525 C 2,194Jun-11 SPX 9/17/2011 1525 P 4Jun-11 SPX 9/17/2011 1550 P 4Jun-11 SPX 9/17/2011 1550 C 4,951Jun-11 SPX 9/17/2011 1600 C 7,968Jun-11 SPX 9/17/2011 1600 P 53Jun-11 SPX 9/17/2011 1650 C 2,129Jun-11 SPX 9/17/2011 1700 C 2,279Jun-11 SPX 9/17/2011 1700 P 1,115Jun-11 SPX 9/17/2011 1750 C 542Jun-11 SPX 9/17/2011 1800 C 55Jun-11 SPX 9/17/2011 1800 P 875Jun-11 SPX 9/17/2011 1900 C 31Jun-11 SPX 9/17/2011 1900 P 1,115Jun-11 SPX 9/17/2011 2000 C 264Jun-11 SPX 9/17/2011 2000 P 875Jun-11 SPX 9/17/2011 2500 C 714Jun-11 SPX 9/17/2011 3000 P 114Jun-11 SPX 9/17/2011 3000 C 1,714Jun-11 SPX 10/22/2011 700 P 760Jun-11 SPX 10/22/2011 750 P 22,620Jun-11 SPX 10/22/2011 800 P 6,176Jun-11 SPX 10/22/2011 825 P 50Jun-11 SPX 10/22/2011 850 P 4,575

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 746: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 10/22/2011 875 P 40Jun-11 SPX 10/22/2011 900 P 61Jun-11 SPX 10/22/2011 925 P 2,054Jun-11 SPX 10/22/2011 950 P 33Jun-11 SPX 10/22/2011 975 P 28Jun-11 SPX 10/22/2011 1000 P 427Jun-11 SPX 10/22/2011 1025 P 3,023Jun-11 SPX 10/22/2011 1050 P 200Jun-11 SPX 10/22/2011 1075 P 5Jun-11 SPX 10/22/2011 1100 P 1,930Jun-11 SPX 10/22/2011 1125 P 1,637Jun-11 SPX 10/22/2011 1150 P 1,961Jun-11 SPX 10/22/2011 1175 C 1Jun-11 SPX 10/22/2011 1175 P 714Jun-11 SPX 10/22/2011 1200 P 3,477Jun-11 SPX 10/22/2011 1225 P 1,500Jun-11 SPX 10/22/2011 1250 P 3,080Jun-11 SPX 10/22/2011 1250 C 9Jun-11 SPX 10/22/2011 1275 P 1,453Jun-11 SPX 10/22/2011 1275 C 2,830Jun-11 SPX 10/22/2011 1300 C 1,952Jun-11 SPX 10/22/2011 1300 P 457Jun-11 SPX 10/22/2011 1325 C 4,011Jun-11 SPX 10/22/2011 1325 P 11Jun-11 SPX 10/22/2011 1350 P 525Jun-11 SPX 10/22/2011 1350 C 3,808Jun-11 SPX 10/22/2011 1375 C 1,673Jun-11 SPX 10/22/2011 1400 C 1,496Jun-11 SPX 10/22/2011 1400 P 1Jun-11 SPX 10/22/2011 1425 C 724Jun-11 SPX 10/22/2011 1450 C 1,378Jun-11 SPX 10/22/2011 1475 C 50Jun-11 SPX 12/17/2011 50 P 27,401Jun-11 SPX 12/17/2011 100 C 109Jun-11 SPX 12/17/2011 100 P 16,174Jun-11 SPX 12/17/2011 150 P 2,283Jun-11 SPX 12/17/2011 200 C 1Jun-11 SPX 12/17/2011 200 P 47,296Jun-11 SPX 12/17/2011 225 P 6,471Jun-11 SPX 12/17/2011 250 P 118,237Jun-11 SPX 12/17/2011 250 C 15Jun-11 SPX 12/17/2011 275 P 15,567Jun-11 SPX 12/17/2011 280 C 102Jun-11 SPX 12/17/2011 280 P 3,931Jun-11 SPX 12/17/2011 300 C 85Jun-11 SPX 12/17/2011 300 P 31,761Jun-11 SPX 12/17/2011 325 P 2,404Jun-11 SPX 12/17/2011 350 P 3,969Jun-11 SPX 12/17/2011 350 C 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 747: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 12/17/2011 375 P 284Jun-11 SPX 12/17/2011 400 C 82Jun-11 SPX 12/17/2011 400 P 141,994Jun-11 SPX 12/17/2011 425 P 351Jun-11 SPX 12/17/2011 450 P 12,485Jun-11 SPX 12/17/2011 450 C 8Jun-11 SPX 12/17/2011 475 P 486Jun-11 SPX 12/17/2011 500 P 33,541Jun-11 SPX 12/17/2011 500 C 13,112Jun-11 SPX 12/17/2011 525 P 7,989Jun-11 SPX 12/17/2011 550 P 28,993Jun-11 SPX 12/17/2011 550 C 6Jun-11 SPX 12/17/2011 575 P 7,539Jun-11 SPX 12/17/2011 600 P 73,189Jun-11 SPX 12/17/2011 600 C 21Jun-11 SPX 12/17/2011 650 C 1,217Jun-11 SPX 12/17/2011 650 P 39,022Jun-11 SPX 12/17/2011 675 P 21,365Jun-11 SPX 12/17/2011 700 C 5,391Jun-11 SPX 12/17/2011 700 P 80,767Jun-11 SPX 12/17/2011 725 P 2,048Jun-11 SPX 12/17/2011 750 P 57,453Jun-11 SPX 12/17/2011 750 C 404Jun-11 SPX 12/17/2011 770 P 702Jun-11 SPX 12/17/2011 775 C 4Jun-11 SPX 12/17/2011 775 P 14,609Jun-11 SPX 12/17/2011 800 C 13,709Jun-11 SPX 12/17/2011 800 P 89,391Jun-11 SPX 12/17/2011 825 C 151Jun-11 SPX 12/17/2011 825 P 5,127Jun-11 SPX 12/17/2011 850 C 6,744Jun-11 SPX 12/17/2011 850 P 47,231Jun-11 SPX 12/17/2011 875 P 34,022Jun-11 SPX 12/17/2011 900 C 17,757Jun-11 SPX 12/17/2011 900 P 97,331Jun-11 SPX 12/17/2011 920 C 606Jun-11 SPX 12/17/2011 920 P 6,073Jun-11 SPX 12/17/2011 925 P 14,439Jun-11 SPX 12/17/2011 950 C 6,410Jun-11 SPX 12/17/2011 950 P 33,137Jun-11 SPX 12/17/2011 975 C 9Jun-11 SPX 12/17/2011 975 P 22,152Jun-11 SPX 12/17/2011 1000 C 19,539Jun-11 SPX 12/17/2011 1000 P 112,198Jun-11 SPX 12/17/2011 1025 P 14,529Jun-11 SPX 12/17/2011 1025 C 2,032Jun-11 SPX 12/17/2011 1030 P 3,723Jun-11 SPX 12/17/2011 1050 C 14,904Jun-11 SPX 12/17/2011 1050 P 65,830

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 748: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 12/17/2011 1075 P 31,646Jun-11 SPX 12/17/2011 1075 C 8,425Jun-11 SPX 12/17/2011 1090 P 3,466Jun-11 SPX 12/17/2011 1095 P 650Jun-11 SPX 12/17/2011 1100 C 71,053Jun-11 SPX 12/17/2011 1100 P 132,956Jun-11 SPX 12/17/2011 1125 P 38,370Jun-11 SPX 12/17/2011 1125 C 20,735Jun-11 SPX 12/17/2011 1140 P 2,209Jun-11 SPX 12/17/2011 1150 C 36,569Jun-11 SPX 12/17/2011 1150 P 72,917Jun-11 SPX 12/17/2011 1175 C 17,980Jun-11 SPX 12/17/2011 1175 P 45,783Jun-11 SPX 12/17/2011 1180 P 1,386Jun-11 SPX 12/17/2011 1185 P 3Jun-11 SPX 12/17/2011 1200 C 75,386Jun-11 SPX 12/17/2011 1200 P 111,823Jun-11 SPX 12/17/2011 1225 C 11,868Jun-11 SPX 12/17/2011 1225 P 25,633Jun-11 SPX 12/17/2011 1245 P 909Jun-11 SPX 12/17/2011 1250 C 31,576Jun-11 SPX 12/17/2011 1250 P 53,508Jun-11 SPX 12/17/2011 1275 C 34,274Jun-11 SPX 12/17/2011 1275 P 50,290Jun-11 SPX 12/17/2011 1285 C 1,733Jun-11 SPX 12/17/2011 1285 P 1,485Jun-11 SPX 12/17/2011 1300 P 80,840Jun-11 SPX 12/17/2011 1300 C 99,943Jun-11 SPX 12/17/2011 1325 C 47,738Jun-11 SPX 12/17/2011 1325 P 20,483Jun-11 SPX 12/17/2011 1335 C 2,256Jun-11 SPX 12/17/2011 1335 P 4,087Jun-11 SPX 12/17/2011 1350 C 65,666Jun-11 SPX 12/17/2011 1350 P 24,133Jun-11 SPX 12/17/2011 1375 P 2,828Jun-11 SPX 12/17/2011 1375 C 31,331Jun-11 SPX 12/17/2011 1400 C 203,699Jun-11 SPX 12/17/2011 1400 P 30,631Jun-11 SPX 12/17/2011 1415 C 18Jun-11 SPX 12/17/2011 1420 P 600Jun-11 SPX 12/17/2011 1420 C 216Jun-11 SPX 12/17/2011 1425 C 26,984Jun-11 SPX 12/17/2011 1425 P 6Jun-11 SPX 12/17/2011 1450 C 73,264Jun-11 SPX 12/17/2011 1450 P 3,811Jun-11 SPX 12/17/2011 1475 C 25,164Jun-11 SPX 12/17/2011 1475 P 501Jun-11 SPX 12/17/2011 1500 C 132,607Jun-11 SPX 12/17/2011 1500 P 15,583

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 749: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 12/17/2011 1525 P 1Jun-11 SPX 12/17/2011 1525 C 3,725Jun-11 SPX 12/17/2011 1550 C 42,396Jun-11 SPX 12/17/2011 1550 P 16Jun-11 SPX 12/17/2011 1600 C 58,226Jun-11 SPX 12/17/2011 1600 P 542Jun-11 SPX 12/17/2011 1700 P 2,097Jun-11 SPX 12/17/2011 1700 C 13,987Jun-11 SPX 12/17/2011 1800 C 1,479Jun-11 SPX 12/17/2011 1800 P 619Jun-11 SPX 12/17/2011 1900 C 1,094Jun-11 SPX 12/17/2011 1900 P 107Jun-11 SPX 12/17/2011 2000 C 5,838Jun-11 SPX 12/17/2011 2000 P 228Jun-11 SPX 12/17/2011 2250 C 163Jun-11 SPX 12/17/2011 2250 P 57Jun-11 SPX 12/17/2011 2500 P 214Jun-11 SPX 12/17/2011 2500 C 335Jun-11 SPX 12/17/2011 3000 P 228Jun-11 SPX 12/17/2011 3000 C 718Jun-11 SPX 3/17/2012 400 P 10Jun-11 SPX 3/17/2012 500 P 1,300Jun-11 SPX 3/17/2012 500 C 1,300Jun-11 SPX 3/17/2012 600 P 25,588Jun-11 SPX 3/17/2012 650 P 8,494Jun-11 SPX 3/17/2012 700 P 9,602Jun-11 SPX 3/17/2012 750 P 1,802Jun-11 SPX 3/17/2012 800 P 2,588Jun-11 SPX 3/17/2012 850 P 32,748Jun-11 SPX 3/17/2012 875 P 32Jun-11 SPX 3/17/2012 900 P 2,701Jun-11 SPX 3/17/2012 925 P 350Jun-11 SPX 3/17/2012 950 P 296Jun-11 SPX 3/17/2012 975 P 1,613Jun-11 SPX 3/17/2012 1000 P 10,511Jun-11 SPX 3/17/2012 1025 P 1,171Jun-11 SPX 3/17/2012 1050 P 3,579Jun-11 SPX 3/17/2012 1075 P 470Jun-11 SPX 3/17/2012 1100 P 26,766Jun-11 SPX 3/17/2012 1100 C 20Jun-11 SPX 3/17/2012 1125 P 3,333Jun-11 SPX 3/17/2012 1150 C 45Jun-11 SPX 3/17/2012 1150 P 12,662Jun-11 SPX 3/17/2012 1175 P 9,816Jun-11 SPX 3/17/2012 1200 C 6Jun-11 SPX 3/17/2012 1200 P 25,001Jun-11 SPX 3/17/2012 1225 C 100Jun-11 SPX 3/17/2012 1225 P 9,292Jun-11 SPX 3/17/2012 1250 C 4,635

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 750: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 3/17/2012 1250 P 11,428Jun-11 SPX 3/17/2012 1275 P 10,334Jun-11 SPX 3/17/2012 1275 C 5,364Jun-11 SPX 3/17/2012 1300 C 31,741Jun-11 SPX 3/17/2012 1300 P 49,347Jun-11 SPX 3/17/2012 1325 C 22,942Jun-11 SPX 3/17/2012 1325 P 10,117Jun-11 SPX 3/17/2012 1350 C 9,422Jun-11 SPX 3/17/2012 1350 P 1,160Jun-11 SPX 3/17/2012 1360 C 300Jun-11 SPX 3/17/2012 1375 P 401Jun-11 SPX 3/17/2012 1375 C 8,526Jun-11 SPX 3/17/2012 1400 C 21,140Jun-11 SPX 3/17/2012 1400 P 2,791Jun-11 SPX 3/17/2012 1425 C 15,754Jun-11 SPX 3/17/2012 1450 C 5,267Jun-11 SPX 3/17/2012 1475 C 5,069Jun-11 SPX 3/17/2012 1500 C 14,515Jun-11 SPX 3/17/2012 1500 P 1,524Jun-11 SPX 3/17/2012 1550 C 3,499Jun-11 SPX 3/17/2012 1600 C 12,087Jun-11 SPX 3/17/2012 1650 C 1,100Jun-11 SPX 3/17/2012 1700 C 1Jun-11 SPX 6/16/2012 100 C 3Jun-11 SPX 6/16/2012 100 P 327Jun-11 SPX 6/16/2012 200 P 3,488Jun-11 SPX 6/16/2012 200 C 1Jun-11 SPX 6/16/2012 300 P 407Jun-11 SPX 6/16/2012 400 P 99Jun-11 SPX 6/16/2012 450 P 117Jun-11 SPX 6/16/2012 500 P 1,020Jun-11 SPX 6/16/2012 500 C 4Jun-11 SPX 6/16/2012 550 P 75Jun-11 SPX 6/16/2012 600 P 25,727Jun-11 SPX 6/16/2012 650 P 1,281Jun-11 SPX 6/16/2012 700 P 3,296Jun-11 SPX 6/16/2012 700 C 381Jun-11 SPX 6/16/2012 725 P 50Jun-11 SPX 6/16/2012 750 P 1,321Jun-11 SPX 6/16/2012 775 P 153Jun-11 SPX 6/16/2012 800 P 14,435Jun-11 SPX 6/16/2012 800 C 1,500Jun-11 SPX 6/16/2012 825 P 329Jun-11 SPX 6/16/2012 850 P 824Jun-11 SPX 6/16/2012 875 P 555Jun-11 SPX 6/16/2012 900 P 6,236Jun-11 SPX 6/16/2012 925 P 4,595Jun-11 SPX 6/16/2012 950 C 100Jun-11 SPX 6/16/2012 950 P 5,447

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 751: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 6/16/2012 975 P 5,304Jun-11 SPX 6/16/2012 1000 P 32,224Jun-11 SPX 6/16/2012 1025 P 297Jun-11 SPX 6/16/2012 1050 P 15,103Jun-11 SPX 6/16/2012 1050 C 2,550Jun-11 SPX 6/16/2012 1075 P 4,706Jun-11 SPX 6/16/2012 1075 C 2,550Jun-11 SPX 6/16/2012 1100 P 24,744Jun-11 SPX 6/16/2012 1100 C 5,345Jun-11 SPX 6/16/2012 1125 P 2,718Jun-11 SPX 6/16/2012 1125 C 718Jun-11 SPX 6/16/2012 1150 P 14,158Jun-11 SPX 6/16/2012 1150 C 1,342Jun-11 SPX 6/16/2012 1175 C 617Jun-11 SPX 6/16/2012 1175 P 5,262Jun-11 SPX 6/16/2012 1200 P 16,235Jun-11 SPX 6/16/2012 1200 C 3,202Jun-11 SPX 6/16/2012 1225 C 611Jun-11 SPX 6/16/2012 1225 P 7,089Jun-11 SPX 6/16/2012 1250 C 2,501Jun-11 SPX 6/16/2012 1250 P 26,731Jun-11 SPX 6/16/2012 1275 P 7,989Jun-11 SPX 6/16/2012 1275 C 5,648Jun-11 SPX 6/16/2012 1300 C 24,118Jun-11 SPX 6/16/2012 1300 P 15,208Jun-11 SPX 6/16/2012 1325 C 4,193Jun-11 SPX 6/16/2012 1325 P 2,737Jun-11 SPX 6/16/2012 1350 C 10,930Jun-11 SPX 6/16/2012 1350 P 6,946Jun-11 SPX 6/16/2012 1375 C 5,437Jun-11 SPX 6/16/2012 1400 C 14,145Jun-11 SPX 6/16/2012 1400 P 849Jun-11 SPX 6/16/2012 1425 C 1,950Jun-11 SPX 6/16/2012 1450 C 5,596Jun-11 SPX 6/16/2012 1450 P 12Jun-11 SPX 6/16/2012 1475 C 1,551Jun-11 SPX 6/16/2012 1500 C 19,969Jun-11 SPX 6/16/2012 1500 P 4Jun-11 SPX 6/16/2012 1550 C 7,699Jun-11 SPX 6/16/2012 1550 P 130Jun-11 SPX 6/16/2012 1600 C 4,905Jun-11 SPX 6/16/2012 1625 C 9,775Jun-11 SPX 6/16/2012 1650 C 1,751Jun-11 SPX 6/16/2012 1700 C 1,828Jun-11 SPX 6/16/2012 1800 P 3Jun-11 SPX 6/16/2012 1800 C 302Jun-11 SPX 6/16/2012 1900 P 1Jun-11 SPX 6/16/2012 1900 C 345Jun-11 SPX 6/16/2012 2000 C 86

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 752: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 6/16/2012 2000 P 1Jun-11 SPX 6/16/2012 2250 C 1Jun-11 SPX 6/16/2012 2250 P 16Jun-11 SPX 6/16/2012 2500 C 36Jun-11 SPX 6/16/2012 2500 P 246Jun-11 SPX 6/16/2012 3000 P 2Jun-11 SPX 6/16/2012 3000 C 113Jun-11 SPX 12/22/2012 100 P 9,727Jun-11 SPX 12/22/2012 100 C 107Jun-11 SPX 12/22/2012 200 C 25Jun-11 SPX 12/22/2012 200 P 15,441Jun-11 SPX 12/22/2012 250 P 9,366Jun-11 SPX 12/22/2012 300 P 2,912Jun-11 SPX 12/22/2012 300 C 23Jun-11 SPX 12/22/2012 350 C 2Jun-11 SPX 12/22/2012 350 P 5,344Jun-11 SPX 12/22/2012 400 C 1Jun-11 SPX 12/22/2012 400 P 22,361Jun-11 SPX 12/22/2012 450 C 10Jun-11 SPX 12/22/2012 450 P 2,990Jun-11 SPX 12/22/2012 500 C 4,365Jun-11 SPX 12/22/2012 500 P 20,057Jun-11 SPX 12/22/2012 550 P 13,637Jun-11 SPX 12/22/2012 550 C 5Jun-11 SPX 12/22/2012 600 P 79,660Jun-11 SPX 12/22/2012 600 C 26Jun-11 SPX 12/22/2012 650 C 5Jun-11 SPX 12/22/2012 650 P 4,634Jun-11 SPX 12/22/2012 675 P 370Jun-11 SPX 12/22/2012 700 C 4,556Jun-11 SPX 12/22/2012 700 P 19,380Jun-11 SPX 12/22/2012 750 P 13,937Jun-11 SPX 12/22/2012 800 C 2,625Jun-11 SPX 12/22/2012 800 P 25,479Jun-11 SPX 12/22/2012 825 P 672Jun-11 SPX 12/22/2012 825 C 600Jun-11 SPX 12/22/2012 850 P 74,042Jun-11 SPX 12/22/2012 875 P 1,018Jun-11 SPX 12/22/2012 900 C 3,714Jun-11 SPX 12/22/2012 900 P 60,116Jun-11 SPX 12/22/2012 925 P 4,233Jun-11 SPX 12/22/2012 925 C 4Jun-11 SPX 12/22/2012 950 C 5,235Jun-11 SPX 12/22/2012 950 P 30,659Jun-11 SPX 12/22/2012 975 C 7Jun-11 SPX 12/22/2012 975 P 452Jun-11 SPX 12/22/2012 1000 C 15,509Jun-11 SPX 12/22/2012 1000 P 58,549Jun-11 SPX 12/22/2012 1025 C 3,401

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 753: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 12/22/2012 1025 P 2,707Jun-11 SPX 12/22/2012 1050 P 34,079Jun-11 SPX 12/22/2012 1050 C 14,903Jun-11 SPX 12/22/2012 1075 P 7,105Jun-11 SPX 12/22/2012 1075 C 4,328Jun-11 SPX 12/22/2012 1100 P 51,483Jun-11 SPX 12/22/2012 1100 C 47,038Jun-11 SPX 12/22/2012 1125 P 7,838Jun-11 SPX 12/22/2012 1125 C 7,629Jun-11 SPX 12/22/2012 1150 C 23,039Jun-11 SPX 12/22/2012 1150 P 37,848Jun-11 SPX 12/22/2012 1175 P 11,295Jun-11 SPX 12/22/2012 1175 C 8,105Jun-11 SPX 12/22/2012 1200 P 86,179Jun-11 SPX 12/22/2012 1200 C 27,464Jun-11 SPX 12/22/2012 1220 P 1,300Jun-11 SPX 12/22/2012 1220 C 1,170Jun-11 SPX 12/22/2012 1225 P 4,270Jun-11 SPX 12/22/2012 1225 C 3,900Jun-11 SPX 12/22/2012 1250 C 28,216Jun-11 SPX 12/22/2012 1250 P 44,331Jun-11 SPX 12/22/2012 1275 C 10,770Jun-11 SPX 12/22/2012 1275 P 20,775Jun-11 SPX 12/22/2012 1300 C 36,181Jun-11 SPX 12/22/2012 1300 P 34,863Jun-11 SPX 12/22/2012 1325 P 10,156Jun-11 SPX 12/22/2012 1325 C 22,979Jun-11 SPX 12/22/2012 1350 C 22,478Jun-11 SPX 12/22/2012 1350 P 9,822Jun-11 SPX 12/22/2012 1375 C 452Jun-11 SPX 12/22/2012 1375 P 2Jun-11 SPX 12/22/2012 1400 P 9,910Jun-11 SPX 12/22/2012 1400 C 36,661Jun-11 SPX 12/22/2012 1425 C 5Jun-11 SPX 12/22/2012 1450 C 16,280Jun-11 SPX 12/22/2012 1450 P 702Jun-11 SPX 12/22/2012 1500 P 4,550Jun-11 SPX 12/22/2012 1500 C 40,041Jun-11 SPX 12/22/2012 1550 C 13,728Jun-11 SPX 12/22/2012 1550 P 10Jun-11 SPX 12/22/2012 1600 C 150,252Jun-11 SPX 12/22/2012 1600 P 26Jun-11 SPX 12/22/2012 1650 C 761Jun-11 SPX 12/22/2012 1700 P 216Jun-11 SPX 12/22/2012 1700 C 18,011Jun-11 SPX 12/22/2012 1750 C 3,233Jun-11 SPX 12/22/2012 1800 C 50,464Jun-11 SPX 12/22/2012 1800 P 64Jun-11 SPX 12/22/2012 1900 C 13,809

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 754: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 12/22/2012 1900 P 160Jun-11 SPX 12/22/2012 2000 P 342Jun-11 SPX 12/22/2012 2000 C 53,997Jun-11 SPX 12/22/2012 2250 C 224Jun-11 SPX 12/22/2012 2250 P 166Jun-11 SPX 12/22/2012 2500 C 861Jun-11 SPX 12/22/2012 2500 P 752Jun-11 SPX 12/22/2012 3000 P 8Jun-11 SPX 12/22/2012 3000 C 9Jun-11 SPX 6/22/2013 700 P 1Jun-11 SPX 6/22/2013 750 C 500Jun-11 SPX 6/22/2013 800 P 4Jun-11 SPX 6/22/2013 900 P 325Jun-11 SPX 6/22/2013 1050 P 50Jun-11 SPX 6/22/2013 1100 P 3,050Jun-11 SPX 6/22/2013 1200 P 500Jun-11 SPX 6/22/2013 1250 P 1,900Jun-11 SPX 6/22/2013 1275 P 1Jun-11 SPX 6/22/2013 1300 C 320Jun-11 SPX 6/22/2013 1300 P 43Jun-11 SPX 6/22/2013 1350 P 2Jun-11 SPX 6/22/2013 1500 C 1,004Jun-11 SPX 6/22/2013 1700 C 200Jun-11 SPX 12/21/2013 100 P 2,337Jun-11 SPX 12/21/2013 100 C 1,725Jun-11 SPX 12/21/2013 200 P 483Jun-11 SPX 12/21/2013 200 C 1,272Jun-11 SPX 12/21/2013 250 C 1Jun-11 SPX 12/21/2013 250 P 645Jun-11 SPX 12/21/2013 300 P 4,209Jun-11 SPX 12/21/2013 350 P 93Jun-11 SPX 12/21/2013 400 C 10Jun-11 SPX 12/21/2013 400 P 183Jun-11 SPX 12/21/2013 450 P 144Jun-11 SPX 12/21/2013 500 P 4,650Jun-11 SPX 12/21/2013 550 P 28Jun-11 SPX 12/21/2013 600 P 135Jun-11 SPX 12/21/2013 650 P 1,540Jun-11 SPX 12/21/2013 650 C 1Jun-11 SPX 12/21/2013 700 P 12,573Jun-11 SPX 12/21/2013 700 C 10Jun-11 SPX 12/21/2013 750 P 506Jun-11 SPX 12/21/2013 750 C 501Jun-11 SPX 12/21/2013 800 P 9,493Jun-11 SPX 12/21/2013 800 C 289Jun-11 SPX 12/21/2013 850 P 5,130Jun-11 SPX 12/21/2013 850 C 1Jun-11 SPX 12/21/2013 900 P 1,286Jun-11 SPX 12/21/2013 900 C 14

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 755: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 12/21/2013 950 P 9Jun-11 SPX 12/21/2013 975 P 1Jun-11 SPX 12/21/2013 1000 C 8Jun-11 SPX 12/21/2013 1000 P 6,637Jun-11 SPX 12/21/2013 1025 P 1Jun-11 SPX 12/21/2013 1025 C 2Jun-11 SPX 12/21/2013 1050 C 13Jun-11 SPX 12/21/2013 1050 P 4,648Jun-11 SPX 12/21/2013 1075 C 3Jun-11 SPX 12/21/2013 1075 P 129Jun-11 SPX 12/21/2013 1100 C 6Jun-11 SPX 12/21/2013 1100 P 9,569Jun-11 SPX 12/21/2013 1125 P 2,001Jun-11 SPX 12/21/2013 1125 C 1Jun-11 SPX 12/21/2013 1150 P 657Jun-11 SPX 12/21/2013 1150 C 851Jun-11 SPX 12/21/2013 1175 C 215Jun-11 SPX 12/21/2013 1175 P 220Jun-11 SPX 12/21/2013 1200 C 351Jun-11 SPX 12/21/2013 1200 P 5,749Jun-11 SPX 12/21/2013 1225 P 725Jun-11 SPX 12/21/2013 1225 C 1Jun-11 SPX 12/21/2013 1250 C 3,651Jun-11 SPX 12/21/2013 1250 P 4,521Jun-11 SPX 12/21/2013 1275 C 1,429Jun-11 SPX 12/21/2013 1275 P 2,615Jun-11 SPX 12/21/2013 1300 C 18,249Jun-11 SPX 12/21/2013 1300 P 8,161Jun-11 SPX 12/21/2013 1325 C 4,225Jun-11 SPX 12/21/2013 1325 P 5,785Jun-11 SPX 12/21/2013 1350 C 3,090Jun-11 SPX 12/21/2013 1350 P 3,010Jun-11 SPX 12/21/2013 1375 C 930Jun-11 SPX 12/21/2013 1375 P 511Jun-11 SPX 12/21/2013 1400 C 4,138Jun-11 SPX 12/21/2013 1425 C 400Jun-11 SPX 12/21/2013 1450 C 1,908Jun-11 SPX 12/21/2013 1500 P 30Jun-11 SPX 12/21/2013 1500 C 3,052Jun-11 SPX 12/21/2013 1525 C 200Jun-11 SPX 12/21/2013 1550 C 618Jun-11 SPX 12/21/2013 1600 C 11,165Jun-11 SPX 12/21/2013 1600 P 1Jun-11 SPX 12/21/2013 1650 P 1Jun-11 SPX 12/21/2013 1650 C 1,011Jun-11 SPX 12/21/2013 1700 C 2,930Jun-11 SPX 12/21/2013 1700 P 3Jun-11 SPX 12/21/2013 1800 C 5,913Jun-11 SPX 12/21/2013 1900 C 2,223

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 756: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jun-11 SPX 12/21/2013 1900 P 3Jun-11 SPX 12/21/2013 2000 C 997Jun-11 SPX 12/21/2013 2000 P 82Jun-11 SPX 12/21/2013 2250 C 14,412Jun-11 SPX 12/21/2013 2250 P 160Jun-11 SPX 12/21/2013 2500 C 146Jun-11 SPX 12/21/2013 2500 P 498Jun-11 SPX 12/21/2013 3000 C 1Jun-11 SPX 12/21/2013 3000 P 631Jul-11 SPXW 7/29/2011 1050 P 5,504Jul-11 SPXW 7/29/2011 1075 P 515Jul-11 SPXW 7/29/2011 1100 P 855Jul-11 SPXW 7/29/2011 1125 P 3,362Jul-11 SPXW 7/29/2011 1150 P 12,931Jul-11 SPXW 7/29/2011 1175 P 12,766Jul-11 SPXW 7/29/2011 1200 P 7,583Jul-11 SPXW 7/29/2011 1210 P 819Jul-11 SPXW 7/29/2011 1215 P 930Jul-11 SPXW 7/29/2011 1220 P 362Jul-11 SPXW 7/29/2011 1225 P 4,458Jul-11 SPXW 7/29/2011 1230 P 678Jul-11 SPXW 7/29/2011 1235 P 456Jul-11 SPXW 7/29/2011 1240 P 982Jul-11 SPXW 7/29/2011 1245 P 862Jul-11 SPXW 7/29/2011 1250 P 7,022Jul-11 SPXW 7/29/2011 1255 P 1,527Jul-11 SPXW 7/29/2011 1260 P 1,842Jul-11 SPXW 7/29/2011 1265 P 4,538Jul-11 SPXW 7/29/2011 1270 P 2,561Jul-11 SPXW 7/29/2011 1275 P 6,641Jul-11 SPXW 7/29/2011 1280 P 7,672Jul-11 SPXW 7/29/2011 1285 P 4,153Jul-11 SPXW 7/29/2011 1290 P 5,662Jul-11 SPXW 7/29/2011 1295 C 2,394Jul-11 SPXW 7/29/2011 1300 C 4,499Jul-11 SPXW 7/29/2011 1305 C 1,958Jul-11 SPXW 7/29/2011 1310 C 2,537Jul-11 SPXW 7/29/2011 1315 C 3,018Jul-11 SPXW 7/29/2011 1320 C 2,520Jul-11 SPXW 7/29/2011 1325 C 2,406Jul-11 SPXW 7/29/2011 1330 C 3,921Jul-11 SPXW 7/29/2011 1335 C 4,498Jul-11 SPXW 7/29/2011 1340 C 2,853Jul-11 SPXW 7/29/2011 1345 C 1,341Jul-11 SPXW 7/29/2011 1350 C 6,540Jul-11 SPXW 7/29/2011 1355 C 2,427Jul-11 SPXW 7/29/2011 1360 C 3,482Jul-11 SPXW 7/29/2011 1365 C 1,005Jul-11 SPXW 7/29/2011 1370 C 7,513

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 757: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPXW 7/29/2011 1375 C 4,707Jul-11 SPXW 7/29/2011 1380 C 1,271Jul-11 SPXW 7/29/2011 1385 C 1,953Jul-11 SPXW 7/29/2011 1390 C 935Jul-11 SPXW 7/29/2011 1395 C 954Jul-11 SPXW 7/29/2011 1400 C 1,435Jul-11 SPXW 7/29/2011 1405 C 130Jul-11 SPXW 7/29/2011 1410 C 231Jul-11 SPXW 7/29/2011 1415 C 34Jul-11 SPXW 7/29/2011 1420 C 240Jul-11 SPXW 7/29/2011 1425 C 4,047Jul-11 SPXW 7/29/2011 1450 C 200Jul-11 SPXW 8/5/2011 1050 P 460Jul-11 SPXW 8/5/2011 1075 P 1,903Jul-11 SPXW 8/5/2011 1100 C 11Jul-11 SPXW 8/5/2011 1100 P 13,002Jul-11 SPXW 8/5/2011 1125 C 10Jul-11 SPXW 8/5/2011 1125 P 1,844Jul-11 SPXW 8/5/2011 1150 P 8,530Jul-11 SPXW 8/5/2011 1150 C 5Jul-11 SPXW 8/5/2011 1175 C 5Jul-11 SPXW 8/5/2011 1175 P 1,490Jul-11 SPXW 8/5/2011 1200 P 12,054Jul-11 SPXW 8/5/2011 1225 C 3Jul-11 SPXW 8/5/2011 1225 P 4,825Jul-11 SPXW 8/5/2011 1230 P 184Jul-11 SPXW 8/5/2011 1235 P 338Jul-11 SPXW 8/5/2011 1240 C 1Jul-11 SPXW 8/5/2011 1240 P 215Jul-11 SPXW 8/5/2011 1245 P 244Jul-11 SPXW 8/5/2011 1250 P 7,197Jul-11 SPXW 8/5/2011 1250 C 3Jul-11 SPXW 8/5/2011 1255 P 119Jul-11 SPXW 8/5/2011 1260 P 269Jul-11 SPXW 8/5/2011 1265 P 888Jul-11 SPXW 8/5/2011 1270 P 401Jul-11 SPXW 8/5/2011 1275 P 1,871Jul-11 SPXW 8/5/2011 1275 C 13Jul-11 SPXW 8/5/2011 1280 C 14Jul-11 SPXW 8/5/2011 1280 P 680Jul-11 SPXW 8/5/2011 1285 C 25Jul-11 SPXW 8/5/2011 1285 P 1,197Jul-11 SPXW 8/5/2011 1290 P 569Jul-11 SPXW 8/5/2011 1290 C 83Jul-11 SPXW 8/5/2011 1295 C 54Jul-11 SPXW 8/5/2011 1295 P 198Jul-11 SPXW 8/5/2011 1300 C 1,621Jul-11 SPXW 8/5/2011 1300 P 1,895Jul-11 SPXW 8/5/2011 1305 C 208

