Equity Index Options 18:32 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 20.52 Underlying Price 2450.90 Time to expiry: 18 Days Sep 10 850.70 1.00 25.00 0| 0 0 0 1600 650.75 1.00 34.17 0| 0 0 0 1800 450.99 1.00 33.37 0| 0 0 0 2000 351.66 0.99 31.12 0| 0 0 0 2100 253.77 0.96 28.30 0| 0 0 0 2200 206.12 0.92 26.79 0| 0 0 0 2250 160.21 0.87 25.27 0| 0 0 0 2300 117.99 0.78 24.25 0| 0 0 0 2350 97.90 0.73 23.36 0| 0 0 0 2375 78.71 0.67 22.26 0| 0 1,000 0 2400 61.80 0.60 21.52 0| 0 0 0 2425 46.30 0.51 20.56 0| 0 1 0 2450 32.57 0.42 19.44 0| 0 0 0 2475 21.35 0.33 18.36 0| 0 1 0 2500 5.92 0.16 12.87 0| 0 0 0 2525 5.00 0.12 14.81 0| 0 0 0 2550 2.95 0.07 17.31 0| 0 1 0 2600 0.63 0.02 16.38 0| 0 0 0 2650 0.09 0.00 15.59 0| 0 0 0 2700 0.01 0.00 14.52 0| 0 0 0 2800 0.01 0.00 14.16 0| 0 0 0 2900 0.01 0.00 14.56 0| 0 0 0 3000 0.01 0.00 17.78 0| 0 0 0 3200 0.01 0.00 24.30 0| 0 0 0 3400 Total 0| 0 1,003 0 Indicative a-t-m Vol 22.08 Underlying Price 2451.90 Time to expiry: 46 Days Oct 10 361.05 0.93 31.00 0| 0 0 0 2100 270.63 0.86 29.18 0| 0 0 0 2200 185.10 0.77 26.33 0| 0 0 0 2300 146.07 0.70 24.96 0| 0 0 0 2350 110.22 0.62 23.54 0| 0 0 0 2400 78.53 0.52 22.13 0| 0 2 0 2450 52.13 0.41 20.81 0| 0 20 0 2500 31.49 0.30 19.52 0| 0 0 0 2550 19.76 0.21 19.47 0| 0 0 0 2600 10.01 0.13 18.47 0| 0 0 0 2650 5.13 0.07 18.15 0| 0 0 0 2700 1.43 0.02 18.42 0| 0 0 0 2800 0.62 0.01 20.00 0| 0 0 0 2900 Total 0| 0 22 0 Indicative a-t-m Vol 22.58 Underlying Price 2443.40 Time to expiry: 81 Days Nov 10 369.17 0.86 31.10 0| 0 0 0 2100 281.72 0.80 28.37 0| 0 0 0 2200 Equity Index Options 18:32 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 201.76 0.71 26.03 0| 0 0 0 2300 165.01 0.65 24.83 0| 0 0 0 2350 131.03 0.59 23.63 0| 0 0 0 2400 100.32 0.51 22.43 0| 0 0 0 2450 73.88 0.43 21.35 0| 0 0 0 2500 33.28 0.26 19.09 0| 0 0 0 2600 14.35 0.14 18.53 0| 0 0 0 2700 4.59 0.06 17.53 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 23.00 Underlying Price 2438.90 Time to expiry: 109 Days Dec 10 1235.84 1.00 40.00 0| 0 0 0 1200 1037.83 0.99 43.68 0| 0 0 0 1400 842.73 0.97 41.92 0| 0 0 0 1600 650.99 0.94 37.77 0| 0 0 0 1800 464.76 0.88 32.77 0| 0 0 0 2000 291.96 0.77 28.11 0| 0 0 0 2200 214.71 0.69 25.96 0| 0 0 0 2300 146.28 0.57 23.84 0| 0 0 0 2400 88.92 0.44 21.68 0| 0 1 0 2500 46.59 0.30 19.74 0| 0 4 0 2600 23.60 0.18 19.09 0| 0 6 0 2700 9.61 0.09 18.06 0| 0 1 0 2800 0.83 0.01 16.25 0| 0 5 0 3000 0.05 0.00 15.72 0| 0 0 0 3200 0.01 0.00 16.16 0| 0 0 0 3400 0.01 0.00 17.50 0| 0 0 0 3600 Total 0| 0 17 0 Indicative a-t-m Vol 23.53 Underlying Price 2440.90 Time to expiry: 200 Days Mar 11 856.92 0.94 40.10 0| 0 0 0 1600 671.72 0.90 35.71 0| 0 0 0 1800 493.83 0.83 31.32 0| 0 0 0 2000 331.93 0.73 27.63 0| 0 0 0 2200 258.65 0.66 25.82 0| 0 0 0 2300 193.42 0.57 24.20 0| 0 1 0 2400 136.21 