Equity Index Options 18:35 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.20 Underlying Price 2447.40 Time to expiry: 17 Days Sep 10 847.21 1.00 24.98 0| 0 0 0 1600 647.26 1.00 31.95 0| 0 0 0 1800 447.39 1.00 31.59 0| 0 0 0 2000 347.88 0.99 30.00 0| 0 0 0 2100 249.87 0.96 27.94 0| 0 0 0 2200 202.34 0.93 26.81 0| 0 0 0 2250 156.82 0.87 25.66 0| 0 0 0 2300 115.13 0.78 24.83 0| 0 0 0 2350 95.13 0.72 23.87 0| 0 0 0 2375 76.76 0.66 23.06 0| 0 1,000 0 2400 61.00 0.58 22.71 0| 0 0 0 2425 46.75 0.50 22.15 0| 0 1 0 2450 34.41 0.42 21.52 0| 0 0 0 2475 24.41 0.33 21.00 0| 0 1 0 2500 16.75 0.25 20.61 0| 0 0 0 2525 10.83 0.18 20.12 0| 0 0 0 2550 3.88 0.08 19.31 0| 0 1 0 2600 1.04 0.03 18.45 0| 0 0 0 2650 0.20 0.01 17.71 0| 0 0 0 2700 0.01 0.00 16.54 0| 0 0 0 2800 0.01 0.00 15.83 0| 0 0 0 2900 0.01 0.00 15.61 0| 0 0 0 3000 0.01 0.00 16.76 0| 0 0 0 3200 0.01 0.00 20.10 0| 0 0 0 3400 Total 0| 0 1,003 0 Indicative a-t-m Vol 23.00 Underlying Price 2444.60 Time to expiry: 45 Days Oct 10 353.54 0.93 30.71 0| 0 0 0 2100 263.69 0.86 29.14 0| 0 0 0 2200 178.88 0.76 26.37 0| 0 0 0 2300 140.29 0.69 24.99 0| 0 0 0 2350 106.50 0.60 24.01 0| 0 0 0 2400 76.60 0.51 22.89 0| 0 2 0 2450 55.00 51.14 0.40 21.62 55.00 55.00 4| 0 20 0 2500 31.67 0.29 20.52 0| 0 0 0 2550 18.75 0.20 19.88 0| 0 0 0 2600 9.87 0.12 19.10 0| 0 0 0 2650 4.73 0.07 18.44 0| 0 0 0 2700 1.36 0.02 18.81 0| 0 0 0 2800 0.51 0.01 20.02 0| 0 0 0 2900 Total 4| 0 22 0 Indicative a-t-m Vol 23.45 Underlying Price 2436.90 Time to expiry: 80 Days Nov 10 363.43 0.86 31.23 0| 0 0 0 2100 276.16 0.80 28.43 0| 0 0 0 2200 Equity Index Options 18:35 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 196.94 0.70 26.13 0| 0 0 0 2300 160.77 0.64 24.97 0| 0 0 0 2350 127.59 0.58 23.85 0| 0 0 0 2400 94.50 100.42 0.50 23.31 94.50 94.50 30| 0 0 0 2450 74.50 0.42 22.24 0| 0 0 0 2500 35.75 0.26 20.33 0| 0 0 0 2600 14.13 0.13 18.91 0| 0 0 0 2700 4.55 0.05 17.89 0| 0 0 0 2800 Total 30| 0 0 0 Indicative a-t-m Vol 23.50 Underlying Price 2432.90 Time to expiry: 108 Days Dec 10 1229.89 1.00 39.98 0| 0 0 0 1200 1031.75 0.99 43.29 0| 0 0 0 1400 836.48 0.97 41.55 0| 0 0 0 1600 644.81 0.94 37.59 0| 0 0 0 1800 459.32 0.88 32.85 0| 0 0 0 2000 287.82 0.77 28.35 0| 0 0 0 2200 210.82 0.68 26.12 0| 0 0 0 2300 143.07 0.57 23.99 0| 0 0 0 2400 90.07 0.44 22.50 0| 0 1 0 2500 49.38 0.30 20.82 0| 0 4 0 2600 23.25 0.18 19.38 0| 0 6 0 2700 9.58 0.09 18.37 0| 0 1 0 2800 0.95 0.01 16.79 0| 0 5 0 3000 0.06 0.00 16.14 0| 0 0 0 3200 0.01 0.00 16.40 0| 0 0 0 3400 0.01 0.00 17.51 0| 0 0 0 3600 Total 0| 0 17 0 Indicative a-t-m Vol 24.03 Underlying Price 2433.90 Time to expiry: 199 Days Mar 11 850.14 0.94 40.08 0| 0 0 0 1600 664.84 0.90 35.60 0| 0 0 0 1800 487.91 0.83 31.37 0| 0 0 0 2000 326.94 0.72 27.71 0| 0 0 0 2200 254.50 0.65 25.95 0| 0 0 0 2300 190.50 0.57 