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.

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

September 2010

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
September 8, 2010	1,445	230,578	140,198	370,776	234,254	$ 0.0108
September 7, 2010	1,445	166,896	119,576	286,472	179,089	$ 0.0123
September 3, 2010	1,444	277,772	168,351	446,123	281,505	$ 0.0111
September 2, 2010	1,444	226,891	129,572	356,463	219,392	$ 0.0103
September 1, 2010	1,444	269,691	156,184	425,875	257,627	$ 0.0118

August 2010

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
August 31, 2010	1,444	205,116	134,043	339,159	206,800	$ 0.0103
August 30, 2010	1,444	160,854	99,751	260,605	166,251	$ 0.0092
August 27, 2010	1,444	259,652	140,012	399,664	236,133	$ 0.0102
August 26, 2010	1,444	224,127	125,062	349,189	208,378	$ 0.0129
August 25, 2010	1,444	224,127	125,062	349,189	208,378	$ 0.0129
August 24, 2010	1,444	253,422	124,257	377,679	224,067	$ 0.0110
August 23, 2010	1,444	253,422	124,257	377,679	224,067	$ 0.0110
August 20, 2010	1,445	219,179	166,333	385,512	233,980	$ 0.0105
August 19, 2010	1,445	213,831	163,263	377,094	214,815	$ 0.0120
August 18, 2010	1,445	202,913	125,874	328,787	169,124	$ 0.0389
August 17, 2010	1,445	244,935	141,824	386,759	237,459	$ 0.0115
August 16, 2010	1,445	164,485	110,936	275,421	173,902	$ 0.0106
August 13, 2010	1,445	154,451	117,740	272,191	161,641	$ 0.0094
August 12, 2010	1,445	226,034	157,884	383,918	236,522	$ 0.0095
August 11, 2010	1,445	284,389	210,784	495,173	312,062	$ 0.0076
August 10, 2010	1,445	171,659	136,880	308,539	171,873	$ 0.0340
August 9, 2010	1,445	166,535	112,193	278,728	151,467	$ 0.0074
August 6, 2010	1,445	179,455	134,992	314,447	165,990	$ 0.0099
August 5, 2010	1,445	182,456	126,338	308,794	170,606	$ 0.0087
August 4, 2010	1,445	185,629	123,290	308,919	152,731	$ 0.0088
August 3, 2010	1,445	182,893	135,985	318,878	167,936	$ 0.0085
August 2, 2010	1,445	234,433	156,436	390,869	207,436	$ 0.0082

July 2010

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
July 30, 2010	1,455	165,305	128,037	293,342	149,863	$ 0.0100
July 29, 2010	1,455	206,020	146,255	352,275	181,596	$ 0.0094
July 28, 2010	1,455	158,965	115,256	274,221	139,929	$ 0.0087
July 27, 2010	1,455	223,114	145,594	368,708	199,767	$ 0.0090
July 26, 2010	1,455	249,789	153,460	403,249	225,010	$ 0.0081
July 23, 2010	1,455	208,147	141,119	349,266	187,851	$ 0.0088
July 22, 2010	1,455	276,037	165,113	441,150	241,565	$ 0.0309
July 21, 2010	1,455	216,392	154,926	371,318	189,548	$ 0.0089
July 20, 2010	1,455	215,579	133,597	349,176	184,186	$ 0.0098
July 19, 2010	1,455	285,955	153,738	439,693	214,706	$ 0.0087
July 16, 2010	1,455	290,905	204,255	495,160	240,409	$ 0.0098
July 15, 2010	1,455	261,516	177,031	438,547	214,256	$ 0.0074
July 14, 2010	1,455	253,564	164,851	418,415	199,993	$ 0.0064
July 13, 2010	1,455	333,173	211,858	545,031	268,970	$ 0.0075
July 12, 2010	1,455	231,461	132,357	363,818	187,196	$ 0.0063
July 9, 2010	1,455	210,834	125,847	336,681	165,572	$ 0.0253
July 8, 2010	1,455	222,676	171,084	393,760	200,262	$ 0.0078
July 7, 2010	1,455	227,446	172,608	400,054	193,153	$ 0.0087
July 6, 2010	1,455	243,783	168,854	412,637	191,541	$ 0.0310
July 2, 2010	1,455	171,195	127,611	298,806	156,410	$ 0.0087
July 1, 2010	1,454	276,951	217,326	494,277	273,349	$ 1.0200

