Options on Financial Futures Summary 22:16 Page 1 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 | | Contract CONNECT* Basis Block Trd Total | Official Open Volume Volume Volume Volume | Volume Interest Change | Short Term Interest Rate Products | Three Month Euribor 288,269 N/A 353,500 641,769 | 964,802 14,648,180 +108,285 Three Month Euribor Mid-Curve 17,300 N/A 191,000 208,300 | 463,010 3,145,984 +116,026 THREE MONTH EURO (EURIBOR) 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,300 0 Three Month Eurodollar 0 N/A 0 0 | 0 0 0 Three Month Eurodollar Mid-Curve 0 N/A 0 0 | 0 0 0 Three Month Sterling 44,844 N/A 33,750 78,594 | 189,943 5,479,277 +34,058 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 3,250 0 Three Month Sterling Mid-Curve 40,000 N/A 12,000 52,000 | 288,950 2,091,981 +254,200 Three Month Euroswiss 0 N/A 0 0 | 0 0 0 | Swapnote Products | 2Yr Euro Swapnote 0 0 0 0 | 0 0 0 5Yr Euro Swapnote 0 0 0 0 | 0 0 0 10Yr Euro Swapnote 0 0 0 0 | 0 0 0 | Bond Products | Long Gilt 0 N/A 600 600 | 1,400 31,898 +850 Options on Financial Futures 22:16 Page 2 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 99.285 (Mar 10) Indicative a-t-m Vol 0.48 Time to expiry: 7 Days | | 99000 0.2850 -0.0100 1.00 0.79 0.2350S 0.2350S 0 0 0| 0 1,000 0 0 99125 0.1625 -0.0100 0.94 0.75 0.2000S 0.0700S 0 0 0| 0 14,450 0 0 99250 0.0475 -0.0125 0.71 0.47 0.0900S 0.0200S 0 0 0| 0 20,400 -100 0 99375 0.0025 0.0000 0.10 0.51 0.0100S 0.0050S 0 0 0| 500 87,350 0 0 99500 CAB 0.0000 0.00 0.43 0.0050S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 0 0| 500 127,200 -100 0 | Mar 10 Underlying Price 99.285 Indicative a-t-m Vol 0.41 Time to expiry: 35 Days | | 94750 4.5350 -0.0100 1.00 1.13 0.7700S 0.6100S 0 0 0| 0 300 0 0 95000 4.2850 -0.0100 1.00 1.13 3.3200S 0.5000S 0 0 0| 0 4,085 0 0 95250 4.0350 -0.0100 1.00 1.13 3.0700S 0.3800 0 0 0| 0 6,275 0 0 95500 3.7850 -0.0100 1.00 1.13 2.8200S 0.3750 0 0 0| 0 3,311 0 0 95750 3.5350 -0.0100 1.00 1.13 2.6200S 0.3700S 0 0 0| 0 8,425 0 0 96000 3.2850 -0.0100 1.00 1.13 0.8950S 0.1950S 0 0 0| 0 5,565 0 0 96250 3.0350 -0.0100 1.00 1.13 0.6700S 0.3200S 0 0 0| 0 9,925 0 0 96500 2.7850 -0.0100 1.00 1.13 1.8700S 0.1150 0 0 0| 0 4,900 0 0 97000 2.2850 -0.0100 1.00 1.14 0.4050S 0.0500S 0 0 0| 0 6,150 0 0 97250 2.0350 -0.0100 1.00 1.13 1.4000S 0.0500 0 0 0| 0 18,249 0 0 97500 1.7850 -0.0100 1.00 1.13 1.4600 0.1250S 0 0 0| 0 4,449 0 0 97750 1.5350 -0.0100 1.00 1.13 0.7200S 0.2200S 0 0 0| 0 3,500 0 0 98000 1.2850 -0.0100 1.00 1.13 0.8000 0.0150S 0 0 0| 0 8,525 0 0 98250 1.0350 -0.0100 1.00 1.11 0.8800S 0.1850 0 0 0| 0 23,255 0 0 98375 0.9100 -0.0100 1.00 1.09 0.4950S 0.2250S 0 0 0| 0 33,525 0 0 98500 0.7850 -0.0100 0.99 1.09 0.6850S 0.0350S 0 0 0| 0 