06/04/2012 08:52:06 OFV = 1278.35 Buy to Open at 1276.11 Spread = 2 06/04/2012 09:41:53 OFV = 1276.45 Sell to Close SPX at 1276.69 Spread = 2 06/04/2012 09:47:17 OFV = 1276.25 Buy to Open at 1273.57 Spread = 2 06/04/2012 09:57:26 OFV = 1278.05 Sell to Close SPX at 1277.75 Spread = 2 06/04/2012 10:00:25 OFV = 1278.26 Buy to Open at 1275.98 Spread = 2 06/04/2012 10:31:01 OFV = -919.50 Sell to Close SPX at 1273.04 06/04/2012 11:11:29 OFV = 1273.67 Buy to Open at 1271.6 Spread = 2 06/04/2012 13:00:00 OFV = -918.56 Sell to Close SPX at 1270.61 06/04/2012 13:19:34 OFV = 1271.16 Sell to Open at 1273.25 Spread = 2 06/04/2012 13:59:13 OFV = 1275.94 Buy to Close SPX at 1276.02 Spread = 2 06/04/2012 14:38:05 OFV = 1275.18 Buy to Open at 1273.04 Spread = 2 06/04/2012 14:44:53 OFV = 1275.38960188759 Sell to Close SPX at 1275.05 Spread = 2 06/04/2012 14:53:02 OFV = 1275.34417872002 Sell to Open at 1278.04 Spread = 2 06/04/2012 15:00:34 OFV = 1276.21 Buy to Close SPX at 1277.79
06/08/2012 09:00:08 OFV = 1307.73 Sell to Open at 1310.83 Spread = 2.5 06/08/2012 09:18:31 OFV = 1314.21 Buy to Close SPX at 1312.76 Spread = 2.5 06/08/2012 09:22:17 OFV = 1314.13 Buy to Open at 1311.48 Spread = 2.5 06/08/2012 09:33:20 OFV = 1310.95 Sell to Close SPX at 1312.45 Spread = 2.5 06/08/2012 09:34:34 OFV = 1310.03 Sell to Open at 1312.86 Spread = 2.5 06/08/2012 10:06:17 OFV = 1317.04 Buy to Close SPX at 1317.32 Spread = 2.5 06/08/2012 10:39:32 OFV = 1320.85 Buy to Open at 1317.09 Spread = 2.5 06/08/2012 11:31:54 OFV = 1319.23 Sell to Close SPX at 1319.35 Spread = 2.5 06/08/2012 11:47:58 OFV = 1323.45 Buy to Open at 1319.85 Spread = 2.5 06/08/2012 12:09:21 OFV = 1319.54 Sell to Close SPX at 1322.34 Spread = 2.5 06/08/2012 12:09:57 OFV = 1319.59 Sell to Open at 1322.45 Spread = 2.5 06/08/2012 12:27:09 OFV = 1321.75 Buy to Close SPX at 1321.77 Spread = 2.5 06/08/2012 14:45:13 OFV = 1320.82 Sell to Open at 1323.58 Spread = 2.5 06/08/2012 15:00:03 OFV = 1320.86 Buy to Close SPX at 1324.79
06/11/2012 08:52:13 OFV = 1336.51 Buy to Open at 1329.51 Spread = 3 06/11/2012 08:54:36 OFV = 1330.68 Sell to Close SPX at 1330.42 Spread = 2.5 06/11/2012 09:04:41 OFV = 1332.012 Buy to Open at 1328.47 Spread = 2.5 06/11/2012 09:39:11 OFV = 1326.45 Sell to Close SPX at 1326.33 Spread = 2.5 06/11/2012 09:52:16 OFV = 1325.16 Buy to Open at 1322.23 Spread = 2.5 06/11/2012 10:04:45 OFV = 1321.08 Sell to Close SPX at 1321.26 Spread = 2.5 06/11/2012 11:49:17 OFV = 1321.00 Sell to Open at 1323.53 Spread = 2.5 06/11/2012 13:00:07 OFV = -934.84 Buy to Close SPX at 1321.96 06/11/2012 14:03:15 OFV = 1320.69 Buy to Open at 1318.14 Spread = 2.5 06/11/2012 15:00:06 OFV = 1318.28 Sell to Close SPX at 1307.97
