Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 19.98 Underlying Price 5207 Time to expiry: 21 Days Sep 10 3405H 1.00 38.20 0 0 0| 0 185 0 0 1800 3205H 1.00 55.17 0 0 0| 0 12 0 0 2000 3006 1.00 64.52 0 0 0| 0 8 0 0 2200 2806 1.00 68.75 0 0 0| 0 0 0 0 2400 2606 1.00 69.51 0 0 0| 0 0 0 0 2600 2406 1.00 67.98 0 0 0| 0 11 0 0 2800 2206 1.00 64.93 0 0 0| 0 500 0 0 3000 2006H 1.00 60.94 0 0 0| 0 0 0 0 3200 1906H 1.00 58.72 0 0 0| 0 0 0 0 3300 1806H 1.00 56.41 0 0 0| 0 0 0 0 3400 1706H 1.00 54.03 0 0 0| 0 400 0 0 3500 1544H 1606H 1.00 51.62 1544HS 1544HS 0 0 2| 0 1 0 0 3600 1507 1.00 49.20 0 0 0| 0 1 0 0 3700 1407 1.00 46.79 0 0 0| 0 0 0 0 3800 1307 1.00 45.37 0 0 0| 0 0 0 0 3900 1207 1.00 39.99 0 0 0| 0 3 0 0 4000 1107H 1.00 38.20 0 0 0| 0 100 0 0 4100 1007H 0.99 35.89 0 0 0| 0 200 0 0 4200 909 0.99 35.97 0 0 0| 0 654 0 0 4300 810H 0.98 34.77 0 0 0| 0 13 0 0 4400 760 0.98 32.34 0 0 0| 0 0 0 0 4450 711H 0.97 32.04 0 0 0| 0 2,428 0 0 4500 662H 0.96 31.05 0 0 0| 0 0 0 0 4550 614 0.96 30.29 0 0 0| 0 631 -60 0 4600 565H 0.95 29.43 0 0 0| 0 10 0 0 4650 517H 0.93 28.46 0 0 0| 0 12 0 0 4700 469H 0.92 27.24 0 0 0| 0 2 0 0 4750 420H 423 0.90 26.50 420HS 420HS 0 0 6| 0 1,933 -1 0 4800 377 0.88 25.59 0 0 0| 0 35 0 0 4850 332H 0.85 24.77 0 0 0| 10 4,435 -10 0 4900 289 0.81 23.99 0 0 0| 0 470 0 0 4950 268 0.79 23.61 0 0 0| 0 0 0 0 4975 208H 247H 0.77 23.17 208H 208H 0 0 10| 0 9,687 -3 0 5000 194 227 0.75 22.73 194 194 0 0 10| 0 0 0 0 5025 207H 0.72 22.34 0 0 0| 20 708 -20 0 5050 154 188H 0.69 21.93 180 154 0 0 24| 0 10 0 0 5075 139 171 0.66 21.64 161H 123H 0 0 314| 1,305 12,038 +1,727 0 5100 123 153 0.63 21.19 131 111HS 0 0 77| 24 121 -24 0 5125 110 136 0.60 20.74 130H 101H 0 0 158| 136 2,719 +86 0 5150 89H 120H 0.56 20.37 121H 89H 0 0 114| 39 807 +39 0 5175 85 105H 0.52 20.02 103HS 75H 0 0 593| 912 16,125 -15 0 5200 73H 92H 0.48 19.87 87 65 0 0 88| 12 408 +12 0 5225 57 79H 0.44 19.48 79 53 0 0 364| 80 1,535 +6 0 5250 53 68 0.40 19.13 53 46 0 0 141| 55 394 +28 0 5275 42 57 0.36 18.72 54H 36 0 1,000 2,920| 1,329 13,985 -488 0 5300 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 32H 47H 0.32 18.40 32HS 32HS 0 0 1| 13 357 0 0 5325 25H 39 0.28 18.07 38 24 0 0 111| 41 3,106 -10 0 5350 21 31 0.24 17.72 30H 21 S 0 0 109| 1 500 +1 0 5375 18H 25 0.20 17.44 24HS 15 S 0 4,250 5,609| 424 19,513 -838 0 5400 13H 19H 0.17 17.10 19 S 13HS 0 0 22| 74 710 +69 0 5425 10H 15 0.14 16.89 12H 10 0 0 675| 147 3,201 +76 0 5450 10H 11H 0.11 16.57 10H 10H 0 0 6| 8 2,299 +4 0 5475 6 8H 0.09 16.38 9 S 5H 0 0 1,217| 276 24,592 +37 0 5500 3H 5H 0.06 16.46 4H 3 S 0 0 388| 158 3,130 -60 0 5550 2H 3 0.04 16.39 2H 2 0 1,350 1,647| 1,272 26,019 +320 0 5600 2 0.03 16.83 0 0 0| 21 2,570 +3 0 5650 1 0.01 16.57 0 0 0| 101 29,440 +1 0 5700 H 0.01 16.42 0 0 0| 0 1,148 0 0 5750 CAB 0.00 14.94 0 0 0| 2 16,815 +2 0 5800 1 CAB 0.00 14.67 1 1 0 0 10| 100 675 +80 0 5850 CAB 0.00 14.43 0 0 0| 0 13,414 0 0 5900 CAB 0.00 14.21 0 0 0| 0 242 0 0 5950 H CAB 0.00 14.03 H H 0 0 1| 30 28,679 0 0 6000 H CAB 0.00 13.86 H H 0 0 160| 125 399 +125 0 6050 CAB 0.00 13.73 0 0 0| 0 10,411 0 0 6100 CAB 0.00 13.62 0 0 0| 0 90 0 0 6150 CAB 0.00 13.53 0 0 0| 0 13,681 0 0 6200 CAB 0.00 13.44 0 0 0| 0 40 0 0 6300 CAB 0.00 13.45 0 0 0| 0 12,873 0 0 6400 CAB 0.00 13.78 0 0 0| 0 6,253 0 0 6600 CAB 0.00 14.49 0 0 0| 0 3,024 0 0 6800 CAB 0.00 15.59 0 0 0| 0 1,038 0 0 7000 CAB 0.00 17.05 0 0 0| 0 0 0 0 7200 H CAB 0.00 21.04 HS HS 0 0 2| 0 1 0 0 7600 CAB 0.00 26.60 0 0 0| 0 21 0 0 8000 Total 0 6,600 14,779| 6,715 294,822 +1,087 0 Indicative a-t-m Vol 21.86 Underlying Price 5204 Time to expiry: 49 Days Oct 10 1604H 0.99 42.44 0 0 0| 0 0 0 0 3600 1407 0.99 40.37 0 0 0| 0 0 0 0 3800 1210 0.97 37.78 0 0 0| 0 0 0 0 4000 1015H 0.96 35.11 0 0 0| 0 1 0 0 4200 919 0.94 33.62 0 0 0| 0 7 0 0 4300 823H 0.93 32.08 0 0 0| 0 2 0 0 4400 776H 0.92 31.55 0 0 0| 0 0 0 0 4450 730 0.91 30.95 0 0 0| 0 1 0 0 4500 684 0.90 30.21 0 0 0| 0 0 0 0 4550 638H 0.88 29.61 0 0 0| 0 265 -1 0 4600 593H 0.87 28.97 0 0 0| 0 3 0 0 4650 548H 0.85 28.24 0 0 0| 2 7 +2 0 4700 505 0.83 27.61 0 0 0| 2 16 +2 0 4750 463 0.80 27.05 0 0 0| 0 87 0 0 4800 421 0.78 26.35 0 0 0| 0 30 0 0 4850 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 380H 0.75 25.76 0 0 0| 0 35 0 0 4900 341H 0.72 25.11 0 0 0| 0 13 0 0 4950 303H 0.69 24.45 0 0 0| 0 473 0 0 5000 267H 0.65 23.84 0 0 0| 0 39 0 0 5050 250H 0.63 23.55 0 0 0| 0 4 0 0 5075 207H 233H 0.61 23.23 207H 207H 0 0 11| 50 596 +49 0 5100 190H 217 0.59 22.91 192 188H 0 0 32| 0 30 0 0 5125 201 0.57 22.59 0 0 0| 0 288 0 0 5150 163 185 0.54 22.20 181H 163 0 0 12| 0 23 0 0 5175 149 170 0.52 21.90 168 S 149 0 0 38| 51 1,455 +492 0 5200 156 0.50 21.66 0 0 0| 0 0 0 0 5225 124H 142 0.47 21.30 143 124H 0 0 22| 0 506 -1 0 5250 129 0.45 20.99 0 0 0| 0 20 0 0 5275 96 116H 0.42 20.67 111 S 89 S 0 0 28| 5 5,750 +5 0 5300 90 94 0.37 20.06 90 90 0 0 11| 33 700 +31 0 5350 59H 74 0.32 19.49 70H 58H 0 0 111| 99 2,588 +59 0 5400 40 57 0.27 18.89 55 40 0 0 70| 1 605 +1 0 5450 33 42 0.22 18.30 42HS 30 S 0 0 113| 20 5,826 +5 0 5500 21 30H 0.17 17.78 23H 20 0 0 80| 0 655 0 0 5550 17H 21H 0.13 17.30 21 17H 0 0 5| 18 2,955 +1,253 0 5600 13 15 0.10 16.87 14H 13 0 0 12| 0 669 0 0 5650 8H 10H 0.08 16.74 9 8H 0 4,000 4,161| 115 9,104 -9 0 5700 5 6H 0.05 16.21 5H 5 0 0 100| 2 7,464 0 0 5750 4 5 0.04 16.32 4 4 0 0 2| 0 2,842 0 0 5800 1H 1 0.01 14.85 1H 1H 0 0 20| 0 819 0 0 5900 H 0.00 14.06 0 0 0| 0 481 0 0 6000 CAB 0.00 12.63 0 0 0| 1 25 +1 0 6200 CAB 0.00 11.43 0 0 0| 0 22 0 0 6400 CAB 0.00 9.71 0 0 0| 0 0 0 0 6800 Total 0 4,000 4,828| 399 44,406 +1,889 0 Indicative a-t-m Vol 23.00 Underlying Price 5184 Time to expiry: 84 Days Nov 10 1204 0.94 35.55 0 0 0| 0 1 0 0 4000 1018 0.91 33.91 0 0 0| 0 2 0 0 4200 836 0.87 31.83 0 0 0| 0 5 -2 0 4400 745H 747 0.85 30.65 745HS 745HS 0 0 1| 3 3 +1 0 4500 658H 661 0.82 29.53 658HS 658HS 0 0 1| 3 8 +3 0 4600 577 0.78 28.42 0 0 0| 0 1 -1 0 4700 536H 0.76 27.86 0 0 0| 0 0 0 0 4750 496H 0.74 27.25 0 0 0| 0 2 -2 0 4800 458 0.72 26.74 0 0 0| 0 4 0 0 4850 420 0.69 26.17 0 0 0| 1 11 0 0 4900 383 0.67 25.59 0 0 0| 1 2 -1 0 4950 348 0.64 25.06 0 0 0| 1 54 +1 0 5000 313H 0.61 24.48 0 0 0| 11 52 +11 0 5050 280H 0.58 23.91 0 0 0| 14 26 +13 0 5100 221H 248H 0.55 23.31 224 S 221 S 0 0 75| 32 99 +21 0 5150 203H 220 0.51 22.85 203H 194H 0 0 400| 4 150 +2 0 5200 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 157H 192 0.47 22.29 185H 157H 0 0 39| 22 144 -1 0 5250 140H 165H 0.44 21.70 144 136 0 0 31| 3 154 +3 0 5300 136H 141H 0.40 21.16 136H 136H 0 0 3| 4 72 +2 0 5350 119 0.36 20.61 0 0 0| 2 237 +2 0 5400 99 0.32 20.05 0 0 0| 5 91 +2 0 5450 81H 0.28 19.57 0 0 0| 15 1,122 +1,015 0 5500 65H 0.24 19.09 0 0 0| 0 37 0 0 5550 41H 52H 0.21 18.65 50 41H 0 0 515| 3 463 +3 0 5600 31H 40H 0.17 18.14 31HS 31HS 0 0 10| 0 166 0 0 5650 30 31H 0.14 17.79 30 30 0 0 10| 0 118 0 0 5700 24 0.12 17.38 0 0 0| 1 147 0 0 5750 17 18H 0.09 17.17 17 17 0 0 10| 122 557 +120 0 5800 8H 0.05 16.17 0 0 0| 0 763 0 0 5900 4 0.03 15.44 0 0 0| 0 318 0 0 6000 H 0.00 14.15 0 0 0| 0 420 0 0 6200 CAB 0.00 13.11 0 0 0| 0 0 0 0 6400 CAB 0.00 11.83 0 0 0| 0 0 0 0 6800 Total 0 0 1,095| 247 5,229 +1,192 0 Indicative a-t-m Vol 23.69 Underlying Price 5184H Time to expiry: 112 Days Dec 10 3377 1.00 54.30 0 0 0| 0 102 0 0 1800 3177H 1.00 55.26 0 0 0| 0 2,021 0 0 2000 2978H 1.00 55.07 0 0 0| 0 0 0 0 2200 2780 1.00 54.03 0 0 0| 0 0 0 0 2400 2582 0.99 52.42 0 0 0| 0 0 0 0 2600 2384H 0.99 50.45 0 0 0| 0 3,100 0 0 2800 2187 0.99 47.73 0 0 0| 0 2,510 0 0 3000 1991 0.98 45.40 0 0 0| 0 0 0 0 3200 1894 0.97 44.71 0 0 0| 0 0 0 0 3300 1797 0.97 43.57 0 0 0| 0 1,000 0 0 3400 1700 0.96 42.25 0 0 0| 0 2,629 0 0 3500 1604 0.96 41.06 0 0 0| 0 1,200 0 0 3600 1508H 0.95 40.03 0 0 0| 0 10,805 0 0 3700 1413H 0.94 38.79 0 0 0| 0 13,500 0 0 3800 1318H 0.93 37.44 0 0 0| 0 4,676 0 0 3900 1224H 0.92 36.26 0 0 0| 0 13,159 0 0 4000 1132 0.90 35.08 0 0 0| 0 9,425 -1 0 4100 1041 0.89 34.00 0 0 0| 0 17,959 0 0 4200 951H 0.87 32.93 0 0 0| 0 17,700 0 0 4300 863H 0.84 31.89 0 0 0| 0 14,724 0 0 4400 778 0.82 30.85 0 0 0| 1 18,286 +1 0 4500 694H 0.79 29.81 0 0 0| 0 9,566 0 0 4600 613H 0.76 28.76 0 0 0| 1 8,455 0 0 4700 573H 0.74 28.21 0 0 0| 0 0 0 0 4750 535 0.72 27.68 0 0 0| 0 14,188 0 0 4800 497 0.70 27.15 0 0 0| 0 0 0 0 4850 460H 0.68 26.64 0 0 0| 0 8,660 0 0 4900 424H 0.65 26.12 0 0 0| 0 0 0 0 4950 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 346H 390 0.63 25.63 346H 346H 0 0 5| 751 30,576 +750 