Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 22.07 Underlying Price 5146 Time to expiry: 22 Days Sep 10 3344H 1.00 38.00 0 0 0| 0 185 0 0 1800 3145 1.00 55.90 0 0 0| 0 12 0 0 2000 2945 1.00 65.76 0 0 0| 0 8 0 0 2200 2745 1.00 70.31 0 0 0| 0 0 0 0 2400 2545 1.00 71.28 0 0 0| 0 0 0 0 2600 2345 1.00 69.85 0 0 0| 0 11 0 0 2800 2145H 1.00 66.84 0 0 0| 0 500 0 0 3000 1945H 1.00 62.85 0 0 0| 0 0 0 0 3200 1845H 1.00 60.61 0 0 0| 0 0 0 0 3300 1746 1.00 58.27 0 0 0| 0 0 0 0 3400 1646H 1.00 59.61 0 0 0| 0 400 0 0 3500 1546H 1.00 55.62 0 0 0| 0 1 0 0 3600 1446H 1.00 50.96 0 0 0| 0 1 0 0 3700 1346H 1.00 47.93 0 0 0| 0 0 0 0 3800 1246H 0.99 44.21 0 0 0| 0 0 0 0 3900 1147 0.99 42.59 0 0 0| 0 3 0 0 4000 1047H 0.99 39.63 0 0 0| 0 100 0 0 4100 948H 0.98 38.72 0 0 0| 0 200 0 0 4200 850H 0.97 37.45 0 0 0| 0 654 0 0 4300 751H 0.97 34.76 0 0 0| 0 13 0 0 4400 703 0.96 34.08 0 0 0| 0 0 0 0 4450 654H 0.95 32.93 0 0 0| 0 2,428 0 0 4500 606 0.94 31.79 0 0 0| 0 0 0 0 4550 558H 0.93 31.06 0 0 0| 260 691 +160 0 4600 511 0.92 30.03 0 0 0| 0 10 0 0 4650 464H 0.90 29.10 0 0 0| 0 12 0 0 4700 419 0.88 28.37 0 0 0| 0 2 0 0 4750 374 0.85 27.46 0 0 0| 1 1,934 0 0 4800 330H 0.82 26.67 0 0 0| 10 35 +4 0 4850 297 288 0.79 25.76 297 297 0 0 10| 35 4,445 +22 0 4900 247H 0.74 24.99 0 0 0| 21 470 0 0 4950 228 0.72 24.58 0 0 0| 0 0 0 0 4975 209H 0.69 24.21 0 0 0| 102 9,690 +76 0 5000 191H 0.67 23.87 0 0 0| 0 0 0 0 5025 176 173H 0.64 23.45 176 176 0 0 20| 38 728 +36 0 5050 157 0.61 23.09 0 0 0| 13 10 +10 0 5075 145H 141 0.57 22.73 145H 138 S 0 800 1,305| 4,545 10,311 +1,470 0 5100 125H 125H 0.54 22.31 125H 119H 0 0 24| 45 145 +28 0 5125 114 111H 0.51 22.02 117 105H 0 0 136| 259 2,633 +186 0 5150 97H 97H 0.47 21.61 97H 92H 0 0 39| 44 768 +19 0 5175 88H 85 0.43 21.27 91H 78 0 800 912| 3,354 16,140 +2,606 0 5200 70 74 0.40 20.94 70 70 0 0 12| 102 396 +89 0 5225 63 63 0.36 20.57 69 S 57 0 0 80| 195 1,529 +36 0 5250 54 53 0.32 20.21 54H 52 0 0 55| 116 366 -23 0 5275 45 44H 0.29 19.86 49HS 41 S 0 0 1,329| 3,469 14,473 +470 0 5300 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 37 0.25 19.52 39H 39H 0 0 13| 4 357 0 0 5325 29 30 0.22 19.19 32 S 29 0 0 41| 227 3,116 +108 0 5350 25 24 0.18 18.83 25 25 0 0 1| 60 499 +58 0 5375 21H 18H 0.15 18.35 21H 16H 0 0 424| 2,091 20,351 -855 0 5400 16 15 0.13 18.27 16 13 0 0 74| 257 641 +164 0 5425 11H 11H 0.11 17.96 13H 10 S 0 0 147| 357 3,125 +232 0 5450 9H 9 0.09 17.83 9H 8H 0 0 8| 100 2,295 +68 0 5475 7 7 0.07 17.72 8 6 0 0 276| 1,395 24,555 +279 0 5500 4 4H 0.05 17.64 4 3HS 0 0 158| 215 3,190 -99 0 5550 2H 2H 0.03 17.57 3 2H 0 0 1,272| 1,427 25,699 -1,652 0 5600 1H 1H 0.02 17.64 2 1HS 0 0 21| 55 2,567 +31 0 5650 1 1 0.01 18.01 1 1 0 0 101| 3,000 29,439 +1,449 0 5700 H 0.01 17.75 0 0 0| 0 1,148 0 0 5750 1 CAB 0.00 15.69 1 1 0 0 2| 728 16,813 +243 0 5800 1 CAB 0.00 15.40 1 H 0 0 100| 0 595 0 0 5850 CAB 0.00 15.14 0 0 0| 6,010 13,414 +2,284 0 5900 CAB 0.00 14.91 0 0 0| 0 242 0 0 5950 H CAB 0.00 14.70 H H 0 0 30| 155 28,679 -53 0 6000 H CAB 0.00 14.52 H H 0 0 125| 113 274 +113 0 6050 CAB 0.00 14.37 0 0 0| 0 10,411 0 0 6100 CAB 0.00 14.24 0 0 0| 0 90 0 0 6150 CAB 0.00 14.14 0 0 0| 0 13,681 0 0 6200 CAB 0.00 14.02 0 0 0| 0 40 0 0 6300 CAB 0.00 14.00 0 0 0| 0 12,873 0 0 6400 CAB 0.00 14.26 0 0 0| 0 6,253 0 0 6600 CAB 0.00 14.93 0 0 0| 0 3,024 0 0 6800 CAB 0.00 15.98 0 0 0| 0 1,038 0 0 7000 CAB 0.00 17.41 0 0 0| 0 0 0 0 7200 CAB 0.00 21.35 0 0 0| 0 1 0 0 7600 CAB 0.00 26.30 0 0 0| 0 21 0 0 8000 Total 0 1,600 6,715| 28,803 293,735 +7,559 0 Indicative a-t-m Vol 23.18 Underlying Price 5143 Time to expiry: 50 Days Oct 10 1546 0.99 44.80 0 0 0| 0 0 0 0 3600 1349 0.98 41.91 0 0 0| 0 0 0 0 3800 1153H 0.96 38.98 0 0 0| 0 0 0 0 4000 960H 0.94 36.02 0 0 0| 0 1 0 0 4200 864H 0.93 34.35 0 0 0| 0 7 0 0 4300 770H 0.91 32.90 0 0 0| 0 2 0 0 4400 724H 0.90 32.15 0 0 0| 0 0 0 0 4450 679H 0.88 31.68 0 0 0| 0 1 -1 0 4500 633H 0.87 30.80 0 0 0| 0 0 0 0 4550 589 0.85 30.21 0 0 0| 261 266 +250 0 4600 545H 0.83 29.56 0 0 0| 2 3 +2 0 4650 493H 502H 0.81 28.90 499 S 493HS 0 0 2| 1 5 +1 0 4700 451 460H 0.79 28.26 456 S 451 S 0 0 2| 2 14 +2 0 4750 420 0.76 27.65 0 0 0| 0 87 0 0 4800 380 0.74 26.98 0 0 0| 0 30 0 0 4850 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 341H 0.71 26.35 0 0 0| 10 35 +10 0 4900 305 0.67 25.72 0 0 0| 0 13 0 0 4950 269H 0.64 25.09 0 0 0| 33 473 -33 0 5000 236 0.60 24.45 0 0 0| 7 39 +7 0 5050 219H 0.58 24.13 0 0 0| 4 4 +4 0 5075 197 204 0.56 23.84 197 196H 0 0 50| 5 547 +1 0 5100 189 0.53 23.51 0 0 0| 30 30 +20 0 5125 173 0.51 23.05 0 0 0| 69 288 +28 0 5150 159H 0.49 22.75 0 0 0| 12 23 +12 0 5175 145 146 0.46 22.43 145 140 0 0 51| 106 963 +105 0 5200 132H 0.44 22.07 0 0 0| 0 0 0 0 5225 120H 0.42 21.76 0 0 0| 1 507 0 0 5250 109 0.39 21.48 0 0 0| 20 20 +20 0 5275 95 97H 0.37 21.13 99 S 93 S 0 0 5| 1,277 5,745 +598 0 5300 77 78 0.32 20.53 78 S 76 0 0 33| 52 669 +9 0 5350 59H 60H 0.27 19.91 63H 57 0 0 99| 120 2,529 +91 0 5400 48H 45H 0.22 19.32 48H 48H 0 0 1| 28 604 +25 0 5450 35 34 0.18 18.82 36HS 31HS 0 0 20| 562 5,821 +499 0 5500 24H 0.14 18.28 0 0 0| 35 655 +24 0 5550 16H 17 0.11 17.84 17HS 16 S 0 0 18| 238 1,702 +142 0 5600 11H 0.08 17.41 0 0 0| 5 669 +2 0 5650 8 8 0.06 17.12 8H 8 0 0 115| 19 9,113 -4 0 5700 5 5 0.04 16.81 5 5 0 0 2| 20 7,464 -11 0 5750 3H 0.03 16.84 0 0 0| 1 2,842 -2 0 5800 1 0.01 15.28 0 0 0| 0 819 0 0 5900 CAB 0.00 14.45 0 0 0| 1 481 +1 0 6000 1 CAB 0.00 12.93 1 1 0 0 1| 0 24 0 0 6200 CAB 0.00 11.60 0 0 0| 0 22 0 0 6400 CAB 0.00 9.50 0 0 0| 0 0 0 0 6800 Total 0 0 399| 2,921 42,517 +1,802 0 Indicative a-t-m Vol 23.95 Underlying Price 5123 Time to expiry: 85 Days Nov 10 1152 0.93 36.95 0 0 0| 0 1 0 0 4000 967 0.90 34.68 0 0 0| 2 2 +2 0 4200 786H 0.85 32.19 0 0 0| 3 7 +3 0 4400 689H 700 0.83 31.07 704 S 689HS 0 0 3| 2 2 +1 0 4500 604H 615H 0.79 29.91 618HS 604HS 0 0 3| 2 5 +2 0 4600 534 0.75 28.73 0 0 0| 2 2 +2 0 4700 494H 0.73 28.15 0 0 0| 0 0 0 0 4750 456H 0.71 27.61 0 0 0| 3 4 +3 0 4800 419 0.69 27.04 0 0 0| 0 4 0 0 4850 378H 383 0.66 26.48 378HS 378HS 0 0 1| 11 11 +11 0 4900 344 347H 0.63 25.90 344 S 344 S 0 0 1| 3 3 +2 0 4950 311 313H 0.60 25.29 311 S 311 S 0 0 1| 21 53 +20 0 5000 273H 281 0.57 24.72 279 273HS 0 0 11| 41 41 +39 0 5050 247H 250H 0.54 24.20 247H 243HS 0 0 14| 2 13 +2 0 5100 218 221H 0.50 23.65 223 S 218 0 0 32| 47 78 +45 0 5150 190 194 0.47 23.08 195HS 190 S 0 0 4| 2 148 +1 0 5200 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 164H 168H 0.43 22.58 166 162HS 0 0 22| 2 145 +1 0 5250 140H 144H 0.40 22.02 146 S 140HS 0 0 3| 11 151 -2 0 5300 118H 122 0.36 21.45 122HS 118HS 0 0 4| 1 70 +1 0 5350 105 102H 0.32 20.91 105 S 105 S 0 0 2| 12 235 +1 0 5400 83H 84H 0.28 20.42 88 S 83HS 0 0 5| 12 89 +1 0 5450 66H 69H 0.25 19.95 71 66H 0 0 15| 1 107 -1 0 5500 55H 0.21 19.49 0 0 0| 1 37 -1 0 5550 44 44H 0.18 19.06 44 S 41HS 0 0 3| 123 460 +102 0 5600 34 0.15 18.55 0 0 0| 57 166 +37 0 5650 26 0.12 18.19 0 0 0| 10 118 0 0 5700 20 20 0.10 17.87 20 S 20 S 0 0 1| 0 147 -1 0 5750 14 15 0.08 17.56 14 13H 0 0 122| 85 437 +65 0 5800 7 0.04 16.59 0 0 0| 0 763 0 0 5900 3 0.02 15.84 0 0 0| 0 318 0 0 6000 H 0.00 14.51 0 0 0| 0 420 0 0 6200 CAB 0.00 13.37 0 0 0| 0 0 0 0 6400 CAB 0.00 11.72 0 0 0| 0 0 0 0 6800 Total 0 0 247| 456 4,037 +336 0 Indicative a-t-m Vol 24.48 Underlying Price 5123H Time to expiry: 113 Days Dec 10 3316H 1.00 54.00 0 0 0| 0 102 0 0 1800 3117 1.00 55.13 0 0 0| 0 2,021 0 0 2000 2918 1.00 55.01 0 0 0| 0 0 0 0 2200 2719H 1.00 54.03 0 0 0| 0 0 0 0 2400 2521H 0.99 52.47 0 0 0| 0 0 0 0 2600 2324H 0.99 50.38 0 0 0| 0 3,100 0 0 2800 2128H 0.98 48.45 0 0 0| 0 2,510 0 0 3000 1932H 0.98 45.78 0 0 0| 0 0 0 0 3200 1836 0.97 44.95 0 0 0| 0 0 0 0 3300 1739 0.96 43.72 0 0 0| 0 1,000 0 0 3400 1643 0.96 42.52 0 0 0| 0 2,629 0 0 3500 1546H 0.95 41.14 0 0 0| 0 1,200 0 0 3600 1452 0.94 40.07 0 0 0| 0 10,805 0 0 3700 1357 0.93 38.79 0 0 0| 0 13,500 0 0 3800 1264 0.92 37.68 0 0 0| 1 4,676 +1 0 3900 1171 0.91 36.51 0 0 0| 0 13,159 0 0 4000 1080 0.89 35.37 0 0 0| 1 9,426 +1 0 4100 990 0.87 34.28 0 0 0| 0 17,959 0 0 4200 902 0.85 33.18 0 0 0| 0 17,700 0 0 4300 815H 0.83 32.12 0 0 0| 0 14,724 0 0 4400 730H 731H 0.80 31.10 730HS 730HS 0 0 1| 0 18,285 0 0 4500 650 0.77 30.02 0 0 0| 0 9,566 0 0 4600 571 571 0.73 28.97 571 S 571 S 0 0 1| 0 8,455 0 0 4700 533 0.71 28.42 0 0 0| 0 0 0 0 4750 495H 0.69 27.89 0 0 0| 0 14,188 