24.41 0| 0 1 0 2400 137.74 0.47 23.29 0| 0 0 0 2500 91.76 0.37 21.82 0| 0 0 0 2600 57.00 0.27 20.54 0| 0 0 0 2700 33.25 0.19 19.56 0| 0 0 0 2800 9.02 0.07 18.04 0| 0 0 0 3000 1.78 0.02 16.93 0| 0 0 0 3200 0.05 0.00 16.08 0| 0 60 0 3600 Total 0| 0 61 0 Indicative a-t-m Vol 24.58 Underlying Price 2377.40 Time to expiry: 290 Days Jun 11 800.21 0.92 35.08 0| 0 0 0 1600 627.02 0.86 32.79 0| 0 0 0 1800 Equity Index Options 18:35 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 464.66 0.78 30.04 0| 0 0 0 2000 315.38 0.67 26.82 0| 0 0 0 2200 249.49 0.60 25.35 0| 0 0 0 2300 194.09 0.53 24.36 0| 0 0 0 2400 143.25 0.44 23.05 0| 0 0 0 2500 101.00 0.36 21.83 0| 0 1 0 2600 68.00 0.28 20.77 0| 0 0 0 2700 44.00 0.20 19.93 0| 0 0 0 2800 15.61 0.09 18.47 0| 0 0 0 3000 4.73 0.03 17.52 0| 0 0 0 3200 0.44 0.00 17.08 0| 0 0 0 3600 Total 0| 0 1 0 Indicative a-t-m Vol 23.45 Underlying Price 2441.60 Time to expiry: 472 Days Dec 11 1617.28 1.00 39.71 0| 0 0 0 800 1239.64 0.97 39.18 0| 0 0 0 1200 893.71 0.89 36.69 0| 0 0 0 1600 560.94 0.78 29.84 0| 0 1,320 0 2000 412.71 0.69 26.90 0| 0 0 0 2200 279.59 0.58 23.97 0| 0 0 0 2400 171.39 0.45 21.48 0| 0 0 0 2600 92.17 0.30 19.37 0| 0 0 0 2800 45.03 0.18 18.02 0| 0 0 0 3000 21.18 0.10 17.34 0| 0 0 0 3200 4.12 0.03 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Calls 34| 0 2,424 0 | Equity Index Options 18:35 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.20 Underlying Price 2447.40 Time to expiry: 17 Days Sep 10 0.01 0.00 24.98 0| 0 0 0 1600 0.01 0.00 31.95 0| 0 19 0 1800 0.09 0.00 31.59 0| 0 0 0 2000 0.56 -0.01 30.00 0| 0 0 0 2100 2.52 -0.04 27.94 0| 0 5 0 2200 4.98 -0.07 26.81 0| 0 0 0 2250 9.46 -0.13 25.66 0| 0 0 0 2300 17.75 -0.22 24.83 0| 0 50 0 2350 22.75 -0.28 23.87 0| 0 0 0 2375 29.37 -0.34 23.06 0| 0 105 0 2400 38.60 -0.42 22.71 0| 0 0 0 2425 49.35 -0.50 22.15 0| 0 4 0 2450 71.00 62.00 -0.58 21.52 71.00 71.00 6| 0 10 0 2475 77.00 -0.67 21.00 0| 0 1 0 2500 94.33 -0.75 20.61 0| 0 0 0 2525 113.40 -0.82 20.12 0| 0 0 0 2550 156.44 -0.92 19.31 0| 0 15 0 2600 203.59 -0.97 18.45 0| 0 0 0 2650 252.75 -0.99 17.71 0| 0 43 0 2700 352.53 -1.00 16.54 0| 0 0 0 2800 452.50 -1.00 15.83 0| 0 0 0 2900 552.48 -1.00 15.61 0| 0 0 0 3000 752.43 -1.00 16.76 0| 0 0 0 3200 952.39 -1.00 20.10 0| 0 0 0 3400 Total 6| 0 252 0 Indicative a-t-m Vol 23.00 Underlying Price 2444.60 Time to expiry: 45 Days Oct 10 9.17 -0.07 30.71 0| 0 0 0 2100 19.25 -0.14 29.14 0| 0 0 0 2200 34.38 -0.24 26.37 0| 0 0 0 2300 45.75 -0.31 24.99 0| 0 0 0 2350 61.93 -0.40 24.01 0| 0 0 0 2400 82.00 -0.49 22.89 0| 0 0 0 2450 106.50 -0.60 21.62 0| 0 0 0 2500 137.00 -0.71 20.52 0| 0 0 0 2550 174.05 -0.80 19.88 0| 0 0 0 2600 215.14 -0.88 19.10 0| 0 0 0 2650 259.96 -0.93 18.44 0| 0 0 0 2700 356.52 -0.98 18.81 0| 0 0 0 2800 455.61 -0.99 20.02 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 