Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.42 Underlying Price 5201H Time to expiry: 17 Days Sep 10 3400H 1.00 38.60 0 0 0| 0 185 0 0 1800 3200H 1.00 57.16 0 0 0| 0 12 0 0 2000 3000H 1.00 67.48 0 0 0| 0 8 0 0 2200 2800H 1.00 72.28 0 0 0| 0 0 0 0 2400 2600H 1.00 73.34 0 0 0| 0 0 0 0 2600 2400H 1.00 71.91 0 0 0| 0 11 0 0 2800 2200H 1.00 68.83 0 0 0| 0 500 0 0 3000 2001 1.00 64.72 0 0 0| 0 0 0 0 3200 1901 1.00 62.42 0 0 0| 0 0 0 0 3300 1801 1.00 60.00 0 0 0| 0 0 0 0 3400 1701 1.00 57.52 0 0 0| 0 400 0 0 3500 1601 1.00 54.99 0 0 0| 0 3 0 0 3600 1501 1.00 52.44 0 0 0| 0 1 0 0 3700 1401H 1.00 49.91 0 0 0| 0 0 0 0 3800 1301H 1.00 47.39 0 0 0| 0 0 0 0 3900 1202 1.00 45.98 0 0 0| 0 3 0 0 4000 1102 1.00 42.05 0 0 0| 0 100 0 0 4100 1002 0.99 39.49 0 0 0| 0 200 0 0 4200 836 902H 0.99 36.58 836 S 836 S 0 0 1| 0 654 0 0 4300 803 0.99 34.77 0 0 0| 0 13 0 0 4400 754 0.98 34.61 0 0 0| 0 0 0 0 4450 705 0.98 33.81 0 0 0| 0 2,428 0 0 4500 656 0.97 33.23 0 0 0| 0 0 0 0 4550 607H 0.96 32.28 0 0 0| 0 631 0 0 4600 559 0.95 31.27 0 0 0| 0 10 0 0 4650 511 0.94 30.34 0 0 0| 0 12 0 0 4700 463H 0.92 29.40 0 0 0| 0 2 0 0 4750 368 416H 0.90 28.50 368 S 368 S 0 0 20| 0 1,933 -6 0 4800 370H 0.88 27.55 0 0 0| 0 35 0 0 4850 325H 0.85 26.49 0 0 0| 0 4,435 0 0 4900 281H 0.82 25.52 0 0 0| 0 470 0 0 4950 260H 0.80 25.12 0 0 0| 0 0 0 0 4975 193H 240 0.77 24.65 249HS 193H 0 0 30| 0 9,687 0 0 5000 220 0.75 24.24 0 0 0| 0 10 0 0 5025 200H 0.72 23.82 0 0 0| 0 708 0 0 5050 134 181 0.69 23.35 183 134 0 0 54| 0 22 0 0 5075 118H 163 0.66 22.97 170H 118H 0 0 32| 0 11,579 0 0 5100 103H 145H 0.63 22.51 121 103H 0 0 82| 0 148 0 0 5125 90H 129 0.59 22.10 108H 90H 0 0 107| 0 2,809 -2 0 5150 78H 113H 0.55 21.71 123 78H 0 0 110| 0 877 0 0 5175 66H 99H 0.51 21.45 106 66H 0 0 271| 0 17,066 0 0 5200 56 86 0.47 21.08 91 56 0 0 123| 0 426 0 0 5225 47H 73H 0.43 20.73 79 S 47 0 0 261| 0 1,675 -2 0 5250 39 62 0.39 20.33 68H 39 0 0 114| 0 367 -70 0 5275 30 51H 0.34 19.84 55 30 0 0 216| 0 13,618 -359 0 5300 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 25H 42H 0.30 19.57 45H 25H 0 0 250| 0 358 0 0 5325 20 34 0.26 19.15 37 20 0 0 159| 0 3,142 0 0 5350 15H 27 0.22 18.77 28HS 15H 0 0 98| 0 453 0 0 5375 12H 21H 0.19 18.46 22H 12H 0 0 329| 0 16,332 -948 0 5400 10 16 0.15 18.09 12H 10 0 0 17| 0 708 0 0 5425 7 12H 0.12 17.87 14 S 6H 0 0 362| 0 3,028 -33 0 5450 9H 0.10 17.66 0 0 0| 0 2,300 0 0 5475 5 7 0.08 17.40 8 4H 0 0 396| 0 24,978 -50 0 5500 3H 4H 0.05 17.92 4 3H 0 0 9| 0 3,279 -1 0 5550 2 2 0.03 16.97 2 2 0 0 2| 0 26,339 -750 0 5600 1 1 0.01 16.64 1 1 0 0 17| 0 2,549 0 0 5650 H H 0.01 16.53 1 H 0 0 106| 0 29,240 -950 0 5700 H CAB 0.00 16.42 H H 0 0 15| 0 1,148 0 0 5750 1 CAB 0.00 15.87 1 1 0 0 88| 0 16,813 0 0 5800 CAB 0.00 15.57 0 0 0| 0 685 0 0 5850 CAB 0.00 15.30 0 0 0| 0 13,414 0 0 5900 CAB 0.00 15.05 0 0 0| 0 242 0 0 5950 H CAB 0.00 14.83 H H 0 0 10| 0 28,679 0 0 6000 H CAB 0.00 14.64 H H 0 0 331| 0 559 0 0 6050 CAB 0.00 14.48 0 0 0| 0 10,411 0 0 6100 CAB 0.00 14.35 0 0 0| 0 90 0 0 6150 CAB 0.00 14.24 0 0 0| 0 13,681 0 0 6200 CAB 0.00 14.11 0 0 0| 0 40 0 0 6300 CAB 0.00 14.08 0 0 0| 0 12,873 0 0 6400 CAB 0.00 14.35 0 0 0| 0 6,253 0 0 6600 CAB 0.00 15.03 0 0 0| 0 3,024 0 0 6800 CAB 0.00 16.11 0 0 0| 0 1,038 0 0 7000 CAB 0.00 17.57 0 0 0| 0 0 0 0 7200 CAB 0.00 21.63 0 0 0| 0 3 0 0 7600 CAB 0.00 26.90 0 0 0| 0 21 0 0 8000 Total 0 0 3,610| 0 292,718 -3,171 0 Indicative a-t-m Vol 22.55 Underlying Price 5198H Time to expiry: 45 Days Oct 10 1598H 0.99 42.21 0 0 0| 0 0 0 0 3600 1400 0.99 39.57 0 0 0| 0 0 0 0 3800 1202H 0.98 37.19 0 0 0| 0 0 0 0 4000 1008 0.96 35.07 0 0 0| 0 1 0 0 4200 911H 0.95 33.95 0 0 0| 0 7 0 0 4300 756H 817 0.93 32.87 756HS 756HS 0 0 1| 0 2 0 0 4400 770 0.92 32.27 0 0 0| 0 0 0 0 4450 723 0.91 31.51 0 0 0| 0 1 0 0 4500 677 0.90 30.93 0 0 0| 0 0 0 0 4550 630H 0.88 30.05 0 0 0| 0 265 0 0 4600 586H 0.87 29.63 0 0 0| 0 3 0 0 4650 541H 0.85 28.83 0 0 0| 0 5 0 0 4700 498 0.83 28.25 0 0 0| 0 16 0 0 4750 413H 455H 0.81 27.58 413HS 413HS 0 0 20| 0 87 0 0 4800 414 0.78 26.96 0 0 0| 0 30 0 0 4850 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 373H 0.75 26.30 0 0 0| 0 35 0 0 4900 334H 0.72 25.67 0 0 0| 0 13 0 0 4950 285 297 0.69 25.05 308 285 0 0 110| 0 473 0 0 5000 261 0.65 24.40 0 0 0| 0 39 0 0 5050 215 243H 0.63 24.09 215 215 0 0 3| 0 4 0 0 5075 199 227 0.61 23.78 199 192 0 0 77| 0 596 0 0 5100 184H 210H 0.58 23.43 215H 177 0 0 43| 0 47 0 0 5125 167H 194H 0.56 23.09 198 166 0 0 29| 0 288 0 0 5150 152 179 0.54 22.77 183 152 0 0 7| 0 23 0 0 5175 141 165 0.51 22.54 171HS 139HS 0 0 185| 0 1,944 0 0 5200 123 151 0.49 22.23 155H 123 0 0 7| 0 0 0 0 5225 116 137 0.46 21.87 142 112H 0 0 35| 0 488 0 0 5250 124H 0.44 21.56 0 0 0| 0 20 0 0 5275 90H 112 0.41 21.23 92 S 87HS 0 0 8| 0 5,774 0 0 5300 85 89H 0.36 20.57 94H 85 0 0 22| 0 711 0 0 5350 56H 69H 0.31 19.88 73 55HS 0 0 191| 0 2,626 0 0 5400 42 53 0.26 19.29 55 42 0 0 91| 0 646 0 0 5450 30 39 0.21 18.70 41 28HS 0 0 135| 0 5,884 0 0 5500 21H 27H 0.16 18.05 30 S 21H 0 0 35| 0 618 0 0 5550 16 19 0.12 17.58 20 S 15 0 0 203| 0 2,955 0 0 5600 10 13 0.09 17.12 14 S 10 0 0 128| 0 681 0 0 5650 6H 8H 0.07 16.80 6H 6H 0 0 5| 0 8,991 0 0 5700 6 0.05 16.65 0 0 0| 0 7,564 0 0 5750 4 0.03 16.64 0 0 0| 0 2,842 0 0 5800 2H 0.02 17.32 0 0 0| 0 819 0 0 5900 1H 0.01 17.95 0 0 0| 0 481 0 0 6000 H 1 0.01 19.73 1H H 0 0 175| 0 25 0 0 6200 H 0.00 21.46 0 0 0| 0 22 0 0 6400 H 0.00 27.40 0 0 0| 0 0 0 0 6800 Total 0 0 1,510| 0 45,026 0 0 Indicative a-t-m Vol 23.46 Underlying Price 5178H Time to expiry: 80 Days Nov 10 1200 0.94 36.66 0 0 0| 0 1 0 0 4000 1011H 0.92 34.36 0 0 0| 0 2 0 0 4200 830 0.87 32.29 0 0 0| 0 5 0 0 4400 741 0.85 31.15 0 0 0| 0 4 0 0 4500 655 0.82 30.00 0 0 0| 0 9 0 0 4600 571H 0.78 28.89 0 0 0| 0 1 0 0 4700 530H 0.76 28.28 0 0 0| 0 0 0 0 4750 490H 0.74 27.68 0 0 0| 0 2 0 0 4800 451H 0.72 27.10 0 0 0| 0 4 0 0 4850 414 0.69 26.53 0 0 0| 0 10 0 0 4900 377 0.67 25.96 0 0 0| 0 1 0 0 4950 302 341H 0.64 25.38 343 302 0 0 12| 0 53 0 0 5000 281H 307H 0.61 24.83 281H 281H 0 0 2| 0 51 0 0 5050 248 275 0.58 24.25 281 248 0 0 9| 0 23 0 0 5100 218 244 0.54 23.70 231 218 0 0 26| 0 155 0 0 5150 191 216 0.51 23.28 193H 190H 0 0 7| 0 482 0 0 5200 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 165 188 0.47 22.71 175H 164 0 0 55| 0 104 0 0 5250 140H 162 0.43 22.10 140H 140H 0 0 2| 0 161 0 0 5300 138H 0.39 21.59 0 0 0| 0 72 0 0 5350 117H 116H 0.35 21.02 117H 117H 0 0 2| 0 235 0 0 5400 97 0.32 20.53 0 0 0| 0 88 0 0 5450 65 79H 0.28 20.04 68 65 S 0 0 7| 0 1,122 0 0 5500 58 64 0.24 19.52 58H 58 0 0 31| 0 37 0 0 5550 50 51 0.20 19.03 52HS 50 0 0 505| 0 931 0 0 5600 39H 0.17 18.51 0 0 0| 0 176 0 0 5650 25 30 0.14 18.11 25 S 24HS 0 0 10| 0 118 0 0 5700 23 0.11 17.75 0 0 0| 0 147 0 0 5750 13 17H 0.09 17.48 14 13 0 0 120| 0 567 0 0 5800 9 0.05 16.78 0 0 0| 0 763 0 0 5900 5 0.03 16.55 0 0 0| 0 318 0 0 6000 H 0.01 15.03 0 0 0| 0 420 0 0 6200 CAB 0.00 14.19 0 0 0| 0 0 0 0 6400 CAB 0.00 13.40 0 0 0| 0 0 0 0 6800 Total 0 0 788| 0 6,062 0 0 Indicative a-t-m Vol 24.07 Underlying Price 5179 Time to expiry: 108 Days Dec 10 3371H 1.00 54.50 0 0 0| 0 102 0 0 1800 3172H 1.00 55.50 0 0 0| 0 2,021 0 0 2000 2973 1.00 55.32 0 0 0| 0 0 0 0 2200 2774H 1.00 54.28 0 0 0| 0 0 0 0 2400 2576 0.99 52.68 0 0 0| 0 0 0 0 2600 2378H 0.99 50.72 0 0 0| 0 3,100 0 0 2800 2181 0.99 48.01 0 0 0| 0 2,510 0 0 3000 1985 0.98 45.78 0 0 0| 0 0 0 0 3200 1888H 0.97 45.12 0 0 0| 0 0 0 0 3300 1791 0.97 43.88 0 0 0| 0 1,000 0 0 3400 1694H 0.96 42.69 0 0 0| 0 2,629 0 0 3500 1597 0.96 41.22 0 0 0| 0 1,200 0 0 3600 1502 0.95 40.31 0 0 0| 0 10,805 0 0 3700 1406 0.94 38.78 0 0 0| 0 13,500 0 0 3800 1312H 0.93 37.93 0 0 0| 0 4,676 0 0 3900 1218 0.92 36.56 0 0 0| 0 13,159 0 0 4000 1126 0.90 35.48 0 0 0| 0 9,425 0 0 4100 1034H 0.89 34.34 0 0 0| 0 17,959 0 0 4200 945 0.87 33.23 0 0 0| 0 17,700 0 0 4300 857 0.85 32.13 0 0 0| 0 14,724 0 0 4400 771 0.82 31.08 0 0 0| 0 18,286 0 0 4500 687H 0.79 30.03 0 0 0| 0 9,566 0 0 4600 607 0.76 29.02 0 0 0| 0 8,455 0 0 4700 567H 0.74 28.48 0 0 0| 0 0 0 0 4750 484H 529 0.72 27.97 484HS 484HS 0 0 1| 0 14,188 0 0 4800 491 0.70 27.42 0 0 0| 0 0 0 0 4850 413H 454H 0.67 26.92 413HS 413HS 0 0 1| 0 8,660 0 0 4900 419 0.65 26.42 0 0 0| 0 0 0 0 4950 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 347 384H 0.63 25.90 353H 347 0 0 3| 0 30,576 0 0 5000 351 0.60 25.35 