Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 18.63 Underlying Price 5359 Time to expiry: 16 Days Sep 10 3558 1.00 115.00 0 0 0| 0 185 0 0 1800 3358 1.00 119.54 0 0 0| 0 12 0 0 2000 3158 1.00 118.60 0 0 0| 0 8 0 0 2200 2958 1.00 114.21 0 0 0| 0 0 0 0 2400 2758H 1.00 107.71 0 0 0| 0 0 0 0 2600 2558H 1.00 100.01 0 0 0| 0 11 0 0 2800 2358H 1.00 91.71 0 0 0| 0 500 0 0 3000 2159 1.00 83.22 0 0 0| 0 0 0 0 3200 2059 1.00 78.99 0 0 0| 0 0 0 0 3300 1959 1.00 74.82 0 0 0| 0 0 0 0 3400 1859 1.00 70.72 0 0 0| 0 400 0 0 3500 1759 1.00 66.71 0 0 0| 0 3 0 0 3600 1659 1.00 62.81 0 0 0| 0 1 0 0 3700 1559 1.00 59.03 0 0 0| 0 0 0 0 3800 1459 1.00 55.38 0 0 0| 0 0 0 0 3900 1359H 1.00 51.86 0 0 0| 0 3 0 0 4000 1259H 1.00 48.48 0 0 0| 0 100 0 0 4100 1159H 1.00 44.17 0 0 0| 0 200 0 0 4200 1060 0.99 42.17 0 0 0| 1 655 +1 0 4300 960 0.99 38.80 0 0 0| 0 13 0 0 4400 910 0.99 36.83 0 0 0| 0 0 0 0 4450 804 860H 0.99 36.44 804 804 0 0 1| 0 2,428 0 0 4500 811 0.99 35.06 0 0 0| 0 0 0 0 4550 762 0.98 35.07 0 0 0| 0 631 0 0 4600 712 0.98 33.36 0 0 0| 0 10 0 0 4650 662H 0.97 31.96 0 0 0| 0 12 0 0 4700 614 0.97 31.34 0 0 0| 0 2 0 0 4750 564H 0.96 29.60 0 0 0| 20 1,933 0 0 4800 507H 515H 0.95 28.45 507H 507H 0 0 10| 0 35 0 0 4850 366 467H 0.94 27.42 468 S 366 S 0 0 20| 0 4,435 0 0 4900 347H 419H 0.92 26.09 414 347HS 0 0 31| 0 470 0 0 4950 396 0.91 25.68 0 0 0| 0 0 0 0 4975 364H 372 0.90 25.04 366H 364HS 0 0 12| 30 9,717 +30 0 5000 349 0.89 24.55 0 0 0| 0 10 0 0 5025 272H 326 0.88 24.07 272HS 272HS 0 0 10| 0 708 0 0 5050 303 0.86 23.47 0 0 0| 54 47 +25 0 5075 192 280H 0.85 23.04 276 S 192 0 0 52| 32 11,579 0 0 5100 259 0.83 22.57 0 0 0| 82 166 +18 0 5125 156H 237 0.81 22.04 201 142H 0 0 29| 107 2,824 +15 0 5150 140 216 0.78 21.59 181H 140 0 0 27| 110 925 +48 0 5175 119 196H 0.75 21.34 192 S 114 S 0 0 173| 271 17,117 +51 0 5200 123 176H 0.72 20.77 177H 123 0 0 86| 123 501 +75 0 5225 85H 157H 0.69 20.34 157 85H 0 0 121| 261 1,713 +38 0 5250 92H 139H 0.65 19.96 138H 91HS 0 0 177| 114 371 +4 0 5275 63H 122H 0.61 19.56 120 58H 0 0 2,170| 216 13,620 +2 0 5300 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 51 106 0.57 19.15 106H 51 0 0 217| 250 539 +181 0 5325 46 91 0.52 18.75 90 40H 0 0 710| 159 3,229 +87 0 5350 36H 77H 0.48 18.41 75 36HS 0 0 93| 98 492 +39 0 5375 30 64H 0.43 17.99 65 24 0 4,000 5,615| 329 16,268 -64 0 5400 18H 53 0.38 17.62 52 18HS 0 0 157| 17 715 +7 0 5425 17 43 0.33 17.31 43 14 0 0 840| 362 3,149 +121 0 5450 15 34H 0.29 17.02 30 15 0 0 40| 0 2,300 0 0 5475 9H 27 0.24 16.71 27 8 0 500 4,877| 396 25,186 +208 0 5500 5H 16 0.16 16.32 16 4H 0 1,000 1,727| 9 3,779 +500 0 5550 2H 9 0.10 15.97 9 2H 0 0 1,652| 2 26,339 0 0 5600 3 5 0.06 15.79 4H 2H 0 0 460| 17 2,549 0 0 5650 1 2H 0.04 15.85 3 1 0 0 575| 106 29,334 +94 0 5700 H 1H 0.02 16.38 1H H 0 0 678| 15 1,148 0 0 5750 1 1 0.01 16.70 1 1 0 0 350| 88 16,813 0 0 5800 H 0.01 16.71 0 0 0| 0 685 0 0 5850 CAB 0.00 13.66 0 0 0| 0 13,414 0 0 5900 H CAB 0.00 13.37 H H 0 0 60| 0 242 0 0 5950 CAB 0.00 13.11 0 2,000 2,000| 10 28,669 -10 0 6000 H CAB 0.00 12.89 H H 0 0 10| 331 890 +331 0 6050 CAB 0.00 12.70 0 0 0| 0 10,411 0 0 6100 CAB 0.00 12.54 0 0 0| 0 90 0 0 6150 CAB 0.00 12.42 0 0 0| 0 13,681 0 0 6200 CAB 0.00 12.26 0 0 0| 0 40 0 0 6300 CAB 0.00 12.23 0 0 0| 0 12,873 0 0 6400 CAB 0.00 12.54 0 0 0| 0 6,253 0 0 6600 CAB 0.00 13.32 0 0 0| 0 3,024 0 0 6800 CAB 0.00 14.56 0 0 0| 0 1,038 0 0 7000 CAB 0.00 16.24 0 0 0| 0 0 0 0 7200 CAB 0.00 20.83 0 0 0| 0 3 0 0 7600 CAB 0.00 27.00 0 0 0| 0 21 0 0 8000 Total 0 7,500 22,980| 3,610 294,519 +1,801 0 Indicative a-t-m Vol 20.18 Underlying Price 5356 Time to expiry: 44 Days Oct 10 1754H 1.00 6.47 0 0 0| 0 0 0 0 3600 1554H 1.00 18.79 0 0 0| 0 0 0 0 3800 1355 1.00 25.99 0 0 0| 0 0 0 0 4000 1156H 0.99 29.47 0 0 0| 0 1 0 0 4200 1059 0.98 30.74 0 0 0| 0 7 0 0 4300 963H 0.97 31.79 0 0 0| 1 3 +1 0 4400 913H 0.96 30.22 0 0 0| 0 0 0 0 4450 866 0.96 30.03 0 0 0| 0 1 0 0 4500 819H 0.94 30.24 0 0 0| 0 0 0 0 4550 771 0.94 29.39 0 0 0| 0 265 0 0 4600 724H 0.93 28.93 0 0 0| 0 3 0 0 4650 663 677H 0.91 28.29 663 663 0 0 1| 0 5 0 0 4700 627 631 0.90 27.66 627 627 0 0 1| 0 16 0 0 4750 585 0.88 27.08 0 0 0| 20 97 +10 0 4800 540H 0.87 26.58 0 0 0| 0 30 0 0 4850 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 498H 496 0.85 25.88 499 S 494 0 0 22| 0 35 0 0 4900 450 452H 0.82 25.33 450 450 0 0 10| 0 13 0 0 4950 404H 410H 0.80 24.72 404HS 404HS 0 0 13| 110 552 +79 0 5000 368H 0.77 24.04 0 0 0| 0 39 0 0 5050 348H 0.75 23.73 0 0 0| 3 7 +3 0 5075 322 329 0.74 23.48 330 S 321 S 0 0 15| 77 639 +43 0 5100 277H 309H 0.72 23.13 277H 277H 0 0 11| 43 81 +34 0 5125 259H 290 0.70 22.80 286H 249HS 0 0 25| 29 314 +26 0 5150 198H 271H 0.68 22.48 269H 198H 0 0 60| 7 30 +7 0 5175 200 253H 0.66 22.20 252 200 0 0 69| 185 1,805 -139 0 5200 207H 235H 0.64 21.86 207H 197 0 0 20| 7 7 +7 0 5225 159H 218 0.62 21.52 216H 159H 0 0 56| 35 496 +8 0 5250 175H 201H 0.60 21.21 200 175H 0 0 15| 0 20 0 0 5275 131H 185H 0.57 20.89 186 131H 0 0 66| 8 5,777 +3 0 5300 115 154H 0.52 20.25 147H 115 0 1,100 1,406| 22 719 +8 0 5350 79H 127 0.47 19.66 127HS 79H 0 1,000 1,089| 191 2,693 +67 0 5400 62 101 0.41 18.95 99HS 57 0 0 129| 91 735 +89 0 5450 46 79 0.35 18.34 79 45 0 0 427| 135 5,970 +86 0 5500 45H 59H 0.29 17.70 60 43H 0 0 142| 35 648 +30 0 5550 24H 44 0.24 17.16 45 24H 0 0 562| 203 3,088 +133 0 5600 14 31H 0.19 16.69 31H 14 0 0 182| 128 759 +78 0 5650 10 22 0.14 16.24 21 10 0 2,000 2,116| 5 8,991 0 0 5700 10H 15 0.11 15.85 14 10 0 0 65| 0 7,564 0 0 5750 7 10 0.08 15.57 10HS 6H 0 0 271| 0 2,842 0 0 5800 2H 4 0.04 15.22 3H 2H 0 0 40| 0 819 0 0 5900 2H 0.02 15.90 0 0 0| 0 481 0 0 6000 H 0.00 15.50 0 0 0| 175 199 +174 0 6200 CAB 0.00 16.82 0 0 0| 0 22 0 0 6400 CAB 0.00 22.83 0 0 0| 0 0 0 0 6800 Total 0 4,100 6,813| 1,510 45,773 +747 0 Indicative a-t-m Vol 21.34 Underlying Price 5336 Time to expiry: 79 Days Nov 10 1348 0.96 36.10 0 0 0| 0 1 0 0 4000 1155H 0.94 33.87 0 0 0| 0 2 0 0 4200 966H 0.92 31.54 0 0 0| 0 5 0 0 4400 874H 0.90 30.56 0 0 0| 0 4 0 0 4500 783H 0.87 29.42 0 0 0| 0 9 0 0 4600 695 0.85 28.34 0 0 0| 0 1 0 0 4700 651H 0.83 27.84 0 0 0| 0 0 0 0 4750 609 0.81 27.32 0 0 0| 0 2 0 0 4800 566H 0.80 26.73 0 0 0| 0 4 0 0 4850 525H 0.78 26.17 0 0 0| 0 10 0 0 4900 485 0.75 25.63 0 0 0| 0 1 0 0 4950 446 0.73 25.13 0 0 0| 12 65 +12 0 5000 408 407H 0.70 24.58 408 S 408 S 0 0 15| 2 53 +2 0 5050 313 370 0.68 24.02 313 313 0 0 20| 9 28 +5 0 5100 295H 334 0.65 23.48 295H 295H 0 0 1| 26 178 +23 0 5150 274H 299 0.62 22.85 274H 261 0 0 4| 7 485 +3 0 5200 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 229H 265H 0.58 22.31 266H 229 0 0 34| 55 156 +52 0 5250 200H 234 0.55 21.75 203H 200H 0 0 84| 2 163 +2 0 5300 180H 204 0.51 21.17 198 180H 0 0 24| 0 72 0 0 5350 141 176 0.47 20.63 169H 141 0 0 5| 2 237 +2 0 5400 119 150 0.43 20.06 119 119 0 0 10| 0 88 0 0 5450 94H 126 0.39 19.52 124HS 94H 0 0 40| 7 1,129 +7 0 5500 80 104H 0.35 18.98 99 80 0 0 30| 31 68 +31 0 5550 55 85 0.30 18.45 85 S 55 0 0 545| 505 1,346 +415 0 5600 56 67H 0.26 17.92 56 56 0 0 3| 0 176 0 0 5650 35 53H 0.22 17.48 38H 35 S 0 0 13| 10 128 +10 0 5700 33H 41 0.18 17.00 39H 32 0 0 31| 0 147 0 0 5750 18H 31 0.15 16.59 31HS 18H 0 0 366| 120 687 +120 0 5800 9 16H 0.09 15.78 13HS 9 S 0 0 115| 0 763 0 0 5900 5 9H 0.06 15.54 5HS 5 S 0 0 240| 0 318 0 0 6000 1H 1 0.01 13.41 2 1 S 0 0 105| 0 420 0 0 6200 CAB 0.00 11.98 0 0 0| 0 0 0 0 6400 CAB 0.00 9.65 0 0 0| 0 0 0 0 6800 Total 0 0 1,685| 788 6,746 +684 0 Indicative a-t-m Vol 22.13 Underlying Price 5336H Time to expiry: 107 Days Dec 10 3529 1.00 60.00 0 0 0| 0 102 0 0 1800 3330 1.00 58.66 0 0 0| 0 2,021 0 0 2000 3130H 1.00 57.28 0 0 0| 0 0 0 0 2200 2931H 1.00 53.84 0 0 0| 0 0 0 0 2400 2733 1.00 53.18 0 0 0| 0 0 0 0 2600 2534H 0.99 50.79 0 0 0| 0 3,100 0 0 2800 2336H 0.99 47.70 0 0 0| 0 2,510 0 0 3000 2139 0.99 45.07 0 0 0| 0 0 0 0 3200 2041 0.98 44.39 0 0 0| 0 0 0 0 3300 1943 0.98 43.40 0 0 0| 0 1,000 0 0 3400 1845H 0.97 42.19 0 0 0| 0 2,629 0 0 3500 1748 0.97 41.07 0 0 0| 0 1,200 0 0 3600 1651 0.96 39.77 0 0 0| 0 10,805 0 0 3700 1554H 0.96 38.72 0 0 0| 0 13,500 0 0 3800 1458H 0.95 37.46 0 0 0| 0 4,676 0 0 3900 1363 0.94 36.35 0 0 0| 0 13,159 0 0 4000 1268 0.93 35.11 0 0 0| 0 9,425 0 0 4100 1173H 0.92 33.87 0 0 0| 0 17,959 0 0 4200 1081 0.90 32.82 0 0 0| 0 17,700 0 0 4300 990 0.89 31.76 0 0 0| 0 14,724 0 0 4400 900 0.87 30.68 0 0 0| 0 18,286 0 0 4500 812 0.84 29.64 0 0 0| 0 9,566 0 0 4600 726 0.81 28.63 0 0 0| 0 8,455 0 0 4700 683H 0.80 28.08 0 0 0| 0 0 0 0 4750 642H 0.78 27.60 0 0 0| 1 14,188 0 0 4800 601H 0.77 