41,578 0 0 98625 0.6600 -0.0100 0.99 0.90 0.5550S 0.1000S 0 0 0| 0 31,740 0 0 98750 0.5350 -0.0125 0.96 0.49 0.5400 0.0650S 0 0 0| 0 60,580 0 0 98875 0.4200 -0.0050 0.90 0.93 0.4350S 0.0400S 0 0 0| 0 52,746 0 0 99000 0.2950 -0.0100 0.89 0.70 0.3400 0.0200 0 0 0| 0 161,010 0 0 99125 0.1775 -0.0125 0.81 0.57 0.2100S 0.0150S 0 0 0| 1,250 197,238 0 0 99250 0.0750 0.0750 -0.0050 0.60 0.45 0.0800S 0.0750 0.1000S 0.0050S 0 14,350 14,350| 6,001 318,696 -4,000 0 99375 0.0050 0.0100 +0.0025 0.17 0.31 0.0050S 0.0050S 0.0450S CAB S 0 2,000 2,000| 8,250 424,384 -700 0 99500 CAB 0.0000 0.00 0.24 0.0150S CAB 0 0 0| 1,500 208,561 -500 0 99625 CAB 0.0000 0.00 0.17 0.0050S 0.0050S 0 0 0| 500 28,300 +500 0 99750 CAB 0.0000 0.00 0.14 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 0 16,350 16,350| 17,501 1,666,272 -4,700 0 Options on Financial Futures 22:16 Page 3 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Apr 10 Underlying Price 99.035 (Jun 10) Indicative a-t-m Vol 0.48 Time to expiry: 70 Days | | 99000 0.1025 -0.0175 0.57 0.48 0.1600S 0.0950S 0 0 0| 0 6,250 0 0 99125 0.0500 0.0450 -0.0075 0.33 0.47 0.0500S 0.0500S 0.0900S 0.0350S 0 22,000 22,000| 0 53,250 0 0 99250 0.0075 -0.0075 0.10 0.39 0.0300S 0.0050S 0 0 0| 1,000 52,780 +980 0 99375 0.0025 -0.0025 0.04 0.44 0.0100S 0.0050S 0 0 0| 0 37,125 0 0 99500 CAB -0.0025 0.01 0.47 0 0 0| 0 4,000 0 0 Total 0 22,000 22,000| 1,000 153,405 +980 0 | May 10 Underlying Price 99.035 (Jun 10) Indicative a-t-m Vol 0.49 Time to expiry: 98 Days | | 99000 0.1225 -0.0125 0.55 0.50 0.1400S 0.1400S 0 0 0| 0 2,000 0 0 99125 0.0550 -0.0100 0.35 0.46 0.1100 0.0650S 0 0 0| 0 14,751 0 0 99250 0.0200 -0.0050 0.17 0.43 0.0350S 0.0150S 0 0 0| 2,000 31,750 -1,500 0 99375 0.0050 0.0000 0.05 0.41 0.0100S 0.0050S 0 0 0| 0 17,000 0 0 Total 0 0 0| 2,000 65,501 -1,500 0 Options on Financial Futures 22:16 Page 4 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 99.035 Indicative a-t-m Vol 0.50 Time to expiry: 126 Days | | 95000 4.0350 -0.0250 1.00 0.83 0.6600S 0.5500S 0 0 0| 0 180 0 0 95250 3.7850 -0.0250 1.00 0.83 0.6400S 0.5450S 0 0 0| 0 1,450 0 0 95500 3.5350 -0.0250 1.00 0.83 2.7100S 0.4850S 0 0 0| 0 1,225 0 0 95750 3.2850 -0.0250 1.00 0.83 2.4700S 0.4000S 0 0 0| 0 3,250 0 0 96000 3.0350 -0.0250 1.00 0.83 2.2300S 0.4000S 0 0 0| 0 3,450 0 0 96250 2.7850 -0.0250 1.00 0.83 1.9900S 0.5150S 0 0 0| 0 1,600 0 0 96500 2.5350 -0.0250 1.00 0.83 0.9600S 0.1450S 0 0 0| 0 1,300 0 0 96750 2.2850 -0.0250 1.00 0.83 0 0 0| 0 8,750 0 0 97000 2.0350 -0.0250 1.00 0.83 2.1050S 0.3050S 0 0 0| 0 22,650 0 0 97250 1.7850 -0.0250 1.00 0.83 0.8250S 0.0400S 0 0 0| 0 22,770 0 0 97500 1.5350 -0.0250 1.00 0.83 0.5000S 0.4400S 0 0 0| 0 3,350 0 0 97750 1.2850 -0.0250 1.00 0.83 1.3550S 