0 0 4800 459 0.67 27.37 0 0 0| 0 0 0 0 4850 423 0.65 26.80 0 0 0| 0 8,660 0 0 4900 389 0.62 26.30 0 0 0| 0 0 0 0 4950 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 350 355H 0.60 25.77 350 350 0 750 751| 0 29,826 0 0 5000 323H 0.57 25.24 0 0 0| 0 0 0 0 5050 292H 0.54 24.71 0 0 0| 40 15,228 +40 0 5100 263H 0.51 24.24 0 0 0| 10 9,527 +10 0 5150 229 236 0.48 23.72 229 S 229 S 0 0 1| 1,251 25,476 +750 0 5200 209 0.45 23.19 0 0 0| 250 350 +250 0 5250 184 184H 0.42 22.70 186H 179HS 0 0 142| 1,000 27,926 -250 0 5300 163H 161 0.39 22.21 163HS 162 S 0 0 2| 525 569 +525 0 5350 133H 140 0.36 21.74 142HS 133H 0 1,500 1,522| 40 23,526 -1,530 0 5400 120 0.32 21.27 0 0 0| 23 33 +3 0 5450 102 0.29 20.80 0 0 0| 250 28,065 +25 0 5500 86 86 0.26 20.34 86 86 0 0 2| 0 4,500 0 0 5550 72 71H 0.23 19.92 73 66 S 0 1,000 1,085| 1,146 27,055 +70 0 5600 46H 48H 0.17 19.16 48H 46H 0 0 77| 105 18,498 -2 0 5700 30H 31 0.12 18.40 30H 30H 0 750 751| 57 31,091 +55 0 5800 19 19 0.09 17.80 19HS 19 0 0 93| 47 21,981 0 0 5900 11 0.05 17.14 0 0 0| 10 35,067 -30 0 6000 6H 0.04 16.93 0 0 0| 0 16,505 0 0 6100 3H 0.02 16.38 0 0 0| 0 20,563 0 0 6200 1 H 0.00 14.25 1 S 1 S 0 0 81| 0 21,899 0 0 6400 CAB 0.00 12.96 0 0 0| 0 23,002 0 0 6600 CAB 0.00 11.74 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 9.55 0 0 0| 0 9,590 0 0 7200 CAB 0.00 7.65 0 0 0| 0 0 0 0 7600 CAB 0.00 6.00 0 0 0| 0 10 0 0 8000 Total 0 4,000 4,509| 4,756 588,213 -82 0 Indicative a-t-m Vol 25.04 Underlying Price 5081H Time to expiry: 204 Days Mar 11 3269H 1.00 52.78 0 0 0| 0 0 0 0 1800 3073H 0.99 54.58 0 0 0| 0 30 0 0 2000 2877H 0.99 52.71 0 0 0| 0 0 0 0 2200 2685 0.98 52.36 0 0 0| 0 0 0 0 2400 2492H 0.97 50.65 0 0 0| 0 0 0 0 2600 2301 0.97 48.61 0 0 0| 0 0 0 0 2800 2110H 0.95 46.31 0 0 0| 0 2 0 0 3000 1921 0.94 43.92 0 0 0| 0 0 0 0 3200 1823 0.94 41.84 0 0 0| 0 0 0 0 3300 1734H 0.93 41.67 0 0 0| 0 0 0 0 3400 1642 0.92 40.49 0 0 0| 0 0 0 0 3500 1550 0.91 39.33 0 0 0| 0 10 0 0 3600 1458H 0.89 38.18 0 0 0| 0 0 0 0 3700 1365H 0.88 36.71 0 0 0| 0 0 0 0 3800 1277 0.87 35.72 0 0 0| 0 1,522 0 0 3900 1190 0.85 34.80 0 0 0| 0 0 0 0 4000 1104H 0.83 33.87 0 0 0| 0 0 0 0 4100 1020H 0.81 32.94 0 0 0| 0 26 0 0 4200 938 0.79 32.00 0 0 0| 0 2 0 0 4300 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 858H 0.77 31.16 0 0 0| 0 506 0 0 4400 780 0.74 30.23 0 0 0| 0 1,213 0 0 4500 703 0.71 29.27 0 0 0| 0 6 0 0 4600 629H 0.68 28.37 0 0 0| 0 0 0 0 4700 559 0.65 27.49 0 0 0| 0 930 0 0 4800 492H 0.61 26.67 0 0 0| 0 273 0 0 4900 428H 0.57 25.78 0 0 0| 0 6,726 0 0 5000 367H 0.53 24.88 0 0 0| 0 3,569 0 0 5100 311 0.48 24.01 0 0 0| 0 9,022 0 0 5200 260 0.44 23.21 0 0 0| 0 3,101 0 0 5300 213 0.39 22.40 0 0 0| 0 5,199 0 0 5400 171H 0.34 21.64 0 0 0| 250 12,760 0 0 5500 135H 0.29 20.90 0 0 0| 750 5,724 +579 0 5600 105 0.25 20.22 0 0 0| 5 3,073 +1 0 5700 79H 0.20 19.61 0 0 0| 20 6,009 +20 0 5800 59H 0.16 19.05 0 0 0| 0 8,724 0 0 5900 42 0.13 18.42 0 0 0| 0 18,821 0 0 6000 30 0.10 17.94 0 0 0| 500 10,487 0 0 6100 21 0.07 17.58 0 0 0| 0 13,727 0 0 6200 10 0.04 17.06 0 0 0| 0 7,579 0 0 6400 3H 0.02 15.97 0 0 0| 0 5,006 0 0 6600 1H 0.01 15.65 0 0 0| 0 5,382 0 0 6800 H 0.00 15.08 0 0 0| 0 2,000 0 0 7000 CAB 0.00 14.61 0 0 0| 0 20 0 0 7200 CAB 0.00 13.93 0 0 0| 0 20 0 0 7600 CAB 0.00 13.58 0 0 0| 0 23 0 0 8000 CAB 0.00 14.30 0 0 0| 0 0 0 0 8800 Total 0 0 0| 1,525 131,492 +600 0 Indicative a-t-m Vol 25.36 Underlying Price 5037H Time to expiry: 295 Days Jun 11 2647 0.97 48.22 0 0 0| 0 0 0 0 2400 2459H 0.96 46.90 0 0 0| 0 0 0 0 2600 2274 0.95 45.35 0 0 0| 0 0 0 0 2800 2089H 0.94 43.56 0 0 0| 0 2 0 0 3000 1907 0.92 41.61 0 0 0| 0 1 0 0 3200 1726 0.90 39.59 0 0 0| 0 0 0 0 3400 1549 0.88 37.65 0 0 0| 0 0 0 0 3600 1368 0.85 35.03 0 0 0| 0 0 0 0 3800 1283H 0.84 34.18 0 0 0| 0 0 0 0 3900 1201H 0.82 33.46 0 0 0| 0 0 0 0 4000 1120 0.80 32.66 0 0 0| 0 10 0 0 4100 1040 0.78 31.85 0 0 0| 0 250 0 0 4200 962 0.76 31.04 0 0 0| 0 0 0 0 4300 885H 0.74 30.26 0 0 0| 0 0 0 0 4400 811H 0.71 29.46 0 0 0| 0 21 0 0 4500 739 0.68 28.68 0 0 0| 0 154 0 0 4600 669H 0.66 27.89 0 0 0| 0 250 0 0 4700 603 0.63 27.18 0 0 0| 0 226 0 0 4800 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 539 0.59 26.41 0 0 0| 0 696 0 0 4900 477H 0.56 25.66 0 0 0| 0 4,547 0 0 5000 419 0.52 24.89 0 0 0| 0 2,080 0 0 5100 364H 0.49 24.17 0 0 0| 0 3,964 0 0 5200 313H 0.45 23.44 0 500 500| 72 2,539 -21 0 5300 265 266H 0.41 22.74 266 265 0 0 32| 0 3,958 0 0 5400 224 224H 0.37 22.08 224 224 0 0 22| 40 1,593 +12 0 5500 185 186H 0.33 21.45 185 185 0 0 20| 0 6,537 0 0 5600 151H 153 0.29 20.87 151H 151H 0 0 10| 0 431 0 0 5700 124 0.25 20.29 0 0 0| 0 5,078 0 0 5800 98 0.21 19.71 0 0 0| 20 103 0 0 5900 73H 76 0.18 19.13 73H 73H 0 0 25| 0 1,533 0 0 6000 55H 58H 0.15 18.62 56 55H 0 0 68| 0 18 0 0 6100 42H 43H 0.12 18.13 42H 42 0 0 22| 0 1,853 0 0 6200 23H 0.07 17.28 0 0 0| 0 534 0 0 6400 11H 0.04 16.54 0 0 0| 0 1,186 0 0 6600 5 5 0.02 15.81 5 5 0 0 20| 0 2,020 0 0 6800 2H 0.01 15.64 0 0 0| 0 0 0 0 7000 1 0.01 15.16 0 0 0| 0 0 0 0 7200 CAB 0.00 14.01 0 0 0| 0 0 0 0 8000 CAB 0.00 14.30 0 0 0| 0 0 0 0 8800 Total 0 500 719| 132 39,584 -9 0 Indicative a-t-m Vol 25.53 Underlying Price 5015 Time to expiry: 386 Days Sep 11 3388 1.00 45.35 0 0 0| 0 0 0 0 1600 2631 0.96 45.50 0 0 0| 0 0 0 0 2400 1899 0.91 38.50 0 0 0| 0 0 0 0 3200 1724H 0.89 37.00 0 0 0| 0 0 0 0 3400 1551H 0.86 35.30 0 0 0| 0 0 0 0 3600 1383H 0.83 33.70 0 0 0| 0 0 0 0 3800 1218H 0.80 32.00 0 0 0| 0 0 0 0 4000 1058 0.77 30.29 0 0 0| 0 0 0 0 4200 910 0.72 28.99 0 0 0| 0 0 0 0 4400 839H 0.70 28.34 0 0 0| 0 0 0 0 4500 772H 0.67 27.81 0 0 0| 0 0 0 0 4600 708 0.64 27.27 0 0 0| 0 0 0 0 4700 645H 0.62 26.73 0 0 0| 0 0 0 0 4800 586 0.59 26.19 0 0 0| 0 0 0 0 4900 528 0.56 25.61 0 0 0| 0 0 0 0 5000 474 0.53 25.08 0 0 0| 0 0 0 0 5100 422 0.49 24.51 0 0 0| 0 0 0 0 5200 372H 0.46 23.92 0 0 0| 0 180 0 0 5300 326 0.43 23.34 0 0 0| 0 0 0 0 5400 283 0.39 22.77 0 0 0| 0 0 0 0 5500 244 0.36 22.24 0 0 0| 0 0 0 0 5600 208H 0.32 21.73 0 0 0| 0 3 0 0 5700 175H 0.29 21.18 0 0 0| 0 6 0 0 5800 144H 0.25 20.54 0 0 0| 0 0 0 0 5900 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 118 0.22 19.97 0 0 0| 0 0 0 0 6000 94H 0.19 19.41 0 0 0| 0 1 0 0 6100 76 0.16 18.96 0 0 0| 0 481 0 0 6200 47H 0.11 18.18 0 0 0| 0 0 0 0 6400 27H 0.07 17.39 0 0 0| 0 0 0 0 6600 15 0.05 16.61 0 0 0| 0 0 0 0 6800 7H 0.03 15.99 0 0 0| 0 0 0 0 7000 4 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 25.67 Underlying Price 4985H Time to expiry: 477 Days Dec 11 3358 0.99 50.07 0 0 0| 0 0 0 0 1600 2616H 0.95 45.41 0 0 0| 0 0 0 0 2400 1901H 0.89 38.18 0 0 0| 0 0 0 0 3200 1730H 0.87 36.58 0 0 0| 0 2,750 0 0 3400 1564H 0.84 35.09 0 0 0| 0 1,950 0 0 3600 1403 0.82 33.64 0 0 0| 0 8,575 0 0 3800 1247H 0.78 32.26 0 0 0| 0 11,000 0 0 4000 1097H 0.75 30.92 0 0 0| 0 19,020 0 0 4200 954H 0.70 29.61 0 0 0| 0 32,200 0 0 4400 884H 0.68 28.92 0 0 0| 0 4,550 0 0 4500 817H 0.66 28.27 0 0 0| 0 1,050 0 0 4600 750H 0.63 27.55 0 0 0| 0 1,575 0 0 4700 686 0.61 26.85 0 0 0| 0 960 0 0 4800 625H 0.58 26.21 0 0 0| 0 4,420 0 0 4900 567 0.55 25.58 0 0 0| 0 6,620 0 0 5000 515 0.53 25.14 0 0 0| 0 2,330 0 0 5100 462 0.50 24.54 0 0 0| 0 7,319 0 0 5200 412H 0.47 23.96 0 0 0| 0 9,320 0 0 5300 365H 0.43 23.40 0 0 0| 0 17,060 0 0 5400 319 0.40 22.72 0 0 0| 0 19,825 0 0 5500 279H 0.37 22.22 0 0 0| 0 7,931 -500 0 5600 243 0.34 21.74 0 0 0| 0 2,125 0 0 5700 210 0.31 21.29 0 0 0| 0 1,635 0 0 5800 180 0.28 20.84 0 0 0| 0 2 0 0 5900 152H 0.25 20.38 0 0 0| 0 19,252 0 0 6000 128 0.22 19.94 0 0 0| 0 0 0 0 6100 106 0.19 19.48 0 0 0| 0 12,250 0 0 6200 72 0.15 18.75 0 0 0| 0 9,125 0 0 6400 46H 0.10 18.01 0 0 0| 1,000 8,885 +750 0 6600 28H 0.07 17.31 0 0 0| 0 8,010 0 0 6800 17 0.05 16.74 0 0 0| 0 10,540 0 0 7000 9H 0.03 16.14 0 0 0| 2,000 13,380 -1,500 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 0 0| 3,000 243,659 -1,250 0 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | Indicative a-t-m Vol 26.92 Underlying Price 4979 Time to expiry: 568 Days Mar 12 3345H 0.98 49.00 0 0 0| 0 0 0 0 1600 2609 0.95 43.00 0 0 0| 0 0 0 0 2400 1912 0.88 37.00 0 0 0| 0 0 0 0 3200 1598H 0.83 35.19 0 0 0| 0 0 0 0 3600 1295H 0.77 32.73 0 0 0| 0 0 0 0 4000 1150H 0.74 31.46 0 0 0| 0 0 0 0 4200 1010 0.70 30.15 0 0 0| 0 0 0 0 4400 944H 0.68 29.59 0 0 0| 0 0 0 0 4500 878H 0.66 28.96 0 0 0| 0 0 0 0 4600 815H 0.63 28.37 0 0 0| 0 0 0 0 4700 756 