Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days Sep 10 3406 1.00 38.20 0 0 0| 0 185 0 0 1800 3206 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 1606H 1.00 51.62 0 0 0| 2 3 +2 0 3600 1506H 1.00 49.20 0 0 0| 0 1 0 0 3700 1406H 1.00 46.79 0 0 0| 0 0 0 0 3800 1306H 1.00 40.49 0 0 0| 0 0 0 0 3900 1207 1.00 39.99 0 0 0| 0 3 0 0 4000 1107 1.00 38.20 0 0 0| 0 100 0 0 4100 1007 1.00 35.89 0 0 0| 0 200 0 0 4200 908 0.99 35.97 0 0 0| 0 654 0 0 4300 809 0.98 34.77 0 0 0| 0 13 0 0 4400 759H 0.98 33.24 0 0 0| 0 0 0 0 4450 710 0.98 32.04 0 0 0| 0 2,428 0 0 4500 660H 0.97 31.05 0 0 0| 0 0 0 0 4550 611H 0.97 30.29 0 0 0| 0 631 0 0 4600 563 0.96 29.43 0 0 0| 0 10 0 0 4650 514H 0.95 28.46 0 0 0| 0 12 0 0 4700 466H 0.93 27.24 0 0 0| 0 2 0 0 4750 419H 0.92 26.50 0 0 0| 6 1,939 +6 0 4800 373 0.89 25.59 0 0 0| 0 35 0 0 4850 327H 0.87 24.77 0 0 0| 0 4,435 0 0 4900 283H 0.83 23.99 0 0 0| 0 470 0 0 4950 262H 0.81 23.61 0 0 0| 0 0 0 0 4975 241 0.79 23.17 0 0 0| 10 9,687 0 0 5000 220H 0.76 22.73 0 0 0| 10 10 +10 0 5025 201 0.73 22.34 0 0 0| 0 708 0 0 5050 182 0.70 21.93 0 0 0| 24 22 +12 0 5075 164 0.67 21.64 0 0 0| 314 11,579 -459 0 5100 146 0.64 21.19 0 0 0| 77 148 +27 0 5125 129 0.60 20.74 0 0 0| 158 2,811 +92 0 5150 113 0.56 20.37 0 0 0| 114 877 +70 0 5175 98H 0.52 20.02 0 0 0| 593 17,066 +941 0 5200 85H 0.48 19.87 0 0 0| 88 426 +18 0 5225 73 0.44 19.48 0 0 0| 364 1,677 +142 0 5250 61 0.39 19.13 0 0 0| 141 437 +43 0 5275 50H 0.35 18.72 0 0 0| 2,920 13,977 -8 0 5300 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 41H 0.30 18.40 0 0 0| 1 358 +1 0 5325 33H 0.26 18.07 0 0 0| 111 3,142 +36 0 5350 26H 0.22 17.72 0 0 0| 109 453 -47 0 5375 20H 0.19 17.44 0 0 0| 5,609 17,280 -2,233 0 5400 15H 0.15 17.10 0 0 0| 22 708 -2 0 5425 12 0.12 16.89 0 0 0| 675 3,061 -140 0 5450 8H 0.10 16.57 0 0 0| 6 2,300 +1 0 5475 6H 0.07 16.38 0 0 0| 1,217 25,028 +436 0 5500 3H 0.05 16.46 0 0 0| 388 3,280 +150 0 5550 2 0.03 16.39 0 0 0| 1,647 27,089 +1,070 0 5600 1H 0.02 16.83 0 0 0| 0 2,549 -21 0 5650 H 0.01 16.57 0 0 0| 0 30,190 +750 0 5700 H 0.00 16.42 0 0 0| 0 1,148 0 0 5750 CAB 0.00 14.94 0 0 0| 0 16,813 -2 0 5800 CAB 0.00 14.67 0 0 0| 10 685 +10 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 CAB 0.00 14.03 0 0 0| 1 28,679 0 0 6000 CAB 0.00 13.86 0 0 0| 160 559 +160 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 CAB 0.00 21.04 0 0 0| 2 3 +2 0 7600 CAB 0.00 26.60 0 0 0| 0 21 0 0 8000 Total 0 0 0| 14,779 295,889 +1,067 0 Indicative a-t-m Vol 21.86 Underlying Price 5204 Time to expiry: 46 Days Oct 10 1604 0.99 42.44 0 0 0| 0 0 0 0 3600 1406 0.99 40.37 0 0 0| 0 0 0 0 3800 1209 0.98 37.78 0 0 0| 0 0 0 0 4000 1014 0.96 35.11 0 0 0| 0 1 0 0 4200 917 0.95 33.62 0 0 0| 0 7 0 0 4300 821 0.94 32.08 0 0 0| 0 2 0 0 4400 774 0.92 31.55 0 0 0| 0 0 0 0 4450 727H 0.91 30.95 0 0 0| 0 1 0 0 4500 680H 0.90 30.21 0 0 0| 0 0 0 0 4550 635 0.89 29.61 0 0 0| 0 265 0 0 4600 589H 0.87 28.97 0 0 0| 0 3 0 0 4650 545 0.85 28.24 0 0 0| 0 5 -2 0 4700 501 0.83 27.61 0 0 0| 0 16 0 0 4750 458H 0.81 27.05 0 0 0| 0 87 0 0 4800 416H 0.79 26.35 0 0 0| 0 30 0 0 4850 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 376 0.76 25.76 0 0 0| 0 35 0 0 4900 336H 0.73 25.11 0 0 0| 0 13 0 0 4950 298H 0.69 24.45 0 0 0| 0 473 0 0 5000 262H 0.65 23.84 0 0 0| 0 39 0 0 5050 245 0.63 23.55 0 0 0| 0 4 0 0 5075 228 0.61 23.23 0 0 0| 11 596 0 0 5100 211H 0.59 22.91 0 0 0| 32 47 +17 0 5125 195H 0.57 22.59 0 0 0| 0 288 0 0 5150 179H 0.54 22.20 0 0 0| 12 23 0 0 5175 165 0.52 21.90 0 0 0| 38 1,944 +489 0 5200 151 0.49 21.66 0 0 0| 0 0 0 0 5225 137H 0.47 21.30 0 0 0| 22 488 -18 0 5250 124H 0.44 20.99 0 0 0| 0 20 0 0 5275 112 0.42 20.67 0 0 0| 28 5,774 +24 0 5300 89H 0.36 20.06 0 0 0| 11 711 +11 0 5350 70 0.31 19.49 0 0 0| 111 2,626 +38 0 5400 53 0.26 18.89 0 0 0| 70 646 +41 0 5450 39 0.21 18.30 0 0 0| 113 5,884 +58 0 5500 28 0.16 17.78 0 0 0| 80 618 -37 0 5550 19H 0.12 17.30 0 0 0| 5 2,955 0 0 5600 13 0.09 16.87 0 0 0| 12 681 +12 0 5650 9 0.07 16.74 0 0 0| 4,161 8,991 -113 0 5700 5H 0.05 16.21 0 0 0| 100 7,564 +100 0 5750 4 0.03 16.32 0 0 0| 2 2,842 0 0 5800 1 0.01 14.85 0 0 0| 20 819 0 0 5900 CAB 0.00 14.06 0 0 0| 0 481 0 0 6000 CAB 0.00 12.63 0 0 0| 0 25 0 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 0 0| 4,828 45,026 +620 0 Indicative a-t-m Vol 23.00 Underlying Price 5184 Time to expiry: 81 Days Nov 10 1202H 0.95 35.55 0 0 0| 0 1 0 0 4000 1015H 0.92 33.91 0 0 0| 0 2 0 0 4200 833H 0.88 31.83 0 0 0| 0 5 0 0 4400 744 0.85 30.65 0 0 0| 1 4 +1 0 4500 657H 0.82 29.53 0 0 0| 1 9 +1 0 4600 573H 0.79 28.42 0 0 0| 0 1 0 0 4700 533 0.77 27.86 0 0 0| 0 0 0 0 4750 492H 0.75 27.25 0 0 0| 0 2 0 0 4800 454 0.72 26.74 0 0 0| 0 4 0 0 4850 416 0.70 26.17 0 0 0| 0 10 -1 0 4900 379 0.67 25.59 0 0 0| 0 1 -1 0 4950 343H 0.64 25.06 0 0 0| 0 53 -1 0 5000 309 0.61 24.48 0 0 0| 0 51 -1 0 5050 276H 0.58 23.91 0 0 0| 0 23 -3 0 5100 244H 0.55 23.31 0 0 0| 75 155 +56 0 5150 216 0.51 22.85 0 0 0| 400 482 +332 0 5200 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 188 0.47 22.29 0 0 0| 39 104 -40 0 5250 161H 0.43 21.70 0 0 0| 31 161 +7 0 5300 138 0.40 21.16 0 0 0| 3 72 0 0 5350 115H 0.36 20.61 0 0 0| 0 235 -2 0 5400 95H 0.32 20.05 0 0 0| 0 88 -3 0 5450 78H 0.28 19.57 0 0 0| 0 1,122 0 0 5500 63 0.24 19.09 0 0 0| 0 37 0 0 5550 50 0.20 18.65 0 0 0| 515 931 +468 0 5600 38H 0.17 