Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | FTSE 100 Index (European) STND OPT (ESX) Indicative a-t-m Vol 22.01 Underlying Price 5074 Time to expiry: 11 Days Feb 10 675H 0.99 36.53 0 0 0| 0 17 0 0 4400 576H 0.98 33.76 0 0 0| 0 59 0 0 4500 479 0.96 31.70 0 0 0| 12 66 +12 0 4600 430H 0.95 30.43 0 0 0| 0 0 0 0 4650 382H 0.93 29.16 0 0 0| 0 189 0 0 4700 335H 0.91 28.10 0 0 0| 0 25 0 0 4750 278 289 0.88 26.87 278 276 S 0 0 33| 0 269 0 0 4800 234 245 0.84 25.96 234 234 0 0 3| 16 119 +10 0 4850 176 202H 0.79 25.04 204 176 0 0 64| 120 613 +47 0 4900 165H 162H 0.72 24.02 165HS 139 0 0 68| 259 343 +185 0 4950 157 144 0.69 23.54 157 115 0 0 27| 23 23 +23 0 4975 134H 126 0.65 23.02 134H 98 0 0 413| 316 1,027 +148 0 5000 120H 109H 0.60 22.65 122H 82H 0 0 84| 40 30 +30 0 5025 102 93H 0.55 22.18 104H 69 0 0 369| 845 759 +578 0 5050 87H 80 0.51 22.00 92H 62H 0 0 234| 111 45 +45 0 5075 70H 67 0.46 21.56 78H 47 0 0 623| 703 529 +246 0 5100 63 55H 0.41 21.25 65H 44H 0 0 181| 314 346 +233 0 5125 50 45H 0.35 20.93 54H 31 0 0 2,952| 2,873 9,089 +2,071 0 5150 42H 36H 0.31 20.60 42H 29 0 0 78| 1,011 878 +562 0 5175 31 29 0.26 20.44 35 20 0 500 2,693| 3,861 37,709 +2,303 0 5200 26 23 0.22 20.24 26 19 0 0 32| 80 404 -2 0 5225 20H 18 0.18 20.13 21H 14 0 1,300 1,511| 859 5,137 -977 0 5250 16 13H 0.15 19.94 16 11H 0 0 137| 209 649 +42 0 5275 11H 10H 0.12 19.86 13H 7 0 1,800 2,504| 724 6,559 -553 0 5300 10 7H 0.09 19.82 10 6 0 0 196| 340 678 +209 0 5325 6H 6 0.07 19.96 8 S 4H 0 0 368| 855 1,429 +339 0 5350 5 4H 0.06 19.99 5 4 0 0 90| 106 592 +29 0 5375 4H 3H 0.05 20.20 4H 2HS 0 0 362| 385 9,305 -793 0 5400 2H 2H 0.03 20.11 2H 2 0 0 45| 33 652 +22 0 5425 2 2 0.03 20.44 2H 1H 0 0 84| 158 7,208 -8 0 5450 2 1H 0.02 20.57 2 1H 0 0 64| 0 1,583 -30 0 5475 1 1 0.02 20.37 1 H 0 0 94| 96 8,140 -47 0 5500 1 H 0.01 20.54 1 1 0 0 1| 0 1,582 0 0 5525 H 0.01 20.14 0 0 0| 166 2,544 -33 0 5550 H 0.01 20.26 0 0 0| 0 273 0 0 5575 H CAB 0.00 20.40 H H 0 0 100| 1,100 9,243 -566 0 5600 CAB 0.00 20.75 0 0 0| 51 6,750 -51 0 5650 H CAB 0.00 21.19 1 S H 0 0 81| 256 11,214 +10 0 5700 CAB 0.00 21.72 0 0 0| 0 5,827 0 0 5750 CAB 0.00 22.35 0 0 0| 500 10,961 +250 0 5800 CAB 0.00 23.06 0 0 0| 0 1,430 0 0 5850 CAB 0.00 23.87 0 0 0| 501 9,726 +465 0 5900 CAB 0.00 24.77 0 0 0| 0 115 0 0 5950 H CAB 0.00 25.76 HS HS 0 0 80| 0 4,130 0 0 6000 CAB 0.00 28.01 0 0 0| 0 2,856 0 0 6100 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 2 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | CAB 0.00 30.40 0 0 0| 0 1,061 0 0 6200 Total 0 3,600 13,571| 16,923 162,183 +4,799 0 Indicative a-t-m Vol 22.06 Underlying Price 5056 Time to expiry: 39 Days Mar 10 3253H 1.00 35.30 0 0 0| 0 105 0 0 1800 3053H 1.00 45.99 0 0 0| 0 10 0 0 2000 2854 1.00 51.86 0 0 0| 0 10 0 0 2200 2654 1.00 54.49 0 0 0| 0 25 0 0 2400 2454 1.00 54.95 0 0 0| 0 0 0 0 2600 2254H 1.00 53.92 0 0 0| 0 0 0 0 2800 2154H 1.00 53.02 0 0 0| 0 0 0 0 2900 2054H 1.00 51.93 0 0 0| 0 73 0 0 3000 1955 1.00 50.68 0 0 0| 0 155 0 0 3100 1855 1.00 49.36 0 0 0| 0 20 0 0 3200 1755H 1.00 47.84 0 0 0| 0 3,250 0 0 3300 1655H 1.00 46.50 0 0 0| 0 500 0 0 3400 1556 1.00 43.39 0 0 0| 0 0 0 0 3500 1456H 0.99 43.14 0 0 0| 0 1,627 0 0 3600 1357H 0.99 41.84 0 0 0| 0 0 0 0 3700 1258H 0.99 40.52 0 0 0| 0 6,505 0 0 3800 1160 0.98 39.04 0 0 0| 0 1,480 0 0 3900 1061 0.98 37.13 0 0 0| 0 10,363 0 0 4000 963H 0.97 35.54 0 0 0| 0 713 0 0 4100 866 0.96 34.01 0 0 0| 0 9,085 0 0 4200 769H 0.94 32.37 0 0 0| 0 7,416 0 0 4300 685 675 0.92 30.87 685 S 685 S 0 0 2| 0 22,388 0 0 4400 582 0.89 29.43 0 0 0| 0 9,717 0 0 4500 500H 491H 0.86 27.98 500HS 500HS 0 0 2| 0 3,623 0 0 4600 404H 0.81 26.56 0 0 0| 0 7,663 0 0 4700 321 322H 0.75 25.21 321 321 0 0 10| 17 15,122 +7 0 4800 292 284 0.71 24.58 292 S 292 S 0 0 1| 135 185 +135 0 4850 254H 247 0.67 23.91 254HS 254HS 0 0 1| 40 9,622 +33 0 4900 193H 212H 0.62 23.28 200H 193H 0 0 37| 3 125 +3 0 4950 183H 180 0.57 22.70 190 158 0 0 300| 945 35,735 +568 0 5000 153 150H 0.52 22.12 155 S 128H 0 0 32| 3,976 3,718 +3,540 0 5050 130 123H 0.47 21.59 130 S 101H 0 1,500 1,628| 1,037 12,421 +8,175 0 5100 100H 100 0.41 21.10 105 87H 0 0 483| 162 3,156 +39 0 5150 79 78H 0.35 20.55 85HS 63H 0 0 389| 830 11,855 +236 0 5200 62 61 0.30 20.14 63 48H 0 0 3,245| 46 7,566 +850 0 5250 47H 46 0.24 19.63 50 39HS 0 0 3,265| 3,096 17,739 +1,249 0 5300 36H 34H 0.20 19.29 36H 29H 0 0 1,280| 5,218 5,922 +1,405 0 5350 25H 25 0.15 19.00 27 20HS 0 3,500 5,092| 109 28,007 -540 0 5400 20 17H 0.12 18.70 20 15H 0 0 33| 1,506 3,768 -1,021 0 5450 14 13 0.09 18.59 14 10HS 0 500 776| 1,240 16,032 -686 0 5500 9 8H 0.07 18.37 9 S 7 S 0 0 243| 408 4,181 +50 0 5550 7 6H 0.05 18.40 7 5H 0 2,500 2,681| 211 18,607 -427 0 5600 4H 4 0.04 18.31 4H 4H 0 0 15| 120 9,826 +5,967 0 5650 3 3 0.03 18.38 3 S 3 S 0 1,500 1,665| 570 10,535 -50 0 5700 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 3 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 2 0.02 18.33 0 0 0| 24 696 +5 0 5750 1H 1H 0.01 18.61 1H 1H 0 2,500 2,501| 1,529 23,653 +991 0 5800 H 0.01 17.16 0 0 0| 9 384 0 0 5850 H CAB 0.00 16.18 H H 0 0 431| 81 10,849 -35 0 5900 H CAB 0.00 15.72 H H 0 0 11| 0 9,859 0 0 6000 CAB 0.00 15.32 0 0 0| 0 12,436 0 0 6100 CAB 0.00 14.98 0 0 0| 0 6,719 0 0 6200 CAB 0.00 14.71 0 0 0| 210 2,132 0 0 6300 CAB 0.00 14.49 0 0 0| 0 9,930 0 0 6400 CAB 0.00 14.34 0 0 0| 0 5,870 0 0 6500 CAB 0.00 14.25 0 0 0| 0 5,481 0 0 6600 CAB 0.00 14.21 0 0 0| 0 101 0 0 6700 CAB 0.00 14.24 0 0 0| 0 10 0 0 6800 CAB 0.00 14.46 0 0 0| 0 73 0 0 7000 CAB 0.00 14.90 0 0 0| 0 100 0 0 7200 CAB 0.00 15.56 0 0 0| 0 27 0 0 7400 CAB 0.00 16.43 0 0 0| 0 0 0 0 7600 CAB 0.00 17.50 0 0 0| 0 55 0 0 7800 CAB 0.00 18.30 0 0 0| 0 32 0 0 8000 Total 0 12,000 24,123| 21,522 387,257 +20,494 0 Indicative a-t-m Vol 21.69 Underlying Price 5051H Time to expiry: 67 Days Apr 10 874 0.93 30.98 0 0 0| 0 0 0 0 4200 781 0.91 29.84 0 0 0| 0 0 0 0 4300 689H 0.88 28.68 0 0 0| 0 0 0 0 4400 600H 0.85 27.52 0 0 0| 0 0 0 0 4500 514 0.81 26.37 0 0 0| 0 463 0 0 4600 432 0.76 25.29 0 0 0| 0 27 0 0 4700 392H 0.74 24.71 0 0 0| 0 0 0 0 4750 354H 0.71 24.23 0 0 0| 0 1 0 0 4800 318H 0.67 23.75 0 0 0| 0 2 0 0 4850 283 0.64 23.18 0 0 0| 0 29 0 0 4900 234H 250 0.60 22.68 234HS 234HS 0 0 10| 0 8 0 0 4950 189 218H 0.56 22.18 189 S 188HS 0 0 675| 423 413 +400 0 5000 189 189 0.52 21.71 189 168H 0 0 498| 121 143 +120 0 5050 154 161H 0.48 21.20 154 154 0 0 18| 70 812 +11 0 5100 136H 136H 0.43 20.72 136H 126 0 0 73| 78 295 +32 0 5150 114 113H 0.39 20.22 114 101H 0 0 19| 13 1,368 0 0 5200 98H 94 0.34 19.80 99 98 0 0 55| 0 92 0 0 5250 80 76H 0.30 19.41 80 80 0 0 10| 37 504 -13 0 5300 66 61 0.26 19.06 66 52H 0 0 30| 22 85 -5 0 5350 41 48H 0.22 18.70 45 41 0 0 315| 13 1,123 -8 0 5400 40 38 0.18 18.42 40 33 0 0 61| 10 141 +5 0 5450 31H 29H 0.15 18.18 31H 24 0 0 35| 22 3,881 -32 0 5500 19 22H 0.12 17.94 19 19 0 0 25| 20 315 +20 0 5550 14H 17 0.10 17.74 15 14H 0 0 30| 205 411 +188 0 5600 12H 12H 0.08 17.57 12H 11 0 0 35| 10 912 +10 0 5650 10 9 0.06 17.33 11 8H 0 0 661| 53 2,947 +40 0 5700 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 4 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 6H 0.04 17.18 0 0 0| 0 272 0 0 5750 5 0.03 17.11 0 0 0| 1,529 7,467 +1,909 0 5800 3 3H 0.02 16.90 3 3 0 0 20| 0 789 0 0 5850 2H 0.02 16.79 0 0 0| 0 1,719 0 0 5900 1 1 0.01 16.71 1 1 0 0 20| 0 768 0 0 6000 H 0.01 16.73 0 0 0| 0 3,739 0 0 6100 H 0.00 16.80 0 0 0| 0 264 0 0 6200 Total 0 0 2,590| 2,626 28,990 +2,677 0 Indicative a-t-m Vol 21.78 Underlying Price 5022H Time to expiry: 102 Days May 10 869 0.89 30.01 0 0 0| 0 0 0 0 4200 779 0.86 28.90 0 0 0| 0 0 0 0 4300 691H 0.83 27.81 0 0 0| 0 0 0 0 4400 606H 0.80 26.74 0 0 0| 0 0 0 0 4500 524H 0.76 25.71 0 0 0| 0 0 0 0 4600 446 0.72 24.66 0 0 0| 0 0 0 0 4700 409 0.69 24.19 0 0 0| 0 0 0 0 4750 373H 0.66 23.75 0 0 0| 0 1 0 0 4800 339 0.63 23.31 0 0 0| 0 0 0 0 4850 306 0.60 22.86 0 0 0| 0 0 0 0 4900 274 0.57 22.38 0 0 0| 65 66 +65 0 4950 234 243H 0.54 21.93 251 234 S 0 0 46| 10 10 +10 0 5000 216 216H 0.50 21.60 222 216 0 0 20| 10 10 +10 0 5050 189 189H 0.47 21.15 193 189 0 0 11| 24 72 +6 0 5100 163H 165H 0.43 20.75 163H 147HS 0 0 16| 10 270 +10 0 5150 142H 143 0.40 20.42 142H 134HS 0 0 27| 17 60 0 0 5200 121H 122 0.36 19.98 121H 121H 0 0 10| 10 116 +10 0 5250 103 104 0.32 19.68 103 103 0 0 10| 14 77 +14 0 5300 87 0.29 19.29 0 0 0| 10 180 +10 0 5350 72H 0.25 19.01 0 0 0| 26 86 +6 0 5400 59H 60 0.22 18.71 59H 59H 0 0 10| 10 70 +10 0 5450 49 0.19 18.40 0 0 0| 1 2,051 +1 0 5500 39H 0.16 18.15 0 0 0| 10 51 0 0 5550 32 0.14 17.97 0 0 0| 0 35 0 0 5600 23H 25H 0.11 17.72 23H 23H 0 0 10| 10 70 +10 0 5650 18H 20 0.09 17.49 18H 18H 0 0 10| 10 116 +9 0 5700 14H 16 0.08 17.39 14H 14H 0 0 10| 0 372 0 0 5750 11 12 0.06 17.17 11 11 0 0 120| 0 152 0 0 5800 9 0.05 16.94 0 0 0| 0 336 0 0 5850 7 0.04 16.79 0 0 0| 0 806 0 0 5900 4 0.02 16.53 0 0 0| 0 435 0 0 6000 2 0.01 16.30 0 0 0| 0 110 0 0 6100 Total 0 0 300| 237 5,552 +171 0 Indicative a-t-m Vol 22.10 Underlying Price 5006 Time to expiry: 130 Days Jun 10 3198 1.00 46.20 0 0 0| 0 30 0 0 1800 2999 1.00 47.46 0 0 0| 0 20 0 0 2000 2799H 1.00 47.39 0 0 0| 0 0 0 0 2200 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 5 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 