June 2010

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
June 30, 2010	1,454	218,585	154,804	373,389	190,320	$ 0.0083
June 29, 2010	1,454	290,793	211,180	501,973	275,181	$ 0.0089
June 28, 2010	1,454	169,845	111,999	281,844	150,580	$ 0.0069
June 25, 2010	1,454	220,760	143,077	363,837	188,486	$ 0.0067
June 24, 2010	1,454	209,078	185,140	394,218	203,956	$ 0.0072
June 23, 2010	1,453	209,435	155,281	364,716	180,026	$ 0.0081
June 22, 2010	1,453	202,634	153,464	356,098	173,393	$ 0.0083
June 21, 2010	1,453	312,786	190,724	503,510	261,156	$ 0.0089
June 18, 2010	1,453	249,770	163,107	412,877	190,730	$ 0.0128
June 17, 2010	1,453	185,293	135,923	321,216	161,795	$ 0.0102
June 16, 2010	1,453	217,243	138,115	355,358	187,300	$ 0.0098
June 15, 2010	1,453	239,946	159,357	399,303	200,478	$ 0.0097
June 14, 2010	1,453	196,136	150,996	347,132	192,887	$ 0.0305
June 11, 2010	1,453	175,692	132,258	307,950	157,898	$ 0.0102
June 10, 2010	1,453	235,060	164,203	399,263	216,686	$ 0.0098
June 9, 2010	1,442	258,225	188,638	446,863	220,306	$ 0.0107
June 8, 2010	1,442	243,308	202,952	446,260	241,502	$ 0.0136
June 7, 2010	1,442	240,542	193,483	434,025	223,228	$ 0.0113
June 4, 2010	1,442	228,697	162,011	390,708	211,849	$ 0.0583
June 3, 2010	1,444	201,829	122,009	323,838	154,230	$ 0.0115
June 2, 2010	1,444	177,413	129,126	306,539	149,022	$ 0.0124
June 1, 2010	1,444	205,973	145,004	350,977	170,410	$ 0.0129

May 2010

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
May 28, 2010	1,444	189,544	140,127	329,671	145,709	$ 0.0127
May 27, 2010	1,444	269,486	163,588	433,074	209,279	$ 0.0109
May 26, 2010	1,444	196,902	166,863	363,765	107,530	$ 0.0345
May 25, 2010	1,444	165,208	170,869	336,077	106,438	$ 0.0228
May 24, 2010	1,444	175,198	102,408	277,606	82,577	$ 0.0149
May 21, 2010	1,444	186,513	220,779	407,292	111,404	$ 0.0551
May 20, 2010	1,444	218,525	264,827	483,352	136,621	$ 0.0543
May 19, 2010	1,444	163,929	189,853	353,782	88,440	$ 0.0222
May 18, 2010	1,444	158,601	153,617	312,218	88,841	$ 0.0198
May 17, 2010	1,444	176,976	165,589	342,565	86,062	$ 0.0192
May 14, 2010	1,444	185,603	185,845	371,448	108,167	$ 0.0308
May 13, 2010	1,444	165,034	129,237	294,271	57,341	$ 0.0291
May 12, 2010	1,444	171,848	119,525	291,373	85,893	$ 0.0270
May 11, 2010	1,444	120,738	107,128	227,866	30,065	$ 0.0599
May 10, 2010	1,444	193,823	172,633	366,456	71,984	$ 0.0275
May 7, 2010	1,444	359,664	270,455	530,119	126,369	$ 0.0668
May 6, 2010	1,444	319,359	414,951	734,310	134,955	$ 0.0929
May 5, 2010	1,444	189,711	184,272	373,983	92,712	$ 0.0283
May 4, 2010	1,444	179,508	185,469	364,977	67,676	$ 0.0327
May 3, 2010	1,444	136,876	108,667	245,543	58,171	$ 0.0319

