Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -20 0 3600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 3800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 3900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6 0 4000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 4100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2 0 4200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -5 0 4300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -8 0 4400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 4450 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -11 0 4500 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 4550 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -247 0 4600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -50 0 4650 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -93 0 4700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -74 0 4750 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -24 0 4775 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -344 0 4800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -35 0 4825 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -78 0 4850 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -48 0 4875 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,414 0 4900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -562 0 4925 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,940 0 4950 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -58 0 4975 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,869 0 5000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -148 0 5025 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -490 0 5050 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -156 0 5075 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,965 0 5100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,518 0 5125 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,942 0 5150 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -206 0 5175 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -12,863 0 5200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,136 0 5225 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4,015 0 5250 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,659 0 5275 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -11,630 0 5300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -899 0 5325 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -9,581 0 5350 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,783 0 5375 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -8,226 0 5400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -871 0 5425 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4,231 0 5450 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,197 0 5475 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -5,864 0 5500 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4,726 0 5550 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6,250 0 5600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,599 0 5650 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,253 0 5700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -659 0 5750 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -989 0 5800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -451 0 5850 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -903 0 5900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -281 0 5950 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,057 0 6000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -242 0 6050 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -575 0 6100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -363 0 6150 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -206 0 6200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,522 0 6300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -989 0 6400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -742 0 6600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -25 0 6800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -20 0 7200 TotalN/A N/A N/A | N/A N/A -106,120 0 Indicative a-t-m Vol 23.04 Underlying Price 5157 Time to expiry: 24 Days Sep 10 3355H 1.00 37.60 0 0 0| 0 185 0 0 1800 3155H 1.00 55.05 0 0 0| 0 12 0 0 2000 2955H 1.00 64.88 0 0 0| 0 8 0 0 2200 2755H 1.00 69.53 0 0 0| 0 0 0 0 2400 2556 1.00 70.66 0 0 0| 0 0 0 0 2600 2356 1.00 69.44 0 0 0| 0 11 0 0 2800 2156 1.00 66.66 0 0 0| 0 500 0 0 3000 1956H 1.00 62.89 0 0 0| 0 0 0 0 3200 1856H 1.00 60.76 0 0 0| 0 0 0 0 3300 1757 1.00 58.52 0 0 0| 0 0 0 0 3400 1657 1.00 56.22 0 0 0| 0 400 0 0 3500 1557H 1.00 53.87 0 0 0| 0 1 0 0 3600 1457H 0.99 51.50 0 0 0| 0 1 0 0 3700 1357H 0.99 47.49 0 0 0| 0 0 0 0 3800 1258 0.99 45.68 0 0 0| 0 0 0 0 3900 1159 0.99 44.60 0 0 0| 0 3 0 0 4000 1060 0.98 41.78 0 0 0| 0 100 0 0 4100 961 0.98 39.97 0 0 0| 0 200 0 0 4200 863 0.97 38.32 0 0 0| 0 654 0 0 4300 765 0.96 36.03 0 0 0| 0 13 0 0 4400 716H 0.95 34.74 0 0 0| 0 0 0 0 4450 669 0.94 34.40 0 0 0| 0 2,428 0 0 4500 621H 0.93 33.48 0 0 0| 0 0 0 0 4550 574 0.92 32.59 0 0 0| 0 531 0 0 4600 527 0.90 31.57 0 0 0| 0 10 0 0 4650 481 0.88 30.73 0 0 0| 0 12 0 0 4700 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 436 0.86 29.86 0 0 0| 0 2 0 0 4750 391H 0.84 28.94 0 0 0| 0 1,934 -1 0 4800 348H 0.81 28.14 0 0 0| 0 31 0 0 4850 290 306H 0.77 27.25 290 290 0 0 1| 0 4,423 0 0 4900 253H 266H 0.73 26.40 268 240 0 0 26| 0 470 0 0 4950 253 228 0.69 25.59 253 S 194 0 0 33| 39 9,599 +7 0 5000 208H 192 0.64 24.74 208H 161 0 0 56| 5 636 +5 0 5050 173 158H 0.58 23.95 173 146HS 0 0 331| 5 8,053 +2 0 5100 134H 143 0.55 23.54 143 133 0 0 62| 0 92 0 0 5125 144 128 0.52 23.19 144 121 0 0 43| 25 2,432 +24 0 5150 129 113H 0.49 22.64 129 105HS 0 0 136| 27 750 0 0 5175 116H 100 0.45 22.22 118 84 0 2,500 2,939| 838 14,121 -955 0 5200 104H 87H 0.42 21.87 104H 88 0 0 121| 82 254 +82 0 5225 90H 76 0.39 21.50 91H 69H 0 0 316| 254 1,427 +17 0 5250 77 65H 0.35 21.16 78H 65H 0 0 59| 146 348 +95 0 5275 66 55H 0.32 20.73 67H 45H 0 2,500 3,063| 297 12,543 -58 0 5300 57H 47 0.28 20.42 57H 40H 0 0 54| 34 381 +11 0 5325 48H 39 0.25 20.03 48H 31H 0 0 602| 209 2,701 -1,088 0 5350 35H 32H 0.22 19.72 35H 35H 0 0 10| 64 431 +64 0 5375 31 26H 0.19 19.40 31H 23H 0 3,500 4,910| 3,623 19,281 +2,181 0 5400 18H 21H 0.16 19.07 19HS 18 0 0 42| 145 459 +145 0 5425 20 17 0.13 18.73 20 13 0 0 220| 427 2,270 -69 0 5450 15 13H 0.11 18.59 15 S 15 S 0 0 5| 65 2,222 +64 0 5475 12 10H 0.09 18.24 12 9 0 0 907| 1,731 25,037 +316 0 5500 7 6 0.06 17.85 7H 6 0 0 170| 730 3,351 +268 0 5550 5 3H 0.04 17.67 5 3H 0 2,100 2,190| 3,714 26,878 +4,038 0 5600 2H 2H 0.03 18.20 2HS 2 0 0 12| 14 2,536 -6 0 5650 1H 1H 0.02 17.90 1H 1 0 2,450 4,077| 3,126 26,516 +1,682 0 5700 H 0.01 17.54 0 0 0| 102 1,150 +100 0 5750 CAB 0.00 16.61 0 0 0| 2 16,572 -3 0 5800 CAB 0.00 16.29 0 0 0| 0 595 0 0 5850 CAB 0.00 16.01 0 2,200 2,200| 0 12,696 0 0 5900 H CAB 0.00 15.74 H H 0 0 10| 0 242 0 0 5950 CAB 0.00 15.51 0 0 0| 5,000 29,732 -1,500 0 6000 CAB 0.00 15.30 0 0 0| 0 161 0 0 6050 CAB 0.00 15.11 0 0 0| 0 10,411 0 0 6100 CAB 0.00 14.95 0 0 0| 0 90 0 0 6150 CAB 0.00 14.82 0 0 0| 0 13,681 0 0 6200 CAB 0.00 14.62 0 0 0| 0 40 0 0 6300 CAB 0.00 14.52 0 0 0| 0 12,873 0 0 6400 CAB 0.00 14.62 0 0 0| 0 6,253 0 0 6600 CAB 0.00 15.09 0 0 0| 0 3,024 0 0 6800 CAB 0.00 15.93 0 0 0| 0 1,038 0 0 7000 CAB 0.00 17.13 0 0 0| 0 0 0 0 7200 CAB 0.00 20.56 0 0 0| 0 1 0 0 7600 CAB 0.00 25.70 0 0 0| 0 21 0 0 8000 Total 0 15,250 22,595| 20,704 282,827 +5,421 0 Indicative a-t-m Vol 23.55 Underlying Price 5153H Time to expiry: 52 Days Oct 10 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 1554H 0.99 41.10 0 0 0| 0 0 0 0 3600 1358 0.98 40.42 0 0 0| 0 0 0 0 3800 1164H 0.96 39.08 0 0 0| 0 0 0 0 4000 972 0.94 36.12 0 0 0| 0 1 0 0 4200 863 878H 0.92 35.21 863 S 863 S 0 0 1| 1 6 +1 0 4300 785H 0.90 33.86 0 0 0| 2 3 +2 0 4400 739H 0.89 33.16 0 0 0| 0 0 0 0 4450 678H 694 0.88 32.45 678HS 662HS 0 0 2| 0 1 -1 0 4500 648 0.86 31.48 0 0 0| 0 0 0 0 4550 574 603H 0.85 30.84 574 S 574 S 0 0 1| 2 16 0 0 4600 560 0.83 30.20 0 0 0| 0 1 0 0 4650 517H 0.81 29.56 0 0 0| 1 4 0 0 4700 475H 0.79 28.89 0 0 0| 0 12 0 0 4750 424 434H 0.76 28.22 424 424 0 0 10| 50 77 +45 0 4800 378 394H 0.74 27.54 378 S 378 S 0 0 10| 0 20 0 0 4850 356 0.71 26.87 0 0 0| 0 25 0 0 4900 319 0.67 26.22 0 0 0| 0 13 0 0 4950 283 0.64 25.58 0 0 0| 210 584 +190 0 5000 249 0.60 24.91 0 0 0| 0 32 0 0 5050 232H 0.58 24.58 0 0 0| 0 0 0 0 5075 189H 216H 0.56 24.25 189H 189H 0 0 10| 0 546 0 0 5100 176 201H 0.54 23.95 176 176 0 0 10| 0 0 0 0 5125 186H 0.52 23.62 0 0 0| 22 262 +2 0 5150 189 171H 0.50 23.22 189 167 0 0 11| 0 0 0 0 5175 163H 157H 0.48 22.88 166 S 154 0 0 32| 101 827 +472 0 5200 144H 0.45 22.56 0 0 0| 0 0 0 0 5225 131H 0.43 22.23 0 0 0| 20 507 +20 0 5250 119H 0.41 21.89 0 0 0| 0 0 0 0 5275 115 108 0.38 21.61 115 95 0 0 18| 232 5,209 +201 0 5300 87 0.33 20.95 0 0 0| 0 660 0 0 5350 74 68H 0.29 20.33 74 S 63 0 0 77| 212 2,432 +130 0 5400 55H 52H 0.24 19.65 55H 49 0 0 48| 76 541 +57 0 5450 43 39H 0.20 19.15 44 34HS 0 500 756| 107 4,928 +87 0 5500 32 29 0.16 18.59 32H 30 0 0 202| 16 429 +16 0 5550 22 20H 0.12 18.05 23 19 S 0 0 311| 1,058 1,357 +693 0 5600 16H 14 0.09 17.62 16H 11H 0 0 433| 32 337 +26 0 5650 11H 10 0.07 17.36 11H 9H 0 0 314| 2 9,008 +825 0 5700 7H 6H 0.05 17.06 7H 6 0 0 70| 111 7,434 +7,284 0 5750 5H 4H 0.04 16.98 5H 4HS 0 0 51| 5 2,805 +5 0 5800 2 2 0.02 16.55 2H 2 0 0 250| 0 595 0 0 5900 1 H 0.01 15.37 1H 1 0 0 76| 27 405 +24 0 6000 1 CAB 0.00 14.42 1 1 0 0 1| 20 23 +20 0 6200 CAB 0.00 13.88 0 0 0| 0 22 0 0 6400 CAB 0.00 14.04 0 0 0| 0 0 0 0 6800 Total 0 500 2,694| 2,307 39,122 +10,099 0 Indicative a-t-m Vol 23.93 Underlying Price 5134 Time to expiry: 87 Days Nov 10 1165H 0.93 37.50 0 0 0| 0 1 0 0 4000 