18.14 0 0 0| 10 176 +10 0 5650 30 0.14 17.79 0 0 0| 10 118 0 0 5700 22H 0.11 17.38 0 0 0| 0 147 0 0 5750 17 0.09 17.17 0 0 0| 10 567 +10 0 5800 8 0.05 16.17 0 0 0| 0 763 0 0 5900 3H 0.02 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 0| 1,095 6,062 +833 0 Indicative a-t-m Vol 23.69 Underlying Price 5184H Time to expiry: 109 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 2581H 0.99 52.42 0 0 0| 0 0 0 0 2600 2384 0.99 50.45 0 0 0| 0 3,100 0 0 2800 2186H 0.99 47.73 0 0 0| 0 2,510 0 0 3000 1990H 0.98 45.40 0 0 0| 0 0 0 0 3200 1893H 0.98 44.71 0 0 0| 0 0 0 0 3300 1796 0.97 43.57 0 0 0| 0 1,000 0 0 3400 1699 0.96 42.25 0 0 0| 0 2,629 0 0 3500 1602H 0.96 41.06 0 0 0| 0 1,200 0 0 3600 1507 0.95 40.03 0 0 0| 0 10,805 0 0 3700 1411H 0.94 38.79 0 0 0| 0 13,500 0 0 3800 1316H 0.93 37.44 0 0 0| 0 4,676 0 0 3900 1222H 0.92 36.26 0 0 0| 0 13,159 0 0 4000 1130 0.91 35.08 0 0 0| 0 9,425 0 0 4100 1038H 0.89 34.00 0 0 0| 0 17,959 0 0 4200 949 0.87 32.93 0 0 0| 0 17,700 0 0 4300 861 0.85 31.89 0 0 0| 0 14,724 0 0 4400 775 0.82 30.85 0 0 0| 0 18,286 0 0 4500 691 0.79 29.81 0 0 0| 0 9,566 0 0 4600 610 0.76 28.76 0 0 0| 0 8,455 0 0 4700 570 0.74 28.21 0 0 0| 0 0 0 0 4750 531H 0.72 27.68 0 0 0| 0 14,188 0 0 4800 493H 0.70 27.15 0 0 0| 0 0 0 0 4850 457 0.68 26.64 0 0 0| 0 8,660 0 0 4900 421 0.65 26.12 0 0 0| 0 0 0 0 4950 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 386H 0.63 25.63 0 0 0| 5 30,576 0 0 5000 352H 0.60 25.07 0 0 0| 0 0 0 0 5050 320 0.58 24.58 0 0 0| 0 15,228 0 0 5100 288H 0.55 23.99 0 0 0| 0 9,527 0 0 5150 259H 0.52 23.55 0 0 0| 0 25,476 -1 0 5200 230H 0.49 22.98 0 0 0| 0 350 0 0 5250 204H 0.45 22.54 0 0 0| 0 27,842 -2 0 5300 179 0.42 21.99 0 0 0| 0 571 0 0 5350 156 0.39 21.54 0 0 0| 40 22,986 -541 0 5400 134H 0.35 21.07 0 0 0| 0 33 0 0 5450 114H 0.32 20.56 0 0 0| 0 28,065 0 0 5500 96H 0.29 20.05 0 0 0| 0 4,502 0 0 5550 81 0.25 19.67 0 0 0| 290 27,478 +7 0 5600 54H 0.19 18.84 0 0 0| 71 18,488 -22 0 5700 35H 0.14 18.15 0 0 0| 41 31,122 +31 0 5800 21H 0.10 17.45 0 0 0| 17 21,982 +1 0 5900 13 0.06 16.96 0 0 0| 30 35,077 +10 0 6000 7 0.04 16.35 0 0 0| 0 16,505 0 0 6100 3 0.02 15.42 0 0 0| 0 20,563 0 0 6200 H 0.00 14.06 0 0 0| 60 22,026 +60 0 6400 CAB 0.00 12.78 0 0 0| 25 23,027 +25 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 0| 579 588,950 -432 0 Indicative a-t-m Vol 24.33 Underlying Price 5142H Time to expiry: 200 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 2745 0.98 53.30 0 0 0| 0 0 0 0 2400 2550 0.98 50.41 0 0 0| 0 0 0 0 2600 2356H 0.97 47.98 0 0 0| 0 0 0 0 2800 2164 0.96 45.50 0 0 0| 0 2 0 0 3000 1975 0.95 43.45 0 0 0| 0 0 0 0 3200 1879 0.94 42.02 0 0 0| 0 0 0 0 3300 1783H 0.94 40.55 0 0 0| 0 0 0 0 3400 1692 0.93 39.84 0 0 0| 0 0 0 0 3500 1599 0.92 38.67 0 0 0| 0 10 0 0 3600 1506H 0.91 37.52 0 0 0| 0 0 0 0 3700 1414H 0.90 36.38 0 0 0| 0 0 0 0 3800 1324H 0.88 35.30 0 0 0| 0 1,522 0 0 3900 1237 0.87 34.50 0 0 0| 0 0 0 0 4000 1150H 0.85 33.60 0 0 0| 0 0 0 0 4100 1064 0.83 32.60 0 0 0| 0 26 0 0 4200 981H 0.81 31.80 0 0 0| 0 2 0 0 4300 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 899 0.79 30.88 0 0 0| 0 506 0 0 4400 819 0.76 29.98 0 0 0| 0 1,213 0 0 4500 740H 0.73 29.02 0 0 0| 0 6 0 0 4600 665H 0.70 28.17 0 0 0| 0 0 0 0 4700 592H 0.67 27.30 0 0 0| 0 930 0 0 4800 523 0.63 26.41 0 0 0| 0 273 0 0 4900 456 0.60 25.53 0 0 0| 0 6,726 0 0 5000 393H 0.55 24.68 0 0 0| 0 3,569 0 0 5100 335H 0.51 23.86 0 0 0| 2 9,024 +2 0 5200 280H 0.46 23.00 0 0 0| 0 3,101 0 0 5300 231 0.42 22.19 0 0 0| 0 5,199 0 0 5400 187 0.37 21.42 0 0 0| 0 12,760 0 0 5500 148 0.32 20.67 0 0 0| 20 5,723 -1 0 5600 115 0.27 19.98 0 0 0| 0 3,073 0 0 5700 88 0.22 19.39 0 0 0| 0 6,009 0 0 5800 65H 0.18 18.78 0 0 0| 11 8,724 0 0 5900 51 0.15 18.64 0 0 0| 20 18,821 0 0 6000 37 0.12 18.22 0 0 0| 0 10,487 0 0 6100 23H 0.08 17.30 0 0 0| 0 13,727 0 0 6200 13H 0.05 17.36 0 0 0| 0 7,579 0 0 6400 5H 0.03 16.64 0 0 0| 0 5,006 0 0 6600 2 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 CAB 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 0| 53 131,493 +1 0 Indicative a-t-m Vol 24.73 Underlying Price 5099 Time to expiry: 291 Days Jun 11 2696H 0.98 44.10 0 0 0| 0 0 0 0 2400 2508H 0.97 44.00 0 0 0| 0 0 0 0 2600 2326 0.96 44.23 0 0 0| 0 0 0 0 2800 2132 0.95 40.95 0 0 0| 0 2 0 0 3000 1955 0.93 40.57 0 0 0| 0 1 0 0 3200 1774H 0.91 38.90 0 0 0| 0 0 0 0 3400 1596 0.89 37.13 0 0 0| 0 0 0 0 3600 1421 0.86 35.32 0 0 0| 0 0 0 0 3800 1330 0.85 33.94 0 0 0| 0 0 0 0 3900 1246H 0.83 33.20 0 0 0| 0 0 0 0 4000 1164 0.82 32.42 0 0 0| 0 10 0 0 4100 1082H 0.80 31.61 0 0 0| 0 250 0 0 4200 1003H 0.78 30.85 0 0 0| 0 0 0 0 4300 925 0.75 30.03 0 0 0| 0 0 0 0 4400 849H 0.73 29.26 0 0 0| 0 21 0 0 4500 775 0.70 28.46 0 0 0| 0 154 0 0 4600 703H 0.67 27.69 0 0 0| 0 250 0 0 4700 635 0.64 26.95 0 0 0| 0 226 0 0 4800 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 569 0.61 26.20 0 0 0| 0 696 0 0 4900 505H 0.58 25.44 0 0 0| 0 4,547 0 0 5000 445H 0.54 24.72 0 0 0| 0 2,080 0 0 5100 389 0.51 23.99 0 0 0| 0 3,964 0 0 5200 336 0.47 23.29 0 0 0| 0 2,864 0 0 5300 287 0.43 22.60 0 0 0| 0 3,936 0 0 5400 242 0.39 21.92 0 0 0| 500 2,105 +500 0 5500 201H 0.35 21.27 0 0 0| 0 6,537 0 0 5600 165H 0.30 20.63 0 0 0| 0 441 0 0 5700 134 0.26 20.05 0 0 0| 0 5,078 0 0 5800 106H 0.23 19.49 0 0 0| 0 103 0 0 5900 84 0.19 19.00 0 0 0| 12 1,570 +12 0 6000 64 