Equity Index Options 18:04 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 20.74 Underlying Price 2548.80 Time to expiry: 9 Days Sep 10 948.70 1.00 25.10 0| 0 0 0 1600 748.72 1.00 30.00 0| 0 0 0 1800 548.74 1.00 29.12 0| 0 0 0 2000 448.75 1.00 27.60 0| 0 0 0 2100 348.77 1.00 25.74 0| 0 0 0 2200 298.78 1.00 24.75 0| 0 0 0 2250 248.85 1.00 23.75 0| 0 0 0 2300 199.12 0.99 22.76 0| 0 0 0 2350 174.46 0.98 22.27 0| 0 0 0 2375 150.10 0.96 21.79 0| 0 1,000 0 2400 126.26 0.93 21.32 0| 0 0 0 2425 104.01 0.88 21.83 0| 0 1 0 2450 81.59 0.82 20.45 0| 0 0 0 2475 60.42 0.75 18.98 0| 0 1 0 2500 41.30 0.64 17.55 0| 0 0 0 2525 32.62 0.50 20.88 0| 0 0 0 2550 19.62 0.37 19.37 0| 0 0 0 2575 10.62 0.25 18.30 0| 0 15 0 2600 2.32 0.08 17.22 0| 0 0 0 2650 0.45 0.02 17.45 0| 0 0 0 2700 0.04 0.00 16.65 0| 0 0 0 2750 0.01 0.00 16.25 0| 0 0 0 2800 0.01 0.00 15.75 0| 0 0 0 2900 0.01 0.00 15.70 0| 0 0 0 3000 0.01 0.00 16.95 0| 0 0 0 3200 0.01 0.00 20.10 0| 0 0 0 3400 Total 0| 0 1,017 0 Indicative a-t-m Vol 20.38 Underlying Price 2546.00 Time to expiry: 37 Days Oct 10 448.52 0.97 31.76 0| 0 0 0 2100 352.02 0.94 29.62 0| 0 0 0 2200 258.69 0.89 27.11 0| 0 0 0 2300 214.47 0.84 25.99 0| 0 0 0 2350 171.71 0.78 24.52 0| 0 0 0 2400 131.56 0.71 23.00 0| 0 2 0 2450 95.16 0.62 21.50 0| 20 0 -20 2500 63.50 64.50 0.50 20.28 63.50 63.50 25| 0 0 0 2550 39.25 0.38 18.90 0| 0 0 0 2600 21.25 0.25 17.74 0| 0 0 0 2650 10.13 0.15 16.83 0| 0 0 0 2700 1.63 0.03 15.77 0| 0 0 0 2800 0.30 0.01 16.25 0| 0 0 0 2900 Total 25| 20 2 -20 Indicative a-t-m Vol 20.98 Underlying Price 2538.30 Time to expiry: 72 Days Nov 10 Equity Index Options 18:04 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 451.06 0.92 31.49 0| 0 0 0 2100 358.39 0.88 28.87 0| 0 0 0 2200 270.45 0.81 26.51 0| 0 0 0 2300 229.87 0.77 25.64 0| 0 0 0 2350 190.04 0.72 24.37 0| 0 0 0 2400 152.65 0.65 23.10 0| 0 30 0 2450 118.34 0.58 21.85 0| 0 0 0 2500 88.25 0.50 20.74 0| 0 0 0 2550 62.00 0.41 19.55 0| 0 0 0 2600 25.37 0.23 17.59 0| 0 0 0 2700 7.75 0.09 16.17 0| 0 0 0 2800 1.78 0.03 15.25 0| 0 0 0 2900 Total 0| 0 30 0 Indicative a-t-m Vol 20.54 Underlying Price 2534.30 Time to expiry: 100 Days Dec 10 1331.22 1.00 25.00 0| 0 0 0 1200 1131.77 1.00 36.18 0| 0 0 0 1400 933.73 0.99 38.41 0| 0 0 0 1600 738.47 0.97 36.26 0| 0 0 0 1800 547.03 0.93 32.19 0| 0 0 0 2000 363.78 0.85 27.72 0| 0 0 0 2200 277.76 0.79 25.42 0| 0 0 0 2300 198.24 0.69 23.15 0| 0 0 0 2400 127.47 0.57 20.79 0| 0 1 0 2500 78.25 0.42 20.08 0| 0 4 0 2600 38.50 0.27 18.30 0| 0 6 0 2700 15.50 0.14 16.89 0| 0 1 0 2800 1.42 0.02 15.27 0| 0 5 0 3000 0.09 0.00 14.80 0| 0 0 0 3200 0.01 0.00 15.40 0| 0 0 0 3400 0.01 0.00 17.10 0| 0 0 0 3600 Total 0| 0 17 0 Indicative a-t-m Vol 21.28 Underlying Price 2535.30 Time to expiry: 191 Days Mar 11 944.66 0.96 40.10 0| 0 0 0 1600 754.97 0.93 35.54 0| 0 0 0 1800 570.64 0.88 31.10 0| 0 0 0 2000 397.39 0.79 27.16 0| 0 0 0 2200 317.13 0.73 25.32 0| 0 0 