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 981 0.89 35.20 0 0 0| 0 0 0 0 4200 801H 0.85 32.78 0 0 0| 1 4 +1 0 4400 713H 0.82 31.39 0 0 0| 1 2 +1 0 4500 629 0.79 30.19 0 0 0| 2 3 +2 0 4600 547H 0.76 29.03 0 0 0| 0 0 0 0 4700 469 0.71 27.84 0 0 0| 0 1 0 0 4800 431 0.69 27.23 0 0 0| 0 4 -1 0 4850 395 0.66 26.70 0 0 0| 0 0 -1 0 4900 359H 0.64 26.09 0 0 0| 0 1 0 0 4950 340 325H 0.61 25.57 340 304H 0 0 30| 2 3 +2 0 5000 292H 0.58 24.93 0 0 0| 1 2 0 0 5050 271H 260H 0.55 24.33 271HS 271HS 0 0 10| 0 2 -1 0 5100 230H 0.51 23.75 0 0 0| 23 34 +19 0 5150 213 202H 0.48 23.15 213 210H 0 0 25| 58 125 +38 0 5200 185H 176 0.44 22.60 185H 183H 0 0 32| 13 135 +10 0 5250 159H 151H 0.41 22.05 161 S 159HS 0 0 23| 32 150 0 0 5300 136H 129 0.37 21.48 136H 120HS 0 0 22| 20 47 +19 0 5350 115H 108H 0.33 20.98 115HS 106 S 0 0 31| 20 203 +10 0 5400 79 90 0.29 20.43 79 79 0 0 10| 10 78 0 0 5450 72 73H 0.26 19.91 72 72 0 0 2| 60 110 +60 0 5500 59H 0.22 19.43 0 0 0| 0 38 0 0 5550 44 47 0.19 18.93 44H 44 S 0 0 52| 15 328 0 0 5600 38H 37 0.16 18.54 38HS 34 0 0 13| 2 122 +2 0 5650 28H 28H 0.13 18.13 29 28 0 0 21| 0 107 0 0 5700 24 22 0.11 17.84 24 S 24 S 0 0 1| 0 148 0 0 5750 16H 0.08 17.50 0 0 0| 15 372 +14 0 5800 8 8 0.05 16.51 8 S 8 S 0 0 2| 100 761 +59 0 5900 3H 0.02 15.76 0 0 0| 0 318 0 0 6000 H 0.00 14.44 0 0 0| 0 420 0 0 6200 CAB 0.00 13.35 0 0 0| 0 0 0 0 6400 CAB 0.00 11.87 0 0 0| 0 0 0 0 6800 Total 0 0 274| 375 3,519 +234 0 Indicative a-t-m Vol 24.42 Underlying Price 5134H Time to expiry: 115 Days Dec 10 3327 1.00 53.57 0 0 0| 0 102 0 0 1800 3128 1.00 57.11 0 0 0| 0 2,021 0 0 2000 2929 1.00 55.26 0 0 0| 0 0 0 0 2200 2730H 1.00 54.44 0 0 0| 0 0 0 0 2400 2533 0.99 52.97 0 0 0| 0 0 0 0 2600 2336 0.99 51.22 0 0 0| 0 3,100 0 0 2800 2140 0.98 48.98 0 0 0| 0 2,510 0 0 3000 1945 0.97 46.43 0 0 0| 0 0 0 0 3200 1848 0.97 45.23 0 0 0| 0 0 0 0 3300 1751H 0.96 44.07 0 0 0| 0 1,000 0 0 3400 1655H 0.96 42.91 0 0 0| 0 2,629 0 0 3500 1559H 0.95 41.64 0 0 0| 0 1,200 0 0 3600 1464H 0.94 40.44 0 0 0| 0 10,805 0 0 3700 1370H 0.93 39.25 0 0 0| 0 13,500 0 0 3800 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 1277 0.92 38.10 0 0 0| 0 4,675 0 0 3900 1184H 0.90 36.91 0 0 0| 0 13,159 0 0 4000 1093 0.89 35.71 0 0 0| 1 9,425 0 0 4100 1002H 0.87 34.48 0 0 0| 0 17,959 0 0 4200 914H 0.85 33.38 0 0 0| 0 17,700 0 0 4300 828 0.83 32.31 0 0 0| 0 14,724 0 0 4400 744 0.80 31.24 0 0 0| 0 18,285 0 0 4500 662 0.77 30.18 0 0 0| 1 9,567 +1 0 4600 583 0.73 29.09 0 0 0| 0 8,455 0 0 4700 507 0.69 28.03 0 0 0| 0 14,188 -1 0 4800 469H 0.67 27.45 0 0 0| 0 0 0 0 4850 410 434 0.65 26.93 410 410 0 0 1| 0 8,659 0 0 4900 399 0.63 26.38 0 0 0| 0 0 0 0 4950 382H 366 0.60 25.87 382H 372 0 0 26| 0 29,811 -2 0 5000 333 0.57 25.30 0 0 0| 0 0 0 0 5050 302 0.55 24.80 0 0 0| 0 15,188 0 0 5100 262H 272 0.52 24.25 262H 262H 0 0 17| 0 9,500 +9,500 0 5150 249 243H 0.49 23.71 249 238HS 0 0 21| 403 24,981 +397 0 5200 227H 216H 0.46 23.21 227H 223HS 0 0 50| 50 50 +50 0 5250 197H 191 0.43 22.67 199 S 192 0 0 13| 0 28,185 0 0 5300 172 167H 0.40 22.22 172 S 155 0 0 44| 0 0 0 0 5350 147H 145H 0.36 21.71 150H 138HS 0 3,000 3,046| 0 26,025 -34 0 5400 125 0.33 21.23 0 0 0| 30 30 +30 0 5450 116 106H 0.30 20.76 116 95 0 750 810| 245 28,783 +257 0 5500 89H 0.27 20.27 0 0 0| 0 4,500 +4,500 0 5550 77H 75 0.24 19.85 79 67 0 0 117| 728 27,019 +415 0 5600 51 51 0.18 19.09 54 47 0 0 289| 43 18,677 -43 0 5700 33H 33 0.13 18.37 35 30H 0 0 178| 0 30,866 -4 0 5800 21H 20H 0.09 17.70 21H 20 0 0 40| 0 21,971 +489 0 5900 12 12H 0.06 17.32 12 11 0 0 61| 10 36,067 +1,000 0 6000 6H 0.04 16.60 0 0 0| 10 16,505 +10 0 6100 3H 0.02 16.08 0 0 0| 0 20,563 0 0 6200 1 H 0.00 14.05 1 1 0 0 60| 0 21,839 0 0 6400 H CAB 0.00 12.73 H H 0 0 20| 0 22,982 0 0 6600 CAB 0.00 11.51 0 0 0| 0 15,373 0 0 6800 CAB 0.00 10.36 0 0 0| 0 8,888 0 0 7000 CAB 0.00 9.29 0 0 0| 0 9,590 0 0 7200 CAB 0.00 7.39 0 0 0| 0 0 0 0 7600 CAB 0.00 5.70 0 0 0| 0 10 0 0 8000 Total 0 3,750 4,793| 1,521 591,066 +16,565 0 Indicative a-t-m Vol 24.80 Underlying Price 5091H Time to expiry: 206 Days Mar 11 3278H 1.00 47.28 0 0 0| 0 0 0 0 1800 3081 1.00 49.99 0 0 0| 0 30 0 0 2000 2886 0.99 50.91 0 0 0| 0 0 0 0 2200 2693H 0.98 51.50 0 0 0| 0 0 0 0 2400 2499H 0.98 49.13 0 0 0| 0 0 0 0 2600 2307 0.97 47.14 0 0 0| 0 0 0 0 2800 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 2120 0.96 46.07 0 0 0| 0 2 0 0 3000 1931H 0.94 43.95 0 0 0| 0 0 0 0 3200 1838 0.93 42.85 0 0 0| 0 0 0 0 3300 1745 0.93 41.73 0 0 0| 0 0 0 0 3400 1652H 0.92 40.60 0 0 0| 0 0 0 0 3500 1561 0.91 39.47 0 0 0| 0 10 0 0 3600 1470 0.89 38.34 0 0 0| 0 0 0 0 3700 1377 0.88 36.85 0 0 0| 0 0 0 0 3800 1288H 0.87 35.89 0 0 0| 0 1,522 0 0 3900 1201 0.85 34.88 0 0 0| 0 0 0 0 4000 1115 0.84 33.93 0 0 0| 0 0 0 0 4100 1030H 0.82 32.96 0 0 0| 0 26 0 0 4200 948H 0.79 32.08 0 0 0| 0 2 0 0 4300 867H 0.77 31.12 0 0 0| 0 506 0 0 4400 789 0.74 30.21 0 0 0| 0 1,213 0 0 4500 712 0.72 29.27 0 0 0| 0 6 0 0 4600 638 0.68 28.35 0 0 0| 0 0 0 0 4700 567 0.65 27.44 0 0 0| 0 930 0 0 4800 499 0.61 26.55 0 0 0| 0 273 0 0 4900 434H 0.58 25.68 0 0 0| 0 6,726 0 0 5000 372 0.53 24.73 0 0 0| 0 3,569 0 0 5100 313 316 0.49 23.89 313 313 0 0 12| 1 9,022 0 0 5200 255H 264 0.44 23.09 255H 255H 0 0 28| 0 3,073 0 0 5300 211 216H 0.39 22.27 215H 211 0 0 21| 0 5,209 0 0 5400 174 0.35 21.47 0 0 0| 500 12,760 0 0 5500 137H 0.30 20.73 0 0 0| 1 5,145 +1 0 5600 107 106H 0.25 20.04 107 107 0 0 10| 28 3,062 +28 0 5700 81 0.21 19.47 0 0 0| 18 5,714 +18 0 5800 60 0.17 18.89 0 0 0| 0 8,724 -1 0 5900 40H 43 0.13 18.28 40H 40H 0 0 10| 0 18,821 0 0 6000 30 0.10 17.74 0 0 0| 1,000 10,487 +624 0 6100 21 0.07 17.32 0 0 0| 0 13,727 0 0 6200 10 0.04 16.76 0 0 0| 0 7,579 0 0 6400 3H 0.02 15.90 0 0 0| 500 5,006 0 0 6600 1 0.01 15.22 0 0 0| 0 5,382 0 0 6800 H 0.00 14.64 0 0 0| 0 2,000 0 0 7000 CAB 0.00 14.16 0 0 0| 0 20 0 0 7200 CAB 0.00 13.48 0 0 0| 0 20 0 0 7600 CAB 0.00 13.17 0 0 0| 0 23 0 0 8000 CAB 0.00 13.80 0 0 0| 0 0 0 0 8800 Total 0 0 81| 2,048 130,589 +670 0 Indicative a-t-m Vol 25.14 Underlying Price 5048 Time to expiry: 297 Days Jun 11 2643 0.99 41.49 0 0 0| 0 0 0 0 2400 2455H 0.97 42.30 0 0 0| 0 0 0 0 2600 2271H 0.96 42.22 0 0 0| 0 0 0 0 2800 2089H 0.94 41.51 0 0 0| 0 2 0 0 3000 1911H 0.92 40.68 0 0 0| 0 1 0 0 3200 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 1731 0.90 38.84 0 0 0| 0 0 0 0 3400 1556H 0.88 37.34 0 0 0| 0 0 0 0 3600 1381H 0.85 35.32 0 0 0| 0 0 0 0 3800 1300 0.84 34.74 0 0 0| 0 0 0 0 3900 1213H 0.82 33.61 0 0 0| 0 0 0 0 4000 1132 0.80 32.80 0 0 0| 0 10 0 0 4100 1051H 0.78 31.98 0 0 0| 0 250 0 0 4200 972H 0.76 31.10 0 0 0| 0 0 0 0 4300 895H 0.74 30.29 0 0 0| 0 0 0 0 4400 832H 821H 0.71 29.52 832HS 832HS 0 0 1| 0 20 0 0 4500 748 0.69 28.66 0 0 0| 0 154 0 0 4600 678 0.66 27.90 0 0 0| 0 250 0 0 4700 610H 0.63 27.12 0 0 0| 0 226 0 0 4800 545H 0.60 26.34 0 0 0| 0 696 0 0 4900 484 0.56 25.59 0 0 0| 0 4,547 0 0 5000 422 0.53 24.66 0 0 0| 0 2,080 0 0 5100 368 0.49 23.97 0 0 0| 0 3,964 0 0 5200 315H 0.45 23.20 0 0 0| 38 2,560 +38 0 5300 268H 0.41 22.51 0 0 0| 0 3,958 0 0 5400 222H 226 0.37 21.85 222H 222H 0 0 12| 0 1,569 0 0 5500 187H 0.33 21.22 0 0 0| 0 6,537 0 0 5600 153H 0.29 20.62 0 0 0| 53 431 +53 0 5700 123 0.25 19.99 0 0 0| 41 5,078 +41 0 5800 97 0.21 19.40 0 0 0| 0 103 0 0 5900 75H 0.18 18.88 0 0 0| 0 1,533 0 0 6000 57H 0.14 18.34 0 0 0| 0 18 0 0 6100 45 43 0.12 17.82 45 45 0 0 3| 0 1,853 0 0 6200 22H 0.07 16.91 0 0 0| 0 534 0 0 6400 10H 0.04 16.04 0 0 0| 0 1,186 0 0 6600 5 0.02 15.47 0 0 0| 0 2,020 0 0 6800 2 0.01 14.95 0 0 0| 0 0 0 0 7000 1 0.00 14.46 0 0 0| 0 0 0 0 7200 CAB 0.00 13.40 0 0 0| 0 0 0 0 8000 CAB 0.00 13.80 0 0 0| 0 0 0 0 8800 Total 0 0 16| 132 39,580 +132 0 Indicative a-t-m Vol 25.48 Underlying Price 5024 Time to expiry: 388 Days Sep 11 3398 1.00 45.35 0 0 0| 0 0 0 0 1600 2641 0.96 45.50 0 0 0| 0 0 0 0 2400 1908H 0.91 38.50 0 0 0| 0 0 0 0 3200 1733H 0.89 37.00 0 0 0| 0 0 0 0 3400 1560H 0.86 35.30 0 0 0| 0 0 0 0 3600 1392H 0.84 33.70 0 0 0| 0 0 0 0 3800 1227 0.80 32.00 0 0 0| 0 0 0 0 4000 1066H 0.77 30.29 0 0 0| 0 0 0 0 4200 918 0.72 28.99 0 0 0| 0 0 0 0 4400 847 0.70 28.34 0 0 0| 0 0 0 0 4500 780 0.67 27.81 0 0 0| 0 0 0 0 4600 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 715H 0.65 27.27 0 0 0| 0 0 0 0 4700 652H 0.62 26.73 0 0 0| 0 0 0 0 4800 593 0.59 26.19 0 0 0| 0 0 0 0 4900 534H 0.56 25.61 0 0 0| 0 0 0 0 5000 480 0.53 25.08 0 0 0| 0 0 0 0 5100 427H 0.50 24.51 0 0 0| 0 0 0 0 5200 378 0.46 23.92 0 0 0| 0 180 0 0 5300 331 0.43 23.34 0 0 0| 0 0 0 0 5400 287H 0.39 22.77 0 0 0| 0 0 0 0 5500 248H 0.36 22.24 0 0 0| 0 0 0 0 5600 212H 0.33 21.73 0 0 0| 0 3 0 0 5700 179 0.29 21.18 0 0 0| 0 6 0 0 5800 147H 0.26 20.54 0 0 0| 0 0 0 0 5900 120H 0.22 19.97 0 0 0| 0 0 0 0 6000 97 0.19 19.41 0 0 0| 0 1 0 0 6100 78 0.16 18.96 0 0 0| 0 481 0 0 6200 49 0.12 18.18 0 0 0| 0 0 0 0 6400 28H 0.08 17.39 0 0 0| 0 0 0 0 6600 15H 0.05 16.61 0 0 0| 0 0 0 0 6800 8 0.03 15.99 0 0 0| 0 0 0 0 7000 4H 0.02 15.66 0 0 0| 0 0 0 0 7200 H 0.00 14.75 0 0 0| 0 0 0 0 8000 CAB 0.00 15.95 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 671 0 0 Indicative a-t-m Vol 25.61 Underlying Price 4995 Time to expiry: 479 Days Dec 11 3368H 0.99 50.07 0 0 0| 0 0 0 0 1600 2627 0.95 45.41 0 0 0| 0 0 0 0 2400 1911 0.89 38.18 0 0 0| 0 0 0 0 3200 1740 0.87 36.58 0 0 0| 0 2,750 0 0 3400 1573H 0.84 35.09 0 0 0| 0 1,950 0 0 3600 1412 0.82 33.64 0 0 0| 0 8,575 0 0 3800 1256 0.78 32.26 0 0 0| 0 11,000 0 0 4000 1105 0.75 30.88 0 0 0| 0 19,020 0 0 4200 961 0.71 29.54 0 0 0| 0 32,200 0 0 4400 890H 0.68 28.83 0 0 0| 0 4,550 0 0 4500 823 0.66 28.18 0 0 0| 0 1,050 0 0 4600 758 0.64 27.55 0 0 0| 0 1,575 0 0 4700 693H 0.61 26.85 0 0 0| 0 960 0 0 4800 632 0.58 26.21 0 0 0| 0 4,420 0 0 4900 573H 0.56 25.58 0 0 0| 0 6,620 0 0 5000 517H 0.53 24.96 0 0 0| 0 2,330 0 0 5100 462 464H 0.50 24.39 462 S 462 S 0 0 125| 250 7,194 0 0 5200 415H 0.47 23.85 0 0 0| 0 9,320 0 0 5300 369H 