0.2650S 0 0 0| 0 6,990 0 0 98000 1.0375 -0.0250 0.98 0.82 1.1100S 0.1950S 0 0 0| 0 11,310 0 0 98125 0.9150 -0.0250 0.97 0.83 0 0 0| 0 2,500 0 0 98250 0.7925 -0.0250 0.96 0.79 0.6850 0.1400S 0 0 0| 0 11,265 0 0 98375 0.6700 -0.0250 0.94 0.72 0.3850S 0.2600S 0 0 0| 0 10,300 0 0 98500 0.5500 -0.0250 0.92 0.67 0.6050S 0.0850 0 0 0| 0 80,535 0 0 98625 0.4350 -0.0225 0.87 0.63 0.4100S 0.1300S 0 0 0| 0 22,775 0 0 98750 0.3250 -0.0175 0.80 0.59 0.3700 0.0500S 0 0 0| 1,250 66,877 -1,250 0 98875 0.2250 -0.0150 0.69 0.56 0.2650S 0.0600S 0 0 0| 1,250 89,267 -351 0 99000 0.1350 0.1375 -0.0100 0.55 0.51 0.1400S 0.1350 0.1850S 0.0200S 17,500 3,515 21,015| 8,550 213,071 -50 0 99125 0.0650 0.0700 -0.0050 0.37 0.47 0.0750S 0.0650 0.1150S 0.0300S 47,000 19,310 66,310| 136,150 431,539 +92,368 0 99250 0.0300 0.0275 -0.0025 0.18 0.43 0.0300 0.0250S 0.0600S 0.0050S 29,500 20,300 49,800| 188,300 548,029 -56,022 0 99375 0.0050 0.0050 -0.0025 0.06 0.38 0.0050 0.0050 0.0350S 0.0050S 0 7,500 7,500| 51,500 433,225 -21,854 0 99500 CAB 0.0000 0.01 0.35 0.0150S 0.0050 0 0 0| 0 200,097 0 0 99625 CAB 0.0000 0.00 0.34 0.0050S 0.0050S 0 0 0| 0 13,050 0 0 99750 CAB 0.0000 0.00 0.34 0.0050S 0.0050S 0 0 0| 0 1,350 0 0 99875 CAB 0.0000 0.00 0.34 0 0 0| 0 2,000 0 0 Total 94,000 50,625 144,625| 387,000 2,214,155 +12,841 0 | Jul 10 Underlying Price 98.825 (Sep 10) Indicative a-t-m Vol 0.61 Time to expiry: 161 Days | | 98625 0.3000 -0.0125 0.67 0.69 0.2400S 0.2250S 0 0 0| 0 3,000 0 0 98750 0.2100 -0.0100 0.57 0.64 0.2200S 0.1500S 0 0 0| 500 6,750 +250 0 98875 0.1350 0.1300 -0.0150 0.45 0.59 0.1350S 0.1300S 0.1500 0.0900S 0 1,000 1,000| 3,300 9,050 +550 0 99000 0.0800 0.0800 -0.0025 0.32 0.57 0.0800S 0.0750S 0.0900S 0.0500S 0 1,000 1,000| 1,000 73,500 +500 0 99125 0.0400 -0.0025 0.20 0.54 0.0350S 0.0300S 0 0 0| 500 1,750 +250 0 99250 0.0175 0.0000 0.11 0.52 0.0100S 0.0100S 0 0 0| 0 2,200 0 0 99375 0.0075 +0.0025 0.05 0.50 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 99500 0.0025 +0.0025 0.01 0.47 0.0050S 0.0050S 0 0 0| 0 2,000 0 0 Total 0 2,000 2,000| 5,300 99,250 +1,550 0 Options on Financial Futures 22:16 Page 5 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.825 Indicative a-t-m Vol 0.62 Time to expiry: 217 Days | | 95750 3.0750 -0.0250 1.00 0.91 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 2.8250 -0.0250 1.00 0.91 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.5750 -0.0250 1.00 0.91 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.3250 -0.0250 1.00 0.91 2.3200S 0.3000 0 0 0| 0 2,400 0 0 96750 2.0750 -0.0250 1.00 0.90 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 1.8250 -0.0250 1.00 0.88 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.5750 -0.0250 1.00 0.80 