0 5000 356 0.60 25.07 0 0 0| 0 0 0 0 5050 324 0.57 24.58 0 0 0| 0 15,228 0 0 5100 292 0.55 23.99 0 0 0| 0 9,527 0 0 5150 263 0.52 23.55 0 0 0| 1 25,477 +1 0 5200 234 0.49 22.98 0 0 0| 0 350 0 0 5250 208 0.46 22.54 0 0 0| 142 27,844 -82 0 5300 182 0.42 21.99 0 0 0| 2 571 +2 0 5350 132H 159 0.39 21.54 132H 132H 0 0 40| 1,522 23,527 +1 0 5400 137H 0.36 21.07 0 0 0| 0 33 0 0 5450 117H 0.32 20.56 0 0 0| 0 28,065 0 0 5500 99 0.29 20.05 0 0 0| 2 4,502 +2 0 5550 68H 83H 0.26 19.67 76H 67 S 0 0 290| 1,085 27,471 +416 0 5600 47 56H 0.20 18.84 52 47 0 0 71| 77 18,510 +12 0 5700 31 37 0.14 18.15 35H 31 0 0 41| 751 31,091 0 0 5800 19 23 0.10 17.45 20 17H 0 0 17| 93 21,981 0 0 5900 11 14 0.07 16.96 13H 11 0 0 30| 0 35,067 0 0 6000 7H 0.04 16.35 0 0 0| 0 16,505 0 0 6100 3H 0.02 15.42 0 0 0| 0 20,563 0 0 6200 1H H 0.00 14.06 1H 1H 0 0 60| 81 21,966 +67 0 6400 H CAB 0.00 12.78 H H 0 0 25| 0 23,002 0 0 6600 CAB 0.00 11.58 0 0 0| 0 15,373 0 0 6800 CAB 0.00 10.46 0 0 0| 0 8,888 0 0 7000 CAB 0.00 9.42 0 0 0| 0 9,590 0 0 7200 CAB 0.00 7.56 0 0 0| 0 0 0 0 7600 CAB 0.00 6.30 0 0 0| 0 10 0 0 8000 Total 0 0 579| 4,509 589,382 +1,169 0 Indicative a-t-m Vol 24.33 Underlying Price 5142H Time to expiry: 203 Days Mar 11 3331H 1.00 58.13 0 0 0| 0 0 0 0 1800 3135H 0.99 56.91 0 0 0| 0 30 0 0 2000 2940 0.99 55.35 0 0 0| 0 0 0 0 2200 2745H 0.98 53.30 0 0 0| 0 0 0 0 2400 2550H 0.98 50.41 0 0 0| 0 0 0 0 2600 2357H 0.97 47.98 0 0 0| 0 0 0 0 2800 2165 0.96 45.50 0 0 0| 0 2 0 0 3000 1976 0.95 43.45 0 0 0| 0 0 0 0 3200 1880H 0.94 42.02 0 0 0| 0 0 0 0 3300 1784H 0.94 40.55 0 0 0| 0 0 0 0 3400 1693H 0.93 39.84 0 0 0| 0 0 0 0 3500 1600H 0.92 38.67 0 0 0| 0 10 0 0 3600 1508 0.91 37.52 0 0 0| 0 0 0 0 3700 1416H 0.89 36.38 0 0 0| 0 0 0 0 3800 1326 0.88 35.30 0 0 0| 0 1,522 0 0 3900 1239 0.87 34.50 0 0 0| 0 0 0 0 4000 1152H 0.85 33.60 0 0 0| 0 0 0 0 4100 1066H 0.83 32.60 0 0 0| 0 26 0 0 4200 983H 0.81 31.80 0 0 0| 0 2 0 0 4300 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 901H 0.79 30.88 0 0 0| 0 506 0 0 4400 821H 0.76 29.98 0 0 0| 0 1,213 0 0 4500 743 0.73 29.02 0 0 0| 0 6 0 0 4600 668 0.70 28.17 0 0 0| 0 0 0 0 4700 595H 0.67 27.30 0 0 0| 0 930 0 0 4800 525H 0.63 26.41 0 0 0| 0 273 0 0 4900 459 0.60 25.53 0 0 0| 0 6,726 0 0 5000 396H 0.55 24.68 0 0 0| 0 3,569 0 0 5100 304 338 0.51 23.86 304 304 0 0 2| 0 9,022 0 0 5200 283 0.46 23.00 0 0 0| 0 3,101 0 0 5300 233H 0.42 22.19 0 0 0| 0 5,199 0 0 5400 189H 0.37 21.42 0 0 0| 0 12,760 0 0 5500 134H 150H 0.32 20.67 134H 134H 0 0 20| 0 5,724 0 0 5600 117 0.27 19.98 0 0 0| 0 3,073 0 0 5700 89H 0.22 19.39 0 0 0| 0 6,009 0 0 5800 57H 66H 0.18 18.78 57H 57H 0 0 11| 0 8,724 0 0 5900 41H 52 0.15 18.64 41H 41H 0 0 20| 0 18,821 0 0 6000 38 0.12 18.22 0 0 0| 0 10,487 0 0 6100 24 0.08 17.30 0 0 0| 0 13,727 0 0 6200 14 0.05 17.36 0 0 0| 0 7,579 0 0 6400 6 0.03 16.64 0 0 0| 0 5,006 0 0 6600 2H 0.01 16.00 0 0 0| 0 5,382 0 0 6800 1 0.00 15.45 0 0 0| 0 2,000 0 0 7000 H 0.00 14.98 0 0 0| 0 20 0 0 7200 CAB 0.00 14.27 0 0 0| 0 20 0 0 7600 CAB 0.00 13.85 0 0 0| 0 23 0 0 8000 CAB 0.00 14.50 0 0 0| 0 0 0 0 8800 Total 0 0 53| 0 131,492 0 0 Indicative a-t-m Vol 24.73 Underlying Price 5099 Time to expiry: 294 Days Jun 11 2697 0.98 44.10 0 0 0| 0 0 0 0 2400 2509 0.97 44.00 0 0 0| 0 0 0 0 2600 2327 0.96 44.23 0 0 0| 0 0 0 0 2800 2133 0.95 40.95 0 0 0| 0 2 0 0 3000 1956 0.93 40.57 0 0 0| 0 1 0 0 3200 1775H 0.91 38.90 0 0 0| 0 0 0 0 3400 1597H 0.89 37.13 0 0 0| 0 0 0 0 3600 1422H 0.86 35.32 0 0 0| 0 0 0 0 3800 1331H 0.85 33.94 0 0 0| 0 0 0 0 3900 1248H 0.83 33.20 0 0 0| 0 0 0 0 4000 1166 0.81 32.42 0 0 0| 0 10 0 0 4100 1084H 0.80 31.61 0 0 0| 0 250 0 0 4200 1005H 0.77 30.85 0 0 0| 0 0 0 0 4300 927 0.75 30.03 0 0 0| 0 0 0 0 4400 851H 0.73 29.26 0 0 0| 0 21 0 0 4500 777H 0.70 28.46 0 0 0| 0 154 0 0 4600 706 0.67 27.69 0 0 0| 0 250 0 0 4700 637H 0.64 26.95 0 0 0| 0 226 0 0 4800 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 571 0.61 26.20 0 0 0| 0 696 0 0 4900 507H 0.58 25.44 0 0 0| 0 4,547 0 0 5000 448 0.54 24.72 0 0 0| 0 2,080 0 0 5100 391 0.51 23.99 0 0 0| 0 3,964 0 0 5200 338 0.47 23.29 0 0 0| 500 2,864 +325 0 5300 289 0.43 22.60 0 0 0| 32 3,936 -22 0 5400 244 0.39 21.92 0 500 500| 22 1,605 +12 0 5500 203H 0.35 21.27 0 0 0| 20 6,537 0 0 5600 167 0.31 20.63 0 0 0| 10 441 +10 0 5700 135H 0.27 20.05 0 0 0| 0 5,078 0 0 5800 108 0.23 19.49 0 0 0| 0 103 0 0 5900 75 85H 0.19 19.00 75 75 0 0 12| 25 1,558 +25 0 6000 57 65 0.16 18.44 57 57 0 0 34| 68 86 +68 0 6100 43H 49H 0.13 17.97 43H 43H 0 0 2| 22 1,853 0 0 6200 26H 0.08 17.07 0 0 0| 0 534 0 0 6400 13H 0.05 16.31 0 0 0| 0 1,186 0 0 6600 6 0.02 15.60 0 0 0| 20 2,040 +20 0 6800 3 0.01 15.43 0 0 0| 0 0 0 0 7000 1H 0.01 14.98 0 0 0| 0 0 0 0 7200 CAB 0.00 14.02 0 0 0| 0 0 0 0 8000 CAB 0.00 14.60 0 0 0| 0 0 0 0 8800 Total 0 500 548| 719 40,022 +438 0 Indicative a-t-m Vol 25.21 Underlying Price 5076 Time to expiry: 385 Days Sep 11 3448H 1.00 45.35 0 0 0| 0 0 0 0 1600 2689H 0.97 45.50 0 0 0| 0 0 0 0 2400 1953H 0.91 38.50 0 0 0| 0 0 0 0 3200 1778 0.89 37.00 0 0 0| 0 0 0 0 3400 1603H 0.87 35.30 0 0 0| 0 0 0 0 3600 1433H 0.84 33.70 0 0 0| 0 0 0 0 3800 1267 0.81 32.00 0 0 0| 0 0 0 0 4000 1104 0.78 30.29 0 0 0| 0 0 0 0 4200 953H 0.74 28.99 0 0 0| 0 0 0 0 4400 881H 0.71 28.34 0 0 0| 0 0 0 0 4500 813 0.69 27.81 0 0 0| 0 0 0 0 4600 747 0.66 27.27 0 0 0| 0 0 0 0 4700 683 0.63 26.73 0 0 0| 0 0 0 0 4800 621H 0.60 26.19 0 0 0| 0 0 0 0 4900 561H 0.57 25.61 0 0 0| 0 0 0 0 5000 505H 0.54 25.08 0 0 0| 0 0 0 0 5100 451H 0.51 24.51 0 0 0| 0 0 0 0 5200 400 0.48 23.92 0 0 0| 0 180 0 0 5300 351H 0.45 23.34 0 0 0| 0 0 0 0 5400 306H 0.41 22.77 0 0 0| 0 0 0 0 5500 265H 0.38 22.24 0 0 0| 0 0 0 0 5600 228 0.34 21.73 0 0 0| 0 3 0 0 5700 193 0.31 21.18 0 0 0| 0 6 0 0 5800 160 0.27 20.54 0 0 0| 0 0 0 0 5900 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 131H 0.24 19.97 0 0 0| 0 0 0 0 6000 106 0.21 19.41 0 0 0| 0 1 0 0 6100 85H 0.18 18.96 0 0 0| 0 481 0 0 6200 54H 0.13 18.18 0 0 0| 0 0 0 0 6400 32H 0.08 17.39 0 0 0| 0 0 0 0 6600 17H 0.05 16.61 0 0 0| 0 0 0 0 6800 9H 0.03 15.99 0 0 0| 0 0 0 0 7000 5 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 25.43 Underlying Price 5046H Time to expiry: 476 Days Dec 11 3418 0.99 50.07 0 0 0| 0 0 0 0 1600 2674 0.95 45.41 0 0 0| 0 0 0 0 2400 1955 0.90 38.18 0 0 0| 0 0 0 0 3200 1783 0.88 36.58 0 0 0| 0 2,750 0 0 3400 1615 0.85 35.09 0 0 0| 0 1,950 0 0 3600 1452 0.82 33.64 0 0 0| 0 8,575 0 0 3800 1294H 0.79 32.26 0 0 0| 0 11,000 0 0 4000 1142H 0.76 30.92 0 0 0| 0 19,020 0 0 4200 996H 0.72 29.61 0 0 0| 0 32,200 0 0 4400 925H 0.70 28.92 0 0 0| 0 4,550 0 0 4500 857 0.67 28.27 0 0 0| 0 1,050 0 0 4600 789 0.65 27.55 0 0 0| 0 1,575 0 0 4700 723 0.62 26.85 0 0 0| 0 960 0 0 4800 662 0.60 26.30 0 0 0| 0 4,420 0 0 4900 602H 0.57 25.68 0 0 0| 0 6,620 0 0 5000 546H 0.54 25.14 0 500 500| 0 2,330 0 0 5100 492 0.51 24.54 0 0 0| 0 7,319 0 0 5200 440H 0.48 23.96 0 0 0| 0 9,320 0 0 5300 391H 0.45 23.40 0 0 0| 0 17,060 0 0 5400 344 0.42 22.75 0 0 0| 0 19,825 0 0 5500 302 0.39 22.22 0 0 0| 0 7,931 0 0 5600 263H 0.36 21.74 0 0 0| 0 2,125 0 0 5700 228H 0.33 21.29 0 0 0| 0 1,750 +115 0 5800 197 0.30 20.84 0 0 0| 0 2 0 0 5900 167H 0.27 20.38 0 0 0| 0 19,252 0 0 6000 141H 0.24 19.94 0 0 0| 0 0 0 0 6100 118 0.21 19.48 0 0 0| 0 12,250 0 0 6200 81 0.16 18.75 0 0 0| 0 8,750 -375 0 6400 53 0.12 18.01 0 0 0| 0 8,885 0 0 6600 33 0.08 17.31 0 0 0| 0 8,010 0 0 6800 20 0.05 16.74 0 0 0| 0 10,540 0 0 7000 11H 0.03 16.14 0 0 0| 0 13,380 0 0 7200 CAB 0.00 12.88 0 0 0| 0 0 0 0 8000 CAB 0.00 10.10 0 0 0| 0 0 0 0 8800 Total 0 500 500| 0 243,399 -260 0 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 26.60 Underlying Price 5040 Time to expiry: 567 Days Mar 12 3404H 0.99 49.00 0 0 0| 0 0 0 0 1600 2666 0.95 43.00 0 0 0| 0 0 0 0 2400 1964H 0.89 37.00 0 0 0| 0 0 0 0 3200 1648H 0.84 35.19 0 0 0| 0 0 0 0 3600 1341H 0.78 32.73 0 0 0| 0 0 0 0 4000 1194H 0.75 31.46 0 0 0| 0 0 0 0 4200 1052 0.71 30.15 0 0 0| 0 0 0 0 4400 985 0.69 29.59 0 0 0| 0 0 0 0 4500 918 0.67 28.96 0 0 0| 0 0 0 0 4600 853H 0.65 28.37 0 0 0| 0 0 0 0 4700 792H 0.62 27.85 0 0 0| 0 0 0 0 4800 733 0.60 27.32 0 0 0| 0 0 0 0 4900 676 0.58 26.82 0 0 0| 0 0 0 0 5000 620H 0.55 26.27 0 0 0| 0 10 0 0 5100 566H 0.53 25.73 0 0 0| 0 10 0 0 5200 519H 0.50 25.36 0 0 0| 0 0 0 0 5300 471H 0.47 24.87 0 0 0| 0 0 0 0 5400 421H 0.44 24.20 0 0 0| 0 0 0 0 5500 379H 0.42 23.76 0 0 0| 0 0 0 0 5600 339 0.39 23.30 0 0 0| 0 0 0 0 5700 298H 0.36 22.70 0 0 0| 0 0 0 0 5800 263H 0.33 22.26 0 0 0| 0 