April 2010

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
April 30, 2010	1,447	120,530	113,164	233,694	64,354	$ 0.0319
April 29, 2010	1,447	205,744	158,445	364,189	119,586	$ 0.0389
April 28, 2010	1,447	211,472	171,909	383,381	65,622	$ 0.0242
April 27, 2010	1,447	248,817	188,877	437,694	76,251	$ 0.0466
April 26, 2010	1,447	197,441	132,629	330,070	46,337	$ 0.0353
April 23, 2010	1,447	182,700	149,432	332,132	47,979	$ 0.0413
April 22, 2010	1,444	212,696	178,625	391,321	67,349	$ 0.0255
April 21, 2010	1,444	217,227	189,892	407,119	57,452	$ 0.0442
April 20, 2010	1,444	186,666	151,260	337,926	58,096	$ 0.0272
April 19, 2010	1,444	274,373	214,403	488,776	66,361	$ 0.0287
April 16, 2010	1,444	364,018	275,998	640,016	99,416	$ 0.0295
April 15, 2010	1,444	400,158	193,917	594,075	55,596	$ 0.0319
April 14, 2010	1,444	374,053	189,807	563,860	56,991	$ 0.0315
April 13, 2010	1,444	248,867	123,553	372,420	59,094	$ 0.0244
April 12, 2010	1,444	191,551	112,052	303,603	33,706	$ 0.0296
April 9, 2010	1,443	187,635	132,945	320,580	42,233	$ 0.0261
April 8, 2010	1,443	180,290	121,264	301,554	52,102	$ 0.0223
April 7, 2010	1,443	273,709	137,471	411,180	116,878	$ 0.0116
April 6, 2010	1,443	153,114	101,122	254,236	33,460	$ 0.0263
April 5, 2010	1,443	158,751	91,243	249,994	40,060	$ 0.0245
April 1, 2010	1,443	161,514	106,305	267,819	79,019	$ 0.0228

March 2010

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
March 31, 2010	1,443	132,358	89,266	221,624	36,513	$ 0.0200
March 30, 2010	1,443	117,750	80,572	198,322	28,645	$ 0.0242
March 29, 2010	1,443	125,089	114,322	239,411	27,630	$ 0.0263
March 26, 2010	1,443	124,198	113,756	237,954	29,802	$ 0.0219
March 25, 2010	1,443	192,798	161,818	354,616	40,138	$ 0.0298
March 24, 2010	1,443	139,786	135,155	274,941	43,431	$ 0.0252
March 23, 2010	1,443	162,657	134,266	296,923	40,011	$ 0.0229
March 22, 2010	1,443	185,479	159,721	345,200	46,207	$ 0.0214
March 19, 2010	1,446	187,921	174,606	362,527	63,169	$ 0.0244
March 18, 2010	1,446	143,504	132,514	276,018	42,351	$ 0.0242
March 17, 2010	1,446	175,858	141,973	317,831	55,279	$ 0.0250
March 16, 2010	1,446	143,375	127,846	271,221	36,251	$ 0.0255
March 15, 2010	1,447	150,499	112,546	263,045	40,965	$ 0.0255
March 12, 2010	1,447	175,381	147,169	322,550	44,178	$ 0.0214
March 11, 2010	1,447	189,674	124,096	313,770	27,016	$ 0.0319
March 10, 2010	1,447	225,183	152,610	377,793	36,722	$ 0.0364
March 9, 2010	1,447	202,263	116,110	318,373	37,739	$ 0.0264
March 8, 2010	1,447	129,708	106,147	235,855	31,701	$ 0.0178
March 5, 2010	1,423	132,613	135,219	267,832	73,453	$ 0.0222
March 4, 2010	1,423	106,038	97,161	203,199	26,173	$ 0.0296
March 3, 2010	1,423	112,224	101,580	213,804	22,248	$ 0.0256
March 2, 2010	1,423	138,641	126,409	265,050	68,569	$ 0.0244
March 1, 2010	1,423	135,261	117,927	253,188	42,362	$ 0.0208

