Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 22.97 Underlying Price 5114H Time to expiry: 23 Days Sep 10 3313 1.00 37.80 0 0 0| 0 185 0 0 1800 3113 1.00 54.29 0 0 0| 0 12 0 0 2000 2913 1.00 63.51 0 0 0| 0 8 0 0 2200 2713 1.00 67.79 0 0 0| 0 0 0 0 2400 2513H 1.00 68.73 0 0 0| 0 0 0 0 2600 2313H 1.00 67.43 0 0 0| 0 11 0 0 2800 2113H 1.00 64.66 0 0 0| 0 500 0 0 3000 1914 1.00 60.95 0 0 0| 0 0 0 0 3200 1814 1.00 58.87 0 0 0| 0 0 0 0 3300 1714 1.00 57.31 0 0 0| 0 0 0 0 3400 1614 1.00 53.52 0 0 0| 0 400 0 0 3500 1514H 1.00 51.97 0 0 0| 0 1 0 0 3600 1415 1.00 49.80 0 0 0| 0 1 0 0 3700 1315 0.99 47.27 0 0 0| 0 0 0 0 3800 1215H 0.99 44.52 0 0 0| 0 0 0 0 3900 1116 0.99 43.00 0 0 0| 0 3 0 0 4000 1017 0.98 40.80 0 0 0| 0 100 0 0 4100 918H 0.98 38.96 0 0 0| 0 200 0 0 4200 820H 0.97 37.61 0 0 0| 0 654 0 0 4300 722H 0.96 35.19 0 0 0| 0 13 0 0 4400 674H 0.95 34.51 0 0 0| 0 0 0 0 4450 626 0.94 33.25 0 0 0| 0 2,428 0 0 4500 578H 0.93 32.40 0 0 0| 0 0 0 0 4550 514H 531H 0.91 31.53 514HS 512HS 0 0 260| 0 531 0 0 4600 485 0.89 30.61 0 0 0| 0 10 0 0 4650 439H 0.87 29.71 0 0 0| 0 12 0 0 4700 394H 0.85 28.84 0 0 0| 0 2 0 0 4750 380 351 0.82 27.94 380 S 380 S 0 0 1| 0 1,934 0 0 4800 309 308H 0.79 27.11 309 309 0 0 10| 0 31 0 0 4850 253 268 0.75 26.25 268H 243 S 0 0 35| 1 4,423 0 0 4900 215 229 0.70 25.43 215 209 0 0 21| 26 470 0 0 4950 210H 0.68 24.98 0 0 0| 0 0 0 0 4975 220 192H 0.65 24.62 220 173H 0 0 102| 33 9,614 +15 0 5000 175H 0.62 24.23 0 0 0| 0 0 0 0 5025 166H 159 0.59 23.85 166HS 145 S 0 0 38| 56 692 +56 0 5050 139 143 0.56 23.43 139 136H 0 0 13| 0 0 0 0 5075 143H 128 0.53 23.06 143H 112H 0 3,975 4,545| 331 8,841 +788 0 5100 129 114H 0.50 22.91 129 102 0 0 45| 62 117 +25 0 5125 117 101 0.46 22.51 123H 89H 0 0 259| 43 2,447 +15 0 5150 109 88H 0.43 22.13 109 78H 0 0 44| 136 749 -1 0 5175 90H 77 0.39 21.78 100 66 0 2,600 3,354| 2,939 13,534 -587 0 5200 60H 66H 0.36 21.45 60H 57HS 0 0 102| 121 307 +53 0 5225 67H 56H 0.32 21.04 69 49H 0 0 195| 316 1,493 +66 0 5250 58 47H 0.29 20.63 58 41H 0 0 116| 59 389 +41 0 5275 49 40 0.26 20.37 56 33 0 2,250 3,469| 3,063 14,003 +1,460 0 5300 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 39H 33 0.22 20.01 39H 39H 0 0 4| 54 357 -24 0 5325 33 27 0.19 19.70 38 24H 0 0 227| 602 3,008 +307 0 5350 24 21H 0.16 19.37 24H 19 0 0 60| 10 441 +10 0 5375 21H 17 0.14 19.03 25 14 0 1,000 2,091| 4,910 21,206 +1,925 0 5400 20 13H 0.12 18.81 20 S 11 0 0 257| 42 477 +18 0 5425 13H 10H 0.09 18.55 14 S 9 0 0 357| 220 2,893 +623 0 5450 11 8 0.08 18.28 11 S 11 S 0 0 100| 5 2,227 +5 0 5475 8H 6H 0.06 18.29 9HS 5 S 0 0 1,395| 907 24,276 -761 0 5500 5H 4 0.04 18.01 5H 3 0 0 215| 170 3,289 -62 0 5550 3H 2H 0.03 17.97 3HS 2 0 0 1,427| 2,190 27,351 +473 0 5600 2 1H 0.02 18.27 2 2 0 0 55| 12 2,536 0 0 5650 1H 0.01 19.14 0 3,000 3,000| 4,077 27,990 +1,474 0 5700 H 0.01 18.23 0 0 0| 0 1,148 -2 0 5750 H H 0.01 19.41 1 H 0 0 728| 0 16,570 -2 0 5800 CAB 0.00 16.23 0 0 0| 0 595 0 0 5850 H CAB 0.00 15.96 H H 0 6,000 6,010| 2,200 11,130 -1,566 0 5900 CAB 0.00 15.72 0 0 0| 10 242 0 0 5950 H CAB 0.00 15.51 H H 0 0 155| 0 28,732 -1,000 0 6000 H CAB 0.00 15.32 H H 0 0 113| 0 161 0 0 6050 CAB 0.00 15.16 0 0 0| 0 10,411 0 0 6100 CAB 0.00 15.02 0 0 0| 0 90 0 0 6150 CAB 0.00 14.90 0 0 0| 0 13,681 0 0 6200 CAB 0.00 14.74 0 0 0| 0 40 0 0 6300 CAB 0.00 14.68 0 0 0| 0 12,873 0 0 6400 CAB 0.00 14.83 0 0 0| 0 6,253 0 0 6600 CAB 0.00 15.35 0 0 0| 0 3,024 0 0 6800 CAB 0.00 16.23 0 0 0| 0 1,038 0 0 7000 CAB 0.00 17.46 0 0 0| 0 0 0 0 7200 CAB 0.00 20.91 0 0 0| 0 1 0 0 7600 CAB 0.00 25.90 0 0 0| 0 21 0 0 8000 Total 0 18,825 28,803| 22,595 286,176 +3,349 0 Indicative a-t-m Vol 23.75 Underlying Price 5111 Time to expiry: 51 Days Oct 10 1514 0.99 44.43 0 0 0| 0 0 0 0 3600 1318 0.97 41.88 0 0 0| 0 0 0 0 3800 1123H 0.96 39.12 0 0 0| 0 0 0 0 4000 931H 0.93 36.23 0 0 0| 0 1 0 0 4200 836 0.92 34.38 0 0 0| 1 7 +1 0 4300 744 0.90 33.31 0 0 0| 0 2 -1 0 4400 698H 0.88 32.58 0 0 0| 0 0 0 0 4450 652H 0.87 31.69 0 0 0| 2 2 +1 0 4500 608 0.85 31.04 0 0 0| 0 0 0 0 4550 582H 564H 0.84 30.39 582HS 547HS 0 0 261| 1 16 0 0 4600 545 521H 0.82 29.74 545 S 545 S 0 0 2| 0 1 0 0 4650 496H 479H 0.79 29.07 496HS 496HS 0 0 1| 0 4 0 0 4700 460 438 0.77 28.40 460 S 460 S 0 0 2| 0 12 0 0 4750 398H 0.74 27.80 0 0 0| 10 87 +10 0 4800 359H 0.71 27.12 0 0 0| 10 30 +10 0 4850 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 302H 322 0.68 26.47 302HS 302HS 0 0 10| 0 25 0 0 4900 286 0.65 25.82 0 0 0| 0 13 0 0 4950 271H 252 0.61 25.16 271HS 239H 0 0 33| 0 506 -78 0 5000 247 219H 0.57 24.55 247 S 211HS 0 0 7| 0 32 0 0 5050 195 204 0.55 24.24 195 195 0 0 4| 0 0 0 0 5075 202 189 0.53 23.92 202 181 S 0 0 5| 10 546 0 0 5100 170H 174 0.51 23.54 170H 165 0 0 30| 10 10 +10 0 5125 166 160H 0.48 23.21 166HS 166 0 0 69| 0 260 -2 0 5150 138 147 0.46 22.88 138 138 0 0 12| 11 11 +11 0 5175 140 134 0.44 22.56 140 125 0 0 106| 32 858 +31 0 5200 121H 0.41 22.21 0 0 0| 0 0 0 0 5225 123H 110H 0.39 21.94 123HS 123HS 0 0 1| 0 507 0 0 5250 111H 99H 0.36 21.62 111H 111H 0 0 20| 0 0 0 0 5275 100 89 0.34 21.32 105HS 82 S 0 1,000 1,277| 18 5,147 -62 0 5300 81H 70H 0.29 20.69 81H 66 0 0 52| 0 660 0 0 5350 63H 54H 0.25 20.10 64H 50H 0 0 120| 77 2,438 +6 0 5400 50 40H 0.20 19.42 50 42 S 0 0 28| 48 579 +38 0 5450 35H 30 0.16 18.91 36 28 S 0 0 562| 756 5,322 +394 0 5500 26H 21H 0.12 18.42 26H 21HS 0 0 35| 202 631 +202 0 5550 20 15 0.10 18.04 20 13 0 0 238| 311 1,560 +203 0 5600 10 10H 0.07 17.68 10 10 0 0 5| 433 667 +330 0 5650 10H 7 0.05 17.44 10H 7H 0 0 19| 314 9,117 +109 0 5700 6 5 0.04 17.28 6 5 S 0 0 20| 70 7,475 +41 0 5750 4H 3 0.03 17.02 4HS 4HS 0 0 1| 51 2,844 +39 0 5800 1 0.01 15.70 0 0 0| 250 819 +224 0 5900 1 CAB 0.00 14.96 1 1 0 0 1| 76 480 +75 0 6000 CAB 0.00 13.67 0 0 0| 1 24 +1 0 6200 CAB 0.00 12.63 0 0 0| 0 22 0 0 6400 CAB 0.00 11.31 0 0 0| 0 0 0 0 6800 Total 0 1,000 2,921| 2,694 40,715 +1,593 0 Indicative a-t-m Vol 24.45 Underlying Price 5091H Time to expiry: 86 Days Nov 10 1124H 0.92 37.19 0 0 0| 0 1 0 0 4000 949 940 0.89 34.77 949 S 910 S 0 0 2| 0 0 0 0 4200 803 761H 0.84 32.32 803 S 733HS 0 0 3| 0 4 0 0 4400 715 676 0.81 31.14 715 S 650HS 0 0 2| 0 1 -1 0 4500 611H 592H 0.78 29.95 611HS 569 S 0 0 2| 0 3 0 0 4600 531H 512H 0.74 28.79 531HS 511 S 0 0 2| 0 0 0 0 4700 460 436 0.69 27.66 460 S 436 S 0 0 3| 0 1 0 0 4800 399H 0.67 27.05 0 0 0| 0 4 0 0 4850 380 364 0.64 26.48 380 S 349 S 0 0 11| 0 0 0 0 4900 336H 329H 0.61 25.91 336HS 329 S 0 0 3| 0 1 0 0 4950 311 297 0.58 25.38 311 S 281H 0 0 21| 30 33 +30 0 5000 265H 265H 0.55 24.81 265HS 250 0 0 41| 0 2 0 0 5050 235H 237H 0.52 24.39 235HS 220 S 0 0 2| 10 11 +9 0 5100 214 209 0.48 23.85 214 S 194 S 0 0 47| 0 33 -1 0 5150 196 182 0.45 23.24 196 S 180HS 0 0 2| 25 147 +22 0 5200 167 157H 0.41 22.68 171 S 167 S 0 0 2| 32 144 +9 0 5250 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 151H 134H 0.38 22.13 151H 133 S 0 0 11| 23 153 +3 0 5300 121H 114 0.34 21.63 121HS 121HS 0 0 1| 22 69 +22 0 5350 108H 95H 0.30 21.11 108HS 92 0 0 12| 31 234 +31 0 5400 86H 79 0.27 20.66 86HS 73H 0 0 12| 10 88 +10 0 5450 60H 64 0.23 20.13 60H 60H 0 0 1| 2 108 -2 0 5500 59H 51 0.20 19.65 59HS 59HS 0 0 1| 0 38 0 0 5550 40 40 0.17 19.16 40 36 S 0 0 123| 52 358 +30 0 5600 35 31H 0.14 18.78 35 30H 0 0 57| 13 129 +7 0 5650 24 24 0.11 18.41 24 S 24 S 0 0 10| 21 118 +11 0 5700 17H 0.09 17.85 0 0 0| 1 148 0 0 5750 13H 12H 0.07 17.40 14 S 12HS 0 0 85| 0 372 0 0 5800 6 0.04 16.54 0 0 0| 2 763 +2 0 5900 2H 0.02 15.71 0 0 0| 0 318 0 0 6000 CAB 0.00 14.15 0 0 0| 0 420 0 0 6200 CAB 0.00 12.71 0 0 0| 0 0 0 0 6400 CAB 0.00 10.23 0 0 0| 0 0 0 0 6800 Total 0 0 456| 274 3,701 +182 0 Indicative a-t-m Vol 24.92 Underlying Price 5092 Time to expiry: 114 Days Dec 10 3284H 1.00 53.80 0 0 0| 0 102 0 0 1800 3085H 1.00 55.00 0 0 0| 0 2,021 0 0 2000 2886H 1.00 54.92 0 0 0| 0 0 0 0 2200 2688 1.00 53.97 0 0 0| 0 0 0 0 2400 2490H 0.99 52.44 0 0 0| 0 0 0 0 2600 2293H 0.99 50.54 0 0 0| 0 3,100 0 0 2800 2097H 0.98 48.38 0 0 0| 0 2,510 0 0 3000 1902H 0.97 46.11 0 0 0| 0 0 0 0 3200 1805H 0.97 44.75 0 0 0| 0 0 0 0 3300 1709 0.96 43.66 0 0 0| 0 1,000 0 0 3400 1613 0.95 42.46 0 0 0| 0 2,629 0 0 3500 1517H 0.95 41.24 0 0 0| 0 1,200 0 0 3600 1423 0.94 40.05 0 0 0| 0 10,805 0 0 3700 1329 0.93 38.93 0 0 0| 0 13,500 0 0 3800 1218 1235H 0.91 37.66 1218 S 1218 S 0 0 1| 0 4,675 0 0 3900 1143H 0.90 36.55 0 0 0| 0 13,159 0 0 4000 1036 1053H 0.88 35.50 1036 S 1036 S 0 0 1| 0 9,425 0 0 4100 964 0.86 34.37 0 0 0| 0 17,959 0 0 4200 877 0.84 33.30 0 0 0| 0 17,700 0 0 4300 791H 0.82 32.20 0 0 0| 0 14,724 0 0 4400 709 0.79 31.21 0 0 0| 0 18,285 0 0 4500 628 0.75 30.11 0 0 0| 0 9,566 -1 0 4600 550 0.72 29.03 0 0 0| 0 8,455 0 0 4700 476 0.68 27.97 0 0 0| 0 14,188 0 0 4800 