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.3300 -0.0250 0.98 0.84 1.3300S 0.1700S 0 0 0| 0 3,475 0 0 97750 1.0875 -0.0225 0.96 0.83 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 0.8500 -0.0250 0.91 0.80 0.4650S 0.1050S 0 0 0| 0 8,225 0 0 98125 0.7350 -0.0225 0.88 0.78 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.6250 -0.0175 0.85 0.77 0.6300S 0.1750 0 0 0| 0 14,375 0 0 98375 0.5150 -0.0200 0.79 0.73 0.4550S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.4100 0.4125 -0.0175 0.73 0.70 0.4100S 0.4100S 0.4300S 0.0850S 0 1,000 1,000| 1,400 33,292 +1,400 0 98625 0.3150 -0.0200 0.66 0.65 0.3100S 0.2000S 0 0 0| 0 111,160 0 0 98750 0.2300 0.2325 -0.0150 0.56 0.63 0.2300S 0.2250S 0.2500S 0.0500S 31,500 3,550 35,050| 6,050 199,585 +195 0 98875 0.1650 0.1600 -0.0125 0.46 0.60 0.1650S 0.1550S 0.1800 0.0800S 45,000 1,350 46,350| 3,235 102,203 -1,763 0 99000 0.1000 0.1000 -0.0100 0.34 0.57 0.1000S 0.0950S 0.1200S 0.0250S 45,000 2,000 47,000| 46,826 282,428 +8,480 0 99125 0.0550 0.0575 -0.0025 0.23 0.54 0.0550S 0.0550S 0.0700S 0.0200S 0 3,500 3,500| 2,350 199,161 +756 0 99250 0.0250 0.0275 -0.0025 0.14 0.51 0.0250S 0.0250S 0.0450S 0.0050S 7,000 1,000 8,000| 7,250 204,687 +4,250 0 99375 0.0125 0.0000 0.07 0.48 0.0250S 0.0050S 5,000 0 5,000| 1,500 204,477 -500 0 99500 0.0025 -0.0025 0.03 0.46 0.0150S 0.0050S 0 0 0| 0 104,850 0 0 99625 CAB 0.0000 0.01 0.42 0.0050S 0.0050S 0 0 0| 0 31,000 0 0 99750 CAB 0.0000 0.00 0.40 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 133,500 12,400 145,900| 68,611 1,534,648 +12,818 0 Options on Financial Futures 22:16 Page 6 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.615 Indicative a-t-m Vol 0.73 Time to expiry: 308 Days | | 96750 1.8750 -0.0200 0.97 1.08 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 1.6300 -0.0200 0.96 1.02 0.9400S 0.4650 0 0 0| 0 2,255 0 0 97250 1.3875 -0.0200 0.94 0.98 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 1.1525 -0.0200 0.90 0.95 0.6250S 0.2750S 0 0 0| 0 14,100 0 0 97750 0.9250 -0.0125 0.86 0.90 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 0.7100 -0.0175 0.79 0.86 0.6900 0.1500S 0 0 0| 5 21,034 +5 0 98125 0.6075 -0.0150 0.74 0.83 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.5100 -0.0150 0.69 0.81 0.4900 0.1250S 0 0 0| 0 31,858 0 0 98375 0.4200 -0.0125 0.63 0.78 0.3500S 0.2450S 0 0 0| 0 6,500 0 0 98500 0.3350 -0.0125 0.57 0.76 0.3400S 0.0600S 0 0 0| 21,650 83,541 +450 0 98625 0.2750 0.2575 -0.0125 0.50 0.73 0.2750S 0.2750S 0.2750S 0.1300S 0 350 350| 2,500 30,270 +2,000 0 98750 0.1925 -0.0100 0.42 0.70 0.1700S 0.0200S 0 0 0| 54,500 94,531 +38,531 0 98875 0.1375 -0.0075 0.34 0.67 0.1450S 0.0550S 0 0 0| 1,650 55,750 +500 0 99000 0.0950 0.0875 -0.0050 0.25 0.63 