0 0 0 5900 233H 0.31 21.93 0 0 0| 0 2,034 0 0 6000 202H 0.28 21.44 0 0 0| 0 0 0 0 6100 176H 0.26 21.05 0 0 0| 0 0 0 0 6200 130H 0.21 20.29 0 0 0| 0 0 0 0 6400 91H 0.16 19.42 0 0 0| 0 0 0 0 6600 64H 0.12 18.83 0 0 0| 0 0 0 0 6800 27 0.06 17.39 0 0 0| 0 0 0 0 7200 4H 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 25.73 Underlying Price 5036 Time to expiry: 658 Days Jun 12 3379 0.99 42.44 0 0 0| 0 0 0 0 1600 2681H 0.94 44.12 0 0 0| 0 0 0 0 2400 1989H 0.88 37.19 0 0 0| 0 0 0 0 3200 1656H 0.83 33.82 0 0 0| 0 0 0 0 3600 1351 0.78 31.32 0 0 0| 0 0 0 0 4000 1204 0.74 30.05 0 0 0| 0 0 0 0 4200 1062H 0.71 28.78 0 0 0| 0 0 0 0 4400 997H 0.69 28.31 0 0 0| 0 0 0 0 4500 933H 0.67 27.81 0 0 0| 0 0 0 0 4600 869 0.64 27.23 0 0 0| 0 0 0 0 4700 811H 0.62 26.85 0 0 0| 0 0 0 0 4800 756 0.60 26.48 0 0 0| 0 0 0 0 4900 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 697H 0.58 25.92 0 0 0| 0 0 0 0 5000 642 0.55 25.40 0 0 0| 0 0 0 0 5100 587 0.53 24.84 0 0 0| 0 0 0 0 5200 539H 0.50 24.47 0 0 0| 0 0 0 0 5300 488H 0.48 23.88 0 0 0| 0 0 0 0 5400 443H 0.45 23.45 0 0 0| 0 0 0 0 5500 402H 0.43 23.08 0 0 0| 0 0 0 0 5600 363H 0.40 22.70 0 0 0| 0 0 0 0 5700 324 0.37 22.22 0 0 0| 0 0 0 0 5800 258H 0.32 21.50 0 0 0| 0 0 0 0 6000 203 0.27 20.87 0 0 0| 0 0 0 0 6200 152H 0.23 20.05 0 0 0| 0 0 0 0 6400 98 0.16 19.14 0 0 0| 0 7,425 0 0 6700 83H 0.15 18.87 0 0 0| 0 0 0 0 6800 43 0.09 17.95 0 0 0| 0 0 0 0 7200 7H 0.02 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 7,425 0 0 Total Calls 0 11,600 22,382| 12,589 1,358,902 +5,515 0 | Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 19.98 Underlying Price 5207 Time to expiry: 21 Days Sep 10 CAB 0.00 38.20 0 0 0| 0 196 0 0 1800 CAB 0.00 55.17 0 0 0| 0 2,418 0 0 2000 CAB 0.00 64.52 0 0 0| 0 717 0 0 2200 CAB 0.00 68.75 0 0 0| 0 3,205 0 0 2400 CAB 0.00 69.51 0 0 0| 0 1,107 0 0 2600 CAB 0.00 67.98 0 0 0| 0 2,465 0 0 2800 CAB 0.00 64.93 0 0 0| 0 3,980 0 0 3000 CAB 0.00 60.94 0 0 0| 0 755 0 0 3200 CAB 0.00 58.72 0 0 0| 0 1,963 0 0 3300 CAB 0.00 56.41 0 0 0| 0 2,441 0 0 3400 CAB 0.00 54.03 0 0 0| 0 11,110 0 0 3500 1 H 0.00 51.62 1 S 1 S 0 0 2| 0 2,478 0 0 3600 H 0.00 49.20 0 0 0| 0 3,418 0 0 3700 H 0.00 46.79 0 0 0| 0 11,475 0 0 3800 H 0.00 45.37 0 0 0| 3 2,239 0 0 3900 1 H 0.00 39.99 1 1 0 0 300| 50 11,569 0 0 4000 2 H 0.00 38.20 2 1H 0 0 378| 420 3,293 +235 0 4100 2H 1 -0.01 35.89 2H 2 0 0 101| 90 16,985 -84 0 4200 3H 2 -0.01 35.97 4H 2H 0 0 220| 126 8,239 -55 0 4300 6 3H -0.02 34.77 6 4H 0 0 610| 1,031 14,663 +30 0 4400 3H -0.02 32.34 0 0 0| 0 237 0 0 4450 9 4H -0.03 32.04 9 8 0 0 22| 2,625 22,860 +3,000 0 4500 5H -0.04 31.05 0 0 0| 0 1,780 0 0 4550 12 7 -0.04 30.29 12H 7H 0 0 429| 150 19,817 +652 0 4600 16 9 -0.05 29.43 16 11 0 0 44| 7 8,342 0 0 4650 17 11 -0.07 28.46 20 13 0 0 224| 912 18,831 -98 0 4700 22H 13 -0.08 27.24 24 S 13H 0 0 113| 0 1,969 0 0 4750 28 16H -0.10 26.50 30 21HS 0 3,250 3,750| 5,015 24,371 +115 0 4800 34 20H -0.12 25.59 34 25H 0 0 348| 4 2,773 -3 0 4850 42 25H -0.15 24.77 47 25HS 0 500 1,011| 70 17,156 -773 0 4900 52 32H -0.19 23.99 52 32 0 0 141| 0 1,166 -20 0 4950 54 36H -0.21 23.61 61H 53 0 0 6| 10 80 0 0 4975 62H 40H -0.23 23.17 67HS 43 0 500 924| 3,303 32,042 -10,921 0 5000 45 -0.25 22.73 0 0 0| 10 10 +10 0 5025 60 50H -0.28 22.34 80H 59 0 0 246| 1 4,175 +535 0 5050 69 56H -0.31 21.93 81H 64 0 0 27| 10 23 +10 0 5075 95 64 -0.34 21.64 104 69 0 0 553| 62 17,192 -8 0 5100 107H 71 -0.37 21.19 115 S 74 0 0 379| 17 809 0 0 5125 112H 79 -0.40 20.74 115H 106 0 0 76| 123 5,849 +5 0 5150 126 88H -0.44 20.37 126 106 0 0 107| 17 1,212 +17 0 5175 140H 98H -0.48 20.02 141 101H 0 0 418| 1 21,696 -46 0 5200 148 110H -0.52 19.87 148 147 0 0 25| 30 303 +7 0 5225 141H 122H -0.56 19.48 159 141H 0 0 27| 11 2,087 -44 0 5250 164H 136 -0.60 19.13 164H 164H 0 0 10| 0 562 0 0 5275 200 150 -0.64 18.72 208 S 152H 0 0 406| 110 13,099 +71 0 5300 165H -0.68 18.40 0 0 0| 10 332 -10 0 5325 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 232H 181H -0.72 18.07 232H 232H 0 0 100| 0 2,676 0 0 5350 199 -0.76 17.72 0 0 0| 10 68 -10 0 5375 225 218 -0.80 17.44 225 225 0 0 2| 0 9,432 -1,215 0 5400 237H -0.83 17.10 0 0 0| 0 52 0 0 5425 258 -0.86 16.89 0 0 0| 1 426 0 0 5450 279H -0.89 16.57 0 0 0| 0 10 0 0 5475 301H -0.91 16.38 0 0 0| 0 10,246 0 0 5500 348 -0.94 16.46 0 0 0| 0 39 0 0 5550 396 -0.96 16.39 0 0 0| 0 4,403 0 0 5600 445 -0.97 16.83 0 0 0| 0 8 0 0 5650 494 -0.99 16.57 0 0 0| 0 2,557 -1 0 5700 543H -0.99 16.42 0 0 0| 0 66 0 0 5750 593 -1.00 14.94 0 0 0| 0 6,412 0 0 5800 643 -1.00 14.67 0 0 0| 0 0 0 0 5850 692H -1.00 14.43 0 0 0| 0 62 0 0 5900 742H -1.00 14.21 0 0 0| 0 1 0 0 5950 792H -1.00 14.03 0 0 0| 0 965 0 0 6000 842H -1.00 13.86 0 0 0| 0 0 0 0 6050 892H -1.00 13.73 0 0 0| 0 3 0 0 6100 942H -1.00 13.62 0 0 0| 0 0 0 0 6150 992H -1.00 13.53 0 0 0| 0 0 0 0 6200 1092H -1.00 13.44 0 0 0| 0 0 0 0 6300 1192H -1.00 13.45 0 0 0| 0 75 0 0 6400 1392H -1.00 13.78 0 0 0| 0 9 0 0 6600 1592H -1.00 14.49 0 0 0| 0 96 0 0 6800 1792H -1.00 15.59 0 0 0| 0 0 0 0 7000 1992 -1.00 17.05 0 0 0| 0 0 0 0 7200 2454H 2392 -1.00 21.04 2454HS 2454HS 0 0 2| 0 1 0 0 7600 2792 -1.00 26.60 0 0 0| 0 21 0 0 8000 Total 0 4,250 11,001| 14,229 361,117 -8,601 0 Indicative a-t-m Vol 21.86 Underlying Price 5204 Time to expiry: 49 Days Oct 10 3H 2 -0.01 42.44 3H 3H 0 0 230| 0 2,259 -60 0 3600 5H 4 -0.01 40.37 5H HS 0 0 400| 14 4,888 -5 0 3800 10H 7H -0.03 37.78 10H 9H 0 0 66| 270 4,054 +258 0 4000 13H 12H -0.04 35.11 16H 13 0 0 32| 65 4,100 +60 0 4200 20H 16 -0.06 33.62 20H 20H 0 0 10| 0 1,619 -5 0 4300 23H 20 -0.07 32.08 24 S 20H 0 0 409| 246 2,186 -5 0 4400 23H -0.08 31.55 0 0 0| 50 306 +50 0 4450 37H 27 -0.09 30.95 37HS 29 0 0 22| 125 788 +87 0 4500 30H -0.10 30.21 0 0 0| 0 125 0 0 4550 45H 35 -0.12 29.61 46 37 0 0 45| 0 944 -10 0 4600 53 40 -0.13 28.97 53 53 0 0 30| 0 490 0 0 4650 54H 45 -0.15 28.24 54H 54H 0 0 1| 3 6,922 +2 0 4700 68H 51H -0.17 27.61 68H 57H 0 0 45| 0 1,642 0 0 4750 77 59H -0.20 27.05 77H 62HS 0 2,000 2,156| 0 4,301 0 0 4800 67H -0.22 26.35 0 0 0| 0 195 0 0 4850 101H 77 -0.25 25.76 101HS 81HS 0 0 791| 243 3,843 +156 0 4900 105H 87H -0.28 25.11 107 90 S 0 0 461| 15 470 +15 0 4950 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 126 99H -0.31 24.45 126 106 S 0 0 462| 1 1,036 0 0 5000 113H -0.35 23.84 0 0 0| 0 218 0 0 5050 121H -0.37 23.55 0 0 0| 11 47 0 0 5075 165 129H -0.39 23.23 165 S 137 S 0 0 113| 4 2,870 +1 0 5100 138 -0.41 22.91 0 0 0| 0 20 0 0 5125 179 147 -0.43 22.59 179 149HS 0 0 41| 0 729 0 0 5150 156 -0.46 22.20 0 0 0| 0 0 0 0 5175 186H 166 -0.48 21.90 186HS 186HS 0 0 20| 0 1,353 0 0 5200 177 -0.50 21.66 0 0 0| 0 0 0 0 5225 188 -0.53 21.30 0 0 0| 0 381 0 0 5250 200 -0.55 20.99 0 0 0| 0 11 0 0 5275 212H -0.58 20.67 0 0 0| 0 129 0 0 5300 239H -0.63 20.06 0 0 0| 0 306 0 0 5350 270 -0.68 19.49 0 0 0| 1 493 -1 0 5400 302H -0.73 18.89 0 0 0| 0 109 0 0 5450 338 -0.78 18.30 0 0 0| 0 357 0 0 5500 376H -0.83 17.78 0 0 0| 0 8 0 0 5550 417 -0.87 17.30 0 0 0| 0 96 0 0 5600 460H -0.90 16.87 0 0 0| 0 8 0 0 5650 506 -0.92 16.74 0 0 0| 0 4 0 0 5700 552 -0.95 16.21 0 0 0| 0 0 0 0 5750 600 -0.96 16.32 0 0 0| 0 26 0 0 5800 696H -0.99 14.85 0 0 0| 0 0 0 0 5900 795H -1.00 14.06 0 0 0| 0 0 0 0 6000 995 -1.00 12.63 0 0 0| 0 0 0 0 6200 1195 -1.00 11.43 0 0 0| 0 0 0 0 6400 1594H -1.00 9.71 0 0 0| 0 0 0 0 6800 Total 0 2,000 5,334| 1,048 47,333 +543 0 Indicative a-t-m Vol 23.00 Underlying Price 5184 Time to expiry: 84 Days Nov 10 29 22 -0.06 35.55 29 26 S 0 0 22| 0 1,888 -2 0 4000 37 35H -0.09 33.91 44H 34HS 0 0 408| 0 772 -4 0 4200 65H 53H -0.13 31.83 65HS 57HS 0 0 15| 10 343 +4 0 4400 78H 64H -0.15 30.65 78H 78H 0 0 1| 1 115 -2 0 4500 78 -0.18 29.53 0 0 0| 0 264 0 0 4600 94 -0.22 28.42 0 0 0| 0 1,760 +1,000 0 4700 103H -0.24 27.86 0 0 0| 0 0 0 0 4750 113 -0.26 27.25 0 0 0| 2 88 +2 0 4800 124H -0.28 26.74 0 0 0| 0 158 0 0 4850 136H -0.31 26.17 0 0 0| 0 221 -84 0 4900 149H -0.33 25.59 0 0 0| 0 905 0 0 4950 164 -0.36 25.06 0 0 0| 0 432 0 0 5000 179H -0.39 24.48 0 0 0| 20 80 +20 0 5050 203H 196H -0.42 23.91 203H 203H 0 0 1| 0 863 0 0 5100 249H 215 -0.45 23.31 250 S 222 0 0 103| 20 146 0 0 5150 236 -0.49 22.85 0 0 0| 0 273 0 0 5200 258 -0.53 22.29 0 0 0| 0 186 0 0 5250 303 281 -0.56 21.70 303 303 0 0 10| 0 225 0 0 5300 307 -0.60 21.16 0 0 0| 0 76 0 0 5350 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 334H -0.64 20.61 0 0 0| 0 178 0 0 5400 364H -0.68 20.05 0 0 0| 0 11 0 0 5450 396H -0.72 19.57 0 0 0| 0 0 0 0 5500 431 -0.76 19.09 0 