Equity Index Options 18:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Bel 20 Index Option (BXO) Indicative a-t-m Vol 23.06 Underlying Price 2406.60 Time to expiry: 11 Days Feb 10 307.61 0.98 36.50 0| 0 0 0 2100 210.18 0.94 32.23 0| 0 0 0 2200 163.07 0.90 29.90 0| 0 0 0 2250 118.20 0.82 27.53 0| 0 0 0 2300 77.59 0.71 25.34 0| 3 3 +3 2350 60.22 0.62 24.62 0| 0 0 0 2375 36.00 44.85 0.53 23.86 36.00 36.00 3| 0 0 0 2400 28.25 0.43 21.02 0| 0 0 0 2425 18.00 0.32 20.25 0| 0 10 0 2450 10.87 0.22 19.79 0| 0 0 0 2475 6.62 0.15 19.89 0| 0 10 0 2500 3.27 0.09 19.18 0| 0 0 0 2525 1.75 0.05 19.25 0| 0 6 0 2550 0.92 0.03 19.45 0| 0 0 0 2575 0.19 0.01 17.50 0| 0 3 0 2600 0.01 0.00 16.67 0| 0 0 0 2650 0.01 0.00 16.11 0| 0 0 0 2700 0.01 0.00 15.83 0| 0 0 0 2750 0.01 0.00 15.82 0| 0 0 0 2800 0.01 0.00 16.50 0| 0 0 0 2900 Total 3| 3 32 +3 Indicative a-t-m Vol 21.67 Underlying Price 2409.10 Time to expiry: 39 Days Mar 10 1607.86 1.00 70.00 0| 0 0 0 800 1408.12 1.00 84.86 0| 0 0 0 1000 1208.85 1.00 81.19 0| 0 0 0 1200 1009.80 0.99 70.68 0| 0 0 0 1400 810.81 0.99 58.40 0| 0 0 0 1600 612.29 0.98 46.65 0| 0 0 0 1800 513.11 0.97 40.51 0| 0 0 0 1900 415.83 0.95 36.47 0| 0 0 0 2000 320.49 0.91 32.55 0| 0 0 0 2100 229.31 0.84 29.01 0| 0 200 0 2200 146.27 0.72 25.84 0| 0 0 0 2300 110.18 0.64 24.55 0| 0 0 0 2350 74.50 0.54 22.02 0| 0 0 0 2400 46.50 0.41 20.25 0| 2 4 +2 2450 27.25 0.29 19.28 0| 0 10 0 2500 14.38 0.18 18.46 0| 0 2 0 2550 6.80 0.10 17.81 0| 0 15 0 2600 2.97 0.05 17.41 0| 0 0 0 2650 1.23 0.02 17.20 0| 0 0 0 2700 0.30 0.01 18.08 0| 0 15 0 2800 0.01 0.00 16.63 0| 0 0 0 2900 0.01 0.00 16.95 0| 0 0 0 3000 Equity Index Options 18:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 19.00 0| 0 0 0 3200 Total 0| 2 246 +2 Indicative a-t-m Vol 22.00 Underlying Price 2404.60 Time to expiry: 67 Days Apr 10 325.51 0.87 29.66 0| 0 0 0 2100 238.41 0.79 26.95 0| 0 0 0 2200 159.69 0.68 24.45 0| 0 0 0 2300 124.77 0.61 23.26 0| 0 0 0 2350 94.09 0.53 22.23 0| 0 0 0 2400 62.50 0.43 19.95 0| 0 2 0 2450 41.37 0.33 19.02 0| 0 0 0 2500 25.75 0.24 18.25 0| 0 0 0 2550 15.00 0.16 17.62 0| 0 2 0 2600 4.15 0.06 16.67 0| 0 0 0 2700 0.87 0.02 16.03 0| 0 0 0 2800 0.30 0.01 16.83 0| 0 0 0 2900 Total 0| 0 4 0 Indicative a-t-m Vol 21.76 Underlying Price 2365.10 Time to expiry: 130 Days Jun 10 1161.62 1.00 44.52 0| 0 0 0 1200 770.65 0.96 38.59 0| 0 0 0 1600 580.66 0.92 34.10 0| 0 0 0 1800 399.27 0.85 29.63 0| 0 0 0 2000 235.25 0.71 25.36 0| 0 0 0 2200 165.36 0.61 23.49 0| 0 0 0 2300 101.75 0.48 20.87 0| 0 1 0 2400 58.00 0.34 19.47 0| 0 0 0 2500 29.12 0.21 18.32 0| 0 10 0 2600 13.25 12.87 0.11 17.46 13.25 13.25 1| 0 21 0 2700 4.95 0.05 16.78 0| 0 58 0 2800 0.50 0.01 15.86 0| 0 40 0 3000 0.02 0.00 14.51 0| 0 130 0 3200 0.01 0.00 15.00 0| 0 10 0 3600 Total 1| 0 270 0 Indicative a-t-m Vol 21.83 Underlying Price 2367.60 Time to expiry: 221 Days Sep 10 598.26 