0.0950S 0.0950S 0.0950 0.0100S 0 3,000 3,000| 89,675 189,069 +29,585 0 99125 0.0525 -0.0050 0.18 0.61 0.0650S 0.0200S 0 0 0| 7,600 92,473 +500 0 99250 0.0300 0.0275 -0.0025 0.11 0.57 0.0350 0.0300S 0.0350 0.0050S 2,500 16,000 18,500| 16,500 148,200 +1,500 0 99375 0.0100 0.0125 -0.0025 0.06 0.55 0.0150 0.0100S 0.0200S 0.0050 2,500 16,000 18,500| 3,500 135,767 +750 0 99500 0.0075 0.0000 0.04 0.54 0.0150S 0.0050S 0 0 0| 1,500 117,750 0 0 99625 0.0025 0.0000 0.01 0.51 0.0050S 0.0050S 0 0 0| 1,500 7,637 0 0 Total 5,000 35,350 40,350| 200,580 1,044,227 +73,821 0 | Mar 11 Underlying Price 98.415 Indicative a-t-m Vol 0.84 Time to expiry: 399 Days | | 97250 1.2450 -0.0200 0.86 1.06 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 1.0250 -0.0150 0.81 1.02 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 0.8200 -0.0150 0.75 0.98 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 0.6200 -0.0150 0.67 0.92 0.5650 0.2700 0 0 0| 0 9,051 0 0 98250 0.4400 -0.0150 0.58 0.86 0.3950S 0.1350 0 0 0| 0 37,174 0 0 98500 0.3100 0.3000 -0.0100 0.46 0.83 0.3100S 0.3100S 0.3100S 0.1000S 2,000 1,500 3,500| 2,504 37,659 +754 0 98750 0.1800 0.1800 -0.0100 0.34 0.78 0.1800 0.1800 0.1800 0.0500S 2,000 50 2,050| 0 78,750 0 0 99000 0.0900 0.0900 -0.0050 0.22 0.72 0.0900 0.0900 0.0900 0.0250S 2,000 6 2,006| 4,000 90,950 -2,000 0 99250 0.0400 0.0000 0.11 0.67 0.0350S 0.0050S 0 0 0| 4,250 63,250 +1,250 0 99500 0.0200 0.0000 0.06 0.68 0.0100S 0.0050S 0 0 0| 0 32,500 0 0 Total 6,000 1,556 7,556| 10,754 389,934 +4 0 Options on Financial Futures 22:16 Page 7 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 11 Underlying Price 98.205 Indicative a-t-m Vol 0.90 Time to expiry: 490 Days | | 97000 1.3200 -0.0150 0.83 1.11 0.7050S 0.5900S 0 0 0| 0 4,675 0 0 97250 1.1000 -0.0200 0.79 1.06 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 0.9000 -0.0150 0.73 1.03 0.6250S 0.4600S 0 0 0| 0 7,950 0 0 97750 0.7100 -0.0150 0.66 0.98 0.5500S 0.4300 0 0 0| 0 13,100 0 0 98000 0.5350 -0.0100 0.58 0.93 0.4800S 0.3900S 0 0 0| 0 25,640 0 0 98250 0.3800 -0.0150 0.48 0.89 0.3100S 0.1300S 0 0 0| 0 2,755 0 0 98500 0.2650 +0.0050 0.38 0.87 0.2200S 0.1250S 3,000 0 3,000| 0 43,000 0 0 98750 0.1700 0.1650 -0.0050 0.28 0.82 0.1700 0.1700 0.1700 0.0700 0 106 106| 0 7,530 0 0 99000 0.1000 +0.0100 0.20 0.81 0.0700S 0.0400S 0 0 0| 0 39,250 0 0 99250 0.0400 0.0000 0.11 0.73 0.0250S 0.0150S 0 0 0| 0 15,050 0 0 99500 0.0200 0.0150 0.0000 0.05 0.68 0.0200 0.0200 0.0200S 0.0050S 0 159 159| 0 14,760 0 0 99750 0.0050 0.0000 0.01 0.60 0 0 0| 0 4,000 0 0 Total 3,000 265 3,265| 0 181,610 0 0 | Sep 11 Underlying Price 98.005 Indicative a-t-m Vol 0.97 Time to expiry: 588 Days | | 97250 1.0000 -0.0150 0.71 1.09 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 