0 0| 0 0 0 0 5550 468 -0.79 18.65 0 0 0| 0 0 0 0 5600 506 -0.83 18.14 0 0 0| 0 0 0 0 5650 547 -0.86 17.79 0 0 0| 0 0 0 0 5700 589 -0.88 17.38 0 0 0| 0 0 0 0 5750 633H -0.91 17.17 0 0 0| 0 0 0 0 5800 723H -0.95 16.17 0 0 0| 0 0 0 0 5900 818H -0.97 15.44 0 0 0| 0 0 0 0 6000 1015 -1.00 14.15 0 0 0| 0 0 0 0 6200 1214 -1.00 13.11 0 0 0| 0 0 0 0 6400 1613H -1.00 11.83 0 0 0| 0 0 0 0 6800 Total 0 0 560| 53 8,984 +934 0 Indicative a-t-m Vol 23.69 Underlying Price 5184H Time to expiry: 112 Days Dec 10 CAB 0.00 54.30 0 0 0| 0 1,245 0 0 1800 H 0.00 55.26 0 0 0| 0 21,019 0 0 2000 1H 1 0.00 55.07 1H 1H 0 0 20| 0 8,224 0 0 2200 2H 1H 0.00 54.03 2H 2H 0 0 200| 0 10,559 0 0 2400 3 -0.01 52.42 0 0 0| 0 12,046 0 0 2600 5 -0.01 50.45 0 0 0| 0 9,250 0 0 2800 7H -0.01 47.73 0 0 0| 0 78,723 0 0 3000 11 -0.02 45.40 0 0 0| 1 22,951 +1 0 3200 14 -0.03 44.71 0 0 0| 10 7,368 0 0 3300 16H -0.03 43.57 0 0 0| 10 11,274 -10 0 3400 22 19H -0.04 42.25 22 18HS 0 0 50| 0 26,811 0 0 3500 27 23 -0.04 41.06 27 27 0 0 20| 10 27,231 0 0 3600 27H -0.05 40.03 0 0 250| 0 25,988 0 0 3700 32 -0.06 38.79 0 0 0| 0 27,255 0 0 3800 36H -0.07 37.44 0 0 0| 0 11,021 0 0 3900 51 43 -0.08 36.26 51 49 0 0 20| 0 44,873 0 0 4000 58 50 -0.10 35.08 58 S 58 S 0 0 4| 0 19,762 0 0 4100 67H 58H -0.11 34.00 72 67HS 0 0 14| 0 26,820 0 0 4200 80 69 -0.13 32.93 80 S 77 0 0 9| 500 28,396 +189 0 4300 95 81 -0.16 31.89 95 88H 0 0 41| 2 26,839 +2 0 4400 105H 95 -0.18 30.85 105H 101H 0 0 92| 40 26,168 +35 0 4500 134H 111 -0.21 29.81 134HS 121H 0 0 265| 2,000 31,969 +689 0 4600 142 130 -0.24 28.76 142 142 0 0 351| 4 31,055 +500 0 4700 140 -0.26 28.21 0 0 0| 10 10 +10 0 4750 151H -0.28 27.68 0 0 0| 3 24,022 +3 0 4800 163H -0.30 27.15 0 0 0| 0 0 0 0 4850 176H -0.32 26.64 0 0 350| 500 31,627 +375 0 4900 190H -0.35 26.12 0 0 0| 0 292 0 0 4950 215H 206 -0.37 25.63 225 208 0 0 1,064| 36 42,074 +1 0 5000 222 -0.40 25.07 0 0 0| 90 90 +70 0 5050 269H 239H -0.43 24.58 269H 261H 0 0 11| 0 23,552 0 0 5100 257H -0.45 23.99 0 0 0| 5 9,505 +5 0 5150 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 278H -0.48 23.55 0 0 0| 1 33,160 +1 0 5200 299H -0.51 22.98 0 0 0| 0 100 0 0 5250 323 -0.54 22.54 0 0 0| 0 31,668 0 0 5300 347H -0.58 21.99 0 0 0| 0 0 0 0 5350 374 -0.61 21.54 0 0 0| 0 14,147 0 0 5400 402H -0.64 21.07 0 0 0| 0 10 0 0 5450 432 -0.68 20.56 0 0 0| 0 18,980 0 0 5500 463H -0.71 20.05 0 0 0| 0 4,500 0 0 5550 498 -0.74 19.67 0 0 0| 0 10,600 0 0 5600 571 -0.80 18.84 0 0 0| 0 9,155 0 0 5700 651 -0.86 18.15 0 0 0| 0 3,585 0 0 5800 736H -0.90 17.45 0 0 0| 0 26 0 0 5900 827H -0.93 16.96 0 0 0| 0 1,134 0 0 6000 921 -0.96 16.35 0 0 0| 0 11 0 0 6100 1016H -0.98 15.42 0 0 0| 0 510 0 0 6200 1213 -1.00 14.06 0 0 0| 0 4 0 0 6400 1412H -1.00 12.78 0 0 0| 0 2 0 0 6600 1612 -1.00 11.58 0 0 0| 0 10 0 0 6800 1811H -1.00 10.46 0 0 0| 0 3,525 0 0 7000 2011 -1.00 9.42 0 0 0| 0 0 0 0 7200 2410 -1.00 7.56 0 0 0| 0 0 0 0 7600 2809 -1.00 6.30 0 0 0| 0 10 0 0 8000 Total 0 0 2,761| 3,222 799,156 +1,871 0 Indicative a-t-m Vol 24.33 Underlying Price 5142H Time to expiry: 203 Days Mar 11 3H 0.00 58.13 0 0 0| 0 968 0 0 1800 6 -0.01 56.91 0 0 0| 0 202 0 0 2000 10 -0.01 55.35 0 0 0| 0 315 0 0 2200 14H -0.02 53.30 0 0 0| 15 2,555 0 0 2400 19 -0.02 50.41 0 0 0| 0 825 0 0 2600 25 -0.03 47.98 0 0 0| 15 747 0 0 2800 31H -0.04 45.50 0 0 0| 0 8,426 0 0 3000 41H -0.05 43.45 0 0 0| 0 689 0 0 3200 45H -0.06 42.02 0 0 0| 0 776 0 0 3300 49H -0.06 40.55 0 0 0| 0 668 0 0 3400 58 -0.07 39.84 0 0 0| 0 12,728 0 0 3500 64H -0.08 38.67 0 0 0| 0 7,774 0 0 3600 71H -0.09 37.52 0 0 0| 0 2,166 0 0 3700 79H -0.11 36.38 0 0 0| 0 7,919 0 0 3800 89 -0.12 35.30 0 0 0| 0 991 0 0 3900 104 101H -0.13 34.50 104 S 102 0 0 5| 0 10,743 0 0 4000 114H -0.15 33.60 0 0 0| 0 887 0 0 4100 128 -0.17 32.60 0 0 0| 10 1,495 0 0 4200 145 -0.19 31.80 0 0 0| 10 5,475 +1,818 0 4300 177H 162H -0.21 30.88 177H 177H 0 0 10| 0 5,874 0 0 4400 182 -0.24 29.98 0 0 0| 0 13,016 0 0 4500 202H -0.27 29.02 0 0 0| 0 3,455 0 0 4600 227H -0.30 28.17 0 0 0| 0 7,854 0 0 4700 261 254H -0.33 27.30 261 S 261 S 0 0 2| 0 9,502 0 0 4800 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 284 -0.37 26.41 0 0 0| 0 11,434 0 0 4900 317 -0.40 25.53 0 0 0| 0 18,061 +750 0 5000 354 -0.45 24.68 0 500 500| 0 19,747 0 0 5100 395H -0.49 23.86 0 0 0| 0 10,131 0 0 5200 440 -0.54 23.00 0 0 0| 0 3,439 0 0 5300 490 -0.58 22.19 0 0 0| 0 1,916 0 0 5400 545H -0.63 21.42 0 0 0| 0 16,819 0 0 5500 606 -0.68 20.67 0 0 0| 0 2,974 0 0 5600 672 -0.73 19.98 0 0 0| 0 666 0 0 5700 744H -0.78 19.39 0 0 0| 0 41 0 0 5800 821 -0.82 18.78 0 0 0| 0 0 0 0 5900 906H -0.85 18.64 0 0 0| 0 8,000 0 0 6000 992 -0.88 18.22 0 0 0| 0 0 0 0 6100 1077 -0.92 17.30 0 0 0| 0 36 0 0 6200 1266 -0.95 17.36 0 0 0| 0 11 0 0 6400 1457H -0.97 16.64 0 0 0| 0 10 0 0 6600 1653 -0.99 16.00 0 0 0| 0 10 0 0 6800 1850H -1.00 15.45 0 0 0| 0 40 0 0 7000 2049 -1.00 14.98 0 0 0| 0 0 0 0 7200 2447 -1.00 14.27 0 0 0| 0 0 0 0 7600 2845H -1.00 13.85 0 0 0| 0 2 0 0 8000 3642 -1.00 14.50 0 0 0| 0 0 0 0 8800 Total 0 500 517| 50 199,387 +2,568 0 Indicative a-t-m Vol 24.73 Underlying Price 5099 Time to expiry: 294 Days Jun 11 15 -0.02 44.10 0 0 0| 0 2,591 0 0 2400 25H -0.03 44.00 0 0 0| 0 250 0 0 2600 42H -0.04 44.23 0 0 0| 0 129 0 0 2800 47H -0.05 40.95 0 0 0| 0 5,211 0 0 3000 69 -0.07 40.57 0 0 0| 0 2,252 0 0 3200 86H 87H -0.09 38.90 86H 86H 0 0 12| 0 4,923 0 0 3400 107H 108 -0.11 37.13 107H 107H 0 0 37| 0 2,771 0 0 3600 132 -0.14 35.32 0 0 0| 0 1,842 0 0 3800 140H -0.15 33.94 0 0 0| 0 978 0 0 3900 164H 156 -0.17 33.20 164H 164H 0 0 10| 0 6,287 0 0 4000 173 -0.19 32.42 0 0 0| 0 291 0 0 4100 191 -0.20 31.61 0 0 0| 2 2,144 +2 0 4200 211H -0.23 30.85 0 0 0| 0 2,229 0 0 4300 232H -0.25 30.03 0 0 0| 0 105 0 0 4400 277H 256H -0.27 29.26 277H 276H 0 0 75| 0 2,101 0 0 4500 281H -0.30 28.46 0 500 500| 0 3,616 0 0 4600 309H -0.33 27.69 0 0 0| 0 2,118 0 0 4700 340 -0.36 26.95 0 0 0| 0 2,428 0 0 4800 373H -0.39 26.20 0 0 0| 0 6,843 0 0 4900 432 409H -0.42 25.44 432 432 0 0 1| 0 6,268 0 0 5000 449 -0.46 24.72 0 0 0| 100 6,979 +100 0 5100 491H -0.49 23.99 0 0 200| 0 6,019 0 0 5200 538 -0.53 23.29 0 0 0| 0 2,311 0 0 5300 605H 588 -0.57 22.60 617 602 0 0 53| 0 1,342 0 0 5400 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 642H -0.61 21.92 0 0 0| 0 106 0 0 5500 701H -0.65 21.27 0 0 0| 0 2,022 0 0 5600 764 -0.69 20.63 0 0 0| 0 1 0 0 5700 832 -0.73 20.05 0 0 0| 0 0 0 0 5800 904 -0.77 19.49 0 0 0| 0 0 0 0 5900 980H -0.81 19.00 0 0 0| 0 0 0 0 6000 1060 -0.84 18.44 0 0 0| 0 0 0 0 6100 1143H -0.87 17.97 0 0 0| 0 1 0 0 6200 1319H -0.92 17.07 0 0 0| 0 4 0 0 6400 1505 -0.95 16.31 0 0 0| 0 0 0 0 6600 1696H -0.98 15.60 0 0 0| 0 0 0 0 6800 1892 -0.99 15.43 0 0 0| 0 0 0 0 7000 2089 -0.99 14.98 0 0 0| 0 0 0 0 7200 2882H -1.00 14.02 0 0 0| 0 2 0 0 8000 3677H -1.00 14.60 0 0 0| 0 0 0 0 8800 Total 0 500 888| 102 74,164 +102 0 Indicative a-t-m Vol 25.21 Underlying Price 5076 Time to expiry: 385 Days Sep 11 3 0.00 45.35 0 0 0| 0 0 0 0 1600 37 -0.03 45.50 0 0 0| 0 100 0 0 2400 94 -0.09 38.50 0 0 0| 0 853 0 0 3200 116H -0.11 37.00 0 0 0| 0 0 0 0 3400 140H -0.13 35.30 0 0 0| 0 0 0 0 3600 169 -0.16 33.70 0 0 0| 0 0 0 0 3800 200 -0.19 32.00 0 0 0| 0 0 0 0 4000 236 -0.22 30.29 0 0 0| 0 0 0 0 4200 283H -0.26 28.99 0 0 0| 0 0 0 0 4400 310H -0.29 28.34 0 0 0| 0 1 0 0 4500 341 -0.31 27.81 0 0 0| 0 0 0 0 4600 374 -0.34 27.27 0 0 0| 0 1 0 0 4700 409 -0.37 26.73 0 0 0| 0 0 0 0 4800 447 -0.40 26.19 0 0 0| 0 0 0 0 4900 486H -0.43 25.61 0 0 0| 0 0 0 0 5000 529H -0.46 25.08 0 0 0| 0 0 0 0 5100 574H -0.49 24.51 0 0 0| 0 0 0 0 5200 622 -0.52 23.92 0 0 0| 0 0 0 0 5300 673 -0.55 23.34 0 0 0| 0 0 0 0 5400 727 -0.59 22.77 0 0 0| 0 0 0 0 5500 785 -0.62 22.24 0 0 0| 0 35 0 0 5600 846H -0.66 21.73 0 0 0| 0 2 0 0 5700 911 -0.69 21.18 0 0 0| 0 0 0 0 5800 976H -0.73 20.54 0 0 0| 0 0 0 0 5900 1047 -0.76 19.97 0 0 0| 0 0 0 0 6000 1121 -0.79 19.41 0 0 0| 0 0 0 0 6100 1200 -0.82 18.96 0 0 0| 0 0 0 0 6200 1367 -0.87 18.18 0 0 0| 0 0 0 0 6400 1543 -0.92 17.39 0 0 0| 0 0 0 0 6600 1726H -0.95 16.61 0 0 0| 0 0 0 0 6800 1916H -0.97 15.99 0 0 0| 0 0 0 0 7000 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 2110H -0.98 15.66 0 0 0| 0 0 0 0 7200 2899 -1.00 14.75 0 0 0| 0 0 0 0 8000 3692 -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 25.43 Underlying Price 5046H Time to expiry: 476 Days Dec 11 13 -0.01 50.07 0 0 0| 0 500 0 0 1600 59H -0.05 45.41 0 0 0| 0 3,870 0 0 2400 131 -0.10 38.18 0 0 0| 0 5,780 0 0 3200 156 -0.12 36.58 0 0 0| 0 