February 2010

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
February 26, 2010	1,427	131,119	105,291	236,410	19,888	$ 0.0239
February 25, 2010	1,427	134,418	142,338	276,756	32,304	$ 0.0436
February 24, 2010	1,427	137,042	134,781	271,823	41,712	$ 0.0261
February 23, 2010	1,427	138,803	132,906	271,709	28,358	$ 0.0317
February 22, 2010	1,427	177,888	150,521	328,409	34,274	$ 0.0255
February 19, 2010	1,427	136,331	123,134	259,465	35,821	$ 0.0263
February 18, 2010	1,427	133,416	121,213	254,629	41,573	$ 0.0235
February 17, 2010	1,427	144,097	119,853	263,950	29,942	$ 0.0190
February 16, 2010	1,427	125,599	113,000	238,599	27,846	$ 0.0265
February 12, 2010	1,427	110,134	116,514	226,648	35,556	$ 0.0191
February 11, 2010	1,427	128,469	119,914	248,383	23,817	$ 0.0281
February 10, 2010	1,427	100,965	119,456	220,421	31,874	$ 0.0483
February 9, 2010	1,427	144,499	151,451	295,950	55,074	$ 0.0211
February 8, 2010	1,427	114,383	106,595	220,978	28,350	$ 0.0297
February 5, 2010	1,427	186,238	220,910	407,148	59,433	$ 0.0226
February 4, 2010	1,427	184,738	196,735	381,473	44,810	$ 0.0312
February 3, 2010	1,427	107,711	93,531	201,242	30,345	$ 0.0296
February 2, 2010	1,427	137,029	107,599	244,628	30,268	$ 0.0296
February 1, 2010	1,427	124,693	111,461	236,154	30,605	$ 0.0220

January 2010

Date	Classes	Calls	Puts	Total Volume	Contracts PIPed	Average Improvement*
January 29, 2010	1,427	198,394	189,709	388,103	50,060	$ 0.0183
January 28, 2010	1,427	168,612	156,459	325,071	44,807	$ 0.0279
January 27, 2010	1,427	162,137	167,184	329,321	42,996	$ 0.0347
January 26, 2010	1,427	162,501	132,534	295,035	45,328	$ 0.0169
January 25, 2010	1,429	141,430	128,644	270,074	28,280	$ 0.0341
January 22, 2010	1,429	245,957	285,876	531,833	58,221	$ 0.0216
January 21, 2010	1,429	229,240	226,771	456,011	42,405	$ 0.0290
January 20, 2010	1,429	173,985	177,769	351,754	37,933	$ 0.0289
January 19, 2010	1,429	238,448	207,616	446,064	54,893	$ 0.0242
January 15, 2010	1,429	169,536	178,631	348,167	43,983	$ 0.0265
January 14, 2010	1,429	133,669	125,196	258,865	47,054	$ 0.0260
January 13, 2010	1,429	129,986	124,140	254,126	33,658	$ 0.0325
January 12, 2010	1,429	144,623	124,975	269,598	38,295	$ 0.0280
January 11, 2010	1,429	129,465	109,880	239,345	29,652	$ 0.0262
January 8, 2010	1,429	155,899	127,633	283,532	32,901	$ 0.0269
January 7, 2010	1,429	190,830	122,755	313,585	44,442	$ 0.0338
January 6, 2010	1,429	165,377	134,534	299,911	46,232	$ 0.0190
January 5, 2010	1,429	138,349	122,682	261,031	36,643	$ 0.0316
January 4, 2010	1,429	123,483	114,538	238,021	34,416	$ 0.0278

Investor savings from orders submitted to the PIP have topped a quarter billion dollars

Additional Information