Equity Index Options 18:06 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 19.76 Underlying Price 2536.90 Time to expiry: 10 Days Sep 10 936.79 1.00 25.00 0| 0 0 0 1600 736.81 1.00 31.55 0| 0 0 0 1800 536.84 1.00 30.91 0| 0 0 0 2000 436.85 1.00 29.23 0| 0 0 0 2100 336.88 1.00 27.10 0| 0 0 0 2200 286.95 1.00 26.25 0| 0 0 0 2250 237.19 0.99 25.33 0| 0 0 0 2300 187.90 0.97 24.17 0| 0 0 0 2350 163.69 0.96 23.69 0| 0 0 0 2375 140.06 0.93 23.33 0| 0 1,000 0 2400 117.10 0.89 22.76 0| 0 0 0 2425 95.18 0.83 22.16 0| 0 1 0 2450 75.11 0.76 21.84 0| 0 0 0 2475 56.63 0.67 21.20 0| 0 1 0 2500 39.93 0.56 20.20 0| 0 0 0 2525 26.15 0.44 19.28 0| 0 0 0 2550 16.03 0.32 18.71 0| 0 0 0 2575 9.10 0.21 18.30 0| 0 15 0 2600 2.17 0.07 17.56 0| 0 0 0 2650 0.34 0.01 16.99 0| 0 0 0 2700 0.03 0.00 16.30 0| 0 0 0 2750 0.01 0.00 15.80 0| 0 0 0 2800 0.01 0.00 15.17 0| 0 0 0 2900 0.01 0.00 15.05 0| 0 0 0 3000 0.01 0.00 16.42 0| 0 0 0 3200 0.01 0.00 20.00 0| 0 0 0 3400 Total 0| 0 1,017 0 Indicative a-t-m Vol 20.04 Underlying Price 2534.10 Time to expiry: 38 Days Oct 10 436.25 0.98 30.00 0| 0 0 0 2100 339.54 0.94 27.91 0| 0 0 0 2200 246.03 0.89 25.44 0| 0 0 0 2300 201.87 0.84 24.36 0| 0 0 0 2350 160.06 0.77 23.24 0| 0 0 0 2400 121.04 0.69 21.95 0| 0 2 0 2450 86.00 86.68 0.59 20.82 86.00 86.00 20| 0 20 0 2500 57.65 0.47 19.71 0| 0 0 0 2550 34.75 0.35 18.60 0| 0 0 0 2600 18.62 0.23 17.60 0| 0 0 0 2650 8.85 0.13 16.81 0| 0 0 0 2700 1.43 0.03 15.85 0| 0 0 0 2800 0.17 0.00 15.50 0| 0 0 0 2900 Total 20| 0 22 0 Indicative a-t-m Vol 20.38 Underlying Price 2526.40 Time to expiry: 73 Days Nov 10 Equity Index Options 18:06 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 438.81 0.92 30.50 0| 0 0 0 2100 346.03 0.88 27.84 0| 0 0 0 2200 257.96 0.81 25.41 0| 0 0 0 2300 216.40 0.76 24.22 0| 0 0 0 2350 176.85 0.71 22.99 0| 0 0 0 2400 141.50 0.64 22.12 0| 0 30 0 2450 108.00 0.56 20.91 0| 0 0 0 2500 79.43 0.48 19.93 0| 0 0 0 2550 55.00 0.38 18.90 0| 0 0 0 2600 22.62 0.21 17.43 0| 0 0 0 2700 6.75 0.08 16.09 0| 0 0 0 2800 1.55 0.02 15.27 0| 0 0 0 2900 Total 0| 0 30 0 Indicative a-t-m Vol 20.84 Underlying Price 2522.40 Time to expiry: 101 Days Dec 10 1319.31 1.00 25.50 0| 0 0 0 1200 1119.89 1.00 36.49 0| 0 0 0 1400 922.07 0.99 38.60 0| 0 0 0 1600 727.21 0.97 36.36 0| 0 0 0 1800 536.35 0.93 32.23 0| 0 0 0 2000 354.15 0.84 27.73 0| 0 0 0 2200 269.01 0.77 25.42 0| 0 0 0 2300 192.23 0.68 23.49 0| 0 0 0 2400 123.74 0.55 21.25 0| 0 1 0 2500 70.58 0.40 19.45 0| 0 4 0 2600 34.69 0.25 18.05 0| 0 6 0 2700 14.00 0.13 16.84 0| 0 1 0 2800 1.32 0.02 15.39 0| 0 5 0 3000 0.07 0.00 14.73 0| 0 0 0 3200 0.01 0.00 15.33 0| 0 0 0 3400 0.01 0.00 17.00 0| 0 0 0 3600 Total 0| 0 17 0 Indicative a-t-m Vol 21.73 Underlying Price 2523.40 Time to expiry: 192 Days Mar 11 933.66 0.96 40.21 0| 0 0 0 1600 744.77 0.92 35.75 0| 0 0 0 1800 561.35 0.87 31.31 0| 0 0 0 2000 388.92 0.79 27.26 0| 0 0 0 2200 309.59 0.72 25.43 0| 