7,102 0 0 3400 186 -0.15 35.09 0 0 0| 0 15,825 0 0 3600 220H -0.18 33.64 0 0 0| 0 10,825 0 0 3800 260H -0.21 32.26 0 0 0| 0 18,311 0 0 4000 306 -0.24 30.92 0 0 0| 0 14,095 0 0 4200 358 -0.28 29.61 0 0 0| 0 16,870 0 0 4400 385H -0.30 28.92 0 0 0| 0 3,825 0 0 4500 416 -0.33 28.27 0 0 0| 0 4,180 0 0 4600 446H -0.35 27.55 0 0 0| 0 3,826 0 0 4700 479H -0.38 26.85 0 0 0| 0 8,850 0 0 4800 517H -0.40 26.30 0 0 0| 0 3,930 0 0 4900 556H -0.43 25.68 0 0 0| 150 16,785 +150 0 5000 599H -0.46 25.14 0 500 500| 0 3,640 0 0 5100 643H -0.49 24.54 0 0 0| 0 9,295 0 0 5200 691 -0.52 23.96 0 0 0| 0 5,880 0 0 5300 741 -0.55 23.40 0 0 0| 0 5,505 0 0 5400 792 -0.58 22.75 0 0 0| 0 7,900 0 0 5500 848H -0.61 22.22 0 0 0| 0 8,276 0 0 5600 909 -0.64 21.74 0 0 0| 0 1,625 0 0 5700 973 -0.67 21.29 0 0 0| 0 129 0 0 5800 1040 -0.70 20.84 0 0 0| 0 0 0 0 5900 1109H -0.73 20.38 0 0 0| 0 1,020 0 0 6000 1182 -0.76 19.94 0 0 0| 0 0 0 0 6100 1257H -0.79 19.48 0 0 0| 0 1 0 0 6200 1418 -0.84 18.75 0 0 0| 0 0 0 0 6400 1587H -0.88 18.01 0 0 0| 0 0 0 0 6600 1765 -0.92 17.31 0 0 0| 0 0 0 0 6800 1950 -0.95 16.74 0 0 0| 0 0 0 0 7000 2139 -0.97 16.14 0 0 0| 0 0 0 0 7200 2918 -1.00 12.88 0 0 0| 0 10 0 0 8000 3708 -1.00 10.10 0 0 0| 0 0 0 0 8800 Total 0 500 500| 150 177,855 +150 0 Indicative a-t-m Vol 26.60 Underlying Price 5040 Time to expiry: 567 Days Mar 12 19H -0.01 49.00 0 0 0| 0 0 0 0 1600 68 -0.05 43.00 0 0 0| 0 0 0 0 2400 154 -0.11 37.00 0 0 0| 0 0 0 0 3200 231H -0.16 35.19 0 0 0| 0 1,750 0 0 3600 318 -0.22 32.73 0 0 0| 0 0 0 0 4000 367H -0.25 31.46 0 0 0| 0 0 0 0 4200 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 422 -0.29 30.15 0 0 0| 0 0 0 0 4400 453H -0.31 29.59 0 0 0| 0 0 0 0 4500 485 -0.33 28.96 0 0 0| 0 0 0 0 4600 519 -0.35 28.37 0 0 0| 0 0 0 0 4700 556 -0.38 27.85 0 0 0| 0 0 0 0 4800 595 -0.40 27.32 0 0 0| 0 0 0 0 4900 636H -0.42 26.82 0 0 0| 0 0 0 0 5000 679H -0.45 26.27 0 0 0| 0 10 0 0 5100 724 -0.47 25.73 0 0 0| 0 10 0 0 5200 775H -0.50 25.36 0 0 0| 0 0 0 0 5300 826 -0.53 24.87 0 0 0| 0 0 0 0 5400 874 -0.56 24.20 0 0 0| 0 0 0 0 5500 930H -0.58 23.76 0 0 0| 0 1 0 0 5600 988H -0.61 23.30 0 0 0| 0 0 0 0 5700 1046 -0.64 22.70 0 0 0| 0 0 0 0 5800 1110 -0.67 22.26 0 0 0| 0 0 0 0 5900 1178H -0.69 21.93 0 0 0| 0 0 0 0 6000 1246 -0.72 21.44 0 0 0| 0 0 0 0 6100 1318 -0.74 21.05 0 0 0| 0 0 0 0 6200 1468H -0.79 20.29 0 0 0| 0 0 0 0 6400 1626H -0.84 19.42 0 0 0| 0 0 0 0 6600 1796H -0.88 18.83 0 0 0| 0 0 0 0 6800 2152H -0.94 17.39 0 0 0| 0 0 0 0 7200 2917 -0.99 15.99 0 0 0| 0 0 0 0 8000 3701H -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 25.73 Underlying Price 5036 Time to expiry: 658 Days Jun 12 12H -0.01 42.44 0 0 0| 0 0 0 0 1600 99 -0.06 44.12 0 0 0| 0 750 0 0 2400 191 -0.12 37.19 0 0 0| 0 0 0 0 3200 250 -0.17 33.82 0 0 0| 0 0 0 0 3600 336 -0.22 31.32 0 0 0| 0 7,925 0 0 4000 385 -0.26 30.05 0 0 0| 0 0 0 0 4200 439 -0.29 28.78 0 0 0| 0 0 0 0 4400 472 -0.31 28.31 0 0 0| 0 0 0 0 4500 506 -0.33 27.81 0 0 0| 0 0 0 0 4600 540 -0.36 27.23 0 0 0| 0 0 0 0 4700 580 -0.38 26.85 0 0 0| 0 7,425 0 0 4800 622H -0.40 26.48 0 0 0| 0 0 0 0 4900 662 -0.42 25.92 0 0 0| 0 0 0 0 5000 704H -0.45 25.40 0 0 0| 0 250 0 0 5100 748 -0.47 24.84 0 0 0| 0 1,000 0 0 5200 798H -0.50 24.47 0 0 0| 0 0 0 0 5300 845 -0.52 23.88 0 0 0| 0 0 0 0 5400 898 -0.55 23.45 0 0 0| 0 0 0 0 5500 955 -0.57 23.08 0 0 0| 0 0 0 0 5600 1014 -0.60 22.70 0 0 0| 0 0 0 0 5700 1072H -0.63 22.22 0 0 0| 0 5 0 0 5800 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 1203 -0.68 21.50 0 0 0| 0 0 0 0 6000 1343H -0.73 20.87 0 0 0| 0 0 0 0 6200 1489 -0.77 20.05 0 0 0| 0 0 0 0 6400 1728 -0.84 19.14 0 0 0| 0 0 0 0 6700 1812 -0.85 18.87 0 0 0| 0 0 0 0 6800 2163 -0.91 17.95 0 0 0| 0 0 0 0 7200 2911H -0.98 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 17,355 0 0 Total Puts 0 7,750 21,561| 18,854 1,688,114 -2,433 0 Grand Total 0 19,350 43,943| 4,211,443 7,227,016 +3,082 0 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 25 Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -180 0 5303 TotalN/A N/A N/A | N/A N/A -180 0 Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED 26 Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | 0 180 0 0 5211 TotalN/A N/A N/A | 0 180 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 21 Days 17 Sep 10 2192 1.00 64.91 0 0 0| 0 1,408 0 0 3001 217 0.74 22.76 0 0 0| 0 227 0 0 5023 56 0.36 18.94 0 0 0| 0 227 0 0 5287 13 0.12 16.92 0 0 0| 0 208 0 0 5446 1 0.01 16.70 0 0 0| 0 25 0 0 5676 H 0.01 16.55 0 0 0| 0 208 0 0 5710 H 0.01 16.48 0 0 0| 0 1,200 0 0 5732 CAB 0.00 14.32 0 0 0| 0 3,000 0 0 5925 CAB 0.00 14.09 0 0 0| 0 452 0 0 5984 CAB 0.00 13.94 0 0 0| 0 1,000 0 0 6025 CAB 0.00 13.44 0 0 0| 0 5,500 0 0 6325 CAB 0.00 13.61 0 0 0| 0 2,000 0 0 6500 CAB 0.00 26.60 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 5201H Time to expiry: 49 Days 15 Oct 10 354 0.73 25.50 0 0 0| 0 140 0 0 4920 CAB 0.00 10.05 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 5201H Time to expiry: 53 Days 19 Oct 10 3 0.03 15.82 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 5201H Time to expiry: 68 Days 3 Nov 10 2153H 0.99 38.70 0 0 0| 0 155 0 0 3025 CAB 0.00 10.86 0 0 0| 0 155 0 0 7025 Total 0 0 0| 0 310 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 112 Days 17 Dec 10 1378 0.93 38.45 0 0 0| 0 775 0 0 3825 1283 0.92 37.15 0 0 0| 0 1,125 0 0 3925 1190 0.91 35.97 0 0 0| 0 625 0 0 4025 1098 0.89 34.81 0 0 0| 0 240 0 0 4125 1006H 0.88 33.73 0 0 0| 0 1,000 0 0 4225 918H 0.85 32.67 0 0 0| 0 10,500 0 0 4325 830H 0.83 31.63 0 0 0| 0 625 0 0 4425 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 746H 0.80 30.59 0 0 0| 0 8,750 0 0 4525 N/A 0.00 0 0 0| 0 0 0 0 4750 506H 0.70 27.42 0 0 0| 0 1,500 0 0 4825 434 0.65 26.38 0 0 0| 0 8,000 0 0 4925 364 0.61 25.35 0 0 0| 0 7,050 0 0 5025 322H 0.57 24.68 0 0 0| 0 115 0 0 5090 300H 0.55 24.29 0 0 0| 0 1,000 0 0 5125 241 0.49 23.27 0 0 0| 0 4,525 0 0 5225 190 0.43 22.30 0 0 0| 0 500 0 0 5322 188H 0.43 22.27 0 0 0| 0 4,125 0 0 5325 165 0.40 21.76 0 0 0| 0 1,125 0 0 5375 146H 0.37 21.37 0 0 0| 0 1,000 0 0 5418 143H 0.36 21.30 0 0 0| 0 8,225 0 0 5425 128H 0.34 20.97 0 0 0| 0 500 0 0 5460 121H 0.33 20.82 0 0 0| 0 1,000 0 0 5475 108H 0.31 20.44 0 0 0| 0 750 0 0 5512 104 0.30 20.31 0 0 0| 0 10,875 0 0 5525 98H 0.29 20.15 0 0 0| 0 500 0 0 5540 97 0.28 20.11 0 0 0| 0 22 0 0 5544 94 0.28 20.03 0 0 0| 0 1,000 0 0 5553 80H 0.25 19.71 0 0 0| 0 1,000 0 0 5595 75 0.24 19.54 0 0 0| 0 2,500 0 0 5616 72H 0.23 19.46 0 0 0| 0 5,250 0 0 5625 69 0.22 19.34 0 0 0| 0 750 0 0 5640 60H 0.20 19.06 0 0 0| 0 1,250 0 0 5673 59 0.20 19.02 0 0 0| 0 500 0 0 5678 48H 0.17 18.67 0 0 0| 0 11,935 0 0 5725 44H 0.16 18.52 0 0 0| 0 500 0 0 5746 44 0.16 18.51 0 0 0| 0 250 0 0 5748 44 0.16 18.49 0 0 0| 0 1,000 0 0 5750 35 0.14 18.16 0 0 0| 0 500 0 0 5799 34H 0.14 18.14 0 0 0| 0 500 0 0 5802 34 0.14 18.13 0 0 0| 0 2,250 0 0 5803 33H 0.13 18.09 0 0 0| 0 366 0 0 5808 33 0.13 18.08 0 0 0| 0 100 0 0 5810 30H 0.12 17.98 0 0 0| 0 12,075 0 0 5825 26 0.11 17.72 0 0 0| 0 500 0 0 5862 25H 0.11 17.68 0 0 0| 0 500 0 0 5867 20 0.09 17.41 0 0 0| 0 2,800 0 0 5909 19 0.09 17.35 0 0 0| 0 250 0 0 5922 18H 0.08 17.33 0 0 0| 0 4,875 0 0 5925 13H 0.07 17.02 0 0 0| 0 250 0 0 5989 13H 0.06 17.01 0 0 0| 0 100 0 0 5990 11 0.06 16.84 0 0 0| 0 500 0 0 6020 11 0.05 16.81 0 0 0| 0 8,798 0 0 6025 10H 0.05 16.80 0 0 0| 0 250 0 0 6027 10H 0.05 16.78 0 0 0| 0 150 0 0 6030 9H 0.05 16.66 0 0 0| 0 150 0 0 6050 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 9 0.05 16.63 0 0 0| 0 250 0 0 6055 8H 0.05 16.57 0 0 0| 0 100 0 0 6065 8 0.04 16.51 0 0 0| 0 3,500 0 0 6075 5H 0.03 16.12 0 0 0| 0 9,950 0 0 6125 5H 0.03 16.09 0 0 0| 0 1,250 0 0 6128 4H 0.03 15.89 0 0 0| 0 0 0 0 6150 3H 0.02 15.65 0 0 0| 0 2,500 0 0 6175 3 0.02 15.56 0 0 0| 0 1,000 0 0 6185 2H 0.02 15.25 0 0 0| 0 11,400 0 0 6225 1 0.01 14.57 0 0 0| 0 4,250 0 0 6325 H 0.01 14.37 0 0 0| 0 250 0 0 6354 H 0.00 14.29 0 0 0| 0 1,000 0 0 6365 H 0.00 14.12 0 0 0| 0 1,000 0 0 6390 H 0.00 14.12 0 0 0| 0 500 0 0 6391 H 0.00 13.90 0 0 0| 0 12,300 0 0 6425 H 0.00 13.81 0 0 0| 0 1,000 0 0 6439 CAB 0.00 13.70 0 0 0| 0 500 0 0 6455 CAB 0.00 13.56 0 0 0| 0 500 0 0 6478 CAB 0.00 13.45 0 0 0| 0 1,000 0 0 6495 CAB 0.00 13.42 0 0 0| 0 1,750 0 0 6500 CAB 0.00 13.37 0 0 0| 0 500 0 0 6507 CAB 0.00 13.26 0 0 0| 0 16,375 0 0 6525 CAB 0.00 12.89 0 0 0| 0 1,000 0 0 6583 CAB 0.00 12.87 0 0 0| 0 1,000 0 0 6585 CAB 0.00 12.63 0 0 0| 0 12,725 0 0 6625 CAB 0.00 12.03 0 0 0| 0 3,000 0 0 6725 CAB 