Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 16.67 Underlying Price 5417 Time to expiry: 14 Days Sep 10 3616 1.00 98.70 0 0 0| 0 185 0 0 1800 3416 1.00 118.26 0 0 0| 0 12 0 0 2000 3216 1.00 125.95 0 0 0| 0 8 0 0 2200 3016H 1.00 126.34 0 0 0| 0 0 0 0 2400 2816H 1.00 122.04 0 0 0| 0 0 0 0 2600 2617 1.00 114.81 0 0 0| 0 11 0 0 2800 2417 1.00 105.52 0 0 0| 0 500 0 0 3000 2217 1.00 94.76 0 0 0| 0 0 0 0 3200 2117 1.00 89.62 0 0 0| 0 0 0 0 3300 2017 1.00 84.62 0 0 0| 0 0 0 0 3400 1917 1.00 79.75 0 0 0| 0 400 0 0 3500 1817 1.00 75.01 0 0 0| 0 3 0 0 3600 1717H 1.00 70.38 0 0 0| 0 1 0 0 3700 1617H 1.00 65.86 0 0 0| 0 0 0 0 3800 1517H 1.00 61.44 0 0 0| 0 0 0 0 3900 1424 1417H 1.00 56.98 1424 S 1422HS 0 0 60| 0 3 0 0 4000 1317H 1.00 52.70 0 0 0| 0 100 0 0 4100 1217 1.00 46.69 0 0 0| 0 200 0 0 4200 1117 1.00 42.75 0 0 0| 0 654 0 0 4300 1017 1.00 38.87 0 0 0| 0 13 0 0 4400 967H 0.99 38.63 0 0 0| 0 0 0 0 4450 917 1.00 35.04 0 0 0| 0 2,427 0 0 4500 867H 0.99 34.69 0 0 0| 0 0 0 0 4550 817H 0.99 32.74 0 0 0| 0 631 0 0 4600 767H 0.99 30.80 0 0 0| 0 10 0 0 4650 718 0.99 29.91 0 0 0| 0 12 0 0 4700 668H 0.99 30.13 0 0 0| 0 2 0 0 4750 644 619 0.98 29.10 644 S 644 S 0 0 62| 0 1,933 0 0 4800 570 0.98 28.22 0 0 0| 0 31 0 0 4850 520H 0.97 26.69 0 0 0| 10 4,407 -29 0 4900 471H 0.96 25.58 0 0 0| 10 478 0 0 4950 447 0.96 24.90 0 0 0| 0 0 0 0 4975 387H 422H 0.95 24.39 450HS 387HS 0 0 66| 10 10,082 +373 0 5000 398 0.94 23.58 0 0 0| 0 10 0 0 5025 374 0.94 22.90 0 0 0| 12 694 -20 0 5050 350 0.93 22.32 0 0 0| 0 47 0 0 5075 314 326 0.92 21.78 343 S 305 0 0 23| 2 11,560 -37 0 5100 302H 0.90 21.26 0 0 0| 0 166 0 0 5125 247H 279H 0.89 20.86 297H 247H 0 0 7| 8 2,823 +8 0 5150 245 256H 0.87 20.29 284HS 239H 0 0 84| 15 950 +15 0 5175 206H 234H 0.85 19.89 263 S 201 0 0 31| 39 17,095 +6 0 5200 197 212H 0.82 19.48 197 197 0 0 27| 17 561 0 0 5225 179 191 0.80 18.98 197H 176H 0 0 51| 27 1,714 -13 0 5250 156 170H 0.77 18.58 185HS 156 0 0 34| 4 497 +4 0 5275 134 151 0.73 18.27 176 S 134 0 0 136| 69 13,378 -1,079 0 5300 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 120H 132 0.69 17.89 151 120H 0 0 37| 18 646 +17 0 5325 96 114H 0.64 17.52 132H 91 0 0 120| 860 3,584 +197 0 5350 79H 98 0.60 17.19 117 79H 0 0 105| 67 427 -44 0 5375 67H 82 0.54 16.75 103 63H 0 0 449| 1,354 11,835 -2,385 0 5400 54H 69 0.49 16.64 89 54H 0 0 255| 179 775 +6 0 5425 46 56H 0.43 16.39 73 S 42HS 0 0 761| 392 3,908 +782 0 5450 35H 45H 0.38 16.04 59 35HS 0 0 83| 73 2,364 +49 0 5475 28H 36 0.32 15.77 48 28 0 1,500 3,353| 876 28,034 -1,349 0 5500 16H 21 0.22 15.34 30H 15 0 0 978| 871 5,495 +201 0 5550 9 12 0.14 15.20 18H 9 0 1,750 4,097| 1,432 28,819 +2,659 0 5600 5 7 0.09 15.27 11 5 0 0 624| 256 2,896 -33 0 5650 3 4 0.06 15.66 6HS 3 0 1,500 2,589| 4,076 28,692 -1,010 0 5700 2H 2H 0.04 16.23 3 2H 0 0 40| 30 1,773 -13 0 5750 2H 1H 0.02 16.68 2H 1H 0 750 1,596| 250 19,613 +2,500 0 5800 H H 0.01 15.84 HS HS 0 0 390| 0 685 0 0 5850 H H 0.01 17.37 HS HS 0 1,000 1,304| 0 13,414 0 0 5900 H H 0.01 18.86 H H 0 0 200| 0 252 0 0 5950 H H 0.01 20.33 H H 0 0 186| 0 27,819 0 0 6000 CAB 0.00 13.36 0 0 0| 0 900 0 0 6050 CAB 0.00 13.46 0 0 0| 0 10,411 0 0 6100 CAB 0.00 13.61 0 0 0| 0 90 0 0 6150 CAB 0.00 13.82 0 0 0| 0 13,681 0 0 6200 CAB 0.00 14.38 0 0 0| 0 40 0 0 6300 CAB 0.00 15.15 0 0 0| 0 12,873 0 0 6400 CAB 0.00 17.27 0 0 0| 0 6,253 0 0 6600 CAB 0.00 20.15 0 0 0| 0 3,024 0 0 6800 CAB 0.00 23.76 0 0 0| 0 1,038 0 0 7000 CAB 0.00 28.08 0 0 0| 0 0 0 0 7200 CAB 0.00 38.73 0 0 0| 0 3 0 0 7600 CAB 0.00 50.00 0 0 0| 0 21 0 0 8000 Total 0 6,500 17,748| 10,957 300,963 +805 0 Indicative a-t-m Vol 18.73 Underlying Price 5414 Time to expiry: 42 Days Oct 10 1812H 1.00 34.75 0 0 0| 0 0 0 0 3600 1613 1.00 35.77 0 0 0| 0 0 0 0 3800 1414 0.99 35.28 0 0 0| 0 0 0 0 4000 1216 0.99 33.77 0 0 0| 0 1 0 0 4200 1117H 0.98 33.01 0 0 0| 0 7 0 0 4300 1019 0.98 31.66 0 0 0| 1 3 0 0 4400 970 0.97 30.98 0 0 0| 0 0 0 0 4450 921 0.97 30.35 0 0 0| 0 1 0 0 4500 872H 0.96 29.70 0 0 0| 0 0 0 0 4550 824 0.95 28.94 0 0 0| 1 266 +1 0 4600 775 0.95 28.03 0 0 0| 0 3 0 0 4650 727 0.94 27.37 0 0 0| 1 6 +1 0 4700 679H 0.93 26.77 0 0 0| 0 15 -1 0 4750 632H 0.92 26.10 0 0 0| 1 98 +1 0 4800 618 586 0.90 25.60 618 S 618 S 0 0 10| 0 30 0 0 4850 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 561H 540 0.89 24.98 561HS 561HS 0 0 62| 0 34 0 0 4900 495 0.87 24.36 0 0 0| 0 12 0 0 4950 450H 0.85 23.73 0 0 0| 1 565 0 0 5000 407H 0.82 23.16 0 0 0| 0 39 0 0 5050 386 0.81 22.86 0 0 0| 0 7 0 0 5075 365 0.79 22.50 0 0 0| 0 654 0 0 5100 344 0.78 22.18 0 0 0| 0 81 0 0 5125 310H 324 0.76 21.89 349HS 310H 0 0 20| 1 328 0 0 5150 304 0.74 21.57 0 0 0| 0 89 0 0 5175 270H 284H 0.72 21.27 306HS 270H 0 0 51| 42 1,792 0 0 5200 257 265H 0.70 21.01 257 S 257 S 0 0 40| 0 21 0 0 5225 235H 247 0.68 20.69 235H 235H 0 0 11| 50 585 +49 0 5250 218 228H 0.66 20.36 218 218 0 0 11| 20 20 +2 0 5275 188 210H 0.63 20.01 210 188 0 0 40| 318 5,768 -2 0 5300 175H 194 0.61 19.74 175HS 175HS 0 0 1| 11 11 +11 0 5325 174H 177H 0.58 19.46 174H 174H 0 0 1| 249 3,303 +1,967 0 5350 179H 161H 0.56 19.10 179H 159 0 0 28| 11 11 +11 0 5375 133 146H 0.53 18.81 164H 133 S 0 0 259| 1,550 4,221 +1,488 0 5400 124 133 0.50 18.67 141H 124 0 0 67| 0 0 0 0 5425 102 119H 0.47 18.40 128HS 102 S 0 0 13| 91 780 -43 0 5450 119H 106 0.44 18.06 119H 119H 0 0 2| 0 0 0 0 5475 82 94 0.41 17.74 104 S 82 S 0 0 32| 140 5,522 -920 0 5500 63 72 0.35 17.18 81 S 63 S 0 0 105| 49 812 +39 0 5550 46 53H 0.29 16.57 62H 44 0 0 127| 233 3,393 +164 0 5600 32H 38H 0.23 16.09 46 S 32 0 0 93| 33 3,431 +2,531 0 5650 23H 27 0.18 15.71 33 23H 0 0 394| 648 14,806 +3,757 0 5700 15H 18H 0.13 15.38 22 S 15HS 0 0 16| 0 7,607 0 0 5750 15 12H 0.10 15.08 15H 12 0 0 579| 145 4,955 +145 0 5800 4H 5H 0.05 14.75 7 4H 0 0 178| 245 1,039 +220 0 5900 3 2H 0.02 15.01 3 3 0 0 190| 241 702 +221 0 6000 2 H 0.01 15.40 2 2 0 0 1| 0 199 0 0 6200 CAB 0.00 13.56 0 0 0| 0 22 0 0 6400 CAB 0.00 14.94 0 0 0| 0 0 0 0 6800 Total 0 0 2,331| 4,082 61,239 +9,642 0 Indicative a-t-m Vol 20.15 Underlying Price 5394 Time to expiry: 77 Days Nov 10 1401H 0.97 35.06 0 0 0| 0 1 0 0 4000 1208 0.96 33.21 0 0 0| 0 2 0 0 4200 1016H 0.93 30.86 0 0 0| 0 5 0 0 4400 922H 0.92 29.76 0 0 0| 0 4 0 0 4500 829H 0.90 28.64 0 0 0| 0 9 0 0 4600 738 0.87 27.50 0 0 0| 0 1 0 0 4700 694 0.86 27.03 0 0 0| 0 0 0 0 4750 649H 0.84 26.49 0 0 0| 0 2 0 0 4800 605H 0.83 25.84 0 0 0| 0 4 0 0 4850 563 0.81 25.32 0 0 0| 0 10 0 0 4900 520H 0.79 24.76 0 0 0| 0 1 0 0 4950 480H 480 0.77 24.29 480HS 480HS 0 0 2| 0 65 0 0 5000 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 440 0.74 23.75 0 0 0| 0 68 0 0 5050 387 400H 0.72 23.20 387 387 0 0 4| 0 48 0 0 5100 342 363H 0.69 22.72 381HS 342 S 0 0 46| 0 179 0 0 5150 308H 326H 0.66 22.17 326 S 308H 0 0 7| 0 487 0 0 5200 301H 291 0.63 21.60 301HS 301HS 0 0 11| 1 155 -1 0 5250 264 257H 0.59 21.06 264 256H 0 0 33| 4 245 0 0 5300 209H 225H 0.55 20.52 227 209HS 0 0 6| 4 99 +4 0 5350 179H 196H 0.51 20.10 205 179HS 0 0 50| 26 249 +9 0 5400 178 168H 0.47 19.56 182H 178 0 0 29| 12 99 +11 0 5450 127H 142H 0.43 19.00 154 127HS 0 0 29| 12 2,178 +1,009 0 5500 125 118H 0.39 18.48 125 123H 0 0 7| 11 109 +11 0 5550 88 97 0.34 17.96 100 88 S 0 0 9| 16 1,837 +15 0 5600 76H 78 0.30 17.42 77HS 75H 0 0 55| 52 225 +52 0 5650 57 62 0.25 17.00 68HS 57 S 0 0 15| 20 159 +20 0 5700 48 0.21 16.53 0 0 0| 23 182 +10 0 5750 34 36H 0.18 16.16 41 S 34 0 0 13| 20 1,060 +20 0 5800 22 20 0.11 15.41 22H 21 0 0 13| 0 2,877 +2,000 0 5900 10H 10H 0.07 14.95 10HS 10HS 0 0 1| 0 458 0 0 6000 1H 0.01 13.16 0 0 0| 0 508 0 0 6200 1 0.01 15.18 0 0 0| 0 0 0 0 6400 CAB 0.00 9.81 0 0 0| 0 0 0 0 6800 Total 0 0 330| 201 11,326 +3,160 0 Indicative a-t-m Vol 21.01 Underlying Price 5395 Time to expiry: 105 Days Dec 10 3587H 1.00 63.50 0 0 0| 65 45 -57 0 1800 3388 1.00 60.03 0 0 0| 0 2,021 0 0 2000 3188H 1.00 56.71 0 0 0| 0 0 0 0 2200 2989H 1.00 53.45 0 0 0| 0 0 0 0 2400 2790H 1.00 52.00 0 0 0| 0 0 0 0 2600 2592 0.99 49.88 0 0 0| 0 3,100 0 0 2800 2393 0.99 46.05 0 0 0| 0 2,510 0 0 3000 2195H 0.99 44.31 0 0 0| 0 0 0 0 3200 2096 0.99 42.53 0 0 0| 0 0 0 0 3300 1997 0.99 40.98 0 0 0| 0 1,000 0 0 3400 1898H 0.98 39.99 0 0 0| 0 2,629 0 0 3500 1802 0.98 39.94 0 0 0| 0 1,200 0 0 3600 1704 0.97 38.58 0 0 0| 0 10,805 0 0 3700 1606H 0.97 37.23 0 0 0| 0 13,500 0 0 3800 1509H 0.96 36.21 0 0 0| 0 4,676 0 0 3900 1411 0.96 34.30 0 0 0| 0 13,159 0 0 4000 1319 0.94 34.39 0 0 0| 0 9,425 0 0 4100 1223H 0.93 33.18 0 0 0| 0 17,959 0 0 4200 1129H 0.92 32.14 0 0 0| 0 17,700 0 0 4300 1036H 0.90 31.04 0 0 0| 0 14,724 0 0 4400 945 0.89 29.95 0 0 0| 0 18,286 0 0 4500 855 0.86 28.94 0 0 0| 0 9,566 0 0 4600 790H 767 0.84 27.93 790HS 790HS 0 0 1| 0 