Directory - Levow

January 2000

EXCHANGE LISTED OPTIONSDirectory

T A B L E O F C O N T E N T SOptions Listings:Equity Options .............................................................................. 2LEAPS® (Long-Term Equity AnticiPation Securities®) ................ 51Index Options ............................................................................. 64Long-Term Index Options ........................................................... 66Currency Options........................................................................ 67Long-Term Currency Options ..................................................... 68Interest Rate Options ................................................................. 68Long-Term Interest Rate Options ............................................... 68Index FLEX™ Options................................................................ 69Equity FLEX™ Options .............................................................. 69Footnotes.................................................................................... 84Expiration Cycle Charts.............................................................. 85

Product Specifications:Equity Options ............................................................................ 86LEAPS® (Long-Term Equity AnticiPation Securities®) ................ 86Index Options ............................................................................. 87Equity FLEX™ Options ............................................................ 123Index FLEX™ Options.............................................................. 124Currency Options...................................................................... 125Month-End Currency Options................................................... 126Long-Term Currency Options ................................................... 126Cross-Rate Options .................................................................. 127Mid-Month, Month-End and Long-Term Options .......................127Customized Currency Options ................................................. 128Interest Rate Options ............................................................... 130Interest Rate LEAPS® .............................................................. 131

For More Information ............................................................. 133

Expiration and Strike Codes ..................................................134

This publication reflects options listed as of December 31, 1999.

This publication discusses exchange-traded options issued by The Options ClearingCorporation. No statement in this publication is to be construed as a recommendation topurchase or sell a security, or to provide investment advice. Options involve risk and arenot suitable for all investors. Prior to buying or selling options, you must read the optionsdisclosure document, Characteristics and Risks of Standardized Options, which can beobtained from your broker, from any exchange on which options are traded or by calling 1-800-566-9642. A prospectus is also available without charge from The Options ClearingCorporation, 440 S. LaSalle, Suite 2400, Chicago, IL 60605, or from any exchange onwhich options are traded.

1

SQC/SHLM A. Schulman, Inc. P 3 13500AGE A.G. Edwards, Inc. C 2 31500ALO A.L. Pharma, Inc. X 3 13500AOS A.O. Smith Corp. P 3 13500AIR AAR Corp. X 1 13500QVI/AATT Aavid Thermal Technologies Inc. A 3 22500AZQ/ABDR Abacus Direct Corp. X 3 22500ABT Abbott Laboratories A,C,X,P 2 75000ANF Abercrombie & Fitch Co. A,C,P 2 120000ABY Abitibi-Consolidated, Inc. C 1 22500QZB/ABTE Able Telecom Holding Corp. C,P 3 31500AAN ABN AMRO Holdings N.V. A,C 1 13500AUB/BOUT About.com, Inc. A,C,X 2 31500UBV/ABOV AboveNet Comm., Inc. A,C,X,P 2 75000KKQ/AKLM Acclaim Entertainment, Inc. C 1 75000ACL ACE Limited P 2 31500ART ACNielsen Corporation A 2 22500QTE/ANET ACT Networks, Inc. C 1 22500LQA/ACTL Actel Corporation X,P 3 13500QNC/ACTN Action Performance Co., Inc. C 1 31500AQV/ATVI Activision, Inc. C 2 22500UHQ/ACTU Actuate Corporation A 2 31500AUC/IATV ACTV, Inc. C,X,P 2 60000ACN Acuson Corporation P 1 13500ACX ACX Technologies, Inc. A 2 13500UQA/ACXM Acxiom Corporation A 2 31500QAB/ADAC ADAC Laboratories A 2 31500APQ/ADPT Adaptec, Inc. A,C,P 1 75000CQI/ADAP Adaptive Broadband Corp. A 1 13500TLQ/ADCT ADC Telecommunications, Inc. C,P 2 75000QDE/ADEX ADE Corporation A 3 22500QPI/ABIZ Adelphia Business Solutions, Inc. C 1 22500ADU/ADLAC Adelphia Communications Corp. A,C,X 1 22500DQT/ADTK Adept Technology, Inc. X 3 13500ASF Administaff Inc. C 1 13500AEQ/ADBE Adobe Systems, Inc. A,C,P 1 75000RKY Adolph Coors Company (Cl. B) P 1 13500RQA/ADTN Adtran, Inc. A,X,P 2 22500QVD/ADVP Advance Paradigm, Inc. A,P 3 13500ADG Advanced Communications Group, Inc. C,P 1 13500QXG/ADIC Advanced Digital Inform. Corp. A 3 13500OEQ/AEIS Advanced Energy Industries C 1 13500AQF/AFCI Advanced Fibre Comm., Inc. A,C 3 75000LQY/ADLT Advanced Lighting Tech., Inc. X 3 13500AMD Advanced Micro Devices, Inc. A,C,X,P 1 75000QAP/APOS Advanced Polymer Sys., Inc. P 3 13500AOQ/ARTT Advanced Radio Tel. Corp. A,P 2 31500AVQ/ADVNA ADVANTA Corp. (Cl. A) A,C 1 13500ABQ/ADVNB ADVANTA Corp. (Cl. B) A 1 22500AIU/ALSI Advantage Learning Systems, Inc. C,P 1 22500UIV/ADVS Advent Software, Inc. A,X,P 2 13500AD ADVO, Inc. A 2 13500

E Q U I T Y O P T I O N S 1

positionsymbol2 name exchange3 cycle4 limit5

2 Footnotes are on page 84.


AEG Aegon N.V. C,X 1 31500IQA/AERL Aerial Communications, Inc. C 3 22500ARX Aeroflex Incorporated P 3 13500AES AES Corporation C,P 2 60000AET Aetna, Inc. A,C 1 60000ACS Affiliated Computer Svcs, Inc. P 1 22500FIQ/AFFX Affymetrix, Inc. X 2 22500AFL AFLAC, Inc. A 2 75000AQK/ATAC Aftermarket Technology Corp. X 2 13500AG AGCO Corporation P 2 31500A Agilent Technologies, Inc. A,C,X 2 75000ATG AGL Resources, Inc. P 3 22500AEM Agnico-Eagle Mines, Ltd. A,C,P 2 13500QXQ/ABTX AgriBioTech, Inc. C 1 75000AGX Agribrands International, Inc. C 3 13500AGU Agrium, Inc. C 1 31500XPQ/AEIC Air Express Intl Corporation P 2 22500APD Air Products & Chemicals, Inc. X 3 60000ABF Airborne Freight X 2 60000ARG Airgas, Inc. X 1 22500VJQ/AAIR AirTran Holdings, Inc. A,C 3 31500AKS AK Steel Holding Corporation C 3 22500KQK/AKSY Aksys, Ltd. P 1 13500OUQ/AKZOY Akzo Nobel N.V. A,C,P 1 22500ALK Alaska Air Group, Inc. A 1 31500ALB Albemarle Corporation P 3 13500ACV Alberto-Culver Co. (Cl. B) A 1 13500ABS Albertsons, Inc. C,X 3 75000AL Alcan Aluminum Limited A 3 60000ALA Alcatel C 3 75000AA Alcoa, Inc. A,C 1 150000XQD/ALEX Alexander & Baldwin, Inc. A,X 3 22500XQN/ALXN Alexion Pharmaceuticals, Inc. X 2 13500GQL/ALGO Algos Pharmaceutical Corp. A 1 13500QAL/ALKS Alkermes, Inc. P 2 22500AYE Allegheny Energy, Inc. P 3 31500ATI Allegheny Technologies Incorporated C 1 22500QGX/ALGX Allegiance Telecom, Inc. C,X 3 31500ALN Allen Telecom, Inc. (The) A 3 13500AGN Allergan, Inc. X 1 31500AC Alliance Capital Mgmt., L.P. C 1 22500QAS/ALSC Alliance Semiconductor Corp. A,C 1 31500ATK Alliant Techsystems, Inc. X 2 13500CQL/ALLC Allied Capital Corp. A 2 22500AW Allied Waste Industries, Inc. A,C 3 75000AFC Allmerica Financial Corp. A 2 22500ALL Allstate Corporation (The) A,C,P 1 75000AT ALLTEL Corporation P 1 75000GAQ/AHAA Alpha Industries X 2 31500AGI Alpine Group, Inc. X 2 13500LTQ/ALTR Altera Corporation A,C,P 3 150000ALI Alterra Healthcare A,C 2 22500AZA ALZA Corporation C,P 1 75000ZQN/AMZN Amazon.com, Inc. A,C,X,P 1 450000AMB AMB Property Corporation P 2 22500

3Footnotes are on page 84.


ABK Ambac Financial Group, Inc. P 2 22500AEN AMC Entertainment, Inc. A 3 13500FNQ/AMFI Amcore Financial, Inc. X 2 13500DOX Amdocs Ltd. C,P 1 22500AHC Amerada Hess Corp. X 2 31500AEE Ameren Corporation X 3 31500AOL America Online, Inc. A,C,X,P 1 200000AWA America West Holdings (Cl. B) A,C 1 31500DQS/ACAS American Capital Strag. Ltd. C 2 13500AQU/AEOS American Eagle Outfitters Inc. C, X 2 63500AEP American Electric Power Co., Inc. C 2 31500AXP American Express Company A,C,P 1 75000AFG American Financial Group, Inc. X 3 13500FQD/AFWY American Freightways Corp. A,X 1 22500AGC American General Corporation C 1 60000AM American Greetings Corp. P 1 31500AHE American Health Properties, Inc. X 1 13500AHP American Home Products Corp. A,C,P 1 75000HQF/HSTR American Homestar Corp. P 1 13500AIG American Intl Group, Inc. C,P 2 75000PLB American Italian Pasta Co. A 3 13500YAQ/AMSY American Mgmt. Systems, Inc. C 1 22500KQF/SKYC American Mobile Satellite Corp. P 3 22500PWQ/APCC American Power Conversion Corp. C 3 75000ASD American Standard Companies C 1 31500QAY/AMSC American Superconductor Corp. A,X 1 13500AMT American Tower Corp. (Cl. A) C 1 31500AWK American Water Works, Inc. X 2 13500AQX/AXTI American Xtal Technology, Inc. C 1 22500ACF AmeriCredit Corporation C 2 31500AQE/PATH AmeriPath, Inc. A 3 13500AAS AmeriSource Health Corp. (Cl. A) A,C 2 22500AIT Ameritech Corporation C,P 1 75000TQA/AMTD Ameritrade Holding Corp. A,C,P 2 75000QAF/AMES Ames Department Stores A,C 1 31500AME Ametek, Inc. X 1 13500PIN AMF Bowling, Inc. X 1 22500AFM AMFM, Inc. A,C,P 1 75000AMQ/AMGN Amgen, Inc. A,C,X,P 1 150000QEL/AMKR AMKOR Technology, Inc. A,C,X 3 75000AMR AMR Corporation A,C 2 75000UKQ/AMMB AMRESCO, Inc. C 3 75000ASO AmSouth Bancorporation A,C,X,P 3 60000AAP Amway Asia Pacific Ltd. A 2 13500APC Anadarko Petroleum Corp. C 2 60000DQA/ANAD Anadigics, Inc. A,C 1 22500ADI Analog Devices, Inc. A,C,X 3 75000AQJ/ANLY Analysts International Corp. P 1 13500QLT/SLOT Anchor Gaming A,C 1 13500CUA/ANCR Ancor Communications, Inc. A,C,P 2 60000AND Andrea Electronics Corp. A,C 2 22500AQN/ANDW Andrew Corporation C 1 75000QAX/ADRX Andrx Corporation A 3 22500NQB/NSTA Anesta Corporation X 1 22500AU AngloGold Limited A,C,P 1 13500



BUD Anheuser-Busch, Inc. X,P 3 75000NIQ/ANIC Anicom, Inc. X 3 22500AKQ/ANIK Anika Therapeutics, Inc. P 2 13500AXE Anixter International, Inc. C 1 22500ANN Ann Taylor Stores, Inc. C,P 3 31500QRA/ANSR Answerthink Consulting Group, Inc. A,C 1 4500AQC/ANTC Antec Corporation C 2 31500AHR Anthracite Capital, Inc. X 2 22500AOC AON Corporation P 1 60000APA Apache Corporation C 1 31500AIV Apartment Inv. & Mgmt. Co. A 3 22500PXQ/APEX Apex PC Solutions, Inc. A,C,P 3 31500HQY/APHT Aphton Corporation P 3 13500EQG/APOG Apogee Enterprises, Inc. P 2 22500OAQ/APOL Apollo Group, Inc. C 2 75000AAQ/AAPL Apple Computer, Inc. A,C,X,P 1 75000AQB/APPB Applebees International, Inc. C 2 31500PPQ/AETC Applied Extrusion Tech., Inc. P 3 13500QDX/AGTX Applied Graphics Technologies Inc. A 3 31500APZ Applied Industrial Technologies P 1 13500APM Applied Magnetics Corporation C,P 1 31500ANQ/AMAT Applied Materials, Inc. A,C,X,P 1 75000QLL/AMCC Applied Micro Circuits Corp. C,P 2 63000APW Applied Power, Inc. A,C 1 22500AUT/ASTX Applied Science & Technology, Inc. C,P 1 13500QAT/AVTC Applied Voice Technology, Inc. A 2 22500AUL/APLX Applix, Inc. C 1 75000UAP/APNT AppNet, Inc. A,C 1 31500AHG Apria Healthcare Group, Inc. A,C 3 31500ATR ApTar Group, Inc. A 1 13500ARA Aracruz Cellulose S.A. ADR C 2 22500QRQ/ARDM Aradigm Corporation X 1 13500AAC Arcadia Financial, Ltd. A 1 22500ADM Archer-Daniels-Midland X,P 3 75000AQO/ACAT Arctic Cat, Inc. X 1 13500KQV/ARDT Ardent Software, Inc. A 2 22500AGY Argosy Gaming Company A,C,X 2 22500IRU/ARBA Ariba, Inc. A,C,X 2 150000ARM Arm Financial Group, Inc. A 2 13500AH Armor Holdings, Inc. X,P 2 13500ACK Armstrong World Ind., Inc. X 3 22500DXQ/AIND Arnold Industries, Inc. X 2 13500QET/ARQL ArQule, Inc. A 1 13500ARW Arrow Electronics, Inc. A 3 31500QRO/ARRO Arrow International Inc. X 2 13500AYQ/ARTG Art Technology Group, Inc. A,C 2 31500AGQ/ASFT Artisoft, Inc. A,C 2 22500ARV Arvin Industries, Inc. A 2 13500ASA ASA Limited A,C,X,P 2 13500QQA/ASND Ascend Communications, Inc. A,C 3 75000NDQ/GOAL Ascent Entertainment Group A 2 22500QDQ/ASTSF ASE Test Limited A,C 2 13500ASL Ashanti Goldfields Co. Ltd. A 2 22500ASH Ashland Oil, Inc. X 1 22500AQW/ASHW Ashworth, Inc. A 1 31500



APB Asia Pacific Fund, Inc. (The) A 3 13500PAP Asia Pulp & Paper Co., Ltd. A 3 75000IQB/ASMIF ASM International N.V. A,C 3 13500MFQ/ASMLF ASM Lithography Holding N.V. C 1 75000QDV/ASDV Aspect Development, Inc. A,C,P 3 75000ATQ/ASPT Aspect Telecomm. Corp. A,C,P 3 75000ZQP/AZPN Aspen Technology, Inc. A 2 31500QVS/ASBC Associated Banc-Corp. C,X 3 22500JAQ/AGRPA Associated Group (Cl. A) P 3 13500AQD/AGRPB Associated Group (Cl. B) P 3 13500AFS Associates First Capital Corp. A,C 3 75000QYA/ASTE Astec Industries, Inc. A 3 13500AQR/ASFC Astoria Financial Corporation C,X 1 31500AZN Astrazeneca PLC ADS C,X 1 31500QQY/ASYT Asyst Technologies, Inc. A,X,P 3 22500AHQ/ATHM At Home Corporation A,C,X,P 2 75000MFU/ATTC AT&T Canada, Inc. (Cl. B) C,X 1 31500T AT&T Corporation A,C,X,P 1 75000LMG AT&T-Liberty Media Group (Cl. A) A,C,X,P 1 150000QKA/ACAI Atlantic Coast Airline Holdings A,C,X 2 31500ARC Atlantic Richfield Company A,C 1 75000CGO Atlas Air, Inc. C 1 22500AQT/ATML Atmel Corporation A,C 2 75000ASQ/ATMI ATMI, Inc. A 2 22500OQF/ATRX Atrix Laboratories, Inc. X 2 13500ATW Atwood Oceanics, Inc. X,P 1 13500OBQ/ADBL Audible, Inc. A,X 3 31500AOR Aurora Foods, Inc. P 1 22500XUM/ASPX Auspex Systems, Inc. C 1 22500UBL/ABTL autobyttel.com, inc. A,C,X 1 22500ADQ/ADSK Autodesk, Inc. P 1 75000AUD Automatic Data Processing X 2 75000AN AutoNation, Inc. A,C 2 75000UWB/AWEB AutoWeb.com, Inc. A,C 2 60000AZO Autozone, Inc. C 3 60000NVQ/AVNT Avant! Corporation P 1 31500AVE Aventis S.A. A,C,P 1 22500AVY Avery Dennison Corp. X 1 31500AVL Aviall, Inc. X 3 13500AQI/AVID Avid Technology, Inc. A,C 3 31500QCV/AVIR Aviron A,C 2 22500AVI Avis Rent A Car, Inc. A,C 3 22500AVA Avista Corporation C 1 13500AVT Avnet, Inc. A,P 2 22500AVP Avon Products, Inc. C 1 75000AVX AVX Corporation A 2 22500WUQ/AWRE Aware Inc. X,P 1 60000AXF AXA Financial, Inc. A,C 1 31500XQE/AXNT Axent Technologies X 2 60000AZR Aztar Corporation C 2 22500BQF/BAANF Baan Company N.V. C 2 75000UBW/BWEB BackWeb Technologies Ltd. A,C,X 3 75000JBQ/JBAK Baker (J.), Inc. C 3 13500BHI Baker Hughes, Inc. A,C,P 1 75000BEZ Baldor Electric Company P 2 13500



BLL Ball Corporation A 2 22500BMP Ballard Medical Products A 1 22500DFQ/BLDPF Ballard Power Systems, Inc. C,P 2 31500BFT Bally Total Fitness Holdings Corp. A 2 22500BBV Banco Bilbao Vizcaya, S.A. A,C 1 13500QYL/BGALY Banco de Galicia y Buenos Aires S.A. A,X,P 2 31500BFR Banco Frances del Rio A,C 1 22500BRS Banco Rio de La Plata S.A. A,C 1 22500STD Banco Santander Central Hispano S.p.A. A 3 22500BTC BancTec, Inc. C 2 13500BWE BancWest Corp. C 2 13500BKB Bank of Boston A,X 2 350000QMB/BCOM Bank of Commerce C 1 13500BK Bank of New York Co., Inc. (The) C 1 75000MBK Bank of Tokyo Mitsu. ADR C,P 2 60000ONE Bank One Corporation A,C,X,P 2 75000QBP/BPLS Bank Plus Corporation P 1 22500BKQ/BNKU Bank United Corp. X 2 13500BAC BankAmerica Corporation A,C,X,P 2 75000BBX BankAtlantic Bancorp, Inc. A 3 13500QBF/BKUNA BankUnited Financial Corp. P 1 13500BN Banta Corporation X 3 13500QYN/BNYN Banyan Systems, Inc. A,C 1 60000BCR Bard (C.R.), Inc. X 1 22500BEU/BNBN Barnesandnoble.com, Inc. A,C,X 2 31500BKS Barnes & Noble, Inc. A,C 1 75000BRL Barr Laboratories, Inc. A 2 22500BJQ/BARZ BARRA, Inc. A,P 1 13500BRR Barrett Resources Corp. X 3 13500ABX Barrick Gold Corp. A,C,X,P 1 75000QBS/BSNX Basin Exploration, Inc. X 2 13500BTI BAT Industries Plc. ADR A 1 13500BOL Bausch & Lomb Incorporated A 1 31500BAX Baxter International, Inc. C 2 75000QLB/BVCC Bay View Capital Corporation X 2 22500BBT BB&T Corporation C,X 3 31500BCE BCE, Inc. X,P 3 22500BQV/BEAV BE Aerospace, Inc. X 1 31500BRQ/BEAS BEA Systems, Inc. A,C 3 75000BSC Bear Stearns Co., Inc. (The) C,P 1 75000BEC Beckman Coulter, Inc. A,X 1 22500BDX Becton, Dickinson & Co. X 3 75000BHQ/BBBY Bed Bath & Beyond, Inc. C 2 75000BED Bedford Property Invest., Inc. P 2 13500BOG Belco Oil & Gas Corp. A 2 13500BHW Bell and Howell Co. X 2 13500BEL Bell Atlantic Corporation A,C,P 1 75000QBL/BELM Bell Microproducts, Inc. P 3 13500BLS BellSouth Corporation A,C,P 1 75000BMS Bemis Company A 1 22500BHE Benchmark Electronics, Inc. P 1 13500BBC Bergen Brunswig Corp. (Cl. A) C 3 60000QIB/BERW Beringer Wine Estates Hold., Inc. (Cl. B) A 1 13500FQZ/BKLY Berkley (W.R.) Corp. X 2 13500BRY Berry Petroleum Co. P 3 13500



BBY Best Buy Co., Inc. A,C 3 75000BUT/BEST Best Software, Inc. A,C 1 22500BFO Bestfoods P 1 75000BS Bethlehem Steel Corporation C 1 75000BEV Beverly Enterprises, Inc. P 3 31500QYD/BYND Beyond.com Corporation A,C,X 3 75000BDU/BIDS Bid.com International, Inc. A,C,X,P 2 75000BGU/BIGE Big Entertainment A 2 22500QBI/BILL Billing Concepts Corp. P 3 31500BDY Bindley Western Industries X 3 13500BQX/BCHE Biochem Pharma, Inc. C,P 1 60000BIU/BCRX BioCryst Pharmaceuticals Inc. A,C,P 1 13500BGQ/BGEN Biogen, Inc. A,C 1 75000BXM Biomatrix, Inc. A,X 2 31500BIQ/BMET Biomet, Inc. C 1 60000BQS/BSTE Biosite Diagnostics, Inc. C 1 13500QTG/BTGC Bio-Technology General Corp. C 1 31500QBO/BTIM Biotime, Inc. A,C 3 13500BVF Biovail Corporation International A,C 1 13500BQY/BSYS BISYS Group (The) A,X 3 22500BJS BJ Services Company C 1 75000BJ BJ's Wholesale Club, Inc. C 3 45000BDK Black & Decker Corp. (The) C 2 31500QBX/BBOX Black Box Corporation P 3 13500BBI Blockbuster, Inc. A,C,X,P 1 31500BTH Blythe Industries, Inc. A 3 22500BMC BMC Industries, Inc. X 1 22500BCQ/BMCS BMC Software, Inc. A,C,P 2 75000BFQ/BOBE Bob Evans Farms, Inc. P 1 22500BOX BOC Group, Plc. (The) X 3 13500RST Boca Resorts, Inc. C 1 13500BA Boeing Company (The) A,C,P 2 75000BCC Boise Cascade Corporation C 2 22500BBA Bombay Co., Inc. X 3 22500QMZ/BAMM Books-a-Million, Inc. A,C,X 2 75000BCU Borden Chemicals & Plastics C 2 22500BGP Borders Group, Inc. A,C 2 75000BWA Borg-Warner Automotive, Inc. X 3 13500BQL/BLPG Boron Lepore & Associates A,C 1 22500SAM Boston Beer Company Inc. A,X 3 13500QGB/BCGI Boston Communications Group Inc. A,C 3 22500BXP Boston Properties, Inc. X 1 22500BSX Boston Scientific Corporation A,C,X,P 2 75000BOW Bowater Incorporated P 3 31500BNE Bowne & Co., Inc. A 1 13500FOB Boyds Collection, Inc. (The) X 3 13500BPA BP Amoco Plc. C,P 1 30000BDN Brandywine Realty Trust X 2 13500BRE BRE Properties, Inc. P 3 13500BGG Briggs & Stratton Corp. X 1 13500BFU/BFAM Bright Horizons Family Solutions, Inc. P 2 13500QEF/CELL Brightpoint, Inc. C 3 75000EAT Brinker International, Inc. X,P 1 31500UBR/BRYO Brio Technology, Inc. A,C 3 22500BMY Bristol-Myers Squibb Co. A,C,X,P 3 75000