440H 0.65 27.44 0 0 0| 0 0 0 0 4850 405 0.63 26.87 0 0 0| 1 8,660 +1 0 4900 371H 0.60 26.35 0 0 0| 0 0 0 0 4950 339 0.58 25.83 0 0 0| 26 29,826 +15 0 5000 307H 0.55 25.26 0 0 0| 0 0 0 0 5050 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 271 279 0.52 24.85 276H 271 0 0 40| 0 15,188 0 0 5100 238 250 0.49 24.31 238 238 0 0 10| 17 9,517 +17 0 5150 211 222H 0.46 23.76 211 211 0 1,000 1,251| 21 24,726 -255 0 5200 193 197 0.43 23.25 193 184H 0 0 250| 50 100 +50 0 5250 173 0.40 22.74 0 1,000 1,000| 13 28,176 -9 0 5300 170 150H 0.37 22.25 149 143 0 500 525| 44 44 +44 0 5350 128H 130 0.34 21.74 128H 121H 0 0 40| 3,046 25,056 -969 0 5400 105 111H 0.31 21.29 107 105 0 0 23| 0 30 0 0 5450 95 0.27 20.88 0 0 250| 810 28,040 -743 0 5500 79H 0.24 20.41 0 0 0| 0 4,500 0 0 5550 67H 66 0.21 19.98 67H 63 0 1,000 1,146| 117 26,985 -34 0 5600 48H 44H 0.16 19.23 48H 42 0 0 105| 289 18,500 -177 0 5700 27H 28H 0.12 18.56 28 27 0 0 57| 178 31,036 +170 0 5800 20 17H 0.08 17.94 20 16 S 0 0 47| 40 21,981 +10 0 5900 11 10 0.05 17.30 11 S 10H 0 0 10| 61 35,097 -970 0 6000 6 0.03 16.90 0 0 0| 0 16,505 0 0 6100 3 0.02 16.41 0 0 0| 0 20,563 0 0 6200 H 0.00 14.28 0 0 0| 60 21,899 +60 0 6400 CAB 0.00 12.98 0 0 0| 20 23,002 +20 0 6600 CAB 0.00 11.76 0 0 0| 0 15,373 0 0 6800 CAB 0.00 10.61 0 0 0| 0 8,888 0 0 7000 CAB 0.00 9.54 0 0 0| 0 9,590 0 0 7200 CAB 0.00 7.62 0 0 0| 0 0 0 0 7600 CAB 0.00 5.90 0 0 0| 0 10 0 0 8000 Total 0 3,500 4,756| 4,793 588,295 -2,771 0 Indicative a-t-m Vol 25.30 Underlying Price 5050 Time to expiry: 205 Days Mar 11 3237 1.00 47.60 0 0 0| 0 0 0 0 1800 3040 1.00 49.79 0 0 0| 0 30 0 0 2000 2844H 0.99 50.47 0 0 0| 0 0 0 0 2200 2650H 0.98 50.06 0 0 0| 0 0 0 0 2400 2458H 0.98 48.93 0 0 0| 0 0 0 0 2600 2267H 0.97 47.33 0 0 0| 0 0 0 0 2800 2077H 0.96 45.44 0 0 0| 0 2 0 0 3000 1887 0.94 42.72 0 0 0| 0 0 0 0 3200 1793H 0.93 41.85 0 0 0| 0 0 0 0 3300 1700 0.93 40.74 0 0 0| 0 0 0 0 3400 1609 0.92 39.66 0 0 0| 0 0 0 0 3500 1520 0.90 39.02 0 0 0| 0 10 0 0 3600 1428 0.89 37.75 0 0 0| 0 0 0 0 3700 1338H 0.88 36.71 0 0 0| 0 0 0 0 3800 1250H 0.86 35.72 0 0 0| 0 1,522 0 0 3900 1164 0.85 34.73 0 0 0| 0 0 0 0 4000 1079 0.83 33.81 0 0 0| 0 0 0 0 4100 995H 0.81 32.87 0 0 0| 0 26 0 0 4200 914H 0.78 32.02 0 0 0| 0 2 0 0 4300 834H 0.76 31.09 0 0 0| 0 506 0 0 4400 756H 0.73 30.13 0 0 0| 0 1,213 0 0 4500 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 681 0.70 29.21 0 0 0| 0 6 0 0 4600 608H 0.67 28.32 0 0 0| 0 0 0 0 4700 539 0.64 27.43 0 0 0| 0 930 0 0 4800 473 0.60 26.57 0 0 0| 0 273 0 0 4900 410 0.56 25.67 0 0 0| 0 6,726 0 0 5000 352H 0.52 24.92 0 0 0| 0 3,569 0 0 5100 297 0.47 24.03 0 0 0| 12 9,022 0 0 5200 247H 0.42 23.23 0 0 0| 28 3,101 +28 0 5300 202 0.38 22.42 0 0 0| 21 5,199 -10 0 5400 162 0.33 21.65 0 0 250| 0 12,760 0 0 5500 127H 0.28 20.91 0 750 750| 0 5,145 0 0 5600 94 97H 0.24 20.21 94 92H 0 0 5| 10 3,072 +10 0 5700 79H 73H 0.19 19.59 79HS 79HS 0 0 20| 0 5,989 +275 0 5800 54 0.15 18.99 0 0 0| 0 8,724 0 0 5900 39H 0.12 18.55 0 0 0| 10 18,821 0 0 6000 28 0.09 18.05 0 0 500| 0 10,487 0 0 6100 20H 0.07 17.91 0 0 0| 0 13,727 0 0 6200 9 0.04 17.02 0 0 0| 0 7,579 0 0 6400 3H 0.02 16.26 0 0 0| 0 5,006 0 0 6600 1 0.01 15.59 0 0 0| 0 5,382 0 0 6800 H 0.00 15.01 0 0 0| 0 2,000 0 0 7000 CAB 0.00 14.53 0 0 0| 0 20 0 0 7200 CAB 0.00 13.83 0 0 0| 0 20 0 0 7600 CAB 0.00 13.46 0 0 0| 0 23 0 0 8000 CAB 0.00 14.00 0 0 0| 0 0 0 0 8800 Total 0 750 1,525| 81 130,892 +303 0 Indicative a-t-m Vol 25.49 Underlying Price 5006 Time to expiry: 296 Days Jun 11 2614 0.97 47.00 0 0 0| 0 0 0 0 2400 2426H 0.96 45.88 0 0 0| 0 0 0 0 2600 2241H 0.95 44.63 0 0 0| 0 0 0 0 2800 2058 0.93 43.06 0 0 0| 0 2 0 0 3000 1871H 0.92 40.55 0 0 0| 0 1 0 0 3200 1697H 0.90 39.44 0 0 0| 0 0 0 0 3400 1517 0.88 37.09 0 0 0| 0 0 0 0 3600 1344H 0.85 35.30 0 0 0| 0 0 0 0 3800 1260 0.83 34.41 0 0 0| 0 0 0 0 3900 1177H 0.81 33.53 0 0 0| 0 0 0 0 4000 1097 0.79 32.73 0 0 0| 0 10 0 0 4100 1017H 0.77 31.89 0 0 0| 0 250 0 0 4200 939H 0.75 31.06 0 0 0| 0 0 0 0 4300 864 0.73 30.28 0 0 0| 0 0 0 0 4400 789H 0.70 29.43 0 0 0| 1 21 +1 0 4500 718H 0.68 28.65 0 0 0| 0 154 0 0 4600 649H 0.65 27.87 0 0 0| 0 250 0 0 4700 583H 0.62 27.10 0 0 0| 0 226 0 0 4800 519H 0.58 26.31 0 0 0| 0 696 0 0 4900 459 0.55 25.53 0 0 0| 0 4,547 0 0 5000 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 403H 0.51 24.88 0 0 0| 0 2,080 0 0 5100 349H 0.47 24.11 0 0 0| 0 3,964 0 0 5200 304 300 0.43 23.42 304 304 0 0 72| 0 2,560 0 0 5300 255 0.39 22.73 0 0 0| 0 3,958 0 0 5400 216 213H 0.35 22.05 216 206H 0 0 40| 12 1,581 +12 0 5500 177 0.31 21.43 0 0 0| 0 6,537 0 0 5600 144 0.27 20.79 0 0 0| 0 431 0 0 5700 115 0.24 20.19 0 0 0| 0 5,078 0 0 5800 87H 90H 0.20 19.61 87H 85 0 0 20| 0 103 0 0 5900 70H 0.17 19.08 0 0 0| 0 1,533 0 0 6000 52H 0.13 18.47 0 0 0| 0 18 0 0 6100 38H 0.11 17.91 0 0 0| 3 1,853 0 0 6200 20 0.06 16.98 0 0 0| 0 534 0 0 6400 9H 0.03 16.24 0 0 0| 0 1,186 0 0 6600 4H 0.02 15.61 0 0 0| 0 2,020 0 0 6800 2 0.01 15.40 0 0 0| 0 0 0 0 7000 1 0.00 14.90 0 0 0| 0 0 0 0 7200 CAB 0.00 13.67 0 0 0| 0 0 0 0 8000 CAB 0.00 14.00 0 0 0| 0 0 0 0 8800 Total 0 0 132| 16 39,593 +13 0 Indicative a-t-m Vol 25.71 Underlying Price 4982 Time to expiry: 387 Days Sep 11 3356 1.00 45.35 0 0 0| 0 0 0 0 1600 2600H 0.96 45.50 0 0 0| 0 0 0 0 2400 1870 0.91 38.50 0 0 0| 0 0 0 0 3200 1696H 0.88 37.00 0 0 0| 0 0 0 0 3400 1524 0.86 35.30 0 0 0| 0 0 0 0 3600 1357 0.83 33.70 0 0 0| 0 0 0 0 3800 1193 0.80 32.00 0 0 0| 0 0 0 0 4000 1034 0.76 30.29 0 0 0| 0 0 0 0 4200 887H 0.71 28.99 0 0 0| 0 0 0 0 4400 817H 0.69 28.34 0 0 0| 0 0 0 0 4500 751H 0.66 27.81 0 0 0| 0 0 0 0 4600 688 0.64 27.27 0 0 0| 0 0 0 0 4700 626H 0.61 26.73 0 0 0| 0 0 0 0 4800 568 0.58 26.19 0 0 0| 0 0 0 0 4900 511 0.55 25.61 0 0 0| 0 0 0 0 5000 457H 0.52 25.08 0 0 0| 0 0 0 0 5100 406H 0.48 24.51 0 0 0| 0 0 0 0 5200 358 0.45 23.92 0 0 0| 0 180 0 0 5300 313 0.42 23.34 0 0 0| 0 0 0 0 5400 271 0.38 22.77 0 0 0| 0 0 0 0 5500 233 0.35 22.24 0 0 0| 0 0 0 0 5600 198H 0.31 21.73 0 0 0| 0 3 0 0 5700 167 0.28 21.18 0 0 0| 0 6 0 0 5800 136H 0.24 20.54 0 0 0| 0 0 0 0 5900 111 0.21 19.97 0 0 0| 0 0 0 0 6000 89 0.18 19.41 0 0 0| 0 1 0 0 6100 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 71 0.15 18.96 0 0 0| 0 481 0 0 6200 44 0.11 18.18 0 0 0| 0 0 0 0 6400 25H 0.07 17.39 0 0 0| 0 0 0 0 6600 13H 0.04 16.61 0 0 0| 0 0 0 0 6800 7 0.02 15.99 0 0 0| 0 0 0 0 7000 3H 0.01 15.66 0 0 0| 0 0 0 0 7200 CAB 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 25.88 Underlying Price 4952 Time to expiry: 478 Days Dec 11 3326 0.99 50.07 0 0 0| 0 0 0 0 1600 2586 0.95 45.41 0 0 0| 0 0 0 0 2400 1872H 0.89 38.18 0 0 0| 0 0 0 0 3200 1702H 0.87 36.58 0 0 0| 0 2,750 0 0 3400 1537H 0.84 35.09 0 0 0| 0 1,950 0 0 3600 1377 0.81 33.64 0 0 0| 0 8,575 0 0 3800 1222 0.78 32.26 0 0 0| 0 11,000 0 0 4000 1073 0.74 30.88 0 0 0| 0 19,020 0 0 4200 930H 0.70 29.54 0 0 0| 0 32,200 0 0 4400 861 0.68 28.83 0 0 0| 0 4,550 0 0 4500 794H 0.65 28.18 0 0 0| 0 1,050 0 0 4600 730H 0.63 27.55 0 0 0| 0 1,575 0 0 4700 667 0.60 26.85 0 0 0| 0 960 0 0 4800 607 0.57 26.21 0 0 0| 0 4,420 0 0 4900 549H 0.55 25.58 0 0 0| 0 6,620 0 0 5000 495 0.52 24.99 0 0 0| 0 2,330 0 0 5100 443 0.49 24.39 0 0 0| 125 7,319 +125 0 5200 395H 0.46 23.85 0 0 0| 0 9,320 0 0 5300 350H 0.42 23.34 0 0 0| 0 17,060 0 0 5400 306H 0.39 22.72 0 0 0| 0 19,825 -125 0 5500 265H 0.36 22.12 0 0 0| 750 8,431 +250 0 5600 229 0.33 21.57 0 0 0| 0 2,125 0 0 5700 197 0.30 21.11 0 0 0| 0 1,635 0 0 5800 167H 0.27 20.63 0 0 0| 0 2 0 0 5900 141 0.24 20.17 0 0 0| 0 19,252 -750 0 6000 118 0.21 19.74 0 0 0| 0 0 0 0 6100 98 0.18 19.35 0 0 0| 1,750 12,250 0 0 6200 64H 0.13 18.50 0 0 0| 0 9,125 0 0 6400 41H 0.10 17.81 0 1,000 1,000| 0 8,135 0 0 6600 25H 0.07 17.22 0 0 0| 3,500 8,010 +1,760 0 6800 15H 0.04 16.74 0 0 0| 0 10,540 0 0 7000 8 0.03 15.97 0 2,000 2,000| 500 14,880 +500 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 3,000 3,000| 6,625 244,909 +1,760 0 Indicative a-t-m Vol 27.09 Underlying Price 4944H Time to expiry: 569 Days Mar 12 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 3312H 0.98 49.00 0 0 0| 0 0 0 0 1600 2577H 0.95 43.00 0 0 0| 0 0 0 0 2400 1882H 0.88 37.00 0 0 0| 0 0 0 0 3200 1571 0.83 35.19 0 0 0| 0 0 0 0 3600 1270 0.77 32.73 0 0 0| 0 0 0 0 4000 1126 0.73 31.46 0 0 0| 0 0 0 0 4200 987H 0.69 30.15 0 0 0| 0 0 0 0 4400 922 0.67 29.59 0 0 0| 0 0 0 0 4500 857 0.65 28.96 0 0 0| 0 0 0 0 4600 795 0.63 28.37 0 0 0| 0 0 0 0 4700 736 0.60 27.85 0 0 0| 0 0 0 0 4800 678H 0.58 27.32 0 0 0| 0 0 0 0 4900 624 0.55 26.82 0 0 0| 0 0 0 0 5000 571 0.53 26.27 0 0 0| 0 10 0 0 5100 519H 0.50 25.73 0 0 0| 0 10 0 0 5200 475 0.48 25.36 0 0 0| 0 0 0 0 5300 429H 0.45 24.87 0 0 0| 0 0 0 0 5400 382 0.42 24.20 0 0 0| 0 0 0 0 5500 342H 0.39 