06/12/2012 09:01:30 OFV = 1310.97 Sell to Open at 1313.61 Spread = 2.5 06/12/2012 09:10:27 OFV = 1309.10 Buy to Close SPX at 1309.11 Spread = 2.5 06/12/2012 09:18:54 OFV = 1306.71 Sell to Open at 1310.02 Spread = 2.5 06/12/2012 09:21:17 OFV = 1308.66 Buy to Close SPX at 1308.73 Spread = 2.5 06/12/2012 09:23:41 OFV = 1304.94 Sell to Open at 1307.95 Spread = 2.5 06/12/2012 09:34:59 OFV = 1307.67 Buy to Close SPX at 1307.76 Spread = 2.5 06/12/2012 09:37:22 OFV = 1305.90 Sell to Open at 1308.57 Spread = 2.5 06/12/2012 09:40:22 OFV = 1306.70 Buy to Close SPX at 1306.69 Spread = 2.5 06/12/2012 09:46:59 OFV = 1307.07 Sell to Open at 1310.64 Spread = 2.5 06/12/2012 10:31:12 OFV = -932.72 Buy to Close SPX at 1319.78 06/12/2012 10:38:57 OFV = 1321.82 Buy to Open at 1318.93 Spread = 2.5 06/12/2012 13:00:01 OFV = -934.40 Sell to Close SPX at 1316.47 06/12/2012 13:34:36 OFV = 1315.90 Sell to Open at 1318.65 Spread = 2.5 06/12/2012 14:02:35 OFV = 1318.85 Buy to Close SPX at 1318.93 Spread = 2.5 06/12/2012 14:12:44 OFV = 1317.20 Sell to Open at 1320.19 Spread = 2.5 06/12/2012 15:00:12 OFV = 1319.52 Buy to Close SPX at 1324.13
06/15/2012 08:59:38 OFV = 1332.82 Sell to Open at 1335.46 Spread = 2.5 06/15/2012 09:05:35 OFV = 1336.49 Buy to Close SPX at 1336.74 Spread = 2.5 06/15/2012 09:18:45 OFV = 1341.12 Buy to Open at 1335.94 Spread = 2.5 06/15/2012 09:44:51 OFV = 1335.08 Sell to Close SPX at 1334.87 Spread = 2.5 06/15/2012 10:24:05 OFV = 1339.95 Buy to Open at 1337.08 Spread = 2.5 06/15/2012 10:31:13 OFV = -942.76 Sell to Close SPX at 1337.34 06/15/2012 10:49:09 OFV = 1341.70 Buy to Open at 1337.27 Spread = 2.5 06/15/2012 11:14:13 OFV = 1336.88 Sell to Close SPX at 1336.59 Spread = 2.5 06/15/2012 11:32:37 OFV = 1338.289 Buy to Open at 1335.65 Spread = 2.5 06/15/2012 13:00:22 OFV = -943.65 Sell to Close SPX at 1337.49 06/15/2012 14:16:14 OFV = 1336.85 Sell to Open at 1339.44 Spread = 2.5 06/15/2012 14:26:56 OFV = 1340.27 Buy to Close SPX at 1339.99 Spread = 2.5
06/18/2012 08:56:17 OFV = 1340.68 Buy to Open at 1337.83 Spread = 2.5 06/18/2012 10:31:09 OFV = -936.76 Sell to Close SPX at 1342.18 06/18/2012 10:44:51 OFV = 1344.33 Buy to Open at 1341.18 Spread = 3 06/18/2012 13:00:03 OFV = -939.05 Sell to Close SPX at 1345.69 06/18/2012 13:51:48 OFV = 1348.69 Buy to Open at 1345.58 Spread = 3 06/18/2012 15:00:23 OFV = 1347.30 Sell to Close SPX at 1345.04