0 2300 242.63 0.66 23.50 0| 0 1 0 2400 175.87 0.57 21.78 0| 0 0 0 2500 120.62 0.46 20.40 0| 0 0 0 2600 75.62 0.35 18.98 0| 0 0 0 2700 48.25 0.25 18.65 0| 0 0 0 2800 13.38 0.10 17.00 0| 0 0 0 3000 3.00 0.03 16.23 0| 0 0 0 3200 0.13 0.00 16.10 0| 0 60 0 3600 Total 0| 0 61 0 Equity Index Options 18:04 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 22.23 Underlying Price 2478.80 Time to expiry: 282 Days Jun 11 892.61 0.94 35.00 0| 0 0 0 1600 711.99 0.90 32.36 0| 0 0 0 1800 539.10 0.83 29.28 0| 0 0 0 2000 378.97 0.74 26.20 0| 0 0 0 2200 305.56 0.67 24.67 0| 0 0 0 2300 237.89 0.60 23.15 0| 0 0 0 2400 179.98 0.52 21.98 0| 0 0 0 2500 134.50 0.44 21.35 0| 0 1 0 2600 92.50 0.35 20.16 0| 0 0 0 2700 60.50 0.26 19.16 0| 0 0 0 2800 22.63 0.13 17.74 0| 0 0 0 3000 7.85 0.05 17.14 0| 0 0 0 3200 0.95 0.01 17.10 0| 0 0 0 3600 Total 0| 0 1 0 Indicative a-t-m Vol 22.19 Underlying Price 2543.00 Time to expiry: 464 Days Dec 11 1717.17 1.00 39.71 0| 0 0 0 800 1336.07 0.97 39.18 0| 0 0 0 1200 982.11 0.91 36.69 0| 0 0 0 1600 638.31 0.81 29.84 0| 0 1,320 0 2000 481.79 0.74 26.90 0| 0 0 0 2200 338.19 0.64 23.97 0| 0 0 0 2400 217.25 0.51 21.48 0| 0 0 0 2600 124.19 0.37 19.37 0| 0 0 0 2800 64.83 0.24 18.02 0| 0 0 0 3000 32.41 0.14 17.34 0| 0 0 0 3200 7.05 0.04 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Calls 25| 20 2,448 -20 | Equity Index Options 18:04 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 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 20.74 Underlying Price 2548.80 Time to expiry: 9 Days Sep 10 0.01 0.00 25.10 0| 0 0 0 1600 0.01 0.00 30.00 0| 0 19 0 1800 0.01 0.00 29.12 0| 0 0 0 2000 0.01 0.00 27.60 0| 0 0 0 2100 0.01 0.00 25.74 0| 0 5 0 2200 0.02 0.00 24.75 0| 0 0 0 2250 0.08 0.00 23.75 0| 0 0 0 2300 0.34 -0.01 22.76 0| 0 50 0 2350 0.68 -0.02 22.27 0| 0 0 0 2375 1.32 -0.04 21.79 0| 0 105 0 2400 2.47 -0.07 21.32 0| 0 0 0 2425 5.22 -0.12 21.83 0| 0 4 0 2450 9.00 7.80 -0.18 20.45 9.00 9.00 6| 0 10 0 2475 11.62 -0.25 18.98 0| 0 1 0 2500 17.50 -0.36 17.55 0| 0 0 0 2525 33.82 -0.50 20.88 0| 0 0 0 2550 45.82 -0.63 19.37 0| 0 0 0 2575 61.82 -0.75 18.30 0| 0 15 0 2600 103.51 -0.92 17.22 0| 0 0 0 2650 151.63 -0.98 17.45 0| 0 43 0 2700 201.21 -1.00 16.65 0| 0 0 0 2750 251.17 -1.00 16.25 0| 0 0 0 2800 351.16 -1.00 15.75 0| 0 0 0 2900 451.15 -1.00 15.70 0| 0 0 0 3000 651.13 -1.00 16.95 0| 0 0 0 3200 851.11 -1.00 20.10 0| 0 0 0 3400 Total 6| 0 252 0 Indicative a-t-m Vol 20.38 Underlying Price 2546.00 Time to expiry: 37 Days Oct 10 2.76 -0.03 31.76 0| 0 0 0 2100 6.20 -0.06 29.62 0| 0 0 0 2200 12.82 -0.11 27.11 0| 0 0 0 2300 18.58 -0.16 25.99 0| 0 0 0 2350 25.79 -0.22 24.52 0| 0 0 0 2400 35.61 -0.29 23.00 0| 0 0 0 2450 49.18 -0.38 21.50 0| 0 0 0 2500 68.50 -0.50 20.28 0| 0 0 0 2550 93.22 -0.62 18.90 0| 0 0 0 2600 125.19 -0.75 17.74 0| 0 0 0 2650 164.04 -0.85 16.83 0| 0 0 0 2700 255.49 -0.97 15.77 0| 0 0 0 2800 354.11 -0.99 16.25 