0.44 23.34 0 0 0| 0 17,060 0 0 5400 324 0.41 22.72 0 0 0| 0 19,950 0 0 5500 282 0.37 22.12 0 750 750| 0 8,181 0 0 5600 243H 0.34 21.56 0 0 0| 0 2,125 0 0 5700 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 209H 0.31 21.08 0 0 0| 0 1,635 0 0 5800 179 0.28 20.60 0 0 0| 0 2 0 0 5900 151H 0.25 20.14 0 0 0| 0 20,002 0 0 6000 127H 0.22 19.74 0 0 0| 0 0 0 0 6100 106H 0.19 19.35 0 1,750 1,750| 0 12,250 0 0 6200 70H 0.14 18.48 0 0 0| 0 9,125 0 0 6400 46 0.10 17.81 0 0 0| 0 8,135 0 0 6600 29 0.07 17.22 0 3,500 3,500| 0 6,250 0 0 6800 17H 0.05 16.74 0 0 0| 0 10,540 0 0 7000 10H 9H 0.03 15.97 10HS 10HS 0 0 500| 0 14,380 0 0 7200 CAB 0.00 12.88 0 0 0| 0 0 0 0 8000 CAB 0.00 10.10 0 0 0| 0 0 0 0 8800 Total 0 6,000 6,625| 250 243,149 0 0 Indicative a-t-m Vol 26.88 Underlying Price 4988 Time to expiry: 570 Days Mar 12 3354H 0.98 49.00 0 0 0| 0 0 0 0 1600 2618H 0.95 43.00 0 0 0| 0 0 0 0 2400 1920H 0.88 37.00 0 0 0| 0 0 0 0 3200 1607 0.83 35.19 0 0 0| 0 0 0 0 3600 1303H 0.77 32.73 0 0 0| 0 0 0 0 4000 1158 0.74 31.46 0 0 0| 0 0 0 0 4200 1017H 0.70 30.15 0 0 0| 0 0 0 0 4400 951H 0.68 29.59 0 0 0| 0 0 0 0 4500 885H 0.66 28.96 0 0 0| 0 0 0 0 4600 822H 0.63 28.37 0 0 0| 0 0 0 0 4700 762H 0.61 27.85 0 0 0| 0 0 0 0 4800 704H 0.59 27.32 0 0 0| 0 0 0 0 4900 648H 0.56 26.82 0 0 0| 0 0 0 0 5000 594 0.54 26.27 0 0 0| 0 10 0 0 5100 541H 0.51 25.73 0 0 0| 0 10 0 0 5200 496 0.49 25.36 0 0 0| 0 0 0 0 5300 449H 0.46 24.87 0 0 0| 0 0 0 0 5400 400H 0.43 24.20 0 0 0| 0 0 0 0 5500 360 0.40 23.76 0 0 0| 0 0 0 0 5600 321 0.38 23.30 0 0 0| 0 0 0 0 5700 281H 0.35 22.70 0 0 0| 0 0 0 0 5800 248 0.32 22.26 0 0 0| 0 0 0 0 5900 219H 0.30 21.93 0 0 0| 0 2,034 0 0 6000 190 0.27 21.44 0 0 0| 0 0 0 0 6100 164H 0.24 21.05 0 0 0| 0 0 0 0 6200 121 0.20 20.29 0 0 0| 0 0 0 0 6400 84 0.15 19.42 0 0 0| 0 0 0 0 6600 59 0.12 18.83 0 0 0| 0 0 0 0 6800 24 0.06 17.39 0 0 0| 0 0 0 0 7200 4 0.01 15.99 0 0 0| 0 0 0 0 8000 1 0.00 16.25 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 2,054 0 0 Indicative a-t-m Vol 26.01 Underlying Price 4984 Time to expiry: 661 Days Jun 12 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 11 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 | 3329 0.99 42.44 0 0 0| 0 0 0 0 1600 2634H 0.94 44.12 0 0 0| 0 0 0 0 2400 1946H 0.87 37.19 0 0 0| 0 0 0 0 3200 1615H 0.83 33.82 0 0 0| 0 0 0 0 3600 1313 0.77 31.32 0 0 0| 0 0 0 0 4000 1168 0.73 30.05 0 0 0| 0 0 0 0 4200 1028 0.70 28.78 0 0 0| 0 0 0 0 4400 964 0.68 28.31 0 0 0| 0 0 0 0 4500 901 0.66 27.81 0 0 0| 0 0 0 0 4600 838 0.63 27.23 0 0 0| 0 0 0 0 4700 781H 0.61 26.85 0 0 0| 0 0 0 0 4800 727 0.59 26.48 0 0 0| 0 0 0 0 4900 670 0.57 25.92 0 0 0| 0 0 0 0 5000 615H 0.54 25.40 0 0 0| 0 0 0 0 5100 562 0.52 24.84 0 0 0| 0 0 0 0 5200 516 0.49 24.47 0 0 0| 0 0 0 0 5300 466 0.46 23.88 0 0 0| 0 0 0 0 5400 422H 0.44 23.45 0 0 0| 0 0 0 0 5500 382H 0.41 23.08 0 0 0| 0 0 0 0 5600 344H 0.39 22.70 0 0 0| 0 0 0 0 5700 306H 0.36 22.22 0 0 0| 0 0 0 0 5800 243H 0.31 21.50 0 0 0| 0 0 0 0 6000 190H 0.26 20.87 0 0 0| 0 0 0 0 6200 142 0.21 20.05 0 0 0| 0 0 0 0 6400 90H 0.15 19.14 0 0 0| 0 7,425 0 0 6700 77 0.14 18.87 0 0 0| 0 0 0 0 6800 39H 0.08 17.95 0 0 0| 0 0 0 0 7200 7 0.02 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 7,425 0 0 Total Calls 0 25,500 37,078| 27,337 1,340,002 -72,999 0 | Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | FTSE 100 Index (European) STND OPT (ESX) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,002 0 3600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2,987 0 3800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -318 0 3900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -7,208 0 4000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,178 0 4100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -7,105 0 4200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4,320 0 4300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -5,256 0 4400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,352 0 4450 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4,812 0 4500 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -764 0 4550 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6,226 0 4600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,030 0 4650 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -8,308 0 4700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,475 0 4750 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -470 0 4775 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -7,973 0 4800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -896 0 4825 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,510 0 4850 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -443 0 4875 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4,893 0 4900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -777 0 4925 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2,082 0 4950 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,021 0 4975 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -8,569 0 5000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2,454 0 5025 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,369 0 5050 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -408 0 5075 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6,920 0 5100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,615 0 5125 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4,165 0 5150 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -706 0 5175 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -14,662 0 5200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,241 0 5225 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4,560 0 5250 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,282 0 5275 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -10,805 0 5300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -579 0 5325 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -5,794 0 5350 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,260 0 5375 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -5,423 0 5400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -215 0 5425 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -263 0 5450 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -56 0 5475 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -472 0 5500 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -60 0 5550 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -170 0 5600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -51 0 5650 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -51 0 5700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -71 0 5750 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3 0 5800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2 0 5850 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -24 0 5900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1 0 5950 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 6000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 6050 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 6100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 6150 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 6200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 6300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 6400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 6600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 6800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -20 0 7200 TotalN/A N/A N/A | N/A N/A -154,677 0 Indicative a-t-m Vol 23.04 Underlying Price 5157 Time to expiry: 24 Days Sep 10 CAB 0.00 37.60 0 0 0| 0 196 0 0 1800 CAB 0.00 55.05 0 0 0| 0 2,418 0 0 2000 CAB 0.00 64.88 0 0 0| 0 717 0 0 2200 CAB 0.00 69.53 0 0 0| 0 3,205 0 0 2400 CAB 0.00 70.66 0 0 0| 0 1,107 0 0 2600 CAB 0.00 69.44 0 0 0| 0 2,465 0 0 2800 CAB 0.00 66.66 0 0 0| 0 3,980 0 0 3000 H 0.00 62.89 0 0 0| 0 755 0 0 3200 H 0.00 60.76 0 0 0| 0 1,963 0 0 3300 H 0.00 58.52 0 0 0| 0 2,441 0 0 3400 1 0.00 56.22 0 0 0| 0 11,110 0 0 3500 1 0.00 53.87 0 0 0| 0 2,478 0 0 3600 1 1H -0.01 51.50 1 S 1 S 0 0 10| 0 3,428 0 0 3700 1H 1H -0.01 47.49 1H 1H 0 0 261| 25 11,459 0 0 3800 2 2 -0.01 45.68 2 2 0 0 500| 115 1,578 +95 0 3900 2H 3 -0.01 44.60 3 2H 0 0 590| 55 13,656 -55 0 4000 3 3H -0.02 41.78 3 3 0 0 252| 0 3,004 0 0 4100 3H 4H -0.02 39.97 5 3HS 0 0 390| 3 17,257 -985 0 4200 6 6H -0.03 38.32 8 6 0 1,250 1,567| 250 9,289 0 0 4300 8H 8H -0.04 36.03 8H 8H 0 0 355| 18 14,415 +8 0 4400 11H 9H -0.05 34.74 11H 11H 0 0 5| 0 182 0 0 4450 11 12H -0.06 34.40 15 11 0 2,500 3,832| 4,855 21,538 +2,065 0 4500 16H 14H -0.07 33.48 17H 16H 0 0 26| 20 1,754 +15 0 4550 17 17H -0.08 32.59 20H 15H 0 2,250 3,325| 302 20,270 -1,980 0 4600 21 20H -0.10 31.57 21 S 21 S 0 0 1| 5 7,484 -995 0 4650 23 24H -0.12 30.73 30 S 21 S 0 1,250 2,246| 3,325 18,868 +2,776 0 4700 25 29 -0.14 29.86 35 25 0 0 21| 0 1,943 0 0 4750 29H 34H -0.16 28.94 42H 29HS 0 750 2,083| 1,661 25,557 +1,076 0 4800 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 37H 41H -0.19 28.14 50 37H 0 0 67| 20 1,099 -20 0 4850 44H 49H -0.23 27.25 59 44H 0 3,500 3,756| 1,003 14,351 -602 0 4900 56 59H -0.27 26.40 70 53 0 0 61| 31 1,143 +15 0 4950 64 71H -0.31 25.59 87H 63H 0 0 849| 3,021 35,476 -4,409 0 5000 75H 85 -0.36 24.74 102H 75H 0 0 306| 77 1,977 -24 0 5050 93H 101H -0.42 23.95 119 93H 0 0 109| 87 17,004 -1,252 0 5100 110H 111 -0.45 23.54 110H 110H 0 0 5| 37 816 -10 0 5125 104H 121 -0.48 23.19 144 103H 0 0 241| 74 5,992 -5 0 5150 114H 131H -0.51 22.64 139H 114H 0 0 84| 89 1,127 0 0 5175 125 143 -0.55 22.22 161HS 124H 0 0 339| 286 21,635 -88 0 5200 136H 155H -0.58 21.87 154H 136H 0 0 66| 49 259 0 0 5225 149 169 -0.61 21.50 190H 149 0 0 39| 223 2,106 +11 0 5250 166H 183H -0.65 21.16 177H 166H 0 0 20| 89 552 +69 0 5275 177 198H -0.68 20.73 235 176H 0 0 1,241| 154 