23.76 0 0 0| 0 0 0 0 5600 304H 0.37 23.30 0 0 0| 0 0 0 0 5700 266H 0.34 22.70 0 0 0| 0 0 0 0 5800 234 0.31 22.26 0 0 0| 0 0 0 0 5900 206H 0.28 21.93 0 0 0| 0 2,034 0 0 6000 178 0.26 21.44 0 0 0| 0 0 0 0 6100 154 0.23 21.05 0 0 0| 0 0 0 0 6200 112H 0.19 20.29 0 0 0| 0 0 0 0 6400 77H 0.14 19.42 0 0 0| 0 0 0 0 6600 54 0.11 18.83 0 0 0| 0 0 0 0 6800 21H 0.05 17.39 0 0 0| 0 0 0 0 7200 3H 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 26.25 Underlying Price 4940H Time to expiry: 660 Days Jun 12 3286H 0.99 42.44 0 0 0| 0 0 0 0 1600 2594H 0.93 44.12 0 0 0| 0 0 0 0 2400 1909 0.87 37.19 0 0 0| 0 0 0 0 3200 1580 0.82 33.82 0 0 0| 0 0 0 0 3600 1280 0.76 31.32 0 0 0| 0 0 0 0 4000 1136H 0.73 30.05 0 0 0| 0 0 0 0 4200 998 0.69 28.78 0 0 0| 0 0 0 0 4400 935 0.67 28.31 0 0 0| 0 0 0 0 4500 873 0.65 27.81 0 0 0| 0 0 0 0 4600 810H 0.63 27.23 0 0 0| 0 0 0 0 4700 755 0.60 26.85 0 0 0| 0 0 0 0 4800 701H 0.58 26.48 0 0 0| 0 0 0 0 4900 645H 0.56 25.92 0 0 0| 0 0 0 0 5000 592 0.53 25.40 0 0 0| 0 0 0 0 5100 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 540 0.51 24.84 0 0 0| 0 0 0 0 5200 494H 0.48 24.47 0 0 0| 0 0 0 0 5300 446 0.45 23.88 0 0 0| 0 0 0 0 5400 403H 0.43 23.45 0 0 0| 0 0 0 0 5500 364H 0.40 23.08 0 0 0| 0 0 0 0 5600 328 0.38 22.70 0 0 0| 0 0 0 0 5700 291 0.35 22.22 0 0 0| 0 0 0 0 5800 230 0.30 21.50 0 0 0| 0 0 0 0 6000 179 0.25 20.87 0 0 0| 0 0 0 0 6200 133 0.20 20.05 0 0 0| 0 0 0 0 6400 84 0.15 19.14 0 0 0| 0 7,425 0 0 6700 71H 0.13 18.87 0 0 0| 0 0 0 0 6800 36 0.08 17.95 0 0 0| 0 0 0 0 7200 6 0.02 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 7,425 0 0 Total Calls 0 27,075 41,593| 37,078 1,344,431 +4,429 0 | Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 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 22.97 Underlying Price 5114H Time to expiry: 23 Days Sep 10 CAB 0.00 37.80 0 0 0| 0 196 0 0 1800 CAB 0.00 54.29 0 0 0| 0 2,418 0 0 2000 CAB 0.00 63.51 0 0 0| 0 717 0 0 2200 CAB 0.00 67.79 0 0 0| 0 3,205 0 0 2400 CAB 0.00 68.73 0 0 0| 0 1,107 0 0 2600 CAB 0.00 67.43 0 0 0| 0 2,465 0 0 2800 CAB 0.00 64.66 0 0 0| 0 3,980 0 0 3000 H CAB 0.00 60.95 H H 0 0 20| 0 755 0 0 3200 H 0.00 58.87 0 0 0| 0 1,963 0 0 3300 H 0.00 57.31 0 0 0| 0 2,441 0 0 3400 H 0.00 53.52 0 0 0| 0 11,110 0 0 3500 H 0.00 51.97 0 0 0| 0 2,478 0 0 3600 1 0.00 49.80 0 0 0| 10 3,418 -10 0 3700 1H 1 -0.01 47.27 1H 1 0 0 270| 261 11,689 +230 0 3800 2 1H -0.01 44.52 2 1H 0 0 200| 500 2,078 +500 0 3900 3 2 -0.01 43.00 3H 2H 0 3,250 3,530| 590 13,667 +11 0 4000 3H 3 -0.02 40.80 4 3 0 0 139| 252 3,255 +251 0 4100 5 4 -0.02 38.96 5H 4H 0 0 360| 390 17,252 -5 0 4200 6H 6H -0.03 37.61 7H 5HS 0 0 710| 1,567 7,960 -1,329 0 4300 8 8H -0.04 35.19 12 8 S 0 0 242| 355 14,720 +305 0 4400 11H 10H -0.05 34.51 12 11 0 0 57| 5 182 0 0 4450 12H 12 -0.06 33.25 15 12HS 0 0 209| 3,832 19,828 -1,710 0 4500 14H -0.07 32.40 0 0 0| 26 1,780 +26 0 4550 19 17H -0.09 31.53 21H 15HS 0 1,000 1,625| 3,325 22,131 +1,861 0 4600 23 21 -0.11 30.61 27 23 S 0 0 602| 1 7,484 0 0 4650 21H 25 -0.13 29.71 33H 21H 0 1,250 1,363| 2,246 18,952 +84 0 4700 37H 30H -0.15 28.84 38H 30HS 0 0 85| 21 1,963 +20 0 4750 35 36H -0.18 27.94 48 32 S 0 0 186| 2,083 25,660 +103 0 4800 40H 44H -0.21 27.11 57 39 S 0 0 248| 67 2,684 +1,585 0 4850 51H 53H -0.25 26.25 67HS 46 0 1,000 2,368| 3,756 19,533 +5,182 0 4900 57 64H -0.30 25.43 82H 57 0 0 152| 61 1,166 +23 0 4950 88H 71 -0.32 24.98 89HS 80 0 0 300| 0 0 0 0 4975 71 78 -0.35 24.62 98 70 0 1,125 2,893| 849 37,849 +2,373 0 5000 86 -0.38 24.23 0 0 0| 0 0 0 0 5025 89H 94H -0.41 23.85 113H 82 S 0 0 952| 306 2,776 +799 0 5050 110H 103H -0.44 23.43 110H 110H 0 0 13| 0 0 0 0 5075 109 113H -0.47 23.06 137 S 99HS 0 0 827| 109 17,021 +17 0 5100 116 125 -0.50 22.91 147 116 0 0 70| 5 816 0 0 5125 129 136H -0.54 22.51 158 120H 0 0 582| 241 6,086 +94 0 5150 132 149 -0.57 22.13 164 132 0 0 36| 84 1,195 +68 0 5175 150 162H -0.61 21.78 187H 140 S 0 0 144| 339 22,317 +682 0 5200 198 177 -0.64 21.45 198 198 0 0 20| 66 313 +54 0 5225 187H 192 -0.68 21.04 217 S 187HS 0 0 69| 39 2,103 -3 0 5250 238 208 -0.71 20.63 238 238 0 0 10| 20 572 +20 0 5275 213 225H -0.74 20.37 260 200H 0 500 830| 1,241 13,437 +1,590 0 5300 272H 243H -0.78 20.01 272HS 272HS 0 0 10| 40 352 +10 0 5325 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 242 262H -0.81 19.70 297H 240 0 0 113| 231 2,592 -1 0 5350 282 -0.84 19.37 0 0 0| 0 78 0 0 5375 333H 302H -0.86 19.03 333H 318 S 0 0 15| 5 10,662 0 0 5400 324 -0.88 18.81 0 0 0| 0 52 0 0 5425 346 -0.91 18.55 0 0 0| 0 426 0 0 5450 368H -0.92 18.28 0 0 0| 0 10 0 0 5475 380 392 -0.94 18.40 384 380 0 0 6| 48 10,295 0 0 5500 439 -0.96 18.01 0 0 0| 0 39 0 0 5550 487H -0.97 17.97 0 0 0| 0 4,403 0 0 5600 537 -0.98 18.27 0 0 0| 0 8 0 0 5650 570 586H -0.99 19.14 617 570 0 0 5| 4 2,561 0 0 5700 635H -0.99 18.23 0 0 0| 0 66 0 0 5750 685H -0.99 19.41 0 0 0| 0 6,412 0 0 5800 735 -1.00 16.23 0 0 0| 0 0 0 0 5850 785 -1.00 15.96 0 0 0| 0 62 0 0 5900 835 -1.00 15.72 0 0 0| 0 1 0 0 5950 885 -1.00 15.51 0 0 0| 0 965 0 0 6000 935 -1.00 15.32 0 0 0| 0 0 0 0 6050 985 -1.00 15.16 0 0 0| 0 3 0 0 6100 1035 -1.00 15.02 0 0 0| 0 0 0 0 6150 1085 -1.00 14.90 0 0 0| 0 0 0 0 6200 1185 -1.00 14.74 0 0 0| 0 0 0 0 6300 1285 -1.00 14.68 0 0 0| 0 75 0 0 6400 1485 -1.00 14.83 0 0 0| 0 9 0 0 6600 1684H -1.00 15.35 0 0 0| 0 96 0 0 6800 1884H -1.00 16.23 0 0 0| 0 0 0 0 7000 2084H -1.00 17.46 0 0 0| 0 0 0 0 7200 2484H -1.00 20.91 0 0 0| 0 1 0 0 7600 2884 -1.00 25.90 0 0 0| 0 21 0 0 8000 Total 0 8,125 19,261| 22,975 371,911 +12,830 0 Indicative a-t-m Vol 23.75 Underlying Price 5111 Time to expiry: 51 Days Oct 10 4H 5 -0.01 44.43 6 2HS 0 0 490| 240 2,269 0 0 3600 9 8 -0.03 41.88 9 7H 0 0 185| 100 5,068 +100 0 3800 15H 13H -0.04 39.12 15H 15H 0 0 2| 2,073 3,826 +2,042 0 4000 14 21H -0.07 36.23 20HS 14 S 0 0 15| 0 4,039 0 0 4200 24 26 -0.08 34.38 31 21HS 0 0 267| 15 1,366 +15 0 4300 27 34 -0.10 33.31 37H 27 S 0 0 76| 1,038 2,139 +774 0 4400 44 38 -0.12 32.58 46 44 0 0 2| 0 254 0 0 4450 41H 42 -0.13 31.69 51H 38 S 0 0 128| 513 589 +470 0 4500 49 47H -0.15 31.04 54 47 0 0 22| 0 105 0 0 4550 50H 54 -0.16 30.39 60 S 50 0 0 197| 252 788 +184 0 4600 71 61 -0.18 29.74 71 71 0 0 1| 10 489 0 0 4650 63 68H -0.21 29.07 78 63 S 0 0 3| 44 6,923 +36 0 4700 77H -0.23 28.40 0 0 0| 20 1,642 -20 0 4750 78 88 -0.26 27.80 95HS 78 S 0 0 51| 522 4,250 +520 0 4800 99 -0.29 27.12 0 0 0| 24 195 -4 0 4850 102H 111H -0.32 26.47 125H 100H 0 0 159| 6 3,667 0 0 4900 120 125H -0.35 25.82 130H 120 0 0 35| 234 420 +83 0 4950 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 135H 141 -0.39 25.16 163 135H 0 0 44| 153 1,445 -538 0 5000 158H -0.43 24.55 0 0 0| 35 218 -12 0 5050 154H 168 -0.45 24.24 188H 154H 0 0 47| 0 0 0 0 5075 172 178 -0.47 23.92 192 171 0 0 27| 15 2,848 -5 0 5100 178 188 -0.49 23.54 178 178 0 0 10| 10 10 +10 0 5125 181 199 -0.52 23.21 219 181 0 0 75| 0 662 0 0 5150 210H -0.54 22.88 0 0 0| 0 0 0 0 5175 217H 223 -0.56 22.56 242 217H 0 0 22| 3 1,352 +1 0 5200 235H -0.59 22.21 0 0 0| 0 0 0 0 5225 249 -0.61 21.94 0 0 0| 11 381 0 0 5250 263 -0.64 21.62 0 0 0| 11 11 +11 0 5275 262H 278 -0.66 21.32 262H 262H 0 0 10| 5 119 -3 0 5300 329 309 -0.71 20.69 329 329 0 0 10| 0 296 0 0 5350 321H 343 -0.75 20.10 363H 321H 0 0 30| 20 469 -20 0 5400 379 -0.80 19.42 0 0 0| 0 109 0 0 5450 418H -0.84 18.91 0 0 0| 0 357 0 0 5500 460 -0.88 18.42 0 0 0| 0 8 0 0 5550 503H -0.90 18.04 0 0 0| 0 96 0 0 5600 549 -0.93 17.68 0 0 0| 0 8 0 0 5650 595H -0.95 17.44 0 0 0| 0 4 0 0 5700 643H -0.96 17.28 0 0 0| 0 0 0 0 5750 691H -0.97 17.02 0 0 0| 0 26 0 0 5800 789 -0.99 15.70 0 0 0| 0 0 0 0 5900 888H -1.00 14.96 0 0 0| 0 0 0 0 6000 1088 -1.00 13.67 0 0 0| 0 0 0 0 6200 1287H -1.00 12.63 0 0 0| 0 0 0 0 6400 1687H -1.00 11.31 0 0 0| 0 0 0 0 6800 Total 0 0 1,908| 5,354 46,448 +3,644 0 Indicative a-t-m Vol 24.45 Underlying Price 5091H Time to expiry: 86 Days Nov 10 33 35 -0.08 37.19 40 S 27HS 0 0 333| 83 1,609 +13 0 4000 48H 50 -0.11 34.77 54 S 42 S 0 0 93| 52 687 +21 0 4200 69H 71H -0.16 32.32 76 S 69HS 0 0 4| 26 337 +20 0 4400 86 85H -0.19 31.14 93H 86 0 0 8| 1 111 0 0 4500 93 102 -0.22 29.95 99H 93 0 0 4| 1 263 +1 0 4600 121H -0.26 28.79 0 0 0| 2 760 +2 0 4700 145 -0.31 27.66 0 0 0| 71 86 +71 0 4800 158 -0.33 27.05 0 0 0| 0 158 0 0 4850 187 172H -0.36 26.48 187HS 185 0 0 178| 0 127 0 0 4900 188H -0.39 25.91 0 0 0| 0 905 0 0 4950 206 -0.42 25.38 0 0 0| 10 432 0 0 5000 249H 224H -0.45 24.81 249H 249H 0 0 26| 20 34 0 0 5050 264H 246 -0.48 24.39 265 252H 0 0 136| 18 747 +18 0 5100 267H -0.52 23.85 0 0 0| 37 146 +36 0 5150 290H -0.55 23.24 0 0 0| 49 273 +49 0 5200 315H -0.59 22.68 0 0 0| 0 186 0 0 5250 343 -0.62 22.13 0 0 0| 0 225 0 0 5300 372 -0.66 21.63 0 0 0| 0 76 0 0 5350 403H -0.70 21.11 0 0 0| 30 