0.8100 -0.0150 0.65 1.05 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 0.6350 -0.0150 0.58 1.01 0.5500S 0.4800S 0 0 0| 0 4,175 0 0 98000 0.4850 -0.0150 0.50 0.97 0.2850S 0.2850S 0 0 0| 0 11,750 0 0 98500 0.2400 -0.0050 0.33 0.89 0.1900S 0.1500S 0 0 0| 0 10,750 0 0 98750 0.1600 -0.0050 0.25 0.87 0.1200 0.1050 0 0 0| 0 16,050 0 0 99000 0.1000 -0.0050 0.17 0.84 0.0500S 0.0500S 0 0 0| 0 5,250 0 0 99250 0.0550 0.0000 0.11 0.81 0.0350S 0.0150S 0 0 0| 0 6,050 0 0 99500 0.0300 0.0000 0.07 0.80 0.0150S 0.0050S 0 0 0| 0 5,500 0 0 Total 0 0 0| 0 67,295 0 0 | Dec 11 Underlying Price 97.795 Indicative a-t-m Vol 1.02 Time to expiry: 679 Days | | 97250 0.8900 -0.0200 0.65 1.09 0.6150S 0.6000S 0 0 0| 0 350 0 0 97500 0.7250 -0.0150 0.59 1.06 0.6350S 0.5100S 0 0 0| 0 24,500 0 0 97750 0.5700 -0.0200 0.52 1.03 0.4950S 0.4650S 0 0 0| 0 11,250 0 0 98500 0.2250 -0.0100 0.29 0.94 0.1850S 0.1850S 0 0 0| 0 1,000 0 0 98750 0.1550 -0.0100 0.22 0.92 0.1200S 0.1100S 0 0 0| 0 24,300 0 0 99000 0.0900 0.1000 -0.0050 0.16 0.89 0.0900S 0.0900S 0.0900S 0.0700S 0 1,250 1,250| 10,286 22,290 +1,790 0 99250 0.0550 -0.0100 0.10 0.84 0.0300S 0.0150S 0 0 0| 0 1,550 0 0 99500 0.0250 0.0300 -0.0100 0.06 0.81 0.0250S 0.0250S 0.0250S 0.0200S 0 2,500 2,500| 2,000 2,000 +2,000 0 Total 0 3,750 3,750| 12,286 87,240 +3,790 0 | Total Calls 241,500 144,296 385,796| 705,532 7,630,737 +99,504 0 Options on Financial Futures 22:16 Page 8 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 99.285 (Mar 10) Indicative a-t-m Vol 0.48 Time to expiry: 7 Days | | 98750 CAB 0.0000 0.00 0.81 0.0150S 0.0050 0 0 0| 0 13,750 0 0 98875 CAB 0.0000 0.00 0.80 0.0400 0.0100S 0 0 0| 0 24,000 0 0 99000 CAB 0.0000 0.00 0.79 0.0500S 0.0050 0 0 0| 2,000 42,700 +2,000 0 99125 0.0025 0.0000 -0.06 0.75 0.0900S 0.0050 0 0 0| 4,400 19,020 -2,125 0 99250 0.0100 0.0125 -0.0025 -0.29 0.47 0.0100 0.0100 0.0300S 0.0050 10,000 500 10,500| 11,075 20,940 +1,187 0 99375 0.0925 +0.0100 -0.90 0.51 0 0 0| 0 2,000 0 0 Total 10,000 500 10,500| 17,475 122,410 +1,062 0 Options on Financial Futures 22:16 Page 9 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 99.285 Indicative a-t-m Vol 0.41 Time to expiry: 35 Days | | 90000 CAB 0.0000 0.00 1.13 0.0050 CAB 0 0 0| 0 187 0 0 94000 CAB 0.0000 0.00 1.13 0.2200 0.0050S 0 0 0| 0 2,400 0 0 94250 CAB 0.0000 0.00 1.13 0.0750S 0.0050S 0 0 0| 0 4,250 0 0 94500 CAB 0.0000 0.00 1.13 0.4000S 0.4000S 0 0 0| 0 1,150 0 0 94750 CAB 0.0000 0.00 1.13 0.6700S 0.0050S 0 0 0| 0 1,650 0 0 95000 CAB 0.0000 0.00 1.13 0.6700S 0.0050S 0 0 0| 0 8,815 0 0 95250 CAB 0.0000 0.00 1.13 0.6700S 0.0200S 0 0 0| 0 5,925 0 0 95500 CAB 0.0000 0.00 1.13 0.5200S 0.0050S 0 0 0| 0 3,543 0 0 95750 CAB 0.0000 0.00 1.13 0.5750S 