2601 1.00 46.47 0 0 0| 0 0 0 0 2400 2402H 0.99 45.01 0 0 0| 0 20 0 0 2600 2204H 0.99 43.20 0 0 0| 0 0 0 0 2800 2007H 0.99 41.19 0 0 0| 0 2,754 0 0 3000 1811H 0.98 39.08 0 0 0| 0 1 0 0 3200 1714 0.97 38.01 0 0 0| 0 200 0 0 3300 1617 0.97 36.94 0 0 0| 0 0 0 0 3400 1520 0.96 35.87 0 0 0| 0 1,800 0 0 3500 1424 0.95 34.81 0 0 0| 0 100 0 0 3600 1328H 0.94 33.76 0 0 0| 0 875 0 0 3700 1234 0.93 32.73 0 0 0| 0 3 0 0 3800 1140 0.92 31.71 0 0 0| 0 1,500 0 0 3900 1045H 1047H 0.91 30.72 1045HS 1045HS 0 0 12| 12 8,181 0 0 4000 957H 957 0.89 29.75 957HS 946HS 0 0 4| 0 2,389 0 0 4100 867H 0.87 28.81 0 0 0| 0 8,025 0 0 4200 781 0.84 27.94 0 0 0| 0 2,047 0 0 4300 696 0.81 27.03 0 0 0| 0 4,512 0 0 4400 614H 0.78 26.19 0 0 0| 0 4,010 0 0 4500 536H 0.74 25.35 0 0 0| 0 953 0 0 4600 461H 0.69 24.50 0 0 0| 0 6,041 0 0 4700 391H 0.64 23.72 0 0 0| 10 1,420 +8 0 4800 327 0.59 22.95 0 0 0| 10 7,600 +10 0 4900 268 267 0.53 22.15 268 268 0 0 2| 15 4,917 +1 0 5000 189 213 0.47 21.36 208 189 0 0 42| 2,019 7,240 +1,746 0 5100 166H 166 0.40 20.67 170 S 165H 0 0 60| 520 16,259 -134 0 5200 125H 126 0.34 19.98 128HS 123HS 0 0 148| 1,069 8,472 +45 0 5300 93 93H 0.28 19.45 93 85H 0 0 28| 7 16,556 -16 0 5400 66 66H 0.22 18.83 66 66 0 0 4| 255 13,204 -3 0 5500 45H 46 0.17 18.28 45H 42 0 0 14| 191 20,197 +143 0 5600 30H 0.12 17.76 0 0 0| 12 15,151 +5 0 5700 19H 20 0.09 17.46 20H 17HS 0 0 100| 503 19,256 +162 0 5800 12 13 0.06 17.23 12 12 0 0 104| 0 17,643 0 0 5900 7H 8H 0.04 17.04 7HS 7HS 0 0 20| 20 14,560 -20 0 6000 5H 4 0.02 16.13 5H 5H 0 0 4| 4 7,040 -4 0 6100 2 0.01 15.65 0 0 0| 0 13,649 0 0 6200 1H H 0.00 14.93 1H 1H 0 0 66| 0 8,295 0 0 6400 CAB 0.00 14.31 0 0 0| 0 200 0 0 6600 CAB 0.00 13.78 0 0 0| 0 802 0 0 6800 CAB 0.00 13.34 0 0 0| 0 5,320 0 0 7000 CAB 0.00 13.00 0 0 0| 0 0 0 0 7200 CAB 0.00 12.60 0 0 0| 0 40 0 0 7400 Total 0 0 608| 4,647 241,282 +1,943 0 Indicative a-t-m Vol 22.50 Underlying Price 4968 Time to expiry: 221 Days Sep 10 3155 1.00 46.50 0 0 0| 0 40 0 0 1800 2957 1.00 46.23 0 0 0| 0 0 0 0 2000 2760 0.99 45.26 0 0 0| 0 0 0 0 2200 2564 0.99 43.84 0 0 0| 0 0 0 0 2400 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 6 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 2368H 0.98 42.16 0 0 0| 0 0 0 0 2600 2174 0.98 40.33 0 0 0| 0 0 0 0 2800 1980H 0.97 38.26 0 0 0| 0 0 0 0 3000 1790 0.95 36.52 0 0 0| 0 0 0 0 3200 1695 0.95 35.57 0 0 0| 0 0 0 0 3300 1601 0.94 34.64 0 0 0| 0 25 0 0 3400 1507H 0.93 33.71 0 0 0| 0 0 0 0 3500 1415 0.92 32.80 0 0 0| 0 0 0 0 3600 1323H 0.90 31.91 0 0 0| 0 0 0 0 3700 1233H 0.89 31.03 0 0 0| 0 0 0 0 3800 1143H 0.87 30.06 0 0 0| 0 0 0 0 3900 1056 0.86 29.23 0 0 0| 0 0 0 0 4000 971H 0.83 28.55 0 0 0| 0 0 0 0 4100 888 0.81 27.79 0 0 0| 0 0 0 0 4200 807H 0.79 27.07 0 0 0| 0 454 0 0 4300 728H 0.76 26.32 0 0 0| 0 12 0 0 4400 654 0.72 25.72 0 0 0| 0 258 0 0 4500 581 0.69 24.96 0 0 0| 0 35 0 0 4600 513 0.65 24.37 0 0 0| 0 10 0 0 4700 448 0.61 23.70 0 0 0| 0 527 0 0 4800 386 0.57 23.00 0 0 0| 0 122 0 0 4900 327H 0.52 22.27 0 0 0| 3,000 8,430 +2,395 0 5000 275 0.47 21.60 0 0 0| 0 5,486 0 0 5100 227H 0.42 21.00 0 0 0| 0 4,718 0 0 5200 186 0.37 20.47 0 0 0| 0 4,357 0 0 5300 149H 0.32 19.94 0 0 0| 2 3,451 0 0 5400 117H 0.28 19.40 0 0 0| 0 10,169 0 0 5500 87H 92 0.23 18.98 87H 87H 0 0 4| 4,500 13,693 +2,406 0 5600 70 0.19 18.53 0 0 0| 1 5,545 -1 0 5700 52 0.15 18.11 0 0 0| 2 7,951 0 0 5800 38H 0.12 17.76 0 0 0| 4 2,214 0 0 5900 27H 0.09 17.43 0 0 0| 0 9,833 0 0 6000 19H 0.07 17.06 0 0 0| 0 7,537 0 0 6100 13 0.05 16.71 0 0 0| 0 8,091 0 0 6200 5H 0.03 16.06 0 0 0| 0 8,904 0 0 6400 2 0.01 15.49 0 0 0| 0 4,150 0 0 6600 1 0.00 14.99 0 0 0| 0 1,000 0 0 6800 H 0.00 14.80 0 0 0| 0 1,001 0 0 7000 Total 0 0 4| 7,509 108,013 +4,800 0 Indicative a-t-m Vol 23.03 Underlying Price 4945 Time to expiry: 312 Days Dec 10 3127H 0.99 47.90 0 0 0| 0 40 0 0 1800 2930 0.99 44.03 0 0 0| 0 1,001 0 0 2000 2735H 0.99 42.89 0 0 0| 0 0 0 0 2200 2543H 0.98 42.20 0 0 0| 0 0 0 0 2400 2348H 0.97 39.38 0 0 0| 0 0 0 0 2600 2159 0.96 38.17 0 0 0| 0 3,100 0 0 2800 1970 0.95 36.40 0 0 0| 0 2,510 0 0 3000 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 7 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1781H 0.94 34.30 0 0 0| 0 0 0 0 3200 1691H 0.93 33.89 0 0 0| 0 0 0 0 3300 1597 0.92 32.62 0 0 0| 0 1,000 0 0 3400 1507 0.91 31.87 0 0 0| 0 2,629 0 0 3500 1415H 0.89 30.88 0 0 0| 0 1,200 0 0 3600 1330H 0.88 30.51 0 0 0| 0 10,805 0 0 3700 1245 0.86 29.87 0 0 0| 0 13,500 0 0 3800 1160 0.84 29.19 0 0 0| 0 4,675 0 0 3900 1077 1076H 0.83 28.48 1077 S 1077 S 0 0 12| 0 13,159 0 0 4000 996 0.80 27.88 0 0 0| 0 9,425 0 0 4100 917H 0.78 27.28 0 0 0| 0 17,959 0 0 4200 840H 0.75 26.62 0 0 0| 0 17,700 0 0 4300 768H 0.73 26.16 0 0 0| 0 14,305 0 0 4400 698 0.70 25.63 0 0 0| 0 18,285 0 0 4500 597H 629H 0.67 25.03 597HS 597HS 0 0 6| 500 7,815 +375 0 4600 562 0.63 24.33 0 0 0| 0 8,455 0 0 4700 498H 0.60 23.70 0 0 0| 44 14,335 +31 0 4800 441H 0.56 23.24 0 0 0| 75 8,875 +75 0 4900 388 0.52 22.78 0 0 125| 15 19,465 +15 0 5000 329H 0.48 21.88 0 0 0| 28 10,016 +28 0 5100 282H 0.44 21.33 0 0 0| 543 17,954 -750 0 5200 240 240H 0.40 20.88 240 S 239H 0 0 88| 0 12,103 0 0 5300 201H 0.36 20.39 0 0 0| 1,000 22,380 +1,000 0 5400 156H 170 0.32 20.11 156HS 156HS 0 0 6| 0 23,233 0 0 5500 137H 0.28 19.54 0 0 0| 0 13,266 0 0 5600 112 0.24 19.14 0 0 0| 1 6,400 +1 0 5700 90 89H 0.20 18.77 90 S 90 S 0 0 82| 0 17,663 0 0 5800 71 0.17 18.43 0 0 0| 2,000 5,500 +2,500 0 5900 57 0.14 18.23 0 0 0| 0 44,068 0 0 6000 39 45 0.12 17.99 39 39 0 0 4| 0 1,125 0 0 6100 33H 0.10 17.57 0 0 0| 0 24,454 0 0 6200 17 0.06 16.71 0 0 0| 1,000 38,012 -500 0 6400 11H 0.04 16.92 0 0 0| 0 16,975 0 0 6600 5 0.02 16.11 0 0 0| 0 22,475 0 0 6800 3 0.01 16.30 0 0 0| 0 7,462 0 0 7000 Total 0 0 323| 5,206 473,324 +2,775 0 Indicative a-t-m Vol 23.10 Underlying Price 4908 Time to expiry: 403 Days Mar 11 3081H 0.99 45.50 0 0 0| 0 0 0 0 1800 2888 0.99 43.61 0 0 0| 0 0 0 0 2000 2696 0.98 41.71 0 0 0| 0 0 0 0 2200 2504H 0.97 39.83 0 0 0| 0 0 0 0 2400 2315 0.96 38.01 0 0 0| 0 0 0 0 2600 2127 0.95 36.26 0 0 0| 0 0 0 0 2800 1942 0.94 34.63 0 0 0| 0 0 0 0 3000 1759 0.92 32.94 0 0 0| 0 0 0 0 3200 1669H 0.91 32.25 0 0 0| 0 0 0 0 3300 1581H 0.90 31.59 0 0 0| 0 0 0 0 3400 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 8 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1491 0.89 30.63 0 0 0| 0 0 0 0 3500 1406 0.87 30.05 0 0 0| 0 0 0 0 3600 1321H 0.86 29.44 0 0 0| 0 0 0 0 3700 1238 0.84 28.79 0 0 0| 0 0 0 0 3800 1156 0.82 28.16 0 0 0| 0 1,522 0 0 3900 1076 0.80 27.55 0 0 0| 0 0 0 0 4000 998 0.78 26.95 0 0 0| 0 0 0 0 4100 922H 0.76 26.38 0 0 0| 0 0 0 0 4200 849 0.73 25.83 0 0 0| 0 2 0 0 4300 778 0.71 25.29 0 0 0| 0 500 0 0 4400 710 0.68 24.77 0 0 0| 0 202 0 0 4500 627H 645 0.65 24.27 627HS 627HS 0 0 6| 0 0 0 0 4600 589H 0.62 24.13 0 0 0| 0 0 0 0 4700 530 0.58 23.63 0 0 0| 0 20 0 0 4800 474 0.55 23.16 0 0 0| 0 10 0 0 4900 416H 0.52 22.47 0 0 0| 0 1,030 0 0 5000 371H 369 0.48 22.10 371H 371H 0 0 10| 0 2,250 0 0 5100 318 0.44 21.39 0 0 0| 0 3,314 0 0 5200 278 0.41 21.07 0 0 0| 0 40 0 0 5300 239 0.37 20.65 0 0 0| 0 205 0 0 5400 205 0.33 20.27 0 0 0| 0 2,561 0 0 5500 174 0.30 19.91 0 0 0| 0 31 0 0 5600 146 0.27 19.55 0 0 0| 0 20 0 0 5700 122H 0.23 19.25 0 0 0| 0 10 0 0 5800 84 0.18 18.67 0 0 0| 0 1,750 0 0 6000 56 0.13 18.18 0 0 0| 0 1,000 0 0 6200 36 0.09 17.77 0 0 0| 0 15 0 0 6400 23H 0.06 17.46 0 0 0| 0 2,000 0 0 6600 15 0.04 17.33 0 0 0| 0 2,002 0 0 6800 7 0.02 16.34 0 0 0| 0 0 0 0 7000 3 0.01 15.60 0 0 0| 0 0 0 0 7200 Total 0 0 16| 0 18,484 0 0 Indicative a-t-m Vol 23.34 Underlying Price 4874 Time to expiry: 494 Days Jun 11 2465H 0.97 37.80 0 0 0| 0 0 0 0 2400 2281 0.95 36.54 0 0 0| 0 0 0 0 2600 2097 0.94 34.90 0 0 0| 0 0 0 0 2800 1916H 0.92 33.51 0 0 0| 0 0 0 0 3000 1740H 0.90 32.22 0 0 0| 0 1 0 0 3200 1568H 0.88 30.96 0 0 0| 0 0 0 0 3400 1401H 0.85 29.75 0 0 0| 0 0 0 0 3600 1239H 0.82 28.57 0 0 0| 0 0 0 0 3800 1161H 0.80 28.01 0 0 0| 0 0 0 0 3900 1085 0.78 27.45 0 0 0| 0 0 0 0 4000 1010H 0.76 26.91 0 0 0| 0 10 0 0 4100 938 0.74 26.38 0 0 0| 0 250 0 0 4200 867H 0.71 25.87 0 0 0| 0 0 0 0 4300 800 0.69 25.37 0 0 0| 0 0 0 0 4400 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 9 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 734H 0.66 24.88 0 0 0| 0 0 0 0 4500 671H 0.64 24.40 0 0 0| 0 85 0 0 4600 611H 0.61 23.94 0 0 0| 0 200 0 0 4700 554H 0.58 23.48 0 0 0| 0 0 0 0 4800 507H 505H 0.55 23.29 507H 507H 0 0 10| 0 0 0 0 4900 454H 455 0.51 22.88 454H 454H 0 0 10| 0 2,382 0 0 5000 406H 407H 0.48 22.50 406H 406H 0 0 10| 0 530 0 0 5100 355H 0.45 21.78 0 0 0| 0 1,010 0 0 5200 315 0.42 21.45 0 0 0| 0 760 0 0 5300 276H 0.38 21.05 0 0 0| 0 1,000 0 0 5400 242 0.35 20.73 0 0 0| 0 5 0 0 5500 210 0.32 20.40 0 0 0| 0 1,250 0 0 5600 178H 0.29 19.91 0 0 0| 0 0 0 0 5700 152 0.26 19.57 0 0 0| 0 0 0 0 5800 108 0.20 18.90 0 0 0| 2 13 +2 0 6000 74 0.15 18.27 0 0 0| 0 0 0 0 6200 49 0.11 17.68 0 0 0| 0 3 0 0 6400 31 0.08 17.12 0 0 0| 0 0 0 0 6600 19 0.05 16.59 0 0 0| 0 0 0 0 6800 11 0.03 16.10 0 0 0| 0 0 0 0 7000 6 0.02 15.70 0 0 0| 0 0 0 0 7200 Total 0 0 30| 2 7,499 +2 0 Indicative a-t-m Vol 23.76 Underlying Price 4861H Time to expiry: 585 Days Sep 11 1622H 0.85 34.19 0 0 0| 0 0 0 0 3400 1443 0.83 31.54 0 0 0| 0 0 0 0 3600 1287H 