27.07 0 0 0| 0 0 0 0 4850 561H 0.75 26.57 0 0 0| 1 8,660 0 0 4900 522H 0.73 26.06 0 0 0| 0 0 0 0 4950 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 484 0.70 25.51 0 0 0| 3 30,574 -2 0 5000 446H 0.68 24.99 0 0 0| 0 0 0 0 5050 368 410H 0.66 24.52 368 368 0 0 20| 1 15,228 0 0 5100 375H 0.63 23.99 0 0 0| 0 9,527 0 0 5150 309 341 0.61 23.47 342 307 0 0 19| 2 25,476 0 0 5200 278H 308H 0.58 22.95 308 278H 0 0 4| 1 351 +1 0 5250 247 277 0.55 22.44 247 241H 0 0 26| 8 27,836 -6 0 5300 247H 248 0.52 22.02 247H 247H 0 0 1| 0 571 0 0 5350 170 219H 0.48 21.51 215H 170 0 0 52| 271 23,237 +251 0 5400 165 193 0.45 21.03 165 165 0 0 3| 0 33 0 0 5450 125H 168 0.42 20.52 159H 125H 0 750 835| 255 28,319 +254 0 5500 145 0.38 20.05 0 0 0| 0 4,502 0 0 5550 95H 123H 0.34 19.58 121H 95H 0 0 31| 44 26,228 0 0 5600 62H 86H 0.27 18.64 84 62H 0 0 149| 305 18,655 +167 0 5700 38 58H 0.21 17.85 58 38 0 0 741| 0 31,122 0 0 5800 28H 37 0.15 17.06 31 28H 0 0 65| 0 21,982 0 0 5900 18 22 0.10 16.39 22H 18 0 0 41| 1 35,078 +1 0 6000 12H 0.06 15.76 0 0 0| 0 16,505 0 0 6100 7 0.04 15.38 0 0 0| 0 20,563 0 0 6200 1H 0.01 14.12 0 0 0| 0 22,026 0 0 6400 CAB 0.00 12.83 0 0 0| 0 23,027 0 0 6600 CAB 0.00 11.61 0 0 0| 0 15,373 0 0 6800 CAB 0.00 10.47 0 0 0| 0 8,888 0 0 7000 CAB 0.00 9.39 0 0 0| 0 9,590 0 0 7200 CAB 0.00 7.42 0 0 0| 0 0 0 0 7600 CAB 0.00 6.80 0 0 0| 0 10 0 0 8000 Total 0 750 1,987| 893 588,366 +666 0 Indicative a-t-m Vol 23.07 Underlying Price 5294 Time to expiry: 198 Days Mar 11 3483H 1.00 60.98 0 0 0| 0 0 0 0 1800 3286H 0.99 58.62 0 0 0| 0 30 0 0 2000 3090 0.99 56.29 0 0 0| 0 0 0 0 2200 2895 0.99 54.21 0 0 0| 0 0 0 0 2400 2700H 0.98 51.81 0 0 0| 0 0 0 0 2600 2506 0.97 49.26 0 0 0| 0 0 0 0 2800 2312H 0.97 46.64 0 0 0| 0 2 0 0 3000 2120 0.96 44.02 0 0 0| 0 0 0 0 3200 2024 0.95 42.66 0 0 0| 0 0 0 0 3300 1929H 0.94 41.61 0 0 0| 0 0 0 0 3400 1833H 0.94 40.21 0 0 0| 0 0 0 0 3500 1739 0.93 38.98 0 0 0| 0 10 0 0 3600 1645 0.92 37.78 0 0 0| 0 0 0 0 3700 1551H 0.91 36.61 0 0 0| 0 0 0 0 3800 1458H 0.90 35.36 0 0 0| 0 1,522 0 0 3900 1368 0.89 34.41 0 0 0| 0 0 0 0 4000 1278H 0.88 33.50 0 0 0| 0 0 0 0 4100 1190H 0.86 32.61 0 0 0| 0 26 0 0 4200 1103H 0.84 31.68 0 0 0| 0 2 0 0 4300 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1018H 0.82 30.81 0 0 0| 0 506 0 0 4400 935H 0.80 29.97 0 0 0| 0 1,213 0 0 4500 853H 0.78 29.11 0 0 0| 0 6 0 0 4600 774 0.75 28.22 0 0 0| 0 0 0 0 4700 696 0.72 27.31 0 0 0| 0 930 0 0 4800 622 0.69 26.48 0 750 750| 500 773 +500 0 4900 550 0.65 25.61 0 0 0| 1 6,726 0 0 5000 481 0.62 24.74 0 0 0| 37 3,569 0 0 5100 415 0.58 23.84 0 0 0| 0 9,024 0 0 5200 354H 0.53 23.03 0 0 0| 0 3,101 0 0 5300 297H 0.48 22.20 0 0 0| 500 5,699 +500 0 5400 200 245 0.44 21.36 200 200 0 750 1,015| 500 12,425 -335 0 5500 198H 0.38 20.58 0 0 0| 0 5,723 0 0 5600 131 157 0.33 19.84 131 S 131 S 0 0 251| 35 3,053 -20 0 5700 101 122 0.28 19.14 101 S 101 S 0 0 1| 1 6,010 +1 0 5800 92 0.23 18.46 0 0 0| 1 8,724 0 0 5900 68H 0.19 17.93 0 0 0| 31 18,810 -11 0 6000 49H 0.15 17.41 0 0 0| 0 10,487 0 0 6100 33H 33H 0.11 16.72 33HS 33HS 0 0 100| 0 13,727 0 0 6200 15H 15 0.06 15.82 15HS 15HS 0 0 100| 0 7,579 0 0 6400 9 0.04 16.20 0 0 0| 0 5,006 0 0 6600 3H 0.02 15.60 0 0 0| 0 5,382 0 0 6800 1H 0.01 15.06 0 0 0| 0 2,000 0 0 7000 H 0.00 14.62 0 0 0| 0 20 0 0 7200 CAB 0.00 13.98 0 0 0| 0 20 0 0 7600 CAB 0.00 13.64 0 0 0| 0 23 0 0 8000 CAB 0.00 14.90 0 0 0| 0 0 0 0 8800 Total 0 1,500 2,217| 1,606 132,128 +635 0 Indicative a-t-m Vol 23.65 Underlying Price 5250 Time to expiry: 289 Days Jun 11 2834H 1.00 34.63 0 0 0| 0 0 0 0 2400 2641H 0.99 37.27 0 0 0| 0 0 0 0 2600 2452H 0.98 38.57 0 0 0| 0 0 0 0 2800 2266H 0.96 38.89 0 0 0| 0 2 0 0 3000 2084 0.95 38.52 0 0 0| 0 1 0 0 3200 1906 0.93 38.09 0 0 0| 0 0 0 0 3400 1724H 0.91 36.46 0 0 0| 0 0 0 0 3600 1547 0.88 34.91 0 0 0| 0 0 0 0 3800 1459H 0.87 34.06 0 0 0| 0 0 0 0 3900 1372H 0.86 33.20 0 0 0| 0 0 0 0 4000 1287 0.84 32.40 0 0 0| 0 10 0 0 4100 1203 0.82 31.61 0 0 0| 0 250 0 0 4200 1121 0.81 30.86 0 0 0| 0 0 0 0 4300 1040 0.79 30.09 0 0 0| 0 0 0 0 4400 960H 0.76 29.27 0 0 0| 0 21 0 0 4500 882H 0.74 28.49 0 0 0| 0 154 0 0 4600 807 0.72 27.72 0 0 0| 0 250 0 0 4700 734 0.69 26.97 0 0 0| 0 226 0 0 4800 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 663H 0.66 26.24 0 0 0| 0 696 0 0 4900 595H 0.63 25.48 0 0 0| 0 4,547 0 0 5000 530H 0.60 24.76 0 0 0| 0 2,080 0 0 5100 468 0.56 24.02 0 0 0| 0 3,964 0 0 5200 408H 0.52 23.27 0 0 0| 0 2,864 0 0 5300 354 0.48 22.59 0 0 0| 250 4,186 +250 0 5400 303 0.44 21.92 0 0 0| 0 2,105 0 0 5500 255H 0.40 21.22 0 0 0| 0 6,537 0 0 5600 213H 0.36 20.60 0 0 0| 0 441 0 0 5700 175H 0.32 19.99 0 0 0| 0 5,078 0 0 5800 142 0.28 19.39 0 0 0| 0 103 0 0 5900 114 0.24 18.88 0 0 0| 0 1,570 0 0 6000 88H 0.20 18.31 0 0 0| 0 120 0 0 6100 61H 68 0.17 17.79 61H 61H 0 0 10| 0 1,853 0 0 6200 37H 0.11 16.82 0 0 0| 0 534 0 0 6400 19 19 0.06 15.95 19 S 19 S 0 0 10| 0 1,186 0 0 6600 8H 9 0.03 15.27 8HS 8HS 0 0 10| 0 2,040 0 0 6800 4H 0.02 15.10 0 0 0| 0 0 0 0 7000 2 0.01 14.69 0 0 0| 0 0 0 0 7200 CAB 0.00 14.11 0 0 0| 0 0 0 0 8000 CAB 0.00 15.30 0 0 0| 0 0 0 0 8800 Total 0 0 30| 250 40,818 +250 0 Indicative a-t-m Vol 24.34 Underlying Price 5228 Time to expiry: 380 Days Sep 11 3599H 1.00 45.35 0 0 0| 0 0 0 0 1600 2835H 0.97 45.50 0 0 0| 0 0 0 0 2400 2091 0.93 38.50 0 0 0| 0 0 0 0 3200 1912 0.91 37.00 0 0 0| 0 0 0 0 3400 1734 0.89 35.30 0 0 0| 0 0 0 0 3600 1560 0.86 33.70 0 0 0| 0 0 0 0 3800 1388H 0.84 32.00 0 0 0| 0 0 0 0 4000 1221 0.81 30.29 0 0 0| 0 0 0 0 4200 1064 0.77 28.99 0 0 0| 0 0 0 0 4400 988H 0.75 28.34 0 0 0| 0 0 0 0 4500 916 0.72 27.81 0 0 0| 0 0 0 0 4600 846H 0.70 27.27 0 0 0| 0 0 0 0 4700 778 0.67 26.73 0 0 0| 0 0 0 0 4800 712H 0.65 26.19 0 0 0| 0 0 0 0 4900 648H 0.62 25.61 0 0 0| 0 0 0 0 5000 588 0.59 25.08 0 0 0| 0 0 0 0 5100 529 0.56 24.51 0 0 0| 0 0 0 0 5200 473 0.53 23.92 0 0 0| 0 180 0 0 5300 419H 0.49 23.34 0 0 0| 0 0 0 0 5400 369 0.46 22.77 0 0 0| 0 0 0 0 5500 323 0.43 22.24 0 0 0| 0 0 0 0 5600 280H 0.39 21.73 0 0 0| 0 3 0 0 5700 240H 0.36 21.18 0 0 0| 0 6 0 0 5800 202 0.32 20.54 0 0 0| 0 0 0 0 5900 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 168H 0.28 19.97 0 0 0| 0 0 0 0 6000 138H 0.25 19.41 0 0 0| 0 1 0 0 6100 113H 0.22 18.96 0 0 0| 0 481 0 0 6200 74H 0.16 18.18 0 0 0| 0 0 0 0 6400 46 0.11 17.39 0 0 0| 0 0 0 0 6600 26 0.07 16.61 0 0 0| 0 0 0 0 6800 14H 0.04 15.99 0 0 0| 0 0 0 0 7000 8 0.03 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 24.73 Underlying Price 5198H Time to expiry: 471 Days Dec 11 3560 1.00 43.57 0 0 0| 0 0 0 0 1600 2817 0.96 45.28 0 0 0| 0 0 0 0 2400 2090 0.91 38.28 0 0 0| 0 0 0 0 3200 1915 0.89 36.69 0 0 0| 0 2,750 0 0 3400 1745 0.87 35.30 0 0 0| 0 1,950 0 0 3600 1577H 0.84 33.80 0 0 0| 0 8,575 0 0 3800 1415H 0.81 32.44 0 0 0| 0 11,000 0 0 4000 1259 0.78 31.12 0 0 0| 0 19,020 0 0 4200 1107H 0.75 29.79 0 0 0| 0 32,200 0 0 4400 1034 0.73 29.15 0 0 0| 0 4,550 0 0 4500 962 0.71 28.47 0 0 0| 0 1,050 0 0 4600 891H 0.68 27.81 0 0 0| 0 1,575 0 0 4700 823 0.66 27.16 0 0 0| 0 2,710 0 0 4800 757H 0.64 26.54 0 0 0| 0 4,420 0 0 4900 693 0.61 25.90 0 0 0| 0 6,620 0 0 5000 632 0.58 25.30 0 0 0| 0 2,330 0 0 5100 573H 0.56 24.72 0 0 250| 0 7,319 0 0 5200 517 0.53 24.12 0 0 0| 0 9,320 0 0 5300 464 0.50 23.55 0 0 0| 0 17,060 0 0 5400 413 0.47 22.96 0 0 0| 0 19,825 0 0 5500 364H 0.43 22.37 0 0 0| 0 7,650 0 0 5600 320H 0.40 21.84 0 0 0| 0 2,125 0 0 5700 279H 0.37 21.33 0 0 0| 0 1,750 0 0 5800 242H 0.34 20.85 0 0 0| 0 2 0 0 5900 209 0.31 20.41 0 0 0| 0 19,252 0 0 6000 179 0.28 20.00 0 0 0| 0 0 0 0 6100 152H 0.25 19.60 0 0 0| 0 12,250 0 0 6200 106H 0.19 18.79 0 0 0| 0 8,750 0 0 6400 72 0.14 18.07 0 0 0| 0 8,885 0 0 6600 46H 0.10 17.39 0 0 0| 0 8,010 0 0 6800 29H 0.07 16.86 0 0 0| 0 10,540 0 0 7000 18H 0.05 16.45 0 0 0| 0 13,380 0 0 7200 2H 0.01 15.40 0 0 0| 0 0 0 0 8000 H 0.00 15.50 0 0 0| 0 0 0 0 8800 Total 0 0 250| 0 244,868 0 0 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 25.77 Underlying Price 5192 Time to expiry: 562 Days Mar 12 3552H 0.99 49.00 0 0 0| 0 0 0 0 1600 2808H 0.96 43.00 0 0 0| 0 0 0 0 2400 2097 0.90 37.00 0 0 0| 0 0 0 0 3200 1773 0.85 35.19 0 0 0| 0 0 0 0 3600 1457H 0.80 32.73 0 0 0| 0 0 0 0 4000 1305 0.77 31.46 0 0 0| 0 0 0 0 4200 1157H 0.74 30.15 0 0 0| 0 0 0 0 4400 1087H 0.72 29.59 0 0 0| 0 0 0 0 4500 1017H 0.70 28.96 0 0 0| 0 0 0 0 4600 949H 0.68 28.37 0 0 0| 0 0 0 0 4700 885H 0.66 27.85 0 0 0| 0 0 0 0 4800 822H 0.63 27.32 0 0 0| 0 0 0 0 4900 762 0.61 26.82 0 0 0| 0 0 0 0 5000 703 0.59 26.27 0 0 0| 0 10 0 0 5100 645 0.56 25.73 0 0 0| 0 10 0 0 5200 594H 0.54 25.36 0 