0.00 11.44 0 0 0| 0 5,150 0 0 6825 CAB 0.00 10.33 0 0 0| 0 8,475 0 0 7025 CAB 0.00 10.20 0 0 0| 0 250 0 0 7050 CAB 0.00 9.81 0 0 0| 0 3,750 0 0 7125 CAB 0.00 9.31 0 0 0| 0 13,750 0 0 7225 CAB 0.00 8.84 0 0 0| 0 2,000 0 0 7325 CAB 0.00 8.38 0 0 0| 0 500 0 0 7425 CAB 0.00 7.91 0 0 0| 0 2,350 0 0 7525 CAB 0.00 6.30 0 0 0| 0 6,875 0 0 8025 CAB 0.00 6.30 0 0 0| 0 5,000 0 0 8525 CAB 0.00 6.30 0 0 0| 0 3,000 0 0 8625 CAB 0.00 6.30 0 0 0| 0 250 0 0 9025 CAB 0.00 6.30 0 0 0| 0 15,000 0 0 9625 CAB 0.00 6.30 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 5201H Time to expiry: 203 Days 18 Mar 11 498H 0.61 26.16 0 0 0| 0 15 0 0 4928 311 0.48 23.55 0 0 0| 0 398 0 0 5236 129H 0.28 20.32 0 0 0| 0 200 0 0 5650 78 0.20 19.16 0 0 0| 0 560 0 0 5837 23 0.08 17.35 0 0 0| 0 2,200 0 0 6194 Total 0 0 0| 0 3,373 0 0 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 5201H Time to expiry: 231 Days 15 Apr 11 1189H 0.83 33.67 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 5201H Time to expiry: 235 Days 19 Apr 11 470 0.57 25.50 0 0 0| 0 1,545 0 0 5000 1H 0.01 15.45 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 5201H Time to expiry: 249 Days 3 May 11 478 0.57 25.49 0 0 0| 0 255 0 0 5000 1H 0.01 15.44 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 5201H Time to expiry: 294 Days 17 Jun 11 819 0.70 29.01 0 0 0| 0 24 0 0 4532 573H 0.60 26.32 0 0 0| 0 357 0 0 4884 308H 0.43 22.94 0 0 0| 0 750 0 0 5350 119H 0.24 19.81 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 5201H Time to expiry: 476 Days 16 Dec 11 1702H 0.82 36.79 0 0 0| 0 3,500 0 0 3500 1536 0.80 35.12 0 0 0| 0 925 0 0 3700 1374H 0.77 33.46 0 0 0| 0 5,125 0 0 3900 1218 0.74 32.05 0 0 0| 0 8,425 0 0 4100 1118H 0.72 30.76 0 0 0| 0 5,375 0 0 4225 1064 0.71 30.27 0 0 0| 0 9,100 0 0 4300 1045H 0.70 30.10 0 0 0| 0 6,500 0 0 4325 972H 0.68 29.44 0 0 0| 0 750 0 0 4425 835H 0.64 28.09 0 0 0| 0 400 0 0 4625 529 0.51 24.99 0 0 0| 0 1,000 0 0 5125 515 0.51 24.84 0 0 0| 0 200 0 0 5150 474 0.48 24.40 0 0 0| 0 375 0 0 5225 462 0.48 24.25 0 0 0| 0 3,500 0 0 5250 425H 0.46 23.82 0 0 0| 0 1,000 0 0 5325 377 0.43 23.23 0 0 0| 0 250 0 0 5425 364H 0.42 23.07 0 0 0| 0 3,500 0 0 5450 329 0.39 22.62 0 0 0| 0 500 0 0 5525 290 0.36 22.10 0 0 0| 0 600 0 0 5625 252H 0.33 21.63 0 0 0| 0 1,850 0 0 5725 243 0.33 21.51 0 0 0| 0 1,250 0 0 5750 217H 0.30 21.18 0 0 0| 0 1,925 0 0 5825 188 0.28 20.73 0 0 0| 0 2,375 0 0 5925 159 0.25 20.27 0 0 0| 0 750 0 0 6025 133H 0.22 19.83 0 0 0| 0 3,250 0 0 6125 122H 0.21 19.60 0 0 0| 0 1,250 0 0 6175 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 111H 0.19 19.39 0 0 0| 0 3,500 0 0 6225 91H 0.17 19.03 0 0 0| 0 2,750 0 0 6325 76 0.15 18.66 0 0 0| 0 1,925 0 0 6425 65 0.13 18.38 0 0 0| 0 7,000 0 0 6500 61 0.12 18.29 0 0 0| 0 6,230 0 0 6525 49 0.10 17.93 0 0 0| 0 7,000 0 0 6625 41H 0.09 17.66 0 0 0| 0 500 0 0 6700 39 0.09 17.57 0 0 0| 0 2,250 0 0 6725 3 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 5201H Time to expiry: 567 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 5201H Time to expiry: 602 Days 20 Apr 12 1084H 0.68 29.95 0 0 0| 0 364 0 0 4350 Total 0 0 0| 0 364 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 626 Days 14 May 12 248 0.30 21.65 0 0 0| 0 145 0 0 6000 6 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 5201H Time to expiry: 847 Days 21 Dec 12 2984 0.87 49.36 0 0 0| 0 875 0 0 2000 2138H 0.81 39.28 0 0 0| 0 5,500 0 0 3000 1742 0.76 35.16 0 0 0| 0 1,500 0 0 3500 1666 0.75 34.53 0 0 0| 0 550 0 0 3600 1591 0.74 33.89 0 0 0| 0 1,250 0 0 3700 1517 0.73 33.11 0 0 0| 0 4,750 0 0 3800 1445 0.71 32.41 0 0 0| 0 1,750 0 0 3900 1373H 0.70 31.76 0 0 0| 0 16,475 0 0 4000 1356 0.70 31.61 0 0 0| 0 6,000 0 0 4025 1303H 0.68 31.19 0 0 0| 0 6,500 0 0 4100 1235 0.67 30.68 0 0 0| 0 29,450 0 0 4200 1168 0.65 30.02 0 0 0| 0 2,000 0 0 4300 1151 0.65 29.85 0 0 0| 0 125 0 0 4325 1135 0.65 29.69 0 0 0| 0 18,000 0 0 4350 1102 0.64 29.37 0 0 0| 0 13,230 0 0 4400 1030H 0.62 28.49 0 0 0| 0 7,575 0 0 4500 1015H 0.62 28.39 0 0 0| 0 3,000 0 0 4525 1006H 0.61 28.51 0 0 0| 0 6,500 0 0 4550 968H 0.60 28.00 0 0 0| 0 2,250 0 0 4600 915 0.59 27.82 0 0 0| 0 9,500 0 0 4700 849 0.57 27.01 0 0 0| 0 750 0 0 4800 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 794H 0.55 26.51 0 0 0| 0 1,000 0 0 4900 743H 0.53 26.13 0 0 0| 0 21,325 0 0 5000 727 0.53 25.92 0 0 0| 0 300 0 0 5025 688H 0.51 25.63 0 0 0| 0 19,725 0 0 5100 636H 0.49 25.24 0 0 0| 0 30,475 0 0 5200 615 0.48 25.05 0 0 0| 0 17,500 0 0 5250 593 0.47 24.85 0 0 0| 0 8,250 0 0 5300 571 0.46 24.65 0 0 0| 0 750 0 0 5350 549 0.45 24.45 0 0 0| 0 7,750 0 0 5400 538 0.44 24.36 0 0 0| 0 8,375 0 0 5425 505H 0.43 24.07 0 0 0| 0 4,500 0 0 5500 494H 0.42 23.97 0 0 0| 0 4,500 0 0 5525 461 0.41 23.67 0 0 0| 0 2,150 0 0 5600 450 0.40 23.57 0 0 0| 0 5,000 0 0 5625 422H 0.39 23.28 0 0 0| 0 5,725 0 0 5700 413H 0.38 23.18 0 0 0| 0 1,075 0 0 5725 404H 0.38 23.09 0 0 0| 0 250 0 0 5750 386 0.36 22.88 0 0 0| 0 500 0 0 5800 377 0.36 22.78 0 0 0| 0 3,375 0 0 5825 352 0.34 22.56 0 0 0| 0 125 0 0 5900 344 0.34 22.49 0 0 0| 0 2,250 0 0 5925 316H 0.32 22.19 0 0 0| 0 9,010 0 0 6000 307H 0.32 22.09 0 0 0| 0 6,925 0 0 6025 280H 0.30 21.80 0 0 0| 0 2,750 0 0 6125 266 0.29 21.60 0 0 0| 0 750 0 0 6175 259 0.28 21.50 0 0 0| 0 1,000 0 0 6200 251H 0.28 21.40 0 0 0| 0 9,075 0 0 6225 225H 0.26 21.10 0 0 0| 0 3,800 0 0 6325 199H 0.24 20.81 0 0 0| 0 2,625 0 0 6425 182 0.22 20.50 0 0 0| 0 3,500 0 0 6500 179 0.22 20.51 0 0 0| 0 5,750 0 0 6525 162H 0.21 20.21 0 0 0| 0 1,875 0 0 6600 159H 0.20 20.21 0 0 0| 0 4,625 0 0 6625 144H 0.19 19.99 0 0 0| 0 500 0 0 6700 140 0.18 19.92 0 0 0| 0 1,375 0 0 6725 123H 0.17 19.61 0 0 0| 0 80 0 0 6800 121H 0.17 19.62 0 0 0| 0 2,300 0 0 6825 96H 0.14 19.11 0 0 0| 0 6,375 0 0 7000 70 0.11 18.51 0 0 0| 0 2,000 0 0 7200 50 0.08 18.01 0 0 0| 0 2,000 0 0 7425 43H 0.08 17.81 0 0 0| 0 2,000 0 0 7500 19 0.04 16.81 0 0 0| 0 500 0 0 8000 9 0.02 16.27 0 0 0| 0 375 0 0 8425 7H 0.02 16.18 0 0 0| 0 80 0 0 8500 3 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 5201H Time to expiry: 931 Days 15 Mar 13 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 367H 0.34 23.14 0 0 0| 0 250 0 0 6000 256H 0.27 22.04 0 0 0| 0 250 0 0 6400 231H 0.25 21.79 0 0 0| 0 1,250 0 0 6500 191 0.22 21.31 0 0 0| 0 250 0 0 6700 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 966 Days 19 Apr 13 974H 0.59 28.01 0 0 0| 0 121 0 0 4650 Total 0 0 0| 0 121 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 1211 Days 20 Dec 13 2081 0.77 34.81 0 0 0| 0 3,000 0 0 3000 1714H 0.72 31.89 0 0 0| 0 1,625 0 0 3500 1581H 0.70 30.93 0 0 0| 0 300 0 0 3700 1516 0.69 30.48 0 0 0| 0 2,850 0 0 3800 1386H 0.67 29.64 0 0 0| 0 1,950 0 0 4000 1322 0.65 29.24 0 0 0| 0 1,000 0 0 4100 1265 0.64 28.86 0 0 0| 0 52,350 0 0 4200 1208H 0.63 28.49 0 0 0| 0 3,500 0 0 4300 1180 0.62 28.31 0 0 0| 0 49,000 0 0 4350 1152 0.61 28.13 0 0 0| 0 17,810 0 0 4400 1095H 0.60 27.79 0 0 0| 0 4,700 0 0 4500 1039 0.58 27.45 0 0 0| 0 1,550 0 0 4600 986H 0.57 27.12 0 0 0| 0 250 0 0 4700 938H 0.55 26.80 0 0 0| 0 750 0 0 4800 890H 0.54 26.49 0 0 0| 0 300 0 0 4900 842H 0.52 26.19 0 0 0| 0 4,650 0 0 5000 830H 0.52 26.11 0 0 0| 0 750 0 0 5025 794H 0.50 25.89 0 0 0| 0 5,375 0 0 5100 747 0.49 25.59 0 0 0| 0 7,463 0 0 5200 727 0.48 25.45 0 0 0| 0 18,300 0 0 5250 707 0.47 25.31 0 0 0| 0 3,400 0 0 5300 667H 0.46 25.03 0 0 0| 0 27,900 0 0 5400 657H 0.45 24.96 0 0 0| 0 125 0 0 5425 647H 0.45 24.89 0 0 0| 0 3,300 0 0 5450 637H 0.44 24.82 0 0 0| 0 1,000 0 0 5475 628 0.44 24.75 0 0 0| 0 2,500 0 0 5500 588 0.42 24.48 0 0 0| 0 12,000 0 0 5600 530 0.40 24.07 0 0 0| 0 12,000 0 0 5750 450H 0.36 23.42 0 0 0| 0 100 0 0 6000 308H 0.28 22.15 0 0 0| 0 1,000 0 0 6500 200 0.21 20.94 0 0 0| 0 500 0 0 7000 121 0.14 19.75 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 5201H Time to expiry: 1329 Days 17 Apr 14 1358 0.64 29.95 0 0 0| 0 500 0 0 4100 1084H 0.58 28.34 0 0 0| 0 146 0 0 4600 Total 0 0 0| 0 646 0 0 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 1393 Days 20 Jun 14 1142 0.58 28.48 0 0 0| 0 1,000 0 0 4500 552 0.38 25.33 0 0 0| 0 1,000 0 0 6000 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 1403 Days 30 Jun 14 925 0.52 27.60 0 0 0| 0 1,550 0 0 5000 423 0.32 24.67 0 0 0| 0 1,550 0 0 6500 Total 0 0 0| 0 3,100 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 1575 Days 19 Dec 14 1995H 0.74 31.38 0 0 0| 0 13,000 0 0 3000 1368H 0.63 28.06 0 0 0| 0 25,050 0 0 4000 1318 0.62 27.84 0 0 0| 0 2,000 0 0 4100 