0.80 30.27 0 0 0| 0 0 0 0 3800 1133H 0.76 28.80 0 0 0| 0 0 0 0 4000 987H 0.72 27.51 0 0 0| 0 0 0 0 4200 851H 0.68 26.35 0 0 0| 0 0 0 0 4400 722 0.63 25.18 0 0 0| 0 0 0 0 4600 661 0.60 24.62 0 0 0| 0 0 0 0 4700 602H 0.58 24.08 0 0 0| 0 0 0 0 4800 547 0.55 23.56 0 0 0| 0 0 0 0 4900 493 0.52 23.01 0 0 0| 0 0 0 0 5000 440 0.49 22.39 0 0 0| 0 0 0 0 5100 394H 0.46 21.98 0 0 0| 0 0 0 0 5200 351H 0.43 21.56 0 0 0| 0 0 0 0 5300 307H 0.40 20.97 0 0 0| 0 0 0 0 5400 269H 0.37 20.53 0 0 0| 0 0 0 0 5500 235H 0.34 20.16 0 0 0| 0 0 0 0 5600 204 0.30 19.76 0 0 0| 0 0 0 0 5700 172H 0.27 19.23 0 0 0| 0 0 0 0 5800 120 0.21 18.26 0 0 0| 0 0 0 0 6000 80 0.16 17.37 0 0 0| 0 0 0 0 6200 51H 0.11 16.62 0 0 0| 0 0 0 0 6400 29H 0.08 15.69 0 0 0| 0 0 0 0 6600 16 0.05 14.88 0 0 0| 0 0 0 0 6800 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 10 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 8 0.03 14.20 0 0 0| 0 0 0 0 7000 3H 0.01 13.37 0 0 0| 0 0 0 0 7200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.49 Underlying Price 4848 Time to expiry: 676 Days Dec 11 1559 0.86 29.06 0 0 0| 0 2,750 +2,750 0 3400 1414 0.83 28.90 0 0 0| 0 1,950 0 0 3600 1263H 0.80 27.96 0 0 0| 0 8,575 0 0 3800 1118 0.76 26.96 0 0 0| 0 11,000 0 0 4000 981H 0.72 26.09 0 0 0| 0 18,645 0 0 4200 852H 0.68 25.24 0 0 0| 0 32,200 0 0 4400 733 0.63 24.45 0 0 0| 0 1,050 0 0 4600 622H 0.58 23.68 0 0 0| 0 700 0 0 4800 570 0.55 23.28 0 0 0| 0 2,500 0 0 4900 521H 0.52 22.94 0 625 625| 500 5,800 +250 0 5000 474H 0.50 22.56 0 0 0| 0 2,650 0 0 5100 429H 0.47 22.18 0 0 0| 0 4,894 0 0 5200 388H 0.44 21.86 0 0 0| 0 6,250 0 0 5300 349 0.41 21.50 0 0 0| 0 16,200 0 0 5400 313H 0.38 21.21 0 0 0| 0 18,075 0 0 5500 278H 0.36 20.84 0 0 0| 0 3,500 0 0 5600 249H 0.33 20.63 0 0 0| 0 1,125 0 0 5700 222 0.31 20.38 0 0 0| 0 0 0 0 5800 171 0.26 19.78 0 0 0| 0 11,000 0 0 6000 130 0.21 19.27 0 0 0| 0 500 0 0 6200 96 0.17 18.72 0 0 0| 0 0 0 0 6400 69 0.13 18.18 0 0 0| 0 0 0 0 6600 47H 0.10 17.59 0 0 0| 0 2,250 0 0 6800 32H 0.07 17.13 0 0 0| 0 7,750 0 0 7000 22 0.05 16.77 0 0 0| 0 5,250 0 0 7200 Total 0 625 625| 500 164,614 +3,000 0 Total Calls 0 16,225 42,190| 59,172 1,597,198 +40,661 0 | Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 11 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | FTSE 100 Index (European) STND OPT (ESX) Indicative a-t-m Vol 22.01 Underlying Price 5074 Time to expiry: 11 Days Feb 10 2 1H -0.01 36.53 2H 2 0 0 189| 693 14,893 -226 0 4400 3 2H -0.02 33.76 5 3 0 0 232| 642 6,228 +256 0 4500 5 5 -0.04 31.70 7H 4H 0 0 252| 698 6,867 +385 0 4600 6H -0.05 30.43 0 0 0| 0 0 0 0 4650 8H 8H -0.07 29.16 13 7HS 0 0 548| 900 6,460 +31 0 4700 13H 11H -0.09 28.10 17 11 0 0 54| 246 3,135 +137 0 4750 17 15 -0.12 26.87 25 14H 0 0 650| 3,161 7,668 -1,235 0 4800 23 21 -0.16 25.96 35 19 0 0 473| 783 3,093 -26 0 4850 30 29 -0.21 25.04 41 25H 0 0 1,299| 4,826 6,220 +782 0 4900 42 38H -0.28 24.02 60H 39 0 0 1,021| 1,531 3,543 +963 0 4950 43 45 -0.31 23.54 57 43 0 0 71| 33 33 +33 0 4975 56 52 -0.35 23.02 76 47 0 1,500 3,788| 5,514 14,963 -3,427 0 5000 64 60H -0.40 22.65 90H 55 0 0 1,244| 2,040 2,020 +2,020 0 5025 73 69H -0.45 22.18 93 64H 0 1,500 1,956| 1,423 6,759 +191 0 5050 78 81 -0.49 22.00 101 74 0 0 139| 194 89 +89 0 5075 94 93 -0.54 21.56 119 82 0 0 637| 2,736 7,076 -3,792 0 5100 103 106H -0.59 21.25 129H 103 0 0 40| 2,179 559 -1,886 0 5125 115H 121 -0.65 20.93 163 109H 0 0 199| 833 14,309 -267 0 5150 133 137 -0.69 20.60 175 124H 0 0 55| 123 3,779 -3,309 0 5175 162 155 -0.74 20.44 189H 140 0 0 109| 1,105 40,490 -470 0 5200 187 173H -0.78 20.24 195HS 171H 0 0 40| 114 294 -75 0 5225 188 193H -0.82 20.13 214 184 0 0 35| 136 6,648 -31 0 5250 218H 214H -0.85 19.94 218H 194 0 0 18| 45 366 +10 0 5275 242 236 -0.88 19.86 252HS 215 0 0 82| 312 4,983 -250 0 5300 250 258H -0.91 19.82 250 250 0 0 10| 13 100 +2 0 5325 284 282 -0.93 19.96 295 284 0 0 27| 23 2,541 +146 0 5350 341 305H -0.94 19.99 341 341 0 0 5| 20 93 -2 0 5375 306 329H -0.95 20.20 315 306 0 0 70| 23 5,324 -14 0 5400 353H -0.97 20.11 0 0 0| 0 143 0 0 5425 415 378 -0.97 20.44 415 S 373 0 0 101| 99 1,682 0 0 5450 402H -0.98 20.57 0 0 0| 0 155 0 0 5475 427 -0.98 20.37 0 0 0| 16 549 +10 0 5500 451H -0.99 20.54 0 0 0| 0 89 0 0 5525 476H -0.99 20.14 0 0 0| 0 291 0 0 5550 501 -0.99 20.26 0 0 0| 0 70 0 0 5575 526 -1.00 20.40 0 0 0| 0 2,141 0 0 5600 576 -1.00 20.75 0 0 0| 0 126 0 0 5650 626 -1.00 21.19 0 0 0| 12 49 0 0 5700 676 -1.00 21.72 0 0 0| 0 15 0 0 5750 726 -1.00 22.35 0 0 0| 0 12 0 0 5800 776 -1.00 23.06 0 0 0| 0 0 0 0 5850 826 -1.00 23.87 0 0 0| 0 6 0 0 5900 876 -1.00 24.77 0 0 0| 0 0 0 0 5950 926 -1.00 25.76 0 0 0| 0 14 0 0 6000 1026 -1.00 28.01 0 0 0| 0 0 0 0 6100 1125H -1.00 30.40 0 0 0| 0 15 0 0 6200 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 12 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 3,000 13,344| 30,473 173,890 -9,955 0 Indicative a-t-m Vol 22.06 Underlying Price 5056 Time to expiry: 39 Days Mar 10 CAB 0.00 35.30 0 0 0| 0 281 0 0 1800 CAB 0.00 45.99 0 0 0| 0 1,002 0 0 2000 CAB 0.00 51.86 0 0 0| 0 592 0 0 2200 CAB 0.00 54.49 0 0 0| 0 865 0 0 2400 CAB 0.00 54.95 0 0 0| 0 8,182 0 0 2600 CAB 0.00 53.92 0 0 0| 0 13,900 0 0 2800 CAB 0.00 53.02 0 0 0| 0 447 0 0 2900 CAB 0.00 51.93 0 0 0| 0 29,834 0 0 3000 H 0.00 50.68 0 0 0| 0 14,040 0 0 3100 H 0.00 49.36 0 0 0| 0 24,507 0 0 3200 H 0.00 47.84 0 0 0| 0 13,385 0 0 3300 1 0.00 46.50 0 0 0| 0 22,495 0 0 3400 1 0.00 43.39 0 0 0| 0 70,379 0 0 3500 2 -0.01 43.14 0 0 0| 0 30,331 0 0 3600 2H -0.01 41.84 0 0 0| 0 5,365 0 0 3700 4H 3H -0.01 40.52 4H 4H 0 0 170| 42,000 54,688 +35,875 0 3800 4H -0.02 39.04 0 0 0| 25 11,781 0 0 3900 7 6 -0.02 37.13 7 7 0 1,000 1,001| 21,000 50,324 +17,912 0 4000 8 8 -0.03 35.54 8 8 0 0 100| 76 11,185 +49 0 4100 10H -0.04 34.01 0 0 0| 115 21,368 -10 0 4200 18 14 -0.06 32.37 18 18 0 0 6| 298 8,624 +122 0 4300 20 19H -0.08 30.87 22H 18 0 0 40| 745 33,229 +221 0 4400 27H 26 -0.11 29.43 32H 24 S 0 1,000 1,359| 631 45,522 +5,865 0 4500 36H 36 -0.14 27.98 42HS 32HS 0 0 388| 460 18,554 -18 0 4600 48 49 -0.19 26.56 61 45 S 0 0 738| 2,518 24,752 -2,996 0 4700 69 67 -0.25 25.21 78 S 61HS 0 1,000 1,420| 7,758 42,151 -2,396 0 4800 75 78H -0.29 24.58 91 75 S 0 0 482| 2,636 3,448 +2,497 0 4850 89 91H -0.33 23.91 112 88 S 0 0 158| 3,021 19,662 -1,440 0 4900 110 106H -0.38 23.28 123 S 99 0 0 101| 182 1,149 +77 0 4950 118 124 -0.43 22.70 144 115HS 0 0 164| 3,385 35,378 +1,871 0 5000 143 144H -0.48 22.12 169 S 137H 0 0 157| 1,201 5,927 +302 0 5050 170H 167H -0.53 21.59 194HS 169H 0 0 177| 937 23,757 -67 0 5100 211 194 -0.59 21.10 211 192 0 0 75| 128 2,047 +109 0 5150 226 222H -0.65 20.55 243 210H 0 0 76| 304 20,780 -264 0 5200 294H 255 -0.70 20.14 294HS 268 0 0 12| 122 4,934 +11 0 5250 276 290 -0.76 19.63 320HS 276 0 0 12| 251 10,478 +29 0 5300 373 328 -0.80 19.29 373 S 373 S 0 0 1| 0 3,735 0 0 5350 368H -0.85 18.93 0 0 0| 10 14,949 +10 0 5400 411H -0.88 18.70 0 0 0| 15 632 0 0 5450 456H -0.91 18.59 0 0 0| 2 7,867 +2 0 5500 502H -0.93 18.37 0 0 0| 0 145 0 0 5550 564H 550 -0.95 18.40 564H 564H 0 0 10| 0 3,663 0 0 5600 598 -0.96 18.31 0 0 0| 0 112 0 0 5650 646H -0.97 18.38 0 0 0| 0 71 0 0 5700 695H -0.98 18.33 0 0 0| 0 13 0 0 5750 745 -0.99 18.61 0 0 0| 0 36 0 0 5800 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 13 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 794 -0.99 17.16 0 0 0| 0 10 0 0 5850 843H -1.00 16.18 0 0 0| 0 0 0 0 5900 943H -1.00 15.72 0 0 0| 0 1 0 0 6000 1043 -1.00 15.32 0 0 0| 0 0 0 0 6100 1143 -1.00 14.98 0 0 0| 0 0 0 0 6200 1243 -1.00 14.71 0 0 0| 0 0 0 0 6300 1343 -1.00 14.49 0 0 0| 0 0 0 0 6400 1443 -1.00 14.34 0 0 0| 0 0 0 0 6500 1543 -1.00 14.25 0 0 0| 0 4 0 0 6600 1643 -1.00 14.21 0 0 0| 0 0 0 0 6700 1742H -1.00 14.24 0 0 0| 0 4 0 0 6800 1942H -1.00 14.46 0 0 0| 0 73 0 0 7000 2142H -1.00 14.90 0 0 0| 0 0 0 0 7200 2342 -1.00 15.56 0 0 0| 0 25 0 0 7400 2542 -1.00 16.43 0 0 0| 0 0 0 0 7600 2742 -1.00 17.50 0 0 0| 0 55 0 0 7800 2942 -1.00 18.30 0 0 0| 0 41 0 0 8000 Total 0 3,000 6,647| 87,820 716,779 +57,761 0 Indicative a-t-m Vol 21.69 Underlying Price 5051H Time to expiry: 67 Days Apr 10 22H 23H -0.07 30.98 28 22H 0 0 66| 179 179 +179 0 4200 29H 30 -0.09 29.84 29H 27H 0 0 25| 0 0 0 0 4300 39H 38H -0.12 28.68 45 36H 0 0 49| 0 0 0 0 4400 48H 49H -0.15 27.52 58 48 0 0 18| 165 2,343 -2 0 4500 62 63H -0.19 26.37 76 62 0 0 23| 124 1,582 +9 0 4600 78H 81 -0.24 25.29 78H 78H 0 0 10| 118 579 +71 0 4700 91H -0.26 24.71 0 0 0| 0 0 0 0 4750 101H 103H -0.29 24.23 109H 98 0 0 272| 57 2,195 -43 0 4800 125 117H -0.33 23.75 125 125 0 0 3| 8 1,271 0 0 4850 130 131H -0.36 23.18 138 125H 0 0 21| 30 1,091 +1 0 4900 149 148H -0.40 22.68 165H 140H 0 0 103| 278 937 +778 0 4950 162 167 -0.44 22.18 194 S 162 0 0 718| 519 1,835 +409 0 5000 196 188 -0.48 21.71 196 190HS 0 0 404| 112 248 +80 0 5050 205 210 -0.52 21.20 205 205 0 0 4| 66 2,597 +5 0 5100 255 235 -0.57 20.72 255 255 0 0 3| 10 2,025 0 0 5150 262 -0.61 20.22 0 0 0| 106 9,144 -179 0 5200 292 -0.66 19.80 0 0 0| 7 93 +1 0 5250 324H -0.70 19.41 0 0 0| 43 373 +26 0 5300 359H -0.74 19.06 0 0 0| 30 358 -45 0 5350 396H -0.78 18.70 0 0 0| 0 1,392 0 0 5400 435H -0.82 18.42 0 0 0| 0 44 0 0 5450 460H 477 -0.85 18.18 460H 460H 0 0 1| 5 154 0 0 5500 520 -0.88 17.94 0 0 0| 0 35 0 