0 0| 0 0 0 0 5300 542H 0.51 24.87 0 0 0| 0 0 0 0 5400 488H 0.48 24.20 0 0 0| 0 0 0 0 5500 442H 0.46 23.76 0 0 0| 0 0 0 0 5600 398 0.43 23.30 0 0 0| 0 0 0 0 5700 353 0.40 22.70 0 0 0| 0 0 0 0 5800 314 0.37 22.26 0 0 0| 0 0 0 0 5900 280H 0.35 21.93 0 0 0| 0 2,034 0 0 6000 245H 0.32 21.44 0 0 0| 0 0 0 0 6100 215H 0.29 21.05 0 0 0| 0 0 0 0 6200 162 0.24 20.29 0 0 0| 0 0 0 0 6400 116H 0.19 19.42 0 0 0| 0 0 0 0 6600 84 0.15 18.83 0 0 0| 0 0 0 0 6800 37 0.08 17.39 0 0 0| 0 0 0 0 7200 6H 0.02 15.99 0 0 0| 0 0 0 0 8000 2 0.01 16.25 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 2,054 0 0 Indicative a-t-m Vol 24.90 Underlying Price 5188 Time to expiry: 653 Days Jun 12 3527 0.99 42.44 0 0 0| 0 0 0 0 1600 2821 0.95 44.12 0 0 0| 0 0 0 0 2400 2119H 0.89 37.19 0 0 0| 0 0 0 0 3200 1780 0.85 33.82 0 0 0| 0 0 0 0 3600 1466 0.80 31.32 0 0 0| 0 0 0 0 4000 1314H 0.77 30.05 0 0 0| 0 0 0 0 4200 1167 0.73 28.78 0 0 0| 0 0 0 0 4400 1099H 0.71 28.31 0 0 0| 0 0 0 0 4500 1032H 0.69 27.81 0 0 0| 0 0 0 0 4600 965 0.67 27.23 0 0 0| 0 0 0 0 4700 904 0.65 26.85 0 0 0| 0 0 0 0 4800 845H 0.63 26.48 0 0 0| 0 0 0 0 4900 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 783H 0.61 25.92 0 0 0| 0 0 0 0 5000 724H 0.59 25.40 0 0 0| 0 0 0 0 5100 666 0.56 24.84 0 0 0| 0 0 0 0 5200 615 0.54 24.47 0 0 0| 0 0 0 0 5300 560 0.51 23.88 0 0 0| 0 0 0 0 5400 511H 0.49 23.45 0 0 0| 0 0 0 0 5500 466H 0.46 23.08 0 0 0| 0 0 0 0 5600 423H 0.44 22.70 0 0 0| 0 0 0 0 5700 380H 0.41 22.22 0 0 0| 0 0 0 0 5800 307 0.36 21.50 0 0 0| 0 0 0 0 6000 244H 0.31 20.87 0 0 0| 0 0 0 0 6200 187 0.26 20.05 0 0 0| 0 0 0 0 6400 123 0.19 19.14 0 0 0| 0 7,425 0 0 6700 106 0.17 18.87 0 0 0| 0 0 0 0 6800 56H 0.11 17.95 0 0 0| 0 0 0 0 7200 11 0.03 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 7,425 0 0 Total Calls 0 13,850 35,962| 8,657 1,363,368 +4,783 0 | Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 18.63 Underlying Price 5359 Time to expiry: 16 Days Sep 10 CAB 0.00 115.00 0 0 0| 0 196 0 0 1800 CAB 0.00 119.54 0 0 0| 0 2,418 0 0 2000 CAB 0.00 118.60 0 0 0| 0 717 0 0 2200 CAB 0.00 114.21 0 0 0| 0 3,205 0 0 2400 CAB 0.00 107.71 0 0 0| 0 1,107 0 0 2600 H 0.00 100.01 0 0 0| 0 2,465 0 0 2800 H 0.00 91.71 0 0 0| 0 3,980 0 0 3000 H 0.00 83.22 0 0 0| 0 755 0 0 3200 H 0.00 78.99 0 0 0| 0 1,963 0 0 3300 H 0.00 74.82 0 0 0| 0 2,441 0 0 3400 H 0.00 70.72 0 0 0| 0 11,110 0 0 3500 H 0.00 66.71 0 0 0| 0 2,480 0 0 3600 H 0.00 62.81 0 0 0| 0 3,418 0 0 3700 H 0.00 59.03 0 0 0| 0 11,475 0 0 3800 H 0.00 55.38 0 0 0| 0 2,239 0 0 3900 H 0.00 51.86 0 0 0| 0 11,569 0 0 4000 1 0.00 48.48 0 0 0| 54 3,522 +54 0 4100 1 0.00 44.17 0 0 0| 515 16,952 +4 0 4200 1H 1 -0.01 42.17 1H 1 0 0 42| 0 7,964 0 0 4300 2 1H -0.01 38.80 2 1H 0 0 225| 117 14,600 +117 0 4400 1H 1H -0.01 36.83 1H 1H 0 0 60| 0 237 0 0 4450 3 2 -0.01 36.44 3 2 0 1,000 1,894| 1,424 21,721 -191 0 4500 4 2 -0.01 35.06 4 2H 0 0 53| 1 1,781 +1 0 4550 4H 3 -0.02 35.07 4H 3H 0 0 87| 2,006 18,896 -1,228 0 4600 3H 3H -0.02 33.36 3H 3H 0 0 21| 229 8,977 +115 0 4650 7H 4 -0.03 31.96 8 S 4 0 500 916| 915 18,848 -109 0 4700 10 5 -0.03 31.34 10 4HS 0 0 567| 126 2,007 -17 0 4750 11H 5H -0.04 29.60 12HS 5HS 0 1,000 1,748| 175 23,107 +22 0 4800 11H 7 -0.05 28.45 11HS 10H 0 0 608| 428 3,046 -43 0 4850 17H 8H -0.06 27.42 20 S 9 0 1,000 1,501| 1,557 14,292 -647 0 4900 23 10H -0.08 26.09 23 10H 0 0 699| 314 1,303 +169 0 4950 12 -0.09 25.68 0 0 0| 11 86 +1 0 4975 27 13 -0.10 25.04 32 14 0 0 1,684| 1,122 30,432 -1,818 0 5000 15 -0.11 24.55 0 0 0| 19 27 +17 0 5025 29H 17 -0.12 24.07 29H 16 0 0 284| 95 4,195 +21 0 5050 19 -0.14 23.47 0 0 0| 36 59 +20 0 5075 46H 22 -0.15 23.04 46H 22 0 0 158| 3,548 18,099 +1,107 0 5100 49 25 -0.17 22.57 49 25 0 0 64| 64 530 -21 0 5125 60 28 -0.19 22.04 60 28H 0 0 292| 590 6,884 +1,021 0 5150 65H 32 -0.22 21.59 65H 33H 0 0 138| 64 1,215 +29 0 5175 75H 37H -0.25 21.34 85 37 0 0 1,826| 3,956 22,090 +512 0 5200 85 42H -0.28 20.77 85 44 0 0 328| 88 267 -27 0 5225 96 48H -0.31 20.34 103 50 0 0 293| 54 2,130 +35 0 5250 99 55H -0.35 19.96 99 60H 0 0 57| 0 572 0 0 5275 125H 63H -0.39 19.56 125H 63 0 0 725| 83 13,242 +43 0 5300 140H 72 -0.43 19.15 140H 74H 0 0 80| 10 342 +10 0 5325 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 115 82 -0.48 18.75 117HS 82HS 0 0 142| 10 2,581 0 0 5350 130H 93H -0.52 18.41 131HS 96 0 0 20| 0 68 0 0 5375 171 105H -0.57 17.99 171 S 106 0 0 149| 0 8,440 0 0 5400 161H 119 -0.62 17.62 161HS 120 0 0 51| 0 52 0 0 5425 135 134 -0.67 17.31 138HS 135 S 0 0 122| 0 426 0 0 5450 150H -0.71 17.02 0 0 0| 0 10 0 0 5475 168 -0.76 16.71 0 0 0| 13 10,256 +10 0 5500 207 -0.84 16.32 0 0 0| 0 39 0 0 5550 250 -0.90 15.97 0 0 0| 0 4,403 0 0 5600 296 -0.94 15.79 0 0 0| 0 8 0 0 5650 343H -0.96 15.85 0 0 0| 1 2,556 -1 0 5700 392H -0.98 16.38 0 0 0| 0 66 0 0 5750 442 -0.99 16.70 0 0 0| 0 6,412 0 0 5800 491H -0.99 16.71 0 0 0| 0 0 0 0 5850 541 -1.00 13.66 0 0 0| 0 62 0 0 5900 591 -1.00 13.37 0 0 0| 0 1 0 0 5950 641 -1.00 13.11 0 0 0| 0 965 0 0 6000 691 -1.00 12.89 0 0 0| 0 0 0 0 6050 741 -1.00 12.70 0 0 0| 0 3 0 0 6100 791 -1.00 12.54 0 0 0| 0 0 0 0 6150 840H -1.00 12.42 0 0 0| 0 0 0 0 6200 940H -1.00 12.26 0 0 0| 0 0 0 0 6300 1040H -1.00 12.23 0 0 0| 0 75 0 0 6400 1240H -1.00 12.54 0 0 0| 0 9 0 0 6600 1440H -1.00 13.32 0 0 0| 0 96 0 0 6800 1640H -1.00 14.56 0 0 0| 0 0 0 0 7000 1840H -1.00 16.24 0 0 0| 0 0 0 0 7200 2240H -1.00 20.83 0 0 0| 0 3 0 0 7600 2640 -1.00 27.00 0 0 0| 0 21 0 0 8000 Total 0 3,500 14,834| 17,625 355,513 -794 0 Indicative a-t-m Vol 20.18 Underlying Price 5356 Time to expiry: 44 Days Oct 10 2 CAB 0.00 6.47 2 2 0 0 50| 100 2,439 +100 0 3600 3 CAB 0.00 18.79 3 S HS 0 0 340| 0 4,940 0 0 3800 3H CAB 0.00 25.99 3H 3H 0 0 17| 60 4,164 +60 0 4000 9 1H -0.01 29.47 9 6H 0 0 55| 75 4,203 +75 0 4200 9 4 -0.02 30.74 9H 9 0 0 4| 65 1,694 +65 0 4300 14 8H -0.03 31.79 14 10H 0 0 191| 0 2,416 0 0 4400 8H -0.04 30.22 0 0 0| 0 306 0 0 4450 13H 10H -0.04 30.03 13H 13H 0 0 4| 26 800 +9 0 4500 24 14 -0.06 30.24 24 14 0 0 12| 12 136 +11 0 4550 24 16 -0.06 29.39 24 18 0 0 33| 19 1,002 +13 0 4600 25 19 -0.07 28.93 25 25 0 0 11| 0 490 0 0 4650 28H 22 -0.09 28.29 28H 21 S 0 1,000 1,160| 164 7,053 +130 0 4700 41H 25H -0.10 27.66 41H 27 0 0 88| 10 1,679 +5 0 4750 38 29H -0.12 27.08 38H 38 0 0 30| 29 7,198 +742 0 4800 46 35 -0.13 26.58 46H 44H 0 0 36| 87 205 +10 0 4850 54 40H -0.15 25.88 54 41 0 0 480| 23 4,454 -3 0 4900 74H 47 -0.18 25.33 77 47 0 0 476| 9 928 +7 0 4950 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 84 54H -0.20 24.72 84 68H 0 0 43| 127 1,115 +16 0 5000 100 63 -0.23 24.04 100 S 63 0 0 51| 19 216 -2 0 5050 103H 67H -0.25 23.73 103H 70 0 0 5| 7 54 +7 0 5075 110H 73H -0.26 23.48 115 S 91H 0 0 45| 32 2,915 +27 0 5100 105 78H -0.28 23.13 105 80 0 0 384| 0 20 0 0 5125 128 84H -0.30 22.80 130 S 86 0 0 458| 20 1,528 +9 0 5150 119 90H -0.32 22.48 122H 91 0 0 28| 0 0 0 0 5175 121H 97H -0.34 22.20 123H 97 0 0 42| 100 1,353 0 0 5200 105 104H -0.36 21.86 105 105 0 0 10| 0 0 0 0 5225 140H 112H -0.38 21.52 140HS 112H 0 0 11| 26 407 +26 0 5250 120H 120H -0.40 21.21 120H 120H 0 0 10| 0 11 0 0 5275 155H 129H -0.43 20.89 159H 131 0 0 71| 6 135 +6 0 5300 176 148H -0.48 20.25 176 176 0 1,100 1,414| 0 306 0 0 5350 209 171 -0.53 19.67 209 173 0 0 16| 4 497 +4 0 5400 239 195 -0.59 18.95 239 203 0 0 97| 0 109 0 0 5450 223 -0.65 18.34 0 0 0| 0 357 0 0 5500 253 253H -0.71 17.70 253 S 253 S 0 0 10| 0 8 0 0 5550 288 -0.76 17.16 0 0 0| 0 96 0 0 5600 325H -0.81 16.69 0 0 0| 0 8 0 0 5650 365H -0.86 16.24 0 0 0| 0 4 0 0 5700 408H -0.89 15.85 0 0 0| 0 0 0 0 5750 453H -0.92 15.57 0 0 0| 0 26 0 0 5800 547H -0.96 15.22 0 0 0| 0 0 0 0 5900 646 -0.98 15.90 0 0 0| 0 0 0 0 6000 843H -1.00 15.50 0 0 0| 0 0 0 0 6200 1043 -1.00 16.82 0 0 0| 0 0 0 0 6400 1443 -1.00 22.83 0 0 0| 0 0 0 0 6800 Total 0 2,100 5,682| 1,020 53,272 +1,317 0 Indicative a-t-m Vol 21.34 Underlying Price 5336 Time to expiry: 79 Days Nov 10 21H 14 -0.04 36.10 21H 18 0 0 122| 48 1,927 +19 0 4000 29H 21H -0.06 33.87 29H 24HS 0 0 370| 66 1,082 +46 0 4200 46 32 -0.08 31.54 46 S 38 0 0 10| 28 376 +23 0 4400 52 40 -0.10 30.56 52 46H 0 0 15| 24 140 +24 0 4500 63 49 -0.13 29.42 63 49H 0 0 23| 6 270 +6 0 4600 77 60 -0.15 28.34 77 68HS 0 0 60| 24 1,781 +21 0 4700 66H -0.17 27.84 0 0 0| 3 3 +3 0 4750 85H 74 -0.19 27.32 85H 77H 0 0 24| 1 89 +1 0 4800 98H 81H -0.20 26.73 98H 98H 0 0 5| 26 184 +26 0 4850 112 90 -0.22 26.17 112 112 0 0 1| 2 223 +2 0 4900 117H 99H -0.25 25.63 117H 100 0 0 4| 4 907 +2 0 4950 127 110H -0.27 25.13 131H 127 0 0 17| 0 432 0 0 5000 149H 122 -0.30 24.58 149H 124H 0 0 14| 0 80 0 