8,455 0 0 4700 724 0.82 27.47 0 0 0| 0 0 0 0 4750 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 704H 681H 0.81 26.92 704HS 704HS 0 0 1| 0 14,188 0 0 4800 639 0.79 26.37 0 0 0| 0 0 0 0 4850 598 0.78 25.88 0 0 0| 0 8,659 0 0 4900 557 0.76 25.37 0 0 0| 0 0 0 0 4950 517H 0.74 24.87 0 0 0| 0 30,574 0 0 5000 479 0.72 24.41 0 0 0| 0 0 0 0 5050 460H 441 0.69 23.88 460HS 460HS 0 0 800| 0 15,208 0 0 5100 404H 0.67 23.39 0 0 0| 0 9,527 0 0 5150 357 369 0.64 22.89 387HS 357 0 0 810| 0 25,476 0 0 5200 334H 0.61 22.42 0 0 0| 2 352 +2 0 5250 311H 301H 0.58 21.89 311H 311H 0 0 1| 0 27,857 0 0 5300 279H 269H 0.55 21.38 279H 279H 0 0 1| 0 1,072 0 0 5350 225H 240 0.52 20.97 246 S 225HS 0 500 694| 6 22,936 -550 0 5400 223H 211H 0.49 20.46 223H 217H 0 0 49| 40 66 +33 0 5450 171H 185 0.45 19.98 195H 171HS 0 600 639| 3 31,273 +2,651 0 5500 167H 159H 0.41 19.48 167H 167H 0 0 5| 17 4,519 +17 0 5550 127 136H 0.38 19.02 144 127 S 0 500 546| 13 26,227 -581 0 5600 110H 115H 0.34 18.54 110H 109 0 0 130| 52 52 +52 0 5650 88 96H 0.30 18.09 100H 88 0 0 56| 2,045 16,675 -2,098 0 5700 78H 79H 0.27 17.67 78H 78H 0 0 20| 0 0 0 0 5750 62H 64H 0.23 17.24 63H 61HS 0 0 80| 80 31,605 -1,060 0 5800 39 41H 0.17 16.53 44HS 39 S 0 0 295| 0 22,042 -5 0 5900 23 25 0.12 15.87 26 23 0 0 20| 4,014 32,081 -3,997 0 6000 13 14 0.07 15.31 14 13 0 0 17| 5 16,510 +5 0 6100 7H 7H 0.04 14.86 8H 7HS 0 0 250| 0 20,563 0 0 6200 2 2 0.01 14.24 2 2 0 0 10| 0 22,026 0 0 6400 H 1 0.01 15.06 H H 0 0 10| 140 23,167 +140 0 6600 H CAB 0.00 13.83 H H 0 0 14| 0 15,373 0 0 6800 CAB 0.00 13.16 0 0 0| 0 8,888 0 0 7000 CAB 0.00 12.57 0 0 0| 0 9,590 0 0 7200 CAB 0.00 11.64 0 0 0| 0 0 0 0 7600 CAB 0.00 14.60 0 0 0| 65 75 +65 0 8000 Total 0 1,600 4,449| 6,547 587,341 -5,383 0 Indicative a-t-m Vol 22.29 Underlying Price 5352 Time to expiry: 196 Days Mar 11 3539H 1.00 57.02 0 0 0| 0 0 0 0 1800 3341H 1.00 55.02 0 0 0| 0 30 0 0 2000 3144 0.99 52.92 0 0 0| 0 0 0 0 2200 2947H 0.99 50.72 0 0 0| 0 0 0 0 2400 2751 0.99 48.55 0 0 0| 0 0 0 0 2600 2555 0.98 45.89 0 0 0| 0 0 0 0 2800 2360 0.98 43.49 0 0 0| 0 2 0 0 3000 2166 0.97 41.32 0 0 0| 0 0 0 0 3200 2069H 0.96 40.21 0 0 0| 0 0 0 0 3300 1974 0.96 39.19 0 0 0| 0 0 0 0 3400 1879 0.95 38.25 0 0 0| 0 0 0 0 3500 1784H 0.94 37.36 0 0 0| 0 10 0 0 3600 1690 0.94 36.31 0 0 0| 0 0 0 0 3700 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1597 0.93 35.48 0 0 0| 0 0 0 0 3800 1505H 0.91 34.72 0 0 0| 0 1,522 0 0 3900 1414 0.90 33.80 0 0 0| 0 0 0 0 4000 1323H 0.89 32.87 0 0 0| 0 0 0 0 4100 1234 0.87 32.00 0 0 0| 0 26 0 0 4200 1146H 0.86 31.19 0 0 0| 0 2 0 0 4300 1058H 0.84 30.19 0 0 0| 0 506 0 0 4400 973H 0.82 29.32 0 0 0| 0 1,213 0 0 4500 890H 0.80 28.47 0 0 0| 0 6 0 0 4600 808H 0.77 27.58 0 0 0| 0 0 0 0 4700 729H 0.74 26.74 0 0 0| 0 930 0 0 4800 652H 0.71 25.87 0 0 0| 0 1,523 0 0 4900 579 0.68 25.08 0 0 0| 0 6,726 0 0 5000 510 0.64 24.36 0 0 0| 0 3,569 0 0 5100 442 0.60 23.50 0 0 0| 0 9,024 0 0 5200 379 0.56 22.69 0 0 0| 250 3,101 0 0 5300 309H 320 0.51 21.92 309H 309H 0 0 12| 0 5,199 0 0 5400 263H 0.46 20.98 0 0 0| 0 11,742 -250 0 5500 215H 0.41 20.29 0 0 0| 0 5,723 0 0 5600 171H 0.36 19.54 0 0 0| 0 3,294 0 0 5700 127 133 0.30 18.82 127 127 0 0 1| 2 7,007 -3 0 5800 100H 100H 0.25 18.09 100H 100 0 0 70| 0 8,724 0 0 5900 74 0.20 17.49 0 0 0| 0 18,810 0 0 6000 51H 53 0.16 16.92 51H 50 S 0 0 25| 0 10,487 0 0 6100 37 0.12 16.38 0 0 0| 0 13,827 0 0 6200 17H 14H 0.06 15.12 17H 17H 0 0 20| 0 7,579 0 0 6400 6H 0.03 14.77 0 0 0| 0 5,006 0 0 6600 2H 0.01 14.31 0 0 0| 0 5,382 0 0 6800 1 0.01 14.51 0 0 0| 0 2,000 0 0 7000 CAB 0.00 11.12 0 0 0| 0 20 0 0 7200 CAB 0.00 13.95 0 0 0| 0 20 0 0 7600 CAB 0.00 13.47 0 0 0| 0 23 0 0 8000 CAB 0.00 14.42 0 0 0| 0 0 0 0 8800 Total 0 0 128| 252 133,033 -253 0 Indicative a-t-m Vol 23.05 Underlying Price 5308H Time to expiry: 287 Days Jun 11 2908H 0.98 48.00 0 0 0| 0 0 0 0 2400 2716 0.97 46.10 0 0 0| 0 0 0 0 2600 2524H 0.97 44.10 0 0 0| 0 0 0 0 2800 2335 0.96 42.20 0 0 0| 0 2 0 0 3000 2147H 0.94 40.44 0 0 0| 0 1 0 0 3200 1961H 0.93 38.51 0 0 0| 0 0 0 0 3400 1776 0.91 36.41 0 0 0| 0 0 0 0 3600 1596H 0.89 34.83 0 0 0| 0 0 0 0 3800 1508H 0.88 34.04 0 0 0| 0 0 0 0 3900 1419H 0.87 33.08 0 0 0| 0 0 0 0 4000 1333 0.85 32.26 0 0 0| 0 10 0 0 4100 1248 0.84 31.47 0 0 0| 0 250 0 0 4200 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1162H 0.82 30.51 0 0 0| 0 0 0 0 4300 1080 0.80 29.74 0 0 0| 0 0 0 0 4400 999H 0.78 28.99 0 0 0| 0 21 0 0 4500 920H 0.76 28.22 0 0 0| 0 154 0 0 4600 844 0.73 27.49 0 0 0| 0 250 0 0 4700 769 0.71 26.72 0 0 0| 0 226 0 0 4800 696H 0.68 25.99 0 0 0| 0 696 0 0 4900 626H 0.65 25.24 0 0 0| 0 4,547 0 0 5000 559H 0.62 24.52 0 0 0| 0 2,080 0 0 5100 495H 0.58 23.79 0 0 0| 0 3,964 0 0 5200 435H 0.54 23.12 0 0 0| 0 2,864 0 0 5300 376H 0.51 22.34 0 0 0| 11 4,185 -1 0 5400 315H 322H 0.46 21.60 339HS 313H 0 0 1,358| 20 2,085 -20 0 5500 272 273H 0.42 20.96 288HS 264 0 0 1,414| 0 6,537 0 0 5600 222 230 0.38 20.37 222 220H 0 0 31| 0 441 0 0 5700 189H 0.34 19.73 0 0 0| 0 5,078 0 0 5800 152H 153 0.30 19.11 152HS 152HS 0 0 10| 0 103 0 0 5900 122H 124 0.26 18.65 122HS 122HS 0 0 10| 0 1,570 0 0 6000 97 0.22 18.09 0 0 0| 0 120 0 0 6100 74 0.18 17.53 0 0 0| 0 1,863 0 0 6200 39H 40 0.11 16.41 39HS 39HS 0 0 1| 0 534 0 0 6400 19H 0.07 15.52 0 0 0| 0 1,186 0 0 6600 8 0.03 14.51 0 0 0| 0 2,040 0 0 6800 3H 0.02 14.06 0 0 0| 0 0 0 0 7000 1H 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 2,824| 31 40,807 -21 0 Indicative a-t-m Vol 23.83 Underlying Price 5287 Time to expiry: 378 Days Sep 11 3662H 0.99 53.40 0 0 0| 0 0 0 0 1600 2893 0.97 46.00 0 0 0| 0 0 0 0 2400 2144 0.93 38.50 0 0 0| 0 0 0 0 3200 1964 0.91 37.00 0 0 0| 0 0 0 0 3400 1785 0.89 35.30 0 0 0| 0 0 0 0 3600 1609H 0.87 33.70 0 0 0| 0 0 0 0 3800 1436H 0.85 32.00 0 0 0| 0 0 0 0 4000 1267 0.82 30.29 0 0 0| 0 0 0 0 4200 1108 0.78 28.99 0 0 0| 0 0 0 0 4400 1031 0.76 28.34 0 0 0| 0 0 0 0 4500 957H 0.74 27.81 0 0 0| 0 0 0 0 4600 886 0.71 27.27 0 0 0| 0 0 0 0 4700 816H 0.69 26.73 0 0 0| 0 0 0 0 4800 749H 0.66 26.19 0 0 0| 0 0 0 0 4900 683H 0.63 25.61 0 0 0| 0 0 0 0 5000 621H 0.61 25.08 0 0 0| 0 0 0 0 5100 561 0.58 24.51 0 0 0| 0 0 0 0 5200 498H 0.54 23.73 0 0 0| 0 180 0 0 5300 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 439 0.51 22.96 0 0 0| 0 0 0 0 5400 385H 0.48 22.32 0 0 0| 0 0 0 0 5500 335 0.44 21.66 0 0 0| 0 0 0 0 5600 290H 0.40 21.14 0 0 0| 0 3 0 0 5700 249H 0.37 20.62 0 0 0| 0 6 0 0 5800 211H 0.33 20.11 0 0 0| 0 0 0 0 5900 180 0.30 19.72 0 0 0| 0 0 0 0 6000 152H 0.27 19.41 0 0 0| 0 1 0 0 6100 126 0.23 18.96 0 0 0| 0 481 0 0 6200 83H 0.17 18.18 0 0 0| 0 0 0 0 6400 52 0.12 17.39 0 0 0| 0 0 0 0 6600 30H 0.08 16.61 0 0 0| 0 0 0 0 6800 17 0.05 15.99 0 0 0| 0 0 0 0 7000 10 0.03 15.66 0 0 0| 0 0 0 0 7200 1 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 23.97 Underlying Price 5258H Time to expiry: 469 Days Dec 11 3624H 0.99 49.80 0 0 0| 0 0 0 0 1600 2867H 0.97 44.24 0 0 0| 0 0 0 0 2400 2136H 0.92 37.59 0 0 0| 0 0 0 0 3200 1959H 0.90 36.05 0 0 0| 0 2,750 0 0 3400 1786 0.88 34.53 0 0 0| 0 1,950 0 0 3600 1617 0.85 33.13 0 0 0| 0 8,575 0 0 3800 1452H 0.83 31.77 0 0 0| 0 11,000 0 0 4000 1293 0.79 30.45 0 0 0| 0 19,020 0 0 4200 1138H 0.76 29.16 0 0 0| 0 32,200 0 0 4400 1064 0.74 28.51 0 0 0| 0 4,550 0 0 4500 991 0.72 27.89 0 0 0| 0 1,050 0 0 4600 919 0.70 27.24 0 0 0| 0 1,575 0 0 4700 849H 0.67 26.60 0 0 0| 0 2,710 0 0 4800 781H 0.65 25.97 0 0 0| 0 4,420 0 0 4900 716H 0.63 25.36 0 0 0| 0 6,620 0 0 5000 653 0.60 24.74 0 0 0| 0 2,330 0 0 5100 594H 0.57 24.25 0 0 0| 0 7,444 0 0 5200 539H 0.54 23.77 0 0 0| 0 9,320 0 0 5300 470 484 0.51 23.18 470 S 470 S 0 0 250| 0 17,060 0 0 5400 431 0.48 22.60 0 0 0| 0 19,825 0 0 5500 381 0.45 22.01 0 0 0| 0 7,650 0 0 5600 335 0.42 21.47 0 0 0| 0 2,125 0 0 5700 293 0.38 20.98 0 0 0| 0 1,750 0 0 5800 254H 0.35 20.51 0 0 0| 0 2 0 0 5900 219H 0.32 20.06 0 0 0| 0 19,252 0 0 6000 188 0.29 19.64 0 0 0| 0 0 0 0 6100 160 0.26 19.25 0 0 0| 0 12,250 0 0 6200 112H 0.20 18.48 0 0 0| 0 8,750 0 0 6400 76 0.15 17.76 0 0 0| 0 8,885 0 0 6600 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 48H 0.11 17.01 0 0 0| 0 8,010 0 0 6800 28H 28H 0.07 16.23 28H 28H 0 0 20| 0 10,540 0 0 7000 17 17 0.05 15.69 17 17 0 0 10| 0 13,380 0 0 7200 2 0.01 14.74 0 0 0| 0 0 0 0 8000 H 0.00 14.50 0 0 0| 0 0 0 0 8800 Total 0 0 280| 0 244,993 0 0 Indicative a-t-m Vol 25.53 Underlying Price 5252H Time to expiry: 560 Days Mar 12 3610 0.99 49.00 0 0 0| 0 0 0 0 1600 2864 0.96 43.00 0 0 0| 0 0 0 0 2400 2149H 0.90 37.00 0 0 0| 0 0 0 0 3200 1822H 0.86 35.19 0 0 0| 0 0 0 0 3600 1504 0.81 32.73 0 0 0| 0 0 0 0 4000 1350 0.78 31.46 0 0 0| 0 0 0 0 4200 1200 0.75 30.15 0 0 0| 0 0 0 0 4400 1129 0.73 29.59 