0.16 18.44 0 0 0| 34 120 +34 0 6100 48H 0.13 17.97 0 0 0| 2 1,853 0 0 6200 26 0.08 17.07 0 0 0| 0 534 0 0 6400 13 0.04 16.31 0 0 0| 0 1,186 0 0 6600 6 0.02 15.60 0 0 0| 0 2,040 0 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 0 0| 548 40,568 +546 0 Indicative a-t-m Vol 25.21 Underlying Price 5076 Time to expiry: 382 Days Sep 11 3449 1.00 45.35 0 0 0| 0 0 0 0 1600 2689 0.97 45.50 0 0 0| 0 0 0 0 2400 1952H 0.91 38.50 0 0 0| 0 0 0 0 3200 1776H 0.89 37.00 0 0 0| 0 0 0 0 3400 1602 0.87 35.30 0 0 0| 0 0 0 0 3600 1432 0.84 33.70 0 0 0| 0 0 0 0 3800 1265 0.81 32.00 0 0 0| 0 0 0 0 4000 1102H 0.78 30.29 0 0 0| 0 0 0 0 4200 952 0.74 28.99 0 0 0| 0 0 0 0 4400 879H 0.71 28.34 0 0 0| 0 0 0 0 4500 811 0.69 27.81 0 0 0| 0 0 0 0 4600 745 0.66 27.27 0 0 0| 0 0 0 0 4700 681 0.63 26.73 0 0 0| 0 0 0 0 4800 619H 0.60 26.19 0 0 0| 0 0 0 0 4900 559H 0.57 25.61 0 0 0| 0 0 0 0 5000 504 0.54 25.08 0 0 0| 0 0 0 0 5100 449H 0.51 24.51 0 0 0| 0 0 0 0 5200 398 0.48 23.92 0 0 0| 0 180 0 0 5300 350 0.44 23.34 0 0 0| 0 0 0 0 5400 305 0.41 22.77 0 0 0| 0 0 0 0 5500 264 0.38 22.24 0 0 0| 0 0 0 0 5600 226H 0.34 21.73 0 0 0| 0 3 0 0 5700 191H 0.31 21.18 0 0 0| 0 6 0 0 5800 158H 0.27 20.54 0 0 0| 0 0 0 0 5900 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 130 0.24 19.97 0 0 0| 0 0 0 0 6000 105 0.20 19.41 0 0 0| 0 1 0 0 6100 85 0.18 18.96 0 0 0| 0 481 0 0 6200 53H 0.12 18.18 0 0 0| 0 0 0 0 6400 31H 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 9 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: 473 Days Dec 11 3418 0.99 50.07 0 0 0| 0 0 0 0 1600 2673H 0.95 45.41 0 0 0| 0 0 0 0 2400 1954 0.90 38.18 0 0 0| 0 0 0 0 3200 1781H 0.88 36.58 0 0 0| 0 2,750 0 0 3400 1614 0.85 35.09 0 0 0| 0 1,950 0 0 3600 1450H 0.82 33.64 0 0 0| 0 8,575 0 0 3800 1292H 0.79 32.26 0 0 0| 0 11,000 0 0 4000 1140H 0.76 30.92 0 0 0| 0 19,020 0 0 4200 995 0.72 29.61 0 0 0| 0 32,200 0 0 4400 924 0.70 28.92 0 0 0| 0 4,550 0 0 4500 855 0.67 28.27 0 0 0| 0 1,050 0 0 4600 787 0.65 27.55 0 0 0| 0 1,575 0 0 4700 721 0.62 26.85 0 0 0| 0 2,710 +1,750 0 4800 660H 0.60 26.30 0 0 0| 0 4,420 0 0 4900 600H 0.57 25.68 0 0 0| 0 6,620 0 0 5000 545 0.54 25.14 0 0 0| 500 2,330 0 0 5100 490H 0.51 24.54 0 0 0| 0 7,319 0 0 5200 438H 0.48 23.96 0 0 0| 0 9,320 0 0 5300 390 0.45 23.40 0 0 0| 0 17,060 0 0 5400 342H 0.42 22.75 0 0 0| 0 19,825 0 0 5500 300H 0.39 22.22 0 0 0| 0 7,650 -281 0 5600 262 0.36 21.74 0 0 0| 0 2,125 0 0 5700 227H 0.33 21.29 0 0 0| 0 1,750 0 0 5800 195H 0.29 20.84 0 0 0| 0 2 0 0 5900 166H 0.26 20.38 0 0 0| 0 19,252 0 0 6000 140H 0.24 19.94 0 0 0| 0 0 0 0 6100 117 0.21 19.48 0 0 0| 0 12,250 0 0 6200 80 0.16 18.75 0 0 0| 0 8,750 0 0 6400 52H 0.11 18.01 0 0 0| 0 8,885 0 0 6600 32H 0.08 17.31 0 0 0| 0 8,010 0 0 6800 19H 0.05 16.74 0 0 0| 0 10,540 0 0 7000 11 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 0 0| 500 244,868 +1,469 0 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 564 Days Mar 12 3404H 0.99 49.00 0 0 0| 0 0 0 0 1600 2665H 0.95 43.00 0 0 0| 0 0 0 0 2400 1963H 0.89 37.00 0 0 0| 0 0 0 0 3200 1647 0.84 35.19 0 0 0| 0 0 0 0 3600 1340 0.78 32.73 0 0 0| 0 0 0 0 4000 1192H 0.75 31.46 0 0 0| 0 0 0 0 4200 1050H 0.71 30.15 0 0 0| 0 0 0 0 4400 983 0.69 29.59 0 0 0| 0 0 0 0 4500 916 0.67 28.96 0 0 0| 0 0 0 0 4600 851H 0.65 28.37 0 0 0| 0 0 0 0 4700 790H 0.62 27.85 0 0 0| 0 0 0 0 4800 731 0.60 27.32 0 0 0| 0 0 0 0 4900 674H 0.58 26.82 0 0 0| 0 0 0 0 5000 618H 0.55 26.27 0 0 0| 0 10 0 0 5100 565 0.52 25.73 0 0 0| 0 10 0 0 5200 518 0.50 25.36 0 0 0| 0 0 0 0 5300 470 0.47 24.87 0 0 0| 0 0 0 0 5400 420 0.44 24.20 0 0 0| 0 0 0 0 5500 378 0.42 23.76 0 0 0| 0 0 0 0 5600 338 0.39 23.30 0 0 0| 0 0 0 0 5700 297 0.36 22.70 0 0 0| 0 0 0 0 5800 262 0.33 22.26 0 0 0| 0 0 0 0 5900 232H 0.31 21.93 0 0 0| 0 2,034 0 0 6000 201H 0.28 21.44 0 0 0| 0 0 0 0 6100 175 0.25 21.05 0 0 0| 0 0 0 0 6200 129H 0.21 20.29 0 0 0| 0 0 0 0 6400 90H 0.16 19.42 0 0 0| 0 0 0 0 6600 64 0.12 18.83 0 0 0| 0 0 0 0 6800 26H 0.06 17.39 0 0 0| 0 0 0 0 7200 4 0.01 15.99 0 0 0| 0 0 0 0 8000 1 0.00 16.25 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 2,054 0 0 Indicative a-t-m Vol 25.73 Underlying Price 5036 Time to expiry: 655 Days Jun 12 3379 0.99 42.44 0 0 0| 0 0 0 0 1600 2681 0.94 44.12 0 0 0| 0 0 0 0 2400 1988H 0.88 37.19 0 0 0| 0 0 0 0 3200 1655H 0.83 33.82 0 0 0| 0 0 0 0 3600 1349H 0.78 31.32 0 0 0| 0 0 0 0 4000 1203 0.74 30.05 0 0 0| 0 0 0 0 4200 1061 0.71 28.78 0 0 0| 0 0 0 0 4400 996 0.69 28.31 0 0 0| 0 0 0 0 4500 932 0.67 27.81 0 0 0| 0 0 0 0 4600 867H 0.64 27.23 0 0 0| 0 0 0 0 4700 810 0.62 26.85 0 0 0| 0 0 0 0 4800 754H 0.60 26.48 0 0 0| 0 0 0 0 4900 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 696 0.58 25.92 0 0 0| 0 0 0 0 5000 640H 0.55 25.40 0 0 0| 0 0 0 0 5100 585H 0.53 24.84 0 0 0| 0 0 0 0 5200 538H 0.50 24.47 0 0 0| 0 0 0 0 5300 487 0.48 23.88 0 0 0| 0 0 0 0 5400 442H 0.45 23.45 0 0 0| 0 0 0 0 5500 401 0.43 23.08 0 0 0| 0 0 0 0 5600 362 0.40 22.70 0 0 0| 0 0 0 0 5700 323 0.37 22.22 0 0 0| 0 0 0 0 5800 257 0.32 21.50 0 0 0| 0 0 0 0 6000 202 0.27 20.87 0 0 0| 0 0 0 0 6200 151H 0.22 20.05 0 0 0| 0 0 0 0 6400 97 0.16 19.14 0 0 0| 0 7,425 0 0 6700 83 0.14 18.87 0 0 0| 0 0 0 0 6800 42H 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 0 0| 22,382 1,363,006 +4,104 0 | Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 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 