Equity Index Options 18:14 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 17.05 Underlying Price 2559.10 Time to expiry: 11 Days Sep 10 958.96 1.00 25.09 0| 0 0 0 1600 758.99 1.00 30.90 0| 0 0 0 1800 559.02 1.00 29.81 0| 0 0 0 2000 459.03 1.00 27.99 0| 0 0 0 2100 359.07 1.00 25.78 0| 0 0 0 2200 309.12 1.00 24.61 0| 0 0 0 2250 259.26 0.99 23.43 0| 0 0 0 2300 209.69 0.98 22.26 0| 0 0 0 2350 185.15 0.97 21.68 0| 0 0 0 2375 160.92 0.95 21.12 0| 0 1,000 0 2400 137.17 0.93 20.57 0| 0 0 0 2425 115.38 0.87 21.33 0| 0 1 0 2450 93.14 0.82 20.20 0| 0 0 0 2475 72.09 0.76 19.06 0| 0 1 0 2500 53.10 0.66 18.12 0| 0 0 0 2525 36.47 0.55 17.17 0| 0 0 0 2550 24.00 0.43 16.86 0| 0 0 0 2575 14.00 0.30 16.15 0| 10 15 +10 2600 3.75 0.11 15.48 0| 0 0 0 2650 0.90 0.03 15.81 0| 0 0 0 2700 0.30 0.01 17.22 0| 0 0 0 2750 0.01 0.00 14.78 0| 0 0 0 2800 0.01 0.00 14.29 0| 0 0 0 2900 0.01 0.00 14.34 0| 0 0 0 3000 0.01 0.00 16.12 0| 0 0 0 3200 0.01 0.00 20.10 0| 0 0 0 3400 Total 0| 10 1,017 +10 Indicative a-t-m Vol 18.78 Underlying Price 2556.30 Time to expiry: 39 Days Oct 10 458.41 0.98 30.70 0| 0 0 0 2100 361.66 0.95 28.79 0| 0 0 0 2200 267.32 0.90 26.08 0| 0 0 0 2300 221.56 0.86 24.49 0| 0 0 0 2350 177.96 0.81 23.10 0| 0 0 0 2400 136.86 0.74 21.66 0| 0 2 0 2450 99.39 0.64 20.25 0| 0 20 0 2500 67.05 0.53 18.95 0| 0 0 0 2550 41.00 0.40 17.73 0| 0 0 0 2600 22.37 0.27 16.73 0| 0 0 0 2650 11.00 0.16 16.06 0| 0 0 0 2700 1.88 0.04 15.20 0| 0 0 0 2800 0.30 0.01 15.40 0| 0 0 0 2900 Total 0| 0 22 0 Indicative a-t-m Vol 19.73 Underlying Price 2548.60 Time to expiry: 74 Days Nov 10 Equity Index Options 18:14 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 459.75 0.93 30.57 0| 0 0 0 2100 366.75 0.89 28.17 0| 0 0 0 2200 277.23 0.83 25.61 0| 0 0 0 2300 234.32 0.79 24.27 0| 0 0 0 2350 193.89 0.73 23.11 0| 0 0 0 2400 155.71 0.67 21.90 0| 0 30 0 2450 120.53 0.60 20.69 0| 0 0 0 2500 90.00 0.52 19.71 0| 0 0 0 2550 63.50 0.42 18.67 0| 0 0 0 2600 26.12 0.24 16.89 0| 0 0 0 2700 8.10 0.10 15.63 0| 0 0 0 2800 1.95 0.03 14.89 0| 0 0 0 2900 Total 0| 0 30 0 Indicative a-t-m Vol 20.20 Underlying Price 2544.60 Time to expiry: 102 Days Dec 10 1341.43 1.00 25.51 0| 0 0 0 1200 1142.05 1.00 37.58 0| 0 0 0 1400 944.50 0.99 39.87 0| 0 0 0 1600 749.80 0.97 37.39 0| 0 0 0 1800 558.38 0.93 32.88 0| 0 0 0 2000 373.54 0.86 27.78 0| 0 0 0 2200 287.02 0.79 25.47 0| 0 0 0 2300 207.01 0.70 23.27 0| 0 0 0 2400 135.74 0.58 21.03 0| 0 1 0 2500 79.00 0.44 19.19 0| 0 4 0 2600 38.88 0.28 17.58 0| 0 6 0 2700 15.75 0.14 16.33 0| 0 1 0 2800 1.55 0.02 14.99 0| 0 5 0 3000 0.09 0.00 14.47 0| 0 0 0 3200 0.01 0.00 15.38 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 21.26 Underlying Price 2545.60 Time to expiry: 193 Days Mar 11 954.77 0.96 40.10 0| 0 0 0 1600 765.89 0.93 35.93 0| 0 0 0 1800 581.52 0.88 31.46 0| 0 0 0 2000 406.12 0.80 27.14 0| 0 0 0 2200 325.37 0.74 25.30 0| 0 0 0 2300 250.62 0.67 23.56 0| 