BWV - iPath CBOE S&P 500 BuyWrite Index ETN ,,

Date,Index Level,Note IV
5/22/2007,827.11,50
5/23/2007,826.77,49.98
5/24/2007,822.92,49.74
5/25/2007,826.16,49.94
5/28/2007,826.16,49.94
5/29/2007,827.37,50.01
5/30/2007,830.94,50.22
5/31/2007,831.12,50.23
6/1/2007,832.54,50.32
6/4/2007,833.28,50.36
6/5/2007,832.03,50.28
6/6/2007,829.15,50.11
6/7/2007,819.4,49.52
6/8/2007,827.72,50.02
6/11/2007,828.98,50.09
6/12/2007,821.85,49.66
6/13/2007,832.43,50.3
6/14/2007,835.98,50.51
6/15/2007,837.1,50.58
6/18/2007,837.46,50.6
6/19/2007,838.86,50.68
6/20/2007,831.67,50.25
6/21/2007,835.54,50.48
6/22/2007,827.24,49.98
6/25/2007,825.98,49.9
6/26/2007,823.71,49.76
6/27/2007,831.13,50.21
6/28/2007,831.18,50.21
6/29/2007,830.27,50.15
7/2/2007,837.58,50.59
7/3/2007,840.38,50.76
7/4/2007,840.38,50.76
7/5/2007,840.82,50.78
7/6/2007,843.3,50.93
7/9/2007,844.2,50.98
7/10/2007,835.48,50.46
7/11/2007,839.76,50.71
7/12/2007,848.72,51.25
7/13/2007,850.34,51.35
7/16/2007,850.82,51.38
7/17/2007,851.43,51.41
7/18/2007,851.63,51.42
7/19/2007,853.71,51.55
7/20/2007,845.37,51.04
7/23/2007,848.36,51.22
7/24/2007,837.59,50.57
7/25/2007,841.15,50.78
7/26/2007,825.38,49.83
7/27/2007,813.9,49.13
7/30/2007,822.81,49.67
7/31/2007,812.71,49.06
8/1/2007,818.6,49.41
8/2/2007,822.55,49.65
8/3/2007,801.1,48.35
8/6/2007,820.29,49.51
8/7/2007,825.42,49.82
8/8/2007,836.5,50.49
8/9/2007,812.42,49.03
8/10/2007,812.86,49.06
8/13/2007,812.83,49.05
8/14/2007,798.17,48.16
8/15/2007,787.32,47.51
8/16/2007,789.9,47.66
8/17/2007,806.6,48.67
8/20/2007,809.69,48.85
8/21/2007,811.01,48.93
8/22/2007,816.67,49.27
8/23/2007,816.47,49.26
8/24/2007,820.96,49.53
8/27/2007,818.88,49.4
8/28/2007,810.3,48.88
8/29/2007,819.24,49.42
8/30/2007,817.24,49.3
8/31/2007,821.76,49.57
9/3/2007,821.76,49.57
9/4/2007,824.64,49.74
9/5/2007,822.69,49.62
9/6/2007,824.68,49.74
9/7/2007,820.66,49.5
9/10/2007,821.42,49.54
9/11/2007,826.01,49.82
9/12/2007,826.99,49.88
9/13/2007,828.61,49.97
9/14/2007,829.31,50.01
9/17/2007,829.37,50.02
9/18/2007,832.48,50.2
9/19/2007,832.54,50.2
9/20/2007,832.11,50.18
9/21/2007,829.51,50.02
9/24/2007,827.62,49.9
9/25/2007,828.29,49.94
9/26/2007,831.83,50.15
9/27/2007,834.08,50.29
9/28/2007,833.07,50.23
10/1/2007,837.68,50.5
10/2/2007,838.2,50.53
10/3/2007,837.41,50.48
10/4/2007,838.62,50.56
10/5/2007,841.99,50.76
10/8/2007,841.65,50.74
10/9/2007,844.03,50.88
10/10/2007,844.83,50.93
10/11/2007,843.07,50.82
10/12/2007,845.17,50.94
10/15/2007,843.97,50.87
10/16/2007,843.37,50.83
10/17/2007,845.39,50.95
10/18/2007,847.18,51.06
10/19/2007,834.39,50.29
10/22/2007,838.2,50.51
10/23/2007,842.84,50.79
10/24/2007,842,50.74
10/25/2007,841.26,50.69
10/26/2007,847.61,51.08
10/29/2007,849.43,51.18
10/30/2007,847.04,51.04
10/31/2007,853.26,51.41
11/1/2007,841.48,50.7
11/2/2007,843.39,50.81
11/5/2007,842.08,50.73
11/6/2007,849.5,51.18
11/7/2007,831.67,50.1
11/8/2007,832.95,50.18
11/9/2007,822.61,49.55
11/12/2007,814.67,49.07