178 +27 0 5400 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 437 -0.73 20.66 0 0 0| 0 11 0 0 5450 472 -0.77 20.13 0 0 0| 0 0 0 0 5500 509 -0.80 19.65 0 0 0| 0 0 0 0 5550 548 -0.83 19.16 0 0 0| 0 0 0 0 5600 589 -0.86 18.78 0 0 0| 0 0 0 0 5650 631H -0.89 18.41 0 0 0| 0 0 0 0 5700 675 -0.91 17.85 0 0 0| 0 0 0 0 5750 720 -0.93 17.40 0 0 0| 0 0 0 0 5800 813 -0.96 16.54 0 0 0| 0 0 0 0 5900 909H -0.98 15.71 0 0 0| 0 0 0 0 6000 1107 -1.00 14.15 0 0 0| 0 0 0 0 6200 1306H -1.00 12.71 0 0 0| 0 0 0 0 6400 1705H -1.00 10.23 0 0 0| 0 0 0 0 6800 Total 0 0 782| 400 7,351 +258 0 Indicative a-t-m Vol 24.92 Underlying Price 5092 Time to expiry: 114 Days Dec 10 CAB 0.00 53.80 0 0 0| 0 1,245 0 0 1800 H 0.00 55.00 0 0 0| 0 21,019 0 0 2000 1 0.00 54.92 0 0 0| 85 8,224 0 0 2200 2 0.00 53.97 0 0 0| 0 10,559 0 0 2400 4 -0.01 52.44 0 0 0| 0 12,046 0 0 2600 6H -0.01 50.54 0 0 0| 0 9,250 0 0 2800 9H 10 -0.02 48.38 16 S 9H 0 0 21| 10 78,734 +10 0 3000 15 -0.03 46.11 0 0 0| 20 22,950 +20 0 3200 16 17H -0.03 44.75 16 16 0 0 46| 30 7,368 0 0 3300 19 21 -0.04 43.66 27HS 19 S 0 0 41| 108 11,295 -47 0 3400 25H 24H -0.05 42.46 25H 25H 0 0 10| 10 26,801 +10 0 3500 29 -0.05 41.24 0 0 0| 0 27,231 0 0 3600 36 34 -0.06 40.05 36 36 0 0 18| 0 26,006 0 0 3700 38 40 -0.07 38.93 38 38 0 0 320| 2 27,255 +2 0 3800 46 -0.09 37.66 0 0 0| 0 11,021 0 0 3900 54 54 -0.10 36.55 54 54 0 0 10| 65 44,383 +20 0 4000 61 63H -0.12 35.50 68H 61 0 0 529| 10 19,748 +5 0 4100 75 74 -0.14 34.37 75 75 0 0 2| 4 26,820 +287 0 4200 86H -0.16 33.30 0 0 0| 0 28,207 0 0 4300 96 101 -0.18 32.20 96 96 0 0 100| 30 26,780 -12 0 4400 114 118 -0.21 31.21 114 114 0 0 38| 29 26,176 -505 0 4500 144 137 -0.25 30.11 150H 144 0 0 693| 0 28,780 +1,500 0 4600 151H 159 -0.28 29.03 167 151H 0 0 65| 42 30,588 -1,211 0 4700 172H 184H -0.32 27.97 172HS 172HS 0 0 270| 810 23,519 0 0 4800 199 -0.35 27.44 0 0 0| 0 0 0 0 4850 225 213H -0.37 26.87 225 224HS 0 0 620| 3,003 23,702 +2,826 0 4900 230 -0.40 26.35 0 0 0| 302 292 +292 0 4950 239H 247H -0.42 25.83 239H 239H 0 0 547| 1,419 44,422 +2,201 0 5000 265H -0.45 25.26 0 0 0| 20 20 +20 0 5050 267 286H -0.48 24.85 267 267 0 0 20| 26 23,552 0 0 5100 308 -0.51 24.31 0 0 0| 0 9,500 0 0 5150 317 330 -0.54 23.76 317 317 0 0 8| 5 33,164 -402 0 5200 354H -0.57 23.25 0 0 0| 50 100 +50 0 5250 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 394 380H -0.60 22.74 394 394 0 500 501| 0 31,168 +1,000 0 5300 408 -0.63 22.25 0 0 0| 0 0 0 0 5350 437 -0.66 21.74 0 0 0| 0 14,147 0 0 5400 468H -0.69 21.29 0 0 0| 0 10 0 0 5450 502 -0.73 20.88 0 0 0| 0 18,980 0 0 5500 536H -0.76 20.41 0 0 0| 0 4,500 0 0 5550 572H -0.79 19.98 0 0 0| 0 10,600 0 0 5600 651 -0.84 19.23 0 0 0| 0 9,155 0 0 5700 735 -0.88 18.56 0 0 0| 0 3,585 0 0 5800 823H -0.92 17.94 0 0 0| 0 26 0 0 5900 916 -0.95 17.30 0 0 0| 0 1,134 0 0 6000 1011H -0.97 16.90 0 0 0| 0 11 0 0 6100 1108H -0.98 16.41 0 0 0| 0 510 0 0 6200 1305H -1.00 14.28 0 0 0| 0 4 0 0 6400 1504H -1.00 12.98 0 0 0| 0 2 0 0 6600 1704 -1.00 11.76 0 0 0| 0 10 0 0 6800 1903H -1.00 10.61 0 0 0| 0 3,525 0 0 7000 2103 -1.00 9.54 0 0 0| 0 0 0 0 7200 2502H -1.00 7.62 0 0 0| 0 0 0 0 7600 2901H -1.00 5.90 0 0 0| 0 10 0 0 8000 Total 0 500 3,859| 6,080 788,134 +6,066 0 Indicative a-t-m Vol 25.30 Underlying Price 5050 Time to expiry: 205 Days Mar 11 H 0.00 47.60 0 0 0| 0 968 0 0 1800 2H 0.00 49.79 0 0 0| 0 202 0 0 2000 6 -0.01 50.47 0 0 0| 0 315 0 0 2200 14 11H -0.02 50.06 14 S 14 S 0 0 20| 60 2,535 +10 0 2400 18H -0.02 48.93 0 0 0| 0 825 0 0 2600 25H 26H -0.03 47.33 25HS 25HS 0 0 20| 60 727 +60 0 2800 36 -0.04 45.44 0 0 0| 0 8,426 0 0 3000 44H -0.06 42.72 0 0 0| 0 689 0 0 3200 51H -0.07 41.85 0 0 0| 0 776 0 0 3300 58 -0.07 40.74 0 0 0| 50 668 0 0 3400 65H -0.08 39.66 0 1,000 1,000| 50 12,728 +50 0 3500 76 -0.10 39.02 0 0 0| 0 7,774 0 0 3600 83H -0.11 37.75 0 0 0| 0 2,166 0 0 3700 87H 94 -0.12 36.71 98H 87HS 0 0 42| 0 7,897 0 0 3800 105H -0.14 35.72 0 0 0| 0 991 0 0 3900 117 118 -0.15 34.73 117 S 117 S 0 500 502| 0 10,991 0 0 4000 136 133 -0.17 33.81 136 136 0 0 14| 0 873 0 0 4100 142H 149 -0.19 32.87 153 142H 0 0 65| 0 1,470 0 0 4200 167H -0.22 32.02 0 0 0| 0 3,657 0 0 4300 183 187H -0.24 31.09 183 S 179 S 0 0 6| 6 5,870 0 0 4400 208H -0.27 30.13 0 0 0| 105 13,016 +553 0 4500 233 -0.30 29.21 0 750 750| 0 2,955 0 0 4600 260 -0.33 28.32 0 0 0| 24 7,854 0 0 4700 285 290 -0.36 27.43 306H 276HS 0 0 8| 28 9,498 +12 0 4800 323H -0.40 26.57 0 0 0| 11 11,434 0 0 4900 360 -0.44 25.67 0 0 0| 200 17,311 -150 0 5000 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 402H -0.48 24.92 0 0 0| 0 19,747 0 0 5100 427 446H -0.53 24.03 427 S 427 S 0 0 2| 6 10,129 +1,756 0 5200 481H 496H -0.58 23.23 481HS 481HS 0 0 950| 0 4,389 0 0 5300 534H 550H -0.62 22.42 534HS 534HS 0 0 950| 0 2,866 0 0 5400 610 -0.67 21.65 0 0 0| 0 16,819 0 0 5500 675 -0.72 20.91 0 0 0| 0 2,974 0 0 5600 745 -0.76 20.21 0 0 0| 0 666 0 0 5700 820H -0.81 19.59 0 0 0| 0 41 0 0 5800 900H -0.85 18.99 0 0 0| 0 0 0 0 5900 985H -0.88 18.55 0 0 0| 0 8,000 0 0 6000 1073H -0.91 18.05 0 0 0| 0 0 0 0 6100 1166 -0.93 17.91 0 0 0| 0 36 0 0 6200 1353H -0.96 17.02 0 0 0| 0 11 0 0 6400 1547 -0.98 16.26 0 0 0| 0 10 0 0 6600 1744 -0.99 15.59 0 0 0| 0 10 0 0 6800 1942H -1.00 15.01 0 0 0| 0 40 0 0 7000 2141 -1.00 14.53 0 0 0| 0 0 0 0 7200 2539H -1.00 13.83 0 0 0| 0 0 0 0 7600 2938 -1.00 13.46 0 0 0| 0 2 0 0 8000 3734H -1.00 14.00 0 0 0| 0 0 0 0 8800 Total 0 2,250 4,329| 600 198,356 +2,291 0 Indicative a-t-m Vol 25.49 Underlying Price 5006 Time to expiry: 296 Days Jun 11 24 -0.03 47.00 0 0 0| 0 2,591 0 0 2400 35H -0.04 45.88 0 0 0| 0 250 0 0 2600 49 -0.05 44.63 0 0 0| 2 129 0 0 2800 64H -0.07 43.06 0 750 750| 0 5,086 0 0 3000 79 77 -0.08 40.55 79 79 0 0 15| 50 2,267 +50 0 3200 101H -0.10 39.44 0 0 0| 50 4,923 +50 0 3400 120 -0.12 37.09 0 0 0| 0 2,771 0 0 3600 146H -0.15 35.30 0 0 250| 0 1,592 0 0 3800 161H -0.17 34.41 0 0 0| 60 978 +60 0 3900 178 -0.19 33.53 0 1,500 1,500| 0 5,537 0 0 4000 196H -0.21 32.73 0 0 0| 0 291 0 0 4100 216H -0.23 31.89 0 0 0| 0 2,142 0 0 4200 238 -0.25 31.06 0 0 0| 0 2,229 0 0 4300 261H -0.27 30.28 0 0 0| 0 105 0 0 4400 286H -0.30 29.43 0 0 0| 1 2,101 +1 0 4500 315 -0.32 28.65 0 0 0| 0 3,616 0 0 4600 345H -0.35 27.87 0 0 0| 0 2,118 0 0 4700 369 378H -0.38 27.10 396 367H 0 2,000 2,054| 15 420 0 0 4800 404 414 -0.42 26.31 405 S 402H 0 0 994| 13 6,099 +5 0 4900 456 453 -0.45 25.53 456 456 0 750 751| 0 5,518 0 0 5000 485 497 -0.49 24.88 485 S 485 S 0 2,000 2,950| 0 4,179 0 0 5100 542H -0.53 24.11 0 0 0| 0 6,019 +831 0 5200 592H -0.57 23.42 0 0 0| 0 2,311 0 0 5300 646H -0.61 22.73 0 0 0| 0 1,342 0 0 5400 704H -0.65 22.05 0 0 0| 0 106 0 0 5500 767 -0.69 21.43 0 0 0| 0 2,022 0 0 5600 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 833H -0.73 20.79 0 0 0| 0 1 0 0 5700 904H -0.76 20.19 0 0 0| 0 0 0 0 5800 979 -0.80 19.61 0 0 0| 0 0 0 0 5900 1058 -0.83 19.08 0 0 0| 0 0 0 0 6000 1140 -0.87 18.47 0 0 0| 0 0 0 0 6100 1225 -0.89 17.91 0 0 0| 0 1 0 0 6200 1405 -0.94 16.98 0 0 0| 0 4 0 0 6400 1593H -0.97 16.24 0 0 0| 0 0 0 0 6600 1787 -0.98 15.61 0 0 0| 0 0 0 0 6800 1983H -0.99 15.40 0 0 0| 0 0 0 0 7000 2181 -1.00 14.90 0 0 0| 0 0 0 0 7200 2975H -1.00 13.67 0 0 0| 0 2 0 0 8000 3770H -1.00 14.00 0 0 0| 0 0 0 0 8800 Total 0 7,000 9,264| 191 66,750 +997 0 Indicative a-t-m Vol 25.71 Underlying Price 4982 Time to expiry: 387 Days Sep 11 3 0.00 45.35 0 0 0| 0 0 0 0 1600 40H -0.04 45.50 0 0 0| 0 100 0 0 2400 103H -0.09 38.50 0 0 0| 0 853 0 0 3200 128 -0.12 37.00 0 0 0| 0 0 0 0 3400 154 -0.14 35.30 0 0 0| 0 0 0 0 3600 185 -0.17 33.70 0 0 0| 0 0 0 0 3800 219H -0.20 32.00 0 0 0| 0 0 0 0 4000 258H -0.24 30.29 0 0 0| 0 0 0 0 4200 310H -0.29 28.99 0 0 0| 0 0 0 0 4400 339H -0.31 28.34 0 0 0| 0 1 0 0 4500 372H -0.34 27.81 0 0 0| 0 0 0 0 4600 408H -0.36 27.27 0 0 0| 0 1 0 0 4700 446 -0.39 26.73 0 0 0| 0 0 0 0 4800 486H -0.42 26.19 0 0 0| 0 0 0 0 4900 528H -0.45 25.61 0 0 0| 0 0 0 0 5000 574H -0.48 25.08 0 0 0| 0 0 0 0 5100 622H -0.52 24.51 0 0 0| 0 0 0 0 5200 673H -0.55 23.92 0 0 0| 0 0 0 0 5300 727 -0.58 23.34 0 0 0| 0 0 0 0 5400 784H -0.62 22.77 0 0 0| 0 0 0 0 5500 846 -0.65 22.24 0 0 0| 0 35 0 0 5600 910H -0.69 21.73 0 0 0| 0 2 0 0 5700 977H -0.72 21.18 0 0 0| 0 0 0 0 5800 1047 -0.76 20.54 0 0 0| 0 0 0 0 5900 1120H -0.79 19.97 0 0 0| 0 0 0 0 6000 1197 -0.82 19.41 0 0 0| 0 0 0 0 6100 1278H -0.85 18.96 0 0 0| 0 0 0 0 6200 1450 -0.89 18.18 0 0 0| 0 0 0 0 6400 1629H -0.93 17.39 0 0 0| 0 0 0 0 6600 1816 -0.96 16.61 0 0 0| 0 0 0 0 6800 2007H -0.98 15.99 0 0 0| 0 0 0 0 7000 2202H -0.99 15.66 0 0 0| 0 0 0 0 7200 2992H -1.00 14.75 0 0 0| 0 0 0 0 8000 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 3785H -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 25.88 Underlying