Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 18.32 Underlying Price 5368 Time to expiry: 15 Days Sep 10 3567 1.00 98.50 0 0 0| 0 185 0 0 1800 3367 1.00 104.13 0 0 0| 0 12 0 0 2000 3167 1.00 104.56 0 0 0| 0 8 0 0 2200 2967 1.00 101.68 0 0 0| 0 0 0 0 2400 2767 1.00 96.72 0 0 0| 0 0 0 0 2600 2567H 1.00 90.53 0 0 0| 0 11 0 0 2800 2367H 1.00 83.65 0 0 0| 0 500 0 0 3000 2167H 1.00 76.48 0 0 0| 0 0 0 0 3200 2067H 1.00 72.88 0 0 0| 0 0 0 0 3300 1967H 1.00 69.30 0 0 0| 0 0 0 0 3400 1867H 1.00 65.76 0 0 0| 0 400 0 0 3500 1767H 1.00 62.28 0 0 0| 0 3 0 0 3600 1667H 1.00 58.87 0 0 0| 0 1 0 0 3700 1568 1.00 55.55 0 0 0| 0 0 0 0 3800 1468 1.00 52.33 0 0 0| 0 0 0 0 3900 1368 1.00 49.21 0 0 0| 0 3 0 0 4000 1268 1.00 46.20 0 0 0| 0 100 0 0 4100 1168 1.00 43.81 0 0 0| 0 200 0 0 4200 1068 1.00 39.97 0 0 0| 0 654 -1 0 4300 968H 0.99 37.85 0 0 0| 0 13 0 0 4400 918H 0.99 36.19 0 0 0| 0 0 0 0 4450 868H 0.99 35.18 0 0 0| 1 2,427 -1 0 4500 819 0.99 34.16 0 0 0| 0 0 0 0 4550 769H 0.99 32.95 0 0 0| 0 631 0 0 4600 720 0.98 32.75 0 0 0| 0 10 0 0 4650 671 0.98 32.03 0 0 0| 0 12 0 0 4700 621H 0.97 30.61 0 0 0| 0 2 0 0 4750 572H 0.97 29.68 0 0 0| 0 1,933 0 0 4800 523 0.96 28.19 0 0 0| 10 31 -4 0 4850 466H 474 0.95 26.77 466H 466H 0 0 10| 20 4,436 +1 0 4900 424 426 0.94 25.70 424 424 0 0 10| 31 478 +8 0 4950 402 0.93 25.12 0 0 0| 0 0 0 0 4975 373H 378H 0.92 24.75 373H 373H 0 0 10| 12 9,709 -8 0 5000 354H 0.91 23.99 0 0 0| 0 10 0 0 5025 331H 331H 0.90 23.65 338 S 331HS 0 0 12| 10 714 +6 0 5050 308H 0.88 23.17 0 0 0| 0 47 0 0 5075 287H 285H 0.86 22.67 289 287H 0 0 2| 52 11,597 +18 0 5100 263 0.85 22.13 0 0 0| 0 166 0 0 5125 238H 241H 0.82 21.81 238HS 238HS 0 0 8| 29 2,815 -9 0 5150 219H 220 0.80 21.31 219H 219H 0 0 15| 27 935 +10 0 5175 184 199H 0.77 20.88 203HS 184 0 0 39| 173 17,089 -28 0 5200 178 179 0.74 20.42 178 178 0 0 17| 86 561 +60 0 5225 163H 160 0.71 20.03 163H 157 0 0 27| 121 1,727 +14 0 5250 143 141H 0.67 19.69 143 143 0 0 4| 177 493 +122 0 5275 117 124 0.63 19.25 130 113H 0 0 69| 2,170 14,457 +837 0 5300 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 111H 107H 0.59 18.87 111H 105 0 0 18| 217 629 +90 0 5325 86H 92H 0.54 18.59 98H 81H 0 500 860| 710 3,387 +158 0 5350 81H 78H 0.49 18.22 83 76 0 0 67| 93 471 -21 0 5375 56H 65H 0.44 17.90 68 56H 0 1,000 1,354| 5,615 14,220 -2,048 0 5400 46 54 0.39 17.59 58H 46 0 0 179| 157 769 +54 0 5425 37H 43H 0.34 17.27 47 37 0 0 392| 840 3,126 -23 0 5450 29H 35 0.30 17.06 38 S 29HS 0 0 73| 40 2,315 +15 0 5475 23 28 0.25 16.80 31HS 23 0 0 876| 4,877 29,383 +4,197 0 5500 13 16H 0.17 16.40 18H 13 S 0 0 871| 1,727 5,294 +1,515 0 5550 7 9 0.11 15.98 11H 7 0 0 1,432| 1,652 26,160 -179 0 5600 4H 5H 0.07 16.30 6 4H 0 0 256| 460 2,929 +380 0 5650 2H 3H 0.04 16.56 3H 2H 0 4,000 4,076| 575 29,702 +368 0 5700 2 2 0.03 16.98 2 2 0 0 30| 678 1,786 +638 0 5750 1 0.02 16.90 0 0 250| 350 17,113 +300 0 5800 H 0.01 16.93 0 0 0| 0 685 0 0 5850 H 0.01 18.39 0 0 0| 0 13,414 0 0 5900 CAB 0.00 13.00 0 0 0| 60 252 +10 0 5950 CAB 0.00 12.69 0 0 0| 2,000 27,819 -850 0 6000 CAB 0.00 12.40 0 0 0| 10 900 +10 0 6050 CAB 0.00 12.14 0 0 0| 0 10,411 0 0 6100 CAB 0.00 11.91 0 0 0| 0 90 0 0 6150 CAB 0.00 11.70 0 0 0| 0 13,681 0 0 6200 CAB 0.00 11.37 0 0 0| 0 40 0 0 6300 CAB 0.00 11.15 0 0 0| 0 12,873 0 0 6400 CAB 0.00 11.03 0 0 0| 0 6,253 0 0 6600 CAB 0.00 11.31 0 0 0| 0 3,024 0 0 6800 CAB 0.00 11.97 0 0 0| 0 1,038 0 0 7000 CAB 0.00 13.02 0 0 0| 0 0 0 0 7200 CAB 0.00 16.18 0 0 0| 0 3 0 0 7600 CAB 0.00 20.50 0 0 0| 0 21 0 0 8000 Total 0 5,500 10,957| 22,980 300,158 +5,639 0 Indicative a-t-m Vol 19.91 Underlying Price 5365 Time to expiry: 43 Days Oct 10 1763H 1.00 29.79 0 0 0| 0 0 0 0 3600 1564 1.00 32.88 0 0 0| 0 0 0 0 3800 1365 0.99 33.85 0 0 0| 0 0 0 0 4000 1168 0.98 34.15 0 0 0| 0 1 0 0 4200 1069H 0.98 32.66 0 0 0| 0 7 0 0 4300 980 972 0.97 32.01 980 980 0 0 1| 0 3 0 0 4400 923H 0.96 31.28 0 0 0| 0 0 0 0 4450 874H 0.96 30.38 0 0 0| 0 1 0 0 4500 827 0.95 30.19 0 0 0| 0 0 0 0 4550 782 779H 0.94 29.60 782 S 782 S 0 0 1| 0 265 0 0 4600 732 0.93 28.96 0 0 0| 0 3 0 0 4650 686 684H 0.92 28.29 686 S 686 S 0 0 1| 1 5 0 0 4700 638 0.91 27.63 0 0 0| 1 16 0 0 4750 594H 592 0.89 27.04 594HS 594HS 0 0 1| 0 97 0 0 4800 546H 0.87 26.41 0 0 0| 0 30 0 0 4850 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 502 0.85 25.78 0 0 0| 22 34 -1 0 4900 458 0.83 25.18 0 0 0| 10 12 -1 0 4950 417H 415 0.81 24.54 417HS 417HS 0 0 1| 13 565 +13 0 5000 373H 0.78 23.92 0 0 0| 0 39 0 0 5050 353 0.76 23.59 0 0 0| 0 7 0 0 5075 333 0.75 23.25 0 0 0| 15 654 +15 0 5100 313H 0.73 22.97 0 0 0| 11 81 0 0 5125 294H 294 0.71 22.63 294HS 294HS 0 0 1| 25 328 +14 0 5150 275 0.69 22.30 0 0 0| 60 89 +59 0 5175 255H 256 0.67 21.94 262 255H 0 0 42| 69 1,792 -13 0 5200 238H 0.65 21.70 0 0 0| 20 21 +14 0 5225 209 220H 0.63 21.32 222 S 207H 0 0 50| 56 536 +40 0 5250 192 203H 0.61 21.00 192H 192 0 0 20| 15 18 -2 0 5275 174 187H 0.58 20.71 190 174 0 0 318| 66 5,770 -7 0 5300 168H 171H 0.56 20.37 168H 168H 0 0 11| 0 0 0 0 5325 145 156 0.53 20.05 158H 145 0 0 249| 1,406 1,336 +617 0 5350 141 142 0.50 19.81 141 141 0 0 11| 0 0 0 0 5375 125H 128H 0.48 19.51 131H 119HS 0 1,500 1,550| 1,089 2,733 +40 0 5400 115 0.45 19.19 0 0 0| 0 0 0 0 5425 97H 103 0.42 18.90 105 97HS 0 0 91| 129 823 +88 0 5450 91 0.39 18.58 0 0 0| 0 0 0 0 5475 72H 80 0.36 18.26 85 72H 0 0 140| 427 6,442 +472 0 5500 57H 61 0.30 17.69 65 56 0 0 49| 142 773 +125 0 5550 39H 45 0.24 17.15 48 39H 0 0 233| 562 3,229 +141 0 5600 30 32H 0.19 16.71 32H 30 S 0 0 33| 182 900 +141 0 5650 19 23 0.15 16.30 23H 19 0 500 648| 2,116 11,049 +2,058 0 5700 15H 0.11 15.88 0 0 0| 65 7,607 +43 0 5750 9H 10 0.08 15.64 10H 9 0 0 145| 271 4,810 +1,968 0 5800 4H 4H 0.04 15.53 4H 4 0 0 245| 40 819 0 0 5900 2H 2H 0.02 15.93 2H 2H 0 0 241| 0 481 0 0 6000 H 0.01 16.13 0 0 0| 0 199 0 0 6200 CAB 0.00 14.06 0 0 0| 0 22 0 0 6400 CAB 0.00 15.60 0 0 0| 0 0 0 0 6800 Total 0 2,000 4,082| 6,813 51,597 +5,824 0 Indicative a-t-m Vol 21.19 Underlying Price 5345 Time to expiry: 78 Days Nov 10 1355H 0.97 35.86 0 0 0| 0 1 0 0 4000 1163 0.95 33.65 0 0 0| 0 2 0 0 4200 973 0.92 31.30 0 0 0| 0 5 0 0 4400 880H 0.90 30.22 0 0 0| 0 4 0 0 4500 789H 0.88 29.22 0 0 0| 0 9 0 0 4600 700 0.85 28.08 0 0 0| 0 1 0 0 4700 656H 0.84 27.59 0 0 0| 0 0 0 0 4750 613H 0.82 27.04 0 0 0| 0 2 0 0 4800 571 0.80 26.53 0 0 0| 0 4 0 0 4850 529H 0.78 25.97 0 0 0| 0 10 0 0 4900 488H 0.76 25.40 0 0 0| 0 1 0 0 4950 449 0.74 24.90 0 0 0| 0 65 0 0 5000 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 410H 0.71 24.33 0 0 0| 15 68 +15 0 5050 373 0.68 23.80 0 0 0| 20 48 +20 0 5100 336H 0.65 23.24 0 0 0| 1 179 +1 0 5150 301H 0.62 22.70 0 0 0| 4 487 +2 0 5200 268 268 0.59 22.16 268 268 0 0 1| 34 156 0 0 5250 235 236 0.55 21.58 236H 235 0 0 4| 84 245 +82 0 5300 206H 207 0.52 21.15 208 206HS 0 0 4| 24 95 +23 0 5350 175H 178H 0.48 20.55 179 175H 0 0 26| 5 240 +3 0 5400 154 152 0.44 20.01 154 S 150 S 0 0 12| 10 88 0 0 5450 128H 128 0.39 19.49 130 128HS 0 0 12| 40 1,169 +40 0 5500 106H 106 0.35 18.94 106HS 106 S 0 0 11| 30 98 +30 0 5550 84 86H 0.31 18.43 85 84 0 0 16| 545 1,822 +476 0 5600 68H 69 0.27 17.92 71 67H 0 0 52| 3 173 -3 0 5650 54H 54H 0.23 17.45 54H 54H 0 0 20| 13 139 +11 0 5700 41 42 0.19 16.99 42H 40 0 0 23| 31 172 +25 0 5750 29H 32 0.15 16.60 30H 29HS 0 0 20| 366 1,040 +353 0 5800 18 0.10 15.96 0 0 0| 115 877 +114 0 5900 10 0.06 15.71 0 0 0| 240 458 +140 0 6000 2 0.02 14.79 0 0 0| 105 508 +88 0 6200 H 0.00 14.22 0 0 0| 0 0 0 0 6400 CAB 0.00 14.40 0 0 0| 0 0 0 0 6800 Total 0 0 201| 1,685 8,166 +1,420 0 Indicative a-t-m Vol 21.94 Underlying Price 5346H Time to expiry: 106 Days Dec 10 3542 3539 1.00 63.30 3542HS 3541 S 0 0 65| 0 102 0 0 1800 3339H 1.00 55.00 0 0 0| 0 2,021 0 0 2000 3140H 1.00 58.07 0 0 0| 0 0 0 0 2200 2941 1.00 54.18 0 0 0| 0 0 0 0 2400 2742H 1.00 52.85 0 0 0| 0 0 0 0 2600 2544H 0.99 50.65 0 0 0| 0 3,100 0 0 2800 2345H 0.99 47.32 0 0 0| 0 2,510 0 0 3000 2148 0.99 44.88 0 0 0| 0 0 0 0 3200 2050 0.98 44.08 0 0 0| 0 0 0 0 3300 1952 0.98 42.83 0 0 0| 0 1,000 0 0 3400 1854 0.98 41.58 0 0 0| 0 2,629 0 0 3500 1756 0.97 40.33 0 0 0| 0 1,200 0 0 3600 1659 0.97 39.32 0 0 0| 0 10,805 0 0 3700 1561 0.96 37.68 0 0 0| 0 13,500 0 0 3800 1466 0.95 37.08 0 0 0| 0 4,676 0 0 3900 1368 0.95 35.15 0 0 0| 0 13,159 0 0 4000 1275H 0.93 34.83 0 0 0| 0 9,425 0 0 4100 1181 0.92 33.67 0 0 0| 0 17,959 0 0 4200 1088 0.91 32.57 0 0 0| 0 17,700 0 0 4300 996H 0.89 31.54 0 0 0| 0 14,724 0 0 4400 906H 0.87 30.47 0 0 0| 0 18,286 0 0 4500 818 0.85 29.46 0 0 0| 0 9,566 0 0 4600 731H 0.82 28.44 0 0 0| 0 8,455 0 0 4700 689H 0.80 27.95 0 0 0| 0 0 0 0 4750 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 