11,847 +100 0 5300 192 215 -0.72 20.42 208 189H 0 0 40| 0 342 0 0 5325 205H 232 -0.75 20.03 271H 205H 0 0 231| 200 2,593 0 0 5350 250H -0.78 19.72 0 0 0| 0 78 0 0 5375 295H 269H -0.81 19.40 295HS 295HS 0 0 5| 5 10,662 0 0 5400 289 -0.84 19.07 0 0 0| 0 52 0 0 5425 309H -0.87 18.73 0 0 0| 5 426 0 0 5450 331H -0.89 18.59 0 0 0| 0 10 0 0 5475 342 353 -0.91 18.24 347HS 335 0 0 48| 0 10,295 -3 0 5500 399 -0.94 17.85 0 0 0| 0 39 0 0 5550 446H -0.96 17.67 0 0 0| 0 4,403 0 0 5600 495H -0.97 18.20 0 0 0| 0 8 0 0 5650 532 544 -0.98 17.90 537HS 532 S 0 0 4| 0 2,561 -3 0 5700 593H -0.99 17.54 0 0 0| 0 66 0 0 5750 643 -1.00 16.61 0 0 0| 0 6,412 0 0 5800 693 -1.00 16.29 0 0 0| 0 0 0 0 5850 742H -1.00 16.01 0 0 0| 0 62 0 0 5900 792H -1.00 15.74 0 0 0| 0 1 0 0 5950 842H -1.00 15.51 0 0 0| 0 965 0 0 6000 892H -1.00 15.30 0 0 0| 0 0 0 0 6050 942H -1.00 15.11 0 0 0| 0 3 0 0 6100 992H -1.00 14.95 0 0 0| 0 0 0 0 6150 1042H -1.00 14.82 0 0 0| 0 0 0 0 6200 1142H -1.00 14.62 0 0 0| 0 0 0 0 6300 1242H -1.00 14.52 0 0 0| 0 75 0 0 6400 1442H -1.00 14.62 0 0 0| 0 9 0 0 6600 1642 -1.00 15.09 0 0 0| 0 96 0 0 6800 1842 -1.00 15.93 0 0 0| 0 0 0 0 7000 2042 -1.00 17.13 0 0 0| 0 0 0 0 7200 2442 -1.00 20.56 0 0 0| 0 1 0 0 7600 2841H -1.00 25.70 0 0 0| 0 21 0 0 8000 Total 0 11,500 22,975| 16,084 359,081 -4,201 0 Indicative a-t-m Vol 23.55 Underlying Price 5153H Time to expiry: 52 Days Oct 10 5H 2H -0.01 41.10 5H 5H 0 0 240| 0 2,269 0 0 3600 8 6 -0.02 40.42 8 8 0 0 100| 50 4,968 +50 0 3800 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 12 12H -0.04 39.08 13H 11HS 0 2,000 2,073| 0 1,784 0 0 4000 19H -0.06 36.12 0 0 0| 105 4,039 +90 0 4200 25H 26 -0.08 35.21 27 25HS 0 0 15| 11 1,351 +11 0 4300 30 32H -0.10 33.86 30H 30 S 0 1,000 1,038| 6 1,365 +6 0 4400 36H -0.11 33.16 0 0 0| 0 254 0 0 4450 41H 41 -0.12 32.45 44 41HS 0 500 513| 3 119 +2 0 4500 45 -0.14 31.48 0 0 0| 0 105 0 0 4550 51H 50H -0.15 30.84 51HS 46HS 0 0 252| 20 604 +6 0 4600 55H 57 -0.17 30.20 55HS 55HS 0 0 10| 21 489 +10 0 4650 65 64H -0.19 29.56 74 61 0 0 44| 711 6,887 +711 0 4700 67H 72H -0.21 28.89 67H 67H 0 0 20| 0 1,662 +1,400 0 4750 76 81H -0.24 28.22 90 76 0 500 522| 1,836 3,730 +1,586 0 4800 85H 91H -0.26 27.54 90 85H 0 0 24| 30 199 +19 0 4850 100 103 -0.29 26.87 107 S 100 S 0 0 6| 41 3,667 +40 0 4900 108H 115H -0.33 26.22 108HS 108 S 0 0 234| 83 337 +23 0 4950 122H 130 -0.36 25.58 151 122H 0 0 153| 311 1,983 +60 0 5000 136H 145H -0.40 24.91 163 136H 0 0 35| 0 230 0 0 5050 154 -0.42 24.58 0 0 0| 0 0 0 0 5075 160H 163 -0.44 24.25 183H 160HS 0 0 15| 168 2,853 +96 0 5100 194 173 -0.46 23.95 194 194 0 0 10| 0 0 0 0 5125 183 -0.48 23.62 0 0 0| 0 662 -2 0 5150 193 -0.50 23.22 0 0 0| 0 0 0 0 5175 201H 204 -0.52 22.88 201HS 192 0 0 3| 50 1,351 -8 0 5200 215H -0.55 22.56 0 0 0| 0 0 0 0 5225 209H 228 -0.57 22.23 209H 209H 0 0 11| 211 381 +211 0 5250 221H 240H -0.59 21.89 221H 221H 0 0 11| 0 0 0 0 5275 245H 254H -0.62 21.61 280H 245H 0 0 5| 2 122 +1 0 5300 283 -0.67 20.95 0 0 0| 45 296 +45 0 5350 306 314H -0.71 20.33 306 S 306 S 0 0 20| 110 489 +76 0 5400 348H -0.76 19.65 0 0 0| 0 109 0 0 5450 385H -0.80 19.15 0 0 0| 0 357 0 0 5500 425 -0.84 18.59 0 0 0| 0 8 0 0 5550 466H -0.88 18.05 0 0 0| 0 96 0 0 5600 510 -0.91 17.62 0 0 0| 0 8 0 0 5650 556 -0.93 17.36 0 0 0| 0 4 0 0 5700 602H -0.95 17.06 0 0 0| 0 0 0 0 5750 650H -0.96 16.98 0 0 0| 0 26 0 0 5800 747H -0.98 16.55 0 0 0| 0 0 0 0 5900 846 -0.99 15.37 0 0 0| 0 0 0 0 6000 1045H -1.00 14.42 0 0 0| 0 0 0 0 6200 1245 -1.00 13.88 0 0 0| 0 0 0 0 6400 1645 -1.00 14.04 0 0 0| 0 0 0 0 6800 Total 0 4,000 5,354| 3,814 42,804 +4,433 0 Indicative a-t-m Vol 23.93 Underlying Price 5134 Time to expiry: 87 Days Nov 10 22 33H -0.07 37.50 35H 22 S 0 0 83| 13 1,596 +10 0 4000 35H 48H -0.11 35.20 55 S 35HS 0 0 52| 3 666 0 0 4200 66H 68H -0.15 32.78 69 66H 0 0 26| 0 317 0 0 4400 73 80H -0.18 31.39 73 S 73 S 0 0 1| 0 111 0 0 4500 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 88H 95H -0.21 30.19 88HS 88HS 0 0 1| 234 262 +208 0 4600 121H 114 -0.24 29.03 121HS 121HS 0 0 2| 2 758 0 0 4700 131H 135H -0.29 27.84 132 131HS 0 0 71| 0 15 0 0 4800 147H -0.31 27.23 0 0 0| 10 158 +10 0 4850 161H -0.34 26.70 0 0 0| 4 127 0 0 4900 175H -0.36 26.09 0 0 0| 234 905 +232 0 4950 180 192 -0.39 25.57 180 180 0 0 10| 150 432 +149 0 5000 209H 208H -0.42 24.93 209H 209H 0 0 20| 2 34 +2 0 5050 216 226H -0.45 24.33 248 216 S 0 0 18| 0 729 0 0 5100 240 246H -0.49 23.75 269H 240 S 0 0 37| 30 110 +26 0 5150 269 268 -0.52 23.15 293 269 0 0 49| 29 224 +19 0 5200 292 -0.56 22.60 0 0 0| 53 186 +43 0 5250 317H -0.59 22.05 0 0 0| 10 225 0 0 5300 344H -0.63 21.48 0 0 0| 0 76 0 0 5350 355H 374 -0.67 20.98 365 S 355HS 0 0 30| 0 151 0 0 5400 405H -0.71 20.43 0 0 0| 0 11 0 0 5450 439 -0.74 19.91 0 0 0| 0 0 0 0 5500 474H -0.78 19.43 0 0 0| 0 0 0 0 5550 512 -0.81 18.93 0 0 0| 0 0 0 0 5600 552 -0.84 18.54 0 0 0| 0 0 0 0 5650 593H -0.87 18.13 0 0 0| 0 0 0 0 5700 637 -0.89 17.84 0 0 0| 0 0 0 0 5750 681H -0.92 17.50 0 0 0| 0 0 0 0 5800 772H -0.95 16.51 0 0 0| 0 0 0 0 5900 868 -0.98 15.76 0 0 0| 0 0 0 0 6000 1064H -1.00 14.44 0 0 0| 0 0 0 0 6200 1264 -1.00 13.35 0 0 0| 0 0 0 0 6400 1663 -1.00 11.87 0 0 0| 0 0 0 0 6800 Total 0 0 400| 774 7,093 +699 0 Indicative a-t-m Vol 24.42 Underlying Price 5134H Time to expiry: 115 Days Dec 10 CAB 0.00 53.57 0 0 0| 0 1,245 0 0 1800 H 0.00 57.11 0 0 0| 0 21,019 0 0 2000 2 1 0.00 55.26 2 2 0 0 85| 0 8,224 0 0 2200 2H 0.00 54.44 0 0 0| 0 10,559 0 0 2400 4 -0.01 52.97 0 0 0| 0 12,046 0 0 2600 7 -0.01 51.22 0 0 0| 0 9,250 0 0 2800 9H 10H -0.02 48.98 9H 9H 0 0 10| 0 78,724 0 0 3000 13H 15 -0.03 46.43 15H 13H 0 0 20| 0 22,930 0 0 3200 16 17H -0.03 45.23 18H 16 0 0 30| 10 7,368 0 0 3300 19 21 -0.04 44.07 22 19 0 0 108| 10 11,342 -10 0 3400 23H 24H -0.04 42.91 23H 23H 0 0 10| 10 26,791 +10 0 3500 28H -0.05 41.64 0 0 0| 0 27,231 0 0 3600 33H -0.06 40.44 0 0 0| 30 26,006 -30 0 3700 39H 39 -0.07 39.25 39H 39H 0 0 2| 108 27,253 0 0 3800 45H -0.08 38.10 0 0 0| 0 11,021 0 0 3900 51 52H -0.10 36.91 55H 50 S 0 0 65| 0 44,363 0 0 4000 59H 61 -0.11 35.71 59H 59H 0 0 10| 18 19,743 +2 0 4100 71H 70 -0.13 34.48 71HS 71HS 0 0 4| 250 26,533 0 0 4200 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 81H -0.15 33.38 0 0 0| 19 28,207 -19 0 4300 93 95 -0.17 32.31 99H 93 0 0 30| 92 26,792 -90 0 4400 109 110H -0.20 31.24 117H 106H 0 0 29| 35 26,681 -25 0 4500 128H -0.23 30.18 0 0 0| 0 27,280 0 0 4600 153 149H -0.27 29.09 156H 153 0 0 42| 463 31,799 +400 0 4700 174 173 -0.31 28.03 176 174 0 750 810| 0 23,519 0 0 4800 186 -0.33 27.45 0 0 0| 0 0 0 0 4850 193H 200 -0.35 26.93 216 205 0 3,000 3,003| 4 20,876 0 0 4900 210 215 -0.37 26.38 232 210 0 0 302| 0 0 0 0 4950 215 231H -0.40 25.87 234H 215 0 850 1,419| 29 42,221 +24 0 5000 267H 248H -0.43 25.30 271 267H 0 0 20| 0 0 0 0 5050 287H 267H -0.45 24.80 291H 287H 0 0 26| 10 23,552 -245 0 5100 287H -0.48 24.25 0 0 0| 0 9,500 +9,500 0 5150 303 308H -0.51 23.71 303 303 0 0 5| 401 33,566 +1 0 5200 310H 332 -0.54 23.21 318HS 310H 0 0 50| 50 50 +50 0 5250 356 -0.57 22.67 0 0 0| 1 30,168 0 0 5300 382H -0.60 22.22 0 0 0| 0 0 0 0 5350 410H -0.64 21.71 0 0 0| 0 14,147 0 0 5400 440 -0.67 21.23 0 0 0| 10 10 +10 0 5450 471H -0.70 20.76 0 0 0| 0 18,980 0 0 5500 504H -0.73 20.27 0 0 0| 0 4,500 +4,500 0 5550 539H -0.76 19.85 0 0 0| 0 10,600 0 0 5600 615H -0.82 19.09 0 0 0| 0 9,155 0 0 5700 697 -0.87 18.37 0 0 0| 0 3,585 0 0 5800 784 -0.91 17.70 0 0 0| 0 26 0 0 5900 876 -0.94 17.32 0 0 0| 0 1,134 0 0 6000 970 -0.96 16.60 0 0 0| 0 11 0 0 6100 1066H -0.98 16.08 0 0 0| 0 510 0 0 6200 1263 -1.00 14.05 0 0 0| 0 4 0 0 6400 1462 -1.00 12.73 0 0 0| 0 2 0 0 6600 1661H -1.00 11.51 0 0 0| 0 10 0 0 6800 1861H -1.00 10.36 0 0 0| 0 3,525 0 0 7000 2061 -1.00 9.29 0 0 0| 0 0 0 0 7200 2460 -1.00 7.39 0 0 0| 0 0 0 0 7600 2859 -1.00 5.70 0 0 0| 0 10 0 0 8000 Total 0 4,600 6,080| 1,550 782,068 +14,078 0 Indicative a-t-m Vol 24.80 Underlying Price 5091H Time to expiry: 206 Days Mar 11 H 0.00 47.28 0 0 0| 0 968 0 0 1800 2H 0.00 49.99 0 0 0| 0 202 0 0 2000 6H -0.01 50.91 0 0 0| 0 315 0 0 2200 13H 13H -0.02 51.50 13HS 13HS 0 0 60| 115 2,525 +15 0 2400 18 -0.02 49.13 0 0 0| 0 825 0 0 2600 25 25 -0.03 47.14 25HS 25 S 0 0 60| 115 667 +55 0 2800 37 -0.04 46.07 0 0 0| 0 8,426 0 0 3000 48 -0.06 43.95 0 0 0| 0 689 0 0 3200 54 -0.07 42.85 0 0 0| 0 776 0 0 3300 58 60H -0.07 41.73 58 58 0 0 50| 0 668 0 0 3400 65 68 -0.08 40.60 65 65 0 0 50| 0 12,678 0 0 3500 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 75H -0.09 39.47 0 0 0| 0 7,774 0 0 3600 84 -0.11 38.34 0 0 0| 0 2,166 0 0 3700 90H -0.12 36.85 0 0 0| 0 7,897 0 0 3800 102 -0.13 35.89 0 0 0| 0 991 0 0 3900 114 -0.15 34.88 0 0 0| 0 10,991 0 0 4000 127H -0.16 33.93 0 0 0| 0 873 0 0 4100 143 -0.18 32.96 0 0 0| 375 1,470 +375 0 4200 160H -0.21 32.08 0 0 0| 0 3,657 0 0 4300 168H 179 -0.23 31.12 173HS 168HS 0 0 6| 20 5,870 +7 0 4400 195H 200 -0.26 30.21 204 195H 0 0 105| 0 12,463 0 0 4500 222H -0.28 29.27 0 0 0| 0 2,955 0 0 4600 240H 248 -0.32 28.35 240H 240H 0 0 24| 0 7,854 0 0 4700 261 276H -0.35 27.44 268 261 S 0 0 28| 43 9,486 0 0 4800 298H 308 -0.39 26.55 298H 298H 0 0 11| 34 11,434 0 0 4900 354H 343 -0.42 25.68 360H 354H 0 0 200| 251 17,461 -1 0 5000 380H -0.47 24.73 0 0 0| 0 19,747 0 0 5100 403 424 -0.51 23.89 410 S 403 S 0 0 6| 39 8,373 0 0 5200 471H -0.56 23.09 0 0 0| 0 4,389 0 0 5300 524 -0.61 22.27 0 0 0| 0 2,866 0 0 5400 581 -0.65 21.47 0 0 0| 19 16,819 +19 0 5500 644 -0.70 20.73 0 0 0| 0 2,974 0 0 5600 712H -0.75 20.04 0 0 0| 0 666 0 0 5700 787 -0.79 19.47 0 0 0| 0 41 0 0 5800 865H -0.83 18.89 0 0 0| 0 0 0 0 5900 948 -0.87 18.28 0 0 0| 0 8,000 0 0 6000 1034H -0.90 17.74 0 0 0| 0 0 0 0 6100 1125 -0.93 17.32 0 0 0| 0 36 0 0 6200 1313 -0.96 16.76 0 0 0| 0 11 0 0 6400 1506 -0.98 15.90 0 0 0| 0 10 0 0 6600 1702H -0.99 15.22 0 0 0| 0 10 0 0 6800 1901 -1.00 14.64 0 0 0| 0 40 0 0 7000 2100 -1.00 14.16 0 0 0| 0 0 0 0 