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 20.98 Underlying Price 2538.30 Time to expiry: 72 Days Nov 10 13.37 -0.08 31.49 0| 0 0 0 2100 Equity Index Options 18:04 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.56 -0.12 28.87 0| 0 0 0 2200 32.48 -0.19 26.51 0| 0 0 0 2300 41.83 -0.23 25.64 0| 0 0 0 2350 51.94 -0.28 24.37 0| 0 0 0 2400 64.48 -0.35 23.10 0| 0 0 0 2450 80.09 -0.42 21.85 0| 0 0 0 2500 99.93 -0.50 20.74 0| 0 0 0 2550 123.61 -0.59 19.55 0| 0 0 0 2600 186.85 -0.77 17.59 0| 0 0 0 2700 269.09 -0.91 16.17 0| 0 0 0 2800 362.97 -0.97 15.25 0| 0 0 0 2900 Total 0| 0 0 0 Indicative a-t-m Vol 20.54 Underlying Price 2534.30 Time to expiry: 100 Days Dec 10 0.01 0.00 25.00 0| 0 0 0 1200 0.09 0.00 36.18 0| 0 0 0 1400 1.59 -0.01 38.41 0| 0 0 0 1600 5.87 -0.03 36.26 0| 0 0 0 1800 13.97 -0.07 32.19 0| 0 10 0 2000 30.25 -0.15 27.72 0| 0 1,000 0 2200 44.00 -0.21 25.42 0| 0 0 0 2300 64.25 -0.31 23.15 0| 0 1,000 0 2400 93.25 -0.43 20.79 0| 0 10 0 2500 143.80 -0.58 20.08 0| 0 0 0 2600 203.82 -0.73 18.30 0| 0 1 0 2700 280.59 -0.86 16.89 0| 0 0 0 2800 466.05 -0.98 15.27 0| 0 0 0 3000 664.25 -1.00 14.80 0| 0 0 0 3200 863.71 -1.00 15.40 0| 0 0 0 3400 1063.24 -1.00 17.10 0| 0 0 0 3600 Total 0| 0 2,021 0 Indicative a-t-m Vol 21.28 Underlying Price 2535.30 Time to expiry: 191 Days Mar 11 14.00 -0.04 40.10 0| 0 0 0 1600 23.32 -0.07 35.54 0| 0 0 0 1800 38.00 -0.12 31.10 0| 0 0 0 2000 63.75 -0.21 27.16 0| 0 2 0 2200 83.00 -0.27 25.32 0| 0 0 0 2300 108.00 -0.34 23.50 0| 0 0 0 2400 140.75 -0.43 21.78 0| 0 0 0 2500 185.00 -0.54 20.40 0| 0 0 0 2600 239.50 -0.65 18.98 0| 0 0 0 2700 311.64 -0.75 18.65 0| 0 0 0 2800 475.77 -0.90 17.00 0| 0 0 0 3000 664.40 -0.97 16.23 0| 0 0 0 3200 1059.55 -1.00 16.10 0| 0 0 0 3600 Total 0| 0 2 0 Indicative a-t-m Vol 22.23 Underlying Price 2478.80 Time to expiry: 282 Days Jun 11 Equity Index Options 18:04 Business Day Wed 8 Sep 2010 Previous Business Day Tue 7 Sep 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.15 -0.06 35.00 0| 0 0 0 1600 38.86 -0.10 32.36 0| 0 0 0 1800 64.30 -0.17 29.28 0| 0 20 0 2000 102.50 -0.26 26.20 0| 0 0 0 2200 128.25 -0.33 24.67 0| 0 0 0 2300 159.75 -0.40 23.15 0| 0 0 0 2400 201.00 -0.48 21.98 0| 0 0 0 2500 254.69 -0.56 21.35 0| 0 0 0 2600 311.85 -0.65 20.16 0| 0 0 0 2700 379.02 -0.74 19.16 0| 0 0 0 2800 539.47 -0.87 17.74 0| 0 0 0 3000 723.03 -0.95 17.14 0| 0 0 0 3200 1112.79 -0.99 17.10 0| 0 0 0 3600 Total 0| 0 20 0 Indicative a-t-m Vol 22.19 Underlying Price 2543.00 Time to expiry: 464 Days Dec 11 0.96 0.00 39.71 0| 0 0 0 800 13.72 -0.03 39.18 0| 0 0 0 1200 53.61 -0.09 36.69 0| 0 0 0 1600 103.66 -0.19 29.84 0| 0 1,320 0 2000 144.07 -0.26 26.90 0| 0 0 0 2200 197.39 -0.36 23.97 0| 0 0 0 2400 273.38 -0.49 21.48 0| 0 0 0 2600 377.24 -0.63 19.37 0| 0 0 0 2800 514.81 -0.76 18.02 0| 0 0 0 3000 679.31 -0.86 17.34 0| 0 0 0 3200 1047.80 -0.96 16.66 0| 0 0 0 3600 Total 0| 0 1,320 0 Total Puts 6| 0 3,615 0 Grand Total 31| 20 6,063 -20