Equity Index Options 18:34 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 19.55 Underlying Price 2531.50 Time to expiry: 16 Days Sep 10 931.31 1.00 25.00 0| 0 0 0 1600 731.35 1.00 35.69 0| 0 0 0 1800 531.44 1.00 35.42 0| 0 0 0 2000 431.64 1.00 33.17 0| 0 0 0 2100 332.29 0.99 30.23 0| 0 0 0 2200 283.03 0.97 28.62 0| 0 0 0 2250 234.36 0.95 26.96 0| 0 0 0 2300 186.76 0.92 25.30 0| 0 0 0 2350 163.62 0.89 24.48 0| 0 0 0 2375 141.47 0.85 23.97 0| 0 1,000 0 2400 119.60 0.81 22.99 0| 0 0 0 2425 98.98 0.76 22.18 0| 0 1 0 2450 79.74 0.70 21.39 0| 0 0 0 2475 62.37 0.62 20.72 0| 0 1 0 2500 47.25 0.53 20.18 0| 0 0 0 2525 30.63 0.43 17.92 0| 0 0 0 2550 12.88 0.24 17.03 0| 0 1 0 2600 4.43 0.10 16.59 0| 0 0 0 2650 1.40 0.04 16.73 0| 0 0 0 2700 0.01 0.00 14.02 0| 0 0 0 2800 0.01 0.00 13.09 0| 0 0 0 2900 0.01 0.00 12.90 0| 0 0 0 3000 0.01 0.00 14.89 0| 0 0 0 3200 0.01 0.00 20.12 0| 0 0 0 3400 Total 0| 0 1,003 0 Indicative a-t-m Vol 20.16 Underlying Price 2528.70 Time to expiry: 44 Days Oct 10 432.74 0.96 30.74 0| 0 0 0 2100 338.75 0.92 29.63 0| 0 0 0 2200 246.55 0.86 26.49 0| 0 0 0 2300 203.08 0.81 25.15 0| 0 0 0 2350 161.99 0.75 23.83 0| 0 0 0 2400 123.90 0.67 22.50 0| 0 2 0 2450 65.00 89.93 0.58 21.23 65.00 65.00 4| 4 24 +4 2500 58.75 0.46 19.38 0| 0 0 0 2550 36.37 0.35 18.38 0| 0 0 0 2600 20.50 0.23 17.54 0| 0 0 0 2650 10.57 0.14 16.92 0| 0 0 0 2700 2.13 0.04 16.09 0| 0 0 0 2800 1.84 0.03 20.01 0| 0 0 0 2900 Total 4| 4 26 +4 Indicative a-t-m Vol 20.97 Underlying Price 2521.00 Time to expiry: 79 Days Nov 10 437.43 0.91 31.28 0| 0 0 0 2100 345.23 0.86 28.36 0| 0 0 0 2200 Equity Index Options 18:34 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 259.66 0.79 26.27 0| 0 0 0 2300 219.11 0.74 25.12 0| 0 0 0 2350 180.57 0.69 23.93 0| 0 0 0 2400 143.50 0.63 22.50 0| 30 30 +30 2450 111.00 0.55 21.40 0| 0 0 0 2500 58.12 0.38 19.33 0| 0 0 0 2600 24.77 0.22 17.72 0| 0 0 0 2700 8.15 0.09 16.47 0| 0 0 0 2800 Total 0| 30 30 +30 Indicative a-t-m Vol 21.48 Underlying Price 2517.00 Time to expiry: 107 Days Dec 10 1313.78 1.00 40.00 0| 0 0 0 1200 1115.56 0.99 45.28 0| 0 0 0 1400 920.00 0.98 43.87 0| 0 0 0 1600 726.76 0.95 39.46 0| 0 0 0 1800 536.96 0.91 34.03 0| 0 0 0 2000 354.59 0.83 28.42 0| 0 0 0 2200 271.21 0.76 26.23 0| 0 0 0 2300 194.00 0.67 23.93 0| 0 0 0 2400 127.00 0.55 21.80 0| 0 1 0 2500 73.71 0.40 19.91 0| 0 4 0 2600 36.95 0.26 18.37 0| 0 6 0 2700 15.50 0.14 17.13 0| 0 1 0 2800 1.85 0.02 15.89 0| 0 5 0 3000 0.12 0.00 15.14 0| 0 0 0 3200 0.01 0.00 15.81 0| 0 0 0 3400 0.01 0.00 17.54 0| 0 0 0 3600 Total 0| 0 17 0 Indicative a-t-m Vol 22.36 Underlying Price 2518.00 Time to expiry: 198 Days Mar 11 929.27 0.95 40.10 0| 0 0 0 1600 742.36 0.92 36.18 0| 0 0 0 1800 560.78 0.86 31.89 0| 0 0 0 2000 389.36 0.78 27.71 0| 0 0 0 2200 311.13 0.72 25.92 0| 0 0 0 2300 239.39 