7200 2498 -1.00 13.48 0 0 0| 0 0 0 0 7600 2896H -1.00 13.17 0 0 0| 0 2 0 0 8000 3693 -1.00 13.80 0 0 0| 0 0 0 0 8800 Total 0 0 600| 1,011 196,065 +470 0 Indicative a-t-m Vol 25.14 Underlying Price 5048 Time to expiry: 297 Days Jun 11 11H -0.01 41.49 0 0 0| 0 2,591 0 0 2400 22H -0.03 42.30 0 0 0| 0 250 0 0 2600 45H 37 -0.04 42.22 45H 45H 0 0 2| 0 129 0 0 2800 54 -0.06 41.51 0 0 0| 0 5,086 0 0 3000 77 75 -0.08 40.68 77 77 0 0 50| 0 2,217 0 0 3200 94 93 -0.10 38.84 94 94 0 0 50| 25 4,873 0 0 3400 117H -0.12 37.34 0 0 0| 0 2,771 0 0 3600 141 -0.15 35.32 0 0 0| 0 1,592 0 0 3800 159 -0.16 34.74 0 0 60| 0 918 0 0 3900 172 -0.18 33.61 0 0 0| 0 5,537 0 0 4000 189H -0.20 32.80 0 0 0| 0 291 0 0 4100 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 209 -0.22 31.98 0 0 0| 0 2,142 0 0 4200 229 -0.24 31.10 0 0 0| 0 2,229 0 0 4300 251H -0.26 30.29 0 0 0| 0 105 0 0 4400 265H 277 -0.29 29.52 265HS 265HS 0 0 1| 0 2,100 0 0 4500 302H -0.31 28.66 0 0 0| 0 3,616 0 0 4600 332 -0.34 27.90 0 0 0| 0 2,118 0 0 4700 354H 364 -0.37 27.12 354H 354H 0 0 15| 47 420 0 0 4800 388 398H -0.40 26.34 388 388 0 0 13| 11 6,094 0 0 4900 436 -0.44 25.59 0 0 0| 0 5,518 0 0 5000 473H -0.47 24.66 0 0 0| 1 4,179 0 0 5100 519 -0.51 23.97 0 0 0| 0 5,188 -375 0 5200 566 -0.55 23.20 0 0 0| 0 2,311 0 0 5300 618H -0.59 22.51 0 0 0| 0 1,342 0 0 5400 675 -0.63 21.85 0 0 0| 0 106 0 0 5500 736 -0.67 21.22 0 0 0| 0 2,022 0 0 5600 801H -0.71 20.62 0 0 0| 0 1 0 0 5700 870H -0.75 19.99 0 0 0| 0 0 0 0 5800 944 -0.79 19.40 0 0 0| 0 0 0 0 5900 1022 -0.82 18.88 0 0 0| 0 0 0 0 6000 1103 -0.86 18.34 0 0 0| 0 0 0 0 6100 1187H -0.88 17.82 0 0 0| 0 1 0 0 6200 1366 -0.93 16.91 0 0 0| 0 4 0 0 6400 1553 -0.96 16.04 0 0 0| 0 0 0 0 6600 1746 -0.98 15.47 0 0 0| 0 0 0 0 6800 1942 -0.99 14.95 0 0 0| 0 0 0 0 7000 2139H -1.00 14.46 0 0 0| 0 0 0 0 7200 2934 -1.00 13.40 0 0 0| 0 2 0 0 8000 3729 -1.00 13.80 0 0 0| 0 0 0 0 8800 Total 0 0 191| 84 65,753 -375 0 Indicative a-t-m Vol 25.48 Underlying Price 5024 Time to expiry: 388 Days Sep 11 3 0.00 45.35 0 0 0| 0 0 0 0 1600 39H -0.04 45.50 0 0 0| 0 100 0 0 2400 100 -0.09 38.50 0 0 0| 0 853 0 0 3200 123H -0.11 37.00 0 0 0| 0 0 0 0 3400 148H -0.14 35.30 0 0 0| 0 0 0 0 3600 178H -0.16 33.70 0 0 0| 0 0 0 0 3800 211H -0.20 32.00 0 0 0| 0 0 0 0 4000 249H -0.23 30.29 0 0 0| 0 0 0 0 4200 299H -0.28 28.99 0 0 0| 0 0 0 0 4400 327H -0.30 28.34 0 0 0| 0 1 0 0 4500 359H -0.33 27.81 0 0 0| 0 0 0 0 4600 394 -0.35 27.27 0 0 0| 0 1 0 0 4700 430H -0.38 26.73 0 0 0| 0 0 0 0 4800 470 -0.41 26.19 0 0 0| 0 0 0 0 4900 510H -0.44 25.61 0 0 0| 0 0 0 0 5000 555H -0.47 25.08 0 0 0| 0 0 0 0 5100 602 -0.50 24.51 0 0 0| 0 0 0 0 5200 651H -0.54 23.92 0 0 0| 0 0 0 0 5300 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 704 -0.57 23.34 0 0 0| 0 0 0 0 5400 759H -0.61 22.77 0 0 0| 0 0 0 0 5500 819H -0.64 22.24 0 0 0| 0 35 0 0 5600 882H -0.67 21.73 0 0 0| 0 2 0 0 5700 948H -0.71 21.18 0 0 0| 0 0 0 0 5800 1016 -0.74 20.54 0 0 0| 0 0 0 0 5900 1088 -0.78 19.97 0 0 0| 0 0 0 0 6000 1164 -0.81 19.41 0 0 0| 0 0 0 0 6100 1244 -0.84 18.96 0 0 0| 0 0 0 0 6200 1413 -0.88 18.18 0 0 0| 0 0 0 0 6400 1591 -0.92 17.39 0 0 0| 0 0 0 0 6600 1776H -0.95 16.61 0 0 0| 0 0 0 0 6800 1967 -0.97 15.99 0 0 0| 0 0 0 0 7000 2162 -0.98 15.66 0 0 0| 0 0 0 0 7200 2951 -1.00 14.75 0 0 0| 0 0 0 0 8000 3744 -1.00 15.95 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 992 0 0 Indicative a-t-m Vol 25.61 Underlying Price 4995 Time to expiry: 479 Days Dec 11 14H 14 -0.01 50.07 14HS 14HS 0 0 500| 0 0 0 0 1600 62H -0.05 45.41 0 0 0| 0 3,370 0 0 2400 137H -0.11 38.18 0 0 0| 0 5,780 0 0 3200 164 -0.13 36.58 0 0 0| 0 7,102 0 0 3400 195H -0.16 35.09 0 0 0| 0 15,825 0 0 3600 231H -0.18 33.64 0 0 0| 0 10,825 0 0 3800 273 -0.22 32.26 0 0 0| 0 18,311 0 0 4000 319H -0.25 30.88 0 0 0| 0 14,095 0 0 4200 373 -0.29 29.54 0 0 0| 0 16,870 0 0 4400 401H -0.32 28.83 0 0 0| 0 3,825 0 0 4500 433 -0.34 28.18 0 750 750| 0 3,555 0 0 4600 466H -0.36 27.55 0 0 0| 0 4,326 +500 0 4700 500H -0.39 26.85 0 0 0| 0 8,850 0 0 4800 538 -0.42 26.21 0 0 0| 0 3,930 0 0 4900 578H -0.44 25.58 0 0 0| 0 16,635 0 0 5000 621 -0.47 24.96 0 0 0| 0 3,640 0 0 5100 674 667 -0.50 24.39 674 S 674 S 0 0 125| 250 9,270 0 0 5200 717 -0.53 23.85 0 0 0| 0 5,880 0 0 5300 769H -0.56 23.34 0 0 0| 0 5,505 0 0 5400 823 -0.59 22.72 0 0 0| 0 7,900 0 0 5500 879H -0.63 22.12 0 0 0| 0 8,276 0 0 5600 940 -0.66 21.56 0 0 0| 0 1,625 0 0 5700 1005 -0.69 21.08 0 0 0| 0 129 0 0 5800 1073 -0.72 20.60 0 0 0| 0 0 0 0 5900 1144H -0.75 20.14 0 0 0| 0 1,020 0 0 6000 1219H -0.78 19.74 0 0 0| 0 0 0 0 6100 1297 -0.81 19.35 0 0 0| 0 1 0 0 6200 1458H -0.86 18.48 0 0 0| 0 0 0 0 6400 1631H -0.90 17.81 0 0 0| 0 0 0 0 6600 1812 -0.93 17.22 0 0 0| 0 0 0 0 6800 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 21 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 | 1999 -0.95 16.74 0 0 0| 0 0 0 0 7000 2188 -0.97 15.97 0 0 0| 0 0 0 0 7200 2969H -1.00 12.88 0 0 0| 0 10 0 0 8000 3759H -1.00 10.10 0 0 0| 0 0 0 0 8800 Total 0 750 1,375| 250 176,555 +500 0 Indicative a-t-m Vol 26.88 Underlying Price 4988 Time to expiry: 570 Days Mar 12 20H -0.02 49.00 0 0 0| 0 0 0 0 1600 71H -0.05 43.00 0 0 0| 0 0 0 0 2400 161 -0.12 37.00 0 0 0| 0 0 0 0 3200 241 -0.17 35.19 0 0 0| 0 1,750 0 0 3600 331 -0.23 32.73 0 0 0| 0 0 0 0 4000 382H -0.26 31.46 0 0 0| 0 0 0 0 4200 439 -0.30 30.15 0 0 0| 0 0 0 0 4400 471H -0.32 29.59 0 0 0| 0 0 0 0 4500 504 -0.34 28.96 0 0 0| 0 0 0 0 4600 539 -0.37 28.37 0 0 0| 0 0 0 0 4700 577H -0.39 27.85 0 0 0| 0 0 0 0 4800 617H -0.41 27.32 0 0 0| 0 0 0 0 4900 660H -0.44 26.82 0 0 0| 0 0 0 0 5000 704H -0.46 26.27 0 0 0| 0 10 0 0 5100 750H -0.49 25.73 0 0 0| 0 10 0 0 5200 803 -0.51 25.36 0 0 0| 0 0 0 0 5300 855 -0.54 24.87 0 0 0| 0 0 0 0 5400 904H -0.57 24.20 0 0 0| 0 0 0 0 5500 962H -0.60 23.76 0 0 0| 0 1 0 0 5600 1022 -0.62 23.30 0 0 0| 0 0 0 0 5700 1080H -0.65 22.70 0 0 0| 0 0 0 0 5800 1145H -0.68 22.26 0 0 0| 0 0 0 0 5900 1215H -0.70 21.93 0 0 0| 0 0 0 0 6000 1284 -0.73 21.44 0 0 0| 0 0 0 0 6100 1357H -0.76 21.05 0 0 0| 0 0 0 0 6200 1510H -0.80 20.29 0 0 0| 0 0 0 0 6400 1670H -0.85 19.42 0 0 0| 0 0 0 0 6600 1842H -0.88 18.83 0 0 0| 0 0 0 0 6800 2201 -0.94 17.39 0 0 0| 0 0 0 0 7200 2968 -0.99 15.99 0 0 0| 0 0 0 0 8000 3752H -1.00 16.25 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 1,771 0 0 Indicative a-t-m Vol 26.01 Underlying Price 4984 Time to expiry: 661 Days Jun 12 13H -0.01 42.44 0 0 0| 0 0 0 0 1600 103 -0.06 44.12 0 0 0| 0 750 0 0 2400 198H -0.13 37.19 0 0 0| 0 0 0 0 3200 259H -0.17 33.82 0 0 0| 0 0 0 0 3600 349 -0.23 31.32 0 0 0| 0 7,925 0 0 4000 400 -0.27 30.05 0 0 0| 0 0 0 0 4200 456 -0.30 28.78 0 0 0| 0 0 0 0 4400 490 -0.32 28.31 0 0 0| 0 0 0 0 4500 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 22 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 | 525 -0.34 27.81 0 0 0| 0 0 0 0 4600 560 -0.37 27.23 0 0 0| 0 0 0 0 4700 601 -0.39 26.85 0 0 0| 0 7,425 0 0 4800 645 -0.41 26.48 0 0 0| 0 0 0 0 4900 685H -0.43 25.92 0 0 0| 0 0 0 0 5000 729 -0.46 25.40 0 0 0| 0 250 0 0 5100 773H -0.48 24.84 0 0 0| 0 1,000 0 0 5200 825H -0.51 24.47 0 0 0| 0 0 0 0 5300 873H -0.54 23.88 0 0 0| 0 0 0 0 5400 928 -0.56 23.45 0 0 0| 0 0 0 0 5500 986 -0.59 23.08 0 0 0| 0 0 0 0 5600 1046 -0.61 22.70 0 0 0| 0 0 0 0 5700 1106 -0.64 22.22 0 0 0| 0 5 0 0 5800 1239 -0.69 21.50 0 0 0| 0 0 0 0 6000 1382 -0.74 20.87 0 0 0| 0 0 0 0 6200 1529H -0.79 20.05 0 0 0| 0 0 0 0 6400 1772 -0.85 19.14 0 0 0| 0 0 0 0 6700 1856H -0.86 18.87 0 0 0| 0 0 0 0 6800 2210H -0.92 17.95 0 0 0| 0 0 0 0 7200 2961H -0.98 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 17,355 0 0 Total Puts 0 20,850 36,975| 23,567 1,649,537 -139,073 0 Grand Total 0 141,750 169,453| 50,904 3,084,939 -212,072 0 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | FTSE 100 Index Flex (European)**** (FLX) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED 23 Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | 0 185 0 0 5276 TotalN/A N/A N/A | 0 185 0 0 Indicative a-t-m Vol N/A Underlying Price 5156 Time to expiry: 0 Days 24 Aug 10 CAB N/A N/A 0 0 0| 0 185 0 0 5350 Total 0 0 0| 0 185 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 1 Days 25 Aug 10 CAB 0.00 12.27 0 0 0| 0 180 0 0 5303 Total 0 0 0| 0 180 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 2 Days 26 Aug 10 12 0.25 21.33 0 0 0| 0 180 0 0 5211 Total 0 0 0| 0 180 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 24 Days 17 Sep 10 2155H 1.00 66.64 0 0 0| 0 1,408 0 0 3001 209 0.67 25.20 0 0 0| 0 227 0 0 5023 58H 0.33 20.95 0 0 0| 0 227 0 0 5287 16H 0.13 18.78 0 0 0| 0 208 0 0 5446 1H 0.02 18.05 0 0 0| 0 25 0 0 5676 1 0.01 17.83 0 0 0| 0 208 0 0 5710 1 0.01 17.67 0 0 0| 0 1,200 0 0 5732 CAB 0.00 15.88 0 0 0| 0 3,000 0 0 5925 CAB 0.00 15.58 0 0 0| 0 452 0 0 5984 CAB 0.00 15.40 0 0 0| 0 1,000 0 0 6025 CAB 0.00 14.59 0 0 0| 0 5,500 0 0 6325 CAB 0.00 14.57 0 0 0| 0 2,000 0 0 6500 CAB 0.00 25.70 0 0 0| 0 1,408 0 0 9001 Total 0 0 0| 0 16,863 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 52 Days 15 Oct 10 339 0.70 26.61 0 0 0| 0 140 0 0 4920 CAB 0.00 14.01 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 5156 Time to expiry: 56 Days 19 Oct 10 4 0.03 16.83 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 5156 Time to expiry: 71 Days 3 Nov 10 2117 1.00 39.15 0 0 0| 0 155 0 0 3025 CAB 0.00 12.86 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 5156 Time to expiry: 115 Days 17 Dec 10 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 1346 0.92 38.96 0 0 0| 0 775 0 0 3825 1253H 0.91 37.80 0 0 0| 0 1,125 0 0 3925 1161 0.90 36.61 0 0 0| 0 625 0 0 4025 1069 0.88 35.40 0 0 0| 0 240 0 0 4125 980 0.86 34.20 0 0 0| 0 1,000 0 0 4225 892 0.84 33.11 0 0 0| 0 10,500 0 0 4325 806 0.82 32.04 0 0 0| 0 625 0 0 4425 722H 0.79 30.97 0 0 0| 0 8,750 0 0 4525 544 0.71 28.56 0 0 0| 0 0 0 0 4750 487 0.68 27.74 0 0 0| 0 1,500 0 0 4825 416 0.63 