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 758: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPXW 8/5/2011 1305 P 336Jul-11 SPXW 8/5/2011 1310 C 1,298Jul-11 SPXW 8/5/2011 1310 P 126Jul-11 SPXW 8/5/2011 1315 P 63Jul-11 SPXW 8/5/2011 1315 C 1,563Jul-11 SPXW 8/5/2011 1320 P 14Jul-11 SPXW 8/5/2011 1320 C 2,199Jul-11 SPXW 8/5/2011 1325 P 500Jul-11 SPXW 8/5/2011 1325 C 3,650Jul-11 SPXW 8/5/2011 1330 P 200Jul-11 SPXW 8/5/2011 1330 C 1,746Jul-11 SPXW 8/5/2011 1335 P 1Jul-11 SPXW 8/5/2011 1335 C 2,482Jul-11 SPXW 8/5/2011 1340 P 37Jul-11 SPXW 8/5/2011 1340 C 645Jul-11 SPXW 8/5/2011 1345 P 285Jul-11 SPXW 8/5/2011 1345 C 69Jul-11 SPXW 8/5/2011 1350 C 1,699Jul-11 SPXW 8/5/2011 1350 P 2,034Jul-11 SPXW 8/5/2011 1355 C 368Jul-11 SPXW 8/5/2011 1360 C 377Jul-11 SPXW 8/5/2011 1365 C 988Jul-11 SPXW 8/5/2011 1370 P 10Jul-11 SPXW 8/5/2011 1370 C 309Jul-11 SPXW 8/5/2011 1375 C 235Jul-11 SPXW 8/5/2011 1375 P 10Jul-11 SPXW 8/5/2011 1380 C 410Jul-11 SPXW 8/5/2011 1385 C 6Jul-11 SPXW 8/5/2011 1390 C 5Jul-11 SPXW 8/5/2011 1400 C 342Jul-11 SPXW 8/5/2011 1405 C 6Jul-11 SPXW 8/5/2011 1420 C 5Jul-11 SPXW 8/5/2011 1425 C 303Jul-11 SPX 8/20/2011 500 C 4,050Jul-11 SPX 8/20/2011 500 P 2,750Jul-11 SPX 8/20/2011 600 P 271Jul-11 SPX 8/20/2011 700 C 2,350Jul-11 SPX 8/20/2011 700 P 153Jul-11 SPX 8/20/2011 750 P 226Jul-11 SPX 8/20/2011 775 P 21,678Jul-11 SPX 8/20/2011 800 P 22,904Jul-11 SPX 8/20/2011 800 C 3Jul-11 SPX 8/20/2011 810 P 2,093Jul-11 SPX 8/20/2011 820 P 1,732Jul-11 SPX 8/20/2011 825 C 5Jul-11 SPX 8/20/2011 825 P 4,803Jul-11 SPX 8/20/2011 830 P 1,416Jul-11 SPX 8/20/2011 840 P 1,926Jul-11 SPX 8/20/2011 850 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 759: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 8/20/2011 850 P 14,314Jul-11 SPX 8/20/2011 860 P 4,128Jul-11 SPX 8/20/2011 870 P 2,385Jul-11 SPX 8/20/2011 875 C 30Jul-11 SPX 8/20/2011 875 P 5,526Jul-11 SPX 8/20/2011 880 P 7,675Jul-11 SPX 8/20/2011 885 P 1,614Jul-11 SPX 8/20/2011 890 P 1,527Jul-11 SPX 8/20/2011 895 P 1,862Jul-11 SPX 8/20/2011 900 C 76Jul-11 SPX 8/20/2011 900 P 24,971Jul-11 SPX 8/20/2011 905 P 1,821Jul-11 SPX 8/20/2011 910 P 1,457Jul-11 SPX 8/20/2011 915 P 1,443Jul-11 SPX 8/20/2011 920 P 1,416Jul-11 SPX 8/20/2011 925 P 4,184Jul-11 SPX 8/20/2011 930 C 4Jul-11 SPX 8/20/2011 930 P 2,217Jul-11 SPX 8/20/2011 935 P 3,288Jul-11 SPX 8/20/2011 940 P 1,793Jul-11 SPX 8/20/2011 945 P 1,949Jul-11 SPX 8/20/2011 950 P 20,511Jul-11 SPX 8/20/2011 950 C 2,237Jul-11 SPX 8/20/2011 955 P 1,769Jul-11 SPX 8/20/2011 960 P 1,780Jul-11 SPX 8/20/2011 965 P 2,087Jul-11 SPX 8/20/2011 970 P 2,144Jul-11 SPX 8/20/2011 975 C 37Jul-11 SPX 8/20/2011 975 P 7,916Jul-11 SPX 8/20/2011 980 P 2,803Jul-11 SPX 8/20/2011 985 P 4,216Jul-11 SPX 8/20/2011 990 P 1,949Jul-11 SPX 8/20/2011 995 P 1,665Jul-11 SPX 8/20/2011 1000 P 49,290Jul-11 SPX 8/20/2011 1000 C 101Jul-11 SPX 8/20/2011 1005 P 1,723Jul-11 SPX 8/20/2011 1010 C 21Jul-11 SPX 8/20/2011 1010 P 6,672Jul-11 SPX 8/20/2011 1015 P 2,220Jul-11 SPX 8/20/2011 1020 P 2,174Jul-11 SPX 8/20/2011 1025 C 51Jul-11 SPX 8/20/2011 1025 P 13,439Jul-11 SPX 8/20/2011 1030 P 1,783Jul-11 SPX 8/20/2011 1035 P 1,809Jul-11 SPX 8/20/2011 1040 P 7,615Jul-11 SPX 8/20/2011 1040 C 4Jul-11 SPX 8/20/2011 1045 C 63Jul-11 SPX 8/20/2011 1045 P 1,715Jul-11 SPX 8/20/2011 1050 C 74

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 760: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 8/20/2011 1050 P 45,313Jul-11 SPX 8/20/2011 1055 P 3,882Jul-11 SPX 8/20/2011 1060 P 7,449Jul-11 SPX 8/20/2011 1060 C 3Jul-11 SPX 8/20/2011 1065 P 3,198Jul-11 SPX 8/20/2011 1070 P 10,702Jul-11 SPX 8/20/2011 1075 P 31,680Jul-11 SPX 8/20/2011 1080 P 12,280Jul-11 SPX 8/20/2011 1085 C 2Jul-11 SPX 8/20/2011 1085 P 2,500Jul-11 SPX 8/20/2011 1090 C 9Jul-11 SPX 8/20/2011 1090 P 3,243Jul-11 SPX 8/20/2011 1095 P 1,502Jul-11 SPX 8/20/2011 1100 P 91,217Jul-11 SPX 8/20/2011 1100 C 11,513Jul-11 SPX 8/20/2011 1105 P 3,640Jul-11 SPX 8/20/2011 1110 C 21Jul-11 SPX 8/20/2011 1110 P 3,674Jul-11 SPX 8/20/2011 1115 P 2,196Jul-11 SPX 8/20/2011 1120 P 13,595Jul-11 SPX 8/20/2011 1125 C 50Jul-11 SPX 8/20/2011 1125 P 41,874Jul-11 SPX 8/20/2011 1130 P 8,312Jul-11 SPX 8/20/2011 1135 P 2,191Jul-11 SPX 8/20/2011 1135 C 23Jul-11 SPX 8/20/2011 1140 P 8,088Jul-11 SPX 8/20/2011 1140 C 23Jul-11 SPX 8/20/2011 1145 P 3,846Jul-11 SPX 8/20/2011 1145 C 63Jul-11 SPX 8/20/2011 1150 P 77,021Jul-11 SPX 8/20/2011 1150 C 4,047Jul-11 SPX 8/20/2011 1155 P 2,571Jul-11 SPX 8/20/2011 1155 C 16Jul-11 SPX 8/20/2011 1160 P 10,259Jul-11 SPX 8/20/2011 1160 C 20Jul-11 SPX 8/20/2011 1165 P 4,074Jul-11 SPX 8/20/2011 1170 P 10,499Jul-11 SPX 8/20/2011 1170 C 20Jul-11 SPX 8/20/2011 1175 C 14Jul-11 SPX 8/20/2011 1175 P 50,788Jul-11 SPX 8/20/2011 1180 P 11,622Jul-11 SPX 8/20/2011 1180 C 10,512Jul-11 SPX 8/20/2011 1185 C 10,505Jul-11 SPX 8/20/2011 1185 P 4,174Jul-11 SPX 8/20/2011 1190 C 4Jul-11 SPX 8/20/2011 1190 P 23,776Jul-11 SPX 8/20/2011 1195 P 5,104Jul-11 SPX 8/20/2011 1200 C 6,419Jul-11 SPX 8/20/2011 1200 P 110,717

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 761: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 8/20/2011 1205 C 2Jul-11 SPX 8/20/2011 1205 P 15,493Jul-11 SPX 8/20/2011 1210 C 1Jul-11 SPX 8/20/2011 1210 P 21,095Jul-11 SPX 8/20/2011 1215 P 9,855Jul-11 SPX 8/20/2011 1215 C 1Jul-11 SPX 8/20/2011 1220 C 53Jul-11 SPX 8/20/2011 1220 P 24,169Jul-11 SPX 8/20/2011 1225 C 7,598Jul-11 SPX 8/20/2011 1225 P 74,314Jul-11 SPX 8/20/2011 1230 C 3,557Jul-11 SPX 8/20/2011 1230 P 49,386Jul-11 SPX 8/20/2011 1235 P 9,206Jul-11 SPX 8/20/2011 1235 C 3,500Jul-11 SPX 8/20/2011 1240 C 133Jul-11 SPX 8/20/2011 1240 P 35,928Jul-11 SPX 8/20/2011 1245 C 42Jul-11 SPX 8/20/2011 1245 P 8,498Jul-11 SPX 8/20/2011 1250 C 9,295Jul-11 SPX 8/20/2011 1250 P 138,515Jul-11 SPX 8/20/2011 1255 P 13,999Jul-11 SPX 8/20/2011 1255 C 45Jul-11 SPX 8/20/2011 1260 C 308Jul-11 SPX 8/20/2011 1260 P 48,325Jul-11 SPX 8/20/2011 1265 C 1,090Jul-11 SPX 8/20/2011 1265 P 20,713Jul-11 SPX 8/20/2011 1270 C 8,098Jul-11 SPX 8/20/2011 1270 P 41,984Jul-11 SPX 8/20/2011 1275 P 89,124Jul-11 SPX 8/20/2011 1275 C 36,195Jul-11 SPX 8/20/2011 1280 C 3,268Jul-11 SPX 8/20/2011 1280 P 34,981Jul-11 SPX 8/20/2011 1285 C 3,098Jul-11 SPX 8/20/2011 1285 P 5,660Jul-11 SPX 8/20/2011 1290 C 4,570Jul-11 SPX 8/20/2011 1290 P 25,260Jul-11 SPX 8/20/2011 1295 P 6,778Jul-11 SPX 8/20/2011 1295 C 902Jul-11 SPX 8/20/2011 1300 C 117,634Jul-11 SPX 8/20/2011 1300 P 136,127Jul-11 SPX 8/20/2011 1305 C 1,741Jul-11 SPX 8/20/2011 1305 P 4,318Jul-11 SPX 8/20/2011 1310 C 10,623Jul-11 SPX 8/20/2011 1310 P 10,331Jul-11 SPX 8/20/2011 1315 P 11,907Jul-11 SPX 8/20/2011 1315 C 9,596Jul-11 SPX 8/20/2011 1320 C 16,649Jul-11 SPX 8/20/2011 1320 P 25,590Jul-11 SPX 8/20/2011 1325 C 68,827

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 762: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 8/20/2011 1325 P 40,598Jul-11 SPX 8/20/2011 1330 C 26,518Jul-11 SPX 8/20/2011 1330 P 13,148Jul-11 SPX 8/20/2011 1335 P 7,865Jul-11 SPX 8/20/2011 1335 C 10,780Jul-11 SPX 8/20/2011 1340 C 43,227Jul-11 SPX 8/20/2011 1340 P 8,349Jul-11 SPX 8/20/2011 1345 C 5,806Jul-11 SPX 8/20/2011 1345 P 313Jul-11 SPX 8/20/2011 1350 C 78,483Jul-11 SPX 8/20/2011 1350 P 22,382Jul-11 SPX 8/20/2011 1355 P 278Jul-11 SPX 8/20/2011 1355 C 9,677Jul-11 SPX 8/20/2011 1360 C 40,086Jul-11 SPX 8/20/2011 1360 P 9,723Jul-11 SPX 8/20/2011 1365 C 9,439Jul-11 SPX 8/20/2011 1365 P 12Jul-11 SPX 8/20/2011 1370 C 32,649Jul-11 SPX 8/20/2011 1370 P 2,891Jul-11 SPX 8/20/2011 1375 P 4,827Jul-11 SPX 8/20/2011 1375 C 71,962Jul-11 SPX 8/20/2011 1380 C 44,478Jul-11 SPX 8/20/2011 1380 P 4Jul-11 SPX 8/20/2011 1385 C 14,409Jul-11 SPX 8/20/2011 1385 P 2Jul-11 SPX 8/20/2011 1390 C 18,444Jul-11 SPX 8/20/2011 1390 P 2,969Jul-11 SPX 8/20/2011 1395 P 12Jul-11 SPX 8/20/2011 1395 C 24,932Jul-11 SPX 8/20/2011 1400 C 46,248Jul-11 SPX 8/20/2011 1400 P 3,434Jul-11 SPX 8/20/2011 1405 C 18,222Jul-11 SPX 8/20/2011 1405 P 4Jul-11 SPX 8/20/2011 1410 C 13,627Jul-11 SPX 8/20/2011 1410 P 11Jul-11 SPX 8/20/2011 1415 C 11,386Jul-11 SPX 8/20/2011 1420 P 11Jul-11 SPX 8/20/2011 1420 C 8,816Jul-11 SPX 8/20/2011 1425 C 10,319Jul-11 SPX 8/20/2011 1425 P 200Jul-11 SPX 8/20/2011 1430 C 8,967Jul-11 SPX 8/20/2011 1430 P 1Jul-11 SPX 8/20/2011 1435 C 3,186Jul-11 SPX 8/20/2011 1440 C 4,514Jul-11 SPX 8/20/2011 1445 C 2,175Jul-11 SPX 8/20/2011 1450 C 20,437Jul-11 SPX 8/20/2011 1450 P 402Jul-11 SPX 8/20/2011 1455 C 1,326Jul-11 SPX 8/20/2011 1460 C 2,157

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 763: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 8/20/2011 1465 C 2,700Jul-11 SPX 8/20/2011 1470 C 1,854Jul-11 SPX 8/20/2011 1475 P 5Jul-11 SPX 8/20/2011 1475 C 16,479Jul-11 SPX 8/20/2011 1480 C 697Jul-11 SPX 8/20/2011 1485 C 1,059Jul-11 SPX 8/20/2011 1490 C 867Jul-11 SPX 8/20/2011 1495 C 11Jul-11 SPX 8/20/2011 1500 C 21,714Jul-11 SPX 8/20/2011 1500 P 4,050Jul-11 SPX 8/20/2011 1510 C 68Jul-11 SPX 8/20/2011 1520 C 249Jul-11 SPX 8/20/2011 1525 C 2,134Jul-11 SPX 8/20/2011 1550 C 606Jul-11 SPX 8/20/2011 1600 C 80Jul-11 SPX 9/17/2011 200 P 47Jul-11 SPX 9/17/2011 200 C 410Jul-11 SPX 9/17/2011 225 C 628Jul-11 SPX 9/17/2011 300 C 1,924Jul-11 SPX 9/17/2011 300 P 25Jul-11 SPX 9/17/2011 350 C 110Jul-11 SPX 9/17/2011 350 P 68Jul-11 SPX 9/17/2011 400 P 2,836Jul-11 SPX 9/17/2011 400 C 1,450Jul-11 SPX 9/17/2011 500 C 82,084Jul-11 SPX 9/17/2011 500 P 80,400Jul-11 SPX 9/17/2011 550 C 110Jul-11 SPX 9/17/2011 550 P 12Jul-11 SPX 9/17/2011 600 C 1,010Jul-11 SPX 9/17/2011 600 P 6,434Jul-11 SPX 9/17/2011 625 P 274Jul-11 SPX 9/17/2011 625 C 628Jul-11 SPX 9/17/2011 650 P 7,696Jul-11 SPX 9/17/2011 675 P 636Jul-11 SPX 9/17/2011 700 C 2,350Jul-11 SPX 9/17/2011 700 P 24,098Jul-11 SPX 9/17/2011 725 P 512Jul-11 SPX 9/17/2011 750 P 2,401Jul-11 SPX 9/17/2011 775 P 5,460Jul-11 SPX 9/17/2011 800 P 189,392Jul-11 SPX 9/17/2011 810 P 170Jul-11 SPX 9/17/2011 820 P 1,065Jul-11 SPX 9/17/2011 825 C 2Jul-11 SPX 9/17/2011 825 P 9,084Jul-11 SPX 9/17/2011 830 P 120Jul-11 SPX 9/17/2011 835 P 130Jul-11 SPX 9/17/2011 840 P 165Jul-11 SPX 9/17/2011 845 P 132Jul-11 SPX 9/17/2011 850 P 20,385

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 764: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 9/17/2011 855 P 20Jul-11 SPX 9/17/2011 860 P 51Jul-11 SPX 9/17/2011 875 P 6,600Jul-11 SPX 9/17/2011 880 P 887Jul-11 SPX 9/17/2011 900 P 99,231Jul-11 SPX 9/17/2011 900 C 228Jul-11 SPX 9/17/2011 905 P 15Jul-11 SPX 9/17/2011 910 P 300Jul-11 SPX 9/17/2011 920 P 126Jul-11 SPX 9/17/2011 925 C 59Jul-11 SPX 9/17/2011 925 P 3,174Jul-11 SPX 9/17/2011 935 P 22Jul-11 SPX 9/17/2011 940 P 4,038Jul-11 SPX 9/17/2011 950 C 25Jul-11 SPX 9/17/2011 950 P 47,825Jul-11 SPX 9/17/2011 960 P 139Jul-11 SPX 9/17/2011 975 P 23,531Jul-11 SPX 9/17/2011 975 C 1Jul-11 SPX 9/17/2011 980 P 3,525Jul-11 SPX 9/17/2011 980 C 20,000Jul-11 SPX 9/17/2011 990 P 25Jul-11 SPX 9/17/2011 1000 P 62,487Jul-11 SPX 9/17/2011 1000 C 689Jul-11 SPX 9/17/2011 1005 P 10Jul-11 SPX 9/17/2011 1015 P 2Jul-11 SPX 9/17/2011 1020 P 98Jul-11 SPX 9/17/2011 1025 C 50Jul-11 SPX 9/17/2011 1025 P 34,018Jul-11 SPX 9/17/2011 1030 P 150Jul-11 SPX 9/17/2011 1035 P 6,000Jul-11 SPX 9/17/2011 1040 P 1,435Jul-11 SPX 9/17/2011 1045 P 43Jul-11 SPX 9/17/2011 1050 C 315Jul-11 SPX 9/17/2011 1050 P 50,275Jul-11 SPX 9/17/2011 1055 P 2,030Jul-11 SPX 9/17/2011 1060 P 7,157Jul-11 SPX 9/17/2011 1065 P 17Jul-11 SPX 9/17/2011 1070 P 1,956Jul-11 SPX 9/17/2011 1075 P 34,201Jul-11 SPX 9/17/2011 1075 C 672Jul-11 SPX 9/17/2011 1080 C 86Jul-11 SPX 9/17/2011 1080 P 5,830Jul-11 SPX 9/17/2011 1085 P 1,464Jul-11 SPX 9/17/2011 1090 P 88Jul-11 SPX 9/17/2011 1095 P 51Jul-11 SPX 9/17/2011 1100 C 2,553Jul-11 SPX 9/17/2011 1100 P 82,164Jul-11 SPX 9/17/2011 1105 P 22Jul-11 SPX 9/17/2011 1110 P 2,353

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 765: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 9/17/2011 1115 P 19Jul-11 SPX 9/17/2011 1115 C 1Jul-11 SPX 9/17/2011 1120 C 1Jul-11 SPX 9/17/2011 1120 P 5,005Jul-11 SPX 9/17/2011 1125 C 1,851Jul-11 SPX 9/17/2011 1125 P 55,363Jul-11 SPX 9/17/2011 1130 P 8,179Jul-11 SPX 9/17/2011 1135 P 583Jul-11 SPX 9/17/2011 1135 C 1Jul-11 SPX 9/17/2011 1140 C 2Jul-11 SPX 9/17/2011 1140 P 1,811Jul-11 SPX 9/17/2011 1145 P 1,616Jul-11 SPX 9/17/2011 1150 C 4,202Jul-11 SPX 9/17/2011 1150 P 85,245Jul-11 SPX 9/17/2011 1155 P 341Jul-11 SPX 9/17/2011 1160 C 1Jul-11 SPX 9/17/2011 1160 P 12,155Jul-11 SPX 9/17/2011 1165 P 63Jul-11 SPX 9/17/2011 1170 P 2,149Jul-11 SPX 9/17/2011 1175 P 49,868Jul-11 SPX 9/17/2011 1175 C 6,869Jul-11 SPX 9/17/2011 1180 P 3,338Jul-11 SPX 9/17/2011 1185 P 1,049Jul-11 SPX 9/17/2011 1190 P 1,933Jul-11 SPX 9/17/2011 1195 P 715Jul-11 SPX 9/17/2011 1200 C 5,731Jul-11 SPX 9/17/2011 1200 P 153,399Jul-11 SPX 9/17/2011 1205 P 105Jul-11 SPX 9/17/2011 1210 P 12,386Jul-11 SPX 9/17/2011 1215 P 5,671Jul-11 SPX 9/17/2011 1215 C 30Jul-11 SPX 9/17/2011 1220 C 2Jul-11 SPX 9/17/2011 1220 P 5,066Jul-11 SPX 9/17/2011 1225 C 5,134Jul-11 SPX 9/17/2011 1225 P 101,287Jul-11 SPX 9/17/2011 1230 C 16Jul-11 SPX 9/17/2011 1230 P 2,717Jul-11 SPX 9/17/2011 1235 P 3,167Jul-11 SPX 9/17/2011 1235 C 22Jul-11 SPX 9/17/2011 1240 C 24Jul-11 SPX 9/17/2011 1240 P 6,818Jul-11 SPX 9/17/2011 1245 C 1Jul-11 SPX 9/17/2011 1245 P 3,401Jul-11 SPX 9/17/2011 1250 C 48,511Jul-11 SPX 9/17/2011 1250 P 163,498Jul-11 SPX 9/17/2011 1255 C 2,751Jul-11 SPX 9/17/2011 1255 P 4,461Jul-11 SPX 9/17/2011 1260 P 27,184Jul-11 SPX 9/17/2011 1260 C 21,135

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 766: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 9/17/2011 1265 C 30,532Jul-11 SPX 9/17/2011 1265 P 31,482Jul-11 SPX 9/17/2011 1270 C 29,896Jul-11 SPX 9/17/2011 1270 P 32,456Jul-11 SPX 9/17/2011 1275 P 90,397Jul-11 SPX 9/17/2011 1275 C 118,966Jul-11 SPX 9/17/2011 1280 C 24,081Jul-11 SPX 9/17/2011 1280 P 26,391Jul-11 SPX 9/17/2011 1285 C 32,163Jul-11 SPX 9/17/2011 1285 P 27,734Jul-11 SPX 9/17/2011 1290 C 23,935Jul-11 SPX 9/17/2011 1290 P 28,236Jul-11 SPX 9/17/2011 1295 C 22,557Jul-11 SPX 9/17/2011 1295 P 22,103Jul-11 SPX 9/17/2011 1300 P 222,325Jul-11 SPX 9/17/2011 1300 C 213,435Jul-11 SPX 9/17/2011 1305 P 22,449Jul-11 SPX 9/17/2011 1305 C 23,321Jul-11 SPX 9/17/2011 1310 P 54,158Jul-11 SPX 9/17/2011 1310 C 29,715Jul-11 SPX 9/17/2011 1315 P 35,292Jul-11 SPX 9/17/2011 1315 C 33,609Jul-11 SPX 9/17/2011 1320 P 32,703Jul-11 SPX 9/17/2011 1320 C 22,426Jul-11 SPX 9/17/2011 1325 P 45,918Jul-11 SPX 9/17/2011 1325 C 55,970Jul-11 SPX 9/17/2011 1330 P 61,796Jul-11 SPX 9/17/2011 1330 C 32,928Jul-11 SPX 9/17/2011 1335 C 22,600Jul-11 SPX 9/17/2011 1335 P 25,054Jul-11 SPX 9/17/2011 1340 C 34,597Jul-11 SPX 9/17/2011 1340 P 24,813Jul-11 SPX 9/17/2011 1345 C 17,266Jul-11 SPX 9/17/2011 1345 P 16,516Jul-11 SPX 9/17/2011 1350 C 74,597Jul-11 SPX 9/17/2011 1350 P 28,025Jul-11 SPX 9/17/2011 1355 P 203Jul-11 SPX 9/17/2011 1355 C 372Jul-11 SPX 9/17/2011 1360 C 11,540Jul-11 SPX 9/17/2011 1360 P 1,994Jul-11 SPX 9/17/2011 1365 C 5,465Jul-11 SPX 9/17/2011 1365 P 664Jul-11 SPX 9/17/2011 1370 C 7,149Jul-11 SPX 9/17/2011 1375 P 1,626Jul-11 SPX 9/17/2011 1375 C 50,690Jul-11 SPX 9/17/2011 1380 P 1,200Jul-11 SPX 9/17/2011 1380 C 5,335Jul-11 SPX 9/17/2011 1385 C 9,566Jul-11 SPX 9/17/2011 1390 C 14,569

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 767: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 9/17/2011 1390 P 603Jul-11 SPX 9/17/2011 1395 C 9,832Jul-11 SPX 9/17/2011 1400 C 127,684Jul-11 SPX 9/17/2011 1400 P 6,351Jul-11 SPX 9/17/2011 1405 C 1,097Jul-11 SPX 9/17/2011 1410 C 695Jul-11 SPX 9/17/2011 1410 P 1Jul-11 SPX 9/17/2011 1415 C 3,784Jul-11 SPX 9/17/2011 1415 P 10Jul-11 SPX 9/17/2011 1420 C 1,696Jul-11 SPX 9/17/2011 1420 P 10Jul-11 SPX 9/17/2011 1425 C 27,081Jul-11 SPX 9/17/2011 1425 P 573Jul-11 SPX 9/17/2011 1430 C 840Jul-11 SPX 9/17/2011 1435 C 99Jul-11 SPX 9/17/2011 1440 C 2,484Jul-11 SPX 9/17/2011 1440 P 2Jul-11 SPX 9/17/2011 1445 C 917Jul-11 SPX 9/17/2011 1450 C 54,798Jul-11 SPX 9/17/2011 1450 P 267Jul-11 SPX 9/17/2011 1455 C 15Jul-11 SPX 9/17/2011 1460 C 465Jul-11 SPX 9/17/2011 1460 P 1Jul-11 SPX 9/17/2011 1465 C 193Jul-11 SPX 9/17/2011 1470 C 121Jul-11 SPX 9/17/2011 1475 C 10,326Jul-11 SPX 9/17/2011 1480 C 223Jul-11 SPX 9/17/2011 1485 C 2Jul-11 SPX 9/17/2011 1490 C 11Jul-11 SPX 9/17/2011 1495 C 164Jul-11 SPX 9/17/2011 1500 C 92,769Jul-11 SPX 9/17/2011 1500 P 80,210Jul-11 SPX 9/17/2011 1510 C 54Jul-11 SPX 9/17/2011 1520 C 54Jul-11 SPX 9/17/2011 1525 P 4Jul-11 SPX 9/17/2011 1525 C 2,185Jul-11 SPX 9/17/2011 1530 C 100Jul-11 SPX 9/17/2011 1550 C 5,000Jul-11 SPX 9/17/2011 1550 P 14Jul-11 SPX 9/17/2011 1600 C 10,134Jul-11 SPX 9/17/2011 1600 P 63Jul-11 SPX 9/17/2011 1650 P 10Jul-11 SPX 9/17/2011 1650 C 1,857Jul-11 SPX 9/17/2011 1700 C 2,279Jul-11 SPX 9/17/2011 1700 P 1,125Jul-11 SPX 9/17/2011 1750 C 542Jul-11 SPX 9/17/2011 1750 P 10Jul-11 SPX 9/17/2011 1800 C 55Jul-11 SPX 9/17/2011 1800 P 885

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 768: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 9/17/2011 1900 P 1,115Jul-11 SPX 9/17/2011 1900 C 31Jul-11 SPX 9/17/2011 2000 C 264Jul-11 SPX 9/17/2011 2000 P 875Jul-11 SPX 9/17/2011 2500 C 714Jul-11 SPX 9/17/2011 3000 C 1,845Jul-11 SPX 9/17/2011 3000 P 115Jul-11 SPX 10/22/2011 700 C 5Jul-11 SPX 10/22/2011 700 P 837Jul-11 SPX 10/22/2011 750 P 68,741Jul-11 SPX 10/22/2011 775 P 50Jul-11 SPX 10/22/2011 800 P 76,029Jul-11 SPX 10/22/2011 820 P 60Jul-11 SPX 10/22/2011 825 P 1,530Jul-11 SPX 10/22/2011 850 C 5Jul-11 SPX 10/22/2011 850 P 7,565Jul-11 SPX 10/22/2011 860 P 25Jul-11 SPX 10/22/2011 875 P 103Jul-11 SPX 10/22/2011 880 P 25Jul-11 SPX 10/22/2011 900 P 393Jul-11 SPX 10/22/2011 920 P 177Jul-11 SPX 10/22/2011 925 P 2,103Jul-11 SPX 10/22/2011 940 P 56Jul-11 SPX 10/22/2011 950 P 2,842Jul-11 SPX 10/22/2011 975 P 3,540Jul-11 SPX 10/22/2011 980 P 1,605Jul-11 SPX 10/22/2011 1000 P 7,340Jul-11 SPX 10/22/2011 1000 C 3Jul-11 SPX 10/22/2011 1025 P 3,821Jul-11 SPX 10/22/2011 1050 P 15,078Jul-11 SPX 10/22/2011 1060 P 2Jul-11 SPX 10/22/2011 1070 P 7Jul-11 SPX 10/22/2011 1075 P 287Jul-11 SPX 10/22/2011 1080 P 7Jul-11 SPX 10/22/2011 1090 P 2Jul-11 SPX 10/22/2011 1100 P 17,323Jul-11 SPX 10/22/2011 1110 P 11Jul-11 SPX 10/22/2011 1120 P 1,786Jul-11 SPX 10/22/2011 1125 P 5,737Jul-11 SPX 10/22/2011 1130 P 2,507Jul-11 SPX 10/22/2011 1140 P 1,335Jul-11 SPX 10/22/2011 1150 P 8,954Jul-11 SPX 10/22/2011 1150 C 501Jul-11 SPX 10/22/2011 1160 P 23Jul-11 SPX 10/22/2011 1170 P 1,029Jul-11 SPX 10/22/2011 1175 C 1Jul-11 SPX 10/22/2011 1175 P 8,317Jul-11 SPX 10/22/2011 1180 P 2,013Jul-11 SPX 10/22/2011 1190 P 1,810

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 769: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 10/22/2011 1200 C 252Jul-11 SPX 10/22/2011 1200 P 23,797Jul-11 SPX 10/22/2011 1210 P 297Jul-11 SPX 10/22/2011 1220 P 1,312Jul-11 SPX 10/22/2011 1225 C 400Jul-11 SPX 10/22/2011 1225 P 18,179Jul-11 SPX 10/22/2011 1230 P 386Jul-11 SPX 10/22/2011 1240 P 1,731Jul-11 SPX 10/22/2011 1250 C 7Jul-11 SPX 10/22/2011 1250 P 25,495Jul-11 SPX 10/22/2011 1255 P 208Jul-11 SPX 10/22/2011 1260 P 1,265Jul-11 SPX 10/22/2011 1265 P 7Jul-11 SPX 10/22/2011 1270 P 3,140Jul-11 SPX 10/22/2011 1275 P 15,726Jul-11 SPX 10/22/2011 1275 C 3,009Jul-11 SPX 10/22/2011 1280 P 702Jul-11 SPX 10/22/2011 1280 C 221Jul-11 SPX 10/22/2011 1285 P 508Jul-11 SPX 10/22/2011 1290 C 358Jul-11 SPX 10/22/2011 1290 P 2,213Jul-11 SPX 10/22/2011 1295 C 258Jul-11 SPX 10/22/2011 1300 P 33,699Jul-11 SPX 10/22/2011 1300 C 22,872Jul-11 SPX 10/22/2011 1305 C 101Jul-11 SPX 10/22/2011 1305 P 625Jul-11 SPX 10/22/2011 1310 C 243Jul-11 SPX 10/22/2011 1310 P 436Jul-11 SPX 10/22/2011 1315 C 28Jul-11 SPX 10/22/2011 1315 P 211Jul-11 SPX 10/22/2011 1320 P 549Jul-11 SPX 10/22/2011 1320 C 395Jul-11 SPX 10/22/2011 1325 P 4,572Jul-11 SPX 10/22/2011 1325 C 6,086Jul-11 SPX 10/22/2011 1330 C 249Jul-11 SPX 10/22/2011 1330 P 124Jul-11 SPX 10/22/2011 1335 C 102Jul-11 SPX 10/22/2011 1340 P 622Jul-11 SPX 10/22/2011 1340 C 977Jul-11 SPX 10/22/2011 1345 C 125Jul-11 SPX 10/22/2011 1345 P 405Jul-11 SPX 10/22/2011 1350 C 13,570Jul-11 SPX 10/22/2011 1350 P 2,493Jul-11 SPX 10/22/2011 1355 C 1Jul-11 SPX 10/22/2011 1360 C 680Jul-11 SPX 10/22/2011 1360 P 533Jul-11 SPX 10/22/2011 1365 C 975Jul-11 SPX 10/22/2011 1370 C 70Jul-11 SPX 10/22/2011 1370 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 770: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 10/22/2011 1375 C 6,494Jul-11 SPX 10/22/2011 1375 P 266Jul-11 SPX 10/22/2011 1380 P 465Jul-11 SPX 10/22/2011 1380 C 763Jul-11 SPX 10/22/2011 1385 C 2,486Jul-11 SPX 10/22/2011 1390 C 30Jul-11 SPX 10/22/2011 1395 C 4Jul-11 SPX 10/22/2011 1400 P 2Jul-11 SPX 10/22/2011 1400 C 13,753Jul-11 SPX 10/22/2011 1410 C 84Jul-11 SPX 10/22/2011 1415 C 806Jul-11 SPX 10/22/2011 1420 C 16Jul-11 SPX 10/22/2011 1425 C 4,150Jul-11 SPX 10/22/2011 1430 C 1,501Jul-11 SPX 10/22/2011 1440 C 147Jul-11 SPX 10/22/2011 1440 P 411Jul-11 SPX 10/22/2011 1450 C 4,326Jul-11 SPX 10/22/2011 1460 C 1,376Jul-11 SPX 10/22/2011 1470 C 33Jul-11 SPX 10/22/2011 1475 C 3,142Jul-11 SPX 10/22/2011 1480 C 30Jul-11 SPX 10/22/2011 1500 C 4,535Jul-11 SPX 10/22/2011 1520 C 15Jul-11 SPX 10/22/2011 1525 P 1,282Jul-11 SPX 10/22/2011 1525 C 25Jul-11 SPX 11/19/2011 800 P 11,010Jul-11 SPX 11/19/2011 825 P 27Jul-11 SPX 11/19/2011 850 P 28Jul-11 SPX 11/19/2011 875 P 2Jul-11 SPX 11/19/2011 900 P 397Jul-11 SPX 11/19/2011 925 P 11Jul-11 SPX 11/19/2011 950 P 4Jul-11 SPX 11/19/2011 1000 P 1,532Jul-11 SPX 11/19/2011 1025 P 2Jul-11 SPX 11/19/2011 1050 P 86Jul-11 SPX 11/19/2011 1075 P 1,504Jul-11 SPX 11/19/2011 1100 P 5,012Jul-11 SPX 11/19/2011 1125 P 815Jul-11 SPX 11/19/2011 1150 P 7,216Jul-11 SPX 11/19/2011 1175 P 1,964Jul-11 SPX 11/19/2011 1200 P 1,774Jul-11 SPX 11/19/2011 1200 C 1Jul-11 SPX 11/19/2011 1225 P 468Jul-11 SPX 11/19/2011 1250 P 510Jul-11 SPX 11/19/2011 1275 P 1,100Jul-11 SPX 11/19/2011 1275 C 3Jul-11 SPX 11/19/2011 1300 P 8,485Jul-11 SPX 11/19/2011 1300 C 1,552Jul-11 SPX 11/19/2011 1325 P 1,492

