EFTA Document EFTA01461028

SPY US 03/20/15 P186 $ T7.17 +.54 ,I At 10:25 Oplrit 7,411 Vol 86 SPY US E Litt SPDR S&P 500 ETF 1191.40 -1.34 1 07.16 /7.25 535 x243 0 6.67A H 7.171, 1. 6.67A Prey 6.63 97) Expiry • Option Monitor: Option Monitor -.6952% 191.40 191.41 Hi 193.65 to 191.39 Volm 56156770 HV 13.43 Calc Mode 113) Center Strike Ticker Bid 20 Mar 15 (161d); CSize 100; 191.53 lti Calls Ask Last IVM OM IDiv 1.88 USD, F ut:. Volm 0lnt R .30; IN 15 Tern Strike US Com osite tioneyrieif. CSize Puts Bid Ask Last IVM OM VolmOlc 100; IDiv 1.88 USD; R .30; IF Structure 311 Ticker 20 Mar 15 (161d); .31) SP'i 3/20/15 C1SO 15.9':5.8 19 5".- .73 440 180.00 136) SPY 3/20/15 P180 5.40 5.45 5.11 19.30 -.32 518 286 32) SPY 3/20/15 C181 14.9 15.2:19.4:19.26 .69 313 181.00 107) SPY 3/20/15 P181 5.66 5.72 5.32 19.06 -.33 32 23 33) SPY 3/20/15 0182 14.2 14.4414.4 19 02 .68 10 1299 182.00 108) SPY 3/20/15 P182 5.936.00 5.38!1.8.81 -.35 39 34) SPY 3/20/15 C183 13.5 13.7414.5=18.73.66 850 183.00 109) SPY 3/20/15 P183 6.226.32 6.21 18.56 -.36 127 35) SPY 3/2.0/15 C184 12.8 13.0;12.948.53 .64 10 1278 184.00 110) SPY 3/20/15 P184 6.52 6.59 6.12 18.34 -.38 252 4 36) SPY 3/20/15 C185 12.0 12.3:12.5118.20.63 94 3317 185.00 111) SPY 3/20/15 P185 6.83 6.91 6.64 18.07 -.39 731 37) SPY 3/20/15 C186 11.3 11.6:11..9(18.08.61 30 1380 186.00 112) SPY 3/20/15 P186 7.16 7.25 7.17 17.84 -.41 86 74 38) SPY 3/20/15 0187 10.7 10.8110.8:17.74'.59 10 2905 187.00 113) SPY 3/20/15 P187 7.50 7.59 7.30 17.60 -.43 29 12 39) SPY 3/20/15 C188 10.0 10.1'10.7117.42 .58 1 1964 188.00 114) SPY 3/20/15 P188 7.86 7.99 7.90 17.36 -.44 195 49 40) SPY 3/20/15 C189 9.44 9.53 10.2=17.17.56 1343 189.00 115) SPY 3/20/15 P189 8.23 8.32 7.70 17.11 -.46 143 1 41) SPY 3/20/15 C190 8.78 8.92 8.89 16.97 .54 58 5658 190.00 116) SPY 3/20/15 P190 8.63 8.74 8.61 16.88 -.48 256 13 42) SPY 3/20/15 C191 8.22 8.31 9.10 16.74 .52 59 2120 191.00 117) SPY 3/20/15 P191 9.04 9.14 8.47 16.63 -. 50 62 16 43) SPY 3/20/15 0192 7.61 7.72 8.44 16.46'.50 21 5681 192.00 118) SPY 3/20/15 P192 9.479.58 9.33 16.37 -. 52 300 82 44) SPY 3/20/15 C193 45) SPY 3/20/15 C194 7.03 6.48 7.14 7.76 16.21 .48 6 6.60 .53 15.96 .46 12 87 2643 1446 193.00 194.00 119) SPY 3/20/15 120) SPY 3/20/15 P193 P194 9.92 10.0:9.87 16.11 10.3'10.4'9.65 15.83 -. 54 -.56 27 31 52 46) SPY 3/20/15 0195 5.95 6.08 6.00 15.72 .44 6 6988 195.00 121) SPY 3/20/15 P195 io.8:10.9.10.8(15.67 -.58 144 25 47) SPY 3/20/15 C196 5.45 5.57 5.81 15.50 .41 33 4486 196.00 122) SPY 3/20/15 P196 11.3'11.4411.0'15.39 -.60 208 22 48) SPY 3/20/15 C197 4.97 5.08 5.00 15.27 .39 29 4604 197.00 123) SPY 3/20/15 P197 11.8:12.0'10.4415.10 -.63 37 49) SPY 3/20/15 C198 4.51 4.63 4.77 15.02 .37 28 10162 198.00 " 93) 0,7,' Color Legend Zoom 004, CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 122823 SDNY_GM_00269007 EFTA01461028