26.65 0 0 0| 0 8,000 0 0 4925 348H 0.59 25.59 0 0 0| 0 7,050 0 0 5025 308 0.55 24.90 0 0 0| 0 115 0 0 5090 286 0.53 24.53 0 0 0| 0 1,000 0 0 5125 N/A 0.00 0 0 0| 0 0 -9,500 0 5150 229H 0.47 23.46 0 0 0| 0 4,525 0 0 5225 179H 0.41 22.47 0 0 0| 0 500 0 0 5322 178 0.41 22.45 0 0 0| 0 4,125 0 0 5325 156 0.38 21.96 0 0 0| 0 1,125 0 0 5375 137 0.35 21.54 0 0 0| 0 1,000 0 0 5418 134 0.34 21.47 0 0 0| 0 8,225 0 0 5425 120H 0.32 21.14 0 0 0| 0 500 0 0 5460 115 0.31 21.00 0 0 0| 0 1,000 0 0 5475 102 0.29 20.64 0 0 0| 0 750 0 0 5512 97H 0.28 20.52 0 0 0| 0 10,875 0 0 5525 92H 0.27 20.37 0 0 0| 0 500 0 0 5540 91 0.27 20.33 0 0 0| 0 22 0 0 5544 N/A 0.00 0 0 0| 0 0 -4,500 0 5550 88 0.26 20.25 0 0 0| 0 1,000 0 0 5553 76 0.24 19.89 0 0 0| 0 1,000 0 0 5595 70H 0.22 19.72 0 0 0| 0 2,500 0 0 5616 68 0.22 19.66 0 0 0| 0 5,250 0 0 5625 64H 0.21 19.54 0 0 0| 0 750 0 0 5640 56 0.19 19.29 0 0 0| 0 1,250 0 0 5673 54H 0.19 19.25 0 0 0| 0 500 0 0 5678 46 0.16 18.91 0 0 0| 0 11,935 0 0 5725 42 0.15 18.76 0 0 0| 0 500 0 0 5746 41H 0.15 18.74 0 0 0| 0 250 0 0 5748 41 0.15 18.73 0 0 0| 0 1,000 0 0 5750 32H 0.13 18.37 0 0 0| 0 500 0 0 5799 32 0.13 18.35 0 0 0| 0 500 0 0 5802 32 0.13 18.35 0 0 0| 0 2,250 0 0 5803 31H 0.12 18.31 0 0 0| 0 366 0 0 5808 31 0.12 18.30 0 0 0| 0 100 0 0 5810 29 0.12 18.20 0 0 0| 0 12,075 0 0 5825 24H 0.10 17.95 0 0 0| 0 500 0 0 5862 24 0.10 17.92 0 0 0| 0 500 0 0 5867 19 0.08 17.67 0 0 0| 0 2,800 0 0 5909 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 18 0.08 17.62 0 0 0| 0 250 0 0 5922 18 0.08 17.61 0 0 0| 0 4,875 0 0 5925 13 0.06 17.36 0 0 0| 0 250 0 0 5989 13 0.06 17.36 0 0 0| 0 100 0 0 5990 11 0.05 17.18 0 0 0| 0 500 0 0 6020 10H 0.05 17.14 0 0 0| 0 8,798 0 0 6025 10H 0.05 17.12 0 0 0| 0 250 0 0 6027 10H 0.05 17.10 0 0 0| 0 150 0 0 6030 9 0.05 16.96 0 0 0| 0 150 0 0 6050 9 0.05 16.92 0 0 0| 0 250 0 0 6055 8H 0.04 16.85 0 0 0| 0 100 0 0 6065 7H 0.04 16.78 0 0 0| 0 3,500 0 0 6075 5H 0.03 16.47 0 0 0| 0 9,950 0 0 6125 5H 0.03 16.45 0 0 0| 0 1,250 0 0 6128 4H 0.03 16.34 0 0 0| 0 0 0 0 6150 4 0.02 16.21 0 0 0| 0 2,500 0 0 6175 3H 0.02 16.16 0 0 0| 0 1,000 0 0 6185 2H 0.02 15.82 0 0 0| 0 11,400 0 0 6225 1 0.01 14.81 0 0 0| 0 4,250 0 0 6325 H 0.00 14.51 0 0 0| 0 250 0 0 6354 H 0.00 14.40 0 0 0| 0 1,000 0 0 6365 H 0.00 14.15 0 0 0| 0 1,000 0 0 6390 H 0.00 14.14 0 0 0| 0 500 0 0 6391 CAB 0.00 13.88 0 0 0| 0 12,300 0 0 6425 CAB 0.00 13.79 0 0 0| 0 1,000 0 0 6439 CAB 0.00 13.69 0 0 0| 0 500 0 0 6455 CAB 0.00 13.53 0 0 0| 0 500 0 0 6478 CAB 0.00 13.42 0 0 0| 0 1,000 0 0 6495 CAB 0.00 13.39 0 0 0| 0 1,750 0 0 6500 CAB 0.00 13.34 0 0 0| 0 500 0 0 6507 CAB 0.00 13.23 0 0 0| 0 16,375 0 0 6525 CAB 0.00 12.85 0 0 0| 0 1,000 0 0 6583 CAB 0.00 12.83 0 0 0| 0 1,000 0 0 6585 CAB 0.00 12.58 0 0 0| 0 12,725 0 0 6625 CAB 0.00 11.97 0 0 0| 0 3,000 0 0 6725 CAB 0.00 11.36 0 0 0| 0 5,150 0 0 6825 CAB 0.00 10.23 0 0 0| 0 8,475 0 0 7025 CAB 0.00 10.09 0 0 0| 0 250 0 0 7050 CAB 0.00 9.69 0 0 0| 0 3,750 0 0 7125 CAB 0.00 9.18 0 0 0| 0 13,750 0 0 7225 CAB 0.00 8.70 0 0 0| 0 2,000 0 0 7325 CAB 0.00 8.23 0 0 0| 0 500 0 0 7425 CAB 0.00 7.75 0 0 0| 0 2,350 0 0 7525 CAB 0.00 5.70 0 0 0| 0 6,875 0 0 8025 CAB 0.00 5.70 0 0 0| 0 5,000 0 0 8525 CAB 0.00 5.70 0 0 0| 0 3,000 0 0 8625 CAB 0.00 5.70 0 0 0| 0 250 0 0 9025 CAB 0.00 5.70 0 0 0| 0 15,000 0 0 9625 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | CAB 0.00 5.70 0 0 0| 0 1,750 0 0 10025 Total 0 0 0| 0 292,001 -14,000 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 206 Days 18 Mar 11 478H 0.60 26.31 0 0 0| 0 15 0 0 4928 297 0.47 23.60 0 0 0| 0 398 0 0 5236 121H 0.27 20.38 0 0 0| 0 200 0 0 5650 72H 0.19 19.25 0 0 0| 0 560 0 0 5837 21 0.07 17.35 0 0 0| 0 2,200 0 0 6194 Total 0 0 0| 0 3,373 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 234 Days 15 Apr 11 1162H 0.82 34.03 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 5156 Time to expiry: 238 Days 19 Apr 11 454H 0.56 25.65 0 0 0| 0 1,545 0 0 5000 H 0.00 14.75 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 5156 Time to expiry: 252 Days 3 May 11 462 0.56 25.63 0 0 0| 0 255 0 0 5000 1 0.00 14.80 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 5156 Time to expiry: 297 Days 17 Jun 11 797H 0.69 29.25 0 0 0| 0 24 0 0 4532 554 0.59 26.46 0 0 0| 0 357 0 0 4884 291H 0.42 22.86 0 0 0| 0 750 0 0 5350 111 0.23 19.74 0 0 0| 0 2,768 0 0 5843 Total 0 0 0| 0 3,899 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 479 Days 16 Dec 11 1654H 0.83 35.34 0 0 0| 0 3,500 0 0 3500 1489H 0.80 33.88 0 0 0| 0 925 0 0 3700 1329 0.77 32.37 0 0 0| 0 5,125 0 0 3900 1174H 0.74 31.07 0 0 0| 0 8,425 0 0 4100 1081 0.72 30.11 0 0 0| 0 5,375 0 0 4225 1026 0.70 29.62 0 0 0| 0 9,100 0 0 4300 1008 0.70 29.46 0 0 0| 0 6,500 0 0 4325 937 0.68 28.91 0 0 0| 0 750 0 0 4425 800H 0.63 27.48 0 0 0| 0 400 0 0 4625 499H 0.50 24.54 0 0 0| 0 1,000 0 0 5125 491H 0.50 24.68 0 0 0| 0 200 0 0 5150 447H 0.47 23.92 0 0 0| 0 375 0 0 5225 435 0.47 23.76 0 0 0| 0 3,500 0 0 5250 398H 0.44 23.32 0 0 0| 0 1,000 0 0 5325 352H 0.41 22.86 0 0 0| 0 250 0 0 5425 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 347H 0.41 23.03 0 0 0| 0 3,500 0 0 5450 315H 0.38 22.57 0 0 0| 0 500 0 0 5525 275 0.35 21.98 0 0 0| 0 600 0 0 5625 236 0.32 21.43 0 0 0| 0 1,850 0 0 5725 226H 0.31 21.32 0 0 0| 0 1,250 0 0 5750 204 0.29 20.96 0 0 0| 0 1,925 0 0 5825 174 0.26 20.48 0 0 0| 0 2,375 0 0 5925 145H 0.23 20.04 0 0 0| 0 750 0 0 6025 124 0.21 19.64 0 0 0| 0 3,250 0 0 6125 113 0.20 19.45 0 0 0| 0 1,250 0 0 6175 102H 0.18 19.25 0 0 0| 0 3,500 0 0 6225 83H 0.16 18.81 0 0 0| 0 2,750 0 0 6325 68 0.13 18.40 0 0 0| 0 1,925 0 0 6425 57 0.12 18.14 0 0 0| 0 7,000 0 0 6500 54 0.11 18.06 0 0 0| 0 6,230 0 0 6525 44 0.10 17.73 0 0 0| 0 7,000 0 0 6625 37 0.08 17.51 0 0 0| 0 500 0 0 6700 34H 0.08 17.44 0 0 0| 0 2,250 0 0 6725 2H 0.01 14.71 0 0 0| 0 250 0 0 7525 CAB 0.00 10.10 0 0 0| 0 3,750 0 0 11000 CAB 0.00 10.10 0 0 0| 0 8,250 0 0 11200 Total 0 0 0| 0 107,080 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 570 Days 16 Mar 12 1H 0.00 16.19 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 5156 Time to expiry: 605 Days 20 Apr 12 1059 0.68 29.95 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 5156 Time to expiry: 629 Days 14 May 12 238 0.29 21.65 0 0 0| 0 145 0 0 6000 5H 0.02 16.06 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 5156 Time to expiry: 850 Days 21 Dec 12 2930 0.90 40.55 0 0 0| 0 875 0 0 2000 2088 0.83 35.10 0 0 0| 0 5,500 0 0 3000 1694H 0.78 32.16 0 0 0| 0 1,500 0 0 3500 1619 0.77 31.64 0 0 0| 0 550 0 0 3600 1544H 0.75 31.20 0 0 0| 0 1,250 0 0 3700 1472 0.74 30.68 0 0 0| 0 4,750 0 0 3800 1400 0.73 30.07 0 0 0| 0 1,750 0 0 3900 1329H 0.71 29.52 0 0 0| 0 16,475 0 0 4000 1312H 0.71 29.40 0 0 0| 0 6,000 0 0 4025 1260H 0.70 29.04 0 0 0| 0 6,500 0 0 4100 1193 0.68 28.63 0 0 0| 0 29,450 0 0 4200 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 1126H 0.66 28.12 0 0 0| 0 2,000 0 0 4300 1110 0.66 27.97 0 0 0| 0 125 0 0 4325 1094 0.66 27.82 0 0 0| 0 18,000 0 0 4350 1062 0.65 27.55 0 0 0| 0 13,230 0 0 4400 998H 0.63 27.04 0 0 0| 0 7,575 0 0 4500 983 0.63 26.93 0 0 0| 0 3,000 0 0 4525 968 0.62 26.82 0 0 0| 0 6,500 0 0 4550 937H 0.61 26.61 0 0 0| 0 2,250 0 0 4600 878 0.59 26.26 0 0 0| 0 9,500 0 0 4700 820 0.57 25.73 0 0 0| 0 750 0 0 4800 764H 0.55 25.24 0 0 0| 0 1,000 0 0 4900 711H 0.53 24.83 0 0 0| 0 21,325 0 0 5000 698 0.53 24.74 0 0 0| 0 300 0 0 5025 660 0.51 24.50 0 0 0| 0 19,725 0 0 5100 611 0.49 24.12 0 0 0| 0 30,600 0 0 5200 587 0.48 23.88 0 0 0| 0 17,500 0 0 5250 564 0.47 23.66 0 0 0| 0 8,250 0 0 5300 541H 0.46 23.46 0 0 0| 0 750 0 0 5350 519H 0.45 23.28 0 0 0| 0 7,750 0 0 5400 508H 0.44 23.19 0 0 0| 0 8,375 0 0 5425 476H 0.43 22.97 0 0 0| 0 4,500 0 0 5500 466H 0.42 22.91 0 0 0| 0 4,500 0 0 5525 436H 0.40 22.67 0 0 0| 0 2,150 0 0 5600 426H 0.40 22.55 0 0 0| 0 5,000 0 0 5625 398 0.38 22.23 0 0 0| 0 5,725 0 0 5700 389 0.38 22.14 0 0 0| 0 1,075 0 0 5725 379H 0.37 22.04 0 0 0| 0 250 0 0 5750 362 0.36 21.88 0 0 0| 0 500 0 0 5800 353H 0.35 21.80 0 0 0| 0 3,375 0 0 5825 349 0.35 22.34 0 0 0| 0 125 0 0 5900 320 0.33 21.55 0 0 0| 0 2,250 0 0 5925 296H 0.32 21.31 0 0 0| 0 9,010 0 0 6000 288H 0.31 21.21 0 0 0| 0 6,925 0 0 6025 259H 0.29 20.82 0 0 0| 0 2,750 0 0 6125 245 0.28 20.66 0 0 0| 0 750 0 0 6175 238H 0.27 20.59 0 0 0| 0 1,000 0 0 6200 232 0.27 20.52 0 0 0| 0 9,075 0 0 6225 206H 0.25 20.29 0 0 0| 0 3,800 0 0 6325 183 0.23 19.92 0 0 0| 0 2,625 0 0 6425 167 0.21 19.66 0 0 0| 0 3,500 0 0 6500 161H 0.21 19.59 0 0 0| 0 5,750 0 0 6525 147 0.20 19.39 0 0 0| 0 1,875 0 0 6600 142 0.19 19.33 0 0 0| 0 4,625 0 0 6625 138H 0.19 19.66 0 0 0| 0 500 0 0 6700 124H 0.17 19.10 0 0 0| 0 1,375 0 0 6725 112 0.16 18.82 0 0 0| 0 80 0 0 6800 108 0.16 18.74 0 0 0| 0 2,300 0 0 6825 84 0.13 18.33 0 0 0| 0 6,375 0 0 7000 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 67H 0.11 18.20 0 0 0| 0 2,000 0 0 7200 45H 0.08 17.58 0 0 0| 0 2,000 0 0 7425 40H 0.07 17.38 0 0 0| 0 2,000 0 0 7500 14H 0.03 16.14 0 0 0| 0 500 0 0 8000 5H 0.01 15.17 0 0 0| 0 375 0 0 8425 4H 0.01 15.01 0 0 0| 0 80 0 0 8500 1 0.00 13.99 0 0 0| 0 750 0 0 9000 CAB 0.00 12.19 0 0 0| 0 1,125 0 0 10025 Total 0 0 0| 0 353,700 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 934 Days 15 Mar 13 367 0.34 23.14 0 0 0| 0 250 0 0 6000 256H 0.27 22.04 0 0 0| 0 250 0 0 6400 231 0.25 21.79 0 0 0| 0 1,250 0 0 6500 192 0.22 21.31 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 5156 Time to expiry: 969 Days 19 Apr 13 972 0.59 28.01 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 5156 Time to expiry: 1214 Days 20 Dec 13 2050H 0.77 34.86 0 0 0| 0 3,000 0 0 3000 1688 0.72 32.05 0 0 0| 0 1,625 0 0 3500 1557 0.70 31.11 0 0 0| 0 300 0 0 3700 1492 0.69 30.67 0 0 0| 0 2,850 0 0 3800 1362H 0.66 29.84 0 0 0| 0 1,950 0 0 4000 1302 0.65 29.45 0 0 0| 0 1,000 0 0 4100 1245H 0.63 29.07 0 0 0| 0 52,350 0 0 4200 1188H 0.62 28.70 0 0 