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 771: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 11/19/2011 1325 C 4,415Jul-11 SPX 11/19/2011 1350 P 573Jul-11 SPX 11/19/2011 1350 C 5,715Jul-11 SPX 11/19/2011 1375 C 4,424Jul-11 SPX 11/19/2011 1375 P 475Jul-11 SPX 11/19/2011 1400 C 360Jul-11 SPX 11/19/2011 1400 P 1Jul-11 SPX 11/19/2011 1425 C 1,808Jul-11 SPX 11/19/2011 1450 C 63Jul-11 SPX 11/19/2011 1475 C 203Jul-11 SPX 11/19/2011 1500 C 823Jul-11 SPX 11/19/2011 1600 C 500Jul-11 SPX 12/17/2011 50 P 27,401Jul-11 SPX 12/17/2011 100 P 16,174Jul-11 SPX 12/17/2011 100 C 118Jul-11 SPX 12/17/2011 150 P 2,283Jul-11 SPX 12/17/2011 200 C 1Jul-11 SPX 12/17/2011 200 P 47,296Jul-11 SPX 12/17/2011 225 P 6,471Jul-11 SPX 12/17/2011 250 C 15Jul-11 SPX 12/17/2011 250 P 118,251Jul-11 SPX 12/17/2011 275 P 15,567Jul-11 SPX 12/17/2011 280 C 102Jul-11 SPX 12/17/2011 280 P 3,931Jul-11 SPX 12/17/2011 300 C 85Jul-11 SPX 12/17/2011 300 P 32,621Jul-11 SPX 12/17/2011 325 P 2,404Jul-11 SPX 12/17/2011 350 C 10Jul-11 SPX 12/17/2011 350 P 3,969Jul-11 SPX 12/17/2011 375 P 343Jul-11 SPX 12/17/2011 400 C 82Jul-11 SPX 12/17/2011 400 P 142,343Jul-11 SPX 12/17/2011 425 P 381Jul-11 SPX 12/17/2011 450 P 12,493Jul-11 SPX 12/17/2011 450 C 8Jul-11 SPX 12/17/2011 475 P 648Jul-11 SPX 12/17/2011 500 C 13,582Jul-11 SPX 12/17/2011 500 P 33,667Jul-11 SPX 12/17/2011 525 P 8,004Jul-11 SPX 12/17/2011 550 C 6Jul-11 SPX 12/17/2011 550 P 28,858Jul-11 SPX 12/17/2011 575 P 7,549Jul-11 SPX 12/17/2011 600 C 21Jul-11 SPX 12/17/2011 600 P 73,430Jul-11 SPX 12/17/2011 650 C 1,217Jul-11 SPX 12/17/2011 650 P 38,843Jul-11 SPX 12/17/2011 675 P 21,365Jul-11 SPX 12/17/2011 700 C 5,391Jul-11 SPX 12/17/2011 700 P 80,454

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 772: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 12/17/2011 725 P 2,048Jul-11 SPX 12/17/2011 750 P 66,241Jul-11 SPX 12/17/2011 750 C 404Jul-11 SPX 12/17/2011 770 P 2,779Jul-11 SPX 12/17/2011 775 C 4Jul-11 SPX 12/17/2011 775 P 14,540Jul-11 SPX 12/17/2011 800 C 13,709Jul-11 SPX 12/17/2011 800 P 90,319Jul-11 SPX 12/17/2011 825 P 4,991Jul-11 SPX 12/17/2011 825 C 151Jul-11 SPX 12/17/2011 850 P 49,091Jul-11 SPX 12/17/2011 850 C 6,744Jul-11 SPX 12/17/2011 875 P 34,961Jul-11 SPX 12/17/2011 900 C 17,757Jul-11 SPX 12/17/2011 900 P 97,729Jul-11 SPX 12/17/2011 920 P 6,169Jul-11 SPX 12/17/2011 920 C 606Jul-11 SPX 12/17/2011 925 P 26,885Jul-11 SPX 12/17/2011 950 C 6,410Jul-11 SPX 12/17/2011 950 P 35,929Jul-11 SPX 12/17/2011 975 C 9Jul-11 SPX 12/17/2011 975 P 27,106Jul-11 SPX 12/17/2011 1000 P 111,797Jul-11 SPX 12/17/2011 1000 C 19,537Jul-11 SPX 12/17/2011 1025 P 15,289Jul-11 SPX 12/17/2011 1025 C 2,032Jul-11 SPX 12/17/2011 1030 P 5,388Jul-11 SPX 12/17/2011 1050 C 14,903Jul-11 SPX 12/17/2011 1050 P 67,381Jul-11 SPX 12/17/2011 1075 P 35,159Jul-11 SPX 12/17/2011 1075 C 8,425Jul-11 SPX 12/17/2011 1090 P 3,466Jul-11 SPX 12/17/2011 1095 P 1,179Jul-11 SPX 12/17/2011 1100 C 71,054Jul-11 SPX 12/17/2011 1100 P 137,518Jul-11 SPX 12/17/2011 1125 P 45,993Jul-11 SPX 12/17/2011 1125 C 20,735Jul-11 SPX 12/17/2011 1140 P 2,382Jul-11 SPX 12/17/2011 1140 C 1Jul-11 SPX 12/17/2011 1150 C 37,285Jul-11 SPX 12/17/2011 1150 P 92,306Jul-11 SPX 12/17/2011 1175 C 17,980Jul-11 SPX 12/17/2011 1175 P 50,566Jul-11 SPX 12/17/2011 1180 P 5,437Jul-11 SPX 12/17/2011 1180 C 6Jul-11 SPX 12/17/2011 1185 P 25Jul-11 SPX 12/17/2011 1200 C 76,138Jul-11 SPX 12/17/2011 1200 P 119,892Jul-11 SPX 12/17/2011 1225 C 11,868

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 773: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 12/17/2011 1225 P 34,940Jul-11 SPX 12/17/2011 1245 P 982Jul-11 SPX 12/17/2011 1250 C 31,566Jul-11 SPX 12/17/2011 1250 P 82,143Jul-11 SPX 12/17/2011 1275 C 34,050Jul-11 SPX 12/17/2011 1275 P 50,425Jul-11 SPX 12/17/2011 1285 C 1,733Jul-11 SPX 12/17/2011 1285 P 1,584Jul-11 SPX 12/17/2011 1300 P 93,342Jul-11 SPX 12/17/2011 1300 C 101,129Jul-11 SPX 12/17/2011 1305 P 10Jul-11 SPX 12/17/2011 1310 C 154Jul-11 SPX 12/17/2011 1310 P 76Jul-11 SPX 12/17/2011 1315 C 68Jul-11 SPX 12/17/2011 1315 P 68Jul-11 SPX 12/17/2011 1320 C 1,000Jul-11 SPX 12/17/2011 1325 P 24,710Jul-11 SPX 12/17/2011 1325 C 53,366Jul-11 SPX 12/17/2011 1335 C 2,500Jul-11 SPX 12/17/2011 1335 P 4,515Jul-11 SPX 12/17/2011 1350 C 68,739Jul-11 SPX 12/17/2011 1350 P 26,509Jul-11 SPX 12/17/2011 1375 P 3,028Jul-11 SPX 12/17/2011 1375 C 48,256Jul-11 SPX 12/17/2011 1400 C 208,317Jul-11 SPX 12/17/2011 1400 P 30,830Jul-11 SPX 12/17/2011 1415 P 2Jul-11 SPX 12/17/2011 1415 C 63Jul-11 SPX 12/17/2011 1420 C 216Jul-11 SPX 12/17/2011 1420 P 601Jul-11 SPX 12/17/2011 1425 C 32,367Jul-11 SPX 12/17/2011 1425 P 206Jul-11 SPX 12/17/2011 1450 C 84,862Jul-11 SPX 12/17/2011 1450 P 3,828Jul-11 SPX 12/17/2011 1475 P 501Jul-11 SPX 12/17/2011 1475 C 28,989Jul-11 SPX 12/17/2011 1500 C 150,070Jul-11 SPX 12/17/2011 1500 P 15,791Jul-11 SPX 12/17/2011 1525 C 5,295Jul-11 SPX 12/17/2011 1525 P 1Jul-11 SPX 12/17/2011 1550 C 48,215Jul-11 SPX 12/17/2011 1550 P 16Jul-11 SPX 12/17/2011 1600 P 542Jul-11 SPX 12/17/2011 1600 C 59,965Jul-11 SPX 12/17/2011 1700 C 14,380Jul-11 SPX 12/17/2011 1700 P 2,097Jul-11 SPX 12/17/2011 1800 C 1,893Jul-11 SPX 12/17/2011 1800 P 619Jul-11 SPX 12/17/2011 1900 C 1,241

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 774: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 12/17/2011 1900 P 107Jul-11 SPX 12/17/2011 2000 P 228Jul-11 SPX 12/17/2011 2000 C 5,839Jul-11 SPX 12/17/2011 2250 C 163Jul-11 SPX 12/17/2011 2250 P 57Jul-11 SPX 12/17/2011 2500 C 335Jul-11 SPX 12/17/2011 2500 P 214Jul-11 SPX 12/17/2011 3000 C 718Jul-11 SPX 12/17/2011 3000 P 145Jul-11 SPX 3/17/2012 200 C 100Jul-11 SPX 3/17/2012 400 P 10Jul-11 SPX 3/17/2012 500 C 1,300Jul-11 SPX 3/17/2012 500 P 1,345Jul-11 SPX 3/17/2012 600 P 24,338Jul-11 SPX 3/17/2012 650 P 8,505Jul-11 SPX 3/17/2012 700 P 24,004Jul-11 SPX 3/17/2012 750 P 1,802Jul-11 SPX 3/17/2012 800 P 6,403Jul-11 SPX 3/17/2012 850 P 32,708Jul-11 SPX 3/17/2012 875 P 32Jul-11 SPX 3/17/2012 900 P 4,828Jul-11 SPX 3/17/2012 925 P 350Jul-11 SPX 3/17/2012 950 P 2,056Jul-11 SPX 3/17/2012 975 P 1,663Jul-11 SPX 3/17/2012 1000 C 502Jul-11 SPX 3/17/2012 1000 P 17,828Jul-11 SPX 3/17/2012 1025 P 2,628Jul-11 SPX 3/17/2012 1050 P 6,258Jul-11 SPX 3/17/2012 1050 C 1Jul-11 SPX 3/17/2012 1075 C 2Jul-11 SPX 3/17/2012 1075 P 598Jul-11 SPX 3/17/2012 1100 C 22Jul-11 SPX 3/17/2012 1100 P 32,159Jul-11 SPX 3/17/2012 1125 P 3,395Jul-11 SPX 3/17/2012 1125 C 5Jul-11 SPX 3/17/2012 1150 C 47Jul-11 SPX 3/17/2012 1150 P 14,154Jul-11 SPX 3/17/2012 1175 P 10,446Jul-11 SPX 3/17/2012 1200 C 8Jul-11 SPX 3/17/2012 1200 P 33,512Jul-11 SPX 3/17/2012 1225 C 100Jul-11 SPX 3/17/2012 1225 P 13,475Jul-11 SPX 3/17/2012 1250 P 15,479Jul-11 SPX 3/17/2012 1250 C 4,798Jul-11 SPX 3/17/2012 1275 P 13,977Jul-11 SPX 3/17/2012 1275 C 5,364Jul-11 SPX 3/17/2012 1300 P 55,435Jul-11 SPX 3/17/2012 1300 C 34,647Jul-11 SPX 3/17/2012 1325 P 10,878

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 775: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 3/17/2012 1325 C 24,274Jul-11 SPX 3/17/2012 1350 P 3,023Jul-11 SPX 3/17/2012 1350 C 15,492Jul-11 SPX 3/17/2012 1360 C 302Jul-11 SPX 3/17/2012 1375 P 506Jul-11 SPX 3/17/2012 1375 C 9,663Jul-11 SPX 3/17/2012 1400 C 28,689Jul-11 SPX 3/17/2012 1400 P 2,792Jul-11 SPX 3/17/2012 1425 C 16,304Jul-11 SPX 3/17/2012 1425 P 2Jul-11 SPX 3/17/2012 1450 C 7,544Jul-11 SPX 3/17/2012 1450 P 1Jul-11 SPX 3/17/2012 1475 C 5,074Jul-11 SPX 3/17/2012 1500 P 1,524Jul-11 SPX 3/17/2012 1500 C 14,570Jul-11 SPX 3/17/2012 1550 C 3,525Jul-11 SPX 3/17/2012 1600 C 20,840Jul-11 SPX 3/17/2012 1600 P 1,000Jul-11 SPX 3/17/2012 1650 C 1,200Jul-11 SPX 3/17/2012 1700 C 102Jul-11 SPX 6/16/2012 100 P 327Jul-11 SPX 6/16/2012 100 C 5Jul-11 SPX 6/16/2012 200 C 1Jul-11 SPX 6/16/2012 200 P 3,488Jul-11 SPX 6/16/2012 300 P 407Jul-11 SPX 6/16/2012 400 P 99Jul-11 SPX 6/16/2012 450 P 117Jul-11 SPX 6/16/2012 500 C 108Jul-11 SPX 6/16/2012 500 P 1,124Jul-11 SPX 6/16/2012 550 P 75Jul-11 SPX 6/16/2012 600 P 30,027Jul-11 SPX 6/16/2012 650 P 1,291Jul-11 SPX 6/16/2012 700 C 381Jul-11 SPX 6/16/2012 700 P 3,296Jul-11 SPX 6/16/2012 725 P 50Jul-11 SPX 6/16/2012 750 P 1,321Jul-11 SPX 6/16/2012 775 P 153Jul-11 SPX 6/16/2012 800 C 1,500Jul-11 SPX 6/16/2012 800 P 15,336Jul-11 SPX 6/16/2012 825 P 349Jul-11 SPX 6/16/2012 850 P 1,072Jul-11 SPX 6/16/2012 875 P 555Jul-11 SPX 6/16/2012 900 P 7,886Jul-11 SPX 6/16/2012 925 P 4,602Jul-11 SPX 6/16/2012 950 P 5,447Jul-11 SPX 6/16/2012 950 C 100Jul-11 SPX 6/16/2012 975 P 5,488Jul-11 SPX 6/16/2012 1000 P 33,359Jul-11 SPX 6/16/2012 1025 P 301

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 776: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 6/16/2012 1050 C 2,550Jul-11 SPX 6/16/2012 1050 P 14,250Jul-11 SPX 6/16/2012 1075 C 2,550Jul-11 SPX 6/16/2012 1075 P 5,128Jul-11 SPX 6/16/2012 1100 C 5,345Jul-11 SPX 6/16/2012 1100 P 38,220Jul-11 SPX 6/16/2012 1125 C 718Jul-11 SPX 6/16/2012 1125 P 3,084Jul-11 SPX 6/16/2012 1150 P 15,351Jul-11 SPX 6/16/2012 1150 C 1,339Jul-11 SPX 6/16/2012 1175 C 617Jul-11 SPX 6/16/2012 1175 P 6,844Jul-11 SPX 6/16/2012 1200 C 3,202Jul-11 SPX 6/16/2012 1200 P 21,606Jul-11 SPX 6/16/2012 1225 C 611Jul-11 SPX 6/16/2012 1225 P 8,351Jul-11 SPX 6/16/2012 1250 P 28,370Jul-11 SPX 6/16/2012 1250 C 2,514Jul-11 SPX 6/16/2012 1275 P 16,882Jul-11 SPX 6/16/2012 1275 C 5,960Jul-11 SPX 6/16/2012 1300 C 27,320Jul-11 SPX 6/16/2012 1300 P 16,965Jul-11 SPX 6/16/2012 1325 C 5,614Jul-11 SPX 6/16/2012 1325 P 4,907Jul-11 SPX 6/16/2012 1350 P 9,545Jul-11 SPX 6/16/2012 1350 C 18,298Jul-11 SPX 6/16/2012 1375 C 6,980Jul-11 SPX 6/16/2012 1375 P 5Jul-11 SPX 6/16/2012 1400 C 18,566Jul-11 SPX 6/16/2012 1400 P 854Jul-11 SPX 6/16/2012 1425 P 1Jul-11 SPX 6/16/2012 1425 C 2,440Jul-11 SPX 6/16/2012 1450 P 12Jul-11 SPX 6/16/2012 1450 C 8,655Jul-11 SPX 6/16/2012 1475 C 2,175Jul-11 SPX 6/16/2012 1500 C 22,702Jul-11 SPX 6/16/2012 1500 P 108Jul-11 SPX 6/16/2012 1550 C 7,704Jul-11 SPX 6/16/2012 1550 P 130Jul-11 SPX 6/16/2012 1600 C 5,007Jul-11 SPX 6/16/2012 1625 C 9,773Jul-11 SPX 6/16/2012 1650 C 1,751Jul-11 SPX 6/16/2012 1700 C 1,828Jul-11 SPX 6/16/2012 1800 P 3Jul-11 SPX 6/16/2012 1800 C 399Jul-11 SPX 6/16/2012 1900 P 1Jul-11 SPX 6/16/2012 1900 C 487Jul-11 SPX 6/16/2012 2000 P 1Jul-11 SPX 6/16/2012 2000 C 86

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 777: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 6/16/2012 2250 P 16Jul-11 SPX 6/16/2012 2250 C 1Jul-11 SPX 6/16/2012 2500 P 246Jul-11 SPX 6/16/2012 2500 C 36Jul-11 SPX 6/16/2012 3000 P 2Jul-11 SPX 6/16/2012 3000 C 113Jul-11 SPX 12/22/2012 100 P 9,878Jul-11 SPX 12/22/2012 100 C 106Jul-11 SPX 12/22/2012 200 C 25Jul-11 SPX 12/22/2012 200 P 14,934Jul-11 SPX 12/22/2012 250 P 9,074Jul-11 SPX 12/22/2012 300 C 23Jul-11 SPX 12/22/2012 300 P 2,916Jul-11 SPX 12/22/2012 350 C 2Jul-11 SPX 12/22/2012 350 P 5,344Jul-11 SPX 12/22/2012 400 P 22,369Jul-11 SPX 12/22/2012 400 C 1Jul-11 SPX 12/22/2012 450 C 10Jul-11 SPX 12/22/2012 450 P 2,990Jul-11 SPX 12/22/2012 500 C 4,370Jul-11 SPX 12/22/2012 500 P 20,062Jul-11 SPX 12/22/2012 550 C 5Jul-11 SPX 12/22/2012 550 P 13,640Jul-11 SPX 12/22/2012 600 P 79,641Jul-11 SPX 12/22/2012 600 C 613Jul-11 SPX 12/22/2012 650 C 5Jul-11 SPX 12/22/2012 650 P 4,632Jul-11 SPX 12/22/2012 675 P 370Jul-11 SPX 12/22/2012 700 C 4,556Jul-11 SPX 12/22/2012 700 P 19,489Jul-11 SPX 12/22/2012 750 P 13,958Jul-11 SPX 12/22/2012 800 C 2,625Jul-11 SPX 12/22/2012 800 P 25,853Jul-11 SPX 12/22/2012 825 C 600Jul-11 SPX 12/22/2012 825 P 677Jul-11 SPX 12/22/2012 850 C 100Jul-11 SPX 12/22/2012 850 P 74,167Jul-11 SPX 12/22/2012 875 P 1,018Jul-11 SPX 12/22/2012 900 C 3,714Jul-11 SPX 12/22/2012 900 P 59,631Jul-11 SPX 12/22/2012 925 C 4Jul-11 SPX 12/22/2012 925 P 4,459Jul-11 SPX 12/22/2012 950 C 5,235Jul-11 SPX 12/22/2012 950 P 30,685Jul-11 SPX 12/22/2012 975 P 566Jul-11 SPX 12/22/2012 975 C 7Jul-11 SPX 12/22/2012 1000 C 15,509Jul-11 SPX 12/22/2012 1000 P 59,107Jul-11 SPX 12/22/2012 1025 C 3,401

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 778: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 12/22/2012 1025 P 3,665Jul-11 SPX 12/22/2012 1050 C 14,903Jul-11 SPX 12/22/2012 1050 P 38,504Jul-11 SPX 12/22/2012 1075 P 7,247Jul-11 SPX 12/22/2012 1075 C 4,328Jul-11 SPX 12/22/2012 1100 C 46,838Jul-11 SPX 12/22/2012 1100 P 53,414Jul-11 SPX 12/22/2012 1125 C 7,629Jul-11 SPX 12/22/2012 1125 P 7,864Jul-11 SPX 12/22/2012 1150 C 23,039Jul-11 SPX 12/22/2012 1150 P 39,556Jul-11 SPX 12/22/2012 1175 P 11,595Jul-11 SPX 12/22/2012 1175 C 8,105Jul-11 SPX 12/22/2012 1200 C 26,790Jul-11 SPX 12/22/2012 1200 P 88,852Jul-11 SPX 12/22/2012 1220 C 1,170Jul-11 SPX 12/22/2012 1220 P 1,300Jul-11 SPX 12/22/2012 1225 C 3,900Jul-11 SPX 12/22/2012 1225 P 4,444Jul-11 SPX 12/22/2012 1250 P 50,082Jul-11 SPX 12/22/2012 1250 C 28,216Jul-11 SPX 12/22/2012 1275 C 11,475Jul-11 SPX 12/22/2012 1275 P 20,374Jul-11 SPX 12/22/2012 1300 C 37,113Jul-11 SPX 12/22/2012 1300 P 38,973Jul-11 SPX 12/22/2012 1325 C 23,692Jul-11 SPX 12/22/2012 1325 P 11,973Jul-11 SPX 12/22/2012 1350 P 9,590Jul-11 SPX 12/22/2012 1350 C 20,676Jul-11 SPX 12/22/2012 1375 C 453Jul-11 SPX 12/22/2012 1375 P 2Jul-11 SPX 12/22/2012 1400 C 38,467Jul-11 SPX 12/22/2012 1400 P 10,158Jul-11 SPX 12/22/2012 1425 C 230Jul-11 SPX 12/22/2012 1450 P 703Jul-11 SPX 12/22/2012 1450 C 19,771Jul-11 SPX 12/22/2012 1500 C 40,101Jul-11 SPX 12/22/2012 1500 P 4,555Jul-11 SPX 12/22/2012 1550 C 13,527Jul-11 SPX 12/22/2012 1550 P 10Jul-11 SPX 12/22/2012 1600 C 150,235Jul-11 SPX 12/22/2012 1600 P 26Jul-11 SPX 12/22/2012 1650 C 5,771Jul-11 SPX 12/22/2012 1700 C 18,389Jul-11 SPX 12/22/2012 1700 P 216Jul-11 SPX 12/22/2012 1750 C 4,733Jul-11 SPX 12/22/2012 1800 C 46,670Jul-11 SPX 12/22/2012 1800 P 64Jul-11 SPX 12/22/2012 1900 C 13,910

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 779: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 12/22/2012 1900 P 160Jul-11 SPX 12/22/2012 2000 P 342Jul-11 SPX 12/22/2012 2000 C 56,456Jul-11 SPX 12/22/2012 2250 C 224Jul-11 SPX 12/22/2012 2250 P 166Jul-11 SPX 12/22/2012 2500 C 869Jul-11 SPX 12/22/2012 2500 P 752Jul-11 SPX 12/22/2012 3000 P 8Jul-11 SPX 12/22/2012 3000 C 9Jul-11 SPX 6/22/2013 550 P 10Jul-11 SPX 6/22/2013 650 P 1Jul-11 SPX 6/22/2013 700 P 1Jul-11 SPX 6/22/2013 750 C 500Jul-11 SPX 6/22/2013 800 P 204Jul-11 SPX 6/22/2013 850 P 20Jul-11 SPX 6/22/2013 900 C 500Jul-11 SPX 6/22/2013 900 P 325Jul-11 SPX 6/22/2013 950 P 10Jul-11 SPX 6/22/2013 1000 P 2Jul-11 SPX 6/22/2013 1050 P 1,051Jul-11 SPX 6/22/2013 1100 P 4,180Jul-11 SPX 6/22/2013 1150 P 1Jul-11 SPX 6/22/2013 1200 C 35Jul-11 SPX 6/22/2013 1200 P 585Jul-11 SPX 6/22/2013 1250 P 2,900Jul-11 SPX 6/22/2013 1275 P 7,227Jul-11 SPX 6/22/2013 1275 C 34Jul-11 SPX 6/22/2013 1300 C 1,634Jul-11 SPX 6/22/2013 1300 P 1,043Jul-11 SPX 6/22/2013 1325 C 38Jul-11 SPX 6/22/2013 1350 P 106Jul-11 SPX 6/22/2013 1350 C 111Jul-11 SPX 6/22/2013 1400 C 100Jul-11 SPX 6/22/2013 1400 P 3Jul-11 SPX 6/22/2013 1500 C 2,104Jul-11 SPX 6/22/2013 1600 C 2Jul-11 SPX 6/22/2013 1700 C 1,100Jul-11 SPX 6/22/2013 2000 C 2Jul-11 SPX 12/21/2013 100 C 1,725Jul-11 SPX 12/21/2013 100 P 3,875Jul-11 SPX 12/21/2013 200 P 483Jul-11 SPX 12/21/2013 200 C 1,183Jul-11 SPX 12/21/2013 250 P 815Jul-11 SPX 12/21/2013 250 C 1Jul-11 SPX 12/21/2013 300 P 4,219Jul-11 SPX 12/21/2013 350 P 95Jul-11 SPX 12/21/2013 400 P 218Jul-11 SPX 12/21/2013 400 C 10Jul-11 SPX 12/21/2013 450 P 153

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 780: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 12/21/2013 500 C 5Jul-11 SPX 12/21/2013 500 P 4,779Jul-11 SPX 12/21/2013 550 P 27Jul-11 SPX 12/21/2013 600 P 809Jul-11 SPX 12/21/2013 650 C 1Jul-11 SPX 12/21/2013 650 P 1,539Jul-11 SPX 12/21/2013 700 C 10Jul-11 SPX 12/21/2013 700 P 12,582Jul-11 SPX 12/21/2013 750 C 501Jul-11 SPX 12/21/2013 750 P 527Jul-11 SPX 12/21/2013 800 P 9,904Jul-11 SPX 12/21/2013 800 C 288Jul-11 SPX 12/21/2013 850 C 1Jul-11 SPX 12/21/2013 850 P 5,130Jul-11 SPX 12/21/2013 900 C 14Jul-11 SPX 12/21/2013 900 P 2,907Jul-11 SPX 12/21/2013 925 P 20Jul-11 SPX 12/21/2013 950 P 9Jul-11 SPX 12/21/2013 975 P 2Jul-11 SPX 12/21/2013 1000 C 12Jul-11 SPX 12/21/2013 1000 P 6,344Jul-11 SPX 12/21/2013 1025 C 2Jul-11 SPX 12/21/2013 1025 P 1Jul-11 SPX 12/21/2013 1050 P 4,927Jul-11 SPX 12/21/2013 1050 C 13Jul-11 SPX 12/21/2013 1075 C 3Jul-11 SPX 12/21/2013 1075 P 160Jul-11 SPX 12/21/2013 1100 C 6Jul-11 SPX 12/21/2013 1100 P 9,456Jul-11 SPX 12/21/2013 1125 P 2,016Jul-11 SPX 12/21/2013 1125 C 1Jul-11 SPX 12/21/2013 1150 P 2,307Jul-11 SPX 12/21/2013 1150 C 851Jul-11 SPX 12/21/2013 1175 C 215Jul-11 SPX 12/21/2013 1175 P 220Jul-11 SPX 12/21/2013 1200 C 1,401Jul-11 SPX 12/21/2013 1200 P 5,751Jul-11 SPX 12/21/2013 1225 C 2Jul-11 SPX 12/21/2013 1225 P 725Jul-11 SPX 12/21/2013 1250 P 4,641Jul-11 SPX 12/21/2013 1250 C 3,651Jul-11 SPX 12/21/2013 1275 C 1,463Jul-11 SPX 12/21/2013 1275 P 2,663Jul-11 SPX 12/21/2013 1300 C 19,557Jul-11 SPX 12/21/2013 1300 P 11,456Jul-11 SPX 12/21/2013 1325 P 5,786Jul-11 SPX 12/21/2013 1325 C 4,241Jul-11 SPX 12/21/2013 1350 P 3,193Jul-11 SPX 12/21/2013 1350 C 5,056

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 781: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Jul-11 SPX 12/21/2013 1375 P 511Jul-11 SPX 12/21/2013 1375 C 930Jul-11 SPX 12/21/2013 1400 P 1Jul-11 SPX 12/21/2013 1400 C 4,363Jul-11 SPX 12/21/2013 1425 C 400Jul-11 SPX 12/21/2013 1450 P 1Jul-11 SPX 12/21/2013 1450 C 2,123Jul-11 SPX 12/21/2013 1475 C 1,010Jul-11 SPX 12/21/2013 1500 P 35Jul-11 SPX 12/21/2013 1500 C 4,208Jul-11 SPX 12/21/2013 1525 C 200Jul-11 SPX 12/21/2013 1550 C 1,019Jul-11 SPX 12/21/2013 1600 C 14,290Jul-11 SPX 12/21/2013 1600 P 1Jul-11 SPX 12/21/2013 1650 C 1,012Jul-11 SPX 12/21/2013 1650 P 1Jul-11 SPX 12/21/2013 1700 P 3Jul-11 SPX 12/21/2013 1700 C 2,930Jul-11 SPX 12/21/2013 1800 C 5,913Jul-11 SPX 12/21/2013 1900 C 2,223Jul-11 SPX 12/21/2013 1900 P 3Jul-11 SPX 12/21/2013 2000 C 1,263Jul-11 SPX 12/21/2013 2000 P 83Jul-11 SPX 12/21/2013 2250 P 160Jul-11 SPX 12/21/2013 2250 C 16,850Jul-11 SPX 12/21/2013 2500 C 147Jul-11 SPX 12/21/2013 2500 P 498Jul-11 SPX 12/21/2013 3000 C 52Jul-11 SPX 12/21/2013 3000 P 532

Aug-11 SPXW 9/2/2011 900 P 2,675Aug-11 SPXW 9/2/2011 925 P 5,445Aug-11 SPXW 9/2/2011 950 C 11Aug-11 SPXW 9/2/2011 950 P 10,973Aug-11 SPXW 9/2/2011 975 P 10,148Aug-11 SPXW 9/2/2011 1000 P 8,208Aug-11 SPXW 9/2/2011 1025 P 8,828Aug-11 SPXW 9/2/2011 1025 C 98Aug-11 SPXW 9/2/2011 1030 P 563Aug-11 SPXW 9/2/2011 1040 P 2,592Aug-11 SPXW 9/2/2011 1045 P 1,209Aug-11 SPXW 9/2/2011 1050 C 53Aug-11 SPXW 9/2/2011 1050 P 21,705Aug-11 SPXW 9/2/2011 1055 P 284Aug-11 SPXW 9/2/2011 1055 C 32Aug-11 SPXW 9/2/2011 1060 P 682Aug-11 SPXW 9/2/2011 1060 C 21Aug-11 SPXW 9/2/2011 1065 P 3,065Aug-11 SPXW 9/2/2011 1065 C 21Aug-11 SPXW 9/2/2011 1070 P 792

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 782: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPXW 9/2/2011 1070 C 6Aug-11 SPXW 9/2/2011 1075 P 4,687Aug-11 SPXW 9/2/2011 1075 C 25Aug-11 SPXW 9/2/2011 1080 P 876Aug-11 SPXW 9/2/2011 1080 C 12Aug-11 SPXW 9/2/2011 1085 P 574Aug-11 SPXW 9/2/2011 1090 P 5,444Aug-11 SPXW 9/2/2011 1095 P 373Aug-11 SPXW 9/2/2011 1100 P 31,129Aug-11 SPXW 9/2/2011 1100 C 9Aug-11 SPXW 9/2/2011 1105 P 246Aug-11 SPXW 9/2/2011 1105 C 31Aug-11 SPXW 9/2/2011 1110 P 507Aug-11 SPXW 9/2/2011 1110 C 32Aug-11 SPXW 9/2/2011 1115 P 2,565Aug-11 SPXW 9/2/2011 1115 C 11Aug-11 SPXW 9/2/2011 1120 C 43Aug-11 SPXW 9/2/2011 1120 P 610Aug-11 SPXW 9/2/2011 1125 P 16,873Aug-11 SPXW 9/2/2011 1125 C 11Aug-11 SPXW 9/2/2011 1130 P 1,114Aug-11 SPXW 9/2/2011 1130 C 23Aug-11 SPXW 9/2/2011 1135 P 2,760Aug-11 SPXW 9/2/2011 1135 C 60Aug-11 SPXW 9/2/2011 1140 P 11,635Aug-11 SPXW 9/2/2011 1140 C 33Aug-11 SPXW 9/2/2011 1145 P 826Aug-11 SPXW 9/2/2011 1145 C 10Aug-11 SPXW 9/2/2011 1150 P 12,495Aug-11 SPXW 9/2/2011 1150 C 200Aug-11 SPXW 9/2/2011 1155 C 14Aug-11 SPXW 9/2/2011 1155 P 555Aug-11 SPXW 9/2/2011 1160 P 2,074Aug-11 SPXW 9/2/2011 1160 C 1,026Aug-11 SPXW 9/2/2011 1165 P 2,562Aug-11 SPXW 9/2/2011 1165 C 2,375Aug-11 SPXW 9/2/2011 1170 P 861Aug-11 SPXW 9/2/2011 1170 C 151Aug-11 SPXW 9/2/2011 1175 P 7,915Aug-11 SPXW 9/2/2011 1175 C 1,480Aug-11 SPXW 9/2/2011 1180 P 628Aug-11 SPXW 9/2/2011 1180 C 160Aug-11 SPXW 9/2/2011 1185 P 464Aug-11 SPXW 9/2/2011 1185 C 94Aug-11 SPXW 9/2/2011 1190 C 1,139Aug-11 SPXW 9/2/2011 1190 P 6,423Aug-11 SPXW 9/2/2011 1195 P 294Aug-11 SPXW 9/2/2011 1195 C 159Aug-11 SPXW 9/2/2011 1200 P 3,159

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 783: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPXW 9/2/2011 1200 C 1,452Aug-11 SPXW 9/2/2011 1205 P 479Aug-11 SPXW 9/2/2011 1205 C 404Aug-11 SPXW 9/2/2011 1210 P 1,878Aug-11 SPXW 9/2/2011 1210 C 756Aug-11 SPXW 9/2/2011 1215 P 572Aug-11 SPXW 9/2/2011 1215 C 297Aug-11 SPXW 9/2/2011 1220 P 800Aug-11 SPXW 9/2/2011 1220 C 2,358Aug-11 SPXW 9/2/2011 1225 C 1,085Aug-11 SPXW 9/2/2011 1225 P 431Aug-11 SPXW 9/2/2011 1230 P 78Aug-11 SPXW 9/2/2011 1230 C 3,042Aug-11 SPXW 9/2/2011 1235 P 35Aug-11 SPXW 9/2/2011 1235 C 3,302Aug-11 SPXW 9/2/2011 1240 P 13Aug-11 SPXW 9/2/2011 1240 C 1,463Aug-11 SPXW 9/2/2011 1245 P 9Aug-11 SPXW 9/2/2011 1245 C 3,022Aug-11 SPXW 9/2/2011 1250 P 437Aug-11 SPXW 9/2/2011 1250 C 7,417Aug-11 SPXW 9/2/2011 1255 P 507Aug-11 SPXW 9/2/2011 1255 C 1,290Aug-11 SPXW 9/2/2011 1260 C 3,217Aug-11 SPXW 9/2/2011 1260 P 739Aug-11 SPXW 9/2/2011 1265 P 11Aug-11 SPXW 9/2/2011 1265 C 1,452Aug-11 SPXW 9/2/2011 1270 P 2Aug-11 SPXW 9/2/2011 1270 C 796Aug-11 SPXW 9/2/2011 1275 P 106Aug-11 SPXW 9/2/2011 1275 C 4,492Aug-11 SPXW 9/2/2011 1300 P 61Aug-11 SPXW 9/2/2011 1300 C 9,295Aug-11 SPXW 9/2/2011 1325 C 8,940Aug-11 SPXW 9/2/2011 1350 C 330Aug-11 SPX 9/17/2011 200 C 310Aug-11 SPX 9/17/2011 200 P 47Aug-11 SPX 9/17/2011 225 C 562Aug-11 SPX 9/17/2011 300 C 1,174Aug-11 SPX 9/17/2011 300 P 375Aug-11 SPX 9/17/2011 350 C 110Aug-11 SPX 9/17/2011 350 P 68Aug-11 SPX 9/17/2011 400 P 3,591Aug-11 SPX 9/17/2011 400 C 1,450Aug-11 SPX 9/17/2011 500 C 89,534Aug-11 SPX 9/17/2011 500 P 87,762Aug-11 SPX 9/17/2011 550 C 110Aug-11 SPX 9/17/2011 550 P 788Aug-11 SPX 9/17/2011 600 C 805