1268 0.61 27.63 0 0 0| 0 1,750 0 0 4200 1218H 0.60 27.43 0 0 0| 0 2,500 0 0 4300 1169 0.58 27.24 0 0 0| 0 625 0 0 4400 1119H 0.57 27.05 0 0 0| 0 2,125 0 0 4500 1095 0.56 26.96 0 0 0| 0 18,000 0 0 4550 1071 0.56 26.87 0 0 0| 0 2,500 0 0 4600 1029H 0.55 26.69 0 0 0| 0 18,500 0 0 4700 946 0.52 26.34 0 0 0| 0 3,200 0 0 4900 904H 0.51 26.17 0 0 0| 0 37,375 0 0 5000 863 0.49 26.00 0 0 0| 0 20,565 0 0 5100 821H 0.48 25.83 0 0 0| 0 29,088 0 0 5200 804H 0.47 25.75 0 0 0| 0 14,000 0 0 5250 787 0.47 25.66 0 0 0| 0 6,250 0 0 5300 770 0.46 25.58 0 0 0| 0 500 0 0 5350 753 0.45 25.49 0 0 0| 0 3,000 0 0 5400 744H 0.45 25.45 0 0 0| 0 1,000 0 0 5425 718H 0.44 25.32 0 0 0| 0 9,500 0 0 5500 684H 0.43 25.15 0 0 0| 0 15,125 0 0 5600 675H 0.43 25.11 0 0 0| 0 1,000 0 0 5625 650 0.42 24.98 0 0 0| 0 2,500 0 0 5700 632H 0.41 24.89 0 0 0| 0 12,000 0 0 5750 615 0.40 24.80 0 0 0| 0 500 0 0 5800 557 0.38 24.45 0 0 0| 0 3,375 0 0 6000 529H 0.36 24.27 0 0 0| 0 6,000 0 0 6100 305H 0.25 22.52 0 0 0| 0 13,000 0 0 7000 138H 0.14 20.29 0 0 0| 0 4,000 0 0 8000 112 0.12 19.81 0 0 0| 0 750 0 0 8200 101H 0.11 19.56 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 5201H Time to expiry: 1811 Days 12 Aug 15 845 0.47 25.59 0 0 0| 0 11 0 0 5258 Total 0 0 0| 0 11 0 0 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 1939 Days 18 Dec 15 975 0.50 26.18 0 0 0| 0 1,000 0 0 5000 890 0.47 26.41 0 0 0| 0 1,500 0 0 5300 856 0.46 26.22 0 0 0| 0 800 0 0 5400 272H 0.22 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 1,319,391 -180 0 | Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 5201H Time to expiry: 21 Days 17 Sep 10 CAB 0.00 64.91 0 0 0| 0 1,408 0 0 3001 5 -0.03 31.43 0 0 0| 0 0 0 0 4531 14H -0.09 26.87 0 0 0| 0 1,200 0 0 4775 3805H -1.00 26.60 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 5201H Time to expiry: 49 Days 15 Oct 10 83H -0.27 25.50 0 0 0| 0 100 0 0 4920 1527H -1.00 10.05 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 5201H Time to expiry: 68 Days 3 Nov 10 CAB 0.00 38.70 0 0 0| 0 155 0 0 3025 1841H -0.99 10.86 0 0 0| 0 155 0 0 7025 Total 0 0 0| 0 310 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 112 Days 17 Dec 10 1 0.00 54.81 0 0 0| 0 250 0 0 2250 2 0.00 53.22 0 0 0| 0 4,620 0 0 2500 2H 0.00 53.02 0 0 0| 0 3,000 0 0 2525 7H -0.01 47.44 0 0 0| 0 6,000 0 0 3025 20H -0.04 41.95 0 0 0| 0 17,000 0 0 3525 23H -0.04 40.81 0 0 0| 0 1,500 0 0 3625 33H -0.06 38.45 0 0 0| 0 1,025 0 0 3825 34H -0.07 38.11 0 0 0| 0 236 0 0 3850 38 -0.07 37.15 0 0 0| 0 2,375 0 0 3925 45 -0.09 35.97 0 0 0| 0 4,500 0 0 4025 52H -0.10 34.81 0 0 0| 0 240 0 0 4125 61 -0.12 33.73 0 0 0| 0 3,250 0 0 4225 73 -0.14 32.67 0 0 0| 0 7,938 0 0 4325 85 -0.16 31.63 0 0 0| 0 1,000 0 0 4425 88 -0.17 31.37 0 0 0| 0 2,800 0 0 4450 100H -0.19 30.59 0 0 0| 0 8,750 0 0 4525 117 -0.22 29.54 0 0 0| 0 375 0 0 4625 137 -0.25 28.48 0 0 0| 0 4,500 0 0 4725 159H -0.29 27.42 0 0 0| 0 7,500 0 0 4825 187 -0.34 26.38 0 0 0| 0 3,250 0 0 4925 217 -0.39 25.35 0 0 0| 0 7,275 0 0 5025 240 -0.42 24.68 0 0 0| 0 100 0 0 5090 253H -0.44 24.29 0 0 0| 0 180 0 0 5125 293H -0.50 23.27 0 0 0| 0 3,000 0 0 5225 339H -0.56 22.30 0 0 0| 0 500 0 0 5322 340H -0.56 22.27 0 0 0| 0 5,250 0 0 5325 367 -0.60 21.76 0 0 0| 0 1,125 0 0 5375 391H -0.62 21.37 0 0 0| 0 1,000 0 0 5418 395H -0.63 21.30 0 0 0| 0 5,250 0 0 5425 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 415 -0.65 20.97 0 0 0| 0 500 0 0 5460 423H -0.66 20.82 0 0 0| 0 1,000 0 0 5475 447 -0.69 20.44 0 0 0| 0 750 0 0 5512 455H -0.70 20.31 0 0 0| 0 11,975 0 0 5525 465 -0.71 20.15 0 0 0| 0 500 0 0 5540 473H -0.71 20.03 0 0 0| 0 1,000 0 0 5553 502 -0.74 19.71 0 0 0| 0 1,000 0 0 5595 517H -0.75 19.54 0 0 0| 0 2,500 0 0 5616 524 -0.76 19.46 0 0 0| 0 4,375 0 0 5625 535 -0.77 19.34 0 0 0| 0 750 0 0 5640 559H -0.79 19.06 0 0 0| 0 1,250 0 0 5673 563H -0.79 19.02 0 0 0| 0 500 0 0 5678 599H -0.82 18.67 0 0 0| 0 6,880 0 0 5725 616H -0.83 18.52 0 0 0| 0 500 0 0 5746 618H -0.83 18.51 0 0 0| 0 250 0 0 5748 620 -0.83 18.49 0 0 0| 0 1,000 0 0 5750 660 -0.86 18.16 0 0 0| 0 500 0 0 5799 662H -0.86 18.14 0 0 0| 0 500 0 0 5802 663 -0.86 18.13 0 0 0| 0 2,250 0 0 5803 669 -0.86 18.08 0 0 0| 0 100 0 0 5810 681H -0.87 17.98 0 0 0| 0 9,600 0 0 5825 714 -0.88 17.72 0 0 0| 0 500 0 0 5862 718 -0.88 17.68 0 0 0| 0 500 0 0 5867 766H -0.91 17.35 0 0 0| 0 250 0 0 5922 769H -0.91 17.33 0 0 0| 0 4,900 0 0 5925 828 -0.93 17.02 0 0 0| 0 250 0 0 5989 829 -0.93 17.01 0 0 0| 0 100 0 0 5990 856H -0.94 16.84 0 0 0| 0 500 0 0 6020 861H -0.94 16.81 0 0 0| 0 5,523 0 0 6025 863 -0.94 16.80 0 0 0| 0 250 0 0 6027 866 -0.94 16.78 0 0 0| 0 150 0 0 6030 885 -0.94 16.66 0 0 0| 0 150 0 0 6050 889H -0.94 16.63 0 0 0| 0 250 0 0 6055 899 -0.95 16.57 0 0 0| 0 100 0 0 6065 908H -0.95 16.51 0 0 0| 0 3,500 0 0 6075 956 -0.96 16.12 0 0 0| 0 10,450 0 0 6125 958H -0.96 16.09 0 0 0| 0 1,250 0 0 6128 1004 -0.97 15.65 0 0 0| 0 2,500 0 0 6175 1013H -0.97 15.56 0 0 0| 0 1,000 0 0 6185 1052H -0.98 15.25 0 0 0| 0 8,425 0 0 6225 1150H -0.99 14.57 0 0 0| 0 4,150 0 0 6325 1179H -0.99 14.37 0 0 0| 0 250 0 0 6354 1190H -0.99 14.29 0 0 0| 0 1,000 0 0 6365 1215 -0.99 14.12 0 0 0| 0 1,000 0 0 6390 1216 -0.99 14.12 0 0 0| 0 500 0 0 6391 1250 -0.99 13.90 0 0 0| 0 5,300 0 0 6425 1264 -0.99 13.81 0 0 0| 0 1,000 0 0 6439 1275 -0.99 13.74 0 0 0| 0 5,000 0 0 6450 1279H -0.99 13.70 0 0 0| 0 500 0 0 6455 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 1302H -0.99 13.56 0 0 0| 0 500 0 0 6478 1319H -0.99 13.45 0 0 0| 0 1,000 0 0 6495 1331H -0.99 13.37 0 0 0| 0 500 0 0 6507 1349H -0.99 13.26 0 0 0| 0 10,250 0 0 6525 1407H -0.99 12.89 0 0 0| 0 1,000 0 0 6583 1409H -0.99 12.87 0 0 0| 0 1,000 0 0 6585 1449 -0.99 12.63 0 0 0| 0 9,825 0 0 6625 1549 -0.99 12.03 0 0 0| 0 1,750 0 0 6725 1648H -0.99 11.44 0 0 0| 0 500 0 0 6825 1848 -0.99 10.33 0 0 0| 0 600 0 0 7025 2147H -0.99 8.84 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 5201H Time to expiry: 175 Days 18 Feb 11 462 -0.59 21.98 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 5201H Time to expiry: 203 Days 18 Mar 11 48 -0.06 41.29 0 0 0| 0 2,123 0 0 3350 155H -0.20 31.34 0 0 0| 0 560 0 0 4350 200H -0.26 29.26 0 0 0| 0 2,200 0 0 4575 375H -0.46 24.35 0 0 0| 0 2,200 0 0 5140 647 -0.70 20.32 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 5201H Time to expiry: 216 Days 31 Mar 11 87 -0.11 36.23 0 0 0| 0 0 0 0 3800 111 -0.14 34.31 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 5201H Time to expiry: 231 Days 15 Apr 11 31 -0.03 46.83 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 5201H Time to expiry: 235 Days 19 Apr 11 355 -0.41 25.50 0 0 0| 0 1,545 0 0 5000 1876 -0.97 15.45 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 5201H Time to expiry: 237 Days 21 Apr 11 167H -0.20 31.68 0 0 0| 0 1,663 0 0 4270 584 -0.61 21.68 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 5201H Time to expiry: 249 Days 3 May 11 369H -0.41 25.49 0 0 0| 0 255 0 0 5000 1882 -0.97 15.44 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 5201H Time to expiry: 294 Days 17 Jun 11 203 -0.21 31.23 0 0 0| 0 2,768 0 0 4250 569H -0.54 22.94 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 5201H Time to expiry: 385 Days 16 Sep 11 75H -0.07 40.25 0 0 0| 0 1,500 0 0 3000 160H -0.14 34.18 0 0 0| 0 8 0 0 3740 240H -0.22 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 5201H Time to expiry: 467 Days 7 Dec 11 1381H -0.80 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 5201H Time to expiry: 476 Days 16 Dec 11 43 -0.03 46.58 0 0 0| 0 2,750 0 0 2200 67 -0.05 44.51 0 0 0| 0 4,530 0 0 2500 74 -0.05 43.60 0 0 0| 0 3,500 0 0 2600 110 -0.08 39.99 0 0 0| 0 12,442 0 0 3000 171 -0.13 35.83 0 0 0| 0 8,938 0 0 3500 193 -0.15 34.71 0 0 0| 0 12 0 0 3652 202 -0.15 34.36 0 0 0| 0 4,175 0 0 3700 241 -0.18 32.95 0 0 0| 0 1,125 0 0 3900 265H -0.20 32.09 0 0 0| 0 2,000 0 0 4025 270 -0.21 31.94 0 0 0| 0 140 0 0 4048 281H -0.21 31.59 0 0 0| 0 8,115 0 0 4100 313H -0.24 30.76 0 0 0| 0 375 0 0 4225 333 -0.25 30.27 0 0 0| 0 5,825 0 0 4300 339H -0.26 30.10 0 0 0| 0 2,250 0 0 4325 365 -0.28 29.44 0 0 0| 0 625 0 0 4425 425H -0.32 28.09 0 0 0| 0 150 0 0 4625 612 -0.44 24.99 0 0 0| 0 1,000 0 0 5125 622H -0.45 24.84 0 0 0| 0 200 0 0 5150 655H -0.47 24.40 0 0 0| 0 375 0 0 5225 756 -0.53 23.23 0 0 0| 0 250 0 0 5425 806H -0.56 22.62 0 0 0| 0 500 0 0 5525 866H -0.59 22.10 0 0 0| 0 350 0 0 5625 927H -0.62 21.63 0 0 0| 0 1,650 0 0 5725 942H -0.63 21.51 0 0 0| 0 1,250 0 0 5750 991 -0.65 21.18 0 0 0| 0 1,125 