11/13/2007,838.06,50.48
11/14/2007,832.27,50.13
11/15/2007,822.04,49.51
11/16/2007,825.8,49.74
11/19/2007,819.86,49.38
11/20/2007,823.17,49.57
11/21/2007,815.09,49.08
11/23/2007,824.01,49.62
11/26/2007,811.6,48.87
11/27/2007,820.76,49.42
11/28/2007,832.65,50.14
11/29/2007,834,50.22
11/30/2007,837.41,50.42
12/3/2007,836.67,50.38
12/4/2007,835.37,50.3
12/5/2007,840.94,50.63
12/6/2007,844.65,50.86
12/7/2007,845.28,50.89
12/10/2007,846.37,50.96
12/11/2007,842.21,50.7
12/12/2007,844.98,50.87
12/13/2007,845.96,50.93
12/14/2007,843.97,50.81
12/17/2007,839.91,50.56
12/18/2007,845.01,50.87
12/19/2007,846.52,50.96
12/20/2007,849.45,51.13
12/21/2007,854.47,51.43
12/24/2007,858.68,51.69
12/26/2007,859.35,51.72
12/27/2007,854.35,51.42
12/28/2007,855.5,51.49
12/31/2007,852.88,51.33
1/2/2008,845.66,50.89
1/3/2008,846.4,50.93
1/4/2008,829.83,49.93
1/7/2008,832.96,50.12
1/8/2008,819.1,49.28
1/9/2008,830.03,49.94
1/10/2008,836.47,50.32
1/11/2008,825.68,49.67
1/14/2008,834.69,50.21
1/15/2008,814.04,48.96
1/16/2008,809.53,48.69
1/17/2008,786.08,47.27
1/18/2008,781.19,46.98
1/22/2008,776.06,46.66
1/23/2008,786.93,47.32
1/24/2008,791.83,47.61
1/25/2008,784.92,47.19
1/28/2008,793.18,47.69
1/29/2008,795.84,47.85
1/30/2008,795.41,47.82
1/31/2008,802.38,48.24
2/1/2008,804.57,48.37
2/4/2008,803.38,48.3
2/5/2008,793.25,47.69
2/6/2008,791.46,47.58
2/7/2008,796.53,47.88
2/8/2008,796.16,47.86
2/11/2008,800.98,48.15
2/12/2008,804.87,48.38
2/13/2008,810.3,48.71
2/14/2008,809.24,48.64
2/15/2008,809.86,48.68
2/19/2008,810.48,48.1
2/20/2008,814.93,48.98
2/21/2008,810.35,48.7
2/22/2008,814.45,48.95
2/25/2008,820.97,49.34
2/26/2008,823.7,49.51
2/27/2008,823.92,49.52
2/28/2008,821.45,49.37
2/29/2008,809.97,48.67
3/3/2008,811.55,48.77
3/4/2008,811.25,48.75
3/5/2008,815.01,48.97
3/6/2008,802.75,48.23
3/7/2008,798.78,47.99
3/10/2008,788.45,47.36
3/11/2008,813.66,48.89
3/12/2008,808.88,48.6
3/13/2008,812.52,48.81
3/14/2008,796.5,47.84
3/17/2008,792,47.57
3/18/2008,823.06,49.45
3/19/2008,806.23,48.43
3/20/2008,819.35,49.22
3/24/2008,825.49,49.59
3/25/2008,826.78,49.66
3/26/2008,824.99,49.55
3/27/2008,821.8,49.36
3/28/2008,819.64,49.23
3/31/2008,823.41,49.45
4/1/2008,833.56,50.07
4/2/2008,833.83,50.08
4/3/2008,834.4,50.12
4/4/2008,835.36,50.17
4/7/2008,836.74,50.25
4/8/2008,836.72,50.25
4/9/2008,836.12,50.21
4/10/2008,838.12,50.33
4/11/2008,834.08,50.09
4/14/2008,834.85,50.13
4/15/2008,836.46,50.23
4/16/2008,841.34,50.52
4/17/2008,840.69,50.48
4/18/2008,839.81,50.43
4/21/2008,839.89,50.43
4/22/2008,836.09,50.2
4/23/2008,838.56,50.35
4/24/2008,841.89,50.55
4/25/2008,844.72,50.72
4/28/2008,845.39,50.75
4/29/2008,843.88,50.66
4/30/2008,843.24,50.62
5/1/2008,850.56,51.06
5/2/2008,852.88,51.2
5/5/2008,851.9,51.14
5/6/2008,854.17,51.28
5/7/2008,849.44,50.99
5/8/2008,851.86,51.13
5/9/2008,850.28,51.04
5/12/2008,855.55,51.35
5/13/2008,856.22,51.39
5/14/2008,857.81,51.49
5/15/2008,859.15,51.57
