Equity Index Options 18:14 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 18.62 Underlying Price 2537.30 Time to expiry: 15 Days Sep 10 937.12 1.00 24.98 0| 0 0 0 1600 737.16 1.00 31.15 0| 0 0 0 1800 537.20 1.00 30.30 0| 0 0 0 2000 437.24 1.00 28.56 0| 0 0 0 2100 337.44 1.00 26.41 0| 0 0 0 2200 287.75 0.99 25.26 0| 0 0 0 2250 238.44 0.98 24.09 0| 0 0 0 2300 190.00 0.95 22.93 0| 0 0 0 2350 166.37 0.92 22.36 0| 0 0 0 2375 143.34 0.89 21.79 0| 0 1,000 0 2400 122.13 0.84 22.01 0| 0 0 0 2425 100.53 0.79 20.99 0| 0 1 0 2450 80.16 0.73 20.00 0| 0 0 0 2475 61.54 0.65 19.10 0| 0 1 0 2500 45.05 0.56 18.26 0| 0 0 0 2525 34.25 0.46 18.96 0| 0 0 0 2550 23.00 0.36 18.26 0| 0 0 0 2575 15.90 14.50 0.26 17.66 15.90 15.90 5| 0 1 0 2600 4.90 0.11 16.94 0| 0 0 0 2650 1.53 0.04 17.01 0| 0 0 0 2700 0.03 0.00 15.32 0| 0 0 0 2800 0.01 0.00 14.77 0| 0 0 0 2900 0.01 0.00 14.74 0| 0 0 0 3000 0.01 0.00 16.32 0| 0 0 0 3200 0.01 0.00 20.14 0| 0 0 0 3400 Total 5| 0 1,003 0 Indicative a-t-m Vol 20.05 Underlying Price 2536.00 Time to expiry: 43 Days Oct 10 439.55 0.97 30.76 0| 0 0 0 2100 344.15 0.93 28.90 0| 0 0 0 2200 251.16 0.87 25.91 0| 0 0 0 2300 206.87 0.83 24.49 0| 0 0 0 2350 164.69 0.77 23.07 0| 0 0 0 2400 125.48 0.69 21.68 0| 0 2 0 2450 90.12 0.59 20.28 0| 4 20 -4 2500 63.47 0.48 19.96 0| 0 0 0 2550 39.92 0.36 18.88 0| 0 0 0 2600 22.75 0.25 17.91 0| 0 0 0 2650 11.73 0.15 17.15 0| 0 0 0 2700 2.36 0.04 16.20 0| 0 0 0 2800 1.93 0.03 20.03 0| 0 0 0 2900 Total 0| 4 22 -4 Indicative a-t-m Vol 20.65 Underlying Price 2526.80 Time to expiry: 78 Days Nov 10 442.41 0.91 31.33 0| 0 0 0 2100 Equity Index Options 18:14 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 349.95 0.87 28.42 0| 0 0 0 2200 261.96 0.80 25.73 0| 0 0 0 2300 220.66 0.76 24.53 0| 0 0 0 2350 181.36 0.70 23.30 0| 0 0 0 2400 145.50 0.64 22.27 0| 0 30 0 2450 112.00 0.56 21.06 0| 0 0 0 2500 84.33 0.48 20.30 0| 0 0 0 2550 59.91 0.39 19.35 0| 0 0 0 2600 25.50 0.22 17.68 0| 0 0 0 2700 8.55 0.10 16.49 0| 0 0 0 2800 2.25 0.03 15.69 0| 0 0 0 2900 Total 0| 0 30 0 Indicative a-t-m Vol 21.11 Underlying Price 2522.80 Time to expiry: 106 Days Dec 10 1319.59 1.00 40.02 0| 0 0 0 1200 1121.10 0.99 44.43 0| 0 0 0 1400 924.82 0.98 42.75 0| 0 0 0 1600 730.69 0.96 38.39 0| 0 0 0 1800 540.00 0.92 33.14 0| 0 0 0 2000 357.26 0.84 27.92 0| 0 0 0 2200 273.00 0.77 25.72 0| 0 0 0 2300 196.00 0.67 23.65 0| 0 0 0 2400 128.00 0.55 21.50 0| 0 1 0 2500 74.99 0.41 19.80 0| 0 4 0 2600 37.73 0.26 18.29 0| 0 6 0 2700 16.13 0.14 17.15 0| 0 1 0 2800 1.83 0.02 15.75 0| 0 5 0 3000 0.14 0.00 15.25 0| 0 0 0 3200 0.02 0.00 15.90 0| 0 0 0 3400 0.01 0.00 17.56 0| 0 0 0 3600 Total 0| 0 17 0 Indicative a-t-m Vol 22.06 Underlying Price 2523.80 Time to expiry: 197 Days Mar 11 934.65 0.95 40.12 0| 0 0 0 1600 746.32 0.92 35.77 0| 0 0 0 1800 563.50 0.87 31.39 0| 0 0 0 2000 391.64 0.78 27.37 0| 0 0 0 2200 312.65 