0 0 0| 0 0 0 0 5050 324 318H 0.57 24.82 324 324 0 0 1| 0 15,228 0 0 5100 287H 0.54 24.30 0 0 0| 0 9,527 0 0 5150 260 259H 0.51 23.90 260 258H 0 0 2| 0 25,476 0 0 5200 236H 231 0.48 23.39 236H 236H 0 0 1| 0 350 0 0 5250 205 204 0.45 22.84 209H 205 0 0 8| 0 27,842 0 0 5300 179H 0.42 22.36 0 0 0| 0 571 0 0 5350 133H 156H 0.39 21.86 136 133HS 0 0 271| 0 22,986 0 0 5400 135H 0.35 21.41 0 0 0| 0 33 0 0 5450 100 115 0.32 20.89 116 100 0 0 255| 0 28,065 0 0 5500 97H 0.29 20.43 0 0 0| 0 4,502 0 0 5550 68H 81H 0.25 19.99 69 68H 0 0 44| 0 26,228 -1,250 0 5600 43 55H 0.19 19.18 47H 43 0 0 305| 0 18,488 0 0 5700 36 0.14 18.47 0 0 0| 0 31,122 0 0 5800 22H 0.10 17.80 0 0 0| 0 21,982 0 0 5900 11 13 0.06 17.18 11 11 0 0 1| 0 35,077 0 0 6000 7 0.04 16.55 0 0 0| 0 16,505 0 0 6100 4 0.02 16.29 0 0 0| 0 20,563 0 0 6200 H 0.00 14.38 0 0 0| 0 22,026 0 0 6400 CAB 0.00 13.11 0 0 0| 0 23,027 0 0 6600 CAB 0.00 11.91 0 0 0| 0 15,373 0 0 6800 CAB 0.00 10.79 0 0 0| 0 8,888 0 0 7000 CAB 0.00 9.75 0 0 0| 0 9,590 0 0 7200 CAB 0.00 7.89 0 0 0| 0 0 0 0 7600 CAB 0.00 6.50 0 0 0| 0 10 0 0 8000 Total 0 0 893| 0 587,700 -1,250 0 Indicative a-t-m Vol 24.64 Underlying Price 5136H Time to expiry: 199 Days Mar 11 3326 1.00 58.60 0 0 0| 0 0 0 0 1800 3130H 0.99 58.30 0 0 0| 0 30 0 0 2000 2936 0.99 57.03 0 0 0| 0 0 0 0 2200 2741 0.98 54.55 0 0 0| 0 0 0 0 2400 2546 0.98 51.39 0 0 0| 0 0 0 0 2600 2352H 0.97 48.65 0 0 0| 0 0 0 0 2800 2160H 0.96 46.26 0 0 0| 0 2 0 0 3000 1970H 0.95 43.89 0 0 0| 0 0 0 0 3200 1873 0.94 41.99 0 0 0| 0 0 0 0 3300 1779H 0.93 40.96 0 0 0| 0 0 0 0 3400 1686 0.93 39.90 0 0 0| 0 0 0 0 3500 1597 0.91 39.41 0 0 0| 0 10 0 0 3600 1505H 0.90 38.32 0 0 0| 0 0 0 0 3700 1410 0.89 36.59 0 0 0| 0 0 0 0 3800 1320H 0.88 35.61 0 0 0| 0 1,522 0 0 3900 1232 0.87 34.63 0 0 0| 0 0 0 0 4000 1145H 0.85 33.70 0 0 0| 0 0 0 0 4100 1060H 0.83 32.82 0 0 0| 0 26 0 0 4200 978 0.81 32.01 0 0 0| 0 2 0 0 4300 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 896 0.78 31.12 0 0 0| 0 506 0 0 4400 816 0.76 30.19 0 0 0| 0 1,213 0 0 4500 738H 0.73 29.30 0 0 0| 0 6 0 0 4600 663 0.70 28.39 0 0 0| 0 0 0 0 4700 591 0.67 27.51 0 0 0| 0 930 0 0 4800 521H 0.63 26.64 0 500 500| 0 273 0 0 4900 428H 455H 0.59 25.77 428H 428H 0 0 1| 0 6,726 0 0 5000 364H 393 0.55 24.91 400 364H 0 0 37| 0 3,569 0 0 5100 336 0.51 24.16 0 0 0| 0 9,024 0 0 5200 282 0.46 23.34 0 0 0| 0 3,101 0 0 5300 236 233 0.41 22.54 236 S 236 S 0 0 500| 0 5,199 0 0 5400 188H 0.37 21.71 0 500 500| 0 12,760 0 0 5500 149H 0.32 20.96 0 0 0| 0 5,723 0 0 5600 103 116H 0.27 20.25 103H 103 0 0 35| 0 3,073 0 0 5700 79H 88H 0.22 19.61 79HS 79HS 0 0 1| 0 6,009 0 0 5800 59 66 0.18 19.02 59 S 59 S 0 0 1| 0 8,724 0 0 5900 48H 48 0.14 18.43 48H 48H 0 0 31| 0 18,821 0 0 6000 33H 0.11 17.89 0 0 0| 0 10,487 0 0 6100 23H 0.08 17.46 0 0 0| 0 13,727 0 0 6200 10H 0.04 16.68 0 0 0| 0 7,579 0 0 6400 5 0.02 16.44 0 0 0| 0 5,006 0 0 6600 2 0.01 15.81 0 0 0| 0 5,382 0 0 6800 1 0.01 15.92 0 0 0| 0 2,000 0 0 7000 CAB 0.00 14.88 0 0 0| 0 20 0 0 7200 CAB 0.00 14.30 0 0 0| 0 20 0 0 7600 CAB 0.00 14.05 0 0 0| 0 23 0 0 8000 CAB 0.00 14.70 0 0 0| 0 0 0 0 8800 Total 0 1,000 1,606| 0 131,493 0 0 Indicative a-t-m Vol 25.03 Underlying Price 5093 Time to expiry: 290 Days Jun 11 2691H 0.98 44.50 0 0 0| 0 0 0 0 2400 2502H 0.97 44.14 0 0 0| 0 0 0 0 2600 2316H 0.96 43.35 0 0 0| 0 0 0 0 2800 2132 0.94 42.14 0 0 0| 0 2 0 0 3000 1949H 0.93 40.65 0 0 0| 0 1 0 0 3200 1767 0.91 38.69 0 0 0| 0 0 0 0 3400 1588H 0.89 36.91 0 0 0| 0 0 0 0 3600 1413H 0.86 35.15 0 0 0| 0 0 0 0 3800 1327H 0.85 34.26 0 0 0| 0 0 0 0 3900 1242H 0.83 33.37 0 0 0| 0 0 0 0 4000 1160 0.81 32.56 0 0 0| 0 10 0 0 4100 1079 0.79 31.78 0 0 0| 0 250 0 0 4200 1000 0.77 30.98 0 0 0| 0 0 0 0 4300 923 0.75 30.26 0 0 0| 0 0 0 0 4400 847H 0.73 29.46 0 0 0| 0 21 0 0 4500 774 0.70 28.71 0 0 0| 0 154 0 0 4600 702 0.67 27.88 0 0 0| 0 250 0 0 4700 634 0.64 27.15 0 0 0| 0 226 0 0 4800 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 568 0.61 26.40 0 0 0| 0 696 0 0 4900 504H 0.58 25.63 0 0 0| 0 4,547 0 0 5000 446H 0.54 24.98 0 0 0| 0 2,080 0 0 5100 389H 0.50 24.23 0 0 0| 0 3,964 0 0 5200 337 0.47 23.53 0 0 0| 0 2,864 0 0 5300 291 289 0.43 22.88 291 S 291 S 0 0 250| 0 3,936 0 0 5400 244 0.39 22.19 0 0 0| 0 2,105 0 0 5500 203H 0.35 21.55 0 0 0| 0 6,537 0 0 5600 167H 0.31 20.91 0 0 0| 0 441 0 0 5700 135H 0.27 20.28 0 0 0| 0 5,078 0 0 5800 107H 0.23 19.70 0 0 0| 0 103 0 0 5900 84H 0.19 19.17 0 0 0| 0 1,570 0 0 6000 65 0.16 18.64 0 0 0| 0 120 0 0 6100 49 0.13 18.11 0 0 0| 0 1,853 0 0 6200 26H 0.08 17.22 0 0 0| 0 534 0 0 6400 13H 0.05 16.48 0 0 0| 0 1,186 0 0 6600 6 0.02 15.76 0 0 0| 0 2,040 0 0 6800 3H 0.01 15.69 0 0 0| 0 0 0 0 7000 1H 0.01 15.24 0 0 0| 0 0 0 0 7200 CAB 0.00 14.25 0 0 0| 0 0 0 0 8000 CAB 0.00 14.90 0 0 0| 0 0 0 0 8800 Total 0 0 250| 0 40,568 0 0 Indicative a-t-m Vol 25.23 Underlying Price 5070H Time to expiry: 381 Days Sep 11 3443H 1.00 45.35 0 0 0| 0 0 0 0 1600 2683H 0.97 45.50 0 0 0| 0 0 0 0 2400 1947H 0.91 38.50 0 0 0| 0 0 0 0 3200 1771H 0.89 37.00 0 0 0| 0 0 0 0 3400 1597 0.87 35.30 0 0 0| 0 0 0 0 3600 1427 0.84 33.70 0 0 0| 0 0 0 0 3800 1260 0.81 32.00 0 0 0| 0 0 0 0 4000 1097H 0.78 30.29 0 0 0| 0 0 0 0 4200 947H 0.73 28.99 0 0 0| 0 0 0 0 4400 875 0.71 28.34 0 0 0| 0 0 0 0 4500 806H 0.69 27.81 0 0 0| 0 0 0 0 4600 740H 0.66 27.27 0 0 0| 0 0 0 0 4700 676H 0.63 26.73 0 0 0| 0 0 0 0 4800 615H 0.60 26.19 0 0 0| 0 0 0 0 4900 556 0.57 25.61 0 0 0| 0 0 0 0 5000 500 0.54 25.08 0 0 0| 0 0 0 0 5100 446 0.51 24.51 0 0 0| 0 0 0 0 5200 395 0.48 23.92 0 0 0| 0 180 0 0 5300 347 0.44 23.34 0 0 0| 0 0 0 0 5400 302 0.41 22.77 0 0 0| 0 0 0 0 5500 261H 0.37 22.24 0 0 0| 0 0 0 0 5600 224 0.34 21.73 0 0 0| 0 3 0 0 5700 189H 0.30 21.18 0 0 0| 0 6 0 0 5800 156H 0.27 20.54 0 0 0| 0 0 0 0 5900 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 128H 0.24 19.97 0 0 0| 0 0 0 0 6000 103H 0.20 19.41 0 0 0| 0 1 0 0 6100 83H 0.17 18.96 0 0 0| 0 481 0 0 6200 52H 0.12 18.18 0 0 0| 0 0 0 0 6400 31 0.08 17.39 0 0 0| 0 0 0 0 6600 17 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 25.71 Underlying Price 5041 Time to expiry: 472 Days Dec 11 3406 0.99 44.87 0 0 0| 0 0 0 0 1600 2667H 0.96 45.32 0 0 0| 0 0 0 0 2400 1950 0.90 38.30 0 0 0| 0 0 0 0 3200 1778H 0.88 36.74 0 0 0| 0 2,750 0 0 3400 1611 0.85 35.27 0 0 0| 0 1,950 0 0 3600 1448H 0.82 33.85 0 0 0| 0 8,575 0 0 3800 1291 0.79 32.46 0 0 0| 0 11,000 0 0 4000 1139H 0.76 31.12 0 0 0| 0 19,020 0 0 4200 994H 0.72 29.82 0 0 0| 0 32,200 0 0 4400 924 0.69 29.16 0 0 0| 0 4,550 0 0 4500 855H 0.67 28.49 0 0 0| 0 1,050 0 0 4600 789H 0.65 27.87 0 0 0| 0 1,575 0 0 4700 725H 0.62 27.24 0 0 0| 0 2,710 0 0 4800 662H 0.60 26.57 0 0 0| 0 4,420 0 0 4900 603 0.57 25.95 0 0 0| 0 6,620 0 0 5000 546H 0.54 25.37 0 0 0| 0 2,330 0 0 5100 491H 0.51 24.74 0 0 0| 0 7,319 0 0 5200 438H 0.48 24.10 0 0 0| 0 9,320 0 0 5300 393 0.45 23.65 0 0 0| 0 17,060 0 0 5400 347H 0.42 23.11 0 0 0| 0 19,825 0 0 5500 301H 0.39 22.40 0 0 0| 0 7,650 0 0 5600 262H 0.36 21.88 0 0 0| 0 2,125 0 0 5700 228 0.33 21.42 0 0 0| 0 1,750 0 0 5800 199H 0.30 21.13 0 0 0| 0 2 0 0 5900 167H 0.26 20.53 0 0 0| 0 19,252 0 0 6000 142 0.24 20.12 0 0 0| 0 0 0 0 6100 119 0.21 19.71 0 0 0| 0 12,250 0 0 6200 81 0.16 18.90 0 0 0| 0 8,750 0 0 6400 53H 0.12 18.21 0 0 0| 0 8,885 0 0 6600 34 0.08 17.58 0 0 0| 0 8,010 0 0 6800 21H 0.06 17.12 0 0 0| 0 10,540 0 0 7000 13H 0.04 16.79 0 0 0| 0 13,380 0 0 7200 1H 0.01 15.36 0 0 0| 0 0 0 0 8000 CAB 0.00 15.10 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 244,868 0 0 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.63 Underlying Price 5034H Time to expiry: 563 Days Mar 12 3399 0.99 49.00 0 0 0| 0 0 0 0 1600 2660 0.95 43.00 0 0 0| 0 0 0 0 2400 1958H 0.89 37.00 0 0 0| 0 0 0 0 3200 1642 0.84 35.19 0 0 0| 0 0 0 0 3600 1335 0.78 32.73 0 0 0| 0 0 0 0 4000 1188 0.75 31.46 0 0 0| 0 0 0 0 4200 1046 0.71 30.15 0 0 0| 0 0 0 0 4400 979 0.69 29.59 0 0 0| 0 0 0 0 4500 912 0.67 28.96 0 0 0| 0 0 0 0 4600 847H 0.64 28.37 0 0 0| 0 0 0 0 4700 786H 0.62 27.85 0 0 0| 0 0 0 0 4800 727H 0.60 27.32 0 0 0| 0 0 0 0 4900 671 0.57 26.82 0 0 0| 0 0 0 0 5000 615 0.55 26.27 0 0 0| 0 10 0 0 5100 561H 0.52 25.73 0 0 0| 0 10 0 0 5200 514H 0.50 25.36 0 0 0| 0 0 0 0 5300 467 0.47 24.87 0 0 0| 0 0 0 0 5400 417 0.44 24.20 0 0 0| 0 0 0 0 5500 375H 0.42 23.76 0 0 0| 0 0 0 0 5600 335 0.39 23.30 0 0 0| 0 0 0 0 5700 294H 0.36 22.70 0 0 0| 0 0 0 0 