0 5550 564H -0.90 17.74 0 0 0| 0 79 0 0 5600 610 -0.92 17.57 0 0 0| 0 40 0 0 5650 656H -0.94 17.33 0 0 0| 0 0 0 0 5700 704 -0.96 17.18 0 0 0| 0 0 0 0 5750 752H -0.97 17.11 0 0 0| 0 0 0 0 5800 800H -0.98 16.90 0 0 0| 0 0 0 0 5850 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 14 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 849H -0.98 16.79 0 0 0| 0 0 0 0 5900 948H -0.99 16.71 0 0 0| 0 0 0 0 6000 1047H -0.99 16.73 0 0 0| 0 0 0 0 6100 1147H -1.00 16.80 0 0 0| 0 0 0 0 6200 Total 0 0 1,720| 1,857 28,594 +1,290 0 Indicative a-t-m Vol 21.78 Underlying Price 5022H Time to expiry: 102 Days May 10 50 48 -0.11 30.01 50 50 0 0 10| 10 10 +10 0 4200 55H 58 -0.14 28.90 55H 55H 0 0 10| 0 0 0 0 4300 69 70 -0.17 27.81 69 69 0 0 10| 0 0 0 0 4400 85 85 -0.20 26.74 85 85 0 0 10| 11 88 +11 0 4500 102 103 -0.24 25.71 102 102 0 0 10| 10 147 -1 0 4600 125 124 -0.28 24.66 125 125 0 0 10| 10 853 +690 0 4700 137 -0.31 24.19 0 0 0| 0 0 0 0 4750 153 151 -0.34 23.75 160HS 153 0 0 27| 227 416 +175 0 4800 167H 166H -0.37 23.31 167H 167H 0 0 10| 13 13 +13 0 4850 186H 183H -0.40 22.86 186H 177HS 0 0 16| 14 895 +14 0 4900 203H 201H -0.43 22.38 203H 203H 0 0 10| 65 901 +745 0 4950 253H 221 -0.46 21.93 253H 219 S 0 0 26| 10 214 0 0 5000 240H 244 -0.50 21.60 240H 240H 0 0 10| 10 61 0 0 5050 267 -0.53 21.15 0 0 0| 10 100 +10 0 5100 292H -0.57 20.75 0 0 0| 10 770 +10 0 5150 320H -0.60 20.42 0 0 0| 16 94 +16 0 5200 349 -0.64 19.98 0 0 0| 0 66 0 0 5250 373 381 -0.68 19.68 373 373 0 0 8| 11 96 +11 0 5300 414 -0.71 19.29 0 0 0| 0 51 0 0 5350 449H -0.75 19.01 0 0 0| 0 38 0 0 5400 486H -0.78 18.71 0 0 0| 10 18 +10 0 5450 525H -0.81 18.40 0 0 0| 0 52 0 0 5500 566 -0.84 18.15 0 0 0| 0 0 0 0 5550 608H -0.86 17.97 0 0 0| 0 0 0 0 5600 651H -0.89 17.72 0 0 0| 0 0 0 0 5650 696 -0.91 17.49 0 0 0| 0 0 0 0 5700 742 -0.92 17.39 0 0 0| 0 0 0 0 5750 788 -0.94 17.17 0 0 0| 0 0 0 0 5800 835 -0.95 16.94 0 0 0| 0 0 0 0 5850 882H -0.96 16.79 0 0 0| 0 0 0 0 5900 979H -0.98 16.53 0 0 0| 0 0 0 0 6000 1077H -0.99 16.30 0 0 0| 0 0 0 0 6100 Total 0 0 167| 437 4,883 +1,714 0 Indicative a-t-m Vol 22.10 Underlying Price 5006 Time to expiry: 130 Days Jun 10 CAB 0.00 46.20 0 0 0| 0 30 0 0 1800 CAB 0.00 47.46 0 0 0| 0 20 0 0 2000 H 0.00 47.39 0 0 0| 0 925 0 0 2200 1 0.00 46.47 0 0 0| 0 771 0 0 2400 2H -0.01 45.01 0 0 0| 0 2,998 0 0 2600 4 -0.01 43.20 0 0 0| 0 10,350 0 0 2800 6H -0.01 41.19 0 0 0| 11 21,419 +10 0 3000 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 15 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 10 -0.02 39.08 0 0 0| 0 699 0 0 3200 12 -0.03 38.01 0 0 0| 0 1,133 0 0 3300 14 14H -0.03 36.94 14 14 0 0 5| 0 9,471 0 0 3400 18 -0.04 35.87 0 0 0| 0 24,660 0 0 3500 21H -0.05 34.81 0 0 0| 0 1,057 -2 0 3600 25H -0.06 33.76 0 0 0| 0 1,130 0 0 3700 31 -0.07 32.73 0 0 0| 0 2,282 0 0 3800 37 -0.08 31.71 0 0 0| 7 4,877 +5 0 3900 44 -0.09 30.72 0 0 0| 10 12,149 +10 0 4000 58 53 -0.11 29.75 58 58 0 0 36| 0 3,813 0 0 4100 65H 63H -0.13 28.81 65H 65H 0 0 48| 40 11,508 0 0 4200 76H -0.16 27.94 0 0 0| 0 3,528 0 0 4300 90 91H -0.19 27.03 90 87 0 0 12| 7 11,566 -500 0 4400 110 -0.22 26.19 0 0 0| 20 11,262 +5 0 4500 131H 131 -0.26 25.35 146 131H 0 0 37| 66 14,362 0 0 4600 156 -0.31 24.50 0 0 0| 32 21,843 +12 0 4700 187 186H -0.36 23.72 190 178 S 0 0 31| 41 10,705 -24 0 4800 225 221H -0.41 22.95 225 220 0 0 30| 540 8,799 +594 0 4900 251 261 -0.47 22.15 272 251 S 0 0 13| 1,940 16,541 -857 0 5000 306 307 -0.53 21.36 306 300 0 0 6| 50 18,019 -32 0 5100 360 -0.60 20.67 0 0 0| 6 14,223 -1 0 5200 419H -0.66 19.98 0 0 0| 0 7,214 0 0 5300 487 -0.72 19.45 0 0 0| 0 8,197 0 0 5400 559H -0.78 18.83 0 0 0| 0 2,284 0 0 5500 638H -0.83 18.28 0 0 0| 0 6,115 0 0 5600 723 -0.88 17.76 0 0 0| 0 2,007 0 0 5700 812H -0.91 17.46 0 0 0| 0 1,412 0 0 5800 905 -0.94 17.23 0 0 0| 0 0 0 0 5900 1000 -0.96 17.04 0 0 0| 0 9 0 0 6000 1095H -0.98 16.13 0 0 0| 0 0 0 0 6100 1193 -0.99 15.65 0 0 0| 0 6 0 0 6200 1390 1391 -1.00 14.93 1390 S 1390 S 0 0 2| 0 88 0 0 6400 1602H 1590 -1.00 14.31 1602HS 1602HS 0 0 2| 0 12 0 0 6600 1789H -1.00 13.78 0 0 0| 0 0 0 0 6800 1989 -1.00 13.34 0 0 0| 0 2,760 0 0 7000 2188H -1.00 13.00 0 0 0| 0 0 0 0 7200 2388 -1.00 12.60 0 0 0| 0 40 0 0 7400 Total 0 0 222| 2,770 270,284 -780 0 Indicative a-t-m Vol 22.50 Underlying Price 4968 Time to expiry: 221 Days Sep 10 1 0.00 46.50 0 0 0| 0 4 0 0 1800 2 0.00 46.23 0 500 500| 0 1,500 0 0 2000 4 -0.01 45.26 0 0 0| 0 4 0 0 2200 7 -0.01 43.84 0 0 0| 0 3,000 0 0 2400 10H -0.02 42.16 0 0 0| 140 794 +140 0 2600 15H -0.02 40.33 0 0 0| 0 2,364 0 0 2800 21H -0.03 38.26 0 1,000 1,000| 140 2,190 +140 0 3000 29H -0.05 36.52 0 0 0| 0 725 0 0 3200 34H -0.05 35.57 0 0 0| 0 1,924 0 0 3300 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 16 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 40 -0.06 34.64 0 0 0| 0 1,821 0 0 3400 46 -0.07 33.71 0 0 0| 0 1,670 0 0 3500 53 -0.08 32.80 0 0 0| 0 1,703 0 0 3600 61 -0.10 31.91 0 0 0| 0 541 0 0 3700 70H -0.11 31.03 0 0 0| 11 764 +10 0 3800 80 -0.13 30.06 0 0 0| 0 503 0 0 3900 98 92 -0.14 29.23 94 94 0 500 510| 0 12,060 0 0 4000 107 -0.17 28.55 0 0 0| 0 1,753 0 0 4100 123H -0.19 27.79 0 0 0| 2 2,733 0 0 4200 142 -0.21 27.07 0 0 0| 0 2,101 0 0 4300 163 -0.24 26.32 0 0 0| 0 1,957 0 0 4400 182 188H -0.28 25.72 196 182 S 0 0 20| 4 3,321 +4 0 4500 214H -0.31 24.96 0 0 0| 0 4,088 0 0 4600 246H -0.35 24.37 0 0 0| 39 6,356 -35 0 4700 275 280H -0.39 23.70 275 275 0 0 10| 42 1,546 +8 0 4800 331H 318 -0.43 23.00 331H 316 0 0 14| 0 2,188 0 0 4900 358 359H -0.48 22.27 358 358 0 0 10| 4 8,685 +2 0 5000 402H 406 -0.53 21.60 402H 402H 0 0 10| 10 10,081 0 0 5100 459H 458H -0.58 21.00 459H 459H 0 0 10| 0 3,872 0 0 5200 516H -0.63 20.47 0 0 0| 0 2,179 0 0 5300 580 -0.68 19.94 0 0 0| 0 571 0 0 5400 647H -0.72 19.40 0 0 0| 0 2,485 -48 0 5500 721 -0.77 18.98 0 0 0| 0 391 0 0 5600 798H -0.81 18.53 0 0 0| 10 84 +10 0 5700 880H -0.85 18.11 0 0 0| 0 350 0 0 5800 966H -0.88 17.76 0 0 0| 0 34 0 0 5900 1055 -0.91 17.43 0 0 0| 0 55 0 0 6000 1146H -0.93 17.06 0 0 0| 0 3 0 0 6100 1240 -0.95 16.71 0 0 0| 0 0 0 0 6200 1431H -0.97 16.06 0 0 0| 0 75 0 0 6400 1627 -0.99 15.49 0 0 0| 0 0 0 0 6600 1825 -1.00 14.99 0 0 0| 0 0 0 0 6800 2023H -1.00 14.80 0 0 0| 0 0 0 0 7000 Total 0 2,000 2,084| 402 86,475 +231 0 Indicative a-t-m Vol 23.03 Underlying Price 4945 Time to expiry: 312 Days Dec 10 5 -0.01 47.90 0 0 0| 0 30 0 0 1800 6H 6 -0.01 44.03 6H 6H 0 0 50| 50 16,090 -50 0 2000 10 -0.01 42.89 0 0 0| 160 8,212 +160 0 2200 16H -0.02 42.20 0 0 0| 110 2,268 0 0 2400 20 -0.03 39.38 0 0 0| 149 6,174 0 0 2600 28H 29H -0.04 38.17 28H 28H 0 0 50| 10 7,516 +7 0 2800 39 -0.05 36.40 0 0 0| 0 75,132 0 0 3000 48H -0.06 34.30 0 0 0| 0 29,954 0 0 3200 58 -0.07 33.89 0 0 0| 0 3,284 0 0 3300 63 -0.08 32.62 0 0 0| 0 3,745 0 0 3400 72 -0.09 31.87 0 0 0| 2,000 29,738 +1,000 0 3500 80 -0.11 30.88 0 0 0| 1,000 15,575 0 0 3600 95 94H -0.12 30.51 95 95 0 0 10| 0 25,190 0 0 3700 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 17 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 108 -0.14 29.87 0 0 0| 0 27,225 0 0 3800 122H -0.16 29.19 0 0 0| 0 11,111 0 0 3900 138H -0.17 28.48 0 0 0| 0 39,706 0 0 4000 157 -0.20 27.88 0 0 0| 0 10,872 0 0 4100 191 178 -0.22 27.28 191 S 191 S 0 0 14| 0 16,620 0 0 4200 200 -0.25 26.62 0 0 0| 0 27,898 -500 0 4300 227H -0.27 26.16 0 0 0| 0 22,816 0 0 4400 252 256H -0.30 25.63 271HS 250 0 2,250 2,274| 1,274 18,114 +1,000 0 4500 284 287 -0.33 25.03 284 283 0 0 32| 524 19,775 +375 0 4600 318H -0.37 24.33 0 0 0| 0 15,455 0 0 4700 354H -0.40 23.70 0 0 0| 41 11,630 +41 0 4800 397 -0.44 23.24 0 0 0| 250 15,515 +250 0 4900 437H 442H -0.48 22.78 437H 437H 0 0 155| 43 17,055 +37 0 5000 485H 484H -0.52 21.88 485HS 485HS 0 0 6| 0 14,827 0 0 5100 535H -0.56 21.33 0 0 0| 0 14,928 0 0 5200 595 593 -0.60 20.88 595 595 0 0 12| 0 8,926 0 0 5300 653 -0.64 20.39 0 0 0| 0 8,283 0 0 5400 721 -0.68 20.11 0 0 0| 0 5,783 0 0 5500 788 -0.72 19.54 0 0 0| 0 181 0 0 5600 861H -0.76 19.14 0 0 0| 0 4,435 0 0 5700 938H -0.80 18.77 0 0 0| 0 80 0 0 5800 1019H -0.83 18.43 0 0 0| 0 0 0 0 5900 1104H -0.86 18.23 0 0 0| 0 1,014 0 0 6000 1191H -0.88 17.99 0 0 0| 0 0 0 0 6100 1279H -0.90 17.57 0 0 0| 0 500 0 0 6200 1461H -0.94 16.71 0 0 0| 0 0 0 0 6400 1657 1654H -0.96 16.92 1657 1657 0 0 2| 0 12 0 0 6600 1848 -0.98 16.11 0 0 0| 0 0 0 0 6800 2043H -0.99 16.30 0 0 0| 0 2,505 0 0 7000 Total 0 2,250 2,605| 5,611 538,174 +2,320 0 Indicative a-t-m Vol 23.10 Underlying Price 4908 Time to expiry: 403 Days Mar 11 9 -0.01 45.50 0 0 0| 2 11 +2 0 1800 13H -0.01 43.61 0 0 0| 0 80 0 0 2000 18H -0.02 41.71 0 0 0| 0 0 0 0 2200 25 -0.03 39.83 0 0 0| 0 0 0 0 2400 33 -0.04 38.01 0 0 0| 0 0 0 0 2600 43 -0.05 36.26 0 0 0| 0 1 0 0 2800 55H -0.06 34.63 0 0 0| 0 6,065 0 0 3000 70 -0.08 32.94 0 0 0| 2 12 +2 0 3200 80 -0.09 32.25 0 0 0| 0 500 0 0 3300 90H -0.10 31.59 0 0 0| 0 10 0 0 3400 102H 99 -0.11 30.63 102H 102H 0 0 10| 0 10,250 0 0 3500 115H 112H -0.13 30.05 115H 115H 0 0 10| 0 6,004 0 0 3600 127 -0.14 29.44 0 0 0| 0 10 0 0 3700 142H -0.16 28.79 0 0 0| 0 1,000 0 0 3800 159H -0.18 28.16 0 0 0| 0 500 0 0 3900 178H -0.20 27.55 0 0 0| 0 5,000 0 0 4000 199H -0.22 26.95 0 0 0| 0 0 0 0 4100 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 18 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 