0.61 27.85 0 0 0| 0 0 0 0 4800 698 0.59 27.32 0 0 0| 0 0 0 0 4900 642H 0.56 26.82 0 0 0| 0 0 0 0 5000 588H 0.54 26.27 0 0 0| 0 10 0 0 5100 536 0.51 25.73 0 0 0| 0 10 0 0 5200 490H 0.48 25.36 0 0 0| 0 0 0 0 5300 444 0.46 24.87 0 0 0| 0 0 0 0 5400 396 0.43 24.20 0 0 0| 0 0 0 0 5500 355H 0.40 23.76 0 0 0| 0 0 0 0 5600 316H 0.37 23.30 0 0 0| 0 0 0 0 5700 277H 0.35 22.70 0 0 0| 0 0 0 0 5800 244H 0.32 22.26 0 0 0| 0 0 0 0 5900 216 0.29 21.93 0 0 0| 0 2,034 0 0 6000 186H 0.27 21.44 0 0 0| 0 0 0 0 6100 161H 0.24 21.05 0 0 0| 0 0 0 0 6200 118H 0.19 20.29 0 0 0| 0 0 0 0 6400 82H 0.15 19.42 0 0 0| 0 0 0 0 6600 57H 0.11 18.83 0 0 0| 0 0 0 0 6800 23H 0.06 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 26.06 Underlying Price 4975 Time to expiry: 659 Days Jun 12 3320 0.99 42.44 0 0 0| 0 0 0 0 1600 2625H 0.94 44.12 0 0 0| 0 0 0 0 2400 1938 0.87 37.19 0 0 0| 0 0 0 0 3200 1607H 0.83 33.82 0 0 0| 0 0 0 0 3600 1305 0.77 31.32 0 0 0| 0 0 0 0 4000 1160H 0.73 30.05 0 0 0| 0 0 0 0 4200 1021 0.70 28.78 0 0 0| 0 0 0 0 4400 957 0.68 28.31 0 0 0| 0 0 0 0 4500 894H 0.65 27.81 0 0 0| 0 0 0 0 4600 831H 0.63 27.23 0 0 0| 0 0 0 0 4700 775 0.61 26.85 0 0 0| 0 0 0 0 4800 721 0.59 26.48 0 0 0| 0 0 0 0 4900 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 664 0.56 25.92 0 0 0| 0 0 0 0 5000 609H 0.54 25.40 0 0 0| 0 0 0 0 5100 556H 0.51 24.84 0 0 0| 0 0 0 0 5200 510H 0.49 24.47 0 0 0| 0 0 0 0 5300 461 0.46 23.88 0 0 0| 0 0 0 0 5400 417H 0.44 23.45 0 0 0| 0 0 0 0 5500 378 0.41 23.08 0 0 0| 0 0 0 0 5600 340H 0.38 22.70 0 0 0| 0 0 0 0 5700 302H 0.36 22.22 0 0 0| 0 0 0 0 5800 240 0.31 21.50 0 0 0| 0 0 0 0 6000 187H 0.26 20.87 0 0 0| 0 0 0 0 6200 139H 0.21 20.05 0 0 0| 0 0 0 0 6400 88H 0.15 19.14 0 0 0| 0 7,425 0 0 6700 75H 0.13 18.87 0 0 0| 0 0 0 0 6800 38H 0.08 17.95 0 0 0| 0 0 0 0 7200 6H 0.02 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 7,425 0 0 Total Calls 0 6,100 12,589| 41,593 1,353,387 +8,956 0 | Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 22.07 Underlying Price 5146 Time to expiry: 22 Days Sep 10 CAB 0.00 38.00 0 0 0| 0 196 0 0 1800 CAB 0.00 55.90 0 0 0| 0 2,418 0 0 2000 CAB 0.00 65.76 0 0 0| 0 717 0 0 2200 CAB 0.00 70.31 0 0 0| 0 3,205 0 0 2400 CAB 0.00 71.28 0 0 0| 0 1,107 0 0 2600 CAB 0.00 69.85 0 0 0| 0 2,465 0 0 2800 CAB 0.00 66.84 0 0 0| 0 3,980 0 0 3000 CAB 0.00 62.85 0 0 0| 20 755 0 0 3200 H 0.00 60.61 0 0 0| 0 1,963 0 0 3300 H 0.00 58.27 0 0 0| 0 2,441 0 0 3400 1 0.00 59.61 0 0 0| 0 11,110 0 0 3500 1 0.00 55.62 0 0 0| 0 2,478 0 0 3600 1 0.00 50.96 0 0 0| 0 3,418 0 0 3700 1 0.00 47.93 0 0 0| 270 11,475 -214 0 3800 1H 1 -0.01 44.21 1H 1H 0 0 3| 200 2,239 +161 0 3900 1H 1H -0.01 42.59 1H 1H 0 0 50| 3,530 11,569 -2,098 0 4000 2 1H -0.01 39.63 2 1HS 0 0 420| 139 3,058 -197 0 4100 3H 3 -0.02 38.72 3H 3 0 0 90| 360 17,069 -183 0 4200 4H 4H -0.03 37.45 4H 4H 0 0 126| 710 8,294 +334 0 4300 7 6 -0.03 34.76 7 6 0 1,000 1,031| 242 14,633 -87 0 4400 7H -0.04 34.08 0 0 0| 57 237 +55 0 4450 9H 9 -0.05 32.93 9H 8 S 0 2,500 2,625| 209 19,860 +32 0 4500 10 -0.06 31.79 0 0 0| 0 1,780 0 0 4550 13H 12H -0.07 31.06 14 13H 0 0 150| 1,625 19,165 -2,966 0 4600 14 15H -0.08 30.03 14 S 14 S 0 0 7| 602 8,342 +858 0 4650 19H 18H -0.10 29.10 21H 18H 0 500 912| 1,363 18,929 -23 0 4700 23 -0.12 28.37 0 0 0| 85 1,969 +6 0 4750 28H 28 -0.15 27.46 31H 26HS 0 4,625 5,015| 186 24,256 -1,404 0 4800 37 34H -0.18 26.67 37 35H 0 0 4| 248 2,776 +92 0 4850 46 42 -0.21 25.76 46H 42HS 0 0 70| 2,368 17,929 -1,604 0 4900 52 -0.26 24.99 0 0 0| 152 1,186 +20 0 4950 59 57H -0.28 24.58 59 59 0 0 10| 300 80 +80 0 4975 65H 63H -0.31 24.21 69H 60 0 2,750 3,303| 2,893 42,963 +5,114 0 5000 72 70H -0.33 23.87 72 72 0 0 10| 0 0 0 0 5025 85 77H -0.36 23.45 85 S 85 S 0 0 1| 952 3,640 +864 0 5050 87H 86 -0.39 23.09 87H 87H 0 0 10| 13 13 +13 0 5075 98H 95 -0.43 22.73 102 94H 0 0 62| 827 17,200 +179 0 5100 107H 104H -0.46 22.31 107H 107H 0 0 17| 70 809 -7 0 5125 120H 115H -0.49 22.02 126H 115 0 0 123| 582 5,844 -242 0 5150 122H 126H -0.53 21.61 122H 122H 0 0 17| 36 1,195 0 0 5175 148 139 -0.57 21.27 148 S 148 S 0 0 1| 144 21,742 -575 0 5200 157 152H -0.60 20.94 157 155H 0 0 30| 20 296 -17 0 5225 168 167 -0.64 20.57 178HS 168 0 0 11| 69 2,131 +28 0 5250 182 -0.68 20.21 0 0 0| 10 562 -10 0 5275 199 198H -0.71 19.86 200 199 0 0 110| 830 13,028 -409 0 5300 231 215H -0.75 19.52 231 231 0 0 10| 10 342 -10 0 5325 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 234 -0.78 19.19 0 0 0| 113 2,676 +84 0 5350 254 253 -0.82 18.83 254 254 0 0 10| 0 78 0 0 5375 272H -0.85 18.35 0 0 0| 15 10,647 -15 0 5400 294 -0.87 18.27 0 0 0| 0 52 0 0 5425 326 315H -0.89 17.96 326 S 326 S 0 0 1| 0 426 0 0 5450 338 -0.91 17.83 0 0 0| 0 10 0 0 5475 361 -0.93 17.72 0 0 0| 6 10,246 -49 0 5500 408 -0.95 17.64 0 0 0| 0 39 0 0 5550 456H -0.97 17.57 0 0 0| 0 4,403 0 0 5600 505H -0.98 17.64 0 0 0| 0 8 0 0 5650 555 -0.99 18.01 0 0 0| 5 2,558 -3 0 5700 604H -0.99 17.75 0 0 0| 0 66 0 0 5750 654 -1.00 15.69 0 0 0| 0 6,412 0 0 5800 704 -1.00 15.40 0 0 0| 0 0 0 0 5850 753H -1.00 15.14 0 0 0| 0 62 0 0 5900 803H -1.00 14.91 0 0 0| 0 1 0 0 5950 853H -1.00 14.70 0 0 0| 0 965 0 0 6000 903H -1.00 14.52 0 0 0| 0 0 0 0 6050 953H -1.00 14.37 0 0 0| 0 3 0 0 6100 1003H -1.00 14.24 0 0 0| 0 0 0 0 6150 1053H -1.00 14.14 0 0 0| 0 0 0 0 6200 1153H -1.00 14.02 0 0 0| 0 0 0 0 6300 1253H -1.00 14.00 0 0 0| 0 75 0 0 6400 1453H -1.00 14.26 0 0 0| 0 9 0 0 6600 1653H -1.00 14.93 0 0 0| 0 96 0 0 6800 1853H -1.00 15.98 0 0 0| 0 0 0 0 7000 2053 -1.00 17.41 0 0 0| 0 0 0 0 7200 2453 -1.00 21.35 0 0 0| 0 1 0 0 7600 2853 -1.00 26.30 0 0 0| 0 21 0 0 8000 Total 0 11,375 14,229| 19,261 369,718 -2,193 0 Indicative a-t-m Vol 23.18 Underlying Price 5143 Time to expiry: 50 Days Oct 10 4H -0.01 44.80 0 0 0| 490 2,319 +50 0 3600 5H 7 -0.02 41.91 5HS 5HS 0 0 14| 185 4,893 -175 0 3800 11 11H -0.04 38.98 11 9 S 0 0 270| 2 3,796 -30 0 4000 17H 18 -0.06 36.02 17H 17H 0 0 65| 15 4,040 +1 0 4200 22H -0.07 34.35 0 0 0| 267 1,624 +258 0 4300 29 28H -0.09 32.90 29 S 25HS 0 0 246| 76 2,191 +52 0 4400 32 32 -0.10 32.15 32 32 0 0 50| 2 256 +2 0 4450 37 -0.12 31.68 0 0 125| 128 701 +112 0 4500 41 -0.13 30.80 0 0 0| 22 125 +20 0 4550 46H -0.15 30.21 0 0 0| 197 954 +166 0 4600 53 -0.17 29.56 0 0 0| 1 490 +1 0 4650 58H 60 -0.19 28.90 60 58HS 0 0 3| 3 6,920 -3 0 4700 68 -0.21 28.26 0 0 0| 0 1,642 0 0 4750 77H -0.24 27.65 0 0 0| 51 4,301 +51 0 4800 87H -0.26 26.98 0 0 0| 0 195 0 0 4850 100 99 -0.29 26.35 102HS 93HS 0 0 243| 159 3,687 +20 0 4900 110 112 -0.33 25.72 110 110 0 0 15| 35 455 +35 0 4950 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 124H 126H -0.36 25.09 124H 124H 0 0 1| 44 1,036 -409 0 5000 143 -0.40 24.45 0 0 0| 0 218 0 0 5050 157 151H -0.42 24.13 157 157 0 0 11| 47 47 +47 0 5075 161H 161 -0.44 23.84 162 S 153 S 0 0 4| 27 2,869 +21 0 5100 171 -0.47 23.51 0 0 0| 10 20 +10 0 5125 180 -0.49 23.05 0 0 0| 75 729 +67 0 5150 191 -0.51 22.75 0 0 0| 0 0 0 0 5175 203 -0.54 22.43 0 0 0| 22 1,353 +1 0 5200 214H -0.56 22.07 0 0 0| 0 0 0 0 5225 227H -0.58 21.76 0 0 0| 0 381 0 0 5250 241 -0.61 21.48 0 0 0| 0 11 0 0 5275 254H -0.63 21.13 0 0 0| 10 129 +10 0 5300 284H -0.68 20.53 0 0 0| 10 306 +10 0 5350 319H 317 -0.73 19.91 319H 319H 0 0 1| 30 494 +25 0 5400 352H -0.78 19.32 0 0 0| 0 109 0 0 5450 390H -0.82 18.82 0 0 0| 0 357 0 0 5500 431 -0.86 18.28 0 0 0| 0 8 0 0 5550 473H -0.89 17.84 0 0 0| 0 96 0 0 5600 518 -0.92 17.41 0 0 0| 0 8 0 0 5650 564H -0.94 17.12 0 0 0| 0 4 0 0 5700 611H -0.96 16.81 0 0 0| 0 0 0 0 5750 660 -0.97 16.84 0 0 0| 0 26 0 0 5800 757 -0.99 15.28 0 0 0| 0 0 0 0 5900 856H -1.00 14.45 0 0 0| 0 0 0 0 6000 1056 -1.00 12.93 0 0 0| 0 0 0 0 6200 1256 -1.00 11.60 0 0 0| 0 0 0 0 6400 1655H -1.00 9.50 0 0 0| 0 0 0 0 6800 Total 0 0 1,048| 1,908 46,790 +342 0 Indicative a-t-m Vol 23.95 Underlying Price 5123 Time to expiry: 85 Days Nov 10 31 -0.07 36.95 0 0 0| 333 1,890 +281 0 4000 45H -0.10 34.68 0 0 0| 93 776 +89 0 4200 63 65 -0.15 32.19 63 63 0 0 10| 4 339 +2 0 4400 76 78 -0.17 31.07 76 76 0 0 1| 8 117 +6 0 4500 93H -0.21 29.91 0 0 0| 4 264 +1 0 4600 111H -0.25 28.73 0 0 0| 0 760 0 0 4700 122H -0.27 28.15 0 0 0| 0 0 0 0 4750 132 134 -0.29 27.61 132 S 132 S 0 0 2| 0 86 0 0 4800 146H -0.31 27.04 0 0 0| 0 158 0 0 4850 160H -0.34 26.48 0 0 0| 178 305 +178 0 4900 175 -0.37 25.90 0 0 0| 0 905 0 0 4950 190H -0.40 25.29 0 0 0| 0 432 0 0 5000 215 208H -0.43 24.72 215 