5800 260 0.33 22.26 0 0 0| 0 0 0 0 5900 230H 0.31 21.93 0 0 0| 0 2,034 0 0 6000 199H 0.28 21.44 0 0 0| 0 0 0 0 6100 173H 0.25 21.05 0 0 0| 0 0 0 0 6200 128 0.20 20.29 0 0 0| 0 0 0 0 6400 89H 0.16 19.42 0 0 0| 0 0 0 0 6600 63 0.12 18.83 0 0 0| 0 0 0 0 6800 26 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 25.76 Underlying Price 5030H Time to expiry: 654 Days Jun 12 3373H 0.99 42.44 0 0 0| 0 0 0 0 1600 2676 0.94 44.12 0 0 0| 0 0 0 0 2400 1983H 0.88 37.19 0 0 0| 0 0 0 0 3200 1650H 0.83 33.82 0 0 0| 0 0 0 0 3600 1345 0.78 31.32 0 0 0| 0 0 0 0 4000 1198H 0.74 30.05 0 0 0| 0 0 0 0 4200 1056H 0.71 28.78 0 0 0| 0 0 0 0 4400 991H 0.69 28.31 0 0 0| 0 0 0 0 4500 928 0.67 27.81 0 0 0| 0 0 0 0 4600 863H 0.64 27.23 0 0 0| 0 0 0 0 4700 806 0.62 26.85 0 0 0| 0 0 0 0 4800 750H 0.60 26.48 0 0 0| 0 0 0 0 4900 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 692H 0.58 25.92 0 0 0| 0 0 0 0 5000 637 0.55 25.40 0 0 0| 0 0 0 0 5100 582H 0.53 24.84 0 0 0| 0 0 0 0 5200 535 0.50 24.47 0 0 0| 0 0 0 0 5300 484 0.48 23.88 0 0 0| 0 0 0 0 5400 439H 0.45 23.45 0 0 0| 0 0 0 0 5500 398H 0.42 23.08 0 0 0| 0 0 0 0 5600 359H 0.40 22.70 0 0 0| 0 0 0 0 5700 320H 0.37 22.22 0 0 0| 0 0 0 0 5800 255 0.32 21.50 0 0 0| 0 0 0 0 6000 200H 0.27 20.87 0 0 0| 0 0 0 0 6200 150 0.22 20.05 0 0 0| 0 0 0 0 6400 96 0.16 19.14 0 0 0| 0 7,425 0 0 6700 82 0.14 18.87 0 0 0| 0 0 0 0 6800 42 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 1,000 8,657| 0 1,358,585 -4,421 0 | Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.42 Underlying Price 5201H Time to expiry: 17 Days Sep 10 CAB 0.00 38.60 0 0 0| 0 196 0 0 1800 CAB 0.00 57.16 0 0 0| 0 2,418 0 0 2000 CAB 0.00 67.48 0 0 0| 0 717 0 0 2200 CAB 0.00 72.28 0 0 0| 0 3,205 0 0 2400 CAB 0.00 73.34 0 0 0| 0 1,107 0 0 2600 CAB 0.00 71.91 0 0 0| 0 2,465 0 0 2800 CAB 0.00 68.83 0 0 0| 0 3,980 0 0 3000 CAB 0.00 64.72 0 0 0| 0 755 0 0 3200 CAB 0.00 62.42 0 0 0| 0 1,963 0 0 3300 CAB 0.00 60.00 0 0 0| 0 2,441 0 0 3400 CAB 0.00 57.52 0 0 0| 0 11,110 0 0 3500 CAB 0.00 54.99 0 0 0| 0 2,480 0 0 3600 H 0.00 52.44 0 0 0| 0 3,418 0 0 3700 H 0.00 49.91 0 0 0| 0 11,475 0 0 3800 H 0.00 47.39 0 0 0| 0 2,239 0 0 3900 H 0.00 45.98 0 0 0| 0 11,569 -300 0 4000 H H 0.00 42.05 H H 0 0 54| 0 3,468 -1 0 4100 2 1 -0.01 39.49 2 1H 0 500 515| 0 16,948 -1 0 4200 1 -0.01 36.58 0 0 0| 0 7,964 0 0 4300 4 2 -0.01 34.77 4 4 0 0 117| 0 14,483 -60 0 4400 3 -0.02 34.61 0 0 0| 0 237 0 0 4450 6H 3H -0.02 33.81 6H 3 0 0 1,424| 0 21,912 -950 0 4500 4H 5 -0.03 33.23 4H 4H 0 0 1| 0 1,780 0 0 4550 9 6 -0.04 32.28 9 6 0 1,875 2,006| 0 20,124 -10 0 4600 13 7H -0.05 31.27 13 8 0 0 229| 0 8,862 0 0 4650 14 9H -0.06 30.34 17 10 0 0 915| 0 18,957 -10 0 4700 20 12 -0.08 29.40 20 11 0 0 126| 0 2,024 0 0 4750 25H 15H -0.10 28.50 25H 14H 0 0 175| 0 23,085 0 0 4800 31H 19H -0.12 27.55 31H 26HS 0 0 428| 0 3,089 0 0 4850 39H 24 -0.15 26.49 39H 22 0 1,250 1,557| 0 14,939 -2,250 0 4900 49 30 -0.18 25.52 49 28 0 0 314| 0 1,134 0 0 4950 55 34 -0.20 25.12 55 33 0 0 11| 0 85 0 0 4975 60 38H -0.23 24.65 60 36H 0 500 1,122| 0 32,250 -502 0 5000 67 43H -0.25 24.24 67 40H 0 0 19| 0 10 0 0 5025 76 49 -0.28 23.82 76 46 0 0 95| 0 4,174 -170 0 5050 85 55 -0.31 23.35 85 53 0 0 36| 0 39 0 0 5075 82H 61H -0.34 22.97 89H 58H 0 3,350 3,548| 0 16,992 -706 0 5100 98H 69 -0.37 22.51 98HS 66 0 0 64| 0 551 -250 0 5125 107H 77H -0.41 22.10 108HS 72 0 0 590| 0 5,863 -1 0 5150 124H 87 -0.45 21.71 124H 104H 0 0 64| 0 1,186 0 0 5175 141 98 -0.49 21.45 141 90H 0 3,850 3,956| 0 21,578 -70 0 5200 120H 109H -0.53 21.08 123 104H 0 0 88| 0 294 0 0 5225 167H 122 -0.57 20.73 167H 121H 0 0 54| 0 2,095 0 0 5250 135H -0.61 20.33 0 0 0| 0 572 0 0 5275 194 149H -0.66 19.84 194 147HS 0 0 83| 0 13,199 0 0 5300 164 166 -0.70 19.57 164 164 0 0 10| 0 332 0 0 5325 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 180 182H -0.74 19.15 180 180 0 0 10| 0 2,581 0 0 5350 200H -0.78 18.77 0 0 0| 0 68 0 0 5375 219H -0.81 18.46 0 0 0| 0 8,440 0 0 5400 239H -0.85 18.09 0 0 0| 0 52 0 0 5425 261 -0.88 17.87 0 0 0| 0 426 0 0 5450 283 -0.90 17.66 0 0 0| 0 10 0 0 5475 357H 305H -0.92 17.40 357H 355 0 0 13| 0 10,246 0 0 5500 353 -0.95 17.92 0 0 0| 0 39 0 0 5550 400H -0.97 16.97 0 0 0| 0 4,403 0 0 5600 449 -0.99 16.64 0 0 0| 0 8 0 0 5650 552 498H -0.99 16.53 552 S 552 S 0 0 1| 0 2,557 0 0 5700 548H -1.00 16.42 0 0 0| 0 66 0 0 5750 598H -1.00 15.87 0 0 0| 0 6,412 0 0 5800 648H -1.00 15.57 0 0 0| 0 0 0 0 5850 698H -1.00 15.30 0 0 0| 0 62 0 0 5900 748 -1.00 15.05 0 0 0| 0 1 0 0 5950 798 -1.00 14.83 0 0 0| 0 965 0 0 6000 848 -1.00 14.64 0 0 0| 0 0 0 0 6050 898 -1.00 14.48 0 0 0| 0 3 0 0 6100 948 -1.00 14.35 0 0 0| 0 0 0 0 6150 998 -1.00 14.24 0 0 0| 0 0 0 0 6200 1098 -1.00 14.11 0 0 0| 0 0 0 0 6300 1198 -1.00 14.08 0 0 0| 0 75 0 0 6400 1398 -1.00 14.35 0 0 0| 0 9 0 0 6600 1598 -1.00 15.03 0 0 0| 0 96 0 0 6800 1798 -1.00 16.11 0 0 0| 0 0 0 0 7000 1998 -1.00 17.57 0 0 0| 0 0 0 0 7200 2397H -1.00 21.63 0 0 0| 0 3 0 0 7600 2797H -1.00 26.90 0 0 0| 0 21 0 0 8000 Total 0 11,325 17,625| 0 356,307 -5,281 0 Indicative a-t-m Vol 22.55 Underlying Price 5198H Time to expiry: 45 Days Oct 10 2H 1H -0.01 42.21 2H 2H 0 0 100| 0 2,339 0 0 3600 3 -0.01 39.57 0 0 0| 0 4,940 -120 0 3800 8 5H -0.02 37.19 8 7H 0 0 60| 0 4,104 0 0 4000 13H 10H -0.04 35.07 13H 13H 0 0 75| 0 4,128 0 0 4200 17 14 -0.05 33.95 17 17 0 0 65| 0 1,629 0 0 4300 19 -0.07 32.87 0 0 0| 0 2,416 0 0 4400 22 -0.08 32.27 0 0 0| 0 306 0 0 4450 32 25 -0.09 31.51 32 23 S 0 0 26| 0 791 0 0 4500 37 29 -0.10 30.93 37 S 37 S 0 0 12| 0 125 0 0 4550 41H 32H -0.12 30.05 41H 32 S 0 0 19| 0 989 0 0 4600 38H -0.13 29.63 0 0 0| 0 490 0 0 4650 54 43H -0.15 28.83 54 42H 0 0 164| 0 6,923 0 0 4700 61H 50 -0.17 28.25 61H 52 0 0 10| 0 1,674 0 0 4750 73 57 -0.19 27.58 73 59 0 0 29| 0 6,456 0 0 4800 81 65H -0.22 26.96 83 62H 0 0 87| 0 195 0 0 4850 95H 75 -0.25 26.30 95HS 73 0 0 23| 0 4,457 0 0 4900 108 86 -0.28 25.67 108 84 S 0 0 9| 0 921 0 0 4950 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 123 98H -0.31 25.05 123 93 0 0 127| 0 1,099 -2 0 5000 130H 112H -0.35 24.40 135 108 0 0 19| 0 218 0 0 5050 116H 120 -0.37 24.09 120 115H 0 0 7| 0 47 0 0 5075 159H 128H -0.39 23.78 159HS 124H 0 0 32| 0 2,888 0 0 5100 137 -0.42 23.43 0 0 0| 0 20 0 0 5125 172H 146 -0.44 23.09 174H 142 S 0 0 20| 0 1,519 0 0 5150 155H -0.46 22.77 0 0 0| 0 0 0 0 5175 161H 166H -0.49 22.54 161HS 161HS 0 0 100| 0 1,353 0 0 5200 177H -0.51 22.23 0 0 0| 0 0 0 0 5225 220 188H -0.54 21.87 220 S 220 S 0 0 26| 0 381 0 0 5250 201 -0.56 21.56 0 0 0| 0 11 0 0 5275 249 213H -0.59 21.23 249 225 S 0 0 6| 0 129 0 0 5300 241 -0.64 20.57 0 0 0| 0 306 0 0 5350 323H 271 -0.69 19.88 323H 323H 0 0 4| 0 493 0 0 5400 304 -0.74 19.29 0 0 0| 0 109 0 0 5450 340H -0.79 18.70 0 0 0| 0 357 0 0 5500 378H -0.84 18.05 0 0 0| 0 8 0 0 5550 420H -0.88 17.58 0 0 0| 0 96 0 0 5600 464 -0.91 17.12 0 0 0| 0 8 0 0 5650 509H -0.93 16.80 0 0 0| 0 4 0 0 5700 557 -0.95 16.65 0 0 0| 0 0 0 0 5750 605 -0.97 16.64 0 0 0| 0 26 0 0 5800 703H -0.98 17.32 0 0 0| 0 0 0 0 5900 802 -0.99 17.95 0 0 0| 0 0 0 0 6000 1001H -0.99 19.73 0 0 0| 0 0 0 0 6200 1201 -1.00 21.46 0 0 0| 0 0 0 0 6400 1600H -1.00 27.44 0 0 0| 0 0 0 0 6800 Total 0 0 1,020| 0 51,955 -122 0 Indicative a-t-m Vol 23.46 Underlying Price 5178H Time to expiry: 80 Days Nov 10 27H 23 -0.06 36.66 27H 23 0 0 48| 0 1,908 0 0 4000 41 34H -0.08 34.36 41H 41 0 0 66| 0 1,036 0 0 4200 60 52H -0.13 32.29 60 51H 0 0 28| 0 353 0 0 4400 62H 64 -0.15 31.15 63H 62H 0 0 24| 0 116 0 0 4500 88 77 -0.18 30.00 88 88 0 0 6| 0 264 0 0 4600 109H 93H -0.22 28.89 109H 92 0 0 24| 0 1,760 0 0 4700 116H 102H -0.24 28.28 119 116H 0 0 3| 0 0 0 0 4750 128H 112H -0.26 27.68 128H 128H 0 0 1| 0 88 0 0 4800 143 123H -0.28 27.10 143 120H 0 0 26| 0 158 0 0 4850 156 136 -0.31 26.53 157 156 0 0 2| 0 221 0 0 4900 171 149 -0.33 25.96 172 170H 0 0 4| 0 905 0 0 4950 163H -0.36 25.38 0 0 0| 0 432 0 0 5000 179H -0.39 24.83 0 0 0| 0 80 0 0 5050 234H 196H -0.42 24.25 234H 214 0 0 254| 0 864 0 0 5100 217 215H -0.46 23.70 217 217 0 0 21| 0 229 0 0 5150 237H -0.49 23.28 0 0 0| 0 273 0 0 5200 259H -0.53 22.71 0 0 0| 0 186 0 0 5250 283 -0.57 22.10 0 0 0| 0 225 0 0 5300 309H -0.61 21.59 0 0 0| 0 76 0 0 5350 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 337H -0.65 21.02 0 0 0| 0 178 0 0 5400 368 -0.68 20.53 0 0 0| 0 11 0 0 5450 400H -0.72 20.04 0 0 0| 0 0 0 0 5500 435 -0.76 19.52 0 