648 0.79 27.44 0 0 0| 0 14,188 0 0 4800 606H 0.77 26.91 0 0 0| 0 0 0 0 4850 566H 0.75 26.40 0 0 0| 0 8,659 -1 0 4900 527H 0.73 25.92 0 0 0| 0 0 0 0 4950 488H 0.71 25.40 0 0 0| 0 30,574 0 0 5000 451H 0.69 24.90 0 0 0| 0 0 0 0 5050 414H 0.66 24.39 0 0 0| 20 15,208 -20 0 5100 379 0.64 23.88 0 0 0| 0 9,527 0 0 5150 345 0.61 23.38 0 0 0| 19 25,476 0 0 5200 308 312 0.58 22.86 308 307 0 0 2| 4 350 -1 0 5250 280 0.55 22.35 0 0 0| 26 27,857 +21 0 5300 251 0.52 21.92 0 0 0| 1 1,072 +501 0 5350 221 222H 0.49 21.45 221 219H 0 0 6| 52 23,486 +249 0 5400 185H 195H 0.46 20.95 185H 185H 0 0 40| 3 33 0 0 5450 166H 170 0.42 20.43 166H 166H 0 0 3| 835 28,622 +303 0 5500 138H 147 0.39 19.99 144HS 138HS 0 0 17| 0 4,502 0 0 5550 125 125 0.35 19.49 125 122H 0 0 13| 31 26,808 +580 0 5600 101H 105H 0.31 19.03 101H 101H 0 0 52| 0 0 0 0 5650 81H 87H 0.28 18.53 86H 81H 0 2,000 2,045| 149 18,773 +118 0 5700 59 59 0.21 17.75 59 58H 0 0 80| 741 32,665 +1,543 0 5800 37H 0.15 16.99 0 0 0| 65 22,047 +65 0 5900 21 22H 0.10 16.30 22 21 0 4,000 4,014| 41 36,078 +1,000 0 6000 13 13 0.07 15.82 13 13 0 0 5| 0 16,505 0 0 6100 7H 0.04 15.51 0 0 0| 0 20,563 0 0 6200 2 0.01 14.80 0 0 0| 0 22,026 0 0 6400 1 1 0.01 15.59 1 1 0 0 140| 0 23,027 0 0 6600 CAB 0.00 14.13 0 0 0| 0 15,373 0 0 6800 CAB 0.00 13.46 0 0 0| 0 8,888 0 0 7000 CAB 0.00 12.88 0 0 0| 0 9,590 0 0 7200 CAB 0.00 11.98 0 0 0| 0 0 0 0 7600 H CAB 0.00 14.40 HS HS 0 0 65| 0 10 0 0 8000 Total 0 6,000 6,547| 1,987 592,724 +4,358 0 Indicative a-t-m Vol 22.95 Underlying Price 5303H Time to expiry: 197 Days Mar 11 3491H 1.00 57.60 0 0 0| 0 0 0 0 1800 3293H 1.00 55.60 0 0 0| 0 30 0 0 2000 3096H 0.99 53.50 0 0 0| 0 0 0 0 2200 2900 0.99 51.30 0 0 0| 0 0 0 0 2400 2704H 0.98 49.13 0 0 0| 0 0 0 0 2600 2509 0.98 46.47 0 0 0| 0 0 0 0 2800 2314H 0.97 44.01 0 0 0| 0 2 0 0 3000 2121 0.96 41.73 0 0 0| 0 0 0 0 3200 2025H 0.96 40.79 0 0 0| 0 0 0 0 3300 1930H 0.95 39.77 0 0 0| 0 0 0 0 3400 1836 0.94 38.83 0 0 0| 0 0 0 0 3500 1742 0.94 37.94 0 0 0| 0 10 0 0 3600 1648H 0.93 36.89 0 0 0| 0 0 0 0 3700 1556H 0.92 36.05 0 0 0| 0 0 0 0 3800 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1466 0.91 35.30 0 0 0| 0 1,522 0 0 3900 1375 0.89 34.37 0 0 0| 0 0 0 0 4000 1285H 0.88 33.45 0 0 0| 0 0 0 0 4100 1197H 0.86 32.57 0 0 0| 0 26 0 0 4200 1111H 0.84 31.77 0 0 0| 0 2 0 0 4300 1025 0.83 30.76 0 0 0| 0 506 0 0 4400 941 0.80 29.90 0 0 0| 0 1,213 0 0 4500 859H 0.78 29.05 0 0 0| 0 6 0 0 4600 779H 0.75 28.16 0 0 0| 0 0 0 0 4700 702H 0.72 27.32 0 0 0| 0 930 0 0 4800 627 0.69 26.45 0 0 0| 750 1,523 +750 0 4900 554H 0.66 25.58 0 0 0| 0 6,726 0 0 5000 485H 0.62 24.70 0 0 0| 0 3,569 0 0 5100 419H 0.58 23.84 0 0 0| 0 9,024 0 0 5200 358 0.54 22.98 0 0 250| 0 3,101 0 0 5300 302 0.49 22.26 0 0 0| 0 5,199 -500 0 5400 249H 0.44 21.44 0 0 0| 1,015 11,992 -433 0 5500 202H 0.39 20.65 0 0 0| 0 5,723 0 0 5600 159H 0.34 19.82 0 0 0| 251 3,294 +241 0 5700 121 123H 0.29 19.13 121 S 121 S 0 0 2| 1 7,010 +1,000 0 5800 93H 0.24 18.48 0 0 0| 0 8,724 0 0 5900 70 0.19 17.93 0 0 0| 0 18,810 0 0 6000 51H 0.15 17.50 0 0 0| 0 10,487 0 0 6100 34 0.11 16.72 0 0 0| 100 13,827 +100 0 6200 14H 0.06 15.70 0 0 0| 100 7,579 0 0 6400 6H 0.03 15.35 0 0 0| 0 5,006 0 0 6600 2H 0.01 14.89 0 0 0| 0 5,382 0 0 6800 1H 0.01 15.09 0 0 0| 0 2,000 0 0 7000 H 0.00 14.89 0 0 0| 0 20 0 0 7200 CAB 0.00 14.52 0 0 0| 0 20 0 0 7600 CAB 0.00 14.05 0 0 0| 0 23 0 0 8000 CAB 0.00 15.00 0 0 0| 0 0 0 0 8800 Total 0 0 252| 2,217 133,286 +1,158 0 Indicative a-t-m Vol 23.57 Underlying Price 5260 Time to expiry: 288 Days Jun 11 2861H 0.98 48.00 0 0 0| 0 0 0 0 2400 2669H 0.97 46.10 0 0 0| 0 0 0 0 2600 2478H 0.96 44.10 0 0 0| 0 0 0 0 2800 2289H 0.95 42.20 0 0 0| 0 2 0 0 3000 2106 0.94 41.01 0 0 0| 0 1 0 0 3200 1917 0.93 38.51 0 0 0| 0 0 0 0 3400 1732H 0.91 36.41 0 0 0| 0 0 0 0 3600 1554H 0.89 34.83 0 0 0| 0 0 0 0 3800 1467 0.87 34.04 0 0 0| 0 0 0 0 3900 1379 0.86 33.08 0 0 0| 0 0 0 0 4000 1293 0.84 32.26 0 0 0| 0 10 0 0 4100 1208H 0.83 31.47 0 0 0| 0 250 0 0 4200 1126 0.81 30.71 0 0 0| 0 0 0 0 4300 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1045 0.79 29.93 0 0 0| 0 0 0 0 4400 966 0.77 29.18 0 0 0| 0 21 0 0 4500 888 0.74 28.41 0 0 0| 0 154 0 0 4600 813 0.72 27.68 0 0 0| 0 250 0 0 4700 739 0.69 26.91 0 0 0| 0 226 0 0 4800 668H 0.66 26.19 0 0 0| 0 696 0 0 4900 600 0.63 25.43 0 0 0| 0 4,547 0 0 5000 534H 0.60 24.72 0 0 0| 0 2,080 0 0 5100 472 0.56 23.98 0 0 0| 0 3,964 0 0 5200 413H 0.53 23.30 0 0 0| 0 2,864 0 0 5300 353H 358H 0.49 22.60 353H 353H 0 0 11| 0 4,186 0 0 5400 296 307 0.45 21.92 296 296 0 0 20| 0 2,105 0 0 5500 260H 0.41 21.30 0 0 0| 0 6,537 0 0 5600 217H 0.36 20.64 0 0 0| 0 441 0 0 5700 179 0.32 20.04 0 0 0| 0 5,078 0 0 5800 144H 0.28 19.41 0 0 0| 0 103 0 0 5900 115H 0.24 18.85 0 0 0| 0 1,570 0 0 6000 90 0.20 18.30 0 0 0| 0 120 0 0 6100 69 0.17 17.78 0 0 0| 10 1,863 +10 0 6200 38 0.11 16.77 0 0 0| 0 534 0 0 6400 19 0.06 15.86 0 0 0| 10 1,186 0 0 6600 9 0.03 15.16 0 0 0| 10 2,040 0 0 6800 5H 0.02 15.29 0 0 0| 0 0 0 0 7000 1 0.01 13.78 0 0 0| 0 0 0 0 7200 CAB 0.00 13.46 0 0 0| 0 0 0 0 8000 CAB 0.00 14.00 0 0 0| 0 0 0 0 8800 Total 0 0 31| 30 40,828 +10 0 Indicative a-t-m Vol 24.28 Underlying Price 5238 Time to expiry: 379 Days Sep 11 3615 0.99 53.40 0 0 0| 0 0 0 0 1600 2846 0.97 46.00 0 0 0| 0 0 0 0 2400 2099H 0.93 38.50 0 0 0| 0 0 0 0 3200 1920H 0.91 37.00 0 0 0| 0 0 0 0 3400 1742 0.89 35.30 0 0 0| 0 0 0 0 3600 1568 0.87 33.70 0 0 0| 0 0 0 0 3800 1396H 0.84 32.00 0 0 0| 0 0 0 0 4000 1228 0.81 30.29 0 0 0| 0 0 0 0 4200 1071 0.77 28.99 0 0 0| 0 0 0 0 4400 995 0.75 28.34 0 0 0| 0 0 0 0 4500 922H 0.73 27.81 0 0 0| 0 0 0 0 4600 852H 0.70 27.27 0 0 0| 0 0 0 0 4700 784 0.68 26.73 0 0 0| 0 0 0 0 4800 718 0.65 26.19 0 0 0| 0 0 0 0 4900 654 0.62 25.61 0 0 0| 0 0 0 0 5000 593 0.59 25.08 0 0 0| 0 0 0 0 5100 534 0.56 24.51 0 0 0| 0 0 0 0 5200 477H 0.53 23.92 0 0 0| 0 180 0 0 5300 423H 0.50 23.34 0 0 0| 0 0 0 0 5400 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 373 0.46 22.77 0 0 0| 0 0 0 0 5500 326H 0.43 22.24 0 0 0| 0 0 0 0 5600 284 0.39 21.73 0 0 0| 0 3 0 0 5700 243H 0.36 21.18 0 0 0| 0 6 0 0 5800 204H 0.32 20.54 0 0 0| 0 0 0 0 5900 170H 0.29 19.97 0 0 0| 0 0 0 0 6000 140H 0.25 19.41 0 0 0| 0 1 0 0 6100 115H 0.22 18.96 0 0 0| 0 481 0 0 6200 75H 0.16 18.18 0 0 0| 0 0 0 0 6400 46H 0.11 17.39 0 0 0| 0 0 0 0 6600 26H 0.07 16.61 0 0 0| 0 0 0 0 6800 15 0.05 15.99 0 0 0| 0 0 0 0 7000 8H 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 H 0.00 17.13 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 671 0 0 Indicative a-t-m Vol 24.63 Underlying Price 5209H Time to expiry: 470 Days Dec 11 3579H 0.99 51.70 0 0 0| 0 0 0 0 1600 2826H 0.96 45.30 0 0 0| 0 0 0 0 2400 2099H 0.91 38.33 0 0 0| 0 0 0 0 3200 1924H 0.89 36.75 0 0 0| 0 2,750 0 0 3400 1753 0.87 35.23 0 0 0| 0 1,950 0 0 3600 1586 0.84 33.81 0 0 0| 0 8,575 0 0 3800 1423H 0.82 32.42 0 0 0| 0 11,000 0 0 4000 1265H 0.78 31.07 0 0 0| 0 19,020 0 0 4200 1114 0.75 29.76 0 0 0| 0 32,200 0 0 4400 1040H 0.73 29.10 0 0 0| 0 4,550 0 0 4500 968 0.71 28.43 0 0 0| 0 1,050 0 0 4600 897H 0.69 27.79 0 0 0| 0 1,575 0 0 4700 829 0.66 27.13 0 0 0| 0 2,710 0 0 4800 762H 0.64 26.50 0 0 0| 0 4,420 0 0 4900 698 0.61 25.86 0 0 0| 0 6,620 0 0 5000 636H 0.59 25.25 0 0 0| 0 2,330 0 0 5100 578 0.56 24.69 0 0 0| 250 7,444 +125 0 5200 522 0.53 24.12 0 0 0| 0 9,320 0 0 5300 468 0.50 23.54 0 0 0| 0 17,060 0 0 5400 417 0.47 22.94 0 0 0| 0 19,825 0 0 5500 367H 0.44 22.33 0 0 0| 0 7,650 0 0 5600 324 0.41 21.82 0 0 0| 0 2,125 0 0 5700 283 0.37 21.31 0 0 0| 0 1,750 0 0 5800 245H 0.34 20.83 0 0 0| 0 2 0 0 5900 211H 0.31 20.40 0 0 0| 0 19,252 0 0 6000 181H 0.28 19.97 0 0 0| 0 0 0 0 6100 154 0.25 19.55 0 0 0| 0 12,250 0 0 6200 107H 0.20 18.76 0 0 0| 0 8,750 0 0 6400 72H 0.15 18.04 0 0 0| 0 8,885 0 0 6600 47H 0.11 17.37 0 0 0| 0 8,010 0 0 6800 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 30 0.07 16.86 0 0 0| 0 10,540 0 0 7000 19 0.05 16.40 0 0 0| 0 13,380 0 0 7200 1H 0.01 14.56 0 0 0| 0 0 0 0 8000 CAB 0.00 14.00 0 0 0| 0 0 0 0 8800 Total 0 0 0| 250 244,993 +125 0 Indicative a-t-m Vol 25.71 Underlying Price 5203H Time to expiry: 561 Days Mar 12 3563 0.99 49.00 0 0 0| 0 0 0 0 1600 2818 0.96 43.00 0 0 0| 0 0 0 0 2400 2106H 0.90 37.00 0 0 0| 0 0 0 0 3200 1782 0.86 35.19 0 0 0| 0 0 0 0 3600 1465H 0.80 32.73 0 0 0| 0 0 0 0 4000 1313 0.77 31.46 0 0 0| 0 0 0 0 4200 1165 0.74 30.15 0 0 0| 0 0 0 0 4400 1094H 0.72 29.59 0 0 0| 0 0 0 0 4500 1024H 0.70 28.96 0 0 0| 0 0 0 0 4600 956H 0.68 28.37 0 0 0| 0 0 0 0 4700 892 0.66 27.85 0 0 0| 0 0 0 0 4800 829 0.64 27.32 0 0 0| 0 0 0 0 4900 768H 0.61 26.82 0 0 0| 0 0 0 0 5000 708H 0.59 26.27 