215 0 0 20| 26 60 +26 0 5050 228 -0.46 24.20 0 0 0| 136 863 +116 0 5100 254H 248H -0.50 23.65 254H 254H 0 0 20| 0 146 0 0 5150 270H -0.53 23.08 0 0 0| 0 273 0 0 5200 295H -0.57 22.58 0 0 0| 0 186 0 0 5250 321 -0.60 22.02 0 0 0| 0 225 0 0 5300 349 -0.64 21.45 0 0 0| 0 76 0 0 5350 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 379 -0.68 20.91 0 0 0| 0 178 0 0 5400 411 -0.72 20.42 0 0 0| 0 11 0 0 5450 445H -0.75 19.95 0 0 0| 0 0 0 0 5500 482 -0.79 19.49 0 0 0| 0 0 0 0 5550 520H -0.82 19.06 0 0 0| 0 0 0 0 5600 560 -0.85 18.55 0 0 0| 0 0 0 0 5650 602H -0.88 18.19 0 0 0| 0 0 0 0 5700 646 -0.90 17.87 0 0 0| 0 0 0 0 5750 691 -0.92 17.56 0 0 0| 0 0 0 0 5800 783 -0.96 16.59 0 0 0| 0 0 0 0 5900 878H -0.98 15.84 0 0 0| 0 0 0 0 6000 1075H -1.00 14.51 0 0 0| 0 0 0 0 6200 1275 -1.00 13.37 0 0 0| 0 0 0 0 6400 1674H -1.00 11.72 0 0 0| 0 0 0 0 6800 Total 0 0 53| 782 8,050 +699 0 Indicative a-t-m Vol 24.48 Underlying Price 5123H Time to expiry: 113 Days Dec 10 CAB 0.00 54.00 0 0 0| 0 1,245 0 0 1800 H 0.00 55.13 0 0 0| 0 21,019 0 0 2000 1 0.00 55.01 0 0 0| 0 8,224 0 0 2200 2 0.00 54.03 0 0 0| 0 10,559 0 0 2400 3H -0.01 52.47 0 0 0| 0 12,046 0 0 2600 6 -0.01 50.38 0 0 0| 0 9,250 0 0 2800 9H -0.02 48.45 0 0 0| 21 78,723 -11 0 3000 13 13H -0.02 45.78 13 13 0 0 1| 0 22,950 0 0 3200 15H 16H -0.03 44.95 15H 15H 0 0 10| 46 7,368 0 0 3300 18H 19H -0.04 43.72 18H 18H 0 0 10| 41 11,284 -11 0 3400 23 -0.04 42.52 0 0 0| 10 26,811 +10 0 3500 26H 26H -0.05 41.14 26H 26H 0 0 10| 0 27,231 0 0 3600 31H -0.06 40.07 0 0 0| 18 25,988 -18 0 3700 36H -0.07 38.79 0 0 0| 320 27,255 0 0 3800 43 -0.08 37.68 0 0 0| 0 11,021 0 0 3900 50 -0.09 36.51 0 0 0| 10 44,873 +490 0 4000 58H -0.11 35.37 0 0 0| 529 19,762 +14 0 4100 68H -0.13 34.28 0 0 0| 2 26,820 0 0 4200 80 -0.15 33.18 0 500 500| 0 28,207 0 0 4300 93H 93H -0.17 32.12 93H 93H 0 0 2| 100 26,837 +57 0 4400 109 109H -0.20 31.10 109HS 109 0 0 40| 38 26,133 -43 0 4500 127H -0.23 30.02 0 2,000 2,000| 693 31,280 +2,500 0 4600 146 148H -0.27 28.97 146 146 0 0 4| 65 30,555 -33 0 4700 159 160 -0.29 28.42 159 159 0 0 10| 0 0 0 0 4750 174 172H -0.31 27.89 174 174 0 0 3| 270 24,019 +500 0 4800 186 -0.33 27.37 0 0 0| 0 0 0 0 4850 200 -0.35 26.80 0 500 500| 620 31,252 +7,550 0 4900 216 -0.38 26.30 0 0 0| 0 292 0 0 4950 232H 232H -0.40 25.77 236 232HS 0 0 36| 547 42,073 -2,349 0 5000 261H 250 -0.43 25.24 261H 246 0 0 90| 0 20 0 0 5050 269 -0.46 24.71 0 0 0| 20 23,552 0 0 5100 289H 290 -0.49 24.24 289H 289H 0 0 5| 0 9,500 0 0 5150 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 320 312 -0.52 23.72 320 320 0 0 1| 8 33,159 -5 0 5200 335 -0.55 23.19 0 0 0| 0 100 0 0 5250 360H -0.58 22.70 0 0 0| 501 31,668 +500 0 5300 387 -0.61 22.21 0 0 0| 0 0 0 0 5350 415H -0.64 21.74 0 0 0| 0 14,147 0 0 5400 446 -0.68 21.27 0 0 0| 0 10 0 0 5450 478 -0.71 20.80 0 0 0| 0 18,980 0 0 5500 511H -0.74 20.34 0 0 0| 0 4,500 0 0 5550 547 -0.77 19.92 0 0 0| 0 10,600 0 0 5600 623H -0.83 19.16 0 0 0| 0 9,155 0 0 5700 706 -0.88 18.40 0 0 0| 0 3,585 0 0 5800 794 -0.91 17.80 0 0 0| 0 26 0 0 5900 885H -0.95 17.14 0 0 0| 0 1,134 0 0 6000 981 -0.96 16.93 0 0 0| 0 11 0 0 6100 1077H -0.98 16.38 0 0 0| 0 510 0 0 6200 1274 -1.00 14.25 0 0 0| 0 4 0 0 6400 1473H -1.00 12.96 0 0 0| 0 2 0 0 6600 1673 -1.00 11.74 0 0 0| 0 10 0 0 6800 1872H -1.00 10.61 0 0 0| 0 3,525 0 0 7000 2072 -1.00 9.55 0 0 0| 0 0 0 0 7200 2471 -1.00 7.65 0 0 0| 0 0 0 0 7600 2870 -1.00 6.00 0 0 0| 0 10 0 0 8000 Total 0 3,000 3,222| 3,859 797,285 +9,151 0 Indicative a-t-m Vol 25.04 Underlying Price 5081H Time to expiry: 204 Days Mar 11 1H 0.00 52.78 0 0 0| 0 968 0 0 1800 5 -0.01 54.58 0 0 0| 0 202 0 0 2000 8 -0.01 52.71 0 0 0| 0 315 0 0 2200 16 14H -0.02 52.36 16 S 16 S 0 0 15| 20 2,555 +20 0 2400 21 -0.03 50.65 0 0 0| 0 825 0 0 2600 26 29 -0.03 48.61 26 S 26 S 0 0 15| 20 747 +20 0 2800 37H -0.05 46.31 0 0 0| 0 8,426 0 0 3000 47H -0.06 43.92 0 0 0| 0 689 0 0 3200 49 -0.06 41.84 0 0 0| 0 776 0 0 3300 60 -0.07 41.67 0 0 0| 0 668 0 0 3400 67 -0.08 40.49 0 0 0| 1,000 12,728 0 0 3500 74H -0.09 39.33 0 0 0| 0 7,774 0 0 3600 82H -0.11 38.18 0 0 0| 0 2,166 0 0 3700 89H -0.12 36.71 0 0 0| 42 7,919 +22 0 3800 100H -0.13 35.72 0 0 0| 0 991 0 0 3900 113 -0.15 34.80 0 0 0| 502 10,743 -248 0 4000 127 -0.17 33.87 0 0 0| 14 887 +14 0 4100 141H 143 -0.19 32.94 141H 141H 0 0 10| 65 1,495 +25 0 4200 159 160 -0.21 32.00 159 159 0 0 10| 0 3,657 0 0 4300 180 -0.23 31.16 0 0 0| 6 5,874 +4 0 4400 201 -0.26 30.23 0 0 0| 0 13,016 0 0 4500 223H -0.29 29.27 0 0 0| 750 3,455 +500 0 4600 249H -0.32 28.37 0 0 0| 0 7,854 0 0 4700 279 -0.35 27.49 0 0 0| 8 9,502 +4 0 4800 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 312 -0.39 26.67 0 0 0| 0 11,434 0 0 4900 347 -0.43 25.78 0 0 0| 0 17,311 0 0 5000 386 -0.47 24.88 0 0 0| 0 19,747 0 0 5100 429 -0.52 24.01 0 0 0| 2 10,131 +2 0 5200 477H -0.56 23.21 0 0 0| 950 3,439 -950 0 5300 530H -0.61 22.40 0 0 0| 950 1,916 -950 0 5400 588H -0.66 21.64 0 0 0| 0 16,819 0 0 5500 652 -0.71 20.90 0 0 0| 0 2,974 0 0 5600 721 -0.75 20.22 0 0 0| 0 666 0 0 5700 795 -0.80 19.61 0 0 0| 0 41 0 0 5800 874H -0.84 19.05 0 0 0| 0 0 0 0 5900 957 -0.87 18.42 0 0 0| 0 8,000 0 0 6000 1044 -0.90 17.94 0 0 0| 0 0 0 0 6100 1135 -0.93 17.58 0 0 0| 0 36 0 0 6200 1323H -0.96 17.06 0 0 0| 0 11 0 0 6400 1515H -0.98 15.97 0 0 0| 0 10 0 0 6600 1713 -0.99 15.65 0 0 0| 0 10 0 0 6800 1911 -1.00 15.08 0 0 0| 0 40 0 0 7000 2110 -1.00 14.61 0 0 0| 0 0 0 0 7200 2508 -1.00 13.93 0 0 0| 0 0 0 0 7600 2906H -1.00 13.58 0 0 0| 0 2 0 0 8000 3703 -1.00 14.30 0 0 0| 0 0 0 0 8800 Total 0 0 50| 4,329 196,819 -1,537 0 Indicative a-t-m Vol 25.36 Underlying Price 5037H Time to expiry: 295 Days Jun 11 26H -0.03 48.22 0 0 0| 0 2,591 0 0 2400 37H -0.04 46.90 0 0 0| 0 250 0 0 2600 50H -0.05 45.35 0 0 0| 0 129 0 0 2800 65 -0.06 43.56 0 0 0| 750 5,211 +125 0 3000 81 -0.08 41.61 0 0 0| 15 2,252 -15 0 3200 99 -0.10 39.59 0 0 0| 0 4,923 0 0 3400 120H -0.12 37.65 0 0 0| 0 2,771 0 0 3600 138 -0.15 35.03 0 0 0| 250 1,842 +250 0 3800 153 -0.16 34.18 0 0 0| 0 978 0 0 3900 170H -0.18 33.46 0 0 0| 1,500 6,287 +750 0 4000 188H -0.20 32.66 0 0 0| 0 291 0 0 4100 208H 208 -0.22 31.85 208H 208H 0 0 2| 0 2,142 0 0 4200 229 -0.24 31.04 0 0 0| 0 2,229 0 0 4300 252H -0.26 30.26 0 0 0| 0 105 0 0 4400 277 -0.29 29.46 0 0 0| 0 2,101 0 0 4500 304H -0.32 28.68 0 0 0| 0 3,616 0 0 4600 334 -0.34 27.89 0 0 0| 0 2,118 0 0 4700 367H -0.37 27.18 0 0 0| 2,054 2,428 +2,008 0 4800 402 -0.41 26.41 0 0 0| 994 6,843 +744 0 4900 440 -0.44 25.66 0 0 0| 751 6,268 +750 0 5000 481 -0.48 24.89 0 0 100| 2,950 6,879 +2,700 0 5100 526 -0.51 24.17 0 0 0| 0 6,019 0 0 5200 574H -0.55 23.44 0 0 0| 0 2,311 0 0 5300 627 -0.59 22.74 0 0 0| 0 1,342 0 0 5400 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 684 -0.63 22.08 0 0 0| 0 106 0 0 5500 745H -0.67 21.45 0 0 0| 0 2,022 0 0 5600 811H -0.71 20.87 0 0 0| 0 1 0 0 5700 881H -0.75 20.29 0 0 0| 0 0 0 0 5800 955 -0.79 19.71 0 0 0| 0 0 0 0 5900 1032H -0.82 19.13 0 0 0| 0 0 0 0 6000 1114 -0.85 18.62 0 0 0| 0 0 0 0 6100 1199 -0.88 18.13 0 0 0| 0 1 0 0 6200 1377H -0.93 17.28 0 0 0| 0 4 0 0 6400 1564H -0.96 16.54 0 0 0| 0 0 0 0 6600 1756H -0.98 15.81 0 0 0| 0 0 0 0 6800 1952H -0.99 15.64 0 0 0| 0 0 0 0 7000 2150 -0.99 15.16 0 0 0| 0 0 0 0 7200 2943H -1.00 14.01 0 0 0| 0 2 0 0 8000 3738H -1.00 14.30 0 0 0| 0 0 0 0 8800 Total 0 0 102| 9,264 74,062 +7,312 0 Indicative a-t-m Vol 25.53 Underlying Price 5015 Time to expiry: 386 Days Sep 11 3 0.00 45.35 0 0 0| 0 0 0 0 1600 39 -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 149 -0.14 35.30 0 0 0| 0 0 0 0 3600 179 -0.17 33.70 0 0 0| 0 0 0 0 3800 212H -0.20 32.00 0 0 0| 0 0 0 0 4000 250 -0.23 30.29 0 0 0| 0 0 0 0 4200 300H -0.28 28.99 0 0 0| 0 0 0 0 4400 329 -0.30 28.34 0 0 0| 0 1 0 0 4500 361 -0.33 27.81 0 0 0| 0 0 0 0 4600 396 -0.36 27.27 0 0 0| 0 1 0 0 4700 432H -0.38 26.73 0 0 0| 0 0 0 0 4800 472 -0.41 26.19 0 0 0| 0 0 0 0 4900 513 -0.44 25.61 0 0 0| 0 0 0 0 5000 558H -0.47 25.08 0 0 0| 0 0 0 0 5100 605 -0.51 24.51 0 0 0| 0 0 0 0 5200 655 -0.54 23.92 0 0 0| 0 0 0 0 5300 707H -0.57 23.34 0 0 0| 0 0 0 0 5400 763H -0.61 22.77 0 0 0| 0 0 0 0 5500 824 -0.64 22.24 0 0 0| 0 35 0 0 5600 887H -0.68 21.73 0 0 0| 0 2 0 0 5700 953H -0.71 21.18 0 0 0| 0 0 0 0 5800 1021H -0.75 20.54 0 0 0| 0 0 0 0 5900 1094 -0.78 19.97 0 0 0| 0 0 0 0 6000 1170 -0.81 19.41 0 0 0| 0 0 0 0 6100 1250H -0.84 18.96 0 0 0| 0 0 