23.45 Underlying Price 2436.90 Time to expiry: 80 Days Nov 10 27.05 -0.14 31.23 0| 0 0 0 2100 39.62 -0.20 28.43 0| 0 0 0 2200 60.25 -0.30 26.13 0| 0 0 0 2300 Equity Index Options 18:35 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 74.00 -0.36 24.97 0| 0 0 0 2350 90.75 -0.42 23.85 0| 0 0 0 2400 113.50 -0.50 23.31 0| 0 0 0 2450 137.50 -0.58 22.24 0| 0 0 0 2500 198.60 -0.74 20.33 0| 0 0 0 2600 276.82 -0.87 18.91 0| 0 0 0 2700 367.09 -0.95 17.89 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 23.50 Underlying Price 2432.90 Time to expiry: 108 Days Dec 10 0.06 0.00 39.98 0| 0 0 0 1200 1.43 -0.01 43.29 0| 0 0 0 1400 5.66 -0.03 41.55 0| 0 0 0 1600 13.49 -0.06 37.59 0| 0 0 0 1800 27.50 -0.12 32.85 0| 0 10 0 2000 55.50 -0.23 28.35 0| 0 1,000 0 2200 78.25 -0.32 26.12 0| 0 0 0 2300 110.25 -0.43 23.99 0| 5 1,000 -5 2400 157.00 -0.56 22.50 0| 0 10 0 2500 216.06 -0.70 20.82 0| 0 0 0 2600 289.68 -0.82 19.38 0| 0 1 0 2700 375.76 -0.91 18.37 0| 0 0 0 2800 566.63 -0.99 16.79 0| 0 0 0 3000 765.25 -1.00 16.14 0| 0 0 0 3200 964.69 -1.00 16.40 0| 0 0 0 3400 1164.19 -1.00 17.51 0| 0 0 0 3600 Total 0| 5 2,021 -5 Indicative a-t-m Vol 24.03 Underlying Price 2433.90 Time to expiry: 199 Days Mar 11 20.55 -0.06 40.08 0| 0 0 0 1600 34.22 -0.10 35.60 0| 0 0 0 1800 56.25 -0.17 31.37 0| 0 0 0 2000 94.25 -0.28 27.71 0| 0 2 0 2200 121.29 -0.35 25.95 0| 0 0 0 2300 156.78 -0.43 24.41 0| 0 0 0 2400 203.50 -0.53 23.29 0| 0 0 0 2500 257.00 -0.63 21.82 0| 0 0 0 2600 321.72 -0.73 20.54 0| 0 0 0 2700 397.46 -0.81 19.56 0| 0 0 0 2800 572.19 -0.93 18.04 0| 0 0 0 3000 763.92 -0.98 16.93 0| 0 0 0 3200 1160.12 -1.00 16.08 0| 0 0 0 3600 Total 0| 0 2 0 Indicative a-t-m Vol 24.58 Underlying Price 2377.40 Time to expiry: 290 Days Jun 11 29.49 -0.08 35.08 0| 0 0 0 1600 54.58 -0.14 32.79 0| 0 0 0 1800 90.50 -0.22 30.04 0| 0 20 0 2000 139.50 -0.33 26.82 0| 0 0 0 2200 Equity Index Options 18:35 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 172.75 -0.40 25.35 0| 0 0 0 2300 216.50 -0.47 24.36 0| 0 0 0 2400 264.80 -0.56 23.05 0| 0 0 0 2500 321.69 -0.64 21.83 0| 0 0 0 2600 387.83 -0.72 20.77 0| 0 0 0 2700 462.97 -0.80 19.93 0| 0 0 0 2800 632.86 -0.91 18.47 0| 0 0 0 3000 820.27 -0.97 17.52 0| 0 0 0 3200 1212.54 -1.00 17.08 0| 0 0 0 3600 Total 0| 0 20 0 Indicative a-t-m Vol 23.45 Underlying Price 2441.60 Time to expiry: 472 Days Dec 11 1.35 0.00 39.71 0| 0 0 0 800 17.45 -0.03 39.18 0| 0 0 0 1200 65.27 -0.11 36.69 0| 0 0 0 1600 126.25 -0.22 29.84 0| 0 1,320 0 2000 174.89 -0.31 26.90 0| 0 0 0 2200 238.64 -0.42 23.97 0| 0 0 0 2400 327.31 -0.55 21.48 0| 0 0 0 2600 444.97 -0.70 19.37 0| 0 0 0 2800 594.70 -0.82 18.02 0| 0 0 0 3000 767.72 -0.90 17.34 0| 0 0 0 3200 1144.41 -0.97 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Puts 6| 5 3,615 -5 Grand Total 40| 5 6,039 -5