0 1 0 2400 183.12 0.58 21.86 0| 0 0 0 2500 127.37 0.47 20.56 0| 0 0 0 2600 81.25 0.36 19.17 0| 0 0 0 2700 48.00 0.26 18.07 0| 0 0 0 2800 13.12 0.10 16.52 0| 0 0 0 3000 2.76 0.03 15.70 0| 0 0 0 3200 0.16 0.00 16.10 0| 0 60 0 3600 Total 0| 0 61 0 Equity Index Options 18:14 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 22.18 Underlying Price 2489.10 Time to expiry: 284 Days Jun 11 902.49 0.94 35.00 0| 0 0 0 1600 722.70 0.90 32.65 0| 0 0 0 1800 549.40 0.83 29.52 0| 0 0 0 2000 387.17 0.74 26.20 0| 0 0 0 2200 313.26 0.68 24.68 0| 0 0 0 2300 245.35 0.61 23.22 0| 0 0 0 2400 186.75 0.53 22.07 0| 0 0 0 2500 134.50 0.44 20.75 0| 0 1 0 2600 92.25 0.35 19.61 0| 0 0 0 2700 60.25 0.26 18.68 0| 0 0 0 2800 22.38 0.13 17.34 0| 0 0 0 3000 7.39 0.05 16.66 0| 0 0 0 3200 1.07 0.01 17.10 0| 0 0 0 3600 Total 0| 0 1 0 Indicative a-t-m Vol 22.05 Underlying Price 2553.30 Time to expiry: 466 Days Dec 11 1727.19 1.00 39.71 0| 0 0 0 800 1346.00 0.97 39.18 0| 0 0 0 1200 991.62 0.91 36.69 0| 0 0 0 1600 647.00 0.81 29.84 0| 0 1,320 0 2000 489.77 0.74 26.90 0| 0 0 0 2200 345.20 0.64 23.97 0| 0 0 0 2400 222.98 0.52 21.48 0| 0 0 0 2600 128.42 0.38 19.37 0| 0 0 0 2800 67.63 0.25 18.02 0| 0 0 0 3000 34.10 0.15 17.34 0| 0 0 0 3200 7.55 0.04 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Calls 0| 10 2,468 +10 | Equity Index Options 18:14 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 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 17.05 Underlying Price 2559.10 Time to expiry: 11 Days Sep 10 0.01 0.00 25.09 0| 0 0 0 1600 0.01 0.00 30.90 0| 0 19 0 1800 0.01 0.00 29.81 0| 0 0 0 2000 0.01 0.00 27.99 0| 0 0 0 2100 0.02 0.00 25.78 0| 0 5 0 2200 0.06 0.00 24.61 0| 0 0 0 2250 0.20 -0.01 23.43 0| 0 0 0 2300 0.62 -0.02 22.26 0| 0 50 0 2350 1.07 -0.03 21.68 0| 0 0 0 2375 1.84 -0.05 21.12 0| 0 105 0 2400 3.09 -0.07 20.57 0| 0 0 0 2425 6.30 -0.13 21.33 0| 0 4 0 2450 9.05 -0.18 20.20 0| 0 10 0 2475 13.00 -0.24 19.06 0| 0 1 0 2500 19.00 -0.34 18.12 0| 0 0 0 2525 27.37 -0.45 17.17 0| 0 0 0 2550 39.90 -0.57 16.86 0| 0 0 0 2575 54.89 -0.70 16.15 0| 0 15 0 2600 94.64 -0.89 15.48 0| 0 0 0 2650 141.78 -0.97 15.81 0| 0 43 0 2700 191.17 -0.99 17.22 0| 0 0 0 2750 240.87 -1.00 14.78 0| 0 0 0 2800 340.85 -1.00 14.29 0| 0 0 0 2900 440.84 -1.00 14.34 0| 0 0 0 3000 640.81 -1.00 16.12 0| 0 0 0 3200 840.78 -1.00 20.10 0| 0 0 0 3400 Total 0| 0 252 0 Indicative a-t-m Vol 18.78 Underlying Price 2556.30 Time to expiry: 39 Days Oct 10 2.37 -0.02 30.70 0| 0 0 0 2100 5.57 -0.05 28.79 0| 0 0 0 2200 11.17 -0.10 26.08 0| 0 0 0 2300 15.38 -0.14 24.49 0| 0 0 0 2350 21.75 -0.19 23.10 0| 0 0 0 2400 30.63 -0.26 21.66 0| 0 0 0 2450 43.12 -0.36 20.25 0| 0 0 0 2500 60.75 -0.47 18.95 0| 0 0 0 2550 84.67 -0.60 17.73 0| 0 0 0 2600 116.02 -0.73 16.73 0| 0 0 0 2650 154.62 -0.84 16.06 0| 0 0 0 2700 245.44 -0.96 15.20 0| 0 0 0 2800 343.80 -0.99 15.40 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 