BAB British Airways, Plc. X 1 13500BTI British American Tobacco Plc. A 1 13500BTY British Telecommunications, Plc. A,C 1 13500QBC/BCST Broadcast.com, Inc. A,C 1 31500RCQ/BRCM Broadcom Corporation A,C,P 2 75000QVB/BVSN BroadVision, Inc. A,C,P 3 60000BRW BroadWing, Inc. A,C 1 83500UBF/BRCD Brocade Communications Systems A,C,X 1 75000BGL Brooke Group, Ltd. A,C,X 2 13500BQE/BRKS Brooks Automation, Inc. A 1 13500BUQ/BRKT Brooktrout, Inc. A,P 1 22500BC Brunswick Corporation C 3 31500BW Brush Wellman, Inc. X 2 13500BKI Buckeye Technologies, Inc. A 3 13500BKE Buckle, Inc. (The) X,P 2 13500BD Budget Group, Inc. X 2 31500BOQ/BOCB Buffets, Inc. C 1 31500BWQ/BMHC Building Material Holding Corp. P 2 13500QYB/BOSS Building One Services Corp. C 2 31500BCF Burlington Coat Factory Warehouse X 1 22500BUR Burlington Industries, Inc. A 1 22500BNI Burlington Northern Santa Fe Corp. C 1 75000BR Burlington Resources C,X,P 2 75000BPP Burnham Pacific Properties P 2 13500BQB/BBRC Burr-Brown Corporation P 1 22500BBQ/BOBJY Business Objects S.A. ADR C 1 31500CJQ/CHRW C H Robinson Worldwide, Inc. X 2 22500CIT C.I.T. Group, Inc. (The) A,C 1 31500CWZ Cable & Wireless Communications C,X 2 13500HKT Cable & Wireless HKT Ltd. A,C 1 31500CWP Cable & Wireless Plc. ADR C 2 22500CDT Cable Design Tech. Corp. X,P 1 13500CS Cabletron Systems, Inc. A,C,X 1 75000CVC Cablevision Systems (Cl. A) C,X,P 3 31500COG Cabot Oil & Gas Corp. X 2 13500KFQ/CACI Caci International, Inc. X 3 13500CSG Cadburry Schweppes, Plc. A 3 13500CDN Cadence Design Systems, Inc. A,C 2 75000QAZ/CLCI Cadiz, Inc. A,C 1 13500KAQ/CAER Caere Corp. A 2 13500KPQ/CDIS Cal Dive International, Inc. A 3 13500CCC Calgon Carbon Corp. X 2 13500CWT California Water Service Group P 3 13500ELY Callaway Golf Company C 2 60000CPN Calpine Corporation P 1 22500CBM Cambrex Corporation P 1 13500TQP/CATP Cambridge Tech. Partners C,X 3 75000CPB Campbell Soup Company C 2 75000CNI Canadian National Railway Co. C 1 31500CP Canadian Pacific Limited X 1 75000CQW/CBRNA Canandaigua Brands, Inc. A 1 13500CQC/CARS Capital Automotive Reit A,X 3 22500COF Capital One Financial Corp. A,C,P 3 180000CSU Capital Senior Living Corp. A 2 13500KQX/CPRK CapRock Communications Corp. X,P 3 13500



CMO Capstead Mortgage Corp. A,X 3 31500KSQ/CSAR Caraustar Industries X 3 13500CAH Cardinal Health, Inc. A,C 3 75000CMX Caremark Rx. Inc. A,X 3 22500UCO/CMDC Carematrix Corporation A,X,P 3 22500CWC Caribiner International, Inc. A,X 3 13500CSL Carlisle Companies, Inc. P 3 13500CKE Carmike Cinemas, Inc. X 2 13500CCL Carnival Corporation (Cl. A) C 1 75000QCF/CAFC Carolina First Corporation P 2 13500CPL Carolina Power & Light Co. X 1 31500CRS Carpenter Technology Corp. X 3 13500UCN/CACS Carrier Access Corp. A,C,P 1 31500CAR Carter-Wallace, Inc. C 1 13500CAE Cascade Corporation A,P 2 13500CSE Case Corporation A 1 60000KWQ/CWST Casella Waste Systems, Inc. A,C,X 3 22500PWN Cash America International A,X 1 13500POS Catalina Marketing Corp. A 2 13500QAN/CTAL Catalytica, Inc. C 1 22500CDX Catellus Development Corp. A,C 3 22500CAT Caterpillar, Inc. A,C,P 2 75000CAV Cavalier Homes, Inc. P 2 13500CBQ/CBRL CBRL Group, Inc. P 3 60000CBS CBS Corporation A,C,P 1 75000QAG/CBTSY CBT Group, Plc. A,C 2 75000UQB/CUBE C-CUBE Microsystems, Inc. A,C 2 60000KDQ/CCCG CCC Info. Services Group, Inc. X 2 22500QXO/CDRD CD Radio, Inc. A 3 22500NWQ/CDNW CDNow A,C,X,P 2 150000DWQ/CDWC CDW Computer Centers, Inc. C 1 22500CEC CEC Entertainment, Inc. P 3 13500CLS Celestica, Inc. A 3 22500LQH/CELG Celgene Corporation C 1 22500QII/CEGE Cell Genesys, Inc. A 3 22500QJC/CLPA Cell Pathways, Inc. A,C,X 1 22500KQN/CNDS CellNet Data Systems Inc. A 3 31500EQL/CLST Cellstar Corporation A,C 2 75000CD Cendant Corp. A,C,X 2 85000CTX CENTEX Corporation C 1 31500COQ/CNTO Centocor, Inc. C 2 75000CSR Central & South West Corp. P 2 31500EQH/CENT Central Garden & Pet Co. C 2 31500CPC Central Parking Corporation X 1 22500CBC Centura Banks, Inc. X 3 13500SSQ/CBIZ Century Business Services, Inc. P 1 22500CQA/CTYA Century Comm. Corp. (Cl. A) C 2 22500CTL CenturyTel, Inc. P 1 31500CQE/CEPH Cephalon, Inc. A,C 2 31500CEN Ceridian Corporation A,C 2 31500CQN/CERN Cerner Corporation C 3 31500CEQ/CERS Cerus Corporation P 1 13500CHB Champion Enterprises, Inc. A 1 22500CHA Champion Intl Corporation C 3 31500CTI Chart Industries, Inc. X 3 13500

1 0 Footnotes are on page 84.


CQY/COFI Charter One Financial, Inc. X 2 120000CMB Chase Manhattan Corporation A,C,P 3 75000HQT/CHTT Chattem, Inc. A,X 3 13500UEY/CTIX Cheap Tickets, Inc. A,C,X,P 1 22500KEQ/CHKP Check Point Software Tech. Ltd. A,C,X 1 75000FCQ/CKFR CheckFree Holdings Corp. A,C 3 75000CKP Checkpoint Systems, Inc. P 2 22500CFQ/CAKE Cheesecake Factory A,P 1 22500CKU/CMDX Chemdex Corporation A,X 3 31500CEM Chemfirst, Inc. P 1 13500CSK Chesapeake Corp. A 2 13500CHV Chevron Corporation A,C,P 3 75000TUY/PLCE Children’s Place Retail (The) A,X,P 3 22500CHL China Telecom, Limited A,C,P 3 13500UIH/CHINA China.com Corporation A,C,X 2 75000CQB Chiquita Brands Intl, Inc. X 3 22500RHQ/CHRX Chirex, Inc. P 2 13500CIQ/CHIR Chiron Corporation A,C 1 75000CHH Choice Hotels International X 1 13500CPS Choicepoint, Inc. P 1 13500CCN Chris-Craft Industries, Inc. A 1 13500HQC/CHMD Chronimed, Inc. C 2 13500HS CHS Electronics, Inc. A,C 1 75000CB Chubb Corporation (The) C 1 31500CBR CIBER, Inc. A 2 31500CDU/CDCO CIDCO Incorporated A,C 3 22500EUQ/CIEN CIENA Corporation A,C,P 1 75000CI CIGNA Corporation C 1 31500CUF/CINR Cinar Corp. (Cl. B) A,C 1 13500CDQ/CINF Cincinnati Financial Corp. A 1 31500CIN Cinergy Corporation C 2 31500NQQ/CTAS Cintas Corporation A 2 31500HQA/CRCL Circle Intl Group, Inc. P 1 13500CC Circuit City Stores - CC Group A,C,P 1 75000CUQ/CRUS Cirrus Logic, Inc. C,P 3 60000CYQ/CSCO Cisco Systems, Inc. A,C,X,P 1 150000CIT CIT Group Inc. A 1 31500C Citigroup Inc. A,C,X,P 3 150000XSQ/CTXS Citrix Systems, Inc. A,C,P 3 150000CYN City National Corporation C 2 13500CNW CK Witco Corp. C 2 22500CKR CKE Restaurants, Inc. C 3 31500CLE Claire's Stores, Inc. C 2 31500QCY/CLFY Clarify, Inc. C 2 60000RUR/CLRS Clarus Corporation A,C 2 31500CMH Clayton Homes, Inc. C,X 2 31500CCU Clear Channel Comm., Inc. C 1 75000CKQ/CLNTF Clearnet Communications, Inc. A 2 22500CNL Cleco Corporation P 3 13500CLX Clorox Co. C,X,P 1 31500QGC/CMGI CMGI, Inc. A,C,P 3 75000CMS CMS Energy Corporation C 3 31500CNA CNA Financial Corporation A 2 22500QKW/CNET CNET, Inc. A,C 1 75000CNH CNH Global NV X 3 22500

1 1Footnotes are on page 84.


COA Coachmen Industries, Inc. A 3 13500CGP Coastal Corporation (The) A,C 3 31500PAR Coastcast Corp. A 2 13500KO Coca-Cola Company (The) A,C,X,P 2 75000CCE Coca-Cola Enterprises, Inc. C 2 75000KOF Coca-Cola Femsa S.A. ADR C 1 31500CDE Coeur D'Alene Mines Corp. C 2 22500QCG/CGNX Cognex Corporation X,P 2 22500CRQ/COGN Cognos, Inc. A 2 22500HRQ/COHR Coherent, Inc. A,P 2 13500QCH/COHU Cohu, Inc. P 2 13500QLR/CSTR Coinstar, Inc. C,X 1 13500CNJ Cole National Corp. X 2 13500CLN Coleman Company Inc. A 3 13500CL Colgate-Palmolive Company C 2 75000CNB Colonial Bancgroup, Inc. X 3 22500CLP Colonial Properties Trust P 3 13500QCW/CMED Colorado Medtech, Inc. C,P 2 13500CQF/COLTY Colt Telecom Group Plc. A,C 1 22500COB Columbia Laboratories, Inc. A,C 3 22500COL Columbia/HCA Healthcare Corp. A,C 2 75000CQH/CMTO Com21, Inc. A,C,X,P 1 60000CCQ/CMCSA Comcast Corp. (Cl. A) X 1 75000CQK/CMCSK Comcast Corp. (Special Cl. A) C,X 1 150000TQC/CMDL Comdial Corp. P 1 13500CDO Comdisco, Inc. A,P 1 75000CMA Comerica, Inc. X 1 31500CBH Commerce Bancorp, Inc. X 3 13500UBA/CBSH Commerce Bancshares P 2 13500RUC/CMRC Commerce One A,C 1 75000CFB Commercial Federal Corp. X 3 22500NNN Commercial Net Lease Realty P 2 13500QCB/CMSB Commonwealth Bancorp, Inc. X 2 13500QCT/CTCO Commonwealth Telephone Ent., Inc. P 3 13500CTV Commscope, Inc. A 1 31500QSJ/CFBX Community First Bankshares, Inc. P 2 22500BRH Comp Cervejaria Brahma A 1 31500VNT Compania Anomina Natl. Venezuela A,C 1 31500CTC Compania de Tele de Chile C 2 31500CPQ Compaq Computer Corporation A,C,X,P 1 75000JQK/CBSS Compass Bancshares, Inc. P 1 31500CQQ/CBSI Complete Business Solutions C,X 1 31500CPU CompUSA, Inc. A,C 2 75000CA Computer Associates Intl, Inc. A,C,P 2 75000ZQH/CHRZ Computer Horizons Corp. C 3 31500QXT/CLCX Computer Learning Centers, Inc. A,C 2 75000QDO/CMNT Computer Network Technology A,C,X,P 1 31500CSC Computer Sciences Corp. C 3 75000TSK Computer Task Group X 2 13500CWQ/CPWR Compuware Corporation A,C,P 2 300000CQ Comsat Corp. C,X 1 31500CQV/CMVT Comverse Technology, Inc. A,C 1 60000ED Con Edison A 2 31500CAG ConAgra, Inc. A 3 75000QYS/CCMC Concentra Managed Care, Inc. A 2 75000



QXF/CNCX Concentric Network Corp. A,C,X 1 22500UCD/CCRD Concord Communications, Inc. A,C,X,P 1 22500EQF/CEFT Concord EFS, Inc. X,P 3 75000COQ/CNRQ Concur Technologies A,C,X 2 75000URC/CCUR Concurrent Computer Corp. X 2 75000CIV Conectiv X 1 22500QXN/CNXT Conexant Systems, Inc. A,C 1 75000KQD/CNMD CONMED Corp. A 2 13500COC Conoco, Inc. A,C,X,P 1 75000CKO Conoco, Inc. (Cl. B) A,C,X,P 1 60000CNC Conseco, Inc. A,C 2 75000CNX Consol Energy, Inc. C 2 22500XQF/CFWY Consolidated Freightways Corp. C 3 22500CNF Consolidated Freightways, Inc. C 3 31500CNG Consolidated Natural Gas Co. A 1 31500CDP Consolidated Papers, Inc. P 1 22500CNS Consolidated Stores X 1 75000CEG Constellation Energy Group X 1 31500CFN ContiFinancial Corp. A 3 22500CAI/CAIB Continental Airlines (Cl. B) A,C 3 60000UVC/CONV Convergent Communications C 3 31500CVG Convergys Corporation A,C 1 31500CGR/CGR Cooker Restaurant Corporation P 3 13500CAM Cooper Cameron Corporation X 2 75000COO Cooper Companies, Inc. A 2 13500CBE Cooper Industries, Inc. A 1 31500CTB Cooper Tire & Rubber Co. X,P 2 22500KQJ/CPRT Copart, Inc. P 2 13500KUA/CMTN Copper Mountain Networks A,C,X 3 150000CHQ/CORR Cor Therapeutics, Inc. P 1 22500CDD Cordant Technologies, Inc. X 1 22500CLB Core Laboratories N.V. X,P 3 22500CGA Corus Group Plc. ADS C 1 31500CPO Corn Products International, Inc. P 2 13500GLW Corning, Inc. A,C 2 75000EBU/EXBD Corporate Executive Board Co. X 3 13500XQP/CEXP Corporate Express, Inc. C 1 75000CQU/CSCQ Correctional Services Corp. X 1 13500CUP/CPWM Cost Plus, Inc. X 2 13500PRQ/COST Costco Wholesale Corp. A,P 1 75000CGZ Cotelligent, Inc. P 1 13500QCE/CLTR Coulter Pharmaceutical, Inc. C,X 1 22500CCR Countrywide Credit Industries X 1 31500COU/COVD COVAD Comm. Group, Inc. A,C,X,P 3 75000CVD Covance C 2 22500OVQ/CVTY Coventry Corporation C 1 31500COX Cox Communications (Cl. A) C 3 31500QTO/CYOE Coyote Network Systems, Inc. A,C 1 13500CR Crane Co. X 1 22500RFQ/CREAF Creative Technology Limited C 1 75000CQS/CMOS Credence Systems Corp. A,X 2 22500DCQ/CACC Credit Acceptance Corp. A 3 22500CQR/CREE Cree, Inc. A,C 3 45000CEI Crescent Real Estate Equities Co. P 2 31500CLJ Crestline Capital Corp. X 1 13500



UPA/CPTH Critcal Path, Inc. A,C,X,P 2 22500XTO Cross Timbers Oil Co. X 2 22500QYW/TWRS Crown Castle International A,C 1 31500CCK Crown Cork & Seal Co., Inc. X 1 60000CRY CryoLife, Inc. A 3 13500QGA/CSGS CSG Systems Intl, Inc. C 3 22500CAO CSK Auto Corporation X 2 13500CSX CSX Corporation P 2 31500CUU/CPTL CTC Communications Group A,C,X,P 2 13500CTS CTS Corp. P 2 13500CFR Cullen/Frost Bankers, Inc. X 3 13500CFI Culp, Inc. P 3 13500CUM Cummins Engine Co., Inc. C 3 22500UUC/CMLS Cumulus Media, Inc. A,P 1 22500OQG/CUNO Cuno Incorporated P 2 13500NQH/CURE Curative Health Services, Inc. C 3 13500KUT/CBUK Cutter & Buck, Inc. X 3 13500UXC/CVTX CV Therapeutics, Inc. C 1 22500CVS CVS Corporation P 2 75000KBQ/CYCH Cybercash, Inc. A,C,X,P 3 75000QOO/COOL Cyberian Outpost, Inc. A,C,P 2 75000QAJ/CYBX Cyberonics, Inc. A,C 1 13500QVX/CBXC Cybex Computer Products Corp. A,C 2 13500YQB/CYLK Cylink Corporation C 2 22500CQG/CYMI Cymer, Inc. A,C 2 31500CY Cypress Semiconductor Corp. A,C,P 3 75000CYM Cyprus Amax Minerals Co. C 1 31500KQY/CYRK Cyrk, Inc. X 3 13500CYT Cytec Industries, Inc. A 2 31500YQK/CYTC CYTYC Corporation A,C 2 22500DHI D.R. Horton, Inc. P 2 22500DCX Daimler-Chrysler AG A,C,X,P 1 75000QDZ/DZTK Daisytek Intl Corp. A 3 13500DTL Dal Tile International, Inc. C,X 1 22500DS Dallas Semiconductor X 1 13500DQN/DMRK Damark International, Inc. C 2 13500DCN Dana Corporation C 1 31500DHR Danaher Corp. X 3 31500DNQ/DANKY Danka Business Systems, PLC P 2 60000QQX/DAOU DAOU Systems, Inc. A,C 1 31500DRI Darden Restaurants, Inc. C 1 31500BQD/DBCC Data Broadcasting Corporation A,C 3 75000DGN Data General Corporation C,P 3 60000OGQ/DTLN Data Transm. Network Corp. A 3 13500DTQ/DSCP Datascope Corporation A,X 3 13500DQK/DSTM Datastream Systems, Inc. X 2 31500QUB/DANB Dave & Buster's, Inc. A,C 2 13500VQ/DAVX Davox Corp. A 3 31500DH Dayton Hudson Corporation C,P 1 75000DF Dean Foods Company P 2 22500DE Deere & Company A 3 75000DLM Del Monte Foods Company C,X 1 22500WBB Del Webb Corp. X 2 13500DZA Delhaize America (Cl. A) A 1 75000DZB Delhaize America (Cl. B) A 1 31500



DLQ/DELL Dell Computer Corporation A,C,X,P 2 200000DPH Delphi Automotive Systems A,C,X 3 60000DLP Delta & Pine Land Co. A,C 2 22500DAL Delta Air Lines, Inc. A,C,X,P 1 75000DSQ/DLTK Deltek Systems, Inc. P 1 13500DEL Deltic Timber Corporation P 2 13500DLX Deluxe Corporation P 1 22500DEQ/DRTE Dendrite Intl, Inc. A 2 22500XRQ/XRAY DENTSPLY International, Inc. C 2 22500DFS Department 56, Inc. A 3 13500DDC Detroit Diesel Corp. C 3 13500DT Deutsche Telekom AG A,C 1 22500DDR Developers Diversified Realty X 2 22500DVN Devon Energy Corporation A,C 1 22500DEX Dexter Corporation (The) A 1 13500DEO Diageo, Plc. A 1 22500DQJ/DHSM Diagnostic Health Svcs., Inc. P 3 13500DP Diagnostic Products Corp. P 3 13500DL Dial Corp. A 1 31500DAQ/DIMD Diamond Multimedia Systems, Inc. C 1 75000DO Diamond Offshore Drilling, Inc. C 3 75000DUP/DTPI Diamond Technology Partners C 1 13500DBD Diebold, Inc. X,P 2 31500QDG/DIGE Digene Corp. A 3 13500DGQ/DGII Digi International X 1 22500SUH/ISLD Digital Island A,C 2 75000DGU/DIGL Digital Lightwave, Inc. A,C 1 31500DMQ/DMIC Digital Microwave Corporation P 3 75000DQI/DRIV Digital River, Inc. A,C,P 3 75000QID/DIIG DII Group A 3 31500DDS Dillard's, Inc. (Class A) P 2 31500DME Dime Bancorp, Inc. A 3 31500DMN Dimon, Inc. X 1 22500QHA/DNEX Dionex Corporation P 1 13500DAP Discount Auto Parts X 2 13500DIS Disney (The Walt) Holding Co. A,C,P,X 1 75000DUI/DITC Ditech Communications Corp. A,C,X 3 31500DIR DLJ Direct A,C,X,P 1 31500QDC/DCTM Documentum, Inc. A,X 1 31500DOL Dole Food Company, Inc. P 3 22500DG Dollar General Corporation P 2 75000DTG Dollar Thrifty Auto Group, Inc. C 1 22500DQO/DLTR Dollar Tree Stores, Inc. P 2 31500D Dominion Resources, Inc. X 1 60000DCI Donaldson Company, Inc. P 1 13500DLJ Donaldson, Lufkin & Jenrette A,C,X 1 60000DK Donna Karan Intl, Inc. A,C 1 13500DNY Donnelley (R.R.) & Sons Co. A 3 22500QDL/DORL Doral Financial Corporation P 2 13500QTD/DCLK DoubleClick, Inc. A,C,P 1 75000DOV Dover Corporation A 3 31500DVD Dover Downs Entertainment X 2 13500DOW Dow Chemical Co. (The) C,P 3 60000DJ Dow Jones & Co. X 3 22500DPL DPL, Inc. X 1 31500



DQE DQE, Inc. P 3 22500RXQ/DRXR Drexler Technology Corp. A,C 1 13500DYQ/DRYR Dreyer's Grand Ice Cream, Inc. P 3 13500DKU/KOOP drKoop.com, Inc. A,C 3 75000DUG/DEMP Drug Emporium, Inc. C,X,P 1 22500DQV/DSET DSET Corp. X,P 3 13500DQC/DSP DSP Communications, Inc. C 2 60000DPQ/DSPG DSP Group C 1 22500DST DST Systems Inc. A 2 22500DQD/DTII DT Industries, Inc. X 1 13500DTE DTE Energy Co. X 1 31500DRD Duane Reade, Inc. A,X 1 13500DUK Duke Power Corp. X 1 75000DRE Duke-Weeks Realty Corp. P 3 22500DNB Dun & Bradstreet Corp. (The) A 2 31500DD duPont de Nemours & Co. A,C,P 1 75000DUD/DPMI duPont Photomasks, Inc. X 3 13500DQR/DURA Dura Pharmaceuticals, Inc. A,C 1 75000DUQ/DRMD Duramed Pharmaceuticals, Inc. C,X 3 31500QDU/DUSA DUSA Pharmaceuticals, Inc. X,P 3 13500DY Dycom Industries, Inc. X 3 22500DYN Dynergy, Inc. A,X 3 13500QGR/EGRP E*Trade Group, Inc. A,C,X,P 1 75000ETV E4L, Inc. A,C 3 31500UQV/EUSA Eagle USA Airfreight X 2 22500EGR Earthgrains Company X 3 22500QKL/ELNK EarthLink Network, Inc. A,C,X 1 75000QER/ERTH EarthShell Corporation C 1 22500EFU Eastern Enterprises X 1 13500EUA Eastern Utilities Association X 2 13500EMN Eastman Chemical Company C 3 22500EK Eastman Kodak Company A,C,X,P 1 75000ETN Eaton Corporation C 1 31500QXB/EBAY eBay, Inc. A,C,P 1 75000EUL/ELON Echelon Corporation C,X 2 31500QHS/DISH Echostar Communications Corp. C,X 3 31500ECQ/ECILF ECI Telecommunications, Ltd. C 2 31500ELQ/ESTI Eclipse Surgical Tech., Inc. P 1 22500IQV/ECLP Eclipsys Corp. A,C 1 13500ECL Ecolab, Inc. C 1 22500YQ/EDFY Edify Corp. A 2 31500EIX Edison International P 1 75000EEX EEX Corporation P 1 22500FUW/EFAX EFax.com, Inc. A,C,P 2 75000EGQ/EGGS Egghead.com, Inc. A,C,X 3 75000EDQ/EGHT 8x8, Inc. C 2 60000EE El Paso Electric Company A 3 22500EPG El Paso Energy Corp. A 1 31500ELN Elan Corporation, PLC C,X,P 1 75000UET/ELNT Elantec Semiconductor, Inc. A,X,P 2 13500EQX/ESLTF Elbit Systems, Ltd. P 1 13500BQM/EBSC Elder-Beerman Stores Corp. A 1 22500XQQ/ELIX Electric Lightwave, Inc. C 3 22500EQO/ESIO Electro Scientific Ind., Inc. C 3 13500EIQ/EGLS Electroglas, Inc. C,P 1 13500