0.64 24.24 0| 0 1 0 2400 175.66 0.55 22.68 0| 0 0 0 2500 119.25 0.45 20.91 0| 0 0 0 2600 76.75 0.34 19.68 0| 0 0 0 2700 45.87 0.24 18.64 0| 0 0 0 2800 13.50 0.10 17.26 0| 0 0 0 3000 2.72 0.03 16.09 0| 0 0 0 3200 0.13 0.00 16.10 0| 0 60 0 3600 Total 0| 0 61 0 Indicative a-t-m Vol 22.96 Underlying Price 2461.50 Time to expiry: 289 Days Jun 11 877.67 0.94 35.10 0| 0 0 0 1600 700.83 0.89 33.02 0| 0 0 0 1800 Equity Index Options 18:34 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 531.01 0.82 30.03 0| 0 0 0 2000 373.26 0.72 26.83 0| 0 0 0 2200 301.87 0.66 25.35 0| 0 0 0 2300 236.50 0.59 23.92 0| 0 0 0 2400 176.83 0.51 22.37 0| 0 0 0 2500 127.69 0.42 21.16 0| 0 1 0 2600 87.75 0.33 20.05 0| 0 0 0 2700 58.00 0.25 19.20 0| 0 0 0 2800 22.38 0.12 17.95 0| 0 0 0 3000 6.99 0.05 16.94 0| 0 0 0 3200 0.92 0.01 17.11 0| 0 0 0 3600 Total 0| 0 1 0 Indicative a-t-m Vol 22.40 Underlying Price 2525.70 Time to expiry: 471 Days Dec 11 1699.85 1.00 39.71 0| 0 0 0 800 1319.75 0.97 39.18 0| 0 0 0 1200 967.76 0.90 36.69 0| 0 0 0 1600 626.13 0.80 29.84 0| 0 1,320 0 2000 471.10 0.73 26.90 0| 0 0 0 2200 329.26 0.63 23.97 0| 0 0 0 2400 210.38 0.50 21.48 0| 0 0 0 2600 119.48 0.36 19.37 0| 0 0 0 2800 61.99 0.23 18.02 0| 0 0 0 3000 30.85 0.14 17.34 0| 0 0 0 3200 6.68 0.04 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Calls 4| 34 2,458 +34 | Equity Index Options 18:34 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 19.55 Underlying Price 2531.50 Time to expiry: 16 Days Sep 10 0.01 0.00 25.00 0| 0 0 0 1600 0.01 0.00 35.69 0| 0 19 0 1800 0.05 0.00 35.42 0| 0 0 0 2000 0.23 0.00 33.17 0| 0 0 0 2100 0.86 -0.01 30.23 0| 0 5 0 2200 1.59 -0.03 28.62 0| 0 0 0 2250 2.91 -0.05 26.96 0| 0 0 0 2300 5.30 -0.08 25.30 0| 0 50 0 2350 7.15 -0.11 24.48 0| 0 0 0 2375 10.00 -0.15 23.97 0| 0 105 0 2400 13.13 -0.19 22.99 0| 0 0 0 2425 17.50 -0.24 22.18 0| 0 4 0 2450 23.25 -0.30 21.39 0| 6 10 0 2475 30.87 -0.38 20.72 0| 0 1 0 2500 40.75 -0.47 20.18 0| 0 0 0 2525 49.12 -0.57 17.92 0| 0 0 0 2550 81.36 -0.76 17.03 0| 0 15 0 2600 122.90 -0.90 16.59 0| 0 0 0 2650 169.87 -0.96 16.73 0| 0 43 0 2700 268.45 -1.00 14.02 0| 0 0 0 2800 368.42 -1.00 13.09 0| 0 0 0 2900 468.40 -1.00 12.90 0| 0 0 0 3000 668.36 -1.00 14.89 0| 0 0 0 3200 868.32 -1.00 20.12 0| 0 0 0 3400 Total 0| 6 252 0 Indicative a-t-m Vol 20.16 Underlying Price 2528.70 Time to expiry: 44 Days Oct 10 4.31 -0.04 30.74 0| 0 0 0 2100 10.27 -0.08 29.63 0| 0 0 0 2200 18.00 -0.14 26.49 0| 0 0 0 2300 24.50 -0.19 25.15 0| 0 0 0 2350 33.37 -0.25 23.83 0| 0 0 0 2400 45.25 -0.33 22.50 0| 0 0 0 2450 61.25 -0.42 21.23 0| 0 0 0 2500 80.04 -0.54 19.38 0| 0 0 0 2550 107.63 -0.65 18.38 0| 0 0 0 2600 141.72 -0.77 17.54 0| 0 0 0 2650 181.76 -0.86 16.92 0| 0 0 0 2700 273.25 -0.96 16.09 0| 0 0 0 2800 372.90 -0.97 20.01 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 