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 784: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 9/17/2011 600 P 65,320Aug-11 SPX 9/17/2011 625 C 562Aug-11 SPX 9/17/2011 625 P 21,100Aug-11 SPX 9/17/2011 650 P 26,544Aug-11 SPX 9/17/2011 675 P 19,248Aug-11 SPX 9/17/2011 700 C 2,350Aug-11 SPX 9/17/2011 700 P 47,028Aug-11 SPX 9/17/2011 710 P 6,402Aug-11 SPX 9/17/2011 720 P 4,507Aug-11 SPX 9/17/2011 725 P 3,652Aug-11 SPX 9/17/2011 730 P 4,699Aug-11 SPX 9/17/2011 740 P 6,369Aug-11 SPX 9/17/2011 750 C 150Aug-11 SPX 9/17/2011 750 P 9,540Aug-11 SPX 9/17/2011 755 P 3,568Aug-11 SPX 9/17/2011 760 P 2,868Aug-11 SPX 9/17/2011 765 P 2,829Aug-11 SPX 9/17/2011 770 P 2,782Aug-11 SPX 9/17/2011 775 P 11,615Aug-11 SPX 9/17/2011 780 P 2,892Aug-11 SPX 9/17/2011 785 P 2,837Aug-11 SPX 9/17/2011 790 P 2,795Aug-11 SPX 9/17/2011 795 P 2,682Aug-11 SPX 9/17/2011 800 C 175Aug-11 SPX 9/17/2011 800 P 188,271Aug-11 SPX 9/17/2011 805 P 2,699Aug-11 SPX 9/17/2011 810 P 3,052Aug-11 SPX 9/17/2011 815 P 2,544Aug-11 SPX 9/17/2011 820 P 3,779Aug-11 SPX 9/17/2011 825 C 52Aug-11 SPX 9/17/2011 825 P 30,103Aug-11 SPX 9/17/2011 830 P 2,834Aug-11 SPX 9/17/2011 835 P 2,773Aug-11 SPX 9/17/2011 840 C 10Aug-11 SPX 9/17/2011 840 P 2,958Aug-11 SPX 9/17/2011 845 P 2,584Aug-11 SPX 9/17/2011 850 P 85,973Aug-11 SPX 9/17/2011 855 P 2,259Aug-11 SPX 9/17/2011 860 P 3,367Aug-11 SPX 9/17/2011 865 P 6,706Aug-11 SPX 9/17/2011 870 P 2,892Aug-11 SPX 9/17/2011 875 C 4,027Aug-11 SPX 9/17/2011 875 P 25,312Aug-11 SPX 9/17/2011 880 P 4,158Aug-11 SPX 9/17/2011 885 P 10,645Aug-11 SPX 9/17/2011 890 P 3,541Aug-11 SPX 9/17/2011 895 C 10Aug-11 SPX 9/17/2011 895 P 2,537Aug-11 SPX 9/17/2011 900 C 264

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 785: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 9/17/2011 900 P 152,981Aug-11 SPX 9/17/2011 905 P 2,031Aug-11 SPX 9/17/2011 910 P 2,477Aug-11 SPX 9/17/2011 915 P 1,978Aug-11 SPX 9/17/2011 915 C 1Aug-11 SPX 9/17/2011 920 P 4,561Aug-11 SPX 9/17/2011 925 C 94Aug-11 SPX 9/17/2011 925 P 28,089Aug-11 SPX 9/17/2011 930 C 1Aug-11 SPX 9/17/2011 930 P 3,545Aug-11 SPX 9/17/2011 935 P 2,905Aug-11 SPX 9/17/2011 940 P 5,153Aug-11 SPX 9/17/2011 945 C 1Aug-11 SPX 9/17/2011 945 P 3,472Aug-11 SPX 9/17/2011 950 C 14,801Aug-11 SPX 9/17/2011 950 P 90,593Aug-11 SPX 9/17/2011 955 P 2,028Aug-11 SPX 9/17/2011 960 C 11Aug-11 SPX 9/17/2011 960 P 6,520Aug-11 SPX 9/17/2011 965 P 3,907Aug-11 SPX 9/17/2011 970 P 1,988Aug-11 SPX 9/17/2011 975 C 30Aug-11 SPX 9/17/2011 975 P 42,095Aug-11 SPX 9/17/2011 980 C 20,010Aug-11 SPX 9/17/2011 980 P 18,221Aug-11 SPX 9/17/2011 985 C 10Aug-11 SPX 9/17/2011 985 P 3,669Aug-11 SPX 9/17/2011 990 P 8,545Aug-11 SPX 9/17/2011 990 C 21Aug-11 SPX 9/17/2011 995 P 2,044Aug-11 SPX 9/17/2011 1000 C 4,215Aug-11 SPX 9/17/2011 1000 P 124,854Aug-11 SPX 9/17/2011 1005 C 11Aug-11 SPX 9/17/2011 1005 P 1,734Aug-11 SPX 9/17/2011 1010 C 5Aug-11 SPX 9/17/2011 1010 P 4,153Aug-11 SPX 9/17/2011 1015 C 5Aug-11 SPX 9/17/2011 1015 P 3,068Aug-11 SPX 9/17/2011 1020 P 9,242Aug-11 SPX 9/17/2011 1020 C 10Aug-11 SPX 9/17/2011 1025 P 53,694Aug-11 SPX 9/17/2011 1025 C 51Aug-11 SPX 9/17/2011 1030 C 19Aug-11 SPX 9/17/2011 1030 P 9,891Aug-11 SPX 9/17/2011 1035 C 10Aug-11 SPX 9/17/2011 1035 P 7,671Aug-11 SPX 9/17/2011 1040 C 60Aug-11 SPX 9/17/2011 1040 P 10,248Aug-11 SPX 9/17/2011 1045 C 20

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 786: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 9/17/2011 1045 P 2,881Aug-11 SPX 9/17/2011 1050 C 555Aug-11 SPX 9/17/2011 1050 P 130,321Aug-11 SPX 9/17/2011 1055 P 3,390Aug-11 SPX 9/17/2011 1055 C 5Aug-11 SPX 9/17/2011 1060 C 50Aug-11 SPX 9/17/2011 1060 P 17,792Aug-11 SPX 9/17/2011 1065 C 1Aug-11 SPX 9/17/2011 1065 P 2,060Aug-11 SPX 9/17/2011 1070 C 2Aug-11 SPX 9/17/2011 1070 P 10,953Aug-11 SPX 9/17/2011 1075 C 8,395Aug-11 SPX 9/17/2011 1075 P 67,563Aug-11 SPX 9/17/2011 1080 C 215Aug-11 SPX 9/17/2011 1080 P 26,979Aug-11 SPX 9/17/2011 1085 C 14Aug-11 SPX 9/17/2011 1085 P 5,469Aug-11 SPX 9/17/2011 1090 P 5,033Aug-11 SPX 9/17/2011 1090 C 12Aug-11 SPX 9/17/2011 1095 C 11Aug-11 SPX 9/17/2011 1095 P 1,570Aug-11 SPX 9/17/2011 1100 C 21,912Aug-11 SPX 9/17/2011 1100 P 161,277Aug-11 SPX 9/17/2011 1105 C 361Aug-11 SPX 9/17/2011 1105 P 3,339Aug-11 SPX 9/17/2011 1110 C 1,697Aug-11 SPX 9/17/2011 1110 P 23,969Aug-11 SPX 9/17/2011 1115 C 2,727Aug-11 SPX 9/17/2011 1115 P 15,129Aug-11 SPX 9/17/2011 1120 P 37,161Aug-11 SPX 9/17/2011 1120 C 9,157Aug-11 SPX 9/17/2011 1125 C 44,825Aug-11 SPX 9/17/2011 1125 P 90,750Aug-11 SPX 9/17/2011 1130 C 20,484Aug-11 SPX 9/17/2011 1130 P 42,310Aug-11 SPX 9/17/2011 1135 C 23,420Aug-11 SPX 9/17/2011 1135 P 29,821Aug-11 SPX 9/17/2011 1140 C 34,903Aug-11 SPX 9/17/2011 1140 P 55,370Aug-11 SPX 9/17/2011 1145 C 26,413Aug-11 SPX 9/17/2011 1145 P 30,098Aug-11 SPX 9/17/2011 1150 C 141,975Aug-11 SPX 9/17/2011 1150 P 218,453Aug-11 SPX 9/17/2011 1155 P 23,208Aug-11 SPX 9/17/2011 1155 C 15,934Aug-11 SPX 9/17/2011 1160 P 47,914Aug-11 SPX 9/17/2011 1160 C 35,799Aug-11 SPX 9/17/2011 1165 P 21,166Aug-11 SPX 9/17/2011 1165 C 27,444

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 787: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 9/17/2011 1170 P 35,770Aug-11 SPX 9/17/2011 1170 C 21,151Aug-11 SPX 9/17/2011 1175 P 87,427Aug-11 SPX 9/17/2011 1175 C 88,011Aug-11 SPX 9/17/2011 1180 C 26,335Aug-11 SPX 9/17/2011 1180 P 40,352Aug-11 SPX 9/17/2011 1185 P 19,617Aug-11 SPX 9/17/2011 1185 C 20,967Aug-11 SPX 9/17/2011 1190 P 39,859Aug-11 SPX 9/17/2011 1190 C 38,634Aug-11 SPX 9/17/2011 1195 P 32,647Aug-11 SPX 9/17/2011 1195 C 32,936Aug-11 SPX 9/17/2011 1200 P 207,685Aug-11 SPX 9/17/2011 1200 C 139,082Aug-11 SPX 9/17/2011 1205 P 26,435Aug-11 SPX 9/17/2011 1205 C 34,539Aug-11 SPX 9/17/2011 1210 C 29,058Aug-11 SPX 9/17/2011 1210 P 13,383Aug-11 SPX 9/17/2011 1215 C 22,613Aug-11 SPX 9/17/2011 1215 P 16,256Aug-11 SPX 9/17/2011 1220 P 34,934Aug-11 SPX 9/17/2011 1220 C 31,617Aug-11 SPX 9/17/2011 1225 P 97,846Aug-11 SPX 9/17/2011 1225 C 61,696Aug-11 SPX 9/17/2011 1230 P 13,025Aug-11 SPX 9/17/2011 1230 C 19,969Aug-11 SPX 9/17/2011 1235 P 15,006Aug-11 SPX 9/17/2011 1235 C 17,141Aug-11 SPX 9/17/2011 1240 P 13,074Aug-11 SPX 9/17/2011 1240 C 37,458Aug-11 SPX 9/17/2011 1245 P 4,334Aug-11 SPX 9/17/2011 1245 C 14,190Aug-11 SPX 9/17/2011 1250 C 120,913Aug-11 SPX 9/17/2011 1250 P 153,666Aug-11 SPX 9/17/2011 1255 P 7,183Aug-11 SPX 9/17/2011 1255 C 17,705Aug-11 SPX 9/17/2011 1260 P 34,833Aug-11 SPX 9/17/2011 1260 C 37,016Aug-11 SPX 9/17/2011 1265 P 35,005Aug-11 SPX 9/17/2011 1265 C 37,482Aug-11 SPX 9/17/2011 1270 P 46,068Aug-11 SPX 9/17/2011 1270 C 43,897Aug-11 SPX 9/17/2011 1275 P 85,803Aug-11 SPX 9/17/2011 1275 C 140,742Aug-11 SPX 9/17/2011 1280 P 28,696Aug-11 SPX 9/17/2011 1280 C 54,448Aug-11 SPX 9/17/2011 1285 P 31,537Aug-11 SPX 9/17/2011 1285 C 34,594Aug-11 SPX 9/17/2011 1290 P 31,541

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 788: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 9/17/2011 1290 C 26,688Aug-11 SPX 9/17/2011 1295 P 22,709Aug-11 SPX 9/17/2011 1295 C 24,330Aug-11 SPX 9/17/2011 1300 P 222,989Aug-11 SPX 9/17/2011 1300 C 243,080Aug-11 SPX 9/17/2011 1305 P 21,837Aug-11 SPX 9/17/2011 1305 C 23,374Aug-11 SPX 9/17/2011 1310 P 53,932Aug-11 SPX 9/17/2011 1310 C 34,952Aug-11 SPX 9/17/2011 1315 P 34,131Aug-11 SPX 9/17/2011 1315 C 35,012Aug-11 SPX 9/17/2011 1320 C 29,528Aug-11 SPX 9/17/2011 1320 P 32,041Aug-11 SPX 9/17/2011 1325 P 45,420Aug-11 SPX 9/17/2011 1325 C 58,497Aug-11 SPX 9/17/2011 1330 P 61,716Aug-11 SPX 9/17/2011 1330 C 32,533Aug-11 SPX 9/17/2011 1335 P 24,117Aug-11 SPX 9/17/2011 1335 C 24,379Aug-11 SPX 9/17/2011 1340 P 24,801Aug-11 SPX 9/17/2011 1340 C 38,642Aug-11 SPX 9/17/2011 1345 P 16,505Aug-11 SPX 9/17/2011 1345 C 19,315Aug-11 SPX 9/17/2011 1350 C 69,781Aug-11 SPX 9/17/2011 1350 P 27,909Aug-11 SPX 9/17/2011 1355 C 1,607Aug-11 SPX 9/17/2011 1355 P 203Aug-11 SPX 9/17/2011 1360 P 2,289Aug-11 SPX 9/17/2011 1360 C 10,324Aug-11 SPX 9/17/2011 1365 P 664Aug-11 SPX 9/17/2011 1365 C 7,965Aug-11 SPX 9/17/2011 1370 C 8,573Aug-11 SPX 9/17/2011 1375 P 1,622Aug-11 SPX 9/17/2011 1375 C 44,984Aug-11 SPX 9/17/2011 1380 P 1,210Aug-11 SPX 9/17/2011 1380 C 8,541Aug-11 SPX 9/17/2011 1385 C 8,118Aug-11 SPX 9/17/2011 1390 C 21,889Aug-11 SPX 9/17/2011 1390 P 604Aug-11 SPX 9/17/2011 1395 C 7,992Aug-11 SPX 9/17/2011 1400 P 6,144Aug-11 SPX 9/17/2011 1400 C 132,335Aug-11 SPX 9/17/2011 1405 C 2,621Aug-11 SPX 9/17/2011 1410 P 1Aug-11 SPX 9/17/2011 1410 C 2,329Aug-11 SPX 9/17/2011 1415 P 10Aug-11 SPX 9/17/2011 1415 C 3,975Aug-11 SPX 9/17/2011 1420 C 2,347Aug-11 SPX 9/17/2011 1420 P 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 789: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 9/17/2011 1425 C 26,929Aug-11 SPX 9/17/2011 1425 P 551Aug-11 SPX 9/17/2011 1430 C 544Aug-11 SPX 9/17/2011 1435 C 183Aug-11 SPX 9/17/2011 1440 P 2Aug-11 SPX 9/17/2011 1440 C 2,481Aug-11 SPX 9/17/2011 1445 C 1,020Aug-11 SPX 9/17/2011 1450 P 267Aug-11 SPX 9/17/2011 1450 C 54,406Aug-11 SPX 9/17/2011 1455 C 105Aug-11 SPX 9/17/2011 1460 C 509Aug-11 SPX 9/17/2011 1460 P 1Aug-11 SPX 9/17/2011 1465 C 299Aug-11 SPX 9/17/2011 1470 C 253Aug-11 SPX 9/17/2011 1475 C 9,664Aug-11 SPX 9/17/2011 1480 C 315Aug-11 SPX 9/17/2011 1485 C 103Aug-11 SPX 9/17/2011 1490 C 161Aug-11 SPX 9/17/2011 1495 C 263Aug-11 SPX 9/17/2011 1500 P 88,660Aug-11 SPX 9/17/2011 1500 C 101,263Aug-11 SPX 9/17/2011 1510 C 250Aug-11 SPX 9/17/2011 1520 C 212Aug-11 SPX 9/17/2011 1525 P 4Aug-11 SPX 9/17/2011 1525 C 2,321Aug-11 SPX 9/17/2011 1530 C 1,470Aug-11 SPX 9/17/2011 1550 P 14Aug-11 SPX 9/17/2011 1550 C 6,062Aug-11 SPX 9/17/2011 1600 C 11,692Aug-11 SPX 9/17/2011 1600 P 63Aug-11 SPX 9/17/2011 1650 P 10Aug-11 SPX 9/17/2011 1650 C 2,082Aug-11 SPX 9/17/2011 1700 P 579Aug-11 SPX 9/17/2011 1700 C 2,299Aug-11 SPX 9/17/2011 1750 P 10Aug-11 SPX 9/17/2011 1750 C 542Aug-11 SPX 9/17/2011 1800 P 745Aug-11 SPX 9/17/2011 1800 C 55Aug-11 SPX 9/17/2011 1900 P 569Aug-11 SPX 9/17/2011 1900 C 31Aug-11 SPX 9/17/2011 2000 P 735Aug-11 SPX 9/17/2011 2000 C 264Aug-11 SPX 9/17/2011 2500 C 714Aug-11 SPX 9/17/2011 3000 P 116Aug-11 SPX 9/17/2011 3000 C 1,886Aug-11 SPX 10/22/2011 100 P 10Aug-11 SPX 10/22/2011 400 P 16Aug-11 SPX 10/22/2011 500 P 426Aug-11 SPX 10/22/2011 550 P 7,224

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 790: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 10/22/2011 600 P 6,535Aug-11 SPX 10/22/2011 600 C 50Aug-11 SPX 10/22/2011 650 P 14,888Aug-11 SPX 10/22/2011 650 C 75Aug-11 SPX 10/22/2011 700 P 11,187Aug-11 SPX 10/22/2011 700 C 90Aug-11 SPX 10/22/2011 710 P 10Aug-11 SPX 10/22/2011 725 P 506Aug-11 SPX 10/22/2011 740 P 3Aug-11 SPX 10/22/2011 750 P 90,374Aug-11 SPX 10/22/2011 750 C 75Aug-11 SPX 10/22/2011 770 P 2Aug-11 SPX 10/22/2011 775 P 3,081Aug-11 SPX 10/22/2011 780 P 120Aug-11 SPX 10/22/2011 800 P 105,108Aug-11 SPX 10/22/2011 800 C 77Aug-11 SPX 10/22/2011 810 P 22Aug-11 SPX 10/22/2011 820 P 2Aug-11 SPX 10/22/2011 825 P 11,312Aug-11 SPX 10/22/2011 830 P 3Aug-11 SPX 10/22/2011 835 P 3Aug-11 SPX 10/22/2011 840 P 5Aug-11 SPX 10/22/2011 845 P 3Aug-11 SPX 10/22/2011 850 P 25,370Aug-11 SPX 10/22/2011 850 C 7Aug-11 SPX 10/22/2011 855 P 11Aug-11 SPX 10/22/2011 860 P 48Aug-11 SPX 10/22/2011 865 P 4Aug-11 SPX 10/22/2011 870 P 47Aug-11 SPX 10/22/2011 875 P 24,647Aug-11 SPX 10/22/2011 880 P 419Aug-11 SPX 10/22/2011 885 P 21Aug-11 SPX 10/22/2011 890 P 1,834Aug-11 SPX 10/22/2011 895 P 54Aug-11 SPX 10/22/2011 900 P 49,489Aug-11 SPX 10/22/2011 900 C 2,401Aug-11 SPX 10/22/2011 910 P 10,744Aug-11 SPX 10/22/2011 915 P 19Aug-11 SPX 10/22/2011 920 P 626Aug-11 SPX 10/22/2011 925 P 9,267Aug-11 SPX 10/22/2011 930 P 1,866Aug-11 SPX 10/22/2011 935 P 5Aug-11 SPX 10/22/2011 940 P 1,079Aug-11 SPX 10/22/2011 945 P 1Aug-11 SPX 10/22/2011 950 P 38,495Aug-11 SPX 10/22/2011 950 C 1Aug-11 SPX 10/22/2011 960 P 11,498Aug-11 SPX 10/22/2011 965 P 2Aug-11 SPX 10/22/2011 970 P 1,454

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 791: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 10/22/2011 975 P 31,622Aug-11 SPX 10/22/2011 980 P 8,844Aug-11 SPX 10/22/2011 985 P 3Aug-11 SPX 10/22/2011 990 P 1,485Aug-11 SPX 10/22/2011 995 P 32Aug-11 SPX 10/22/2011 1000 P 57,079Aug-11 SPX 10/22/2011 1000 C 1,270Aug-11 SPX 10/22/2011 1005 P 51Aug-11 SPX 10/22/2011 1010 P 4,772Aug-11 SPX 10/22/2011 1015 P 8,111Aug-11 SPX 10/22/2011 1020 P 6,085Aug-11 SPX 10/22/2011 1020 C 1Aug-11 SPX 10/22/2011 1025 P 21,720Aug-11 SPX 10/22/2011 1030 P 15,150Aug-11 SPX 10/22/2011 1035 P 2,501Aug-11 SPX 10/22/2011 1040 P 6,015Aug-11 SPX 10/22/2011 1045 P 11Aug-11 SPX 10/22/2011 1050 C 202Aug-11 SPX 10/22/2011 1050 P 64,932Aug-11 SPX 10/22/2011 1055 P 311Aug-11 SPX 10/22/2011 1060 P 2,183Aug-11 SPX 10/22/2011 1065 P 19Aug-11 SPX 10/22/2011 1070 P 4,638Aug-11 SPX 10/22/2011 1070 C 2Aug-11 SPX 10/22/2011 1075 P 28,190Aug-11 SPX 10/22/2011 1075 C 1,000Aug-11 SPX 10/22/2011 1080 P 5,652Aug-11 SPX 10/22/2011 1080 C 1,203Aug-11 SPX 10/22/2011 1085 P 7Aug-11 SPX 10/22/2011 1090 P 992Aug-11 SPX 10/22/2011 1090 C 10Aug-11 SPX 10/22/2011 1095 P 38Aug-11 SPX 10/22/2011 1095 C 3Aug-11 SPX 10/22/2011 1100 P 91,737Aug-11 SPX 10/22/2011 1100 C 3,763Aug-11 SPX 10/22/2011 1105 P 24Aug-11 SPX 10/22/2011 1105 C 10Aug-11 SPX 10/22/2011 1110 P 929Aug-11 SPX 10/22/2011 1110 C 27Aug-11 SPX 10/22/2011 1115 P 856Aug-11 SPX 10/22/2011 1120 C 293Aug-11 SPX 10/22/2011 1120 P 6,854Aug-11 SPX 10/22/2011 1125 P 28,712Aug-11 SPX 10/22/2011 1125 C 11,011Aug-11 SPX 10/22/2011 1130 P 3,856Aug-11 SPX 10/22/2011 1130 C 2,052Aug-11 SPX 10/22/2011 1135 P 200Aug-11 SPX 10/22/2011 1135 C 504Aug-11 SPX 10/22/2011 1140 P 9,144

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 792: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 10/22/2011 1140 C 2,468Aug-11 SPX 10/22/2011 1145 P 119Aug-11 SPX 10/22/2011 1145 C 18Aug-11 SPX 10/22/2011 1150 P 82,265Aug-11 SPX 10/22/2011 1150 C 55,827Aug-11 SPX 10/22/2011 1155 C 11Aug-11 SPX 10/22/2011 1155 P 210Aug-11 SPX 10/22/2011 1160 P 4,895Aug-11 SPX 10/22/2011 1160 C 688Aug-11 SPX 10/22/2011 1165 P 175Aug-11 SPX 10/22/2011 1165 C 112Aug-11 SPX 10/22/2011 1170 P 3,316Aug-11 SPX 10/22/2011 1170 C 1,555Aug-11 SPX 10/22/2011 1175 P 24,158Aug-11 SPX 10/22/2011 1175 C 21,996Aug-11 SPX 10/22/2011 1180 P 5,170Aug-11 SPX 10/22/2011 1180 C 3,421Aug-11 SPX 10/22/2011 1185 C 567Aug-11 SPX 10/22/2011 1185 P 6Aug-11 SPX 10/22/2011 1190 C 1,220Aug-11 SPX 10/22/2011 1190 P 5,082Aug-11 SPX 10/22/2011 1195 P 31Aug-11 SPX 10/22/2011 1195 C 496Aug-11 SPX 10/22/2011 1200 P 32,888Aug-11 SPX 10/22/2011 1200 C 51,000Aug-11 SPX 10/22/2011 1205 P 120Aug-11 SPX 10/22/2011 1205 C 59Aug-11 SPX 10/22/2011 1210 P 1,706Aug-11 SPX 10/22/2011 1210 C 1,905Aug-11 SPX 10/22/2011 1215 P 302Aug-11 SPX 10/22/2011 1215 C 61Aug-11 SPX 10/22/2011 1220 P 3,282Aug-11 SPX 10/22/2011 1220 C 2,476Aug-11 SPX 10/22/2011 1225 C 30,568Aug-11 SPX 10/22/2011 1225 P 20,260Aug-11 SPX 10/22/2011 1230 P 664Aug-11 SPX 10/22/2011 1230 C 2,674Aug-11 SPX 10/22/2011 1235 P 10Aug-11 SPX 10/22/2011 1235 C 764Aug-11 SPX 10/22/2011 1240 P 4,235Aug-11 SPX 10/22/2011 1240 C 577Aug-11 SPX 10/22/2011 1245 P 10Aug-11 SPX 10/22/2011 1245 C 135Aug-11 SPX 10/22/2011 1250 P 25,193Aug-11 SPX 10/22/2011 1250 C 34,233Aug-11 SPX 10/22/2011 1255 P 194Aug-11 SPX 10/22/2011 1255 C 894Aug-11 SPX 10/22/2011 1260 P 2,102Aug-11 SPX 10/22/2011 1260 C 6,632

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 793: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 10/22/2011 1265 P 64Aug-11 SPX 10/22/2011 1265 C 1,173Aug-11 SPX 10/22/2011 1270 P 2,993Aug-11 SPX 10/22/2011 1270 C 223Aug-11 SPX 10/22/2011 1275 P 22,676Aug-11 SPX 10/22/2011 1275 C 26,073Aug-11 SPX 10/22/2011 1280 P 1,380Aug-11 SPX 10/22/2011 1280 C 9,364Aug-11 SPX 10/22/2011 1285 P 513Aug-11 SPX 10/22/2011 1285 C 2,040Aug-11 SPX 10/22/2011 1290 P 1,421Aug-11 SPX 10/22/2011 1290 C 13,420Aug-11 SPX 10/22/2011 1295 C 1,815Aug-11 SPX 10/22/2011 1295 P 19Aug-11 SPX 10/22/2011 1300 P 41,907Aug-11 SPX 10/22/2011 1300 C 52,673Aug-11 SPX 10/22/2011 1305 P 625Aug-11 SPX 10/22/2011 1305 C 7,484Aug-11 SPX 10/22/2011 1310 P 764Aug-11 SPX 10/22/2011 1310 C 1,904Aug-11 SPX 10/22/2011 1315 P 215Aug-11 SPX 10/22/2011 1315 C 373Aug-11 SPX 10/22/2011 1320 P 530Aug-11 SPX 10/22/2011 1320 C 7,120Aug-11 SPX 10/22/2011 1325 C 12,392Aug-11 SPX 10/22/2011 1325 P 5,021Aug-11 SPX 10/22/2011 1330 C 15,644Aug-11 SPX 10/22/2011 1330 P 119Aug-11 SPX 10/22/2011 1335 C 233Aug-11 SPX 10/22/2011 1340 P 605Aug-11 SPX 10/22/2011 1340 C 3,064Aug-11 SPX 10/22/2011 1345 P 405Aug-11 SPX 10/22/2011 1345 C 148Aug-11 SPX 10/22/2011 1350 P 2,232Aug-11 SPX 10/22/2011 1350 C 19,245Aug-11 SPX 10/22/2011 1355 C 62Aug-11 SPX 10/22/2011 1360 P 527Aug-11 SPX 10/22/2011 1360 C 1,348Aug-11 SPX 10/22/2011 1365 C 955Aug-11 SPX 10/22/2011 1370 P 2Aug-11 SPX 10/22/2011 1370 C 1,833Aug-11 SPX 10/22/2011 1375 P 266Aug-11 SPX 10/22/2011 1375 C 7,754Aug-11 SPX 10/22/2011 1380 P 448Aug-11 SPX 10/22/2011 1380 C 983Aug-11 SPX 10/22/2011 1385 C 3,847Aug-11 SPX 10/22/2011 1390 C 34Aug-11 SPX 10/22/2011 1395 C 43Aug-11 SPX 10/22/2011 1400 C 17,394

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 794: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 10/22/2011 1400 P 4Aug-11 SPX 10/22/2011 1410 C 87Aug-11 SPX 10/22/2011 1415 C 816Aug-11 SPX 10/22/2011 1420 C 51Aug-11 SPX 10/22/2011 1425 C 4,266Aug-11 SPX 10/22/2011 1430 C 1,557Aug-11 SPX 10/22/2011 1440 C 135Aug-11 SPX 10/22/2011 1440 P 395Aug-11 SPX 10/22/2011 1450 C 3,981Aug-11 SPX 10/22/2011 1460 C 1,362Aug-11 SPX 10/22/2011 1470 C 98Aug-11 SPX 10/22/2011 1475 C 3,163Aug-11 SPX 10/22/2011 1480 C 30Aug-11 SPX 10/22/2011 1500 C 4,336Aug-11 SPX 10/22/2011 1520 C 15Aug-11 SPX 10/22/2011 1525 P 1,232Aug-11 SPX 10/22/2011 1525 C 25Aug-11 SPX 11/19/2011 100 P 10Aug-11 SPX 11/19/2011 300 P 50Aug-11 SPX 11/19/2011 500 P 12,617Aug-11 SPX 11/19/2011 550 P 5,841Aug-11 SPX 11/19/2011 600 P 6,179Aug-11 SPX 11/19/2011 650 P 37,112Aug-11 SPX 11/19/2011 700 P 3,678Aug-11 SPX 11/19/2011 725 P 1Aug-11 SPX 11/19/2011 750 P 740Aug-11 SPX 11/19/2011 760 P 5Aug-11 SPX 11/19/2011 780 P 2Aug-11 SPX 11/19/2011 800 P 15,498Aug-11 SPX 11/19/2011 800 C 5Aug-11 SPX 11/19/2011 825 P 769Aug-11 SPX 11/19/2011 840 P 710Aug-11 SPX 11/19/2011 850 P 16,723Aug-11 SPX 11/19/2011 875 P 14,637Aug-11 SPX 11/19/2011 880 P 2,240Aug-11 SPX 11/19/2011 900 P 25,047Aug-11 SPX 11/19/2011 920 P 200Aug-11 SPX 11/19/2011 925 P 8,151Aug-11 SPX 11/19/2011 940 P 4Aug-11 SPX 11/19/2011 950 P 12,265Aug-11 SPX 11/19/2011 960 P 1,366Aug-11 SPX 11/19/2011 975 P 8,260Aug-11 SPX 11/19/2011 980 P 1Aug-11 SPX 11/19/2011 1000 P 15,764Aug-11 SPX 11/19/2011 1000 C 3,500Aug-11 SPX 11/19/2011 1020 P 221Aug-11 SPX 11/19/2011 1025 P 16,541Aug-11 SPX 11/19/2011 1040 P 178Aug-11 SPX 11/19/2011 1040 C 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 795: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 11/19/2011 1050 P 18,520Aug-11 SPX 11/19/2011 1050 C 4Aug-11 SPX 11/19/2011 1060 P 10Aug-11 SPX 11/19/2011 1075 C 1,195Aug-11 SPX 11/19/2011 1075 P 9,608Aug-11 SPX 11/19/2011 1080 P 532Aug-11 SPX 11/19/2011 1100 P 34,441Aug-11 SPX 11/19/2011 1100 C 1,118Aug-11 SPX 11/19/2011 1105 P 1Aug-11 SPX 11/19/2011 1120 C 107Aug-11 SPX 11/19/2011 1120 P 58Aug-11 SPX 11/19/2011 1125 C 3,688Aug-11 SPX 11/19/2011 1125 P 12,895Aug-11 SPX 11/19/2011 1130 P 2,500Aug-11 SPX 11/19/2011 1130 C 3Aug-11 SPX 11/19/2011 1135 P 3Aug-11 SPX 11/19/2011 1140 P 123Aug-11 SPX 11/19/2011 1140 C 103Aug-11 SPX 11/19/2011 1150 P 24,679Aug-11 SPX 11/19/2011 1150 C 11,087Aug-11 SPX 11/19/2011 1155 P 9Aug-11 SPX 11/19/2011 1160 C 656Aug-11 SPX 11/19/2011 1160 P 946Aug-11 SPX 11/19/2011 1170 P 11Aug-11 SPX 11/19/2011 1170 C 1Aug-11 SPX 11/19/2011 1175 P 10,954Aug-11 SPX 11/19/2011 1175 C 5,223Aug-11 SPX 11/19/2011 1180 P 1,687Aug-11 SPX 11/19/2011 1180 C 104Aug-11 SPX 11/19/2011 1185 P 2Aug-11 SPX 11/19/2011 1185 C 114Aug-11 SPX 11/19/2011 1190 C 24Aug-11 SPX 11/19/2011 1195 P 42Aug-11 SPX 11/19/2011 1195 C 14Aug-11 SPX 11/19/2011 1200 P 14,243Aug-11 SPX 11/19/2011 1200 C 13,757Aug-11 SPX 11/19/2011 1220 P 1,102Aug-11 SPX 11/19/2011 1220 C 316Aug-11 SPX 11/19/2011 1225 P 5,446Aug-11 SPX 11/19/2011 1225 C 15,318Aug-11 SPX 11/19/2011 1240 P 1,750Aug-11 SPX 11/19/2011 1240 C 510Aug-11 SPX 11/19/2011 1250 P 7,272Aug-11 SPX 11/19/2011 1250 C 18,443Aug-11 SPX 11/19/2011 1260 C 18Aug-11 SPX 11/19/2011 1275 C 5,136Aug-11 SPX 11/19/2011 1275 P 9,410Aug-11 SPX 11/19/2011 1280 C 68Aug-11 SPX 11/19/2011 1300 P 12,482

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 796: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 11/19/2011 1300 C 12,878Aug-11 SPX 11/19/2011 1320 P 100Aug-11 SPX 11/19/2011 1320 C 37Aug-11 SPX 11/19/2011 1325 P 1,490Aug-11 SPX 11/19/2011 1325 C 10,779Aug-11 SPX 11/19/2011 1340 C 31Aug-11 SPX 11/19/2011 1350 C 8,074Aug-11 SPX 11/19/2011 1350 P 1,081Aug-11 SPX 11/19/2011 1360 C 21Aug-11 SPX 11/19/2011 1360 P 1Aug-11 SPX 11/19/2011 1375 P 403Aug-11 SPX 11/19/2011 1375 C 11,425Aug-11 SPX 11/19/2011 1380 C 1Aug-11 SPX 11/19/2011 1400 P 5Aug-11 SPX 11/19/2011 1400 C 11,046Aug-11 SPX 11/19/2011 1420 C 20Aug-11 SPX 11/19/2011 1425 C 2,166Aug-11 SPX 11/19/2011 1450 C 791Aug-11 SPX 11/19/2011 1475 C 4,736Aug-11 SPX 11/19/2011 1500 C 829Aug-11 SPX 11/19/2011 1550 C 186Aug-11 SPX 11/19/2011 1600 C 1,235Aug-11 SPX 11/19/2011 1700 C 1,435Aug-11 SPX 11/19/2011 1750 C 58Aug-11 SPX 12/17/2011 50 P 27,401Aug-11 SPX 12/17/2011 100 P 16,134Aug-11 SPX 12/17/2011 100 C 118Aug-11 SPX 12/17/2011 150 P 2,218Aug-11 SPX 12/17/2011 150 C 3,680Aug-11 SPX 12/17/2011 200 P 44,336Aug-11 SPX 12/17/2011 200 C 1Aug-11 SPX 12/17/2011 225 P 6,473Aug-11 SPX 12/17/2011 250 P 117,770Aug-11 SPX 12/17/2011 250 C 15Aug-11 SPX 12/17/2011 275 P 15,562Aug-11 SPX 12/17/2011 280 P 3,938Aug-11 SPX 12/17/2011 280 C 102Aug-11 SPX 12/17/2011 300 P 29,789Aug-11 SPX 12/17/2011 300 C 85Aug-11 SPX 12/17/2011 325 P 2,516Aug-11 SPX 12/17/2011 350 P 4,004Aug-11 SPX 12/17/2011 350 C 3,690Aug-11 SPX 12/17/2011 375 P 424Aug-11 SPX 12/17/2011 400 C 82Aug-11 SPX 12/17/2011 400 P 142,147Aug-11 SPX 12/17/2011 425 P 556Aug-11 SPX 12/17/2011 450 P 12,612Aug-11 SPX 12/17/2011 450 C 8Aug-11 SPX 12/17/2011 475 P 6,298