0 0 0 2300 236.43 0.65 23.67 0| 0 1 0 2400 171.67 0.55 22.06 0| 0 0 0 2500 117.59 0.45 20.67 0| 0 0 0 2600 73.78 0.34 19.26 0| 0 0 0 2700 44.25 0.24 18.41 0| 0 0 0 2800 11.87 0.09 16.82 0| 0 0 0 3000 2.50 0.02 16.01 0| 0 0 0 3200 0.11 0.00 16.00 0| 0 60 0 3600 Total 0| 0 61 0 Equity Index Options 18:06 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 2466.90 Time to expiry: 283 Days Jun 11 881.89 0.94 35.10 0| 0 0 0 1600 701.98 0.89 32.45 0| 0 0 0 1800 529.71 0.83 29.31 0| 0 0 0 2000 370.41 0.73 26.17 0| 0 0 0 2200 297.50 0.67 24.61 0| 0 0 0 2300 233.50 0.59 23.43 0| 0 0 0 2400 175.18 0.51 22.09 0| 0 0 0 2500 125.52 0.42 20.85 0| 0 1 0 2600 86.35 0.33 19.85 0| 0 0 0 2700 56.50 0.25 18.98 0| 0 0 0 2800 20.75 0.12 17.61 0| 0 0 0 3000 6.86 0.05 16.94 0| 0 0 0 3200 0.83 0.01 17.00 0| 0 0 0 3600 Total 0| 0 1 0 Indicative a-t-m Vol 22.33 Underlying Price 2531.10 Time to expiry: 465 Days Dec 11 1705.43 1.00 39.71 0| 0 0 0 800 1324.71 0.97 39.18 0| 0 0 0 1200 971.64 0.91 36.69 0| 0 0 0 1600 629.06 0.81 29.84 0| 0 1,320 0 2000 473.46 0.73 26.90 0| 0 0 0 2200 331.03 0.63 23.97 0| 0 0 0 2400 211.55 0.50 21.48 0| 0 0 0 2600 120.11 0.36 19.37 0| 0 0 0 2800 62.24 0.23 18.02 0| 0 0 0 3000 30.90 0.14 17.34 0| 0 0 0 3200 6.64 0.04 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Calls 20| 0 2,468 0 | Equity Index Options 18:06 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 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 19.76 Underlying Price 2536.90 Time to expiry: 10 Days Sep 10 0.01 0.00 25.00 0| 0 0 0 1600 0.01 0.00 31.55 0| 0 19 0 1800 0.01 0.00 30.91 0| 0 0 0 2000 0.01 0.00 29.23 0| 0 0 0 2100 0.02 0.00 27.10 0| 0 5 0 2200 0.09 0.00 26.25 0| 0 0 0 2250 0.32 -0.01 25.33 0| 0 0 0 2300 1.02 -0.03 24.17 0| 0 50 0 2350 1.81 -0.04 23.69 0| 0 0 0 2375 3.18 -0.07 23.33 0| 0 105 0 2400 5.21 -0.11 22.76 0| 0 0 0 2425 8.29 -0.17 22.16 0| 0 4 0 2450 13.22 -0.24 21.84 0| 0 10 0 2475 19.73 -0.33 21.20 0| 0 1 0 2500 28.03 -0.44 20.20 0| 0 0 0 2525 39.25 -0.56 19.28 0| 0 0 0 2550 54.12 -0.68 18.71 0| 0 0 0 2575 72.19 -0.79 18.30 0| 0 15 0 2600 115.26 -0.93 17.56 0| 0 0 0 2650 163.42 -0.99 16.99 0| 0 43 0 2700 213.10 -1.00 16.30 0| 0 0 0 2750 263.07 -1.00 15.80 0| 0 0 0 2800 363.06 -1.00 15.17 0| 0 0 0 2900 463.04 -1.00 15.05 0| 0 0 0 3000 663.02 -1.00 16.42 0| 0 0 0 3200 863.00 -1.00 20.00 0| 0 0 0 3400 Total 0| 0 252 0 Indicative a-t-m Vol 20.04 Underlying Price 2534.10 Time to expiry: 38 Days Oct 10 2.39 -0.02 30.00 0| 0 0 0 2100 5.62 -0.06 27.91 0| 0 0 0 2200 12.06 -0.11 25.44 0| 0 0 0 2300 17.88 -0.16 24.36 0| 0 0 0 2350 26.04 -0.23 23.24 0| 0 0 0 2400 36.99 -0.31 21.95 0| 0 0 0 2450 52.60 -0.41 20.82 0| 0 0 0 2500 73.54 -0.53 19.71 0| 0 0 0 2550 100.61 -0.65 18.60 0| 0 0 0 2600 134.46 -0.77 17.60 0| 0 0 0 2650 174.66 -0.87 16.81 0| 0 0 0 2700 267.18 -0.97 15.85 0| 0 0 0 2800 365.86 -1.00 15.50 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 