0 0 0| 0 0 0 0 4500 1057H 0.71 28.96 0 0 0| 0 0 0 0 4600 989 0.69 28.37 0 0 0| 0 0 0 0 4700 923 0.67 27.85 0 0 0| 0 0 0 0 4800 859 0.65 27.32 0 0 0| 0 0 0 0 4900 797H 0.62 26.82 0 0 0| 0 0 0 0 5000 736H 0.60 26.27 0 0 0| 0 10 0 0 5100 677H 0.58 25.73 0 0 0| 0 10 0 0 5200 625H 0.55 25.36 0 0 0| 0 0 0 0 5300 572 0.53 24.87 0 0 0| 0 0 0 0 5400 516H 0.50 24.20 0 0 0| 0 0 0 0 5500 469 0.47 23.76 0 0 0| 0 0 0 0 5600 423 0.44 23.30 0 0 0| 0 0 0 0 5700 376 0.42 22.70 0 0 0| 0 0 0 0 5800 336 0.39 22.26 0 0 0| 0 0 0 0 5900 300H 0.36 21.93 0 0 0| 0 2,034 0 0 6000 264 0.33 21.44 0 0 0| 0 0 0 0 6100 232 0.31 21.05 0 0 0| 0 0 0 0 6200 176 0.25 20.29 0 0 0| 0 0 0 0 6400 127H 0.20 19.42 0 0 0| 0 0 0 0 6600 92H 0.16 18.83 0 0 0| 0 0 0 0 6800 41H 0.09 17.39 0 0 0| 0 0 0 0 7200 7H 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 24.65 Underlying Price 5249H Time to expiry: 651 Days Jun 12 3599H 0.98 49.00 0 0 0| 0 0 0 0 1600 2876H 0.95 44.12 0 0 0| 0 0 0 0 2400 2172 0.89 37.19 0 0 0| 0 0 0 0 3200 1830 0.86 33.82 0 0 0| 0 0 0 0 3600 1512H 0.80 31.32 0 0 0| 0 0 0 0 4000 1359H 0.78 30.05 0 0 0| 0 0 0 0 4200 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1210 0.74 28.78 0 0 0| 0 0 0 0 4400 1141 0.72 28.31 0 0 0| 0 0 0 0 4500 1073 0.71 27.81 0 0 0| 0 0 0 0 4600 1004H 0.69 27.23 0 0 0| 0 0 0 0 4700 942H 0.67 26.85 0 0 0| 0 0 0 0 4800 882H 0.64 26.48 0 0 0| 0 0 0 0 4900 819H 0.62 25.92 0 0 0| 0 0 0 0 5000 759 0.60 25.40 0 0 0| 0 0 0 0 5100 699 0.58 24.84 0 0 0| 0 0 0 0 5200 646H 0.55 24.47 0 0 0| 0 0 0 0 5300 590 0.53 23.88 0 0 0| 0 0 0 0 5400 540 0.50 23.45 0 0 0| 0 0 0 0 5500 493H 0.48 23.08 0 0 0| 0 0 0 0 5600 449H 0.45 22.70 0 0 0| 0 0 0 0 5700 404H 0.43 22.22 0 0 0| 0 0 0 0 5800 328 0.37 21.50 0 0 0| 0 0 0 0 6000 263 0.32 20.87 0 0 0| 0 0 0 0 6200 202 0.27 20.05 0 0 0| 0 0 0 0 6400 123 0.19 18.55 0 0 0| 0 7,425 0 0 6700 101 0.17 18.00 0 0 0| 0 0 0 0 6800 47 0.10 16.64 0 0 0| 0 0 0 0 7200 10 0.03 15.50 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 7,425 0 0 Total Calls 0 8,100 28,090| 22,070 1,389,852 +7,950 0 | Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 16.67 Underlying Price 5417 Time to expiry: 14 Days Sep 10 CAB 0.00 98.70 0 0 0| 0 196 0 0 1800 CAB 0.00 118.26 0 0 0| 0 2,418 0 0 2000 CAB 0.00 125.95 0 0 0| 0 717 0 0 2200 CAB 0.00 126.34 0 0 0| 0 3,205 0 0 2400 H 0.00 122.04 0 0 0| 0 1,107 0 0 2600 H 0.00 114.81 0 0 0| 0 2,465 0 0 2800 H 0.00 105.52 0 0 0| 0 3,980 0 0 3000 H 0.00 94.76 0 0 0| 0 755 0 0 3200 H 0.00 89.62 0 0 0| 0 1,963 0 0 3300 H 0.00 84.62 0 0 0| 0 2,441 0 0 3400 H 0.00 79.75 0 0 0| 0 11,110 0 0 3500 H 0.00 75.01 0 0 0| 0 2,480 0 0 3600 H 0.00 70.38 0 0 0| 0 3,418 0 0 3700 H 0.00 65.86 0 0 0| 0 11,475 0 0 3800 H 0.00 61.44 0 0 0| 0 2,239 0 0 3900 H H 0.00 56.98 HS HS 0 0 60| 0 11,569 0 0 4000 H 0.00 52.70 0 0 0| 0 3,468 0 0 4100 H 0.00 46.69 0 0 0| 3 16,947 0 0 4200 H 0.00 42.75 0 0 0| 0 7,942 0 0 4300 H 0.00 38.87 0 0 0| 50 14,625 +20 0 4400 H -0.01 38.63 0 0 0| 10 254 +7 0 4450 1 H 0.00 35.04 1 1 0 0 25| 125 24,312 -650 0 4500 1 H -0.01 34.69 1 1 0 0 10| 6 1,783 0 0 4550 H -0.01 32.74 0 0 0| 2,103 17,251 -2,176 0 4600 1H H -0.01 30.80 1H H 0 0 903| 60 9,043 +45 0 4650 2 1 -0.01 29.91 2 2 0 0 20| 179 18,674 -562 0 4700 2 1H -0.01 30.13 2 2 0 0 20| 195 1,620 -138 0 4750 3H 2 -0.02 29.10 4 S 2H 0 4,750 4,998| 3,479 25,626 +22 0 4800 4H 3 -0.02 28.22 4H 2H 0 0 50| 33 3,288 +11 0 4850 5 3H -0.03 26.69 5 4 0 0 490| 2,756 11,937 -1,471 0 4900 6H 4H -0.04 25.58 6H 4 0 0 86| 570 2,402 +466 0 4950 5 -0.04 24.90 0 0 0| 1 86 0 0 4975 9 5H -0.05 24.39 9 S 5 0 3,000 3,639| 3,645 29,262 -328 0 5000 8 6 -0.06 23.58 8HS 6 0 0 47| 0 27 0 0 5025 11 7 -0.06 22.90 11 7 0 0 519| 75 3,672 -1,768 0 5050 12H 8 -0.07 22.32 12H 7 0 0 100| 18 72 +13 0 5075 15H 9 -0.08 21.78 15HS 8 0 2,250 3,559| 927 16,360 -88 0 5100 18H 10H -0.10 21.26 18H 11 0 0 131| 28 536 -12 0 5125 21H 12H -0.11 20.86 22 S 10H 0 0 623| 21 6,867 -86 0 5150 21 14H -0.13 20.29 21 14H 0 0 28| 0 1,257 0 0 5175 29 17H -0.15 19.89 29 S 16 0 0 1,023| 1,515 20,123 +8 0 5200 27H 20H -0.18 19.48 29HS 18H 0 0 35| 200 507 +188 0 5225 38H 24 -0.20 18.98 40HS 20 S 0 0 1,142| 41 2,211 -16 0 5250 42H 28H -0.23 18.58 42H 26 0 0 99| 59 595 +3 0 5275 49 34 -0.27 18.27 49 32 0 0 776| 271 13,404 +101 0 5300 58H 40 -0.31 17.89 59 S 36 0 0 505| 82 408 +49 0 5325 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 67 47H -0.36 17.52 67 40H 0 0 702| 194 2,758 +67 0 5350 79H 56 -0.40 17.19 79H 45HS 0 0 137| 58 129 +47 0 5375 91 65 -0.46 16.75 94 54H 0 0 451| 140 8,401 +26 0 5400 104H 77 -0.51 16.64 104H 67 0 0 166| 17 103 0 0 5425 115 89H -0.57 16.39 115 S 81 0 0 161| 15 543 +15 0 5450 130 103H -0.62 16.04 130 S 91 0 0 105| 0 10 0 0 5475 148H 119 -0.68 15.77 148HS 104HS 0 0 148| 1 10,254 -1 0 5500 154 154 -0.78 15.34 154 154 0 0 20| 0 39 0 0 5550 195 -0.86 15.20 0 0 0| 0 4,403 0 0 5600 240 -0.91 15.27 0 0 0| 0 8 0 0 5650 287 -0.94 15.66 0 0 0| 0 2,556 0 0 5700 335H -0.96 16.23 0 0 0| 0 66 0 0 5750 384H -0.98 16.68 0 0 0| 0 6,412 0 0 5800 433H -0.99 15.84 0 0 0| 0 0 0 0 5850 483H -0.99 17.37 0 0 0| 0 62 0 0 5900 533H -0.99 18.86 0 0 0| 0 1 0 0 5950 576 583H -0.99 20.33 577HS 576 S 0 0 60| 0 965 0 0 6000 633 -1.00 13.36 0 0 0| 0 0 0 0 6050 683 -1.00 13.46 0 0 0| 0 3 0 0 6100 733 -1.00 13.61 0 0 0| 0 0 0 0 6150 783 -1.00 13.82 0 0 0| 0 0 0 0 6200 883 -1.00 14.38 0 0 0| 0 0 0 0 6300 982H -1.00 15.15 0 0 0| 0 75 0 0 6400 1182H -1.00 17.27 0 0 0| 0 9 0 0 6600 1382H -1.00 20.15 0 0 0| 0 96 0 0 6800 1582H -1.00 23.76 0 0 0| 0 0 0 0 7000 1782H -1.00 28.08 0 0 0| 0 0 0 0 7200 2182H -1.00 38.73 0 0 0| 0 3 0 0 7600 2582H -1.00 50.00 0 0 0| 0 21 0 0 8000 Total 0 10,000 20,838| 16,877 353,014 -6,208 0 Indicative a-t-m Vol 18.73 Underlying Price 5414 Time to expiry: 42 Days Oct 10 CAB 0.00 34.75 0 0 0| 0 2,489 0 0 3600 H 0.00 35.77 0 0 0| 480 5,176 +220 0 3800 1H 1 -0.01 35.28 2 1H 0 0 290| 0 4,147 -17 0 4000 4 3 -0.01 33.77 4 4 0 0 14| 0 4,249 0 0 4200 5 4 -0.02 33.01 5 4 0 0 43| 4 1,686 -4 0 4300 5H 5H -0.02 31.66 5H 5H 0 0 1| 303 2,807 +249 0 4400 6H -0.03 30.98 0 0 0| 0 306 0 0 4450 7 8 -0.03 30.35 8 7 0 0 184| 104 869 +69 0 4500 9 -0.04 29.70 0 0 0| 8 147 +7 0 4550 14 10H -0.05 28.94 14 S 8HS 0 0 190| 103 1,107 +96 0 4600 15H 11H -0.05 28.03 15H 13H 0 0 66| 0 501 0 0 4650 17H 13H -0.06 27.37 18 15H 0 0 244| 102 8,294 +96 0 4700 16H 16 -0.07 26.77 16H 16H 0 0 325| 229 1,901 +176 0 4750 26H 19 -0.08 26.10 26H 18 S 0 0 274| 1,107 7,909 +696 0 4800 27 22H -0.10 25.60 28H 21 0 0 70| 64 305 +64 0 4850 31H 26H -0.11 24.98 31H 25 0 0 12| 32 5,040 -425 0 4900 37H 31H -0.13 24.36 37HS 37 S 0 0 2| 68 497 -450 0 4950 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 44 37 -0.15 23.73 45 34 0 0 81| 1,032 2,084 +971 0 5000 40 43H -0.18 23.16 45H 40 0 0 44| 95 250 +9 0 5050 47H 47H -0.19 22.86 47H 47H 0 0 30| 10 65 +10 0 5075 66H 51 -0.21 22.50 66H 47 0 0 182| 70 2,888 -46 0 5100 66 55H -0.22 22.18 66 66 0 0 20| 16 393 0 0 5125 70H 60 -0.24 21.89 70HS 55HS 0 0 15| 162 2,131 +153 0 5150 80 65 -0.26 21.57 80 80 0 0 1| 34 51 +25 0 5175 85 70H -0.28 21.27 85 65HS 0 0 186| 199 2,297 -45 0 5200 72 76H -0.30 21.01 73H 72 0 0 6| 5 15 +5 0 5225 96H 83 -0.32 20.69 96H 78 0 0 152| 54 1,210 +11 0 5250 80 89H -0.34 20.36 92H 80 0 0 17| 22 42 +21 0 5275 117 96H -0.37 20.01 117 S 90HS 0 0 282| 349 468 +325 0 5300 100 105 -0.39 19.74 100 99 0 0 5| 10 10 +10 0 5325 129 113H -0.42 19.46 129 S 104 0 0 72| 171 3,736 +2,150 0 5350 138H 122H -0.44 19.10 138H 138H 0 0 10| 20 0 0 0 5375 148 132H -0.47 18.81 151 122 S 0 0 45| 35 523 +25 0 5400 142 144 -0.50 18.67 142 142 0 0 10| 0 0 0 0 5425 182H 155H -0.53 18.40 183HS 182H 0 0 15| 12 211 +10 0 5450 167 -0.56 18.06 0 0 0| 0 0 0 0 5475 198H 180 -0.59 17.74 198H 166 0 0 33| 43 399 +42 0 5500 226H 208 -0.65 17.18 226H 226H 0 0 11| 0 18 0 0 5550 239 -0.71 16.57 0 0 0| 0 96 0 0 5600 274H -0.77 16.09 0 0 0| 0 8 0 0 5650 313 -0.82 15.71 0 0 0| 0 4 0 0 5700 354H -0.87 15.38 0 0 0| 0 0 0 0 5750 398 -0.90 15.08 0 0 0| 0 26 0 0 5800 491 -0.95 14.75 0 0 0| 0 0 0 0 5900 588 -0.98 15.01 0 0 0| 0 0 0 0 6000 786 -0.99 15.40 0 0 0| 0 0 0 0 6200 985 -1.00 13.56 0 0 0| 0 0 0 0 6400 1385 -1.00 14.94 0 0 0| 0 0 0 0 6800 Total 0 0 2,932| 4,943 64,355 +4,453 0 Indicative a-t-m Vol 20.15 Underlying Price 5394 Time to expiry: 77 Days Nov 10 11 9H -0.03 35.06 11 11 0 0 80| 65 2,114 +65 0 4000 18 16 -0.04 33.21 18 15 0 0 285| 450 1,790 +450 0 4200 24 -0.07 30.86 0 0 0| 0 381 0 0 4400 29H -0.08 29.76 0 0 0| 0 145 0 0 4500 36H -0.10 28.64 0 0 0| 0 283 0 0 4600 53H 45H -0.13 27.50 45 41 S 0 500 506| 260 1,795 +10 0 4700 51 -0.14 27.03 0 0 0| 12 13 +10 0 4750 56H 56H -0.16 26.49 56H 55 0 0 2| 2 110 +2 0 