Equity Index Options 18:10 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.01 Underlying Price 2544.70 Time to expiry: 14 Days Sep 10 944.53 1.00 25.00 0| 0 0 0 1600 744.56 1.00 36.27 0| 0 0 0 1800 544.62 1.00 35.75 0| 0 0 0 2000 444.72 1.00 33.24 0| 0 0 0 2100 345.04 0.99 29.99 0| 0 0 0 2200 295.41 0.99 28.23 0| 0 0 0 2250 246.13 0.97 26.42 0| 0 0 0 2300 197.53 0.95 24.62 0| 0 0 0 2350 173.68 0.93 23.73 0| 0 0 0 2375 150.29 0.90 22.85 0| 0 1,000 0 2400 127.56 0.87 21.98 0| 0 0 0 2425 106.01 0.82 21.35 0| 0 1 0 2450 85.10 0.76 20.31 0| 0 0 0 2475 65.78 0.68 19.36 0| 0 1 0 2500 48.63 0.59 18.53 0| 0 0 0 2525 34.23 0.48 17.88 0| 0 0 0 2550 22.65 0.37 17.28 0| 0 0 0 2575 21.00 14.15 0.27 16.86 21.00 21.00 10| 5 5 +4 2600 3.62 0.10 15.31 0| 0 0 0 2650 0.56 0.02 14.25 0| 0 0 0 2700 0.04 0.00 13.33 0| 0 0 0 2750 0.01 0.00 12.59 0| 0 0 0 2800 0.01 0.00 11.69 0| 0 0 0 2900 0.01 0.00 11.61 0| 0 0 0 3000 0.01 0.00 14.07 0| 0 0 0 3200 0.01 0.00 20.15 0| 0 0 0 3400 Total 10| 5 1,007 +4 Indicative a-t-m Vol 19.51 Underlying Price 2541.90 Time to expiry: 42 Days Oct 10 445.04 0.97 30.78 0| 0 0 0 2100 349.19 0.93 28.83 0| 0 0 0 2200 256.21 0.88 26.15 0| 0 0 0 2300 211.28 0.83 24.55 0| 0 0 0 2350 168.84 0.78 23.19 0| 0 0 0 2400 129.32 0.70 21.84 0| 0 2 0 2450 93.72 0.61 20.53 0| 0 20 0 2500 63.30 0.49 19.31 0| 0 0 0 2550 39.73 0.37 18.38 0| 0 0 0 2600 22.87 0.26 17.63 0| 0 0 0 2650 9.85 0.14 15.98 0| 0 0 0 2700 2.24 0.04 15.91 0| 0 0 0 2800 0.48 0.01 16.35 0| 0 0 0 2900 Total 0| 0 22 0 Indicative a-t-m Vol 20.23 Underlying Price 2534.20 Time to expiry: 77 Days Nov 10 Equity Index Options 18:10 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 448.83 0.91 31.35 0| 0 0 0 2100 356.23 0.87 28.54 0| 0 0 0 2200 267.69 0.81 25.83 0| 0 0 0 2300 225.46 0.77 24.45 0| 0 0 0 2350 186.15 0.71 23.34 0| 0 0 0 2400 149.06 0.65 22.14 0| 0 30 0 2450 115.32 0.57 21.00 0| 0 0 0 2500 85.42 0.49 19.89 0| 0 0 0 2550 60.58 0.40 18.97 0| 0 0 0 2600 25.88 0.23 17.43 0| 0 0 0 2700 7.23 0.09 15.56 0| 0 0 0 2800 1.78 0.03 14.91 0| 0 0 0 2900 Total 0| 0 30 0 Indicative a-t-m Vol 20.75 Underlying Price 2530.20 Time to expiry: 105 Days Dec 10 1327.00 1.00 40.03 0| 0 0 0 1200 1128.63 0.99 45.41 0| 0 0 0 1400 932.69 0.98 43.91 0| 0 0 0 1600 738.73 0.96 39.34 0| 0 0 0 1800 547.69 0.92 33.73 0| 0 0 0 2000 363.10 0.84 27.94 0| 0 0 0 2200 278.08 0.78 25.69 0| 0 0 0 2300 199.79 0.68 23.51 0| 0 0 0 2400 130.65 0.56 21.32 0| 0 1 0 2500 75.76 0.42 19.46 0| 0 4 0 2600 37.68 0.27 17.93 0| 0 6 0 2700 14.57 0.13 16.37 0| 0 1 0 2800 1.45 0.02 15.07 0| 0 5 0 3000 0.10 0.00 14.74 0| 0 0 0 3200 0.01 0.00 15.57 0| 0 0 0 3400 0.01 0.00 17.58 0| 0 0 0 3600 Total 0| 0 17 0 Indicative a-t-m Vol 21.67 Underlying Price 2531.20 Time to expiry: 196 Days Mar 11 941.57 0.96 40.14 0| 0 0 0 1600 753.77 0.92 36.10 0| 0 0 0 1800 570.71 0.87 31.68 0| 0 0 0 2000 396.72 0.79 27.31 0| 0 