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 797: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 12/17/2011 500 P 37,693Aug-11 SPX 12/17/2011 500 C 17,208Aug-11 SPX 12/17/2011 525 P 8,127Aug-11 SPX 12/17/2011 550 P 37,553Aug-11 SPX 12/17/2011 550 C 6Aug-11 SPX 12/17/2011 575 P 7,553Aug-11 SPX 12/17/2011 600 C 21Aug-11 SPX 12/17/2011 600 P 75,847Aug-11 SPX 12/17/2011 650 P 46,995Aug-11 SPX 12/17/2011 650 C 1,217Aug-11 SPX 12/17/2011 675 P 17,837Aug-11 SPX 12/17/2011 700 P 85,516Aug-11 SPX 12/17/2011 700 C 5,391Aug-11 SPX 12/17/2011 725 P 7,265Aug-11 SPX 12/17/2011 750 P 63,313Aug-11 SPX 12/17/2011 750 C 404Aug-11 SPX 12/17/2011 770 P 2,817Aug-11 SPX 12/17/2011 770 C 50Aug-11 SPX 12/17/2011 775 P 14,395Aug-11 SPX 12/17/2011 775 C 8Aug-11 SPX 12/17/2011 800 P 102,748Aug-11 SPX 12/17/2011 800 C 13,709Aug-11 SPX 12/17/2011 825 P 11,179Aug-11 SPX 12/17/2011 825 C 151Aug-11 SPX 12/17/2011 840 P 2,000Aug-11 SPX 12/17/2011 850 P 65,998Aug-11 SPX 12/17/2011 850 C 6,744Aug-11 SPX 12/17/2011 875 P 26,048Aug-11 SPX 12/17/2011 880 P 1Aug-11 SPX 12/17/2011 890 P 139Aug-11 SPX 12/17/2011 900 P 143,956Aug-11 SPX 12/17/2011 900 C 19,360Aug-11 SPX 12/17/2011 910 P 1Aug-11 SPX 12/17/2011 920 P 5,887Aug-11 SPX 12/17/2011 920 C 606Aug-11 SPX 12/17/2011 925 P 37,479Aug-11 SPX 12/17/2011 950 C 7,814Aug-11 SPX 12/17/2011 950 P 54,658Aug-11 SPX 12/17/2011 975 P 28,304Aug-11 SPX 12/17/2011 975 C 9Aug-11 SPX 12/17/2011 1000 P 151,221Aug-11 SPX 12/17/2011 1000 C 19,554Aug-11 SPX 12/17/2011 1025 P 29,073Aug-11 SPX 12/17/2011 1025 C 2,032Aug-11 SPX 12/17/2011 1030 P 5,392Aug-11 SPX 12/17/2011 1050 P 91,583Aug-11 SPX 12/17/2011 1050 C 14,918Aug-11 SPX 12/17/2011 1065 P 2Aug-11 SPX 12/17/2011 1075 C 8,610

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 798: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 12/17/2011 1075 P 40,953Aug-11 SPX 12/17/2011 1090 P 10,584Aug-11 SPX 12/17/2011 1095 P 1,192Aug-11 SPX 12/17/2011 1095 C 3Aug-11 SPX 12/17/2011 1100 P 184,655Aug-11 SPX 12/17/2011 1100 C 74,693Aug-11 SPX 12/17/2011 1125 P 54,692Aug-11 SPX 12/17/2011 1125 C 23,922Aug-11 SPX 12/17/2011 1140 P 5,278Aug-11 SPX 12/17/2011 1140 C 447Aug-11 SPX 12/17/2011 1150 C 64,464Aug-11 SPX 12/17/2011 1150 P 118,761Aug-11 SPX 12/17/2011 1175 C 38,852Aug-11 SPX 12/17/2011 1175 P 74,199Aug-11 SPX 12/17/2011 1180 P 6,092Aug-11 SPX 12/17/2011 1180 C 566Aug-11 SPX 12/17/2011 1185 P 3,756Aug-11 SPX 12/17/2011 1185 C 2,062Aug-11 SPX 12/17/2011 1200 P 134,856Aug-11 SPX 12/17/2011 1200 C 100,869Aug-11 SPX 12/17/2011 1225 P 40,908Aug-11 SPX 12/17/2011 1225 C 25,498Aug-11 SPX 12/17/2011 1245 P 962Aug-11 SPX 12/17/2011 1245 C 1,110Aug-11 SPX 12/17/2011 1250 P 67,507Aug-11 SPX 12/17/2011 1250 C 67,166Aug-11 SPX 12/17/2011 1275 C 59,059Aug-11 SPX 12/17/2011 1275 P 48,540Aug-11 SPX 12/17/2011 1285 P 1,818Aug-11 SPX 12/17/2011 1285 C 4,985Aug-11 SPX 12/17/2011 1300 P 96,149Aug-11 SPX 12/17/2011 1300 C 109,417Aug-11 SPX 12/17/2011 1305 P 10Aug-11 SPX 12/17/2011 1305 C 2Aug-11 SPX 12/17/2011 1310 P 76Aug-11 SPX 12/17/2011 1310 C 678Aug-11 SPX 12/17/2011 1315 P 68Aug-11 SPX 12/17/2011 1315 C 376Aug-11 SPX 12/17/2011 1320 C 1,380Aug-11 SPX 12/17/2011 1325 C 55,615Aug-11 SPX 12/17/2011 1325 P 24,335Aug-11 SPX 12/17/2011 1335 P 4,529Aug-11 SPX 12/17/2011 1335 C 2,753Aug-11 SPX 12/17/2011 1350 P 25,807Aug-11 SPX 12/17/2011 1350 C 96,434Aug-11 SPX 12/17/2011 1375 P 3,006Aug-11 SPX 12/17/2011 1375 C 57,951Aug-11 SPX 12/17/2011 1395 C 2,051Aug-11 SPX 12/17/2011 1400 P 28,844

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 799: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 12/17/2011 1400 C 264,137Aug-11 SPX 12/17/2011 1415 P 2Aug-11 SPX 12/17/2011 1415 C 1,428Aug-11 SPX 12/17/2011 1420 C 220Aug-11 SPX 12/17/2011 1420 P 700Aug-11 SPX 12/17/2011 1425 P 208Aug-11 SPX 12/17/2011 1425 C 41,364Aug-11 SPX 12/17/2011 1450 P 3,814Aug-11 SPX 12/17/2011 1450 C 101,453Aug-11 SPX 12/17/2011 1475 P 501Aug-11 SPX 12/17/2011 1475 C 32,704Aug-11 SPX 12/17/2011 1500 P 19,855Aug-11 SPX 12/17/2011 1500 C 162,216Aug-11 SPX 12/17/2011 1525 P 1Aug-11 SPX 12/17/2011 1525 C 5,338Aug-11 SPX 12/17/2011 1550 P 15Aug-11 SPX 12/17/2011 1550 C 48,139Aug-11 SPX 12/17/2011 1600 P 542Aug-11 SPX 12/17/2011 1600 C 60,836Aug-11 SPX 12/17/2011 1700 P 3,139Aug-11 SPX 12/17/2011 1700 C 16,621Aug-11 SPX 12/17/2011 1800 P 1,348Aug-11 SPX 12/17/2011 1800 C 2,502Aug-11 SPX 12/17/2011 1900 P 1,222Aug-11 SPX 12/17/2011 1900 C 1,452Aug-11 SPX 12/17/2011 2000 P 1,103Aug-11 SPX 12/17/2011 2000 C 5,839Aug-11 SPX 12/17/2011 2250 P 57Aug-11 SPX 12/17/2011 2250 C 163Aug-11 SPX 12/17/2011 2500 P 214Aug-11 SPX 12/17/2011 2500 C 335Aug-11 SPX 12/17/2011 3000 C 721Aug-11 SPX 12/17/2011 3000 P 135Aug-11 SPX 3/17/2012 200 P 71Aug-11 SPX 3/17/2012 200 C 100Aug-11 SPX 3/17/2012 300 P 165Aug-11 SPX 3/17/2012 400 P 1,595Aug-11 SPX 3/17/2012 500 P 1,928Aug-11 SPX 3/17/2012 500 C 1,300Aug-11 SPX 3/17/2012 600 P 33,700Aug-11 SPX 3/17/2012 650 P 8,943Aug-11 SPX 3/17/2012 700 P 28,048Aug-11 SPX 3/17/2012 750 P 3,058Aug-11 SPX 3/17/2012 800 P 35,890Aug-11 SPX 3/17/2012 850 P 44,395Aug-11 SPX 3/17/2012 875 P 10,629Aug-11 SPX 3/17/2012 900 P 21,239Aug-11 SPX 3/17/2012 900 C 45Aug-11 SPX 3/17/2012 925 P 10,680

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 800: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 3/17/2012 950 P 15,798Aug-11 SPX 3/17/2012 975 P 4,066Aug-11 SPX 3/17/2012 1000 P 28,656Aug-11 SPX 3/17/2012 1000 C 542Aug-11 SPX 3/17/2012 1025 P 8,864Aug-11 SPX 3/17/2012 1030 P 500Aug-11 SPX 3/17/2012 1050 P 27,595Aug-11 SPX 3/17/2012 1050 C 153Aug-11 SPX 3/17/2012 1075 P 14,694Aug-11 SPX 3/17/2012 1075 C 4Aug-11 SPX 3/17/2012 1100 P 46,409Aug-11 SPX 3/17/2012 1100 C 831Aug-11 SPX 3/17/2012 1125 P 9,377Aug-11 SPX 3/17/2012 1125 C 1,518Aug-11 SPX 3/17/2012 1150 P 32,642Aug-11 SPX 3/17/2012 1150 C 17,004Aug-11 SPX 3/17/2012 1175 P 15,681Aug-11 SPX 3/17/2012 1175 C 8,564Aug-11 SPX 3/17/2012 1200 P 43,840Aug-11 SPX 3/17/2012 1200 C 21,435Aug-11 SPX 3/17/2012 1225 C 4,434Aug-11 SPX 3/17/2012 1225 P 21,518Aug-11 SPX 3/17/2012 1250 P 24,201Aug-11 SPX 3/17/2012 1250 C 11,105Aug-11 SPX 3/17/2012 1275 P 12,944Aug-11 SPX 3/17/2012 1275 C 14,119Aug-11 SPX 3/17/2012 1300 P 57,250Aug-11 SPX 3/17/2012 1300 C 52,046Aug-11 SPX 3/17/2012 1325 P 10,881Aug-11 SPX 3/17/2012 1325 C 29,202Aug-11 SPX 3/17/2012 1350 P 2,923Aug-11 SPX 3/17/2012 1350 C 23,421Aug-11 SPX 3/17/2012 1360 C 302Aug-11 SPX 3/17/2012 1375 C 9,669Aug-11 SPX 3/17/2012 1375 P 505Aug-11 SPX 3/17/2012 1400 P 2,711Aug-11 SPX 3/17/2012 1400 C 33,584Aug-11 SPX 3/17/2012 1425 P 2Aug-11 SPX 3/17/2012 1425 C 17,119Aug-11 SPX 3/17/2012 1450 P 1Aug-11 SPX 3/17/2012 1450 C 9,522Aug-11 SPX 3/17/2012 1475 C 5,083Aug-11 SPX 3/17/2012 1500 P 1,454Aug-11 SPX 3/17/2012 1500 C 29,799Aug-11 SPX 3/17/2012 1550 C 3,618Aug-11 SPX 3/17/2012 1600 C 20,932Aug-11 SPX 3/17/2012 1600 P 1,000Aug-11 SPX 3/17/2012 1650 C 1,200Aug-11 SPX 3/17/2012 1700 C 102

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 801: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 6/16/2012 100 P 327Aug-11 SPX 6/16/2012 100 C 4Aug-11 SPX 6/16/2012 200 P 3,488Aug-11 SPX 6/16/2012 200 C 1Aug-11 SPX 6/16/2012 300 P 2,413Aug-11 SPX 6/16/2012 400 P 99Aug-11 SPX 6/16/2012 450 P 125Aug-11 SPX 6/16/2012 500 P 2,416Aug-11 SPX 6/16/2012 500 C 768Aug-11 SPX 6/16/2012 550 P 1,665Aug-11 SPX 6/16/2012 600 P 37,039Aug-11 SPX 6/16/2012 650 P 8,006Aug-11 SPX 6/16/2012 700 P 45,516Aug-11 SPX 6/16/2012 700 C 381Aug-11 SPX 6/16/2012 725 P 60Aug-11 SPX 6/16/2012 750 P 1,590Aug-11 SPX 6/16/2012 775 P 263Aug-11 SPX 6/16/2012 800 P 37,566Aug-11 SPX 6/16/2012 800 C 1,501Aug-11 SPX 6/16/2012 825 P 1,118Aug-11 SPX 6/16/2012 850 P 3,195Aug-11 SPX 6/16/2012 875 P 755Aug-11 SPX 6/16/2012 900 P 14,765Aug-11 SPX 6/16/2012 925 P 6,448Aug-11 SPX 6/16/2012 950 P 8,189Aug-11 SPX 6/16/2012 950 C 101Aug-11 SPX 6/16/2012 975 P 5,188Aug-11 SPX 6/16/2012 1000 P 34,302Aug-11 SPX 6/16/2012 1025 P 9,079Aug-11 SPX 6/16/2012 1025 C 4Aug-11 SPX 6/16/2012 1050 P 19,116Aug-11 SPX 6/16/2012 1050 C 2,550Aug-11 SPX 6/16/2012 1075 P 5,946Aug-11 SPX 6/16/2012 1075 C 2,550Aug-11 SPX 6/16/2012 1100 C 7,362Aug-11 SPX 6/16/2012 1100 P 45,205Aug-11 SPX 6/16/2012 1125 P 5,163Aug-11 SPX 6/16/2012 1125 C 1,831Aug-11 SPX 6/16/2012 1150 P 26,255Aug-11 SPX 6/16/2012 1150 C 12,426Aug-11 SPX 6/16/2012 1175 P 7,259Aug-11 SPX 6/16/2012 1175 C 3,105Aug-11 SPX 6/16/2012 1200 P 31,006Aug-11 SPX 6/16/2012 1200 C 17,928Aug-11 SPX 6/16/2012 1225 P 9,679Aug-11 SPX 6/16/2012 1225 C 4,913Aug-11 SPX 6/16/2012 1250 C 4,915Aug-11 SPX 6/16/2012 1250 P 28,232Aug-11 SPX 6/16/2012 1275 C 9,747

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 802: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 6/16/2012 1275 P 16,631Aug-11 SPX 6/16/2012 1300 P 17,361Aug-11 SPX 6/16/2012 1300 C 28,003Aug-11 SPX 6/16/2012 1325 P 4,907Aug-11 SPX 6/16/2012 1325 C 6,794Aug-11 SPX 6/16/2012 1350 P 9,545Aug-11 SPX 6/16/2012 1350 C 22,197Aug-11 SPX 6/16/2012 1375 C 7,715Aug-11 SPX 6/16/2012 1400 P 813Aug-11 SPX 6/16/2012 1400 C 19,048Aug-11 SPX 6/16/2012 1425 P 2Aug-11 SPX 6/16/2012 1425 C 7,961Aug-11 SPX 6/16/2012 1450 C 7,864Aug-11 SPX 6/16/2012 1450 P 12Aug-11 SPX 6/16/2012 1475 C 2,849Aug-11 SPX 6/16/2012 1500 P 768Aug-11 SPX 6/16/2012 1500 C 37,097Aug-11 SPX 6/16/2012 1550 P 118Aug-11 SPX 6/16/2012 1550 C 8,506Aug-11 SPX 6/16/2012 1600 C 4,988Aug-11 SPX 6/16/2012 1625 C 9,763Aug-11 SPX 6/16/2012 1650 C 1,760Aug-11 SPX 6/16/2012 1700 C 1,972Aug-11 SPX 6/16/2012 1800 P 3Aug-11 SPX 6/16/2012 1800 C 465Aug-11 SPX 6/16/2012 1900 P 1Aug-11 SPX 6/16/2012 1900 C 483Aug-11 SPX 6/16/2012 2000 P 1Aug-11 SPX 6/16/2012 2000 C 86Aug-11 SPX 6/16/2012 2250 P 16Aug-11 SPX 6/16/2012 2250 C 1Aug-11 SPX 6/16/2012 2500 P 238Aug-11 SPX 6/16/2012 2500 C 36Aug-11 SPX 6/16/2012 3000 P 2Aug-11 SPX 6/16/2012 3000 C 113Aug-11 SPX 12/22/2012 100 C 106Aug-11 SPX 12/22/2012 100 P 10,180Aug-11 SPX 12/22/2012 200 P 15,057Aug-11 SPX 12/22/2012 200 C 25Aug-11 SPX 12/22/2012 250 P 8,912Aug-11 SPX 12/22/2012 300 P 2,804Aug-11 SPX 12/22/2012 300 C 23Aug-11 SPX 12/22/2012 350 P 5,643Aug-11 SPX 12/22/2012 350 C 2Aug-11 SPX 12/22/2012 400 P 22,341Aug-11 SPX 12/22/2012 400 C 1Aug-11 SPX 12/22/2012 450 P 2,991Aug-11 SPX 12/22/2012 450 C 10Aug-11 SPX 12/22/2012 500 P 19,053

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 803: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 12/22/2012 500 C 4,370Aug-11 SPX 12/22/2012 550 P 13,660Aug-11 SPX 12/22/2012 550 C 5Aug-11 SPX 12/22/2012 600 P 79,724Aug-11 SPX 12/22/2012 600 C 613Aug-11 SPX 12/22/2012 650 P 5,979Aug-11 SPX 12/22/2012 650 C 5Aug-11 SPX 12/22/2012 675 P 3,220Aug-11 SPX 12/22/2012 700 P 23,441Aug-11 SPX 12/22/2012 700 C 4,556Aug-11 SPX 12/22/2012 750 P 14,317Aug-11 SPX 12/22/2012 800 C 2,619Aug-11 SPX 12/22/2012 800 P 26,012Aug-11 SPX 12/22/2012 825 P 676Aug-11 SPX 12/22/2012 825 C 600Aug-11 SPX 12/22/2012 850 P 73,440Aug-11 SPX 12/22/2012 850 C 100Aug-11 SPX 12/22/2012 875 P 1,159Aug-11 SPX 12/22/2012 900 P 56,973Aug-11 SPX 12/22/2012 900 C 3,714Aug-11 SPX 12/22/2012 925 P 4,464Aug-11 SPX 12/22/2012 925 C 7Aug-11 SPX 12/22/2012 950 C 5,240Aug-11 SPX 12/22/2012 950 P 31,710Aug-11 SPX 12/22/2012 975 C 7Aug-11 SPX 12/22/2012 975 P 2,233Aug-11 SPX 12/22/2012 1000 P 67,407Aug-11 SPX 12/22/2012 1000 C 15,509Aug-11 SPX 12/22/2012 1025 P 3,865Aug-11 SPX 12/22/2012 1025 C 3,401Aug-11 SPX 12/22/2012 1050 P 38,008Aug-11 SPX 12/22/2012 1050 C 14,902Aug-11 SPX 12/22/2012 1075 P 6,923Aug-11 SPX 12/22/2012 1075 C 4,328Aug-11 SPX 12/22/2012 1100 P 57,060Aug-11 SPX 12/22/2012 1100 C 46,938Aug-11 SPX 12/22/2012 1125 P 8,225Aug-11 SPX 12/22/2012 1125 C 7,929Aug-11 SPX 12/22/2012 1150 C 43,348Aug-11 SPX 12/22/2012 1150 P 52,883Aug-11 SPX 12/22/2012 1175 P 12,392Aug-11 SPX 12/22/2012 1175 C 10,044Aug-11 SPX 12/22/2012 1200 P 93,907Aug-11 SPX 12/22/2012 1200 C 35,465Aug-11 SPX 12/22/2012 1220 P 1,300Aug-11 SPX 12/22/2012 1220 C 1,172Aug-11 SPX 12/22/2012 1225 P 9,336Aug-11 SPX 12/22/2012 1225 C 5,250Aug-11 SPX 12/22/2012 1250 P 48,087

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 804: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 12/22/2012 1250 C 31,594Aug-11 SPX 12/22/2012 1275 P 20,068Aug-11 SPX 12/22/2012 1275 C 12,153Aug-11 SPX 12/22/2012 1300 P 38,612Aug-11 SPX 12/22/2012 1300 C 37,768Aug-11 SPX 12/22/2012 1325 P 11,880Aug-11 SPX 12/22/2012 1325 C 25,657Aug-11 SPX 12/22/2012 1350 P 9,715Aug-11 SPX 12/22/2012 1350 C 23,056Aug-11 SPX 12/22/2012 1375 P 2Aug-11 SPX 12/22/2012 1375 C 1,407Aug-11 SPX 12/22/2012 1400 P 10,909Aug-11 SPX 12/22/2012 1400 C 36,197Aug-11 SPX 12/22/2012 1425 C 234Aug-11 SPX 12/22/2012 1450 P 703Aug-11 SPX 12/22/2012 1450 C 22,660Aug-11 SPX 12/22/2012 1500 C 42,867Aug-11 SPX 12/22/2012 1500 P 4,541Aug-11 SPX 12/22/2012 1550 P 10Aug-11 SPX 12/22/2012 1550 C 13,619Aug-11 SPX 12/22/2012 1600 P 26Aug-11 SPX 12/22/2012 1600 C 149,994Aug-11 SPX 12/22/2012 1650 C 5,773Aug-11 SPX 12/22/2012 1700 P 203Aug-11 SPX 12/22/2012 1700 C 18,389Aug-11 SPX 12/22/2012 1750 C 4,733Aug-11 SPX 12/22/2012 1800 C 46,670Aug-11 SPX 12/22/2012 1800 P 65Aug-11 SPX 12/22/2012 1900 C 13,910Aug-11 SPX 12/22/2012 1900 P 160Aug-11 SPX 12/22/2012 2000 P 342Aug-11 SPX 12/22/2012 2000 C 56,457Aug-11 SPX 12/22/2012 2250 P 166Aug-11 SPX 12/22/2012 2250 C 224Aug-11 SPX 12/22/2012 2500 P 739Aug-11 SPX 12/22/2012 2500 C 869Aug-11 SPX 12/22/2012 3000 P 8Aug-11 SPX 12/22/2012 3000 C 9Aug-11 SPX 6/22/2013 100 P 25Aug-11 SPX 6/22/2013 400 P 20Aug-11 SPX 6/22/2013 500 P 12Aug-11 SPX 6/22/2013 550 P 21Aug-11 SPX 6/22/2013 650 P 2Aug-11 SPX 6/22/2013 700 P 5Aug-11 SPX 6/22/2013 700 C 2Aug-11 SPX 6/22/2013 750 P 20Aug-11 SPX 6/22/2013 750 C 800Aug-11 SPX 6/22/2013 800 P 1,204Aug-11 SPX 6/22/2013 800 C 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 805: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 6/22/2013 850 P 20Aug-11 SPX 6/22/2013 900 P 5,133Aug-11 SPX 6/22/2013 900 C 500Aug-11 SPX 6/22/2013 950 P 1,519Aug-11 SPX 6/22/2013 1000 P 2Aug-11 SPX 6/22/2013 1050 P 1,051Aug-11 SPX 6/22/2013 1050 C 1Aug-11 SPX 6/22/2013 1100 P 5,531Aug-11 SPX 6/22/2013 1125 P 100Aug-11 SPX 6/22/2013 1125 C 100Aug-11 SPX 6/22/2013 1150 P 2,551Aug-11 SPX 6/22/2013 1150 C 705Aug-11 SPX 6/22/2013 1175 P 650Aug-11 SPX 6/22/2013 1175 C 350Aug-11 SPX 6/22/2013 1200 P 1,593Aug-11 SPX 6/22/2013 1200 C 1,247Aug-11 SPX 6/22/2013 1250 C 606Aug-11 SPX 6/22/2013 1250 P 3,101Aug-11 SPX 6/22/2013 1275 P 7,238Aug-11 SPX 6/22/2013 1275 C 242Aug-11 SPX 6/22/2013 1300 P 1,043Aug-11 SPX 6/22/2013 1300 C 1,682Aug-11 SPX 6/22/2013 1325 C 54Aug-11 SPX 6/22/2013 1350 P 103Aug-11 SPX 6/22/2013 1350 C 4,591Aug-11 SPX 6/22/2013 1400 P 6Aug-11 SPX 6/22/2013 1400 C 400Aug-11 SPX 6/22/2013 1450 C 500Aug-11 SPX 6/22/2013 1500 C 2,118Aug-11 SPX 6/22/2013 1550 C 332Aug-11 SPX 6/22/2013 1600 C 4Aug-11 SPX 6/22/2013 1700 C 1,100Aug-11 SPX 6/22/2013 1900 C 50Aug-11 SPX 6/22/2013 2000 C 15Aug-11 SPX 12/21/2013 100 P 3,938Aug-11 SPX 12/21/2013 100 C 1,728Aug-11 SPX 12/21/2013 200 P 491Aug-11 SPX 12/21/2013 200 C 1,183Aug-11 SPX 12/21/2013 250 P 1,296Aug-11 SPX 12/21/2013 250 C 1Aug-11 SPX 12/21/2013 300 P 4,271Aug-11 SPX 12/21/2013 350 P 109Aug-11 SPX 12/21/2013 400 P 225Aug-11 SPX 12/21/2013 400 C 10Aug-11 SPX 12/21/2013 450 P 199Aug-11 SPX 12/21/2013 500 C 5Aug-11 SPX 12/21/2013 500 P 4,827Aug-11 SPX 12/21/2013 550 P 28Aug-11 SPX 12/21/2013 600 P 2,461

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 806: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 12/21/2013 650 P 1,795Aug-11 SPX 12/21/2013 650 C 1Aug-11 SPX 12/21/2013 700 P 18,938Aug-11 SPX 12/21/2013 700 C 10Aug-11 SPX 12/21/2013 750 P 602Aug-11 SPX 12/21/2013 750 C 801Aug-11 SPX 12/21/2013 800 P 10,498Aug-11 SPX 12/21/2013 800 C 288Aug-11 SPX 12/21/2013 850 C 1Aug-11 SPX 12/21/2013 850 P 6,334Aug-11 SPX 12/21/2013 900 P 5,021Aug-11 SPX 12/21/2013 900 C 40Aug-11 SPX 12/21/2013 925 P 20Aug-11 SPX 12/21/2013 950 P 1,414Aug-11 SPX 12/21/2013 975 P 7Aug-11 SPX 12/21/2013 1000 P 10,403Aug-11 SPX 12/21/2013 1000 C 15Aug-11 SPX 12/21/2013 1025 P 14Aug-11 SPX 12/21/2013 1025 C 3Aug-11 SPX 12/21/2013 1050 C 1,254Aug-11 SPX 12/21/2013 1050 P 5,381Aug-11 SPX 12/21/2013 1075 P 160Aug-11 SPX 12/21/2013 1075 C 3Aug-11 SPX 12/21/2013 1100 P 12,126Aug-11 SPX 12/21/2013 1100 C 1,270Aug-11 SPX 12/21/2013 1125 P 3,028Aug-11 SPX 12/21/2013 1125 C 1,238Aug-11 SPX 12/21/2013 1150 P 4,582Aug-11 SPX 12/21/2013 1150 C 4,524Aug-11 SPX 12/21/2013 1175 P 722Aug-11 SPX 12/21/2013 1175 C 916Aug-11 SPX 12/21/2013 1200 P 9,471Aug-11 SPX 12/21/2013 1200 C 4,783Aug-11 SPX 12/21/2013 1225 C 151Aug-11 SPX 12/21/2013 1225 P 875Aug-11 SPX 12/21/2013 1250 P 9,131Aug-11 SPX 12/21/2013 1250 C 7,370Aug-11 SPX 12/21/2013 1275 P 3,033Aug-11 SPX 12/21/2013 1275 C 2,138Aug-11 SPX 12/21/2013 1300 P 11,604Aug-11 SPX 12/21/2013 1300 C 19,954Aug-11 SPX 12/21/2013 1325 P 5,504Aug-11 SPX 12/21/2013 1325 C 4,247Aug-11 SPX 12/21/2013 1350 P 3,194Aug-11 SPX 12/21/2013 1350 C 5,057Aug-11 SPX 12/21/2013 1375 P 511Aug-11 SPX 12/21/2013 1375 C 975Aug-11 SPX 12/21/2013 1400 C 7,982Aug-11 SPX 12/21/2013 1400 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 807: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Aug-11 SPX 12/21/2013 1425 C 400Aug-11 SPX 12/21/2013 1450 P 1Aug-11 SPX 12/21/2013 1450 C 2,160Aug-11 SPX 12/21/2013 1475 C 1,010Aug-11 SPX 12/21/2013 1500 P 35Aug-11 SPX 12/21/2013 1500 C 4,421Aug-11 SPX 12/21/2013 1525 C 200Aug-11 SPX 12/21/2013 1550 C 1,019Aug-11 SPX 12/21/2013 1600 C 14,290Aug-11 SPX 12/21/2013 1600 P 1Aug-11 SPX 12/21/2013 1650 P 1Aug-11 SPX 12/21/2013 1650 C 1,012Aug-11 SPX 12/21/2013 1700 P 3Aug-11 SPX 12/21/2013 1700 C 4,030Aug-11 SPX 12/21/2013 1800 C 5,702Aug-11 SPX 12/21/2013 1900 P 3Aug-11 SPX 12/21/2013 1900 C 2,223Aug-11 SPX 12/21/2013 2000 P 83Aug-11 SPX 12/21/2013 2000 C 1,513Aug-11 SPX 12/21/2013 2250 P 160Aug-11 SPX 12/21/2013 2250 C 16,868Aug-11 SPX 12/21/2013 2500 C 134Aug-11 SPX 12/21/2013 2500 P 498Aug-11 SPX 12/21/2013 3000 P 582Aug-11 SPX 12/21/2013 3000 C 54Sep-11 SPXW 10/7/2011 825 P 980Sep-11 SPXW 10/7/2011 850 P 90Sep-11 SPXW 10/7/2011 875 P 2,088Sep-11 SPXW 10/7/2011 900 P 2,093Sep-11 SPXW 10/7/2011 925 P 14,382Sep-11 SPXW 10/7/2011 950 P 6,334Sep-11 SPXW 10/7/2011 975 P 5,807Sep-11 SPXW 10/7/2011 1000 P 5,496Sep-11 SPXW 10/7/2011 1005 P 315Sep-11 SPXW 10/7/2011 1020 P 48Sep-11 SPXW 10/7/2011 1025 P 2,547Sep-11 SPXW 10/7/2011 1035 P 10Sep-11 SPXW 10/7/2011 1040 P 6,029Sep-11 SPXW 10/7/2011 1045 P 818Sep-11 SPXW 10/7/2011 1050 P 1,250Sep-11 SPXW 10/7/2011 1055 P 144Sep-11 SPXW 10/7/2011 1060 C 10Sep-11 SPXW 10/7/2011 1060 P 5,125Sep-11 SPXW 10/7/2011 1065 P 42Sep-11 SPXW 10/7/2011 1065 C 1Sep-11 SPXW 10/7/2011 1070 P 114Sep-11 SPXW 10/7/2011 1075 C 3Sep-11 SPXW 10/7/2011 1075 P 2,599Sep-11 SPXW 10/7/2011 1080 C 10

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 808: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPXW 10/7/2011 1080 P 4,159Sep-11 SPXW 10/7/2011 1085 C 11Sep-11 SPXW 10/7/2011 1085 P 546Sep-11 SPXW 10/7/2011 1090 C 21Sep-11 SPXW 10/7/2011 1090 P 609Sep-11 SPXW 10/7/2011 1095 C 20Sep-11 SPXW 10/7/2011 1095 P 129Sep-11 SPXW 10/7/2011 1100 P 4,726Sep-11 SPXW 10/7/2011 1100 C 16Sep-11 SPXW 10/7/2011 1105 C 20Sep-11 SPXW 10/7/2011 1105 P 130Sep-11 SPXW 10/7/2011 1110 C 20Sep-11 SPXW 10/7/2011 1110 P 12,320Sep-11 SPXW 10/7/2011 1115 C 10Sep-11 SPXW 10/7/2011 1115 P 726Sep-11 SPXW 10/7/2011 1120 C 26Sep-11 SPXW 10/7/2011 1120 P 215Sep-11 SPXW 10/7/2011 1125 C 253Sep-11 SPXW 10/7/2011 1125 P 2,186Sep-11 SPXW 10/7/2011 1130 P 144Sep-11 SPXW 10/7/2011 1130 C 1,024Sep-11 SPXW 10/7/2011 1135 C 127Sep-11 SPXW 10/7/2011 1135 P 111Sep-11 SPXW 10/7/2011 1140 C 104Sep-11 SPXW 10/7/2011 1140 P 1,301Sep-11 SPXW 10/7/2011 1145 C 263Sep-11 SPXW 10/7/2011 1145 P 117Sep-11 SPXW 10/7/2011 1150 C 620Sep-11 SPXW 10/7/2011 1150 P 1,386Sep-11 SPXW 10/7/2011 1155 C 2,596Sep-11 SPXW 10/7/2011 1155 P 22Sep-11 SPXW 10/7/2011 1160 C 1,614Sep-11 SPXW 10/7/2011 1160 P 6,137Sep-11 SPXW 10/7/2011 1165 P 3Sep-11 SPXW 10/7/2011 1165 C 5,133Sep-11 SPXW 10/7/2011 1170 C 591Sep-11 SPXW 10/7/2011 1170 P 52Sep-11 SPXW 10/7/2011 1175 C 4,387Sep-11 SPXW 10/7/2011 1175 P 20Sep-11 SPXW 10/7/2011 1180 C 265Sep-11 SPXW 10/7/2011 1180 P 6Sep-11 SPXW 10/7/2011 1185 C 74Sep-11 SPXW 10/7/2011 1185 P 6Sep-11 SPXW 10/7/2011 1190 C 635Sep-11 SPXW 10/7/2011 1190 P 11Sep-11 SPXW 10/7/2011 1195 C 651Sep-11 SPXW 10/7/2011 1195 P 12Sep-11 SPXW 10/7/2011 1200 P 651Sep-11 SPXW 10/7/2011 1200 C 1,710

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 809: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPXW 10/7/2011 1205 P 10Sep-11 SPXW 10/7/2011 1205 C 1,067Sep-11 SPXW 10/7/2011 1210 C 106Sep-11 SPXW 10/7/2011 1210 P 10Sep-11 SPXW 10/7/2011 1215 C 1,053Sep-11 SPXW 10/7/2011 1220 C 322Sep-11 SPXW 10/7/2011 1225 C 681Sep-11 SPXW 10/7/2011 1230 C 1,486Sep-11 SPXW 10/7/2011 1230 P 11Sep-11 SPXW 10/7/2011 1235 C 953Sep-11 SPXW 10/7/2011 1240 C 1,275Sep-11 SPXW 10/7/2011 1245 C 1,094Sep-11 SPXW 10/7/2011 1245 P 3Sep-11 SPXW 10/7/2011 1250 C 2,354Sep-11 SPXW 10/7/2011 1275 C 1,568Sep-11 SPXW 10/7/2011 1300 C 471Sep-11 SPXW 10/7/2011 1325 C 650Sep-11 SPXW 10/7/2011 1325 P 10Sep-11 SPX 10/22/2011 100 P 10Sep-11 SPX 10/22/2011 400 P 31Sep-11 SPX 10/22/2011 500 P 15,052Sep-11 SPX 10/22/2011 500 C 15,100Sep-11 SPX 10/22/2011 550 P 22,499Sep-11 SPX 10/22/2011 575 P 13,388Sep-11 SPX 10/22/2011 600 P 18,175Sep-11 SPX 10/22/2011 600 C 50Sep-11 SPX 10/22/2011 620 P 5,096Sep-11 SPX 10/22/2011 625 P 3,895Sep-11 SPX 10/22/2011 640 P 4,673Sep-11 SPX 10/22/2011 650 P 23,992Sep-11 SPX 10/22/2011 650 C 75Sep-11 SPX 10/22/2011 660 P 8,126Sep-11 SPX 10/22/2011 675 P 7,228Sep-11 SPX 10/22/2011 680 P 7,536Sep-11 SPX 10/22/2011 700 P 22,826Sep-11 SPX 10/22/2011 700 C 90Sep-11 SPX 10/22/2011 710 P 4,196Sep-11 SPX 10/22/2011 715 P 2,714Sep-11 SPX 10/22/2011 720 P 2,711Sep-11 SPX 10/22/2011 725 P 3,986Sep-11 SPX 10/22/2011 730 P 2,603Sep-11 SPX 10/22/2011 735 P 2,568Sep-11 SPX 10/22/2011 740 P 6,520Sep-11 SPX 10/22/2011 745 P 2,667Sep-11 SPX 10/22/2011 750 P 71,926Sep-11 SPX 10/22/2011 750 C 75Sep-11 SPX 10/22/2011 755 P 2,916Sep-11 SPX 10/22/2011 760 P 2,710Sep-11 SPX 10/22/2011 765 P 2,372