4800 69 62H -0.17 25.84 69 59 0 0 15| 0 188 0 0 4850 76H 69H -0.19 25.32 76H 76H 0 0 2| 1 2,223 +2,000 0 4900 77H -0.21 24.76 0 0 0| 5 1,567 +660 0 4950 86H -0.23 24.29 0 1,000 1,000| 501 908 +476 0 5000 107H 96H -0.26 23.75 107HS 92 0 0 3| 20 99 +20 0 5050 107 -0.28 23.20 0 0 0| 1 1,185 +1 0 5100 111H 119H -0.31 22.72 111H 111H 0 0 1| 0 323 0 0 5150 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 146 133 -0.34 22.17 146 S 127 0 0 5| 1 277 +1 0 5200 141 147H -0.37 21.60 142H 141 0 0 5| 0 222 0 0 5250 173 163H -0.41 21.06 175 156 0 500 504| 250 475 +250 0 5300 173H 181H -0.45 20.52 173HS 173HS 0 0 2| 0 80 0 0 5350 193 202H -0.49 20.10 201H 193 0 0 23| 28 193 +15 0 5400 248 224H -0.53 19.56 248 214 0 0 18| 10 21 +10 0 5450 248 -0.57 19.00 0 0 0| 11 21 +11 0 5500 262H 274H -0.61 18.48 262H 256 0 0 14| 10 10 +10 0 5550 303 -0.66 17.96 0 0 0| 0 0 0 0 5600 333H -0.70 17.42 0 0 0| 0 0 0 0 5650 367H -0.75 17.00 0 0 0| 0 0 0 0 5700 403H -0.79 16.53 0 0 0| 0 0 0 0 5750 442 -0.82 16.16 0 0 0| 0 0 0 0 5800 525 -0.89 15.41 0 0 0| 0 0 0 0 5900 615H -0.93 14.95 0 0 0| 0 0 0 0 6000 806 -0.99 13.16 0 0 0| 0 0 0 0 6200 1005H -0.99 15.18 0 0 0| 0 0 0 0 6400 1404 -1.00 9.81 0 0 0| 0 0 0 0 6800 Total 0 2,000 2,465| 1,627 14,423 +3,991 0 Indicative a-t-m Vol 21.01 Underlying Price 5395 Time to expiry: 105 Days Dec 10 CAB 0.00 63.50 0 0 0| 65 1,190 -55 0 1800 H 0.00 60.03 0 0 0| 0 21,019 0 0 2000 H 0.00 56.71 0 0 0| 0 8,224 0 0 2200 H 0.00 53.45 0 0 0| 0 10,769 0 0 2400 1H 0.00 52.00 0 0 0| 0 12,046 0 0 2600 2H -0.01 49.88 0 0 0| 0 9,250 0 0 2800 3H 3 -0.01 46.05 3H 3H 0 0 30| 0 78,723 0 0 3000 5H 5 -0.01 44.31 5H 5H 0 0 17| 0 20,812 -2,164 0 3200 6H 5H -0.01 42.53 6H 6H 0 0 74| 0 7,368 0 0 3300 6 -0.01 40.98 0 0 0| 0 11,274 0 0 3400 7H -0.02 39.99 0 0 0| 0 26,841 0 0 3500 11H 11 -0.02 39.94 11H 11H 0 0 20| 0 29,231 0 0 3600 12H -0.03 38.58 0 0 0| 0 25,972 0 0 3700 14H -0.03 37.23 0 0 0| 240 27,417 +162 0 3800 18 -0.04 36.21 0 0 0| 0 11,001 0 0 3900 21H 19 -0.04 34.30 22 21H 0 0 240| 0 45,756 0 0 4000 30 26H -0.06 34.39 30 30 0 0 4| 3 19,825 0 0 4100 37 31 -0.07 33.18 37 37 0 0 1| 3 26,830 -2 0 4200 37 -0.08 32.14 0 0 0| 0 28,381 0 0 4300 44 -0.10 31.04 0 0 0| 14 26,218 +5 0 4400 60 52 -0.11 29.95 60 49H 0 0 20| 161 26,445 +155 0 4500 67 62 -0.14 28.94 67 67 0 0 7| 0 31,967 +500 0 4600 73H -0.16 27.93 0 0 0| 763 29,940 -364 0 4700 80H -0.18 27.47 0 0 0| 0 13 0 0 4750 100 87H -0.19 26.92 100 84 0 0 27| 0 23,894 -7 0 4800 95 -0.21 26.37 0 0 0| 1 1 +1 0 4850 111H 104 -0.22 25.88 111H 99H 0 0 23| 0 31,522 +500 0 4900 111H 113 -0.24 25.37 111H 111H 0 0 3| 1 292 0 0 4950 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 140H 123H -0.26 24.87 140H 132 0 625 702| 177 42,351 +153 0 5000 135 -0.28 24.41 0 0 0| 3 95 +3 0 5050 159 146H -0.31 23.88 159 142H 0 0 105| 21 23,569 -6 0 5100 153H 160 -0.33 23.39 153H 153H 0 0 3| 7 9,516 +2 0 5150 187 174 -0.36 22.89 187HS 170 0 0 9| 2 33,902 +735 0 5200 190 -0.39 22.42 0 0 0| 0 208 0 0 5250 197 206H -0.42 21.89 204H 197 0 0 5| 500 31,523 +322 0 5300 249 224H -0.45 21.38 249 245H 0 0 24| 0 520 0 0 5350 242 245 -0.48 20.97 242 242 0 0 1| 2 14,147 0 0 5400 266H -0.51 20.46 0 0 0| 0 10 0 0 5450 303 289H -0.55 19.98 303 303 0 0 2| 0 18,980 0 0 5500 314 -0.59 19.48 0 0 0| 0 4,500 0 0 5550 341 -0.62 19.02 0 0 0| 0 10,600 0 0 5600 370 -0.66 18.54 0 0 0| 0 0 0 0 5650 400H -0.70 18.09 0 0 0| 0 9,155 0 0 5700 434 -0.73 17.67 0 0 0| 0 0 0 0 5750 469 -0.77 17.24 0 0 0| 0 3,585 0 0 5800 545H -0.83 16.53 0 0 0| 0 26 0 0 5900 628H -0.88 15.87 0 0 0| 0 1,524 +390 0 6000 717H -0.93 15.31 0 0 0| 0 11 0 0 6100 811 -0.96 14.86 0 0 0| 0 510 0 0 6200 1005 -0.99 14.24 0 0 0| 0 4 0 0 6400 1203H -0.99 15.06 0 0 0| 0 2 0 0 6600 1402 -1.00 13.83 0 0 0| 0 10 0 0 6800 1601H -1.00 13.16 0 0 0| 0 3,525 0 0 7000 1801 -1.00 12.57 0 0 0| 0 0 0 0 7200 2200H -1.00 11.64 0 0 0| 0 0 0 0 7600 2599H -1.00 14.60 0 0 0| 65 75 +65 0 8000 Total 0 625 1,317| 2,028 800,569 +395 0 Indicative a-t-m Vol 22.29 Underlying Price 5352 Time to expiry: 196 Days Mar 11 2H 2 0.00 57.02 2H 2H 0 0 140| 0 968 0 0 1800 3 0.00 55.02 0 0 0| 0 202 0 0 2000 5 5 -0.01 52.92 5 5 0 0 86| 0 315 0 0 2200 7H -0.01 50.72 0 0 0| 0 2,555 0 0 2400 10H -0.01 48.55 0 0 0| 0 825 0 0 2600 13H -0.02 45.89 0 0 0| 0 747 0 0 2800 17H -0.02 43.49 0 0 0| 0 8,426 0 0 3000 23 -0.03 41.32 0 0 0| 0 689 0 0 3200 26 -0.04 40.21 0 0 0| 0 776 0 0 3300 30 -0.04 39.19 0 0 0| 0 668 0 0 3400 34H -0.05 38.25 0 0 0| 0 12,728 0 0 3500 44 39H -0.06 37.36 44 S 44 S 0 0 10| 0 7,774 0 0 3600 44H -0.06 36.31 0 0 0| 0 2,166 0 0 3700 51H -0.07 35.48 0 0 0| 2 7,917 -2 0 3800 59H -0.09 34.72 0 0 0| 0 991 0 0 3900 67H -0.10 33.80 0 0 0| 0 10,748 0 0 4000 76H -0.11 32.87 0 0 0| 0 888 0 0 4100 91H 86H -0.13 32.00 91H 85 0 0 33| 0 1,824 0 0 4200 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 99 -0.14 31.19 0 0 0| 0 5,476 0 0 4300 110H -0.16 30.19 0 0 0| 0 6,879 0 0 4400 125 -0.18 29.32 0 0 0| 0 13,016 0 0 4500 141 141H -0.20 28.47 141 141 0 0 10| 3 3,455 0 0 4600 159 -0.23 27.58 0 0 0| 0 7,854 0 0 4700 176H 179H -0.26 26.74 183 176H 0 0 10| 2 9,480 -2 0 4800 202 -0.29 25.87 0 0 0| 0 11,434 0 0 4900 228H -0.32 25.08 0 0 0| 22 18,051 +2 0 5000 259 -0.36 24.36 0 0 0| 0 19,747 0 0 5100 291 -0.40 23.50 0 0 0| 0 11,176 0 0 5200 327 -0.44 22.69 0 0 0| 290 3,854 +290 0 5300 368 -0.49 21.92 0 0 0| 0 1,916 0 0 5400 433 411 -0.54 20.98 433 433 0 0 10| 0 16,819 0 0 5500 485 462H -0.59 20.29 485 444 0 0 30| 20 2,991 0 0 5600 518 -0.64 19.54 0 0 0| 0 666 0 0 5700 579H -0.70 18.82 0 0 0| 0 41 0 0 5800 646 -0.75 18.09 0 0 0| 0 0 0 0 5900 719H -0.80 17.49 0 0 0| 0 8,000 0 0 6000 798 -0.84 16.92 0 0 0| 0 0 0 0 6100 881H -0.88 16.38 0 0 0| 0 36 0 0 6200 1058H -0.94 15.12 0 0 0| 0 11 0 0 6400 1249H -0.97 14.77 0 0 0| 0 10 0 0 6600 1444H -0.99 14.31 0 0 0| 0 10 0 0 6800 1642H -0.99 14.51 0 0 0| 0 40 0 0 7000 1840H -1.00 11.12 0 0 0| 0 0 0 0 7200 2239 -1.00 13.95 0 0 0| 0 0 0 0 7600 2637 -1.00 13.47 0 0 0| 0 2 0 0 8000 3434 -1.00 14.42 0 0 0| 0 0 0 0 8800 Total 0 0 329| 339 202,171 +288 0 Indicative a-t-m Vol 23.05 Underlying Price 5308H Time to expiry: 287 Days Jun 11 18 -0.02 48.00 0 0 0| 0 2,591 0 0 2400 24H -0.03 46.10 0 0 0| 0 250 0 0 2600 32 -0.03 44.10 0 0 0| 0 129 0 0 2800 41 -0.04 42.20 0 0 0| 0 8,211 0 0 3000 52H -0.06 40.44 0 0 0| 0 3,952 0 0 3200 63 65 -0.07 38.51 63 S 63 S 0 0 1| 0 4,923 0 0 3400 78 -0.09 36.41 0 0 0| 0 2,741 0 0 3600 97H -0.11 34.83 0 0 0| 0 1,842 0 0 3800 109 -0.12 34.04 0 0 0| 0 978 0 0 3900 119H -0.13 33.08 0 0 0| 22 10,790 -722 0 4000 132 -0.15 32.26 0 0 0| 0 291 0 0 4100 149 146H -0.16 31.47 150 149 0 0 200| 0 2,144 0 0 4200 160 -0.18 30.51 0 0 0| 0 2,240 0 0 4300 177 -0.20 29.74 0 0 0| 0 105 0 0 4400 196 -0.22 28.99 0 0 0| 0 4,172 -825 0 4500 216H -0.24 28.22 0 0 0| 0 3,616 0 0 4600 239H -0.27 27.49 0 0 0| 0 2,118 0 0 4700 263H -0.29 26.72 0 0 0| 0 2,428 0 0 4800 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 291 -0.32 25.99 0 0 0| 0 6,877 0 0 4900 320 -0.35 25.24 0 0 0| 1 6,267 0 0 5000 352H -0.38 24.52 0 0 0| 0 6,979 0 0 5100 387H -0.42 23.79 0 0 0| 0 6,019 0 0 5200 427 -0.46 23.12 0 0 0| 0 2,311 0 0 5300 467H -0.49 22.34 0 0 0| 0 1,346 0 0 5400 512H -0.54 21.60 0 0 0| 0 106 0 0 5500 563H -0.58 20.96 0 0 0| 0 2,022 0 0 5600 619 -0.62 20.37 0 0 0| 0 1 0 0 5700 677H -0.66 19.73 0 0 0| 0 0 0 0 5800 741 -0.70 19.11 0 0 0| 0 0 0 0 5900 811 -0.74 18.65 0 0 0| 0 0 0 0 6000 883H -0.78 18.09 0 0 0| 0 0 0 0 6100 960 -0.82 17.53 0 0 0| 0 1 0 0 6200 1124H -0.89 16.41 0 0 0| 0 4 0 0 6400 1303 -0.93 15.52 0 0 0| 0 0 0 0 6600 1490 -0.97 14.51 0 0 0| 0 0 0 0 6800 1684H -0.98 14.06 0 0 0| 0 0 0 0 7000 1881 -0.99 13.78 0 0 0| 0 0 0 0 7200 2674H -1.00 13.46 0 0 0| 0 2 0 0 8000 3469H -1.00 14.00 0 0 0| 0 0 0 0 8800 Total 0 0 201| 23 85,456 -1,547 0 Indicative a-t-m Vol 23.83 Underlying Price 5287 Time to expiry: 378 Days Sep 11 7H -0.01 53.40 0 0 0| 0 0 0 0 1600 31 -0.03 46.00 0 0 0| 0 100 0 0 2400 75 -0.07 38.50 0 0 0| 0 1,703 0 0 3200 93 -0.09 37.00 0 0 0| 0 0 0 0 3400 112H -0.11 35.30 0 0 0| 0 0 0 0 3600 135H -0.13 33.70 0 0 0| 0 0 0 0 3800 160H -0.15 32.00 0 0 0| 0 0 0 0 4000 189H -0.18 30.29 0 0 0| 0 0 0 0 4200 228H -0.22 28.99 0 0 0| 0 0 0 0 4400 250H -0.24 28.34 0 0 0| 0 1 0 0 4500 276H -0.26 27.81 0 0 0| 0 0 0 0 4600 304 -0.29 27.27 0 0 0| 0 1 0 0 4700 333H -0.31 26.73 0 0 0| 0 0 0 0 4800 365H -0.34 26.19 0 0 0| 0 0 0 0 4900 399 -0.37 25.61 0 0 0| 0 0 0 0 5000 436 -0.39 25.08 0 0 0| 0 0 0 0 5100 474H -0.42 24.51 0 0 0| 0 0 0 0 5200 511H -0.46 23.73 0 0 0| 0 0 0 0 5300 551 -0.49 22.96 0 0 0| 0 0 0 0 5400 597 -0.52 22.32 0 0 0| 0 0 0 0 5500 645H -0.56 21.66 0 0 0| 0 35 0 0 5600 700 -0.60 21.14 0 0 0| 0 2 