0.89 31.84 0| 0 0 0 1800 425.61 0.81 28.24 0| 0 0 0 2000 269.50 0.68 24.67 0| 0 0 0 2200 202.00 0.60 23.09 0| 0 0 0 2300 140.75 0.50 21.24 0| 1,000 1,000 +1,000 2400 90.50 96.00 0.40 20.35 90.50 90.50 1| 0 0 0 2500 60.17 0.29 19.29 0| 0 1 0 2600 34.85 0.20 18.35 0| 0 0 0 2700 18.38 0.12 17.49 0| 0 0 0 2800 4.30 0.04 16.44 0| 0 0 0 3000 0.83 0.01 15.86 0| 0 0 0 3200 Total 1| 1,000 1,001 +1,000 Equity Index Options 18:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 22.24 Underlying Price 2356.50 Time to expiry: 312 Days Dec 10 1171.58 0.95 51.30 0| 0 0 0 1200 1044.61 0.88 61.60 0| 0 0 0 1400 851.86 0.85 50.93 0| 0 0 0 1600 655.34 0.82 40.47 0| 0 0 0 1800 476.40 0.75 33.27 0| 0 0 0 2000 303.91 0.66 26.22 0| 0 0 0 2200 162.84 0.50 21.15 0| 0 0 0 2400 66.27 0.30 17.52 0| 0 0 0 2600 27.53 0.15 16.98 0| 0 0 0 2800 19.14 0.09 22.90 0| 0 0 0 3200 0.09 0.00 14.63 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 22.76 Underlying Price 2345.00 Time to expiry: 676 Days Dec 11 1534.04 0.96 58.26 0| 0 0 0 800 1191.51 0.91 48.61 0| 0 0 0 1200 894.56 0.83 44.08 0| 0 0 0 1600 543.16 0.72 31.09 0| 0 1,320 0 2000 383.97 0.64 26.01 0| 0 0 0 2200 241.64 0.53 21.53 0| 0 0 0 2400 124.87 0.38 17.55 0| 0 0 0 2600 65.84 0.25 16.28 0| 0 0 0 2800 41.87 0.15 19.53 0| 0 0 0 3200 2.58 0.02 14.25 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Calls 5| 1,005 2,873 +1,005 | Equity Index Options 18:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Bel 20 Index Option (BXO) Indicative a-t-m Vol 23.06 Underlying Price 2406.60 Time to expiry: 11 Days Feb 10 1.07 -0.02 36.50 0| 0 0 0 2100 3.62 -0.06 32.23 0| 0 0 0 2200 6.50 -0.10 29.90 0| 0 0 0 2250 11.62 -0.18 27.53 0| 0 280 0 2300 21.00 -0.29 25.34 0| 0 0 0 2350 28.62 -0.38 24.62 0| 0 0 0 2375 38.25 -0.47 23.86 0| 0 0 0 2400 46.65 -0.57 21.02 0| 0 0 0 2425 61.39 -0.68 20.25 0| 0 4 0 2450 79.26 -0.78 19.79 0| 0 1 0 2475 100.00 -0.85 19.89 0| 0 2 0 2500 121.65 -0.91 19.18 0| 0 0 0 2525 145.12 -0.95 19.25 0| 0 0 0 2550 169.29 -0.97 19.45 0| 0 0 0 2575 193.55 -0.99 17.50 0| 0 280 0 2600 243.37 -1.00 16.67 0| 0 0 0 2650 293.34 -1.00 16.11 0| 0 13 0 2700 343.33 -1.00 15.83 0| 0 0 0 2750 393.32 -1.00 15.82 0| 0 0 0 2800 493.30 -1.00 16.50 0| 0 0 0 2900 Total 0| 0 580 0 Indicative a-t-m Vol 21.67 Underlying Price 2409.10 Time to expiry: 39 Days Mar 10 0.01 0.00 70.00 0| 0 0 0 800 0.10 0.00 84.86 0| 0 0 0 1000 0.68 0.00 81.19 0| 0 0 0 1200 1.48 -0.01 70.68 0| 0 0 0 1400 2.33 -0.01 58.40 0| 0 20 0 1600 3.66 -0.02 46.65 0| 0 2 0 1800 4.40 -0.03 40.51 0| 0 0 0 1900 7.05 -0.05 36.47 0| 0 10 0 2000 11.62 -0.09 32.55 0| 0 120 0 2100 20.37 -0.16 29.01 0| 0 128 0 2200 37.25 -0.28 25.84 0| 0 14 0 2300 51.13 -0.36 24.55 0| 0 0 0 2350 65.41 -0.46 22.02 0| 25 45 -25 2400 87.37 -0.59 20.25 0| 0 0 0 2450 118.08 -0.71 19.28 0| 2 215 -2 2500 155.17 -0.82 18.46 0| 0 0 0 2550 197.55 -0.90 17.81 0| 0 0 0 