222H -0.24 26.38 0 0 0| 0 0 0 0 4200 248 -0.27 25.83 0 0 0| 0 0 0 0 4300 276 -0.29 25.29 0 0 0| 0 500 0 0 4400 307 -0.32 24.77 0 0 0| 0 1,120 0 0 4500 340H -0.35 24.27 0 0 0| 0 1 0 0 4600 383H -0.38 24.13 0 0 0| 0 0 0 0 4700 423 -0.42 23.63 0 0 0| 0 6 0 0 4800 466 -0.45 23.16 0 0 0| 0 520 0 0 4900 507H -0.48 22.47 0 0 0| 0 6,155 0 0 5000 559 -0.52 22.10 0 0 0| 0 1,562 0 0 5100 606H -0.56 21.39 0 0 0| 0 1,751 0 0 5200 665H -0.59 21.07 0 0 0| 0 540 0 0 5300 725H -0.63 20.65 0 0 0| 0 205 0 0 5400 790 -0.67 20.27 0 0 0| 0 60 0 0 5500 858 -0.70 19.91 0 0 0| 0 30 0 0 5600 929 -0.73 19.55 0 0 0| 0 10 0 0 5700 1004H -0.77 19.25 0 0 0| 0 0 0 0 5800 1163H -0.82 18.67 0 0 0| 0 0 0 0 6000 1333 -0.87 18.18 0 0 0| 0 0 0 0 6200 1511H -0.91 17.77 0 0 0| 0 0 0 0 6400 1696 -0.94 17.46 0 0 0| 0 0 0 0 6600 1885H -0.96 17.33 0 0 0| 0 0 0 0 6800 2075H -0.98 16.34 0 0 0| 0 0 0 0 7000 2269 -0.99 15.60 0 0 0| 0 0 0 0 7200 Total 0 0 20| 4 41,903 +4 0 Indicative a-t-m Vol 23.34 Underlying Price 4874 Time to expiry: 494 Days Jun 11 33 -0.03 37.80 0 0 0| 0 7 0 0 2400 45 -0.05 36.54 0 0 0| 0 40 0 0 2600 57H -0.06 34.90 0 0 0| 0 10 0 0 2800 74 -0.08 33.51 0 0 0| 0 250 0 0 3000 94H -0.10 32.22 0 0 0| 0 40 0 0 3200 119 -0.12 30.96 0 0 0| 0 20 0 0 3400 149 -0.15 29.75 0 0 0| 0 20 0 0 3600 184 -0.18 28.57 0 0 0| 0 1,000 0 0 3800 204 -0.20 28.01 0 0 0| 0 10 0 0 3900 225H -0.22 27.45 0 0 0| 0 0 0 0 4000 249H -0.24 26.91 0 0 0| 0 0 0 0 4100 275H -0.26 26.38 0 0 0| 0 750 0 0 4200 303H -0.29 25.87 0 0 0| 0 0 0 0 4300 334 -0.31 25.37 0 0 0| 0 0 0 0 4400 367 -0.34 24.88 0 0 0| 0 0 0 0 4500 402H -0.36 24.40 0 0 0| 0 85 0 0 4600 440H -0.39 23.94 0 0 0| 0 200 0 0 4700 481H -0.42 23.48 0 0 0| 0 1 0 0 4800 531 -0.45 23.29 0 0 0| 0 30 0 0 4900 578H -0.49 22.88 0 0 0| 0 810 0 0 5000 630 -0.52 22.50 0 0 0| 0 590 0 0 5100 676 -0.55 21.78 0 0 0| 0 1,140 0 0 5200 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 19 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 734 -0.58 21.45 0 0 0| 0 770 0 0 5300 793H -0.62 21.05 0 0 0| 0 292 0 0 5400 857H -0.65 20.73 0 0 0| 0 30 0 0 5500 924 -0.68 20.40 0 0 0| 0 30 0 0 5600 990H -0.71 19.91 0 0 0| 0 0 0 0 5700 1062H -0.74 19.57 0 0 0| 0 0 0 0 5800 1215 -0.80 18.90 0 0 0| 0 1 0 0 6000 1377H -0.85 18.27 0 0 0| 0 1 0 0 6200 1549 -0.89 17.68 0 0 0| 0 4 0 0 6400 1728 -0.92 17.12 0 0 0| 0 0 0 0 6600 1912H -0.95 16.59 0 0 0| 0 0 0 0 6800 2101 -0.97 16.10 0 0 0| 0 0 0 0 7000 2293 -0.98 15.70 0 0 0| 0 0 0 0 7200 Total 0 0 0| 0 6,131 0 0 Indicative a-t-m Vol 23.76 Underlying Price 4861H Time to expiry: 585 Days Sep 11 195 -0.15 34.19 0 0 0| 0 0 0 0 3400 211 -0.17 31.54 0 0 0| 0 0 0 0 3600 251 -0.20 30.27 0 0 0| 0 0 0 0 3800 292 -0.24 28.80 0 0 0| 0 0 0 0 4000 341H -0.28 27.51 0 0 0| 0 0 0 0 4200 400H -0.32 26.35 0 0 0| 0 0 0 0 4400 466H -0.37 25.18 0 0 0| 0 0 0 0 4600 503H -0.40 24.62 0 0 0| 0 0 0 0 4700 542H -0.42 24.08 0 0 0| 0 0 0 0 4800 584H -0.45 23.56 0 0 0| 0 0 0 0 4900 628H -0.48 23.01 0 0 0| 0 0 0 0 5000 673 -0.51 22.39 0 0 0| 0 0 0 0 5100 725 -0.54 21.98 0 0 0| 0 0 0 0 5200 780 -0.57 21.56 0 0 0| 0 0 0 0 5300 833 -0.60 20.97 0 0 0| 0 0 0 0 5400 893 -0.63 20.53 0 0 0| 0 0 0 0 5500 957 -0.66 20.16 0 0 0| 0 0 0 0 5600 1023 -0.70 19.76 0 0 0| 0 2 0 0 5700 1089 -0.73 19.23 0 0 0| 0 0 0 0 5800 1232 -0.79 18.26 0 0 0| 0 0 0 0 6000 1387 -0.84 17.37 0 0 0| 0 0 0 0 6200 1554 -0.89 16.62 0 0 0| 0 0 0 0 6400 1727H -0.92 15.69 0 0 0| 0 0 0 0 6600 1909 -0.95 14.88 0 0 0| 0 0 0 0 6800 2096H -0.97 14.20 0 0 0| 0 0 0 0 7000 2287H -0.99 13.37 0 0 0| 0 0 0 0 7200 Total 0 0 0| 0 2 0 0 Indicative a-t-m Vol 23.49 Underlying Price 4848 Time to expiry: 676 Days Dec 11 155H -0.14 29.06 0 0 0| 0 2,500 +2,500 0 3400 204H -0.17 28.90 0 0 0| 0 15,700 0 0 3600 248 -0.20 27.96 0 0 0| 0 8,200 0 0 3800 296 -0.24 26.96 0 0 0| 0 6,951 0 0 4000 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 20 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 353H -0.28 26.09 0 0 0| 0 12,845 0 0 4200 418H -0.32 25.24 0 0 0| 0 12,370 0 0 4400 492H -0.37 24.45 0 0 0| 0 1,250 0 0 4600 576 -0.42 23.68 0 0 0| 0 950 0 0 4800 620H -0.45 23.28 0 0 0| 0 2,750 0 0 4900 669 -0.48 22.94 0 625 625| 500 7,725 +250 0 5000 718H -0.50 22.56 0 0 0| 0 2,650 0 0 5100 770H -0.53 22.18 0 0 0| 0 5,294 0 0 5200 826H -0.56 21.86 0 0 0| 0 4,575 0 0 5300 884 -0.59 21.50 0 0 0| 0 5,375 0 0 5400 945H -0.62 21.21 0 0 0| 0 5,750 0 0 5500 1007H -0.64 20.84 0 0 0| 0 3,500 0 0 5600 1075H -0.67 20.63 0 0 0| 0 0 0 0 5700 1144H -0.69 20.38 0 0 0| 0 3 0 0 5800 1287H -0.74 19.78 0 0 0| 0 1 0 0 6000 1440H -0.79 19.27 0 0 0| 0 0 0 0 6200 1600 -0.83 18.72 0 0 0| 0 0 0 0 6400 1767 -0.87 18.18 0 0 0| 0 0 0 0 6600 1939 -0.90 17.59 0 0 0| 0 0 0 0 6800 2118 -0.93 17.13 0 0 0| 0 0 0 0 7000 2301H -0.95 16.77 0 0 0| 0 0 0 0 7200 Total 0 625 625| 500 98,389 +2,750 0 Total Puts 0 10,875 27,434| 129,874 1,965,504 +55,335 0 Grand Total 0 17,187,100 17,229,6| 189,046 3,562,702 +95,996 0 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 21 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | FTSE 100 Index Flex (European)**** (FLX) Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 39 Days 19 Mar 10 2054 0.99 51.91 0 0 0| 0 2,709 0 0 3001 721H 0.93 31.62 0 0 0| 0 0 0 0 4350 470 0.84 27.66 0 0 0| 0 4,705 0 0 4623 362 0.78 25.88 0 0 0| 0 2,200 0 0 4750 166H 0.55 22.47 0 0 0| 0 267 0 0 5020 49H 0.26 19.79 0 0 0| 0 65 0 0 5284 11 0.08 18.54 0 0 0| 0 0 -380 0 5512 8H 0.06 18.38 0 0 0| 0 202 0 0 5548 CAB 0.00 15.99 0 0 0| 0 3 0 0 5940 CAB 0.00 14.73 0 0 0| 0 133 0 0 6292 CAB 0.00 18.30 0 0 0| 0 2,709 0 0 9001 Total 0 0 0| 0 12,993 -380 0 Indicative a-t-m Vol 0.00 Underlying Price N/A Time to expiry: 67 Days 16 Apr 10 N/A 0.00 0 0 0| 0 1,335 0 0 4200 472 0.78 25.83 0 0 0| 0 0 0 0 4650 Total 0 0 0| 0 1,335 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 130 Days 18 Jun 10 1115H 0.90 31.46 0 0 0| 0 1,125 0 0 3925 758H 0.82 27.72 0 0 0| 0 100 0 0 4325 15H 0.07 17.34 0 0 0| 0 24 0 0 5852 11H 0.05 17.18 0 0 0| 0 250 0 0 5925 2 0.01 15.64 0 0 0| 0 461 0 0 6204 Total 0 0 0| 0 1,960 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 171 Days 29 Jul 10 295H 0.51 22.20 0 0 0| 0 265 0 0 5000 CAB 0.00 14.00 0 0 0| 0 265 0 0 7000 Total 0 0 0| 0 530 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 221 Days 17 Sep 10 80 0.20 18.75 0 0 0| 0 1,200 0 0 5650 75 0.19 18.63 0 0 0| 0 25 0 0 5676 64 0.17 18.39 0 0 0| 0 1,200 0 0 5732 35 0.11 17.68 0 0 0| 0 3,000 0 0 5925 29 0.09 17.48 0 0 0| 0 452 0 0 5984 25H 0.08 17.33 0 0 0| 0 1,000 0 0 6025 Total 0 0 0| 0 6,877 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 249 Days 15 Oct 10 390 0.54 22.94 0 0 0| 0 140 0 0 4920 2 0.01 15.57 0 0 0| 0 100 0 0 6720 Total 0 0 0| 0 240 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 253 Days 19 Oct 10 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 22 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 57 0.15 18.20 0 0 0| 0 535 0 0 5842 Total 0 0 0| 0 535 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 268 Days 3 Nov 10 1946 0.93 37.06 0 0 0| 0 155 0 0 3025 1 0.01 15.57 0 0 0| 0 155 0 0 7025 Total 0 0 0| 0 310 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 312 Days 17 Dec 10 1226 0.82 30.51 0 0 0| 0 775 0 0 3825 1139 0.81 29.56 0 0 0| 0 1,125 0 0 3925 1056 0.79 28.90 0 0 0| 0 625 0 0 4025 976 0.77 28.12 0 0 0| 0 240 0 0 4125 893 0.75 27.12 0 0 0| 0 1,000 0 0 4225 822 0.72 26.94 0 0 0| 0 10,500 0 0 4325 746 0.69 26.03 0 0 0| 0 625 0 0 4425 676 0.66 25.48 0 0 0| 0 8,750 0 0 4525 526H 0.59 24.02 0 0 0| 0 0 0 0 4750 484 0.57 23.87 0 0 0| 0 1,500 0 0 4825 424H 0.53 23.12 0 0 0| 0 8,000 0 0 4925 370 0.49 22.56 0 0 0| 0 7,050 0 0 5025 331 0.47 21.97 0 0 0| 0 115 0 0 5090 314 0.45 21.74 0 0 0| 0 1,000 0 0 5125 303 0.44 21.61 0 0 0| 0 9,500 0 0 5150 269H 0.41 21.22 0 0 0| 0 4,525 0 0 5225 227H 0.37 20.77 0 0 0| 0 500 0 0 5322 226H 0.37 20.76 0 0 0| 0 4,125 0 0 5325 208H 0.35 20.51 0 0 0| 0 1,125 0 0 5375 194 0.33 20.34 0 0 0| 0 1,000 0 0 5418 191H 0.33 20.32 0 0 0| 0 8,225 0 0 5425 180H 0.32 20.22 0 0 0| 0 500 0 0 5460 175H 0.31 20.18 0 0 0| 0 1,000 0 0 5475 163 0.30 20.04 0 0 0| 0 750 0 0 5512 158H 0.29 19.97 0 0 0| 0 10,875 0 0 5525 153H 0.29 19.88 0 0 0| 0 500 0 0 5540 152H 0.29 19.86 0 0 0| 0 22 0 0 5544 150H 0.28 19.83 0 0 0| 0 4,500 0 0 5550 150 0.28 19.81 0 0 0| 0 1,000 0 0 5553 137H 0.27 19.57 0 0 0| 0 1,000 0 0 5595 132 0.26 19.48 0 0 0| 0 2,500 0 0 5616 129H 0.26 19.44 0 0 0| 0 5,250 0 0 5625 125H 0.25 19.38 0 0 0| 0 750 0 0 5640 117 0.24 19.25 0 0 0| 0 1,250 0 0 5673 115H 0.24 19.23 0 0 0| 0 500 0 0 5678 103H 0.22 19.05 0 0 0| 0 11,935 0 0 5725 99 0.21 18.97 0 0 0| 0 500 0 0 5746 98H 0.21 18.96 0 0 0| 0 250 0 0 5748 98 0.21 18.96 0 0 0| 0 1,000 0 0 5750 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 23 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 88H 0.20 18.77 0 0 0| 0 500 0 0 5799 88 0.19 18.76 0 0 0| 0 500 0 0 5802 88 0.19 18.76 0 0 0| 0 2,250 0 0 5803 87 0.19 18.74 0 0 0| 0 366 0 0 5808 86H 0.19 18.73 0 0 0| 0 100 0 0 5810 84 0.19 18.68 0 0 0| 0 12,075 0 0 5825 77 0.18 18.56 0 0 0| 0 500 0 0 5862 76 0.17 18.54 0 0 0| 0 500 0 0 5867 68 0.16 18.42 0 0 0| 0 2,800 0 0 5909 66 0.16 18.39 0 0 0| 0 250 0 0 5922 65H 0.16 18.38 0 0 0| 0 4,875 0 0 5925 