Volume Statistics

* "Average Improvement" is trade-weighted average for all contracts PIPed during the trading session. The figure is calculated by comparing the PIP execution price to the best bid or offer, as appropriate, available on the other six options exchanges at the beginning of the PIP.

2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004

May 2012

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
May 16, 2012	1,567	396,386	380,775	777,161	277,865	$ 0.0063
May 15, 2012	1,567	384,989	336,644	721,633	281,352	$ 0.0066
May 14, 2012	1,567	368,535	318,924	687,459	245,208	$ 0.0062
May 11, 2012	1,567	345,332	321,982	667,314	254,528	$ 0.0060
May 10, 2012	1,567	318,582	242,610	561,192	226,686	$ 0.0055
May 9, 2012	1,567	422,563	376,710	799,273	289,058	$ 0.0068
May 8, 2012	1,567	446,483	417,575	864,058	336,769	$ 0.0060
May 7, 2012	1,567	320,188	255,892	576,080	236,338	$ 0.0069
May 4, 2012	1,567	423,974	336,583	760,557	333,448	$ 0.0061
May 3, 2012	1,567	348,137	284,161	632,298	275,813	$ 0.0067
May 2, 2012	1,562	262,556	222,355	484,911	207,915	$ 0.0066
May 1, 2012	1,562	349,588	261,188	610,776	263,357	$ 0.0063

April 2012

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
April 30, 2012	1,562	278,011	208,767	486,778	229,168	$ 0.0082
April 27, 2012	1,563	326,673	240,840	567,513	229,168	$ 0.0082
April 26, 2012	1,563	365,038	251,489	616,527	275,435	$ 0.0069
April 25, 2012	1,563	356,922	263,730	620,652	250,595	$ 0.0085
April 24, 2012	1,563	324,657	212,653	537,310	232,591	$ 0.0088
April 23, 2012	1,563	415,775	291,124	706,899	286,416	$ 0.0070
April 20, 2012	1,563	404,779	331,398	736,177	331,674	$ 0.0085
April 19, 2012	1,563	406,860	311,647	718,507	273,452	$ 0.0084
April 18, 2012	1,563	302,057	240,719	542,776	214,971	$ 0.0080
April 17, 2012	1,563	323,171	273,438	596,609	243,665	$ 0.0069
April 16, 2012	1,563	315,925	263,103	579,028	234,559	$ 0.0071
April 13, 2012	1,563	364,459	266,941	631,400	293,382	$ 0.0063
April 12, 2012	1,563	375,709	258,638	634,347	308,820	$ 0.0053
April 11, 2012	1,563	334,516	259,997	594,513	265,937	$ 0.0073
April 10, 2012	1,563	465,912	421,381	887,293	418,962	$ 0.0047
April 9, 2012	1,563	326,864	271,507	598,371	291,388	$ 0.0043
April 5, 2012	1,563	302,518	214,566	517,084	232,548	$ 0.0047
April 4, 2012	1,563	374,494	296,002	670,496	307,514	$ 0.0040
April 3, 2012	1,563	336,292	245,417	581,709	270,847	$ 0.0040
April 2, 2012	1,562	317,076	225,271	542,347	267,012	$ 0.0045

March 2012

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
March 30, 2012	1,563	312,175	206,704	518,879	259,840	$ 0.0047
March 29, 2012	1,559	322,875	266,575	589,450	280,479	$ 0.0045
March 28, 2012	1,559	330,538	301,696	632,234	293,917	$ 0.0051
March 27, 2012	1,559	298,061	221,202	519,263	222,381	$ 0.0056
March 26, 2012	1,559	371,916	243,201	615,117	298,697	$ 0.0048
March 23, 2012	1,559	307,994	227,042	535,036	247,662	$ 0.0039
March 22, 2012	1,559	333,017	254,195	587,212	290,763	$ 0.0045
March 21, 2012	1,560	356,956	228,937	585,893	293,442	$ 0.0040
March 20, 2012	1,560	370,075	256,458	626,533	308,977	$ 0.0047
March 19, 2012	1,560	507,192	310,827	818,019	438,719	$ 0.0035
March 16, 2012	1,560	470,151	261,785	731,936	377,503	$ 0.0056
March 15, 2012	1,560	427,060	285,902	712,962	322,103	$ 0.0068
March 14, 2012	1,560	468,415	305,535	773,950	364,189	$ 0.0059
March 13, 2012	1,560	426,321	313,892	740,213	381,540	$ 0.0040
March 12, 2012	1,560	277,605	227,175	504,780	232,068	$ 0.0040
March 9, 2012	1,555	359,857	281,512	641,369	315,268	$ 0.0039
March 8, 2012	1,555	338,754	272,628	611,382	308,672	$ 0.0041
March 7, 2012	1,555	317,138	259,680	576,818	301,759	$ 0.0054
March 6, 2012	1,555	448,622	384,414	833,036	393,505	$ 0.0042
March 5, 2012	1,555	363,288	287,087	650,375	312,980	$ 0.0049
March 2, 2012	1,555	337,050	251,598	588,648	302,778	$ 0.0048
March 1, 2012	1,555	327,887	279,621	607,508	283,658	$ 0.0042