0.48 22.56 0| 0 0 0 2500 89.53 0.37 21.05 0| 0 0 0 2600 57.70 0.28 20.29 0| 0 0 0 2700 33.33 0.19 19.26 0| 0 0 0 2800 8.50 0.06 17.57 0| 0 0 0 3000 1.64 0.02 16.55 0| 0 0 0 3200 0.05 0.00 16.10 0| 0 60 0 3600 Total 0| 0 61 0 Indicative a-t-m Vol 24.42 Underlying Price 2390.90 Time to expiry: 291 Days Jun 11 812.79 0.92 35.10 0| 0 0 0 1600 640.29 0.87 33.11 0| 0 0 0 1800 Equity Index Options 18:32 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 476.39 0.79 30.19 0| 0 0 0 2000 326.43 0.68 27.04 0| 0 0 0 2200 260.23 0.61 25.63 0| 0 0 0 2300 201.06 0.54 24.30 0| 0 0 0 2400 149.15 0.45 23.00 0| 0 0 0 2500 106.51 0.37 21.87 0| 0 1 0 2600 69.18 0.28 20.38 0| 0 0 0 2700 44.40 0.21 19.51 0| 0 0 0 2800 15.73 0.09 18.12 0| 0 0 0 3000 4.72 0.03 17.20 0| 0 0 0 3200 0.51 0.00 17.10 0| 0 0 0 3600 Total 0| 0 1 0 Indicative a-t-m Vol 23.37 Underlying Price 2447.10 Time to expiry: 473 Days Dec 11 1622.63 1.00 39.71 0| 0 0 0 800 1244.91 0.97 39.18 0| 0 0 0 1200 898.69 0.89 36.69 0| 0 0 0 1600 565.39 0.78 29.84 0| 0 1,320 0 2000 416.71 0.69 26.90 0| 0 0 0 2200 282.99 0.58 23.97 0| 0 0 0 2400 174.06 0.45 21.48 0| 0 0 0 2600 94.02 0.31 19.37 0| 0 0 0 2800 46.18 0.19 18.02 0| 0 0 0 3000 21.83 0.10 17.34 0| 0 0 0 3200 4.29 0.03 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Calls 0| 0 2,424 0 | Equity Index Options 18:32 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 20.52 Underlying Price 2450.90 Time to expiry: 18 Days Sep 10 0.01 0.00 25.00 0| 0 0 0 1600 0.01 0.00 34.17 0| 0 19 0 1800 0.20 0.00 33.37 0| 0 0 0 2000 0.84 -0.01 31.12 0| 0 0 0 2100 2.93 -0.04 28.30 0| 0 5 0 2200 5.27 -0.08 26.79 0| 0 0 0 2250 9.34 -0.13 25.27 0| 0 0 0 2300 17.12 -0.22 24.25 0| 0 50 0 2350 22.02 -0.27 23.36 0| 0 0 0 2375 27.82 -0.33 22.26 0| 10 105 +10 2400 35.91 -0.40 21.52 0| 0 0 0 2425 45.40 -0.49 20.56 0| 0 4 0 2450 56.66 -0.58 19.44 0| 0 10 0 2475 70.44 -0.67 18.36 0| 0 1 0 2500 80.00 -0.84 12.87 0| 0 0 0 2525 104.08 -0.88 14.81 0| 0 0 0 2550 152.02 -0.93 17.31 0| 0 15 0 2600 199.69 -0.98 16.38 0| 0 0 0 2650 249.13 -1.00 15.59 0| 0 43 0 2700 349.02 -1.00 14.52 0| 0 0 0 2800 449.00 -1.00 14.16 0| 0 0 0 2900 548.97 -1.00 14.56 0| 0 0 0 3000 748.93 -1.00 17.78 0| 0 0 0 3200 948.88 -1.00 24.30 0| 0 0 0 3400 Total 0| 10 252 +10 Indicative a-t-m Vol 22.08 Underlying Price 2451.90 Time to expiry: 46 Days Oct 10 9.39 -0.07 31.00 0| 0 0 0 2100 18.90 -0.14 29.18 0| 0 0 0 2200 33.30 -0.23 26.33 0| 0 0 0 2300 44.24 -0.30 24.96 0| 0 0 0 2350 58.35 -0.38 23.54 0| 0 0 0 2400 76.63 -0.48 22.13 0| 0 0 0 2450 100.20 -0.59 20.81 0| 0 0 0 2500 129.52 -0.70 19.52 0| 0 0 0 2550 167.76 -0.79 19.47 0| 0 0 0 2600 207.98 -0.87 18.47 0| 0 0 0 2650 253.06 -0.93 18.15 0| 0 0 0 2700 349.30 -0.98 18.42 0| 0 0 0 2800 448.42 -0.99 20.00 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 22.58 