20.38 Underlying Price 2526.40 Time to expiry: 73 Days Nov 10 13.01 -0.08 30.50 0| 0 0 0 2100 Equity Index Options 18:06 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.09 -0.12 27.84 0| 0 0 0 2200 31.88 -0.19 25.41 0| 0 0 0 2300 40.25 -0.24 24.22 0| 0 0 0 2350 50.63 -0.29 22.99 0| 0 0 0 2400 65.21 -0.36 22.12 0| 0 0 0 2450 81.64 -0.44 20.91 0| 0 0 0 2500 103.00 -0.52 19.93 0| 0 0 0 2550 128.50 -0.62 18.90 0| 0 0 0 2600 195.98 -0.79 17.43 0| 0 0 0 2700 279.96 -0.92 16.09 0| 0 0 0 2800 374.62 -0.98 15.27 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 20.84 Underlying Price 2522.40 Time to expiry: 101 Days Dec 10 0.01 0.00 25.50 0| 0 0 0 1200 0.11 0.00 36.49 0| 0 0 0 1400 1.82 -0.01 38.60 0| 0 0 0 1600 6.49 -0.03 36.36 0| 0 0 0 1800 15.17 -0.07 32.23 0| 0 10 0 2000 32.50 -0.16 27.73 0| 0 1,000 0 2200 47.12 -0.23 25.42 0| 0 0 0 2300 70.12 -0.32 23.49 0| 0 1,000 0 2400 101.40 -0.45 21.25 0| 0 10 0 2500 148.00 -0.60 19.45 0| 0 0 0 2600 211.88 -0.75 18.05 0| 0 1 0 2700 290.95 -0.87 16.84 0| 0 0 0 2800 477.81 -0.98 15.39 0| 0 0 0 3000 676.09 -1.00 14.73 0| 0 0 0 3200 875.56 -1.00 15.33 0| 0 0 0 3400 1075.09 -1.00 17.00 0| 0 0 0 3600 Total 0| 0 2,021 0 Indicative a-t-m Vol 21.73 Underlying Price 2523.40 Time to expiry: 192 Days Mar 11 14.87 -0.04 40.21 0| 0 0 0 1600 24.98 -0.08 35.75 0| 0 0 0 1800 40.56 -0.13 31.31 0| 0 0 0 2000 67.13 -0.21 27.26 0| 0 2 0 2200 87.31 -0.28 25.43 0| 0 0 0 2300 113.65 -0.35 23.67 0| 0 0 0 2400 148.39 -0.45 22.06 0| 0 0 0 2500 193.81 -0.55 20.67 0| 0 0 0 2600 249.50 -0.66 19.26 0| 0 0 0 2700 319.47 -0.76 18.41 0| 0 0 0 2800 486.10 -0.91 16.82 0| 0 0 0 3000 675.72 -0.98 16.01 0| 0 0 0 3200 1071.34 -1.00 16.00 0| 0 0 0 3600 Total 0| 0 2 0 Indicative a-t-m Vol 22.53 Underlying Price 2466.90 Time to expiry: 283 Days Jun 11 Equity Index Options 18:06 Business Day Tue 7 Sep 2010 Previous Business Day Mon 6 Sep 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.26 -0.06 35.10 0| 0 0 0 1600 40.67 -0.11 32.45 0| 0 0 0 1800 66.72 -0.17 29.31 0| 0 20 0 2000 105.75 -0.27 26.17 0| 0 0 0 2200 132.00 -0.33 24.61 0| 0 0 0 2300 167.16 -0.41 23.43 0| 0 0 0 2400 208.00 -0.49 22.09 0| 0 0 0 2500 257.50 -0.58 20.85 0| 0 0 0 2600 317.50 -0.67 19.85 0| 0 0 0 2700 386.81 -0.75 18.98 0| 0 0 0 2800 549.38 -0.88 17.61 0| 0 0 0 3000 733.82 -0.95 16.94 0| 0 0 0 3200 1124.43 -0.99 17.00 0| 0 0 0 3600 Total 0| 0 20 0 Indicative a-t-m Vol 22.33 Underlying Price 2531.10 Time to expiry: 465 Days Dec 11 1.00 0.00 39.71 0| 0 0 0 800 14.12 -0.03 39.18 0| 0 0 0 1200 54.88 -0.09 36.69 0| 0 0 0 1600 106.14 -0.19 29.84 0| 0 1,320 0 2000 147.46 -0.27 26.90 0| 0 0 0 2200 201.95 -0.37 23.97 0| 0 0 0 2400 279.39 -0.50 21.48 0| 0 0 0 2600 384.87 -0.64 19.37 0| 0 0 0 2800 523.92 -0.77 18.02 0| 0 0 0 3000 689.50 -0.86 17.34 0| 0 0 0 3200 1059.07 -0.96 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Puts 0| 0 3,615 0 Grand Total 20| 0 6,083 0