Equity Index Options 18:22 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 20.89 Underlying Price 2464.70 Time to expiry: 21 Days Sep 10 864.47 1.00 25.00 0| 0 0 0 1600 664.53 1.00 34.48 0| 0 0 0 1800 464.93 0.99 33.83 0| 0 0 0 2000 365.86 0.98 31.61 0| 0 0 0 2100 268.39 0.95 28.80 0| 0 0 0 2200 220.95 0.92 27.29 0| 0 0 0 2250 175.11 0.87 25.76 0| 0 0 0 2300 131.92 0.80 24.28 0| 0 0 0 2350 111.68 0.75 23.53 0| 0 0 0 2375 92.56 0.69 22.76 0| 0 1,000 0 2400 74.81 0.63 21.98 0| 0 0 0 2425 58.82 0.56 21.26 0| 0 1 0 2450 44.95 0.48 20.65 0| 0 0 0 2475 33.00 0.40 20.01 0| 0 1 0 2500 23.37 0.32 19.47 0| 0 0 0 2525 15.49 0.24 18.79 0| 0 0 0 2550 5.78 0.11 17.68 0| 0 1 0 2600 1.63 0.04 16.72 0| 0 0 0 2650 0.33 0.01 15.90 0| 0 0 0 2700 0.01 0.00 14.75 0| 0 0 0 2800 0.01 0.00 14.31 0| 0 0 0 2900 0.01 0.00 14.63 0| 0 0 0 3000 0.01 0.00 17.66 0| 0 0 0 3200 0.01 0.00 24.00 0| 0 0 0 3400 Total 0| 0 1,003 0 Indicative a-t-m Vol 21.67 Underlying Price 2458.70 Time to expiry: 49 Days Oct 10 368.81 0.92 31.21 0| 0 0 0 2100 277.51 0.86 28.81 0| 0 0 0 2200 191.71 0.77 26.04 0| 0 0 0 2300 152.25 0.71 24.65 0| 0 0 0 2350 115.91 0.63 23.25 0| 0 0 0 2400 83.69 0.53 21.90 0| 2 2 +2 2450 56.73 0.43 20.67 0| 0 20 0 2500 35.27 0.32 19.45 0| 0 0 0 2550 23.13 0.23 19.57 0| 0 0 0 2600 12.75 0.15 18.80 0| 0 0 0 2650 6.45 0.09 18.16 0| 0 0 0 2700 2.14 0.03 18.73 0| 0 0 0 2800 0.99 0.02 20.32 0| 0 0 0 2900 Total 0| 2 22 +2 Indicative a-t-m Vol 22.60 Underlying Price 2453.20 Time to expiry: 84 Days Nov 10 378.53 0.87 30.90 0| 0 0 0 2100 291.29 0.81 28.40 0| 0 0 0 2200 Equity Index Options 18:22 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 210.70 0.72 26.06 0| 0 0 0 2300 173.78 0.66 24.93 0| 0 0 0 2350 139.61 0.60 23.82 0| 0 0 0 2400 108.44 0.53 22.68 0| 0 0 0 2450 81.03 0.45 21.59 0| 0 0 0 2500 39.69 0.29 19.71 0| 0 0 0 2600 16.62 0.15 18.52 0| 0 0 0 2700 5.70 0.06 17.59 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 22.94 Underlying Price 2447.70 Time to expiry: 112 Days Dec 10 1244.52 1.00 39.00 0| 0 0 0 1200 1046.44 0.99 43.01 0| 0 0 0 1400 851.37 0.97 41.53 0| 0 0 0 1600 659.76 0.94 37.61 0| 0 0 0 1800 473.79 0.88 32.82 0| 0 0 0 2000 300.56 0.78 28.18 0| 0 0 0 2200 222.82 0.69 26.04 0| 0 0 0 2300 153.58 0.58 23.94 0| 0 0 0 2400 95.34 0.45 21.85 0| 0 1 0 2500 51.84 0.31 20.02 0| 0 4 0 2600 26.38 0.19 19.15 0| 0 6 0 2700 11.25 0.10 18.17 0| 0 1 0 2800 1.04 0.01 16.26 0| 0 5 0 3000 0.07 0.00 15.59 0| 0 0 0 3200 0.01 0.00 15.86 0| 0 0 0 3400 0.01 0.00 17.00 0| 0 0 0 3600 Total 0| 0 17 0 Indicative a-t-m Vol 23.47 Underlying Price 2450.70 Time to expiry: 203 Days Mar 11 866.45 0.94 40.00 0| 0 0 0 1600 681.51 0.90 35.78 0| 0 0 0 1800 503.57 0.84 31.45 0| 0 0 0 2000 340.88 0.73 27.74 0| 0 0 0 2200 267.16 0.66 25.95 0| 0 0 0 2300 200.68 0.58 24.26 0| 0 1 0 2400 143.21 0.49 22.71 0| 