0 0 5825 1060H -0.68 20.73 0 0 0| 0 2,125 0 0 5925 1129H -0.71 20.27 0 0 0| 0 750 0 0 6025 1203 -0.74 19.83 0 0 0| 0 3,250 0 0 6125 1241 -0.75 19.60 0 0 0| 0 1,250 0 0 6175 1280 -0.76 19.39 0 0 0| 0 1,250 0 0 6225 1365 -0.78 19.48 0 0 0| 0 2,750 0 0 6325 1441H -0.81 18.66 0 0 0| 0 1,500 0 0 6425 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 1525 -0.83 18.29 0 0 0| 0 4,125 0 0 6525 1612 -0.85 17.93 0 0 0| 0 4,750 0 0 6625 1708 -0.86 18.34 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 5201H Time to expiry: 567 Days 16 Mar 12 181 -0.12 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 5201H Time to expiry: 602 Days 20 Apr 12 119H -0.08 40.25 0 0 0| 0 170 0 0 2800 219 -0.14 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 5201H Time to expiry: 626 Days 14 May 12 1197H -0.65 21.65 0 0 0| 0 145 0 0 6000 2916 -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 5201H Time to expiry: 658 Days 15 Jun 12 166 -0.10 38.92 0 0 0| 0 100 0 0 3000 1649 -0.78 19.44 0 0 0| 0 1,000 0 0 6600 1671H -0.78 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 5201H Time to expiry: 756 Days 21 Sep 12 591 -0.34 27.06 0 0 0| 0 11,000 0 0 4700 Total 0 0 0| 0 11,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 847 Days 21 Dec 12 13 -0.01 52.32 0 0 0| 0 2,500 0 0 1000 83H -0.04 44.64 0 0 0| 0 5,200 0 0 2000 105H -0.05 43.26 0 0 0| 0 1,250 0 0 2200 130 -0.07 41.77 0 0 0| 0 17,500 0 0 2400 143 -0.07 41.08 0 0 0| 0 4,520 0 0 2500 146 -0.07 40.91 0 0 0| 0 3,000 0 0 2525 201 -0.10 38.19 0 0 0| 0 750 0 0 2900 216H -0.11 37.49 0 0 0| 0 10,375 0 0 3000 220H -0.11 37.32 0 0 0| 0 4,500 0 0 3025 290 -0.15 34.82 0 0 0| 0 7,250 0 0 3400 309H -0.16 34.12 0 0 0| 0 3,000 0 0 3500 330H -0.17 33.53 0 0 0| 0 1,300 0 0 3600 362H -0.19 33.48 0 0 0| 0 1,000 0 0 3700 387 -0.20 32.77 0 0 0| 0 7,625 0 0 3800 404 -0.21 31.75 0 0 0| 0 1,750 0 0 3900 439H -0.23 31.56 0 0 0| 0 14,375 0 0 4000 459 -0.24 30.67 0 0 0| 0 15,450 0 0 4100 497 -0.25 30.61 0 0 0| 0 11,850 0 0 4200 528 -0.27 30.01 0 0 0| 0 3,700 0 0 4300 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 536 -0.27 29.85 0 0 0| 0 2,450 0 0 4325 560H -0.29 29.41 0 0 0| 0 24,205 0 0 4400 594H -0.30 28.88 0 0 0| 0 10,188 0 0 4500 603H -0.31 28.75 0 0 0| 0 1,000 0 0 4525 630H -0.32 28.42 0 0 0| 0 2,375 0 0 4600 707H -0.35 27.51 0 0 0| 0 250 0 0 4800 749 -0.37 26.99 0 0 0| 0 3,650 0 0 4900 792H -0.39 26.54 0 0 0| 0 16,725 0 0 5000 804 -0.40 26.44 0 0 0| 0 3,750 0 0 5025 838H -0.41 26.17 0 0 0| 0 5,925 0 0 5100 886 -0.43 25.88 0 0 0| 0 8,000 0 0 5200 936 -0.45 25.39 0 0 0| 0 20,550 0 0 5300 947 -0.46 24.65 0 0 0| 0 750 0 0 5350 988H -0.47 24.97 0 0 0| 0 6,000 0 0 5400 1001H -0.48 24.87 0 0 0| 0 5,500 0 0 5425 1042H -0.49 24.62 0 0 0| 0 5,300 0 0 5500 1099 -0.51 24.36 0 0 0| 0 2,250 0 0 5600 1113H -0.52 24.30 0 0 0| 0 350 0 0 5625 1157H -0.53 24.02 0 0 0| 0 5,575 0 0 5700 1172H -0.54 23.92 0 0 0| 0 1,075 0 0 5725 1194 -0.54 24.03 0 0 0| 0 250 0 0 5750 1236 -0.56 23.65 0 0 0| 0 2,875 0 0 5825 1260 -0.58 22.56 0 0 0| 0 125 0 0 5900 1297H -0.58 23.25 0 0 0| 0 2,500 0 0 5925 1346H -0.59 23.08 0 0 0| 0 4,500 0 0 6000 1363 -0.60 23.03 0 0 0| 0 2,800 0 0 6025 1430H -0.62 22.77 0 0 0| 0 2,250 0 0 6125 1440 -0.64 21.60 0 0 0| 0 750 0 0 6175 1500 -0.63 22.43 0 0 0| 0 2,450 0 0 6225 1553H -0.65 22.23 0 0 0| 0 1,250 0 0 6300 1571H -0.65 22.18 0 0 0| 0 3,800 0 0 6325 1645 -0.67 22.00 0 0 0| 0 3,125 0 0 6425 1720H -0.69 21.85 0 0 0| 0 5,500 0 0 6525 1798 -0.70 21.58 0 0 0| 0 3,875 0 0 6625 1877H -0.72 21.39 0 0 0| 0 2,375 0 0 6725 1958H -0.73 21.28 0 0 0| 0 350 0 0 6825 2125 -0.76 21.11 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 5201H Time to expiry: 902 Days 14 Feb 13 957 -0.45 25.22 0 0 0| 0 4,000 0 0 5300 1302H -0.56 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 5201H Time to expiry: 931 Days 15 Mar 13 347 -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 5201H Time to expiry: 966 Days 19 Apr 13 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 241H -0.10 40.23 0 0 0| 0 146 0 0 2800 439 -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 5201H Time to expiry: 1211 Days 20 Dec 13 277H -0.12 34.81 0 0 0| 0 19,875 0 0 3000 383 -0.17 31.89 0 0 0| 0 125 0 0 3500 438 -0.19 30.93 0 0 0| 0 300 0 0 3700 467 -0.20 30.48 0 0 0| 0 2,950 0 0 3800 496H -0.22 30.05 0 0 0| 0 9,000 0 0 3900 526 -0.23 29.64 0 0 0| 0 9,250 -500 0 4000 556 -0.24 29.24 0 0 0| 0 725 0 0 4100 593H -0.25 28.86 0 0 0| 0 5,900 0 0 4200 631 -0.27 28.49 0 0 0| 0 3,500 0 0 4300 668H -0.28 28.13 0 0 0| 0 25,150 0 0 4400 706H -0.30 27.79 0 0 0| 0 5,600 0 0 4500 744H -0.31 27.45 0 0 0| 0 1,550 0 0 4600 786H -0.33 27.12 0 0 0| 0 250 0 0 4700 878H -0.36 26.49 0 0 0| 0 12,800 0 0 4900 902 -0.36 26.34 0 0 0| 0 20,000 0 0 4950 925 -0.37 26.19 0 0 0| 0 8,400 +1,250 0 5000 936H -0.38 26.11 0 0 0| 0 750 0 0 5025 971H -0.39 25.89 0 0 0| 0 5,375 0 0 5100 995 -0.40 25.74 0 0 0| 0 20,000 0 0 5150 1018 -0.40 25.59 0 0 0| 0 6,663 0 0 5200 1072H -0.42 25.31 0 0 0| 0 6,725 0 0 5300 1127 -0.44 25.03 0 0 0| 0 4,400 0 0 5400 1141 -0.44 24.96 0 0 0| 0 125 0 0 5425 1168 -0.45 24.82 0 0 0| 0 1,000 0 0 5475 1182 -0.45 24.75 0 0 0| 0 15,750 0 0 5500 1236H -0.47 24.48 0 0 0| 0 3,900 0 0 5600 1305 -0.49 24.14 0 0 0| 0 250 0 0 5725 1351 -0.50 23.94 0 0 0| 0 400 0 0 5800 1413H -0.52 23.68 0 0 0| 0 7,000 0 0 5900 1476 -0.53 23.42 0 0 0| 0 100 0 0 6000 2168H -0.69 20.94 0 0 0| 0 750 0 0 7000 Total 0 0 0| 0 198,563 +750 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 1302 Days 21 Mar 14 453H -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 5201H Time to expiry: 1329 Days 17 Apr 14 406H -0.13 40.47 0 0 0| 0 510 0 0 2950 447H -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 5201H Time to expiry: 1575 Days 19 Dec 14 214 -0.08 34.69 0 0 0| 0 1,993 0 0 2500 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 | 295 -0.12 31.38 0 0 0| 0 20,080 0 0 3000 418H -0.17 29.39 0 0 0| 0 8,500 0 0 3500 450H -0.18 29.09 0 0 0| 0 2,500 0 0 3600 583H -0.23 28.06 0 0 0| 0 25,750 0 0 4000 624H -0.24 27.84 0 0 0| 0 2,000 0 0 4100 666 -0.25 27.63 0 0 0| 0 17,000 0 0 4200 708 -0.26 27.43 0 0 0| 0 8,750 0 0 4300 750 -0.27 27.24 0 0 0| 0 3,125 0 0 4400 792 -0.29 27.05 0 0 0| 0 18,375 0 0 4500 835 -0.30 26.87 0 0 0| 0 2,500 0 0 4600 885 -0.31 26.69 0 0 0| 0 750 0 0 4700 984H -0.34 26.34 0 0 0| 0 11,700 0 0 4900 1034H -0.35 26.17 0 0 0| 0 13,375 0 0 5000 1084H -0.36 26.00 0 0 0| 0 13,790 0 0 5100 1134H -0.38 25.83 0 0 0| 0 4,275 0 0 5200 1192 -0.39 25.66 0 0 0| 0 16,250 0 0 5300 1220H -0.40 25.58 0 0 0| 0 500 0 0 5350 1249 -0.40 25.49 0 0 0| 0 1,000 0 0 5400 1306H -0.42 25.32 0 0 0| 0 8,750 0 0 5500 1363H -0.43 25.15 0 0 0| 0 3,875 0 0 5600 1420H -0.44 24.98 0 0 0| 0 500 0 0 5700 1602H -0.48 24.45 0 0 0| 0 3,750 0 0 6000 1920H -0.55 23.52 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 5201H Time to expiry: 1811 Days 12 Aug 15 1206H -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 5201H Time to expiry: 1939 Days 18 Dec 15 1285 -0.36 26.41 0 0 0| 0 1,500 0 0 5300 1340 -0.37 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 1,058,631 +750 0 Indicative a-t-m Vol 0.00 Underlying Price 3507.440 Time to expiry: 21 Days 17 Sep 10 49.900 -0.32 27.77 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| 2,995,000 5,373,022 +570 0 CAC 40 Index (XCC) Indicative a-t-m Vol 0.00 Underlying Price 3507.440 Time to expiry: 21 Days 17 Sep 10 51.340 -0.32 27.77 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 5201H Time to expiry: 21 Days 17 Sep 10 20H -0.12 25.59 0 0 0| 0 0 0 0 4850 Equity Index Options 21:55 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 0 0| 3,005,000 5,383,202 +570 0 FTSE 100 Index (XUK) Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 21 Days 17 Sep 10 66H -0.35 21.64 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 0 0| 3,015,000 5,393,202 +570 0 FTSE 250 Index FLEX Option (YFS) Indicative a-t-m Vol 0.00 Underlying Price 9779.9 Time to expiry: 21 Days 17 Sep 10 57.5 -0.14 33.52 0 0 0| 0 102 0 0 8984 156.0 -0.32 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 9779.9 Time to expiry: 49 Days 15 Oct 10 175.0 -0.29 25.68 0 0 0| 0 100 0 0 9308 342.5 -0.51 22.20 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| 3,045,000 5,423,808 +570 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3404.820 Time to expiry: 112 Days 17 Dec 10 1131.750 -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| 3,055,000 5,439,808 +570 0