0 0 6200 1420H -0.89 18.18 0 0 0| 0 0 0 0 6400 1598H -0.93 17.39 0 0 0| 0 0 0 0 6600 1784 -0.95 16.61 0 0 0| 0 0 0 0 6800 1975 -0.97 15.99 0 0 0| 0 0 0 0 7000 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 2170 -0.98 15.66 0 0 0| 0 0 0 0 7200 2959 -1.00 14.75 0 0 0| 0 0 0 0 8000 3752 -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 25.67 Underlying Price 4985H Time to expiry: 477 Days Dec 11 13H -0.01 50.07 0 0 0| 0 500 0 0 1600 62H -0.05 45.41 0 0 0| 0 3,870 0 0 2400 137H -0.11 38.18 0 0 0| 0 5,780 0 0 3200 164H -0.13 36.58 0 0 0| 0 7,102 -1,000 0 3400 196 -0.16 35.09 0 0 0| 0 15,825 0 0 3600 232 -0.18 33.64 0 0 0| 0 10,825 0 0 3800 273H -0.22 32.26 0 0 0| 0 18,311 0 0 4000 321H -0.25 30.92 0 0 0| 0 14,095 0 0 4200 376 -0.30 29.61 0 0 0| 0 16,870 -500 0 4400 405 -0.32 28.92 0 0 0| 0 3,825 0 0 4500 436H -0.34 28.27 0 0 0| 0 4,180 0 0 4600 468H -0.37 27.55 0 0 0| 0 3,826 0 0 4700 503 -0.39 26.85 0 0 0| 0 8,850 0 0 4800 541 -0.42 26.21 0 0 0| 0 3,930 0 0 4900 581 -0.45 25.58 0 0 150| 0 16,635 0 0 5000 628 -0.47 25.14 0 0 0| 0 3,640 0 0 5100 674 -0.50 24.54 0 0 0| 0 9,295 0 0 5200 723 -0.53 23.96 0 0 0| 0 5,880 0 0 5300 775 -0.57 23.40 0 0 0| 0 5,505 0 0 5400 827H -0.60 22.72 0 0 0| 0 7,900 0 0 5500 886H -0.63 22.22 0 0 0| 0 8,276 0 0 5600 949 -0.66 21.74 0 0 0| 0 1,625 0 0 5700 1014H -0.69 21.29 0 0 0| 0 129 0 0 5800 1083H -0.72 20.84 0 0 0| 0 0 0 0 5900 1154H -0.75 20.38 0 0 0| 0 1,020 0 0 6000 1229 -0.78 19.94 0 0 0| 0 0 0 0 6100 1306 -0.81 19.48 0 0 0| 0 1 0 0 6200 1469H -0.85 18.75 0 0 0| 0 0 0 0 6400 1641H -0.90 18.01 0 0 0| 0 0 0 0 6600 1821 -0.93 17.31 0 0 0| 0 0 0 0 6800 2007 -0.95 16.74 0 0 0| 0 0 0 0 7000 2197 -0.97 16.14 0 0 0| 0 0 0 0 7200 2978 -1.00 12.88 0 0 0| 0 10 0 0 8000 3768 -1.00 10.10 0 0 0| 0 0 0 0 8800 Total 0 0 150| 0 177,705 -1,500 0 Indicative a-t-m Vol 26.92 Underlying Price 4979 Time to expiry: 568 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 161H -0.12 37.00 0 0 0| 0 0 0 0 3200 241H -0.17 35.19 0 0 0| 0 1,750 0 0 3600 332 -0.23 32.73 0 0 0| 0 0 0 0 4000 383H -0.26 31.46 0 0 0| 0 0 0 0 4200 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 440H -0.30 30.15 0 0 0| 0 0 0 0 4400 473 -0.32 29.59 0 0 0| 0 0 0 0 4500 505H -0.34 28.96 0 0 0| 0 0 0 0 4600 541 -0.37 28.37 0 0 0| 0 0 0 0 4700 579H -0.39 27.85 0 0 0| 0 0 0 0 4800 620 -0.41 27.32 0 0 0| 0 0 0 0 4900 663 -0.44 26.82 0 0 0| 0 0 0 0 5000 707H -0.46 26.27 0 0 0| 0 10 0 0 5100 753H -0.49 25.73 0 0 0| 0 10 0 0 5200 806H -0.52 25.36 0 0 0| 0 0 0 0 5300 858H -0.54 24.87 0 0 0| 0 0 0 0 5400 908H -0.57 24.20 0 0 0| 0 0 0 0 5500 966H -0.60 23.76 0 0 0| 0 1 0 0 5600 1026 -0.63 23.30 0 0 0| 0 0 0 0 5700 1085H -0.65 22.70 0 0 0| 0 0 0 0 5800 1150H -0.68 22.26 0 0 0| 0 0 0 0 5900 1220H -0.71 21.93 0 0 0| 0 0 0 0 6000 1289H -0.73 21.44 0 0 0| 0 0 0 0 6100 1363 -0.76 21.05 0 0 0| 0 0 0 0 6200 1517 -0.81 20.29 0 0 0| 0 0 0 0 6400 1677H -0.85 19.42 0 0 0| 0 0 0 0 6600 1849H -0.89 18.83 0 0 0| 0 0 0 0 6800 2209 -0.94 17.39 0 0 0| 0 0 0 0 7200 2976H -0.99 15.99 0 0 0| 0 0 0 0 8000 3761 -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 26.06 Underlying Price 4975 Time to expiry: 659 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 199 -0.13 37.19 0 0 0| 0 0 0 0 3200 260H -0.17 33.82 0 0 0| 0 0 0 0 3600 350 -0.23 31.32 0 0 0| 0 7,925 0 0 4000 401 -0.27 30.05 0 0 0| 0 0 0 0 4200 457H -0.30 28.78 0 0 0| 0 0 0 0 4400 492 -0.32 28.31 0 0 0| 0 0 0 0 4500 527 -0.35 27.81 0 0 0| 0 0 0 0 4600 562 -0.37 27.23 0 0 0| 0 0 0 0 4700 603H -0.39 26.85 0 0 0| 0 7,425 0 0 4800 647H -0.41 26.48 0 0 0| 0 0 0 0 4900 688H -0.44 25.92 0 0 0| 0 0 0 0 5000 732 -0.46 25.40 0 0 0| 0 250 0 0 5100 777 -0.49 24.84 0 0 0| 0 1,000 0 0 5200 829 -0.51 24.47 0 0 0| 0 0 0 0 5300 877 -0.54 23.88 0 0 0| 0 0 0 0 5400 932 -0.56 23.45 0 0 0| 0 0 0 0 5500 990H -0.59 23.08 0 0 0| 0 0 0 0 5600 1050H -0.62 22.70 0 0 0| 0 0 0 0 5700 1111 -0.64 22.22 0 0 0| 0 5 0 0 5800 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 1244 -0.69 21.50 0 0 0| 0 0 0 0 6000 1387H -0.74 20.87 0 0 0| 0 0 0 0 6200 1535H -0.79 20.05 0 0 0| 0 0 0 0 6400 1778H -0.85 19.14 0 0 0| 0 0 0 0 6700 1863H -0.87 18.87 0 0 0| 0 0 0 0 6800 2218 -0.92 17.95 0 0 0| 0 0 0 0 7200 2970 -0.98 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 17,355 0 0 Total Puts 0 14,375 18,854| 39,403 1,690,547 +12,274 0 Grand Total 0 4,200,475 4,211,44| 80,996 3,043,934 +21,230 0 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 24 Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -185 0 5350 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 25 Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | 0 180 0 0 5303 TotalN/A N/A N/A | 0 180 0 0 Indicative a-t-m Vol N/A Underlying Price 5156 Time to expiry: 0 Days 26 Aug 10 CAB N/A N/A 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: 22 Days 17 Sep 10 2144H 1.00 66.82 0 0 0| 0 1,408 0 0 3001 190H 0.67 23.90 0 0 0| 0 227 0 0 5023 47 0.30 20.04 0 0 0| 0 227 0 0 5287 11 0.10 18.01 0 0 0| 0 208 0 0 5446 1 0.01 17.83 0 0 0| 0 25 0 0 5676 H 0.01 17.95 0 0 0| 0 208 0 0 5710 H 0.01 17.84 0 0 0| 0 1,200 0 0 5732 CAB 0.00 15.02 0 0 0| 0 3,000 0 0 5925 CAB 0.00 14.77 0 0 0| 0 452 0 0 5984 CAB 0.00 14.61 0 0 0| 0 1,000 0 0 6025 CAB 0.00 14.01 0 0 0| 0 5,500 0 0 6325 CAB 0.00 14.13 0 0 0| 0 2,000 0 0 6500 CAB 0.00 26.30 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: 50 Days 15 Oct 10 325 0.69 26.10 0 0 0| 0 140 0 0 4920 CAB 0.00 9.92 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: 54 Days 19 Oct 10 2H 0.02 16.30 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: 69 Days 3 Nov 10 2106 0.99 40.54 0 0 0| 0 155 0 0 3025 CAB 0.00 10.71 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: 113 Days 17 Dec 10 1333 0.92 38.51 0 0 0| 0 775 0 0 3825 1240 0.91 37.39 0 0 0| 0 1,125 0 0 3925 1148 0.90 36.22 0 0 0| 0 625 0 0 4025 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 1056 0.88 35.10 0 0 0| 0 240 0 0 4125 967H 0.86 34.01 0 0 0| 0 1,000 0 0 4225 879H 0.84 32.92 0 0 0| 0 10,500 0 0 4325 793H 0.81 31.86 0 0 0| 0 625 0 0 4425 711 0.79 30.83 0 0 0| 0 8,750 0 0 4525 N/A 0.00 0 0 0| 0 0 0 0 4750 475H 0.68 27.63 0 0 0| 0 1,500 0 0 4825 405H 0.63 26.55 0 0 0| 0 8,000 0 0 4925 338H 0.58 25.50 0 0 0| 0 7,050 0 0 5025 298H 0.54 24.82 0 0 0| 0 115 0 0 5090 277H 0.52 24.48 0 0 0| 0 1,000 0 0 5125 222 0.46 23.46 0 0 0| 0 4,525 0 0 5225 173 0.40 22.48 0 0 0| 0 500 0 0 5322 171H 0.40 22.45 0 0 0| 0 4,125 0 0 5325 150 0.37 21.98 0 0 0| 0 1,125 0 0 5375 131H 0.34 21.57 0 0 0| 0 1,000 0 0 5418 128H 0.34 21.51 0 0 0| 0 8,225 0 0 5425 115H 0.31 21.18 0 0 0| 0 500 0 0 5460 110H 0.30 21.04 0 0 0| 0 1,000 0 0 5475 98 0.28 20.69 0 0 0| 0 750 0 0 5512 93H 0.27 20.57 0 0 0| 0 10,875 0 0 5525 88H 0.26 20.43 0 0 0| 0 500 0 0 5540 87 0.26 20.40 0 0 0| 0 22 0 0 5544 84 0.25 20.32 0 0 0| 0 1,000 0 0 5553 72H 0.23 19.96 0 0 0| 0 1,000 0 0 5595 67H 0.22 19.80 0 0 0| 0 2,500 0 0 5616 65 0.21 19.73 0 0 0| 0 5,250 0 0 5625 61H 0.20 19.62 0 0 0| 0 750 0 0 5640 53 0.18 19.36 0 0 0| 0 1,250 0 0 5673 52 0.18 19.32 0 0 0| 0 500 0 0 5678 43H 0.16 18.97 0 0 0| 0 11,935 0 0 5725 39H 0.15 18.81 0 0 0| 0 500 0 0 5746 39 0.15 18.79 0 0 0| 0 250 0 0 5748 38H 0.15 18.78 0 0 0| 0 1,000 0 0 5750 30H 0.12 18.40 0 0 0| 0 500 0 0 5799 30 0.12 18.38 0 0 0| 0 500 0 0 5802 30 0.12 18.38 0 0 0| 0 2,250 0 0 5803 29H 0.12 18.35 0 0 0| 0 366 0 0 5808 29 0.12 18.34 0 0 0| 0 100 0 0 5810 27H 0.11 18.25 0 0 0| 0 12,075 0 0 5825 23 0.10 18.03 0 0 0| 0 500 0 0 5862 22H 0.10 18.00 0 0 0| 0 500 0 0 5867 18 0.08 17.74 0 0 0| 0 2,800 0 0 5909 17 0.08 17.66 0 0 0| 0 250 0 0 5922 16H 0.08 17.64 0 0 0| 0 4,875 0 0 5925 11 0.06 17.22 0 0 0| 0 250 0 0 5989 11 0.06 17.21 0 0 0| 0 100 0 0 5990 9H 0.05 17.10 0 0 0| 0 500 0 0 6020 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 9H 0.05 17.09 0 0 0| 0 8,798 0 0 6025 9H 0.05 17.08 0 0 0| 0 250 0 0 6027 9H 0.05 17.08 0 0 0| 0 150 0 0 6030 8H 0.04 17.04 0 0 0| 0 150 0 0 6050 8H 0.04 17.02 0 0 0| 0 250 0 0 6055 8 0.04 17.00 0 0 0| 0 100 0 0 6065 7H 0.04 16.98 0 0 0| 0 3,500 0 0 6075 5H 0.03 16.79 0 0 0| 0 9,950 0 0 6125 5H 0.03 16.78 0 0 0| 0 1,250 0 0 6128 5 0.03 16.66 0 0 0| 0 0 0 0 6150 4 0.02 16.52 0 0 0| 0 2,500 0 0 6175 3H 0.02 16.47 0 0 0| 0 1,000 0 0 6185 2H 0.02 16.12 0 0 0| 0 11,400 0 0 6225 1 0.01 15.05 0 0 0| 0 4,250 0 0 6325 H 0.00 14.74 0 0 0| 0 250 0 0 6354 H 0.00 