0 0 5700 758 -0.63 20.62 0 0 0| 0 0 0 0 5800 819H -0.67 20.11 0 0 0| 0 0 0 0 5900 886H -0.70 19.72 0 0 0| 0 0 0 0 6000 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 958H -0.73 19.41 0 0 0| 0 0 0 0 6100 1031 -0.77 18.96 0 0 0| 0 0 0 0 6200 1187 -0.83 18.18 0 0 0| 0 0 0 0 6400 1354 -0.88 17.39 0 0 0| 0 0 0 0 6600 1530 -0.92 16.61 0 0 0| 0 0 0 0 6800 1715 -0.95 15.99 0 0 0| 0 0 0 0 7000 1906H -0.97 15.66 0 0 0| 0 0 0 0 7200 2690H -1.00 14.75 0 0 0| 0 0 0 0 8000 3483 -1.00 17.13 0 0 0| 0 0 0 0 8800 Total 0 0 0| 0 1,842 0 0 Indicative a-t-m Vol 23.97 Underlying Price 5258H Time to expiry: 469 Days Dec 11 10 -0.01 49.80 0 0 0| 0 500 0 0 1600 43H -0.03 44.24 0 0 0| 0 3,900 0 0 2400 102H -0.08 37.59 0 0 0| 0 5,880 -850 0 3200 123H -0.10 36.05 0 0 0| 0 7,202 0 0 3400 147H -0.12 34.53 0 0 0| 0 16,425 0 0 3600 176 -0.15 33.13 0 0 0| 0 10,825 0 0 3800 209 -0.17 31.77 0 0 0| 0 18,311 0 0 4000 247 -0.21 30.45 0 0 0| 0 14,095 0 0 4200 290H -0.24 29.16 0 0 0| 0 16,870 0 0 4400 314H -0.26 28.51 0 0 0| 0 3,825 0 0 4500 340H -0.28 27.89 0 0 0| 0 4,180 0 0 4600 367H -0.30 27.24 0 0 0| 0 3,826 0 0 4700 396H -0.33 26.60 0 0 0| 0 8,850 0 0 4800 427H -0.35 25.97 0 0 0| 0 3,930 0 0 4900 461 -0.37 25.36 0 0 0| 0 16,785 0 0 5000 496H -0.40 24.74 0 0 0| 0 3,640 0 0 5100 537 -0.43 24.25 0 0 0| 0 9,170 -125 0 5200 580H -0.46 23.77 0 0 0| 0 5,880 0 0 5300 637 623H -0.49 23.18 637 S 637 S 0 0 250| 0 5,505 0 0 5400 670 -0.52 22.60 0 0 0| 0 7,900 0 0 5500 718H -0.55 22.01 0 0 0| 0 8,276 0 0 5600 771H -0.58 21.47 0 0 0| 0 1,625 0 0 5700 828 -0.62 20.98 0 0 0| 0 129 0 0 5800 888H -0.65 20.51 0 0 0| 0 0 0 0 5900 952 -0.68 20.06 0 0 0| 0 1,020 0 0 6000 1019H -0.71 19.64 0 0 0| 0 0 0 0 6100 1090 -0.74 19.25 0 0 0| 0 1 0 0 6200 1240 -0.80 18.48 0 0 0| 0 0 0 0 6400 1401 -0.85 17.76 0 0 0| 0 0 0 0 6600 1571 -0.89 17.01 0 0 0| 0 0 0 0 6800 1749 -0.93 16.23 0 0 0| 0 0 0 0 7000 1935 -0.95 15.69 0 0 0| 0 0 0 0 7200 2710H -0.99 14.74 0 0 0| 0 10 0 0 8000 3499 -1.00 14.50 0 0 0| 0 0 0 0 8800 Total 0 0 250| 0 178,560 -975 0 Indicative a-t-m Vol 25.53 Underlying Price 5252H Time to expiry: 560 Days Mar 12 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 16 -0.01 49.00 0 0 0| 0 0 0 0 1600 57 -0.04 43.00 0 0 0| 0 0 0 0 2400 130 -0.10 37.00 0 0 0| 0 0 0 0 3200 196H -0.14 35.19 0 0 0| 0 1,750 0 0 3600 271H -0.19 32.73 0 0 0| 0 0 0 0 4000 314 -0.22 31.46 0 0 0| 0 0 0 0 4200 361 -0.25 30.15 0 0 0| 0 0 0 0 4400 388H -0.27 29.59 0 0 0| 0 0 0 0 4500 415H -0.29 28.96 0 0 0| 0 0 0 0 4600 445 -0.31 28.37 0 0 0| 0 0 0 0 4700 478 -0.33 27.85 0 0 0| 0 0 0 0 4800 512 -0.35 27.32 0 0 0| 0 0 0 0 4900 549 -0.38 26.82 0 0 0| 0 0 0 0 5000 586H -0.40 26.27 0 0 0| 0 10 0 0 5100 626 -0.42 25.73 0 0 0| 0 10 0 0 5200 672 -0.45 25.36 0 0 0| 0 0 0 0 5300 717 -0.47 24.87 0 0 0| 0 0 0 0 5400 760 -0.50 24.20 0 0 0| 0 0 0 0 5500 811 -0.53 23.76 0 0 0| 0 1 0 0 5600 863H -0.56 23.30 0 0 0| 0 0 0 0 5700 915 -0.58 22.70 0 0 0| 0 0 0 0 5800 973 -0.61 22.26 0 0 0| 0 0 0 0 5900 1036 -0.64 21.93 0 0 0| 0 0 0 0 6000 1098 -0.67 21.44 0 0 0| 0 0 0 0 6100 1164H -0.69 21.05 0 0 0| 0 0 0 0 6200 1305H -0.75 20.29 0 0 0| 0 0 0 0 6400 1453H -0.80 19.42 0 0 0| 0 0 0 0 6600 1615H -0.84 18.83 0 0 0| 0 0 0 0 6800 1958 -0.91 17.39 0 0 0| 0 0 0 0 7200 2711 -0.98 15.99 0 0 0| 0 0 0 0 8000 3491H -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 24.65 Underlying Price 5249H Time to expiry: 651 Days Jun 12 24H -0.02 49.00 0 0 0| 0 0 0 0 1600 85H -0.05 44.12 0 0 0| 0 750 0 0 2400 164H -0.11 37.19 0 0 0| 0 0 0 0 3200 214H -0.14 33.82 0 0 0| 0 0 0 0 3600 288H -0.20 31.32 0 0 0| 0 7,925 0 0 4000 331H -0.22 30.05 0 0 0| 0 0 0 0 4200 378 -0.26 28.78 0 0 0| 0 0 0 0 4400 407 -0.28 28.31 0 0 0| 0 0 0 0 4500 437 -0.29 27.81 0 0 0| 0 0 0 0 4600 466H -0.31 27.23 0 0 0| 0 0 0 0 4700 502 -0.33 26.85 0 0 0| 0 7,425 0 0 4800 540 -0.36 26.48 0 0 0| 0 0 0 0 4900 575 -0.38 25.92 0 0 0| 0 0 0 0 5000 612H -0.40 25.40 0 0 0| 0 250 0 0 5100 650H -0.42 24.84 0 0 0| 0 1,000 0 0 5200 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 696 -0.45 24.47 0 0 0| 0 0 0 0 5300 737H -0.47 23.88 0 0 0| 0 0 0 0 5400 785H -0.50 23.45 0 0 0| 0 0 0 0 5500 837 -0.52 23.08 0 0 0| 0 0 0 0 5600 890H -0.55 22.70 0 0 0| 0 0 0 0 5700 943H -0.57 22.22 0 0 0| 0 5 0 0 5800 1063H -0.63 21.50 0 0 0| 0 0 0 0 6000 1194 -0.68 20.87 0 0 0| 0 0 0 0 6200 1329 -0.73 20.05 0 0 0| 0 0 0 0 6400 1544 -0.81 18.55 0 0 0| 0 0 0 0 6700 1619H -0.83 18.00 0 0 0| 0 0 0 0 6800 1957H -0.90 16.64 0 0 0| 0 0 0 0 7200 2704H -0.97 15.50 0 0 0| 0 0 0 0 8000 Total 0 0 0| 0 17,355 0 0 Total Puts 0 12,625 28,332| 25,837 1,719,516 +397 0 Grand Total 0 46,165 81,862| 47,907 3,109,368 +8,347 0 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 5428 Time to expiry: 14 Days 17 Sep 10 2415H 1.00 95.32 0 0 0| 0 1,408 0 0 3001 399 0.95 23.64 0 0 0| 0 227 0 0 5023 159 0.75 18.43 0 0 0| 0 227 0 0 5287 56H 0.44 16.43 0 0 0| 0 208 0 0 5446 4H 0.06 15.47 0 0 0| 0 25 0 0 5676 3 0.05 15.77 0 0 0| 0 208 0 0 5710 2H 0.04 16.02 0 0 0| 0 1,200 0 0 5732 H 0.01 18.11 0 0 0| 0 3,000 0 0 5925 H 0.01 19.86 0 0 0| 0 452 0 0 5984 CAB 0.00 16.84 0 0 0| 0 1,000 0 0 6025 CAB 0.00 14.58 0 0 0| 0 5,500 0 0 6325 CAB 0.00 16.21 0 0 0| 0 2,000 0 0 6500 CAB 0.00 50.00 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 5428 Time to expiry: 42 Days 15 Oct 10 521 0.88 24.73 0 0 0| 0 140 0 0 4920 CAB 0.00 14.66 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 5428 Time to expiry: 46 Days 19 Oct 10 10 0.08 15.04 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 5428 Time to expiry: 61 Days 3 Nov 10 2376 0.99 34.92 0 0 0| 0 155 0 0 3025 CAB 0.00 12.16 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 5428 Time to expiry: 105 Days 17 Dec 10 1581H 0.96 36.97 0 0 0| 0 775 0 0 3825 1484H 0.95 35.73 0 0 0| 0 1,125 0 0 3925 1387 0.95 34.32 0 0 0| 0 625 0 0 4025 1294H 0.93 34.09 0 0 0| 0 240 0 0 4125 1199H 0.92 32.92 0 0 0| 0 1,000 0 0 4225 1105 0.91 31.87 0 0 0| 0 10,500 0 0 4325 1013 0.89 30.77 0 0 0| 0 625 0 0 4425 921 0.88 29.70 0 0 0| 0 8,750 0 0 4525 N/A 0.00 0 0 0| 0 0 0 0 4750 659H 0.80 26.65 0 0 0| 0 1,500 0 0 4825 576 0.76 25.63 0 0 0| 0 8,000 0 0 4925 497H 0.72 24.64 0 0 0| 0 7,050 0 0 5025 447H 0.69 23.99 0 0 0| 0 115 0 0 5090 420H 0.68 23.64 0 0 0| 0 1,000 0 0 5125 351 0.62 22.66 0 0 0| 0 4,525 0 0 5225 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 286 0.57 21.67 0 0 0| 0 500 0 0 5322 284H 0.56 21.64 0 0 0| 0 4,125 0 0 5325 254 0.53 21.18 0 0 0| 0 1,125 0 0 5375 228 0.50 20.79 0 0 0| 0 1,000 0 0 5418 224 0.50 20.72 0 0 0| 0 8,225 0 0 5425 205H 0.48 20.37 0 0 0| 0 500 0 0 5460 197H 0.46 20.22 0 0 0| 0 1,000 0 0 5475 178 0.44 19.86 0 0 0| 0 750 0 0 5512 171 0.43 19.73 0 0 0| 0 11,875 +1,000 0 5525 163H 0.42 19.58 0 0 0| 0 500 0 0 5540 161 0.41 19.54 0 0 0| 0 22 0 0 5544 156H 0.41 19.45 0 0 0| 0 1,000 0 0 5553 138H 0.38 19.06 0 0 0| 0 1,000 0 0 5595 129 0.36 18.86 0 0 0| 0 2,500 0 0 5616 125H 0.36 18.78 0 0 0| 0 5,250 0 0 5625 119 0.34 18.63 0 0 0| 0 750 0 0 5640 105 0.32 18.33 0 0 0| 0 1,250 0 0 5673 103 0.32 18.29 0 0 0| 0 500 0 0 5678 87H 0.28 17.88 0 0 0| 0 11,935 0 0 5725 80H 0.27 17.71 0 0 0| 0 500 0 0 5746 80 0.27 17.69 0 0 0| 0 250 0 0 5748 N/A 0.00 0 0 0| 0 1,000 0 0 5750 64 0.23 17.25 0 0 0| 0 500 0 0 5799 63H 0.23 17.23 0 0 0| 0 500 0 0 5802 63 0.23 17.22 0 0 0| 0 2,250 0 0 5803 62 0.22 17.18 0 0 0| 0 366 0 0 5808 61H 0.22 17.17 0 0 0| 0 100 0 0 5810 58 0.21 17.06 0 0 0| 0 12,075 0 0 5825 49 0.19 16.80 0 0 0| 0 500 0 0 5862 47H 0.19 16.77 0 0 0| 0 500 0 0 5867 39H 0.16 16.47 0 0 0| 0 2,800 0 0 5909 37 0.15 16.39 0 0 0| 0 250 0 0 5922 36H 0.15 16.37 0 0 0| 0 4,875 0 0 5925 26 0.12 15.95 0 0 0| 0 250 0 0 5989 26 0.12 15.94 0 0 0| 0 100 0 0 5990 22 0.10 15.76 0 0 0| 0 500 0 0 6020 21H 0.10 15.73 0 0 0| 0 8,798 0 0 6025 21H 0.10 15.72 0 0 0| 0 250 0 0 6027 21 0.10 15.71 0 0 0| 0 150 0 0 6030 18H 0.09 15.59 0 0 0| 0 150 0 0 6050 18 0.09 15.57 0 0 0| 0 250 0 0 6055 17 0.08 15.51 0 0 0| 0 100 0 0 6065 16 0.08 15.45 0 0 0| 0 3,500 0 0 6075 12 0.06 15.20 0 0 0| 0 9,950 0 0 6125 12 0.06 15.19 0 0 0| 0 1,250 0 0 6128 10 0.06 15.09 0 0 0| 0 0 0 0 6150 9 0.05 14.98 0 0 0| 0 2,500 0 0 6175 8H 0.05 14.93 0 0 0| 0 1,000 0 0 6185 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 6H 0.04 14.78 0 0 0| 0 11,400 0 0 6225 3H 0.02 14.47 0 0 0| 0 4,250 0 0 6325 2H 0.02 14.38 0 0 0| 0 250 0 0 6354 2H 0.02 14.35 0 0 0| 0 1,000 0 0 6365 2 0.01 14.27 0 0 0| 0 1,000 0 0 6390 2 0.01 14.26 0 0 0| 0 500 0 0 6391 1H 0.01 14.34 0 0 0| 0 12,300 0 0 6425 1H 0.01 14.40 0 0 0| 0 1,000 0 0 6439 1H 0.01 14.46 0 0 0| 0 500 0 0 6455 1H 0.01 14.56 0 0 0| 0 500 0 0 6478 1H 0.01 14.63 0 0 0| 0 1,000 0 0 6495 1H 0.01 14.65 0 0 0| 0 