0.72 25.56 0| 0 0 0 2300 241.00 0.65 24.00 0| 0 1 0 2400 176.50 0.56 22.41 0| 0 0 0 2500 121.69 0.45 20.94 0| 0 0 0 2600 78.20 0.35 19.65 0| 0 0 0 2700 47.25 0.25 18.68 0| 0 0 0 2800 13.75 0.10 17.21 0| 0 0 0 3000 2.99 0.03 16.24 0| 0 0 0 3200 0.14 0.00 16.12 0| 0 60 0 3600 Total 0| 0 61 0 Indicative a-t-m Vol 22.84 Underlying Price 2467.30 Time to expiry: 288 Days Jun 11 Equity Index Options 18:14 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 882.85 0.94 35.07 0| 0 0 0 1600 704.04 0.89 32.62 0| 0 0 0 1800 532.89 0.82 29.58 0| 0 0 0 2000 374.52 0.73 26.48 0| 0 0 0 2200 302.37 0.67 24.98 0| 0 0 0 2300 237.50 0.59 23.67 0| 0 0 0 2400 180.08 0.51 22.44 0| 0 0 0 2500 130.93 0.43 21.29 0| 0 1 0 2600 90.50 0.34 20.19 0| 0 0 0 2700 60.00 0.26 19.31 0| 0 0 0 2800 22.88 0.13 17.93 0| 0 0 0 3000 7.69 0.05 17.15 0| 0 0 0 3200 0.96 0.01 17.13 0| 0 0 0 3600 Total 0| 0 1 0 Indicative a-t-m Vol 22.33 Underlying Price 2531.50 Time to expiry: 470 Days Dec 11 1705.59 1.00 39.71 0| 0 0 0 800 1325.26 0.97 39.18 0| 0 0 0 1200 972.77 0.90 36.69 0| 0 0 0 1600 630.50 0.81 29.84 0| 0 1,320 0 2000 475.01 0.73 26.90 0| 0 0 0 2200 332.59 0.63 23.97 0| 0 0 0 2400 213.01 0.51 21.48 0| 0 0 0 2600 121.33 0.36 19.37 0| 0 0 0 2800 63.16 0.23 18.02 0| 0 0 0 3000 31.52 0.14 17.34 0| 0 0 0 3200 6.86 0.04 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Calls 5| 4 2,454 -4 | Equity Index Options 18:14 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 18.62 Underlying Price 2537.30 Time to expiry: 15 Days Sep 10 0.01 0.00 24.98 0| 0 0 0 1600 0.01 0.00 31.15 0| 0 19 0 1800 0.01 0.00 30.30 0| 0 0 0 2000 0.03 0.00 28.56 0| 0 0 0 2100 0.20 0.00 26.41 0| 0 5 0 2200 0.50 -0.01 25.26 0| 0 0 0 2250 1.19 -0.02 24.09 0| 0 0 0 2300 2.74 -0.05 22.93 0| 0 50 0 2350 4.10 -0.08 22.36 0| 0 0 0 2375 6.07 -0.11 21.79 0| 0 105 0 2400 9.85 -0.16 22.01 0| 0 0 0 2425 13.25 -0.21 20.99 0| 0 4 0 2450 17.88 -0.27 20.00 0| 0 10 0 2475 24.25 -0.35 19.10 0| 0 1 0 2500 32.75 -0.44 18.26 0| 0 0 0 2525 46.95 -0.54 18.96 0| 0 0 0 2550 60.69 -0.64 18.26 0| 0 0 0 2575 77.19 -0.74 17.66 0| 0 15 0 2600 117.58 -0.89 16.94 0| 0 0 0 2650 164.19 -0.96 17.01 0| 0 43 0 2700 262.67 -1.00 15.32 0| 0 0 0 2800 362.63 -1.00 14.77 0| 0 0 0 2900 462.61 -1.00 14.74 0| 0 0 0 3000 662.57 -1.00 16.32 0| 0 0 0 3200 862.53 -1.00 20.14 0| 0 0 0 3400 Total 0| 0 252 0 Indicative a-t-m Vol 20.05 Underlying Price 2536.00 Time to expiry: 43 Days Oct 10 3.82 -0.03 30.76 0| 0 0 0 2100 8.36 -0.07 28.90 0| 0 0 0 2200 15.31 -0.13 25.91 0| 0 0 0 2300 20.99 -0.17 24.49 0| 0 0 0 2350 28.77 -0.23 23.07 0| 0 0 0 2400 39.53 -0.31 21.68 0| 0 0 0 2450 54.14 -0.41 20.28 0| 0 0 0 2500 77.46 -0.52 19.96 0| 0 0 0 2550 103.88 -0.64 18.88 0| 0 0 0 2600 136.67 -0.75 17.91 0| 0 0 0 2650 175.62 -0.85 17.15 0| 0 0 0 2700 266.20 -0.96 16.20 0| 0 0 0 2800 365.70 -0.97 20.03 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 