0 0 0 2500 95.49 0.38 21.23 0| 0 0 0 2600 61.00 0.29 20.23 0| 0 0 0 2700 35.88 0.20 19.25 0| 0 0 0 2800 9.44 0.07 17.56 0| 0 0 0 3000 1.88 0.02 16.53 0| 0 0 0 3200 0.07 0.00 16.10 0| 0 60 0 3600 Total 0| 0 61 0 Indicative a-t-m Vol 24.12 Underlying Price 2394.70 Time to expiry: 294 Days Jun 11 816.44 0.92 35.00 0| 0 0 0 1600 643.19 0.87 32.87 0| 0 0 0 1800 Equity Index Options 18:22 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 479.51 0.79 30.07 0| 0 0 0 2000 328.75 0.68 26.87 0| 0 0 0 2200 261.88 0.61 25.42 0| 0 0 0 2300 202.00 0.54 24.05 0| 0 0 0 2400 149.75 0.46 22.75 0| 0 0 0 2500 106.25 0.37 21.56 0| 0 1 0 2600 72.25 0.29 20.55 0| 0 0 0 2700 46.87 0.21 19.68 0| 0 0 0 2800 16.49 0.10 18.14 0| 0 0 0 3000 5.04 0.04 17.22 0| 0 0 0 3200 0.52 0.00 17.00 0| 0 0 0 3600 Total 0| 0 1 0 Indicative a-t-m Vol 23.21 Underlying Price 2460.90 Time to expiry: 476 Days Dec 11 1636.04 1.00 39.71 0| 0 0 0 800 1258.16 0.97 39.18 0| 0 0 0 1200 911.30 0.89 36.69 0| 0 0 0 1600 576.69 0.78 29.84 0| 0 1,320 0 2000 426.92 0.70 26.90 0| 0 0 0 2200 291.74 0.59 23.97 0| 0 0 0 2400 180.96 0.46 21.48 0| 0 0 0 2600 98.87 0.32 19.37 0| 0 0 0 2800 49.19 0.20 18.02 0| 0 0 0 3000 23.56 0.11 17.34 0| 0 0 0 3200 4.75 0.03 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Calls 0| 2 2,424 +2 | Equity Index Options 18:22 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 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 20.89 Underlying Price 2464.70 Time to expiry: 21 Days Sep 10 0.01 0.00 25.00 0| 0 0 0 1600 0.01 0.00 34.48 0| 0 19 0 1800 0.35 -0.01 33.83 0| 0 0 0 2000 1.26 -0.02 31.61 0| 0 0 0 2100 3.76 -0.05 28.80 0| 0 5 0 2200 6.31 -0.08 27.29 0| 0 0 0 2250 10.45 -0.13 25.76 0| 0 0 0 2300 17.25 -0.20 24.28 0| 45 50 +45 2350 22.00 -0.25 23.53 0| 0 0 0 2375 32.50 27.87 -0.31 22.76 32.50 32.50 10| 0 95 0 2400 35.12 -0.37 21.98 0| 0 0 0 2425 44.13 -0.44 21.26 0| 0 4 0 2450 55.25 -0.52 20.65 0| 0 10 0 2475 68.29 -0.60 20.01 0| 0 1 0 2500 83.66 -0.68 19.47 0| 0 0 0 2525 100.76 -0.76 18.79 0| 0 0 0 2550 141.05 -0.89 17.68 0| 0 15 0 2600 186.88 -0.96 16.72 0| 0 0 0 2650 235.57 -0.99 15.90 0| 0 43 0 2700 335.22 -1.00 14.75 0| 0 0 0 2800 435.18 -1.00 14.31 0| 0 0 0 2900 535.16 -1.00 14.63 0| 0 0 0 3000 735.10 -1.00 17.66 0| 0 0 0 3200 935.05 -1.00 24.00 0| 0 0 0 3400 Total 10| 45 242 +45 Indicative a-t-m Vol 21.67 Underlying Price 2458.70 Time to expiry: 49 Days Oct 10 10.37 -0.08 31.21 0| 0 0 0 2100 19.00 -0.14 28.81 0| 0 0 0 2200 33.12 -0.23 26.04 0| 0 0 0 2300 43.63 -0.29 24.65 0| 0 0 0 2350 57.25 -0.37 23.25 0| 0 0 0 2400 75.00 -0.47 21.90 0| 0 0 0 2450 98.00 -0.57 20.67 0| 0 0 0 2500 126.50 -0.68 19.45 0| 0 0 0 2550 164.32 -0.77 19.57 0| 0 0 0 2600 203.91 -0.85 18.80 0| 0 0 0 2650 247.58 -0.91 18.16 0| 0 0 0 2700 343.20 -0.97 18.73 0| 0 0 0 2800 441.98 -0.98 20.32 