0 0 2200 317.29 0.73 25.51 0| 0 0 0 2300 244.00 0.65 23.80 0| 0 1 0 2400 178.34 0.56 22.16 0| 0 0 0 2500 122.31 0.46 20.62 0| 0 0 0 2600 77.84 0.35 19.27 0| 0 0 0 2700 45.55 0.24 18.12 0| 0 0 0 2800 12.61 0.09 16.66 0| 0 0 0 3000 2.59 0.02 15.75 0| 0 0 0 3200 0.15 0.00 16.13 0| 0 60 0 3600 Total 0| 0 61 0 Equity Index Options 18:10 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 22.53 Underlying Price 2474.70 Time to expiry: 287 Days Jun 11 889.64 0.94 35.08 0| 0 0 0 1600 711.54 0.89 32.90 0| 0 0 0 1800 540.01 0.83 29.81 0| 0 0 0 2000 379.34 0.73 26.45 0| 0 0 0 2200 307.01 0.67 24.99 0| 0 0 0 2300 240.52 0.60 23.55 0| 0 0 0 2400 181.36 0.52 22.19 0| 0 0 0 2500 130.78 0.43 20.94 0| 0 1 0 2600 88.54 0.34 19.66 0| 0 0 0 2700 58.08 0.26 18.80 0| 0 0 0 2800 21.71 0.12 17.50 0| 0 0 0 3000 6.98 0.05 16.71 0| 0 0 0 3200 1.01 0.01 17.14 0| 0 0 0 3600 Total 0| 0 1 0 Indicative a-t-m Vol 22.24 Underlying Price 2538.90 Time to expiry: 469 Days Dec 11 1712.90 1.00 39.71 0| 0 0 0 800 1332.30 0.97 39.18 0| 0 0 0 1200 979.21 0.91 36.69 0| 0 0 0 1600 636.16 0.81 29.84 0| 0 1,320 0 2000 480.09 0.73 26.90 0| 0 0 0 2200 336.93 0.63 23.97 0| 0 0 0 2400 216.45 0.51 21.48 0| 0 0 0 2600 123.78 0.37 19.37 0| 0 0 0 2800 64.71 0.24 18.02 0| 0 0 0 3000 32.42 0.14 17.34 0| 0 0 0 3200 7.10 0.04 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Calls 10| 5 2,458 +4 | Equity Index Options 18:10 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.01 Underlying Price 2544.70 Time to expiry: 14 Days Sep 10 0.01 0.00 25.00 0| 0 0 0 1600 0.01 0.00 36.27 0| 0 19 0 1800 0.02 0.00 35.75 0| 0 0 0 2000 0.10 0.00 33.24 0| 0 0 0 2100 0.40 -0.01 29.99 0| 0 5 0 2200 0.77 -0.01 28.23 0| 0 0 0 2250 1.48 -0.03 26.42 0| 0 0 0 2300 2.87 -0.05 24.62 0| 0 50 0 2350 4.01 -0.07 23.73 0| 0 0 0 2375 5.62 -0.10 22.85 0| 0 105 0 2400 7.88 -0.13 21.98 0| 0 0 0 2425 11.33 -0.18 21.35 0| 0 4 0 2450 15.41 -0.24 20.31 0| 0 10 0 2475 21.09 -0.32 19.36 0| 0 1 0 2500 28.93 -0.41 18.53 0| 0 0 0 2525 39.53 -0.52 17.88 0| 0 0 0 2550 52.94 -0.63 17.28 0| 0 0 0 2575 69.44 -0.73 16.86 0| 0 15 0 2600 108.90 -0.90 15.31 0| 0 0 0 2650 155.83 -0.98 14.25 0| 0 43 0 2700 205.31 -1.00 13.33 0| 0 0 0 2750 255.25 -1.00 12.59 0| 0 0 0 2800 355.24 -1.00 11.69 0| 0 0 0 2900 455.22 -1.00 11.61 0| 0 0 0 3000 655.18 -1.00 14.07 0| 0 0 0 3200 855.14 -1.00 20.15 0| 0 0 0 3400 Total 0| 0 252 0 Indicative a-t-m Vol 19.51 Underlying Price 2541.90 Time to expiry: 42 Days Oct 10 3.41 -0.03 30.78 0| 0 0 0 2100 7.50 -0.07 28.83 0| 0 0 0 2200 14.46 -0.12 26.15 0| 0 0 0 2300 19.50 -0.17 24.55 0| 0 0 0 2350 27.03 -0.22 23.19 0| 0 0 0 2400 37.47 -0.30 21.84 0| 0 0 0 2450 51.85 -0.39 20.53 0| 0 0 0 2500 71.40 -0.51 19.31 0| 0 0 0 2550 97.80 -0.63 18.38 0| 0 0 0 2600 130.90 -0.74 17.63 0| 0 0 0 2650 167.85 -0.86 15.98 0| 0 0 0 2700 260.18 -0.96 15.91 0| 0 0 0 2800 358.36 -0.99 16.35 