0 5050 177 134H -0.32 24.02 179H 135H 0 0 88| 254 1,102 +238 0 5100 194 148H -0.35 23.48 198 150 0 0 76| 21 250 +21 0 5150 190 163 -0.38 22.85 190 S 166 0 0 21| 0 273 0 0 5200 211 180 -0.42 22.31 211 182H 0 0 66| 0 186 0 0 5250 198 -0.45 21.75 0 0 0| 0 225 0 0 5300 217H 218 -0.49 21.17 217H 217H 0 0 4| 0 76 0 0 5350 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 240 -0.53 20.63 0 0 0| 0 178 0 0 5400 263H -0.57 20.06 0 0 0| 0 11 0 0 5450 290H 289H -0.61 19.52 290HS 290HS 0 0 10| 0 0 0 0 5500 318 -0.65 18.98 0 0 0| 0 0 0 0 5550 348H -0.70 18.45 0 0 0| 0 0 0 0 5600 381 -0.74 17.92 0 0 0| 0 0 0 0 5650 417 -0.78 17.48 0 0 0| 0 0 0 0 5700 454H -0.82 17.00 0 0 0| 0 0 0 0 5750 494H -0.85 16.59 0 0 0| 0 0 0 0 5800 579H -0.91 15.78 0 0 0| 0 0 0 0 5900 672H -0.94 15.54 0 0 0| 0 0 0 0 6000 863H -0.99 13.41 0 0 0| 0 0 0 0 6200 1062H -1.00 11.98 0 0 0| 0 0 0 0 6400 1462 -1.00 9.65 0 0 0| 0 0 0 0 6800 Total 0 0 930| 507 9,795 +432 0 Indicative a-t-m Vol 22.13 Underlying Price 5336H Time to expiry: 107 Days Dec 10 CAB 0.00 60.00 0 0 0| 0 1,245 0 0 1800 H 0.00 58.66 0 0 0| 0 21,019 0 0 2000 H 0.00 57.28 0 0 0| 0 8,224 0 0 2200 2 1 0.00 53.84 2 2 0 0 40| 0 10,739 0 0 2400 2 0.00 53.18 0 0 0| 0 12,046 0 0 2600 3H -0.01 50.79 0 0 0| 0 9,250 0 0 2800 5 -0.01 47.70 0 0 0| 0 78,723 0 0 3000 7 -0.01 45.07 0 0 0| 25 22,976 +25 0 3200 9 -0.02 44.39 0 0 0| 0 7,368 0 0 3300 13 11 -0.02 43.40 13 13 0 0 23| 0 11,274 0 0 3400 13 -0.03 42.19 0 0 0| 10 26,841 +10 0 3500 16H 15H -0.03 41.07 16H 16H 0 2,000 2,003| 0 27,231 0 0 3600 18 -0.04 39.77 0 0 0| 20 25,972 +15 0 3700 20 21H -0.04 38.72 20 20 0 0 20| 0 27,255 0 0 3800 24 25 -0.05 37.46 24 24 0 0 20| 0 11,021 0 0 3900 34 29H -0.06 36.35 34 28 0 0 60| 2 45,716 +853 0 4000 38H 34 -0.07 35.11 38H 38H 0 0 20| 204 19,805 +39 0 4100 39H 39H -0.08 33.87 40 39H 0 0 22| 20 26,830 0 0 4200 47 -0.10 32.82 0 0 0| 15 28,381 -15 0 4300 72 55H -0.11 31.76 72 62H 0 0 18| 105 26,216 -92 0 4400 87 65 -0.13 30.68 87 64 0 0 96| 49 26,210 +9 0 4500 77 -0.16 29.64 0 0 0| 8 31,467 0 0 4600 91 -0.19 28.63 0 0 0| 7 30,304 0 0 4700 112H 98H -0.20 28.08 112H 112H 0 0 3| 0 10 0 0 4750 142 107 -0.22 27.60 142 107 0 750 868| 757 23,644 -375 0 4800 116 -0.23 27.07 0 0 0| 0 0 0 0 4850 130H 126 -0.25 26.57 130H 130H 0 0 2| 316 31,324 +297 0 4900 156 137 -0.27 26.06 156 156 0 0 2| 11 292 0 0 4950 181 148 -0.30 25.51 182 150 0 0 149| 574 42,922 +672 0 5000 190 160H -0.32 24.99 190 183 0 0 3| 0 90 0 0 5050 199 174H -0.34 24.52 199 S 180H 0 0 17| 500 23,563 0 0 5100 189 -0.37 23.99 0 0 0| 9 9,514 +9 0 5150 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 230 205 -0.39 23.47 233 206 0 0 11| 10 33,170 +10 0 5200 253H 222 -0.42 22.95 253HS 253HS 0 0 108| 0 100 0 0 5250 300H 240H -0.45 22.44 300H 244H 0 500 530| 5 31,673 +5 0 5300 260 261H -0.48 22.02 260 260 0 0 20| 0 0 0 0 5350 283 -0.52 21.51 0 0 0| 0 14,147 0 0 5400 306H -0.55 21.03 0 0 0| 0 10 0 0 5450 331 -0.58 20.52 0 0 0| 0 18,980 0 0 5500 358 -0.62 20.05 0 0 0| 0 4,500 0 0 5550 386H -0.66 19.58 0 0 0| 0 10,600 0 0 5600 449H -0.73 18.64 0 0 0| 0 9,155 0 0 5700 521 -0.79 17.85 0 0 0| 0 3,585 0 0 5800 599 -0.85 17.06 0 0 0| 0 26 0 0 5900 684H -0.90 16.39 0 0 0| 0 1,134 0 0 6000 774H -0.94 15.76 0 0 0| 0 11 0 0 6100 868H -0.96 15.38 0 0 0| 0 510 0 0 6200 1062H -0.99 14.12 0 0 0| 0 4 0 0 6400 1261 -1.00 12.83 0 0 0| 0 2 0 0 6600 1460H -1.00 11.61 0 0 0| 0 10 0 0 6800 1660 -1.00 10.47 0 0 0| 0 3,525 0 0 7000 1859H -1.00 9.39 0 0 0| 0 0 0 0 7200 2258H -1.00 7.42 0 0 0| 0 0 0 0 7600 2658 -1.00 6.80 0 0 0| 0 10 0 0 8000 Total 0 3,250 4,035| 2,647 798,624 +1,462 0 Indicative a-t-m Vol 23.07 Underlying Price 5294 Time to expiry: 198 Days Mar 11 3 3H 0.00 60.98 3 3 0 0 260| 0 968 0 0 1800 6 -0.01 58.62 0 0 0| 0 202 0 0 2000 8H -0.01 56.29 0 0 0| 0 315 0 0 2200 10 12H -0.01 54.21 10 9H 0 0 46| 0 2,555 0 0 2400 17 -0.02 51.81 0 0 0| 0 825 0 0 2600 22 -0.03 49.26 0 0 0| 0 747 0 0 2800 28 -0.03 46.64 0 0 0| 0 8,426 0 0 3000 34H -0.04 44.02 0 0 0| 0 689 0 0 3200 38 -0.05 42.66 0 0 0| 0 776 0 0 3300 43 -0.06 41.61 0 0 0| 0 668 0 0 3400 47 -0.06 40.21 0 0 0| 0 12,728 0 0 3500 52 -0.07 38.98 0 0 0| 0 7,774 0 0 3600 57H -0.08 37.78 0 0 0| 0 2,166 0 0 3700 63H -0.09 36.61 0 0 0| 0 7,919 0 0 3800 70 -0.10 35.36 0 0 0| 0 991 0 0 3900 79 -0.11 34.41 0 0 0| 0 10,748 0 0 4000 98 89H -0.12 33.50 98 98 0 0 1| 0 887 0 0 4100 101 -0.14 32.61 0 0 0| 1 1,825 0 0 4200 113H -0.16 31.68 0 0 0| 1 5,476 +1 0 4300 128 -0.18 30.81 0 0 0| 0 5,879 0 0 4400 144H -0.20 29.97 0 0 0| 0 13,016 0 0 4500 162H -0.22 29.11 0 0 0| 0 3,455 0 0 4600 182H -0.25 28.22 0 0 0| 0 7,854 0 0 4700 204 -0.28 27.31 0 0 0| 125 9,482 -22 0 4800 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 229H -0.31 26.48 0 0 0| 15 11,434 0 0 4900 257 -0.35 25.61 0 0 0| 13 18,049 -12 0 5000 288 -0.38 24.74 0 0 0| 0 19,747 0 0 5100 321H -0.42 23.84 0 0 0| 2 10,131 0 0 5200 360H -0.47 23.03 0 500 500| 0 3,439 0 0 5300 403 -0.52 22.20 0 0 0| 0 1,916 0 0 5400 450H -0.56 21.36 0 0 0| 0 16,819 0 0 5500 500H 503 -0.62 20.58 505 500H 0 0 30| 0 2,974 0 0 5600 561H -0.67 19.84 0 0 0| 0 666 0 0 5700 625H -0.72 19.14 0 0 0| 0 41 0 0 5800 695H -0.77 18.46 0 0 0| 0 0 0 0 5900 771H -0.81 17.93 0 0 0| 0 8,000 0 0 6000 852H -0.85 17.41 0 0 0| 0 0 0 0 6100 936 -0.89 16.72 0 0 0| 0 36 0 0 6200 1116H -0.94 15.82 0 0 0| 0 11 0 0 6400 1309H -0.96 16.20 0 0 0| 0 10 0 0 6600 1503H -0.98 15.60 0 0 0| 0 10 0 0 6800 1700H -0.99 15.06 0 0 0| 0 40 0 0 7000 1898H -1.00 14.62 0 0 0| 0 0 0 0 7200 2296H -1.00 13.98 0 0 0| 0 0 0 0 7600 2695 -1.00 13.64 0 0 0| 0 2 0 0 8000 3492 -1.00 14.90 0 0 0| 0 0 0 0 8800 Total 0 500 837| 157 199,696 -33 0 Indicative a-t-m Vol 23.65 Underlying Price 5250 Time to expiry: 289 Days Jun 11 2 0.00 34.63 0 0 0| 0 2,591 0 0 2400 7H -0.01 37.27 0 0 0| 0 250 0 0 2600 17 -0.02 38.57 0 0 0| 0 129 0 0 2800 30H -0.04 38.89 0 0 0| 0 5,211 0 0 3000 46 -0.05 38.52 0 0 0| 0 2,252 0 0 3200 67 -0.07 38.09 0 0 0| 0 4,923 0 0 3400 84H -0.09 36.46 0 0 0| 0 2,741 0 0 3600 106 -0.12 34.91 0 0 0| 0 1,842 0 0 3800 117H -0.13 34.06 0 0 0| 0 978 0 0 3900 130 -0.14 33.20 0 6,000 6,000| 0 6,287 0 0 4000 144 -0.16 32.40 0 0 0| 0 291 0 0 4100 159H -0.18 31.61 0 0 0| 0 2,144 0 0 4200 188H 176H -0.19 30.86 188H 188H 0 0 11| 0 2,229 0 0 4300 208H 195H -0.21 30.09 208H 208H 0 0 16| 0 105 0 0 4400 215 -0.24 29.27 0 3,000 3,000| 0 2,063 0 0 4500 236H -0.26 28.49 0 0 0| 0 3,616 0 0 4600 260H -0.28 27.72 0 0 0| 0 2,118 0 0 4700 287 -0.31 26.97 0 0 0| 0 2,428 0 0 4800 316 -0.34 26.24 0 0 0| 34 6,877 +34 0 4900 346 347 -0.37 25.48 346 346 0 0 1| 0 6,267 0 0 5000 406 381H -0.40 24.76 406 406 0 0 1| 0 6,979 0 0 5100 418H -0.44 24.02 0 0 0| 0 6,019 0 0 5200 458H -0.48 23.27 0 0 0| 0 2,311 0 0 5300 503 -0.52 22.59 0 0 0| 0 1,346 0 0 5400 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 551H -0.56 21.92 0 0 0| 0 106 0 0 5500 603H -0.60 21.22 0 0 0| 0 2,022 0 0 5600 661 -0.64 20.60 0 0 0| 0 1 0 0 5700 722H -0.68 19.99 0 0 0| 0 0 0 0 5800 788 -0.72 19.39 0 0 0| 0 0 0 0 5900 859H -0.76 18.88 0 0 0| 0 0 0 0 6000 933H -0.80 18.31 0 0 0| 0 0 0 0 6100 1012H -0.83 17.79 0 0 0| 0 1 0 0 6200 1180H -0.89 16.82 0 0 0| 0 4 0 0 6400 1360H -0.94 15.95 0 0 0| 0 0 0 0 6600 1549H -0.97 15.27 0 0 0| 0 0 0 0 6800 1744 -0.98 15.10 0 0 0| 0 0 0 0 7000 1940 -0.99 14.69 0 0 0| 0 0 0 0 7200 2733H -1.00 14.11 0 0 0| 0 2 0 0 8000 3528H -1.00 15.30 0 0 0| 0 0 0 0 8800 Total 0 9,000 9,029| 34 74,133 +34 0 Indicative a-t-m Vol 24.34 Underlying Price 5228 Time to expiry: 380 Days Sep 11 2 0.00 45.35 0 0 0| 0 0 0 0 1600 31 -0.03 45.50 0 0 0| 0 100 0 0 2400 80 -0.07 38.50 0 0 0| 0 853 0 0 3200 99H -0.09 37.00 0 0 0| 0 0 0 0 3400 119H -0.11 35.30 0 0 0| 0 0 0 0 3600 144 -0.14 33.70 0 0 0| 0 0 0 0 3800 171 -0.16 32.00 0 0 0| 0 0 0 0 4000 201H -0.19 30.29 0 0 0| 0 0 0 0 4200 243 -0.23 28.99 0 0 0| 0 0 0 0 4400 266H -0.25 28.34 0 0 0| 0 1 0 0 4500 293H -0.28 27.81 0 0 0| 0 0 0 0 4600 322H -0.30 27.27 0 0 0| 0 1 0 0 4700 353H -0.33 26.73 0 0 0| 0 0 0 0 4800 387H -0.35 26.19 0 0 0| 0 0 0 0 4900 422H -0.38 25.61 0 0 0| 0 0 0 0 5000 461 -0.41 25.08 0 0 0| 0 0 0 0 5100 501H -0.44 24.51 0 0 0| 0 0 0 0 5200 544 -0.47 23.92 0 0 0| 0 0 0 0 5300 590 -0.51 23.34 0 0 0| 0 0 0 0 5400 639 -0.54 22.77 0 0 0| 0 0 0 0 5500 692 -0.57 22.24 0 0 0| 0 35 0 0 5600 748H -0.61 21.73 0 0 0| 0 2 0 0 5700 807H -0.64 21.18 0 0 0| 0 0 0 0 5800 868H -0.68 20.54 0 0 0| 0 0 0 0 5900 934 -0.72 19.97 0 0 0| 0 0 0 0 6000 1003 -0.75 19.41 0 0 0| 0 0 0 0 6100 1077H -0.78 18.96 0 0 0| 0 0 0 0 6200 1236H -0.84 18.18 0 0 0| 0 0 0 0 6400 1406H -0.89 17.39 