06/20/2012 09:01:42 OFV = 1354.02 Sell to Open at 1357.11 Spread = 3 06/20/2012 09:05:53 OFV = 1355.04 Buy to Close SPX at 1355.32 Spread = 3 06/20/2012 09:41:05 OFV = 1358.43 Buy to Open at 1355.33 Spread = 3 06/20/2012 09:48:14 OFV = 1355.96 Sell to Close SPX at 1355.66 Spread = 3 06/20/2012 11:00:12 OFV = 1358.22 Buy to Open at 1354.7 Spread = 3 06/20/2012 11:30:33 OFV = 1352.73 Sell to Close SPX at 1352.88 Spread = 3 06/20/2012 11:33:32 OFV = 1351.72 Buy to Open at 1346.89 Spread = 3 06/20/2012 11:38:54 OFV = 1348.28 Sell to Close SPX at 1348.52 Spread = 3 06/20/2012 11:41:52 OFV = 1344.92 Sell to Open at 1348.44 Spread = 3 06/20/2012 11:59:08 OFV = 1355.02 Buy to Close SPX at 1355.35 Spread = 3 06/20/2012 12:06:22 OFV = 1362.28 Buy to Open at 1359.17 Spread = 3 06/20/2012 13:00:12 OFV = -961.93 Sell to Close SPX at 1357.57 06/20/2012 13:20:34 OFV = 1358.27 Buy to Open at 1355.23 Spread = 3 06/20/2012 14:26:50 OFV = 1350.24 Sell to Close SPX at 1350 Spread = 3
06/21/2012 09:16:49 OFV = 1345.56 Sell to Open at 1350.43 Spread = 3 06/21/2012 10:03:19 OFV = 1348.28 Buy to Close SPX at 1348.36 Spread = 3 06/21/2012 10:07:29 OFV = 1349.42 Buy to Open at 1346.28 Spread = 3 06/21/2012 10:15:52 OFV = 1343.46 Sell to Close SPX at 1343.88 Spread = 3 06/21/2012 10:23:03 OFV = 1341.79 Sell to Open at 1345.19 Spread = 3 06/21/2012 10:31:27 OFV = -952.98 Buy to Close SPX at 1343.41 06/21/2012 10:36:48 OFV = 1345.15 Buy to Open at 1341.98 Spread = 3 06/21/2012 10:41:34 OFV = 1342.14 Sell to Close SPX at 1341.91 Spread = 3 06/21/2012 11:26:54 OFV = 1341.02 Buy to Open at 1337.92 Spread = 3 06/21/2012 11:32:50 OFV = 1336.42 Sell to Close SPX at 1336.5 Spread = 3 06/21/2012 12:20:26 OFV = 1339.231 Buy to Open at 1336 Spread = 3 06/21/2012 13:00:23 OFV = -951.18 Sell to Close SPX at 1333.84 06/21/2012 13:20:42 OFV = 1333.73 Buy to Open at 1330.52 Spread = 3. 06/21/2012 13:42:45 OFV = 1330.63 Sell to Close SPX at 1331.77 Spread = 3 06/21/2012 14:06:43 OFV = 1333.52 Buy to Open at 1330.03 Spread = 3 06/21/2012 14:37:46 OFV = 1328.87 Sell to Close SPX at 1328.54 Spread = 2.5 06/21/2012 14:41:20 OFV = 1331.3 Buy to Open at 1328.26 Spread = 3 06/21/2012 15:00:26 OFV = 1330.94 Sell to Close SPX at 1325.61
06/22/2012 09:02:09 OFV = 1329.15 Sell to Open at 1332.2 Spread = 3 06/22/2012 09:06:49 OFV = 1334.60 Buy to Close SPX at 1333.55 Spread = 3 06/22/2012 09:54:12 OFV = 1325.63 Sell to Open at 1328.95 Spread = 3 06/22/2012 10:29:32 OFV = 1329.02 Buy to Close SPX at 1329.2 Spread = 3 06/22/2012 12:06:34 OFV = 1332.32 Buy to Open at 1329.07 Spread = 3 06/22/2012 12:30:20 OFV = 1331.19 Sell to Close SPX at 1330.98 Spread = 3 06/22/2012 14:00:47 OFV = 1332.48 Sell to Open at 1336.1 Spread = 3 06/22/2012 15:00:08 OFV = 1334.25 Buy to Close SPX at 1335.19