Description = 25459Y 1000 Deltas 10Nov11
BASKETTYPE = CapWeighted
DELTA=1000
UNDERLYING=25459Y
FillAdjustment=76989.7458;A;;
11.46;ACAS;
10.96;ACE;
4.28;ACGL;
1.66;ADS;
2.62;AFG;
15.2;AFL;
5.8;AGNC;
5.98;AGO;
2.3;AHL;
14.36;AIG;
3.88;AIV;
3.14;AIZ;
3.6;AJG;
17;ALL;
1.7;AMG;
7.88;AMP;
7.12;AMTD;
0.22;ANAT;
10.74;AON;
6.66;ARCC;
2;ARE;
5.64;ASBC;
3.06;AVB;
1.24;AWH;
34.16;AXP;
4.2;AXS;
329.4;BAC;
22.64;BBT;
4.4;BDN;
4.7;BEN;
40.36;BK;
1.08;BKU;
2.78;BLK;
1.56;BOH;
0.84;BOKF;
33.28;BPOP;
4.02;BR;
2.42;BRE;
56.9;BRK B;
3.78;BRO;
4.74;BXP;
94.48;C;
9.52;CB;
9.5;CBG;
1.72;CBOE;
2.4;CBSH;
5.44;CFFN;
1.74;CFR;
33.4;CIM;
4.76;CINF;
6.52;CIT;
3.16;CLGX;
2.82;CLI;
5.74;CMA;
2.18;CME;
0.86;CNA;
14.92;COF;
2.28;CPT;
10.5;CSE;
2.72;CWH;
1.52;CYN;
7.02;DDR;
4.04;DEI;
17.74;DFS;
3.28;DLR;
1.6;DNB;
8.22;DRE;
2203.46;EEM;
4;EFX;
1.32;ENH;
9.58;EQR;
0.9;ERIE;
1.06;ESS;
8.16;ETFC;
3.86;EV;
4.84;EWBC;
4.46;FCE A;
0.18;FCNCA;
1.5;FDS;
8.56;FHN;
2.94;FII;
8.52;FIS;
4.66;FISV;
29.86;FITB;
0.48;FLT;
7.26;FNF;
9.86;FNFG;
2.38;FRC;
2.02;FRT;
6.48;FULT;
0.72;GDOT;
18.32;GGP;
0.96;GHL;
15.94;GNW;
2.6;GPN;
16.84;GS;
28.06;HBAN;
15.4;HCBK;
3.7;HCC;
5.74;HCN;
13.2;HCP;
0.7;HHC;
14.48;HIG;
4.02;HPT;
22.3;HST;
1.18;IBKR;
2.4;ICE;
2005.98;ILF;
15.02;IVZ;
4.38;JEF;
1.4;JLL;
6.06;JNS;
2.12;JOE;
129.18;JPM;
30.9;KEY;
13.22;KIM;
1.62;KMPR;
10.3;L;
3.6;LAZ;
4.84;LM;
10.2;LNC;
1.12;LPLA;
2.8;LPS;
3.74;LRY;
6.42;LUK;
3.48;MA;
4.26;MAC;
4.8;MBI;
6.48;MCO;
0.86;MCY;
26.7;MET;
0.32;MKL;
17.84;MMC;
0.8;MORN;
50.22;MS;
3.9;MSCI;
4.08;MTB;
4.02;NDAQ;
30.92;NLY;
7.06;NTRS;
14.22;NYB;
8.52;NYX;
4.34;O;
2.32;OFC;
8.42;ORI;
12.24;PBCT;
5.26;PCL;
5.62;PDM;
10.44;PFG;
20.18;PGR;
2.78;PL;
14.92;PLD;
17.1;PNC;
2.2;PRE;
15.8;PRU;
4.56;PSA;
1.5;RE;
2.92;REG;
40.84;RF;
2.4;RGA;
3.32;RJF;
1.68;RNR;
1430.28;RSX;
3.96;RYN;
34.04;SCHW;
4.74;SEIC;
1.48;SFG;
2.9;SLG;
17.14;SLM;
5.28;SNH;
25.52;SNV;
9.54;SPG;
17.46;STI;
16.38;STT;
5.16;TCB;
1.82;TCO;
2.6;TFSL;
1.48;THG;
3.42;TMK;
2.04;TRH;
12.22;TRI;
8.44;TROW;
13.62;TRV;
5.26;TSS;
7.06;UDR;
10;UNM;
62.64;USB;
17;V;
5.52;VLY;
5.98;VNO;
2.5;VR;
8.24;VTR;
2.8;WDR;
159.9;WFC;
3.62;WFSL;
3.72;WRB;
3.92;WRI;
0.22;WTM;
20.56;WU;
17.5;WY;
10.06;XL;
0.22;Y;
5.98;ZION;