0 0 0| 0 0 0 0 6600 1585 -0.93 16.61 0 0 0| 0 0 0 0 6800 1771H -0.96 15.99 0 0 0| 0 0 0 0 7000 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1963H -0.97 15.66 0 0 0| 0 0 0 0 7200 2749H -1.00 14.75 0 0 0| 0 0 0 0 8000 3542 -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 24.73 Underlying Price 5198H Time to expiry: 471 Days Dec 11 4 0.00 43.57 0 0 0| 0 500 0 0 1600 49H 51H -0.04 45.28 49H 49H 0 0 30| 0 3,870 0 0 2400 117 115 -0.09 38.28 117 117 0 0 100| 0 5,780 0 0 3200 141 137H -0.11 36.69 141 141 0 0 100| 0 7,102 0 0 3400 169 165H -0.13 35.30 169 169 0 2,000 2,100| 0 15,825 0 0 3600 195H -0.16 33.80 0 0 250| 0 10,825 0 0 3800 231 -0.19 32.44 0 0 0| 0 18,311 0 0 4000 272 -0.22 31.12 0 0 0| 0 14,095 0 0 4200 318H -0.25 29.79 0 0 0| 0 16,870 0 0 4400 344 -0.27 29.15 0 0 0| 0 3,825 0 0 4500 370H -0.29 28.47 0 0 0| 0 4,180 0 0 4600 399 -0.32 27.81 0 0 0| 0 3,826 0 0 4700 429H -0.34 27.16 0 0 0| 0 8,850 0 0 4800 462H -0.36 26.54 0 0 0| 0 3,930 0 0 4900 497 -0.39 25.90 0 0 0| 0 16,785 0 0 5000 534H -0.42 25.30 0 0 0| 0 3,640 0 0 5100 575 -0.44 24.72 0 0 250| 0 9,295 0 0 5200 617H -0.47 24.12 0 0 0| 0 5,880 0 0 5300 663 -0.50 23.55 0 0 0| 0 5,505 0 0 5400 711 -0.53 22.96 0 0 0| 0 7,900 0 0 5500 761 -0.57 22.37 0 0 0| 0 8,276 0 0 5600 816 -0.60 21.84 0 0 0| 0 1,625 0 0 5700 874 -0.63 21.33 0 0 0| 0 129 0 0 5800 936 -0.66 20.85 0 0 0| 0 0 0 0 5900 1001 -0.69 20.41 0 0 0| 0 1,020 0 0 6000 1070 -0.72 20.00 0 0 0| 0 0 0 0 6100 1142 -0.75 19.60 0 0 0| 0 1 0 0 6200 1293H -0.81 18.79 0 0 0| 0 0 0 0 6400 1457 -0.86 18.07 0 0 0| 0 0 0 0 6600 1629 -0.90 17.39 0 0 0| 0 0 0 0 6800 1810 -0.93 16.86 0 0 0| 0 0 0 0 7000 1996H -0.95 16.45 0 0 0| 0 0 0 0 7200 2771 -0.99 15.40 0 0 0| 0 10 0 0 8000 3559H -1.00 15.50 0 0 0| 0 0 0 0 8800 Total 0 2,000 2,830| 0 177,855 0 0 Indicative a-t-m Vol 25.77 Underlying Price 5192 Time to expiry: 562 Days Mar 12 17 -0.01 49.00 0 0 0| 0 0 0 0 1600 60 -0.04 43.00 0 0 0| 0 0 0 0 2400 136H -0.10 37.00 0 0 0| 0 0 0 0 3200 206 -0.15 35.19 0 0 0| 0 1,750 0 0 3600 284 -0.20 32.73 0 0 0| 0 0 0 0 4000 329 -0.23 31.46 0 0 0| 0 0 0 0 4200 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 378 -0.26 30.15 0 0 0| 0 0 0 0 4400 406 -0.28 29.59 0 0 0| 0 0 0 0 4500 434H -0.30 28.96 0 0 0| 0 0 0 0 4600 465H -0.32 28.37 0 0 0| 0 0 0 0 4700 499H -0.34 27.85 0 0 0| 0 0 0 0 4800 535 -0.37 27.32 0 0 0| 0 0 0 0 4900 573 -0.39 26.82 0 0 0| 0 0 0 0 5000 612 -0.41 26.27 0 0 0| 0 10 0 0 5100 653 -0.44 25.73 0 0 0| 0 10 0 0 5200 700H -0.46 25.36 0 0 0| 0 0 0 0 5300 747H -0.49 24.87 0 0 0| 0 0 0 0 5400 791H -0.52 24.20 0 0 0| 0 0 0 0 5500 844 -0.54 23.76 0 0 0| 0 1 0 0 5600 898 -0.57 23.30 0 0 0| 0 0 0 0 5700 951H -0.60 22.70 0 0 0| 0 0 0 0 5800 1011 -0.63 22.26 0 0 0| 0 0 0 0 5900 1076 -0.65 21.93 0 0 0| 0 0 0 0 6000 1139H -0.68 21.44 0 0 0| 0 0 0 0 6100 1207H -0.71 21.05 0 0 0| 0 0 0 0 6200 1351 -0.76 20.29 0 0 0| 0 0 0 0 6400 1502 -0.81 19.42 0 0 0| 0 0 0 0 6600 1666H -0.85 18.83 0 0 0| 0 0 0 0 6800 2013H -0.92 17.39 0 0 0| 0 0 0 0 7200 2770H -0.98 15.99 0 0 0| 0 0 0 0 8000 3553H -0.99 16.25 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 1,771 0 0 Indicative a-t-m Vol 24.90 Underlying Price 5188 Time to expiry: 653 Days Jun 12 11 -0.01 42.44 0 0 0| 0 0 0 0 1600 89 -0.05 44.12 0 0 0| 0 750 0 0 2400 171H -0.11 37.19 0 0 0| 0 0 0 0 3200 224 -0.15 33.82 0 0 0| 0 0 0 0 3600 301H -0.20 31.32 0 0 0| 0 7,925 0 0 4000 346 -0.23 30.05 0 0 0| 0 0 0 0 4200 395 -0.27 28.78 0 0 0| 0 0 0 0 4400 425 -0.29 28.31 0 0 0| 0 0 0 0 4500 456 -0.31 27.81 0 0 0| 0 0 0 0 4600 487 -0.33 27.23 0 0 0| 0 0 0 0 4700 524 -0.35 26.85 0 0 0| 0 7,425 0 0 4800 563 -0.37 26.48 0 0 0| 0 0 0 0 4900 599H -0.39 25.92 0 0 0| 0 0 0 0 5000 638 -0.41 25.40 0 0 0| 0 250 0 0 5100 678 -0.44 24.84 0 0 0| 0 1,000 0 0 5200 725 -0.46 24.47 0 0 0| 0 0 0 0 5300 767H -0.49 23.88 0 0 0| 0 0 0 0 5400 817 -0.51 23.45 0 0 0| 0 0 0 0 5500 870 -0.54 23.08 0 0 0| 0 0 0 0 5600 925H -0.56 22.70 0 0 0| 0 0 0 0 5700 980 -0.59 22.22 0 0 0| 0 5 0 0 5800 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1103 -0.64 21.50 0 0 0| 0 0 0 0 6000 1236H -0.69 20.87 0 0 0| 0 0 0 0 6200 1374H -0.74 20.05 0 0 0| 0 0 0 0 6400 1604H -0.81 19.14 0 0 0| 0 0 0 0 6700 1686 -0.83 18.87 0 0 0| 0 0 0 0 6800 2028H -0.89 17.95 0 0 0| 0 0 0 0 7200 2766H -0.97 16.09 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 17,355 0 0 Total Puts 0 20,350 38,177| 21,990 1,689,006 +2,418 0 Grand Total 0 34,200 74,139| 987,867 3,052,374 +7,201 0 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 5366H Time to expiry: 16 Days 17 Sep 10 2357H 1.00 91.66 0 0 0| 0 1,408 0 0 3001 349H 0.90 24.59 0 0 0| 0 227 0 0 5023 129 0.64 19.77 0 0 0| 0 227 0 0 5287 42H 0.34 17.36 0 0 0| 0 208 0 0 5446 3 0.04 15.82 0 0 0| 0 25 0 0 5676 2 0.03 15.96 0 0 0| 0 208 0 0 5710 1H 0.02 16.19 0 0 0| 0 1,200 0 0 5732 CAB 0.00 13.52 0 0 0| 0 3,000 0 0 5925 CAB 0.00 13.20 0 0 0| 0 452 0 0 5984 CAB 0.00 13.00 0 0 0| 0 1,000 0 0 6025 CAB 0.00 12.25 0 0 0| 0 5,500 0 0 6325 CAB 0.00 12.39 0 0 0| 0 2,000 0 0 6500 CAB 0.00 27.00 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 5366H Time to expiry: 44 Days 15 Oct 10 477H 0.84 25.66 0 0 0| 0 140 0 0 4920 CAB 0.00 21.63 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 5366H Time to expiry: 48 Days 19 Oct 10 8 0.06 15.52 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 5366H Time to expiry: 63 Days 3 Nov 10 2319 1.00 22.55 0 0 0| 0 155 0 0 3025 CAB 0.00 15.68 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 5366H Time to expiry: 107 Days 17 Dec 10 1530 0.95 38.40 0 0 0| 0 775 0 0 3825 1433H 0.94 37.18 0 0 0| 0 1,125 0 0 3925 1339 0.93 36.04 0 0 0| 0 625 0 0 4025 1243H 0.92 34.80 0 0 0| 0 240 0 0 4125 1149H 0.91 33.61 0 0 0| 0 1,000 0 0 4225 1058 0.89 32.55 0 0 0| 0 10,500 0 0 4325 966 0.88 31.49 0 0 0| 0 625 0 0 4425 877 0.85 30.42 0 0 0| 0 8,750 0 0 4525 N/A 0.00 0 0 0| 0 0 0 0 4750 621 0.77 27.33 0 0 0| 0 1,500 0 0 4825 541H 0.73 26.31 0 0 0| 0 8,000 0 0 4925 464 0.69 25.25 0 0 0| 0 7,050 0 0 5025 417 0.66 24.61 0 0 0| 0 115 0 0 5090 392H 0.64 24.25 0 0 0| 0 1,000 0 0 5125 323 0.59 23.21 0 0 0| 0 4,525 0 0 5225 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 263H 0.53 22.26 0 0 0| 0 500 0 0 5322 261H 0.53 22.23 0 0 0| 0 4,125 0 0 5325 232 0.50 21.77 0 0 0| 0 1,125 0 0 5375 209H 0.47 21.34 0 0 0| 0 1,000 0 0 5418 205H 0.46 21.27 0 0 0| 0 8,225 0 0 5425 187H 0.44 20.93 0 0 0| 0 500 0 0 5460 179H 0.43 20.78 0 0 0| 0 1,000 0 0 5475 161 0.40 20.41 0 0 0| 0 750 0 0 5512 155 0.39 20.29 0 0 0| 0 10,875 0 0 5525 149 0.38 20.14 0 0 0| 0 500 0 0 5540 147 0.38 20.11 0 0 0| 0 22 0 0 5544 143 0.38 20.02 0 0 0| 0 1,000 0 0 5553 125 0.35 19.63 0 0 0| 0 1,000 0 0 5595 116 0.33 19.43 0 0 0| 0 2,500 0 0 5616 112 0.32 19.34 0 0 0| 0 5,250 0 0 5625 107 0.31 19.20 0 0 0| 0 750 0 0 5640 95H 0.29 18.89 0 0 0| 0 1,250 0 0 5673 94 0.29 18.84 0 0 0| 0 500 0 0 5678 78 0.25 18.44 0 0 0| 0 11,935 0 0 5725 72 0.24 18.27 0 0 0| 0 500 0 0 5746 71H 0.24 18.26 0 0 0| 0 250 0 0 5748 71 0.24 18.24 0 0 0| 0 1,000 0 0 5750 58H 0.21 17.86 0 0 0| 0 500 0 0 5799 57H 0.21 17.83 0 0 0| 0 500 0 0 5802 57H 0.21 17.82 0 0 0| 0 2,250 0 0 5803 56 0.20 17.78 0 0 0| 0 366 0 0 5808 55H 0.20 17.77 0 0 0| 0 100 0 0 5810 52 0.19 17.65 0 0 0| 0 12,075 0 0 5825 44 0.17 17.36 0 0 0| 0 500 0 0 5862 43 0.17 17.32 0 0 0| 0 500 0 0 5867 35 0.14 17.00 0 0 0| 0 2,800 0 0 5909 32H 0.14 16.91 0 0 0| 0 250 0 0 5922 32 0.13 16.89 0 0 0| 0 4,875 0 0 5925 23H 0.11 16.46 0 0 0| 0 250 0 0 5989 23 0.10 16.45 0 0 0| 0 100 0 0 5990 19H 0.09 16.26 0 0 0| 0 500 0 0 6020 19 0.09 16.23 0 0 0| 0 8,798 0 0 6025 18H 0.09 16.22 0 0 0| 0 250 0 0 6027 18 0.09 16.20 0 0 0| 0 150 0 0 6030 16H 0.08 16.08 0 0 0| 0 150 0 0 6050 16 0.08 16.04 0 0 0| 0 250 0 0 6055 15 0.07 15.98 0 0 0| 0 100 0 0 6065 14H 0.07 15.92 0 0 0| 0 3,500 0 0 6075 10H 0.06 15.67 0 0 0| 0 9,950 0 0 6125 10 0.05 15.66 0 0 0| 0 1,250 0 0 6128 9 0.05 15.57 0 0 0| 0 0 0 0 6150 8 0.04 15.48 0 0 0| 0 2,500 0 0 6175 7H 0.04 15.44 0 0 0| 0 1,000 0 0 6185 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 15.22 0 0 0| 0 11,400 0 0 6225 2H 0.02 14.59 0 0 0| 0 4,250 0 0 6325 2 0.01 14.41 0 0 0| 0 250 0 0 6354 1H 0.01 14.34 0 0 0| 0 1,000 0 0 6365 1H 0.01 14.18 0 0 0| 0 1,000 0 0 6390 1H 0.01 14.17 0 0 0| 0 500 0 0 6391 1 0.01 13.96 0 0 0| 0 12,300 0 0 6425 1 0.01 13.86 0 0 0| 0 1,000 0 0 6439 H 0.01 13.76 0 0 0| 0 500 0 0 6455 H 0.00 13.61 0 0 0| 0 500 0 0 6478 H 0.00 13.50 0 0 0| 0 1,000 0 0 6495 H 0.00 13.47 0 0 0| 0 1,750 0 0 6500 H 0.00 13.43 0 0 0| 0 500 0 0 6507 H 0.00 13.31 0 0 0| 0 16,375 