14.62 0 0 0| 0 1,000 0 0 6365 H 0.00 14.36 0 0 0| 0 1,000 0 0 6390 H 0.00 14.35 0 0 0| 0 500 0 0 6391 CAB 0.00 14.09 0 0 0| 0 12,300 0 0 6425 CAB 0.00 14.00 0 0 0| 0 1,000 0 0 6439 CAB 0.00 13.89 0 0 0| 0 500 0 0 6455 CAB 0.00 13.75 0 0 0| 0 500 0 0 6478 CAB 0.00 13.64 0 0 0| 0 1,000 0 0 6495 CAB 0.00 13.60 0 0 0| 0 1,750 0 0 6500 CAB 0.00 13.56 0 0 0| 0 500 0 0 6507 CAB 0.00 13.44 0 0 0| 0 16,375 0 0 6525 CAB 0.00 13.07 0 0 0| 0 1,000 0 0 6583 CAB 0.00 13.05 0 0 0| 0 1,000 0 0 6585 CAB 0.00 12.81 0 0 0| 0 12,725 0 0 6625 CAB 0.00 12.20 0 0 0| 0 3,000 0 0 6725 CAB 0.00 11.60 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 9.95 0 0 0| 0 3,750 0 0 7125 CAB 0.00 9.43 0 0 0| 0 13,750 0 0 7225 CAB 0.00 8.96 0 0 0| 0 2,000 0 0 7325 CAB 0.00 8.48 0 0 0| 0 500 0 0 7425 CAB 0.00 8.01 0 0 0| 0 2,350 0 0 7525 CAB 0.00 6.00 0 0 0| 0 6,875 0 0 8025 CAB 0.00 6.00 0 0 0| 0 5,000 0 0 8525 CAB 0.00 6.00 0 0 0| 0 3,000 0 0 8625 CAB 0.00 6.00 0 0 0| 0 250 0 0 9025 CAB 0.00 6.00 0 0 0| 0 15,000 0 0 9625 CAB 0.00 6.00 0 0 0| 0 1,750 0 0 10025 Total 0 0 0| 0 292,001 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 204 Days 18 Mar 11 472H 0.59 26.42 0 0 0| 0 15 0 0 4928 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 292H 0.46 23.72 0 0 0| 0 398 0 0 5236 120 0.27 20.56 0 0 0| 0 200 0 0 5650 71H 0.19 19.40 0 0 0| 0 560 0 0 5837 21H 0.07 17.60 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: 232 Days 15 Apr 11 1151H 0.82 33.94 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: 236 Days 19 Apr 11 448 0.56 25.74 0 0 0| 0 1,545 0 0 5000 1 0.00 15.28 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: 250 Days 3 May 11 456 0.55 25.72 0 0 0| 0 255 0 0 5000 1 0.01 15.37 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: 295 Days 17 Jun 11 788 0.69 29.21 0 0 0| 0 24 0 0 4532 547H 0.58 26.54 0 0 0| 0 357 0 0 4884 290 0.42 23.09 0 0 0| 0 750 0 0 5350 111H 0.23 20.04 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: 477 Days 16 Dec 11 1651 0.82 35.83 0 0 0| 0 3,500 0 0 3500 1487 0.80 34.36 0 0 0| 0 925 0 0 3700 1329 0.77 32.95 0 0 0| 0 5,125 0 0 3900 1175 0.73 31.59 0 0 0| 0 8,425 0 0 4100 1079H 0.71 30.48 0 0 0| 0 5,375 0 0 4225 1030 0.70 30.27 0 0 0| 0 9,100 0 0 4300 1011H 0.69 30.10 0 0 0| 0 6,500 0 0 4325 938H 0.67 29.44 0 0 0| 0 750 0 0 4425 799H 0.63 27.80 0 0 0| 0 400 0 0 4625 503H 0.50 24.99 0 0 0| 0 1,000 0 0 5125 489H 0.49 24.84 0 0 0| 0 200 0 0 5150 452H 0.47 24.40 0 0 0| 0 375 0 0 5225 440H 0.46 24.25 0 0 0| 0 3,500 0 0 5250 404H 0.44 23.82 0 0 0| 0 1,000 0 0 5325 356 0.41 23.23 0 0 0| 0 250 0 0 5425 343 0.40 23.06 0 0 0| 0 3,500 0 0 5450 311H 0.38 22.60 0 0 0| 0 500 0 0 5525 273H 0.35 22.10 0 0 0| 0 600 0 0 5625 236 0.32 21.63 0 0 0| 0 1,850 0 0 5725 226H 0.31 21.51 0 0 0| 0 1,250 0 0 5750 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 204H 0.29 21.18 0 0 0| 0 1,925 0 0 5825 175 0.26 20.73 0 0 0| 0 2,375 0 0 5925 146 0.23 20.27 0 0 0| 0 750 0 0 6025 124 0.21 19.83 0 0 0| 0 3,250 0 0 6125 113 0.19 19.60 0 0 0| 0 1,250 0 0 6175 102H 0.18 19.39 0 0 0| 0 3,500 0 0 6225 84H 0.16 19.03 0 0 0| 0 2,750 0 0 6325 69H 0.14 18.66 0 0 0| 0 1,925 0 0 6425 58H 0.12 18.38 0 0 0| 0 7,000 0 0 6500 55 0.11 18.29 0 0 0| 0 6,230 0 0 6525 44H 0.10 17.93 0 0 0| 0 7,000 0 0 6625 37 0.08 17.66 0 0 0| 0 500 0 0 6700 34H 0.08 17.57 0 0 0| 0 2,250 0 0 6725 2H 0.01 14.82 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: 568 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: 603 Days 20 Apr 12 1051 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 5156 Time to expiry: 627 Days 14 May 12 234H 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: 848 Days 21 Dec 12 2926H 0.87 47.85 0 0 0| 0 875 0 0 2000 2085 0.81 38.51 0 0 0| 0 5,500 0 0 3000 1692 0.76 34.61 0 0 0| 0 1,500 0 0 3500 1616H 0.74 34.02 0 0 0| 0 550 0 0 3600 1542H 0.73 33.36 0 0 0| 0 1,250 0 0 3700 1463H 0.72 32.34 0 0 0| 0 4,750 0 0 3800 1393H 0.71 31.75 0 0 0| 0 1,750 0 0 3900 1323H 0.69 31.16 0 0 0| 0 16,475 0 0 4000 1307 0.69 31.06 0 0 0| 0 6,000 0 0 4025 1255H 0.68 30.67 0 0 0| 0 6,500 0 0 4100 1185 0.66 30.07 0 0 0| 0 29,450 0 0 4200 1124 0.65 29.58 0 0 0| 0 2,000 0 0 4300 1106 0.64 29.37 0 0 0| 0 125 0 0 4325 1092 0.64 29.28 0 0 0| 0 18,000 0 0 4350 1059H 0.63 28.98 0 0 0| 0 13,230 0 0 4400 998H 0.61 28.49 0 0 0| 0 7,575 0 0 4500 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 983H 0.61 28.39 0 0 0| 0 3,000 0 0 4525 966 0.60 28.19 0 0 0| 0 6,500 0 0 4550 937 0.60 28.00 0 0 0| 0 2,250 0 0 4600 875H 0.58 27.51 0 0 0| 0 9,500 0 0 4700 821H 0.56 27.01 0 0 0| 0 750 0 0 4800 767 0.54 26.51 0 0 0| 0 1,000 0 0 4900 716 0.52 26.13 0 0 0| 0 21,325 0 0 5000 699H 0.52 25.92 0 0 0| 0 300 0 0 5025 661 0.50 25.63 0 0 0| 0 19,725 0 0 5100 613 0.48 25.24 0 0 0| 0 30,475 0 0 5200 591H 0.47 25.05 0 0 0| 0 17,500 0 0 5250 570 0.46 24.85 0 0 0| 0 8,250 0 0 5300 548 0.45 24.65 0 0 0| 0 750 0 0 5350 526 0.44 24.45 0 0 0| 0 7,750 0 0 5400 515H 0.43 24.36 0 0 0| 0 8,375 0 0 5425 482H 0.42 24.07 0 0 0| 0 4,500 0 0 5500 471H 0.41 23.97 0 0 0| 0 4,500 0 0 5525 439H 0.40 23.67 0 0 0| 0 2,150 0 0 5600 430H 0.39 23.57 0 0 0| 0 5,000 0 0 5625 404 0.38 23.28 0 0 0| 0 5,725 0 0 5700 395 0.37 23.18 0 0 0| 0 1,075 0 0 5725 386 0.36 23.08 0 0 0| 0 250 0 0 5750 368 0.35 22.88 0 0 0| 0 500 0 0 5800 359 0.35 22.78 0 0 0| 0 3,375 0 0 5825 334 0.33 22.56 0 0 0| 0 125 0 0 5900 326 0.33 22.49 0 0 0| 0 2,250 0 0 5925 299 0.31 22.19 0 0 0| 0 9,010 0 0 6000 292 0.31 22.09 0 0 0| 0 6,925 0 0 6025 266 0.29 21.80 0 0 0| 0 2,750 0 0 6125 252 0.28 21.60 0 0 0| 0 750 0 0 6175 244H 0.27 21.50 0 0 0| 0 1,000 0 0 6200 237H 0.27 21.40 0 0 0| 0 9,075 0 0 6225 211H 0.25 21.10 0 0 0| 0 3,800 0 0 6325 188H 0.23 20.81 0 0 0| 0 2,625 0 0 6425 171H 0.21 20.50 0 0 0| 0 3,500 0 0 6500 168H 0.21 20.51 0 0 0| 0 5,750 0 0 6525 152H 0.20 20.21 0 0 0| 0 1,875 0 0 6600 149 0.19 20.21 0 0 0| 0 4,625 0 0 6625 134H 0.18 19.99 0 0 0| 0 500 0 0 6700 129H 0.17 19.92 0 0 0| 0 1,375 0 0 6725 116 0.16 19.61 0 0 0| 0 80 0 0 6800 114 0.16 19.62 0 0 0| 0 2,300 0 0 6825 89 0.13 19.11 0 0 0| 0 6,375 0 0 7000 65 0.10 18.51 0 0 0| 0 2,000 0 0 7200 45H 0.08 18.01 0 0 0| 0 2,000 0 0 7425 40 0.07 17.81 0 0 0| 0 2,000 0 0 7500 17 0.04 16.81 0 0 0| 0 500 0 0 8000 8 0.02 16.27 0 0 0| 0 375 0 0 8425 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 6H 0.02 16.18 0 0 0| 0 80 0 0 8500 2H 0.01 15.55 0 0 0| 0 750 0 0 9000 CAB 0.00 14.26 0 0 0| 0 1,125 0 0 10025 Total 0 0 0| 0 353,575 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 932 Days 15 Mar 13 349H 0.33 23.14 0 0 0| 0 250 0 0 6000 242H 0.26 22.04 0 0 0| 0 250 0 0 6400 218 0.24 21.79 0 0 0| 0 1,250 0 0 6500 180H 0.21 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: 967 Days 19 Apr 13 943 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 5156 Time to expiry: 1212 Days 20 Dec 13 2043 0.77 34.74 0 0 0| 0 3,000 0 0 3000 1678H 0.72 31.88 0 0 0| 0 1,625 0 0 3500 1549H 0.70 31.00 0 0 0| 0 300 0 0 3700 1486 0.68 30.62 0 0 0| 0 2,850 0 0 3800 1353 0.66 29.64 0 0 0| 0 1,950 0 0 4000 1295 0.65 29.35 0 0 0| 0 1,000 0 0 4100 1234H 0.63 28.86 0 0 0| 0 52,350 0 0 4200 1180H 0.62 28.57 0 0 0| 0 3,500 0 0 4300 1148H 0.61 28.27 0 0 0| 0 49,000 0 0 4350 1120 0.60 28.08 0 0 0| 0 17,810 0 0 4400 1062 0.59 27.68 0 0 0| 0 4,700 0 0 4500 1007H 0.57 27.40 0 0 0| 0 1,550 0 0 4600 960H 0.56 27.13 0 0 0| 0 250 0 0 4700 909H 0.54 26.72 0 0 0| 0 750 0 0 4800 858H 0.53 26.32 0 0 0| 0 300 0 0 4900 815 0.51 26.15 0 0 0| 0 4,650 0 0 5000 799 0.51 25.94 0 0 0| 0 750 0 0 5025 764 0.50 25.74 0 0 0| 0 5,375 0 0 5100 723H 0.48 25.57 0 0 0| 0 7,463 0 0 5200 705H 0.47 25.48 0 0 0| 0 18,300 0 0 5250 687H 0.47 25.39 0 0 0| 0 3,400 0 0 5300 646H 0.45 25.06 0 0 0| 0 27,900 0 0 5400 636 0.45 24.97 0 0 0| 0 125 0 0 5425 629 0.44 24.99 0 0 0| 0 3,300 0 0 5450 618 0.44 24.89 0 0 0| 0 1,000 0 0 5475 607 0.43 24.79 0 0 0| 0 2,500 0 0 5500 570H 0.42 24.59 0 0 0| 0 12,000 0 0 5600 513 0.39 24.10 0 0 0| 0 12,000 0 0 5750 436H 0.35 23.54 0 0 0| 0 100 0 0 6000 292 0.27 22.05 0 0 0| 0 1,000 0 0 6500 191H 0.20 21.00 0 0 0| 0 500 0 0 7000 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 112 0.14 19.66 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: 1330 Days 17 Apr 14 1327H 0.64 29.95 0 0 0| 0 500 0 0 4100 1057 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: 1394 Days 20 Jun 14 1112 0.58 28.48 0 0 0| 