57H 0.14 18.25 0 0 0| 0 250 0 0 5989 57H 0.14 18.25 0 0 0| 0 100 0 0 5990 53H 0.13 18.18 0 0 0| 0 500 0 0 6020 53 0.13 18.17 0 0 0| 0 8,798 0 0 6025 53 0.13 18.16 0 0 0| 0 250 0 0 6027 52H 0.13 18.16 0 0 0| 0 150 0 0 6030 50 0.13 18.11 0 0 0| 0 150 0 0 6050 49H 0.12 18.10 0 0 0| 0 250 0 0 6055 48 0.12 18.07 0 0 0| 0 100 0 0 6065 47 0.12 18.05 0 0 0| 0 3,500 0 0 6075 40H 0.11 17.89 0 0 0| 0 9,950 0 0 6125 40 0.11 17.87 0 0 0| 0 1,250 0 0 6128 38 0.10 17.78 0 0 0| 0 4,700 0 0 6150 35H 0.10 17.68 0 0 0| 0 2,500 0 0 6175 34H 0.09 17.64 0 0 0| 0 1,000 0 0 6185 30H 0.09 17.46 0 0 0| 0 11,400 0 0 6225 21H 0.07 17.03 0 0 0| 0 4,250 0 0 6325 19H 0.06 16.91 0 0 0| 0 250 0 0 6354 19 0.06 16.86 0 0 0| 0 1,000 0 0 6365 17H 0.05 16.75 0 0 0| 0 1,000 0 0 6390 17H 0.05 16.75 0 0 0| 0 500 0 0 6391 16 0.05 16.74 0 0 0| 0 12,300 0 0 6425 15H 0.05 16.75 0 0 0| 0 1,000 0 0 6439 14H 0.05 16.77 0 0 0| 0 500 0 0 6455 14 0.05 16.79 0 0 0| 0 500 0 0 6478 13H 0.04 16.81 0 0 0| 0 1,000 0 0 6495 13 0.04 16.82 0 0 0| 0 1,750 0 0 6500 13 0.04 16.82 0 0 0| 0 500 0 0 6507 12H 0.04 16.84 0 0 0| 0 16,375 0 0 6525 11H 0.04 16.91 0 0 0| 0 1,000 0 0 6583 11H 0.04 16.91 0 0 0| 0 1,000 0 0 6585 10 0.03 16.82 0 0 0| 0 12,725 0 0 6625 6H 0.02 16.41 0 0 0| 0 3,000 0 0 6725 4H 0.02 16.13 0 0 0| 0 5,150 0 0 6825 3 0.01 16.30 0 0 0| 0 8,475 0 0 7025 2H 0.01 16.30 0 0 0| 0 250 0 0 7050 2 0.01 16.30 0 0 0| 0 3,750 0 0 7125 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 24 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1H 0.01 16.30 0 0 0| 0 9,500 0 0 7200 1H 0.01 16.30 0 0 0| 0 13,750 0 0 7225 1 0.01 16.30 0 0 0| 0 2,000 0 0 7325 1 0.00 16.30 0 0 0| 0 500 0 0 7425 H 0.00 16.30 0 0 0| 0 2,350 0 0 7525 CAB 0.00 16.30 0 0 0| 0 6,875 0 0 8025 CAB 0.00 16.30 0 0 0| 0 5,000 0 0 8525 CAB 0.00 16.30 0 0 0| 0 3,000 0 0 8625 CAB 0.00 16.30 0 0 0| 0 250 0 0 9025 CAB 0.00 16.30 0 0 0| 0 15,000 0 0 9625 CAB 0.00 16.30 0 0 0| 0 1,750 0 0 10025 Total 0 0 0| 0 320,201 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 403 Days 18 Mar 11 464H 0.52 22.96 0 0 0| 0 15 0 0 4928 309 0.42 21.27 0 0 0| 0 398 0 0 5236 Total 0 0 0| 0 413 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 431 Days 15 Apr 11 1050H 0.75 27.23 0 0 0| 0 777 0 0 4050 Total 0 0 0| 0 777 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 435 Days 19 Apr 11 438 0.50 22.61 0 0 0| 0 1,545 0 0 5000 8H 0.03 16.25 0 0 0| 0 1,545 0 0 7000 Total 0 0 0| 0 3,090 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 449 Days 3 May 11 444H 0.50 22.68 0 0 0| 0 255 0 0 5000 9 0.03 16.22 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 494 Days 17 Jun 11 725 0.62 24.73 0 0 0| 0 24 0 0 4532 523H 0.53 23.32 0 0 0| 0 357 0 0 4884 302 0.39 21.25 0 0 0| 0 750 0 0 5350 Total 0 0 0| 0 1,131 0 0 Indicative a-t-m Vol 0.00 Underlying Price N/A Time to expiry: 676 Days 16 Dec 11 N/A 0.00 0 0 0| 0 0 -2,750 0 3400 1504 0.78 30.34 0 0 0| 0 3,500 0 0 3500 1349 0.75 29.04 0 0 0| 0 925 0 0 3700 1200 0.72 28.04 0 0 0| 0 5,125 0 0 3900 1059 0.68 26.97 0 0 0| 0 8,425 0 0 4100 974 0.66 26.35 0 0 0| 0 5,375 0 0 4225 925 0.65 26.08 0 0 0| 0 9,100 0 0 4300 909 0.64 26.01 0 0 0| 0 6,500 0 0 4325 846 0.62 25.51 0 0 0| 0 750 0 0 4425 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 25 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 800 0.60 25.12 0 0 0| 0 5,050 0 0 4500 726 0.58 24.60 0 0 0| 0 400 0 0 4625 683 0.56 24.34 0 0 0| 0 1,575 0 0 4700 468 0.46 22.67 0 0 0| 0 1,000 0 0 5125 457 0.45 22.56 0 0 0| 0 200 0 0 5150 424 0.43 22.22 0 0 0| 0 375 0 0 5225 413 0.42 22.10 0 0 0| 0 3,500 0 0 5250 382 0.40 21.84 0 0 0| 0 1,000 0 0 5325 343 0.38 21.58 0 0 0| 0 250 0 0 5425 334 0.37 21.51 0 0 0| 0 3,500 0 0 5450 307 0.35 21.16 0 0 0| 0 500 0 0 5525 273 0.33 20.79 0 0 0| 0 600 0 0 5625 242 0.30 20.54 0 0 0| 0 1,850 0 0 5725 230 0.29 20.29 0 0 0| 0 1,250 0 0 5750 214 0.28 20.23 0 0 0| 0 1,925 0 0 5825 188 0.25 19.88 0 0 0| 0 2,375 0 0 5925 164 0.23 19.62 0 0 0| 0 750 0 0 6025 143 0.21 19.38 0 0 0| 0 3,250 0 0 6125 130 0.20 19.03 0 0 0| 0 1,250 0 0 6175 124 0.19 19.06 0 0 0| 0 3,500 0 0 6225 107 0.17 18.84 0 0 0| 0 2,750 0 0 6325 91 0.15 18.59 0 0 0| 0 1,925 0 0 6425 81 0.14 18.36 0 0 0| 0 6,250 0 0 6500 78 0.13 18.31 0 0 0| 0 6,230 0 0 6525 67 0.12 18.16 0 0 0| 0 7,000 0 0 6625 58 0.11 17.99 0 0 0| 0 500 0 0 6700 57 0.11 18.03 0 0 0| 0 2,250 0 0 6725 14 0.03 16.80 0 0 0| 0 250 0 0 7525 1 0.00 21.20 0 0 0| 0 3,750 0 0 11000 1 0.00 21.09 0 0 0| 0 8,250 0 0 11200 Total 0 0 0| 0 112,955 -2,750 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 767 Days 16 Mar 12 22H 0.04 21.05 0 0 0| 0 6,550 0 0 8625 Total 0 0 0| 0 6,550 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 802 Days 20 Apr 12 834 0.65 20.92 0 0 0| 0 364 0 0 4350 Total 0 0 0| 0 364 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 826 Days 14 May 12 248H 0.29 20.88 0 0 0| 0 145 0 0 6000 44 0.07 20.68 0 0 0| 0 145 0 0 8000 Total 0 0 0| 0 290 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1047 Days 21 Dec 12 2721 0.84 41.57 0 0 0| 0 875 0 0 2000 1514 0.72 28.96 0 0 0| 0 1,500 0 0 3500 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 26 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1469 0.71 29.80 0 0 0| 0 550 0 0 3600 1400 0.69 29.25 0 0 0| 0 1,250 0 0 3700 1333 0.68 28.70 0 0 0| 0 4,750 0 0 3800 1268 0.67 28.24 0 0 0| 0 1,750 0 0 3900 1204 0.65 27.83 0 0 0| 0 16,075 0 0 4000 1188 0.65 27.73 0 0 0| 0 6,000 0 0 4025 1141 0.64 27.47 0 0 0| 0 6,500 0 0 4100 1081 0.62 27.06 0 0 0| 0 29,450 0 0 4200 1022 0.61 26.58 0 0 0| 0 2,000 0 0 4300 1007 0.60 26.46 0 0 0| 0 125 0 0 4325 993 0.60 26.37 0 0 0| 0 18,000 0 0 4350 965 0.59 26.19 0 0 0| 0 13,230 0 0 4400 909 0.57 25.83 0 0 0| 0 7,575 0 0 4500 895 0.57 25.74 0 0 0| 0 3,000 0 0 4525 882 0.57 25.69 0 0 0| 0 6,500 0 0 4550 855 0.56 25.55 0 0 0| 0 2,250 0 0 4600 803 0.54 25.14 0 0 0| 0 8,000 0 0 4700 753 0.52 24.73 0 0 0| 0 750 0 0 4800 693H 0.50 24.01 0 0 0| 0 1,000 0 0 4900 658 0.48 24.10 0 0 0| 0 21,700 0 0 5000 646 0.48 24.02 0 0 0| 0 300 0 0 5025 613 0.47 23.86 0 0 0| 0 5,275 0 0 5100 570 0.45 23.44 0 0 0| 0 29,200 0 0 5200 528 0.43 23.05 0 0 0| 0 2,500 0 0 5300 501H 0.42 22.68 0 0 0| 0 750 0 0 5350 489 0.41 22.77 0 0 0| 0 6,625 0 0 5400 479 0.40 22.69 0 0 0| 0 8,375 0 0 5425 452 0.39 22.55 0 0 0| 0 4,500 0 0 5500 442 0.38 22.48 0 0 0| 0 4,500 0 0 5525 407H 0.37 21.93 0 0 0| 0 2,300 0 0 5600 407 0.37 22.12 0 0 0| 0 5,000 0 0 5625 382 0.35 21.86 0 0 0| 0 1,500 0 0 5700 374 0.35 21.79 0 0 0| 0 1,075 0 0 5725 362H 0.34 21.59 0 0 0| 0 250 0 0 5750 343 0.33 21.53 0 0 0| 0 3,375 0 0 5825 314 0.31 21.13 0 0 0| 0 125 0 0 5900 313 0.31 21.30 0 0 0| 0 2,250 0 0 5925 292 0.30 21.13 0 0 0| 0 3,310 0 0 6000 286 0.29 21.07 0 0 0| 0 6,925 0 0 6025 260 0.27 20.74 0 0 0| 0 2,750 0 0 6125 244 0.26 20.46 0 0 0| 0 750 0 0 6175 238H 0.26 20.41 0 0 0| 0 1,000 0 0 6200 236 0.26 20.48 0 0 0| 0 9,075 0 0 6225 213 0.24 20.27 0 0 0| 0 3,800 0 0 6325 193 0.22 20.12 0 0 0| 0 2,625 0 0 6425 178 0.21 19.86 0 0 0| 0 3,500 0 0 6500 174 0.21 19.82 0 0 0| 0 5,750 0 0 6525 160 0.19 19.60 0 0 0| 0 1,875 0 0 6600 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 27 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 156 0.19 19.56 0 0 0| 0 4,625 0 0 6625 141H 0.18 19.32 0 0 0| 0 500 0 0 6700 140 0.18 19.40 0 0 0| 0 1,375 0 0 6725 129 0.17 19.32 0 0 0| 0 80 0 0 6800 125 0.16 19.26 0 0 0| 0 2,300 0 0 6825 103 0.14 18.86 0 0 0| 0 3,875 0 0 7000 62 0.09 18.17 0 0 0| 0 2,000 0 0 7425 17H 0.03 17.12 0 0 0| 0 375 0 0 8425 15H 0.03 17.04 0 0 0| 0 80 0 0 8500 7H 0.02 16.51 0 0 0| 0 750 0 0 9000 1 0.00 15.43 0 0 0| 0 1,125 0 0 10025 Total 0 0 0| 0 289,175 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1131 Days 15 Mar 13 519 0.37 27.82 0 0 0| 0 250 0 0 6000 423H 0.32 27.51 0 0 0| 0 250 0 0 6400 397 0.31 27.17 0 0 0| 0 1,250 0 0 6500 347H 0.28 26.60 0 0 0| 0 250 0 0 6700 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1166 Days 19 Apr 13 865 0.55 25.32 0 0 0| 0 121 0 0 4650 Total 0 0 0| 0 121 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1411 Days 20 Dec 13 1566 0.70 28.12 0 0 0| 0 125 0 0 3500 1449 0.67 27.65 0 0 0| 0 300 0 0 3700 1386H 0.66 27.24 0 0 0| 0 2,850 0 0 3800 1267 0.64 26.66 0 0 0| 0 1,950 0 0 4000 1215 0.62 26.47 0 0 0| 0 1,000 0 0 4100 1162 0.61 26.19 0 0 0| 0 52,350 0 0 4200 1111H 0.60 25.99 0 0 0| 0 3,500 0 0 4300 1083H 0.59 25.79 0 0 0| 0 49,000 0 0 4350 1058H 0.58 25.71 0 0 0| 0 17,810 0 0 4400 1008 0.57 25.51 0 0 0| 0 4,700 0 0 4500 954H 0.56 25.11 0 0 0| 0 1,550 0 0 4600 911H 0.54 24.92 0 0 0| 0 250 0 0 4700 868 0.53 24.73 0 0 0| 0 750 0 0 4800 778 0.50 24.23 0 0 0| 0 3,250 0 0 5000 765 0.49 24.13 0 0 0| 0 750 0 0 5025 735H 0.48 24.05 0 0 0| 0 5,375 0 0 5100 699 0.47 23.85 0 0 0| 0 7,913 0 0 5200 680 0.46 23.72 0 0 0| 0 18,300 0 0 5250 659H 0.45 23.55 0 0 0| 0 1,625 0 0 5300 623 0.44 23.36 0 0 0| 0 27,900 0 0 5400 612H 0.43 23.26 0 0 0| 0 125 0 0 5425 604 0.43 23.23 0 0 0| 0 3,300 0 0 5450 594 0.42 23.15 0 0 0| 0 1,000 0 0 5475 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 28 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 583H 0.42 23.06 0 0 0| 0 2,500 0 0 5500 545H 0.40 22.83 0 0 0| 0 1,500 0 0 5600 427H 0.35 22.10 0 0 0| 0 100 0 0 6000 294H 0.27 20.91 0 0 0| 0 