Description = 25459Y 100 Deltas 10Nov11
BASKETTYPE = CapWeighted
DELTA=100
UNDERLYING=25459Y
FillAdjustment=7698.97458;A;;
1.146;ACAS;
1.096;ACE;
0.428;ACGL;
0.166;ADS;
0.262;AFG;
1.52;AFL;
0.58;AGNC;
0.598;AGO;
0.23;AHL;
1.436;AIG;
0.388;AIV;
0.314;AIZ;
0.36;AJG;
1.7;ALL;
0.17;AMG;
0.788;AMP;
0.712;AMTD;
0.022;ANAT;
1.074;AON;
0.666;ARCC;
0.2;ARE;
0.564;ASBC;
0.306;AVB;
0.124;AWH;
3.416;AXP;
0.42;AXS;
32.94;BAC;
2.264;BBT;
0.44;BDN;
0.47;BEN;
4.036;BK;
0.108;BKU;
0.278;BLK;
0.156;BOH;
0.084;BOKF;
3.328;BPOP;
0.402;BR;
0.242;BRE;
5.69;BRK B;
0.378;BRO;
0.474;BXP;
9.448;C;
0.952;CB;
0.95;CBG;
0.172;CBOE;
0.24;CBSH;
0.544;CFFN;
0.174;CFR;
3.34;CIM;
0.476;CINF;
0.652;CIT;
0.316;CLGX;
0.282;CLI;
0.574;CMA;
0.218;CME;
0.086;CNA;
1.492;COF;
0.228;CPT;
1.05;CSE;
0.272;CWH;
0.152;CYN;
0.702;DDR;
0.404;DEI;
1.774;DFS;
0.328;DLR;
0.16;DNB;
0.822;DRE;
220.346;EEM;
0.4;EFX;
0.132;ENH;
0.958;EQR;
0.09;ERIE;
0.106;ESS;
0.816;ETFC;
0.386;EV;
0.484;EWBC;
0.446;FCE A;
0.018;FCNCA;
0.15;FDS;
0.856;FHN;
0.294;FII;
0.852;FIS;
0.466;FISV;
2.986;FITB;
0.048;FLT;
0.726;FNF;
0.986;FNFG;
0.238;FRC;
0.202;FRT;
0.648;FULT;
0.072;GDOT;
1.832;GGP;
0.096;GHL;
1.594;GNW;
0.26;GPN;
1.684;GS;
2.806;HBAN;
1.54;HCBK;
0.37;HCC;
0.574;HCN;
1.32;HCP;
0.07;HHC;
1.448;HIG;
0.402;HPT;
2.23;HST;
0.118;IBKR;
0.24;ICE;
200.598;ILF;
1.502;IVZ;
0.438;JEF;
0.14;JLL;
0.606;JNS;
0.212;JOE;
12.918;JPM;
3.09;KEY;
1.322;KIM;
0.162;KMPR;
1.03;L;
0.36;LAZ;
0.484;LM;
1.02;LNC;
0.112;LPLA;
0.28;LPS;
0.374;LRY;
0.642;LUK;
0.348;MA;
0.426;MAC;
0.48;MBI;
0.648;MCO;
0.086;MCY;
2.67;MET;
0.032;MKL;
1.784;MMC;
0.08;MORN;
5.022;MS;
0.39;MSCI;
0.408;MTB;
0.402;NDAQ;
3.092;NLY;
0.706;NTRS;
1.422;NYB;
0.852;NYX;
0.434;O;
0.232;OFC;
0.842;ORI;
1.224;PBCT;
0.526;PCL;
0.562;PDM;
1.044;PFG;
2.018;PGR;
0.278;PL;
1.492;PLD;
1.71;PNC;
0.22;PRE;
1.58;PRU;
0.456;PSA;
0.15;RE;
0.292;REG;
4.084;RF;
0.24;RGA;
0.332;RJF;
0.168;RNR;
143.028;RSX;
0.396;RYN;
3.404;SCHW;
0.474;SEIC;
0.148;SFG;
0.29;SLG;
1.714;SLM;
0.528;SNH;
2.552;SNV;
0.954;SPG;
1.746;STI;
1.638;STT;
0.516;TCB;
0.182;TCO;
0.26;TFSL;
0.148;THG;
0.342;TMK;
0.204;TRH;
1.222;TRI;
0.844;TROW;
1.362;TRV;
0.526;TSS;
0.706;UDR;
1;UNM;
6.264;USB;
1.7;V;
0.552;VLY;
0.598;VNO;
0.25;VR;
0.824;VTR;
0.28;WDR;
15.99;WFC;
0.362;WFSL;
0.372;WRB;
0.392;WRI;
0.022;WTM;
2.056;WU;
1.75;WY;
1.006;XL;
0.022;Y;
0.598;ZION;