0 1,000 0 0 4500 533H 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 5156 Time to expiry: 1404 Days 30 Jun 14 898H 0.51 27.60 0 0 0| 0 1,550 0 0 5000 408H 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 5156 Time to expiry: 1576 Days 19 Dec 14 1971H 0.73 31.91 0 0 0| 0 13,000 0 0 3000 1337H 0.63 28.03 0 0 0| 0 25,050 0 0 4000 1291H 0.62 27.94 0 0 0| 0 2,000 0 0 4100 1236 0.60 27.55 0 0 0| 0 1,750 0 0 4200 1190 0.59 27.46 0 0 0| 0 2,500 0 0 4300 1134 0.58 27.07 0 0 0| 0 625 0 0 4400 1080 0.56 26.75 0 0 0| 0 2,125 0 0 4500 1054 0.56 26.61 0 0 0| 0 18,000 0 0 4550 1038 0.55 26.68 0 0 0| 0 2,500 0 0 4600 1001 0.54 26.62 0 0 0| 0 18,500 0 0 4700 908H 0.51 26.01 0 0 0| 0 3,200 0 0 4900 874H 0.50 26.04 0 0 0| 0 37,375 0 0 5000 827H 0.49 25.72 0 0 0| 0 20,565 0 0 5100 796H 0.47 25.75 0 0 0| 0 29,088 0 0 5200 782H 0.47 25.76 0 0 0| 0 14,000 0 0 5250 769H 0.46 25.78 0 0 0| 0 6,250 0 0 5300 749H 0.45 25.61 0 0 0| 0 500 0 0 5350 732H 0.45 25.53 0 0 0| 0 3,000 0 0 5400 722 0.44 25.44 0 0 0| 0 1,000 0 0 5425 698H 0.44 25.36 0 0 0| 0 9,500 0 0 5500 670H 0.42 25.36 0 0 0| 0 15,125 0 0 5600 660H 0.42 25.28 0 0 0| 0 1,000 0 0 5625 635H 0.41 25.17 0 0 0| 0 2,500 0 0 5700 614 0.40 24.97 0 0 0| 0 12,000 0 0 5750 592H 0.39 24.75 0 0 0| 0 500 0 0 5800 549 0.37 24.72 0 0 0| 0 3,375 0 0 6000 521 0.36 24.54 0 0 0| 0 6,000 0 0 6100 298 0.25 22.71 0 0 0| 0 13,000 0 0 7000 129 0.14 20.19 0 0 0| 0 4,000 0 0 8000 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 104 0.12 19.71 0 0 0| 0 750 0 0 8200 95 0.11 19.48 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: 1812 Days 12 Aug 15 823 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: 1940 Days 18 Dec 15 949H 0.50 26.18 0 0 0| 0 1,000 0 0 5000 868 0.47 26.41 0 0 0| 0 1,500 0 0 5300 834 0.46 26.22 0 0 0| 0 800 0 0 5400 262 0.21 22.49 0 0 0| 0 1,000 0 0 7800 Total 0 0 0| 0 4,300 0 0 Total Calls 0 0 0| 0 1,319,571 -185 0 | Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 5156 Time to expiry: 22 Days 17 Sep 10 CAB 0.00 66.82 0 0 0| 0 1,408 0 0 3001 8H -0.05 32.22 0 0 0| 0 0 0 0 4531 23H -0.13 27.92 0 0 0| 0 1,200 0 0 4775 3853 -1.00 26.30 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: 50 Days 15 Oct 10 102 -0.30 26.10 0 0 0| 0 100 0 0 4920 1575 -1.00 9.92 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: 69 Days 3 Nov 10 CAB 0.00 40.54 0 0 0| 0 155 0 0 3025 1889 -0.99 10.71 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: 113 Days 17 Dec 10 1 0.00 54.76 0 0 0| 0 250 0 0 2250 2H 0.00 53.25 0 0 0| 0 4,620 0 0 2500 3 -0.01 53.06 0 0 0| 0 3,000 0 0 2525 9H -0.02 48.12 0 0 0| 0 6,000 0 0 3025 23 -0.04 42.18 0 0 0| 0 17,000 0 0 3525 26H -0.05 40.87 0 0 0| 0 1,500 0 0 3625 37 -0.07 38.51 0 0 0| 0 1,025 0 0 3825 38H -0.07 38.24 0 0 0| 0 236 0 0 3850 43H -0.08 37.39 0 0 0| 0 2,375 0 0 3925 51H -0.10 36.22 0 0 0| 0 4,500 0 0 4025 59H -0.11 35.10 0 0 0| 0 240 0 0 4125 70H -0.13 34.01 0 0 0| 0 3,250 0 0 4225 82H -0.15 32.92 0 0 0| 0 7,938 0 0 4325 96 -0.18 31.86 0 0 0| 0 1,000 0 0 4425 100H -0.18 31.61 0 0 0| 0 2,800 0 0 4450 113 -0.21 30.83 0 0 0| 0 8,750 0 0 4525 131 -0.24 29.76 0 0 0| 0 375 0 0 4625 153H -0.28 28.70 0 0 0| 0 4,500 0 0 4725 177H -0.32 27.63 0 0 0| 0 7,500 0 0 4825 207 -0.36 26.55 0 0 0| 0 3,250 0 0 4925 240 -0.41 25.50 0 0 0| 0 7,275 0 0 5025 264H -0.45 24.82 0 0 0| 0 100 0 0 5090 278H -0.47 24.48 0 0 0| 0 180 0 0 5125 323 -0.53 23.46 0 0 0| 0 3,000 0 0 5225 370H -0.59 22.48 0 0 0| 0 500 0 0 5322 372 -0.59 22.45 0 0 0| 0 5,250 0 0 5325 400H -0.62 21.98 0 0 0| 0 1,125 0 0 5375 425 -0.65 21.57 0 0 0| 0 1,000 0 0 5418 429 -0.66 21.51 0 0 0| 0 5,250 0 0 5425 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 451 -0.68 21.18 0 0 0| 0 500 0 0 5460 460H -0.69 21.04 0 0 0| 0 1,000 0 0 5475 485 -0.71 20.69 0 0 0| 0 750 0 0 5512 493H -0.72 20.57 0 0 0| 0 11,975 0 0 5525 503H -0.73 20.43 0 0 0| 0 500 0 0 5540 512 -0.74 20.32 0 0 0| 0 1,000 0 0 5553 542H -0.76 19.96 0 0 0| 0 1,000 0 0 5595 558 -0.77 19.80 0 0 0| 0 2,500 0 0 5616 565 -0.78 19.73 0 0 0| 0 4,375 0 0 5625 576 -0.79 19.62 0 0 0| 0 750 0 0 5640 601 -0.81 19.36 0 0 0| 0 1,250 0 0 5673 604H -0.81 19.32 0 0 0| 0 500 0 0 5678 643 -0.83 18.97 0 0 0| 0 6,880 0 0 5725 660 -0.84 18.81 0 0 0| 0 500 0 0 5746 661H -0.85 18.79 0 0 0| 0 250 0 0 5748 663H -0.85 18.78 0 0 0| 0 1,000 0 0 5750 704 -0.87 18.40 0 0 0| 0 500 0 0 5799 706H -0.87 18.38 0 0 0| 0 500 0 0 5802 707H -0.87 18.38 0 0 0| 0 2,250 0 0 5803 713H -0.87 18.34 0 0 0| 0 100 0 0 5810 727 -0.88 18.25 0 0 0| 0 9,600 0 0 5825 759H -0.89 18.03 0 0 0| 0 500 0 0 5862 763H -0.90 18.00 0 0 0| 0 500 0 0 5867 813 -0.92 17.66 0 0 0| 0 250 0 0 5922 816 -0.92 17.64 0 0 0| 0 4,900 0 0 5925 874H -0.94 17.22 0 0 0| 0 250 0 0 5989 875 -0.94 17.21 0 0 0| 0 100 0 0 5990 904 -0.94 17.10 0 0 0| 0 500 0 0 6020 908H -0.94 17.09 0 0 0| 0 5,523 0 0 6025 910H -0.94 17.08 0 0 0| 0 250 0 0 6027 913H -0.94 17.08 0 0 0| 0 150 0 0 6030 932H -0.95 17.04 0 0 0| 0 150 0 0 6050 937 -0.95 17.02 0 0 0| 0 250 0 0 6055 947 -0.95 17.00 0 0 0| 0 100 0 0 6065 956H -0.95 16.98 0 0 0| 0 3,500 0 0 6075 1004H -0.96 16.79 0 0 0| 0 10,450 0 0 6125 1007 -0.96 16.78 0 0 0| 0 1,250 0 0 6128 1052H -0.97 16.52 0 0 0| 0 2,500 0 0 6175 1062H -0.97 16.47 0 0 0| 0 1,000 0 0 6185 1101 -0.98 16.12 0 0 0| 0 8,425 0 0 6225 1199 -0.99 15.05 0 0 0| 0 4,150 0 0 6325 1228 -0.99 14.74 0 0 0| 0 250 0 0 6354 1239 -0.99 14.62 0 0 0| 0 1,000 0 0 6365 1263H -0.99 14.36 0 0 0| 0 1,000 0 0 6390 1264H -0.99 14.35 0 0 0| 0 500 0 0 6391 1298H -0.99 14.09 0 0 0| 0 5,300 0 0 6425 1312H -0.99 14.00 0 0 0| 0 1,000 0 0 6439 1323 -0.99 13.93 0 0 0| 0 5,000 0 0 6450 1328 -0.99 13.89 0 0 0| 0 500 0 0 6455 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 1351 -0.99 13.75 0 0 0| 0 500 0 0 6478 1368 -0.99 13.64 0 0 0| 0 1,000 0 0 6495 1380 -0.99 13.56 0 0 0| 0 500 0 0 6507 1398 -0.99 13.44 0 0 0| 0 10,250 0 0 6525 1456 -0.99 13.07 0 0 0| 0 1,000 0 0 6583 1458 -0.99 13.05 0 0 0| 0 1,000 0 0 6585 1497H -0.99 12.81 0 0 0| 0 9,825 0 0 6625 1597H -0.99 12.20 0 0 0| 0 1,750 0 0 6725 1697 -0.99 11.60 0 0 0| 0 500 0 0 6825 1897 -0.99 10.48 0 0 0| 0 600 0 0 7025 2196 -0.99 8.96 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 5156 Time to expiry: 176 Days 18 Feb 11 496 -0.61 22.19 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: 204 Days 18 Mar 11 53H -0.07 41.75 0 0 0| 0 2,123 0 0 3350 168H -0.21 31.58 0 0 0| 0 560 0 0 4350 217H -0.27 29.51 0 0 0| 0 2,200 0 0 4575 401 -0.48 24.53 0 0 0| 0 2,200 0 0 5140 685 -0.72 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 5156 Time to expiry: 217 Days 31 Mar 11 96 -0.12 36.47 0 0 0| 0 0 0 0 3800 121 -0.15 34.60 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: 232 Days 15 Apr 11 35 -0.04 47.61 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: 236 Days 19 Apr 11 381 -0.42 25.74 0 0 0| 0 1,545 0 0 5000 1923H -0.97 15.28 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: 238 Days 21 Apr 11 180H -0.21 31.91 0 0 0| 0 1,663 0 0 4270 618H -0.63 21.88 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: 250 Days 3 May 11 395H -0.42 25.72 0 0 0| 0 255 0 0 5000 1930 -0.97 15.37 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 5156 Time to expiry: 295 Days 17 Jun 11 216H -0.22 31.44 0 0 0| 0 2,768 0 0 4250 599H -0.56 23.09 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: 386 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 253H -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: 468 Days 7 Dec 11 1422H -0.81 18.84 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: 477 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 76H -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 178 -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 211H -0.16 34.36 0 0 0| 0 4,175 0 0 3700 250H -0.19 32.95 0 0 0| 0 1,125 0 0 3900 275 -0.21 32.09 0 0 0| 0 2,000 0 0 4025 280H -0.21 31.94 0 0 0| 0 140 0 0 4048 294 -0.22 31.59 0 0 0| 0 8,115 0 0 4100 326H -0.24 30.76 0 0 0| 0 375 0 0 4225 346 -0.26 30.27 0 0 0| 0 5,825 0 0 4300 352H -0.26 30.10 0 0 0| 0 2,250 0 0 4325 378 -0.28 29.44 0 0 0| 0 625 0 0 4425 442H -0.33 28.09 0 0 0| 0 150 0 0 4625 641H -0.46 25.34 0 0 0| 0 1,000 0 0 5125 653 -0.46 25.24 0 0 0| 0 200 0 0 5150 689 -0.48 24.74 0 0 0| 0 375 0 0 5225 793 -0.54 23.70 0 0 0| 0 250 0 0 5425 849H -0.57 23.21 0 0 0| 0 500 0 0 5525 909 -0.60 22.68 0 0 0| 0 350 0 0 5625 