0 0| 0 0 0 0 5550 471H -0.80 19.03 0 0 0| 0 0 0 0 5600 510 -0.83 18.51 0 0 0| 0 0 0 0 5650 551 -0.86 18.11 0 0 0| 0 0 0 0 5700 593H -0.89 17.75 0 0 0| 0 0 0 0 5750 638 -0.91 17.48 0 0 0| 0 0 0 0 5800 729H -0.95 16.78 0 0 0| 0 0 0 0 5900 825 -0.97 16.55 0 0 0| 0 0 0 0 6000 1020H -0.99 15.03 0 0 0| 0 0 0 0 6200 1219H -1.00 14.19 0 0 0| 0 0 0 0 6400 1619 -1.00 13.40 0 0 0| 0 0 0 0 6800 Total 0 0 507| 0 9,363 0 0 Indicative a-t-m Vol 24.07 Underlying Price 5179 Time to expiry: 108 Days Dec 10 CAB 0.00 54.50 0 0 0| 0 1,245 0 0 1800 CAB 0.00 55.50 0 0 0| 0 21,019 0 0 2000 H 0.00 55.32 0 0 0| 0 8,224 0 0 2200 1H 0.00 54.28 0 0 0| 0 10,739 0 0 2400 3 -0.01 52.68 0 0 0| 0 12,046 0 0 2600 5 -0.01 50.72 0 0 0| 0 9,250 0 0 2800 7 -0.01 48.01 0 0 0| 0 78,723 0 0 3000 11 10H -0.02 45.78 11 11 0 0 25| 0 22,951 0 0 3200 13H -0.03 45.12 0 0 0| 0 7,368 0 0 3300 16 -0.03 43.88 0 0 0| 0 11,274 0 0 3400 20 19 -0.04 42.69 20 20 0 0 10| 0 26,831 0 0 3500 21H -0.04 41.22 0 0 0| 0 27,231 0 0 3600 24H 26H -0.05 40.31 24H 24H 0 0 20| 0 25,957 -250 0 3700 30 -0.06 38.78 0 0 0| 0 27,255 0 0 3800 36H -0.07 37.93 0 0 0| 0 11,021 0 0 3900 41 42 -0.08 36.56 41 41 0 0 2| 0 44,863 0 0 4000 57 49H -0.10 35.48 57 54 0 0 204| 0 19,766 0 0 4100 65 58 -0.11 34.34 65 65 0 0 20| 0 26,830 0 0 4200 76H 68 -0.13 33.23 76H 76H 0 0 15| 0 28,396 0 0 4300 91 79H -0.15 32.13 91 88H 0 0 105| 0 26,308 -501 0 4400 106H 93H -0.18 31.08 108 104 0 0 49| 0 26,201 -2 0 4500 122 109H -0.21 30.03 123 108H 0 0 8| 0 31,467 -4 0 4600 128H 129 -0.24 29.02 128H 128H 0 0 7| 0 30,304 -251 0 4700 139H -0.26 28.48 0 0 0| 0 10 0 0 4750 170H 151 -0.28 27.97 170H 170H 0 750 757| 0 24,019 0 0 4800 163 -0.30 27.42 0 0 0| 0 0 0 0 4850 200 176H -0.33 26.92 200 177 0 0 316| 0 31,027 -250 0 4900 213 190H -0.35 26.42 213 187H 0 0 11| 0 292 0 0 4950 229 206 -0.37 25.90 235 204 0 0 574| 0 42,250 -407 0 5000 222 -0.40 25.35 0 0 0| 0 90 0 0 5050 239H -0.43 24.82 0 500 500| 0 23,563 0 0 5100 256 258H -0.46 24.30 256 255H 0 0 9| 0 9,505 0 0 5150 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 309 280 -0.49 23.90 309 305 0 0 10| 0 33,160 0 0 5200 302 -0.52 23.39 0 0 0| 0 100 0 0 5250 363H 325 -0.55 22.84 363H 363H 0 0 5| 0 31,668 0 0 5300 350H -0.58 22.36 0 0 0| 0 0 0 0 5350 377 -0.61 21.86 0 0 0| 0 14,147 0 0 5400 405H -0.65 21.41 0 0 0| 0 10 0 0 5450 435H -0.68 20.89 0 0 0| 0 18,980 0 0 5500 467H -0.71 20.43 0 0 0| 0 4,500 0 0 5550 501H -0.75 19.99 0 0 0| 0 10,600 0 0 5600 575H -0.81 19.18 0 0 0| 0 9,155 0 0 5700 656 -0.86 18.47 0 0 0| 0 3,585 0 0 5800 742 -0.90 17.80 0 0 0| 0 26 0 0 5900 832H -0.94 17.18 0 0 0| 0 1,134 0 0 6000 926 -0.96 16.55 0 0 0| 0 11 0 0 6100 1023 -0.98 16.29 0 0 0| 0 510 0 0 6200 1219 -1.00 14.38 0 0 0| 0 4 0 0 6400 1418 -1.00 13.11 0 0 0| 0 2 0 0 6600 1617H -1.00 11.91 0 0 0| 0 10 0 0 6800 1817 -1.00 10.79 0 0 0| 0 3,525 0 0 7000 2016H -1.00 9.75 0 0 0| 0 0 0 0 7200 2415H -1.00 7.89 0 0 0| 0 0 0 0 7600 2815 -1.00 6.50 0 0 0| 0 10 0 0 8000 Total 0 1,250 2,647| 0 797,162 -1,665 0 Indicative a-t-m Vol 24.64 Underlying Price 5136H Time to expiry: 199 Days Mar 11 3H 0.00 58.60 0 0 0| 0 968 0 0 1800 7 -0.01 58.30 0 0 0| 0 202 0 0 2000 11H -0.01 57.03 0 0 0| 0 315 0 0 2200 16 -0.02 54.55 0 0 0| 0 2,555 0 0 2400 20 -0.02 51.39 0 0 0| 0 825 0 0 2600 25H -0.03 48.65 0 0 0| 0 747 0 0 2800 33 -0.04 46.26 0 0 0| 0 8,426 0 0 3000 42 -0.05 43.89 0 0 0| 0 689 0 0 3200 44 -0.06 41.99 0 0 0| 0 776 0 0 3300 50 -0.07 40.96 0 0 0| 0 668 0 0 3400 56H -0.07 39.90 0 0 0| 0 12,728 0 0 3500 67 -0.09 39.41 0 0 0| 0 7,774 0 0 3600 75 -0.10 38.32 0 0 0| 0 2,166 0 0 3700 79H -0.11 36.59 0 0 0| 0 7,919 0 0 3800 89H -0.12 35.61 0 0 0| 0 991 0 0 3900 100H -0.13 34.63 0 0 0| 0 10,748 0 0 4000 113H -0.15 33.70 0 0 0| 0 887 0 0 4100 139H 128 -0.17 32.82 139HS 139HS 0 0 1| 0 1,825 0 0 4200 156 145 -0.19 32.01 156 S 156 S 0 0 1| 0 5,475 0 0 4300 163 -0.22 31.12 0 0 0| 0 5,879 0 0 4400 182H -0.24 30.19 0 0 0| 0 13,016 0 0 4500 204 -0.27 29.30 0 0 0| 0 3,455 0 0 4600 228H -0.30 28.39 0 0 0| 0 7,854 0 0 4700 251 255H -0.33 27.51 254 251 0 0 125| 0 9,504 0 0 4800 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 284 286 -0.37 26.64 284 284 0 0 15| 0 11,434 0 0 4900 348H 319H -0.41 25.77 348H 341 0 0 13| 0 18,061 0 0 5000 356H -0.45 24.91 0 0 0| 0 19,747 0 0 5100 424H 399 -0.49 24.16 424HS 424HS 0 0 2| 0 10,131 0 0 5200 445 -0.54 23.34 0 0 0| 0 3,439 0 0 5300 495H -0.59 22.54 0 0 0| 0 1,916 0 0 5400 550H -0.63 21.71 0 0 0| 0 16,819 0 0 5500 611 -0.68 20.96 0 0 0| 0 2,974 0 0 5600 677H -0.73 20.25 0 0 0| 0 666 0 0 5700 749H -0.78 19.61 0 0 0| 0 41 0 0 5800 826H -0.82 19.02 0 0 0| 0 0 0 0 5900 907H -0.86 18.43 0 0 0| 0 8,000 0 0 6000 993 -0.89 17.89 0 0 0| 0 0 0 0 6100 1082H -0.92 17.46 0 0 0| 0 36 0 0 6200 1269 -0.96 16.68 0 0 0| 0 11 0 0 6400 1462H -0.98 16.44 0 0 0| 0 10 0 0 6600 1658H -0.99 15.81 0 0 0| 0 10 0 0 6800 1856H -0.99 15.92 0 0 0| 0 40 0 0 7000 2055 -1.00 14.88 0 0 0| 0 0 0 0 7200 2453H -1.00 14.30 0 0 0| 0 0 0 0 7600 2851H -1.00 14.05 0 0 0| 0 2 0 0 8000 3648H -1.00 14.70 0 0 0| 0 0 0 0 8800 Total 0 0 157| 0 199,729 0 0 Indicative a-t-m Vol 25.03 Underlying Price 5093 Time to expiry: 290 Days Jun 11 15H -0.02 44.50 0 0 0| 0 2,591 0 0 2400 25H -0.03 44.14 0 0 0| 0 250 0 0 2600 38 -0.04 43.35 0 0 0| 0 129 0 0 2800 52 -0.06 42.14 0 0 0| 0 5,211 0 0 3000 68H -0.07 40.65 0 0 0| 0 2,252 0 0 3200 84H -0.09 38.69 0 0 0| 0 4,923 0 0 3400 104H -0.11 36.91 0 0 0| 0 2,741 0 0 3600 128H -0.14 35.15 0 0 0| 0 1,842 0 0 3800 142 -0.15 34.26 0 0 0| 0 978 0 0 3900 156H -0.17 33.37 0 0 0| 0 6,287 0 0 4000 173H -0.19 32.56 0 0 0| 0 291 0 0 4100 192 -0.21 31.78 0 0 0| 0 2,144 0 0 4200 212 -0.23 30.98 0 0 0| 0 2,229 0 0 4300 234H -0.25 30.26 0 0 0| 0 105 0 0 4400 258 -0.27 29.46 0 0 0| 0 2,063 -75 0 4500 284 -0.30 28.71 0 0 0| 0 3,616 -500 0 4600 311H -0.33 27.88 0 0 0| 0 2,118 0 0 4700 342H -0.36 27.15 0 0 0| 0 2,428 0 0 4800 403 376 -0.39 26.40 403 401 0 0 34| 0 6,843 0 0 4900 412 -0.42 25.63 0 0 0| 0 6,267 0 0 5000 453 -0.46 24.98 0 0 0| 0 6,979 0 0 5100 496 -0.50 24.23 0 0 0| 0 6,019 0 0 5200 542H -0.53 23.53 0 0 0| 0 2,311 0 0 5300 594 -0.57 22.88 0 0 0| 0 1,346 0 0 5400 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 648H -0.61 22.19 0 0 0| 0 106 0 0 5500 707H -0.65 21.55 0 0 0| 0 2,022 0 0 5600 770H -0.69 20.91 0 0 0| 0 1 0 0 5700 838 -0.73 20.28 0 0 0| 0 0 0 0 5800 909H -0.77 19.70 0 0 0| 0 0 0 0 5900 986 -0.81 19.17 0 0 0| 0 0 0 0 6000 1066 -0.84 18.64 0 0 0| 0 0 0 0 6100 1149 -0.87 18.11 0 0 0| 0 1 0 0 6200 1325 -0.92 17.22 0 0 0| 0 4 0 0 6400 1511 -0.95 16.48 0 0 0| 0 0 0 0 6600 1702H -0.98 15.76 0 0 0| 0 0 0 0 6800 1898H -0.99 15.69 0 0 0| 0 0 0 0 7000 2095H -0.99 15.24 0 0 0| 0 0 0 0 7200 2889 -1.00 14.25 0 0 0| 0 2 0 0 8000 3684 -1.00 14.90 0 0 0| 0 0 0 0 8800 Total 0 0 34| 0 74,099 -575 0 Indicative a-t-m Vol 25.23 Underlying Price 5070H Time to expiry: 381 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 167H -0.16 33.70 0 0 0| 0 0 0 0 3800 199 -0.19 32.00 0 0 0| 0 0 0 0 4000 234H -0.22 30.29 0 0 0| 0 0 0 0 4200 282H -0.27 28.99 0 0 0| 0 0 0 0 4400 309H -0.29 28.34 0 0 0| 0 1 0 0 4500 340 -0.31 27.81 0 0 0| 0 0 0 0 4600 373H -0.34 27.27 0 0 0| 0 1 0 0 4700 408H -0.37 26.73 0 0 0| 0 0 0 0 4800 446H -0.40 26.19 0 0 0| 0 0 0 0 4900 486 -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 622H -0.52 23.92 0 0 0| 0 0 0 0 5300 673H -0.56 23.34 0 0 0| 0 0 0 0 5400 728 -0.59 22.77 0 0 0| 0 0 0 0 5500 786H -0.63 22.24 0 0 0| 0 35 0 0 5600 848 -0.66 21.73 0 0 0| 0 2 0 0 5700 912H -0.70 21.18 0 0 0| 0 0 0 0 5800 979 -0.73 20.54 0 0 0| 0 0 0 0 5900 1050 -0.76 19.97 0 0 0| 0 0 0 0 6000 1124 -0.80 19.41 0 0 0| 0 0 0 0 6100 1203H -0.83 18.96 0 0 0| 0 0 0 0 6200 1371 -0.88 18.18 0 0 0| 0 0 0 0 6400 1547H -0.92 17.39 0 0 0| 0 0 0 0 6600 1731H -0.95 16.61 0 0 0| 0 0 0 0 6800 1922 -0.97 15.99 0 0 0| 0 0 0 0 7000 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 2116 -0.98 15.66 0 0 0| 0 0 0 0 7200 2904H -1.00 14.75 0 0 0| 0 0 0 0 8000 3697H -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 25.71 Underlying Price 5041 Time to expiry: 472 Days Dec 11 6 -0.01 44.87 0 0 0| 0 500 0 0 1600 58H -0.04 45.32 0 0 0| 0 3,870 0 0 2400 131 -0.10 38.30 0 0 0| 0 5,780 0 0 3200 157 -0.12 36.74 0 0 0| 0 7,102 0 0 3400 187H -0.15 35.27 0 0 0| 0 15,825 0 0 3600 222H -0.18 33.85 0 0 0| 0 10,825 0 0 3800 262H -0.21 32.46 0 