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FLM Fleming Companies, Inc. P 2 22500QFL/FLEX Flextronics International, Ltd. X 1 75000FRA Flooring America, Inc. X 3 13500FPC Florida Progress Corp. A 3 31500FLO Flowers Industries, Inc. X 1 22500FLS Flowserve Corporation C 2 22500FLR Fluor Corporation C 1 31500FQX/FMXI Foamex International, Inc. C 3 13500FMX Fomento Economico Mexicano X 1 22500FTS Footstar, Inc. P 2 13500F Ford Motor Company A,C,X,P 3 75000FRX Forest Laboratories, Inc. C 2 31500FST Forest Oil Corporation C 2 13500FJ Fort James Corporation C 2 75000RQF/FRTE Forte Software, Inc. C 1 22500FO Fortune Brands, Inc. A 3 31500QFS/FOSL Fossil, Inc. A 3 13500FWC Foster Wheeler Corporation P 1 22500FHS Foundation Health Sys., Inc. C 1 60000QFO/FFTI 4Front Technologies, Inc. A 2 13500IUK/KIDE 4Kids Entertainment, Inc. A,C 2 31500FOX Fox Entertainment Group A,C,X,P 1 75000FPL FPL Group, Inc. X 3 31500FTE France Telecom S.A. A 3 13500FC Franklin Covey Co. A 2 13500BEN Franklin Resources, Inc. P 1 60000FRE Freddie Mac Corp. A,C,X,P 1 75000FQR/FRED Fred's, Inc. X 2 13500FSI Freedom Securities Corp. P 3 13500FXA Freeport McMoran Copper (Cl. A) C,X 2 22500FCX Freeport McMoran Copper (Cl. B) C,X 2 60000FMT Fremont General Corp. X 2 22500GQG/FRAG French Fragrances, Inc. C 2 22500FMS Fresenius Medical Care A 2 22500FDP Fresh Del Monte Produce, Inc. A 3 13500FGH Friede Goldman Halter, Inc. A,X 2 31500FGI Friede Goldman Intl, Inc. A,C 2 31500FBG Friedman, Billings, Ramsey Grp. A,X 3 22500FKQ/FRDM Friedmans, Inc. X 2 13500TQZ/FRTZ Fritz Companies, Inc. A 2 13500FUO/FRNT Frontier Airlines, Inc. A,C,X,P 2 22500FRO Frontier Corporation C,X 1 75000FTR Frontier Insurance Group X 1 22500FTL Fruit of the Loom (Cl. A) C 2 60000FQH/FSII FSI International, Inc. C 3 22500QML/FUSE Fuisz Technologies Limited C 2 22500FUQ/FULL Fuller (H.B.) Co. X 2 13500FNU/FNDT Fundtech Ltd. C,P 1 22500FBN Furniture Brands Intl, Inc. C 1 22500FXQ/FVCX FVC.com, Inc. A,C,X 2 31500EQK/GADZ Gadzooks, Inc. A,C,X 3 31500GLC Galileo International, Inc. A,C 1 22500QFG/GALT Galileo Tech., Ltd. A,C 1 31500GLH Gallaher Group, Plc. A 3 22500GCI Gannett Co., Inc. P 1 60000



GPS Gap, Inc. (The) A,C,P 3 112500DQQ/GRDG Garden Ridge Corporation P 1 13500IT Gartner Group, Inc. C 1 60000UIT Gartner Group, Inc. (Cl. B) C 1 22500GQS/GSNX Gasonics Intl Corporation P 1 13500GTW Gateway, Inc. A,C,P 3 150000GMT GATX Corporation X 3 22500GCR Gaylord Container Corp. (Cl. A) C 3 22500GET Gaylord Entertainment Co. (Cl. A) C 3 13500GQX/GELX GelTex Pharmaceuticals, Inc. X 1 22500QLF/GMST Gemstar Intl Group, Ltd. A,C,P 2 120000DNA Genentech, Inc. C,X 1 75000GCN General Cable Corporation A,C 2 22500MPP General Cigar Holdings C 1 13500GD General Dynamics Corporation A,C 2 31500GE General Electric Company A,C,X,P 3 75000GIC General Instrument Corp. A,C 3 75000GGQ/GMGC General Magic, Inc. A,C 2 75000GIS General Mills, Inc. P 1 31500GM General Motors Corporation A,C,P 3 75000SEM General Semiconductor, Inc. X 3 13500GCO Genesco, Inc. A 3 22500GHV Genesis Health Ventures, Inc. A 3 22500QFE/GNSSF Genesis Microchip, Inc. A,C 3 31500QHF/GCTI Genesys Telecomm. Labs, Inc. C 3 22500GEN Genrad, Inc. X 2 22500GXQ/GNTX Gentex Corporation P 3 31500GPC Genuine Parts Company P 2 31500GZQ/GENZ Genzyme Corporation-Gen. Div. A,C 1 75000GEQ/GZTC Genzyme Transgenics Corp. C 3 13500QZG/QCTY GeoCities A,C 1 75000GGC Georgia Gulf Corp. X 2 22500TGP Georgia-Pacific (Timber Group) X 1 22500GP Georgia-Pacific Corp. C,X 1 60000QEG/GEOC Geotel Communications Corp. C 1 22500GFU/GIFT Gerald Stevens, Inc. C 1 13500GRB Gerber Scientific, Inc. X 3 13500GQD/GERN Geron Corp. C 2 60000QGT/GETY Getty Images, Inc. C 1 22500GIQ/GIBG Gibson Greetings, Inc. X 3 22500FQI/GILTF Gilat Satellite Networks, Ltd. A,C 2 22500GDQ/GILD Gilead Sciences, Inc. C,P 2 31500G Gillette Company (The) A,C,P 3 75000GLX Glaxo Wellcome, Plc. A,C,X,P 2 60000GQM/GEMS Glenayre Technologies, Inc. C 3 75000GLB Glenborough Realty Trust, Inc. P 3 13500QGL/GLIA Gliatech, Inc. A,C 3 13500QGV/GBLX Global Crossings, Ltd. A,C,X,P 1 31500GQC/GISX Global Imaging Systems C,X 2 13500GQO/GLBL Global Industries, Ltd. X 3 75000GLM Global Marine, Inc. A,C,P 1 75000GTQ/GTSG Global Telesystems Group A,C,X 1 75000YVQ/GSTRF Globalstar Telecomm., Ltd. A,C,P 3 75000GMH GM-Hughes Electronics Corp. A,C 3 60000GO Go.com A,C 1 75000



GQI/GNET Go2Net, Inc. A,C,P 1 150000GSB Golden State Bancorp, Inc. A,C 1 31500GDW Golden West Financial X 2 22500GS Goldman Sachs Group, Inc. A,C,X,P 1 75000GR Goodrich (B.F.) Company (The) C,X 2 31500GT Goodyear Tire & Rubber Co. A 1 75000GQJ/GDYS Goody's Family Clothing, Inc. A 2 31500GUO/GOTO GoTo.com A,C 2 75000GPX GP Strategies Corporation P 3 13500GRA Grace (W.R.) & Co. A 2 31500GGG Graco Inc. P 2 13500GND Grand Casinos, Inc. P 2 75000GWW Grainger (W.W.), Inc. A 1 22500GBQ/GBTVK Granite Broadcasting Corp. X 3 13500GVA Granite Construction, Inc. X 3 13500GAP Great Atlantic & Pacific Tea Co. A 1 13500GLK Great Lakes Chemical Corp. C 3 22500QGP/GPSI Great Plains Software, Inc. A 1 13500GPT Greenpoint Financial Corp. C 1 31500MAK Group Maintenance America P 2 13500DA Groupe Danone A 1 13500TV Grupo Televisa S.A. ADR A,C 1 60000QGS/GSTX GST Telecommunications, Inc. A,C 3 60000GQB/GTIS GT Interactive Software Corp. C,X 1 22500GTE GTE Corporation A,C,P 3 75000GTK GTECH Holdings Corporation C 3 22500GUC Gucci Group, N.V. C,X 1 31500GDT Guidant Corp. A,C,P 1 75000GFD Guilford Mills, Inc. P 2 13500GQF/GLFD Guilford Pharmaceuticals, Inc. C 3 22500GUR/GTRC Guitar Center, Inc. C 1 22500QIF/GIFI Gulf Island Fabrication, Inc. A,C 2 22500GAC Gulfstream Aerospace Corp. A 3 31500GMQ/GYMB Gymboree Corporation (The) C 1 31500HRB H & R Block, Inc. A 1 22500HNZ H.J. Heinz Company C 3 75000HQO/HDCO Hadco Corporation C 1 22500QQH/HAIN Hain Food Group, Inc. C 2 22500HAL Halliburton Company A,C,P 1 75000HMK HA-LO Industries, Inc. A 3 31500HLX Halter Marine Group A 3 22500HQ Hambrecht & Quist Group A,C 2 22500HDL Handleman Company A,C,X 3 22500MAH Hanna (M.A.) Company C 3 22500HRD Hannaford Bros. Co. P 1 13500HC Hanover Compressor Co. X 3 13500HAN Hanson Trust, Plc. C 3 22500BQ/HRBC Harbinger Corporation A 3 60000JH Harland (John H.) Company C 3 22500HDI Harley Davidson, Inc. X,P 2 60000LOQ/HLIT Harmonic Lightwaves, Inc. A,C 1 31500HET Harrah's Entertainment, Inc. C 2 45000HRS Harris Corporation C 2 31500HSC Harsco Corporation P 1 13500HHS Harte-Hanks Inc. X 2 31500



HIG Hartford Financial Services Grp. C 3 31500HLI Hartford Life, Inc. A 3 22500HAS Hasbro, Inc. P 1 31500HE Hawaiian Electric Indus., Inc. P 2 13500HCC HCC Insurance Holdings, Inc. X 1 22500ZHQ/HCIA HCIA, Inc. A 3 13500HCN Health Care REIT, Inc. P 2 13500HMA Health Mgmt. Associates, Inc. C 2 75000HQN/HMSY Health Mgmt. Systems, Inc. X 3 22500HUT/HLTH Healtheon Corporation A,C,X,P 1 75000HRC HEALTHSOUTH Rehab. Corp. C 3 75000HEU/HEAR HearMe A,C 3 22500HTV Hearst-Argyle Television, Inc. P 1 22500HEQ/HTLD Heartland Express, Inc. P 3 13500HMY Heilig-Meyers Company C 2 31500EHQ/HELE Helen of Troy, Ltd. P 2 22500HHQ/HELX Helix Technology Corporation A,P 1 22500HF Heller Financial, Inc. A,C 1 22500HP Helmerich & Payne, Inc. C 3 31500HEB Hemisperx Biopharma A,C 2 31500HQE/HSIC Henry Schein, Inc. C,P 1 31500HQR/HERBA Herbalife International, Inc. (Cl. A) C 3 22500QTB/HERBB Herbalife International, Inc. (Cl. B) C 1 13500HPC Hercules Incorporated A 3 31500HSY Hershey Foods Corporation A 2 31500HRZ Hertz Corporation (Cl. A) P 3 22500HWP Hewlett-Packard Company A,C,X,P 2 75000HXL Hexcel Corporation P 1 13500HXQ/HIFN HI/FN, Inc. A,P 1 13500HIB Hibernia Corporation (Cl. A) C 1 31500HSU/HSAC High Speed Access Corp. A,C,P 1 75000HIW Highwoods Properties, Inc. C 2 22500HB Hillenbrand Industries, Inc. A 3 22500HLT Hilton Hotels Corporation A,C,X,P 1 75000QBH/HBCCA Hispanic Braodcasting Corp. A,C 1 22500HIT Hitachi Ltd. ADR C 1 13500NSQ/HNCS HNC Software, Inc. X 1 31500HOE Hoechst AG A,C 2 22500HLR Hollinger International, Inc. C 1 31500HUP/HEPH Hollis-Eden Pharmaceuticals, Inc. C 1 22500HWQ/HLYW Hollywood Entertainment Corp. A,C 1 60000HPK Hollywood Park, Inc. C 3 22500XHQ/HOLX Hologic, Inc. A 3 13500HD Home Depot, Inc. A,C,X,P 2 75000HBI HomeBase, Inc. C 3 22500HM Homestake Mining Company C,X,P 1 75000HMU/HOMS Homestore.com C 1 31500HNI Hon Industries, Inc. P 2 22500HMC Honda Motor Co., Ltd. X 1 13500HON Honeywell, Inc. C,X,P 2 31500HMN Horace Mann Educators Corp, X,P 2 22500HRL Hormel Foods Corp. X 2 13500HPT Hospitality Properties Trust C 3 22500HMT Host Marriott Corp. X 1 60000HMS Host Marriott Services X 1 13500



HTN Houghton Mifflin Company P 1 13500HI Household International, Inc. A 1 75000HWM Howmet International, Inc. A 1 13500HRP HRPT Properties Trust C 3 31500HSE HS Resources, Inc. P 3 13500HSB HSB Group, Inc. P 3 13500HBC HSBC Holdings Plc. A,C,X 3 13500HFU/HUB Hubble Incorporated P 2 13500HQW/HRBT Hudson River Bancorp P 3 13500HU Hudson United Bancorp C 1 22500HQI/HGSI Human Genome Services, Inc. P 1 13500HUM Humana, Inc. C 2 75000UQH/HUMCF Hummingbird Comm., Ltd. C 1 13500HQB/HBAN Huntington Bancshares, Inc. C,X 1 31500HSM Hussman International C 1 22500UTQ/HTCH Hutchinson Technology, Inc. A,C,X 2 75000VHYC Hypercom Corp. X 1 13500PQT/HYPR Hyperfeed Technologies, Inc. A,C,X 2 75000WQE/HYSL Hyperion Solutions Corp. C 2 60000QPI/HYPT Hyperion Telecomm., Inc. C 2 22500JQ/ITWO i2Technologies, Inc. A 2 75000UIB/IBIS IBIS Technology Corp. A,P 1 13500IBP IBP, Inc. A,X 2 31500QIG/ICGX ICG Communications, Inc. A,C 3 75000ICN ICN Pharmaceuticals, Inc. A,C,P 1 31500IIQ/ICOS ICOS Corporation C 1 31500IDA Idacorp, Inc. X 2 13500IDQ/IDPH IDEC Pharmaceuticals, Inc. C,X,P 1 31500IDX Identix, Inc. A 3 13500IQX/IDXX IDEXX Laboratories, Inc. A,C 3 31500IQJ/IDTC IDT Corp. C,X 3 75000XQW/IDXC IDX Systems Corp. A,X 2 31500GQ/IGEN IGEN International, Inc. X 3 13500QIH/IHOP IHOP Corp. X 3 13500IKN Ikon Office Solutions, Inc. C 3 75000ITW Illinois Tool Works, Inc. A,C,X 3 60000DIU/DISK Image Entertainment, Inc. C,P 3 22500IUM/IMAL iMALL, Inc. A,C 2 31500IMN Imation Corporation A,C 1 22500IGL IMC Global, Inc. C,P 1 60000QCI/IMCL ImClone Systems, Inc. C 2 31500IM Imgram Micro., Inc. A,C,X 3 60000IMQ/IMNR Immune Response Corp. C 2 31500IUQ/IMNX Immunex Corporation A,C 3 75000QPH/IMPH Impath, Inc. C 1 22500IMP Imperial Bancorp X 3 22500ICI Imperial Chemical Ind. C 1 31500UIQ/ICMI Imperial Credit Comm. Mtg. Inv. Corp. P 1 22500BQJ/ICII Imperial Credit Industries, Inc. C,P 1 31500IMO Imperial Oil Ltd. A,C 2 22500QIQ/IMRS IMRglobal Corp. C,P 2 1355RX IMS Health, Inc. A 2 75000IQL/INFS In Focus Systems, Inc. C 1 31500ICO Inacom Corp. A,X 1 13500N Inco Limited A 1 31500



IPQ/INCY Incyte Pharmaceuticals X 3 31500QYC/ICBC Independence Comm. Bank A,C 3 31500INF Infinity Broadcasting Corp. A,C,X 1 75000FWQ/INFM Infinity Software A 2 13500BQU/IUSAB Info USA, Inc. (Cl. B) X 1 13500UNC/INCX Infocure Corporation A,C,P 2 45000IAU/IACO Information Advantage, Inc. C 2 31500IFQ/IFMX Informix Corporation A,C 2 75000QI/SEEK Infoseek Corp. A,C 3 75000IOU/INSP InfoSpace.com, Inc. A,C 1 75000ING ING Group NV C 1 22500IR Ingersoll Rand Company C 3 60000QNH/INHL Inhale Therapeutic Systems A 2 22500QYK/INKT Inktomi Corporation A,C,X 1 75000NDE INMC Mortgage Holdings, Inc. A 1 31500IVQ/INVX Innovex, Inc. A,C 2 22500BLQ/INPR Inprise Corporation A,C 1 75000IO Input/Output, Inc. C 2 31500QNT/NSIT Insight Enterprises, Inc. A,X 2 22500ISQ/INSUA Insituform Technologies, Inc. P 3 13500IJQ/INSO INSO Corporation X 3 31500QNS/NSPR Inspire Insurance Solutions A 3 22500ITQ/IDTI Integrated Device Tech., Inc. C,P 2 75000IHS Integrated Health Services C 3 31500IXQ/ISSI Integrated Silicon Solution, Inc. C 3 31500QIN/INTS Integrated Systems, Inc. P 3 13500INQ/INTC Intel Corporation A,C,X,P 1 150000ITU/ITIG Intelligroup, Inc. A,C 1 22500IDC InterDigital Comm. Corp. C,X,P 3 22500IQG/IFSIA Interface, Inc. A 2 31500IGQ/INGR Intergraph Corp. A 1 22500IS Interim Services, Inc. C,X 2 22500EEU/LEAF Interleaf, Inc. A,C 3 22500IUT/INIT Interliant, Inc. C 3 31500IMG Intermagnetics General Corp. A 1 13500QIX/ICIX Intermedia Comm., Inc. C,P 3 75000IQR/INMT Intermet Corp. A 2 13500IBM International Bus. Machines A,C,X,P 1 15000IQD/IFCI International Fibercom, Inc. C 3 31500IFF Intl Flavors & Fragrances C 2 31500IGT International Game Technology A 1 31500IHF International Home Foods, Inc. A,X 3 22500XQS/INSS International Network Svcs. A 3 31500IP International Paper Co. A,C,X,P 1 75000IRF International Rectifier Corp. C 3 31500ISP International Specialty Products X 3 13500EUG/ICGE Internet Capital Group, Inc. A,C,X 3 150000LNT Interstate Energy Inc. X 1 22500QWY/ISCA Intl Speedway Corp. A 3 13500TQJ/ITDS Intl Telecomm. Data Sys., Inc. A 2 22500IPG Interpublic Grp. of Companies C 1 31500IBC Interstate Bakeries Corp. C 1 31500ITN Intertan, Inc. C,X 1 22500TPQ/INTL Inter-Tel, Inc. P 1 22500VQN/INTV InterVoice-Brite, Inc. A,C 1 31500



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L E A P S ® ( L O N G - T E R ME Q U I T Y A N T I C I P A T I O N

S E C U R I T I E S ® ) 1




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ZJF/XLI Select Sector SPDR - Financial (2001) A 3 4500WJF/XLI Select Sector SPDR - Financial (2002) A 3 4500ZJK/XLI Select Sector SPDR - Industrial (2001) A 3 4500WJL/XLI Select Sector SPDR - Industrial (2002) A 3 4500ZJL/XLK Select Sector SPDR - Technology (2001) A 3 4500WJK/XLK Select Sector SPDR - Technology (2002) A 3 4500ZJO/XLU Select Sector SPDR - Utilities (2001) A 3 4500WJU/XLU Select Sector SPDR - Utilities (2002) A 3 4500ZQT/SEPR Sepracor, Inc. (2001) C 1 31500WQT/SEPR Sepracor, Inc. (2002) C 1 31500ZME/SKYT Skytel Comm. (2001) C 3 60000WMM/SKYT Skytel Comm. (2002) C 3 60000ZMZ/SLM SLM Holdings Corp. (2001) C 1 75000WQH/SLM SLM Holdings Corp. (2002) C 1 75000ZPF/SBH SmithKline Beecham (2001) P 2 21000WPF/SBH SmithKline Beecham (2002) P 2 75000ZSR/SLR Solectron Corp. (2001) C,P 1 120000WRL/SLR Solectron Corp. (2002) C,P 1 120000ZOA/SOI Solutia, Inc. (2001) C 1 60000WOL/SOI Solutia, Inc. (2002) C 1 60000ZEY/SNE Sony Corporation (2001) A,X,P 1 22500WOT/SNE Sony Corporation (2002) A,X,P 1 22500ZUV/LUV Southwest Airlines Co. (2001) C,P 3 202500WUV/LUV Southwest Airlines Co. (2002) C,P 3 202500ZRM/SWS Southwest Securities Group, Inc. (2001) C 3 13500WRM/SWS Southwest Securities Group, Inc. (2002) C 3 13500ZSW/SVRN Sovereign Bancorp (2001) X 1 75000WSW/SVRN Sovereign Bancorp (2002) X 1 75000ZON/FON Sprint Corp. (2001) A,C,X,P 2 150000WO/FON Sprint Corp. (2002) A,C,X,P 2 150000ZVH/PCS Sprint Corp. (PCS Group) (2001) A,C,X,P 2 75000WVH/PCS Sprint Corp. (PCS Group) (2002) A,C,X,P 2 75000ZOS/SQX Starbucks Corporation (2001) A,C 1 150000WSP/SQX Starbucks Corporation (2002) A,C 1 150000ZSK/STK Storage Tech. Corp. (2001) C,P 3 75000WSK/STK Storage Tech. Corp. (2002) C,P 3 75000ZSU/SUNW Sun Microsystems, Inc. (2001) A,C,X,P 1 150000WSU/SUNW Sun Microsystems, Inc. (2002) A,C,X,P 1 150000ZUM/SOC Sunbeam Corp. (2001) A 1 75000WZO/SOC Sunbeam Corp. (2002) A 1 75000ZUF/SUN Sunoco, Inc. (2001) X 2 31500WUD/SUN Sunoco, Inc. (2002) X 2 31500ZNJ/STI SunTrust Banks, Inc. (2001) P 1 60000WNJ/STI SunTrust Banks, Inc. (2002) P 1 60000ZYB/SYBS Sybase, Inc. (2001) P 3 75000WYB/SYBS Sybase, Inc. (2002) P 3 75000ZJA/TAN Tandy Corporation (2001) A,C 1 120000WJY/TAN Tandy Corporation (2002) A,C 1 120000ZTD/TAR Telefonica de Argentina S.A. (2001) A,C,P 1 75000WTD/TAR Telefonica de Argentina S.A. (2002) A,C,P 1 75000ZTE/TMX Telefonos de Mexico (2001) A,C,X 2 75000WTE/TMX Telefonos de Mexico (2002) A,C,X 2 75000ZEP/TLAB Tellabs, Inc. (2001) P 3 75000WEP/TLAB Tellabs, Inc. (2002) P 3 75000ZTG/TEN Tenneco, Inc. (2001) A 2 31500



WTG/TEN Tenneco, Inc. (2002) A 2 31500LXL/TEX Terex Corporation (2000) A,X 1 13500ZYW/TEX Terex Corporation (2001) A,X 1 13500ZTC/TX Texaco, Inc. (2001) A,C,X,P 1 75000WTC/TX Texaco, Inc. (2002) A,C,X,P 1 75000ZTN/TXN Texas Instruments, Inc. (2001) A,C,X,P 1 150000WTN/TXN Texas Instruments, Inc. (2002) A,C,X,P 1 150000ZTH/COMS 3COM Corporation (2001) C,X,P 1 75000WTH/COMS 3COM Corporation (2002) C,X,P 1 75000ZMM/MMM 3M Co. (2001) C,P 1 75000WMU/MMM 3M Co. (2002) C,P 1 75000ZFF/TIF Tiffany & Co. (2001) X 2 22500WTF/TIF Tiffany & Co. (2002) X 2 22500ZTW/TWX Time Warner, Inc. (2001) A,C,X,P 3 75000WTY/TWX Time Warner, Inc. (2002) A,C,X,P 3 75000ZJT/TJX TJX Companies, Inc. (2001) C 1 75000WJT/TJX TJX Companies, Inc. (2002) C 1 75000ZSO/TOM Tommy Hilfiger Corp. (2001) C 2 31500WSV/TOM Tommy Hilfiger Corp. (2002) C 2 31500ZTY/TOY Toys R Us, Inc. (2001) C 3 75000WYT/TOY Toys R Us, Inc. (2002) C 3 75000ZWA/TWA Trans World Airlines (2001) A,C 1 75000WWA/TWA Trans World Airlines (2002) A,C 1 75000ZOI/OIL Triton Energy Corp. (2001) A,C,X 2 60000WOI/OIL Triton Energy Corp. (2002) A,C,X 2 60000ZPA/TYC Tyco International Ltd. (2001) A,C,X,P 1 75000WPA/TYC Tyco International Ltd. (2002) A,C,X,P 1 75000ZUW/USW U.S. West (2001) A,C,X,P 1 75000WUW/USW U.S. West (2002) A,C,X,P 1 75000ZUA/UAL UAL Corporation (2001) A,C,P 2 75000WUA/UAL UAL Corporation (2002) A,C,P 2 75000ZVN/UN Unilever N.V. (2001) A 2 75000WVN/UN Unilever N.V. (2002) A 2 75000ZCB/UK Union Carbide Corp. (2001) A,P 1 60000WCB/UK Union Carbide Corp. (2002) A,P 1 60000ZUJ/UNP Union Pacific Corp. (2001) X 2 75000WUJ/UNP Union Pacific Corp. (2002) X 2 75000ZUI/UIS Unisys Corporation (2001) A,C,P 1 75000WUI/UIS Unisys Corporation (2002) A,C,P 1 75000ZUH/UNH United HealthCare Corp. (2001) A,C 3 75000WUH/UNH United HealthCare Corp. (2002) A,C 3 75000ZXU/UTX United Tech. Corp. (2001) C 2 75000WXU/UTX United Tech. Corp. (2002) C 2 75000ZCL/UCL Unocal Corporation (2001) C,P 1 75000WCL/UCL Unocal Corporation (2002) C,P 1 75000ZUU/U US Airways Group, Inc. (2001) C,P 3 75000WUU/U US Airways Group, Inc. (2002) C,P 3 75000ZBU/USB US Bancorp (2001) A,C 3 75000WBG/USB US Bancorp (2002) A,C 3 75000ZUG/UMG US West Media Group (2001) A 1 75000WUG/UMG US West Media Group (2002) A 1 75000ZXM/MRO USX-Marathon Group (2001) A 1 75000WXM/MRO USX-Marathon Group (2002) A 1 75000ZXS/X USX-U.S. Steel Group (2001) A 1 60000WYS/X USX-U.S. Steel Group (2002) A 1 60000