19.73 Underlying Price 2548.60 Time to expiry: 74 Days Nov 10 11.79 -0.07 30.57 0| 0 0 0 2100 Equity Index Options 18:14 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.65 -0.11 28.17 0| 0 0 0 2200 28.98 -0.17 25.61 0| 0 0 0 2300 36.00 -0.21 24.27 0| 0 0 0 2350 45.50 -0.27 23.11 0| 0 0 0 2400 57.25 -0.33 21.90 0| 0 0 0 2450 72.00 -0.40 20.69 0| 0 0 0 2500 91.40 -0.48 19.71 0| 0 0 0 2550 114.83 -0.58 18.67 0| 0 0 0 2600 177.31 -0.76 16.89 0| 0 0 0 2700 259.14 -0.90 15.63 0| 0 0 0 2800 352.85 -0.97 14.89 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 20.20 Underlying Price 2544.60 Time to expiry: 102 Days Dec 10 0.01 0.00 25.51 0| 0 0 0 1200 0.15 0.00 37.58 0| 0 0 0 1400 2.13 -0.01 39.87 0| 0 0 0 1600 6.95 -0.03 37.39 0| 0 0 0 1800 15.06 -0.07 32.88 0| 0 10 0 2000 29.75 -0.14 27.78 0| 0 1,000 0 2200 43.00 -0.21 25.47 0| 0 0 0 2300 62.75 -0.30 23.27 0| 0 1,000 0 2400 91.25 -0.42 21.03 0| 0 10 0 2500 134.27 -0.56 19.19 0| 0 0 0 2600 193.91 -0.72 17.58 0| 0 1 0 2700 270.55 -0.86 16.33 0| 0 0 0 2800 455.88 -0.98 14.99 0| 0 0 0 3000 653.94 -1.00 14.47 0| 0 0 0 3200 853.40 -1.00 15.38 0| 0 0 0 3400 1052.92 -1.00 17.50 0| 0 0 0 3600 Total 0| 0 2,021 0 Indicative a-t-m Vol 21.26 Underlying Price 2545.60 Time to expiry: 193 Days Mar 11 13.91 -0.04 40.10 0| 0 0 0 1600 24.03 -0.07 35.93 0| 0 0 0 1800 38.66 -0.12 31.46 0| 0 0 0 2000 62.25 -0.20 27.14 0| 0 2 0 2200 81.00 -0.26 25.30 0| 0 0 0 2300 105.75 -0.33 23.56 0| 0 0 0 2400 137.75 -0.42 21.86 0| 0 0 0 2500 181.50 -0.53 20.56 0| 0 0 0 2600 234.88 -0.64 19.17 0| 0 0 0 2700 301.12 -0.74 18.07 0| 0 0 0 2800 465.25 -0.90 16.52 0| 0 0 0 3000 653.88 -0.97 15.70 0| 0 0 0 3200 1049.27 -1.00 16.10 0| 0 0 0 3600 Total 0| 0 2 0 Indicative a-t-m Vol 22.18 Underlying Price 2489.10 Time to expiry: 284 Days Jun 11 Equity Index Options 18:14 Business Day Mon 6 Sep 2010 Previous Business Day Fri 3 Sep 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.87 -0.06 35.00 0| 0 0 0 1600 39.40 -0.10 32.65 0| 0 0 0 1800 64.41 -0.17 29.52 0| 0 20 0 2000 100.50 -0.26 26.20 0| 0 0 0 2200 125.75 -0.32 24.68 0| 0 0 0 2300 157.00 -0.39 23.22 0| 0 0 0 2400 197.56 -0.47 22.07 0| 0 0 0 2500 244.47 -0.56 20.75 0| 0 0 0 2600 301.38 -0.65 19.61 0| 0 0 0 2700 368.53 -0.74 18.68 0| 0 0 0 2800 528.98 -0.87 17.34 0| 0 0 0 3000 712.31 -0.95 16.66 0| 0 0 0 3200 1102.63 -0.99 17.10 0| 0 0 0 3600 Total 0| 0 20 0 Indicative a-t-m Vol 22.05 Underlying Price 2553.30 Time to expiry: 466 Days Dec 11 0.95 0.00 39.71 0| 0 0 0 800 13.59 -0.03 39.18 0| 0 0 0 1200 53.04 -0.09 36.69 0| 0 0 0 1600 102.24 -0.19 29.84 0| 0 1,320 0 2000 141.93 -0.26 26.90 0| 0 0 0 2200 194.26 -0.36 23.97 0| 0 0 0 2400 268.96 -0.48 21.48 0| 0 0 0 2600 371.31 -0.62 19.37 0| 0 0 0 2800 507.43 -0.75 18.02 0| 0 0 0 3000 670.82 -0.85 17.34 0| 0 0 0 3200 1038.09 -0.96 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Puts 0| 0 3,615 0 Grand Total 0| 10 6,083 +10