0 0 6525 CAB 0.00 12.94 0 0 0| 0 1,000 0 0 6583 CAB 0.00 12.92 0 0 0| 0 1,000 0 0 6585 CAB 0.00 12.68 0 0 0| 0 12,725 0 0 6625 CAB 0.00 12.07 0 0 0| 0 3,000 0 0 6725 CAB 0.00 11.47 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 9.79 0 0 0| 0 3,750 0 0 7125 CAB 0.00 9.27 0 0 0| 0 13,750 0 0 7225 CAB 0.00 8.77 0 0 0| 0 2,000 0 0 7325 CAB 0.00 8.28 0 0 0| 0 500 0 0 7425 CAB 0.00 7.79 0 0 0| 0 2,350 0 0 7525 CAB 0.00 6.80 0 0 0| 0 6,875 0 0 8025 CAB 0.00 6.80 0 0 0| 0 5,000 0 0 8525 CAB 0.00 6.80 0 0 0| 0 3,000 0 0 8625 CAB 0.00 6.80 0 0 0| 0 250 0 0 9025 CAB 0.00 6.80 0 0 0| 0 15,000 0 0 9625 CAB 0.00 6.80 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 5366H Time to expiry: 198 Days 18 Mar 11 600 0.67 26.23 0 0 0| 0 15 0 0 4928 393 0.55 23.55 0 0 0| 0 398 0 0 5236 177H 0.35 20.21 0 0 0| 0 200 0 0 5650 110 0.26 18.89 0 0 0| 0 560 0 0 5837 34 0.11 16.77 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 5366H Time to expiry: 226 Days 15 Apr 11 1326 0.86 33.60 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 5366H Time to expiry: 230 Days 19 Apr 11 568H 0.63 25.56 0 0 0| 0 1,545 0 0 5000 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 2 0.01 15.08 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 5366H Time to expiry: 244 Days 3 May 11 575H 0.63 25.54 0 0 0| 0 255 0 0 5000 2H 0.01 15.08 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 5366H Time to expiry: 289 Days 17 Jun 11 934 0.74 29.02 0 0 0| 0 24 0 0 4532 674H 0.65 26.36 0 0 0| 0 357 0 0 4884 380 0.49 22.93 0 0 0| 0 750 0 0 5350 160H 0.29 19.73 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 5366H Time to expiry: 471 Days 16 Dec 11 1834 0.84 36.00 0 0 0| 0 3,500 0 0 3500 1665 0.82 34.55 0 0 0| 0 925 0 0 3700 1500 0.80 33.12 0 0 0| 0 5,125 0 0 3900 1334H 0.77 31.35 0 0 0| 0 8,425 0 0 4100 1236H 0.75 30.61 0 0 0| 0 5,375 0 0 4225 1179H 0.74 30.12 0 0 0| 0 9,100 0 0 4300 1159H 0.73 29.86 0 0 0| 0 6,500 0 0 4325 1084H 0.71 29.13 0 0 0| 0 750 0 0 4425 939H 0.68 27.94 0 0 0| 0 400 0 0 4625 612H 0.56 24.77 0 0 0| 0 1,000 0 0 5125 597H 0.55 24.60 0 0 0| 0 200 0 0 5150 554H 0.53 24.17 0 0 0| 0 375 0 0 5225 540H 0.52 24.04 0 0 0| 0 3,500 0 0 5250 498H 0.50 23.65 0 0 0| 0 1,000 0 0 5325 446H 0.47 23.09 0 0 0| 0 250 0 0 5425 434H 0.46 22.96 0 0 0| 0 3,500 0 0 5450 397H 0.44 22.51 0 0 0| 0 500 0 0 5525 351H 0.41 22.06 0 0 0| 0 600 0 0 5625 312H 0.38 21.72 0 0 0| 0 1,850 0 0 5725 302H 0.37 21.59 0 0 0| 0 1,250 0 0 5750 273H 0.35 21.21 0 0 0| 0 1,925 0 0 5825 235H 0.32 20.74 0 0 0| 0 2,375 0 0 5925 203H 0.29 20.31 0 0 0| 0 750 0 0 6025 175 0.26 19.90 0 0 0| 0 3,250 0 0 6125 160H 0.25 19.70 0 0 0| 0 1,250 0 0 6175 146 0.23 19.50 0 0 0| 0 3,500 0 0 6225 124H 0.21 19.09 0 0 0| 0 2,750 0 0 6325 103 0.18 18.70 0 0 0| 0 1,925 0 0 6425 88H 0.16 18.43 0 0 0| 0 7,000 0 0 6500 84H 0.16 18.34 0 0 0| 0 6,230 0 0 6525 69H 0.14 17.99 0 0 0| 0 7,000 0 0 6625 58H 0.12 17.73 0 0 0| 0 500 0 0 6700 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 55 0.11 17.65 0 0 0| 0 2,250 0 0 6725 9 0.03 16.03 0 0 0| 0 250 0 0 7525 CAB 0.00 15.50 0 0 0| 0 3,750 0 0 11000 CAB 0.00 15.50 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 5366H Time to expiry: 562 Days 16 Mar 12 2H 0.01 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 5366H Time to expiry: 597 Days 20 Apr 12 1204 0.71 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 5366H Time to expiry: 621 Days 14 May 12 301 0.34 21.65 0 0 0| 0 145 0 0 6000 9H 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 5366H Time to expiry: 842 Days 21 Dec 12 3126H 0.88 48.79 0 0 0| 0 875 0 0 2000 2270H 0.82 38.77 0 0 0| 0 5,500 0 0 3000 1865H 0.78 34.83 0 0 0| 0 1,500 0 0 3500 1787H 0.77 34.12 0 0 0| 0 550 0 0 3600 1710H 0.76 33.48 0 0 0| 0 1,250 0 0 3700 1635H 0.74 32.95 0 0 0| 0 4,750 0 0 3800 1560H 0.73 32.28 0 0 0| 0 1,750 0 0 3900 1480 0.72 31.26 0 0 0| 0 16,475 0 0 4000 1463H 0.72 31.16 0 0 0| 0 6,000 0 0 4025 1411H 0.71 30.77 0 0 0| 0 6,500 0 0 4100 1340H 0.69 30.18 0 0 0| 0 29,450 0 0 4200 1271H 0.68 29.68 0 0 0| 0 2,000 0 0 4300 1252H 0.67 29.48 0 0 0| 0 125 0 0 4325 1235H 0.67 29.38 0 0 0| 0 18,000 0 0 4350 1199H 0.66 29.08 0 0 0| 0 13,230 0 0 4400 1137H 0.65 28.59 0 0 0| 0 7,575 0 0 4500 1122H 0.64 28.49 0 0 0| 0 3,000 0 0 4525 1108 0.64 28.40 0 0 0| 0 6,500 0 0 4550 1075 0.63 28.10 0 0 0| 0 2,250 0 0 4600 1013 0.61 27.61 0 0 0| 0 9,500 0 0 4700 950 0.60 27.11 0 0 0| 0 750 0 0 4800 887H 0.58 26.62 0 0 0| 0 1,000 0 0 4900 832 0.56 26.12 0 0 0| 0 21,325 0 0 5000 819 0.56 26.02 0 0 0| 0 300 0 0 5025 780 0.54 25.73 0 0 0| 0 19,725 0 0 5100 728 0.52 25.34 0 0 0| 0 30,475 0 0 5200 698H 0.51 25.04 0 0 0| 0 17,500 0 0 5250 672H 0.50 24.84 0 0 0| 0 8,250 0 0 5300 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 646H 0.49 24.65 0 0 0| 0 750 0 0 5350 623 0.48 24.45 0 0 0| 0 7,750 0 0 5400 611H 0.48 24.35 0 0 0| 0 8,375 0 0 5425 578H 0.46 24.05 0 0 0| 0 4,500 0 0 5500 567H 0.46 23.96 0 0 0| 0 4,500 0 0 5525 534H 0.44 23.67 0 0 0| 0 2,150 0 0 5600 523 0.44 23.57 0 0 0| 0 5,000 0 0 5625 489H 0.42 23.27 0 0 0| 0 5,725 0 0 5700 478H 0.41 23.17 0 0 0| 0 1,075 0 0 5725 468 0.41 23.10 0 0 0| 0 250 0 0 5750 448H 0.40 22.98 0 0 0| 0 500 0 0 5800 439 0.39 22.88 0 0 0| 0 3,375 0 0 5825 411H 0.38 22.58 0 0 0| 0 125 0 0 5900 402H 0.37 22.48 0 0 0| 0 2,250 0 0 5925 378 0.36 22.29 0 0 0| 0 9,010 0 0 6000 368H 0.35 22.19 0 0 0| 0 6,925 0 0 6025 332 0.33 21.79 0 0 0| 0 2,750 0 0 6125 315H 0.32 21.66 0 0 0| 0 750 0 0 6175 307H 0.31 21.60 0 0 0| 0 1,000 0 0 6200 299H 0.31 21.50 0 0 0| 0 9,075 0 0 6225 273 0.29 21.20 0 0 0| 0 3,800 0 0 6325 243H 0.27 20.80 0 0 0| 0 2,625 0 0 6425 224H 0.25 20.60 0 0 0| 0 3,500 0 0 6500 217 0.25 20.50 0 0 0| 0 5,750 0 0 6525 198 0.23 20.31 0 0 0| 0 1,875 0 0 6600 192H 0.23 20.20 0 0 0| 0 4,625 0 0 6625 177H 0.22 19.98 0 0 0| 0 500 0 0 6700 172H 0.21 19.91 0 0 0| 0 1,375 0 0 6725 158H 0.20 19.72 0 0 0| 0 80 0 0 6800 152H 0.19 19.62 0 0 0| 0 2,300 0 0 6825 120 0.16 19.11 0 0 0| 0 6,375 0 0 7000 93 0.14 18.62 0 0 0| 0 2,000 0 0 7200 66 0.10 18.02 0 0 0| 0 2,000 0 0 7425 58H 0.10 17.82 0 0 0| 0 2,000 0 0 7500 24H 0.05 16.72 0 0 0| 0 500 0 0 8000 9H 0.02 15.57 0 0 0| 0 375 0 0 8425 8 0.02 15.36 0 0 0| 0 80 0 0 8500 1H 0.00 14.00 0 0 0| 0 750 0 0 9000 CAB 0.00 11.22 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 5366H Time to expiry: 926 Days 15 Mar 13 408 0.36 22.51 0 0 0| 0 250 0 0 6000 280 0.29 21.20 0 0 0| 0 250 0 0 6400 254 0.27 20.92 0 0 0| 0 1,250 0 0 6500 203 0.23 20.34 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 5366H Time to expiry: 961 Days 19 Apr 13 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1076H 0.61 27.91 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 5366H Time to expiry: 1206 Days 20 Dec 13 2252H 0.78 36.59 0 0 0| 0 3,000 0 0 3000 1885H 0.74 33.62 0 0 0| 0 1,625 0 0 3500 1747H 0.72 32.58 0 0 0| 0 300 0 0 3700 1681 0.71 32.08 0 0 0| 0 2,850 0 0 3800 1547H 0.68 31.09 0 0 0| 0 1,950 0 0 4000 1480 0.67 30.59 0 0 0| 0 1,000 0 0 4100 1412H 0.66 30.09 0 0 0| 0 52,350 0 0 4200 1353 0.65 29.63 0 0 0| 0 3,500 0 0 4300 1323 0.64 29.40 0 0 0| 0 52,500 0 0 4350 1294 0.63 29.21 0 0 0| 0 17,810 0 0 4400 1236 0.62 28.81 0 0 0| 0 23,500 0 0 4500 1174H 0.61 28.31 0 0 0| 0 1,550 0 0 4600 1116 0.59 27.92 0 0 0| 0 250 0 0 4700 1057H 0.58 27.52 0 0 0| 0 750 0 0 4800 1002H 0.56 27.02 0 0 0| 0 300 0 0 4900 951H 0.55 26.63 0 0 0| 0 4,650 0 0 5000 939H 0.54 26.55 0 0 0| 0 750 0 0 5025 903H 0.53 26.33 0 0 0| 0 5,375 0 0 5100 851H 0.52 25.93 0 0 0| 0 7,463 0 0 5200 826 0.51 25.74 0 0 0| 0 18,300 0 0 5250 800 0.50 25.54 0 0 0| 0 3,400 0 0 5300 754 0.49 25.24 0 0 0| 0 27,900 0 0 5400 744 0.48 25.17 0 0 0| 0 125 0 0 5425 733H 0.48 25.09 0 0 0| 0 3,300 0 0 5450 723H 0.47 25.02 0 0 0| 0 1,000 0 0 5475 713H 0.47 24.95 0 0 0| 0 2,500 0 0 5500 669 0.45 24.55 0 0 0| 0 13,000 0 0 5600 607H 0.43 24.10 0 0 0| 0 12,000 0 0 5750 512 0.39 23.36 0 0 0| 0 100 0 0 6000 354H 0.31 22.04 0 0 0| 0 1,000 0 0 6500 232H 0.23 20.79 0 0 0| 0 500 0 0 7000 143 0.16 19.59 0 0 0| 0 1,500 0 0 7500 Total 0 0 0| 0 266,098 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5366H Time to expiry: 1324 Days 17 Apr 14 1477H 0.66 29.95 0 0 0| 0 500 0 0 4100 1197 0.60 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 5366H Time to expiry: 1388 Days 20 Jun 14 1257 0.61 28.48 0 0 0| 0 1,000 0 0 4500 621H 0.41 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 5366H Time to expiry: 1398 Days 30 Jun 14 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1025H 0.54 27.60 0 0 0| 0 1,550 0 0 5000 487H 0.35 