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6 46 4

I N D E X O P T I O N S 1 , 6

symbol name exchange

XAL AMEX Airline Index Open/Euro ABTK AMEX Biotechnology Index Open/Euro AHWI AMEX Computer Hardware Open/Euro AXCI AMEX Computer Technology Index Close/Amer ACTN AMEX Credit Suisse Tech Index Open/Euro AYTK AMEX de Jager Year 2000 IndexSM Open/Euro ADXE AMEX Deutsche Bank Energy IndexSM Open/Euro ADDX AMEX Disk Drive Index Open/Euro AEUR AMEX Eurotop 100 Index Open/Euro AHKO AMEX Hong Kong Option Index Close/Euro AXII AMEX Institutional Index Open/Euro AIIX AMEX Inter@ctive Week Internet IndexSM Open/Euro AJPN AMEX Japan Index Close/Euro AXMI AMEX Major Market Close/Euro AMXY AMEX Mexico Index Open/Euro AMSH AMEX Morgan Stanley High-Tech 35 IndexSM O/E AXNG AMEX Natural Gas Index Open/Euro ANWX AMEX Networking Index Open/Euro AXOI AMEX Oil Index Close/Amer ADRG AMEX Pharmaceutical Index Open/Euro AXBD AMEX Securities Broker/Dealer Index Open/Euro AICX AMEX TheStreet.Com E-Commerce Index O/E AAUX CBOE Automotive Index Open/Euro C CWX CBOE Comp Software Open/Euro C GAX CBOE Gaming Index Open/Euro CGOX CBOE Gold Index Open/Euro CINX CBOE Internet Index Open/Euro CLTX CBOE Latin 15 Index Open/Euro C MEX CBOE Mexico Index Open/Euro C OIX CBOE Oil Index Open/Euro C TXX CBOE Technology Index Open/Euro CDJR Dow Jones Equity REIT Index CDJX Dow Jones Industrial Average Open/Euro CECM Dow Jones Internet Commerce Index Open/Euro CDTX Dow Jones Transportation Average Open/Euro CDUX Dow Jones Utility Average Open/Euro CMUT Dow TenSM Open/Euro CGTC GSTI Composite Index Open/Euro CGHA GSTI Hardware Index Open/Euro CGIN GSTI Internet Index CGIP GSTI Multimedia Index Open/Euro CGSM GSTI Semiconductor Index Open/Euro C GSV GSTI Services Index Open/Euro C GSO GSTI Software Index Open/Euro C MXX IPC Index Close/Euro C CRX Morgan Stanley Commodity IndexSM Open/Euro ACMR Morgan Stanley Consumer IndexSM Open/Euro ACYC Morgan Stanley Cyclical IndexSM Open/Euro ANFT Morgan Stanley Multinational Index C NDX Nasdaq 100 Index Open/Euro C NIK Nikkei 300 Index Close/Euro C NYA NYSE Composite Index Open/Euro CEGI PCX Morgan Stanley Emerging Growth Index PBMX PHLX Computer Box Maker Sector Open/Euro X

Footnotes are on page 84.



FPP PHLX Forest & Paper Products Open/Euro XXAU PHLX Gold/Silver Sector Close/Amer XBKX PHLX KBW Bank Sector Open/Euro XXOC PHLX Nat'l OTC Sector Close/Euro XOSX PHLX Oil Service Sector Open/Euro XOTX PHLX OTX Prime Sector Open/Euro XSOX PHLX Semiconductor Sector Open/Amer XDOT PHLX TheStreet.com Internet Sector Open/Euro XUTY PHLX Utility Sector Close/Euro XRUT Russell 2000 Index Open/Euro COEX S&P 100 Index Close/Amer CSPX S&P 500 Index Open/Euro CBIX S&P Banks Index Open/Euro CSGX S&P Barra Growth Open/Euro CSVX S&P Barra Value Open/Euro CCEX S&P Chemicals Open/Euro CHCX S&P Healthcare Index Open/Euro CIUX S&P Insurance Index Open/Euro CMID S&P Midcap 400 Index Open/Euro ARLX S&P Retail Open/Euro CSML S&P Small Cap 600 Open/Euro CTRX S&P Transportation Index Open/Euro CXEF The Street.com E-Finance Index Open/Euro A

6 5

6 6 Footnotes are on page 84.6 6

L O N G - T E R MI N D E X O P T I O N S 1 , 6


ZHK/HKO AMEX Hong Kong (2001) AZDJ CBOE Dow Jones Industrials (2001) C LJ CBOE Dow Jones Internet Commerce 1/10 (2000) C ZJ CBOE Dow Jones Internet Commerce 1/10 (2001) C ZTU CBOE Dow 10SM (2001) CLDN CBOE Dow Transport 1/10 (2000) C ZDN CBOE Dow Transport 1/10 (2001) C LDU CBOE Dow Utility 1/10 (2000) C LZI CBOE Internet 1/10 (2000) C ZXI CBOE Internet 1/10 (2001) C LEX CBOE Mexico 1/10 (2000) C ZOC CBOE Technology 1/10 (2001) C ZXA/XAU PHLX Gold/Silver Sector (2001) X WXA/XAU PHLX Gold/Silver Sector (2002) XLRU Russell 2000 1/10 (2000) C OCX S&P 100 1/5 (2000) C OAX S&P 100 1/5 (2001) C SPL S&P 500 C LSZ S&P 500 1/10 (2000) C LSW S&P 500 1/10 (2001) C LSY S&P 500 1/10 (2002) CLXH S&P Healthcare 1/10 (2000) C

6 7

C U R R E N C Y O P T I O N S 1 , 6


XAD Australian Dollar Mid-Month (American) XCAD Australian Dollar Mid-Month (European) XXAZ Australian Dollar Mid-Month 1/2 pt (American) XCAZ Australian Dollar Mid-Month 1/2 pt (European) XADW Australian Dollar Month-End (American) XEDA Australian Dollar Month-End (European) XAZW Australian Dollar Month-End 1/2 pt (American) XEAW Australian Dollar Month-End 1/2 pt (European) XXBP British Pound Mid-Month (American) XCBP British Pound Mid-Month (European) XBPW British Pound Month-End (American) XEPO British Pound Month-End (European) XXCD Canadian Dollar Mid-Month (American) XCCD Canadian Dollar Mid-Month (European) XXCD Canadian Dollar Mid-Month 1/2 pt (American) XCCD Canadian Dollar Mid-Month 1/2 pt (European) XCDW Canadian Dollar Month-End (American) XECD Canadian Dollar Month-End (European) XCDW Canadian Dollar Month-End 1/2 pt (American) XECD Canadian Dollar Month-End 1/2 pt (European) XMYX DEM/JPY Cross Rate Mid-Month (European) XMYZ DEM/JPY Cross Rate Mid-Month 1/2 pt (European) X MYW DEM/JPY Cross Rate Month-End (European) X MXZ DEM/JPY Cross Rate Month-End 1/2 pt (European) X XDM Deutsche Mark Mid-Month (American) X CDM Deutsche Mark Mid-Month (European) X XDZ Deutsche Mark Mid-Month 1/2 pt (American) X CDZ Deutsche Mark Mid-Month 1/2 pt (European) X DMW Deutsche Mark Month-End (American) X EDM Deutsche Mark Month-End (European) X DMZ Deutsche Mark Month-End 1/2 pt (American) X EDZ Deutsche Mark Month-End 1/2 pt (European) X XEU Euro Mid-Month (American) X ECU Euro Mid-Month (European) X XEW Euro Month-End (American) X ECW Euro Month-End (European) X XFF French Franc Mid-Month (American) X CFF French Franc Mid-Month (European) X FFW French Franc Month-End (American) X EFF French Franc Month-End (European) X PMX GBP/DEM Cross Rate Mid-Month (European) X PMW GBP/DEM Cross Rate Month-End (European) X XJY Japanese Yen Mid-Month (American) X CJY Japanese Yen Mid-Month (European) X XJZ Japanese Yen Mid-Month 1/2 pt (American) X CJZ Japanese Yen Mid-Month 1/2 pt (European) X JYW Japanese Yen Month-End (American) X EJY Japanese Yen Month-End (European) X




JYZ Japanese Yen Month-End 1/2 pt (American) X EJZ Japanese Yen Month-End 1/2 pt (European) X XSF Swiss Franc Mid-Month (American) X CSF Swiss Franc Mid-Month (European) X XSZ Swiss Franc Mid-Month 1/2 pt (American) X CSZ Swiss Franc Mid-Month 1/2 pt (European) X SFW Swiss Franc Month-End (American) X ESW Swiss Franc Month-End (European) X SFZ Swiss Franc Month-End 1/2 pt (American) X ESZ Swiss Franc Month-End 1/2 pt (European) X

L O N G - T E R MC U R R E N C Y O P T I O N S 6


YPX British Pound (European) XYJY Japanese Yen (European) X

I N T E R E S T R A T EO P T I O N S 6


TNX CBOE 10-Yr Treasury C TYX CBOE 30-Yr Treasury C FVX CBOE 5-Yr Treasury C IRX Telerate Short Index C

L O N G - T E R M I N T E R E S TR A T E O P T I O N S 1 , 6


LXN/TNX CBOE 10-Yr Treasury Index C LBN/TYX CBOE 30-Yr Treasury Index C LXV/FVX CBOE 5-Yr Treasury Index C LXI/IRX 13-Week Treasury Index C

6 9

I N D E XF L E X ™ O P T I O N S 6

name exchange

Dow Jones Industrials CDow Jones Transportation Average CDow Jones Utility Average CEUROTOP 100 Index AGold/Silver Sector XHong Kong Options Index AInstitutional Index AInter@ctive Week Internet Index AJapan Index AKBW Bank Sector XMajor Market Index AMorgan Stanley High-Technology 35 Index ANasdaq 100 Index CNational OTC Sector XOil Service Sector XRussell 2000 Index CS&P 100 Index CS&P 500 Index CSemiconductor Sector XStandard & Poor's MidCap 400 Index AUtility Sector X

E Q U I T Y F L E X ™O P T I O N S 1

name exchange

Abbott Laboratories C,X,PABN AMRO Holdings, N.V. A,CABR Information Services, Inc. PAce, Ltd. PAcrochem Corp. AAction Performance Companies, Inc. CActivision, Inc. CAdaptec, Inc. AADC Telecommunications, Inc. PAdministaff, Inc. CAdobe Systems, Inc. PAdvanced Micro Devices, Inc. C,PADVANTA Corp. (Cl. A) A,CAES Corporation C,PAgouron Pharmaceuticals, Inc. A,CAgriBioTech, Inc. CAirTouch Communications, Inc. C,PAK Steel Holding Corporation CAlbertson's, Inc. XALCOA Inc. C


name exchange


Aliant Communications, Inc. PAlkermes, Inc. PAllied-Signal, Inc. XAllied Waste Industries, Inc. CAltera Corporation C,PAlternative Resources Corporation CAlumax, Inc. A,XALZA Corporation C,PAmazon.com, Inc. A,C,X,PAMC Entertainment, Inc. AAmerica Online, Inc. A,C,PAmerican Eagle Outfitters C,XAmerican Express Company A,C,PAmerican General Hospitality Corp. XAmerican Home Products Corporation A,C,PAmerican Standard Companies, Inc. CAmerican Tower Corp. (Cl. A) CAmeriPath, Inc. AAmeritech Corporation PAmeritrade Holding Corp.(Cl. A) C,PAMF Bowling, Inc. XAMFM, Inc. PAmgen, Inc. A,C,PAmkor Technology, Inc. A,CAmoco Corporation CAMP, Inc. CAnalog Devices, Inc. A,CAndrew Corporation CAnswerThink Consulting Group CAON Corporation PApache Corp. CApple Computer, Inc. A,C,PApplied Magnetics Corporation C,PApplied Materials, Inc. C,PApria Healthcare Group, Inc. CArcher-Daniels-Midland Company XArrow Elecontronics, Inc. AAscend Communications, Inc. A,C,XAsia Pulp & Paper Company, Ltd. AAssociated Group, Inc. (Cl. A) PAssociated Group, Inc. (Cl. B) PAstoria Financial Corp. C,XAstra AB XAt Home Corporation A,C,PAT&T Corp. A,C,PAT&T Corp. - Liberty Media Group (Cl. A) C,PAtlantic Coast Airlines Holdings A,CAtlantic Richfield CAtmel Corporation CAurora Foods, Inc. PAutodesk, Inc. PAutomatic Data Processing XAutoNation, Inc. A,CAviron A,CAvis Rent A Car, Inc. A,C

Avon Products, Inc. CAware, Inc. PAXA Financial CBaan Company N.V. CBaker Hughes, Inc. C,PBallard Medical Products ABally Total Fitness Holding Corp. ABanc One Corporation PBanco Bilbao Vizcaya SA-ADR C,XBank of America Corporation C,X,PBank of New York Company, Inc. (The) CBank of Tokyo Mitsubishi C,PBank One Corporation C,PBank United Corp. XBankBoston Corporation XBarrick Gold Corp. A,C,PBay Networks, Inc. CBB&T Corporation C,XBear Stearns Companies, Inc. (The) CBell Atlantic Corp. C,PBellSouth Corporation A,C,PBest Buy Co., Inc. CBethlehem Steel Corporation CBioChem Pharma, Inc. C,PBISYS Group Inc. (The) A,XBJ Services Company CBoeing Company (The) C,PBoston Chicken, Inc. ABoston Scientific Corporation C,PBP Amoco, Plc. PBristol-Myers Squibb Company C,PBritish Telecommunications, Plc. ADR CBroadcast.com, Inc. A,CBroadcom, Inc. CBrook Group, Ltd. C,XBrowning/Ferris Industries, Inc. ABrunswick Corporation CBuilding One Services Corp. CCable & Wireless Plc. ADR C,XCabletron Systems, Inc. A,C,XCadence Design Systems, Inc. CCalpine Corporation PCambridge Technology Partners, Inc. C,XCampbell Soup Company CCardinal Health, Inc. ACarr Realty Corp. CCaterpillar, Inc. PCBS Corporation A,C,PCD Radio, Inc. ACelgene Corporation CCell Pathways C,XCellNet Data Systems ACellStar Corporation A,CCendant Corporation A,C,XCENTEX Corp. C

name exchange


Central Garden & Pet Co. CCentury Business Services, Inc. PCentury Communications Corp. (Cl. A) CCentury Tel, Inc. PCeridian Corporation CChase Manhattan Corporation (The) A,C,PCheap Tickets, Inc. CCheck Point Software Technologies, Ltd. C,XCheckfree Corporation A,CCheesecake Factory, Inc. (The) A,PChevron Corporation PChiron Corporation CCHS Electronics, Inc. A,C,XChubb Corporation (The) CCIBER, Inc. ACIENA Corporation A,C,PCircuit City Stores - Circuit City Group PCirrus Logic, Inc. C,PCisco Systems, Inc. C,PCitigroup, Inc. C,PClaire’s Stores CClear Channel Communications, Inc. CClorox Company XCMGI, Inc. A,CCMS Energy Corp. CCoca-Cola Company (The) C,PCoca-Cola Enterprises CCoherent, Inc. PColgate-Palmolive Company CColorado Medtech, Inc. C,PColtec Industries, Inc. XColumbia/HCA Healthcare Corp. A,CComcast Corporation (Special Cl. A) C,XComdisco, Inc. PComerica Incorporated XCompania Anonima Nacional Telefons de Venezuela A,CCompaq Computer Corporation PCompass Bancshares, Inc. PComplete Business Solutions C,XCompUSA, Inc. A,CComputer Associates International, Inc. C,PComputer Learning Centers, Inc. A,CComputer Sciences Corporation CCompuware Corporation CComverse Technology, Inc. CConAgra, Inc. AConseco, Inc. A,CConsolidated Graphics, Inc. CContinental Airlines, Inc. (Class B) A,CCooper Cameron Corporation XCore Laboratories, N.V. PCorning Incorporated CCorporate Express, Inc. CCorrections Corporation of America A,CCostco Wholesale Corporation A,P

name exchange


Credence Systems Corporation A,XCSX Corporation PCVS Corporation PCyberian Outpost, Inc. A,C,X,PCymer, Inc. A,CCypress Semiconductor Corporation CDaimlerChrylser AG CDana Corp. CDanka Business Systems, PLC PData General Corporation C,PDayton Hudson Corporation C,PDean Foods Company PDeere & Company CDell Computer Corp. A,C,X,PDelta Airlines, Inc. C,PDeVry, Inc. PDial Corporation (The) ADiamond Offshore Drilling, Inc. CDigital Equipment Corporation ADII Group (The) ADisney (The Walt) Company A,CDollar General Corporation PDonaldson, Lufkin & Jenrette, Inc. C,XDonna Karan International, Inc. ADoubleClick, Inc. A,C,PDow Chemical Company (The) C,PduPont (E.I.) de Nemours and Company A,C,PDura Pharmaceuticals, Inc. A,CE*Trade Group, Inc. A,CEarthlink Network, Inc. A,C,XEastern Environmental Services A,XEastman Kodak Company C,PEaton Corporation CeBay, Inc. A,C,X,PEchoStar Communications Corp. CEgghead, Inc. AElan Corporation, Plc. ADR C,PElder-Beerman Stores Corp. AElectric Lightwave, Inc. CElf Aquitaine Plc. ADR CEil Lily and Company A,PEMC Corporation C,PEmpresas ICA Sociedad Controladora de S.A. de C.V ADR. CEnersis S.A. PEnron Corp. CENSCO International, Inc. A,CEnzo Biochem, Inc. A,CEnzon, Inc. A,C,PEpitope, Inc. A,CEquifax, Inc. PEquitable Companies, Inc. (The) AEquity Office Properties Trust XEricsson (L.M.) Telephone Co. ADR C,Xe-spire Communications, Inc. XE-Tek Dynamics, Inc. A,C

name exchange


eToys, Inc. A,C,PEXCEL Communications, Inc. AExcel Switching Corporation CExcite, Inc. C,XExxon Corp. C,PFamily Golf Centers, Inc. A,CFannie Mae A,C,XFDX Corporation PFederal-Mogul Corporation PFederated Department Stores, Inc. CFinova Group AFirst American Corporation C,X,PFirst Brands Corporation XFirst Data Corporation A,CFirst Security Corp. A,CFirst Union Corporation PFirstar Corporation C,XFirstEnergy Corp. PFootstar, Inc. PFord Motor Company C,PFORE Systems, Inc. A,C,XFoundation Health Systems, Inc. CFPA Medical Management, Inc. CFPL Group, Inc. XFranklin Covey Corp. AFreddie Mac Corporation AFreedom Securities Corporation PFreeport-McMoran Copper & Gold Co., Inc. (Cl. B) C,XFriede Goldman International, Inc. A,CFrontier Corp. C,XFuisz Technologies Limited CGannett Co., Inc. PGap, Inc. (The) C,PGasonics International Corporation PGateway, Inc. A,C,PGaylord Entertainment Co. (Cl. A) CGeneral Dynamics Corporation CGeneral Electric Company C,PGeneral Instrument Corp. CGeneral Mills, Inc. PGeneral Motors Corporation C,PGeneral Nutrition Companies, Inc. CGeneral Re Corporation AGeneral Signal Corp. XGenesis Health Ventures, Inc. AGenuine Parts Company PGeorgia-Pacific Corp. XGetchell Gold Corp. X,PGetty Images, Inc. C,PGilat Satellite Networks, Ltd. A,CGilead Sciences, Inc. PGillette Company (The) A,C,PGlobal Crossing, Ltd. A,C,X,PGlobal Telesystems Group A,C,XGlobalstar Telecommunications, Ltd. A,C

name exchange


Go2Net, Inc. A,C,PGreen Tree Financial Corp. CGroup Maintenance America Corp. PGrupo Televisa S.A. ADR A,CGST Telecommunications, Inc. A,CGTE Corporation A,C,PGucci Group, N.V. CGuidant Corporation PGuilford Pharmaceuticals, Inc. CHA-LO Industries, Inc. AHalliburton Company PHarland (John H.) Company CHarris Corporation CHealthCare Financial Partners, Inc. PHealtheon Corporation A,C,PHealthsouth Corporation CHearst-Argyle Television, Inc. PHeilig-Meyers Company CHeinz (H.J.) Company CHertz Corporation - Class A PHewlett-Packard Company C,PHFS, Inc. AHilton Hotels Corporation PHMT Technology Corporation C,XHNC Software, Inc. XHome Depot, Inc. (The) C,X,PHomestake Mining Company C,PHost Marriott Corporation XHoughton Mifflin Company PHousehold International, Inc. AHuntington Bancshares, Inc. C,Xi2 Technologies, Inc. AICG Communications, Inc. A,CICOS Corporation CIDEC Pharmaceuticals Corporation PIDT Corporation CIkon Office Solutions, Inc. CImax Corporation XIMC Global, Inc. C,PImmunex Corporation AImperial Credit Industries CInacom, Inc. A,XIMRglobal Corporation C,PInfoseek Corp. A,CING Groep N.V. CIngersoll-Rand Company CIngram Micro, Inc. A,C,XInktomi Corp. A,C,XInland Steel Industries XIntegrated Health Services, Inc. CIntel Corporation A,C,PInterDigital Communications Corporation PIntermedia Communications, Inc. PInternational Business Machines Corporation C,PIntegrated Silicon Solutions, Inc. A


name exchange

7 67 6

International Game Technology AInternational Paper Company CInternational Telecommunication Data Systems, Inc. A,PInterpublic Group of Companies, Inc. (The) CIntuit Corporation CIomega Corporation A,C,X,PIridium World Communications, Ltd. A,C,PITEQ, Inc. AIvax Corporation CiVillage, Inc. PIXC Communications, Inc. AJ.D. Edwards & Company A,C,PJohnson & Johnson C,PJones Pharma, Inc. A,CK Mart Corporation C,PKEANE, Inc. AKent Electronics Corp. CKey Energy Services, Inc. X,PKeyCorp X,PKeystone Automotive Industries, Inc. PKing World Productions, Inc. PKLA Instruments Corporation C,PKnight/Trimark Group, Inc. A,CKoninklijke Philips Electronics N.V. CKushner Locke Co. CLa Z Boy CLabor Ready, Inc. X,PLam Research Corporation PLason, Inc. PLearning Company, Inc. (The) A,CLeggett & Platt, Inc. ALegato Systems, Inc. CLehman Brothers Holding Corp., Inc. A,CLennar Corporation ALernout & Hauspie Speech Prod. ALevel 3 Communications, Inc. C,X,PLevel One Communications A,CLHS Group, Inc. C,X,PLiberty Property Trust PLimited, Inc. (The) CLinear Technology Corporation PLiving Centers of America ALiz Claiborne, Inc. CLockheed Martin Corporation X,PLoews Cineplex Entertainment CLoews Corporation CLone Star Steakhouse & Saloon, Inc. CLong Island Lighting Company CLoral Space & Communications Ltd. C,PLouis Dreyfus Natural Gas ALSI Logic Corporation PLucent Technologies, Inc. A,C,X,PLycos, Inc. A,C,PLyondell Company Company CMacrochem Corporation A,C