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 810: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 10/22/2011 770 P 2,588Sep-11 SPX 10/22/2011 775 P 8,668Sep-11 SPX 10/22/2011 780 P 2,402Sep-11 SPX 10/22/2011 785 P 2,253Sep-11 SPX 10/22/2011 790 P 2,428Sep-11 SPX 10/22/2011 795 P 2,195Sep-11 SPX 10/22/2011 800 P 117,339Sep-11 SPX 10/22/2011 800 C 77Sep-11 SPX 10/22/2011 805 P 2,392Sep-11 SPX 10/22/2011 810 P 8,063Sep-11 SPX 10/22/2011 815 P 2,235Sep-11 SPX 10/22/2011 820 P 2,212Sep-11 SPX 10/22/2011 825 P 8,791Sep-11 SPX 10/22/2011 830 P 3,147Sep-11 SPX 10/22/2011 835 P 2,130Sep-11 SPX 10/22/2011 840 P 2,111Sep-11 SPX 10/22/2011 845 P 2,901Sep-11 SPX 10/22/2011 850 P 51,601Sep-11 SPX 10/22/2011 850 C 10Sep-11 SPX 10/22/2011 855 P 2,043Sep-11 SPX 10/22/2011 860 P 3,410Sep-11 SPX 10/22/2011 865 P 2,780Sep-11 SPX 10/22/2011 870 P 2,745Sep-11 SPX 10/22/2011 875 P 27,913Sep-11 SPX 10/22/2011 880 P 3,961Sep-11 SPX 10/22/2011 885 P 2,926Sep-11 SPX 10/22/2011 890 P 6,392Sep-11 SPX 10/22/2011 890 C 5Sep-11 SPX 10/22/2011 895 P 2,218Sep-11 SPX 10/22/2011 900 C 2,405Sep-11 SPX 10/22/2011 900 P 79,934Sep-11 SPX 10/22/2011 905 P 2,089Sep-11 SPX 10/22/2011 910 P 11,134Sep-11 SPX 10/22/2011 915 P 1,810Sep-11 SPX 10/22/2011 920 P 4,904Sep-11 SPX 10/22/2011 925 P 25,059Sep-11 SPX 10/22/2011 930 P 5,163Sep-11 SPX 10/22/2011 930 C 1,000Sep-11 SPX 10/22/2011 935 P 1,751Sep-11 SPX 10/22/2011 940 P 12,956Sep-11 SPX 10/22/2011 945 P 2,964Sep-11 SPX 10/22/2011 950 P 59,812Sep-11 SPX 10/22/2011 950 C 13,002Sep-11 SPX 10/22/2011 955 P 1,890Sep-11 SPX 10/22/2011 960 P 13,116Sep-11 SPX 10/22/2011 965 P 2,406Sep-11 SPX 10/22/2011 970 P 5,508Sep-11 SPX 10/22/2011 975 P 33,487Sep-11 SPX 10/22/2011 980 P 16,011

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 811: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 10/22/2011 980 C 20,000Sep-11 SPX 10/22/2011 985 P 3,840Sep-11 SPX 10/22/2011 990 P 5,105Sep-11 SPX 10/22/2011 995 P 1,594Sep-11 SPX 10/22/2011 1000 P 106,200Sep-11 SPX 10/22/2011 1000 C 1,374Sep-11 SPX 10/22/2011 1005 P 1,817Sep-11 SPX 10/22/2011 1010 P 12,638Sep-11 SPX 10/22/2011 1015 P 9,400Sep-11 SPX 10/22/2011 1020 P 8,201Sep-11 SPX 10/22/2011 1020 C 6Sep-11 SPX 10/22/2011 1025 P 40,524Sep-11 SPX 10/22/2011 1025 C 1Sep-11 SPX 10/22/2011 1030 P 17,522Sep-11 SPX 10/22/2011 1030 C 3Sep-11 SPX 10/22/2011 1035 P 4,133Sep-11 SPX 10/22/2011 1035 C 1Sep-11 SPX 10/22/2011 1040 P 39,401Sep-11 SPX 10/22/2011 1040 C 5Sep-11 SPX 10/22/2011 1045 P 5,959Sep-11 SPX 10/22/2011 1050 P 117,095Sep-11 SPX 10/22/2011 1050 C 223Sep-11 SPX 10/22/2011 1055 P 3,271Sep-11 SPX 10/22/2011 1060 P 10,610Sep-11 SPX 10/22/2011 1060 C 4Sep-11 SPX 10/22/2011 1065 P 1,517Sep-11 SPX 10/22/2011 1065 C 34Sep-11 SPX 10/22/2011 1070 P 8,833Sep-11 SPX 10/22/2011 1070 C 14Sep-11 SPX 10/22/2011 1075 C 9,833Sep-11 SPX 10/22/2011 1075 P 60,012Sep-11 SPX 10/22/2011 1080 P 20,073Sep-11 SPX 10/22/2011 1080 C 1,210Sep-11 SPX 10/22/2011 1085 P 2,659Sep-11 SPX 10/22/2011 1085 C 3Sep-11 SPX 10/22/2011 1090 P 16,253Sep-11 SPX 10/22/2011 1090 C 25Sep-11 SPX 10/22/2011 1095 P 1,365Sep-11 SPX 10/22/2011 1095 C 6Sep-11 SPX 10/22/2011 1100 P 142,407Sep-11 SPX 10/22/2011 1100 C 16,810Sep-11 SPX 10/22/2011 1105 C 13Sep-11 SPX 10/22/2011 1105 P 1,486Sep-11 SPX 10/22/2011 1110 P 14,538Sep-11 SPX 10/22/2011 1110 C 85Sep-11 SPX 10/22/2011 1115 P 2,236Sep-11 SPX 10/22/2011 1115 C 6Sep-11 SPX 10/22/2011 1120 P 16,203Sep-11 SPX 10/22/2011 1120 C 2,118

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 812: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 10/22/2011 1125 P 80,519Sep-11 SPX 10/22/2011 1125 C 18,850Sep-11 SPX 10/22/2011 1130 P 47,264Sep-11 SPX 10/22/2011 1130 C 3,798Sep-11 SPX 10/22/2011 1135 P 3,191Sep-11 SPX 10/22/2011 1135 C 997Sep-11 SPX 10/22/2011 1140 P 31,623Sep-11 SPX 10/22/2011 1140 C 5,806Sep-11 SPX 10/22/2011 1145 C 1,704Sep-11 SPX 10/22/2011 1145 P 4,659Sep-11 SPX 10/22/2011 1150 P 141,327Sep-11 SPX 10/22/2011 1150 C 97,144Sep-11 SPX 10/22/2011 1155 P 2,021Sep-11 SPX 10/22/2011 1155 C 229Sep-11 SPX 10/22/2011 1160 P 7,875Sep-11 SPX 10/22/2011 1160 C 2,223Sep-11 SPX 10/22/2011 1165 P 3,095Sep-11 SPX 10/22/2011 1165 C 647Sep-11 SPX 10/22/2011 1170 P 28,343Sep-11 SPX 10/22/2011 1170 C 3,918Sep-11 SPX 10/22/2011 1175 P 56,562Sep-11 SPX 10/22/2011 1175 C 64,738Sep-11 SPX 10/22/2011 1180 C 11,169Sep-11 SPX 10/22/2011 1180 P 15,699Sep-11 SPX 10/22/2011 1185 P 2,306Sep-11 SPX 10/22/2011 1185 C 5,599Sep-11 SPX 10/22/2011 1190 P 22,354Sep-11 SPX 10/22/2011 1190 C 9,863Sep-11 SPX 10/22/2011 1195 P 1,724Sep-11 SPX 10/22/2011 1195 C 1,879Sep-11 SPX 10/22/2011 1200 P 129,157Sep-11 SPX 10/22/2011 1200 C 158,101Sep-11 SPX 10/22/2011 1205 P 566Sep-11 SPX 10/22/2011 1205 C 5,125Sep-11 SPX 10/22/2011 1210 P 4,347Sep-11 SPX 10/22/2011 1210 C 13,235Sep-11 SPX 10/22/2011 1215 C 7,056Sep-11 SPX 10/22/2011 1215 P 3,454Sep-11 SPX 10/22/2011 1220 P 6,599Sep-11 SPX 10/22/2011 1220 C 9,735Sep-11 SPX 10/22/2011 1225 P 22,676Sep-11 SPX 10/22/2011 1225 C 67,439Sep-11 SPX 10/22/2011 1230 P 1,017Sep-11 SPX 10/22/2011 1230 C 9,079Sep-11 SPX 10/22/2011 1235 P 275Sep-11 SPX 10/22/2011 1235 C 7,056Sep-11 SPX 10/22/2011 1240 P 5,263Sep-11 SPX 10/22/2011 1240 C 13,542Sep-11 SPX 10/22/2011 1245 P 14

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 813: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 10/22/2011 1245 C 5,396Sep-11 SPX 10/22/2011 1250 C 57,075Sep-11 SPX 10/22/2011 1250 P 23,882Sep-11 SPX 10/22/2011 1255 P 259Sep-11 SPX 10/22/2011 1255 C 2,550Sep-11 SPX 10/22/2011 1260 P 2,371Sep-11 SPX 10/22/2011 1260 C 12,523Sep-11 SPX 10/22/2011 1265 P 181Sep-11 SPX 10/22/2011 1265 C 6,735Sep-11 SPX 10/22/2011 1270 P 3,050Sep-11 SPX 10/22/2011 1270 C 5,602Sep-11 SPX 10/22/2011 1275 P 22,306Sep-11 SPX 10/22/2011 1275 C 48,758Sep-11 SPX 10/22/2011 1280 P 1,375Sep-11 SPX 10/22/2011 1280 C 15,420Sep-11 SPX 10/22/2011 1285 P 516Sep-11 SPX 10/22/2011 1285 C 3,929Sep-11 SPX 10/22/2011 1290 C 18,239Sep-11 SPX 10/22/2011 1290 P 1,431Sep-11 SPX 10/22/2011 1295 P 42Sep-11 SPX 10/22/2011 1295 C 5,137Sep-11 SPX 10/22/2011 1300 P 42,239Sep-11 SPX 10/22/2011 1300 C 89,125Sep-11 SPX 10/22/2011 1305 P 625Sep-11 SPX 10/22/2011 1305 C 9,283Sep-11 SPX 10/22/2011 1310 P 778Sep-11 SPX 10/22/2011 1310 C 11,518Sep-11 SPX 10/22/2011 1315 P 224Sep-11 SPX 10/22/2011 1315 C 3,596Sep-11 SPX 10/22/2011 1320 C 9,069Sep-11 SPX 10/22/2011 1320 P 777Sep-11 SPX 10/22/2011 1325 P 5,328Sep-11 SPX 10/22/2011 1325 C 24,456Sep-11 SPX 10/22/2011 1330 P 139Sep-11 SPX 10/22/2011 1330 C 12,100Sep-11 SPX 10/22/2011 1335 P 3Sep-11 SPX 10/22/2011 1335 C 3,465Sep-11 SPX 10/22/2011 1340 P 607Sep-11 SPX 10/22/2011 1340 C 9,247Sep-11 SPX 10/22/2011 1345 P 407Sep-11 SPX 10/22/2011 1345 C 3,305Sep-11 SPX 10/22/2011 1350 P 2,241Sep-11 SPX 10/22/2011 1350 C 28,031Sep-11 SPX 10/22/2011 1355 C 1,361Sep-11 SPX 10/22/2011 1355 P 11Sep-11 SPX 10/22/2011 1360 P 512Sep-11 SPX 10/22/2011 1360 C 6,929Sep-11 SPX 10/22/2011 1365 P 10Sep-11 SPX 10/22/2011 1365 C 1,864

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 814: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 10/22/2011 1370 P 2Sep-11 SPX 10/22/2011 1370 C 6,136Sep-11 SPX 10/22/2011 1375 P 266Sep-11 SPX 10/22/2011 1375 C 13,004Sep-11 SPX 10/22/2011 1380 P 453Sep-11 SPX 10/22/2011 1380 C 2,423Sep-11 SPX 10/22/2011 1385 C 4,737Sep-11 SPX 10/22/2011 1390 C 799Sep-11 SPX 10/22/2011 1395 C 739Sep-11 SPX 10/22/2011 1400 P 6Sep-11 SPX 10/22/2011 1400 C 18,739Sep-11 SPX 10/22/2011 1405 C 178Sep-11 SPX 10/22/2011 1410 C 287Sep-11 SPX 10/22/2011 1415 C 986Sep-11 SPX 10/22/2011 1420 C 440Sep-11 SPX 10/22/2011 1425 C 5,094Sep-11 SPX 10/22/2011 1430 C 1,642Sep-11 SPX 10/22/2011 1440 P 395Sep-11 SPX 10/22/2011 1440 C 212Sep-11 SPX 10/22/2011 1450 C 4,022Sep-11 SPX 10/22/2011 1460 C 1,371Sep-11 SPX 10/22/2011 1470 C 98Sep-11 SPX 10/22/2011 1475 C 3,152Sep-11 SPX 10/22/2011 1480 C 30Sep-11 SPX 10/22/2011 1500 P 15,100Sep-11 SPX 10/22/2011 1500 C 19,440Sep-11 SPX 10/22/2011 1520 C 74Sep-11 SPX 10/22/2011 1525 P 1,232Sep-11 SPX 10/22/2011 1525 C 35Sep-11 SPX 10/22/2011 1575 C 52Sep-11 SPX 10/22/2011 1750 C 37Sep-11 SPX 11/19/2011 100 P 10Sep-11 SPX 11/19/2011 300 P 50Sep-11 SPX 11/19/2011 500 P 12,689Sep-11 SPX 11/19/2011 550 P 6,218Sep-11 SPX 11/19/2011 600 P 6,798Sep-11 SPX 11/19/2011 600 C 100Sep-11 SPX 11/19/2011 625 P 4,109Sep-11 SPX 11/19/2011 625 C 53Sep-11 SPX 11/19/2011 640 P 200Sep-11 SPX 11/19/2011 650 P 84,051Sep-11 SPX 11/19/2011 650 C 80Sep-11 SPX 11/19/2011 660 P 436Sep-11 SPX 11/19/2011 670 P 415Sep-11 SPX 11/19/2011 675 P 9,335Sep-11 SPX 11/19/2011 675 C 50Sep-11 SPX 11/19/2011 700 P 13,637Sep-11 SPX 11/19/2011 700 C 50Sep-11 SPX 11/19/2011 710 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 815: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 11/19/2011 715 P 1Sep-11 SPX 11/19/2011 720 P 4Sep-11 SPX 11/19/2011 725 P 69Sep-11 SPX 11/19/2011 725 C 53Sep-11 SPX 11/19/2011 730 P 3Sep-11 SPX 11/19/2011 735 P 3Sep-11 SPX 11/19/2011 740 P 28Sep-11 SPX 11/19/2011 745 P 3Sep-11 SPX 11/19/2011 750 P 4,238Sep-11 SPX 11/19/2011 750 C 75Sep-11 SPX 11/19/2011 755 P 4Sep-11 SPX 11/19/2011 760 P 208Sep-11 SPX 11/19/2011 765 P 203Sep-11 SPX 11/19/2011 770 P 433Sep-11 SPX 11/19/2011 775 P 1,303Sep-11 SPX 11/19/2011 775 C 50Sep-11 SPX 11/19/2011 780 P 5Sep-11 SPX 11/19/2011 785 P 35Sep-11 SPX 11/19/2011 790 P 55Sep-11 SPX 11/19/2011 795 P 11Sep-11 SPX 11/19/2011 800 P 21,367Sep-11 SPX 11/19/2011 800 C 56Sep-11 SPX 11/19/2011 810 P 19Sep-11 SPX 11/19/2011 815 P 14Sep-11 SPX 11/19/2011 820 P 165Sep-11 SPX 11/19/2011 825 P 858Sep-11 SPX 11/19/2011 830 P 23Sep-11 SPX 11/19/2011 835 P 3Sep-11 SPX 11/19/2011 840 P 818Sep-11 SPX 11/19/2011 845 P 15Sep-11 SPX 11/19/2011 850 P 20,923Sep-11 SPX 11/19/2011 855 P 1Sep-11 SPX 11/19/2011 860 P 328Sep-11 SPX 11/19/2011 865 P 18Sep-11 SPX 11/19/2011 870 P 105Sep-11 SPX 11/19/2011 875 P 19,933Sep-11 SPX 11/19/2011 880 P 9,672Sep-11 SPX 11/19/2011 885 P 1,104Sep-11 SPX 11/19/2011 890 P 153Sep-11 SPX 11/19/2011 895 P 51Sep-11 SPX 11/19/2011 900 P 55,050Sep-11 SPX 11/19/2011 905 P 38Sep-11 SPX 11/19/2011 910 P 100Sep-11 SPX 11/19/2011 915 P 18Sep-11 SPX 11/19/2011 920 P 243Sep-11 SPX 11/19/2011 925 P 16,515Sep-11 SPX 11/19/2011 925 C 9Sep-11 SPX 11/19/2011 930 P 23Sep-11 SPX 11/19/2011 935 P 5

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 816: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 11/19/2011 940 P 199Sep-11 SPX 11/19/2011 945 P 20Sep-11 SPX 11/19/2011 950 C 25Sep-11 SPX 11/19/2011 950 P 22,514Sep-11 SPX 11/19/2011 955 P 11Sep-11 SPX 11/19/2011 960 P 3,113Sep-11 SPX 11/19/2011 965 C 11Sep-11 SPX 11/19/2011 970 P 26Sep-11 SPX 11/19/2011 975 P 15,868Sep-11 SPX 11/19/2011 980 P 1,174Sep-11 SPX 11/19/2011 985 P 22Sep-11 SPX 11/19/2011 985 C 10Sep-11 SPX 11/19/2011 990 P 33Sep-11 SPX 11/19/2011 995 P 23Sep-11 SPX 11/19/2011 1000 P 56,544Sep-11 SPX 11/19/2011 1000 C 3,656Sep-11 SPX 11/19/2011 1005 P 43Sep-11 SPX 11/19/2011 1010 P 88Sep-11 SPX 11/19/2011 1015 P 308Sep-11 SPX 11/19/2011 1020 P 438Sep-11 SPX 11/19/2011 1025 P 24,209Sep-11 SPX 11/19/2011 1025 C 2Sep-11 SPX 11/19/2011 1030 P 1,201Sep-11 SPX 11/19/2011 1035 P 37Sep-11 SPX 11/19/2011 1040 P 1,222Sep-11 SPX 11/19/2011 1040 C 23Sep-11 SPX 11/19/2011 1045 P 85Sep-11 SPX 11/19/2011 1050 C 108Sep-11 SPX 11/19/2011 1050 P 46,771Sep-11 SPX 11/19/2011 1055 P 360Sep-11 SPX 11/19/2011 1060 P 802Sep-11 SPX 11/19/2011 1060 C 6Sep-11 SPX 11/19/2011 1065 P 7Sep-11 SPX 11/19/2011 1070 P 1,077Sep-11 SPX 11/19/2011 1070 C 25Sep-11 SPX 11/19/2011 1075 P 22,567Sep-11 SPX 11/19/2011 1075 C 1,195Sep-11 SPX 11/19/2011 1080 P 1,441Sep-11 SPX 11/19/2011 1080 C 100Sep-11 SPX 11/19/2011 1085 P 12Sep-11 SPX 11/19/2011 1090 P 1,254Sep-11 SPX 11/19/2011 1090 C 24Sep-11 SPX 11/19/2011 1095 P 178Sep-11 SPX 11/19/2011 1095 C 2Sep-11 SPX 11/19/2011 1100 P 67,108Sep-11 SPX 11/19/2011 1100 C 3,094Sep-11 SPX 11/19/2011 1105 P 133Sep-11 SPX 11/19/2011 1110 P 2,133Sep-11 SPX 11/19/2011 1110 C 75

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 817: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 11/19/2011 1115 P 503Sep-11 SPX 11/19/2011 1115 C 101Sep-11 SPX 11/19/2011 1120 C 81Sep-11 SPX 11/19/2011 1120 P 1,369Sep-11 SPX 11/19/2011 1125 C 13,540Sep-11 SPX 11/19/2011 1125 P 34,062Sep-11 SPX 11/19/2011 1130 P 2,293Sep-11 SPX 11/19/2011 1130 C 28Sep-11 SPX 11/19/2011 1135 P 2,444Sep-11 SPX 11/19/2011 1135 C 23Sep-11 SPX 11/19/2011 1140 P 4,858Sep-11 SPX 11/19/2011 1140 C 1,623Sep-11 SPX 11/19/2011 1145 P 64Sep-11 SPX 11/19/2011 1145 C 13Sep-11 SPX 11/19/2011 1150 P 58,812Sep-11 SPX 11/19/2011 1150 C 30,301Sep-11 SPX 11/19/2011 1155 C 171Sep-11 SPX 11/19/2011 1155 P 94Sep-11 SPX 11/19/2011 1160 P 1,559Sep-11 SPX 11/19/2011 1160 C 1,097Sep-11 SPX 11/19/2011 1165 P 301Sep-11 SPX 11/19/2011 1165 C 16Sep-11 SPX 11/19/2011 1170 P 1,354Sep-11 SPX 11/19/2011 1170 C 121Sep-11 SPX 11/19/2011 1175 P 23,336Sep-11 SPX 11/19/2011 1175 C 31,637Sep-11 SPX 11/19/2011 1180 P 1,950Sep-11 SPX 11/19/2011 1180 C 216Sep-11 SPX 11/19/2011 1185 C 133Sep-11 SPX 11/19/2011 1185 P 2,547Sep-11 SPX 11/19/2011 1190 C 650Sep-11 SPX 11/19/2011 1190 P 299Sep-11 SPX 11/19/2011 1195 P 50Sep-11 SPX 11/19/2011 1195 C 31Sep-11 SPX 11/19/2011 1200 P 34,342Sep-11 SPX 11/19/2011 1200 C 43,908Sep-11 SPX 11/19/2011 1205 P 29Sep-11 SPX 11/19/2011 1205 C 23Sep-11 SPX 11/19/2011 1210 P 1,766Sep-11 SPX 11/19/2011 1210 C 663Sep-11 SPX 11/19/2011 1215 P 21Sep-11 SPX 11/19/2011 1215 C 131Sep-11 SPX 11/19/2011 1220 P 1,124Sep-11 SPX 11/19/2011 1220 C 958Sep-11 SPX 11/19/2011 1225 C 37,176Sep-11 SPX 11/19/2011 1225 P 6,746Sep-11 SPX 11/19/2011 1230 P 402Sep-11 SPX 11/19/2011 1230 C 8,963Sep-11 SPX 11/19/2011 1235 P 25

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 818: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 11/19/2011 1235 C 49Sep-11 SPX 11/19/2011 1240 P 1,764Sep-11 SPX 11/19/2011 1240 C 5,112Sep-11 SPX 11/19/2011 1245 P 27Sep-11 SPX 11/19/2011 1245 C 1,127Sep-11 SPX 11/19/2011 1250 P 7,936Sep-11 SPX 11/19/2011 1250 C 39,864Sep-11 SPX 11/19/2011 1255 C 40Sep-11 SPX 11/19/2011 1260 P 10Sep-11 SPX 11/19/2011 1260 C 3,115Sep-11 SPX 11/19/2011 1265 P 23Sep-11 SPX 11/19/2011 1265 C 826Sep-11 SPX 11/19/2011 1270 C 4,296Sep-11 SPX 11/19/2011 1275 P 9,416Sep-11 SPX 11/19/2011 1275 C 7,586Sep-11 SPX 11/19/2011 1280 P 5Sep-11 SPX 11/19/2011 1280 C 676Sep-11 SPX 11/19/2011 1285 P 1Sep-11 SPX 11/19/2011 1285 C 252Sep-11 SPX 11/19/2011 1290 C 8,623Sep-11 SPX 11/19/2011 1295 C 1,060Sep-11 SPX 11/19/2011 1300 P 13,582Sep-11 SPX 11/19/2011 1300 C 20,869Sep-11 SPX 11/19/2011 1305 C 4,663Sep-11 SPX 11/19/2011 1310 C 1,238Sep-11 SPX 11/19/2011 1315 C 808Sep-11 SPX 11/19/2011 1320 P 104Sep-11 SPX 11/19/2011 1320 C 639Sep-11 SPX 11/19/2011 1325 C 17,868Sep-11 SPX 11/19/2011 1325 P 1,490Sep-11 SPX 11/19/2011 1330 C 2,246Sep-11 SPX 11/19/2011 1335 C 233Sep-11 SPX 11/19/2011 1340 P 88Sep-11 SPX 11/19/2011 1340 C 2,058Sep-11 SPX 11/19/2011 1345 P 394Sep-11 SPX 11/19/2011 1345 C 161Sep-11 SPX 11/19/2011 1350 P 1,281Sep-11 SPX 11/19/2011 1350 C 18,067Sep-11 SPX 11/19/2011 1360 P 364Sep-11 SPX 11/19/2011 1360 C 153Sep-11 SPX 11/19/2011 1370 P 328Sep-11 SPX 11/19/2011 1370 C 7,559Sep-11 SPX 11/19/2011 1375 C 13,007Sep-11 SPX 11/19/2011 1375 P 404Sep-11 SPX 11/19/2011 1380 C 54Sep-11 SPX 11/19/2011 1390 C 9,418Sep-11 SPX 11/19/2011 1400 P 605Sep-11 SPX 11/19/2011 1400 C 11,823Sep-11 SPX 11/19/2011 1420 C 5,582

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 819: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 11/19/2011 1425 P 300Sep-11 SPX 11/19/2011 1425 C 2,097Sep-11 SPX 11/19/2011 1440 C 1,864Sep-11 SPX 11/19/2011 1450 P 100Sep-11 SPX 11/19/2011 1450 C 788Sep-11 SPX 11/19/2011 1475 C 5,277Sep-11 SPX 11/19/2011 1500 C 2,303Sep-11 SPX 11/19/2011 1550 C 5,992Sep-11 SPX 11/19/2011 1600 C 4,931Sep-11 SPX 11/19/2011 1650 C 3,486Sep-11 SPX 11/19/2011 1700 C 5,626Sep-11 SPX 11/19/2011 1750 C 7,270Sep-11 SPX 12/17/2011 50 P 27,403Sep-11 SPX 12/17/2011 100 P 16,134Sep-11 SPX 12/17/2011 100 C 118Sep-11 SPX 12/17/2011 150 P 2,218Sep-11 SPX 12/17/2011 150 C 4,150Sep-11 SPX 12/17/2011 200 P 44,336Sep-11 SPX 12/17/2011 200 C 1Sep-11 SPX 12/17/2011 225 P 6,473Sep-11 SPX 12/17/2011 250 C 15Sep-11 SPX 12/17/2011 250 P 115,772Sep-11 SPX 12/17/2011 275 P 15,562Sep-11 SPX 12/17/2011 280 P 3,938Sep-11 SPX 12/17/2011 280 C 102Sep-11 SPX 12/17/2011 300 P 29,075Sep-11 SPX 12/17/2011 300 C 85Sep-11 SPX 12/17/2011 325 P 2,561Sep-11 SPX 12/17/2011 350 P 4,395Sep-11 SPX 12/17/2011 350 C 4,156Sep-11 SPX 12/17/2011 375 P 424Sep-11 SPX 12/17/2011 400 P 138,630Sep-11 SPX 12/17/2011 400 C 82Sep-11 SPX 12/17/2011 425 P 556Sep-11 SPX 12/17/2011 450 P 12,684Sep-11 SPX 12/17/2011 450 C 8Sep-11 SPX 12/17/2011 475 P 6,598Sep-11 SPX 12/17/2011 500 P 79,854Sep-11 SPX 12/17/2011 500 C 64,068Sep-11 SPX 12/17/2011 525 P 8,704Sep-11 SPX 12/17/2011 550 P 55,660Sep-11 SPX 12/17/2011 550 C 6Sep-11 SPX 12/17/2011 575 P 12,152Sep-11 SPX 12/17/2011 600 P 84,721Sep-11 SPX 12/17/2011 600 C 21Sep-11 SPX 12/17/2011 620 P 103Sep-11 SPX 12/17/2011 650 P 46,749Sep-11 SPX 12/17/2011 650 C 1,217Sep-11 SPX 12/17/2011 660 P 2

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 820: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 12/17/2011 675 P 17,853Sep-11 SPX 12/17/2011 680 P 2,501Sep-11 SPX 12/17/2011 700 C 5,391Sep-11 SPX 12/17/2011 700 P 98,688Sep-11 SPX 12/17/2011 720 P 1Sep-11 SPX 12/17/2011 725 P 7,295Sep-11 SPX 12/17/2011 750 P 67,431Sep-11 SPX 12/17/2011 750 C 404Sep-11 SPX 12/17/2011 760 P 10Sep-11 SPX 12/17/2011 770 C 50Sep-11 SPX 12/17/2011 770 P 2,818Sep-11 SPX 12/17/2011 775 P 14,345Sep-11 SPX 12/17/2011 775 C 8Sep-11 SPX 12/17/2011 800 P 104,597Sep-11 SPX 12/17/2011 800 C 13,713Sep-11 SPX 12/17/2011 825 P 11,697Sep-11 SPX 12/17/2011 825 C 151Sep-11 SPX 12/17/2011 830 P 4Sep-11 SPX 12/17/2011 840 P 2,047Sep-11 SPX 12/17/2011 850 P 75,437Sep-11 SPX 12/17/2011 850 C 6,744Sep-11 SPX 12/17/2011 860 P 23Sep-11 SPX 12/17/2011 870 P 252Sep-11 SPX 12/17/2011 875 P 43,646Sep-11 SPX 12/17/2011 880 P 72Sep-11 SPX 12/17/2011 890 P 145Sep-11 SPX 12/17/2011 900 C 19,410Sep-11 SPX 12/17/2011 900 P 144,136Sep-11 SPX 12/17/2011 910 P 1,902Sep-11 SPX 12/17/2011 920 P 14,181Sep-11 SPX 12/17/2011 920 C 606Sep-11 SPX 12/17/2011 925 P 34,122Sep-11 SPX 12/17/2011 930 P 264Sep-11 SPX 12/17/2011 940 P 120Sep-11 SPX 12/17/2011 950 P 62,966Sep-11 SPX 12/17/2011 950 C 7,814Sep-11 SPX 12/17/2011 960 P 40Sep-11 SPX 12/17/2011 970 P 8Sep-11 SPX 12/17/2011 975 P 32,243Sep-11 SPX 12/17/2011 975 C 9Sep-11 SPX 12/17/2011 980 P 419Sep-11 SPX 12/17/2011 990 P 9Sep-11 SPX 12/17/2011 1000 P 140,958Sep-11 SPX 12/17/2011 1000 C 21,004Sep-11 SPX 12/17/2011 1005 P 5Sep-11 SPX 12/17/2011 1010 C 3Sep-11 SPX 12/17/2011 1010 P 10Sep-11 SPX 12/17/2011 1020 P 9Sep-11 SPX 12/17/2011 1020 C 3

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 821: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 12/17/2011 1025 P 36,364Sep-11 SPX 12/17/2011 1025 C 2,042Sep-11 SPX 12/17/2011 1030 P 4,949Sep-11 SPX 12/17/2011 1040 P 92Sep-11 SPX 12/17/2011 1045 P 6Sep-11 SPX 12/17/2011 1050 P 120,474Sep-11 SPX 12/17/2011 1050 C 14,988Sep-11 SPX 12/17/2011 1060 P 36Sep-11 SPX 12/17/2011 1065 P 646Sep-11 SPX 12/17/2011 1065 C 5Sep-11 SPX 12/17/2011 1070 P 9,920Sep-11 SPX 12/17/2011 1075 C 9,110Sep-11 SPX 12/17/2011 1075 P 45,837Sep-11 SPX 12/17/2011 1080 P 2,341Sep-11 SPX 12/17/2011 1080 C 85Sep-11 SPX 12/17/2011 1085 P 15Sep-11 SPX 12/17/2011 1085 C 5Sep-11 SPX 12/17/2011 1090 P 10,584Sep-11 SPX 12/17/2011 1090 C 1Sep-11 SPX 12/17/2011 1095 P 1,023Sep-11 SPX 12/17/2011 1095 C 3Sep-11 SPX 12/17/2011 1100 P 199,150Sep-11 SPX 12/17/2011 1100 C 75,857Sep-11 SPX 12/17/2011 1105 P 1Sep-11 SPX 12/17/2011 1110 C 1,254Sep-11 SPX 12/17/2011 1110 P 6,318Sep-11 SPX 12/17/2011 1115 P 6,751Sep-11 SPX 12/17/2011 1115 C 6,731Sep-11 SPX 12/17/2011 1120 P 9,170Sep-11 SPX 12/17/2011 1120 C 8,696Sep-11 SPX 12/17/2011 1125 P 66,611Sep-11 SPX 12/17/2011 1125 C 35,227Sep-11 SPX 12/17/2011 1130 P 11,012Sep-11 SPX 12/17/2011 1130 C 10,944Sep-11 SPX 12/17/2011 1135 P 16,794Sep-11 SPX 12/17/2011 1135 C 16,906Sep-11 SPX 12/17/2011 1140 P 14,691Sep-11 SPX 12/17/2011 1140 C 11,932Sep-11 SPX 12/17/2011 1145 C 14,679Sep-11 SPX 12/17/2011 1145 P 14,777Sep-11 SPX 12/17/2011 1150 C 107,964Sep-11 SPX 12/17/2011 1150 P 163,951Sep-11 SPX 12/17/2011 1155 P 12,367Sep-11 SPX 12/17/2011 1155 C 12,360Sep-11 SPX 12/17/2011 1160 P 17,190Sep-11 SPX 12/17/2011 1160 C 16,931Sep-11 SPX 12/17/2011 1165 P 26,708Sep-11 SPX 12/17/2011 1165 C 26,571Sep-11 SPX 12/17/2011 1170 P 11,621

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 822: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 12/17/2011 1170 C 11,607Sep-11 SPX 12/17/2011 1175 P 75,069Sep-11 SPX 12/17/2011 1175 C 46,882Sep-11 SPX 12/17/2011 1180 C 16,137Sep-11 SPX 12/17/2011 1180 P 18,736Sep-11 SPX 12/17/2011 1185 P 20,375Sep-11 SPX 12/17/2011 1185 C 19,300Sep-11 SPX 12/17/2011 1190 P 14,969Sep-11 SPX 12/17/2011 1190 C 15,069Sep-11 SPX 12/17/2011 1195 P 12,965Sep-11 SPX 12/17/2011 1195 C 12,782Sep-11 SPX 12/17/2011 1200 P 143,232Sep-11 SPX 12/17/2011 1200 C 126,543Sep-11 SPX 12/17/2011 1205 P 10,556Sep-11 SPX 12/17/2011 1205 C 10,544Sep-11 SPX 12/17/2011 1210 P 11,419Sep-11 SPX 12/17/2011 1210 C 11,881Sep-11 SPX 12/17/2011 1215 P 2,668Sep-11 SPX 12/17/2011 1215 C 2,679Sep-11 SPX 12/17/2011 1220 P 17Sep-11 SPX 12/17/2011 1220 C 270Sep-11 SPX 12/17/2011 1225 P 45,538Sep-11 SPX 12/17/2011 1225 C 33,119Sep-11 SPX 12/17/2011 1230 P 10Sep-11 SPX 12/17/2011 1230 C 166Sep-11 SPX 12/17/2011 1235 P 10Sep-11 SPX 12/17/2011 1235 C 5Sep-11 SPX 12/17/2011 1240 C 1,687Sep-11 SPX 12/17/2011 1245 C 1,120Sep-11 SPX 12/17/2011 1245 P 937Sep-11 SPX 12/17/2011 1250 P 67,675Sep-11 SPX 12/17/2011 1250 C 79,546Sep-11 SPX 12/17/2011 1260 P 1Sep-11 SPX 12/17/2011 1260 C 66Sep-11 SPX 12/17/2011 1265 P 1Sep-11 SPX 12/17/2011 1270 C 90Sep-11 SPX 12/17/2011 1275 C 65,349Sep-11 SPX 12/17/2011 1275 P 48,791Sep-11 SPX 12/17/2011 1280 C 137Sep-11 SPX 12/17/2011 1285 P 1,805Sep-11 SPX 12/17/2011 1285 C 5,145Sep-11 SPX 12/17/2011 1290 C 1,818Sep-11 SPX 12/17/2011 1300 P 96,619Sep-11 SPX 12/17/2011 1300 C 132,467Sep-11 SPX 12/17/2011 1305 P 10Sep-11 SPX 12/17/2011 1305 C 200Sep-11 SPX 12/17/2011 1310 P 76Sep-11 SPX 12/17/2011 1310 C 2,523Sep-11 SPX 12/17/2011 1315 C 379