0 0 0| 0 10 0 0 5100 651 0.56 25.73 0 0 0| 0 10 0 0 5200 599H 0.54 25.36 0 0 0| 0 0 0 0 5300 547H 0.51 24.87 0 0 0| 0 0 0 0 5400 493H 0.49 24.20 0 0 0| 0 0 0 0 5500 447 0.46 23.76 0 0 0| 0 0 0 0 5600 402H 0.43 23.30 0 0 0| 0 0 0 0 5700 357 0.40 22.70 0 0 0| 0 0 0 0 5800 318 0.38 22.26 0 0 0| 0 0 0 0 5900 284 0.35 21.93 0 0 0| 0 2,034 0 0 6000 248H 0.32 21.44 0 0 0| 0 0 0 0 6100 218 0.29 21.05 0 0 0| 0 0 0 0 6200 164H 0.24 20.29 0 0 0| 0 0 0 0 6400 118 0.19 19.42 0 0 0| 0 0 0 0 6600 85H 0.15 18.83 0 0 0| 0 0 0 0 6800 37H 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 H 0.00 14.30 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 2,054 0 0 Indicative a-t-m Vol 24.83 Underlying Price 5200H Time to expiry: 652 Days Jun 12 3552H 0.98 49.00 0 0 0| 0 0 0 0 1600 2831H 0.95 44.12 0 0 0| 0 0 0 0 2400 2129H 0.89 37.19 0 0 0| 0 0 0 0 3200 1789H 0.85 33.82 0 0 0| 0 0 0 0 3600 1474H 0.80 31.32 0 0 0| 0 0 0 0 4000 1323 0.77 30.05 0 0 0| 0 0 0 0 4200 1175H 0.73 28.78 0 0 0| 0 0 0 0 4400 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1107 0.72 28.31 0 0 0| 0 0 0 0 4500 1040 0.70 27.81 0 0 0| 0 0 0 0 4600 972H 0.68 27.23 0 0 0| 0 0 0 0 4700 911H 0.66 26.85 0 0 0| 0 0 0 0 4800 852H 0.64 26.48 0 0 0| 0 0 0 0 4900 790 0.61 25.92 0 0 0| 0 0 0 0 5000 731 0.59 25.40 0 0 0| 0 0 0 0 5100 672H 0.57 24.84 0 0 0| 0 0 0 0 5200 621 0.54 24.47 0 0 0| 0 0 0 0 5300 565H 0.52 23.88 0 0 0| 0 0 0 0 5400 516H 0.49 23.45 0 0 0| 0 0 0 0 5500 471H 0.47 23.08 0 0 0| 0 0 0 0 5600 428H 0.44 22.70 0 0 0| 0 0 0 0 5700 385 0.41 22.22 0 0 0| 0 0 0 0 5800 311 0.36 21.50 0 0 0| 0 0 0 0 6000 248 0.31 20.87 0 0 0| 0 0 0 0 6200 189H 0.26 20.05 0 0 0| 0 0 0 0 6400 125 0.19 19.14 0 0 0| 0 7,425 0 0 6700 108 0.17 18.87 0 0 0| 0 0 0 0 6800 58 0.11 17.95 0 0 0| 0 0 0 0 7200 9 0.02 15.50 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 7,425 0 0 Total Calls 0 13,500 22,070| 35,962 1,381,902 +18,534 0 | Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 18.32 Underlying Price 5368 Time to expiry: 15 Days Sep 10 CAB 0.00 98.50 0 0 0| 0 196 0 0 1800 CAB 0.00 104.13 0 0 0| 0 2,418 0 0 2000 CAB 0.00 104.56 0 0 0| 0 717 0 0 2200 CAB 0.00 101.68 0 0 0| 0 3,205 0 0 2400 CAB 0.00 96.72 0 0 0| 0 1,107 0 0 2600 CAB 0.00 90.53 0 0 0| 0 2,465 0 0 2800 CAB 0.00 83.65 0 0 0| 0 3,980 0 0 3000 CAB 0.00 76.48 0 0 0| 0 755 0 0 3200 CAB 0.00 72.88 0 0 0| 0 1,963 0 0 3300 CAB 0.00 69.30 0 0 0| 0 2,441 0 0 3400 CAB 0.00 65.76 0 0 0| 0 11,110 0 0 3500 CAB 0.00 62.28 0 0 0| 0 2,480 0 0 3600 CAB 0.00 58.87 0 0 0| 0 3,418 0 0 3700 CAB 0.00 55.55 0 0 0| 0 11,475 0 0 3800 H 0.00 52.33 0 0 0| 0 2,239 0 0 3900 H 0.00 49.21 0 0 0| 0 11,569 0 0 4000 H 0.00 46.20 0 0 0| 0 3,468 -54 0 4100 H H 0.00 43.81 H H 0 0 3| 0 16,947 -5 0 4200 H 0.00 39.97 0 0 0| 42 7,942 -22 0 4300 1 1 -0.01 37.85 1 1 0 0 50| 225 14,605 +5 0 4400 1 1 -0.01 36.19 1 1 0 0 10| 60 247 +10 0 4450 1H 1 -0.01 35.18 1H 1H 0 0 125| 1,894 24,962 +3,241 0 4500 2H 1 -0.01 34.16 2HS 2HS 0 0 6| 53 1,783 +2 0 4550 3 1H -0.01 32.95 3 1H 0 2,000 2,103| 87 19,427 +531 0 4600 2H 2 -0.02 32.75 2H 2H 0 0 60| 21 8,998 +21 0 4650 3 3 -0.02 32.03 4 S 2H 0 0 179| 916 19,236 +388 0 4700 4 3H -0.03 30.61 4H 3H 0 0 195| 567 1,758 -249 0 4750 5H 4H -0.03 29.68 5H 4 0 3,000 3,479| 1,748 25,604 +2,497 0 4800 6 5 -0.04 28.19 6 S 5H 0 0 33| 608 3,277 +231 0 4850 7 6H -0.05 26.77 7H 6H 0 2,000 2,756| 1,501 13,408 -884 0 4900 9 8 -0.06 25.70 9H 8 0 0 570| 699 1,936 +633 0 4950 10H 9 -0.07 25.12 10H 10H 0 0 1| 0 86 0 0 4975 11H 10H -0.08 24.75 12H 10 0 1,000 3,645| 1,684 29,590 -842 0 5000 11H -0.09 23.99 0 0 0| 0 27 0 0 5025 17 13H -0.10 23.65 17 14 0 0 75| 284 5,440 +1,245 0 5050 17H 15H -0.12 23.17 17H 17H 0 0 18| 0 59 0 0 5075 20 18 -0.14 22.67 21H 18H 0 0 927| 158 16,448 -1,651 0 5100 24H 20 -0.15 22.13 24HS 22 0 0 28| 64 548 +18 0 5125 28 24 -0.18 21.81 28 25 0 0 21| 292 6,953 +69 0 5150 27H -0.20 21.31 0 0 0| 138 1,257 +42 0 5175 38 31H -0.23 20.88 38 S 32 0 0 1,515| 1,826 20,115 -1,975 0 5200 43H 36H -0.26 20.42 43H 36 0 0 200| 328 319 +52 0 5225 46H 42 -0.29 20.03 46H 41H 0 0 41| 293 2,227 +97 0 5250 56H 48H -0.33 19.69 56HS 48H 0 0 59| 57 592 +20 0 5275 66H 56 -0.37 19.25 66H 54 0 0 271| 725 13,303 +61 0 5300 68 64H -0.41 18.87 70 64H 0 0 82| 80 359 +17 0 5325 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 79 74H -0.46 18.59 84 72 0 0 194| 142 2,691 +110 0 5350 90 85 -0.51 18.22 95H 83H 0 0 58| 20 82 +14 0 5375 105 97H -0.56 17.90 108H 95 S 0 0 140| 149 8,375 -65 0 5400 111H 111 -0.61 17.59 111H 111H 0 0 17| 51 103 +51 0 5425 133 125H -0.66 17.27 133 124HS 0 0 15| 122 528 +102 0 5450 142 -0.70 17.06 0 0 0| 0 10 0 0 5475 173 159H -0.75 16.80 173 S 173 S 0 0 1| 0 10,255 -1 0 5500 198H -0.83 16.49 0 0 0| 0 39 0 0 5550 241 -0.89 15.98 0 0 0| 0 4,403 0 0 5600 287H -0.93 16.30 0 0 0| 0 8 0 0 5650 335 -0.96 16.56 0 0 0| 0 2,556 0 0 5700 384 -0.97 16.98 0 0 0| 0 66 0 0 5750 433 -0.98 16.90 0 0 0| 0 6,412 0 0 5800 482H -0.99 16.93 0 0 0| 0 0 0 0 5850 532H -0.99 18.39 0 0 0| 0 62 0 0 5900 582 -1.00 13.00 0 0 0| 0 1 0 0 5950 632 -1.00 12.69 0 0 0| 0 965 0 0 6000 682 -1.00 12.40 0 0 0| 0 0 0 0 6050 732 -1.00 12.14 0 0 0| 0 3 0 0 6100 782 -1.00 11.91 0 0 0| 0 0 0 0 6150 832 -1.00 11.70 0 0 0| 0 0 0 0 6200 931H -1.00 11.37 0 0 0| 0 0 0 0 6300 1031H -1.00 11.15 0 0 0| 0 75 0 0 6400 1231H -1.00 11.03 0 0 0| 0 9 0 0 6600 1431H -1.00 11.31 0 0 0| 0 96 0 0 6800 1631H -1.00 11.97 0 0 0| 0 0 0 0 7000 1831H -1.00 13.02 0 0 0| 0 0 0 0 7200 2231H -1.00 16.18 0 0 0| 0 3 0 0 7600 2631 -1.00 20.50 0 0 0| 0 21 0 0 8000 Total 0 8,000 16,877| 14,834 359,222 +3,709 0 Indicative a-t-m Vol 19.91 Underlying Price 5365 Time to expiry: 43 Days Oct 10 CAB 0.00 29.79 0 0 0| 50 2,489 +50 0 3600 1H CAB 0.00 32.88 2 1H 0 0 480| 340 4,956 +16 0 3800 1 -0.01 33.85 0 0 0| 17 4,164 0 0 4000 4 -0.02 34.15 0 0 0| 55 4,249 +46 0 4200 5H 5H -0.02 32.66 5HS 5HS 0 0 4| 4 1,690 -4 0 4300 8H 8 -0.03 32.01 9 7H 0 0 303| 191 2,558 +142 0 4400 9 -0.04 31.28 0 0 0| 0 306 0 0 4450 11 10H -0.04 30.38 11 11 0 0 104| 4 800 0 0 4500 13 13 -0.05 30.19 13 13 0 0 8| 12 140 +4 0 4550 15H 15 -0.06 29.60 16 15H 0 0 103| 33 1,011 +9 0 4600 17H -0.07 28.96 0 0 0| 11 501 +11 0 4650 20H 20 -0.08 28.29 22 S 19 0 0 102| 1,160 8,198 +1,145 0 4700 24H 23H -0.09 27.63 25 23HS 0 0 229| 88 1,725 +46 0 4750 30H 27H -0.11 27.04 30HS 27 0 1,050 1,107| 30 7,213 +15 0 4800 33 32 -0.13 26.41 34 31H 0 0 64| 36 241 +36 0 4850 39H 37H -0.15 25.78 40 39 0 0 32| 480 5,465 +1,011 0 4900 46H 43H -0.17 25.18 46H 42H 0 0 68| 476 947 +19 0 4950 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 54H 50H -0.19 24.54 54HS 51 0 1,000 1,032| 43 1,113 -2 0 5000 61 59 -0.22 23.92 62 58 0 0 95| 51 241 +25 0 5050 67 63H -0.24 23.59 67 67 0 0 10| 5 55 +1 0 5075 73H 68 -0.25 23.25 73HS 66H 0 0 70| 45 2,934 +19 0 5100 77 73H -0.27 22.97 77H 75H 0 0 16| 384 393 +373 0 5125 80 79 -0.29 22.63 81H 79 0 0 162| 458 1,978 +450 0 5150 90 85 -0.31 22.30 90 88H 0 0 34| 28 26 +26 0 5175 99H 91H -0.33 21.94 99H 90 0 0 199| 42 2,342 +989 0 5200 101H 98H -0.35 21.70 101H 98H 0 0 5| 10 10 +10 0 5225 116 106 -0.37 21.32 116 104 0 0 54| 11 1,199 +792 0 5250 116H 114 -0.39 21.00 119H 116H 0 0 22| 10 21 +10 0 5275 128H 122H -0.42 20.71 132H 120H 0 0 349| 71 143 +8 0 5300 136 131H -0.44 20.37 136 136 0 0 10| 0 0 0 0 5325 151H 141H -0.47 20.05 151HS 146H 0 0 171| 1,414 1,586 +1,280 0 5350 154 152 -0.50 19.81 154 154 0 0 20| 0 0 0 0 5375 169H 163H -0.52 19.51 170 164 S 0 0 35| 16 498 +1 0 5400 175 -0.55 19.19 0 0 0| 0 0 0 0 5425 186H 188 -0.58 18.90 189H 186H 0 0 12| 97 201 +92 0 5450 201 -0.61 18.58 0 0 0| 0 0 0 0 5475 220H 215 -0.64 18.26 222H 220H 0 0 43| 0 357 0 0 5500 246 -0.70 17.69 0 0 0| 10 18 +10 0 5550 280 -0.76 17.15 0 0 0| 0 96 0 0 5600 317H -0.81 16.71 0 0 0| 0 8 0 0 5650 357H -0.85 16.30 0 0 0| 0 4 0 0 5700 400 -0.89 15.88 0 0 0| 0 0 0 0 5750 445 -0.92 15.64 0 0 0| 0 26 0 0 5800 539H -0.96 15.53 0 0 0| 0 0 0 0 5900 637 -0.98 15.93 0 0 0| 0 0 0 0 6000 835 -0.99 16.13 0 0 0| 0 0 0 0 6200 1034 -1.00 14.06 0 0 0| 0 0 0 0 6400 1434 -1.00 15.60 0 0 0| 0 0 0 0 6800 Total 0 2,050 4,943| 5,682 59,902 +6,630 0 Indicative a-t-m Vol 21.19 Underlying Price 5345 Time to expiry: 78 Days Nov 10 12H 13 -0.03 35.86 12H 12H 0 0 65| 122 2,049 +122 0 4000 21H 19H -0.05 33.65 21H 20 0 0 450| 370 1,340 +258 0 4200 29H -0.08 31.30 0 0 0| 10 381 +5 0 4400 36H -0.10 30.22 0 0 0| 15 145 +5 0 4500 45H -0.12 29.22 0 0 0| 23 283 +13 0 4600 57 56 -0.15 28.08 57 57 0 0 260| 60 1,785 +4 0 4700 66 62H -0.16 27.59 66 64HS 0 0 12| 0 3 0 0 4750 72H 69 -0.18 27.04 72H 72H 0 0 2| 24 108 +19 0 4800 77 -0.20 26.53 0 0 0| 5 188 +4 0 4850 85H 85 -0.22 