1,750 0 0 6500 1H 0.01 14.68 0 0 0| 0 500 0 0 6507 1 0.01 14.75 0 0 0| 0 16,375 0 0 6525 1 0.01 14.99 0 0 0| 0 1,000 0 0 6583 1 0.01 15.00 0 0 0| 0 1,000 0 0 6585 H 0.01 14.91 0 0 0| 0 12,725 0 0 6625 H 0.00 14.29 0 0 0| 0 3,000 0 0 6725 CAB 0.00 13.75 0 0 0| 0 5,150 0 0 6825 CAB 0.00 13.08 0 0 0| 0 8,475 0 0 7025 CAB 0.00 13.01 0 0 0| 0 250 0 0 7050 CAB 0.00 12.79 0 0 0| 0 3,750 0 0 7125 CAB 0.00 12.51 0 0 0| 0 13,750 0 0 7225 CAB 0.00 12.28 0 0 0| 0 2,000 0 0 7325 CAB 0.00 12.05 0 0 0| 0 500 0 0 7425 CAB 0.00 11.81 0 0 0| 0 2,350 0 0 7525 CAB 0.00 14.60 0 0 0| 0 6,875 0 0 8025 CAB 0.00 14.60 0 0 0| 0 5,000 0 0 8525 CAB 0.00 14.60 0 0 0| 0 3,000 0 0 8625 CAB 0.00 14.60 0 0 0| 0 250 0 0 9025 CAB 0.00 14.60 0 0 0| 0 15,000 0 0 9625 CAB 0.00 14.60 0 0 0| 0 1,750 0 0 10025 Total 0 0 0| 0 293,001 +1,000 0 Indicative a-t-m Vol 0.00 Underlying Price 5428 Time to expiry: 196 Days 18 Mar 11 631H 0.69 25.65 0 0 0| 0 15 0 0 4928 417H 0.58 23.21 0 0 0| 0 398 0 0 5236 192H 0.38 19.91 0 0 0| 0 200 0 0 5650 120H 0.28 18.55 0 0 0| 0 560 0 0 5837 37H 0.12 16.41 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 5428 Time to expiry: 224 Days 15 Apr 11 1370 0.87 33.13 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 5428 Time to expiry: 228 Days 19 Apr 11 596H 0.65 25.13 0 0 0| 0 1,545 0 0 5000 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 2 0.01 14.35 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 5428 Time to expiry: 242 Days 3 May 11 604H 0.65 25.16 0 0 0| 0 255 0 0 5000 2 0.01 14.28 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 5428 Time to expiry: 287 Days 17 Jun 11 973H 0.75 28.74 0 0 0| 0 24 0 0 4532 706H 0.67 26.11 0 0 0| 0 357 0 0 4884 406 0.51 22.73 0 0 0| 0 750 0 0 5350 172H 0.31 19.46 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 5428 Time to expiry: 469 Days 16 Dec 11 1876H 0.85 35.53 0 0 0| 0 3,500 0 0 3500 1704 0.83 33.83 0 0 0| 0 925 0 0 3700 1534H 0.81 32.45 0 0 0| 0 5,125 0 0 3900 1375 0.78 31.11 0 0 0| 0 8,425 0 0 4100 1276 0.76 30.29 0 0 0| 0 5,375 0 0 4225 1216 0.75 29.80 0 0 0| 0 9,100 0 0 4300 1196 0.74 29.64 0 0 0| 0 6,500 0 0 4325 1118H 0.73 28.80 0 0 0| 0 750 0 0 4425 975H 0.69 27.73 0 0 0| 0 400 0 0 4625 639 0.57 24.62 0 0 0| 0 1,000 0 0 5125 625H 0.56 24.50 0 0 0| 0 200 0 0 5150 584 0.54 24.13 0 0 0| 0 375 0 0 5225 570 0.54 24.01 0 0 0| 0 3,500 0 0 5250 528 0.52 23.62 0 0 0| 0 1,000 0 0 5325 465H 0.49 22.83 0 0 0| 0 250 0 0 5425 452H 0.48 22.67 0 0 0| 0 3,500 0 0 5450 414H 0.46 22.18 0 0 0| 0 500 0 0 5525 366H 0.42 21.64 0 0 0| 0 600 0 0 5625 322H 0.39 21.28 0 0 0| 0 1,850 0 0 5725 317H 0.39 21.38 0 0 0| 0 1,250 0 0 5750 281H 0.36 20.69 0 0 0| 0 1,925 0 0 5825 247H 0.33 20.40 0 0 0| 0 2,375 0 0 5925 211H 0.30 19.96 0 0 0| 0 750 0 0 6025 182H 0.27 19.55 0 0 0| 0 3,250 0 0 6125 168H 0.26 19.35 0 0 0| 0 1,250 0 0 6175 150 0.24 18.92 0 0 0| 0 3,500 0 0 6225 130 0.22 18.77 0 0 0| 0 2,750 0 0 6325 104 0.19 18.10 0 0 0| 0 1,925 0 0 6425 93 0.17 18.12 0 0 0| 0 7,000 0 0 6500 88 0.16 18.03 0 0 0| 0 6,230 0 0 6525 73 0.14 17.66 0 0 0| 0 7,000 0 0 6625 61H 0.13 17.38 0 0 0| 0 500 0 0 6700 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 55 0.12 17.07 0 0 0| 0 2,250 0 0 6725 7H 0.02 15.30 0 0 0| 0 250 0 0 7525 CAB 0.00 14.50 0 0 0| 0 3,750 0 0 11000 CAB 0.00 14.50 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 5428 Time to expiry: 560 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 5428 Time to expiry: 595 Days 20 Apr 12 1245 0.72 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 5428 Time to expiry: 619 Days 14 May 12 321H 0.35 21.65 0 0 0| 0 145 0 0 6000 9H 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 5428 Time to expiry: 840 Days 21 Dec 12 3176H 0.88 48.38 0 0 0| 0 875 0 0 2000 2314H 0.83 38.40 0 0 0| 0 5,500 0 0 3000 1906H 0.78 34.56 0 0 0| 0 1,500 0 0 3500 1827H 0.77 33.81 0 0 0| 0 550 0 0 3600 1742 0.76 32.75 0 0 0| 0 1,250 0 0 3700 1665H 0.75 32.15 0 0 0| 0 4,750 0 0 3800 1588H 0.74 31.55 0 0 0| 0 1,750 0 0 3900 1523H 0.73 31.33 0 0 0| 0 16,475 0 0 4000 1498H 0.72 30.86 0 0 0| 0 6,000 0 0 4025 1446H 0.71 30.47 0 0 0| 0 6,500 0 0 4100 1377H 0.70 29.99 0 0 0| 0 29,450 0 0 4200 1306 0.69 29.38 0 0 0| 0 2,000 0 0 4300 1289H 0.68 29.29 0 0 0| 0 125 0 0 4325 1272H 0.68 29.19 0 0 0| 0 18,000 0 0 4350 1236H 0.67 28.89 0 0 0| 0 13,230 0 0 4400 1169H 0.66 28.40 0 0 0| 0 7,575 0 0 4500 1151H 0.65 28.19 0 0 0| 0 3,000 0 0 4525 1136H 0.65 28.10 0 0 0| 0 6,500 0 0 4550 1107 0.64 27.91 0 0 0| 0 2,250 0 0 4600 1044H 0.62 27.41 0 0 0| 0 9,500 0 0 4700 982 0.61 26.92 0 0 0| 0 750 0 0 4800 918H 0.59 26.42 0 0 0| 0 1,000 0 0 4900 858H 0.57 25.93 0 0 0| 0 21,325 0 0 5000 845H 0.57 25.84 0 0 0| 0 300 0 0 5025 803 0.55 25.43 0 0 0| 0 19,725 0 0 5100 750H 0.53 25.04 0 0 0| 0 30,475 0 0 5200 724H 0.52 24.85 0 0 0| 0 17,500 0 0 5250 698 0.51 24.65 0 0 0| 0 8,250 0 0 5300 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 672 0.50 24.45 0 0 0| 0 750 0 0 5350 645H 0.49 24.25 0 0 0| 0 7,750 0 0 5400 632H 0.49 24.16 0 0 0| 0 8,375 0 0 5425 595H 0.47 23.75 0 0 0| 0 4,500 0 0 5500 588 0.47 23.77 0 0 0| 0 4,500 0 0 5525 554H 0.45 23.48 0 0 0| 0 2,150 0 0 5600 543H 0.45 23.38 0 0 0| 0 5,000 0 0 5625 510 0.43 23.08 0 0 0| 0 5,725 0 0 5700 499 0.42 22.98 0 0 0| 0 1,075 0 0 5725 487H 0.42 22.88 0 0 0| 0 250 0 0 5750 465 0.41 22.68 0 0 0| 0 500 0 0 5800 454 0.40 22.58 0 0 0| 0 3,375 0 0 5825 426 0.39 22.36 0 0 0| 0 125 0 0 5900 410H 0.38 22.05 0 0 0| 0 2,250 0 0 5925 382H 0.36 21.73 0 0 0| 0 9,010 0 0 6000 373H 0.36 21.64 0 0 0| 0 6,925 0 0 6025 338H 0.34 21.31 0 0 0| 0 2,750 0 0 6125 329 0.33 21.40 0 0 0| 0 750 0 0 6175 313H 0.32 21.10 0 0 0| 0 1,000 0 0 6200 305H 0.32 21.04 0 0 0| 0 9,075 0 0 6225 281 0.30 20.90 0 0 0| 0 3,800 0 0 6325 254H 0.28 20.61 0 0 0| 0 2,625 0 0 6425 233 0.26 20.31 0 0 0| 0 3,500 0 0 6500 225 0.26 20.20 0 0 0| 0 5,750 0 0 6525 206 0.24 20.01 0 0 0| 0 1,875 0 0 6600 199 0.24 19.91 0 0 0| 0 4,625 0 0 6625 182H 0.22 19.69 0 0 0| 0 500 0 0 6700 178 0.22 19.62 0 0 0| 0 1,375 0 0 6725 163H 0.21 19.42 0 0 0| 0 80 0 0 6800 152 0.20 19.05 0 0 0| 0 2,300 0 0 6825 123H 0.17 18.82 0 0 0| 0 6,375 0 0 7000 94 0.14 18.22 0 0 0| 0 2,000 0 0 7200 67H 0.11 17.73 0 0 0| 0 2,000 0 0 7425 60H 0.10 17.53 0 0 0| 0 2,000 0 0 7500 25 0.05 16.42 0 0 0| 0 500 0 0 8000 12 0.03 15.88 0 0 0| 0 375 0 0 8425 11 0.02 15.79 0 0 0| 0 80 0 0 8500 4 0.01 15.16 0 0 0| 0 750 0 0 9000 H 0.00 13.87 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 5428 Time to expiry: 924 Days 15 Mar 13 422 0.37 22.27 0 0 0| 0 250 0 0 6000 289H 0.29 20.96 0 0 0| 0 250 0 0 6400 263 0.28 20.67 0 0 0| 0 1,250 0 0 6500 210 0.24 20.07 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 5428 Time to expiry: 959 Days 19 Apr 13 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1108H 0.62 27.73 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 5428 Time to expiry: 1204 Days 20 Dec 13 2335 0.78 38.44 0 0 0| 0 3,000 0 0 3000 1951 0.74 34.54 0 0 0| 0 1,625 0 0 3500 1805H 0.72 33.20 0 0 0| 0 300 0 0 3700 1736 0.71 32.57 0 0 0| 0 2,850 0 0 3800 1597H 0.69 31.39 0 0 0| 0 1,950 0 0 4000 1528H 0.68 30.83 0 0 0| 0 1,000 0 0 4100 1460 0.67 30.29 0 0 0| 0 52,350 0 0 4200 1394H 0.65 29.77 0 0 0| 0 3,500 0 0 4300 1364 0.65 29.52 0 0 0| 0 52,500 0 0 4350 1333H 0.64 29.27 0 0 0| 0 17,810 0 0 4400 1272H 0.63 28.79 0 0 0| 0 23,500 0 0 4500 1212 0.61 28.32 0 0 0| 0 1,550 0 0 4600 1151H 0.60 27.87 0 0 0| 0 250 0 0 4700 1091H 0.59 27.43 0 0 0| 0 750 0 0 4800 1034H 0.57 27.01 0 0 0| 0 300 0 0 4900 983 0.56 26.60 0 0 0| 0 4,650 0 0 5000 970 0.55 26.50 0 0 0| 0 750 0 0 5025 931 0.54 26.20 0 0 0| 0 5,375 0 0 5100 879H 0.53 25.81 0 0 0| 0 7,463 0 0 5200 854 0.52 25.63 0 0 0| 0 18,300 0 0 5250 828H 0.51 25.44 0 0 0| 0 3,400 0 0 5300 777H 0.49 25.08 0 500 500| 0 27,900 0 0 5400 765 0.49 24.99 0 0 0| 0 125 0 0 5425 754 0.49 24.90 0 0 0| 0 3,300 0 0 5450 743H 0.48 24.82 0 0 0| 0 1,000 0 0 5475 733 0.48 24.73 0 0 0| 0 2,500 0 0 5500 690H 0.46 24.39 0 0 0| 0 13,000 0 0 5600 627 0.44 23.89 0 0 0| 0 12,000 0 0 5750 525H 0.39 23.12 0 0 0| 0 100 0 0 6000 361 0.31 21.71 0 0 0| 0 1,000 0 0 6500 237 0.23 20.48 0 0 0| 0 500 0 0 7000 147H 0.17 19.39 0 0 0| 0 1,500 0 0 7500 Total 0 500 500| 0 266,098 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5428 Time to expiry: 1322 Days 17 Apr 14 1519 0.67 29.95 0 0 0| 0 500 0 0 4100 1234 0.61 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 5428 Time to expiry: 1386 Days 20 Jun 14 1293H 0.61 28.48 0 0 0| 0 1,000 0 0 4500 648 0.42 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 5428 Time to expiry: 1396 Days 30 Jun 14 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1058 0.55 27.60 0 0 0| 0 