0 0| 0 18,311 0 0 4000 308H -0.24 31.12 0 0 0| 0 14,095 0 0 4200 361 -0.28 29.82 0 0 0| 0 16,870 0 0 4400 389H -0.31 29.16 0 0 0| 0 3,825 0 0 4500 419H -0.33 28.49 0 0 0| 0 4,180 0 0 4600 453 -0.35 27.87 0 0 0| 0 3,826 0 0 4700 487H -0.38 27.24 0 0 0| 0 8,850 0 0 4800 523H -0.40 26.57 0 0 0| 0 3,930 0 0 4900 562H -0.43 25.95 0 0 0| 0 16,785 0 0 5000 605 -0.46 25.37 0 0 0| 0 3,640 0 0 5100 648H -0.49 24.74 0 0 0| 0 9,295 0 0 5200 694H -0.52 24.10 0 0 0| 0 5,880 0 0 5300 747H -0.55 23.65 0 0 0| 0 5,505 0 0 5400 801 -0.58 23.11 0 0 0| 0 7,900 0 0 5500 854 -0.61 22.40 0 0 0| 0 8,276 0 0 5600 914 -0.64 21.88 0 0 0| 0 1,625 0 0 5700 977H -0.67 21.42 0 0 0| 0 129 0 0 5800 1048 -0.70 21.13 0 0 0| 0 0 0 0 5900 1115 -0.74 20.53 0 0 0| 0 1,020 0 0 6000 1188 -0.76 20.12 0 0 0| 0 0 0 0 6100 1264 -0.79 19.71 0 0 0| 0 1 0 0 6200 1424 -0.84 18.90 0 0 0| 0 0 0 0 6400 1594 -0.88 18.21 0 0 0| 0 0 0 0 6600 1772 -0.92 17.58 0 0 0| 0 0 0 0 6800 1957 -0.94 17.12 0 0 0| 0 0 0 0 7000 2147 -0.96 16.79 0 0 0| 0 0 0 0 7200 2925 -0.99 15.36 0 0 0| 0 10 0 0 8000 3714 -1.00 15.10 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 177,855 0 0 Indicative a-t-m Vol 26.63 Underlying Price 5034H Time to expiry: 563 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 230H -0.16 35.19 0 0 0| 0 1,750 0 0 3600 317 -0.22 32.73 0 0 0| 0 0 0 0 4000 367 -0.25 31.46 0 0 0| 0 0 0 0 4200 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 421H -0.29 30.15 0 0 0| 0 0 0 0 4400 453 -0.31 29.59 0 0 0| 0 0 0 0 4500 484H -0.33 28.96 0 0 0| 0 0 0 0 4600 518H -0.36 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 637 -0.43 26.82 0 0 0| 0 0 0 0 5000 679H -0.45 26.27 0 0 0| 0 10 0 0 5100 724H -0.48 25.73 0 0 0| 0 10 0 0 5200 776 -0.50 25.36 0 0 0| 0 0 0 0 5300 826H -0.53 24.87 0 0 0| 0 0 0 0 5400 875H -0.56 24.20 0 0 0| 0 0 0 0 5500 932 -0.58 23.76 0 0 0| 0 1 0 0 5600 990 -0.61 23.30 0 0 0| 0 0 0 0 5700 1048 -0.64 22.70 0 0 0| 0 0 0 0 5800 1112 -0.67 22.26 0 0 0| 0 0 0 0 5900 1180H -0.69 21.93 0 0 0| 0 0 0 0 6000 1248H -0.72 21.44 0 0 0| 0 0 0 0 6100 1320H -0.75 21.05 0 0 0| 0 0 0 0 6200 1472 -0.80 20.29 0 0 0| 0 0 0 0 6400 1630H -0.84 19.42 0 0 0| 0 0 0 0 6600 1800H -0.88 18.83 0 0 0| 0 0 0 0 6800 2157H -0.94 17.39 0 0 0| 0 0 0 0 7200 2922H -0.99 15.99 0 0 0| 0 0 0 0 8000 3707 -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 25.76 Underlying Price 5030H Time to expiry: 654 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 249 -0.17 33.82 0 0 0| 0 0 0 0 3600 335 -0.22 31.32 0 0 0| 0 7,925 0 0 4000 384H -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 623 -0.40 26.48 0 0 0| 0 0 0 0 4900 662H -0.42 25.92 0 0 0| 0 0 0 0 5000 705 -0.45 25.40 0 0 0| 0 250 0 0 5100 748H -0.47 24.84 0 0 0| 0 1,000 0 0 5200 799 -0.50 24.47 0 0 0| 0 0 0 0 5300 846 -0.52 23.88 0 0 0| 0 0 0 0 5400 899H -0.55 23.45 0 0 0| 0 0 0 0 5500 956H -0.58 23.08 0 0 0| 0 0 0 0 5600 1015H -0.60 22.70 0 0 0| 0 0 0 0 5700 1074H -0.63 22.22 0 0 0| 0 5 0 0 5800 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 1205 -0.68 21.50 0 0 0| 0 0 0 0 6000 1346 -0.73 20.87 0 0 0| 0 0 0 0 6200 1492 -0.78 20.05 0 0 0| 0 0 0 0 6400 1732 -0.84 19.14 0 0 0| 0 0 0 0 6700 1816 -0.86 18.87 0 0 0| 0 0 0 0 6800 2168 -0.91 17.95 0 0 0| 0 0 0 0 7200 2917 -0.98 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 17,355 0 0 Total Puts 0 12,575 21,990| 0 1,686,588 -7,643 0 Grand Total 0 970,795 987,867| 0 4,002,393 -12,064 0 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0.00 Underlying Price 5225 Time to expiry: 17 Days 17 Sep 10 2199H 1.00 68.81 0 0 0| 0 1,408 0 0 3001 219 0.75 24.28 0 0 0| 0 227 0 0 5023 54 0.36 20.09 0 0 0| 0 227 0 0 5287 12 0.12 17.90 0 0 0| 0 208 0 0 5446 H 0.01 16.58 0 0 0| 0 25 0 0 5676 H 0.00 16.51 0 0 0| 0 208 0 0 5710 CAB 0.00 16.46 0 0 0| 0 1,200 0 0 5732 CAB 0.00 15.17 0 0 0| 0 3,000 0 0 5925 CAB 0.00 14.90 0 0 0| 0 452 0 0 5984 CAB 0.00 14.74 0 0 0| 0 1,000 0 0 6025 CAB 0.00 14.10 0 0 0| 0 5,500 0 0 6325 CAB 0.00 14.22 0 0 0| 0 2,000 0 0 6500 CAB 0.00 26.90 0 0 0| 0 1,408 0 0 9001 Total 0 0 0| 0 16,863 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5225 Time to expiry: 45 Days 15 Oct 10 356 0.74 26.05 0 0 0| 0 140 0 0 4920 H 0.00 26.21 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 5225 Time to expiry: 49 Days 19 Oct 10 4 0.03 16.95 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 5225 Time to expiry: 64 Days 3 Nov 10 2161 0.99 39.20 0 0 0| 0 155 0 0 3025 CAB 0.00 19.80 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 5225 Time to expiry: 108 Days 17 Dec 10 1383 0.93 38.57 0 0 0| 0 775 0 0 3825 1289 0.92 37.59 0 0 0| 0 1,125 0 0 3925 1195 0.91 36.29 0 0 0| 0 625 0 0 4025 1103H 0.89 35.20 0 0 0| 0 240 0 0 4125 1012 0.88 34.06 0 0 0| 0 1,000 0 0 4225 923 0.86 32.95 0 0 0| 0 10,500 0 0 4325 835H 0.83 31.87 0 0 0| 0 625 0 0 4425 749H 0.81 30.82 0 0 0| 0 8,750 0 0 4525 N/A 0.00 0 0 0| 0 0 0 0 4750 510 0.70 27.69 0 0 0| 0 1,500 0 0 4825 436H 0.66 26.67 0 0 0| 0 8,000 0 0 4925 367H 0.61 25.62 0 0 0| 0 7,050 0 0 5025 324 0.57 24.92 0 0 0| 0 115 0 0 5090 303 0.55 24.56 0 0 0| 0 1,000 0 0 5125 243H 0.49 23.65 0 0 0| 0 4,525 0 0 5225 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 193 0.43 22.63 0 0 0| 0 500 0 0 5322 191H 0.43 22.60 0 0 0| 0 4,125 0 0 5325 166H 0.40 22.11 0 0 0| 0 1,125 0 0 5375 148H 0.37 21.70 0 0 0| 0 1,000 0 0 5418 145H 0.37 21.64 0 0 0| 0 8,225 0 0 5425 131 0.34 21.31 0 0 0| 0 500 0 0 5460 124H 0.33 21.15 0 0 0| 0 1,000 0 0 5475 110 0.31 20.78 0 0 0| 0 750 0 0 5512 105H 0.30 20.66 0 0 0| 0 10,875 0 0 5525 100H 0.29 20.52 0 0 0| 0 500 0 0 5540 99H 0.29 20.48 0 0 0| 0 22 0 0 5544 96H 0.28 20.40 0 0 0| 0 1,000 0 0 5553 82H 0.25 20.03 0 0 0| 0 1,000 0 0 5595 76 0.24 19.86 0 0 0| 0 2,500 0 0 5616 73H 0.24 19.79 0 0 0| 0 5,250 0 0 5625 70 0.23 19.67 0 0 0| 0 750 0 0 5640 62 0.21 19.40 0 0 0| 0 1,250 0 0 5673 60H 0.21 19.36 0 0 0| 0 500 0 0 5678 49H 0.18 19.00 0 0 0| 0 11,935 0 0 5725 45H 0.17 18.85 0 0 0| 0 500 0 0 5746 45 0.17 18.84 0 0 0| 0 250 0 0 5748 44H 0.16 18.82 0 0 0| 0 1,000 0 0 5750 36 0.14 18.47 0 0 0| 0 500 0 0 5799 35H 0.14 18.45 0 0 0| 0 500 0 0 5802 35H 0.14 18.45 0 0 0| 0 2,250 0 0 5803 34H 0.14 18.41 0 0 0| 0 366 0 0 5808 34H 0.14 18.40 0 0 0| 0 100 0 0 5810 32 0.13 18.30 0 0 0| 0 12,075 0 0 5825 27 0.11 18.05 0 0 0| 0 500 0 0 5862 26 0.11 18.02 0 0 0| 0 500 0 0 5867 21 0.09 17.74 0 0 0| 0 2,800 0 0 5909 19H 0.09 17.66 0 0 0| 0 250 0 0 5922 19H 0.09 17.64 0 0 0| 0 4,875 0 0 5925 14 0.07 17.25 0 0 0| 0 250 0 0 5989 13H 0.07 17.24 0 0 0| 0 100 0 0 5990 11H 0.06 17.05 0 0 0| 0 500 0 0 6020 11 0.06 17.02 0 0 0| 0 8,798 0 0 6025 11 0.05 17.01 0 0 0| 0 250 0 0 6027 10H 0.05 16.99 0 0 0| 0 150 0 0 6030 9H 0.05 16.86 0 0 0| 0 150 0 0 6050 9 0.05 16.83 0 0 0| 0 250 0 0 6055 8H 0.05 16.77 0 0 0| 0 100 0 0 6065 8 0.04 16.71 0 0 0| 0 3,500 0 0 6075 6 0.03 16.48 0 0 0| 0 9,950 0 0 6125 6 0.03 16.48 0 0 0| 0 1,250 0 0 6128 5 0.03 16.42 0 0 0| 0 0 0 0 6150 4H 0.03 16.36 0 0 0| 0 2,500 0 0 6175 4H 0.03 16.33 0 0 0| 0 1,000 0 0 6185 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 3 0.02 16.05 0 0 0| 0 11,400 0 0 6225 1 0.01 15.10 0 0 0| 0 4,250 0 0 6325 1 0.01 14.82 0 0 0| 0 250 0 0 6354 H 0.01 14.72 0 0 0| 0 1,000 0 0 6365 H 0.00 14.48 0 0 0| 0 1,000 0 0 6390 H 0.00 14.47 0 0 0| 0 500 0 0 6391 H 0.00 14.22 0 0 0| 0 12,300 0 0 6425 H 0.00 14.13 0 0 0| 0 1,000 0 0 6439 CAB 0.00 14.03 0 0 0| 0 500 0 0 6455 CAB 0.00 13.88 0 0 0| 0 500 0 0 6478 CAB 0.00 13.78 0 0 0| 0 1,000 0 0 6495 CAB 0.00 13.74 0 0 0| 0 1,750 0 0 6500 CAB 0.00 13.70 0 0 0| 0 500 0 0 6507 CAB 0.00 13.58 0 0 0| 0 16,375 0 0 6525 CAB 0.00 13.21 0 0 0| 0 1,000 0 0 6583 CAB 0.00 13.20 0 0 0| 0 1,000 0 0 6585 CAB 0.00 12.96 0 0 0| 0 12,725 0 0 6625 CAB 0.00 12.36 0 0 0| 0 3,000 0 0 6725 CAB 0.00 11.77 0 0 0| 0 5,150 0 0 6825 CAB 0.00 10.66 0 0 0| 0 8,475 0 0 7025 CAB 0.00 10.53 0 0 0| 0 250 0 0 7050 CAB 0.00 10.14 0 0 0| 0 3,750 0 0 7125 CAB 0.00 9.63 0 0 0| 0 13,750 0 0 7225 CAB 0.00 9.17 0 0 0| 0 2,000 0 0 7325 CAB 0.00 8.70 0 0 0| 0 500 0 0 7425 CAB 0.00 8.24 0 0 0| 0 2,350 0 0 7525 CAB 0.00 6.50 0 0 0| 0 6,875 0 0 8025 CAB 0.00 6.50 0 0 0| 0 5,000 0 0 8525 CAB 0.00 6.50 0 0 0| 0 3,000 0 0 8625 CAB 0.00 6.50 0 0 0| 0 250 0 0 9025 CAB 0.00 6.50 0 0 0| 0 15,000 0 0 9625 CAB 0.00 6.50 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 5225 Time to expiry: 199 Days 18 Mar 11 