Price 4952 Time to expiry: 478 Days Dec 11 14 -0.01 50.07 0 0 0| 500 500 +500 0 1600 64H -0.05 45.41 0 0 0| 0 3,870 +500 0 2400 141H -0.11 38.18 0 0 0| 0 5,780 0 0 3200 169 -0.13 36.58 0 0 0| 0 8,102 +1,000 0 3400 201H -0.16 35.09 0 0 0| 0 15,825 0 0 3600 238H -0.19 33.64 0 0 0| 0 10,825 0 0 3800 281H -0.22 32.26 0 0 0| 0 18,311 0 0 4000 330 -0.26 30.88 0 0 0| 0 14,095 0 0 4200 385 -0.30 29.54 0 0 0| 0 17,370 +500 0 4400 414H -0.32 28.83 0 0 0| 0 3,825 0 0 4500 447 -0.35 28.18 0 0 0| 750 4,180 +625 0 4600 481H -0.37 27.55 0 0 0| 0 3,826 -500 0 4700 517 -0.40 26.85 0 0 0| 0 8,850 0 0 4800 555H -0.43 26.21 0 0 0| 0 3,930 0 0 4900 596H -0.45 25.58 0 0 0| 0 16,635 0 0 5000 641 -0.48 24.99 0 0 0| 0 3,640 0 0 5100 688 -0.51 24.39 0 0 0| 125 9,295 +25 0 5200 739 -0.54 23.85 0 0 0| 0 5,880 0 0 5300 793H -0.58 23.34 0 0 0| 0 5,505 0 0 5400 848 -0.61 22.72 0 0 0| 0 7,900 0 0 5500 906 -0.64 22.12 0 0 0| 0 8,276 0 0 5600 968 -0.67 21.57 0 0 0| 0 1,625 0 0 5700 1035 -0.70 21.11 0 0 0| 0 129 0 0 5800 1104 -0.73 20.63 0 0 0| 0 0 0 0 5900 1176H -0.76 20.17 0 0 0| 0 1,020 0 0 6000 1252H -0.79 19.74 0 0 0| 0 0 0 0 6100 1331 -0.82 19.35 0 0 0| 0 1 0 0 6200 1495 -0.87 18.50 0 0 0| 0 0 0 0 6400 1669H -0.90 17.81 0 0 0| 0 0 0 0 6600 1851H -0.93 17.22 0 0 0| 0 0 0 0 6800 2039 -0.96 16.74 0 0 0| 0 0 0 0 7000 2229 -0.97 15.97 0 0 0| 0 0 0 0 7200 3011H -1.00 12.88 0 0 0| 0 10 0 0 8000 3802 -1.00 10.10 0 0 0| 0 0 0 0 8800 Total 0 0 0| 1,375 179,205 +2,650 0 Indicative a-t-m Vol 27.09 Underlying Price 4944H Time to expiry: 569 Days Mar 12 21 -0.02 49.00 0 0 0| 0 0 0 0 1600 73H -0.05 43.00 0 0 0| 0 0 0 0 2400 165H -0.12 37.00 0 0 0| 0 0 0 0 3200 248 -0.17 35.19 0 0 0| 0 1,750 0 0 3600 340H -0.23 32.73 0 0 0| 0 0 0 0 4000 393H -0.27 31.46 0 0 0| 0 0 0 0 4200 451H -0.31 30.15 0 0 0| 0 0 0 0 4400 484H -0.33 29.59 0 0 0| 0 0 0 0 4500 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 518 -0.35 28.96 0 0 0| 0 0 0 0 4600 554 -0.37 28.37 0 0 0| 0 0 0 0 4700 593H -0.40 27.85 0 0 0| 0 0 0 0 4800 635 -0.42 27.32 0 0 0| 0 0 0 0 4900 679 -0.45 26.82 0 0 0| 0 0 0 0 5000 724 -0.47 26.27 0 0 0| 0 10 0 0 5100 771 -0.50 25.73 0 0 0| 0 10 0 0 5200 824H -0.52 25.36 0 0 0| 0 0 0 0 5300 877H -0.55 24.87 0 0 0| 0 0 0 0 5400 928H -0.58 24.20 0 0 0| 0 0 0 0 5500 987H -0.61 23.76 0 0 0| 0 1 0 0 5600 1048 -0.63 23.30 0 0 0| 0 0 0 0 5700 1108H -0.66 22.70 0 0 0| 0 0 0 0 5800 1174H -0.69 22.26 0 0 0| 0 0 0 0 5900 1245H -0.72 21.93 0 0 0| 0 0 0 0 6000 1315H -0.74 21.44 0 0 0| 0 0 0 0 6100 1389H -0.77 21.05 0 0 0| 0 0 0 0 6200 1545 -0.81 20.29 0 0 0| 0 0 0 0 6400 1707 -0.86 19.42 0 0 0| 0 0 0 0 6600 1880 -0.89 18.83 0 0 0| 0 0 0 0 6800 2241H -0.95 17.39 0 0 0| 0 0 0 0 7200 3010H -0.99 15.99 0 0 0| 0 0 0 0 8000 3795 -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 26.25 Underlying Price 4940H Time to expiry: 660 Days Jun 12 14 -0.01 42.44 0 0 0| 0 0 0 0 1600 105H -0.07 44.12 0 0 0| 0 750 0 0 2400 203H -0.13 37.19 0 0 0| 0 0 0 0 3200 267 -0.18 33.82 0 0 0| 0 0 0 0 3600 358H -0.24 31.32 0 0 0| 0 7,925 0 0 4000 411 -0.27 30.05 0 0 0| 0 0 0 0 4200 468H -0.31 28.78 0 0 0| 0 0 0 0 4400 503H -0.33 28.31 0 0 0| 0 0 0 0 4500 539H -0.35 27.81 0 0 0| 0 0 0 0 4600 575 -0.37 27.23 0 0 0| 0 0 0 0 4700 617H -0.40 26.85 0 0 0| 0 7,425 0 0 4800 662 -0.42 26.48 0 0 0| 0 0 0 0 4900 704 -0.44 25.92 0 0 0| 0 0 0 0 5000 748H -0.47 25.40 0 0 0| 0 250 0 0 5100 794 -0.49 24.84 0 0 0| 0 1,000 0 0 5200 847 -0.52 24.47 0 0 0| 0 0 0 0 5300 896 -0.55 23.88 0 0 0| 0 0 0 0 5400 951H -0.57 23.45 0 0 0| 0 0 0 0 5500 1011 -0.60 23.08 0 0 0| 0 0 0 0 5600 1072 -0.62 22.70 0 0 0| 0 0 0 0 5700 1133H -0.65 22.22 0 0 0| 0 5 0 0 5800 1268 -0.70 21.50 0 0 0| 0 0 0 0 6000 1413 -0.75 20.87 0 0 0| 0 0 0 0 6200 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 1563 -0.80 20.05 0 0 0| 0 0 0 0 6400 1808 -0.85 19.14 0 0 0| 0 0 0 0 6700 1893 -0.87 18.87 0 0 0| 0 0 0 0 6800 2249H -0.92 17.95 0 0 0| 0 0 0 0 7200 3003H -0.98 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 17,355 0 0 Total Puts 0 17,875 39,403| 36,975 1,678,273 +28,736 0 Grand Total 0 44,950 80,996| 157,253 3,022,704 +33,165 0 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 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 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 | N/A N/A -185 0 5276 TotalN/A N/A N/A | N/A N/A -185 0 Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED 24 Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | 0 185 0 0 5350 TotalN/A N/A N/A | 0 185 0 0 Indicative a-t-m Vol N/A Underlying Price 5109H Time to expiry: 0 Days 25 Aug 10 CAB N/A N/A 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 5109H Time to expiry: 1 Days 26 Aug 10 CAB 0.01 16.96 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 5109H Time to expiry: 23 Days 17 Sep 10 2109H 1.00 64.64 0 0 0| 0 1,408 0 0 3001 172H 0.62 24.26 0 0 0| 0 227 0 0 5023 41 0.26 20.50 0 0 0| 0 227 0 0 5287 10 0.09 18.59 0 0 0| 0 208 0 0 5446 1 0.01 18.72 0 0 0| 0 25 0 0 5676 1 0.01 18.96 0 0 0| 0 208 0 0 5710 H 0.01 18.56 0 0 0| 0 1,200 0 0 5732 CAB 0.00 15.84 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 15.42 0 0 0| 0 1,000 0 0 6025 CAB 0.00 14.73 0 0 0| 0 5,500 0 0 6325 CAB 0.00 14.76 0 0 0| 0 2,000 0 0 6500 CAB 0.00 25.90 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 5109H Time to expiry: 51 Days 15 Oct 10 306H 0.67 26.21 0 0 0| 0 140 0 0 4920 CAB 0.00 11.58 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 5109H Time to expiry: 55 Days 19 Oct 10 2H 0.02 16.53 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 5109H Time to expiry: 70 Days 3 Nov 10 2075H 1.00 40.50 0 0 0| 0 155 0 0 3025 CAB 0.00 10.72 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 5109H Time to expiry: 114 Days 17 Dec 10 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 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 | 1304H 0.92 38.61 0 0 0| 0 775 0 0 3825 1212H 0.91 37.38 0 0 0| 0 1,125 0 0 3925 1120H 0.89 36.29 0 0 0| 0 625 0 0 4025 1030H 0.88 35.22 0 0 0| 0 240 0 0 4125 942 0.85 34.10 0 0 0| 0 1,000 0 0 4225 854 0.83 33.02 0 0 0| 0 10,500 0 0 4325 770H 0.81 31.95 0 0 0| 0 625 0 0 4425 687H 0.78 30.93 0 0 0| 0 8,750 0 0 4525 511 0.69 28.50 0 0 0| 0 0 0 0 4750 458 0.66 27.70 0 0 0| 0 1,500 0 0 4825 387 0.62 26.61 0 0 0| 0 8,000 0 0 4925 323 0.56 25.54 0 0 0| 0 7,050 0 0 5025 283H 0.53 24.94 0 0 0| 0 115 0 0 5090 263 0.51 24.58 0 0 0| 0 1,000 0 0 5125 209 0.45 23.51 0 0 0| 0 4,525 0 0 5225 163 0.39 22.53 0 0 0| 0 500 0 0 5322 161H 0.38 22.50 0 0 0| 0 4,125 0 0 5325 139H 0.35 22.00 0 0 0| 0 1,125 0 0 5375 122H 0.32 21.58 0 0 0| 0 1,000 0 0 5418 120 0.32 21.52 0 0 0| 0 8,225 0 0 5425 108 0.30 21.21 0 0 0| 0 500 0 0 5460 102H 0.29 21.09 0 0 0| 0 1,000 0 0 5475 90 0.26 20.77 0 0 0| 0 750 0 0 5512 85H 0.26 20.65 0 0 0| 0 10,875 0 0 5525 81H 0.25 20.50 0 0 0| 0 500 0 0 5540 80H 0.25 20.47 0 0 0| 0 22 0 0 5544 78 0.24 20.38 0 0 0| 0 1,000 0 0 5553 67 0.22 20.02 0 0 0| 0 1,000 0 0 5595 61H 0.20 19.86 0 0 0| 0 2,500 0 0 5616 59 0.20 19.79 0 0 0| 0 5,250 0 0 5625 55H 0.19 19.68 0 0 0| 0 750 0 0 5640 49 0.17 19.44 0 0 0| 0 1,250 0 0 5673 48H 0.17 19.40 0 0 0| 0 500 0 0 5678 39H 0.15 19.07 0 0 0| 0 11,935 0 0 5725 35H 0.14 18.92 0 0 0| 0 500 0 0 5746 35H 0.14 18.91 0 0 0| 0 250 0 0 5748 35 0.13 18.90 0 0 0| 0 1,000 0 0 5750 28H 0.11 18.56 0 0 0| 0 500 0 0 5799 28 0.11 18.55 0 0 0| 0 500 0 0 5802 28 0.11 18.54 0 0 0| 0 2,250 0 0 5803 27H 0.11 18.51 0 0 0| 0 366 0 0 5808 27 0.11 18.50 0 0 0| 0 100 0 0 5810 25 0.10 18.40 0 0 0| 0 12,075 0 0 5825 20H 0.09 18.17 0 0 0| 0 500 0 0 5862 20 0.09 18.14 0 0 0| 0 500 0 0 5867 16H 0.07 17.88 0 0 0| 0 2,800 0 0 5909 15H 0.07 17.80 0 0 0| 0 250 0 0 5922 15 0.07 17.78 0 0 0| 0 4,875 0 0 5925 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 10H 0.05 17.37 0 0 0| 0 250 0 0 5989 10H 0.05 17.36 0 0 0| 0 100 0 0 5990 9 0.05 17.22 0 0 0| 0 500 0 0 6020 8H 0.04 17.20 0 0 0| 0 8,798 0 0 6025 8H 0.04 17.19 0 0 0| 0 250 0 0 6027 8H 0.04 17.18 0 0 0| 0 150 0 0 6030 7H 0.04 17.10 0 0 0| 0 150 0 0 6050 7 0.04 17.08 0 0 0| 0 250 0 0 6055 6H 0.04 17.04 0 0 0| 0 100 0 0 6065 6H 0.03 17.00 0 0 0| 0 3,500 0 0 6075 5 0.03 16.78 0 0 0| 0 9,950 0 0 6125 4H 0.03 16.76 0 0 0| 0 1,250 0 0 6128 4 0.02 16.66 0 0 0| 0 0 0 0 6150 3H 0.02 16.53 0 0 0| 0 2,500 0 0 6175 3 0.02 16.48 0 0 0| 0 1,000 0 0 6185 2 0.01 16.14 0 0 0| 0 11,400 0 0 6225 H 0.01 15.08 0 0 0| 0 4,250 0 0 6325 H 0.00 14.77 0 0 0| 0 250 0 0 6354 H 0.00 14.65 0 0 0| 0 1,000 0 0 6365 H 0.00 14.39 0 0 0| 0 1,000 0 0 6390 H 0.00 14.37 0 0 0| 0 500 0 0 6391 CAB 0.00 14.12 0 0 0| 0 12,300 0 0 6425 CAB 0.00 14.03 0 0 0| 0 1,000 0 0 6439 CAB 0.00 13.92 0 0 0| 0 500 0 0 6455 CAB 0.00 13.77 0 0 0| 0 500 0 0 6478 CAB 0.00 13.66 0 0 0| 0 