2600 243.69 -0.95 17.41 0| 0 0 0 2650 291.90 -0.98 17.20 0| 0 0 0 2700 390.90 -0.99 18.08 0| 0 0 0 2800 490.54 -1.00 16.63 0| 0 0 0 2900 590.45 -1.00 16.95 0| 0 0 0 3000 790.29 -1.00 19.00 0| 0 0 0 3200 Equity Index Options 18:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 27 554 -27 Indicative a-t-m Vol 22.00 Underlying Price 2404.60 Time to expiry: 67 Days Apr 10 21.38 -0.13 29.66 0| 0 0 0 2100 34.13 -0.21 26.95 0| 0 60 0 2200 55.25 -0.32 24.45 0| 2 2 +2 2300 70.25 -0.39 23.26 0| 0 0 0 2350 89.50 -0.47 22.23 0| 4 10 +4 2400 107.83 -0.57 19.95 0| 0 0 0 2450 136.63 -0.67 19.02 0| 0 0 0 2500 170.93 -0.76 18.25 0| 0 0 0 2550 210.10 -0.84 17.62 0| 0 0 0 2600 299.10 -0.94 16.67 0| 0 0 0 2700 395.67 -0.98 16.03 0| 0 0 0 2800 494.94 -0.99 16.83 0| 0 0 0 2900 Total 0| 6 72 +6 Indicative a-t-m Vol 21.76 Underlying Price 2365.10 Time to expiry: 130 Days Jun 10 0.78 0.00 44.52 0| 0 0 0 1200 8.35 -0.04 38.59 0| 0 0 0 1600 17.63 -0.08 34.10 0| 0 100 0 1800 35.50 -0.15 29.63 0| 0 3 0 2000 70.75 -0.29 25.36 0| 0 3 0 2200 100.50 -0.39 23.49 0| 0 0 0 2300 136.52 -0.52 20.87 0| 0 8 0 2400 192.41 -0.66 19.47 0| 0 150 0 2500 263.17 -0.79 18.32 0| 0 0 0 2600 346.55 -0.89 17.46 0| 0 0 0 2700 438.26 -0.95 16.78 0| 0 0 0 2800 633.08 -0.99 15.86 0| 0 0 0 3000 831.86 -1.00 14.51 0| 0 0 0 3200 1230.39 -1.00 15.00 0| 0 0 0 3600 Total 0| 0 264 0 Indicative a-t-m Vol 21.83 Underlying Price 2367.60 Time to expiry: 221 Days Sep 10 34.50 -0.11 31.84 0| 0 20 0 1800 60.50 -0.19 28.24 0| 0 10 0 2000 103.03 -0.32 24.67 0| 0 0 0 2200 134.86 -0.40 23.09 0| 0 0 0 2300 172.93 -0.50 21.24 0| 0 0 0 2400 227.50 -0.60 20.35 0| 0 10 0 2500 291.00 -0.71 19.29 0| 0 0 0 2600 365.00 -0.80 18.35 0| 0 43 0 2700 447.85 -0.88 17.49 0| 0 0 0 2800 632.42 -0.96 16.44 0| 0 0 0 3000 827.59 -0.99 15.86 0| 0 0 0 3200 Total 0| 0 83 0 Indicative a-t-m Vol 22.24 Underlying Price 2356.50 Time to expiry: 312 Days Dec 10 Equity Index Options 18:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 27.15 -0.05 51.30 0| 0 0 0 1200 98.10 -0.12 61.60 0| 0 0 0 1400 103.26 -0.15 50.93 0| 0 0 0 1600 104.65 -0.18 40.47 0| 0 0 0 1800 123.63 -0.25 33.27 0| 0 0 0 2000 149.05 -0.34 26.22 0| 0 0 0 2200 205.89 -0.50 21.15 0| 0 0 0 2400 307.23 -0.70 17.52 0| 0 0 0 2600 466.40 -0.85 16.98 0| 0 0 0 2800 853.83 -0.91 22.90 0| 0 0 0 3200 1230.61 -1.00 14.63 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 22.76 Underlying Price 2345.00 Time to expiry: 676 Days Dec 11 40.19 -0.04 58.26 0| 0 0 0 800 84.42 -0.09 48.61 0| 0 0 0 1200 174.23 -0.17 44.08 0| 0 0 0 1600 209.58 -0.28 31.09 0| 0 1,320 0 2000 243.77 -0.36 26.01 0| 0 0 0 2200 294.82 -0.47 21.53 0| 0 0 0 2400 371.43 -0.62 17.55 0| 0 0 0 2600 505.77 -0.75 16.28 0| 0 0 0 2800 868.56 -0.85 19.53 0| 0 0 0 3200 1216.03 -0.98 14.25 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Puts 0| 33 2,873 -21 Grand Total 5| 1,038 5,746 +984