5/16/2008,856.01,51.38
5/19/2008,857.5,51.46
5/20/2008,853.46,51.22
5/21/2008,845.82,50.76
5/22/2008,848.31,50.9
5/23/2008,840.05,50.4
5/27/2008,845.17,50.71
5/28/2008,847.88,50.87
5/29/2008,851.98,51.12
5/30/2008,853.76,51.23
6/2/2008,847.2,50.83
6/3/2008,843.63,50.61
6/4/2008,843.65,50.61
6/5/2008,856.88,51.41
6/6/2008,835.13,50.09
6/9/2008,836.41,50.17
6/10/2008,834.84,50.07
6/11/2008,821.24,49.25
6/12/2008,824.1,49.42
6/13/2008,836.51,50.17
6/16/2008,836.64,50.17
6/17/2008,831.03,49.83
6/18/2008,836.64,49.35
6/19/2008,826.31,49.55
6/20/2008,814.21,48.81
6/23/2008,,
6/24/2008,814.7,48.38
6/25/2008,818.38,49.08
6/26/2008,802.34,48.08
6/27/2008,800.69,47.98
6/30/2008,802.62,48.09
7/1/2008,805.39,48.27
7/2/2008,792.66,47.5
07/03/2008,794.05,47.58
07/03/2008,794.05,47.58
07/07/2008,794.05,47.58
07/08/2008,801.8,48.05
07/09/2008,784.1700000000001,46.98
07/10/2008,789.76,47.32
07/11/2008,781.01,46.79
07/14/2008,774.11,46.37
07/15/2008,765.78,45.86
07/16/2008,785.09,47.03
07/17/2008,792.5,47.470000000000006
07/18/2008,794.65,47.6
07/21/2008,796.1,47.69
07/22/2008,802.39,48.07
07/23/2008,803.64,48.14000000000001
07/24/2008,794.4499999999999,47.59
07/25/2008,797.64,47.779999999999994
07/28/2008,789.21,47.260000000000005
07/29/2008,801.61,48.01
07/30/2008,806.9999999999999,48.339999999999996
07/31/2008,802.9499999999999,48.089999999999996
08/01/2008,801.97,48.03
08/04/2008,798.46,47.82000000000001
08/05/2008,810.13,48.52
08/06/2008,811.7400000000001,48.620000000000005
08/07/2008,807.34,48.35
08/08/2008,813.84,48.739999999999995
08/11/2008,814.82,48.8
08/11/2008,814.82,48.8
08/13/2008,814.33,48.77
08/14/2008,815.69,48.849999999999994
08/15/2008,818.2399999999999,49.0
08/18/2008,811.1500000000001,48.57
08/19/2008,806.6800000000001,48.300000000000004
08/20/2008,811.0500000000001,48.56
08/21/2008,813.47,48.71
08/22/2008,819.83,49.089999999999996
08/25/2008,809.11,48.44
08/26/2008,811.9899999999999,48.61
08/27/2008,817.4399999999999,48.940000000000005
08/28/2008,824.9300000000001,49.39
08/29/2008,818.05,48.98
08/29/2008,818.05,48.98
09/02/2008,815.99,48.849999999999994
09/03/2008,816.0799999999999,48.849999999999994
09/04/2008,795.24,47.59
09/05/2008,799.0200000000001,47.82000000000001
09/08/2008,813.14,48.67
09/08/2008,813.14,48.67
09/10/2008,793.37,47.470000000000006
09/11/2008,803.99,48.11
09/12/2008,805.05,48.17999999999999
09/15/2008,768.72,45.98
09/16/2008,782.1899999999999,46.79
09/17/2008,745.44,44.57
09/18/2008,777.91,46.529999999999994
09/19/2008,808.6,48.38
09/22/2008,791.3900000000001,47.34
09/23/2008,783.06,46.84
09/24/2008,785.31,46.97
09/25/2008,792.08,47.379999999999995
09/26/2008,792.79,47.42
09/29/2008,735.09,43.93
09/30/2008,770.79,46.089999999999996
10/01/2008,769.92,46.03
10/02/2008,742.14,44.35
10/03/2008,734.37,43.88
10/06/2008,706.62,42.2
10/07/2008,666.78,39.79
10/08/2008,659.41,39.35
10/09/2008,609.41,36.32
10/10/2008,602.33,35.89