1,000 0 0 6495 CAB 0.00 13.63 0 0 0| 0 1,750 0 0 6500 CAB 0.00 13.58 0 0 0| 0 500 0 0 6507 CAB 0.00 13.47 0 0 0| 0 16,375 0 0 6525 CAB 0.00 13.09 0 0 0| 0 1,000 0 0 6583 CAB 0.00 13.07 0 0 0| 0 1,000 0 0 6585 CAB 0.00 12.82 0 0 0| 0 12,725 0 0 6625 CAB 0.00 12.21 0 0 0| 0 3,000 0 0 6725 CAB 0.00 11.61 0 0 0| 0 5,150 0 0 6825 CAB 0.00 10.48 0 0 0| 0 8,475 0 0 7025 CAB 0.00 10.34 0 0 0| 0 250 0 0 7050 CAB 0.00 9.94 0 0 0| 0 3,750 0 0 7125 CAB 0.00 9.42 0 0 0| 0 13,750 0 0 7225 CAB 0.00 8.94 0 0 0| 0 2,000 0 0 7325 CAB 0.00 8.46 0 0 0| 0 500 0 0 7425 CAB 0.00 7.98 0 0 0| 0 2,350 0 0 7525 CAB 0.00 5.90 0 0 0| 0 6,875 0 0 8025 CAB 0.00 5.90 0 0 0| 0 5,000 0 0 8525 CAB 0.00 5.90 0 0 0| 0 3,000 0 0 8625 CAB 0.00 5.90 0 0 0| 0 250 0 0 9025 CAB 0.00 5.90 0 0 0| 0 15,000 0 0 9625 CAB 0.00 5.90 0 0 0| 0 1,750 0 0 10025 Total 0 0 0| 0 292,001 0 0 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Indicative a-t-m Vol 0.00 Underlying Price 5109H Time to expiry: 205 Days 18 Mar 11 454H 0.58 26.32 0 0 0| 0 15 0 0 4928 279 0.45 23.74 0 0 0| 0 398 0 0 5236 111 0.25 20.56 0 0 0| 0 200 0 0 5650 65H 0.17 19.37 0 0 0| 0 560 0 0 5837 21 0.07 17.92 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 5109H Time to expiry: 233 Days 15 Apr 11 1127H 0.81 33.92 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 5109H Time to expiry: 237 Days 19 Apr 11 430H 0.55 25.62 0 0 0| 0 1,545 0 0 5000 H 0.00 15.15 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 5109H Time to expiry: 251 Days 3 May 11 438 0.54 25.60 0 0 0| 0 255 0 0 5000 1 0.00 15.21 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 5109H Time to expiry: 296 Days 17 Jun 11 765 0.68 29.18 0 0 0| 0 24 0 0 4532 529 0.57 26.43 0 0 0| 0 357 0 0 4884 275H 0.40 23.07 0 0 0| 0 750 0 0 5350 104H 0.22 19.94 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 5109H Time to expiry: 478 Days 16 Dec 11 1622 0.82 35.83 0 0 0| 0 3,500 0 0 3500 1461 0.79 34.36 0 0 0| 0 925 0 0 3700 1302H 0.76 32.95 0 0 0| 0 5,125 0 0 3900 1151 0.73 31.57 0 0 0| 0 8,425 0 0 4100 1059H 0.71 30.71 0 0 0| 0 5,375 0 0 4225 1004H 0.69 30.21 0 0 0| 0 9,100 0 0 4300 986H 0.69 30.04 0 0 0| 0 6,500 0 0 4325 915H 0.67 29.36 0 0 0| 0 750 0 0 4425 783 0.62 28.02 0 0 0| 0 400 0 0 4625 483 0.49 24.84 0 0 0| 0 1,000 0 0 5125 471 0.48 24.69 0 0 0| 0 200 0 0 5150 434H 0.46 24.26 0 0 0| 0 375 0 0 5225 423 0.46 24.12 0 0 0| 0 3,500 0 0 5250 387H 0.43 23.73 0 0 0| 0 1,000 0 0 5325 340 0.40 23.19 0 0 0| 0 250 0 0 5425 330 0.39 23.03 0 0 0| 0 3,500 0 0 5450 299 0.37 22.57 0 0 0| 0 500 0 0 5525 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 259 0.34 21.98 0 0 0| 0 600 0 0 5625 221H 0.31 21.46 0 0 0| 0 1,850 0 0 5725 214 0.30 21.34 0 0 0| 0 1,250 0 0 5750 192 0.28 20.99 0 0 0| 0 1,925 0 0 5825 162 0.25 20.52 0 0 0| 0 2,375 0 0 5925 136H 0.22 20.06 0 0 0| 0 750 0 0 6025 114H 0.20 19.64 0 0 0| 0 3,250 0 0 6125 104 0.18 19.45 0 0 0| 0 1,250 0 0 6175 93H 0.17 19.25 0 0 0| 0 3,500 0 0 6225 77H 0.15 18.82 0 0 0| 0 2,750 0 0 6325 61H 0.13 18.41 0 0 0| 0 1,925 0 0 6425 52H 0.11 18.15 0 0 0| 0 7,000 0 0 6500 50 0.11 18.07 0 0 0| 0 6,230 0 0 6525 39H 0.09 17.73 0 0 0| 0 7,000 0 0 6625 32H 0.08 17.51 0 0 0| 0 500 0 0 6700 31 0.07 17.44 0 0 0| 0 2,250 0 0 6725 2 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 5109H Time to expiry: 569 Days 16 Mar 12 1 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 5109H Time to expiry: 604 Days 20 Apr 12 1029H 0.67 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 5109H Time to expiry: 628 Days 14 May 12 225 0.28 21.65 0 0 0| 0 145 0 0 6000 5 0.01 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 5109H Time to expiry: 849 Days 21 Dec 12 2897 0.88 47.62 0 0 0| 0 875 0 0 2000 2058 0.81 38.44 0 0 0| 0 5,500 0 0 3000 1666H 0.76 34.56 0 0 0| 0 1,500 0 0 3500 1591H 0.74 34.00 0 0 0| 0 550 0 0 3600 1518 0.73 33.25 0 0 0| 0 1,250 0 0 3700 1445H 0.72 32.53 0 0 0| 0 4,750 0 0 3800 1374 0.70 31.88 0 0 0| 0 1,750 0 0 3900 1296 0.69 30.93 0 0 0| 0 16,475 0 0 4000 1287 0.69 31.17 0 0 0| 0 6,000 0 0 4025 1235H 0.68 30.79 0 0 0| 0 6,500 0 0 4100 1168H 0.66 30.19 0 0 0| 0 29,450 0 0 4200 1097H 0.64 29.32 0 0 0| 0 2,000 0 0 4300 1082 0.64 29.19 0 0 0| 0 125 0 0 4325 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 1066H 0.64 29.06 0 0 0| 0 18,000 0 0 4350 1035H 0.63 28.80 0 0 0| 0 13,230 0 0 4400 973H 0.61 28.30 0 0 0| 0 7,575 0 0 4500 958 0.61 28.18 0 0 0| 0 3,000 0 0 4525 942H 0.60 28.05 0 0 0| 0 6,500 0 0 4550 911H 0.59 27.81 0 0 0| 0 2,250 0 0 4600 854 0.57 27.33 0 0 0| 0 9,500 0 0 4700 800H 0.55 26.86 0 0 0| 0 750 0 0 4800 747 0.54 26.41 0 0 0| 0 1,000 0 0 4900 693H 0.52 25.96 0 0 0| 0 21,325 0 0 5000 680H 0.51 25.85 0 0 0| 0 300 0 0 5025 640H 0.49 25.52 0 0 0| 0 19,725 0 0 5100 595 0.47 25.09 0 0 0| 0 30,475 -125 0 5200 582H 0.47 25.21 0 0 0| 0 17,500 0 0 5250 550H 0.45 24.67 0 0 0| 0 8,250 0 0 5300 528H 0.44 24.46 0 0 0| 0 750 0 0 5350 506H 0.43 24.26 0 0 0| 0 7,750 0 0 5400 495H 0.43 24.16 0 0 0| 0 8,375 0 0 5425 462 0.41 23.86 0 0 0| 0 4,500 0 0 5500 451 0.40 23.76 0 0 0| 0 4,500 0 0 5525 423 0.39 23.47 0 0 0| 0 2,150 0 0 5600 414 0.38 23.37 0 0 0| 0 5,000 0 0 5625 387H 0.37 23.08 0 0 0| 0 5,725 0 0 5700 378H 0.36 22.99 0 0 0| 0 1,075 0 0 5725 369H 0.36 22.89 0 0 0| 0 250 0 0 5750 352 0.35 22.71 0 0 0| 0 500 0 0 5800 343 0.34 22.61 0 0 0| 0 3,375 0 0 5825 316H 0.32 22.34 0 0 0| 0 125 0 0 5900 307H 0.32 22.25 0 0 0| 0 2,250 0 0 5925 285H 0.30 21.98 0 0 0| 0 9,010 0 0 6000 278H 0.30 21.89 0 0 0| 0 6,925 0 0 6025 251 0.28 21.54 0 0 0| 0 2,750 0 0 6125 237H 0.27 21.36 0 0 0| 0 750 0 0 6175 230H 0.26 21.28 0 0 0| 0 1,000 0 0 6200 223H 0.26 21.19 0 0 0| 0 9,075 0 0 6225 196H 0.24 20.86 0 0 0| 0 3,800 0 0 6325 176 0.22 20.53 0 0 0| 0 2,625 0 0 6425 161 0.21 20.29 0 0 0| 0 3,500 0 0 6500 156 0.20 20.21 0 0 0| 0 5,750 0 0 6525 140H 0.19 19.97 0 0 0| 0 1,875 0 0 6600 135H 0.18 19.89 0 0 0| 0 4,625 0 0 6625 121H 0.17 19.66 0 0 0| 0 500 0 0 6700 118 0.16 19.58 0 0 0| 0 1,375 0 0 6725 107 0.15 19.35 0 0 0| 0 80 0 0 6800 103H 0.15 19.28 0 0 0| 0 2,300 0 0 6825 78H 0.12 18.76 0 0 0| 0 6,375 0 0 7000 58 0.10 18.20 0 0 0| 0 2,000 0 0 7200 39 0.07 17.58 0 0 0| 0 2,000 0 0 7425 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 34 0.06 17.38 0 0 0| 0 2,000 0 0 7500 12 0.03 16.14 0 0 0| 0 500 0 0 8000 4H 0.01 15.17 0 0 0| 0 375 0 0 8425 3H 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| 0 353,575 -125 0 Indicative a-t-m Vol 0.00 Underlying Price 5109H Time to expiry: 933 Days 15 Mar 13 337H 0.32 23.14 0 0 0| 0 250 0 0 6000 233H 0.25 22.04 0 0 0| 0 250 0 0 6400 211 0.24 21.79 0 0 0| 0 1,250 0 0 6500 174 0.20 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 5109H Time to expiry: 968 Days 19 Apr 13 926 0.58 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 5109H Time to expiry: 1213 Days 20 Dec 13 2021H 0.77 34.86 0 0 0| 0 3,000 0 0 3000 1661 0.72 32.05 0 0 0| 0 1,625 0 0 3500 1530H 0.70 31.11 0 0 0| 0 300 0 0 3700 1465 0.68 30.67 0 0 0| 0 2,850 0 0 3800 1336 0.66 29.84 0 0 0| 0 1,950 0 0 4000 1278 0.64 29.45 0 0 0| 0 1,000 0 0 4100 1221H 0.63 29.07 0 0 0| 0 52,350 0 0 4200 1164H 0.62 28.70 0 0 0| 0 3,500 0 0 4300 1136H 0.61 28.52 0 0 0| 0 49,000 0 0 4350 1108 0.60 28.35 0 0 0| 0 17,810 0 0 4400 1052 0.59 28.00 0 0 0| 0 4,700 0 0 4500 998H 0.57 27.67 0 0 0| 0 1,550 0 0 4600 950H 0.56 27.34 0 0 0| 0 250 0 0 4700 902H 0.54 27.02 0 0 0| 0 750 0 0 4800 854H 0.53 26.72 0 0 0| 0 300 0 0 4900 806H 0.51 26.41 0 0 0| 0 4,650 0 0 5000 794H 0.51 26.34 0 0 0| 0 750 0 0 5025 759 0.49 26.12 0 0 0| 0 5,375 0 0 5100 718H 0.48 25.83 0 0 0| 0 7,463 0 0 5200 698H 0.47 25.69 0 0 0| 0 18,300 0 0 5250 678H 0.46 25.55 0 0 0| 0 3,400 0 0 5300 639 0.45 25.27 0 0 0| 0 27,900 0 0 5400 629H 0.44 25.20 0 0 0| 0 125 0 0 5425 619H 0.44 25.13 0 0 0| 0 3,300 0 0 5450 609H 0.43 25.07 0 0 0| 0 1,000 0 0 5475 600 0.43 25.00 0 0 0| 0 2,500 0 0 5500 560H 0.41 24.73 0 0 0| 0 12,000 0 0 5600 509 0.39 24.34 0 0 0| 0 12,000 0 0 5750 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 430H 0.35 23.70 0 0 0| 0 100 0 0 6000 296 0.27 22.49 0 0 0| 0 1,000 0 0 6500 193H 0.20 21.35 0 0 0| 0 500 0 0 7000 119 0.14 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 5109H Time to expiry: 1331 Days 17 Apr 14 1308H 0.63 29.95 0 0 0| 0 500 0 0 4100 1041 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 5109H Time to expiry: 1395 Days 20 Jun 14 1093 0.58 28.48 0 0 0| 0 1,000 0 0 4500 522H 0.37 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 5109H Time to expiry: 1405 Days 30 Jun 14 882 0.51 27.60 0 0 0| 0 1,550 0 0 5000 399H 0.31 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 5109H Time to expiry: 1577 Days 19 Dec 14 1938 0.73 31.32 0 0 0| 0 13,000 0 0 3000 1357 0.63 29.20 