25.97 85H 85H 0 0 1| 1 223 0 0 4900 95 94H -0.24 25.40 95 95 0 0 5| 4 907 0 0 4950 109 105 -0.26 24.90 109 109 0 0 501| 17 432 0 0 5000 120 115H -0.29 24.33 120 120 0 0 20| 14 79 -1 0 5050 128 128H -0.32 23.80 128 128 0 0 1| 88 1,184 +82 0 5100 141H -0.35 23.24 0 0 0| 76 323 +73 0 5150 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 158 156H -0.38 22.70 158 S 158 S 0 0 1| 21 276 +3 0 5200 173 -0.41 22.16 0 0 0| 66 222 +36 0 5250 191 -0.45 21.58 0 0 250| 0 225 0 0 5300 212 -0.48 21.15 0 0 0| 4 80 +4 0 5350 241H 233 -0.52 20.55 241H 232H 0 0 28| 0 178 0 0 5400 260 257 -0.56 20.01 260 S 260 S 0 0 10| 0 11 0 0 5450 281H 283 -0.61 19.49 284H 281H 0 0 11| 10 10 +10 0 5500 311 310H -0.65 18.94 311 S 311 S 0 0 10| 0 0 0 0 5550 341 -0.69 18.43 0 0 0| 0 0 0 0 5600 374 -0.73 17.92 0 0 0| 0 0 0 0 5650 409 -0.77 17.45 0 0 0| 0 0 0 0 5700 446H -0.81 16.99 0 0 0| 0 0 0 0 5750 486H -0.85 16.60 0 0 0| 0 0 0 0 5800 572 -0.90 15.96 0 0 0| 0 0 0 0 5900 664 -0.94 15.71 0 0 0| 0 0 0 0 6000 856 -0.98 14.79 0 0 0| 0 0 0 0 6200 1053H -1.00 14.22 0 0 0| 0 0 0 0 6400 1452H -1.00 14.40 0 0 0| 0 0 0 0 6800 Total 0 0 1,627| 930 10,432 +637 0 Indicative a-t-m Vol 21.94 Underlying Price 5346H Time to expiry: 106 Days Dec 10 H CAB 0.00 63.30 HS HS 0 0 65| 0 1,245 0 0 1800 CAB 0.00 55.00 0 0 0| 0 21,019 0 0 2000 H 0.00 58.07 0 0 0| 0 8,224 0 0 2200 1 0.00 54.18 0 0 0| 40 10,769 +30 0 2400 2 0.00 52.85 0 0 0| 0 12,046 0 0 2600 3 -0.01 50.65 0 0 0| 0 9,250 0 0 2800 4 -0.01 47.32 0 0 0| 0 78,723 0 0 3000 6 -0.01 44.88 0 0 0| 0 22,976 0 0 3200 8 -0.02 44.08 0 0 0| 0 7,368 0 0 3300 9H -0.02 42.83 0 0 0| 23 11,274 0 0 3400 11 -0.02 41.58 0 0 0| 0 26,841 0 0 3500 13 -0.03 40.33 0 0 0| 2,003 29,231 +2,000 0 3600 16 -0.03 39.32 0 0 0| 0 25,972 0 0 3700 20 18 -0.04 37.68 20 19 0 0 240| 20 27,255 0 0 3800 22H -0.05 37.08 0 0 0| 20 11,001 -20 0 3900 24H -0.05 35.15 0 0 0| 60 45,756 +40 0 4000 31H 31H -0.07 34.83 31H 31H 0 0 3| 20 19,825 +20 0 4100 40 37 -0.08 33.67 40 40 0 0 3| 22 26,832 +2 0 4200 44 -0.09 32.57 0 0 0| 0 28,381 0 0 4300 55 52 -0.11 31.54 55 53 0 0 14| 18 26,213 -3 0 4400 63H 61H -0.13 30.47 63HS 62HS 0 0 161| 96 26,290 +80 0 4500 73 -0.15 29.46 0 0 0| 0 31,467 0 0 4600 89 86H -0.18 28.44 89 85 0 750 763| 0 30,304 0 0 4700 94H -0.20 27.95 0 0 0| 3 13 +3 0 4750 102H -0.21 27.44 0 0 0| 868 23,901 +257 0 4800 112H 111H -0.23 26.91 112H 112H 0 0 1| 0 0 0 0 4850 121 -0.25 26.40 0 0 0| 2 31,022 -302 0 4900 132H 131H -0.27 25.92 132H 132H 0 0 1| 2 292 0 0 4950 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 145H 143 -0.29 25.40 147HS 144 0 0 177| 149 42,198 -724 0 5000 159 155H -0.31 24.90 159 159 0 0 3| 3 92 +2 0 5050 175H 168H -0.34 24.39 176 S 170 0 0 21| 17 23,575 +12 0 5100 186H 183 -0.36 23.88 186H 182 0 0 7| 0 9,514 0 0 5150 205H 199 -0.39 23.38 205HS 205HS 0 0 2| 11 33,167 -3 0 5200 215H -0.42 22.86 0 0 0| 108 208 +108 0 5250 234 -0.45 22.35 0 500 500| 530 31,201 -472 0 5300 254H -0.48 21.92 0 0 0| 20 520 +520 0 5350 280H 276 -0.51 21.45 280H 280H 0 0 2| 0 14,147 0 0 5400 298H -0.54 20.95 0 0 0| 0 10 0 0 5450 323 -0.58 20.43 0 0 0| 0 18,980 0 0 5500 350 -0.61 19.99 0 0 0| 0 4,500 0 0 5550 378 -0.65 19.49 0 0 0| 0 10,600 0 0 5600 408H -0.69 19.03 0 0 0| 0 0 0 0 5650 440H -0.72 18.53 0 0 0| 0 9,155 0 0 5700 511H -0.79 17.75 0 0 0| 0 3,585 0 0 5800 589H -0.85 16.99 0 0 0| 0 26 0 0 5900 674H -0.90 16.30 0 0 0| 0 1,134 0 0 6000 765 -0.93 15.82 0 0 0| 0 11 0 0 6100 859 -0.96 15.51 0 0 0| 0 510 0 0 6200 1053H -0.99 14.80 0 0 0| 0 4 0 0 6400 1252 -0.99 15.59 0 0 0| 0 2 0 0 6600 1450H -1.00 14.13 0 0 0| 0 10 0 0 6800 1650 -1.00 13.46 0 0 0| 0 3,525 0 0 7000 1849H -1.00 12.88 0 0 0| 0 0 0 0 7200 2248H -1.00 11.98 0 0 0| 0 0 0 0 7600 2646 2648 -1.00 14.40 2648 S 2646 S 0 0 65| 0 10 0 0 8000 Total 0 1,250 2,028| 4,035 800,174 +1,550 0 Indicative a-t-m Vol 22.95 Underlying Price 5303H Time to expiry: 197 Days Mar 11 2 0.00 57.60 0 0 0| 260 968 0 0 1800 4 0.00 55.60 0 0 0| 0 202 0 0 2000 6 -0.01 53.50 0 0 0| 0 315 0 0 2200 8H -0.01 51.30 0 0 0| 46 2,555 0 0 2400 12 -0.02 49.13 0 0 0| 0 825 0 0 2600 15H -0.02 46.47 0 0 0| 0 747 0 0 2800 20 -0.03 44.01 0 0 0| 0 8,426 0 0 3000 26 -0.04 41.73 0 0 0| 0 689 0 0 3200 30H -0.04 40.79 0 0 0| 0 776 0 0 3300 34H -0.05 39.77 0 0 0| 0 668 0 0 3400 39H -0.06 38.83 0 0 0| 0 12,728 0 0 3500 45H -0.06 37.94 0 0 0| 0 7,774 0 0 3600 51H -0.07 36.89 0 0 0| 0 2,166 0 0 3700 63 59 -0.08 36.05 63 S 63 S 0 0 2| 0 7,919 0 0 3800 68 -0.09 35.30 0 0 0| 0 991 0 0 3900 77 -0.11 34.37 0 0 0| 0 10,748 0 0 4000 87 -0.12 33.45 0 0 0| 1 888 +1 0 4100 98H -0.14 32.57 0 0 0| 0 1,824 -1 0 4200 112 -0.16 31.77 0 0 0| 0 5,476 0 0 4300 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 125 -0.17 30.76 0 0 0| 0 6,879 +1,000 0 4400 141 -0.20 29.90 0 0 0| 0 13,016 0 0 4500 162 159 -0.22 29.05 162 162 0 0 3| 0 3,455 0 0 4600 178H -0.25 28.16 0 0 0| 0 7,854 0 0 4700 204H 201 -0.28 27.32 204HS 204HS 0 0 2| 0 9,482 0 0 4800 225H -0.31 26.45 0 0 0| 0 11,434 0 0 4900 259H 252H -0.34 25.58 259HS 255 S 0 0 22| 0 18,049 0 0 5000 282H -0.38 24.70 0 0 0| 0 19,747 0 0 5100 316H -0.42 23.84 0 0 0| 0 11,176 +1,045 0 5200 361H 354H -0.46 22.98 361HS 359 S 0 0 290| 500 3,564 +125 0 5300 398H -0.51 22.26 0 0 0| 0 1,916 0 0 5400 445H -0.56 21.44 0 0 0| 0 16,819 0 0 5500 506 497H -0.61 20.65 506 S 503 S 0 0 20| 30 2,991 +17 0 5600 554H -0.66 19.82 0 0 0| 0 666 0 0 5700 618 -0.71 19.13 0 0 0| 0 41 0 0 5800 688 -0.76 18.48 0 0 0| 0 0 0 0 5900 763H -0.81 17.93 0 0 0| 0 8,000 0 0 6000 844H -0.85 17.50 0 0 0| 0 0 0 0 6100 927 -0.89 16.72 0 0 0| 0 36 0 0 6200 1106H -0.94 15.70 0 0 0| 0 11 0 0 6400 1298 -0.97 15.35 0 0 0| 0 10 0 0 6600 1493 -0.99 14.89 0 0 0| 0 10 0 0 6800 1691 -0.99 15.09 0 0 0| 0 40 0 0 7000 1889H -1.00 14.89 0 0 0| 0 0 0 0 7200 2287 -1.00 14.52 0 0 0| 0 0 0 0 7600 2685H -1.00 14.05 0 0 0| 0 2 0 0 8000 3482 -1.00 15.00 0 0 0| 0 0 0 0 8800 Total 0 0 339| 837 201,883 +2,187 0 Indicative a-t-m Vol 23.57 Underlying Price 5260 Time to expiry: 288 Days Jun 11 19H -0.02 48.00 0 0 0| 0 2,591 0 0 2400 26 -0.03 46.10 0 0 0| 0 250 0 0 2600 34 -0.04 44.10 0 0 0| 0 129 0 0 2800 43H -0.05 42.20 0 0 0| 0 8,211 +3,000 0 3000 58H -0.06 41.01 0 0 0| 0 3,952 +1,700 0 3200 68H -0.07 38.51 0 0 0| 0 4,923 0 0 3400 82H -0.09 36.41 0 0 0| 0 2,741 0 0 3600 103H -0.11 34.83 0 0 0| 0 1,842 0 0 3800 115H -0.13 34.04 0 0 0| 0 978 0 0 3900 128H 126H -0.14 33.08 128H 128H 0 0 22| 6,000 11,512 +5,225 0 4000 140 -0.16 32.26 0 0 0| 0 291 0 0 4100 155H -0.17 31.47 0 0 0| 0 2,144 0 0 4200 172 -0.19 30.71 0 0 0| 11 2,240 +11 0 4300 190H -0.21 29.93 0 0 0| 16 105 0 0 4400 210H -0.23 29.18 0 0 0| 3,000 4,997 +2,934 0 4500 232 -0.26 28.41 0 0 0| 0 3,616 0 0 4600 256H -0.28 27.68 0 0 0| 0 2,118 0 0 4700 282 -0.31 26.91 0 0 0| 0 2,428 0 0 4800 311 -0.34 26.19 0 0 0| 0 6,877 0 0 4900 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 345 341H -0.37 25.43 345 345 0 0 1| 1 6,267 0 0 5000 375H -0.40 24.72 0 0 0| 1 6,979 0 0 5100 412H -0.44 23.98 0 0 0| 0 6,019 0 0 5200 453H -0.47 23.30 0 0 0| 0 2,311 0 0 5300 497H -0.51 22.60 0 0 0| 0 1,346 0 0 5400 545H -0.55 21.92 0 0 0| 0 106 0 0 5500 598H -0.59 21.30 0 0 0| 0 2,022 0 0 5600 654H -0.64 20.64 0 0 0| 0 1 0 0 5700 715H -0.68 20.04 0 0 0| 0 0 0 0 5800 780H -0.72 19.41 0 0 0| 0 0 0 0 5900 851 -0.76 18.85 0 0 0| 0 0 0 0 6000 925 -0.80 18.30 0 0 0| 0 0 0 0 6100 1003H -0.83 17.78 0 0 0| 0 1 0 0 6200 1171 -0.89 16.77 0 0 0| 0 4 0 0 6400 1350H -0.94 15.86 0 0 0| 0 0 0 0 6600 1539 -0.97 15.16 0 0 0| 0 0 0 0 6800 1734H -0.98 15.29 0 0 0| 0 0 0 0 7000 1929 -0.99 13.78 0 0 0| 0 0 0 0 7200 2723 -1.00 13.46 0 0 0| 0 2 0 0 8000 3518 -1.00 14.00 0 0 0| 0 0 0 0 8800 Total 0 0 23| 9,029 87,003 +12,870 0 Indicative a-t-m Vol 24.28 Underlying Price 5238 Time to expiry: 379 Days Sep 11 8 -0.01 53.40 0 0 0| 0 0 0 0 1600 32H -0.03 46.00 0 0 0| 0 100 0 0 2400 79 -0.07 38.50 0 0 0| 0 1,703 +850 0 3200 98 -0.09 37.00 0 0 0| 0 0 0 0 3400 118 -0.11 35.30 0 0 0| 0 0 0 0 3600 142H -0.13 33.70 0 0 0| 0 0 0 0 3800 169 -0.16 32.00 0 0 0| 0 0 0 0 4000 199 -0.19 30.29 0 0 0| 0 0 0 0 4200 240 -0.23 28.99 0 0 0| 0 0 0 0 4400 263 -0.25 28.34 0 0 0| 0 1 0 0 4500 290 -0.27 27.81 0 0 0| 0 0 0 0 4600 319 -0.30 27.27 0 0 0| 0 1 0 0 4700 350 -0.32 26.73 0 0 0| 0 0 0 0 4800 383 -0.35 26.19 0 0 0| 0 0 0 0 4900 418 -0.38 25.61 0 0 0| 0 0 0 0 5000 456 -0.41 25.08 0 0 0| 0 0 0 0 5100 496 -0.44 24.51 0 0 0| 0 0 0 0 5200 538H -0.47 23.92 0 0 0| 0 0 0 0 5300 584 -0.50 23.34 0 0 0| 0 0 0 0 5400 633 -0.54 22.77 0 0 0| 0 0 0 0 5500 685H -0.57 22.24 0 0 0| 0 35 0 0 5600 742 -0.61 21.73 0 0 0| 0 2 0 0 5700 800H -0.64 21.18 0 0 0| 0 0 0 0 5800 861 -0.68 20.54 0 