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 20.23 Underlying Price 2534.20 Time to expiry: 77 Days Nov 10 15.27 -0.09 31.35 0| 0 0 0 2100 Equity Index Options 18:10 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.53 -0.13 28.54 0| 0 0 0 2200 33.84 -0.19 25.83 0| 0 0 0 2300 41.53 -0.23 24.45 0| 0 0 0 2350 52.15 -0.29 23.34 0| 0 0 0 2400 64.99 -0.35 22.14 0| 0 0 0 2450 81.17 -0.43 21.00 0| 0 0 0 2500 101.20 -0.51 19.89 0| 0 0 0 2550 126.29 -0.60 18.97 0| 0 0 0 2600 191.43 -0.77 17.43 0| 0 0 0 2700 272.64 -0.91 15.56 0| 0 0 0 2800 367.03 -0.97 14.91 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 20.75 Underlying Price 2530.20 Time to expiry: 105 Days Dec 10 0.03 0.00 40.03 0| 0 0 0 1200 1.18 -0.01 45.41 0| 0 0 0 1400 4.74 -0.02 43.91 0| 0 0 0 1600 10.30 -0.04 39.34 0| 0 0 0 1800 18.78 -0.08 33.73 0| 0 10 0 2000 33.70 -0.16 27.94 0| 0 1,000 0 2200 48.44 -0.22 25.69 0| 0 0 0 2300 69.91 -0.32 23.51 0| 0 1,000 0 2400 100.53 -0.44 21.32 0| 0 10 0 2500 145.39 -0.58 19.46 0| 0 0 0 2600 207.07 -0.73 17.93 0| 0 1 0 2700 283.71 -0.87 16.37 0| 0 0 0 2800 470.11 -0.98 15.07 0| 0 0 0 3000 668.28 -1.00 14.74 0| 0 0 0 3200 867.70 -1.00 15.57 0| 0 0 0 3400 1067.21 -1.00 17.58 0| 0 0 0 3600 Total 0| 0 2,021 0 Indicative a-t-m Vol 21.67 Underlying Price 2531.20 Time to expiry: 196 Days Mar 11 15.11 -0.04 40.14 0| 0 0 0 1600 26.29 -0.08 36.10 0| 0 0 0 1800 42.22 -0.13 31.68 0| 0 0 0 2000 67.21 -0.21 27.31 0| 0 2 0 2200 87.27 -0.27 25.51 0| 0 0 0 2300 113.46 -0.35 23.80 0| 0 0 0 2400 147.30 -0.44 22.16 0| 0 0 0 2500 190.76 -0.54 20.62 0| 0 0 0 2600 245.78 -0.65 19.27 0| 0 0 0 2700 312.98 -0.76 18.12 0| 0 0 0 2800 479.03 -0.91 16.66 0| 0 0 0 3000 667.98 -0.98 15.75 0| 0 0 0 3200 1063.51 -1.00 16.13 0| 0 0 0 3600 Total 0| 0 2 0 Indicative a-t-m Vol 22.53 Underlying Price 2474.70 Time to expiry: 287 Days Jun 11 Equity Index Options 18:10 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.37 -0.06 35.08 0| 0 0 0 1600 42.58 -0.11 32.90 0| 0 0 0 1800 69.35 -0.17 29.81 0| 0 20 0 2000 106.97 -0.27 26.45 0| 0 0 0 2200 133.79 -0.33 24.99 0| 0 0 0 2300 166.45 -0.40 23.55 0| 0 0 0 2400 206.45 -0.48 22.19 0| 0 0 0 2500 255.01 -0.57 20.94 0| 0 0 0 2600 311.93 -0.66 19.66 0| 0 0 0 2700 380.62 -0.74 18.80 0| 0 0 0 2800 542.54 -0.88 17.50 0| 0 0 0 3000 726.12 -0.95 16.71 0| 0 0 0 3200 1116.75 -0.99 17.14 0| 0 0 0 3600 Total 0| 0 20 0 Indicative a-t-m Vol 22.24 Underlying Price 2538.90 Time to expiry: 469 Days Dec 11 1.02 0.00 39.71 0| 0 0 0 800 14.20 -0.03 39.18 0| 0 0 0 1200 54.90 -0.09 36.69 0| 0 0 0 1600 105.63 -0.19 29.84 0| 0 1,320 0 2000 146.45 -0.27 26.90 0| 0 0 0 2200 200.19 -0.37 23.97 0| 0 0 0 2400 276.60 -0.49 21.48 0| 0 0 0 2600 380.83 -0.63 19.37 0| 0 0 0 2800 518.64 -0.76 18.02 0| 0 0 0 3000 683.25 -0.86 17.34 0| 0 0 0 3200 1051.72 -0.96 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Puts 0| 0 3,615 0 Grand Total 10| 5 6,073 +4