CAB 0.00 51.62 0 0 0| 2 2,480 +2 0 3600 CAB 0.00 49.20 0 0 0| 0 3,418 0 0 3700 CAB 0.00 46.79 0 0 0| 0 11,475 0 0 3800 CAB 0.00 40.49 0 0 0| 0 2,239 0 0 3900 CAB 0.00 39.99 0 0 0| 300 11,869 +300 0 4000 H 0.00 38.20 0 0 0| 378 3,469 +176 0 4100 H 0.00 35.89 0 0 0| 101 16,949 -36 0 4200 1H -0.01 35.97 0 0 0| 220 7,964 -275 0 4300 2H -0.02 34.77 0 0 0| 610 14,543 -120 0 4400 2H -0.02 33.24 0 0 0| 0 237 0 0 4450 3 -0.02 32.04 0 0 0| 22 22,862 +2 0 4500 4 -0.03 31.05 0 0 0| 0 1,780 0 0 4550 5 -0.03 30.29 0 0 0| 429 20,134 +317 0 4600 6H -0.04 29.43 0 0 0| 44 8,862 +520 0 4650 8 -0.05 28.46 0 0 0| 224 18,967 +136 0 4700 9H -0.07 27.24 0 0 0| 113 2,024 +55 0 4750 12H -0.08 26.50 0 0 0| 3,750 23,085 -1,286 0 4800 16 -0.11 25.59 0 0 0| 348 3,089 +316 0 4850 20H -0.13 24.77 0 0 0| 1,011 17,189 +33 0 4900 26H -0.17 23.99 0 0 0| 141 1,134 -32 0 4950 30H -0.19 23.61 0 0 0| 6 85 +5 0 4975 34H -0.21 23.17 0 0 0| 924 32,752 +710 0 5000 39 -0.24 22.73 0 0 0| 0 10 0 0 5025 44 -0.27 22.34 0 0 0| 246 4,344 +169 0 5050 50 -0.30 21.93 0 0 0| 27 39 +16 0 5075 57 -0.33 21.64 0 0 0| 553 17,698 +506 0 5100 64 -0.36 21.19 0 0 0| 379 801 -8 0 5125 72 -0.40 20.74 0 0 0| 76 5,864 +15 0 5150 81 -0.44 20.37 0 0 0| 107 1,186 -26 0 5175 91H -0.48 20.02 0 0 0| 418 21,648 -48 0 5200 103H -0.52 19.87 0 0 0| 25 294 -9 0 5225 115H -0.56 19.48 0 0 0| 27 2,095 +8 0 5250 129 -0.61 19.13 0 0 0| 10 572 +10 0 5275 143H -0.65 18.72 0 0 0| 406 13,199 +100 0 5300 159H -0.70 18.40 0 0 0| 0 332 0 0 5325 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 176H -0.74 18.07 0 0 0| 100 2,581 -95 0 5350 194H -0.78 17.72 0 0 0| 0 68 0 0 5375 213H -0.81 17.44 0 0 0| 2 8,440 -992 0 5400 233H -0.85 17.10 0 0 0| 0 52 0 0 5425 255 -0.88 16.89 0 0 0| 0 426 0 0 5450 276H -0.90 16.57 0 0 0| 0 10 0 0 5475 299 -0.93 16.38 0 0 0| 0 10,246 0 0 5500 346H -0.95 16.46 0 0 0| 0 39 0 0 5550 395 -0.97 16.39 0 0 0| 0 4,403 0 0 5600 444 -0.98 16.83 0 0 0| 0 8 0 0 5650 493H -0.99 16.57 0 0 0| 0 2,557 0 0 5700 543 -1.00 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 693 -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 1992H -1.00 17.05 0 0 0| 0 0 0 0 7200 2392 -1.00 21.04 0 0 0| 2 3 +2 0 7600 2792 -1.00 26.60 0 0 0| 0 21 0 0 8000 Total 0 0 0| 11,001 361,588 +471 0 Indicative a-t-m Vol 21.86 Underlying Price 5204 Time to expiry: 46 Days Oct 10 1H -0.01 42.44 0 0 0| 230 2,339 +80 0 3600 3H -0.01 40.37 0 0 0| 400 5,060 +172 0 3800 6 -0.02 37.78 0 0 0| 66 4,104 +50 0 4000 10H -0.04 35.11 0 0 0| 32 4,128 +28 0 4200 14 -0.05 33.62 0 0 0| 10 1,629 +10 0 4300 17H -0.06 32.08 0 0 0| 409 2,416 +230 0 4400 20H -0.08 31.55 0 0 0| 0 306 0 0 4450 24 -0.09 30.95 0 0 0| 22 791 +3 0 4500 27H -0.10 30.21 0 0 0| 0 125 0 0 4550 31H -0.11 29.61 0 0 0| 45 989 +45 0 4600 36 -0.13 28.97 0 0 0| 30 490 0 0 4650 41H -0.15 28.24 0 0 0| 1 6,923 +1 0 4700 47H -0.17 27.61 0 0 0| 45 1,674 +32 0 4750 55 -0.19 27.05 0 0 0| 2,156 6,456 +2,155 0 4800 62H -0.21 26.35 0 0 0| 0 195 0 0 4850 72H -0.24 25.76 0 0 0| 791 4,457 +614 0 4900 83 -0.27 25.11 0 0 0| 461 921 +451 0 4950 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 94H -0.31 24.45 0 0 0| 462 1,101 +65 0 5000 108H -0.35 23.84 0 0 0| 0 218 0 0 5050 116 -0.37 23.55 0 0 0| 0 47 0 0 5075 124 -0.39 23.23 0 0 0| 113 2,888 +18 0 5100 132H -0.41 22.91 0 0 0| 0 20 0 0 5125 141H -0.43 22.59 0 0 0| 41 1,519 +790 0 5150 150H -0.46 22.20 0 0 0| 0 0 0 0 5175 161 -0.48 21.90 0 0 0| 20 1,353 0 0 5200 172 -0.51 21.66 0 0 0| 0 0 0 0 5225 183 -0.53 21.30 0 0 0| 0 381 0 0 5250 195H -0.56 20.99 0 0 0| 0 11 0 0 5275 208 -0.58 20.67 0 0 0| 0 129 0 0 5300 235H -0.64 20.06 0 0 0| 0 306 0 0 5350 266 -0.69 19.49 0 0 0| 0 493 0 0 5400 299 -0.74 18.89 0 0 0| 0 109 0 0 5450 335 -0.79 18.30 0 0 0| 0 357 0 0 5500 373H -0.84 17.78 0 0 0| 0 8 0 0 5550 415 -0.88 17.30 0 0 0| 0 96 0 0 5600 459 -0.91 16.87 0 0 0| 0 8 0 0 5650 505 -0.93 16.74 0 0 0| 0 4 0 0 5700 551 -0.95 16.21 0 0 0| 0 0 0 0 5750 599H -0.97 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 0 0| 5,334 52,077 +4,744 0 Indicative a-t-m Vol 23.00 Underlying Price 5184 Time to expiry: 81 Days Nov 10 20H -0.05 35.55 0 0 0| 22 1,908 +20 0 4000 33H -0.08 33.91 0 0 0| 408 1,036 +264 0 4200 50H -0.12 31.83 0 0 0| 15 353 +10 0 4400 61 -0.15 30.65 0 0 0| 1 116 +1 0 4500 74H -0.18 29.53 0 0 0| 0 264 0 0 4600 90H -0.21 28.42 0 0 0| 0 1,760 0 0 4700 99H -0.23 27.86 0 0 0| 0 0 0 0 4750 109 -0.25 27.25 0 0 0| 0 88 0 0 4800 120H -0.28 26.74 0 0 0| 0 158 0 0 4850 132H -0.30 26.17 0 0 0| 0 221 0 0 4900 145H -0.33 25.59 0 0 0| 0 905 0 0 4950 160 -0.36 25.06 0 0 0| 0 432 0 0 5000 175H -0.39 24.48 0 0 0| 0 80 0 0 5050 192H -0.42 23.91 0 0 0| 1 864 +1 0 5100 210H -0.45 23.31 0 0 0| 103 229 +83 0 5150 232 -0.49 22.85 0 0 0| 0 273 0 0 5200 254 -0.53 22.29 0 0 0| 0 186 0 0 5250 277H -0.57 21.70 0 0 0| 10 225 0 0 5300 303H -0.60 21.16 0 0 0| 0 76 0 0 5350 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 331H -0.64 20.61 0 0 0| 0 178 0 0 5400 361 -0.68 20.05 0 0 0| 0 11 0 0 5450 394 -0.72 19.57 0 0 0| 0 0 0 0 5500 428H -0.76 19.09 0 0 0| 0 0 0 0 5550 465H -0.80 18.65 0 0 0| 0 0 0 0 5600 504 -0.83 18.14 0 0 0| 0 0 0 0 5650 545 -0.86 17.79 0 0 0| 0 0 0 0 5700 587H -0.89 17.38 0 0 0| 0 0 0 0 5750 632 -0.91 17.17 0 0 0| 0 0 0 0 5800 723 -0.95 16.17 0 0 0| 0 0 0 0 5900 818 -0.98 