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 823: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 12/17/2011 1315 P 68Sep-11 SPX 12/17/2011 1320 C 4,199Sep-11 SPX 12/17/2011 1325 P 24,293Sep-11 SPX 12/17/2011 1325 C 58,895Sep-11 SPX 12/17/2011 1330 C 14Sep-11 SPX 12/17/2011 1335 P 4,524Sep-11 SPX 12/17/2011 1335 C 3,933Sep-11 SPX 12/17/2011 1340 P 4Sep-11 SPX 12/17/2011 1340 C 121Sep-11 SPX 12/17/2011 1350 P 25,809Sep-11 SPX 12/17/2011 1350 C 95,988Sep-11 SPX 12/17/2011 1360 C 1,111Sep-11 SPX 12/17/2011 1370 C 25Sep-11 SPX 12/17/2011 1375 P 2,959Sep-11 SPX 12/17/2011 1375 C 69,192Sep-11 SPX 12/17/2011 1380 C 2Sep-11 SPX 12/17/2011 1385 C 1Sep-11 SPX 12/17/2011 1395 C 2,050Sep-11 SPX 12/17/2011 1400 P 28,848Sep-11 SPX 12/17/2011 1400 C 271,301Sep-11 SPX 12/17/2011 1415 C 1,430Sep-11 SPX 12/17/2011 1415 P 2Sep-11 SPX 12/17/2011 1420 P 700Sep-11 SPX 12/17/2011 1420 C 230Sep-11 SPX 12/17/2011 1425 P 208Sep-11 SPX 12/17/2011 1425 C 38,867Sep-11 SPX 12/17/2011 1450 P 3,814Sep-11 SPX 12/17/2011 1450 C 103,513Sep-11 SPX 12/17/2011 1475 P 501Sep-11 SPX 12/17/2011 1475 C 32,800Sep-11 SPX 12/17/2011 1500 P 66,779Sep-11 SPX 12/17/2011 1500 C 210,795Sep-11 SPX 12/17/2011 1525 C 5,340Sep-11 SPX 12/17/2011 1525 P 1Sep-11 SPX 12/17/2011 1550 P 15Sep-11 SPX 12/17/2011 1550 C 47,934Sep-11 SPX 12/17/2011 1600 P 542Sep-11 SPX 12/17/2011 1600 C 60,486Sep-11 SPX 12/17/2011 1700 P 3,139Sep-11 SPX 12/17/2011 1700 C 16,556Sep-11 SPX 12/17/2011 1800 P 1,348Sep-11 SPX 12/17/2011 1800 C 2,511Sep-11 SPX 12/17/2011 1900 P 1,222Sep-11 SPX 12/17/2011 1900 C 1,436Sep-11 SPX 12/17/2011 2000 P 1,103Sep-11 SPX 12/17/2011 2000 C 5,777Sep-11 SPX 12/17/2011 2250 P 57Sep-11 SPX 12/17/2011 2250 C 95Sep-11 SPX 12/17/2011 2500 C 326

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 824: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 12/17/2011 2500 P 214Sep-11 SPX 12/17/2011 3000 P 81Sep-11 SPX 12/17/2011 3000 C 706Sep-11 SPX 1/21/2012 500 P 5Sep-11 SPX 1/21/2012 600 P 2Sep-11 SPX 1/21/2012 625 P 300Sep-11 SPX 1/21/2012 650 P 5Sep-11 SPX 1/21/2012 675 P 1,400Sep-11 SPX 1/21/2012 700 P 6,010Sep-11 SPX 1/21/2012 750 P 1,275Sep-11 SPX 1/21/2012 775 P 4,501Sep-11 SPX 1/21/2012 800 P 1,651Sep-11 SPX 1/21/2012 825 P 200Sep-11 SPX 1/21/2012 850 P 3,300Sep-11 SPX 1/21/2012 875 P 3,015Sep-11 SPX 1/21/2012 900 P 3,609Sep-11 SPX 1/21/2012 925 P 315Sep-11 SPX 1/21/2012 950 P 1,907Sep-11 SPX 1/21/2012 975 P 4,144Sep-11 SPX 1/21/2012 1000 P 18,884Sep-11 SPX 1/21/2012 1025 P 6Sep-11 SPX 1/21/2012 1025 C 5Sep-11 SPX 1/21/2012 1050 P 13,079Sep-11 SPX 1/21/2012 1075 P 9,131Sep-11 SPX 1/21/2012 1100 C 320Sep-11 SPX 1/21/2012 1100 P 6,010Sep-11 SPX 1/21/2012 1125 P 10,286Sep-11 SPX 1/21/2012 1125 C 2,329Sep-11 SPX 1/21/2012 1150 P 14,227Sep-11 SPX 1/21/2012 1150 C 2,715Sep-11 SPX 1/21/2012 1175 P 2,149Sep-11 SPX 1/21/2012 1175 C 13,101Sep-11 SPX 1/21/2012 1200 P 1,936Sep-11 SPX 1/21/2012 1200 C 8,921Sep-11 SPX 1/21/2012 1225 P 2,870Sep-11 SPX 1/21/2012 1225 C 11,329Sep-11 SPX 1/21/2012 1250 P 379Sep-11 SPX 1/21/2012 1250 C 10,852Sep-11 SPX 1/21/2012 1275 C 1,815Sep-11 SPX 1/21/2012 1300 P 3Sep-11 SPX 1/21/2012 1300 C 7,740Sep-11 SPX 1/21/2012 1325 C 2,752Sep-11 SPX 1/21/2012 1350 P 3Sep-11 SPX 1/21/2012 1350 C 1,507Sep-11 SPX 1/21/2012 1375 C 2,015Sep-11 SPX 1/21/2012 1400 C 650Sep-11 SPX 1/21/2012 1425 C 8,758Sep-11 SPX 1/21/2012 1450 C 5Sep-11 SPX 3/17/2012 200 C 100

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 825: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 3/17/2012 200 P 126Sep-11 SPX 3/17/2012 300 P 220Sep-11 SPX 3/17/2012 400 P 2,570Sep-11 SPX 3/17/2012 500 P 6,186Sep-11 SPX 3/17/2012 500 C 1,900Sep-11 SPX 3/17/2012 600 P 33,856Sep-11 SPX 3/17/2012 650 P 13,135Sep-11 SPX 3/17/2012 700 P 30,438Sep-11 SPX 3/17/2012 750 P 8,140Sep-11 SPX 3/17/2012 800 P 39,099Sep-11 SPX 3/17/2012 800 C 50Sep-11 SPX 3/17/2012 850 P 52,020Sep-11 SPX 3/17/2012 875 P 6,570Sep-11 SPX 3/17/2012 900 P 27,147Sep-11 SPX 3/17/2012 900 C 2,519Sep-11 SPX 3/17/2012 925 P 10,991Sep-11 SPX 3/17/2012 950 P 32,555Sep-11 SPX 3/17/2012 975 P 4,288Sep-11 SPX 3/17/2012 1000 C 542Sep-11 SPX 3/17/2012 1000 P 42,799Sep-11 SPX 3/17/2012 1020 P 20Sep-11 SPX 3/17/2012 1025 P 9,358Sep-11 SPX 3/17/2012 1030 P 1,052Sep-11 SPX 3/17/2012 1040 P 2Sep-11 SPX 3/17/2012 1050 C 168Sep-11 SPX 3/17/2012 1050 P 47,903Sep-11 SPX 3/17/2012 1075 P 15,068Sep-11 SPX 3/17/2012 1075 C 4Sep-11 SPX 3/17/2012 1100 P 55,644Sep-11 SPX 3/17/2012 1100 C 2,178Sep-11 SPX 3/17/2012 1125 P 20,401Sep-11 SPX 3/17/2012 1125 C 3,259Sep-11 SPX 3/17/2012 1150 P 37,765Sep-11 SPX 3/17/2012 1150 C 18,340Sep-11 SPX 3/17/2012 1175 C 16,065Sep-11 SPX 3/17/2012 1175 P 20,820Sep-11 SPX 3/17/2012 1200 P 46,777Sep-11 SPX 3/17/2012 1200 C 28,958Sep-11 SPX 3/17/2012 1225 C 6,086Sep-11 SPX 3/17/2012 1225 P 23,172Sep-11 SPX 3/17/2012 1250 P 24,195Sep-11 SPX 3/17/2012 1250 C 19,069Sep-11 SPX 3/17/2012 1275 P 12,932Sep-11 SPX 3/17/2012 1275 C 16,233Sep-11 SPX 3/17/2012 1300 P 57,224Sep-11 SPX 3/17/2012 1300 C 55,499Sep-11 SPX 3/17/2012 1325 P 10,881Sep-11 SPX 3/17/2012 1325 C 29,554Sep-11 SPX 3/17/2012 1350 P 2,927

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 826: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 3/17/2012 1350 C 30,040Sep-11 SPX 3/17/2012 1360 C 302Sep-11 SPX 3/17/2012 1375 P 505Sep-11 SPX 3/17/2012 1375 C 12,560Sep-11 SPX 3/17/2012 1400 C 35,527Sep-11 SPX 3/17/2012 1400 P 2,711Sep-11 SPX 3/17/2012 1425 P 2Sep-11 SPX 3/17/2012 1425 C 17,999Sep-11 SPX 3/17/2012 1450 P 2Sep-11 SPX 3/17/2012 1450 C 12,780Sep-11 SPX 3/17/2012 1475 C 5,089Sep-11 SPX 3/17/2012 1500 P 2,081Sep-11 SPX 3/17/2012 1500 C 31,163Sep-11 SPX 3/17/2012 1550 C 3,618Sep-11 SPX 3/17/2012 1600 P 1,000Sep-11 SPX 3/17/2012 1600 C 20,864Sep-11 SPX 3/17/2012 1650 C 1,321Sep-11 SPX 3/17/2012 1700 C 102Sep-11 SPX 3/17/2012 1700 P 2Sep-11 SPX 6/16/2012 100 C 3Sep-11 SPX 6/16/2012 100 P 519Sep-11 SPX 6/16/2012 200 C 1Sep-11 SPX 6/16/2012 200 P 3,548Sep-11 SPX 6/16/2012 300 P 2,973Sep-11 SPX 6/16/2012 400 P 1,027Sep-11 SPX 6/16/2012 450 P 1,135Sep-11 SPX 6/16/2012 500 C 768Sep-11 SPX 6/16/2012 500 P 7,573Sep-11 SPX 6/16/2012 550 P 1,743Sep-11 SPX 6/16/2012 600 P 38,473Sep-11 SPX 6/16/2012 650 P 8,506Sep-11 SPX 6/16/2012 700 C 381Sep-11 SPX 6/16/2012 700 P 45,531Sep-11 SPX 6/16/2012 725 P 106Sep-11 SPX 6/16/2012 750 P 3,805Sep-11 SPX 6/16/2012 775 P 1,113Sep-11 SPX 6/16/2012 800 P 41,675Sep-11 SPX 6/16/2012 800 C 1,502Sep-11 SPX 6/16/2012 825 P 1,319Sep-11 SPX 6/16/2012 825 C 2Sep-11 SPX 6/16/2012 850 P 3,796Sep-11 SPX 6/16/2012 875 P 755Sep-11 SPX 6/16/2012 900 P 14,519Sep-11 SPX 6/16/2012 925 P 6,286Sep-11 SPX 6/16/2012 950 P 8,196Sep-11 SPX 6/16/2012 950 C 101Sep-11 SPX 6/16/2012 975 P 5,344Sep-11 SPX 6/16/2012 1000 P 37,951Sep-11 SPX 6/16/2012 1000 C 102

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 827: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 6/16/2012 1025 C 3Sep-11 SPX 6/16/2012 1025 P 9,238Sep-11 SPX 6/16/2012 1050 C 2,551Sep-11 SPX 6/16/2012 1050 P 24,301Sep-11 SPX 6/16/2012 1075 C 2,550Sep-11 SPX 6/16/2012 1075 P 6,816Sep-11 SPX 6/16/2012 1100 P 48,267Sep-11 SPX 6/16/2012 1100 C 7,353Sep-11 SPX 6/16/2012 1125 P 4,839Sep-11 SPX 6/16/2012 1125 C 2,493Sep-11 SPX 6/16/2012 1150 P 29,502Sep-11 SPX 6/16/2012 1150 C 14,927Sep-11 SPX 6/16/2012 1175 P 9,452Sep-11 SPX 6/16/2012 1175 C 4,692Sep-11 SPX 6/16/2012 1200 P 32,124Sep-11 SPX 6/16/2012 1200 C 19,410Sep-11 SPX 6/16/2012 1225 P 9,667Sep-11 SPX 6/16/2012 1225 C 5,354Sep-11 SPX 6/16/2012 1250 C 10,474Sep-11 SPX 6/16/2012 1250 P 29,303Sep-11 SPX 6/16/2012 1275 P 16,541Sep-11 SPX 6/16/2012 1275 C 10,112Sep-11 SPX 6/16/2012 1300 P 16,397Sep-11 SPX 6/16/2012 1300 C 26,824Sep-11 SPX 6/16/2012 1325 P 4,907Sep-11 SPX 6/16/2012 1325 C 7,522Sep-11 SPX 6/16/2012 1350 P 9,544Sep-11 SPX 6/16/2012 1350 C 22,090Sep-11 SPX 6/16/2012 1375 C 8,116Sep-11 SPX 6/16/2012 1400 C 19,263Sep-11 SPX 6/16/2012 1400 P 811Sep-11 SPX 6/16/2012 1425 C 8,016Sep-11 SPX 6/16/2012 1425 P 2Sep-11 SPX 6/16/2012 1450 P 762Sep-11 SPX 6/16/2012 1450 C 8,203Sep-11 SPX 6/16/2012 1475 C 2,849Sep-11 SPX 6/16/2012 1500 P 768Sep-11 SPX 6/16/2012 1500 C 34,710Sep-11 SPX 6/16/2012 1550 P 118Sep-11 SPX 6/16/2012 1550 C 8,314Sep-11 SPX 6/16/2012 1600 C 5,193Sep-11 SPX 6/16/2012 1625 C 9,763Sep-11 SPX 6/16/2012 1650 C 1,760Sep-11 SPX 6/16/2012 1700 C 1,970Sep-11 SPX 6/16/2012 1800 P 3Sep-11 SPX 6/16/2012 1800 C 479Sep-11 SPX 6/16/2012 1900 P 1Sep-11 SPX 6/16/2012 1900 C 483Sep-11 SPX 6/16/2012 2000 P 1

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 828: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 6/16/2012 2000 C 86Sep-11 SPX 6/16/2012 2250 P 16Sep-11 SPX 6/16/2012 2250 C 1Sep-11 SPX 6/16/2012 2500 P 238Sep-11 SPX 6/16/2012 2500 C 36Sep-11 SPX 6/16/2012 3000 P 12Sep-11 SPX 6/16/2012 3000 C 113Sep-11 SPX 9/22/2012 100 P 140Sep-11 SPX 9/22/2012 500 P 50Sep-11 SPX 9/22/2012 700 P 3Sep-11 SPX 9/22/2012 750 P 34Sep-11 SPX 9/22/2012 775 P 250Sep-11 SPX 9/22/2012 800 P 12Sep-11 SPX 9/22/2012 825 P 19Sep-11 SPX 9/22/2012 850 P 1,251Sep-11 SPX 9/22/2012 875 P 13Sep-11 SPX 9/22/2012 900 P 11Sep-11 SPX 9/22/2012 925 P 750Sep-11 SPX 9/22/2012 950 P 10Sep-11 SPX 9/22/2012 975 P 100Sep-11 SPX 9/22/2012 1000 P 502Sep-11 SPX 9/22/2012 1050 P 3Sep-11 SPX 9/22/2012 1100 P 750Sep-11 SPX 9/22/2012 1125 P 334Sep-11 SPX 9/22/2012 1125 C 200Sep-11 SPX 9/22/2012 1150 C 1,333Sep-11 SPX 9/22/2012 1150 P 1,900Sep-11 SPX 9/22/2012 1175 C 1,195Sep-11 SPX 9/22/2012 1175 P 350Sep-11 SPX 9/22/2012 1200 P 2,300Sep-11 SPX 9/22/2012 1200 C 2,562Sep-11 SPX 9/22/2012 1225 C 683Sep-11 SPX 9/22/2012 1250 C 1,137Sep-11 SPX 9/22/2012 1275 C 563Sep-11 SPX 9/22/2012 1300 C 364Sep-11 SPX 9/22/2012 1325 C 100Sep-11 SPX 9/22/2012 1350 C 250Sep-11 SPX 9/22/2012 1425 C 5Sep-11 SPX 9/22/2012 1475 C 5Sep-11 SPX 9/22/2012 1500 C 15Sep-11 SPX 9/22/2012 1550 C 3Sep-11 SPX 9/22/2012 1600 C 261Sep-11 SPX 9/22/2012 1700 C 10Sep-11 SPX 9/22/2012 1800 C 5Sep-11 SPX 12/22/2012 100 C 106Sep-11 SPX 12/22/2012 100 P 10,331Sep-11 SPX 12/22/2012 200 P 15,156Sep-11 SPX 12/22/2012 200 C 25Sep-11 SPX 12/22/2012 250 P 9,107

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 829: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 12/22/2012 300 P 3,133Sep-11 SPX 12/22/2012 300 C 23Sep-11 SPX 12/22/2012 350 P 5,743Sep-11 SPX 12/22/2012 350 C 2Sep-11 SPX 12/22/2012 400 P 23,016Sep-11 SPX 12/22/2012 400 C 1Sep-11 SPX 12/22/2012 450 P 2,991Sep-11 SPX 12/22/2012 450 C 10Sep-11 SPX 12/22/2012 500 P 26,512Sep-11 SPX 12/22/2012 500 C 4,370Sep-11 SPX 12/22/2012 550 P 13,979Sep-11 SPX 12/22/2012 550 C 5Sep-11 SPX 12/22/2012 600 P 83,518Sep-11 SPX 12/22/2012 600 C 613Sep-11 SPX 12/22/2012 650 P 7,709Sep-11 SPX 12/22/2012 650 C 5Sep-11 SPX 12/22/2012 675 P 3,554Sep-11 SPX 12/22/2012 700 P 36,938Sep-11 SPX 12/22/2012 700 C 4,556Sep-11 SPX 12/22/2012 750 P 14,486Sep-11 SPX 12/22/2012 800 C 2,619Sep-11 SPX 12/22/2012 800 P 38,546Sep-11 SPX 12/22/2012 825 P 673Sep-11 SPX 12/22/2012 825 C 600Sep-11 SPX 12/22/2012 850 P 74,359Sep-11 SPX 12/22/2012 850 C 100Sep-11 SPX 12/22/2012 875 P 1,135Sep-11 SPX 12/22/2012 900 P 61,550Sep-11 SPX 12/22/2012 900 C 3,726Sep-11 SPX 12/22/2012 925 P 4,464Sep-11 SPX 12/22/2012 925 C 7Sep-11 SPX 12/22/2012 950 C 5,243Sep-11 SPX 12/22/2012 950 P 32,883Sep-11 SPX 12/22/2012 975 P 2,237Sep-11 SPX 12/22/2012 975 C 7Sep-11 SPX 12/22/2012 1000 P 65,968Sep-11 SPX 12/22/2012 1000 C 16,013Sep-11 SPX 12/22/2012 1025 P 3,890Sep-11 SPX 12/22/2012 1025 C 3,401Sep-11 SPX 12/22/2012 1050 P 40,749Sep-11 SPX 12/22/2012 1050 C 14,907Sep-11 SPX 12/22/2012 1075 P 7,013Sep-11 SPX 12/22/2012 1075 C 4,337Sep-11 SPX 12/22/2012 1100 P 56,857Sep-11 SPX 12/22/2012 1100 C 46,627Sep-11 SPX 12/22/2012 1125 P 13,206Sep-11 SPX 12/22/2012 1125 C 8,131Sep-11 SPX 12/22/2012 1150 C 60,074Sep-11 SPX 12/22/2012 1150 P 55,241

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 830: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 12/22/2012 1175 P 12,457Sep-11 SPX 12/22/2012 1175 C 13,380Sep-11 SPX 12/22/2012 1200 P 101,644Sep-11 SPX 12/22/2012 1200 C 38,674Sep-11 SPX 12/22/2012 1220 P 1,299Sep-11 SPX 12/22/2012 1220 C 1,172Sep-11 SPX 12/22/2012 1225 P 9,936Sep-11 SPX 12/22/2012 1225 C 8,925Sep-11 SPX 12/22/2012 1250 P 48,506Sep-11 SPX 12/22/2012 1250 C 39,642Sep-11 SPX 12/22/2012 1275 P 20,058Sep-11 SPX 12/22/2012 1275 C 12,897Sep-11 SPX 12/22/2012 1300 C 63,995Sep-11 SPX 12/22/2012 1300 P 38,252Sep-11 SPX 12/22/2012 1325 P 11,871Sep-11 SPX 12/22/2012 1325 C 26,056Sep-11 SPX 12/22/2012 1350 P 9,715Sep-11 SPX 12/22/2012 1350 C 23,317Sep-11 SPX 12/22/2012 1375 P 2Sep-11 SPX 12/22/2012 1375 C 1,407Sep-11 SPX 12/22/2012 1400 P 10,909Sep-11 SPX 12/22/2012 1400 C 40,995Sep-11 SPX 12/22/2012 1425 C 238Sep-11 SPX 12/22/2012 1450 P 703Sep-11 SPX 12/22/2012 1450 C 25,037Sep-11 SPX 12/22/2012 1500 C 41,698Sep-11 SPX 12/22/2012 1500 P 4,541Sep-11 SPX 12/22/2012 1550 P 10Sep-11 SPX 12/22/2012 1550 C 14,482Sep-11 SPX 12/22/2012 1600 P 26Sep-11 SPX 12/22/2012 1600 C 149,698Sep-11 SPX 12/22/2012 1650 C 5,773Sep-11 SPX 12/22/2012 1700 P 203Sep-11 SPX 12/22/2012 1700 C 18,139Sep-11 SPX 12/22/2012 1750 C 4,733Sep-11 SPX 12/22/2012 1800 P 65Sep-11 SPX 12/22/2012 1800 C 45,685Sep-11 SPX 12/22/2012 1900 C 13,910Sep-11 SPX 12/22/2012 1900 P 160Sep-11 SPX 12/22/2012 2000 P 342Sep-11 SPX 12/22/2012 2000 C 56,457Sep-11 SPX 12/22/2012 2250 P 166Sep-11 SPX 12/22/2012 2250 C 224Sep-11 SPX 12/22/2012 2500 P 739Sep-11 SPX 12/22/2012 2500 C 869Sep-11 SPX 12/22/2012 3000 P 4Sep-11 SPX 12/22/2012 3000 C 9Sep-11 SPX 6/22/2013 100 P 45Sep-11 SPX 6/22/2013 200 P 15

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 831: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 6/22/2013 300 P 10Sep-11 SPX 6/22/2013 400 P 71Sep-11 SPX 6/22/2013 500 P 25Sep-11 SPX 6/22/2013 550 P 21Sep-11 SPX 6/22/2013 600 P 4Sep-11 SPX 6/22/2013 650 P 2Sep-11 SPX 6/22/2013 700 C 2Sep-11 SPX 6/22/2013 700 P 5Sep-11 SPX 6/22/2013 750 P 20Sep-11 SPX 6/22/2013 750 C 800Sep-11 SPX 6/22/2013 800 P 1,204Sep-11 SPX 6/22/2013 800 C 2Sep-11 SPX 6/22/2013 850 P 21Sep-11 SPX 6/22/2013 900 P 11,164Sep-11 SPX 6/22/2013 900 C 500Sep-11 SPX 6/22/2013 950 P 1,522Sep-11 SPX 6/22/2013 950 C 500Sep-11 SPX 6/22/2013 1000 P 2Sep-11 SPX 6/22/2013 1050 C 1Sep-11 SPX 6/22/2013 1050 P 1,051Sep-11 SPX 6/22/2013 1100 P 8,631Sep-11 SPX 6/22/2013 1100 C 30Sep-11 SPX 6/22/2013 1125 P 100Sep-11 SPX 6/22/2013 1125 C 103Sep-11 SPX 6/22/2013 1150 P 3,751Sep-11 SPX 6/22/2013 1150 C 1,609Sep-11 SPX 6/22/2013 1175 P 1,051Sep-11 SPX 6/22/2013 1175 C 355Sep-11 SPX 6/22/2013 1200 P 1,674Sep-11 SPX 6/22/2013 1200 C 1,401Sep-11 SPX 6/22/2013 1250 P 3,101Sep-11 SPX 6/22/2013 1250 C 639Sep-11 SPX 6/22/2013 1275 P 7,238Sep-11 SPX 6/22/2013 1275 C 270Sep-11 SPX 6/22/2013 1300 P 1,043Sep-11 SPX 6/22/2013 1300 C 1,680Sep-11 SPX 6/22/2013 1325 C 54Sep-11 SPX 6/22/2013 1350 P 102Sep-11 SPX 6/22/2013 1350 C 4,591Sep-11 SPX 6/22/2013 1400 P 6Sep-11 SPX 6/22/2013 1400 C 900Sep-11 SPX 6/22/2013 1450 C 500Sep-11 SPX 6/22/2013 1500 C 2,118Sep-11 SPX 6/22/2013 1550 C 332Sep-11 SPX 6/22/2013 1600 C 2Sep-11 SPX 6/22/2013 1700 C 1,100Sep-11 SPX 6/22/2013 1900 C 50Sep-11 SPX 6/22/2013 2000 P 10Sep-11 SPX 6/22/2013 2000 C 15

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 832: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 12/21/2013 100 P 3,999Sep-11 SPX 12/21/2013 100 C 1,728Sep-11 SPX 12/21/2013 200 P 551Sep-11 SPX 12/21/2013 200 C 1,183Sep-11 SPX 12/21/2013 250 P 1,396Sep-11 SPX 12/21/2013 250 C 1Sep-11 SPX 12/21/2013 300 P 4,273Sep-11 SPX 12/21/2013 350 P 119Sep-11 SPX 12/21/2013 400 C 10Sep-11 SPX 12/21/2013 400 P 1,177Sep-11 SPX 12/21/2013 450 P 233Sep-11 SPX 12/21/2013 500 P 8,385Sep-11 SPX 12/21/2013 500 C 7Sep-11 SPX 12/21/2013 550 P 28Sep-11 SPX 12/21/2013 600 P 2,670Sep-11 SPX 12/21/2013 650 P 4,747Sep-11 SPX 12/21/2013 650 C 1Sep-11 SPX 12/21/2013 700 P 20,958Sep-11 SPX 12/21/2013 700 C 10Sep-11 SPX 12/21/2013 750 C 801Sep-11 SPX 12/21/2013 750 P 600Sep-11 SPX 12/21/2013 800 P 11,760Sep-11 SPX 12/21/2013 800 C 288Sep-11 SPX 12/21/2013 850 P 7,384Sep-11 SPX 12/21/2013 850 C 1Sep-11 SPX 12/21/2013 900 P 7,188Sep-11 SPX 12/21/2013 900 C 40Sep-11 SPX 12/21/2013 925 P 20Sep-11 SPX 12/21/2013 950 P 1,314Sep-11 SPX 12/21/2013 975 P 7Sep-11 SPX 12/21/2013 1000 C 766Sep-11 SPX 12/21/2013 1000 P 13,675Sep-11 SPX 12/21/2013 1025 P 14Sep-11 SPX 12/21/2013 1025 C 3Sep-11 SPX 12/21/2013 1050 P 5,137Sep-11 SPX 12/21/2013 1050 C 1,254Sep-11 SPX 12/21/2013 1075 P 160Sep-11 SPX 12/21/2013 1075 C 3Sep-11 SPX 12/21/2013 1100 P 12,774Sep-11 SPX 12/21/2013 1100 C 4,006Sep-11 SPX 12/21/2013 1125 P 3,791Sep-11 SPX 12/21/2013 1125 C 1,263Sep-11 SPX 12/21/2013 1150 C 5,926Sep-11 SPX 12/21/2013 1150 P 6,757Sep-11 SPX 12/21/2013 1175 P 1,873Sep-11 SPX 12/21/2013 1175 C 2,516Sep-11 SPX 12/21/2013 1200 P 10,738Sep-11 SPX 12/21/2013 1200 C 9,605Sep-11 SPX 12/21/2013 1225 P 1,125

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 833: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE EXER PRICE CALL PUT OI

Month End OI by Strike and Expiration Date for EOW and Standard SPX Options

Sep-11 SPX 12/21/2013 1225 C 2,151Sep-11 SPX 12/21/2013 1250 P 9,131Sep-11 SPX 12/21/2013 1250 C 7,382Sep-11 SPX 12/21/2013 1275 P 2,833Sep-11 SPX 12/21/2013 1275 C 2,138Sep-11 SPX 12/21/2013 1300 P 11,804Sep-11 SPX 12/21/2013 1300 C 19,950Sep-11 SPX 12/21/2013 1325 C 4,579Sep-11 SPX 12/21/2013 1325 P 5,654Sep-11 SPX 12/21/2013 1350 P 3,194Sep-11 SPX 12/21/2013 1350 C 5,428Sep-11 SPX 12/21/2013 1375 P 511Sep-11 SPX 12/21/2013 1375 C 975Sep-11 SPX 12/21/2013 1400 P 1Sep-11 SPX 12/21/2013 1400 C 9,039Sep-11 SPX 12/21/2013 1425 C 2,800Sep-11 SPX 12/21/2013 1450 P 1Sep-11 SPX 12/21/2013 1450 C 2,231Sep-11 SPX 12/21/2013 1475 C 1,285Sep-11 SPX 12/21/2013 1500 C 6,782Sep-11 SPX 12/21/2013 1500 P 35Sep-11 SPX 12/21/2013 1525 C 200Sep-11 SPX 12/21/2013 1550 C 1,027Sep-11 SPX 12/21/2013 1600 P 1Sep-11 SPX 12/21/2013 1600 C 14,042Sep-11 SPX 12/21/2013 1650 P 1Sep-11 SPX 12/21/2013 1650 C 1,012Sep-11 SPX 12/21/2013 1700 P 3Sep-11 SPX 12/21/2013 1700 C 4,030Sep-11 SPX 12/21/2013 1800 C 6,141Sep-11 SPX 12/21/2013 1900 P 3Sep-11 SPX 12/21/2013 1900 C 2,223Sep-11 SPX 12/21/2013 2000 C 1,513Sep-11 SPX 12/21/2013 2000 P 74Sep-11 SPX 12/21/2013 2250 P 160Sep-11 SPX 12/21/2013 2250 C 16,875Sep-11 SPX 12/21/2013 2500 P 498Sep-11 SPX 12/21/2013 2500 C 136Sep-11 SPX 12/21/2013 3000 P 609Sep-11 SPX 12/21/2013 3000 C 54

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 834: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September
Page 835: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE SumOfOI12/10/2010 SPXW 12/10/2010 56,36112/10/2010 SPX 12/18/2010 7,650,18112/10/2010 SPX 1/22/2011 1,869,29812/10/2010 SPX 2/19/2011 649,43412/10/2010 SPX 3/19/2011 1,383,84912/10/2010 SPX 6/18/2011 1,187,40912/10/2010 SPX 9/17/2011 329,80112/10/2010 SPX 12/17/2011 1,947,13812/10/2010 SPX 6/16/2012 88,52312/10/2010 SPX 12/22/2012 1,080,81112/23/2010 SPXW 12/23/2010 69,62612/23/2010 SPX 1/22/2011 2,751,06412/23/2010 SPX 2/19/2011 912,23912/23/2010 SPX 3/19/2011 1,796,89812/23/2010 SPX 4/16/2011 27,25012/23/2010 SPX 6/18/2011 1,280,39612/23/2010 SPX 9/17/2011 353,32912/23/2010 SPX 12/17/2011 1,999,87212/23/2010 SPX 6/16/2012 95,34712/23/2010 SPX 12/22/2012 1,095,13812/23/2010 SPX 12/21/2013 2,325

1/7/2011 SPXW 1/7/2011 141,0761/7/2011 SPXW 1/14/2011 62,9421/7/2011 SPX 1/22/2011 2,975,7311/7/2011 SPX 2/19/2011 1,353,8611/7/2011 SPX 3/19/2011 2,147,3301/7/2011 SPX 4/16/2011 84,3371/7/2011 SPX 6/18/2011 1,356,9261/7/2011 SPX 9/17/2011 396,7541/7/2011 SPX 12/17/2011 2,093,1971/7/2011 SPX 6/16/2012 101,6301/7/2011 SPX 12/22/2012 1,105,3121/7/2011 SPX 12/21/2013 13,174

1/14/2011 SPXW 1/14/2011 134,8251/14/2011 SPX 1/22/2011 3,010,4421/14/2011 SPX 2/19/2011 1,591,7551/14/2011 SPX 3/19/2011 2,439,1841/14/2011 SPX 4/16/2011 133,8011/14/2011 SPX 6/18/2011 1,390,3061/14/2011 SPX 9/17/2011 459,6401/14/2011 SPX 12/17/2011 2,142,7541/14/2011 SPX 6/16/2012 110,4781/14/2011 SPX 12/22/2012 1,118,7771/14/2011 SPX 12/21/2013 18,3511/28/2011 SPXW 1/28/2011 179,6601/28/2011 SPXW 2/4/2011 66,9591/28/2011 SPX 2/19/2011 2,696,294

SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 836: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE SumOfOI

SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates

1/28/2011 SPX 3/19/2011 3,104,2151/28/2011 SPX 4/16/2011 411,4371/28/2011 SPX 5/21/2011 72,1721/28/2011 SPX 6/18/2011 1,472,0541/28/2011 SPX 9/17/2011 509,1281/28/2011 SPX 12/17/2011 2,267,6671/28/2011 SPX 6/16/2012 126,6171/28/2011 SPX 12/22/2012 1,170,6671/28/2011 SPX 12/21/2013 30,3052/4/2011 SPXW 2/4/2011 222,9042/4/2011 SPXW 2/11/2011 53,4032/4/2011 SPX 2/19/2011 2,760,0172/4/2011 SPX 3/19/2011 3,397,2462/4/2011 SPX 4/16/2011 557,8252/4/2011 SPX 5/21/2011 111,7182/4/2011 SPX 6/18/2011 1,525,3782/4/2011 SPX 9/17/2011 531,3342/4/2011 SPX 12/17/2011 2,300,4342/4/2011 SPX 6/16/2012 147,6922/4/2011 SPX 12/22/2012 1,186,7612/4/2011 SPX 12/21/2013 37,646

2/11/2011 SPXW 2/11/2011 134,4132/11/2011 SPX 2/19/2011 2,826,6632/11/2011 SPX 3/19/2011 3,727,2422/11/2011 SPX 4/16/2011 650,3212/11/2011 SPX 5/21/2011 154,1782/11/2011 SPX 6/18/2011 1,635,7402/11/2011 SPX 9/17/2011 563,7142/11/2011 SPX 12/17/2011 2,363,4532/11/2011 SPX 6/16/2012 168,9222/11/2011 SPX 12/22/2012 1,216,1172/11/2011 SPX 12/21/2013 57,8582/25/2011 SPXW 2/25/2011 194,9292/25/2011 SPXW 3/4/2011 86,3452/25/2011 SPX 3/19/2011 4,835,7332/25/2011 SPX 4/16/2011 1,017,1402/25/2011 SPX 5/21/2011 263,0522/25/2011 SPX 6/18/2011 1,728,9882/25/2011 SPX 9/17/2011 675,3472/25/2011 SPX 12/17/2011 2,482,4472/25/2011 SPX 6/16/2012 188,9352/25/2011 SPX 12/22/2012 1,252,9682/25/2011 SPX 12/21/2013 65,7753/4/2011 SPXW 3/4/2011 231,3613/4/2011 SPXW 3/11/2011 75,2963/4/2011 SPX 3/19/2011 4,974,5923/4/2011 SPX 4/16/2011 1,235,444

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 837: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE SumOfOI

SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates

3/4/2011 SPX 5/21/2011 378,0973/4/2011 SPX 6/18/2011 1,847,9023/4/2011 SPX 9/17/2011 846,8553/4/2011 SPX 12/17/2011 2,540,5893/4/2011 SPX 6/16/2012 203,3483/4/2011 SPX 12/22/2012 1,275,4813/4/2011 SPX 12/21/2013 68,494