503 0.61 26.40 0 0 0| 0 15 0 0 4928 315 0.48 23.87 0 0 0| 0 398 0 0 5236 132H 0.29 20.60 0 0 0| 0 200 0 0 5650 80 0.20 19.39 0 0 0| 0 560 0 0 5837 23H 0.08 17.48 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 5225 Time to expiry: 227 Days 15 Apr 11 1194 0.83 33.80 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 5225 Time to expiry: 231 Days 19 Apr 11 473 0.57 25.72 0 0 0| 0 1,545 0 0 5000 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 1H 0.01 15.84 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 5225 Time to expiry: 245 Days 3 May 11 481 0.57 25.70 0 0 0| 0 255 0 0 5000 2 0.01 15.80 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5225 Time to expiry: 290 Days 17 Jun 11 825 0.70 29.22 0 0 0| 0 24 0 0 4532 579 0.60 26.52 0 0 0| 0 357 0 0 4884 313H 0.44 23.21 0 0 0| 0 750 0 0 5350 123 0.24 20.03 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 5225 Time to expiry: 472 Days 16 Dec 11 1699 0.83 36.01 0 0 0| 0 3,500 0 0 3500 1532H 0.80 34.56 0 0 0| 0 925 0 0 3700 1366H 0.78 32.64 0 0 0| 0 5,125 0 0 3900 1210H 0.74 31.41 0 0 0| 0 8,425 0 0 4100 1116H 0.72 30.46 0 0 0| 0 5,375 0 0 4225 1060H 0.71 29.88 0 0 0| 0 9,100 0 0 4300 1042H 0.70 29.73 0 0 0| 0 6,500 0 0 4325 970H 0.68 29.11 0 0 0| 0 750 0 0 4425 831H 0.64 27.77 0 0 0| 0 400 0 0 4625 525H 0.51 24.73 0 0 0| 0 1,000 0 0 5125 511H 0.51 24.59 0 0 0| 0 200 0 0 5150 472H 0.48 24.30 0 0 0| 0 375 0 0 5225 459H 0.48 24.11 0 0 0| 0 3,500 0 0 5250 421H 0.45 23.59 0 0 0| 0 1,000 0 0 5325 374H 0.42 23.05 0 0 0| 0 250 0 0 5425 363H 0.42 22.95 0 0 0| 0 3,500 0 0 5450 330H 0.39 22.65 0 0 0| 0 500 0 0 5525 289H 0.36 22.04 0 0 0| 0 600 0 0 5625 256H 0.34 21.77 0 0 0| 0 1,850 0 0 5725 247H 0.33 21.65 0 0 0| 0 1,250 0 0 5750 220H 0.31 21.35 0 0 0| 0 1,925 0 0 5825 193H 0.28 20.98 0 0 0| 0 2,375 0 0 5925 162H 0.25 20.43 0 0 0| 0 750 0 0 6025 137 0.22 20.02 0 0 0| 0 3,250 0 0 6125 126 0.21 19.81 0 0 0| 0 1,250 0 0 6175 115H 0.20 19.61 0 0 0| 0 3,500 0 0 6225 94H 0.17 19.20 0 0 0| 0 2,750 0 0 6325 78H 0.15 18.81 0 0 0| 0 1,925 0 0 6425 67H 0.13 18.55 0 0 0| 0 7,000 0 0 6500 64 0.13 18.47 0 0 0| 0 6,230 0 0 6525 51 0.11 18.13 0 0 0| 0 7,000 0 0 6625 44 0.10 17.89 0 0 0| 0 500 0 0 6700 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 41H 0.09 17.81 0 0 0| 0 2,250 0 0 6725 6 0.02 16.20 0 0 0| 0 250 0 0 7525 CAB 0.00 15.10 0 0 0| 0 3,750 0 0 11000 CAB 0.00 15.10 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 5225 Time to expiry: 563 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 5225 Time to expiry: 598 Days 20 Apr 12 1089H 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 5225 Time to expiry: 622 Days 14 May 12 248H 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 5225 Time to expiry: 843 Days 21 Dec 12 2973H 0.87 48.09 0 0 0| 0 875 0 0 2000 2128H 0.81 38.57 0 0 0| 0 5,500 0 0 3000 1731H 0.76 34.63 0 0 0| 0 1,500 0 0 3500 1655H 0.75 34.01 0 0 0| 0 550 0 0 3600 1581H 0.74 33.50 0 0 0| 0 1,250 0 0 3700 1507H 0.72 32.75 0 0 0| 0 4,750 0 0 3800 1431 0.71 31.85 0 0 0| 0 1,750 0 0 3900 1361 0.70 31.26 0 0 0| 0 16,475 0 0 4000 1344H 0.69 31.16 0 0 0| 0 6,000 0 0 4025 1293 0.68 30.77 0 0 0| 0 6,500 0 0 4100 1222H 0.67 30.17 0 0 0| 0 29,450 0 0 4200 1156H 0.65 29.68 0 0 0| 0 2,000 0 0 4300 1139 0.65 29.47 0 0 0| 0 125 0 0 4325 1125 0.64 29.38 0 0 0| 0 18,000 0 0 4350 1093 0.64 29.08 0 0 0| 0 13,230 0 0 4400 1031H 0.62 28.59 0 0 0| 0 7,575 0 0 4500 1017 0.62 28.49 0 0 0| 0 3,000 0 0 4525 999H 0.61 28.29 0 0 0| 0 6,500 0 0 4550 970 0.60 28.10 0 0 0| 0 2,250 0 0 4600 908H 0.58 27.60 0 0 0| 0 9,500 0 0 4700 849H 0.57 27.11 0 0 0| 0 750 0 0 4800 795H 0.55 26.61 0 0 0| 0 1,000 0 0 4900 741H 0.53 26.12 0 0 0| 0 21,325 0 0 5000 728H 0.52 26.02 0 0 0| 0 300 0 0 5025 690 0.51 25.73 0 0 0| 0 19,725 0 0 5100 639 0.49 25.34 0 0 0| 0 30,475 0 0 5200 615H 0.48 25.15 0 0 0| 0 17,500 0 0 5250 590H 0.47 24.84 0 0 0| 0 8,250 0 0 5300 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 568H 0.46 24.64 0 0 0| 0 750 0 0 5350 547 0.45 24.44 0 0 0| 0 7,750 0 0 5400 536 0.44 24.35 0 0 0| 0 8,375 0 0 5425 503H 0.43 24.05 0 0 0| 0 4,500 0 0 5500 496 0.42 24.07 0 0 0| 0 4,500 0 0 5525 463 0.41 23.77 0 0 0| 0 2,150 0 0 5600 452H 0.40 23.67 0 0 0| 0 5,000 0 0 5625 423 0.38 23.38 0 0 0| 0 5,725 0 0 5700 414 0.38 23.28 0 0 0| 0 1,075 0 0 5725 405 0.37 23.18 0 0 0| 0 250 0 0 5750 387 0.36 22.98 0 0 0| 0 500 0 0 5800 378 0.36 22.88 0 0 0| 0 3,375 0 0 5825 353H 0.34 22.66 0 0 0| 0 125 0 0 5900 345H 0.34 22.59 0 0 0| 0 2,250 0 0 5925 318H 0.32 22.29 0 0 0| 0 9,010 0 0 6000 309H 0.32 22.19 0 0 0| 0 6,925 0 0 6025 280H 0.30 21.89 0 0 0| 0 2,750 0 0 6125 266H 0.29 21.69 0 0 0| 0 750 0 0 6175 259H 0.28 21.59 0 0 0| 0 1,000 0 0 6200 252H 0.28 21.49 0 0 0| 0 9,075 0 0 6225 227 0.26 21.20 0 0 0| 0 3,800 0 0 6325 201H 0.24 20.91 0 0 0| 0 2,625 0 0 6425 183 0.22 20.60 0 0 0| 0 3,500 0 0 6500 179H 0.22 20.61 0 0 0| 0 5,750 0 0 6525 163H 0.20 20.30 0 0 0| 0 1,875 0 0 6600 160H 0.20 20.31 0 0 0| 0 4,625 0 0 6625 145H 0.19 20.08 0 0 0| 0 500 0 0 6700 141 0.18 20.01 0 0 0| 0 1,375 0 0 6725 125 0.17 19.71 0 0 0| 0 80 0 0 6800 122 0.17 19.72 0 0 0| 0 2,300 0 0 6825 97H 0.14 19.21 0 0 0| 0 6,375 0 0 7000 70H 0.11 18.61 0 0 0| 0 2,000 0 0 7200 51 0.09 18.11 0 0 0| 0 2,000 0 0 7425 44 0.08 17.91 0 0 0| 0 2,000 0 0 7500 19 0.04 16.91 0 0 0| 0 500 0 0 8000 9 0.02 16.37 0 0 0| 0 375 0 0 8425 8 0.02 16.28 0 0 0| 0 80 0 0 8500 3 0.01 15.65 0 0 0| 0 750 0 0 9000 CAB 0.00 14.36 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 5225 Time to expiry: 927 Days 15 Mar 13 348 0.33 22.51 0 0 0| 0 250 0 0 6000 235 0.26 21.27 0 0 0| 0 250 0 0 6400 208 0.24 20.91 0 0 0| 0 1,250 0 0 6500 169 0.20 20.38 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 5225 Time to expiry: 962 Days 19 Apr 13 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 970 0.59 27.88 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 5225 Time to expiry: 1207 Days 20 Dec 13 2117 0.77 36.56 0 0 0| 0 3,000 0 0 3000 1756 0.72 33.62 0 0 0| 0 1,625 0 0 3500 1623H 0.70 32.57 0 0 0| 0 300 0 0 3700 1558 0.69 32.08 0 0 0| 0 2,850 0 0 3800 1425H 0.66 31.09 0 0 0| 0 1,950 0 0 4000 1361 0.65 30.59 0 0 0| 0 1,000 0 0 4100 1301 0.64 30.09 0 0 0| 0 52,350 0 0 4200 1242 0.62 29.63 0 0 0| 0 3,500 0 0 4300 1212H 0.62 29.40 0 0 0| 0 52,500 -4,000 0 4350 1181 0.61 29.10 0 0 0| 0 17,810 0 0 4400 1123H 0.60 28.71 0 0 0| 0 23,500 -1,000 0 4500 1063 0.58 28.21 0 0 0| 0 1,550 0 0 4600 1008 0.57 27.81 0 0 0| 0 250 0 0 4700 957H 0.55 27.42 0 0 0| 0 750 0 0 4800 907 0.54 27.02 0 0 0| 0 300 0 0 4900 857 0.52 26.63 0 0 0| 0 4,650 0 0 5000 844 0.52 26.53 0 0 0| 0 750 0 0 5025 806 0.50 26.23 0 0 0| 0 5,375 0 0 5100 755 0.49 25.83 0 0 0| 0 7,463 0 0 5200 733 0.48 25.68 0 0 0| 0 18,300 0 0 5250 713H 0.47 25.54 0 0 0| 0 3,400 0 0 5300 670 0.46 25.14 0 0 0| 0 27,900 -1,000 0 5400 660 0.45 25.06 0 0 0| 0 125 0 0 5425 650 0.45 24.99 0 0 0| 0 3,300 0 0 5450 640H 0.44 24.92 0 0 0| 0 1,000 0 0 5475 630 0.44 24.84 0 0 0| 0 2,500 0 0 5500 590 0.42 24.54 0 0 0| 0 13,000 -1,000 0 5600 530 0.40 24.10 0 0 0| 0 12,000 0 0 5750 447H 0.36 23.36 0 0 0| 0 100 0 0 6000 303H 0.28 22.01 0 0 0| 0 1,000 0 0 6500 193 0.20 20.68 0 0 0| 0 500 0 0 7000 117 0.14 19.59 0 0 0| 0 1,500 0 0 7500 Total 0 0 0| 0 266,098 -7,000 0 Indicative a-t-m Vol 0.00 Underlying Price 5225 Time to expiry: 1325 Days 17 Apr 14 1360 0.64 29.95 0 0 0| 0 500 0 0 4100 1087H 0.57 28.34 0 0 0| 0 146 0 0 4600 Total 0 0 0| 0 646 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5225 Time to expiry: 1389 Days 20 Jun 14 1146H 0.58 28.48 0 0 0| 0 1,000 0 0 4500 553H 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 5225 Time to expiry: 1399 Days 30 Jun 14 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 928H 0.52 27.60 0 0 0| 0 1,550 0 0 5000 423H 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 5225 Time to expiry: 1571 Days 19 Dec 14 2040 0.73 32.82 0 0 0| 0 13,000 0 0 3000 1420 0.63 29.39 0 0 0| 0 25,050 0 0 4000 1370 0.62 29.16 0 0 0| 0 2,000 0 0 4100 1320 0.61 28.94 0 0 0| 0 1,750 0 0 4200 1270H 0.60 28.73 0 0 0| 0 2,500 0 0 4300 1221 0.59 28.53 0 0 0| 0 625 0 0 4400 1171H 0.57 28.33 0 0 0| 0 2,125 0 0 4500 1147 0.57 28.24 0 0 0| 0 18,000 0 0 4550 1123H 0.56 28.15 0 0 0| 0 2,500 0 0 4600 1082 0.55 27.96 0 0 0| 0 18,500 0 0 4700 999 0.53 27.60 0 0 0| 0 3,200 0 0 4900 957H 0.51 27.42 0 0 0| 0 37,375 0 0 