February 2012

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
February 29, 2012	1,555	421,837	313,324	735,161	375,555	$ 0.0063
February 28, 2012	1,555	388,055	236,946	625,001	336,957	$ 0.0053
February 27, 2012	1,555	347,193	258,856	606,049	322,053	$ 0.0045
February 24, 2012	1,555	359,088	284,164	643,252	322,761	$ 0.0050
February 23, 2012	1,555	346,510	257,239	603,749	300,278	$ 0.0040
February 22, 2012	1,556	324,464	244,626	569,090	281,646	$ 0.0049
February 21, 2012	1,550	432,111	277,601	709,712	382,009	$ 0.0051
February 17, 2012	1,551	418,540	270,253	688,793	358,167	$ 0.0047
February 16, 2012	1,552	406,626	312,970	719,596	359,608	$ 0.0057
February 15, 2012	1,558	405,281	320,622	725,903	381,631	$ 0.0074
February 14, 2012	1,558	356,992	259,175	616,167	311,661	$ 0.0054
February 13, 2012	1,558	308,856	210,015	518,871	257,311	$ 0.0060
February 10, 2012	1,558	384,596	349,322	733,918	356,755	$ 0.0047
February 9, 2012	1,558	421,369	295,749	717,118	395,970	$ 0.0072
February 8, 2012	1,559	390,725	283,676	674,401	383,828	$ 0.0041
February 7, 2012	1,559	348,074	243,325	591,399	321,239	$ 0.0048
February 6, 2012	1,559	341,738	209,619	551,357	490,347	$ 0.0056
February 3, 2012	1,559	480,703	371,170	851,873	490,347	$ 0.0056
February 2, 2012	1,559	328,725	228,470	557,195	287,219	$ 0.0060
February 1, 2012	1,559	407,005	264,941	671,946	373,479	$ 0.0044

January 2012

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
January 31, 2012	1,559	298,250	202,280	500,530	251,444	$ 0.0063
January 30, 2012	1,559	296,858	209,842	506,700	266,570	$ 0.0056
January 27, 2012	1,558	343,010	238,953	581,963	312,270	$ 0.0053
January 26, 2012	1,558	420,293	309,603	729,896	394,119	$ 0.0050
January 25, 2012	1,558	430,513	305,728	736,241	386,597	$ 0.0055
January 24, 2012	1,558	320,370	224,111	544,481	302,533	$ 0.0059
January 23, 2012	1,558	412,674	257,629	670,303	360,210	$ 0.0050
January 20, 2012	1,558	418,319	228,539	646,858	331,097	$ 0.0065
January 19, 2012	1,558	458,731	284,764	743,495	417,204	$ 0.0057
January 18, 2012	1,558	380,852	272,035	652,887	350,144	$ 0.0049
January 17, 2012	1,557	339,954	247,142	587,096	316,098	$ 0.0050
January 13, 2012	1,557	299,662	253,022	552,684	314,745	$ 0.0037
January 12, 2012	1,558	318,667	233,078	551,745	305,912	$ 0.0049
January 11, 2012	1,558	252,907	166,557	419,464	170,667	$ 0.0056
January 10, 2012	1,557	353,441	278,324	631,765	367,633	$ 0.0045
January 9, 2012	1,557	274,006	200,567	474,573	248,211	$ 0.0066
January 6, 2012	1,557	335,900	234,681	570,581	318,827	$ 0.0043
January 5, 2012	1,557	377,553	259,967	637,520	345,006	$ 0.0047
January 4, 2012	1,557	264,962	194,425	459,387	245,613	$ 0.0073
January 3, 2012	1,557	386,769	234,026	620,795	356,433	$ 0.0044