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 5366H Time to expiry: 1570 Days 19 Dec 14 2178H 0.75 32.92 0 0 0| 0 13,000 0 0 3000 1544H 0.65 29.49 0 0 0| 0 25,050 0 0 4000 1487 0.64 29.26 0 0 0| 0 2,000 0 0 4100 1436H 0.63 29.04 0 0 0| 0 1,750 0 0 4200 1386H 0.62 28.83 0 0 0| 0 2,500 0 0 4300 1336H 0.61 28.63 0 0 0| 0 625 0 0 4400 1286H 0.60 28.43 0 0 0| 0 2,125 0 0 4500 1261H 0.59 28.34 0 0 0| 0 18,000 0 0 4550 1237 0.59 28.25 0 0 0| 0 2,500 0 0 4600 1187 0.57 28.06 0 0 0| 0 18,500 0 0 4700 1102 0.55 27.70 0 0 0| 0 3,200 0 0 4900 1059H 0.54 27.52 0 0 0| 0 37,375 0 0 5000 1018 0.53 27.35 0 0 0| 0 20,565 0 0 5100 976 0.51 27.18 0 0 0| 0 29,088 0 0 5200 954H 0.51 27.09 0 0 0| 0 14,000 0 0 5250 933H 0.50 27.00 0 0 0| 0 6,250 0 0 5300 912H 0.50 26.92 0 0 0| 0 500 0 0 5350 893H 0.49 26.83 0 0 0| 0 3,000 0 0 5400 885 0.49 26.79 0 0 0| 0 1,000 0 0 5425 859 0.48 26.66 0 0 0| 0 9,500 0 0 5500 824H 0.47 26.49 0 0 0| 0 15,125 0 0 5600 815H 0.46 26.44 0 0 0| 0 1,000 0 0 5625 789 0.45 26.31 0 0 0| 0 2,500 0 0 5700 771H 0.45 26.22 0 0 0| 0 12,000 0 0 5750 754 0.44 26.14 0 0 0| 0 500 0 0 5800 683H 0.42 25.78 0 0 0| 0 3,375 0 0 6000 652 0.40 25.60 0 0 0| 0 6,000 0 0 6100 408 0.30 23.88 0 0 0| 0 13,000 0 0 7000 204H 0.18 21.71 0 0 0| 0 4,000 0 0 8000 176 0.17 21.24 0 0 0| 0 750 0 0 8200 162 0.16 21.00 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 5366H Time to expiry: 1806 Days 12 Aug 15 937 0.50 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 5366H Time to expiry: 1934 Days 18 Dec 15 1086 0.52 26.65 0 0 0| 0 1,000 0 0 5000 971H 0.49 26.32 0 0 0| 0 1,500 0 0 5300 936 0.48 26.22 0 0 0| 0 800 0 0 5400 342H 0.25 23.44 0 0 0| 0 1,000 0 0 7800 Total 0 0 0| 0 4,300 0 0 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0 0 | Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 5366H Time to expiry: 16 Days 17 Sep 10 H 0.00 91.66 0 0 0| 0 1,408 0 0 3001 1H -0.01 35.59 0 0 0| 0 0 0 0 4531 4H -0.03 30.47 0 0 0| 0 1,200 0 0 4775 3640H -1.00 27.00 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 5366H Time to expiry: 44 Days 15 Oct 10 41H -0.16 25.66 0 0 0| 0 100 0 0 4920 1363 -1.00 21.63 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 5366H Time to expiry: 63 Days 3 Nov 10 CAB 0.00 22.55 0 0 0| 0 155 0 0 3025 1676 -1.00 15.68 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 5366H Time to expiry: 107 Days 17 Dec 10 H 0.00 56.42 0 0 0| 0 250 0 0 2250 1H 0.00 53.51 0 0 0| 0 4,620 0 0 2500 1H 0.00 53.43 0 0 0| 0 3,000 0 0 2525 4H -0.01 47.37 0 0 0| 0 6,000 0 0 3025 13 -0.03 41.91 0 0 0| 0 17,000 0 0 3525 15 -0.03 40.74 0 0 0| 0 1,500 0 0 3625 21H -0.04 38.40 0 0 0| 0 1,025 0 0 3825 22 -0.04 38.09 0 0 0| 0 236 0 0 3850 25 -0.05 37.18 0 0 0| 0 2,375 0 0 3925 30 -0.06 36.04 0 0 0| 0 4,500 0 0 4025 34H -0.07 34.80 0 0 0| 0 240 0 0 4125 40 -0.08 33.61 0 0 0| 0 3,250 0 0 4225 48 -0.10 32.55 0 0 0| 0 7,938 0 0 4325 56 -0.12 31.49 0 0 0| 0 1,000 0 0 4425 58H -0.12 31.22 0 0 0| 0 2,800 0 0 4450 67 -0.14 30.42 0 0 0| 0 8,750 0 0 4525 79 -0.16 29.38 0 0 0| 0 375 0 0 4625 93H -0.19 28.35 0 0 0| 0 4,500 0 0 4725 110H -0.22 27.33 0 0 0| 0 7,500 0 0 4825 130H -0.26 26.31 0 0 0| 0 3,250 0 0 4925 153 -0.30 25.25 0 0 0| 0 7,275 0 0 5025 171 -0.33 24.61 0 0 0| 0 100 0 0 5090 181 -0.35 24.25 0 0 0| 0 180 0 0 5125 211H -0.40 23.21 0 0 0| 0 3,000 0 0 5225 249 -0.46 22.26 0 0 0| 0 500 0 0 5322 250 -0.46 22.23 0 0 0| 0 5,250 0 0 5325 270 -0.50 21.77 0 0 0| 0 1,125 0 0 5375 290H -0.52 21.34 0 0 0| 0 1,000 0 0 5418 294 -0.53 21.27 0 0 0| 0 5,250 0 0 5425 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 310H -0.55 20.93 0 0 0| 0 500 0 0 5460 317H -0.56 20.78 0 0 0| 0 1,000 0 0 5475 335H -0.59 20.41 0 0 0| 0 750 0 0 5512 343 -0.60 20.29 0 0 0| 0 11,975 0 0 5525 351H -0.61 20.14 0 0 0| 0 500 0 0 5540 359 -0.62 20.02 0 0 0| 0 1,000 0 0 5553 382H -0.65 19.63 0 0 0| 0 1,000 0 0 5595 394H -0.66 19.43 0 0 0| 0 2,500 0 0 5616 400 -0.67 19.34 0 0 0| 0 4,375 0 0 5625 409H -0.68 19.20 0 0 0| 0 750 0 0 5640 431 -0.70 18.89 0 0 0| 0 1,250 0 0 5673 434H -0.70 18.84 0 0 0| 0 500 0 0 5678 465H -0.74 18.44 0 0 0| 0 6,880 0 0 5725 480 -0.75 18.27 0 0 0| 0 500 0 0 5746 481H -0.75 18.26 0 0 0| 0 250 0 0 5748 483 -0.75 18.24 0 0 0| 0 1,000 0 0 5750 519H -0.78 17.86 0 0 0| 0 500 0 0 5799 522 -0.79 17.83 0 0 0| 0 500 0 0 5802 522H -0.79 17.82 0 0 0| 0 2,250 0 0 5803 528 -0.79 17.77 0 0 0| 0 100 0 0 5810 539 -0.80 17.65 0 0 0| 0 9,600 0 0 5825 568 -0.82 17.36 0 0 0| 0 500 0 0 5862 572 -0.83 17.32 0 0 0| 0 500 0 0 5867 616H -0.86 16.91 0 0 0| 0 250 0 0 5922 619 -0.86 16.89 0 0 0| 0 4,900 0 0 5925 674 -0.89 16.46 0 0 0| 0 250 0 0 5989 675 -0.89 16.45 0 0 0| 0 100 0 0 5990 701H -0.90 16.26 0 0 0| 0 500 0 0 6020 705H -0.90 16.23 0 0 0| 0 5,523 0 0 6025 707H -0.90 16.22 0 0 0| 0 250 0 0 6027 710 -0.91 16.20 0 0 0| 0 150 0 0 6030 728 -0.91 16.08 0 0 0| 0 150 0 0 6050 732H -0.91 16.04 0 0 0| 0 250 0 0 6055 742 -0.92 15.98 0 0 0| 0 100 0 0 6065 751 -0.92 15.92 0 0 0| 0 3,500 0 0 6075 797 -0.94 15.67 0 0 0| 0 10,450 0 0 6125 799H -0.94 15.66 0 0 0| 0 1,250 0 0 6128 844H -0.95 15.48 0 0 0| 0 2,500 0 0 6175 854 -0.95 15.44 0 0 0| 0 1,000 0 0 6185 892 -0.96 15.22 0 0 0| 0 8,425 0 0 6225 988H -0.98 14.59 0 0 0| 0 4,150 0 0 6325 1017 -0.98 14.41 0 0 0| 0 250 0 0 6354 1028 -0.98 14.34 0 0 0| 0 1,000 0 0 6365 1052H -0.98 14.18 0 0 0| 0 1,000 0 0 6390 1053H -0.98 14.17 0 0 0| 0 500 0 0 6391 1087 -0.98 13.96 0 0 0| 0 5,300 0 0 6425 1100H -0.99 13.86 0 0 0| 0 1,000 0 0 6439 1111H -0.99 13.79 0 0 0| 0 5,000 0 0 6450 1116H -0.99 13.76 0 0 0| 0 500 0 0 6455 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1139H -0.99 13.61 0 0 0| 0 500 0 0 6478 1156 -0.99 13.50 0 0 0| 0 1,000 0 0 6495 1168 -0.99 13.43 0 0 0| 0 500 0 0 6507 1186 -0.99 13.31 0 0 0| 0 10,250 0 0 6525 1243H -0.99 12.94 0 0 0| 0 1,000 0 0 6583 1245H -0.99 12.92 0 0 0| 0 1,000 0 0 6585 1285H -0.99 12.68 0 0 0| 0 9,825 0 0 6625 1385H -0.99 12.07 0 0 0| 0 1,750 0 0 6725 1485 -0.99 11.47 0 0 0| 0 500 0 0 6825 1684H -0.99 10.33 0 0 0| 0 600 0 0 7025 1984 -0.99 8.77 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 5366H Time to expiry: 170 Days 18 Feb 11 367 -0.51 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 5366H Time to expiry: 198 Days 18 Mar 11 40 -0.05 42.13 0 0 0| 0 2,123 0 0 3350 119 -0.16 31.24 0 0 0| 0 560 0 0 4350 157H -0.21 29.32 0 0 0| 0 2,200 0 0 4575 299 -0.39 24.38 0 0 0| 0 2,200 0 0 5140 531H -0.63 20.21 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 5366H Time to expiry: 211 Days 31 Mar 11 69H -0.09 36.37 0 0 0| 0 0 0 0 3800 85 -0.11 34.24 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 5366H Time to expiry: 226 Days 15 Apr 11 21 -0.02 45.97 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 5366H Time to expiry: 230 Days 19 Apr 11 290 -0.35 25.56 0 0 0| 0 1,545 0 0 5000 1714 -0.97 15.08 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 5366H Time to expiry: 232 Days 21 Apr 11 131H -0.16 31.63 0 0 0| 0 1,663 0 0 4270 484 -0.54 21.65 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 5366H Time to expiry: 244 Days 3 May 11 304 -0.35 25.54 0 0 0| 0 255 0 0 5000 1720H -0.97 15.08 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 5366H Time to expiry: 289 Days 17 Jun 11 167H -0.18 31.24 0 0 0| 0 2,768 0 0 4250 478H -0.48 22.93 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 5366H Time to expiry: 380 Days 16 Sep 11 64H -0.06 40.25 0 0 0| 0 1,500 0 0 3000 136 -0.12 34.18 0 0 0| 0 8 0 0 3740 205H -0.19 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 5366H Time to expiry: 462 Days 7 Dec 11 1248 -0.76 18.89 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 5366H Time to expiry: 471 Days 16 Dec 11 37 -0.03 46.48 0 0 0| 0 2,750 0 0 2200 57 -0.04 44.41 0 0 0| 0 4,530 0 0 2500 64 -0.05 43.53 0 0 0| 0 3,500 0 0 2600 95H -0.07 40.03 0 0 0| 0 12,442 0 0 3000 150 -0.11 36.00 0 0 0| 0 8,938 0 0 3500 171H -0.13 34.91 0 0 0| 0 12 0 0 3652 178 -0.14 34.55 0 0 0| 0 4,175 0 0 3700 210H -0.16 33.12 0 0 0| 0 1,125 0 0 3900 234H -0.18 32.28 0 0 0| 0 2,000 0 0 4025 239 -0.18 32.12 0 0 0| 0 140 0 0 4048 249H -0.19 31.78 0 0 0| 0 8,115 0 0 4100 273H -0.21 30.96 0 0 0| 0 375 0 0 4225 291 -0.22 30.46 0 0 0| 0 5,825 0 0 4300 297H -0.23 30.29 0 0 0| 0 2,250 0 0 4325 322H -0.25 29.63 0 0 0| 0 625 0 0 4425 372H -0.28 28.31 0 0 0| 0 150 0 0 4625 540H -0.40 25.15 0 0 0| 0 1,000 0 0 5125 551 -0.41 25.01 0 0 0| 0 200 0 0 5150 582 -0.43 24.57 0 0 0| 0 375 0 0 5225 669 -0.49 23.40 0 0 0| 0 250 0 0 5425 718H -0.52 22.81 0 0 0| 0 500 0 0 5525 776H -0.54 22.60 0 0 0| 0 350 0 0 5625 832H -0.57 22.13 