name exchange


7 7

Macromedia, Inc. PMallinckrodt, Inc. CMariner Post-Acute Network, Inc. AMarketing Services Group, Inc. CMarsh & McLennan Companies, Inc. PMattson Technology, Inc. PMaxim Integrated Products, Inc. PMaxtor Corporation A,C,PMaxwell Technologies, Inc. PMcDonald’s Corporation C,PMCI World Comm., Inc. C,PMcKesson HBOC Corporation A,C,PMcLeodusa CMCN Energy Group PMediaOne Group AMedical Manager Corp. AMedImmune, Inc. AMeditrust Corporation A,XMedPartners, Inc. A,XMedtronic, Inc. CMellon Bank Corporation C,PMen's Warehouse, Inc. (The) XMentor Graphics Corporation AMercantile Bancorporation AMerck & Co., Inc. C,PMercury Interactive Corp. C,XMeridian Resource Corporation (The) AMeriStar Hospitality Corporation PMerrill Lynch & Co., Inc. A,C,PMessageMedia, Inc. PMetamor Worldwide, Inc. CMetris Companies, Inc. CMetro-Goldwyn Mayer, Inc. A,CMetromedia Fiber Network A,CMetromedia International Group, Inc. CMetzler Group, Inc. (The) A,CMicro Warehouse, Inc. A,XMicroAge, Inc. CMicron Technology, Inc. C,PMicrosoft Corporation A,C,PMidAmerican Energy Holdings Company PMidas, Inc. CMillicom International Cellular S.A. CMindSpring Enterprises, Inc. A,C,XMiniMed, Inc. PMinnesota Mining & Manufacturing Company C,PMirage Resorts, Inc. A,C,PMobil Corporation C,PModis Professional Services, Inc. CMonsanto Company C,PMorgan (J.P.) & Co., Incorporated A,CMorgan Stanley Dean Witter & Co. A,C,X,PMotorola, Inc. A,C,PMRV Communications, Inc. A,C,PMTI Technology Corporation A,C

name exchange


7 87 8

Nabisco Group Holdings A,C,XNabisco Holdings Corporation (Cl. A) CNabors Industries, Inc. CNational Computer Systems Inc. A,CNational Semiconductor Corporation PNationsBank Corporation XNavigant Consulting, Inc. A,C,PNavistar Intl. Corp. CNBTY, Inc. PNet.B@nk, Inc. A,CNetopia, Inc. C,PNetscape Communications Corporation C,XNetwork Associates, Inc. A,C,PNetwork Equipment Technologies, Inc. PNew Era of Networks, Inc. A,C,PNew Plan Realty Trust ANew York Times Co. (The) (Class A) PNewbridge Networks, Corporation PNewmont Mining Corp. C,X,PNewpark Resources, Inc. XNews Corporation (The) ANextel Communications, Inc. (Cl. A) C,PNEXTLINK Communications C,XNike, Inc. (Cl. B) C,PNokia Corp. ADR CNorfolk Southern Corporation CNortel Networks Corporation CNorthrop Grumman Corporation CNovell, Inc. A,PNTL Incorporated CNuSkin Enterprises, Inc. AOcean Energy, Inc. C,XOffice Depot, Inc. A,POfficeMax, Inc. COgden Corp. COmnicom Group, Inc. POmniPoint, Inc. A,COneok, Inc. XOnHealth Network Company CONSALE, Inc. A,COpen Market, Inc. A,COracle Corporation C,POrbital Sciences Corporation A,COrthodontic Centers of America AOxford Health Plans, Inc. C,PP.T. Telekomunikasi Indonesia APACCAR, Inc. CPaine Webber Group, Inc. CPairGain Technologies, Inc. CPall Corporation CPan American Silver APark Place Entertainment Corporation A,C,PPathogenesis Corp. CPatriot American Hospitality, Inc. XPatterson Dental Corp. C


name exchange

7 9

P-Com, Inc. C,X,PPennzoil Company CPeopleSoft, Inc. C,PPepsiCo, Inc. C,PPeregrine Systems, Inc. C,PPersonnel Group of America, Inc. PPetco Animal Supplies, Inc. PPetroleum Geo-Services ASA ADS A,CPfizer, Inc. A,C,PPharmaceutical Product Development XPharmacia & Upjohn, Inc. C,PPhelps Dodge Corporation A,PPhilip Morris Companies, Inc. A,C,PPhotronics, Inc. APhyCor, Inc. XPhysicians Resource Group, Inc. XPillowtek Corporation CPioneer Hi-Bred International, Inc. APlacer Dome, Inc. XPlaytex Products, Inc. APMC-Sierra, Inc. A,PPohang Iron & Steel Company, Ltd. A,CPolaroid Corporation CPomeroy Computer Resources, Inc. A,PPremier Parks, Inc. A,PPremiere Technologies, Inc. A,CPreview Travel, Inc. C,PPriceline.com, Inc. A,C,PPride International, Inc. XPrime Medical Services, Inc. A,CPrison Realty Trust, Inc. PProcter & Gamble Company (The) A,C,PPromus Hotel Corporation C,PProvident American Corporation PProvidian Financial Corp. A,CPSINet, Inc. A,C,XPT Telekomunikasi Incorporated PQuaker Oats Co. XQuaker State Corporation AQUALCOMM, Inc. C,PQuantum Corporation CQuintiles Transnational Corporation A,CQWEST Communications, Intl. A,C,XR&B Falcon Corporation C,PRacing Champions Corporation PRadian Group PRadica Games, Ltd. CRainforest Cafe, Inc. CRalston Purina Company CRambus, Inc. A,C,PRAS Security, Inc. PRaytheon Company CRead-Rite Corporation C,PRealNetworks, Inc. A,C,XRegions Financial Corporation X

name exchange


8 0

Reliant Energy, Inc. CRenaissance Worldwide Inc. C,XRepublic Services Inc. (Cl. A) A,CRes Care, Inc. CRevlon, Inc. (Cl. A) C,XReynolds and Reynolds Co. (Cl. A) CRichfood Holdings, Inc. PRite Aid Corporation CRomac International, Inc. PRowan Companies, Inc. PRPM, Inc. CRSL Communications CRTI International Metals, Inc. ARural/Metro Corp. ASabratek Corporation ASafeskin Corporation ASaks Holdings, Inc. A,CSanmina Corporation A,C,PSanta Fe International, Corp. A,CSapient Corporation CSBC Communications, Inc. CSchering-Plough Corporation C,PSchlumberger Limited CSchwab Corporation (The Charles) C,PSCI Systems, Inc. CScientific-Atlanta, Inc. PScotts Co. (The) PSeagate Technology, Inc. PSeagram Company, Ltd. (The) PSears, Roebuck and Company CSepracor, Inc. CServiceMaster Company XSFX Entertainment, Inc. CShared Medical Systems Corporation PShaw Industries CSherwin Williams Co. CShop At Home A,CSilicon Graphics, Inc. A,C,PSipex Corp. C,PSLM Holding Corp. CSMART Modular Technologies, Inc. C,PSmartTalk Teleservices, Inc. CSmithKline Beecham PLC ADR PSmurfit-Stone Container Corporation PSnap-On Incorporated ASnyder Communications, Inc. A,CSofamor/Danek Group CSolectron Corporation C,PSolutia Inc. CSonat, Inc. ASouthern Company (The) CSouthtrust Corporation PSouthwest Airlines Co. C,PSovereign Bancorp XSpectrian Corporation A,C,X

name exchange


name exchange

8 1

Sports Authority (The) CSportsLine USA, Inc. A,C,PSprint Corporation (PCS Group) A,C,PSt. Joe Company PSt. Jude Medical, Inc. CStaffMark, Inc. X,PSTAR Telecommunications, Inc. A,C,PStarbucks Corp. CStarMedia Network A,CSteiner Leisure CSterling Commerce, Inc. C,XStewart Enterprises, Inc. PStone Energy Corporation PStorage Technology Corporation C,PSummit Bancorp. CSummit Technology, Inc. A,CSun Microsystems, Inc. C,PSunAmerica, Inc. XSunbeam Corp. ASunGard Data Systems, Inc. XSundstrand Corp. CSunglass Hut International, Inc. CSunterra Corp. CSunTrust Banks, Inc. PSuperGen, Inc. PSuperior Services, Inc. CSybase, Inc. PSynovous Financial Corp. C,XTalk.com, Inc. CTandy Corporation A,CTAVA Technologies, Inc. A,CTech Data Corporation PTecnomatix Technologies, Inc. A,CTELCOM.BRASILEIRAS S.A. CTele Centro Sul Participacoes SA ADS A,CTelecom Argentina Stet-France Telecom S.A. ADR A,C,XTelecom Corporation of New Zealand, Ltd. ATelecom-TCI Ventures Group (Cl. A) X,PTelefonica de Argentina S.A. ADR A,C,PTelefonica de Espana S.A. ATelefonica de Peru S.A. ADR CTelefonos de Mexico, S.A. de C.V. ADR A,C,XTelephone & Data Systems, Inc. PTele Sudeste Celular Participacoes SA ADS A,CTellabs, Inc. C,PTel-Save Holdings, Inc. XTeradyne, Inc. C,PTerex Corporation A,XTexaco, Inc. A,C,PTexas Instruments Incorporated C,PTexas Utilities Company Ptheglobe.com, Inc. CThermo Cardiosystems, Inc. AThermo Instruments AThermo-Electron Corporation C


name exchange

8 2

THQ, Inc. A,C3Com Corporation C,PTicketmaster Online-City Search, Inc. A,C,PTicon Global Restaurants CTime Warner, Inc. C,XTimes Mirror Company (The) CTJX Companies, Inc. (The) CTMP Worldwide, Inc. PToll Brothers, Inc. ATommy Hilfiger Corporation CToronto-Dominion Bank ATOTAL Fina S.A. AToys R Us, Inc. CTrans World Airlines, Inc. A,C,XTransaction Systems Architects, Inc. XTransocean Offshore, Inc. XTribune Company CTricon Global Restaurants, Inc. ATrizec Hahn Corporation CTrue North Communications CTSI Intl Software A,CTucson Electric Power Co. ATyco International, Ltd. XU.S. Bancorp AU.S. Office Products Company CU.S. West, Inc. PUAL Corporation C,PUCAR International CUniao de Bancos Brasileiros A,C,PUnicom Corporation CUnilever N.V. AUnion Carbide Corporation PUnion Planters Corp. XUniSource Energy Corporation A,PUnisys Corp. A,C,PUnited Pan-Europe Comm. (Cl. A) CUnited States Cellular Corporation AUnited States Filter Corporation CUnited States Surgical Corp. AUnited Stationers, Inc. CUnited Technologies Corp. CUS Airways Group, Inc. PUS Oncology, Inc. CUSWeb Corp. A,C,PVail Resorts, Inc. C,PValueVision Intl Inc. (Cl. A) CVantive Corporation (The) CVencor, Inc. XVentas, Inc. XVerio, Inc. A,C,PVeriSign, Inc. A,C,X,PVERITAS Software Corporation A,CVerticalNet, Inc. A,C,PViacom, Inc. XViacom, Inc. (Cl B) C


name exchange

8 3

Vodafone Group, Plc. A,C,PVoiceStream Wireless Corporation PWallace Computer Services, Inc. XWal-Mart Stores, Inc. C,PWarner-Lambert Company PWashington Mutual, Inc. AWaste Management, Inc. A,C,XWatsco, Inc. XWells Fargo & Company C,PWendy’s International, Inc. PWestamerica Bancorporation PWestern Digital Corporation A,CWestern Resources, Inc. AWestPoint Stevens, Inc. PWeyerhaeuser Company CWhittman-Hart, Inc. CWhole Foods Market, Inc. AWillamette Industries, Inc. CWind River Systems, Inc. AWinn-Dixie Incorporated CWinstar Communications, Inc. A,CWorld Access, Inc. A,C,XXceed, Inc. C,PXeikon N.V. A,PXerox Corporation C,PXilinx, Inc. C,PXylan Corporation AYahoo!, Inc. C,X,PYoung & Rubicam, Inc. A,X,PYPF Sociedad Anonima ADR A,CZale Corporation CZiff-Davis, Inc. A,C


8 4

F O O T N O T E S1 All options added since the last Directory

(4/99) are indicated by bold face type.

2 Over-the-Counter stocks are listed with two symbols. The firstsymbol represents the Option code and the second symbol rep-resents the National Association of Securities Dealers (NASD)code.

3 A = American Stock ExchangeC = Chicago Board Options ExchangeP = Pacific Exchange, Inc.X = Philadelphia Stock Exchange

4 Expiration cycles1 = January Sequential2 = February Sequential3 = March Sequential

5 Position limits are subject to periodic change. Please consultthe listing exchange or your broker to verify current position lim-its.

6 Options on Indexes, Currencies and Treasuries have variousexpiration specifications. For further information please see thefollowing section or contact the appropriate exchange.

Note: Refer to the exchange bulletins or information circulars for non-standard position limits.

8 5

J A N U A R Y S E Q U E N T I A L C Y C L EExpiring Month Available Months

Jan Feb Mar Apr JulFeb Mar Apr Jul OctMar Apr May Jul OctApr May Jun Jul OctMay Jun Jul Oct JanJun Jul Aug Oct JanJul Aug Sep Oct JanAug Sep Oct Jan AprSep Oct Nov Jan AprOct Nov Dec Jan AprNov Dec Jan Apr JulDec Jan Feb Apr Jul

F E B R U A R Y S E Q U E N T I A L C Y C L EExpiring Month Available Months

Jan Feb Mar May AugFeb Mar Apr May AugMar Apr May Aug NovApr May Jun Aug NovMay Jun Jul Aug NovJun Jul Aug Nov FebJul Aug Sep Nov FebAug Sep Oct Nov FebSep Oct Nov Feb MayOct Nov Dec Feb MayNov Dec Jan Feb MayDec Jan Feb May Aug

M A R C H S E Q U E N T I A L C Y C L EExpiring Month Available Months

Jan Feb Mar Jun SepFeb Mar Apr Jun SepMar Apr May Jun SepApr May Jun Sep DecMay Jun Jul Sep DecJun Jul Aug Sep DecJul Aug Sep Dec MarAug Sep Oct Dec MarSep Oct Nov Dec MarOct Nov Dec Mar JunNov Dec Jan Mar JunDec Jan Feb Mar Jun

Note: For LEAPS® expiration dates refer to specifications for LEAPS® onpage 86.

8 68 6

P R O D U C TS P E C I F I C A T I O N S

STANDARD SPECIFICATIONS FOR ALL EQUITY OPTIONS

Unit of Trade: 100 shares per option contract.

Premium Quotations: Stated in points and fractions. One point equals$100. Minimum tick for series trading below 3 is 1/16 ($6.25), and for allother series, 1/8 ($12.50).

Strike Price Intervals: 2-1/2 points for stocks trading below $25, 5 pointsfor those trading from $25 to $200, and 10 points for those trading above$200.

Exercise Style: American. Option may be exercised on any business dayprior to the expiration date.

Expiration Months: Two near-term months plus two additional months in theJanuary, February or March quarterly cycle.

Expiration Dates: The Saturday immediately following the third Friday ofthe expiration month.

Position Limits: Limits vary according to the number of outstanding shares andtrading volume. The largest, most frequently traded stocks have an option posi-tion limit of 75,000 contracts; smaller capitalization stocks may offer position lim-its of 60,000, 31,500, 22,500 or 13,500 contracts. Customer hedge exemptionsare available.

Minimum Customer Margin for Uncovered Writers: The dollar amount ofthe premium plus 20% of the underlying security value minus the amount bywhich the option is out-of-the-money (if any) with a minimum of the premiumplus 10% of the underlying security value.

Trading Hours: 9:30 a.m. to 4:02 p.m. (Eastern Time).

Exercise Settlement Price: Strike price times $100.

Exercise Settlement Time: Exercise notices tendered on any businessday will result in delivery of the underlying stock on the third (T+3) businessday following exercise.

SPECIFICATIONS FOR EQUITY LEAPS® (LONG-TERM EQUITYANTICIPATION SECURITIES®)

Exchanges: AMEX, CBOE, PHLX, PCX.

Description: Equity LEAPS® are American-style options on certain equitiesthat have terms of up to three years. With the exception of the specificationslisted below, Equity LEAPS® specifications are the same as those for regular-term equity options. Equity LEAPS® have unique symbols to distinguish themfrom their corresponding regular-term options. Options expiring in 2001 gener-

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ally begin with an Z; those expiring in 2002 generally begin with a W.

Strike Prices: Initial strike prices are generally set within 25% above orbelow the underlying stock’s price.

Expiration Dates: AMEX-, CBOE-, PCX- and PHLX-traded LEAPS® expirein January of the designated year. Expiration occurs on the Saturday follow-ing the third Friday of the expiration month. All equity LEAPS® expire inJanuary.

Position and Exercise Limits: Positions must be aggregated with those ofany other option on the same underlying security for the purpose of positionand exercise limits.

STANDARD SPECIFICATIONS FOR ALL INDEX OPTIONS

Unit of Trade: One contract equals $100 (the index multiplier) times theindex level.

Premium Quotations: Stated in points and fractions. One point equals$100. Minimum tick for series trading below 3 is 1/16 ($6.25), and for allother series, 1/8 ($12.50). NYA options have a minimum tick of 1/16 for allseries.

Strike Price Intervals: Generally, index options are listed at 5 point intervalsto bracket the current value of the index. Higher index values may result inlarger strike price intervals. Contact each exchange for specific information.NYA and MID options are also listed in selective 2-1/2 point intervals in thenearest two months. Generally, Index LEAPS® are listed in 2-1/2 point inter-vals. SPX options may be listed with up to 25 point intervals in the far-termmonths. OEX options are listed in 10 point intervals in the far-term month.SPL options are only listed in 25 point intervals. JPN options with more thanone year to expiration are listed in 50 point intervals. Strike price intervals of2-1/2 points may be available for WSX options.

Exercise Style: Index options are designated as either American-style orEuropean-style. American-style options can be exercised on any businessday prior to expiration. European-style options can be exercised only on thelast trading day prior to expiration.


Exercise Settlement Price: The dollar difference between the index num-ber and the strike price of the contract, multiplied by 100. The index numberis generally determined following the close of trading on the day the exer-cise notice is submitted. The exceptions are expiring AUX, BIX, BKX, BMX,BTK, CEX, CMR, CRX, CTN, CWX, CYC, DDX, DJX, DOT, DRG, DTX,DUX, DXE, ECM, EGI, EUR, FPP, GAX, GHA, GIN, GIP, GOX, GSM, GSO,GSV, GTC, GTX, HCX, HKO, HWI, ICX, IIX, INX, IUX, JPN, LTX, MEX,MID, MSH, MUT, MXY, NFT, NDX, NWX, NYA, OSX, OTX, RIX, RLX, RUT,SGX, SOX, SPX, SVX, TCX, TRX, TXX, WSX, XAL, XBD, XEF, XII, XNG,and YTK options which settle on the opening prices of underlying stocks inthe index on the day after the last day of trading (symbol AXS for AUX, BBSfor BIX, BKO for BKX, BMZ for BMX, BTS for BTK, CSO for CMR, CWS forCWX, CXS for CEX, CXV for CRX, CTM for CTN, CYO for CYC, DDO for

DDX, DJS for DJX, DNS for DTX, DOS for DOT, DRO for DRG, DTO forXDT, DUS for DUX, ECS for ECM, ESO for EGI, EUV for EUR, FPS forFPP, GDS for GOX, GGZ for GIN, GHZ for GHA, GMZ for GSM, GPZ forGIP, GSZ for GSO, GTS for GTX, GTZ for GTC, GVZ for GSV, GXS forGAX, HCS for HCX, HWO for HWI, ICC for ICX, IIV for IIX, ITS for INX,IUS for IUX, JPV for JPN, KDY for HKO, MEO for MEX, MEV for MXY, MIVfor MID, MVH for MSH, MWS for MUT, NDS for NDX, NGV for XNG, NMSfor NFT, NWO for DXE, NWV for NWX, NYX for NYA, OSV for OSX, OTSfor OTX, PTO for PCX, RLS for RUT, RRS for RLX, RSI for RIX, SET forSPX, SGS for SGX, SLX for LTX, SVS for SVX, SX for SOX, TRS for TRX,TTS for TXX, TXS for TCX, WSO for WSX, XAO for XAL, XBS for XBD, XIFfor XEF, XSV for XII, and YTS for YTK). EUR, JPN and NIK options haveseveral unique exercise settlement characteristics which are described intheir respective sections.

Exercise Settlement Time: Exercise notices tendered will result in thedelivery of cash on the next business day.

Trading Hours: 9:30 a.m. to 4:15 p.m. (Eastern Time) for broad-basedindices (CMR, CYC, DJX, EGI, FNC, FSX, HKO, JPN, LEX, LNU, LRU,LSZ, LSW, LUR, MEX, MID, NDX, NNA, NYA, OAX, OCX, OEX, PSE, RUT,SPL, SPX, WRU, WSX, XII, XMI, XOC, ZRU) or 9:30 a.m. to 4:02 p.m.(Eastern Time) for industry specific indices (BIX, BKX, BMX, BTK, CEX,CRX, CTN, CWX, DDX, DJX, DOT, DRG, DXE, ECM, FPP, GAX, HCX,HWI, ICX, IIX, IUX, LBG, MSH, MUT, MXY, NWX, OSX, OTX, RLX, SOX,SXE, TRX, UTY, XAL, XAU, XAX, XBD, XCI, XEF, XNG, XOI, YTK) or 8:30a.m. to 11:30 a.m. (Eastern Time) for EUR.

Minimum Customer Margin for Uncovered Writers: For broad-basedindices: the dollar amount of the premium plus 15% of the current underly-ing index value (index number x $100) minus the amount by which theoption is out-of-the-money (if any) with a minimum of the premium plus10% of the current index value. For industry-specific and narrow-basedindices: the dollar amount of the premium plus 20% of the current underly-ing index value (index number x $100) minus the amount by which theoption is out-of-the-money (if any) with a minimum of the premium plus10% of the current index value.

SPECIFICATIONS FOR OPTIONS ON INDEX SHARESSM

Exchange: AMEX

Description: Put and call options on underlying Index SharesSM are sharesin trusts that hold portfolios of stocks designed to closely track the priceperformance and yield of specific indexes. Index SharesSM trade like stockon The American Stock Exchange, so options on Index SharesSM closelyresemble stock options. Index ShareSM options are American-style and set-tle in Index SharesSM.

Options currently trade on the following Index SharesSM:MidCap SPDRTM

Nasdaq-100 SharesSM

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Select Sector SPDR Funds:Basic Industries Select SectorConsumer Services Select SectorConsumer Staples Select SectorCyclical Transportation Select SectorEnergy Select SectorFinancial Select SectorTechnology Select SectorUtilities Select Sector

Trading Hours: 9:30 a.m. to 4:02 p.m. (Eastern Time) for options on SelectSector SPDR Funds. 9:30 a.m. to 4:15 p.m. (Eastern Time) for options onthe MidCap SPDRTM and Nasdaq-100 SharesSM.

SPECIFICATIONS FOR INDIVIDUAL INDEX OPTIONS

AMEX Airline Index (The) (XAL)

Description of Index: The Airline Index is designed to measure the perfor-mance of highly capitalized companies in the airline industry. The Indextracks the aggregate performance of 10 major U.S. and overseas airlines.

Expiration Months: Three consecutive near-term expiration months plustwo successive months in the January cycle.

Exercise Style: European.

Position and Exercise Limits: 15,000 contracts on the same side of themarket.

Trading System: Specialist/Registered Option Trader.

AMEX Biotechnology Index (BTK)

Description of Index: The Biotechnology Index is designed to measure theperformance of a cross section of 15 companies in the biotechnology industrythat are primarily involved in the use of biological processes to develop prod-ucts or provide services.

Expiration Months: Three consecutive near-term months plus two succes-sive months in the January cycle.




AMEX Computer Hardware Index (HWI)

Description of Index: The Computer Hardware Index is designed to mea-sure the composite performance of some of the leading designers and pro-ducers of consumer and commercial PCs and systems. The 10 componentcompanies are involved in all aspects of the manufacture of computer hard-ware, including desktop and notebook PCs, workstations and client/serversystems.

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Expiration Months: Three consecutive near-term months plus two succes-sive months in the February cycle.




AMEX Computer Technology Index (XCI)

Description of Index: The Computer Technology Index is designed to repre-sent a cross-section of widely held U.S. corporations involved in variousphases of the computer industry. The index is based on the aggregate marketvalue of 26 stocks.


Exercise Style: American.



AMEX Credit Suisse First Boston Technology IndexSM (CTN)

Description of Index: The Credit Suisse First Boston Technology IndexSM

is designed to provide a benchmark of technology stock performance byweighting components to reflect the average holdings of technology-orient-ed investment funds. Stocks are selected from the communications equip-ment, computer hardware, Internet, semiconductor, technology services andsoftware sectors.

Expiration Months: Three consecutive near-term expiration months plustwo successive months in the March cycle.




AMEX de Jager Year 2000 IndexSM (YTK)

Description of Index: The de Jager Year 2000 IndexSM represents shares ofwidely held software providers, computer programming consulting firms andcomputer outsourcing services working to address the “year 2000” computerproblem faced by systems that use only two digits to indicate the year. TheIndex is price-weighted, with the value corresponding to the sum of the pricesof the component stocks reduced by an index divisor. de Jager & CompanyLtd. is a consulting firm solely involved in promoting awareness of the year2000 problem.