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 0| 560 9,363 +379 0 Indicative a-t-m Vol 23.69 Underlying Price 5184H Time to expiry: 109 Days Dec 10 CAB 0.00 54.30 0 0 0| 0 1,245 0 0 1800 CAB 0.00 55.26 0 0 0| 0 21,019 0 0 2000 H 0.00 55.07 0 0 0| 20 8,224 0 0 2200 1H 0.00 54.03 0 0 0| 200 10,739 +180 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 7 -0.01 47.73 0 0 0| 0 78,723 0 0 3000 10 -0.02 45.40 0 0 0| 0 22,951 0 0 3200 13 -0.02 44.71 0 0 0| 0 7,368 0 0 3300 15H -0.03 43.57 0 0 0| 0 11,274 0 0 3400 18 -0.04 42.25 0 0 0| 50 26,831 +20 0 3500 21H -0.04 41.06 0 0 0| 20 27,231 0 0 3600 26 -0.05 40.03 0 0 0| 250 26,207 +219 0 3700 30 -0.06 38.79 0 0 0| 0 27,255 0 0 3800 35 -0.07 37.44 0 0 0| 0 11,021 0 0 3900 41 -0.08 36.26 0 0 0| 20 44,863 -10 0 4000 47H -0.09 35.08 0 0 0| 4 19,766 +4 0 4100 56 -0.11 34.00 0 0 0| 14 26,830 +10 0 4200 66 -0.13 32.93 0 0 0| 9 28,396 0 0 4300 78 -0.15 31.89 0 0 0| 41 26,809 -30 0 4400 92 -0.18 30.85 0 0 0| 92 26,203 +35 0 4500 108 -0.21 29.81 0 0 0| 265 31,471 -498 0 4600 126H -0.24 28.76 0 0 0| 351 30,555 -500 0 4700 136H -0.26 28.21 0 0 0| 0 10 0 0 4750 148 -0.28 27.68 0 0 0| 0 24,019 -3 0 4800 159H -0.30 27.15 0 0 0| 0 0 0 0 4850 173 -0.32 26.64 0 0 0| 350 31,277 -350 0 4900 187 -0.35 26.12 0 0 0| 0 292 0 0 4950 202H -0.37 25.63 0 0 0| 1,064 42,657 +583 0 5000 218 -0.40 25.07 0 0 0| 0 90 0 0 5050 236 -0.42 24.58 0 0 0| 11 23,563 +11 0 5100 254 -0.45 23.99 0 0 0| 0 9,505 0 0 5150 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 275 -0.48 23.55 0 0 0| 0 33,160 0 0 5200 296 -0.51 22.98 0 0 0| 0 100 0 0 5250 320 -0.55 22.54 0 0 0| 0 31,668 0 0 5300 344 -0.58 21.99 0 0 0| 0 0 0 0 5350 371 -0.61 21.54 0 0 0| 0 14,147 0 0 5400 399H -0.65 21.07 0 0 0| 0 10 0 0 5450 429H -0.68 20.56 0 0 0| 0 18,980 0 0 5500 461 -0.71 20.05 0 0 0| 0 4,500 0 0 5550 495H -0.75 19.67 0 0 0| 0 10,600 0 0 5600 569 -0.81 18.84 0 0 0| 0 9,155 0 0 5700 649H -0.86 18.15 0 0 0| 0 3,585 0 0 5800 735H -0.90 17.45 0 0 0| 0 26 0 0 5900 826H -0.94 16.96 0 0 0| 0 1,134 0 0 6000 920H -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 1213H -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 2809H -1.00 6.30 0 0 0| 0 10 0 0 8000 Total 0 0 0| 2,761 798,827 -329 0 Indicative a-t-m Vol 24.33 Underlying Price 5142H Time to expiry: 200 Days Mar 11 3 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 9H -0.01 55.35 0 0 0| 0 315 0 0 2200 14 -0.02 53.30 0 0 0| 0 2,555 0 0 2400 18 -0.02 50.41 0 0 0| 0 825 0 0 2600 24 -0.03 47.98 0 0 0| 0 747 0 0 2800 30H -0.04 45.50 0 0 0| 0 8,426 0 0 3000 40H -0.05 43.45 0 0 0| 0 689 0 0 3200 44H -0.06 42.02 0 0 0| 0 776 0 0 3300 48 -0.06 40.55 0 0 0| 0 668 0 0 3400 56H -0.07 39.84 0 0 0| 0 12,728 0 0 3500 62H -0.08 38.67 0 0 0| 0 7,774 0 0 3600 70 -0.09 37.52 0 0 0| 0 2,166 0 0 3700 78 -0.10 36.38 0 0 0| 0 7,919 0 0 3800 87 -0.12 35.30 0 0 0| 0 991 0 0 3900 99H -0.13 34.50 0 0 0| 5 10,748 +5 0 4000 112 -0.15 33.60 0 0 0| 0 887 0 0 4100 125H -0.17 32.60 0 0 0| 0 1,825 +330 0 4200 142H -0.19 31.80 0 0 0| 0 5,475 0 0 4300 160 -0.21 30.88 0 0 0| 10 5,879 +5 0 4400 179 -0.24 29.98 0 0 0| 0 13,016 0 0 4500 200 -0.27 29.02 0 0 0| 0 3,455 0 0 4600 224H -0.30 28.17 0 0 0| 0 7,854 0 0 4700 251H -0.33 27.30 0 0 0| 2 9,504 +2 0 4800 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 281H -0.37 26.41 0 0 0| 0 11,434 0 0 4900 314H -0.40 25.53 0 0 0| 0 18,061 0 0 5000 351H -0.45 24.68 0 0 0| 500 19,747 0 0 5100 392H -0.49 23.86 0 0 0| 0 10,131 0 0 5200 437H -0.54 23.00 0 0 0| 0 3,439 0 0 5300 487H -0.58 22.19 0 0 0| 0 1,916 0 0 5400 543 -0.63 21.42 0 0 0| 0 16,819 0 0 5500 604 -0.68 20.67 0 0 0| 0 2,974 0 0 5600 670H -0.73 19.98 0 0 0| 0 666 0 0 5700 743 -0.78 19.39 0 0 0| 0 41 0 0 5800 819H -0.82 18.78 0 0 0| 0 0 0 0 5900 905 -0.85 18.64 0 0 0| 0 8,000 0 0 6000 990H -0.88 18.22 0 0 0| 0 0 0 0 6100 1076H -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 1457 -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 2447H -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 3642H -1.00 14.50 0 0 0| 0 0 0 0 8800 Total 0 0 0| 517 199,729 +342 0 Indicative a-t-m Vol 24.73 Underlying Price 5099 Time to expiry: 291 Days Jun 11 14H -0.02 44.10 0 0 0| 0 2,591 0 0 2400 25 -0.03 44.00 0 0 0| 0 250 0 0 2600 41H -0.04 44.23 0 0 0| 0 129 0 0 2800 46H -0.05 40.95 0 0 0| 0 5,211 0 0 3000 68 -0.07 40.57 0 0 0| 0 2,252 0 0 3200 86 -0.09 38.90 0 0 0| 12 4,923 0 0 3400 106H -0.11 37.13 0 0 0| 37 2,741 -30 0 3600 130 -0.14 35.32 0 0 0| 0 1,842 0 0 3800 138H -0.15 33.94 0 0 0| 0 978 0 0 3900 154H -0.17 33.20 0 0 0| 10 6,287 0 0 4000 171 -0.18 32.42 0 0 0| 0 291 0 0 4100 189 -0.20 31.61 0 0 0| 0 2,144 0 0 4200 209H -0.22 30.85 0 0 0| 0 2,229 0 0 4300 230H -0.25 30.03 0 0 0| 0 105 0 0 4400 254 -0.27 29.26 0 0 0| 75 2,138 +37 0 4500 279H -0.30 28.46 0 0 0| 500 4,116 +500 0 4600 307 -0.33 27.69 0 0 0| 0 2,118 0 0 4700 338 -0.36 26.95 0 0 0| 0 2,428 0 0 4800 371 -0.39 26.20 0 0 0| 0 6,843 0 0 4900 407 -0.42 25.44 0 0 0| 1 6,267 -1 0 5000 446H -0.46 24.72 0 0 0| 0 6,979 0 0 5100 489 -0.49 23.99 0 0 0| 200 6,019 0 0 5200 536 -0.53 23.29 0 0 0| 0 2,311 0 0 5300 586 -0.57 22.60 0 0 0| 53 1,346 +4 0 5400 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 640H -0.61 21.92 0 0 0| 0 106 0 0 5500 699H -0.65 21.27 0 0 0| 0 2,022 0 0 5600 762H -0.70 20.63 0 0 0| 0 1 0 0 5700 830H -0.74 20.05 0 0 0| 0 0 