0 0| 0 0 0 0 5900 926 -0.71 19.97 0 0 0| 0 0 0 0 6000 995 -0.75 19.41 0 0 0| 0 0 0 0 6100 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1069 -0.78 18.96 0 0 0| 0 0 0 0 6200 1228 -0.84 18.18 0 0 0| 0 0 0 0 6400 1397 -0.89 17.39 0 0 0| 0 0 0 0 6600 1575H -0.93 16.61 0 0 0| 0 0 0 0 6800 1762 -0.95 15.99 0 0 0| 0 0 0 0 7000 1953H -0.97 15.66 0 0 0| 0 0 0 0 7200 2739 -1.00 14.75 0 0 0| 0 0 0 0 8000 3532 -1.00 17.13 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 1,842 +850 0 Indicative a-t-m Vol 24.63 Underlying Price 5209H Time to expiry: 470 Days Dec 11 13H -0.01 51.70 0 0 0| 0 500 0 0 1600 50H -0.04 45.30 0 0 0| 30 3,900 +30 0 2400 114 -0.09 38.33 0 0 0| 100 6,730 +950 0 3200 137 -0.11 36.75 0 0 0| 100 7,202 +100 0 3400 163 -0.13 35.23 0 0 0| 2,100 16,425 +600 0 3600 193H -0.16 33.81 0 0 0| 250 10,825 0 0 3800 228 -0.18 32.42 0 0 0| 0 18,311 0 0 4000 268H -0.22 31.07 0 0 0| 0 14,095 0 0 4200 314 -0.25 29.76 0 0 0| 0 16,870 0 0 4400 339H -0.27 29.10 0 0 0| 0 3,825 0 0 4500 365H -0.29 28.43 0 0 0| 0 4,180 0 0 4600 394H -0.31 27.79 0 0 0| 0 3,826 0 0 4700 424H -0.34 27.13 0 0 0| 0 8,850 0 0 4800 457 -0.36 26.50 0 0 0| 0 3,930 0 0 4900 491H -0.39 25.86 0 0 0| 0 16,785 0 0 5000 528 -0.41 25.25 0 0 0| 0 3,640 0 0 5100 568H -0.44 24.69 0 0 0| 250 9,295 0 0 5200 611H -0.47 24.12 0 0 0| 0 5,880 0 0 5300 656H -0.50 23.54 0 0 0| 0 5,505 0 0 5400 704 -0.53 22.94 0 0 0| 0 7,900 0 0 5500 753H -0.56 22.33 0 0 0| 0 8,276 0 0 5600 808H -0.59 21.82 0 0 0| 0 1,625 0 0 5700 866 -0.63 21.31 0 0 0| 0 129 0 0 5800 927H -0.66 20.83 0 0 0| 0 0 0 0 5900 993 -0.69 20.40 0 0 0| 0 1,020 0 0 6000 1061 -0.72 19.97 0 0 0| 0 0 0 0 6100 1132H -0.75 19.55 0 0 0| 0 1 0 0 6200 1284 -0.80 18.76 0 0 0| 0 0 0 0 6400 1446H -0.85 18.04 0 0 0| 0 0 0 0 6600 1618H -0.89 17.37 0 0 0| 0 0 0 0 6800 1799H -0.93 16.86 0 0 0| 0 0 0 0 7000 1985H -0.95 16.40 0 0 0| 0 0 0 0 7200 2758H -0.99 14.56 0 0 0| 0 10 0 0 8000 3547H -1.00 14.00 0 0 0| 0 0 0 0 8800 Total 0 0 0| 2,830 179,535 +1,680 0 Indicative a-t-m Vol 25.71 Underlying Price 5203H Time to expiry: 561 Days Mar 12 16H -0.01 49.00 0 0 0| 0 0 0 0 1600 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 59H -0.04 43.00 0 0 0| 0 0 0 0 2400 135 -0.10 37.00 0 0 0| 0 0 0 0 3200 204 -0.14 35.19 0 0 0| 0 1,750 0 0 3600 281 -0.20 32.73 0 0 0| 0 0 0 0 4000 325H -0.23 31.46 0 0 0| 0 0 0 0 4200 374 -0.26 30.15 0 0 0| 0 0 0 0 4400 402H -0.28 29.59 0 0 0| 0 0 0 0 4500 430H -0.30 28.96 0 0 0| 0 0 0 0 4600 461 -0.32 28.37 0 0 0| 0 0 0 0 4700 495 -0.34 27.85 0 0 0| 0 0 0 0 4800 530 -0.36 27.32 0 0 0| 0 0 0 0 4900 568 -0.39 26.82 0 0 0| 0 0 0 0 5000 607 -0.41 26.27 0 0 0| 0 10 0 0 5100 647H -0.44 25.73 0 0 0| 0 10 0 0 5200 694H -0.46 25.36 0 0 0| 0 0 0 0 5300 741 -0.49 24.87 0 0 0| 0 0 0 0 5400 785 -0.51 24.20 0 0 0| 0 0 0 0 5500 837 -0.54 23.76 0 0 0| 0 1 0 0 5600 891 -0.57 23.30 0 0 0| 0 0 0 0 5700 944 -0.60 22.70 0 0 0| 0 0 0 0 5800 1003H -0.62 22.26 0 0 0| 0 0 0 0 5900 1068 -0.65 21.93 0 0 0| 0 0 0 0 6000 1131 -0.68 21.44 0 0 0| 0 0 0 0 6100 1199 -0.71 21.05 0 0 0| 0 0 0 0 6200 1342 -0.76 20.29 0 0 0| 0 0 0 0 6400 1492H -0.81 19.42 0 0 0| 0 0 0 0 6600 1656H -0.85 18.83 0 0 0| 0 0 0 0 6800 2002H -0.92 17.39 0 0 0| 0 0 0 0 7200 2758H -0.98 15.99 0 0 0| 0 0 0 0 8000 3540 -1.00 14.30 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 1,771 0 0 Indicative a-t-m Vol 24.83 Underlying Price 5200H Time to expiry: 652 Days Jun 12 25H -0.02 49.00 0 0 0| 0 0 0 0 1600 88H -0.05 44.12 0 0 0| 0 750 0 0 2400 170 -0.11 37.19 0 0 0| 0 0 0 0 3200 222 -0.15 33.82 0 0 0| 0 0 0 0 3600 298H -0.20 31.32 0 0 0| 0 7,925 0 0 4000 343 -0.23 30.05 0 0 0| 0 0 0 0 4200 391 -0.27 28.78 0 0 0| 0 0 0 0 4400 421 -0.28 28.31 0 0 0| 0 0 0 0 4500 452 -0.30 27.81 0 0 0| 0 0 0 0 4600 482 -0.32 27.23 0 0 0| 0 0 0 0 4700 519 -0.34 26.85 0 0 0| 0 7,425 0 0 4800 558 -0.36 26.48 0 0 0| 0 0 0 0 4900 594 -0.39 25.92 0 0 0| 0 0 0 0 5000 632H -0.41 25.40 0 0 0| 0 250 0 0 5100 672 -0.43 24.84 0 0 0| 0 1,000 0 0 5200 718H -0.46 24.47 0 0 0| 0 0 0 0 5300 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 761 -0.48 23.88 0 0 0| 0 0 0 0 5400 810 -0.51 23.45 0 0 0| 0 0 0 0 5500 863 -0.53 23.08 0 0 0| 0 0 0 0 5600 917H -0.56 22.70 0 0 0| 0 0 0 0 5700 972 -0.59 22.22 0 0 0| 0 5 0 0 5800 1094 -0.64 21.50 0 0 0| 0 0 0 0 6000 1227 -0.69 20.87 0 0 0| 0 0 0 0 6200 1364H -0.74 20.05 0 0 0| 0 0 0 0 6400 1594 -0.81 19.14 0 0 0| 0 0 0 0 6700 1675 -0.83 18.87 0 0 0| 0 0 0 0 6800 2016H -0.89 17.95 0 0 0| 0 0 0 0 7200 2751H -0.98 15.50 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 17,355 0 0 Total Puts 0 11,300 25,837| 38,177 1,719,119 +30,113 0 Grand Total 0 584,006 607,113| 74,139 3,101,021 +48,647 0 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 5371 Time to expiry: 15 Days 17 Sep 10 2366H 1.00 83.61 0 0 0| 0 1,408 0 0 3001 355 0.92 24.05 0 0 0| 0 227 0 0 5023 130H 0.66 19.48 0 0 0| 0 227 0 0 5287 43 0.35 17.32 0 0 0| 0 208 0 0 5446 3H 0.05 16.43 0 0 0| 0 25 0 0 5676 2H 0.03 16.64 0 0 0| 0 208 0 0 5710 2 0.03 16.83 0 0 0| 0 1,200 0 0 5732 CAB 0.00 15.70 0 0 0| 0 3,000 0 0 5925 CAB 0.00 12.79 0 0 0| 0 452 0 0 5984 CAB 0.00 12.54 0 0 0| 0 1,000 0 0 6025 CAB 0.00 11.32 0 0 0| 0 5,500 0 0 6325 CAB 0.00 11.09 0 0 0| 0 2,000 0 0 6500 CAB 0.00 20.50 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 5371 Time to expiry: 43 Days 15 Oct 10 483 0.85 25.54 0 0 0| 0 140 0 0 4920 CAB 0.00 15.29 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 5371 Time to expiry: 47 Days 19 Oct 10 9 0.07 15.68 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 5371 Time to expiry: 62 Days 3 Nov 10 2328 1.00 33.08 0 0 0| 0 155 0 0 3025 CAB 0.00 14.95 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 5371 Time to expiry: 106 Days 17 Dec 10 1537 0.95 37.53 0 0 0| 0 775 0 0 3825 1441 0.95 36.60 0 0 0| 0 1,125 0 0 3925 1344 0.94 35.07 0 0 0| 0 625 0 0 4025 1251H 0.93 34.54 0 0 0| 0 240 0 0 4125 1157 0.91 33.39 0 0 0| 0 1,000 0 0 4225 1065 0.90 32.31 0 0 0| 0 10,500 0 0 4325 973 0.88 31.27 0 0 0| 0 625 0 0 4425 883H 0.86 30.22 0 0 0| 0 8,750 0 0 4525 N/A 0.00 0 0 0| 0 0 0 0 4750 626H 0.78 27.17 0 0 0| 0 1,500 0 0 4825 546 0.74 26.16 0 0 0| 0 8,000 0 0 4925 469 0.70 25.15 0 0 0| 0 7,050 0 0 5025 421 0.67 24.49 0 0 0| 0 115 0 0 5090 396H 0.65 24.13 0 0 0| 0 1,000 0 0 5125 326H 0.59 23.12 0 0 0| 0 4,525 0 0 5225 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 266H 0.54 22.16 0 0 0| 0 500 0 0 5322 265 0.53 22.14 0 0 0| 0 4,125 0 0 5325 235 0.50 21.68 0 0 0| 0 1,125 0 0 5375 212 0.47 21.27 0 0 0| 0 1,000 0 0 5418 208H 0.47 21.20 0 0 0| 0 8,225 0 0 5425 190 0.45 20.85 0 0 0| 0 500 0 0 5460 182 0.44 20.69 0 0 0| 0 1,000 0 0 5475 163 0.41 20.33 0 0 0| 0 750 0 0 5512 157H 0.40 20.21 0 0 0| 0 10,875 0 0 5525 151 0.39 20.08 0 0 0| 0 500 0 0 5540 149 0.39 20.04 0 0 0| 0 22 0 0 5544 145 0.38 19.96 0 0 0| 0 1,000 0 0 5553 126H 0.35 19.54 0 0 0| 0 1,000 0 0 5595 117H 0.34 19.34 0 0 0| 0 2,500 0 0 5616 113H 0.33 19.26 0 0 0| 0 5,250 0 0 5625 108H 0.32 19.12 0 0 0| 0 750 0 0 5640 96H 0.30 18.80 0 0 0| 0 1,250 0 0 5673 95 0.29 18.75 0 0 0| 0 500 0 0 5678 79 0.26 18.34 0 0 0| 0 11,935 0 0 5725 72H 0.24 18.17 0 0 0| 0 500 0 0 5746 72 0.24 18.16 0 0 0| 0 250 0 0 5748 71H 0.24 18.14 0 0 0| 0 1,000 0 0 5750 59 0.21 17.75 0 0 0| 0 500 0 0 5799 58 0.21 17.73 0 0 0| 0 500 0 0 5802 58 0.21 17.72 0 0 0| 0 2,250 0 0 5803 56H 0.21 17.69 0 0 0| 0 366 0 0 5808 56 0.20 17.67 0 0 0| 0 100 0 0 5810 52H 0.19 17.56 0 0 0| 0 12,075 0 0 5825 44H 0.17 17.27 0 0 0| 0 500 0 0 5862 43H 0.17 17.24 0 0 0| 0 500 0 0 5867 35H 0.15 16.92 0 0 0| 0 2,800 0 0 5909 33 0.14 16.83 0 0 0| 0 250 0 0 5922 32H 0.14 16.81 0 0 0| 0 4,875 0 0 5925 23H 0.11 16.37 0 0 0| 0 250 0 0 5989 23H 0.11 16.36 0 0 0| 0 100 0 0 5990 19H 0.09 16.20 0 0 0| 0 500 0 0 6020 19 0.09 16.18 0 0 0| 0 8,798 0 0 6025 19 0.09 16.17 0 0 0| 0 250 0 0 6027 18H 0.09 16.15 0 0 0| 0 150 0 0 6030 17 0.08 16.06 0 0 0| 0 150 0 0 6050 16H 0.08 16.03 0 0 0| 0 250 0 0 6055 15H 0.08 15.99 0 0 0| 0 100 0 0 6065 15 0.07 15.94 0 0 0| 0 3,500 0 0 6075 11 0.06 15.74 0 0 0| 0 9,950 0 0 6125 11 0.06 15.73 0 0 0| 0 1,250 0 0 6128 9H 0.05 15.67 0 0 0| 0 0 0 0 6150 8H 0.05 15.59 0 0 0| 0 2,500 0 0 6175 8 0.04 15.56 0 0 0| 0 1,000 0 0 6185 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 6 0.04 15.42 0 0 0| 0 11,400 0 0 6225 3 0.02 15.07 0 0 0| 0 4,250 0 0 6325 2H 0.02 14.97 0 0 0| 0 250 0 0 6354 2H 0.02 14.93 0 0 0| 0 1,000 0 0 6365 2 0.01 14.84 0 0 0| 0 1,000 0 0 6390 2 0.01 14.83 0 0 0| 0 500 0 0 6391 1H 0.01 14.90 0 0 0| 0 12,300 0 0 6425 1H 0.01 14.96 0 0 0| 0 1,000 0 0 6439 1H 0.01 15.02 0 0 0| 0 500 0 0 6455 1H 0.01 15.11 0 0 0| 0 500 0 0 6478 