0 0 0| 0 25,050 0 0 4000 1310 0.61 29.07 0 0 0| 0 2,000 0 0 4100 1263 0.60 28.94 0 0 0| 0 1,750 0 0 4200 1216 0.59 28.82 0 0 0| 0 2,500 0 0 4300 1169 0.58 28.69 0 0 0| 0 625 0 0 4400 1124 0.57 28.57 0 0 0| 0 2,125 0 0 4500 1104 0.56 28.50 0 0 0| 0 18,000 0 0 4550 1084H 0.55 28.44 0 0 0| 0 2,500 0 0 4600 1044H 0.54 28.31 0 0 0| 0 18,500 0 0 4700 965 0.52 28.03 0 0 0| 0 3,200 0 0 4900 924H 0.51 27.89 0 0 0| 0 37,375 0 0 5000 884 0.49 27.74 0 0 0| 0 20,565 0 0 5100 850 0.48 27.59 0 0 0| 0 29,088 0 0 5200 833 0.48 27.51 0 0 0| 0 14,000 0 0 5250 816H 0.47 27.42 0 0 0| 0 6,250 0 0 5300 799H 0.46 27.34 0 0 0| 0 500 0 0 5350 782H 0.46 27.26 0 0 0| 0 3,000 0 0 5400 774 0.45 27.21 0 0 0| 0 1,000 0 0 5425 748 0.44 27.08 0 0 0| 0 9,500 0 0 5500 713H 0.43 26.90 0 0 0| 0 15,125 0 0 5600 705 0.43 26.85 0 0 0| 0 1,000 0 0 5625 678H 0.42 26.71 0 0 0| 0 2,500 0 0 5700 661 0.41 26.61 0 0 0| 0 12,000 0 0 5750 644H 0.41 26.51 0 0 0| 0 500 0 0 5800 587 0.38 26.09 0 0 0| 0 3,375 0 0 6000 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 558 0.37 25.87 0 0 0| 0 6,000 0 0 6100 316 0.26 23.52 0 0 0| 0 13,000 0 0 7000 124 0.13 20.18 0 0 0| 0 4,000 0 0 8000 96 0.11 19.43 0 0 0| 0 750 0 0 8200 84 0.10 19.04 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 5109H Time to expiry: 1813 Days 12 Aug 15 810H 0.46 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 5109H Time to expiry: 1941 Days 18 Dec 15 1024 0.51 28.54 0 0 0| 0 1,000 0 0 5000 934 0.48 28.44 0 0 0| 0 1,500 0 0 5300 901 0.47 28.27 0 0 0| 0 800 0 0 5400 351H 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 1,319,756 -310 0 | Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 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 5109H Time to expiry: 23 Days 17 Sep 10 CAB 0.00 64.64 0 0 0| 0 1,408 0 0 3001 12H -0.07 32.72 0 0 0| 0 0 0 0 4531 32 -0.16 28.39 0 0 0| 0 1,200 0 0 4775 3888 -1.00 25.90 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 5109H Time to expiry: 51 Days 15 Oct 10 115 -0.33 26.21 0 0 0| 0 100 0 0 4920 1607 -1.00 11.58 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 5109H Time to expiry: 70 Days 3 Nov 10 H 0.00 40.50 0 0 0| 0 155 0 0 3025 1919H -1.00 10.72 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 5109H Time to expiry: 114 Days 17 Dec 10 1 0.00 54.68 0 0 0| 0 250 0 0 2250 3 -0.01 53.21 0 0 0| 0 4,620 0 0 2500 3 -0.01 53.01 0 0 0| 0 3,000 0 0 2525 10H -0.02 48.09 0 0 0| 0 6,000 0 0 3025 24H -0.05 42.15 0 0 0| 0 17,000 0 0 3525 29H -0.05 40.94 0 0 0| 0 1,500 0 0 3625 40 -0.07 38.61 0 0 0| 0 1,025 0 0 3825 42 -0.08 38.29 0 0 0| 0 236 0 0 3850 47H -0.09 37.38 0 0 0| 0 2,375 0 0 3925 55H -0.10 36.29 0 0 0| 0 4,500 0 0 4025 65 -0.12 35.22 0 0 0| 0 240 0 0 4125 76H -0.14 34.10 0 0 0| 0 3,250 0 0 4225 88 -0.16 33.02 0 0 0| 0 7,938 0 0 4325 104H -0.19 31.95 0 0 0| 0 1,000 0 0 4425 108H -0.20 31.70 0 0 0| 0 2,800 0 0 4450 121 -0.22 30.93 0 0 0| 0 8,750 0 0 4525 141H -0.25 29.84 0 0 0| 0 375 0 0 4625 164 -0.29 28.76 0 0 0| 0 4,500 0 0 4725 191 -0.33 27.70 0 0 0| 0 7,500 0 0 4825 220 -0.38 26.61 0 0 0| 0 3,250 0 0 4925 255H -0.43 25.54 0 0 0| 0 7,275 0 0 5025 280H -0.47 24.94 0 0 0| 0 100 0 0 5090 295H -0.49 24.58 0 0 0| 0 180 0 0 5125 341 -0.55 23.51 0 0 0| 0 3,000 0 0 5225 391H -0.61 22.53 0 0 0| 0 500 0 0 5322 393H -0.61 22.50 0 0 0| 0 5,250 0 0 5325 421 -0.64 22.00 0 0 0| 0 1,125 0 0 5375 447 -0.67 21.58 0 0 0| 0 1,000 0 0 5418 451H -0.68 21.52 0 0 0| 0 5,250 0 0 5425 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 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 | 474H -0.70 21.21 0 0 0| 0 500 0 0 5460 484 -0.71 21.09 0 0 0| 0 1,000 0 0 5475 508H -0.73 20.77 0 0 0| 0 750 0 0 5512 517 -0.74 20.65 0 0 0| 0 11,975 0 0 5525 528 -0.75 20.50 0 0 0| 0 500 0 0 5540 537H -0.75 20.38 0 0 0| 0 1,000 0 0 5553 568 -0.78 20.02 0 0 0| 0 1,000 0 0 5595 583H -0.79 19.86 0 0 0| 0 2,500 0 0 5616 590H -0.80 19.79 0 0 0| 0 4,375 0 0 5625 601H -0.81 19.68 0 0 0| 0 750 0 0 5640 628 -0.82 19.44 0 0 0| 0 1,250 0 0 5673 632H -0.82 19.40 0 0 0| 0 500 0 0 5678 670H -0.85 19.07 0 0 0| 0 6,880 0 0 5725 687H -0.86 18.92 0 0 0| 0 500 0 0 5746 689 -0.86 18.91 0 0 0| 0 250 0 0 5748 690H -0.86 18.90 0 0 0| 0 1,000 0 0 5750 733 -0.88 18.56 0 0 0| 0 500 0 0 5799 736 -0.88 18.55 0 0 0| 0 500 0 0 5802 736H -0.88 18.54 0 0 0| 0 2,250 0 0 5803 742H -0.88 18.50 0 0 0| 0 100 0 0 5810 756 -0.89 18.40 0 0 0| 0 9,600 0 0 5825 788 -0.91 18.17 0 0 0| 0 500 0 0 5862 792H -0.91 18.14 0 0 0| 0 500 0 0 5867 843 -0.92 17.80 0 0 0| 0 250 0 0 5922 845H -0.92 17.78 0 0 0| 0 4,900 0 0 5925 904H -0.94 17.37 0 0 0| 0 250 0 0 5989 905H -0.94 17.36 0 0 0| 0 100 0 0 5990 934 -0.95 17.22 0 0 0| 0 500 0 0 6020 939 -0.95 17.20 0 0 0| 0 5,523 0 0 6025 940H -0.95 17.19 0 0 0| 0 250 0 0 6027 943H -0.95 17.18 0 0 0| 0 150 0 0 6030 962H -0.96 17.10 0 0 0| 0 150 0 0 6050 967 -0.96 17.08 0 0 0| 0 250 0 0 6055 977 -0.96 17.04 0 0 0| 0 100 0 0 6065 986H -0.96 17.00 0 0 0| 0 3,500 0 0 6075 1034H -0.97 16.78 0 0 0| 0 10,450 0 0 6125 1037H -0.97 16.76 0 0 0| 0 1,250 0 0 6128 1083 -0.97 16.53 0 0 0| 0 2,500 0 0 6175 1093 -0.98 16.48 0 0 0| 0 1,000 0 0 6185 1132 -0.98 16.14 0 0 0| 0 8,425 0 0 6225 1230 -0.99 15.08 0 0 0| 0 4,150 0 0 6325 1259 -0.99 14.77 0 0 0| 0 250 0 0 6354 1270 -0.99 14.65 0 0 0| 0 1,000 0 0 6365 1294H -0.99 14.39 0 0 0| 0 1,000 0 0 6390 1295H -0.99 14.37 0 0 0| 0 500 0 0 6391 1329H -0.99 14.12 0 0 0| 0 5,300 0 0 6425 1343H -0.99 14.03 0 0 0| 0 1,000 0 0 6439 1354H -0.99 13.95 0 0 0| 0 5,000 0 0 6450 1359H -0.99 13.92 0 0 0| 0 500 0 0 6455 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 1382 -0.99 13.77 0 0 0| 0 500 0 0 6478 1399 -0.99 13.66 0 0 0| 0 1,000 0 0 6495 1411 -0.99 13.58 0 0 0| 0 500 0 0 6507 1429 -0.99 13.47 0 0 0| 0 10,250 0 0 6525 1487 -0.99 13.09 0 0 0| 0 1,000 0 0 6583 1489 -0.99 13.07 0 0 0| 0 1,000 0 0 6585 1529 -0.99 12.82 0 0 0| 0 9,825 0 0 6625 1628H -0.99 12.21 0 0 0| 0 1,750 0 0 6725 1728H -0.99 11.61 0 0 0| 0 500 0 0 6825 1928 -0.99 10.48 0 0 0| 0 600 0 0 7025 2227 -0.99 8.94 0 0 0| 0 2,000 0 0 7325 Total 0 0 0| 0 239,642 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5109H Time to expiry: 177 Days 18 Feb 11 516 -0.62 22.20 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 5109H Time to expiry: 205 Days 18 Mar 11 53H -0.07 41.29 0 0 0| 0 2,123 0 0 3350 175 -0.22 31.55 0 0 0| 0 560 0 0 4350 226 -0.28 29.44 0 0 0| 0 2,200 0 0 4575 418 -0.49 24.56 0 0 0| 0 2,200 0 0 5140 707H -0.73 20.56 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 5109H Time to expiry: 218 Days 31 Mar 11 101 -0.12 36.51 0 0 0| 0 0 0 0 3800 125H -0.15 34.56 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 5109H Time to expiry: 233 Days 15 Apr 11 33 -0.04 46.50 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 5109H Time to expiry: 237 Days 19 Apr 11 393H -0.44 25.62 0 0 0| 0 1,545 0 0 5000 1954 -0.98 15.15 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 5109H Time to expiry: 239 Days 21 Apr 11 187 -0.22 31.91 0 0 0| 0 1,663 0 0 4270 638H -0.64 21.87 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 5109H Time to expiry: 251 Days 3 May 11 408 -0.44 25.60 0 0 0| 0 255 0 0 5000 1960 -0.97 15.21 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Indicative a-t-m Vol 0.00 Underlying Price 5109H Time to expiry: 296 Days 17 Jun 11 225 -0.23 31.48 0 0 0| 0 2,768 0 0 4250 616 -0.57 23.07 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 5109H Time to expiry: 387 Days 16 Sep 11 83 -0.07 40.25 0 0 0| 0 1,500 0 0 3000 172H -0.15 34.18 0 0 0| 0 8 0 0 3740 263 -0.24 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 5109H Time to expiry: 469 Days 7 Dec 11 1447H -0.82 18.64 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 5109H Time to expiry: 478 Days 16 Dec 11 46 -0.03 46.58 0 0 0| 0 2,750 0 0 2200 71H -0.05 44.51 0 0 0| 0 4,530 0 0 2500 78H -0.06 43.60 0 0 0| 0 3,500 0 0 2600 117H -0.09 39.99 0 0 0| 0 12,442 0 0 3000 182H -0.14 35.83 0 0 0| 0 8,938 0 0 3500 209 -0.16 34.71 0 0 0| 0 12 0 0 3652 218 -0.16 34.36 0 0 0| 0 4,175 0 0 3700 257 -0.19 32.95 0 0 0| 0 1,125 0 0 3900 284 -0.21 32.09 0 0 0| 0 2,000 0 0 4025 289H -0.22 31.93 0 0 0| 0 140 0 0 4048 303 -0.23 31.57 0 0 0| 0 8,115 0 0 4100 335 -0.25 30.71 0 0 0| 0 375 0 0 4225 354 -0.27 30.21 0 0 0| 0 5,825 0 0 4300 360H -0.27 30.04 0 0 0| 0 2,250 0 0 4325 388 -0.29 29.36 0 0 0| 0 625 0 0 4425 453 -0.34 28.02 0 0 0| 0 150 0 0 4625 656H -0.47 25.29 0 0 0| 0 1,000 0 0 5125 668 -0.47 25.11 0 0 0| 0 200 0 0 5150 704H -0.49 24.62 0 0 0| 0 375 0 0 5225 810 -0.55 23.70 0 0 0| 0 250 0 0 5425 868 -0.58 23.08 0 0 0| 0 500 0 0 5525 928H -0.61 22.61 0 0 0| 0 350 0 0 5625 993 -0.64 22.29 0 0 0| 0 1,650 0 0 5725 994 -0.66 21.34 0 0 0| 0 1,250 0 0 5750 1060 -0.67 