0 0 5800 902H -0.77 19.49 0 0 0| 0 0 0 0 5900 979H -0.81 19.00 0 0 0| 0 0 0 0 6000 1059 -0.84 18.44 0 0 0| 0 0 0 0 6100 1142H -0.87 17.97 0 0 0| 0 1 0 0 6200 1319 -0.92 17.07 0 0 0| 0 4 0 0 6400 1504H -0.96 16.31 0 0 0| 0 0 0 0 6600 1696 -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 2883 -1.00 14.02 0 0 0| 0 2 0 0 8000 3678 -1.00 14.60 0 0 0| 0 0 0 0 8800 Total 0 0 0| 888 74,674 +510 0 Indicative a-t-m Vol 25.21 Underlying Price 5076 Time to expiry: 382 Days Sep 11 2H 0.00 45.35 0 0 0| 0 0 0 0 1600 36 -0.03 45.50 0 0 0| 0 100 0 0 2400 93 -0.09 38.50 0 0 0| 0 853 0 0 3200 115 -0.11 37.00 0 0 0| 0 0 0 0 3400 139 -0.13 35.30 0 0 0| 0 0 0 0 3600 167 -0.16 33.70 0 0 0| 0 0 0 0 3800 198H -0.19 32.00 0 0 0| 0 0 0 0 4000 234 -0.22 30.29 0 0 0| 0 0 0 0 4200 281H -0.26 28.99 0 0 0| 0 0 0 0 4400 308H -0.29 28.34 0 0 0| 0 1 0 0 4500 339 -0.31 27.81 0 0 0| 0 0 0 0 4600 372 -0.34 27.27 0 0 0| 0 1 0 0 4700 407 -0.37 26.73 0 0 0| 0 0 0 0 4800 445 -0.40 26.19 0 0 0| 0 0 0 0 4900 484H -0.43 25.61 0 0 0| 0 0 0 0 5000 527H -0.46 25.08 0 0 0| 0 0 0 0 5100 572H -0.49 24.51 0 0 0| 0 0 0 0 5200 620H -0.52 23.92 0 0 0| 0 0 0 0 5300 671 -0.56 23.34 0 0 0| 0 0 0 0 5400 725 -0.59 22.77 0 0 0| 0 0 0 0 5500 783H -0.62 22.24 0 0 0| 0 35 0 0 5600 845 -0.66 21.73 0 0 0| 0 2 0 0 5700 909H -0.69 21.18 0 0 0| 0 0 0 0 5800 975H -0.73 20.54 0 0 0| 0 0 0 0 5900 1046 -0.76 19.97 0 0 0| 0 0 0 0 6000 1120 -0.80 19.41 0 0 0| 0 0 0 0 6100 1199 -0.82 18.96 0 0 0| 0 0 0 0 6200 1366H -0.88 18.18 0 0 0| 0 0 0 0 6400 1542H -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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 473 Days Dec 11 12H -0.01 50.07 0 0 0| 0 500 0 0 1600 59 -0.05 45.41 0 0 0| 0 3,870 0 0 2400 129H -0.10 38.18 0 0 0| 0 5,780 0 0 3200 155 -0.12 36.58 0 0 0| 0 7,102 0 0 3400 184H -0.15 35.09 0 0 0| 0 15,825 0 0 3600 219 -0.18 33.64 0 0 0| 0 10,825 0 0 3800 259 -0.21 32.26 0 0 0| 0 18,311 0 0 4000 304 -0.24 30.92 0 0 0| 0 14,095 0 0 4200 356 -0.28 29.61 0 0 0| 0 16,870 0 0 4400 384 -0.30 28.92 0 0 0| 0 3,825 0 0 4500 414 -0.33 28.27 0 0 0| 0 4,180 0 0 4600 444H -0.35 27.55 0 0 0| 0 3,826 0 0 4700 477H -0.38 26.85 0 0 0| 0 8,850 0 0 4800 515H -0.40 26.30 0 0 0| 0 3,930 0 0 4900 554H -0.43 25.68 0 0 0| 0 16,785 0 0 5000 598 -0.46 25.14 0 0 0| 500 3,640 0 0 5100 642 -0.49 24.54 0 0 0| 0 9,295 0 0 5200 689 -0.52 23.96 0 0 0| 0 5,880 0 0 5300 739H -0.55 23.40 0 0 0| 0 5,505 0 0 5400 790H -0.58 22.75 0 0 0| 0 7,900 0 0 5500 847 -0.61 22.22 0 0 0| 0 8,276 0 0 5600 908 -0.64 21.74 0 0 0| 0 1,625 0 0 5700 972 -0.67 21.29 0 0 0| 0 129 0 0 5800 1039 -0.71 20.84 0 0 0| 0 0 0 0 5900 1108H -0.74 20.38 0 0 0| 0 1,020 0 0 6000 1181 -0.76 19.94 0 0 0| 0 0 0 0 6100 1256H -0.79 19.48 0 0 0| 0 1 0 0 6200 1417H -0.84 18.75 0 0 0| 0 0 0 0 6400 1587 -0.89 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 2918H -1.00 12.88 0 0 0| 0 10 0 0 8000 3708H -1.00 10.10 0 0 0| 0 0 0 0 8800 Total 0 0 0| 500 177,855 0 0 Indicative a-t-m Vol 26.60 Underlying Price 5040 Time to expiry: 564 Days Mar 12 19 -0.01 49.00 0 0 0| 0 0 0 0 1600 67H -0.05 43.00 0 0 0| 0 0 0 0 2400 153 -0.11 37.00 0 0 0| 0 0 0 0 3200 230 -0.16 35.19 0 0 0| 0 1,750 0 0 3600 316H -0.22 32.73 0 0 0| 0 0 0 0 4000 366 -0.25 31.46 0 0 0| 0 0 0 0 4200 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 420H -0.29 30.15 0 0 0| 0 0 0 0 4400 451H -0.31 29.59 0 0 0| 0 0 0 0 4500 483 -0.33 28.96 0 0 0| 0 0 0 0 4600 517 -0.35 28.37 0 0 0| 0 0 0 0 4700 554H -0.38 27.85 0 0 0| 0 0 0 0 4800 593H -0.40 27.32 0 0 0| 0 0 0 0 4900 635 -0.42 26.82 0 0 0| 0 0 0 0 5000 678 -0.45 26.27 0 0 0| 0 10 0 0 5100 722H -0.48 25.73 0 0 0| 0 10 0 0 5200 773H -0.50 25.36 0 0 0| 0 0 0 0 5300 824H -0.53 24.87 0 0 0| 0 0 0 0 5400 873 -0.56 24.20 0 0 0| 0 0 0 0 5500 929 -0.58 23.76 0 0 0| 0 1 0 0 5600 987H -0.61 23.30 0 0 0| 0 0 0 0 5700 1045 -0.64 22.70 0 0 0| 0 0 0 0 5800 1108H -0.67 22.26 0 0 0| 0 0 0 0 5900 1177 -0.69 21.93 0 0 0| 0 0 0 0 6000 1244H -0.72 21.44 0 0 0| 0 0 0 0 6100 1317 -0.75 21.05 0 0 0| 0 0 0 0 6200 1468 -0.79 20.29 0 0 0| 0 0 0 0 6400 1626 -0.84 19.42 0 0 0| 0 0 0 0 6600 1796 -0.88 18.83 0 0 0| 0 0 0 0 6800 2152 -0.94 17.39 0 0 0| 0 0 0 0 7200 2917H -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: 655 Days Jun 12 12H -0.01 42.44 0 0 0| 0 0 0 0 1600 98H -0.06 44.12 0 0 0| 0 750 0 0 2400 190 -0.12 37.19 0 0 0| 0 0 0 0 3200 248H -0.17 33.82 0 0 0| 0 0 0 0 3600 334H -0.22 31.32 0 0 0| 0 7,925 0 0 4000 383H -0.26 30.05 0 0 0| 0 0 0 0 4200 437H -0.29 28.78 0 0 0| 0 0 0 0 4400 470H -0.31 28.31 0 0 0| 0 0 0 0 4500 504H -0.33 27.81 0 0 0| 0 0 0 0 4600 538H -0.36 27.23 0 0 0| 0 0 0 0 4700 578H -0.38 26.85 0 0 0| 0 7,425 0 0 4800 621 -0.40 26.48 0 0 0| 0 0 0 0 4900 660H -0.42 25.92 0 0 0| 0 0 0 0 5000 703 -0.45 25.40 0 0 0| 0 250 0 0 5100 746H -0.47 24.84 0 0 0| 0 1,000 0 0 5200 797 -0.50 24.47 0 0 0| 0 0 0 0 5300 843H -0.52 23.88 0 0 0| 0 0 0 0 5400 897 -0.55 23.45 0 0 0| 0 0 0 0 5500 954 -0.57 23.08 0 0 0| 0 0 0 0 5600 1012H -0.60 22.70 0 0 0| 0 0 0 0 5700 1071H -0.63 22.22 0 0 0| 0 5 0 0 5800 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 1201H -0.68 21.50 0 0 0| 0 0 0 0 6000 1342H -0.73 20.87 0 0 0| 0 0 0 0 6200 1488 -0.78 20.05 0 0 0| 0 0 0 0 6400 1727H -0.84 19.14 0 0 0| 0 0 0 0 6700 1811H -0.86 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 0 0| 21,561 1,694,231 +6,117 0 Grand Total 0 0 0| 465,287 3,478,581 +10,221 0 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 26 Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -180 0 5211 TotalN/A N/A N/A | N/A N/A -180 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 18 Days 17 Sep 10 2192 1.00 64.91 0 0 0| 0 1,408 0 0 3001 217 0.76 22.76 0 0 0| 0 227 0 0 5023 56 0.35 18.94 0 0 0| 0 227 0 0 5287 13 0.11 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 0.00 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: 46 Days 15 Oct 10 354 0.74 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: 50 Days 19 Oct 10 3 0.02 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: 65 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: 109 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 0.86 32.67 0 0 0| 0 10,500 0 0 4325 830H 0.83 31.63 0 0 0| 0 625 0 0 4425 746H 0.81 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 0.66 26.38 0 0 0| 0 8,000 0 0 4925 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 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 0.39 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 0.30 20.44 0 0 0| 0 750 0 0 5512 104 0.29 20.31 0 0 0| 0 10,875 0 0 5525 98H 0.28 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 0.13 18.16 0 0 0| 0 500 0 0 5799 34H 0.13 18.14 0 0 0| 0 500 0 0 5802 34 0.13 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 0.10 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 0.08 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 0.06 17.02 0 0 0| 0 250 0 0 5989 13H 0.06 17.01 0 0 0| 0 100 0 0 5990 11 0.05 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 9 0.05 16.63 0 0 0| 0 250 0 0 6055 8H 0.04 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 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 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 0.01 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 0.00 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: 200 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 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 228 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 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 232 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: 246 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: 291 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: 473 Days 16 Dec 11 1702H 0.83 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 0.78 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 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 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 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: 564 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: 599 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: 623 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: 844 Days 21 Dec 12 2984 0.88 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 0.69 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 0.66 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 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 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 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 0.20 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: 928 Days 15 Mar 13 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 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 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: 963 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: 1208 Days 20 Dec 13 2081 0.77 34.81 0 0 0| 0 3,000 0 0 3000 1714H 0.73 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 56,500 +7,500 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 24,500 +19,800 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 28,900 +1,000 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 14,000 +2,000 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| 0 273,098 +30,300 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 1326 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 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 1390 Days 20 Jun 14 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 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: 1400 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: 1572 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: 1808 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 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 1936 Days 18 Dec 15 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 | 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 1,349,511 +30,120 0 | Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 18 Days 17 Sep 10 CAB 0.00 64.91 0 0 0| 0 1,408 0 0 3001 5 -0.02 31.43 0 0 0| 0 0 0 0 4531 14H -0.07 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: 46 Days 15 Oct 10 83H -0.26 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: 65 Days 3 Nov 10 CAB 0.00 38.70 0 0 0| 0 155 0 0 3025 1841H -1.00 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: 109 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 -0.06 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 -0.08 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 -0.11 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 -0.16 