Underlying Price 2443.40 Time to expiry: 81 Days Nov 10 26.31 -0.14 31.10 0| 0 0 0 2100 38.70 -0.20 28.37 0| 0 0 0 2200 58.59 -0.29 26.03 0| 0 0 0 2300 Equity Index Options 18:32 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 71.75 -0.35 24.83 0| 0 0 0 2350 87.69 -0.41 23.63 0| 0 0 0 2400 106.91 -0.49 22.43 0| 0 0 0 2450 130.39 -0.57 21.35 0| 0 0 0 2500 189.63 -0.74 19.09 0| 0 0 0 2600 270.55 -0.86 18.53 0| 0 0 0 2700 360.63 -0.94 17.53 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 23.00 Underlying Price 2438.90 Time to expiry: 109 Days Dec 10 0.06 0.00 40.00 0| 0 0 0 1200 1.54 -0.01 43.68 0| 0 0 0 1400 5.94 -0.03 41.92 0| 0 0 0 1600 13.70 -0.06 37.77 0| 0 0 0 1800 26.96 -0.12 32.77 0| 0 10 0 2000 53.66 -0.23 28.11 0| 0 1,000 0 2200 76.16 -0.31 25.96 0| 0 0 0 2300 100.00 107.48 -0.43 23.84 100.00 100.00 5| 0 1,005 0 2400 149.86 -0.56 21.68 0| 0 10 0 2500 207.28 -0.70 19.74 0| 0 0 0 2600 284.05 -0.82 19.09 0| 0 1 0 2700 369.80 -0.91 18.06 0| 0 0 0 2800 560.52 -0.99 16.25 0| 0 0 0 3000 759.24 -1.00 15.72 0| 0 0 0 3200 958.69 -1.00 16.16 0| 0 0 0 3400 1158.18 -1.00 17.50 0| 0 0 0 3600 Total 5| 0 2,026 0 Indicative a-t-m Vol 23.53 Underlying Price 2440.90 Time to expiry: 200 Days Mar 11 20.39 -0.06 40.10 0| 0 0 0 1600 34.15 -0.10 35.71 0| 0 0 0 1800 55.22 -0.17 31.32 0| 0 0 0 2000 92.28 -0.27 27.63 0| 0 2 0 2200 118.48 -0.34 25.82 0| 0 0 0 2300 152.73 -0.43 24.20 0| 0 0 0 2400 195.01 -0.52 22.56 0| 0 0 0 2500 247.81 -0.63 21.05 0| 0 0 0 2600 315.45 -0.72 20.29 0| 0 0 0 2700 390.57 -0.81 19.26 0| 0 0 0 2800 564.69 -0.94 17.57 0| 0 0 0 3000 756.80 -0.98 16.55 0| 0 0 0 3200 1153.13 -1.00 16.10 0| 0 0 0 3600 Total 0| 0 2 0 Indicative a-t-m Vol 24.42 Underlying Price 2390.90 Time to expiry: 291 Days Jun 11 28.71 -0.08 35.10 0| 0 0 0 1600 54.48 -0.13 33.11 0| 0 0 0 1800 88.86 -0.21 30.19 0| 0 20 0 2000 137.17 -0.32 27.04 0| 0 0 0 2200 Equity Index Options 18:32 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 170.11 -0.39 25.63 0| 0 0 0 2300 210.08 -0.46 24.30 0| 0 0 0 2400 257.31 -0.55 23.00 0| 0 0 0 2500 313.81 -0.63 21.87 0| 0 0 0 2600 375.62 -0.72 20.38 0| 0 0 0 2700 449.98 -0.79 19.51 0| 0 0 0 2800 619.58 -0.91 18.12 0| 0 0 0 3000 806.85 -0.97 17.20 0| 0 0 0 3200 1199.19 -1.00 17.10 0| 0 0 0 3600 Total 0| 0 20 0 Indicative a-t-m Vol 23.37 Underlying Price 2447.10 Time to expiry: 473 Days Dec 11 1.34 0.00 39.71 0| 0 0 0 800 17.35 -0.03 39.18 0| 0 0 0 1200 64.87 -0.11 36.69 0| 0 0 0 1600 125.29 -0.22 29.84 0| 0 1,320 0 2000 173.48 -0.31 26.90 0| 0 0 0 2200 236.63 -0.42 23.97 0| 0 0 0 2400 324.56 -0.55 21.48 0| 0 0 0 2600 441.40 -0.69 19.37 0| 0 0 0 2800 590.41 -0.81 18.02 0| 0 0 0 3000 762.93 -0.90 17.34 0| 0 0 0 3200 1139.13 -0.97 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Puts 5| 10 3,620 +10 Grand Total 5| 10 6,044 +10