1,000 0 0 6500 193H 0.20 19.83 0 0 0| 0 500 0 0 7000 Total 0 0 0| 0 211,273 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1529 Days 17 Apr 14 1011H 0.64 18.49 0 0 0| 0 500 0 0 4100 955H 0.55 24.22 0 0 0| 0 146 0 0 4600 Total 0 0 0| 0 646 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1593 Days 20 Jun 14 1284 0.58 32.59 0 0 0| 0 1,000 0 0 4500 708 0.41 28.68 0 0 0| 0 1,000 0 0 6000 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1603 Days 30 Jun 14 779H 0.49 22.80 0 0 0| 0 1,550 0 0 5000 286 0.27 19.28 0 0 0| 0 1,550 0 0 6500 Total 0 0 0| 0 3,100 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1775 Days 19 Dec 14 1895H 0.73 27.87 0 0 0| 0 13,000 0 0 3000 1318H 0.62 25.80 0 0 0| 0 25,050 0 0 4000 1273 0.61 25.71 0 0 0| 0 2,000 0 0 4100 1224H 0.60 25.53 0 0 0| 0 1,750 0 0 4200 1178H 0.59 25.44 0 0 0| 0 2,500 0 0 4300 1130 0.58 25.26 0 0 0| 0 625 0 0 4400 1084H 0.56 25.17 0 0 0| 0 2,125 0 0 4500 1060 0.56 24.97 0 0 0| 0 18,000 0 0 4550 1035 0.55 24.77 0 0 0| 0 2,500 0 0 4600 996H 0.54 24.67 0 0 0| 0 18,500 0 0 4700 916H 0.52 24.42 0 0 0| 0 3,200 0 0 4900 872H 0.50 24.19 0 0 0| 0 23,875 0 0 5000 835 0.49 24.12 0 0 0| 0 20,565 0 0 5100 803 0.48 24.02 0 0 0| 0 19,300 0 0 5200 785H 0.47 23.93 0 0 0| 0 14,000 0 0 5250 763H 0.46 23.72 0 0 0| 0 5,750 0 0 5300 732 0.45 23.64 0 0 0| 0 2,750 0 0 5400 721 0.45 23.54 0 0 0| 0 1,000 0 0 5425 691H 0.44 23.33 0 0 0| 0 5,625 0 0 5500 658 0.43 23.19 0 0 0| 0 2,125 0 0 5600 650 0.42 23.17 0 0 0| 0 1,000 0 0 5625 504 0.36 22.22 0 0 0| 0 6,000 0 0 6100 281 0.25 20.37 0 0 0| 0 10,500 0 0 7000 89 0.11 17.56 0 0 0| 0 6,000 0 0 8300 Total 0 0 0| 0 207,740 0 0 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Calls 0 0 0| 0 1,187,116 -3,130 0 | Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 30 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | FTSE 100 Index Flex (European)**** (FLX) Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 39 Days 19 Mar 10 CAB 0.00 54.83 0 0 0| 0 5,500 0 0 2550 CAB 0.00 54.43 0 0 0| 0 515 0 0 2700 CAB 0.00 51.91 0 0 0| 0 2,709 0 0 3001 H 0.00 48.60 0 0 0| 0 5,500 0 0 3250 5H -0.02 36.86 0 0 0| 0 4,705 0 0 4017 67 -0.25 25.09 0 0 0| 0 380 0 0 4810 96H -0.35 23.60 0 0 0| 0 390 0 0 4925 3941 -0.99 18.30 0 0 0| 0 2,709 0 0 9001 Total 0 0 0| 0 22,408 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 67 Days 16 Apr 10 CAB 0.00 30.98 0 0 0| 0 500 0 0 2900 CAB 0.00 30.98 0 0 0| 0 340 0 0 3000 H 0.00 30.98 0 0 0| 0 850 0 0 3550 2 -0.01 30.98 0 0 0| 0 500 0 0 3700 Total 0 0 0| 0 2,190 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 130 Days 18 Jun 10 15H -0.03 36.40 0 0 0| 0 2,768 0 0 3450 38 -0.08 31.46 0 0 0| 0 1,125 0 0 3925 332H -0.55 21.01 0 0 0| 0 0 0 0 5150 929 -0.93 17.18 0 0 0| 0 250 0 0 5925 Total 0 0 0| 0 4,143 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 171 Days 29 Jul 10 309 -0.46 22.20 0 0 0| 0 265 0 0 5000 2006H -0.98 14.00 0 0 0| 0 265 0 0 7000 Total 0 0 0| 0 530 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 221 Days 17 Sep 10 228H -0.32 24.67 0 0 0| 0 1,200 0 0 4650 271H -0.37 23.87 0 0 0| 0 1,200 0 0 4775 Total 0 0 0| 0 2,400 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 249 Days 15 Oct 10 352 -0.43 22.94 0 0 0| 0 100 0 0 4920 1754 -0.96 15.57 0 0 0| 0 100 0 0 6720 Total 0 0 0| 0 200 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 268 Days 3 Nov 10 31H -0.04 37.06 0 0 0| 0 155 0 0 3025 2061H -0.96 15.57 0 0 0| 0 155 0 0 7025 Total 0 0 0| 0 310 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 312 Days 17 Dec 10 11 -0.01 42.72 0 0 0| 0 250 0 0 2250 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 31 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 18 -0.02 40.79 0 0 0| 0 1,370 0 0 2500 18H -0.02 40.43 0 0 0| 0 3,000 0 0 2525 39 -0.05 36.14 0 0 0| 0 6,000 0 0 3025 74H -0.09 31.62 0 0 0| 0 17,000 0 0 3525 84 -0.10 30.79 0 0 0| 0 1,500 0 0 3625 112 -0.14 29.70 0 0 0| 0 1,025 0 0 3825 116 -0.14 29.53 0 0 0| 0 236 0 0 3850 127 -0.15 29.01 0 0 0| 0 2,375 0 0 3925 142 -0.17 28.33 0 0 0| 0 4,500 0 0 4025 163 -0.19 27.73 0 0 0| 0 240 0 0 4125 184H -0.22 27.12 0 0 0| 0 3,250 0 0 4225 206 -0.24 26.50 0 0 0| 0 7,938 0 0 4325 236 -0.27 26.03 0 0 0| 0 1,000 0 0 4425 243H -0.28 25.90 0 0 0| 0 2,800 0 0 4450 265 -0.30 25.48 0 0 0| 0 8,750 0 0 4525 295H -0.33 24.86 0 0 0| 0 375 0 0 4625 330 -0.36 24.17 0 0 0| 0 4,500 0 0 4725 366 -0.40 23.59 0 0 0| 0 7,500 0 0 4825 410H -0.43 23.12 0 0 0| 0 3,250 0 0 4925 455H -0.47 22.56 0 0 0| 0 7,525 0 0 5025 480H -0.50 21.97 0 0 0| 0 100 0 0 5090 498H -0.51 21.74 0 0 0| 0 180 0 0 5125 512 -0.52 21.61 0 0 0| 0 9,500 0 0 5150 553 -0.55 21.22 0 0 0| 0 3,000 0 0 5225 607H -0.59 20.77 0 0 0| 0 500 0 0 5322 609H -0.59 20.76 0 0 0| 0 5,250 0 0 5325 641 -0.61 20.51 0 0 0| 0 1,125 0 0 5375 669 -0.63 20.34 0 0 0| 0 1,000 0 0 5418 673H -0.63 20.32 0 0 0| 0 5,250 0 0 5425 697 -0.64 20.22 0 0 0| 0 500 0 0 5460 707H -0.65 20.18 0 0 0| 0 1,000 0 0 5475 731H -0.66 20.04 0 0 0| 0 750 0 0 5512 739H -0.67 19.97 0 0 0| 0 12,575 0 0 5525 750 -0.68 19.88 0 0 0| 0 500 0 0 5540 757 -0.68 19.83 0 0 0| 0 4,500 0 0 5550 759 -0.68 19.81 0 0 0| 0 1,000 0 0 5553 788H -0.70 19.57 0 0 0| 0 1,000 0 0 5595 803H -0.70 19.48 0 0 0| 0 2,500 0 0 5616 810 -0.71 19.44 0 0 0| 0 4,375 0 0 5625 821 -0.71 19.38 0 0 0| 0 750 0 0 5640 845 -0.73 19.25 0 0 0| 0 1,250 0 0 5673 848H -0.73 19.23 0 0 0| 0 500 0 0 5678 883 -0.74 19.05 0 0 0| 0 6,880 0 0 5725 899H -0.75 18.97 0 0 0| 0 500 0 0 5746 901 -0.75 18.96 0 0 0| 0 250 0 0 5748 902H -0.75 18.96 0 0 0| 0 1,000 0 0 5750 942 -0.77 18.77 0 0 0| 0 500 0 0 5799 944 -0.77 18.76 0 0 0| 0 500 0 0 5802 945 -0.77 18.76 0 0 0| 0 2,250 0 0 5803 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 32 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 950H -0.77 18.73 0 0 0| 0 100 0 0 5810 962H -0.78 18.68 0 0 0| 0 9,600 0 0 5825 992H -0.79 18.56 0 0 0| 0 500 0 0 5862 996H -0.79 18.54 0 0 0| 0 500 0 0 5867 1041 -0.81 18.39 0 0 0| 0 250 0 0 5922 1043H -0.81 18.38 0 0 0| 0 4,900 0 0 5925 1099 -0.82 18.25 0 0 0| 0 250 0 0 5989 1100 -0.82 18.25 0 0 0| 0 100 0 0 5990 1126 -0.83 18.18 0 0 0| 0 500 0 0 6020 1130H -0.83 18.17 0 0 0| 0 5,523 0 0 6025 1132 -0.83 18.16 0 0 0| 0 250 0 0 6027 1135 -0.83 18.16 0 0 0| 0 150 0 0 6030 1152 -0.84 18.11 0 0 0| 0 150 0 0 6050 1156H -0.84 18.10 0 0 0| 0 250 0 0 6055 1165 -0.84 18.07 0 0 0| 0 100 0 0 6065 1174 -0.84 18.05 0 0 0| 0 3,500 0 0 6075 1217 -0.86 17.89 0 0 0| 0 10,450 0 0 6125 1219H -0.86 17.87 0 0 0| 0 1,250 0 0 6128 1257 -0.87 17.07 0 0 0| 0 2,500 0 0 6175 1270H -0.87 17.64 0 0 0| 0 1,000 0 0 6185 1306 -0.88 17.46 0 0 0| 0 8,425 0 0 6225 1396H -0.90 17.03 0 0 0| 0 4,150 0 0 6325 1423H -0.90 16.91 0 0 0| 0 250 0 0 6354 1433H -0.90 16.86 0 0 0| 0 1,000 0 0 6365 1457 -0.91 16.75 0 0 0| 0 1,000 0 0 6390 1458 -0.91 16.75 0 0 0| 0 500 0 0 6391 1490 -0.91 16.74 0 0 0| 0 5,300 0 0 6425 1499 -0.92 15.74 0 0 0| 0 1,000 0 0 6439 1514 -0.92 16.76 0 0 0| 0 5,000 0 0 6450 1518H -0.92 16.77 0 0 0| 0 500 0 0 6455 1540H -0.92 16.79 0 0 0| 0 500 0 0 6478 1557 -0.92 16.81 0 0 0| 0 1,000 0 0 6495 1568H -0.92 16.82 0 0 0| 0 500 0 0 6507 1586 -0.92 16.84 0 0 0| 0 10,250 0 0 6525 1642H -0.93 16.91 0 0 0| 0 1,000 0 0 6583 1644H -0.93 16.91 0 0 0| 0 1,000 0 0 6585 1682H -0.93 16.82 0 0 0| 0 9,825 0 0 6625 1778H -0.94 16.41 0 0 0| 0 1,750 0 0 6725 1875H -0.95 16.13 0 0 0| 0 500 0 0 6825 2072 -0.95 16.13 0 0 0| 0 600 0 0 7025 2368 -0.96 16.11 0 0 0| 0 2,000 0 0 7325 Total 0 0 0| 0 251,242 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 375 Days 18 Feb 11 700H -0.60 20.56 0 0 0| 0 0 0 0 5401 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 403 Days 18 Mar 11 83H -0.09 31.92 0 0 0| 0 2,123 0 0 3350 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 33 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 0| 0 2,123 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 431 Days 15 Apr 11 46 -0.05 35.84 0 0 0| 0 73 0 0 2800 Total 0 0 0| 0 73 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 435 Days 19 Apr 11 525H -0.45 22.61 0 0 0| 0 1,545 0 0 5000 2065 -0.92 16.25 0 0 0| 0 1,545 0 0 7000 Total 0 0 0| 0 3,090 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 437 Days 21 Apr 11 256 -0.25 26.00 0 0 0| 0 1,663 0 0 4270 798 -0.62 20.48 0 0 0| 0 1,663 0 0 5490 Total 0 0 0| 0 3,326 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 449 Days 3 May 11 536 -0.45 22.68 0 0 0| 0 255 0 0 5000 2068 -0.92 16.22 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 494 Days 17 Jun 11 748H -0.56 21.25 0 0 0| 0 750 0 0 5350 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 585 Days 16 Sep 11 231H -0.17 30.55 0 0 0| 0 8 0 0 3740 392 -0.26 29.95 0 0 0| 0 410 0 0 4224 Total 0 0 0| 0 418 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 667 Days 7 Dec 11 1729 -0.65 27.68 0 0 0| 0 4,267 0 0 6359 Total 0 0 0| 0 4,267 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 676 Days 16 Dec 11 41 -0.03 37.52 0 0 0| 0 2,500 0 0 2200 51 -0.04 33.95 0 0 0| 0 4,530 0 0 2500 70 -0.05 34.82 0 0 0| 0 3,500 0 0 2600 112 -0.09 32.40 0 0 0| 0 9,225 0 0 3000 139 -0.11 31.36 0 0 0| 0 6,000 0 0 3200 N/A 0.00 0 0 0| 0 0 -2,500 0 3400 189 -0.14 29.79 0 0 0| 0 6,125 0 0 3500 215 -0.16 28.76 0 0 0| 0 12 0 0 3652 229 -0.17 28.70 0 0 0| 