5000 916H 0.50 27.25 0 0 0| 0 20,565 0 0 5100 875 0.49 27.08 0 0 0| 0 29,088 0 0 5200 856 0.48 26.99 0 0 0| 0 14,000 0 0 5250 839 0.48 26.90 0 0 0| 0 6,250 0 0 5300 822 0.47 26.82 0 0 0| 0 500 0 0 5350 805 0.46 26.73 0 0 0| 0 3,000 0 0 5400 796H 0.46 26.69 0 0 0| 0 1,000 0 0 5425 771 0.45 26.56 0 0 0| 0 9,500 0 0 5500 736H 0.44 26.39 0 0 0| 0 15,125 0 0 5600 728 0.44 26.34 0 0 0| 0 1,000 0 0 5625 702 0.43 26.21 0 0 0| 0 2,500 0 0 5700 685 0.42 26.12 0 0 0| 0 12,000 0 0 5750 668 0.41 26.04 0 0 0| 0 500 0 0 5800 606H 0.39 25.68 0 0 0| 0 3,375 0 0 6000 578H 0.38 25.50 0 0 0| 0 6,000 0 0 6100 351 0.27 23.78 0 0 0| 0 13,000 0 0 7000 171 0.16 21.61 0 0 0| 0 4,000 0 0 8000 145 0.14 21.14 0 0 0| 0 750 0 0 8200 131H 0.14 20.90 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 5225 Time to expiry: 1807 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 5225 Time to expiry: 1935 Days 18 Dec 15 979 0.50 26.35 0 0 0| 0 1,000 0 0 5000 872 0.47 26.03 0 0 0| 0 1,500 0 0 5300 840 0.46 25.89 0 0 0| 0 800 0 0 5400 273H 0.22 22.58 0 0 0| 0 1,000 0 0 7800 Total 0 0 0| 0 4,300 0 0 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | Total Calls 0 0 0| 0 1,342,511 -7,000 0 | Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 5225 Time to expiry: 17 Days 17 Sep 10 CAB 0.00 68.81 0 0 0| 0 1,408 0 0 3001 3H -0.02 33.45 0 0 0| 0 0 0 0 4531 12H -0.08 28.95 0 0 0| 0 1,200 0 0 4775 3799 -1.00 26.90 0 0 0| 0 1,408 0 0 9001 Total 0 0 0| 0 4,016 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5225 Time to expiry: 45 Days 15 Oct 10 77 -0.26 26.05 0 0 0| 0 100 0 0 4920 1520H -0.99 26.25 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 5225 Time to expiry: 64 Days 3 Nov 10 CAB 0.00 39.20 0 0 0| 0 155 0 0 3025 1834H -0.99 19.82 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 5225 Time to expiry: 108 Days 17 Dec 10 1 0.00 55.06 0 0 0| 0 250 0 0 2250 2 0.00 53.48 0 0 0| 0 4,620 0 0 2500 2 0.00 53.28 0 0 0| 0 3,000 0 0 2525 7 -0.01 47.73 0 0 0| 0 6,000 0 0 3025 19 -0.04 42.32 0 0 0| 0 17,000 0 0 3525 22 -0.04 40.99 0 0 0| 0 1,500 0 0 3625 31 -0.06 38.57 0 0 0| 0 1,025 0 0 3825 32H -0.06 38.36 0 0 0| 0 236 0 0 3850 37 -0.07 37.59 0 0 0| 0 2,375 0 0 3925 42H -0.08 36.29 0 0 0| 0 4,500 0 0 4025 50H -0.10 35.20 0 0 0| 0 240 0 0 4125 59 -0.11 34.06 0 0 0| 0 3,250 0 0 4225 69H -0.13 32.95 0 0 0| 0 7,938 0 0 4325 82 -0.16 31.87 0 0 0| 0 1,000 0 0 4425 85 -0.16 31.60 0 0 0| 0 2,800 0 0 4450 96 -0.18 30.82 0 0 0| 0 8,750 0 0 4525 113H -0.21 29.77 0 0 0| 0 375 0 0 4625 132H -0.25 28.75 0 0 0| 0 4,500 0 0 4725 155H -0.29 27.69 0 0 0| 0 7,500 0 0 4825 182 -0.33 26.67 0 0 0| 0 3,250 0 0 4925 212H -0.38 25.62 0 0 0| 0 7,275 0 0 5025 234 -0.42 24.92 0 0 0| 0 100 0 0 5090 248 -0.44 24.56 0 0 0| 0 180 0 0 5125 288H -0.50 23.65 0 0 0| 0 3,000 0 0 5225 334H -0.56 22.63 0 0 0| 0 500 0 0 5322 336 -0.56 22.60 0 0 0| 0 5,250 0 0 5325 361 -0.59 22.11 0 0 0| 0 1,125 0 0 5375 386 -0.62 21.70 0 0 0| 0 1,000 0 0 5418 390 -0.62 21.64 0 0 0| 0 5,250 0 0 5425 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 410H -0.65 21.31 0 0 0| 0 500 0 0 5460 419 -0.66 21.15 0 0 0| 0 1,000 0 0 5475 441 -0.68 20.78 0 0 0| 0 750 0 0 5512 450 -0.69 20.66 0 0 0| 0 11,975 0 0 5525 460 -0.70 20.52 0 0 0| 0 500 0 0 5540 468H -0.71 20.40 0 0 0| 0 1,000 0 0 5553 496H -0.73 20.03 0 0 0| 0 1,000 0 0 5595 511 -0.75 19.86 0 0 0| 0 2,500 0 0 5616 517H -0.75 19.79 0 0 0| 0 4,375 0 0 5625 529 -0.76 19.67 0 0 0| 0 750 0 0 5640 553H -0.78 19.40 0 0 0| 0 1,250 0 0 5673 557H -0.78 19.36 0 0 0| 0 500 0 0 5678 593 -0.81 19.00 0 0 0| 0 6,880 0 0 5725 610 -0.82 18.85 0 0 0| 0 500 0 0 5746 611H -0.82 18.84 0 0 0| 0 250 0 0 5748 613H -0.82 18.82 0 0 0| 0 1,000 0 0 5750 654 -0.85 18.47 0 0 0| 0 500 0 0 5799 656H -0.85 18.45 0 0 0| 0 500 0 0 5802 657 -0.85 18.45 0 0 0| 0 2,250 0 0 5803 663 -0.85 18.40 0 0 0| 0 100 0 0 5810 675H -0.86 18.30 0 0 0| 0 9,600 0 0 5825 707 -0.88 18.05 0 0 0| 0 500 0 0 5862 711H -0.88 18.02 0 0 0| 0 500 0 0 5867 760 -0.90 17.66 0 0 0| 0 250 0 0 5922 762H -0.90 17.64 0 0 0| 0 4,900 0 0 5925 821 -0.92 17.25 0 0 0| 0 250 0 0 5989 822 -0.92 17.24 0 0 0| 0 100 0 0 5990 849H -0.93 17.05 0 0 0| 0 500 0 0 6020 854 -0.93 17.02 0 0 0| 0 5,523 0 0 6025 856 -0.93 17.01 0 0 0| 0 250 0 0 6027 858H -0.94 16.99 0 0 0| 0 150 0 0 6030 877H -0.94 16.86 0 0 0| 0 150 0 0 6050 882 -0.94 16.83 0 0 0| 0 250 0 0 6055 891H -0.94 16.77 0 0 0| 0 100 0 0 6065 901 -0.95 16.71 0 0 0| 0 3,500 0 0 6075 949 -0.96 16.48 0 0 0| 0 10,450 0 0 6125 951H -0.96 16.48 0 0 0| 0 1,250 0 0 6128 997H -0.96 16.36 0 0 0| 0 2,500 0 0 6175 1007 -0.96 16.33 0 0 0| 0 1,000 0 0 6185 1045H -0.97 16.05 0 0 0| 0 8,425 0 0 6225 1143H -0.98 15.10 0 0 0| 0 4,150 0 0 6325 1172 -0.98 14.82 0 0 0| 0 250 0 0 6354 1183 -0.98 14.72 0 0 0| 0 1,000 0 0 6365 1208 -0.99 14.48 0 0 0| 0 1,000 0 0 6390 1209 -0.99 14.47 0 0 0| 0 500 0 0 6391 1242H -0.99 14.22 0 0 0| 0 5,300 0 0 6425 1256H -0.99 14.13 0 0 0| 0 1,000 0 0 6439 1267H -0.99 14.06 0 0 0| 0 5,000 0 0 6450 1272H -0.99 14.03 0 0 0| 0 500 0 0 6455 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 1295H -0.99 13.88 0 0 0| 0 500 0 0 6478 1312 -0.99 13.78 0 0 0| 0 1,000 0 0 6495 1324 -0.99 13.70 0 0 0| 0 500 0 0 6507 1342 -0.99 13.58 0 0 0| 0 10,250 0 0 6525 1400 -0.99 13.21 0 0 0| 0 1,000 0 0 6583 1402 -0.99 13.20 0 0 0| 0 1,000 0 0 6585 1442 -0.99 12.96 0 0 0| 0 9,825 0 0 6625 1541H -0.99 12.36 0 0 0| 0 1,750 0 0 6725 1641H -0.99 11.77 0 0 0| 0 500 0 0 6825 1841 -0.99 10.66 0 0 0| 0 600 0 0 7025 2140H -0.99 9.17 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 5225 Time to expiry: 171 Days 18 Feb 11 459H -0.58 22.32 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 5225 Time to expiry: 199 Days 18 Mar 11 46H -0.06 41.48 0 0 0| 0 2,123 0 0 3350 153H -0.20 31.56 0 0 0| 0 560 0 0 4350 198 -0.25 29.52 0 0 0| 0 2,200 0 0 4575 373 -0.45 24.61 0 0 0| 0 2,200 0 0 5140 643 -0.69 20.60 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 5225 Time to expiry: 212 Days 31 Mar 11 85H -0.11 36.39 0 0 0| 0 0 0 0 3800 108H -0.14 34.45 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 5225 Time to expiry: 227 Days 15 Apr 11 30 -0.03 47.02 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 5225 Time to expiry: 231 Days 19 Apr 11 351H -0.40 25.72 0 0 0| 0 1,545 0 0 5000 1870H -0.97 15.84 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 5225 Time to expiry: 233 Days 21 Apr 11 165H -0.19 31.87 0 0 0| 0 1,663 0 0 4270 581H -0.60 21.97 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 5225 Time to expiry: 245 Days 3 May 11 366 -0.40 25.70 0 0 0| 0 255 0 0 5000 1876H -0.97 15.80 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 5225 Time to expiry: 290 Days 17 Jun 11 201 -0.21 31.38 0 0 0| 0 2,768 0 0 4250 568 -0.53 23.21 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 5225 Time to expiry: 381 Days 16 Sep 11 73H -0.06 40.25 0 0 0| 0 1,500 0 0 3000 157H -0.14 34.18 0 0 0| 0 8 0 0 3740 237H -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 5225 Time to expiry: 463 Days 7 Dec 11 1376H -0.80 18.99 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 5225 Time to expiry: 472 Days 16 Dec 11 43 -0.03 46.77 0 0 0| 0 2,750 0 0 2200 65 -0.05 44.45 0 0 0| 0 4,530 0 0 2500 72H -0.05 43.57 0 0 0| 0 3,500 0 0 2600 109 -0.08 40.06 0 0 0| 0 12,442 0 0 3000 170H -0.13 36.01 0 0 0| 0 8,938 0 0 3500 192H -0.15 34.90 0 0 0| 0 12 0 0 3652 201H -0.15 34.56 0 0 0| 0 4,175 0 0 3700 241 -0.18 33.15 0 0 0| 0 1,125 0 0 3900 265H -0.20 32.29 0 0 0| 0 2,000 0 0 4025 270 -0.20 32.14 0 0 0| 0 140 0 0 4048 280 -0.21 31.79 0 0 0| 0 8,115 0 0 4100 313 -0.23 30.96 0 0 0| 0 375 0 0 4225 332H -0.25 30.47 0 0 0| 0 5,825 0 0 4300 339 -0.25 30.31 0 0 0| 0 2,250 0 0 4325 365 -0.27 29.66 0 0 0| 0 625 0 0 4425 425H -0.32 28.34 0 0 0| 0 150 0 0 4625 612 -0.44 25.22 0 0 0| 0 1,000 0 0 5125 615H -0.45 24.76 0 0 0| 0 200 0 0 5150 661H -0.47 24.97 0 0 0| 0 375 0 0 5225 762H -0.52 23.79 0 0 0| 0 250 0 0 5425 817H -0.55 23.41 0 0 0| 0 500 0 0 5525 876 -0.58 22.85 0 0 0| 0 350 0 0 5625 937 -0.61 22.36 0 0 0| 0 1,650 0 0 5725 954 -0.62 22.32 0 0 0| 0 1,250 0 0 5750 1002 -0.64 22.05 0 0 0| 0 1,125 0 0 5825 1070 -0.67 21.59 0 0 0| 0 2,125 0 0 5925 1141 -0.70 21.20 0 0 0| 0 750 0 0 6025 1216 -0.72 21.03 0 0 0| 0 3,250 0 0 6125 1243 -0.74 20.14 0 0 0| 0 1,250 0 0 6175 1293 -0.74 20.62 0 0 0| 0 1,250 0 0 6225 1373 -0.77 20.37 0 