3/11/2011 SPXW 3/11/2011 174,6503/11/2011 SPX 3/19/2011 5,118,1323/11/2011 SPX 4/16/2011 1,521,6183/11/2011 SPX 5/21/2011 453,7243/11/2011 SPX 6/18/2011 1,976,2553/11/2011 SPX 9/17/2011 852,4013/11/2011 SPX 12/17/2011 2,614,4823/11/2011 SPX 6/16/2012 212,4913/11/2011 SPX 12/22/2012 1,282,5253/11/2011 SPX 12/21/2013 70,4423/25/2011 SPXW 3/25/2011 182,9003/25/2011 SPXW 4/1/2011 34,4373/25/2011 SPX 4/16/2011 2,641,3533/25/2011 SPX 5/21/2011 797,2373/25/2011 SPX 6/18/2011 2,755,4673/25/2011 SPX 7/16/2011 47,3693/25/2011 SPX 9/17/2011 906,0003/25/2011 SPX 12/17/2011 2,709,5313/25/2011 SPX 3/17/2012 22,6113/25/2011 SPX 6/16/2012 227,8243/25/2011 SPX 12/22/2012 1,322,9043/25/2011 SPX 12/21/2013 84,1024/1/2011 SPXW 4/1/2011 113,2044/1/2011 SPXW 4/8/2011 71,5274/1/2011 SPX 4/16/2011 2,762,1874/1/2011 SPX 5/21/2011 995,7904/1/2011 SPX 6/18/2011 2,919,7294/1/2011 SPX 7/16/2011 105,5454/1/2011 SPX 9/17/2011 975,6774/1/2011 SPX 12/17/2011 2,742,8704/1/2011 SPX 3/17/2012 43,8654/1/2011 SPX 6/16/2012 228,9174/1/2011 SPX 12/22/2012 1,342,3014/1/2011 SPX 12/21/2013 91,6354/8/2011 SPXW 4/8/2011 133,5134/8/2011 SPX 4/16/2011 2,819,0644/8/2011 SPX 5/21/2011 1,184,0444/8/2011 SPX 6/18/2011 3,194,4284/8/2011 SPX 7/16/2011 170,6674/8/2011 SPX 9/17/2011 1,037,983

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 838: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE SumOfOI

SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates

4/8/2011 SPX 12/17/2011 2,807,6254/8/2011 SPX 3/17/2012 80,9944/8/2011 SPX 6/16/2012 233,7624/8/2011 SPX 12/22/2012 1,377,1574/8/2011 SPX 12/21/2013 108,466

4/21/2011 SPXW 4/21/2011 134,4794/21/2011 SPXW 4/29/2011 54,3054/21/2011 SPX 5/21/2011 2,163,1134/21/2011 SPX 6/18/2011 3,669,3134/21/2011 SPX 7/16/2011 359,3314/21/2011 SPX 8/20/2011 39,8334/21/2011 SPX 9/17/2011 1,129,1284/21/2011 SPX 12/17/2011 2,878,1294/21/2011 SPX 3/17/2012 107,2824/21/2011 SPX 6/16/2012 243,6324/21/2011 SPX 12/22/2012 1,391,6194/21/2011 SPX 12/21/2013 113,1364/29/2011 SPXW 4/29/2011 108,7714/29/2011 SPXW 5/6/2011 77,8944/29/2011 SPX 5/21/2011 2,301,4444/29/2011 SPX 6/18/2011 4,002,1464/29/2011 SPX 7/16/2011 429,5654/29/2011 SPX 8/20/2011 89,7934/29/2011 SPX 9/17/2011 1,194,0074/29/2011 SPX 12/17/2011 2,925,6224/29/2011 SPX 3/17/2012 132,5754/29/2011 SPX 6/16/2012 284,0314/29/2011 SPX 12/22/2012 1,440,0184/29/2011 SPX 12/21/2013 121,2725/6/2011 SPXW 5/6/2011 157,0645/6/2011 SPXW 5/13/2011 77,9495/6/2011 SPX 5/21/2011 2,373,2005/6/2011 SPX 6/18/2011 4,211,1835/6/2011 SPX 7/16/2011 548,6265/6/2011 SPX 8/20/2011 163,8915/6/2011 SPX 9/17/2011 1,239,2175/6/2011 SPX 12/17/2011 2,972,9755/6/2011 SPX 3/17/2012 165,3725/6/2011 SPX 6/16/2012 298,8595/6/2011 SPX 12/22/2012 1,455,8875/6/2011 SPX 12/21/2013 151,950

5/13/2011 SPXW 5/13/2011 130,0355/13/2011 SPX 5/21/2011 2,464,2985/13/2011 SPX 6/18/2011 4,416,7715/13/2011 SPX 7/16/2011 673,9305/13/2011 SPX 8/20/2011 186,6685/13/2011 SPX 9/17/2011 1,346,221

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 839: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE SumOfOI

SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates

5/13/2011 SPX 12/17/2011 3,030,6545/13/2011 SPX 3/17/2012 195,0695/13/2011 SPX 6/16/2012 315,0385/13/2011 SPX 12/22/2012 1,473,1215/13/2011 SPX 12/21/2013 156,0865/27/2011 SPXW 5/27/2011 179,3465/27/2011 SPXW 6/3/2011 95,3855/27/2011 SPX 6/18/2011 5,449,0105/27/2011 SPX 7/16/2011 1,116,5215/27/2011 SPX 8/20/2011 335,6735/27/2011 SPX 9/17/2011 1,431,8125/27/2011 SPX 12/17/2011 3,113,8895/27/2011 SPX 3/17/2012 273,9955/27/2011 SPX 6/16/2012 338,9435/27/2011 SPX 12/22/2012 1,486,0765/27/2011 SPX 12/21/2013 164,0386/3/2011 SPXW 6/3/2011 205,5606/3/2011 SPXW 6/10/2011 85,5116/3/2011 SPX 6/18/2011 5,457,1566/3/2011 SPX 7/16/2011 1,325,9586/3/2011 SPX 8/20/2011 404,1766/3/2011 SPX 9/17/2011 1,509,9866/3/2011 SPX 12/17/2011 3,164,1096/3/2011 SPX 3/17/2012 280,5496/3/2011 SPX 6/16/2012 347,0236/3/2011 SPX 12/22/2012 1,498,6686/3/2011 SPX 12/21/2013 170,046

6/10/2011 SPXW 6/10/2011 169,9306/10/2011 SPX 6/18/2011 5,485,3886/10/2011 SPX 7/16/2011 1,650,1176/10/2011 SPX 8/20/2011 581,5426/10/2011 SPX 9/17/2011 1,811,2596/10/2011 SPX 12/17/2011 3,178,4076/10/2011 SPX 3/17/2012 301,5126/10/2011 SPX 6/16/2012 359,0186/10/2011 SPX 12/22/2012 1,505,7316/10/2011 SPX 12/21/2013 175,2446/24/2011 SPXW 6/24/2011 214,0476/24/2011 SPXW 7/1/2011 59,5956/24/2011 SPX 7/16/2011 2,620,8226/24/2011 SPX 8/20/2011 1,091,5576/24/2011 SPX 9/17/2011 2,482,2126/24/2011 SPX 10/22/2011 33,3726/24/2011 SPX 12/17/2011 3,360,6796/24/2011 SPX 3/17/2012 371,5666/24/2011 SPX 6/16/2012 383,5216/24/2011 SPX 12/22/2012 1,538,627

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 840: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE SumOfOI

SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates

6/24/2011 SPX 6/22/2013 7,1166/24/2011 SPX 12/21/2013 183,0637/1/2011 SPXW 7/1/2011 145,5377/1/2011 SPXW 7/8/2011 83,6357/1/2011 SPX 7/16/2011 2,813,2007/1/2011 SPX 8/20/2011 1,394,5527/1/2011 SPX 9/17/2011 2,832,0007/1/2011 SPX 10/22/2011 102,0287/1/2011 SPX 12/17/2011 3,382,8697/1/2011 SPX 3/17/2012 444,0417/1/2011 SPX 6/16/2012 404,0917/1/2011 SPX 12/22/2012 1,549,6937/1/2011 SPX 6/22/2013 9,4007/1/2011 SPX 12/21/2013 188,3357/8/2011 SPXW 7/8/2011 127,5327/8/2011 SPX 7/16/2011 2,903,1897/8/2011 SPX 8/20/2011 1,619,4017/8/2011 SPX 9/17/2011 3,137,8857/8/2011 SPX 10/22/2011 168,6367/8/2011 SPX 12/17/2011 3,445,7187/8/2011 SPX 3/17/2012 454,2017/8/2011 SPX 6/16/2012 432,4077/8/2011 SPX 12/22/2012 1,561,5567/8/2011 SPX 6/22/2013 18,6527/8/2011 SPX 12/21/2013 192,634

7/22/2011 SPXW 7/22/2011 193,0027/22/2011 SPXW 7/29/2011 86,9747/22/2011 SPX 8/20/2011 2,625,4517/22/2011 SPX 9/17/2011 3,757,9357/22/2011 SPX 10/22/2011 392,7187/22/2011 SPX 11/19/2011 31,1247/22/2011 SPX 12/17/2011 3,522,7197/22/2011 SPX 3/17/2012 536,0787/22/2011 SPX 6/16/2012 452,6657/22/2011 SPX 12/22/2012 1,573,5907/22/2011 SPX 6/22/2013 21,5077/22/2011 SPX 12/21/2013 204,3377/29/2011 SPXW 7/29/2011 163,7307/29/2011 SPXW 8/5/2011 84,7507/29/2011 SPX 8/20/2011 2,862,8227/29/2011 SPX 9/17/2011 3,996,6327/29/2011 SPX 10/22/2011 479,9427/29/2011 SPX 11/19/2011 64,3557/29/2011 SPX 12/17/2011 3,587,3147/29/2011 SPX 3/17/2012 541,5897/29/2011 SPX 6/16/2012 474,4887/29/2011 SPX 12/22/2012 1,588,655

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 841: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE SumOfOI

SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates

7/29/2011 SPX 6/22/2013 23,8297/29/2011 SPX 12/21/2013 208,7148/5/2011 SPXW 8/5/2011 188,5198/5/2011 SPXW 8/12/2011 101,8768/5/2011 SPX 8/20/2011 3,244,5468/5/2011 SPX 9/17/2011 4,690,3098/5/2011 SPX 10/22/2011 688,4088/5/2011 SPX 11/19/2011 175,2708/5/2011 SPX 12/17/2011 3,778,8268/5/2011 SPX 3/17/2012 635,6078/5/2011 SPX 6/16/2012 523,6258/5/2011 SPX 12/22/2012 1,611,6328/5/2011 SPX 6/22/2013 28,1168/5/2011 SPX 12/21/2013 229,354

8/12/2011 SPXW 8/12/2011 273,7428/12/2011 SPX 8/20/2011 3,634,5778/12/2011 SPX 9/17/2011 5,483,8848/12/2011 SPX 10/22/2011 921,6548/12/2011 SPX 11/19/2011 298,3678/12/2011 SPX 12/17/2011 3,875,5588/12/2011 SPX 3/17/2012 728,1418/12/2011 SPX 6/16/2012 593,9658/12/2011 SPX 12/22/2012 1,621,0938/12/2011 SPX 6/22/2013 31,2308/12/2011 SPX 12/21/2013 237,0378/26/2011 SPXW 8/26/2011 264,5978/26/2011 SPXW 9/2/2011 157,5588/26/2011 SPX 9/17/2011 6,964,4568/26/2011 SPX 10/22/2011 1,449,0428/26/2011 SPX 11/19/2011 481,6728/26/2011 SPX 12/17/2011 4,177,3778/26/2011 SPX 3/17/2012 885,7748/26/2011 SPX 6/16/2012 670,5538/26/2011 SPX 12/22/2012 1,668,8998/26/2011 SPX 6/22/2013 46,0208/26/2011 SPX 12/21/2013 259,6739/2/2011 SPXW 9/2/2011 244,6969/2/2011 SPXW 9/9/2011 91,9449/2/2011 SPX 9/17/2011 7,180,9929/2/2011 SPX 10/22/2011 1,774,9769/2/2011 SPX 11/19/2011 575,6589/2/2011 SPX 12/17/2011 4,270,3879/2/2011 SPX 3/17/2012 913,5239/2/2011 SPX 6/16/2012 694,4109/2/2011 SPX 12/22/2012 1,689,2569/2/2011 SPX 6/22/2013 46,3719/2/2011 SPX 12/21/2013 266,085

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 842: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATE CLASS EXPR DATE SumOfOI

SPX EOW and Standard SPX Options Open Interest on EOW Expiration Dates

9/9/2011 SPXW 9/9/2011 226,4049/9/2011 SPX 9/17/2011 7,421,6939/9/2011 SPX 10/22/2011 2,084,5599/9/2011 SPX 11/19/2011 716,8499/9/2011 SPX 12/17/2011 4,431,3459/9/2011 SPX 3/17/2012 943,3649/9/2011 SPX 6/16/2012 707,1769/9/2011 SPX 12/22/2012 1,719,0929/9/2011 SPX 6/22/2013 46,3659/9/2011 SPX 12/21/2013 271,746

9/23/2011 SPXW 9/23/2011 200,4709/23/2011 SPX 10/22/2011 3,137,3689/23/2011 SPX 11/19/2011 1,086,6759/23/2011 SPX 12/17/2011 5,110,5679/23/2011 SPX 1/21/2012 112,5899/23/2011 SPX 3/17/2012 998,5649/23/2011 SPX 6/16/2012 725,6749/23/2011 SPX 9/22/2012 9,5539/23/2011 SPX 12/22/2012 1,745,4659/23/2011 SPX 6/22/2013 56,6099/23/2011 SPX 12/21/2013 298,762

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 843: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September
Page 844: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

MonthStandard and

Quarterly SPX options EOW SPX Options

EOW Volume as Percent of Total

VolumeJune-10 14,993,665July-10 12,550,767August-10 12,828,661September-10 13,719,409October-10 12,982,649November-10 13,146,679December-10 11,368,890 257,016 2.21%January-11 11,945,153 862,571 6.73%February-11 11,174,243 960,641 7.92%March-11 15,031,088 1,082,638 6.72%April-11 11,028,953 867,099 7.29%May-11 11,515,972 1,033,967 8.24%June-11 16,321,481 1,390,731 7.85%July-11 13,954,532 1,159,070 7.67%August-11 26,751,733 2,220,155 7.66%September-11 18,382,182 1,244,848 6.34%

SPX EOW Volume as Ratio of Total SPX Volume

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 845: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September
Page 846: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Week

Standard and Quarterly SPX

OptionsEOW SPX

Options

EOW Open Interest as Percent of Total SPX Option Open Interest

10-Dec-10 16,501,144 56,361 0.34%23-Dec-10 10,772,952 69,626 0.64%

7-Jan-11 11,644,248 204,018 1.72%14-Jan-11 12,436,758 134,825 1.07%28-Jan-11 11,889,074 246,619 2.03%4-Feb-11 12,590,206 276,307 2.15%

11-Feb-11 13,402,298 134,413 0.99%25-Feb-11 12,638,495 281,274 2.18%4-Mar-11 13,564,580 306,657 2.21%

11-Mar-11 14,329,414 174,650 1.20%25-Mar-11 11,917,413 217,337 1.79%

1-Apr-11 12,243,944 184,731 1.49%8-Apr-11 13,058,093 133,513 1.01%

21-Apr-11 12,158,369 188,784 1.53%29-Apr-11 12,992,391 186,665 1.42%6-May-11 13,674,851 235,013 1.69%

13-May-11 14,353,593 130,035 0.90%27-May-11 13,831,765 274,731 1.95%

3-Jun-11 14,288,329 291,071 2.00%10-Jun-11 15,219,383 169,930 1.10%24-Jun-11 12,414,473 273,642 2.16%

1-Jul-11 13,212,485 229,172 1.70%8-Jul-11 14,028,449 127,532 0.90%

22-Jul-11 13,228,484 279,976 2.07%29-Jul-11 13,954,721 248,480 1.75%5-Aug-11 15,759,594 290,395 1.81%

12-Aug-11 17,626,982 273,742 1.53%26-Aug-11 16,862,018 422,155 2.44%2-Sep-11 17,738,461 336,640 1.86%9-Sep-11 18,768,777 226,404 1.19%

23-Sep-11 14,119,410 200,470 1.40%

EOW Open Interest as Ratio of Total SPX Open Intereston EOW Expiration Dates

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 847: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Tab 2: Monthly Analysis of EOW & EOM Trading Patterns In the annual report, CBOE also proposes to identify EOW and EOM trading patterns by undertaking a time series analysis of open interest in EOW and EOM series aggregated by expiration date compared to open interest in near-term standard Expiration Friday AM-settled series in order to determine whether users are shifting positions from standard series to EOW and EOM series. Declining open interest in standard series accompanied by rising open interest in EOW and EOM series would suggest that users are shifting positions.

* * * * * Based on its review of EOWs on the S&P 500, the Exchange did not observe a migration from standard (i.e., 3rd Friday) A.M.-settled SPX options series to S&P 500 EOW option series. The Exchange conducted a time series analysis of EOW open interest as a percentage of near-term standard options on the S&P 500. The Exchange observed a range of change in the percentage of EOWs as a percentage of near-term standard options on the S&P 500 but not a sustained pattern of increasing EOW open interest share in relation to that of the near-term standard S&P 500 options.

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 848: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

DATEEXPR DATE OF EOW OPTIONS SumOfOI

EXPR DATE OF EOW OPTIONS SumOfOI

EXPR DATE OF NEAR-TERM

SPX SumOfOITotal EOW Open

Interest

Total Near_Term SPX Open

Interest

EOW Open Interest as Percent of Near-Term SPX

Standard Options12/3/10 12/10/10 34,455 12/18/10 7,479,415 34,455 7,513,870 0.46%

12/10/10 12/10/10 56,361 12/18/10 7,650,181 56,361 7,706,542 0.73%12/23/10 12/23/10 69,626 1/22/11 2,751,064 69,626 2,820,690 2.47%12/31/10 1/7/11 70,361 1/22/11 2,804,861 70,361 2,875,222 2.45%

1/7/11 1/7/11 141,076 1/14/11 62,942 1/22/11 2,975,731 204,018 3,179,749 6.42%1/14/11 1/14/11 134,825 1/22/11 3,010,442 134,825 3,145,267 4.29%1/28/11 1/28/11 179,660 2/4/11 66,959 2/19/11 2,696,294 246,619 2,942,913 8.38%2/4/11 2/4/11 222,904 2/11/11 53,403 2/19/11 2,760,017 276,307 3,036,324 9.10%

2/11/11 2/11/11 134,413 2/19/11 2,826,663 134,413 2,961,076 4.54%2/25/11 2/25/11 194,929 3/4/11 86,345 3/19/11 4,835,733 281,274 5,117,007 5.50%3/4/11 3/4/11 231,361 3/11/11 75,296 3/19/11 4,974,592 306,657 5,281,249 5.81%

3/11/11 3/11/11 174,650 3/19/11 5,118,132 174,650 5,292,782 3.30%3/25/11 3/25/11 182,900 4/1/11 34,437 4/16/11 2,641,353 217,337 2,858,690 7.60%4/1/11 4/1/11 113,204 4/8/11 71,527 4/16/11 2,762,187 184,731 2,946,918 6.27%4/8/11 4/8/11 133,513 4/16/11 2,819,064 133,513 2,952,577 4.52%

4/21/11 4/21/11 134,479 4/29/11 54,305 5/21/11 2,163,113 188,784 2,351,897 8.03%4/29/11 4/29/11 108,771 5/6/11 77,894 5/21/11 2,301,444 186,665 2,488,109 7.50%5/6/11 5/6/11 157,064 5/13/11 77,949 5/21/11 2,373,200 235,013 2,608,213 9.01%

5/13/11 5/13/11 130,035 5/21/11 2,464,298 130,035 2,594,333 5.01%5/27/11 5/27/11 179,346 6/3/11 95,385 6/18/11 5,449,010 274,731 5,723,741 4.80%6/3/11 6/3/11 205,560 6/10/11 85,511 6/18/11 5,457,156 291,071 5,748,227 5.06%

6/10/11 6/10/11 169,930 6/18/11 5,485,388 169,930 5,655,318 3.00%6/24/11 6/24/11 214,047 7/1/11 59,595 7/16/11 2,620,822 273,642 2,894,464 9.45%7/1/11 7/1/11 145,537 7/8/11 83,635 7/16/11 2,813,200 229,172 3,042,372 7.53%7/8/11 7/8/11 127,532 7/16/11 2,903,189 127,532 3,030,721 4.21%

7/22/11 7/22/11 193,002 7/29/11 86,974 8/20/11 2,625,451 279,976 2,905,427 9.64%7/29/11 7/29/11 163,730 8/5/11 84,750 8/20/11 2,862,822 248,480 3,111,302 7.99%8/5/11 8/5/11 188,519 8/12/11 101,876 8/20/11 3,244,546 290,395 3,534,941 8.21%

8/12/11 8/12/11 273,742 8/20/11 3,634,577 273,742 3,908,319 7.00%8/26/11 8/26/11 264,597 9/2/11 157,558 9/17/11 6,964,456 422,155 7,386,611 5.72%

9/2/2011 9/2/2011 244,696 9/9/2011 91,944 9/17/2011 7,180,992 336,640 7,517,632 4.48%9/9/2011 9/9/2011 226,404 9/17/2011 7,421,693 226,404 7,648,097 2.96%

9/23/2011 9/23/2011 200,470 10/22/2011 3,137,368 200,470 3,337,838 6.01%

Near-Term EOW Near-Term Standard SPX OptionsSecond-Term EOW

Time Series Analysis of EOW Open Interest as Percent of Near-Term Standard SPX Options

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 849: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Tab 3: Provisional Analysis of Index Price Volatility For each EOW and EOM Expiration that has expiring open interest that exceeds 25,000 contracts, the annual report will contain the following analysis related to index price changes and, if needed, underlying share trading volume at the close on expiration dates:

(1) a comparison of index price changes at the close of trading on a given

expiration date with comparable price changes from a control sample. The data will include a calculation of percentage price changes for various time intervals and compare that information to the respective control sample. Raw percentage price change data as well as percentage price change data normalized for prevailing market volatility, as measured by the CBOE Volatility Index ("VIX"), will be provided.

CBOE will calculate 3 sets of percentage price changes:

1. Based on the Broad-Based Index price observed at 2:30 p.m. CT and the

closing Broad-Based Index price, 2. Based on the Broad-Based Index price observed at 2:40 p.m. CT and the

closing Broad-Based Index price, and 3. Based on the Broad-Based Index price observed at 2:55 p.m. CT and the

closing Broad-Based Index price

The percentage price changes will be calculated using the following formula:

Percentage Price Change = [P(close)–P(2:30 p.m., 2:40 p.m. or 2:55 p.m. CT)]/P(2:30 p.m., 2:40 p.m. or 2:55 p.m.

CT) where: P(*) is the Broad-Based Index price

(2) if needed, a calculation of share volume for a sample set of the component

securities representing an upper limit on share trading that could be attributable to expiring in-the-money EOW and EOM expirations. The data, if needed, will include a comparison of the calculated share volume for securities in the sample set to the average daily trading volumes of those securities over a sample period.

The minimum open interest parameters, control sample, time intervals, method for selecting the component securities, and sample periods will be determined by the Exchange and the SEC.

* * * * *

Observations of the S&P 500 were taken at five minute intervals from 2:30 p.m. to 3:00 p.m. (Chicago time) on EOW expiration days and for Fridays from December 2010

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

Page 850: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE

through September 2011 and during the six month period from June 2010 through November 2010 as a control. The percentage changes in the S&P 500 value from each observation to the close at 3:00 p.m. (Chicago time) were then calculated. In addition, the absolute value of the percentage changes of the observations to the close for both the control were calculated over the study periods. Based on the calculation of the mean and standard deviations of the absolute values of the percentage changes from 2:30 p.m. to 2:55 p.m. to the close over the sampling periods, there was no discernable increase in volatility during the period in which EOW SPX options were listed. A second study was performed where the absolute percentage changes of the S&P 500 values to the close was divided by CBOE Volatility Index ("VIX") values to control for potential volatility changes during the two periods. In this study there was also no discernable increase in volatility in the period in which EOW SPX options were listed based on the mean and standard deviations for the respective periods.

Page 851: PM-SETTLED END OF WEEK (EOW)/END OF MONTH (EOM) … · 2019. 6. 19. · PM-SETTLED, END OF WEEK (EOW)/END OF MONTH (EOM) EXPIRATIONS PILOT: ANNUAL CBOE PILOT PROGRAM REPORT On September

Date 2:30 PM 2:35 PM 2:40 PM 2:45 PM 2:50 PM 2:55 PM 3:00 PM 2:30 PM 2:35 PM 2:40 PM 2:45 PM 2:50 PM 2:55 PM 3:00 PM6/4/2010 0.03% 0.02% 0.07% 0.20% 0.09% 0.27% 0.00% 0.08% 0.05% 0.19% 0.57% 0.26% 0.76% 0.00%6/11/2010 0.64% 0.50% 0.33% 0.21% 0.01% 0.01% 0.00% 2.19% 1.70% 1.14% 0.72% 0.02% 0.02% 0.00%6/25/2010 0.03% 0.34% 0.35% 0.04% 0.05% 0.16% 0.00% 0.09% 1.22% 1.23% 0.14% 0.16% 0.55% 0.00%6/30/2010 0.66% 0.54% 0.29% 0.12% 0.13% 0.02% 0.00% 1.98% 1.60% 0.86% 0.35% 0.39% 0.05% 0.00%7/2/2010 0.26% 0.25% 0.61% 0.57% 0.62% 0.47% 0.00% 0.85% 0.82% 2.06% 1.93% 2.12% 1.61% 0.00%7/9/2010 0.26% 0.24% 0.11% 0.02% 0.07% 0.03% 0.00% 1.03% 0.94% 0.44% 0.07% 0.28% 0.12% 0.00%7/23/2010 0.13% 0.02% 0.26% 0.36% 0.25% 0.18% 0.00% 0.55% 0.08% 1.11% 1.51% 1.03% 0.77% 0.00%7/30/2010 0.37% 0.33% 0.20% 0.28% 0.24% 0.20% 0.00% 1.57% 1.39% 0.86% 1.18% 1.04% 0.84% 0.00%8/6/2010 0.23% 0.26% 0.21% 0.11% 0.06% 0.16% 0.00% 1.06% 1.16% 0.94% 0.51% 0.25% 0.72% 0.00%8/13/2010 0.25% 0.31% 0.27% 0.14% 0.06% 0.08% 0.00% 0.96% 1.20% 1.03% 0.55% 0.21% 0.30% 0.00%8/27/2010 0.03% 0.14% 0.14% 0.01% 0.03% 0.00% 0.00% 0.14% 0.58% 0.56% 0.05% 0.14% 0.00% 0.00%9/3/2010 0.19% 0.30% 0.28% 0.07% 0.09% 0.19% 0.00% 0.87% 1.40% 1.31% 0.32% 0.41% 0.88% 0.00%9/10/2010 0.09% 0.10% 0.00% 0.01% 0.00% 0.02% 0.00% 0.40% 0.48% 0.02% 0.02% 0.01% 0.07% 0.00%9/24/2010 0.14% 0.12% 0.02% 0.06% 0.02% 0.06% 0.00% 0.63% 0.57% 0.09% 0.26% 0.10% 0.29% 0.00%9/30/2010 0.33% 0.19% 0.15% 0.20% 0.17% 0.13% 0.00% 1.41% 0.79% 0.62% 0.84% 0.72% 0.57% 0.00%10/1/2010 0.02% 0.06% 0.07% 0.03% 0.01% 0.09% 0.00% 0.10% 0.27% 0.29% 0.15% 0.03% 0.39% 0.00%10/8/2010 0.02% 0.15% 0.16% 0.22% 0.18% 0.20% 0.00% 0.12% 0.72% 0.77% 1.09% 0.88% 0.98% 0.00%10/22/2010 0.12% 0.11% 0.16% 0.14% 0.10% 0.04% 0.00% 0.63% 0.58% 0.83% 0.74% 0.54% 0.24% 0.00%10/29/2010 0.01% 0.05% 0.13% 0.13% 0.06% 0.02% 0.00% 0.04% 0.24% 0.61% 0.60% 0.30% 0.07% 0.00%11/5/2010 0.26% 0.19% 0.32% 0.33% 0.09% 0.01% 0.00% 1.40% 1.05% 1.73% 1.80% 0.47% 0.08% 0.00%11/12/2010 0.06% 0.02% 0.07% 0.17% 0.01% 0.12% 0.00% 0.27% 0.11% 0.33% 0.81% 0.06% 0.57% 0.00%Mean Absolute % Change 0.20% 0.20% 0.20% 0.16% 0.11% 0.12% 0.00% 0.78% 0.81% 0.81% 0.68% 0.45% 0.47% 0.00%St. Dev. Absolute % Change 0.18% 0.14% 0.14% 0.14% 0.13% 0.11% 0.00% 0.63% 0.49% 0.51% 0.54% 0.48% 0.40% 0.00%

Date 2:30 PM 2:35 PM 2:40 PM 2:45 PM 2:50 PM 2:55 PM 3:00 PM 2:30 PM 2:35 PM 2:40 PM 2:45 PM 2:50 PM 2:55 PM 3:00 PM12/3/2010 0.22% 0.24% 0.10% 0.09% 0.08% 0.05% 0.00% 1.23% 1.33% 0.56% 0.53% 0.44% 0.30% 0.00%12/10/2010 0.00% 0.05% 0.03% 0.04% 0.02% 0.06% 0.00% 0.01% 0.26% 0.14% 0.25% 0.13% 0.34% 0.00%12/23/2010 0.00% 0.03% 0.04% 0.02% 0.06% 0.06% 0.00% 0.03% 0.17% 0.24% 0.13% 0.36% 0.35% 0.00%12/31/2010 0.07% 0.07% 0.08% 0.06% 0.16% 0.06% 0.00% 0.40% 0.40% 0.43% 0.33% 0.88% 0.33% 0.00%1/7/2011 0.14% 0.05% 0.02% 0.03% 0.03% 0.01% 0.00% 0.82% 0.29% 0.12% 0.17% 0.17% 0.07% 0.00%1/14/2011 0.12% 0.15% 0.14% 0.13% 0.02% 0.06% 0.00% 0.79% 1.00% 0.88% 0.85% 0.11% 0.42% 0.00%1/28/2011 0.05% 0.00% 0.03% 0.01% 0.03% 0.04% 0.00% 0.25% 0.01% 0.13% 0.05% 0.15% 0.21% 0.00%2/4/2011 0.11% 0.06% 0.11% 0.10% 0.03% 0.04% 0.00% 0.70% 0.35% 0.69% 0.61% 0.16% 0.24% 0.00%2/11/2011 0.06% 0.02% 0.01% 0.03% 0.02% 0.06% 0.00% 0.37% 0.16% 0.09% 0.21% 0.14% 0.36% 0.00%2/25/2011 0.05% 0.11% 0.08% 0.08% 0.01% 0.01% 0.00% 0.28% 0.55% 0.43% 0.42% 0.04% 0.05% 0.00%3/4/2011 0.54% 0.58% 0.47% 0.33% 0.18% 0.00% 0.00% 2.73% 2.91% 2.37% 1.68% 0.91% 0.02% 0.00%3/11/2011 0.31% 0.07% 0.15% 0.22% 0.15% 0.15% 0.00% 1.53% 0.32% 0.76% 1.07% 0.76% 0.74% 0.00%3/25/2011 0.07% 0.06% 0.13% 0.10% 0.03% 0.03% 0.00% 0.38% 0.34% 0.71% 0.56% 0.15% 0.17% 0.00%3/31/2011 0.18% 0.11% 0.16% 0.13% 0.06% 0.09% 0.00% 1.00% 0.63% 0.94% 0.75% 0.32% 0.51% 0.00%4/1/2011 0.09% 0.07% 0.06% 0.00% 0.05% 0.04% 0.00% 0.53% 0.37% 0.36% 0.03% 0.29% 0.21% 0.00%4/8/2011 0.20% 0.12% 0.16% 0.12% 0.02% 0.07% 0.00% 1.12% 0.68% 0.91% 0.64% 0.13% 0.42% 0.00%4/21/2011 0.14% 0.10% 0.07% 0.02% 0.03% 0.02% 0.00% 0.97% 0.71% 0.50% 0.11% 0.21% 0.11% 0.00%4/29/2011 0.13% 0.09% 0.03% 0.03% 0.01% 0.02% 0.00% 0.88% 0.58% 0.22% 0.18% 0.06% 0.10% 0.00%5/6/2011 0.07% 0.03% 0.02% 0.17% 0.19% 0.02% 0.00% 0.39% 0.14% 0.12% 0.92% 1.05% 0.10% 0.00%5/13/2011 0.04% 0.01% 0.04% 0.01% 0.00% 0.02% 0.00% 0.25% 0.05% 0.24% 0.06% 0.03% 0.12% 0.00%5/27/2011 0.03% 0.03% 0.01% 0.00% 0.01% 0.04% 0.00% 0.20% 0.17% 0.08% 0.02% 0.07% 0.25% 0.00%6/3/2011 0.01% 0.13% 0.20% 0.18% 0.10% 0.11% 0.00% 0.03% 0.74% 1.13% 1.01% 0.58% 0.60% 0.00%6/10/2011 0.40% 0.42% 0.29% 0.17% 0.10% 0.02% 0.00% 2.20% 2.30% 1.59% 0.92% 0.52% 0.10% 0.00%6/24/2011 0.01% 0.17% 0.08% 0.07% 0.05% 0.04% 0.00% 0.06% 0.80% 0.38% 0.32% 0.22% 0.17% 0.00%6/30/2011 0.09% 0.04% 0.04% 0.10% 0.06% 0.03% 0.00% 0.53% 0.23% 0.24% 0.63% 0.37% 0.17% 0.00%7/1/2011 0.09% 0.05% 0.01% 0.04% 0.07% 0.00% 0.00% 0.57% 0.29% 0.09% 0.23% 0.42% 0.02% 0.00%7/8/2011 0.30% 0.19% 0.12% 0.09% 0.05% 0.01% 0.00% 1.81% 1.15% 0.74% 0.56% 0.30% 0.03% 0.00%7/22/2011 0.05% 0.12% 0.11% 0.13% 0.03% 0.07% 0.00% 0.31% 0.67% 0.62% 0.73% 0.15% 0.40% 0.00%7/29/2011 0.25% 0.16% 0.26% 0.20% 0.02% 0.09% 0.00% 0.98% 0.64% 1.04% 0.78% 0.07% 0.36% 0.00%8/5/2011 0.76% 0.39% 0.11% 0.22% 0.05% 0.25% 0.00% 2.17% 1.13% 0.31% 0.64% 0.14% 0.76% 0.00%8/12/2011 0.09% 0.29% 0.18% 0.11% 0.14% 0.15% 0.00% 0.24% 0.79% 0.47% 0.30% 0.39% 0.41% 0.00%8/26/2011 0.47% 0.31% 0.22% 0.09% 0.11% 0.06% 0.00% 1.27% 0.83% 0.61% 0.25% 0.30% 0.16% 0.00%9/2/2011 0.06% 0.10% 0.20% 0.26% 0.12% 0.25% 0.00% 0.18% 0.31% 0.60% 0.79% 0.35% 0.75% 0.00%9/9/2011 0.43% 0.20% 0.10% 0.07% 0.22% 0.25% 0.00% 1.07% 0.49% 0.25% 0.18% 0.56% 0.64% 0.00%9/23/2011 0.14% 0.04% 0.15% 0.07% 0.20% 0.17% 0.00% 0.33% 0.09% 0.37% 0.18% 0.47% 0.40% 0.00%Mean Absolute % Change 0.17% 0.13% 0.12% 0.10% 0.07% 0.07% 0.00% 0.76% 0.63% 0.55% 0.49% 0.33% 0.30% 0.00%St. Dev. Absolute % Change 0.17% 0.13% 0.09% 0.08% 0.06% 0.07% 0.00% 0.66% 0.59% 0.46% 0.37% 0.26% 0.21% 0.00%

100 x Absolute Percentage Changes of S&P 500 to Close/VIXAbsolute Value of Percentage Changes from to 3:00 pm SPX Value

Absolute Value of Percentage Changes from to 3:00 pm SPX Value Divided by VIX LevelsAbsolute Value of Percentage Changes from to 3:00 pm SPX Value

FOIA CONFIDENTIAL TREATMENT REQUESTED BY CBOE