Expiration Months: Three near-term months plus the two nearest termexpirations in the February cycle.


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AMEX Deutsche Bank Energy IndexSM (DXE)

Description of Index: The Deutsche Bank Energy IndexSM is based on sharesof widely held companies involved in producing and providing oil and naturalgas. Companies in the Index include domestic and international oil producers,refiners and transmitters, oil equipment manufacturers and drillers and naturalgas producers.

Expiration Months: Three near-term months plus the two nearest termexpiration months in the March cycle.




AMEX Disk Drive Index (DDX)

Description of Index: The Disk Drive Index is designed to measure the per-formance of a cross-section of 10 companies active in desigining and manu-facturing electronic data storage devices for computers, as well as softwarethat helps computers interface with those devices.

Expiration Months: Three consecutive near-term expiration months plustwo further-term months in the February cycle.




AMEX EUROTOP 100 Index (EUR)

Description of Index: The EUROTOP 100 Index measures the collectiveperformance of the most actively traded stocks on Europe’s major stockexchanges and is designed to be a representative reflection of theEuropean stock market as a whole. The E100 Index is based on the aggre-gate price of the Index’s component stocks expressed in EuropeanCurrency Units (ECUs). The Index value used for Exchange options tradingis 1/10 the value of the E100 Index. In calculating EUR, one point isassigned to equal one U.S. dollar. Thus, an EUR value of 100 equals $100.

Expiration Months: Three consecutive near-term months plus the nextnearest term expiration month in the March cycle.


Position and Exercise Limits: 25,000 contracts on the same side of themarket, provided no more than 15,000 of such contracts are in the nearestterm expiration month series.


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AMEX Hong Kong Option Index (HKO)

Description of Index: The Hong Kong Option Index is a broad-market indexthat measures the composite price performance of 30 stocks actively tradedon The Stock Exchange of Hong Kong Ltd. (HKSE) and is designed to reflectthe movement of the Hong Kong stock market as a whole. The Index is capi-talization-weighted (share price in Hong Kong dollars multiplied by sharesoutstanding). The Hong Kong Option Index is based on a value of approxi-mately 40% of the value of the Amex Hong Kong 30 Index,SM adjusted forchanges in the Hong Kong dollar/U.S. dollar exchange rate since November24, 1997. The WM/Reuters closing spot rate is used as the basis of this cal-culation and is determined once per day at approximately 11:30 a.m. (EasternTime). The AMEX Hong Kong 30 Index was established June 25, 1993, witha benchmark value of $350.00.

The Hong Kong Option Index is calculated and disseminated twice eachNew York business day based on the most recent official closing price ofthe component stocks as reported by the HKSE and the previous day’sHK/US dollar exchange rate: first before the opening of trading and againapproximately at noon.

Expiration Months: Three near-term expiration months, plus two additional fur-ther-term expiration months in the March cycle.


Position and Exercise Limits: 25,000 contracts on the same side of themarket, provided no more than 15,000 of such contracts are in the nearestterm expiration month series.


AMEX Institutional Index (XII)

Description of Index: The Institutional Index is a capitalization-weightedindex of 75 major stocks currently held in highest dollar amounts in institu-tional portfolios that have a market value of more than $100 million ininvestment funds.

Expiration Months: Three consecutive near-term months plus two succes-sive months in the March cycle.


Position and Exercise Limits: No position limits.


AMEX Inter@ctive Week Internet IndexSM (IIX)

Description of Index: The Inter@ctive Week Internet IndexSM is designed tomeasure a cross section of companies involved in providing digital interac-tive services, developing and marketing digital interactive software and man-ufacturing digital interactive hardware. The Index is market capitalizationweighted, meaning the Index value is based on the sum of the market val-ues of each of the 50 components.


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AMEX Japan Index (JPN)

Description of Index: The Japan Index is a modified, price-weighted indexthat measures the performance of 210 common stocks actively traded onthe Tokyo Stock Exchange (TSE) representing a broad cross-section ofJapanese industries.

Index Value: The Index’s value is calculated daily based on TSE closing prices ofthe component stocks and disseminated before the opening of trading in NewYork. The Index’s value is determined based on a valuation method in which stockprices in Japanese yen are stated in dollar terms. Under the valuation method, 100yen is assigned the value of one dollar. For example, if the aggregate price ofJPN’s component stocks is 30,500 yen, the index value will be $305. This ensurervalue will not be affected by fluctuating yen/dollar exchange rates. Thus, as with alltraded index options, the Index is denominated in dollars and the premiums arequoted in dollars.

Expiration Months: Three consecutive near-term months plus two furtherterm months in the March cycle.


Position and Exercise Limits: 25,000 contracts on the same side of the mar-ket, provided that no more than 15,000 of such contracts are expiring in thenearest expiration month.


AMEX Major Market Index (XMI)

Description of Index: The Major Market Index is designed to measure theperformance of the blue-chip sector of the market. The Index is a price-weight-ed index of 20 leading stocks that represent a broad range of industries.



Position and Exercise Limits: 34,000 contracts on the same side of themarket provided no more than 20,000 contracts are in a series with the near-est expiration month. Higher limits may be available for hedging, subject toAMEX approval.


AMEX Mexico Index (MXY)

Description of Index: The Mexico Index is a modified equal dollar weightedindex that measures the composite price performance of highly capitalizedcompanies with major business interests in Mexico and is designed to reflectthe movement of the Mexican stock market as a whole. The 10 companieswere selected from a variety of industries to reflect the diversity of the

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Mexican market.

Expiration Months: Three consecutive near-term expiration months plustwo successive months in the March cycle.


Position Limits: 12,000 contracts on the same side of the market.

Trading System: Specialist/Registered Options Trader.

AMEX Morgan Stanley Commodity Related Equity IndexSM (CRX)

Description of Index: The Morgan Stanley Commodity Related EquityIndexSM is based entirely on shares of widely held companies involved incommodity related industries such as energy (e.g., oil and gas productionand oilfield services and equipment), non-ferrous metals, precious metals,agriculture and forest products.

Expiration Cycle: Three consecutive near-term months plus two successive months in the March cycle.




AMEX Morgan Stanley Consumer IndexSM (CMR)

Description of Index: The Morgan Stanley Consumer IndexSM isdesigned to measure the performance of consumer-oriented, stablegrowth industries. This is measured through price changes in 30 compo-nent stocks representing 20 industries. The Index is equal-dollar weight-ed, designed to ensure that each of the securities is represented inapproximate equal dollar value.



Position and Exercise Limits: 25,000 contracts on the same side of themarket, provided no more than 15,000 of such contracts are in the nearestexpiration month series.


AMEX Morgan Stanley Cyclical IndexSM (CYC)

Description of Index: The Morgan Stanley Cyclical IndexSM is designed tomeasure the performance of economically sensitive industries within theU.S. economy to detect important shifts in investor sentiment as the econo-my moves through its cycles. This is measured through price changes in 30component stocks representing 25 industries. The Index is equal-dollarweighted, designed to ensure that each of the securities is represented inapproximate equal dollar value.


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Position and Exercise Limits: 25,000 contracts on the same side of themarket, provided no more than 15,000 of such contracts are in the nearestexpiration month series.


AMEX Morgan Stanley High-Technology 35 IndexSM (MSH)

Description of Index: The Morgan Stanley High-Technology 35 IndexSM isdesigned to measure the performance of a cross section of highly capitalizedU.S. companies that are active in nine technology subsectors -- computer ser-vices, design software, server software, PC software and new media, network-ing and telecom equipment, server hardware, PC hardware and peripherals,specialized systems and semiconductors. The Index is equal-dollar weightedto ensure that each of its component securities is represented in approximateequal dollar value.





AMEX Natural Gas Index (XNG)

Description of Index: The Natural Gas Index is designed to measure the per-formance of highly capitalized companies in the natural gas industry primarilyinvolved in natural gas exploration and production, natural gas transmission ornatural gas distribution. The Index is equal-dollar weighted, designed toensure that each of the 15 securities is represented in approximate equal dol-lar value.





AMEX Networking Index (NWX)

Description of Index: The Networking Index is designed to measure theperformance of a cross section of large, actively traded computer andtelecommunication networking stocks.

Expiration Cycle: Three consecutive near-term expiration months plus twosuccessive months in the January cycle.




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AMEX Oil Index (XOI)

Description of Index: The Oil Index is designed to represent a cross-section of widely-held corporations involved in various phases of the oilindustry. The Oil Index is price-weighted, measuring the performance ofthe oil industry through changes in the sum of the prices of its 16 compo-nent stocks.





AMEX Pharmaceutical Index (DRG)

Description of Index: The Pharmaceutical Index is designed to represent across section of widely held, highly capitalized companies involved in variousphases of the pharmaceutical industry. The Index is market-value weightedbased on the aggregate market value of 15 stocks.





AMEX S&P MidCap Index (MID)

Description of Index: The Standard & Poor’s MidCap 400 Index measuresthe performance of the mid-range sector of the U.S. stock market. The Indexis based on 400 stocks chosen on the basis of market size, liquidity andindustry group representation. It is a market-value weighted index (shareprice multiplied by number of shares outstanding). Standard & Poor’sMidCap 400 Index and S&P MidCap Index are trademarks of Standard &Poor’s Corporation and have been licensed for use by the AMEX.

Expiration Months: As many as four consecutive near-term expirationmonths, plus up to two additional further-term expiration months in theMarch cycle.


Position and Exercise Limits: 45,000 contracts on the same side of themarket, provided no more than 25,000 of such contracts are in the nearestexpiration month series. Hedge and order facilitation exemptions are avail-able, subject to prior AMEX approval.


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AMEX Securities Broker/Dealer Index (XBD)

Description of Index: The Securities Broker/Dealer Index is designed tomeasure the performance of highly capitalized companies in the U.S. secu-rities broker/dealer industry. Included in this group are companies in theU.S. which provide securities brokerage services, market making, U.S.Treasury Primary Dealer functions and other functions dealing with U.S.and international securities of all types. The Index is equal-dollar weighted,designed to ensure that each of the 13 securities is represented in approxi-mate equal dollar value.





AMEX TheStreet.com E-commerce IndexSM (ICX)

Description of Index: TheStreet.com E-commerce IndexSM is designed totrack companies involved in business conducted on the internet.Components in the Index generate a significant portion of their revenuesfrom commerce conducted over the internet or have plans to develop acommercial presence on the internet. The Index is equal-dollar weighted,designed to ensure that each of the component stocks is represented inapproximate equal dollar value.

Expiration Months: Three consecutive near-term expiration months plustwo successive months from the February cycle.




AMEX TheStreet.com E-finance IndexSM (XEF)

Description of Index: TheStreet.com E-finance IndexSM is designed totrack the performance of companies involved in providing financial servicesover the Internet. The Index currently includes 11 stocks of companiesengaged in brokerage, banking, consumer credit and electronic paymentservices.

Expiration Months: Three consecutive near-term expiration months plustwo successive months in the February cycle.




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NYSE Composite Index® Option (NYA)

Exchange: CBOE.

Description of Index: The New York Stock Exchange Composite Index® isa capitalization-weighted index of all common stocks listed on the New YorkStock Exchange. The index currently encompasses more than 2,600 com-mon stocks.

Expiration Months: Three consecutive near-term months, plus two addi-tional months in the March quarterly cycle.


Position and Exercise Limits: 45,000 contracts provided that no morethan 25,000 of such contracts are expiring in the nearest expiration month.

Trading System: Designated Primary Market-Maker.

CBOE Dow Jones Industrial AverageSM (DJX)

Description of Index: The Dow Jones Industrial Average is a price-weightedindex currently composed of 30 of the largest, most liquid NYSE-listed stocks.

Underlying Level: Options will be based on 1/100th of the DJIASM level.

Strike Prices: Strike prices for options and LEAPS® will be set to bracket theindex level in increments of 1 point.

Expiration Months: Up to three near-term months plus up to 3 months on aquarterly cycle.

Last Trading Day: Two business days preceding the expiration date.


Settlement Value: Calculated based on the opening prices of the componentsecurities on the business day prior to expiration.

Margins: Broad-based margins will apply.

Trading Hours: 8:30 a.m. to 3:15 p.m. (Central Time).

Trading System: Market Maker.

CBOE Dow Jones Industrial Average LEAPS® (ZDJ)

Description of Index: The Dow Jones Industrial AverageSM (DJIA) is a price-weighted index of 30 of the largest, most liquid NYSE-listed stocks.

Underlying Level: LEAPS® will be based on 1/100th of the DJIASM level.

Expiration Months: ZDJ LEAPS® expire in December 2001.




Margins: Broad-based margins apply.

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CBOE Dow Jones Transportation Average LEAPS®

(Reduced Value) (LDN/ZDN)

Description of Index: The Dow Jones Transportation AverageSM (DJTA) isa price-weighted index of 20 of the largest, most liquid NYSE- and Nasdaq-listed transportation stocks.

Underlying Level: LEAPS® will be based on 1/100th of the DJTASM level.

Expiration Months: LDN LEAPS® expire in December 2000 and ZDNLEAPS® expire in December 2001.




Margins: Narrow-based margins apply.


Trading System: Designated Primary Market Maker.

CBOE Dow Jones Utility Average LEAPS®

(Reduced Value) (LDU)

Description of Index: The Dow Jones Utility AverageSM (DJUA) is a price-weighted index of 15 of the largest, most liquid NYSE-listed utility stocks.

Underlying Level: LEAPS® will be based on 1/10th of the DJUASM level.

Expiration Months: LDU LEAPS® expire in December 2000.




Margins: Narrow-based margins apply.



CBOE Dow Jones Transportation Average (DTX)

Description of Index: The Dow Jones Transportation Average is a price-weighted index of 20 of the largest, most liquid NYSE- and Nasdaq-listedtransportation stocks. Options will be based on 1/10th of the DJTASM level.

Strike Prices: Strike Prices for standard options as well as LEAPS® will beset to bracket the index level in increments of 5 points.



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Margins: Narrow-based margins will apply.



CBOE Dow Jones Utility Average (DUX)

Description of Index: The Dow Jones Utility Average is a price-weightedindex of 15 of the largest, most liquid NYSE-listed utility stocks. Options willbe based on the full value of the DJUASM level.

Strike Prices: Strike prices for standard options as well as LEAPS® will beset to bracket the index level, in increments of 5 points.





Margins: Narrow-based margins will apply.



CBOE Standard & Poor’s 100® Index Option (OEX)

Description of Index: The S&P 100® Index is a capitalization-weightedindex of 100 stocks from a broad range of industries. Base values for theindex are adjusted over time to reflect changes in capitalization resulting frommergers, acquisitions, stock rights or substitutions.

Expiration Months: Four near-term months.


Settlement of Option Exercise: The exercise-settlement value, OEX, is calcu-lated using the closing price in the primary market of each component stock onthe last business day prior to the expiration date or on the day the exercisenotice is properly submitted if exercised before expiration.

Position and Exercise Limits: Effective January 25, 1999, position andexercise limits for contracts on the OEX are eliminated for a two-year pilotprogram. During the pilot program, each member organization that maintainsan end of day position in excess of 100,000 contracts for its proprietaryaccount or for the account of a customer, shall report certain information tothe CBOE Department of Market Regulation.


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CBOE Standard & Poor’s 100® LEAPS® (Reduced Value) (OCX/OAX)

Description of Index: S&P 100® LEAPS®, Long-term Equity AnticiPationSecurities®, are long-term options based on 1/5th of the S&P 100® Index(OEX). The S&P 100® is a capitalization-weighted index of 100 stocks from abroad range of industries.

Expiration Months: Generally after December expiration, CBOE will list newexpiration series having 36 months until expiration. OCX options expire inDecember 2000 and OAX options expire in December 2001.


Position and Exercise Limits: Effective January 25, 1999, position andexercise limits for contracts on the OEX are eliminated for a two-year pilotprogram. During the pilot program, each member organization that maintainsan end of day position in excess of 100,000 contracts for its proprietaryaccount or for the account of a customer, shall report certain information tothe CBOE Department of Market Regulation.


CBOE Standard & Poor’s 500® Index Option (SPX)

Description of Index: The S&P 500® Index is a capitalization-weighted indexof 500 stocks from a broad range of industries whose collective performancemirrors the overall stock market. Base values for the Index are adjusted overtime to reflect changes in capitalization resulting from mergers, acquisitions,stock rights or substitutions. The exercise-settlement value (SET) is calculatedusing the opening price in the primary market of each component stock on thelast business day (usually Friday) prior to the expiration date.

Expiration Months: Three near-term months followed by up to three addi-tional months in the March cycle.


Settlement of Option Exercise: The exercise-settlement value, SET, is deter-mined on the last day prior to expiration and is based on the first (opening)reported sale price for each component.

Position and Exercise Limits: Effective January 25, 1999, position andexercise limits for contracts on the SPX are eliminated for a two-year pilotprogram. During the pilot program, each member organization that maintainsan end of day position in excess of 100,000 contracts for its proprietaryaccount or for the account of a customer, shall report certain information tothe CBOE Department of Market Regulation.


CBOE Standard & Poor’s 500® Long-Term Index Option (SPL)

Description of Index: The S&P 500® Index is a capitalization-weighted index of 500 stocks from a broad range of industries whose collec-tive performance mirrors the overall stock market. Base values for the Indexare adjusted over time to reflect changes in capitalization resulting frommergers, acquisitions, stock rights or substitutions.

Expiration Months: June and December. Up to two years available. The

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near-term series convert to SPX two business days following June andDecember expirations. New SPL series are then added on the first busi-ness day of January and July.




CBOE S&P 500® (Reduced Value) LEAPS® (LSZ/LSW/LSY)

Description of Index: S&P 500® (Reduced Value) LEAPS® are long-termoptions based on 1/10th of the S&P 500® Index (SPX). The S&P 500® isa capitalization-weighted index of 500 stocks from a broad range of indus-tries whose collective performance mirrors the overall stock market.

Expiration Months: Generally after December expiration, CBOE will listnew expiration series having 36 months until expiration. LSZ options expirein December 2000, LSW options expire in December 2001 and LSY optionsexpire in December 2002.


Settlement of Option Exercise: The exercise-settlement value, 1/10th ofthe SET (.05 rounds up), is determined on the last day prior to expirationand is based on the first (opening) reported sale price for each component.



CBOE Standard & Poor’s SmallCap 600® Index Options (SML)

Underlying: The Standard & Poor’s SmallCap 600® Index is a capitalization-weighted index of 600 domestic stocks chosen for market size, liquidity andindustry representation. The component stocks are weighted according to thetotal market value of their outstanding shares. The impact of a component’sprice change is proportional to the issue’s total market value, which is theshare price times the number of shares outstanding. These are summed forall 600 stocks and divided by a predetermined base value. The base value forthe S&P SmallCap 600® Index is adjusted to reflect changes in capitalizationresulting from mergers, acquisitions, stock rights, substitutions, etc.

Expiration Months: Up to three near-term months followed by three addi-tional months in the March quarterly cycle.


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Position and Exercise Limits: The SML position limit is 100,000 contractson the same side of the market of which no more than 60,000 contracts maybe in the nearest expiration month. An index option hedge exemption forpublic customers may be available for certain diversified portfolios, whichmay allow a position of up to an additional 75,000 contracts. The exerciselimit is the same as the position limit.


SPECIFICATIONS FOR CBOE FLexible EXchange™ Options(OEX, SPX, RUT, NDX)

Underlying Classes: S&P 100® Index, S&P 500® Index, NASDAQ 100Index, Russell 2000® Index and the Dow Jones Industrial Average.

Minimum Size: $10 million underlying value for transactions that open a newFLEX™ series; $1 million underlying value for subsequent transactions inopened FLEX™ series.

Premium Price: Premiums may be expressed as a percentage of the valueof the underlying index which are rounded to the nearest hundredth (greateror equal to .005 rounds up). Premium may also be expressed as specificdollar amount per contract or may be contingent on specific factors in otherrelated markets.

Customized Specifications

Strike Price: Any reference price (e.g., a percentage of a value, set againsta futures value, a real-time intra-day value) which when converted to anindex level rounds to one decimal place (greater than or equal to .05rounds up).

Expiration Date: A business day up to five years from trade date; it cannotfall on the third Friday of the month (or the first preceding business day if thethird Friday is a holiday) or two business days on either side of those days.

Exercise Style: American, European or Capped.

Settlement of Option Exercise: There are two methods: opening exer-cise-settlement value and closing exercise-settlement value.

Position and Exercise Limits: Effective January 25, 1999, position andexercise limits for contracts on the FLEX option contracts are eliminated fora two-year pilot program. During the pilot program, each member organiza-tion that maintains an end of day position in excess of 100,000 contracts forits proprietary account or for the account of a customer, shall report certaininformation to the CBOE Department of Market Regulation.



Equity FLEX Options Specifications

Minimum Size: 250 contracts for transactions that create a new EquityFLEX series, 100 contracts for subsequent transactions in existing EquityFLEX series. The size may be expressed in number of contracts or in U.S.dollars of underlying value. If the size is expressed in dollars of underlyingvalue, the FLEX Order Book Official will use the current price of the underly-

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ing stock to determine if the dollar amount is greater than 250 contracts foran opening transaction or 100 contracts for any subsequent transactions.

Strike Price: For puts, any reference price in eighth increments. Strike pricesmay also be expressed as a percentage of the level of the underlying stock.Strike prices of equity FLEX call options are limited to the minimum strike priceintervals that are available for non-FLEX equity call options.

Premium Price: Premiums may be expressed as a specific dollar amountper contract in sixteenth increments. Premiums may also be expressed as apercentage of the level of the underlying stock. For strike prices specified inother than underlying values, premium prices specified in other than a dollaramount per contract, and size specified in other than a number of contracts,the CBOE calculates actual strike prices, premium prices and number ofcontracts for submission to The Options Clearing Corporation for clearingand settlement.

Expiration Date: Any business day up to 3 years from trade date.However, it may not be the third Friday of the month (or the first precedingbusiness day if the third Friday is a holiday) or 2 business days on eitherside of each of those days. For example, if during a particular year, the thirdFriday of June is the 17th, the expiration date for a FLEX Options seriescould not be the 15th, 16th, 17th, 20th or 21st of that month.

Exercise Style: American or European.

Price and Quote Dissemination: A text message describing the requestedFLEX option, the quote provider, and the volume and price of any trade canbe received via the terminals of quote vendors who offer the FLEX retrievalservice.

Settlement of Option Exercise: All Equity FLEX Option exercises willresult in physical delivery of the underlying security. Settlement price will bethe closing stock price on exercise or expiration day.

Trading Hours: 9:00 a.m. - 3:00 p.m. (Central Time).

CBOE NASDAQ 100® Index Options (NDX)

Description of Index: The NASDAQ-100 Index® is a capitalization-weightedindex composed of 100 of the largest non-financial securities listed on TheNASDAQ Stock Market. Base values for the index are adjusted over time toreflect changes in capitalization resulting from mergers, acquisitions, stockrights or substitutions.

Expiration Months: Up to three near-term months, followed by up to threeadditional months in the March quarterly cycle.


Settlement of Option Exercise: Exercise will result in delivery of cash on thebusiness day following expiration. NDX exercise-settlement value, NDS, is calcu-lated based on a volume-weighted average of prices reported in the first five min-utes of trading for each of the component securities on the last business day(usually a Friday) before the expiration date. If a stock in the Index does not openon the day on which the exercise-settlement value is calculated, the last salesprice reported to The Nasdaq Stock Market will be used in calculating the exer-cise-settlement value. The exercise-settlement amount is equal to the difference

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between the exercise-settlement value and the exercise price of the option, multi-plied by $100.

Position Limits: 25,000 contracts on either side of the market with no morethan 15,000 of such contracts in the near-term series. An index option hedgeexemption for public customers may be available for certain diversified portfo-lios, which expands the limit to 100,000 contracts.



CBOE Nikkei 300® Index Options (NIK)

Description of Index: The Nikkei 300® Index is a capitalization-weightedindex of major equity securities traded on the first section of the TokyoStock Exchange.

Expiration Months: Two near-term months plus two months in the Marchcycle.


Settlement of Option Exercise: The exercise-settlement value is calculatedusing the last (closing) reported sales price, in Japan, of each componentstock on the last business day (usually a Friday) prior to the expiration date.

Position Limits: 25,000 contracts on either side of the market with nomore than 15,000 contracts in the near-term month.



CBOE Russell 2000® Index (RUT)

Description of Index: The Russell 2000® Index is a capitalization-weightedindex of domestic equities traded on the AMEX, NYSE and NASDAQ. TheIndex represents the bottom 2,000 companies from a universe of the 3,000largest stocks in the U.S. The index is considered to be a benchmark of theU.S. small-capitalization market. Shares are adjusted for cross ownership.The component securities are adjusted once per year (June) to reflectchanges in rankings and shares outstanding.

Expiration Months: Three near-term months followed by three additionalmonths in the March quarterly cycle.