1H 0.01 15.17 0 0 0| 0 1,000 0 0 6495 1H 0.01 15.19 0 0 0| 0 1,750 0 0 6500 1H 0.01 15.22 0 0 0| 0 500 0 0 6507 1 0.01 15.29 0 0 0| 0 16,375 0 0 6525 1 0.01 15.52 0 0 0| 0 1,000 0 0 6583 1 0.01 15.53 0 0 0| 0 1,000 0 0 6585 H 0.01 15.40 0 0 0| 0 12,725 0 0 6625 CAB 0.00 14.68 0 0 0| 0 3,000 0 0 6725 CAB 0.00 14.05 0 0 0| 0 5,150 0 0 6825 CAB 0.00 13.39 0 0 0| 0 8,475 0 0 7025 CAB 0.00 13.32 0 0 0| 0 250 0 0 7050 CAB 0.00 13.10 0 0 0| 0 3,750 0 0 7125 CAB 0.00 12.82 0 0 0| 0 13,750 0 0 7225 CAB 0.00 12.60 0 0 0| 0 2,000 0 0 7325 CAB 0.00 12.38 0 0 0| 0 500 0 0 7425 CAB 0.00 12.15 0 0 0| 0 2,350 0 0 7525 CAB 0.00 14.40 0 0 0| 0 6,875 0 0 8025 CAB 0.00 14.40 0 0 0| 0 5,000 0 0 8525 CAB 0.00 14.40 0 0 0| 0 3,000 0 0 8625 CAB 0.00 14.40 0 0 0| 0 250 0 0 9025 CAB 0.00 14.40 0 0 0| 0 15,000 0 0 9625 CAB 0.00 14.40 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 5371 Time to expiry: 197 Days 18 Mar 11 604H 0.67 26.21 0 0 0| 0 15 0 0 4928 397 0.56 23.53 0 0 0| 0 398 0 0 5236 180H 0.36 20.24 0 0 0| 0 200 0 0 5650 112 0.26 18.89 0 0 0| 0 560 0 0 5837 34H 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 5371 Time to expiry: 225 Days 15 Apr 11 1333 0.86 33.53 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 5371 Time to expiry: 229 Days 19 Apr 11 573 0.64 25.52 0 0 0| 0 1,545 0 0 5000 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 2H 0.01 15.16 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 5371 Time to expiry: 243 Days 3 May 11 580H 0.63 25.50 0 0 0| 0 255 0 0 5000 3 0.01 15.19 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 5371 Time to expiry: 288 Days 17 Jun 11 939H 0.74 28.94 0 0 0| 0 24 0 0 4532 679H 0.65 26.30 0 0 0| 0 357 0 0 4884 384H 0.50 22.95 0 0 0| 0 750 0 0 5350 163H 0.30 19.77 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 5371 Time to expiry: 470 Days 16 Dec 11 1842H 0.85 35.99 0 0 0| 0 3,500 0 0 3500 1666H 0.83 34.00 0 0 0| 0 925 0 0 3700 1500H 0.80 32.64 0 0 0| 0 5,125 0 0 3900 1338H 0.77 31.11 0 0 0| 0 8,425 0 0 4100 1240H 0.75 30.38 0 0 0| 0 5,375 0 0 4225 1182H 0.74 29.89 0 0 0| 0 9,100 0 0 4300 1163H 0.74 29.69 0 0 0| 0 6,500 0 0 4325 1088H 0.72 28.96 0 0 0| 0 750 0 0 4425 942H 0.68 27.73 0 0 0| 0 400 0 0 4625 614H 0.56 24.63 0 0 0| 0 1,000 0 0 5125 599H 0.55 24.45 0 0 0| 0 200 0 0 5150 556H 0.53 24.03 0 0 0| 0 375 0 0 5225 542H 0.52 23.90 0 0 0| 0 3,500 0 0 5250 500H 0.50 23.52 0 0 0| 0 1,000 0 0 5325 448H 0.47 22.98 0 0 0| 0 250 0 0 5425 435H 0.47 22.81 0 0 0| 0 3,500 0 0 5450 398H 0.44 22.37 0 0 0| 0 500 0 0 5525 352H 0.41 21.93 0 0 0| 0 600 0 0 5625 309H 0.38 21.43 0 0 0| 0 1,850 0 0 5725 289H 0.37 20.84 0 0 0| 0 1,250 0 0 5750 269H 0.35 20.88 0 0 0| 0 1,925 0 0 5825 238H 0.32 20.72 0 0 0| 0 2,375 0 0 5925 206 0.29 20.29 0 0 0| 0 750 0 0 6025 176H 0.27 19.87 0 0 0| 0 3,250 0 0 6125 162 0.25 19.66 0 0 0| 0 1,250 0 0 6175 147H 0.24 19.46 0 0 0| 0 3,500 0 0 6225 125H 0.21 19.06 0 0 0| 0 2,750 0 0 6325 104 0.18 18.67 0 0 0| 0 1,925 0 0 6425 89H 0.16 18.40 0 0 0| 0 7,000 0 0 6500 85H 0.16 18.31 0 0 0| 0 6,230 0 0 6525 70H 0.14 17.95 0 0 0| 0 7,000 0 0 6625 59 0.12 17.70 0 0 0| 0 500 0 0 6700 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 56 0.12 17.62 0 0 0| 0 2,250 0 0 6725 8 0.02 15.65 0 0 0| 0 250 0 0 7525 CAB 0.00 14.00 0 0 0| 0 3,750 0 0 11000 CAB 0.00 14.00 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 5371 Time to expiry: 561 Days 16 Mar 12 1 0.00 14.67 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 5371 Time to expiry: 596 Days 20 Apr 12 1211H 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 5371 Time to expiry: 620 Days 14 May 12 304H 0.34 21.65 0 0 0| 0 145 0 0 6000 8 0.02 15.67 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 5371 Time to expiry: 841 Days 21 Dec 12 3132H 0.88 48.63 0 0 0| 0 875 0 0 2000 2274H 0.82 38.57 0 0 0| 0 5,500 0 0 3000 1869H 0.78 34.70 0 0 0| 0 1,500 0 0 3500 1791H 0.77 34.00 0 0 0| 0 550 0 0 3600 1714H 0.76 33.36 0 0 0| 0 1,250 0 0 3700 1639H 0.75 32.84 0 0 0| 0 4,750 0 0 3800 1564H 0.73 32.20 0 0 0| 0 1,750 0 0 3900 1491H 0.72 31.50 0 0 0| 0 16,475 0 0 4000 1473H 0.72 31.34 0 0 0| 0 6,000 0 0 4025 1419H 0.71 30.86 0 0 0| 0 6,500 0 0 4100 1346 0.69 30.18 0 0 0| 0 29,450 0 0 4200 1279H 0.68 29.78 0 0 0| 0 2,000 0 0 4300 1258 0.68 29.48 0 0 0| 0 125 0 0 4325 1241H 0.67 29.39 0 0 0| 0 18,000 0 0 4350 1210H 0.66 29.30 0 0 0| 0 13,230 0 0 4400 1143 0.65 28.60 0 0 0| 0 7,575 0 0 4500 1125 0.65 28.39 0 0 0| 0 3,000 0 0 4525 1110 0.64 28.29 0 0 0| 0 6,500 0 0 4550 1080H 0.63 28.10 0 0 0| 0 2,250 0 0 4600 1018 0.62 27.61 0 0 0| 0 9,500 0 0 4700 955H 0.60 27.12 0 0 0| 0 750 0 0 4800 892H 0.58 26.62 0 0 0| 0 1,000 0 0 4900 836H 0.56 26.12 0 0 0| 0 21,325 0 0 5000 823H 0.56 26.02 0 0 0| 0 300 0 0 5025 784H 0.54 25.73 0 0 0| 0 19,725 0 0 5100 729 0.52 25.23 0 0 0| 0 30,475 0 0 5200 703 0.51 25.04 0 0 0| 0 17,500 0 0 5250 676H 0.50 24.84 0 0 0| 0 8,250 0 0 5300 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 650H 0.49 24.65 0 0 0| 0 750 0 0 5350 626H 0.48 24.45 0 0 0| 0 7,750 0 0 5400 615H 0.48 24.36 0 0 0| 0 8,375 0 0 5425 582H 0.46 24.07 0 0 0| 0 4,500 0 0 5500 571H 0.46 23.97 0 0 0| 0 4,500 0 0 5525 538 0.44 23.67 0 0 0| 0 2,150 0 0 5600 526H 0.44 23.57 0 0 0| 0 5,000 0 0 5625 493 0.42 23.27 0 0 0| 0 5,725 0 0 5700 482 0.42 23.17 0 0 0| 0 1,075 0 0 5725 470H 0.41 23.07 0 0 0| 0 250 0 0 5750 448H 0.40 22.88 0 0 0| 0 500 0 0 5800 439 0.39 22.78 0 0 0| 0 3,375 0 0 5825 413H 0.38 22.56 0 0 0| 0 125 0 0 5900 405H 0.37 22.49 0 0 0| 0 2,250 0 0 5925 378 0.36 22.19 0 0 0| 0 9,010 0 0 6000 368H 0.35 22.09 0 0 0| 0 6,925 0 0 6025 334H 0.33 21.79 0 0 0| 0 2,750 0 0 6125 316 0.32 21.59 0 0 0| 0 750 0 0 6175 307 0.31 21.49 0 0 0| 0 1,000 0 0 6200 301H 0.31 21.50 0 0 0| 0 9,075 0 0 6225 272H 0.29 21.10 0 0 0| 0 3,800 0 0 6325 246 0.27 20.81 0 0 0| 0 2,625 0 0 6425 226H 0.26 20.61 0 0 0| 0 3,500 0 0 6500 219H 0.25 20.51 0 0 0| 0 5,750 0 0 6525 197H 0.23 20.21 0 0 0| 0 1,875 0 0 6600 194 0.23 20.21 0 0 0| 0 4,625 0 0 6625 179 0.22 19.99 0 0 0| 0 500 0 0 6700 174H 0.21 19.92 0 0 0| 0 1,375 0 0 6725 157H 0.20 19.61 0 0 0| 0 80 0 0 6800 154 0.20 19.62 0 0 0| 0 2,300 0 0 6825 121 0.17 19.12 0 0 0| 0 6,375 0 0 7000 92 0.13 18.52 0 0 0| 0 2,000 0 0 7200 65H 0.10 17.92 0 0 0| 0 2,000 0 0 7425 59H 0.10 17.83 0 0 0| 0 2,000 0 0 7500 25 0.05 16.72 0 0 0| 0 500 0 0 8000 12H 0.03 16.18 0 0 0| 0 375 0 0 8425 11 0.02 16.09 0 0 0| 0 80 0 0 8500 4 0.01 15.46 0 0 0| 0 750 0 0 9000 H 0.00 14.17 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 5371 Time to expiry: 925 Days 15 Mar 13 410 0.37 22.47 0 0 0| 0 250 0 0 6000 283 0.29 21.23 0 0 0| 0 250 0 0 6400 256H 0.27 20.94 0 0 0| 0 1,250 0 0 6500 204H 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 5371 Time to expiry: 960 Days 19 Apr 13 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1081H 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 5371 Time to expiry: 1205 Days 20 Dec 13 2258H 0.78 36.56 0 0 0| 0 3,000 0 0 3000 1892 0.74 33.62 0 0 0| 0 1,625 0 0 3500 1753H 0.72 32.58 0 0 0| 0 300 0 0 3700 1687 0.71 32.08 0 0 0| 0 2,850 0 0 3800 1553H 0.68 31.09 0 0 0| 0 1,950 0 0 4000 1487H 0.67 30.65 0 0 0| 0 1,000 0 0 4100 1421H 0.66 30.20 0 0 0| 0 52,350 0 0 4200 1361H 0.65 29.74 0 0 0| 0 3,500 0 0 4300 1331H 0.64 29.51 0 0 0| 0 52,500 0 0 4350 1299H 0.64 29.21 0 0 0| 0 17,810 0 0 4400 1241 0.62 28.81 0 0 0| 0 23,500 0 0 4500 1179H 0.61 28.31 0 0 0| 0 1,550 0 0 4600 1121H 0.59 27.92 0 0 0| 0 250 0 0 4700 1062H 0.58 27.52 0 0 0| 0 750 0 0 4800 1011 0.57 27.13 0 0 0| 0 300 0 0 4900 959H 0.55 26.73 0 0 0| 0 4,650 0 0 5000 946H 0.55 26.63 0 0 0| 0 750 0 0 5025 908 0.53 26.33 0 0 0| 0 5,375 0 0 5100 856H 0.52 25.94 0 0 0| 0 7,463 0 0 5200 832 0.51 25.79 0 0 0| 0 18,300 0 0 5250 808 0.50 25.64 0 0 0| 0 3,400 0 0 5300 758 0.49 25.24 0 0 0| 0 27,900 0 0 5400 748 0.48 25.17 0 0 0| 0 125 0 0 5425 737H 0.48 25.09 0 0 0| 0 3,300 0 0 5450 727H 0.48 25.02 0 0 0| 0 1,000 0 0 5475 717H 0.47 24.95 0 0 0| 0 2,500 0 0 5500 676H 0.46 24.65 0 0 0| 0 13,000 0 0 5600 611 0.43 24.10 0 0 0| 0 12,000 0 0 5750 519 0.39 23.47 0 0 0| 0 100 0 0 6000 359 0.31 22.11 0 0 0| 0 1,000 0 0 6500 234H 0.23 20.79 0 0 0| 0 500 0 0 7000 144H 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 5371 Time to expiry: 1323 Days 17 Apr 14 1483H 0.66 29.95 0 0 0| 0 500 0 0 4100 1202H 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 5371 Time to expiry: 1387 Days 20 Jun 14 1262 0.61 28.48 0 0 0| 0 1,000 0 0 4500 624H 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 5371 Time to expiry: 1397 Days 30 Jun 14 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1030 0.54 27.60 0 0 0| 0 