21.75 0 0 0| 0 1,125 0 0 5825 1130H -0.70 21.37 0 0 0| 0 2,125 0 0 5925 1204H -0.72 21.10 0 0 0| 0 750 0 0 6025 1281 -0.75 20.67 0 0 0| 0 3,250 0 0 6125 1303 -0.77 19.45 0 0 0| 0 1,250 0 0 6175 1360H -0.77 20.41 0 0 0| 0 1,250 0 0 6225 1442 -0.79 20.18 0 0 0| 0 2,750 0 0 6325 1526H -0.81 19.89 0 0 0| 0 1,500 0 0 6425 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 1613 -0.83 19.76 0 0 0| 0 4,125 0 0 6525 1701H -0.84 19.64 0 0 0| 0 4,750 0 0 6625 1792 -0.86 19.50 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 5109H Time to expiry: 569 Days 16 Mar 12 192 -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 5109H Time to expiry: 604 Days 20 Apr 12 126H -0.08 40.25 0 0 0| 0 170 0 0 2800 234 -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 5109H Time to expiry: 628 Days 14 May 12 1256 -0.67 21.65 0 0 0| 0 145 0 0 6000 2996H -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 5109H Time to expiry: 660 Days 15 Jun 12 176 -0.11 38.92 0 0 0| 0 100 0 0 3000 1718H -0.79 19.44 0 0 0| 0 1,000 0 0 6600 1741 -0.80 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 5109H Time to expiry: 758 Days 21 Sep 12 620H -0.35 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 5109H Time to expiry: 849 Days 21 Dec 12 13 -0.01 51.77 0 0 0| 0 2,500 0 0 1000 89 -0.05 44.88 0 0 0| 0 5,200 0 0 2000 111H -0.06 43.24 0 0 0| 0 1,250 0 0 2200 135 -0.07 41.64 0 0 0| 0 17,500 0 0 2400 147 -0.08 40.86 0 0 0| 0 4,520 0 0 2500 149H -0.08 40.67 0 0 0| 0 3,000 0 0 2525 217H -0.11 38.67 0 0 0| 0 750 0 0 2900 234H -0.12 38.07 0 0 0| 0 10,375 0 0 3000 241 -0.12 38.09 0 0 0| 0 4,500 0 0 3025 312 -0.16 35.22 0 0 0| 0 7,250 0 0 3400 334 -0.17 34.66 0 0 0| 0 3,000 0 0 3500 357H -0.18 34.18 0 0 0| 0 1,300 0 0 3600 382 -0.19 33.46 0 0 0| 0 1,000 0 0 3700 407H -0.21 32.80 0 0 0| 0 7,625 0 0 3800 434H -0.22 32.22 0 0 0| 0 1,750 0 0 3900 463 -0.24 31.70 0 0 0| 0 14,375 0 0 4000 492H -0.25 31.24 0 0 0| 0 15,450 0 0 4100 523H -0.27 30.66 0 0 0| 0 11,850 0 0 4200 556 -0.28 30.04 0 0 0| 0 3,700 0 0 4300 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 564H -0.29 29.90 0 0 0| 0 2,450 0 0 4325 590 -0.30 29.50 0 0 0| 0 24,205 0 0 4400 626 -0.32 29.02 0 0 0| 0 10,188 0 0 4500 635 -0.32 28.92 0 0 0| 0 1,000 0 0 4525 663H -0.33 28.62 0 0 0| 0 2,375 0 0 4600 744H -0.37 27.58 0 0 0| 0 250 0 0 4800 788 -0.39 27.12 0 0 0| 0 3,650 0 0 4900 833H -0.41 26.74 0 0 0| 0 16,725 0 0 5000 845 -0.41 26.65 0 0 0| 0 3,750 0 0 5025 881 -0.43 26.44 0 0 0| 0 5,925 0 0 5100 931 -0.45 25.95 0 0 0| 0 8,000 0 0 5200 983 -0.47 25.53 0 0 0| 0 20,550 0 0 5300 985 -0.48 24.46 0 0 0| 0 750 0 0 5350 1037H -0.49 25.18 0 0 0| 0 6,000 0 0 5400 1051H -0.49 25.10 0 0 0| 0 5,500 0 0 5425 1094 -0.51 24.90 0 0 0| 0 5,300 0 0 5500 1152H -0.53 24.60 0 0 0| 0 2,250 0 0 5600 1167H -0.53 24.49 0 0 0| 0 350 0 0 5625 1213 -0.55 24.20 0 0 0| 0 5,575 0 0 5700 1229 -0.55 24.11 0 0 0| 0 1,075 0 0 5725 1251 -0.57 24.30 0 0 0| 0 250 0 0 5750 1292 -0.57 23.81 0 0 0| 0 2,875 0 0 5825 1305 -0.60 22.34 0 0 0| 0 125 0 0 5900 1357H -0.59 23.59 0 0 0| 0 2,500 0 0 5925 1408 -0.61 23.47 0 0 0| 0 4,500 0 0 6000 1425H -0.61 23.37 0 0 0| 0 2,800 0 0 6025 1495 -0.63 23.03 0 0 0| 0 2,250 0 0 6125 1498 -0.66 21.65 0 0 0| 0 750 0 0 6175 1566H -0.65 22.78 0 0 0| 0 2,450 0 0 6225 1621H -0.66 22.64 0 0 0| 0 1,250 0 0 6300 1640 -0.66 22.60 0 0 0| 0 3,800 0 0 6325 1715H -0.68 22.50 0 0 0| 0 3,125 0 0 6425 1793 -0.70 22.24 0 0 0| 0 5,500 0 0 6525 1872H -0.71 22.05 0 0 0| 0 3,875 0 0 6625 1953H -0.73 21.94 0 0 0| 0 2,375 0 0 6725 2036 -0.74 21.91 0 0 0| 0 350 0 0 6825 2206 -0.76 21.77 0 0 0| 0 1,000 0 0 7025 Total 0 0 0| 0 282,538 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5109H Time to expiry: 904 Days 14 Feb 13 999H -0.46 25.22 0 0 0| 0 4,000 0 0 5300 1353 -0.58 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 5109H Time to expiry: 933 Days 15 Mar 13 361H -0.18 33.57 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 5109H Time to expiry: 968 Days 19 Apr 13 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 250H -0.11 40.23 0 0 0| 0 146 0 0 2800 458H -0.22 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 5109H Time to expiry: 1213 Days 20 Dec 13 291 -0.13 34.81 0 0 0| 0 19,875 0 0 3000 401 -0.18 31.95 0 0 0| 0 125 0 0 3500 464H -0.20 31.21 0 0 0| 0 300 0 0 3700 495 -0.21 30.81 0 0 0| 0 2,950 0 0 3800 522H -0.22 30.31 0 0 0| 0 9,000 0 0 3900 550 -0.24 29.81 0 0 0| 0 9,750 0 0 4000 590 -0.25 29.53 0 0 0| 0 725 0 0 4100 625 -0.26 29.05 0 0 0| 0 5,900 0 0 4200 665 -0.28 28.76 0 0 0| 0 3,500 0 0 4300 705 -0.29 28.48 0 0 0| 0 25,150 0 0 4400 738 -0.31 27.95 0 0 0| 0 5,600 0 0 4500 777H -0.32 27.57 0 0 0| 0 1,550 0 0 4600 825 -0.34 27.29 0 0 0| 0 250 0 0 4700 912H -0.37 26.49 0 0 0| 0 12,800 0 0 4900 940 -0.38 26.47 0 0 0| 0 20,000 0 0 4950 966H -0.39 26.42 0 0 0| 0 7,150 0 0 5000 977H -0.39 26.32 0 0 0| 0 750 0 0 5025 1010 -0.40 26.02 0 0 0| 0 5,375 0 0 5100 1038 -0.41 25.92 0 0 0| 0 20,000 0 0 5150 1067 -0.42 25.83 0 0 0| 0 6,663 0 0 5200 1121H -0.43 25.54 0 0 0| 0 6,725 0 0 5300 1180H -0.45 25.37 0 0 0| 0 4,400 0 0 5400 1192H -0.45 25.25 0 0 0| 0 125 0 0 5425 1219H -0.46 25.10 0 0 0| 0 1,000 0 0 5475 1233H -0.47 25.05 0 0 0| 0 15,750 0 0 5500 1288 -0.48 24.76 0 0 0| 0 3,900 0 0 5600 1364 -0.50 24.47 0 0 0| 0 250 0 0 5725 1407H -0.51 24.16 0 0 0| 0 400 0 0 5800 1476 -0.53 24.08 0 0 0| 0 7,000 0 0 5900 1534 -0.55 23.67 0 0 0| 0 100 0 0 6000 2243H -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 5109H Time to expiry: 1304 Days 21 Mar 14 472H -0.19 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 5109H Time to expiry: 1331 Days 17 Apr 14 418H -0.13 40.47 0 0 0| 0 510 0 0 2950 465H -0.18 33.83 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 5109H Time to expiry: 1577 Days 19 Dec 14 211H -0.09 34.01 0 0 0| 0 1,993 0 0 2500 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | 307H -0.13 31.34 0 0 0| 0 20,080 0 0 3000 455H -0.18 30.08 0 0 0| 0 8,500 0 0 3500 491H -0.19 29.91 0 0 0| 0 2,500 0 0 3600 648H -0.23 29.36 0 0 0| 0 25,750 0 0 4000 693H -0.25 29.24 0 0 0| 0 2,000 0 0 4100 739 -0.26 29.13 0 0 0| 0 17,000 0 0 4200 784 -0.27 29.01 0 0 0| 0 8,750 0 0 4300 829 -0.28 28.90 0 0 0| 0 3,125 0 0 4400 876H -0.29 28.78 0 0 0| 0 18,375 0 0 4500 929 -0.31 28.66 0 0 0| 0 2,500 0 0 4600 981H -0.32 28.54 0 0 0| 0 750 0 0 4700 1085H -0.34 28.28 0 0 0| 0 11,700 0 0 4900 1137H -0.35 28.14 0 0 0| 0 13,375 0 0 5000 1189 -0.37 27.99 0 0 0| 0 13,790 0 0 5100 1246H -0.38 27.84 0 0 0| 0 4,275 0 0 5200 1305 -0.39 27.68 0 0 0| 0 16,250 0 0 5300 1334 -0.40 27.60 0 0 0| 0 500 0 0 5350 1363 -0.40 27.51 0 0 0| 0 1,000 0 0 5400 1420H -0.41 27.34 0 0 0| 0 8,750 0 0 5500 1477H -0.43 27.15 0 0 0| 0 3,875 0 0 5600 1534H -0.44 26.96 0 0 0| 0 500 0 0 5700 1717H -0.48 26.33 0 0 0| 0 3,750 0 0 6000 2028 -0.54 25.10 0 0 0| 0 350 0 0 6500 Total 0 0 0| 0 189,438 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5109H Time to expiry: 1813 Days 12 Aug 15 1246 -0.38 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 5109H Time to expiry: 1941 Days 18 Dec 15 1401H -0.36 28.41 0 0 0| 0 1,500 0 0 5300 1458 -0.37 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 0 0 Indicative a-t-m Vol 0.00 Underlying Price 3450.190 Time to expiry: 23 Days 17 Sep 10 79.510 -0.41 29.45 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 Grand Total 0 0 0| 60,100 2,377,637 -310 0 CAC 40 Index (XCC) Indicative a-t-m Vol 0.00 Underlying Price 3450.190 Time to expiry: 23 Days 17 Sep 10 78.250 -0.41 29.45 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 Indicative a-t-m Vol 0.00 Underlying Price 5109H Time to expiry: 23 Days 17 Sep 10 43 -0.21 27.11 0 0 0| 0 0 -1,000 0 4850 Equity Index Options 22:06 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 | Total 0 0 0| 0 0 -1,000 0 Total Puts 0 0 0| 0 0 -1,000 0 Grand Total 0 0 0| 60,300 2,377,817 -310 0 FTSE 100 Index (XUK) Indicative a-t-m Vol 0.00 Underlying Price 5109H Time to expiry: 23 Days 17 Sep 10 112H -0.47 23.06 0 0 0| 0 0 -500 0 5100 Total 0 0 0| 0 0 -500 0 Total Puts 0 0 0| 0 0 -500 0 Grand Total 0 0 0| 60,500 2,377,817 -1,810 0 FTSE 250 Index FLEX Option (YFS) Indicative a-t-m Vol 0.00 Underlying Price 9623.6 Time to expiry: 23 Days 17 Sep 10 103.0 -0.21 34.98 0 0 0| 0 102 0 0 8984 234.5 -0.41 31.56 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 9623.6 Time to expiry: 51 Days 15 Oct 10 246.0 -0.35 26.82 0 0 0| 0 100 0 0 9308 441.0 -0.58 22.89 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 0 0| 61,100 2,378,423 -1,810 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3350.780 Time to expiry: 114 Days 17 Dec 10 1187.370 -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 0 0| 61,300 2,384,423 -1,810 0