0 0 0| 0 1,650 0 0 5725 845 -0.58 21.91 0 0 0| 0 1,250 0 0 5750 893 -0.60 21.63 0 0 0| 0 1,125 0 0 5825 956 -0.63 21.27 0 0 0| 0 2,125 0 0 5925 1022 -0.66 20.86 0 0 0| 0 750 0 0 6025 1092 -0.69 20.47 0 0 0| 0 3,250 0 0 6125 1126 -0.70 20.21 0 0 0| 0 1,250 0 0 6175 1164 -0.72 20.17 0 0 0| 0 1,250 0 0 6225 1240 -0.74 19.83 0 0 0| 0 2,750 0 0 6325 1319 -0.76 19.55 0 0 0| 0 1,500 0 0 6425 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 1400 -0.79 19.39 0 0 0| 0 4,125 0 0 6525 1483 -0.81 19.04 0 0 0| 0 4,750 0 0 6625 1569 -0.82 18.87 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 5366H Time to expiry: 562 Days 16 Mar 12 159 -0.11 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 5366H Time to expiry: 597 Days 20 Apr 12 105H -0.07 40.25 0 0 0| 0 170 0 0 2800 194H -0.13 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 5366H Time to expiry: 621 Days 14 May 12 1088 -0.61 21.65 0 0 0| 0 145 0 0 6000 2758 -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 5366H Time to expiry: 653 Days 15 Jun 12 145H -0.09 38.92 0 0 0| 0 100 0 0 3000 1520 -0.74 19.44 0 0 0| 0 1,000 0 0 6600 1540H -0.75 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 5366H Time to expiry: 751 Days 21 Sep 12 548H -0.31 27.56 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 5366H Time to expiry: 842 Days 21 Dec 12 11H -0.01 52.22 0 0 0| 0 2,500 0 0 1000 76 -0.04 44.65 0 0 0| 0 5,200 0 0 2000 94 -0.05 43.16 0 0 0| 0 1,250 0 0 2200 118 -0.06 41.78 0 0 0| 0 17,500 0 0 2400 130H -0.07 41.09 0 0 0| 0 4,520 0 0 2500 133H -0.07 40.92 0 0 0| 0 3,000 0 0 2525 183H -0.09 38.30 0 0 0| 0 750 0 0 2900 199 -0.10 37.61 0 0 0| 0 10,375 0 0 3000 202H -0.10 37.43 0 0 0| 0 4,500 0 0 3025 270 -0.14 35.27 0 0 0| 0 7,250 0 0 3400 289 -0.15 34.57 0 0 0| 0 3,000 0 0 3500 309H -0.16 33.93 0 0 0| 0 1,300 0 0 3600 331H -0.17 33.41 0 0 0| 0 1,000 0 0 3700 353H -0.18 32.90 0 0 0| 0 7,625 0 0 3800 377H -0.19 32.34 0 0 0| 0 1,750 0 0 3900 402H -0.21 31.69 0 0 0| 0 14,375 0 0 4000 428H -0.22 31.11 0 0 0| 0 15,450 0 0 4100 456H -0.23 30.61 0 0 0| 0 11,850 0 0 4200 484H -0.25 30.12 0 0 0| 0 3,700 0 0 4300 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 492H -0.25 30.04 0 0 0| 0 2,450 0 0 4325 514H -0.26 29.68 0 0 0| 0 24,205 0 0 4400 546H -0.28 29.08 0 0 0| 0 10,188 0 0 4500 554H -0.28 28.94 0 0 0| 0 1,000 0 0 4525 579H -0.29 28.53 0 0 0| 0 2,375 0 0 4600 650H -0.33 27.63 0 0 0| 0 250 0 0 4800 688H -0.35 27.26 0 0 0| 0 3,650 0 0 4900 728H -0.36 26.70 0 0 0| 0 16,725 0 0 5000 739H -0.37 26.60 0 0 0| 0 3,750 0 0 5025 771H -0.38 26.25 0 0 0| 0 5,925 0 0 5100 815H -0.40 25.84 0 0 0| 0 8,000 0 0 5200 861H -0.42 25.50 0 0 0| 0 20,550 0 0 5300 886H -0.43 25.40 0 0 0| 0 750 0 0 5350 910H -0.44 25.18 0 0 0| 0 6,000 0 0 5400 922H -0.45 25.04 0 0 0| 0 5,500 0 0 5425 960H -0.46 24.70 0 0 0| 0 5,300 0 0 5500 1014 -0.48 24.33 0 0 0| 0 2,250 0 0 5600 1028 -0.49 24.26 0 0 0| 0 350 0 0 5625 1069 -0.50 24.03 0 0 0| 0 5,575 0 0 5700 1083 -0.51 23.96 0 0 0| 0 1,075 0 0 5725 1099 -0.51 23.96 0 0 0| 0 250 0 0 5750 1141 -0.53 23.74 0 0 0| 0 2,875 0 0 5825 1181 -0.54 23.26 0 0 0| 0 125 0 0 5900 1201 -0.55 23.34 0 0 0| 0 2,500 0 0 5925 1248 -0.56 23.11 0 0 0| 0 4,500 0 0 6000 1263 -0.57 23.01 0 0 0| 0 2,800 0 0 6025 1328 -0.58 22.78 0 0 0| 0 2,250 0 0 6125 1358 -0.60 22.58 0 0 0| 0 750 0 0 6175 1394 -0.60 22.59 0 0 0| 0 2,450 0 0 6225 1445 -0.62 22.39 0 0 0| 0 1,250 0 0 6300 1462 -0.62 22.29 0 0 0| 0 3,800 0 0 6325 1533 -0.64 22.02 0 0 0| 0 3,125 0 0 6425 1605 -0.66 21.80 0 0 0| 0 5,500 0 0 6525 1679 -0.68 21.65 0 0 0| 0 3,875 0 0 6625 1756 -0.69 21.52 0 0 0| 0 2,375 0 0 6725 1834 -0.71 21.29 0 0 0| 0 350 0 0 6825 1995H -0.74 21.04 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 5366H Time to expiry: 897 Days 14 Feb 13 870H -0.42 24.94 0 0 0| 0 4,000 0 0 5300 1188H -0.54 22.73 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 5366H Time to expiry: 926 Days 15 Mar 13 323H -0.16 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 5366H Time to expiry: 961 Days 19 Apr 13 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 200H -0.09 38.68 0 0 0| 0 146 0 0 2800 403 -0.19 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 5366H Time to expiry: 1206 Days 20 Dec 13 287 -0.11 36.59 0 0 0| 0 19,875 0 0 3000 392 -0.16 33.62 0 0 0| 0 125 0 0 3500 442 -0.18 32.58 0 0 0| 0 300 0 0 3700 470 -0.19 32.08 0 0 0| 0 2,950 0 0 3800 497H -0.20 31.58 0 0 0| 0 9,000 0 0 3900 525 -0.21 31.09 0 0 0| 0 9,250 0 0 4000 552 -0.22 30.59 0 0 0| 0 725 0 0 4100 579 -0.24 30.09 0 0 0| 0 5,900 0 0 4200 613H -0.25 29.63 0 0 0| 0 3,500 0 0 4300 649 -0.26 29.21 0 0 0| 0 25,150 0 0 4400 685 -0.28 28.81 0 0 0| 0 5,850 0 0 4500 718 -0.29 28.31 0 0 0| 0 1,550 0 0 4600 754 -0.30 27.92 0 0 0| 0 250 0 0 4700 829 -0.33 27.02 0 0 0| 0 12,800 0 0 4900 850H -0.34 26.82 0 0 0| 0 20,000 0 0 4950 872 -0.35 26.63 0 0 0| 0 8,400 0 0 5000 883H -0.35 26.55 0 0 0| 0 750 0 0 5025 918 -0.36 26.33 0 0 0| 0 5,375 0 0 5100 939H -0.37 26.13 0 0 0| 0 20,000 0 0 5150 960H -0.38 25.93 0 0 0| 0 6,663 0 0 5200 1003H -0.39 25.54 0 0 0| 0 6,725 0 0 5300 1051H -0.41 25.24 0 0 0| 0 4,400 0 0 5400 1065 -0.41 25.17 0 0 0| 0 125 0 0 5425 1092 -0.42 25.02 0 0 0| 0 1,000 0 0 5475 1105H -0.43 24.95 0 0 0| 0 15,750 0 0 5500 1155H -0.44 24.55 0 0 0| 0 3,900 0 0 5600 1222 -0.46 24.18 0 0 0| 0 250 0 0 5725 1262 -0.48 23.95 0 0 0| 0 400 0 0 5800 1315H -0.49 23.66 0 0 0| 0 7,000 0 0 5900 1375H -0.51 23.36 0 0 0| 0 100 0 0 6000 2039 -0.67 20.79 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 5366H Time to expiry: 1297 Days 21 Mar 14 416H -0.16 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 5366H Time to expiry: 1324 Days 17 Apr 14 382 -0.12 40.47 0 0 0| 0 510 0 0 2950 413 -0.16 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 5366H Time to expiry: 1570 Days 19 Dec 14 217 -0.08 36.01 0 0 0| 0 1,993 0 0 2500 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 | 301 -0.11 32.92 0 0 0| 0 20,080 0 0 3000 422H -0.16 30.99 0 0 0| 0 8,500 0 0 3500 459 -0.17 30.84 0 0 0| 0 2,500 0 0 3600 582 -0.21 29.49 0 0 0| 0 25,750 0 0 4000 616H -0.22 29.26 0 0 0| 0 2,000 0 0 4100 657H -0.23 29.04 0 0 0| 0 17,000 0 0 4200 698H -0.24 28.83 0 0 0| 0 8,750 0 0 4300 740 -0.26 28.63 0 0 0| 0 3,125 0 0 4400 781H -0.27 28.43 0 0 0| 0 18,375 0 0 4500 823H -0.28 28.25 0 0 0| 0 2,500 0 0 4600 865 -0.29 28.06 0 0 0| 0 750 0 0 4700 963 -0.31 27.70 0 0 0| 0 11,700 0 0 4900 1012 -0.33 27.52 0 0 0| 0 13,375 0 0 5000 1062 -0.34 27.35 0 0 0| 0 13,790 0 0 5100 1111H -0.35 27.18 0 0 0| 0 4,275 0 0 5200 1160H -0.36 27.00 0 0 0| 0 16,250 0 0 5300 1185 -0.37 26.92 0 0 0| 0 500 0 0 5350 1212 -0.38 26.83 0 0 0| 0 1,000 0 0 5400 1269 -0.39 26.66 0 0 0| 0 8,750 0 0 5500 1326 -0.40 26.49 0 0 0| 0 3,875 0 0 5600 1382 -0.41 26.31 0 0 0| 0 500 0 0 5700 1551 -0.45 25.78 0 0 0| 0 3,750 0 0 6000 1861H -0.51 24.85 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 5366H Time to expiry: 1806 Days 12 Aug 15 1136 -0.35 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 5366H Time to expiry: 1934 Days 18 Dec 15 1213H -0.34 26.32 0 0 0| 0 1,500 0 0 5300 1267 -0.35 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 0 0 Indicative a-t-m Vol 0.00 Underlying Price 3623.840 Time to expiry: 16 Days 17 Sep 10 17.650 -0.14 28.68 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 0 0| 683,565 2,401,392 0 0 CAC 40 Index (YCC) Indicative a-t-m Vol 0.00 Underlying Price 3623.840 Time to expiry: 16 Days 17 Sep 10 15.530 -0.14 28.68 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 5366H Time to expiry: 16 Days 17 Sep 10 6 -0.04 28.45 0 0 0| 0 0 0 0 4850 Equity Index Options 22:01 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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| 685,855 2,401,572 0 0 FTSE 100 Index (XUK) Indicative a-t-m Vol 0.00 Underlying Price 5366H Time to expiry: 16 Days 17 Sep 10 20 -0.15 23.04 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| 688,145 2,401,572 0 0 FTSE 250 Index FLEX Option (YFS) Indicative a-t-m Vol 0.00 Underlying Price 10060.9 Time to expiry: 16 Days 17 Sep 10 16.5 -0.05 32.99 0 0 0| 0 102 0 0 8984 63.5 -0.18 30.01 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 10060.9 Time to expiry: 44 Days 15 Oct 10 102.5 -0.20 25.03 0 0 0| 0 100 0 0 9308 239.5 -0.40 22.46 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| 695,015 2,402,178 0 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3510.730 Time to expiry: 107 Days 17 Dec 10 1027.350 -0.97 22.37 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| 697,305 2,408,178 0 0