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 22.60 Underlying Price 2453.20 Time to expiry: 84 Days Nov 10 25.90 -0.13 30.90 0| 0 0 0 2100 38.50 -0.19 28.40 0| 0 0 0 2200 57.75 -0.28 26.06 0| 0 0 0 2300 Equity Index Options 18:22 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 70.75 -0.34 24.93 0| 0 0 0 2350 86.50 -0.40 23.82 0| 0 0 0 2400 105.25 -0.47 22.68 0| 0 0 0 2450 127.75 -0.55 21.59 0| 0 0 0 2500 186.25 -0.71 19.71 0| 0 0 0 2600 263.03 -0.85 18.52 0| 0 0 0 2700 351.94 -0.94 17.59 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 22.94 Underlying Price 2447.70 Time to expiry: 112 Days Dec 10 0.05 0.00 39.00 0| 0 0 0 1200 1.45 -0.01 43.01 0| 0 0 0 1400 5.86 -0.03 41.53 0| 0 0 0 1600 13.73 -0.06 37.61 0| 0 0 0 1800 27.25 -0.12 32.82 0| 0 10 0 2000 53.50 -0.22 28.18 0| 0 1,000 0 2200 75.50 -0.31 26.04 0| 0 0 0 2300 106.00 -0.42 23.94 0| 0 1,005 0 2400 147.50 -0.55 21.85 0| 0 10 0 2500 203.75 -0.69 20.02 0| 0 0 0 2600 278.02 -0.81 19.15 0| 0 1 0 2700 362.64 -0.90 18.17 0| 0 0 0 2800 551.91 -0.99 16.26 0| 0 0 0 3000 750.42 -1.00 15.59 0| 0 0 0 3200 949.84 -1.00 15.86 0| 0 0 0 3400 1149.32 -1.00 17.00 0| 0 0 0 3600 Total 0| 0 2,026 0 Indicative a-t-m Vol 23.47 Underlying Price 2450.70 Time to expiry: 203 Days Mar 11 20.24 -0.06 40.00 0| 0 0 0 1600 34.24 -0.10 35.78 0| 0 0 0 1800 55.25 -0.16 31.45 0| 0 0 0 2000 91.50 -0.27 27.74 0| 0 2 0 2200 117.25 -0.34 25.95 0| 0 0 0 2300 150.25 -0.42 24.26 0| 0 0 0 2400 192.25 -0.51 22.71 0| 0 0 0 2500 244.00 -0.62 21.23 0| 0 0 0 2600 308.99 -0.71 20.23 0| 0 0 0 2700 383.33 -0.80 19.25 0| 0 0 0 2800 555.84 -0.93 17.56 0| 0 0 0 3000 747.23 -0.98 16.53 0| 0 0 0 3200 1143.31 -1.00 16.10 0| 0 0 0 3600 Total 0| 0 2 0 Indicative a-t-m Vol 24.12 Underlying Price 2394.70 Time to expiry: 294 Days Jun 11 28.66 -0.08 35.00 0| 0 0 0 1600 53.67 -0.13 32.87 0| 0 0 0 1800 88.25 -0.21 30.07 0| 0 20 0 2000 135.75 -0.32 26.87 0| 0 0 0 2200 Equity Index Options 18:22 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 168.00 -0.39 25.42 0| 0 0 0 2300 207.25 -0.46 24.05 0| 0 0 0 2400 254.13 -0.54 22.75 0| 0 0 0 2500 309.76 -0.63 21.56 0| 0 0 0 2600 374.89 -0.71 20.55 0| 0 0 0 2700 448.65 -0.79 19.68 0| 0 0 0 2800 616.52 -0.90 18.14 0| 0 0 0 3000 803.33 -0.96 17.22 0| 0 0 0 3200 1195.33 -1.00 17.00 0| 0 0 0 3600 Total 0| 0 20 0 Indicative a-t-m Vol 23.21 Underlying Price 2460.90 Time to expiry: 476 Days Dec 11 1.33 0.00 39.71 0| 0 0 0 800 17.14 -0.03 39.18 0| 0 0 0 1200 63.97 -0.11 36.69 0| 0 0 0 1600 123.05 -0.22 29.84 0| 0 1,320 0 2000 170.14 -0.30 26.90 0| 0 0 0 2200 231.80 -0.41 23.97 0| 0 0 0 2400 317.86 -0.54 21.48 0| 0 0 0 2600 432.62 -0.68 19.37 0| 0 0 0 2800 579.79 -0.80 18.02 0| 0 0 0 3000 751.00 -0.89 17.34 0| 0 0 0 3200 1125.89 -0.97 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Puts 10| 45 3,610 +45 Grand Total 10| 47 6,034 +47