0| 0 3,500 0 0 4300 1160H 0.61 28.52 0 0 0| 0 49,000 0 0 4350 1132 0.61 28.35 0 0 0| 0 17,810 0 0 4400 1076 0.59 28.00 0 0 0| 0 4,700 0 0 4500 1020 0.58 27.67 0 0 0| 0 1,550 0 0 4600 971 0.56 27.34 0 0 0| 0 250 0 0 4700 923 0.55 27.02 0 0 0| 0 750 0 0 4800 875 0.53 26.72 0 0 0| 0 300 0 0 4900 827H 0.52 26.41 0 0 0| 0 4,650 0 0 5000 815H 0.51 26.34 0 0 0| 0 750 0 0 5025 779H 0.50 26.12 0 0 0| 0 5,375 0 0 5100 735H 0.48 25.83 0 0 0| 0 7,463 0 0 5200 716 0.48 25.69 0 0 0| 0 18,300 0 0 5250 696 0.47 25.55 0 0 0| 0 3,400 0 0 5300 656H 0.45 25.27 0 0 0| 0 27,900 0 0 5400 647 0.45 25.20 0 0 0| 0 125 0 0 5425 637 0.44 25.13 0 0 0| 0 3,300 0 0 5450 627 0.44 25.07 0 0 0| 0 1,000 0 0 5475 617 0.44 25.00 0 0 0| 0 2,500 0 0 5500 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 30 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 | 578 0.42 24.73 0 0 0| 0 12,000 0 0 5600 523 0.39 24.34 0 0 0| 0 12,000 0 0 5750 444H 0.36 23.70 0 0 0| 0 100 0 0 6000 307 0.28 22.49 0 0 0| 0 1,000 0 0 6500 202 0.21 21.35 0 0 0| 0 500 0 0 7000 125 0.15 20.25 0 0 0| 0 1,500 0 0 7500 Total 0 0 0| 0 242,798 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 1332 Days 17 Apr 14 1336H 0.64 29.95 0 0 0| 0 500 0 0 4100 1065H 0.57 28.34 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 5156 Time to expiry: 1396 Days 20 Jun 14 1122H 0.58 28.48 0 0 0| 0 1,000 0 0 4500 540H 0.38 25.33 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 5156 Time to expiry: 1406 Days 30 Jun 14 908H 0.52 27.60 0 0 0| 0 1,550 0 0 5000 414H 0.32 24.67 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 5156 Time to expiry: 1578 Days 19 Dec 14 1983 0.74 31.31 0 0 0| 0 13,000 0 0 3000 1396H 0.63 29.24 0 0 0| 0 25,050 0 0 4000 1349 0.62 29.11 0 0 0| 0 2,000 0 0 4100 1301H 0.61 28.98 0 0 0| 0 1,750 0 0 4200 1254H 0.60 28.85 0 0 0| 0 2,500 0 0 4300 1207 0.59 28.72 0 0 0| 0 625 0 0 4400 1159H 0.57 28.60 0 0 0| 0 2,125 0 0 4500 1138H 0.57 28.53 0 0 0| 0 18,000 0 0 4550 1118H 0.56 28.46 0 0 0| 0 2,500 0 0 4600 1078H 0.55 28.33 0 0 0| 0 18,500 0 0 4700 998 0.53 28.05 0 0 0| 0 3,200 0 0 4900 957H 0.51 27.91 0 0 0| 0 37,375 0 0 5000 916H 0.50 27.75 0 0 0| 0 20,565 0 0 5100 879 0.49 27.60 0 0 0| 0 29,088 0 0 5200 862 0.48 27.52 0 0 0| 0 14,000 0 0 5250 845 0.48 27.43 0 0 0| 0 6,250 0 0 5300 828 0.47 27.35 0 0 0| 0 500 0 0 5350 811 0.47 27.26 0 0 0| 0 3,000 0 0 5400 802 0.46 27.22 0 0 0| 0 1,000 0 0 5425 776 0.45 27.08 0 0 0| 0 9,500 0 0 5500 741H 0.44 26.90 0 0 0| 0 15,125 0 0 5600 732H 0.44 26.85 0 0 0| 0 1,000 0 0 5625 706 0.43 26.71 0 0 0| 0 2,500 0 0 5700 688H 0.42 26.61 0 0 0| 0 12,000 0 0 5750 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 31 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 | 670H 0.42 26.51 0 0 0| 0 500 0 0 5800 610H 0.39 26.09 0 0 0| 0 3,375 0 0 6000 581 0.38 25.86 0 0 0| 0 6,000 0 0 6100 324H 0.26 23.26 0 0 0| 0 13,000 0 0 7000 133 0.14 20.17 0 0 0| 0 4,000 0 0 8000 103H 0.12 19.48 0 0 0| 0 750 0 0 8200 92 0.11 19.13 0 0 0| 0 6,000 0 0 8300 Total 0 0 0| 0 274,778 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 1814 Days 12 Aug 15 833 0.47 25.59 0 0 0| 0 11 0 0 5258 Total 0 0 0| 0 11 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 1942 Days 18 Dec 15 1046H 0.51 28.54 0 0 0| 0 1,000 0 0 5000 953H 0.48 28.44 0 0 0| 0 1,500 0 0 5300 920H 0.47 28.27 0 0 0| 0 800 0 0 5400 361H 0.25 25.48 0 0 0| 0 1,000 0 0 7800 Total 0 0 0| 0 4,300 0 0 Total Calls 0 0 0| 0 1,320,066 -14,000 0 | Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | FTSE 100 Index Flex (European)**** (FLX) Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 24 Days 17 Sep 10 CAB 0.00 66.64 0 0 0| 0 1,408 0 0 3001 12H -0.06 33.83 0 0 0| 0 0 0 0 4531 30 -0.14 29.40 0 0 0| 0 1,200 0 0 4775 3842 -1.00 25.70 0 0 0| 0 1,408 0 0 9001 Total 0 0 0| 0 4,016 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 52 Days 15 Oct 10 105H -0.30 26.61 0 0 0| 0 100 0 0 4920 1564H -1.00 14.01 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 5156 Time to expiry: 71 Days 3 Nov 10 CAB 0.00 39.15 0 0 0| 0 155 0 0 3025 1877H -1.00 12.86 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 5156 Time to expiry: 115 Days 17 Dec 10 1 0.00 55.06 0 0 0| 0 250 0 0 2250 3 -0.01 53.71 0 0 0| 0 4,620 0 0 2500 3 -0.01 53.52 0 0 0| 0 3,000 0 0 2525 10H -0.02 48.66 0 0 0| 0 6,000 0 0 3025 24H -0.04 42.59 0 0 0| 0 17,000 0 0 3525 29 -0.05 41.34 0 0 0| 0 1,500 0 0 3625 39 -0.07 38.96 0 0 0| 0 1,025 0 0 3825 40H -0.07 38.67 0 0 0| 0 236 0 0 3850 46H -0.08 37.80 0 0 0| 0 2,375 0 0 3925 54 -0.10 36.61 0 0 0| 0 4,500 0 0 4025 61H -0.11 35.40 0 0 0| 0 240 0 0 4125 72 -0.13 34.20 0 0 0| 0 3,250 0 0 4225 84 -0.15 33.11 0 0 0| 0 7,938 0 0 4325 98 -0.18 32.04 0 0 0| 0 1,000 0 0 4425 102 -0.18 31.77 0 0 0| 0 2,800 0 0 4450 114H -0.21 30.97 0 0 0| 0 8,750 0 0 4525 132 -0.24 29.91 0 0 0| 0 375 0 0 4625 154H -0.27 28.83 0 0 0| 0 4,500 0 0 4725 177H -0.31 27.74 0 0 0| 0 7,500 0 0 4825 207 -0.36 26.65 0 0 0| 0 3,250 0 0 4925 239 -0.41 25.59 0 0 0| 0 7,275 0 0 5025 263H -0.44 24.90 0 0 0| 0 100 0 0 5090 276H -0.46 24.53 0 0 0| 0 180 0 0 5125 N/A 0.00 0 0 0| 0 0 -9,500 0 5150 319H -0.52 23.46 0 0 0| 0 3,000 0 0 5225 366 -0.58 22.47 0 0 0| 0 500 0 0 5322 368 -0.59 22.45 0 0 0| 0 5,250 0 0 5325 395H -0.62 21.96 0 0 0| 0 1,125 0 0 5375 419H -0.65 21.54 0 0 0| 0 1,000 0 0 5418 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 423H -0.65 21.47 0 0 0| 0 5,250 0 0 5425 445 -0.67 21.14 0 0 0| 0 500 0 0 5460 454H -0.68 21.00 0 0 0| 0 1,000 0 0 5475 478H -0.71 20.64 0 0 0| 0 750 0 0 5512 487 -0.71 20.52 0 0 0| 0 11,975 0 0 5525 496H -0.72 20.37 0 0 0| 0 500 0 0 5540 N/A 0.00 0 0 0| 0 0 -4,500 0 5550 505 -0.73 20.25 0 0 0| 0 1,000 0 0 5553 535 -0.76 19.89 0 0 0| 0 1,000 0 0 5595 550H -0.77 19.72 0 0 0| 0 2,500 0 0 5616 557H -0.77 19.66 0 0 0| 0 4,375 0 0 5625 568H -0.78 19.54 0 0 0| 0 750 0 0 5640 593 -0.80 19.29 0 0 0| 0 1,250 0 0 5673 596H -0.81 19.25 0 0 0| 0 500 0 0 5678 634H -0.83 18.91 0 0 0| 0 6,880 0 0 5725 651H -0.84 18.76 0 0 0| 0 500 0 0 5746 653H -0.84 18.74 0 0 0| 0 250 0 0 5748 655 -0.84 18.73 0 0 0| 0 1,000 0 0 5750 695 -0.87 18.37 0 0 0| 0 500 0 0 5799 698 -0.87 18.35 0 0 0| 0 500 0 0 5802 698H -0.87 18.35 0 0 0| 0 2,250 0 0 5803 705 -0.87 18.30 0 0 0| 0 100 0 0 5810 718 -0.88 18.20 0 0 0| 0 9,600 0 0 5825 750 -0.89 17.95 0 0 0| 0 500 0 0 5862 754H -0.89 17.92 0 0 0| 0 500 0 0 5867 803H -0.91 17.62 0 0 0| 0 250 0 0 5922 806H -0.91 17.61 0 0 0| 0 4,900 0 0 5925 865H -0.93 17.36 0 0 0| 0 250 0 0 5989 866 -0.93 17.36 0 0 0| 0 100 0 0 5990 894 -0.94 17.18 0 0 0| 0 500 0 0 6020 899 -0.94 17.14 0 0 0| 0 5,523 0 0 6025 900H -0.94 17.12 0 0 0| 0 250 0 0 6027 903H -0.94 17.10 0 0 0| 0 150 0 0 6030 922H -0.95 16.96 0 0 0| 0 150 0 0 6050 927 -0.95 16.92 0 0 0| 0 250 0 0 6055 936H -0.95 16.85 0 0 0| 0 100 0 0 6065 946 -0.95 16.78 0 0 0| 0 3,500 0 0 6075 993H -0.96 16.47 0 0 0| 0 10,450 0 0 6125 996H -0.96 16.45 0 0 0| 0 1,250 0 0 6128 1042 -0.97 16.21 0 0 0| 0 2,500 0 0 6175 1051H -0.97 16.16 0 0 0| 0 1,000 0 0 6185 1090H -0.98 15.82 0 0 0| 0 8,425 0 0 6225 1188H -0.99 14.81 0 0 0| 0 4,150 0 0 6325 1217 -0.99 14.51 0 0 0| 0 250 0 0 6354 1228 -0.99 14.40 0 0 0| 0 1,000 0 0 6365 1252H -0.99 14.15 0 0 0| 0 1,000 0 0 6390 1253H -0.99 14.14 0 0 0| 0 500 0 0 6391 1287H -0.99 13.88 0 0 0| 0 5,300 0 0 6425 1301H -0.99 13.79 0 0 0| 0 1,000 0 0 6439 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 1312H -0.99 13.72 0 0 0| 0 5,000 0 0 6450 1317H -0.99 13.69 0 0 0| 0 500 0 0 6455 1340H -0.99 13.53 0 0 0| 0 500 0 0 6478 1357 -0.99 13.42 0 0 0| 0 1,000 0 0 6495 1369 -0.99 13.34 0 0 0| 0 500 0 0 6507 1387 -0.99 13.23 0 0 0| 0 10,250 0 0 6525 1445 -0.99 12.85 0 0 0| 0 1,000 0 0 6583 1447 -0.99 12.83 0 0 0| 0 1,000 0 0 6585 1487 -0.99 12.58 0 0 0| 0 9,825 0 0 6625 1586H -0.99 11.97 0 0 0| 0 1,750 0 0 6725 1686H -0.99 11.36 0 0 0| 0 500 0 0 6825 1886 -0.99 10.23 0 0 0| 0 600 0 0 7025 2185 -0.99 8.70 0 0 0| 0 2,000 0 0 7325 Total 0 0 0| 0 239,642 -14,000 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 178 Days 18 Feb 11 489H -0.60 22.09 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 5156 Time to expiry: 206 Days 18 Mar 11 56 -0.07 42.29 0 0 0| 0 2,123 0 0 3350 168H -0.21 31.60 0 0 0| 0 560 0 0 4350 216H -0.27 29.51 0 0 0| 0 2,200 0 0 4575 396 -0.48 24.39 0 0 0| 0 2,200 0 0 5140 677 -0.71 20.38 0 0 0| 0 200 0 0 5650 Total 0 0 0| 0 7,283 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 219 Days 31 Mar 11 97H -0.12 36.63 0 0 0| 0 0 0 0 3800 122 -0.15 34.70 0 0 0| 0 0 0 0 4000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 234 Days 15 Apr 11 29H -0.03 45.62 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 5156 Time to expiry: 238 Days 19 Apr 11 377 -0.42 25.65 0 0 0| 0 1,545 0 0 5000 1913H -0.98 14.75 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 5156 Time to expiry: 240 Days 21 Apr 11 181 -0.21 31.98 0 0 0| 0 1,663 0 0 4270 610H -0.63 21.69 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 5156 Time to expiry: 252 Days 3 May 11 391H -0.42 25.63 0 0 0| 0 255 0 0 5000 1920 -0.97 14.80 0 0 0| 0 255 0 0 7000 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | Total 0 0 0| 0 510 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 297 Days 17 Jun 11 216H -0.22 31.54 0 0 0| 0 2,768 0 0 4250 591 -0.55 22.86 0 0 0| 0 750 0 0 5350 Total 0 0 0| 0 3,518 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 388 Days 16 Sep 11 80 -0.07 40.25 0 0 0| 0 1,500 0 0 3000 167 -0.15 34.18 0 0 0| 0 8 0 0 3740 252H -0.23 30.14 0 0 0| 0 410 0 0 4224 Total 0 0 0| 0 1,918 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 470 Days 7 Dec 11 1413 -0.81 18.63 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 5156 Time to expiry: 479 Days 16 Dec 11 45 -0.03 46.58 0 0 0| 0 2,750 0 0 2200 69H -0.05 44.51 0 0 0| 0 4,530 0 0 2500 77 -0.06 43.60 0 0 0| 0 3,500 0 0 2600 114H -0.08 39.99 0 0 0| 0 