0 0| 0 2,750 0 0 6325 1455 -0.79 20.23 0 0 0| 0 1,500 0 0 6425 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 1540 -0.81 19.95 0 0 0| 0 4,125 0 0 6525 1627 -0.82 19.83 0 0 0| 0 4,750 0 0 6625 1716 -0.84 19.86 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 5225 Time to expiry: 563 Days 16 Mar 12 179 -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 5225 Time to expiry: 598 Days 20 Apr 12 118 -0.08 40.25 0 0 0| 0 170 0 0 2800 215H -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 5225 Time to expiry: 622 Days 14 May 12 1191H -0.65 21.65 0 0 0| 0 145 0 0 6000 2910 -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 5225 Time to expiry: 654 Days 15 Jun 12 163H -0.10 38.92 0 0 0| 0 100 0 0 3000 1642H -0.77 19.44 0 0 0| 0 1,000 0 0 6600 1665 -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 5225 Time to expiry: 752 Days 21 Sep 12 603 -0.33 27.60 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 5225 Time to expiry: 843 Days 21 Dec 12 13 -0.01 52.32 0 0 0| 0 2,500 0 0 1000 84 -0.04 44.75 0 0 0| 0 5,200 0 0 2000 104H -0.05 43.26 0 0 0| 0 1,250 0 0 2200 130H -0.07 41.88 0 0 0| 0 17,500 0 0 2400 143 -0.07 41.18 0 0 0| 0 4,520 0 0 2500 146H -0.07 41.01 0 0 0| 0 3,000 0 0 2525 201H -0.10 38.29 0 0 0| 0 750 0 0 2900 217H -0.11 37.59 0 0 0| 0 10,375 0 0 3000 221H -0.11 37.42 0 0 0| 0 4,500 0 0 3025 297 -0.15 35.26 0 0 0| 0 7,250 0 0 3400 318 -0.16 34.63 0 0 0| 0 3,000 0 0 3500 340 -0.17 34.07 0 0 0| 0 1,300 0 0 3600 364 -0.18 33.62 0 0 0| 0 1,000 0 0 3700 389 -0.20 32.96 0 0 0| 0 7,625 0 0 3800 415 -0.21 32.31 0 0 0| 0 1,750 0 0 3900 442 -0.22 31.73 0 0 0| 0 14,375 0 0 4000 471 -0.24 31.24 0 0 0| 0 15,450 0 0 4100 500 -0.25 30.75 0 0 0| 0 11,850 0 0 4200 532 -0.27 30.24 0 0 0| 0 3,700 0 0 4300 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 540 -0.27 30.08 0 0 0| 0 2,450 0 0 4325 564 -0.28 29.60 0 0 0| 0 24,205 0 0 4400 599 -0.30 29.09 0 0 0| 0 10,188 0 0 4500 608 -0.31 28.97 0 0 0| 0 1,000 0 0 4525 635 -0.32 28.62 0 0 0| 0 2,375 0 0 4600 712 -0.35 27.74 0 0 0| 0 250 0 0 4800 754 -0.37 27.21 0 0 0| 0 3,650 0 0 4900 798 -0.39 26.76 0 0 0| 0 16,725 0 0 5000 809 -0.40 26.65 0 0 0| 0 3,750 0 0 5025 844 -0.41 26.39 0 0 0| 0 5,925 0 0 5100 892 -0.43 26.08 0 0 0| 0 8,000 0 0 5200 942 -0.45 25.64 0 0 0| 0 20,550 0 0 5300 967 -0.46 25.39 0 0 0| 0 750 0 0 5350 994 -0.47 25.20 0 0 0| 0 6,000 0 0 5400 1008 -0.48 25.12 0 0 0| 0 5,500 0 0 5425 1049 -0.49 24.86 0 0 0| 0 5,300 0 0 5500 1106 -0.52 24.60 0 0 0| 0 2,250 0 0 5600 1120 -0.52 24.52 0 0 0| 0 350 0 0 5625 1165 -0.54 24.34 0 0 0| 0 5,575 0 0 5700 1180 -0.54 24.23 0 0 0| 0 1,075 0 0 5725 1200 -0.55 24.30 0 0 0| 0 250 0 0 5750 1241 -0.56 23.83 0 0 0| 0 2,875 0 0 5825 1285 -0.58 23.47 0 0 0| 0 125 0 0 5900 1305 -0.58 23.54 0 0 0| 0 2,500 0 0 5925 1354 -0.60 23.35 0 0 0| 0 4,500 0 0 6000 1371 -0.60 23.32 0 0 0| 0 2,800 0 0 6025 1439 -0.62 23.15 0 0 0| 0 2,250 0 0 6125 1474 -0.63 22.98 0 0 0| 0 750 0 0 6175 1509 -0.64 22.81 0 0 0| 0 2,450 0 0 6225 1563 -0.66 22.62 0 0 0| 0 1,250 0 0 6300 1581 -0.66 22.55 0 0 0| 0 3,800 0 0 6325 1655 -0.68 22.37 0 0 0| 0 3,125 0 0 6425 1730 -0.70 22.24 0 0 0| 0 5,500 0 0 6525 1808 -0.72 22.04 0 0 0| 0 3,875 0 0 6625 1888 -0.74 21.87 0 0 0| 0 2,375 0 0 6725 1969 -0.75 21.74 0 0 0| 0 350 0 0 6825 2136 -0.78 21.70 0 0 0| 0 1,000 0 0 7025 Total 0 0 0| 0 282,538 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5225 Time to expiry: 898 Days 14 Feb 13 948 -0.45 24.94 0 0 0| 0 4,000 0 0 5300 1290 -0.57 22.79 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 5225 Time to expiry: 927 Days 15 Mar 13 351H -0.17 33.82 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 5225 Time to expiry: 962 Days 19 Apr 13 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 218H -0.10 38.67 0 0 0| 0 146 0 0 2800 441 -0.21 32.07 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 5225 Time to expiry: 1207 Days 20 Dec 13 311H -0.12 36.56 0 0 0| 0 19,875 0 0 3000 422H -0.17 33.62 0 0 0| 0 125 0 0 3500 479 -0.19 32.57 0 0 0| 0 300 0 0 3700 508 -0.20 32.08 0 0 0| 0 2,950 0 0 3800 536 -0.22 31.58 0 0 0| 0 9,000 0 0 3900 564H -0.23 31.09 0 0 0| 0 9,250 0 0 4000 594H -0.24 30.59 0 0 0| 0 725 0 0 4100 629 -0.25 30.09 0 0 0| 0 5,900 0 0 4200 664H -0.27 29.63 0 0 0| 0 3,500 0 0 4300 697H -0.28 29.10 0 0 0| 0 25,150 0 0 4400 735 -0.29 28.71 0 0 0| 0 5,850 0 0 4500 768H -0.31 28.21 0 0 0| 0 1,550 0 0 4600 808 -0.32 27.81 0 0 0| 0 250 0 0 4700 896 -0.35 27.02 0 0 0| 0 12,800 0 0 4900 918 -0.36 26.82 0 0 0| 0 20,000 0 0 4950 940 -0.37 26.63 0 0 0| 0 8,400 0 0 5000 951 -0.37 26.53 0 0 0| 0 750 0 0 5025 984 -0.39 26.23 0 0 0| 0 5,375 0 0 5100 1005H -0.39 26.03 0 0 0| 0 20,000 0 0 5150 1027 -0.40 25.83 0 0 0| 0 6,663 0 0 5200 1080 -0.42 25.54 0 0 0| 0 6,725 0 0 5300 1131H -0.43 25.14 0 0 0| 0 4,400 0 0 5400 1145 -0.44 25.06 0 0 0| 0 125 0 0 5425 1172H -0.45 24.92 0 0 0| 0 1,000 0 0 5475 1185H -0.45 24.84 0 0 0| 0 15,750 0 0 5500 1240 -0.47 24.54 0 0 0| 0 3,900 0 0 5600 1308 -0.49 24.17 0 0 0| 0 250 0 0 5725 1351H -0.50 23.95 0 0 0| 0 400 0 0 5800 1413H -0.52 23.65 0 0 0| 0 7,000 0 0 5900 1475H -0.53 23.36 0 0 0| 0 100 0 0 6000 2165 -0.69 20.68 0 0 0| 0 750 0 0 7000 Total 0 0 0| 0 198,813 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5225 Time to expiry: 1298 Days 21 Mar 14 452H -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 5225 Time to expiry: 1325 Days 17 Apr 14 406 -0.13 40.47 0 0 0| 0 510 0 0 2950 446 -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 5225 Time to expiry: 1571 Days 19 Dec 14 232H -0.09 35.91 0 0 0| 0 1,993 0 0 2500 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 | 333H -0.12 33.23 0 0 0| 0 20,080 0 0 3000 456H -0.17 30.89 0 0 0| 0 8,500 0 0 3500 493H -0.18 30.74 0 0 0| 0 2,500 0 0 3600 620 -0.22 29.35 0 0 0| 0 25,750 0 0 4000 667 -0.24 29.28 0 0 0| 0 2,000 0 0 4100 702H -0.25 28.87 0 0 0| 0 17,000 0 0 4200 749H -0.26 28.80 0 0 0| 0 8,750 0 0 4300 784H -0.27 28.39 0 0 0| 0 3,125 0 0 4400 831 -0.28 28.32 0 0 0| 0 18,375 0 0 4500 871H -0.30 28.04 0 0 0| 0 2,500 0 0 4600 925 -0.31 27.94 0 0 0| 0 750 0 0 4700 1016H -0.33 27.33 0 0 0| 0 11,700 0 0 4900 1062H -0.35 27.04 0 0 0| 0 13,375 0 0 5000 1120 -0.36 27.07 0 0 0| 0 13,790 0 0 5100 1176H -0.37 27.07 0 0 0| 0 4,275 0 0 5200 1228 -0.38 26.78 0 0 0| 0 16,250 0 0 5300 1255 -0.39 26.64 0 0 0| 0 500 0 0 5350 1284 -0.40 26.56 0 0 0| 0 1,000 0 0 5400 1340H -0.41 26.36 0 0 0| 0 8,750 0 0 5500 1418 -0.42 26.72 0 0 0| 0 3,875 0 0 5600 1474H -0.43 26.52 0 0 0| 0 500 0 0 5700 1647 -0.47 25.82 0 0 0| 0 3,750 0 0 6000 1960H -0.53 24.75 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 5225 Time to expiry: 1807 Days 12 Aug 15 1208 -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 5225 Time to expiry: 1935 Days 18 Dec 15 1275H -0.36 26.03 0 0 0| 0 1,500 0 0 5300 1332H -0.37 25.89 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 0 0 Indicative a-t-m Vol 0.00 Underlying Price 3490.790 Time to expiry: 17 Days 17 Sep 10 54.550 -0.33 28.56 0 0 0| 0 180 0 0 3400 Total 0 0 0| 0 180 0 0 Total Puts 0 0 0| 0 180 0 0 Grand Total 0 683,565 683,565| 0 3,084,957 -7,000 0 CAC 40 Index (YCC) Indicative a-t-m Vol 0.00 Underlying Price 3490.790 Time to expiry: 17 Days 17 Sep 10 48.580 -0.33 28.56 0 0 0| 0 0 0 0 3400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5225 Time to expiry: 17 Days 17 Sep 10 17H -0.11 27.55 0 0 0| 0 0 0 0 4850 Equity Index Options 22:04 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0 685,855 685,855| 0 3,087,427 -7,000 0 FTSE 100 Index (XUK) Indicative a-t-m Vol 0.00 Underlying Price 5225 Time to expiry: 17 Days 17 Sep 10 59 -0.33 22.97 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 0 688,145 688,145| 0 3,089,717 -7,000 0 FTSE 250 Index FLEX Option (YFS) Indicative a-t-m Vol 0.00 Underlying Price 9825.1 Time to expiry: 17 Days 17 Sep 10 42.0 -0.12 33.89 0 0 0| 0 102 0 0 8984 132.5 -0.30 30.91 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 9825.1 Time to expiry: 45 Days 15 Oct 10 174.5 -0.29 25.95 0 0 0| 0 100 0 0 9308 351.5 -0.52 22.68 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 0 695,015 695,015| 0 3,097,193 -7,000 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3396.930 Time to expiry: 108 Days 17 Dec 10 1137.580 -0.98 19.94 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 0 697,305 697,305| 0 3,105,483 -7,000 0