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 -0.57 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 -0.63 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 -0.66 20.97 0 0 0| 0 500 0 0 5460 423H -0.67 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 -0.72 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 -0.76 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 -0.89 17.72 0 0 0| 0 500 0 0 5862 718 -0.89 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 -0.95 16.66 0 0 0| 0 150 0 0 6050 889H -0.95 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 172 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: 200 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: 213 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: 228 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: 232 Days 19 Apr 11 355 -0.40 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: 234 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: 246 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 291 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: 382 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: 464 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: 473 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 -0.27 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 -0.77 19.39 0 0 0| 0 1,250 0 0 6225 1365 -0.79 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 -0.87 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: 564 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: 599 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: 623 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: 655 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: 753 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: 844 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 -0.18 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 -0.22 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 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 -0.36 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 -0.50 24.62 0 0 0| 0 5,300 0 0 5500 1099 -0.52 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 -0.54 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 -0.55 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 -0.59 23.25 0 0 0| 0 2,500 0 0 5925 1346H -0.60 23.08 0 0 0| 0 4,500 0 0 6000 1363 -0.61 23.03 0 0 0| 0 2,800 0 0 6025 1430H -0.63 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 -0.65 22.43 0 0 0| 0 2,450 0 0 6225 1553H -0.66 22.23 0 0 0| 0 1,250 0 0 6300 1571H -0.67 22.18 0 0 0| 0 3,800 0 0 6325 1645 -0.69 22.00 0 0 0| 0 3,125 0 0 6425 1720H -0.71 21.85 0 0 0| 0 5,500 0 0 6525 1798 -0.72 21.58 0 0 0| 0 3,875 0 0 6625 1877H -0.74 21.39 0 0 0| 0 2,375 0 0 6725 1958H -0.76 21.28 0 0 0| 0 350 0 0 6825 2125 -0.79 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: 899 Days 14 Feb 13 957 -0.45 25.22 0 0 0| 0 4,000 0 0 5300 1302H -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 5201H Time to expiry: 928 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: 963 Days 19 Apr 13 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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: 1208 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 0 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 5,850 +250 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 0 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 -0.41 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| 0 198,813 +250 0 Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 1299 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: 1326 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: 1572 Days 19 Dec 14 214 -0.08 34.69 0 0 0| 0 1,993 0 0 2500 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 -0.37 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: 1808 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: 1936 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 1,058,881 +250 0 Indicative a-t-m Vol 0.00 Underlying Price 3507.440 Time to expiry: 18 Days 17 Sep 10 42.210 -0.30 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| 301,392 2,709,784 +30,370 0 CAC 40 Index (XCC) Indicative a-t-m Vol 0.00 Underlying Price 3507.440 Time to expiry: 18 Days 17 Sep 10 51.340 -0.30 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: 18 Days 17 Sep 10 20H -0.11 25.59 0 0 0| 0 0 0 0 4850 Equity Index Options 21:59 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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| 302,400 2,710,972 +30,370 0 FTSE 100 Index (XUK) Indicative a-t-m Vol 0.00 Underlying Price 5201H Time to expiry: 18 Days 17 Sep 10 66H -0.34 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| 303,408 2,711,980 +30,370 0 FTSE 250 Index FLEX Option (YFS) Indicative a-t-m Vol 0.00 Underlying Price 9779.9 Time to expiry: 18 Days 17 Sep 10 57.5 0.00 33.52 0 0 0| 0 102 0 0 8984 156.0 0.00 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: 46 Days 15 Oct 10 175.0 0.00 25.68 0 0 0| 0 100 0 0 9308 342.5 0.00 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| 306,432 2,715,610 +30,370 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3404.820 Time to expiry: 109 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| 307,440 2,722,618 +30,370 0