Settlement of Option Exercise: The exercise-settlement value, RLS, is deter-mined on the last business day prior to expiration and is based on the first(opening) reported sale price for each component.

Position Limits: The aggregate (RUT and Russell 2000® LEAPS®) posi-tion limit is 50,000 contracts on the same side of the market with no morethan 30,000 contracts in the near-term month. 10 Russell 2000® LEAPS®

are equivalent to 1 RUT option contract.



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CBOE Russell 2000® Index LEAPS® (Reduced Value) (LRU)

Description of Index: The Russell 2000® Index is a capitalization-weightedindex of domestic equities traded on the NYSE, Amex and NASDAQ. TheIndex represents the bottom 2,000 companies from a universe of the 3,000largest stocks in the U.S. The Index is considered to be a benchmark of theU.S. small-capitalization market. Shares are adjusted for cross ownership. Thecomponent securities are adjusted once per year (June) to reflect changes inrankings and shares outstanding.

Expiration Months: LRU LEAPS® expire in December, 2000.


Settlement of Option Exercise: The exercise-settlement value, 1/10th of theRLS (.05 rounds up), is determined on the last day prior to expiration and isbased on the first (opening) reported sale price for each component.

Position Limits: The aggregate (RUT and Russell 2000® LEAPS®) posi-tion limit is 50,000 contracts on the same side of the market with no morethan 30,000 contracts in the near-term month. 10 Russell 2000® LEAPS®

are equivalent to 1 RUT option contract.


CBOE Computer Software Index Option (CWX)

Description of Index: The CBOE Computer Software Index is a price-weighted index of domestic equities traded on the New York StockExchange and NASDAQ.

Expiration Months: Up to three near-term months, plus three additionalmonths in the March quarterly cycle.


Settlement of Option Exercise: The exercise-settlement value, CWS, is deter-mined on the last day prior to expiration and is based on the first (opening)reported sale price for each component stock.

Position Limits: 9,000 contracts.

Trading Hours: 8:30 a.m. to 3:02 p.m (Central Time).


CBOE Gaming Index Options (GAX)

Description of Index: The CBOE Gaming Index is a price-weighted indexof domestic equities on the New York Stock Exchange, American StockExchange and NASDAQ.



Settlement of Option Exercise: The exercise-settlement value, GXS, is deter-mined on the last day prior to expiration and is based on the first (opening)reported sale price for each component stock.

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Trading Hours: 8:30 a.m. to 3:02 p.m (Central Time).


CBOE GSTI™ Composite Options (GTC)

Description of Index: The GSTI™ Composite Index, a modified capitaliza-tion-weighted index composed of companies involved in the technologyindustry. The Index is rebalanced semi-annually and becomes effectiveafter the close of business on expiration Friday, or the third Friday, ofJanuary and July.


Expiration Months: Up to three near-term months plus up to three monthsin the March quarterly cycle.

Settlement of Option Exercise: Exercise will result in delivery of cash onthe business day following expiration. The exercise-settlement value, GTZ, iscalculated using the first (opening) reported sales price in the primary marketof each component stock on the last business day (usually a Friday) beforethe expiration date. If a stock in the Index does not open on the day onwhich the exercise-settlement value is determined, the last reported salesprice in the primary market will be used in calculating the exercise-settle-ment value. The exercise-settlement amount is equal to the differencebetween the exercise-settlement value and the exercise price of the option,multiplied by $100.

Position Limits: 100,000 contracts on the same side of the market with nomore than 60,000 contracts in the near-term expiration month.



CBOE GSTI™ Hardware Options (GHA)

Descpription of Index: A modified capitalization-weighted index of compa-nies involved in the computer hardware sector of the technology industry.The Index is rebalanced semi-annually and becomes effective after the closeof business on expiration Friday, or the third Friday, in January and July.



Settlement of Option Exercise: Exercise will result in delivery of cash onthe business day following expiration. The exercise-settlement value, GHZ,is calculated using the first (opening) reported sales price in the primarymarket of each component stock on the last business day (usually a Friday)before the expiration date. If a stock in the Index does not open on the dayon which the exercise-settlement value is determined, the last reported salesprice in the primary market will be used in calculating the exercise-settle-ment value. The exercise-settlement amount is equal to the differencebetween the exercise-settlement value and the exercise price of the option,multiplied by $100.

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Position Limits: The position limit is 9,000 contracts on the same side ofthe market.



CBOE GSTI™ Internet Options (GIN)

Description of Index: A modified capitalization-weighted index of companiesinvolved in the Internet-related sector of the technology industry. The Index isrebalanced semi-annually and becomes effective after the close of business onexpiration Friday, or the third Friday, in January and July.



Settlement of Option Exercise: Exercise will result in delivery of cash onthe business day following expiration. The exercise-settlement value, GGZ,is calculated using the first (opening) reported sales price in the primarymarket of each component stock on the last business day (usually a Friday)before the expiration date. If a stock in the Index does not open on the dayon which the exercise-settlement value is determined, the last reported salesprice in the primary market will be used in calculating the exercise-settle-ment value. The exercise-settlement amount is equal to the differencebetween the exercise-settlement value and the exercise price of the option,multiplied by $100.




CBOE GSTI™ Multimedia Networking Options (GIP)

Description of Index: A modified capitalization-weighted index of compa-nies involved in the multimedia networking sector of the technology industry.The Index is rebalanced semi-annually and becomes effective after the closeof business on expiration Friday, or the third Friday, in January and July.



Settlement of Option Exercise: Exercise will result in delivery of cash onthe business day following expiration. The exercise-settlement value, GPZ,is calculated using the first (opening) reported sales price in the primarymarket of each component stock on the last business day (usually a Friday)before the expiration date. If a stock in the Index does not open on the dayon which the exercise-settlement value is determined, the last reported salesprice in the primary market will be used in calculating the exercise-settle-ment value. The exercise-settlement amount is equal to the differencebetween the exercise-settlement value and the exercise price of the option,multiplied by $100.

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CBOE GSTI™ Software Options (GSO)

Description of Index: A modified capitalization-weighted index of compa-nies involved in the computer software sector of the technology industry. TheIndex is rebalanced semiannually and becomes effective after the close ofbusiness on expiration Friday, or the third Friday, in January and July.



Settlement of Option Exercise: Exercise will result in delivery of cash onthe business day following expiration. The exercise-settlement value, GSZ,is calculated using the first (opening) reported sales price in the primarymarket of each component stock on the last business day (usually a Friday)before the expiration date. If a stock in the Index does not open on the dayon which the exercise-settlement value is determined, the last reported salesprice in the primary market will be used in calculating the exercise-settle-ment value. The exercise-settlement amount is equal to the differencebetween the exercise-settlement value and the exercise price of the option,multiplied by $100.



Trading System: Desginated Primary Market Maker.

CBOE GSTI™ Services Options (GSV)

Description of Index: A modified capitalization-weighted index of compa-nies involved in the computer services sector of the technology industry. TheIndex is rebalanced semi-annually and becomes effective after the close ofbusiness on expiration Friday, or the third Friday, in January and July.



Settlement of Option Exercise: Exercise will result in delivery of cash onthe business day following expiration. The exercise-settlement value, GVZ,is calculated using the first (opening) reported sales price in the primarymarket of each component stock on the last business day (usually a Friday)before the expiration date. If a stock in the Index does not open on the dayon which the exercise-settlement value is determined, the last reported salesprice in the primary market will be used in calculating the exercise-settle-ment value. The exercise-settlement amount is equal to the differencebetween the exercise-settlement value and the exercise price of the option,multiplied by $100.

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CBOE GSTI™ Semiconductor Options (GSM)

Description of Index: A modified capitalization-weighted index of compa-nies involved in the semiconductor sector of the technology industry. TheIndex is rebalanced semi-annually and becomes effective after the close ofbusiness on expiration Friday, or the third Friday, in January and July.



Settlement of Option Exercise: Exercise will result in delivery of cash onthe business day following expiration. The exercise-settlement value, GMZ, iscalculated using the first (opening) reported sales price in the primary marketof each component stock on the last business day (usually a Friday) beforethe expiration date. If a stock in the Index does not open on the day on whichthe exercise-settlement value is determined, the last reported sales price inthe primary market will be used in calculating the exercise-settlement value.The exercise-settlement amount is equal to the difference between the exer-cise-settlement value and the exercise price of the option, multiplied by $100.




CBOE IPC™ INDEX OPTIONS (MXX)

Underlying:The options are based on 1/10th the level of the Indice dePrecios y Cotizaciones (IPC). The IPC is a total return capitalization-weight-ed index of 35 major equity securities listed and traded on the BolsaMexicana de Valores (BMV). A total return index is one which is adjustedfor the payment of dividends and capital distributions. As a result, indexperformance reflects the return from price changes plus cash dividends dis-tributed for the component securities. The Index securities have been cho-sen for their size, liquidity and the degree to which they represent theMexican market and economy. The IPC is maintained by the BMV and isconsidered the benchmark of the Mexican equity market. The index level iscalculated and disseminated after each transaction in a component securityduring regular trading hours on the BMV.


Expiration Months: Up to three months in the March quarterly cycle.

Settlement of Option Exercise: Exercise will result in delivery of cash onthe business day following expiration. The exercise-settlement value, calcu-lated at the discretion of the BMV, is based upon the closing index level byusing either, (i) the closing prices of the component securities or (ii) a

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weighted average of prices for each of the component securities for a peri-od of time during expiration Friday trading sessions. If a stock in the Indexdoes not trade this period, or if it fails to open on the day on which the exer-cise-settlement value is determined, the last reported sales price will beused in calculating the exercise-settlement value. The exercise-settlementamount is equal to the difference between the exercise-settlement valueand the exercise price of the option, multiplied by $100.

Position and Exercise Limits: The position limit is 50,000 contracts on thesame side of the market, provided no more than 30,000 of such contractsare in the nearest expiration month. The exercise limit is 30,000 contracts.



CBOE Latin 15 Index™ Options (LTX)

Underlying: The Latin 15 Index™ is a modified equal-dollar weighted indexof ADRs, ADSs, and closed-end country funds from four Latin Americancountries. The Index is re-balanced quarterly after the close of business onExpiration Fridays of the March quarterly cycle. At each re-balancing, theweights of each of the four countries in the index are: Argentina 17.5%,Brazil 35%, Chile 17.5% and Mexico 30%. The components within eachcountry are equally weighted. All of the component securities in the Indextrade on the NYSE. The Index was scaled to 150 on January 3, 1994.

Expiration Months: Up to three near-term months plus up to three addi-tional months in the March quarterly cycle.


Settlement of Option Exercise: The exercise-settlement value, SLX, is cal-culated using the first (opening) reported sales price in the primary market ofeach component stock on the last business day (usually a Friday) prior tothe expiration date. If a stock in the Index does not open on the day onwhich the exercise-settlement value is calculated, the last reported salesprice in the primary market will be used in calculating the exercise-settle-ment value. The exercise-settlement amount is equal to the differencebetween the exercise-settlement value, SLX, and the exercise price of theoption, multiplied by $100. Exercise will result in delivery of cash on the busi-ness day following expiration.




CBOE Mexico Index Options (MEX)

Description of Index: The CBOE Mexico Index is an equal dollar-weightedindex composed of 10 U.S. - listed Mexican ADRs, and ADSs and a countryfund. The Index will be rebalanced quarterly after the close on the third Fridayof March, June, September and December to maintain equal dollar weighting.


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Settlement of Option Exercise: The exercise-settlement value, MEO, iscalculated using the first reported and disseminated sales price in the primarymarket of each component stock on the last business day (usually a Friday)prior to the expiration date.

Position Limits: 12,000 contracts on either side of the market.



CBOE Mexico Index LEAPS® (Reduced Value) (LEX)

Description of Index: CBOE Mexico Index LEAPS® is based on 1/10th ofthe CBOE Mexico Index (MEX) value. The CBOE Mexico Index is an equaldollar-weighted index composed of 10 U.S. - listed Mexican ADRs and ADSs.The Index will be rebalanced quarterly after the close on the third Friday ofMarch, June, September and December to maintain equal dollar weighting.

Expiration Months: LEX LEAPS® expire in December, 2000.


Settlement of Option Exercise: The exercise-settlement value, 1/10th ofMEO (.05 rounds up), is calculated using the first reported and disseminatedsales price in the primary market of each component stock on the last busi-ness day (usually a Friday) prior to the expiration date.

Position Limits: The aggregate (MEX and 10 LEX LEAPS®) position limitis 12,000 on either side of the market. Ten LEX LEAPS® are equivalent toone full-value MEX option contract.


CBOE Morgan Stanley Multinational Company Index SM Options (NFT)

Description of Index: The Morgan Stanley Multinational Company IndexSM isa capitalization-weighted index composed of the stocks of 50 U.S.-listed com-panies that derive a substantial portion of their earnings from foreign opera-tions and have cash flows denominated in multiple currencies. The MorganStanley Multinational Index base date was December 31, 1991, when theindex level was set to 200.00.

Settlement of Option Exercise: Exercise will result in the delivery of cashon the business day following expiration. The exercise-settlement symbol,NMS, is calculated using the first (opening) reported sales price in the pri-mary market of each component stock on the last business day (usually aFriday) before the expiration date. If a stock in the Index does not open onthe day on which the exercise-settlement value is determined, the lastreported sales price in the primary market will be used in calculating theexercise-settlement value. The exercise-settlement amount is equal to thedifference between the exercise-settlement value and the exercise price ofthe option, multiplied by $100.

Expiration Months: Up to three near-term months plus up to three addi-tional months in the March quarterly cycle. LEAPS® with up to five years toexpiration may also be available.

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Position Limits: 50,000 contracts on the same side of the market with no morethan 30,000 of such contracts in the near-term expiration month.



CBOE Standard & Poor’s® Banks Index Option (BIX)

Description of Index: The S&P Banks Index is a capitalization-weightedindex of domestic equities traded on the New York Stock Exchange and NAS-DAQ. The stocks in the Index are high-capitalization stocks representing asector of the S&P 500®.



Settlement of Option Exercise: The exercise-settlement value, BBS, isdetermined on the last day prior to expiration and is based on the first(opening) reported sale price for each component stock.




CBOE Standard & Poor’s® Chemical Index Option (CEX)

Description of Index: The S&P Chemical Index is a capitalization-weight-ed index of domestic equities traded on the New York Stock Exchange. Thestocks in the Index are high-capitalization stocks representing a sector ofthe S&P 500®.



Settlement of Option Exercise: The exercise-settlement value, CXS, isdetermined on the last day prior to expiration and is based on the first(opening) reported sale price for each component stock.




CBOE Standard & Poor’s® Health Care Index Option (HCX)

Description of Index: The S&P Health Care Index is a capitalization-weight-ed index of domestic equities traded on the New York Stock Exchange andNASDAQ. The stocks in the Index are high-capitalization stocks representinga sector of the S&P 500®.


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Settlement of Option Exercise: The exercise-settlement value, HCS, isdetermined on the last day prior to expiration and is based on the first(opening) reported sale price for each component stock.




CBOE Standard & Poor’s® Insurance Index Option (IUX)

Description of Index: The S&P Insurance Index is a capitalization-weightedindex of domestic equities traded on the New York Stock Exchange and NAS-DAQ. The stocks in the Index are high-capitalization stocks representing asector of the S&P 500®.



Settlement of Option Exercise: The exercise-settlement value, IUS, is deter-mined on the last day prior to expiration and is based on the first (opening)reported sale price for each component stock.

Position and Exercise Limits: 9,000 contracts.



CBOE Standard & Poor’s® Retail Index Option (RLX)

Description of Index: The S&P Retail Index is a capitalization-weightedindex of domestic equities traded on the New York Stock Exchange,American Stock Exchange and NASDAQ. The stocks in the Index are high-capitalization stocks representing a sector of the S&P 500®.

Expiration Months: Up to three near-term months, plus up to three addi-tional months in the March quarterly cycle.


Settlement of Option Exercise: The exercise-settlement value, RRS, isdetermined on the last day prior to expiration and is based on the first (open-ing) reported sale price for each component stock.




CBOE Standard & Poor’s® Transportation Index Option (TRX)

Description of Index: The S&P Transportation Index is a capitalization-weight-ed index of domestic equities traded on the New York Stock Exchange andNASDAQ. The stocks in the Index are high-capitalization stocks representing asector of the S&P 500®.

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Settlement of Option Exercise: The exercise-settlement value, TRS, isdetermined on the last day prior to expiration and is based on the first (open-ing) reported sale price for each component stock.

Position and Exercise Limits: 9,000 contracts.



CBOE Automotive Index Options (AUX)

Description of Index: The CBOE Automotive Index is a modified equal-dollar weighted index of 10 companies involved in the design and manufac-ture of automobiles and automotive parts. The Index will be re-balancedquarterly after the close of trading on the third Friday of March, June,September and December. All of the components trade on the NYSE.

Expiration Months: Up to three near-term months plus up to three monthsin the March cycle.


Settlement of Option Exercise: The exercise settlement value, AXS, isdetermined on the last day prior to expiration and is based on the first (open-ing) reported sale price for each component stock.

Position Limits: 9,000 contracts



CBOE Internet Index Options (INX)

Description of Index: The CBOE Internet Index is an equal-dollar weightedindex composed of 12 companies involved in providing Internet access ser-vices, as well as the design and manufacture of software and hardware thatfacilitates Internet access. The Index will be rebalanced quarterly after theclose of trading on the third Friday of March, June, September and December.All of the components trade on the NYSE.

Expiration Months: Up to three near-term months plus up to three monthsin the March cycle.


Settlement of Option Exercise: The exercise settlement value, ITS, is deter-mined on the last day prior to expiration and is based on the first (opening)reported sale price for each component stock.

Position Limits: The aggregated index and Internet Index LEAPS positionlimit is 12,000 contracts. 10 Internet Index LEAPS are equivalent to 1 fullvalue index option contract.


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CBOE Internet Index LEAPS® (Reduced Value) (LZI/ZXI)

Description of Index: The CBOE Internet Index LEAPS® is based on1/10th of the CBOE Internet Index (INX) value. The CBOE Internet Index isan equal-dollar weighted index composed of 12 companies involved in pro-viding Internet access services, as well as the design and manufacture ofsoftware and hardware that facilitates Internet access. The Index will berebalanced quarterly after the close of trading on the third Friday of March,June, September, and December. All of the components trade on the NYSE.

Expiration Months: LZI LEAPS® expire in December 2000 and ZXI LEAPS®

expire in December 2001 .


Settlement of Option Exercise: The exercise settlement value, ITS, is deter-mined on the last day prior to expiration and is based on the first (opening)reported sale price for each component stock.

Position Limits: The aggregated index and Internet Index LEAPS® posi-tion limit is 12,000 contracts. 10 Internet Index LEAPS® are equivalent to 1full value index option contract.



CBOE Technology Index Options (TXX)

Description of Index: The CBOE Technology Index is a price-weightedindex composed of 30 high technology companies trading on the New YorkStock Exchange and NASDAQ.

Expiration Months: Up to three near-term months plus up to three addi-tional months in the January quarterly cycle.


Settlement of Option Exercise: The exercise settlement value, TTS, isdetermined on the last day prior to expiration and is based on the first (open-ing) reported sale price for each component stock.

Position Limits: The aggregate TXX and Tech Index LEAPS® position limitis 12,000 contracts on the same side of the market. 10 Tech Index LEAPS®

are equivalent to 1 full value TXX option contract.



CBOE Technology Index LEAPS® (Reduced Value) (ZOC)

Description of Index: The CBOE Technology Index LEAPS® is based on1/10th of the value of the CBOE Technology Index (TXX) value. The CBOETechnology Index is a price-weighted index composed of 30 high technolo-gy companies trading on the New York Stock Exchange and NASDAQ.

Expiration Months: ZOC LEAPS® expire in December 2001.

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Settlement of Option Exercise: The exercise settlement value, 1/10th thevalue of TTS (.05 rounds up), is determined on the last day prior to expiration and is based on the first (opening) reported sale price for eachcomponent stock.

Position Limits: The aggregate TXX and Tech Index LEAPS® position limitis 12,000 contracts on the same side of the market. 10 Tech Index LEAPS®

are equivalent to 1 full value TXX option contract.



CBOE Gold Index Options (GOX)

Description of Index: The CBOE Gold Index is an equal-dollar weightedindex composed of 10 companies involved primarily in gold mining and pro-duction. Rebalances after close of business on expiration Friday of the Marchquarterly cycle.



Settlement of Option Exercise: The exercise settlement value GDS, isdetermined on the last business day prior to expiration and is based on thefirst (opening) reported sales price for each component stock.




CBOE Standard & Poor’s 500/BARRA Growth Index Options (SGX)

Description of Index: The S&P 500 is split into the S&P 500/BARRA Growthand Value Indices using book-to-price ratios. The top 50% of the S&P 500market capitalization (as sorted by book-to-price-ratios) comprises the ValueIndex. The remaining 50% of the capitalization makes up the Growth Index.The S&P 500 Index is re-sorted on May 31 and November 30 and the newcomposition becomes effective on July 1 and January 1, respectively.



Settlement of Option Exercise: The exercise settlement value, SGS, isdetermined on the last day prior to expiration and is based on the first(opening) reported sale price for each component stock.

Position Limits: 36,000 contracts on the same side of the market with nomore than 21,500 contracts in the near term expiration month in combinedpositions in S&P 500/BARRA Growth and Value Index Options. A customerhedge exemption of up to 65,000 contracts in combined positions is avail-able to qualified investors.

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CBOE Standard & Poor’s 500/BARRA Value Index Options (SVX)

Description of Index: The S&P 500 is split into the S&P 500/BARRA Growthand Value Indices using book-to-price ratios. The top 50% of the S&P 500market capitalization (as sorted by book-to-price-ratios) comprises the ValueIndex. The remaining 50% of the capitalization makes up the Growth Index.The S&P 500 Index is re-sorted on May 31 and November 30 and the newcomposition becomes effective on July 1 and January 1, respectively.



Settlement of Option Exercise: The exercise settlement value, SVS, isdetermined on the last day prior to expiration and is based on the first (open-ing) reported sale price for each component stock.

Position Limits: 36,000 contracts on the same side of the market with nomore than 21,500 contracts in the near term expiration month in combinedpositions in S&P 500/BARRA Growth and Value Index Options. A customerhedge exemption of up to 65,000 contracts in combined positions is avail-able to qualified investors.


CBOE Oil Index Option (OIX)

Description of Index: The CBOE Oil Index is a price-weighted index com-posed of 15 large and widely held integrated oil companies.



Settlement of Option Exercise: The exercise settlement value, OXS isdetermined on the last day prior to expiration and is based on the first (open-ing) reported sales price for each component stock.

Position Limits: The aggregate position limit for OIX and CBOE Oil IndexLEAPS® is 9,000 contracts on the same side of the market. 10 CBOE Oil IndexLEAPS® are equivalent to 1 full value OIX option contract.



CBOE Dow 10SM Index Options (MUT)

Description of Index: The CBOE Dow 10SM Index is an equal dollar-weighted index of the top 10 dividend-yielding stocks in the Dow JonesIndustrial AverageSM. The 10 component stocks are selected and re-bal-anced as an equal-weighted index annually.


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Settlement of Option Exercise: The exercise settlement amount, MWS, isdetermined on the last day prior to expiration and is based on the first (open-ing) reported primary market sale price for each component stock.

Position Limits: The aggregate MUT and MUT LEAPS® position limit is15,000 contracts on the same side of the market.



CBOE Dow Jones Internet Commerce IndexSM Options (ECM)

Description of Index: The Dow Jones Internet Commerce IndexSM is a modi-fied capitalization-weighted index of 15 of the largest and most actively-tradedcompanies involved in providing goods and services through an open net-work such as the Internet. The index is re-balanced quarterly after the closeof trading on expiration Fridays in March, June, September and December.



Settlement of Option Exercise: The exercise settlement amount, ECS, isdetermined on the last day prior to expiration and is based on the first (open-ing) reported primary market sale price for each component stock.

Position Limits: The aggregate ECM and ECM LEAPS® position limit is15,000 contracts on the same side of the market.



CBOE Dow 10SM Index LEAPS® Options (ZTU)

Description of Index: The CBOE Dow 10SM Index is an equal dollar-weighted index of the top 10 dividend-yielding stocks in the Dow JonesIndustrial AverageSM. The 10 component stocks are selected and re-bal-anced as an equal-weighted index annually.

Expiration Months: ZTU LEAPS® expire in December 2001.


Settlement of Option Exercise: The exercise settlement amount, MWS, isdetermined on the last day prior to expiration and is based on the first (open-ing) reported primary market sale price for each component stock.

Position Limits: The aggregate MUT and MUT LEAPS® position limit is15,000 contracts on the same side of the market.



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CBOE Dow Jones Internet Commerce IndexSM LEAPS® (LJ/ZJ)

Description of Index: The Dow Jones Internet Commerce IndexSM is amodified capitalization-weighted index of 15 of the largest and most active-ly-traded companies involved in providing goods and services through anopen network such as the Internet. The index is re-balanced quarterly afterthe close of trading on expiration Fridays in March, June, September andDecember.