1,550 0 0 5000 509H 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 5428 Time to expiry: 1568 Days 19 Dec 14 2212 0.75 32.44 0 0 0| 0 13,000 0 0 3000 1572 0.66 29.02 0 0 0| 0 25,050 0 0 4000 1513H 0.65 28.79 0 0 0| 0 2,000 0 0 4100 1458 0.64 28.56 0 0 0| 0 1,750 0 0 4200 1407H 0.63 28.34 0 0 0| 0 2,500 0 0 4300 1357 0.61 28.14 0 0 0| 0 625 0 0 4400 1306H 0.60 27.93 0 0 0| 0 2,125 0 0 4500 1281H 0.60 27.84 0 0 0| 0 18,000 0 0 4550 1256H 0.59 27.74 0 0 0| 0 2,500 0 0 4600 1206 0.58 27.55 0 0 0| 0 18,500 0 0 4700 1115 0.56 27.18 0 0 0| 0 3,200 0 0 4900 1072H 0.54 26.99 0 0 0| 0 37,375 0 0 5000 1030H 0.53 26.81 0 0 0| 0 20,565 0 0 5100 988 0.52 26.64 0 0 0| 0 29,088 0 0 5200 966H 0.51 26.55 0 0 0| 0 14,000 0 0 5250 945H 0.51 26.46 0 0 0| 0 6,250 0 0 5300 924 0.50 26.37 0 0 0| 0 500 0 0 5350 902H 0.49 26.28 0 0 0| 0 3,000 0 0 5400 892 0.49 26.24 0 0 0| 0 1,000 0 0 5425 865H 0.48 26.11 0 0 0| 0 9,500 0 0 5500 830H 0.47 25.93 0 0 0| 0 15,125 0 0 5600 821H 0.47 25.88 0 0 0| 0 1,000 0 0 5625 795 0.46 25.75 0 0 0| 0 2,500 0 0 5700 777H 0.45 25.66 0 0 0| 0 12,000 0 0 5750 760 0.44 25.57 0 0 0| 0 500 0 0 5800 689 0.42 25.22 0 0 0| 0 3,375 0 0 6000 653H 0.41 25.04 0 0 0| 0 6,000 0 0 6100 406H 0.30 23.34 0 0 0| 0 13,000 0 0 7000 203 0.18 21.24 0 0 0| 0 4,000 0 0 8000 174H 0.17 20.80 0 0 0| 0 750 0 0 8200 160H 0.16 20.57 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 5428 Time to expiry: 1804 Days 12 Aug 15 968H 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 5428 Time to expiry: 1932 Days 18 Dec 15 1118 0.53 26.67 0 0 0| 0 1,000 0 0 5000 1008H 0.50 26.46 0 0 0| 0 1,500 0 0 5300 967 0.49 26.27 0 0 0| 0 800 0 0 5400 342H 0.25 23.04 0 0 0| 0 1,000 0 0 7800 Total 0 0 0| 0 4,300 0 0 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 0 500 500| 0 1,343,511 +1,000 0 | Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 5428 Time to expiry: 14 Days 17 Sep 10 CAB 0.00 95.32 0 0 0| 0 1,408 0 0 3001 H 0.00 34.83 0 0 0| 0 0 0 0 4531 1H -0.01 29.61 0 0 0| 0 1,200 0 0 4775 3583 -1.00 50.00 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 5428 Time to expiry: 42 Days 15 Oct 10 27H -0.12 24.73 0 0 0| 0 100 0 0 4920 1305 -1.00 14.66 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 5428 Time to expiry: 61 Days 3 Nov 10 CAB 0.00 34.92 0 0 0| 0 155 0 0 3025 1619 -0.99 12.16 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 5428 Time to expiry: 105 Days 17 Dec 10 H 0.00 55.89 0 0 0| 0 250 0 0 2250 1 0.00 52.72 0 0 0| 0 4,620 0 0 2500 1 0.00 52.54 0 0 0| 0 3,000 0 0 2525 3 -0.01 45.83 0 0 0| 0 6,000 0 0 3025 8 -0.02 39.98 0 0 0| 0 17,000 0 0 3525 11 -0.02 39.60 0 0 0| 0 1,500 0 0 3625 15 -0.03 36.97 0 0 0| 0 1,025 0 0 3825 15H -0.03 36.72 0 0 0| 0 236 0 0 3850 17H -0.04 35.73 0 0 0| 0 2,375 0 0 3925 20 -0.05 34.32 0 0 0| 0 4,500 0 0 4025 27 -0.06 34.09 0 0 0| 0 240 0 0 4125 32 -0.07 32.92 0 0 0| 0 3,250 0 0 4225 37H -0.08 31.87 0 0 0| 0 7,938 0 0 4325 45 -0.10 30.77 0 0 0| 0 1,000 0 0 4425 47 -0.10 30.49 0 0 0| 0 2,800 0 0 4450 53 -0.12 29.70 0 0 0| 0 8,750 0 0 4525 64 -0.14 28.69 0 0 0| 0 375 0 0 4625 76 -0.16 27.70 0 0 0| 0 4,500 0 0 4725 90H -0.19 26.65 0 0 0| 0 7,500 0 0 4825 107 -0.23 25.63 0 0 0| 0 3,250 0 0 4925 128H -0.27 24.64 0 0 0| 0 7,275 0 0 5025 143H -0.30 23.99 0 0 0| 0 100 0 0 5090 151H -0.32 23.64 0 0 0| 0 180 0 0 5125 181H -0.37 22.66 0 0 0| 0 3,000 0 0 5225 213H -0.43 21.67 0 0 0| 0 500 0 0 5322 214H -0.43 21.64 0 0 0| 0 5,250 0 0 5325 234 -0.46 21.18 0 0 0| 0 1,125 0 0 5375 251 -0.49 20.79 0 0 0| 0 1,000 0 0 5418 254 -0.49 20.72 0 0 0| 0 5,250 0 0 5425 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 270 -0.52 20.37 0 0 0| 0 500 0 0 5460 277 -0.53 20.22 0 0 0| 0 1,000 0 0 5475 295 -0.55 19.86 0 0 0| 0 750 0 0 5512 301 -0.56 19.73 0 0 0| 0 11,975 0 0 5525 308 -0.57 19.58 0 0 0| 0 500 0 0 5540 314 -0.58 19.45 0 0 0| 0 1,000 0 0 5553 338 -0.61 19.06 0 0 0| 0 1,000 0 0 5595 349H -0.63 18.86 0 0 0| 0 2,500 0 0 5616 355 -0.64 18.78 0 0 0| 0 4,375 0 0 5625 363H -0.65 18.63 0 0 0| 0 750 0 0 5640 382H -0.67 18.33 0 0 0| 0 1,250 0 0 5673 385H -0.68 18.29 0 0 0| 0 500 0 0 5678 416H -0.71 17.88 0 0 0| 0 6,880 0 0 5725 430H -0.72 17.71 0 0 0| 0 500 0 0 5746 432 -0.73 17.69 0 0 0| 0 250 0 0 5748 N/A 0.00 0 0 0| 0 1,000 0 0 5750 467H -0.76 17.25 0 0 0| 0 500 0 0 5799 469H -0.76 17.23 0 0 0| 0 500 0 0 5802 470H -0.76 17.22 0 0 0| 0 2,250 0 0 5803 475H -0.77 17.17 0 0 0| 0 100 0 0 5810 487 -0.78 17.06 0 0 0| 0 9,600 0 0 5825 515 -0.80 16.80 0 0 0| 0 500 0 0 5862 518H -0.81 16.77 0 0 0| 0 500 0 0 5867 563 -0.84 16.39 0 0 0| 0 250 0 0 5922 565H -0.84 16.37 0 0 0| 0 4,900 0 0 5925 618H -0.87 15.95 0 0 0| 0 250 0 0 5989 619H -0.87 15.94 0 0 0| 0 100 0 0 5990 646 -0.89 15.76 0 0 0| 0 500 0 0 6020 650 -0.89 15.73 0 0 0| 0 5,523 0 0 6025 652 -0.89 15.72 0 0 0| 0 250 0 0 6027 654H -0.89 15.71 0 0 0| 0 150 0 0 6030 672 -0.90 15.59 0 0 0| 0 150 0 0 6050 676H -0.90 15.57 0 0 0| 0 250 0 0 6055 685H -0.91 15.51 0 0 0| 0 100 0 0 6065 694H -0.91 15.45 0 0 0| 0 3,500 0 0 6075 740H -0.93 15.20 0 0 0| 0 10,450 0 0 6125 743H -0.93 15.19 0 0 0| 0 1,250 0 0 6128 787 -0.94 14.98 0 0 0| 0 2,500 0 0 6175 796H -0.94 14.93 0 0 0| 0 1,000 0 0 6185 834H -0.95 14.78 0 0 0| 0 8,425 0 0 6225 931H -0.97 14.47 0 0 0| 0 4,150 0 0 6325 959H -0.97 14.38 0 0 0| 0 250 0 0 6354 970H -0.98 14.35 0 0 0| 0 1,000 0 0 6365 995 -0.98 14.27 0 0 0| 0 1,000 0 0 6390 996 -0.98 14.26 0 0 0| 0 500 0 0 6391 1029H -0.98 14.34 0 0 0| 0 5,300 0 0 6425 1043H -0.98 14.40 0 0 0| 0 1,000 0 0 6439 1054H -0.98 14.44 0 0 0| 0 5,000 0 0 6450 1059 -0.98 14.46 0 0 0| 0 500 0 0 6455 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1082 -0.98 14.56 0 0 0| 0 500 0 0 6478 1099 -0.98 14.63 0 0 0| 0 1,000 0 0 6495 1111 -0.98 14.68 0 0 0| 0 500 0 0 6507 1129 -0.98 14.75 0 0 0| 0 10,250 0 0 6525 1186H -0.98 14.99 0 0 0| 0 1,000 0 0 6583 1188H -0.98 15.00 0 0 0| 0 1,000 0 0 6585 1228 -0.99 14.91 0 0 0| 0 9,825 0 0 6625 1327H -0.99 14.29 0 0 0| 0 1,750 0 0 6725 1427 -0.99 13.75 0 0 0| 0 500 0 0 6825 1626H -0.99 13.08 0 0 0| 0 600 0 0 7025 1926 -0.99 12.28 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 5428 Time to expiry: 168 Days 18 Feb 11 331 -0.48 21.62 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 5428 Time to expiry: 196 Days 18 Mar 11 27H -0.04 39.70 0 0 0| 0 2,123 0 0 3350 104 -0.15 30.69 0 0 0| 0 560 0 0 4350 137 -0.19 28.68 0 0 0| 0 2,200 0 0 4575 271 -0.37 24.02 0 0 0| 0 2,200 0 0 5140 488H -0.61 19.91 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 5428 Time to expiry: 209 Days 31 Mar 11 56H -0.08 35.38 0 0 0| 0 0 0 0 3800 74H -0.10 33.69 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 5428 Time to expiry: 224 Days 15 Apr 11 18H -0.02 45.34 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 5428 Time to expiry: 228 Days 19 Apr 11 260H -0.33 25.13 0 0 0| 0 1,545 0 0 5000 1656 -0.97 14.35 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 5428 Time to expiry: 230 Days 21 Apr 11 118 -0.15 31.20 0 0 0| 0 1,663 0 0 4270 445 -0.52 21.30 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 5428 Time to expiry: 242 Days 3 May 11 275 -0.33 25.16 0 0 0| 0 255 0 0 5000 1662H -0.97 14.28 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 5428 Time to expiry: 287 Days 17 Jun 11 151 -0.17 30.99 0 0 0| 0 2,768 0 0 4250 446H -0.46 22.73 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 5428 Time to expiry: 378 Days 16 Sep 11 61H -0.05 40.38 0 0 0| 0 3,000 0 0 3000 127 -0.12 34.18 0 0 0| 0 8 0 0 3740 193 -0.18 30.14 0 0 0| 0 410 0 0 4224 Total 0 0 0| 0 3,418 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5428 Time to expiry: 460 Days 7 Dec 11 1198 -0.75 18.61 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 5428 Time to expiry: 469 Days 16 Dec 11 31H -0.02 45.63 0 0 0| 0 2,750 0 0 2200 48 -0.04 43.41 0 0 0| 0 4,530 0 0 2500 54H -0.04 42.58 0 0 0| 0 3,500 0 0 2600 83 -0.06 39.25 0 0 0| 0 13,942 0 0 3000 133 -0.10 35.29 0 0 0| 0 8,938 0 0 3500 154 -0.12 34.17 0 0 0| 0 12 0 0 3652 161 -0.13 33.83 0 0 0| 0 4,175 0 0 3700 188H -0.15 32.45 0 0 0| 0 1,125 0 0 3900 212H -0.17 31.61 0 0 0| 0 2,000 0 0 4025 216H -0.17 31.46 0 0 0| 0 140 0 0 4048 226H -0.18 31.11 0 0 0| 0 8,115 0 0 4100 250H -0.20 30.29 0 0 0| 0 375 0 0 4225 265 -0.21 29.80 0 0 0| 0 5,825 0 0 4300 269H -0.21 29.64 0 0 0| 0 2,250 0 0 4325 294H -0.23 28.99 0 0 0| 0 625 0 0 4425 345 -0.27 27.73 0 0 0| 0 150 0 0 4625 502 -0.39 24.62 0 0 0| 0 1,000 0 0 5125 512H -0.39 24.50 0 0 0| 0 200 0 0 5150 545 -0.41 24.13 0 0 0| 0 375 0 0 5225 636H -0.47 23.36 0 0 0| 0 250 0 0 5425 684H -0.50 22.72 0 0 0| 0 500 0 0 5525 735H -0.53 22.20 0 0 0| 0 350 0 0 5625 790H -0.56 21.85 0 0 0| 0 1,650 0 0 5725 799H -0.57 21.50 0 0 0| 0 1,250 0 0 5750 849 -0.59 21.31 0 0 0| 0 1,125 0 0 5825 910 -0.62 20.86 0 0 0| 0 2,125 0 0 5925 975 -0.65 20.58 0 0 0| 0 750 0 0 6025 1043 -0.68 20.09 0 0 0| 0 3,250 0 0 6125 1089 -0.68 20.44 0 0 0| 0 1,250 0 0 6175 1114 -0.71 19.74 0 0 0| 0 1,250 0 0 6225 1188 -0.73 19.45 0 0 0| 0 2,750 0 0 6325 1266 -0.76 19.11 0 0 0| 0 1,500 0 0 6425 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 1346 -0.78 18.89 0 0 0| 0 4,125 0 0 6525 1429 -0.80 18.66 0 0 0| 0 4,750 0 0 6625 1514 -0.82 18.41 0 0 0| 0 2,250 0 0 6725 Total 0 0 0| 0 89,152 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5428 Time to expiry: 560 Days 16 Mar 12 151H -0.10 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 5428 Time to expiry: 595 Days 20 Apr 12 100H -0.06 40.25 0 0 0| 0 170 0 0 2800 187 -0.12 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 5428 Time to expiry: 619 Days 14 May 12 1052 -0.60 21.65 0 0 0| 0 145 0 0 6000 2700H -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 5428 Time to expiry: 651 Days 15 Jun 12 140H -0.08 38.92 0 0 0| 0 100 0 0 3000 1466H -0.74 19.05 0 0 0| 0 1,000 0 0 6600 1486H -0.74 18.91 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 5428 Time to expiry: 749 Days 21 Sep 12 523 -0.30 27.36 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 5428 Time to expiry: 840 Days 21 Dec 12 10H -0.01 51.93 0 0 0| 0 2,500 0 0 1000 70H -0.04 44.25 0 0 0| 0 5,200 0 0 2000 89 -0.05 42.87 0 0 0| 0 1,250 0 0 2200 110H -0.06 41.49 0 0 0| 0 17,500 0 0 2400 122H -0.06 40.79 0 0 0| 0 4,520 0 0 2500 125H -0.06 40.62 0 0 0| 0 3,000 0 0 2525 172 -0.09 38.00 0 0 0| 0 750 0 0 2900 187H -0.10 37.31 0 0 0| 0 10,375 0 0 3000 191 -0.10 37.13 0 0 0| 0 4,500 0 0 3025 247H -0.13 34.62 0 0 0| 0 7,250 0 0 3400 266H -0.14 33.92 0 0 0| 0 3,000 0 0 3500 287 -0.15 33.33 0 0 0| 0 1,300 0 0 3600 307H -0.16 32.75 0 0 0| 0 1,000 0 0 3700 327H -0.17 32.15 0 0 0| 0 7,625 0 0 3800 358H -0.19 32.09 0 0 0| 0 1,750 0 0 3900 382H -0.20 31.47 0 0 0| 0 14,375 0 0 4000 408H -0.21 30.89 0 0 0| 0 15,450 0 0 4100 434H -0.23 30.32 0 0 0| 0 11,850 0 0 4200 462H -0.24 29.84 0 0 0| 0 3,700 0 0 4300 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 469H -0.24 29.72 0 0 0| 0 2,450 0 0 4325 491H -0.25 29.40 0 0 0| 0 24,205 0 0 4400 522H -0.27 28.92 0 0 0| 0 10,188 0 0 4500 530H -0.27 28.78 0 0 0| 0 1,000 0 0 4525 554H -0.29 28.34 0 0 0| 0 2,375 0 0 4600 622H -0.32 27.34 0 0 0| 0 250 0 0 4800 659H -0.34 26.96 0 0 0| 0 3,650 0 0 4900 698H -0.35 26.53 0 0 0| 0 16,725 0 0 5000 708H -0.36 26.40 0 0 0| 0 3,750 0 0 5025 739H -0.37 26.02 0 0 0| 0 5,925 0 0 5100 782H -0.39 25.59 0 0 0| 0 8,000 0 0 5200 827H -0.41 25.22 0 0 0| 0 20,550 0 0 5300 844H -0.42 24.85 0 0 0| 0 750 0 0 5350 874H -0.43 24.92 0 0 0| 0 6,000 0 0 5400 886H -0.44 24.85 0 0 0| 0 5,500 0 0 5425 923H -0.45 24.49 0 0 0| 0 5,300 0 0 5500 975H -0.47 24.09 0 0 0| 0 2,250 0 0 5600 988H -0.48 23.99 0 0 0| 0 350 0 0 5625 1028H -0.49 23.73 0 0 0| 0 5,575 0 0 5700 1042H -0.50 23.66 0 0 0| 0 1,075 0 0 5725 1055H -0.50 23.56 0 0 0| 0 250 0 0 5750 1100 -0.52 23.43 0 0 0| 0 2,875 0 0 5825 1139 -0.53 23.06 0 0 0| 0 125 0 0 5900 1159 -0.54 23.13 0 0 0| 0 2,500 0 0 5925 1204 -0.55 22.84 0 0 0| 0 4,500 0 0 6000 1220 -0.56 22.77 0 0 0| 0 2,800 0 0 6025 1283 -0.58 22.48 0 0 0| 0 2,250 0 0 6125 1298 -0.59 21.77 0 0 0| 0 750 0 0 6175 1348 -0.60 22.26 0 0 0| 0 2,450 0 0 6225 1398 -0.61 22.14 0 0 0| 0 1,250 0 0 6300 1415 -0.61 22.06 0 0 0| 0 3,800 0 0 6325 1485 -0.63 21.76 0 0 0| 0 3,125 0 0 6425 1556 -0.65 21.50 0 0 0| 0 5,500 0 0 6525 1630 -0.67 21.35 0 0 0| 0 3,875 0 0 6625 1705 -0.69 21.24 0 0 0| 0 2,375 0 0 6725 1782 -0.70 21.00 0 0 0| 0 350 0 0 6825 1942 -0.73 20.71 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 5428 Time to expiry: 895 Days 14 Feb 13 839H -0.41 24.76 0 0 0| 0 4,000 0 0 5300 1146 -0.53 22.52 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 5428 Time to expiry: 924 Days 15 Mar 13 307H -0.15 33.55 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 5428 Time to expiry: 959 Days 19 Apr 13 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 190 -0.09 38.41 0 0 0| 0 146 0 0 2800 382 -0.18 31.80 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 5428 Time to expiry: 1204 Days 20 Dec 13 318H -0.12 38.64 0 0 0| 0 19,875 0 0 3000 406H -0.16 34.76 0 0 0| 0 125 0 0 3500 451H -0.18 33.47 0 0 0| 0 300 0 0 3700 477 -0.19 32.87 0 0 0| 0 2,950 0 0 3800 502H -0.20 32.30 0 0 0| 0 9,000 0 0 3900 529 -0.21 31.75 0 0 0| 0 9,250 0 0 4000 555 -0.22 31.23 0 0 0| 0 725 0 0 4100 582 -0.23 30.73 0 0 0| 0 5,900 0 0 4200 614 -0.24 30.25 0 0 0| 0 3,500 0 0 4300 648H -0.26 29.79 0 0 0| 0 25,150 0 0 4400 683 -0.27 29.35 0 0 0| 0 5,850 0 0 4500 718H -0.28 28.93 0 0 0| 0 1,550 0 0 4600 754 -0.30 28.53 0 0 0| 0 250 0 0 4700 830H -0.32 27.77 0 0 0| 0 12,800 0 0 4900 852H -0.33 27.59 0 0 0| 0 20,000 0 0 4950 875 -0.34 27.42 0 0 0| 0 8,400 0 0 5000 886 -0.34 27.33 0 0 0| 0 750 0 0 5025 919H -0.35 27.08 0 0 0| 0 5,375 0 0 5100 942 -0.36 26.91 0 0 0| 0 20,000 0 0 5150 964H -0.37 26.75 0 0 0| 0 6,663 0 0 5200 1010 -0.38 26.43 0 0 0| 0 6,725 0 0 5300 1055H -0.40 26.13 0 500 500| 0 4,400 0 0 5400 1067 -0.40 26.06 0 0 0| 0 125 0 0 5425 1093H -0.41 25.91 0 0 0| 0 1,000 0 0 5475 1107 -0.41 25.84 0 0 0| 0 15,750 0 0 5500 1161 -0.43 25.56 0 0 0| 0 3,900 0 0 5600 1229 -0.45 25.22 0 0 0| 0 250 0 0 5725 1270 -0.46 25.03 0 0 0| 0 400 0 0 5800 1325 -0.47 24.78 0 0 0| 0 7,000 0 0 5900 1380 -0.49 24.54 0 0 0| 0 100 0 0 6000 2049 -0.63 22.56 0 0 0| 0 750 0 0 7000 Total 0 500 500| 0 198,813 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5428 Time to expiry: 1295 Days 21 Mar 14 406 -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 5428 Time to expiry: 1322 Days 17 Apr 14 373H -0.12 40.47 0 0 0| 0 510 0 0 2950 403H -0.15 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 5428 Time to expiry: 1568 Days 19 Dec 14 205H -0.08 35.67 0 0 0| 0 1,993 0 0 2500 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 | 281H -0.11 32.44 0 0 0| 0 20,080 0 0 3000 398H -0.15 30.42 0 0 0| 0 8,500 0 0 3500 425H -0.16 30.10 0 0 0| 0 2,500 0 0 3600 555 -0.20 29.02 0 0 0| 0 25,750 0 0 4000 588 -0.22 28.79 0 0 0| 0 2,000 0 0 4100 624 -0.23 28.56 0 0 0| 0 17,000 0 0 4200 664H -0.24 28.34 0 0 0| 0 8,750 0 0 4300 705H -0.25 28.14 0 0 0| 0 3,125 0 0 4400 746H -0.26 27.93 0 0 0| 0 18,375 0 0 4500 787H -0.27 27.74 0 0 0| 0 2,500 0 0 4600 829 -0.28 27.55 0 0 0| 0 750 0 0 4700 920H -0.31 27.18 0 0 0| 0 11,700 0 0 4900 969H -0.32 26.99 0 0 0| 0 13,375 0 0 5000 1018H -0.33 26.81 0 0 0| 0 13,790 0 0 5100 1067H -0.35 26.64 0 0 0| 0 4,275 0 0 5200 1116 -0.36 26.46 0 0 0| 0 16,250 0 0 5300 1140H -0.36 26.37 0 0 0| 0 500 0 0 5350 1165 -0.37 26.28 0 0 0| 0 1,000 0 0 5400 1219 -0.38 26.11 0 0 0| 0 8,750 0 0 5500 1275H -0.39 25.93 0 0 0| 0 3,875 0 0 5600 1331H -0.41 25.75 0 0 0| 0 500 0 0 5700 1499H -0.44 25.22 0 0 0| 0 3,750 0 0 6000 1805H -0.51 24.30 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 5428 Time to expiry: 1804 Days 12 Aug 15 1112H -0.34 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 5428 Time to expiry: 1932 Days 18 Dec 15 1195H -0.34 26.46 0 0 0| 0 1,500 0 0 5300 1242H -0.35 26.27 0 0 0| 0 800 0 0 5400 Total 0 0 0| 0 2,300 0 0 Total Puts 0 500 500| 0 1,061,881 0 0 Indicative a-t-m Vol 0.00 Underlying Price 3672.200 Time to expiry: 14 Days 17 Sep 10 6.710 -0.07 27.62 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 18,910 18,910| 0 2,405,392 +1,000 0 CAC 40 Index (XCC) Indicative a-t-m Vol 0.00 Underlying Price 3672.200 Time to expiry: 14 Days 17 Sep 10 8.000 -0.07 27.62 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 5428 Time to expiry: 14 Days 17 Sep 10 2H -0.02 28.22 0 0 0| 0 0 0 0 4850 Equity Index Options 22:04 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18,970 18,970| 0 2,405,572 +1,000 0 FTSE 100 Index (XUK) Indicative a-t-m Vol 0.00 Underlying Price 5428 Time to expiry: 14 Days 17 Sep 10 8 -0.08 21.78 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 19,030 19,030| 0 2,405,572 +1,000 0 FTSE 250 Index FLEX Option (YFS) Indicative a-t-m Vol 0.00 Underlying Price 10204.1 Time to expiry: 14 Days 17 Sep 10 5.5 -0.02 32.44 0 0 0| 0 102 0 0 8984 31.0 -0.10 29.97 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 10204.1 Time to expiry: 42 Days 15 Oct 10 64.0 -0.14 24.67 0 0 0| 0 100 0 0 9308 160.0 -0.31 21.87 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 19,210 19,210| 0 2,406,178 +1,000 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3547.640 Time to expiry: 105 Days 17 Dec 10 989.360 -0.97 20.28 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 19,270 19,270| 0 2,412,178 +1,000 0