+++ BEL 20 INDEX FUTURE (BXF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 2400.80 MAR10 H 2401.70 APR10 J 2401.70 JUN10 M 2360.00 +++ BEL 20 INDEX OPTION (BXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 307.61 36.50 0.98 FEB10 2100 1.07 36.50 -0.02 210.18 32.23 0.94 FEB10 2200 3.62 32.23 -0.06 163.07 29.90 0.90 FEB10 2250 6.50 29.90 -0.10 118.20 27.53 0.82 FEB10 2300 11.62 27.53 -0.18 77.59 25.34 0.71 FEB10 2350 21.00 25.34 -0.29 60.22 24.62 0.62 FEB10 2375 28.62 24.62 -0.38 44.85 23.86 0.53 FEB10 2400 38.25 23.86 -0.47 28.25 21.02 0.43 FEB10 2425 46.65 21.02 -0.57 18.00 20.25 0.32 FEB10 2450 61.39 20.25 -0.68 10.87 19.79 0.22 FEB10 2475 79.26 19.79 -0.78 6.62 19.89 0.15 FEB10 2500 100.00 19.89 -0.85 3.27 19.18 0.09 FEB10 2525 121.65 19.18 -0.91 1.75 19.25 0.05 FEB10 2550 145.12 19.25 -0.95 0.92 19.45 0.03 FEB10 2575 169.29 19.45 -0.97 0.19 17.50 0.01 FEB10 2600 193.55 17.50 -0.99 0.01 16.67 0.00 FEB10 2650 243.37 16.67 -1.00 0.01 16.11 0.00 FEB10 2700 293.34 16.11 -1.00 0.01 15.83 0.00 FEB10 2750 343.33 15.83 -1.00 0.01 15.82 0.00 FEB10 2800 393.32 15.82 -1.00 0.01 16.50 0.00 FEB10 2900 493.30 16.50 -1.00 +++ BEL 20 INDEX OPTION (BXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1607.86 70.00 1.00 MAR10 800 0.01 70.00 0.00 1408.12 84.86 1.00 MAR10 1000 0.10 84.86 0.00 1208.85 81.19 1.00 MAR10 1200 0.68 81.19 0.00 1009.80 70.68 0.99 MAR10 1400 1.48 70.68 -0.01 810.81 58.40 0.99 MAR10 1600 2.33 58.40 -0.01 612.29 46.65 0.98 MAR10 1800 3.66 46.65 -0.02 513.11 40.51 0.97 MAR10 1900 4.40 40.51 -0.03 415.83 36.47 0.95 MAR10 2000 7.05 36.47 -0.05 320.49 32.55 0.91 MAR10 2100 11.62 32.55 -0.09 229.31 29.01 0.84 MAR10 2200 20.37 29.01 -0.16 146.27 25.84 0.72 MAR10 2300 37.25 25.84 -0.28 110.18 24.55 0.64 MAR10 2350 51.13 24.55 -0.36 74.50 22.02 0.54 MAR10 2400 65.41 22.02 -0.46 46.50 20.25 0.41 MAR10 2450 87.37 20.25 -0.59 27.25 19.28 0.29 MAR10 2500 118.08 19.28 -0.71 14.38 18.46 0.18 MAR10 2550 155.17 18.46 -0.82 6.80 17.81 0.10 MAR10 2600 197.55 17.81 -0.90 2.97 17.41 0.05 MAR10 2650 243.69 17.41 -0.95 1.23 17.20 0.02 MAR10 2700 291.90 17.20 -0.98 0.30 18.08 0.01 MAR10 2800 390.90 18.08 -0.99 0.01 16.63 0.00 MAR10 2900 490.54 16.63 -1.00 0.01 16.95 0.00 MAR10 3000 590.45 16.95 -1.00 0.01 19.00 0.00 MAR10 3200 790.29 19.00 -1.00 +++ BEL 20 INDEX OPTION (BXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 325.51 29.66 0.87 APR10 2100 21.38 29.66 -0.13 238.41 26.95 0.79 APR10 2200 34.13 26.95 -0.21 159.69 24.45 0.68 APR10 2300 55.25 24.45 -0.32 124.77 23.26 0.61 APR10 2350 70.25 23.26 -0.39 94.09 22.23 0.53 APR10 2400 89.50 22.23 -0.47 62.50 19.95 0.43 APR10 2450 107.83 19.95 -0.57 41.37 19.02 0.33 APR10 2500 136.63 19.02 -0.67 25.75 18.25 0.24 