Expiration Months: LJ LEAPS® expire in December 2000 and ZJ LEAPS®

expire in December 2001.


Settlement of Option Exercise: The exercise settlement amount, ECS, isdetermined on the last day prior to expiration and is based on the first (open-ing) reported primary market sale price for each component stock.

Position Limits: The aggregate ECM and ECM LEAPS® position limit is15,000 contracts on the same side of the market.



PCX Morgan Stanley Emerging Growth Index (EGI)

Description of Index: The Morgan Stanley Emerging Growth Index is abroad-based, capitalization-weighted index of 50 of the most rapidly growingU.S. traded companies. Designed and maintained by Morgan Stanley, the EGIrepresents U.S. stocks with extremely high earnings growth and expectations.

Expiration Months: Two consecutive near-term months plus two succes-sive months in the March cycle.


Settlement of Option Exercise: The exercise settlement value, ESO, isdetermined on the last day prior to expiration (normally Friday) and is basedon a calculation of the opening prices of the component stocks.

Position and Exercise Limits: 37,500 contracts on the same side of themarket, with no more than 22,500 of such contracts in the series with thenearest expiration month.

Trading System: LMM – Lead Market Maker/Market Maker.

PHLX/KBW Bank Sector Index Option (BKX)

Description of Index: The PHLX/KBW Bank Sector Index is a capitaliza-tion-weighted index which reflects the performance of 24 publicly tradedbanks, the same underlying banks as in the Keefe, Bruyette & Woods(KBW) Index compiled and computed by KBW, one of Wall Street’s leadinginvestment houses specializing in the banking sector.

Expiration Months: Five months – three in the March expiration cycle, plustwo additional near months.


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PHLX Computer Box Maker Sector Index Option (BMX)

Description of Index: The Computer Box Maker Sector is price-weighted andcomposed of nine companies involved in the manufacture, marketing and sup-port of desktop and notebook personal computers and fault tolerant systems.





PHLX Forest & Paper Products Sector Index Option (FPP)

Description of Index: The Forest & Paper Products Sector Index is price-weighted and composed of 13 companies that focus on the growth andharvest of timber and its subsequent production into building supplies andpaper products.





PHLX Gold/Silver Sector Index Option (XAU)

Description of Index: The Gold/Silver Sector Index is a capitalization-weighted index of 10 stocks in the gold and silver mining industry.

Expiration Months: Five months – three in the March expiration cycle, plustwo additional near months. LEAPS® are also available.




PHLX National OTC Sector Index Option (XOC)

Description of Index: The National OTC Sector Index is a capitalization-weighted index of the 100 largest over-the-counter stocks.



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PHLX OTC Prime Sector Index Option (OTX)

Description of Index: The OTC Prime Sector is price-weighted and com-posed of the 15 most actively traded, most highly capitalized companiesavailable on the NASDAQ market. In order to assure that the OTX is reflec-tive of the most active over-the-counter securities, the Index is rebalancedin January of each year.





PHLX Oil Service Sector Index Option (OSX)

Description of Index: The PHLX Oil Service Sector Index is a price-weighted index comprised of 15 companies that provide drilling and produc-tion services, oil field equipment, onshore and offshore drilling, support ser-vices and geophysical/reservoir services.

Expiration Months: Five months – three in the March cycle, plus two nearmonths.




PHLX Semiconductor Sector Index Option (SOX)

Description of Index: The PHLX Semiconductor Sector Index is a price-weighted index composed of 16 U.S. companies involved in the design, man-ufacture, sale and distribution of semiconductors used in computer and elec-tronic device manufacturing.


Exercise Style: American (SOX).



PHLX TheStreet.com Internet Sector (DOT)

Description of Index: The Street.com Internet Sector is an equal dollar-weighted index and is composed of 20 leading companies involved in Internetcommerce, service and software.

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Expiration Months: Five months – three from the March expiration cycle,plus two additional near months.




PHLX Utility Sector Index Option (UTY)

Description of Index: The Utility Sector Index is a capitalization-weightedindex of twenty geographically diverse utility stocks.





PHLX EQUITY FLEX® OPTION SPECIFICATIONS

Underlying Security: Any security upon which options currently trade canbe eligible.

Strike (Exercise) Price: Call option strike prices may be set at standardintervals only. Put option strikes may be any dollar value within one-eighthdollar (for example, 42 3/8) or a percentage of the underlying price (forexample, 95% of the underlying price). A strike price specified as a percent-age will be rounded to the nearest eighth.

Expiration Date: Any business day up to three years from the trade date,except that a FLEX® option may not expire on any day that falls on or with-in two business days of a non-FLEX® option expiration date. For example,if Saturday, July 18, represents the expiration date for July equity options,FLEX® options may not be established to expire on Thursday, July 16;Friday, July 17; Monday, July 20 and Tuesday, July 21. Further, a FLEX®

option may not be established to expire on the same day as the trade date.


Minimum Opening Transaction Size: If there is no open interest in theparticular series when a Request for Quote (RFQ) is submitted, the mini-mum size of an RFQ is the lesser of 250 contracts or the number of con-tracts having $1 million of underlying equivalent value. If a particular serieshas open interest, the minimum size to open is 100 contracts. (Note that aswith non-FLEX® options, one contract represents 100 shares of stock.)

Minimum Closing Transaction Size: The lesser of 25 contracts and theremaining size.

Position and Exercise Limits: FLEX® options are not subject to a separateFLEX® position limit, and positions in FLEX® options are not taken intoaccount when calculating the position limits for non-FLEX® options. However,

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position limits which exceed three times the non-FLEX® position/exercise limitmust be reported to the Exchange.

Settlement: Physical delivery.


PHLX INDEX FLEX® OPTION SPECIFICATIONS

Underlying Security: Any index upon which options currently trade can beeligible.

Strike (Exercise) Price: May be specified in terms of a specific index valuenumber or a percentage of the index value calculated as of the open orclose of trading on the Exchange on the trade date.

Expiration Date: Any business day up to five years from the trade date,except that a FLEX® option may not expire on any day that falls on or with-in two business days of an expiration date for a non-FLEX® option. Notethat the restriction does not apply to quarterly expiring index option expira-tion dates. For example, if Saturday, July 18, represents the expiration datefor July index options, FLEX® options may not be established to expire onThursday, July 16; Friday, July 17; Monday, July 20 and Tuesday, July 21.Further, a FLEX® option may not be established to expire on the same dayas the trade date.


Minimum Opening Transaction Size: If there is no open interest in theparticular series when a Request for Quote (RFQ) is submitted, the mini-mum size of an RFQ is $10 million underlying equivalent value for broad-based index options and $5 million for narrow-based index options. If a par-ticular series has open interest then the minimum size to open is $1 millionunderlying equivalent value.

Minimum Closing Transaction Size: The lesser of $1 million underlyingequivalent value and the remaining size.

Position and Exercise Limits: FLEX® index options are subject to a separateposition limit of 200,000 contracts on the same side of the market respectingbroad-based index options (XOC, TPX, VLE); 36,000, 48,000 or 60,000 con-tracts respecting narrow-based index options, depending on the position limittier pursuant to Rule 1001A(b)(i); and 22,000 for HFX index options. However,positions in p.m. settled FLEX® index options shall be aggregated with posi-tions in quarterly expiring options listed pursuant to Rule 1101A(b)(iv) on thesame underlying index, if the FLEX® index option expires at the close of tradingon or within two business days of the last day of trading in each calendar quar-ter. Positions in FLEX® index options shall otherwise not be taken into accountwhen calculating position limits for non-FLEX® index options.

Settlement: Cash.

Trading Hours: 10:00 a.m. to 4:02 p.m. (Eastern Time) for narrow-based indices; 10:00 a.m. to 4:15 p.m. (Eastern Time) for broad-based indices.

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SPECIFICATIONS FOR STANDARDIZED CURRENCY OPTIONS

Exchange: PHLX

Underlying Currencies Available/Symbols:1

American-style European-styleAustralian dollar XAD CAD British pound XBP CBPCanadian dollar XCD CCDDeutsche mark XDM/XDZ* CDM/CDZ*Euro XEU ECUFrench franc XFF CFFJapanese yen XJY/XJZ* CJY/CJZ*Swiss franc XSF/XSZ* CSF/CSZ*

* Half-point strike price symbols are available in the three near-termmonths only.

Contract Size:Australian dollar 50,000 Australian dollars British pound 31,250 poundsCanadian dollar 50,000 Canadian dollarsDeutsche mark 62,500 marksEuro 62,500 EurosFrench franc 250,000 francsJapanese yen 6,250,000 yenSwiss franc 62,500 francs

Exercise Style: European and American.

Premium Quotations: Stated in cents per unit of underlying currency,except the French franc which is quoted in tenths of a cent and theJapanese yen which is quoted in hundredths of a cent. Minimum tick is0.01¢ for all currencies except the French franc which is 0.002¢ and theJapanese yen which is 0.0001¢.

Examples: (1) A premium quotation of 2.48 for an option on the British pound represents

a premium payment of $0.0248 x 31,250 = $775; (2) A premium quotation of 1.00 for an option on the French franc repre-

sents a premium payment of $0.001 x 250,000 = $250;(3) A premium quotation of 0.23 for an option on the Japanese yen represents

a premium payment of $0.000023 x 6,250,000 = $143.75.

Strike Price Intervals:Three Near 6, 9, 12 Over 12

Months Months MonthsAUD 0.0100 0.0100 N.A.GBP 0.0100 0.0200 0.0400CAD 0.0050 0.0050 N.A.DEM 0.0050 0.0100 0.0200EUR 0.0200 0.0200 N.A.FRF 0.00025 0.00025 0.00050JPY 0.00005 0.00010 0.00020CHF 0.0050 0.0100 N.A.

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SPECIFICATIONS FOR MONTH-END CURRENCY OPTIONS

Exchange: PHLX


American-style European-styleAustralian dollar ADW EDABritish pound BPW EPOCanadian dollar CDW ECDDeutsche mark DMW/DMZ* EDM/EDZ*Euro XEW ECWFrench franc FFW EFFJapanese yen JYW/JYZ* EJY/EJZ*Swiss franc SFW/SFZ* ESW/ESZ*Deutsche mark/Japanese yen N.A. MYW/MXZ*British pound/Deutsche mark N.A. PMW

*Half-point strike price symbols available in the three near-term months only.

Contract Size:Australian dollar 50,000 Australian dollarsBritish pound 31,250 poundsCanadian dollar 50,000 Canadian dollarsDeutsche mark 62,500 marksEuro 62,500 EurosFrench franc 250,000 francsJapanese yen 6,250,000 yenSwiss franc 62,500 francsDeutsche mark/Japanese yen 62,500 marksBritish pound/Deutsche mark 31,250 pounds


Position and Exercise Limits: 200,000 contracts (standardized and cus-tomized options with the same currency pairs are aggregated).

Trading Hours: 2:30 a.m. to 2:30 p.m. (Eastern Time); Except Canadiandollar: 7:00 a.m. to 2:30 p.m. (Eastern Time).


SPECIFICATIONS FOR LONG-TERM CURRENCY OPTIONS2

Exchange: PHLX


13 to 24 monthsBritish pound YPXJapanese yen YJY

Contract Size:British pound 31,250 poundsJapanese yen 6,250,000 yen

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Strike Price Intervals:British pound $0.04Japanese yen $0.0002


Position And Exercise Limits: 200,000 contracts standardized and cus-tomized options with the same currency pairs are aggregated.



SPECIFICATIONS FOR CROSS-RATE OPTIONS

Exchange: PHLX


Deutsche mark/Japanese yen MYX/MYZ*British pound/Deutsche mark PMX

* Half-point strike price symbols (available in three near-term months only).

Contract Size:Deutsche mark/Japanese yen 62,500 marksBritish pound/Deutsche mark 31,250 pounds


Premium Quotation/Settlements: Deutsche mark/Japanese yen Japanese yenBritish pound/Deutsche mark Deutsche mark

Position and Exercise Limits: 200,000 contracts standardized and cus-tomized options with the same currency pairs are aggregated.



Expiration Months: Mid-month Options: March, June, September andDecember plus two near-term months.

Month-end Options: Three nearest months.

MID-MONTH, MONTH-END AND LONG-TERM OPTIONS

Expiration Date3/Last Trading Day: Providing it is a business day, other-wise the day immediately prior:

Mid-month Options: Friday before the third Wednesday of expiring month.

Month-end Options: Last Friday of the month.

Long-term Options: Friday before the third Wednesday of expiring month.

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Expiration Settlement Date3:

Mid-month Options: Third Thursday of the expiring month, except forMarch, June, September and December expira-tions which are the third Wednesday.

Month-end Options: Thursday following the last Friday of the month.

Long-term Options: Third Thursday of the expiring month, except forMarch, June, September and December expira-tions which are the third Wednesday.

Exercise Style:Mid-month Options:

Dollar Based: American and EuropeanCross Rates: European

Month-end Options:Dollar Based: American and European Cross Rates: European

Long-term Options: European

Trading Hours: 2:30 a.m. to 2:30 p.m. (Eastern Time), Monday throughFriday. Trading hours for Canadian dollar are 7:00 a.m. to 2:30 p.m.(Eastern Time), Monday through Friday.

Issuer and Guarantor: The Options Clearing Corporation (OCC)

1Fluctuations in the underlying may cause a “wrap around” situation whereby alternatesymbols may be added. Contact the PHLX for information on alternate symbols thatmay be in use.

2When a long-term option has only 12 months remaining until expiration, it converts tothe one year European-style Mid-month option for symbol purposes.

3Changes may occur due to holidays. Please contact the PHLX for more information.

CUSTOMIZED CURRENCY OPTIONS CONTRACT SPECIFICATIONS

Exchange: PHLX

Currency Pairs: Any of the currently approved currencies may be matchedfor trading.* Either may represent the base or underlying currency. Forexample, USD/JPY (strike prices expressed in USD per JPY) or JPY/USD(strike prices expressed in JPY per USD); EUR/JPY (strike prices expressedin EUR per JPY) or JPY/EUR (strike prices expressed in JPY per EUR).

Contract Size: Contract size for the currency pairs is determined by theunderlying currency. Below are the sizes for the underlying currency:

AUD 50,000GBP 31,250CAD 50,000DEM 62,500EUR 62,500FRF 250,000ITL 50,000,000JPY 6,250,000MXP 250,000ESP 5,000,000CHF 62,500USD 50,000

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Premium: May be expressed in units of the base currency or as a per-cent of the underlying currency. For example, the premium of a USD/EURcontract could be expressed in U.S. cents per EUR (a quote of 1.54 =.0154 x 62,500 = $962.50), or as a percentage of euros (a quote of2.16% = .0216 x 62,500 = EUR 1,350).

Exercise Price: Any price level to four characters. For example, a USD/GBPoption could have an exercise price of $1.543 per GBP.


Expiration: Any business day up to two years from the trade date.

Exercise and Assignment: Customized Currency Options follow a uniqueexercise and assignment process on expiration day as reflected below.

8:00 a.m. (ET) Trading ceases.10:00 a.m. (ET) Window closes for exercise instructions in expiring

options. Subsequently, OCC will disseminate a prelimi-nary indication of the percent of open interest exer-cised in each series.

10:15 a.m. (ET) Customized Currency options expire and final assign-ment notification based on a pro-rata assignmentprocess begins.

Note: On expiration day, no new series may be created for trading whichwill expire that day – trades may only occur in previously establishedoptions series.

Position and Exercise Limits: 200,000 contracts in aggregate for each cur-rency including standardized options, except for ITL, MXP and ESP which are100,000 contracts.

Minimum Transaction Size: Transactions may be for any amount whichequals or exceeds 50 contracts (i.e. 53 is acceptable). Closing transactionsmay for the lessor of 50 contracts or the balance of the open position.

Price and Quote Dissemination: Request For Quotes (RFQ), quotes, andtrades are disseminated as administrative text messages over the OptionsPrice Reporting Authority (OPRA). Currently the text messages can bereceived via the quotation terminals of Reuters and Bloomberg:Reuters: UCOM/FLXA – monitor page/summary of all activity (Swift

code)/FLXA – information on underlying currency FLEXOPY – list of customized option terminology

Bloomberg: NH PHL

Customer Margin: Subject to the same margin rules and requirements asthe stadardized currency option contracts. Offsets may be allowed onoptions with the same underlying currency.

Trading Hours: 2:30 a.m. to 2:30 p.m. (Eastern Time), Monday throughFriday.

Issuer and Guarantor: The Options Clearing Corporation (OCC)*AUD and MXP may be matched with the USD only (premiums for AUD contracts must

be denominated in USD).

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SPECIFICATIONS FOR INTEREST RATE OPTIONS

Exchange: CBOE

Symbols: 13 - week Treasury bill (IRX)15 - year Treasury note (FVX)10 - year Treasury note (TNX)30 - year Treasury bond (TYX)

Underlying Instruments: IRX is based on the discount rate of the mostrecently auctioned 13-week U.S. Treasury Bill. FVX, TNX, and TYX arebased on 10 times the yield-to-maturity of the most recently auctioned 5-yearTreasury note, 10-year Treasury note, and 30-year Treasury bond, respec-tively.

Intra-day Information Source: Bridge/Telerate Systems Inc. calculates theunderlying level continually throughout the trading day and disseminates theprice at frequent intervals over the OPRA system.

Unit of Trade: One contract equals the multiplier ($100) times the underly-ing level.

Premium Quotations: Stated in points and fractions. One point equals $100,minimum tick for series trading below 3 is 1/16 ($6.25), and for all otherseries, 1/8 ($12.50).

Strike Price Intervals: 2-1/2 point intervals (each interval represents 25basis points) to bracket the current level of the composite. Strike prices rep-resent the underlying interest rates.

Exercise Style: European. Interest Rate Options may only be exercised onthe last trading day prior to expiration.

Expiration Months: IRX – Three near-term months plus two additional monthsin the March quarterly cycle. FVX, TNX, TYX – Three near-term months plusthree additional months in the March quarterly cycle.


Position Limits: For the purposes of calculating these limits, IRX positionsare aggregated with WXB (13 week T-bill) LEAPS®. The current limit is5,000 contracts on either side of the market. The position limit for FVX,TNX and TYX is aggregated with WXV, WXN and WYX LEAPS® respec-tively. The current limit is 25,000 contracts.

Minimum Customer Margin for Uncovered Writers: The dollar amount ofthe premium plus 10% of the underlying value minus the amount by whichthe option is out-of-the-money (if any).

Trading Hours: 7:20 a.m. to 2:00 p.m., (Central Time).

Exercise Settlement: The exercise-settlement values of interest rateoptions are as follows – SSX for IRX, FVS for FVX, TNS for TNX and TYSfor TYX. The exercise-settlement values are based on the “spot yield” onthe last trading day as reported by the Federal Reserve Bank of New York.

Exercise Settlement Time: Exercise notices tendered will result in deliveryof cash on the next business day.


SPECIFICATIONS FOR INTEREST RATE LEAPS®

Exchange: CBOE

Symbols: 13 - week Treasury bill LEAPS® (LXI)15 - year Treasury note LEAPS® (LXV)10 - year Treasury note LEAPS® (LXN)30 - year Treasury bond LEAPS® (LBA)

Underlying Instrument: LXI, LXV, LXN and LBN are Long-term EquityAnticiPation Securities (LEAPS®) that expire in December, 2000. LXI is basedon the discount rate of the most recently auctioned 13-week U.S. Treasury Bill.LXV is based on the yield-to-maturity of the most recently auctioned 5-yearTreasury note. LXN is based on the yield-to-maturity of the most recently auc-tioned 10-year Treasury note. LBN is based on the yield-to-maturity of themost recently auctioned 30-year Treasury bond.

Calculation of Underlying Level: Ten times the annualized discount rateof the most recently auctioned 13-week T-bill for LXI. For LXV, LXN, LBN –ten times the yield-to-maturity of the most recently auctioned 5-year T-note,10-year T-note and 30-year T-bond, respectively.

Intra-day Information Source: Bridge/Telerate Systems Inc. calculates theunderlying level continually throughout the trading day and disseminates theprice at frequent intervals over the OPRA system.

Unit of Trade: One contract equals the multiplier ($100) times the underly-ing level.

Premium Quotations: Stated in points and fractions. One point equals $100,minimum tick for series trading below 3 is 1/16 ($6.25), and for all otherseries, 1/8 ($12.50).

Strike Price Intervals: 2-1/2 point intervals (each interval represents 25basis points) to bracket the current level of the composite. Strike prices rep-resent the underlying interest rates.


Expiration Months: LXB, LXV, LXN and LBN LEAPS® expire in December2000.


Position Limits: For the purposes of calculating these limits, LXI is aggre-gated with IRX. The current limit is 5,000 contracts on either side of themarket. The position limit for LXV, LXN, and LBN is aggregated with FVX,TNX and TYX respectively. The current limit is 25,000 contracts.

Minimum Customer Margin for Uncovered Writers: The dollar amount ofthe premium plus 10% of the underlying value minus the amount by whichthe option is out-of-the-money (if any).


Exercise Settlement: The exercise-settlement values of interest rateoptions are as follows – SSX for LXI, FVS for LXV, TNS for LXN, and TYS

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for LBN. The exercise-settlement values are based on the “spot yield” onthe last trading day as reported by the Federal Reserve Bank of New York.

Exercise Settlement Time: Exercise notices tendered will result in deliveryof cash on the next business day.


S&P 100® and S&P 500® are registered trademarks of McGraw-Hill, Inc. andare licensed for use by the Chicago Board Options Exchange, Inc.

LEAPS®, Long-term Equity AnticiPation Securities®, and OEX are regis-tered trademarks and SPX™ is a trademark of the Chicago Board OptionsExchange, Inc.

Nikkei 300® is a registered trademark of Nihon Keizai Shimbun Inc. and islicensed for use by the Chicago Board Options Exchange, Inc.

The Nasdaq-100 Index®, Nasdaq-100®, The Nasdaq National Market® andNasdaq® are registered marks of The Nasdaq Stock Market, Inc. (“NSM”)and The Nasdaq Stock MarketSM, NDXSM and NDSSM are service marks ofNSM. These marks are licensed for use by the Chicago Board OptionsExchange, Inc. in connection with the trading of options based on theNasdaq-100 Index. Such options have not been passed on by NSM as totheir legality or suitability, and such options are not issued, endorsed, soldor promoted by NSM. NSM MAKES NO WARRANTIES AND BEARS NOLIABILITY WITH RESPECT TO SUCH OPTIONS.

The Russell 2000® Index is a registered trademark of Frank RussellCompany.

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F O R M O R E I N F O R M A T I O N

AMERICAN STOCK EXCHANGEDerivative Securities86 Trinity PlaceNew York, NY 10006 USA1-800-THE-AMEXwww.amex.com

CHICAGO BOARD OPTIONS EXCHANGE400 South LaSalle StreetChicago, IL 60605 USA1-800-OPTIONS(312) 786-5600www.cboe.comE-mail: [email protected]

THE OPTIONS CLEARING CORPORATION440 South LaSalle StreetSuite 908Chicago, IL 60605 USA1-800-537-4258(312) 322-6200www.optionsclearing.com

PACIFIC EXCHANGE STOCK & OPTIONS Options Marketing301 Pine StreetSan Francisco, CA 94104 USA1-800-825-5773(415) 263-6310www.pacificex.comE-mail: [email protected]

PHILADELPHIA STOCK EXCHANGE1900 Market StreetPhiladelphia, PA 19103 USA1-800-THE-PHLX(215) 496-5404www.phlx.comE-mail: [email protected]

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EXPIRATION MONTH CODESJan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec

Calls A B C D E F G H I J K L

Puts M N O P Q R S T U V W X

STRIKE PRICE CODES1

Key A B C D E F G H I J K L M N O P Q R S T

Strike 5 10 15 20 25 30 35 40 45 50 55 60 65 70 75 80 85 90 95 100Prices 105 110 115 120 125 130 135 140 145 150 155 160 165 170 175 180 185 190 195 200

205 210 215 220 225 230 235 240 245 250 255 260 265 270 275 280 285 290 295 300305 310 315 320 325 330 335 340 345 350 355 360 365 370 375 380 385 390 395 400

U V W X Y Z

71⁄2 121⁄2 171⁄2 221⁄2 271⁄2 321⁄2371⁄2 421⁄2 471⁄2 521⁄2 571⁄2 621⁄2671⁄2 721⁄2 771⁄2 821⁄2 871⁄2 921⁄2971⁄2 1021⁄2 1071⁄2 1121⁄2 1171⁄2 1221⁄2

Reduced-Value LEAPS® Strike Prices

Key Key KeyY 271⁄2 Z 321⁄2 U 371⁄2F 30 G 35 V 421⁄2

H 40 I 45 W 471⁄2

1Not applicable for currencyoptions (call PHLX for furtherinformation) or for DJX andinterest rate options (call CBOEfor further information).

E X P I R A T I O N A N D S T R I K E C O D E S

N O T E S

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Since 1Since 1790790

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