0.0150S 0 0 0| 0 10,129 0 0 96000 CAB 0.0000 0.00 1.13 0.5700S 0.0050 0 0 0| 0 19,895 0 0 96250 CAB 0.0000 0.00 1.13 0.5900S 0.0050 0 0 0| 0 21,075 0 0 96500 CAB 0.0000 0.00 1.13 0.6450S 0.0150S 0 0 0| 0 4,385 0 0 96750 CAB 0.0000 0.00 1.13 0.0450S 0.0300S 0 0 0| 0 6,500 0 0 97000 CAB 0.0000 0.00 1.14 1.0000S 0.0050S 0 0 0| 0 24,535 0 0 97125 CAB 0.0000 0.00 1.13 0.0700S 0.0100 0 0 0| 0 10,250 0 0 97250 CAB 0.0000 0.00 1.13 0.5200S 0.0100 0 0 0| 0 17,200 0 0 97375 CAB 0.0000 0.00 1.13 0.0150 0.0100 0 0 0| 0 25 0 0 97500 CAB 0.0000 0.00 1.13 0.4250S 0.0050S 0 0 0| 0 26,591 0 0 97625 CAB 0.0000 0.00 1.13 0.1550S 0.0150 0 0 0| 0 10,750 0 0 97750 CAB 0.0000 0.00 1.13 0.4100S 0.0050S 0 0 0| 0 20,477 0 0 97875 CAB 0.0000 0.00 1.13 0.1700S 0.0050S 0 0 0| 0 13,350 0 0 98000 CAB 0.0000 0.00 1.13 0.4400S 0.0050S 0 0 0| 0 91,775 0 0 98125 CAB 0.0000 0.00 1.12 0.2400S 0.0050S 0 0 0| 0 26,325 0 0 98250 CAB 0.0000 0.00 1.11 0.4300S 0.0050S 0 0 0| 0 85,430 0 0 98375 CAB 0.0000 0.00 1.09 0.3400S 0.0050S 0 0 0| 0 52,189 0 0 98500 CAB 0.0000 -0.01 1.09 0.5700 0.0050S 0 0 0| 0 193,504 0 0 98625 CAB 0.0000 -0.01 0.90 0.2900S 0.0050S 0 0 0| 0 93,444 0 0 98750 CAB -0.0025 -0.04 0.99 0.3900S 0.0050S 0 0 0| 0 159,235 0 0 98875 0.0050 0.0100 +0.0050 -0.10 0.93 0.0050 0.0050 0.2500 CAB 0 500 500| 19,000 237,392 +8,500 0 99000 0.0100 0.0100 0.0000 -0.11 0.70 0.0100 0.0100 0.2200S 0.0050 0 260 260| 2,250 211,307 -2,250 0 99125 0.0150 0.0175 -0.0025 -0.19 0.57 0.0150 0.0150 0.2100 0.0050S 20,000 500 20,500| 35,085 132,948 +4,916 0 99250 0.0300 0.0400 +0.0050 -0.40 0.45 0.0400 0.0300 0.2450 0.0100S 5,000 161 5,161| 19,136 159,165 +2,886 0 99375 0.1000 +0.0125 -0.83 0.31 0.1350S 0.0550S 0 0 0| 0 57,550 0 0 Total 25,000 1,421 26,421| 75,471 1,713,346 +14,052 0 | Apr 10 Underlying Price 99.035 (Jun 10) Indicative a-t-m Vol 0.48 Time to expiry: 70 Days | | 98625 0.0100 +0.0025 -0.07 0.65 0.0100 0.0100 0 0 0| 5,000 13,200 +5,000 0 98750 0.0175 +0.0025 -0.13 0.59 0.0200S 0.0100S 0 0 0| 2,000 35,000 +1,000 0 98875 0.0350 +0.0025 -0.25 0.54 0.0400S 0.0350 20,000 0 20,000| 1,000 69,000 0 0 99000 0.0675 +0.0075 -0.43 0.48 0.0700S 0.0500S 20,000 0 20,000| 10 3,760 +10 0 Total 40,000 0 40,000| 8,010 120,960 +6,010 0 Options on Financial Futures 22:16 Page 10 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | May 10 Underlying Price 99.035 (Jun 10) Indicative a-t-m Vol 0.49 Time to expiry: 98 Days | | 98500 0.0100 +0.0025 -0.06 0.67 0.0100S 0.0100S 0 0 0| 0 500 0 0 98625 0.0150 +0.0025 -0.10 0.62 0 0 0| 0 10,000 0 0 98750 0.0300 +0.0050 -0.18 0.59 0.0300 0.0250 0 0 0| 0 20,550 0 0 98875 0.0500 +0.0075 -0.29 0.55 0.0500 0.0500 0 0 0| 0 19,500 0 0 99000 0.0875 +0.0125 -0.45 0.50 0.0800S 0.0800S 0 0 0| 0 16,500 0 0 