APR10 2550 170.93 18.25 -0.76 15.00 17.62 0.16 APR10 2600 210.10 17.62 -0.84 4.15 16.67 0.06 APR10 2700 299.10 16.67 -0.94 0.87 16.03 0.02 APR10 2800 395.67 16.03 -0.98 0.30 16.83 0.01 APR10 2900 494.94 16.83 -0.99 +++ BEL 20 INDEX OPTION (BXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1161.62 44.52 1.00 JUN10 1200 0.78 44.52 0.00 770.65 38.59 0.96 JUN10 1600 8.35 38.59 -0.04 580.66 34.10 0.92 JUN10 1800 17.63 34.10 -0.08 399.27 29.63 0.85 JUN10 2000 35.50 29.63 -0.15 235.25 25.36 0.71 JUN10 2200 70.75 25.36 -0.29 165.36 23.49 0.61 JUN10 2300 100.50 23.49 -0.39 101.75 20.87 0.48 JUN10 2400 136.52 20.87 -0.52 58.00 19.47 0.34 JUN10 2500 192.41 19.47 -0.66 29.12 18.32 0.21 JUN10 2600 263.17 18.32 -0.79 12.87 17.46 0.11 JUN10 2700 346.55 17.46 -0.89 4.95 16.78 0.05 JUN10 2800 438.26 16.78 -0.95 0.50 15.86 0.01 JUN10 3000 633.08 15.86 -0.99 0.02 14.51 0.00 JUN10 3200 831.86 14.51 -1.00 0.01 15.00 0.00 JUN10 3600 1230.39 15.00 -1.00 +++ BEL 20 INDEX OPTION (BXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 598.26 31.84 0.89 SEP10 1800 34.50 31.84 -0.11 425.61 28.24 0.81 SEP10 2000 60.50 28.24 -0.19 269.50 24.67 0.68 SEP10 2200 103.03 24.67 -0.32 202.00 23.09 0.60 SEP10 2300 134.86 23.09 -0.40 140.75 21.24 0.50 SEP10 2400 172.93 21.24 -0.50 96.00 20.35 0.40 SEP10 2500 227.50 20.35 -0.60 60.17 19.29 0.29 SEP10 2600 291.00 19.29 -0.71 34.85 18.35 0.20 SEP10 2700 365.00 18.35 -0.80 18.38 17.49 0.12 SEP10 2800 447.85 17.49 -0.88 4.30 16.44 0.04 SEP10 3000 632.42 16.44 -0.96 0.83 15.86 0.01 SEP10 3200 827.59 15.86 -0.99 +++ BEL 20 INDEX OPTION (BXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1171.58 51.30 0.95 DEC10 1200 27.15 51.30 -0.05 1044.61 61.60 0.88 DEC10 1400 98.10 61.60 -0.12 851.86 50.93 0.85 DEC10 1600 103.26 50.93 -0.15 655.34 40.47 0.82 DEC10 1800 104.65 40.47 -0.18 476.40 33.27 0.75 DEC10 2000 123.63 33.27 -0.25 303.91 26.22 0.66 DEC10 2200 149.05 26.22 -0.34 162.84 21.15 0.50 DEC10 2400 205.89 21.15 -0.50 66.27 17.52 0.30 DEC10 2600 307.23 17.52 -0.70 27.53 16.98 0.15 DEC10 2800 466.40 16.98 -0.85 19.14 22.90 0.09 DEC10 3200 853.83 22.90 -0.91 0.09 14.63 0.00 DEC10 3600 1230.61 14.63 -1.00 +++ BEL 20 INDEX OPTION (BXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1534.04 58.26 0.96 DEC11 800 40.19 58.26 -0.04 1191.51 48.61 0.91 DEC11 1200 84.42 48.61 -0.09 894.56 44.08 0.83 DEC11 1600 174.23 44.08 -0.17 543.16 31.09 0.72 DEC11 2000 209.58 31.09 -0.28 383.97 26.01 0.64 DEC11 2200 243.77 26.01 -0.36 241.64 21.53 0.53 DEC11 2400 294.82 21.53 -0.47 124.87 17.55 0.38 DEC11 2600 371.43 17.55 -0.62 65.84 16.28 0.25 DEC11 2800 505.77 16.28 -0.75 41.87 19.53 0.15 DEC11 3200 868.56 19.53 -0.85 2.58 14.25 0.02 DEC11 3600 1216.03 14.25 -0.98