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Myself °¿°

09/26/08 7:57 AM

#2650 RE: Myself °¿° #2618

XLF Holdings As of 31-Jul-08
http://finance.yahoo.com/q/hl?s=XLF

BK OF AMERICA CP BAC 8.83%
JP MORGAN CHASE CO JPM 8.26%
CITIGROUP INC C 5.99%
WELLS FARGO & CO NEW WFC 5.89%
GOLDMAN SACHS GRP GS 4.27%
AMER INTL GROUP INC AIG 4.12%
US BANCORP USB 3.14%
MORGAN STANLEY MS 2.57%
AMER EXPRESS INC AXP 2.53%
BANK OF NY MELLON CP BK 2.39%




















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Myself °¿°

10/02/08 9:53 AM

#2756 RE: Myself °¿° #2618

XLF components Name Symbol Index Weight as of 9/30/08
http://www.sectorspdr.com/spdr/composition/?symbol=XLF

1 JPMorgan Chase & Co. JPM 10.66%
2 Bank of America Corp. BAC 9.89%
3 Wells Fargo & Co. WFC 7.70%
4 Citigroup Inc. C 6.92%
5 U.S. Bancorp USB 3.89%
6 Goldman Sachs Group Inc. GS 3.45%
7 American Express Co. AXP 2.55%
8 Merrill Lynch & Co. Inc. MER 2.40%
9 MetLife Inc. MET 2.38%
10 Bank of New York Mellon Corp. BK 2.31%
11 Prudential Financial Inc. PRU 1.91%
12 AFLAC Inc. AFL 1.73%
13 Travelers Cos. Inc. TRV 1.65%
14 PNC Financial Services Group Inc. PNC 1.60%
15 MORGAN STANLEY MS 1.58%
16 Allstate Corp. ALL 1.55%
17 CME Group Inc. Cl A CME 1.54%
18 State Street Corp. STT 1.52%
19 Charles Schwab Corp. SCHW 1.50%
20 Simon Property Group Inc. SPG 1.35%
21 BB&T Corp. BBT 1.29%
22 Chubb Corp. CB 1.23%
23 Capital One Financial Corp. COF 1.19%
24 Marsh & McLennan Cos. MMC 1.01%
25 Northern Trust Corp. NTRS 0.99%
26 SunTrust Banks Inc. STI 0.99%
27 Loews Corp. L 0.89%
28 T. Rowe Price Group Inc. TROW 0.86%
29 Franklin Resources Inc. BEN 0.83%
30 AON Corp. AOC 0.77%
31 VORNADO REALTY TRUST VNO 0.77%
32 PUBLIC STORAGE PSA 0.77%
33 Hartford Financial Services Group Inc. HIG 0.77%
34 EQUITY RESIDENTIAL EQR 0.75%
35 Progressive Corp. PGR 0.73%
36 Principal Financial Group Inc. PFG 0.70%
37 Boston Properties Inc. BXP 0.70%
38 Lincoln National Corp. LNC 0.68%
39 PROLOGIS PLD 0.67%
40 NYSE Euronext NYX 0.65%
41 HCP Inc. HCP 0.63%
42 Hudson City Bancorp Inc. HCBK 0.59%
43 American International Group Inc. AIG 0.55%
44 UNUM GROUP UNM 0.54%
45 Plum Creek Timber Co. Inc. REIT PCL 0.53%
46 Kimco Realty Corp. KIM 0.52%
47 Ameriprise Financial Inc. AMP 0.51%
48 INVESCO Ltd. IVZ 0.50%
49 Leucadia National Corp. LUK 0.50%
50 Avalonbay Communities Inc. AVB 0.47%
51 Wachovia Corp. WB 0.47%
52 Host Hotels & Resorts Inc. HST 0.43%
53 M&T Bank Corp. MTB 0.43%
54 FIFTH THIRD BANCORP FITB 0.43%
55 Moody's Corp. MCO 0.42%
56 Regions Financial Corp. RF 0.41%
57 Discover Financial Services DFS 0.41%
58 Assurant Inc. AIZ 0.40%
59 IntercontinentalExchange Inc. ICE 0.38%
60 KEYCORP KEY 0.37%
61 SLM Corp. SLM 0.36%
62 XL Capital Ltd. Cl A XL 0.35%
63 Legg Mason Inc. LM 0.33%
64 AMERICAN CAPITAL LTD ACAS 0.33%
65 Marshall & Ilsley Corp. MI 0.32%
66 Torchmark Corp. TMK 0.32%
67 Comerica Inc. CMA 0.31%
68 Cincinnati Financial Corp. CINF 0.29%
69 ZIONS BANCORP ZION 0.28%
70 Janus Capital Group Inc. JNS 0.24%
71 Developers Diversified Realty Corp. DDR 0.24%
72 Genworth Financial Inc. Cl A GNW 0.23%
73 General Growth Properties Inc. GGP 0.21%
74 Apartment Investment & Management Co. AIV 0.19%
75 Huntington Bancshares Inc. HBAN 0.18%
76 Federated Investors Inc. FII 0.16%
77 MBIA Inc. MBI 0.14%
78 CB Richard Ellis Group Inc. Cl A CBG 0.14%
79 Sovereign Bancorp Inc. SOV 0.13%
80 CIT Group Inc. CIT 0.12%
81 First Horizon National Corp. FHN 0.12%
82 E*TRADE Financial Corp. ETFC 0.09%
83 National City Corp. NCC 0.08%
84 MGIC Investment Corp. MTG 0.05%
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Myself °¿°

10/06/08 6:49 AM

#2851 RE: Myself °¿° #2618

XLF I/V - 6 Months - 120 Months I/V

XLF - 6 Months






XLF - 120 Months





Understanding Implied and Historical Volatility