20.97 Underlying Price 2521.00 Time to expiry: 79 Days Nov 10 17.07 -0.09 31.28 0| 0 0 0 2100 24.72 -0.14 28.36 0| 0 0 0 2200 39.00 -0.21 26.27 0| 0 0 0 2300 Equity Index Options 18:34 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 48.38 -0.26 25.12 0| 0 0 0 2350 59.75 -0.31 23.93 0| 0 0 0 2400 72.61 -0.37 22.50 0| 0 0 0 2450 90.03 -0.45 21.40 0| 0 0 0 2500 137.00 -0.62 19.33 0| 0 0 0 2600 203.50 -0.78 17.72 0| 0 0 0 2700 286.73 -0.91 16.47 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 21.48 Underlying Price 2517.00 Time to expiry: 107 Days Dec 10 0.03 0.00 40.00 0| 0 0 0 1200 1.32 -0.01 45.28 0| 0 0 0 1400 5.27 -0.02 43.87 0| 0 0 0 1600 11.54 -0.05 39.46 0| 0 0 0 1800 21.24 -0.09 34.03 0| 0 10 0 2000 38.38 -0.17 28.42 0| 0 1,000 0 2200 54.75 -0.24 26.23 0| 0 0 0 2300 77.29 -0.33 23.93 0| 0 1,000 0 2400 110.04 -0.45 21.80 0| 0 10 0 2500 156.50 -0.60 19.91 0| 0 0 0 2600 219.50 -0.74 18.37 0| 0 1 0 2700 297.80 -0.86 17.13 0| 0 0 0 2800 483.66 -0.98 15.89 0| 0 0 0 3000 681.43 -1.00 15.14 0| 0 0 0 3200 880.83 -1.00 15.81 0| 0 0 0 3400 1080.33 -1.00 17.54 0| 0 0 0 3600 Total 0| 0 2,021 0 Indicative a-t-m Vol 22.36 Underlying Price 2518.00 Time to expiry: 198 Days Mar 11 15.99 -0.05 40.10 0| 0 0 0 1600 28.05 -0.08 36.18 0| 0 0 0 1800 45.44 -0.14 31.89 0| 0 0 0 2000 73.00 -0.22 27.71 0| 0 2 0 2200 94.25 -0.28 25.92 0| 0 0 0 2300 122.00 -0.36 24.24 0| 0 0 0 2400 157.75 -0.45 22.68 0| 0 0 0 2500 200.83 -0.55 20.91 0| 0 0 0 2600 257.81 -0.66 19.68 0| 0 0 0 2700 326.42 -0.76 18.64 0| 0 0 0 2800 493.02 -0.90 17.26 0| 0 0 0 3000 681.21 -0.97 16.09 0| 0 0 0 3200 1076.57 -1.00 16.10 0| 0 0 0 3600 Total 0| 0 2 0 Indicative a-t-m Vol 22.96 Underlying Price 2461.50 Time to expiry: 289 Days Jun 11 23.55 -0.06 35.10 0| 0 0 0 1600 44.99 -0.11 33.02 0| 0 0 0 1800 73.46 -0.18 30.03 0| 0 20 0 2000 114.00 -0.28 26.83 0| 0 0 0 2200 Equity Index Options 18:34 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 141.75 -0.34 25.35 0| 0 0 0 2300 175.53 -0.41 23.92 0| 0 0 0 2400 215.00 -0.49 22.37 0| 0 0 0 2500 265.00 -0.58 21.16 0| 0 0 0 2600 324.21 -0.67 20.05 0| 0 0 0 2700 393.60 -0.75 19.20 0| 0 0 0 2800 556.27 -0.88 17.95 0| 0 0 0 3000 739.17 -0.95 16.94 0| 0 0 0 3200 1129.68 -0.99 17.11 0| 0 0 0 3600 Total 0| 0 20 0 Indicative a-t-m Vol 22.40 Underlying Price 2525.70 Time to expiry: 471 Days Dec 11 1.07 0.00 39.71 0| 0 0 0 800 14.73 -0.03 39.18 0| 0 0 0 1200 56.50 -0.10 36.69 0| 0 0 0 1600 108.63 -0.20 29.84 0| 0 1,320 0 2000 150.48 -0.27 26.90 0| 0 0 0 2200 205.52 -0.37 23.97 0| 0 0 0 2400 283.52 -0.50 21.48 0| 0 0 0 2600 389.50 -0.64 19.37 0| 0 0 0 2800 528.89 -0.77 18.02 0| 0 0 0 3000 694.63 -0.86 17.34 0| 0 0 0 3200 1064.22 -0.96 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Puts 0| 6 3,615 0 Grand Total 4| 40 6,073 +34