0 4,175 0 0 3700 276 -0.20 27.86 0 0 0| 0 1,125 0 0 3900 308 -0.22 27.24 0 0 0| 0 2,000 0 0 4025 309 -0.23 26.86 0 0 0| 0 140 0 0 4048 329 -0.24 26.85 0 0 0| 0 8,115 0 0 4100 366 -0.26 26.30 0 0 0| 0 375 0 0 4225 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 34 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 390 -0.28 26.05 0 0 0| 0 5,825 0 0 4300 399 -0.28 26.02 0 0 0| 0 2,250 0 0 4325 443 -0.30 25.95 0 0 0| 0 625 0 0 4425 460 -0.32 25.17 0 0 0| 0 3,975 0 0 4500 508 -0.35 24.69 0 0 0| 0 150 0 0 4625 539 -0.36 24.50 0 0 0| 0 2,075 0 0 4700 737 -0.47 22.91 0 0 0| 0 1,000 0 0 5125 750 -0.47 22.79 0 0 0| 0 200 0 0 5150 791 -0.49 22.51 0 0 0| 0 375 0 0 5225 905 -0.54 21.95 0 0 0| 0 250 0 0 5425 966 -0.57 21.57 0 0 0| 0 500 0 0 5525 1030 -0.59 21.25 0 0 0| 0 350 0 0 5625 1096 -0.61 21.02 0 0 0| 0 1,650 0 0 5725 1153H -0.60 22.66 0 0 0| 0 1,250 0 0 5750 1165 -0.64 20.78 0 0 0| 0 1,125 0 0 5825 1237 -0.66 20.50 0 0 0| 0 2,125 0 0 5925 1310 -0.68 20.26 0 0 0| 0 750 0 0 6025 1386 -0.70 20.15 0 0 0| 0 3,250 0 0 6125 1440 -0.70 20.82 0 0 0| 0 1,250 0 0 6175 1465 -0.72 19.91 0 0 0| 0 1,250 0 0 6225 1545 -0.74 19.72 0 0 0| 0 2,750 0 0 6325 1628 -0.75 19.70 0 0 0| 0 1,500 0 0 6425 1712 -0.77 19.58 0 0 0| 0 4,125 0 0 6525 1798 -0.78 19.47 0 0 0| 0 4,750 0 0 6625 1885 -0.80 19.43 0 0 0| 0 2,250 0 0 6725 Total 0 0 0| 0 93,422 -2,500 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 767 Days 16 Mar 12 61 -0.07 21.07 0 0 0| 0 2,123 0 0 3350 101 -0.11 21.06 0 0 0| 0 1,750 0 0 3600 Total 0 0 0| 0 3,873 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 802 Days 20 Apr 12 16 -0.02 20.98 0 0 0| 0 170 0 0 2800 88H -0.10 20.96 0 0 0| 0 267 0 0 3500 Total 0 0 0| 0 437 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 826 Days 14 May 12 1313H -0.63 20.88 0 0 0| 0 145 0 0 6000 3014H -0.84 20.68 0 0 0| 0 145 0 0 8000 Total 0 0 0| 0 290 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 858 Days 15 Jun 12 4H -0.01 20.67 0 0 0| 0 1,000 0 0 2400 30 -0.04 20.59 0 0 0| 0 100 0 0 3000 761 -0.47 20.49 0 0 0| 0 1,000 0 0 5200 1781H -0.72 20.45 0 0 0| 0 1,000 0 0 6600 1800H -0.72 20.30 0 0 0| 0 2,283 0 0 6627 Total 0 0 0| 0 5,383 0 0 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 35 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 956 Days 21 Sep 12 506H -0.35 19.93 0 0 0| 0 11,000 0 0 4700 Total 0 0 0| 0 11,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1047 Days 21 Dec 12 6H 0.00 42.40 0 0 0| 0 2,500 0 0 1000 59 -0.04 36.37 0 0 0| 0 6,200 0 0 2000 78 -0.05 35.29 0 0 0| 0 1,250 0 0 2200 98H -0.06 34.17 0 0 0| 0 1,000 0 0 2400 111 -0.07 33.60 0 0 0| 0 4,520 0 0 2500 114 -0.07 33.48 0 0 0| 0 3,000 0 0 2525 185 -0.11 31.13 0 0 0| 0 4,875 0 0 3000 189 -0.11 31.02 0 0 0| 0 4,500 0 0 3025 263H -0.15 29.36 0 0 0| 0 1,125 0 0 3400 287 -0.16 28.96 0 0 0| 0 2,000 0 0 3500 310H -0.17 28.57 0 0 0| 0 1,300 0 0 3600 334 -0.19 28.18 0 0 0| 0 1,000 0 0 3700 363H -0.20 27.78 0 0 0| 0 7,500 0 0 3800 392H -0.21 27.38 0 0 0| 0 1,750 0 0 3900 422 -0.23 26.99 0 0 0| 0 10,725 0 0 4000 453H -0.24 26.69 0 0 0| 0 15,450 0 0 4100 485 -0.26 26.30 0 0 0| 0 11,850 0 0 4200 524 -0.28 26.01 0 0 0| 0 3,700 0 0 4300 533 -0.28 25.91 0 0 0| 0 2,450 0 0 4325 560 -0.29 25.61 0 0 0| 0 24,205 0 0 4400 598H -0.31 25.32 0 0 0| 0 8,913 0 0 4500 607H -0.31 25.22 0 0 0| 0 1,000 0 0 4525 634H -0.33 24.92 0 0 0| 0 2,375 0 0 4600 724 -0.36 24.33 0 0 0| 0 250 0 0 4800 769H -0.38 24.01 0 0 0| 0 3,650 0 0 4900 816 -0.40 23.73 0 0 0| 0 4,725 0 0 5000 827 -0.41 23.63 0 0 0| 0 3,750 0 0 5025 863 -0.42 23.44 0 0 0| 0 5,525 0 0 5100 916H -0.44 23.14 0 0 0| 0 5,175 0 0 5200 970 -0.46 22.84 0 0 0| 0 4,750 0 0 5300 996H -0.47 22.68 0 0 0| 0 750 0 0 5350 1024 -0.48 22.55 0 0 0| 0 6,000 0 0 5400 1036H -0.48 22.45 0 0 0| 0 5,500 0 0 5425 1077H -0.50 22.25 0 0 0| 0 6,850 0 0 5500 1135 -0.52 21.93 0 0 0| 0 2,050 0 0 5600 1150H -0.52 21.85 0 0 0| 0 350 0 0 5625 1214H -0.54 21.66 0 0 0| 0 1,075 0 0 5725 1230 -0.54 21.59 0 0 0| 0 250 0 0 5750 1275H -0.56 21.36 0 0 0| 0 2,875 0 0 5825 1321 -0.57 21.13 0 0 0| 0 125 0 0 5900 1336H -0.58 21.06 0 0 0| 0 2,500 0 0 5925 1388 -0.59 20.97 0 0 0| 0 3,250 0 0 6000 1404H -0.59 20.87 0 0 0| 0 2,800 0 0 6025 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 36 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1472 -0.61 20.56 0 0 0| 0 2,250 0 0 6125 1507H -0.62 20.46 0 0 0| 0 750 0 0 6175 1543 -0.63 20.37 0 0 0| 0 2,450 0 0 6225 1594 -0.64 20.16 0 0 0| 0 1,250 0 0 6300 1613H -0.65 20.17 0 0 0| 0 3,800 0 0 6325 1685H -0.66 19.97 0 0 0| 0 3,125 0 0 6425 1759H -0.68 19.67 0 0 0| 0 5,500 0 0 6525 1836 -0.69 19.47 0 0 0| 0 3,875 0 0 6625 1912H -0.71 19.27 0 0 0| 0 2,375 0 0 6725 1991H -0.72 19.17 0 0 0| 0 350 0 0 6825 2154 -0.75 18.77 0 0 0| 0 1,000 0 0 7025 Total 0 0 0| 0 212,113 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1102 Days 14 Feb 13 1165H -0.41 28.85 0 0 0| 0 4,000 0 0 5300 1544H -0.49 28.40 0 0 0| 0 3,000 0 0 5900 Total 0 0 0| 0 7,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1131 Days 15 Mar 13 299H -0.17 27.93 0 0 0| 0 2,160 0 0 3550 Total 0 0 0| 0 2,160 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1166 Days 19 Apr 13 92H -0.07 26.12 0 0 0| 0 146 0 0 2800 352 -0.20 25.42 0 0 0| 0 243 0 0 3850 Total 0 0 0| 0 389 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1411 Days 20 Dec 13 220 -0.11 29.77 0 0 0| 0 13,125 0 0 3000 334H -0.16 28.12 0 0 0| 0 125 0 0 3500 396 -0.18 27.65 0 0 0| 0 300 0 0 3700 422H -0.20 27.24 0 0 0| 0 2,950 0 0 3800 452H -0.21 26.96 0 0 0| 0 9,000 0 0 3900 481H -0.22 26.66 0 0 0| 0 10,200 0 0 4000 518H -0.23 26.47 0 0 0| 0 725 0 0 4100 555H -0.25 26.19 0 0 0| 0 4,450 0 0 4200 594 -0.26 25.99 0 0 0| 0 3,500 0 0 4300 630H -0.27 25.71 0 0 0| 0 25,150 0 0 4400 669 -0.29 25.51 0 0 0| 0 1,850 0 0 4500 704H -0.30 25.11 0 0 0| 0 1,550 0 0 4600 750H -0.32 24.92 0 0 0| 0 250 0 0 4700 841 -0.35 24.48 0 0 0| 0 13,000 0 0 4900 885 -0.36 24.23 0 0 0| 0 3,250 0 0 5000 894H -0.37 24.13 0 0 0| 0 750 0 0 5025 931H -0.38 24.05 0 0 0| 0 5,375 0 0 5100 984H -0.39 23.85 0 0 0| 0 6,038 0 0 5200 1034 -0.41 23.55 0 0 0| 0 5,500 0 0 5300 1087H -0.42 23.36 0 0 0| 0 4,775 0 0 5400 1099 -0.43 23.26 0 0 0| 0 125 0 0 5425 Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 37 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1125 -0.43 23.15 0 0 0| 0 1,000 0 0 5475 1136H -0.44 23.06 0 0 0| 0 16,000 0 0 5500 1188 -0.45 22.83 0 0 0| 0 1,500 0 0 5600 1264H -0.47 22.69 0 0 0| 0 250 0 0 5725 1362 -0.50 22.14 0 0 0| 0 7,000 0 0 5900 1427 -0.51 22.10 0 0 0| 0 100 0 0 6000 Total 0 0 0| 0 137,838 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1502 Days 21 Mar 14 93H -0.10 15.66 0 0 0| 0 2,160 0 0 3550 Total 0 0 0| 0 2,160 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1529 Days 17 Apr 14 295 -0.12 33.40 0 0 0| 0 510 0 0 2950 436H -0.16 32.16 0 0 0| 0 534 0 0 3450 Total 0 0 0| 0 1,044 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 1775 Days 19 Dec 14 137 -0.07 29.20 0 0 0| 0 1,993 0 0 2500 229H -0.11 27.87 0 0 0| 0 19,330 0 0 3000 388 -0.17 26.78 0 0 0| 0 2,500 0 0 3600 506H -0.21 25.80 0 0 0| 0 25,875 0 0 4000 546 -0.22 25.71 0 0 0| 0 2,000 0 0 4100 583 -0.23 25.53 0 0 0| 0 2,000 0 0 4200 623 -0.24 25.44 0 0 0| 0 8,750 0 0 4300 659H -0.26 25.26 0 0 0| 0 3,125 0 0 4400 699H -0.27 25.17 0 0 0| 0 16,500 0 0 4500 735H -0.28 24.77 0 0 0| 0 2,500 0 0 4600 782 -0.29 24.67 0 0 0| 0 750 0 0 4700 873 -0.32 24.42 0 0 0| 0 3,200 0 0 4900 914H -0.33 24.19 0 0 0| 0 16,375 0 0 5000 962 -0.34 24.12 0 0 0| 0 13,710 0 0 5100 1015H -0.36 24.02 0 0 0| 0 5,700 0 0 5200 1061 -0.37 23.72 0 0 0| 0 16,250 0 0 5300 1115 -0.38 23.64 0 0 0| 0 750 0 0 5400 1160H -0.40 23.33 0 0 0| 0 4,875 0 0 5500 1211H -0.41 23.19 0 0 0| 0 125 0 0 5600 1439 -0.46 22.69 0 0 0| 0 3,500 0 0 6000 1722 -0.52 21.52 0 0 0| 0 350 0 0 6500 Total 0 0 0| 0 150,158 0 0 Total Puts 0 0 0| 0 925,247 -2,500 0 Indicative a-t-m Vol 0.00 Underlying Price 3607.270 Time to expiry: 221 Days 17 Sep 10 223.900 -0.38 25.58 0 0 0| 0 180 0 0 3400 Total 0 0 0| 0 180 0 0 Total Puts 0 0 0| 0 180 0 0 Grand Total 0 11,900,000 11,900,0| 0 2,112,363 -5,630 0 CAC 40 Index (YCC) Equity Index Options 22:16 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 38 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 3607.270 Time to expiry: 221 Days 17 Sep 10 221.850 -0.38 25.58 0 0 0| 0 0 0 0 3400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5092H Time to expiry: 39 Days 19 Mar 10 3941 -0.99 18.30 0 0 0| 0 0 0 0 9001 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Grand Total 0 11,940,000 11,940,0| 0 2,112,543 -5,630 0 FTSE 100 Index (XUK) Grand Total 0 11,960,000 11,960,0| 0 2,112,543 -5,630 0 FTSE 250 Index FLEX Option (YFS) Indicative a-t-m Vol 0.00 Underlying Price 9010.4 Time to expiry: 39 Days 19 Mar 10 81.0 -0.22 20.84 0 0 0| 0 140 0 0 8550 247.5 -0.50 20.01 0 0 0| 0 140 0 0 9014 Total 0 0 0| 0 280 0 0 Total Puts 0 0 0| 0 280 0 0 Grand Total 0 12,040,000 12,040,0| 0 2,112,987 -5,630 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3419.060 Time to expiry: 312 Days 17 Dec 10 1194.290 -0.89 21.74 0 0 0| 0 3,000 0 0 4500 Total 0 0 0| 0 3,000 0 0 Total Puts 0 0 0| 0 3,000 0 0 Grand Total 0 12,080,000 12,080,0| 0 2,118,987 -5,630 0