972H -0.63 22.29 0 0 0| 0 1,650 0 0 5725 973H -0.64 21.51 0 0 0| 0 1,250 0 0 5750 1038H -0.66 21.87 0 0 0| 0 1,125 0 0 5825 1108H -0.68 21.43 0 0 0| 0 2,125 0 0 5925 1181 -0.71 21.15 0 0 0| 0 750 0 0 6025 1256H -0.74 20.78 0 0 0| 0 3,250 0 0 6125 1279H -0.76 19.60 0 0 0| 0 1,250 0 0 6175 1335 -0.76 20.45 0 0 0| 0 1,250 0 0 6225 1416H -0.78 20.29 0 0 0| 0 2,750 0 0 6325 1500 -0.80 19.99 0 0 0| 0 1,500 0 0 6425 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 1586 -0.82 19.80 0 0 0| 0 4,125 0 0 6525 1674 -0.84 19.76 0 0 0| 0 4,750 0 0 6625 1763H -0.85 19.60 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: 568 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: 603 Days 20 Apr 12 123H -0.08 40.25 0 0 0| 0 170 0 0 2800 228 -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: 627 Days 14 May 12 1232 -0.66 21.65 0 0 0| 0 145 0 0 6000 2964H -0.93 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: 659 Days 15 Jun 12 171H -0.10 38.92 0 0 0| 0 100 0 0 3000 1690 -0.78 19.44 0 0 0| 0 1,000 0 0 6600 1712H -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: 757 Days 21 Sep 12 608 -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 5156 Time to expiry: 848 Days 21 Dec 12 13H -0.01 52.32 0 0 0| 0 2,500 0 0 1000 86 -0.04 44.64 0 0 0| 0 5,200 0 0 2000 109 -0.06 43.26 0 0 0| 0 1,250 0 0 2200 134 -0.07 41.77 0 0 0| 0 17,500 0 0 2400 146H -0.07 41.08 0 0 0| 0 4,520 0 0 2500 150 -0.08 40.91 0 0 0| 0 3,000 0 0 2525 207 -0.11 38.19 0 0 0| 0 750 0 0 2900 223 -0.11 37.49 0 0 0| 0 10,375 0 0 3000 226H -0.12 37.32 0 0 0| 0 4,500 0 0 3025 299 -0.15 34.82 0 0 0| 0 7,250 0 0 3400 328 -0.17 34.63 0 0 0| 0 3,000 0 0 3500 351 -0.18 34.12 0 0 0| 0 1,300 0 0 3600 375 -0.19 33.51 0 0 0| 0 1,000 0 0 3700 400H -0.20 32.83 0 0 0| 0 7,625 0 0 3800 427 -0.22 32.22 0 0 0| 0 1,750 0 0 3900 455 -0.23 31.68 0 0 0| 0 14,375 0 0 4000 484 -0.25 31.20 0 0 0| 0 15,450 0 0 4100 514H -0.26 30.73 0 0 0| 0 11,850 0 0 4200 546H -0.28 30.09 0 0 0| 0 3,700 0 0 4300 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 555 -0.28 29.94 0 0 0| 0 2,450 0 0 4325 580H -0.29 29.52 0 0 0| 0 24,205 0 0 4400 615H -0.31 29.02 0 0 0| 0 10,188 0 0 4500 624H -0.31 28.90 0 0 0| 0 1,000 0 0 4525 652H -0.33 28.59 0 0 0| 0 2,375 0 0 4600 732 -0.36 27.62 0 0 0| 0 250 0 0 4800 774H -0.38 27.13 0 0 0| 0 3,650 0 0 4900 819H -0.40 26.72 0 0 0| 0 16,725 0 0 5000 831 -0.41 26.63 0 0 0| 0 3,750 0 0 5025 866H -0.42 26.38 0 0 0| 0 5,925 0 0 5100 916 -0.44 26.00 0 0 0| 0 8,000 0 0 5200 967 -0.46 25.54 0 0 0| 0 20,550 0 0 5300 973H -0.47 24.65 0 0 0| 0 750 0 0 5350 1020H -0.48 25.16 0 0 0| 0 6,000 0 0 5400 1034H -0.48 25.08 0 0 0| 0 5,500 0 0 5425 1076H -0.50 24.86 0 0 0| 0 5,300 0 0 5500 1134 -0.52 24.63 0 0 0| 0 2,250 0 0 5600 1149 -0.52 24.53 0 0 0| 0 350 0 0 5625 1194H -0.54 24.22 0 0 0| 0 5,575 0 0 5700 1209H -0.54 24.13 0 0 0| 0 1,075 0 0 5725 1230 -0.56 24.24 0 0 0| 0 250 0 0 5750 1272H -0.56 23.80 0 0 0| 0 2,875 0 0 5825 1292 -0.59 22.56 0 0 0| 0 125 0 0 5900 1337 -0.58 23.54 0 0 0| 0 2,500 0 0 5925 1387 -0.60 23.40 0 0 0| 0 4,500 0 0 6000 1404 -0.60 23.36 0 0 0| 0 2,800 0 0 6025 1473 -0.62 23.04 0 0 0| 0 2,250 0 0 6125 1476 -0.65 21.60 0 0 0| 0 750 0 0 6175 1544 -0.64 22.75 0 0 0| 0 2,450 0 0 6225 1598H -0.65 22.59 0 0 0| 0 1,250 0 0 6300 1617 -0.66 22.54 0 0 0| 0 3,800 0 0 6325 1691H -0.67 22.41 0 0 0| 0 3,125 0 0 6425 1768H -0.69 22.24 0 0 0| 0 5,500 0 0 6525 1847 -0.71 22.01 0 0 0| 0 3,875 0 0 6625 1927H -0.72 21.86 0 0 0| 0 2,375 0 0 6725 2009H -0.73 21.80 0 0 0| 0 350 0 0 6825 2178H -0.76 21.70 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 5156 Time to expiry: 903 Days 14 Feb 13 983 -0.46 25.22 0 0 0| 0 4,000 0 0 5300 1333H -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: 932 Days 15 Mar 13 356 -0.17 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 5156 Time to expiry: 967 Days 19 Apr 13 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 247 -0.11 40.23 0 0 0| 0 146 0 0 2800 451 -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: 1212 Days 20 Dec 13 284 -0.12 34.74 0 0 0| 0 19,875 0 0 3000 391H -0.17 31.88 0 0 0| 0 125 0 0 3500 451H -0.20 31.00 0 0 0| 0 300 0 0 3700 482H -0.21 30.62 0 0 0| 0 2,950 0 0 3800 510H -0.22 30.13 0 0 0| 0 9,000 0 0 3900 538 -0.23 29.64 0 0 0| 0 9,750 0 0 4000 574H -0.25 29.35 0 0 0| 0 725 0 0 4100 608H -0.26 28.86 0 0 0| 0 5,900 0 0 4200 649 -0.27 28.57 0 0 0| 0 3,500 0 0 4300 683 -0.29 28.08 0 0 0| 0 25,150 0 0 4400 719H -0.30 27.68 0 0 0| 0 5,600 0 0 4500 759H -0.32 27.40 0 0 0| 0 1,550 0 0 4600 806H -0.33 27.13 0 0 0| 0 250 0 0 4700 893H -0.36 26.32 0 0 0| 0 12,800 0 0 4900 920 -0.37 26.27 0 0 0| 0 20,000 0 0 4950 944H -0.38 26.15 0 0 0| 0 7,150 0 0 5000 951H -0.38 25.94 0 0 0| 0 750 0 0 5025 987H -0.40 25.74 0 0 0| 0 5,375 0 0 5100 1013 -0.40 25.66 0 0 0| 0 20,000 0 0 5150 1041H -0.41 25.57 0 0 0| 0 6,663 0 0 5200 1100 -0.43 25.39 0 0 0| 0 6,725 0 0 5300 1153 -0.44 25.06 0 0 0| 0 4,400 0 0 5400 1166H -0.45 24.97 0 0 0| 0 125 0 0 5425 1195H -0.46 24.89 0 0 0| 0 1,000 0 0 5475 1208H -0.46 24.79 0 0 0| 0 15,750 0 0 5500 1266 -0.48 24.59 0 0 0| 0 3,900 0 0 5600 1335H -0.50 24.21 0 0 0| 0 250 0 0 5725 1379 -0.51 23.89 0 0 0| 0 400 0 0 5800 1446 -0.52 23.76 0 0 0| 0 7,000 0 0 5900 1510 -0.54 23.54 0 0 0| 0 100 0 0 6000 2208H -0.69 21.00 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: 1303 Days 21 Mar 14 465 -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: 1330 Days 17 Apr 14 414 -0.13 40.47 0 0 0| 0 510 0 0 2950 458 -0.17 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 5156 Time to expiry: 1576 Days 19 Dec 14 213H -0.09 34.36 0 0 0| 0 1,993 0 0 2500 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 | 314H -0.13 31.91 0 0 0| 0 20,080 0 0 3000 434 -0.17 29.55 0 0 0| 0 8,500 0 0 3500 470H -0.18 29.39 0 0 0| 0 2,500 0 0 3600 597 -0.23 28.03 0 0 0| 0 25,750 0 0 4000 642H -0.24 27.94 0 0 0| 0 2,000 0 0 4100 678H -0.26 27.55 0 0 0| 0 17,000 0 0 4200 724H -0.27 27.46 0 0 0| 0 8,750 0 0 4300 760 -0.28 27.07 0 0 0| 0 3,125 0 0 4400 798 -0.29 26.75 0 0 0| 0 18,375 0 0 4500 847H -0.31 26.68 0 0 0| 0 2,500 0 0 4600 902 -0.32 26.62 0 0 0| 0 750 0 0 4700 993 -0.35 26.01 0 0 0| 0 11,700 0 0 4900 1050H -0.36 26.04 0 0 0| 0 13,375 0 0 5000 1095 -0.37 25.72 0 0 0| 0 13,790 0 0 5100 1155H -0.38 25.75 0 0 0| 0 4,275 0 0 5200 1220H -0.40 25.78 0 0 0| 0 16,250 0 0 5300 1246 -0.40 25.61 0 0 0| 0 500 0 0 5350 1275 -0.41 25.53 0 0 0| 0 1,000 0 0 5400 1332H -0.42 25.36 0 0 0| 0 8,750 0 0 5500 1396 -0.43 25.36 0 0 0| 0 3,875 0 0 5600 1453 -0.45 25.17 0 0 0| 0 500 0 0 5700 1641H -0.48 24.72 0 0 0| 0 3,750 0 0 6000 1951H -0.55 23.44 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 5156 Time to expiry: 1812 Days 12 Aug 15 1230H -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: 1940 Days 18 Dec 15 1308H -0.37 26.41 0 0 0| 0 1,500 0 0 5300 1363H -0.38 26.22 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 3475.030 Time to expiry: 22 Days 17 Sep 10 70.500 -0.37 28.83 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 3,000,000 3,000,00| 0 2,377,452 -185 0 CAC 40 Index (YCC) Indicative a-t-m Vol 0.00 Underlying Price 3475.030 Time to expiry: 22 Days 17 Sep 10 66.560 -0.37 28.83 0 0 0| 0 0 0 0 3400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 22 Days 17 Sep 10 32H -0.17 26.67 0 0 0| 0 0 0 0 4850 Equity Index Options 21:51 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 0 0 Total Puts 0 0 0| 0 0 0 0 Grand Total 0 3,010,000 3,010,00| 0 2,377,632 -185 0 FTSE 100 Index (XUK) Indicative a-t-m Vol 0.00 Underlying Price 5156 Time to expiry: 22 Days 17 Sep 10 92H -0.42 22.73 0 0 0| 0 0 0 0 5100 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Grand Total 0 3,020,000 3,020,00| 0 2,377,632 -185 0 FTSE 250 Index FLEX Option (YFS) Indicative a-t-m Vol 0.00 Underlying Price 9677.9 Time to expiry: 22 Days 17 Sep 10 79.0 -0.18 33.52 0 0 0| 0 102 0 0 8984 202.5 -0.38 30.56 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 9677.9 Time to expiry: 50 Days 15 Oct 10 219.0 -0.34 25.98 0 0 0| 0 100 0 0 9308 417.0 -0.56 22.70 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 3,050,000 3,050,00| 0 2,378,238 -185 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3374.400 Time to expiry: 113 Days 17 Dec 10 1162.390 -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 3,060,000 3,060,00| 0 2,384,238 -185 0