20.65 Underlying Price 2526.80 Time to expiry: 78 Days Nov 10 16.26 -0.09 31.33 0| 0 0 0 2100 23.64 -0.13 28.42 0| 0 0 0 2200 Equity Index Options 18:14 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 35.50 -0.20 25.73 0| 0 0 0 2300 44.13 -0.24 24.53 0| 0 0 0 2350 54.75 -0.30 23.30 0| 0 0 0 2400 68.82 -0.36 22.27 0| 0 0 0 2450 85.24 -0.44 21.06 0| 0 0 0 2500 107.50 -0.52 20.30 0| 0 0 0 2550 133.00 -0.61 19.35 0| 0 0 0 2600 198.44 -0.78 17.68 0| 0 0 0 2700 281.34 -0.90 16.49 0| 0 0 0 2800 374.89 -0.97 15.69 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 21.11 Underlying Price 2522.80 Time to expiry: 106 Days Dec 10 0.03 0.00 40.02 0| 0 0 0 1200 1.05 -0.01 44.43 0| 0 0 0 1400 4.28 -0.02 42.75 0| 0 0 0 1600 9.66 -0.04 38.39 0| 0 0 0 1800 18.48 -0.08 33.14 0| 0 10 0 2000 35.25 -0.16 27.92 0| 0 1,000 0 2200 50.75 -0.23 25.72 0| 0 0 0 2300 73.50 -0.33 23.65 0| 0 1,000 0 2400 105.26 -0.45 21.50 0| 0 10 0 2500 152.00 -0.59 19.80 0| 0 0 0 2600 214.50 -0.74 18.29 0| 0 1 0 2700 292.65 -0.86 17.15 0| 0 0 0 2800 477.86 -0.98 15.75 0| 0 0 0 3000 675.68 -1.00 15.25 0| 0 0 0 3200 875.07 -1.00 15.90 0| 0 0 0 3400 1074.57 -1.00 17.56 0| 0 0 0 3600 Total 0| 0 2,021 0 Indicative a-t-m Vol 22.06 Underlying Price 2523.80 Time to expiry: 197 Days Mar 11 15.58 -0.05 40.12 0| 0 0 0 1600 26.22 -0.08 35.77 0| 0 0 0 1800 42.38 -0.13 31.39 0| 0 0 0 2000 69.50 -0.22 27.37 0| 0 2 0 2200 90.00 -0.28 25.56 0| 0 0 0 2300 117.83 -0.35 24.00 0| 0 0 0 2400 152.82 -0.44 22.41 0| 0 0 0 2500 197.50 -0.55 20.94 0| 0 0 0 2600 253.50 -0.65 19.65 0| 0 0 0 2700 322.04 -0.75 18.68 0| 0 0 0 2800 487.51 -0.90 17.21 0| 0 0 0 3000 675.73 -0.97 16.24 0| 0 0 0 3200 1070.83 -1.00 16.12 0| 0 0 0 3600 Total 0| 0 2 0 Indicative a-t-m Vol 22.84 Underlying Price 2467.30 Time to expiry: 288 Days Jun 11 22.95 -0.06 35.07 0| 0 0 0 1600 Equity Index Options 18:14 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 42.44 -0.11 32.62 0| 0 0 0 1800 69.58 -0.18 29.58 0| 0 20 0 2000 109.50 -0.27 26.48 0| 0 0 0 2200 136.50 -0.33 24.98 0| 0 0 0 2300 170.77 -0.41 23.67 0| 0 0 0 2400 212.50 -0.49 22.44 0| 0 0 0 2500 262.50 -0.57 21.29 0| 0 0 0 2600 321.22 -0.66 20.19 0| 0 0 0 2700 389.86 -0.74 19.31 0| 0 0 0 2800 551.03 -0.87 17.93 0| 0 0 0 3000 734.14 -0.95 17.15 0| 0 0 0 3200 1124.00 -0.99 17.13 0| 0 0 0 3600 Total 0| 0 20 0 Indicative a-t-m Vol 22.33 Underlying Price 2531.50 Time to expiry: 470 Days Dec 11 1.05 0.00 39.71 0| 0 0 0 800 14.49 -0.03 39.18 0| 0 0 0 1200 55.77 -0.10 36.69 0| 0 0 0 1600 107.28 -0.19 29.84 0| 0 1,320 0 2000 148.67 -0.27 26.90 0| 0 0 0 2200 203.14 -0.37 23.97 0| 0 0 0 2400 280.44 -0.49 21.48 0| 0 0 0 2600 385.65 -0.64 19.37 0| 0 0 0 2800 524.36 -0.77 18.02 0| 0 0 0 3000 689.61 -0.86 17.34 0| 0 0 0 3200 1058.72 -0.96 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Puts 0| 0 3,615 0 Grand Total 5| 4 6,069 -4