12,442 0 0 3000 177H -0.13 35.83 0 0 0| 0 8,938 0 0 3500 202 -0.15 34.71 0 0 0| 0 12 0 0 3652 211 -0.16 34.36 0 0 0| 0 4,175 0 0 3700 250 -0.19 32.95 0 0 0| 0 1,125 0 0 3900 281 -0.21 32.49 0 0 0| 0 2,000 0 0 4025 284H -0.21 32.19 0 0 0| 0 140 0 0 4048 293 -0.22 31.57 0 0 0| 0 8,115 0 0 4100 324H -0.24 30.71 0 0 0| 0 375 0 0 4225 344 -0.26 30.21 0 0 0| 0 5,825 0 0 4300 350 -0.26 30.04 0 0 0| 0 2,250 0 0 4325 383 -0.28 29.76 0 0 0| 0 625 0 0 4425 439 -0.33 28.02 0 0 0| 0 150 0 0 4625 640 -0.45 25.40 0 0 0| 0 1,000 0 0 5125 651H -0.46 25.30 0 0 0| 0 200 0 0 5150 687 -0.48 24.80 0 0 0| 0 375 0 0 5225 790H -0.54 23.78 0 0 0| 0 250 0 0 5425 847 -0.57 23.30 0 0 0| 0 500 0 0 5525 907 -0.60 22.78 0 0 0| 0 350 0 0 5625 970 -0.63 22.41 0 0 0| 0 1,650 0 0 5725 984 -0.63 22.23 0 0 0| 0 1,250 0 0 5750 1036H -0.65 22.02 0 0 0| 0 1,125 0 0 5825 1106 -0.68 21.59 0 0 0| 0 2,125 0 0 5925 1179 -0.71 21.32 0 0 0| 0 750 0 0 6025 1254H -0.73 21.01 0 0 0| 0 3,250 0 0 6125 1271 -0.76 19.45 0 0 0| 0 1,250 0 0 6175 1333 -0.76 20.70 0 0 0| 0 1,250 0 0 6225 1414H -0.78 20.54 0 0 0| 0 2,750 0 0 6325 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 1498 -0.80 20.33 0 0 0| 0 1,500 0 0 6425 1584 -0.81 20.15 0 0 0| 0 4,125 0 0 6525 1672 -0.83 20.13 0 0 0| 0 4,750 0 0 6625 1762 -0.84 20.09 0 0 0| 0 2,250 0 0 6725 Total 0 0 0| 0 87,652 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 570 Days 16 Mar 12 187H -0.13 36.32 0 0 0| 0 2,123 0 0 3350 Total 0 0 0| 0 2,123 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 605 Days 20 Apr 12 123H -0.08 40.25 0 0 0| 0 170 0 0 2800 227H -0.15 35.26 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 5156 Time to expiry: 629 Days 14 May 12 1228 -0.66 21.65 0 0 0| 0 145 0 0 6000 2958 -0.94 16.06 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 5156 Time to expiry: 661 Days 15 Jun 12 171H -0.10 38.92 0 0 0| 0 100 0 0 3000 1685 -0.78 19.44 0 0 0| 0 1,000 0 0 6600 1707H -0.79 19.36 0 0 0| 0 2,283 0 0 6627 Total 0 0 0| 0 3,383 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 759 Days 21 Sep 12 598 -0.34 27.06 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 5156 Time to expiry: 850 Days 21 Dec 12 12H -0.01 51.77 0 0 0| 0 2,500 0 0 1000 85H -0.04 44.88 0 0 0| 0 5,200 0 0 2000 106H -0.05 43.24 0 0 0| 0 1,250 0 0 2200 139 -0.07 42.64 0 0 0| 0 17,500 0 0 2400 153 -0.08 42.09 0 0 0| 0 4,520 0 0 2500 154H -0.08 41.79 0 0 0| 0 3,000 0 0 2525 213H -0.11 39.05 0 0 0| 0 750 0 0 2900 230 -0.11 38.44 0 0 0| 0 10,375 0 0 3000 236 -0.12 38.43 0 0 0| 0 4,500 0 0 3025 305H -0.15 35.63 0 0 0| 0 7,250 0 0 3400 327H -0.17 35.07 0 0 0| 0 3,000 0 0 3500 350 -0.18 34.59 0 0 0| 0 1,300 0 0 3600 374 -0.19 33.94 0 0 0| 0 1,000 0 0 3700 399H -0.20 33.28 0 0 0| 0 7,625 0 0 3800 426 -0.21 32.70 0 0 0| 0 1,750 0 0 3900 454 -0.23 32.18 0 0 0| 0 14,375 0 0 4000 483 -0.24 31.73 0 0 0| 0 15,450 0 0 4100 513H -0.26 31.23 0 0 0| 0 11,850 0 0 4200 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 | 545H -0.27 30.61 0 0 0| 0 3,700 0 0 4300 553H -0.28 30.47 0 0 0| 0 2,450 0 0 4325 579 -0.29 30.07 0 0 0| 0 24,205 0 0 4400 614 -0.30 29.60 0 0 0| 0 10,188 0 0 4500 623 -0.31 29.49 0 0 0| 0 1,000 0 0 4525 650H -0.32 29.20 0 0 0| 0 2,375 0 0 4600 730 -0.36 28.25 0 0 0| 0 250 0 0 4800 772H -0.37 27.79 0 0 0| 0 3,650 0 0 4900 817H -0.39 27.41 0 0 0| 0 16,725 0 0 5000 829 -0.40 27.33 0 0 0| 0 3,750 0 0 5025 864H -0.41 27.11 0 0 0| 0 5,925 0 0 5100 913H -0.43 26.77 0 0 0| 0 8,000 +250 0 5200 965 -0.45 26.34 0 0 0| 0 20,550 0 0 5300 973H -0.46 25.54 0 0 0| 0 750 0 0 5350 1018H -0.47 25.99 0 0 0| 0 6,000 0 0 5400 1032 -0.47 25.92 0 0 0| 0 5,500 0 0 5425 1074 -0.49 25.72 0 0 0| 0 5,300 0 0 5500 1132 -0.51 25.53 0 0 0| 0 2,250 0 0 5600 1146H -0.51 25.49 0 0 0| 0 350 0 0 5625 1192 -0.53 25.20 0 0 0| 0 5,575 0 0 5700 1207 -0.53 25.12 0 0 0| 0 1,075 0 0 5725 1231 -0.53 25.33 0 0 0| 0 250 0 0 5750 1270 -0.55 24.82 0 0 0| 0 2,875 0 0 5825 1294 -0.57 23.80 0 0 0| 0 125 0 0 5900 1334H -0.57 24.60 0 0 0| 0 2,500 0 0 5925 1384H -0.58 24.49 0 0 0| 0 4,500 0 0 6000 1401H -0.59 24.46 0 0 0| 0 2,800 0 0 6025 1470H -0.60 24.29 0 0 0| 0 2,250 0 0 6125 1474 -0.65 22.99 0 0 0| 0 750 0 0 6175 1541 -0.62 24.03 0 0 0| 0 2,450 0 0 6225 1595H -0.63 23.89 0 0 0| 0 1,250 0 0 6300 1614 -0.64 23.86 0 0 0| 0 3,800 0 0 6325 1689 -0.65 23.75 0 0 0| 0 3,125 0 0 6425 1765H -0.67 23.72 0 0 0| 0 5,500 0 0 6525 1844 -0.68 23.64 0 0 0| 0 3,875 0 0 6625 1924H -0.70 23.53 0 0 0| 0 2,375 0 0 6725 2006H -0.71 23.49 0 0 0| 0 350 0 0 6825 2175H -0.73 23.62 0 0 0| 0 1,000 0 0 7025 Total 0 0 0| 0 282,538 +250 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 905 Days 14 Feb 13 960 -0.45 25.22 0 0 0| 0 4,000 0 0 5300 1304H -0.57 23.24 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 5156 Time to expiry: 934 Days 15 Mar 13 348 -0.17 33.57 0 0 0| 0 2,160 0 0 3550 Total 0 0 0| 0 2,160 0 0 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 5156 Time to expiry: 969 Days 19 Apr 13 243 -0.11 40.23 0 0 0| 0 146 0 0 2800 442H -0.21 31.93 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 5156 Time to expiry: 1214 Days 20 Dec 13 285H -0.12 34.81 0 0 0| 0 19,875 0 0 3000 393H -0.17 31.95 0 0 0| 0 125 0 0 3500 457 -0.20 31.21 0 0 0| 0 300 0 0 3700 487H -0.21 30.81 0 0 0| 0 2,950 0 0 3800 515 -0.22 30.31 0 0 0| 0 9,000 0 0 3900 543 -0.23 29.81 0 0 0| 0 9,750 0 0 4000 580 -0.25 29.53 0 0 0| 0 725 0 0 4100 614H -0.26 29.05 0 0 0| 0 5,900 0 0 4200 654H -0.27 28.76 0 0 0| 0 3,500 0 0 4300 695 -0.29 28.48 0 0 0| 0 25,150 0 0 4400 727H -0.30 27.95 0 0 0| 0 5,600 0 0 4500 764H -0.32 27.57 0 0 0| 0 1,550 0 0 4600 811H -0.33 27.29 0 0 0| 0 250 0 0 4700 899 -0.36 26.49 0 0 0| 0 12,800 0 0 4900 926H -0.37 26.47 0 0 0| 0 20,000 0 0 4950 953H -0.38 26.42 0 0 0| 0 7,150 0 0 5000 964 -0.38 26.32 0 0 0| 0 750 0 0 5025 996H -0.40 26.02 0 0 0| 0 5,375 0 0 5100 1021H -0.40 25.92 0 0 0| 0 20,000 0 0 5150 1050H -0.41 25.83 0 0 0| 0 6,663 0 0 5200 1105 -0.43 25.54 0 0 0| 0 6,725 0 0 5300 1163H -0.44 25.37 0 0 0| 0 4,400 0 0 5400 1175H -0.45 25.25 0 0 0| 0 125 0 0 5425 1202H -0.45 25.10 0 0 0| 0 1,000 0 0 5475 1217 -0.46 25.05 0 0 0| 0 15,750 0 0 5500 1271H -0.47 24.76 0 0 0| 0 3,900 0 0 5600 1344 -0.50 24.47 0 0 0| 0 250 0 0 5725 1387H -0.51 24.16 0 0 0| 0 400 0 0 5800 1456 -0.52 24.08 0 0 0| 0 7,000 0 0 5900 1514 -0.54 23.67 0 0 0| 0 100 0 0 6000 2217H -0.69 21.36 0 0 0| 0 750 0 0 7000 Total 0 0 0| 0 197,813 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 1305 Days 21 Mar 14 464 -0.18 32.79 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 5156 Time to expiry: 1332 Days 17 Apr 14 413H -0.13 40.47 0 0 0| 0 510 0 0 2950 457H -0.17 33.83 0 0 0| 0 534 0 0 3450 Total 0 0 0| 0 1,044 0 0 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 39 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 5156 Time to expiry: 1578 Days 19 Dec 14 206 -0.08 34.01 0 0 0| 0 1,993 0 0 2500 299 -0.12 31.34 0 0 0| 0 20,080 0 0 3000 444 -0.17 30.08 0 0 0| 0 8,500 0 0 3500 480 -0.18 29.91 0 0 0| 0 2,500 0 0 3600 633 -0.23 29.36 0 0 0| 0 25,750 0 0 4000 678 -0.24 29.24 0 0 0| 0 2,000 0 0 4100 723 -0.25 29.13 0 0 0| 0 17,000 0 0 4200 768 -0.26 29.01 0 0 0| 0 8,750 0 0 4300 812H -0.28 28.90 0 0 0| 0 3,125 0 0 4400 857H -0.29 28.78 0 0 0| 0 18,375 0 0 4500 909 -0.30 28.66 0 0 0| 0 2,500 0 0 4600 961 -0.31 28.54 0 0 0| 0 750 0 0 4700 1065 -0.34 28.28 0 0 0| 0 11,700 0 0 4900 1116H -0.35 28.14 0 0 0| 0 13,375 0 0 5000 1167H -0.36 27.99 0 0 0| 0 13,790 0 0 5100 1221H -0.37 27.84 0 0 0| 0 4,275 -210 0 5200 1279H -0.38 27.68 0 0 0| 0 16,250 0 0 5300 1308H -0.39 27.60 0 0 0| 0 500 0 0 5350 1337H -0.40 27.51 0 0 0| 0 1,000 0 0 5400 1394H -0.41 27.34 0 0 0| 0 8,750 0 0 5500 1451H -0.42 27.15 0 0 0| 0 3,875 0 0 5600 1508 -0.43 26.96 0 0 0| 0 500 0 0 5700 1687 -0.47 26.33 0 0 0| 0 3,750 0 0 6000 1993H -0.53 25.10 0 0 0| 0 350 0 0 6500 Total 0 0 0| 0 189,438 -210 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 1814 Days 12 Aug 15 1225 -0.37 25.59 0 0 0| 0 1 0 0 5258 Total 0 0 0| 0 1 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 1942 Days 18 Dec 15 1384H -0.35 28.41 0 0 0| 0 1,500 0 0 5300 1440H -0.36 28.24 0 0 0| 0 800 0 0 5400 Total 0 0 0| 0 2,300 0 0 Total Puts 0 0 0| 0 1,057,881 -13,960 0 Indicative a-t-m Vol 0.00 Underlying Price 3491.110 Time to expiry: 24 Days 17 Sep 10 66.700 -0.35 29.23 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 60,500 60,500| 0 2,438,447 -27,960 0 CAC 40 Index (YCC) Indicative a-t-m Vol 0.00 Underlying Price 3491.110 Time to expiry: 24 Days 17 Sep 10 65.810 -0.35 29.23 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 Equity Index Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 40 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 5156 Time to expiry: 24 Days 17 Sep 10 39H -0.19 28.14 0 0 0| 0 1,000 +1,000 0 4850 Total 0 0 0| 0 1,000 +1,000 0 Total Puts 0 0 0| 0 1,000 +1,000 0 Grand Total 0 60,700 60,700| 0 2,438,827 -27,960 0 FTSE 100 Index (XUK) Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 24 Days 17 Sep 10 99 -0.42 23.95 0 0 0| 0 500 +500 0 5100 Total 0 0 0| 0 500 +500 0 Total Puts 0 0 0| 0 500 +500 0 Grand Total 0 60,900 60,900| 0 2,440,527 -26,460 0 FTSE 250 Index FLEX Option (YFS) Indicative a-t-m Vol 0.00 Underlying Price 9700.9 Time to expiry: 24 Days 17 Sep 10 84.0 -0.18 33.77 0 0 0| 0 102 0 0 8984 201.5 -0.37 30.45 0 0 0| 0 102 0 0 9472 Total 0 0 0| 0 204 0 0 Indicative a-t-m Vol 0.00 Underlying Price 9700.9 Time to expiry: 52 Days 15 Oct 10 207.0 -0.32 25.67 0 0 0| 0 100 0 0 9308 389.0 -0.54 21.93 0 0 0| 0 100 0 0 9814 Total 0 0 0| 0 200 0 0 Total Puts 0 0 0| 0 404 0 0 Grand Total 0 61,500 61,500| 0 2,441,733 -26,460 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3385.400 Time to expiry: 115 Days 17 Dec 10 1150.830 -0.98 20.96 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 61,700 61,700| 0 2,447,933 -26,460 0