1,550 0 0 5000 490H 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 5371 Time to expiry: 1569 Days 19 Dec 14 2160 0.75 31.82 0 0 0| 0 13,000 0 0 3000 1518H 0.66 28.41 0 0 0| 0 25,050 0 0 4000 1459H 0.65 28.17 0 0 0| 0 2,000 0 0 4100 1405H 0.63 27.94 0 0 0| 0 1,750 0 0 4200 1354H 0.62 27.72 0 0 0| 0 2,500 0 0 4300 1304 0.61 27.50 0 0 0| 0 625 0 0 4400 1253H 0.60 27.30 0 0 0| 0 2,125 0 0 4500 1228 0.59 27.20 0 0 0| 0 18,000 0 0 4550 1202H 0.59 27.10 0 0 0| 0 2,500 0 0 4600 1152 0.57 26.90 0 0 0| 0 18,500 0 0 4700 1063H 0.55 26.53 0 0 0| 0 3,200 0 0 4900 1021 0.54 26.35 0 0 0| 0 37,375 0 0 5000 978H 0.52 26.17 0 0 0| 0 20,565 0 0 5100 935H 0.51 25.99 0 0 0| 0 29,088 0 0 5200 914H 0.50 25.90 0 0 0| 0 14,000 0 0 5250 893 0.50 25.81 0 0 0| 0 6,250 0 0 5300 872 0.49 25.73 0 0 0| 0 500 0 0 5350 852H 0.48 25.64 0 0 0| 0 3,000 0 0 5400 844 0.48 25.60 0 0 0| 0 1,000 0 0 5425 817H 0.47 25.47 0 0 0| 0 9,500 0 0 5500 782H 0.46 25.30 0 0 0| 0 15,125 0 0 5600 773H 0.46 25.25 0 0 0| 0 1,000 0 0 5625 747H 0.45 25.12 0 0 0| 0 2,500 0 0 5700 730 0.44 25.04 0 0 0| 0 12,000 0 0 5750 712 0.43 24.95 0 0 0| 0 500 0 0 5800 641H 0.41 24.61 0 0 0| 0 3,375 0 0 6000 612 0.40 24.44 0 0 0| 0 6,000 0 0 6100 375H 0.29 22.88 0 0 0| 0 13,000 0 0 7000 188 0.18 21.03 0 0 0| 0 4,000 0 0 8000 162H 0.16 20.64 0 0 0| 0 750 0 0 8200 149H 0.15 20.44 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 5371 Time to expiry: 1805 Days 12 Aug 15 941H 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 5371 Time to expiry: 1933 Days 18 Dec 15 1081 0.52 26.42 0 0 0| 0 1,000 0 0 5000 973H 0.49 26.27 0 0 0| 0 1,500 0 0 5300 935 0.48 26.11 0 0 0| 0 800 0 0 5400 337H 0.24 23.24 0 0 0| 0 1,000 0 0 7800 Total 0 0 0| 0 4,300 0 0 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 5371 Time to expiry: 15 Days 17 Sep 10 CAB 0.00 83.61 0 0 0| 0 1,408 0 0 3001 1 -0.01 34.55 0 0 0| 0 0 0 0 4531 3H -0.03 30.15 0 0 0| 0 1,200 0 0 4775 3632 -1.00 20.50 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 5371 Time to expiry: 43 Days 15 Oct 10 38H -0.15 25.54 0 0 0| 0 100 0 0 4920 1354 -1.00 15.29 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 5371 Time to expiry: 62 Days 3 Nov 10 CAB 0.00 33.08 0 0 0| 0 155 0 0 3025 1667 -1.00 14.95 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 5371 Time to expiry: 106 Days 17 Dec 10 H 0.00 57.10 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 53.35 0 0 0| 0 3,000 0 0 2525 4 -0.01 47.02 0 0 0| 0 6,000 0 0 3025 11H -0.02 41.27 0 0 0| 0 17,000 0 0 3525 13 -0.03 40.07 0 0 0| 0 1,500 0 0 3625 18H -0.04 37.53 0 0 0| 0 1,025 0 0 3825 19H -0.04 37.38 0 0 0| 0 236 0 0 3850 22 -0.05 36.60 0 0 0| 0 2,375 0 0 3925 25 -0.05 35.07 0 0 0| 0 4,500 0 0 4025 32H -0.07 34.54 0 0 0| 0 240 0 0 4125 37H -0.08 33.39 0 0 0| 0 3,250 0 0 4225 45H -0.09 32.31 0 0 0| 0 7,938 0 0 4325 53 -0.11 31.27 0 0 0| 0 1,000 0 0 4425 55 -0.12 31.01 0 0 0| 0 2,800 0 0 4450 63H -0.13 30.22 0 0 0| 0 8,750 0 0 4525 75H -0.16 29.21 0 0 0| 0 375 0 0 4625 89H -0.18 28.20 0 0 0| 0 4,500 0 0 4725 106 -0.22 27.17 0 0 0| 0 7,500 0 0 4825 125H -0.25 26.16 0 0 0| 0 3,250 0 0 4925 148 -0.30 25.15 0 0 0| 0 7,275 0 0 5025 164H -0.33 24.49 0 0 0| 0 100 0 0 5090 175 -0.35 24.13 0 0 0| 0 180 0 0 5125 205 -0.40 23.12 0 0 0| 0 3,000 0 0 5225 242 -0.46 22.16 0 0 0| 0 500 0 0 5322 243 -0.46 22.14 0 0 0| 0 5,250 0 0 5325 263 -0.49 21.68 0 0 0| 0 1,125 0 0 5375 283 -0.52 21.27 0 0 0| 0 1,000 0 0 5418 286H -0.52 21.20 0 0 0| 0 5,250 0 0 5425 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 303 -0.55 20.85 0 0 0| 0 500 0 0 5460 310 -0.56 20.69 0 0 0| 0 1,000 0 0 5475 327H -0.58 20.33 0 0 0| 0 750 0 0 5512 335 -0.59 20.21 0 0 0| 0 11,975 0 0 5525 343H -0.60 20.08 0 0 0| 0 500 0 0 5540 351 -0.61 19.96 0 0 0| 0 1,000 0 0 5553 374H -0.64 19.54 0 0 0| 0 1,000 0 0 5595 386 -0.66 19.34 0 0 0| 0 2,500 0 0 5616 391H -0.66 19.26 0 0 0| 0 4,375 0 0 5625 401 -0.68 19.12 0 0 0| 0 750 0 0 5640 422 -0.70 18.80 0 0 0| 0 1,250 0 0 5673 425H -0.70 18.75 0 0 0| 0 500 0 0 5678 456 -0.74 18.34 0 0 0| 0 6,880 0 0 5725 471 -0.75 18.17 0 0 0| 0 500 0 0 5746 472H -0.75 18.16 0 0 0| 0 250 0 0 5748 474 -0.75 18.14 0 0 0| 0 1,000 0 0 5750 510 -0.78 17.75 0 0 0| 0 500 0 0 5799 512H -0.78 17.73 0 0 0| 0 500 0 0 5802 513 -0.79 17.72 0 0 0| 0 2,250 0 0 5803 518H -0.79 17.67 0 0 0| 0 100 0 0 5810 529H -0.80 17.56 0 0 0| 0 9,600 0 0 5825 558H -0.82 17.27 0 0 0| 0 500 0 0 5862 562H -0.82 17.24 0 0 0| 0 500 0 0 5867 607 -0.85 16.83 0 0 0| 0 250 0 0 5922 609H -0.86 16.81 0 0 0| 0 4,900 0 0 5925 664H -0.89 16.37 0 0 0| 0 250 0 0 5989 665 -0.89 16.36 0 0 0| 0 100 0 0 5990 691H -0.90 16.20 0 0 0| 0 500 0 0 6020 696 -0.90 16.18 0 0 0| 0 5,523 0 0 6025 697H -0.90 16.17 0 0 0| 0 250 0 0 6027 700H -0.90 16.15 0 0 0| 0 150 0 0 6030 718H -0.91 16.06 0 0 0| 0 150 0 0 6050 723 -0.91 16.03 0 0 0| 0 250 0 0 6055 732H -0.92 15.99 0 0 0| 0 100 0 0 6065 741H -0.92 15.94 0 0 0| 0 3,500 0 0 6075 787H -0.94 15.74 0 0 0| 0 10,450 0 0 6125 790H -0.94 15.73 0 0 0| 0 1,250 0 0 6128 835 -0.95 15.59 0 0 0| 0 2,500 0 0 6175 844H -0.95 15.56 0 0 0| 0 1,000 0 0 6185 882H -0.96 15.42 0 0 0| 0 8,425 0 0 6225 979H -0.97 15.07 0 0 0| 0 4,150 0 0 6325 1007H -0.98 14.97 0 0 0| 0 250 0 0 6354 1018H -0.98 14.93 0 0 0| 0 1,000 0 0 6365 1043 -0.98 14.84 0 0 0| 0 1,000 0 0 6390 1044 -0.98 14.83 0 0 0| 0 500 0 0 6391 1077H -0.98 14.90 0 0 0| 0 5,300 0 0 6425 1091H -0.98 14.96 0 0 0| 0 1,000 0 0 6439 1102H -0.98 15.00 0 0 0| 0 5,000 0 0 6450 1107H -0.98 15.02 0 0 0| 0 500 0 0 6455 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1130 -0.98 15.11 0 0 0| 0 500 0 0 6478 1147 -0.98 15.17 0 0 0| 0 1,000 0 0 6495 1159 -0.98 15.22 0 0 0| 0 500 0 0 6507 1177 -0.99 15.29 0 0 0| 0 10,250 0 0 6525 1234H -0.99 15.52 0 0 0| 0 1,000 0 0 6583 1236H -0.99 15.53 0 0 0| 0 1,000 0 0 6585 1276 -0.99 15.40 0 0 0| 0 9,825 0 0 6625 1375H -0.99 14.68 0 0 0| 0 1,750 0 0 6725 1475 -0.99 14.05 0 0 0| 0 500 0 0 6825 1674H -0.99 13.39 0 0 0| 0 600 0 0 7025 1974 -0.99 12.60 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 5371 Time to expiry: 169 Days 18 Feb 11 361 -0.50 22.00 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 5371 Time to expiry: 197 Days 18 Mar 11 31H -0.04 40.28 0 0 0| 0 2,123 0 0 3350 117 -0.16 31.27 0 0 0| 0 560 0 0 4350 154 -0.21 29.26 0 0 0| 0 2,200 0 0 4575 294H -0.39 24.35 0 0 0| 0 2,200 0 0 5140 525 -0.63 20.24 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 5371 Time to expiry: 210 Days 31 Mar 11 65 -0.09 35.88 0 0 0| 0 0 0 0 3800 83 -0.11 34.19 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 5371 Time to expiry: 225 Days 15 Apr 11 20H -0.02 45.74 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 5371 Time to expiry: 229 Days 19 Apr 11 285 -0.34 25.52 0 0 0| 0 1,545 0 0 5000 1704 -0.97 15.16 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 5371 Time to expiry: 231 Days 21 Apr 11 129 -0.16 31.61 0 0 0| 0 1,663 0 0 4270 478H -0.54 21.70 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 5371 Time to expiry: 243 Days 3 May 11 299 -0.35 25.50 0 0 0| 0 255 0 0 5000 1711 -0.97 15.19 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 5371 Time to expiry: 288 Days 17 Jun 11 163 -0.18 31.09 0 0 0| 0 2,768 0 0 4250 473 -0.48 22.95 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 5371 Time to expiry: 379 Days 16 Sep 11 64 -0.06 40.38 0 0 0| 0 3,000 +1,500 0 3000 134 -0.12 34.18 0 0 0| 0 8 0 0 3740 203 -0.19 30.14 0 0 0| 0 410 0 0 4224 Total 0 0 0| 0 3,418 +1,500 0 Indicative a-t-m Vol 0.00 Underlying Price 5371 Time to expiry: 461 Days 7 Dec 11 1239 -0.76 18.87 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 5371 Time to expiry: 470 Days 16 Dec 11 38 -0.03 46.90 0 0 0| 0 2,750 0 0 2200 56 -0.04 44.43 0 0 0| 0 4,530 0 0 2500 63H -0.05 43.56 0 0 0| 0 3,500 0 0 2600 94H -0.07 40.08 0 0 0| 0 13,942 +1,500 0 3000 148 -0.11 35.99 0 0 0| 0 8,938 0 0 3500 169 -0.13 34.86 0 0 0| 0 12 0 0 3652 176 -0.13 34.52 0 0 0| 0 4,175 0 0 3700 208 -0.16 33.12 0 0 0| 0 1,125 0 0 3900 232 -0.18 32.25 0 0 0| 0 2,000 0 0 4025 236 -0.18 32.10 0 0 0| 0 140 0 0 4048 246 -0.19 31.75 0 0 0| 0 8,115 0 0 4100 269H -0.21 30.90 0 0 0| 0 375 0 0 4225 287 -0.22 30.41 0 0 0| 0 5,825 0 0 4300 293H -0.23 30.25 0 0 0| 0 2,250 0 0 4325 318H -0.24 29.60 0 0 0| 0 625 0 0 4425 368H -0.28 28.27 0 0 0| 0 150 0 0 4625 534H -0.40 25.11 0 0 0| 0 1,000 0 0 5125 545 -0.41 24.97 0 0 0| 0 200 0 0 5150 576 -0.43 24.55 0 0 0| 0 375 0 0 5225 662H -0.48 23.39 0 0 0| 0 250 0 0 5425 717H -0.51 23.04 0 0 0| 0 500 0 0 5525 770H -0.54 22.62 0 0 0| 0 350 0 0 5625 826H -0.57 22.17 0 0 0| 0 1,650 0 0 5725 843H -0.58 22.14 0 0 0| 0 1,250 0 0 5750 886 -0.60 21.64 0 0 0| 0 1,125 0 0 5825 949 -0.63 21.29 0 0 0| 0 2,125 0 0 5925 1015 -0.66 20.91 0 0 0| 0 750 0 0 6025 1085 -0.69 20.52 0 0 0| 0 3,250 0 0 6125 1117 -0.70 20.17 0 0 0| 0 1,250 0 0 6175 1157 -0.71 20.23 0 0 0| 0 1,250 0 0 6225 1233 -0.74 19.93 0 0 0| 0 2,750 0 0 6325 1311 -0.76 19.60 0 0 0| 0 1,500 0 0 6425 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 1392 -0.78 19.45 0 0 0| 0 4,125 0 0 6525 1496 -0.78 20.65 0 0 0| 0 4,750 0 0 6625 1562 -0.82 19.05 0 0 0| 0 2,250 0 0 6725 Total 0 0 0| 0 89,152 +1,500 0 Indicative a-t-m Vol 0.00 Underlying Price 5371 Time to expiry: 561 Days 16 Mar 12 157H -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 5371 Time to expiry: 596 Days 20 Apr 12 104H -0.07 40.25 0 0 0| 0 170 0 0 2800 193 -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 5371 Time to expiry: 620 Days 14 May 12 1080H -0.61 21.65 0 0 0| 0 145 0 0 6000 2744H -0.93 15.67 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 5371 Time to expiry: 652 Days 15 Jun 12 144 -0.09 38.92 0 0 0| 0 100 0 0 3000 1510 -0.74 19.44 0 0 0| 0 1,000 0 0 6600 1531 -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 5371 Time to expiry: 750 Days 21 Sep 12 544H -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 5371 Time to expiry: 841 Days 21 Dec 12 11H -0.01 52.12 0 0 0| 0 2,500 0 0 1000 74 -0.04 44.44 0 0 0| 0 5,200 0 0 2000 93 -0.05 43.06 0 0 0| 0 1,250 0 0 2200 116 -0.06 41.68 0 0 0| 0 17,500 0 0 2400 128H -0.06 40.99 0 0 0| 0 4,520 0 0 2500 131H -0.07 40.82 0 0 0| 0 3,000 0 0 2525 181 -0.09 38.20 0 0 0| 0 750 0 0 2900 196 -0.10 37.51 0 0 0| 0 10,375 0 0 3000 200 -0.10 37.33 0 0 0| 0 4,500 0 0 3025 260 -0.14 34.82 0 0 0| 0 7,250 0 0 3400 279 -0.15 34.12 0 0 0| 0 3,000 0 0 3500 299H -0.16 33.53 0 0 0| 0 1,300 0 0 3600 320H -0.17 32.95 0 0 0| 0 1,000 0 0 3700 340H -0.18 32.35 0 0 0| 0 7,625 0 0 3800 361H -0.19 31.75 0 0 0| 0 1,750 0 0 3900 390 -0.20 31.27 0 0 0| 0 14,375 0 0 4000 425 -0.22 31.08 0 0 0| 0 15,450 0 0 4100 452 -0.23 30.55 0 0 0| 0 11,850 0 0 4200 481 -0.25 30.11 0 0 0| 0 3,700 0 0 4300 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 488 -0.25 29.99 0 0 0| 0 2,450 0 0 4325 511 -0.26 29.68 0 0 0| 0 24,205 0 0 4400 542 -0.28 29.05 0 0 0| 0 10,188 0 0 4500 550 -0.28 28.90 0 0 0| 0 1,000 0 0 4525 575 -0.29 28.50 0 0 0| 0 2,375 0 0 4600 646 -0.33 27.61 0 0 0| 0 250 0 0 4800 684 -0.35 27.25 0 0 0| 0 3,650 0 0 4900 724 -0.36 26.70 0 0 0| 0 16,725 0 0 5000 734 -0.37 26.56 0 0 0| 0 3,750 0 0 5025 766 -0.38 26.22 0 0 0| 0 5,925 0 0 5100 810 -0.40 25.81 0 0 0| 0 8,000 0 0 5200 856 -0.42 25.48 0 0 0| 0 20,550 0 0 5300 880 -0.43 25.34 0 0 0| 0 750 0 0 5350 905 -0.44 25.16 0 0 0| 0 6,000 0 0 5400 917 -0.45 25.03 0 0 0| 0 5,500 0 0 5425 955 -0.46 24.69 0 0 0| 0 5,300 0 0 5500 1008 -0.48 24.32 0 0 0| 0 2,250 0 0 5600 1022 -0.49 24.26 0 0 0| 0 350 0 0 5625 1063 -0.50 24.02 0 0 0| 0 5,575 0 0 5700 1077 -0.51 23.96 0 0 0| 0 1,075 0 0 5725 1100 -0.52 24.19 0 0 0| 0 250 0 0 5750 1135 -0.53 23.75 0 0 0| 0 2,875 0 0 5825 1180 -0.55 23.45 0 0 0| 0 125 0 0 5900 1195 -0.55 23.35 0 0 0| 0 2,500 0 0 5925 1241 -0.57 23.09 0 0 0| 0 4,500 0 0 6000 1257 -0.57 23.03 0 0 0| 0 2,800 0 0 6025 1321 -0.59 22.77 0 0 0| 0 2,250 0 0 6125 1351 -0.61 22.57 0 0 0| 0 750 0 0 6175 1387 -0.62 22.58 0 0 0| 0 2,450 0 0 6225 1438 -0.63 22.39 0 0 0| 0 1,250 0 0 6300 1455 -0.64 22.30 0 0 0| 0 3,800 0 0 6325 1525 -0.65 22.00 0 0 0| 0 3,125 0 0 6425 1598 -0.68 21.81 0 0 0| 0 5,500 0 0 6525 1672 -0.69 21.66 0 0 0| 0 3,875 0 0 6625 1748 -0.71 21.51 0 0 0| 0 2,375 0 0 6725 1826 -0.73 21.28 0 0 0| 0 350 0 0 6825 1988 -0.76 21.08 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 5371 Time to expiry: 896 Days 14 Feb 13 866H -0.42 24.96 0 0 0| 0 4,000 0 0 5300 1182H -0.54 22.72 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 5371 Time to expiry: 925 Days 15 Mar 13 320 -0.16 33.75 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 5371 Time to expiry: 960 Days 19 Apr 13 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 198 -0.09 38.59 0 0 0| 0 146 0 0 2800 399 -0.19 32.00 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 5371 Time to expiry: 1205 Days 20 Dec 13 285 -0.11 36.56 0 0 0| 0 19,875 0 0 3000 390 -0.16 33.62 0 0 0| 0 125 0 0 3500 440 -0.18 32.58 0 0 0| 0 300 0 0 3700 467H -0.19 32.08 0 0 0| 0 2,950 0 0 3800 495H -0.20 31.59 0 0 0| 0 9,000 0 0 3900 522H -0.21 31.09 0 0 0| 0 9,250 0 0 4000 551 -0.22 30.65 0 0 0| 0 725 0 0 4100 579 -0.24 30.20 0 0 0| 0 5,900 0 0 4200 613H -0.25 29.74 0 0 0| 0 3,500 0 0 4300 646 -0.26 29.21 0 0 0| 0 25,150 0 0 4400 682 -0.27 28.81 0 0 0| 0 5,850 0 0 4500 714H -0.29 28.31 0 0 0| 0 1,550 0 0 4600 750H -0.30 27.92 0 0 0| 0 250 0 0 4700 829 -0.33 27.13 0 0 0| 0 12,800 0 0 4900 850 -0.34 26.93 0 0 0| 0 20,000 0 0 4950 871H -0.35 26.73 0 0 0| 0 8,400 0 0 5000 882 -0.35 26.63 0 0 0| 0 750 0 0 5025 914 -0.36 26.33 0 0 0| 0 5,375 0 0 5100 935H -0.37 26.14 0 0 0| 0 20,000 0 0 5150 957 -0.38 25.94 0 0 0| 0 6,663 0 0 5200 1002H -0.39 25.64 0 0 0| 0 6,725 0 0 5300 1047 -0.41 25.24 0 0 0| 0 4,400 0 0 5400 1060H -0.41 25.17 0 0 0| 0 125 0 0 5425 1087 -0.42 25.02 0 0 0| 0 1,000 0 0 5475 1100H -0.43 24.95 0 0 0| 0 15,750 0 0 5500 1154 -0.44 24.65 0 0 0| 0 3,900 0 0 5600 1217 -0.46 24.18 0 0 0| 0 250 0 0 5725 1257 -0.47 23.96 0 0 0| 0 400 0 0 5800 1312 -0.49 23.71 0 0 0| 0 7,000 0 0 5900 1373H -0.51 23.47 0 0 0| 0 100 0 0 6000 2031H -0.66 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 5371 Time to expiry: 1296 Days 21 Mar 14 414 -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 5371 Time to expiry: 1323 Days 17 Apr 14 380H -0.12 40.47 0 0 0| 0 510 0 0 2950 411H -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 5371 Time to expiry: 1569 Days 19 Dec 14 198 -0.08 34.91 0 0 0| 0 1,993 0 0 2500 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 | 275H -0.11 31.82 0 0 0| 0 20,080 0 0 3000 392H -0.16 29.83 0 0 0| 0 8,500 0 0 3500 420 -0.17 29.51 0 0 0| 0 2,500 0 0 3600 548 -0.21 28.41 0 0 0| 0 25,750 0 0 4000 581 -0.22 28.17 0 0 0| 0 2,000 0 0 4100 618H -0.23 27.94 0 0 0| 0 17,000 0 0 4200 659 -0.24 27.72 0 0 0| 0 8,750 0 0 4300 699H -0.25 27.50 0 0 0| 0 3,125 0 0 4400 740H -0.27 27.30 0 0 0| 0 18,375 0 0 4500 781 -0.28 27.10 0 0 0| 0 2,500 0 0 4600 822 -0.29 26.90 0 0 0| 0 750 0 0 4700 916H -0.32 26.53 0 0 0| 0 11,700 0 0 4900 965 -0.33 26.35 0 0 0| 0 13,375 0 0 5000 1014 -0.34 26.17 0 0 0| 0 13,790 0 0 5100 1063 -0.35 25.99 0 0 0| 0 4,275 0 0 5200 1111H -0.37 25.81 0 0 0| 0 16,250 0 0 5300 1136 -0.37 25.73 0 0 0| 0 500 0 0 5350 1162H -0.38 25.64 0 0 0| 0 1,000 0 0 5400 1219 -0.39 25.47 0 0 0| 0 8,750 0 0 5500 1275H -0.41 25.30 0 0 0| 0 3,875 0 0 5600 1331H -0.42 25.12 0 0 0| 0 500 0 0 5700 1500H -0.46 24.61 0 0 0| 0 3,750 0 0 6000 1814 -0.52 23.76 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 5371 Time to expiry: 1805 Days 12 Aug 15 1132 -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 5371 Time to expiry: 1933 Days 18 Dec 15 1207H -0.34 26.27 0 0 0| 0 1,500 0 0 5300 1257H -0.35 26.11 0 0 0| 0 800 0 0 5400 Total 0 0 0| 0 2,300 0 0 Total Puts 0 0 0| 0 1,061,881 +3,000 0 Indicative a-t-m Vol 0.00 Underlying Price 3631.430 Time to expiry: 15 Days 17 Sep 10 12.390 -0.12 28.27 0 0 0| 0 0 0 0 3400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Grand Total 0 394,617 394,617| 0 2,404,392 +3,000 0 CAC 40 Index (XCC) Indicative a-t-m Vol 0.00 Underlying Price 3631.430 Time to expiry: 15 Days 17 Sep 10 13.410 -0.12 28.27 0 0 0| 0 180 0 0 3400 Total 0 0 0| 0 180 0 0 Total Puts 0 0 0| 0 180 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5371 Time to expiry: 15 Days 17 Sep 10 4H -0.03 28.19 0 0 0| 0 0 0 0 4850 Equity Index Options 21:59 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 0 395,939 395,939| 0 2,404,572 +3,000 0 FTSE 100 Index (XUK) Indicative a-t-m Vol 0.00 Underlying Price 5371 Time to expiry: 15 Days 17 Sep 10 16 -0.13 22.67 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 0 397,261 397,261| 0 2,404,572 +3,000 0 FTSE 250 Index FLEX Option (YFS) Indicative a-t-m Vol 0.00 Underlying Price 10141.0 Time to expiry: 15 Days 17 Sep 10 9.5 -0.03 33.12 0 0 0| 0 102 0 0 8984 44.5 -0.13 30.69 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 10141.0 Time to expiry: 43 Days 15 Oct 10 80.5 -0.16 25.51 0 0 0| 0 100 0 0 9308 189.5 -0.34 22.93 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 0 401,227 401,227| 0 2,405,178 +3,000 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3512.780 Time to expiry: 106 Days 17 Dec 10 1023.560 -0.98 20.57 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 0 402,549 402,549| 0 2,411,178 +3,000 0