Total 0 0 0| 0 67,050 0 0 Options on Financial Futures 22:16 Page 11 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 99.035 Indicative a-t-m Vol 0.50 Time to expiry: 126 Days | | 90000 CAB 0.0000 0.00 0.83 0.0050 0.0050 0 0 0| 0 55 0 0 90500 CAB 0.0000 0.00 0.83 0.0050S 0.0050S 0 0 0| 0 45 0 0 92000 CAB 0.0000 0.00 0.83 0.0050S 0.0050S 0 0 0| 0 45 0 0 93250 CAB 0.0000 0.00 0.83 0.1400S 0.1400S 0 0 0| 0 1,125 0 0 93500 CAB 0.0000 0.00 0.83 0.1550S 0.0050S 0 0 0| 0 4,000 0 0 93750 CAB 0.0000 0.00 0.83 0.0050S 0.0050S 0 0 0| 0 500 0 0 94125 CAB 0.0000 0.00 0.83 0.0050 0.0050 0 0 0| 0 1,250 0 0 94250 CAB 0.0000 0.00 0.83 0 0 0| 0 600 0 0 94500 CAB 0.0000 0.00 0.83 0.0050S 0.0050S 0 0 0| 0 3,000 0 0 94750 CAB 0.0000 0.00 0.83 0.5150S 0.0050S 0 0 0| 0 7,750 0 0 95000 CAB 0.0000 0.00 0.83 0.6600S 0.0050 0 0 0| 0 640 0 0 95250 CAB 0.0000 0.00 0.83 0.6350S 0.0050 0 0 0| 0 2,754 0 0 95500 CAB 0.0000 0.00 0.83 0.5200S 0.0150S 0 0 0| 0 2,225 0 0 95625 CAB 0.0000 0.00 0.83 0.0100 0.0100 0 0 0| 0 250 0 0 95750 CAB 0.0000 0.00 0.83 0.5400S 0.0050 0 0 0| 0 5,850 0 0 95875 CAB 0.0000 0.00 0.83 0.0100 0.0100 0 0 0| 0 25 0 0 96000 CAB 0.0000 0.00 0.83 0.6100S 0.0050 0 0 0| 0 13,025 0 0 96250 CAB 0.0000 0.00 0.83 0.7000S 0.0400S 0 0 0| 0 1,450 0 0 96500 CAB 0.0000 0.00 0.83 0.5750S 0.0100 0 0 0| 0 21,367 0 0 96625 CAB 0.0000 0.00 0.83 0.0700S 0.0050S 0 0 0| 0 1,500 0 0 96750 CAB 0.0000 0.00 0.83 0.0500S 0.0050 0 0 0| 0 1,540 0 0 96875 CAB 0.0000 0.00 0.83 0 0 0| 0 3,000 0 0 97000 CAB 0.0000 0.00 0.83 0.4850S 0.0050S 0 0 0| 0 51,170 0 0 97125 CAB 0.0000 0.00 0.83 0.0950S 0.0100 0 0 0| 0 3,325 0 0 97250 CAB 0.0000 0.00 0.83 0.6150S 0.0150S 0 0 0| 0 22,000 0 0 97375 CAB 0.0000 0.00 0.83 0.1350S 0.0150 0 0 0| 0 7,000 0 0 97500 CAB 0.0000 0.00 0.83 0.3800S 0.0050S 0 0 0| 0 60,138 0 0 97625 CAB 0.0000 0.00 0.83 0.0950S 0.0100 0 0 0| 0 17,070 0 0 97750 CAB 0.0000 0.00 0.83 0.4400S 0.0050 0 0 0| 0 32,459 0 0 97875 CAB 0.0000 -0.01 0.80 0.2250S 0.0100 0 0 0| 0 12,781 0 0 98000 0.0025 0.0000 -0.02 0.82 0.5050S 0.0050 0 0 0| 400 99,691 -400 0 98125 0.0050 0.0000 -0.03 0.83 0.2650S 0.0050 0 0 0| 0 115,609 0 0 98250 0.0075 0.0000 -0.04 0.79 0.8000S 0.0050S 0 0 0| 0 100,809 0 0 98375 0.0150 0.0100 0.0000 -0.06 0.72 0.0150S 0.0050 0.3550S 0.0050 0 50,420 50,420| 5,150 222,929 -3,650 0 98500 0.0150 0.0150 0.0000 -0.08 0.67 0.0150S 0.0100 0.3250S 0.0050S 0 8,840 8,840| 13,760 155,883 -6,556 0 98625 0.0200 0.0250 +0.0025 -0.13 0.63 0.0200 0.0200 0.3150S 0.0100S 0 4,920 4,920| 23,301 145,008 -5,499 0 98750 0.0350 0.0400 +0.0075 -0.20 0.59 0.0350S 0.0350S 0.3250S 0.0200S 0 46,500 46,500| 15,342 248,695 -2,998 0 98875 0.0600 0.0650 +0.0100 -0.31 0.56 0.0600S 0.0550S 0.3200S 0.0400S 17,500 10,000 27,500| 20,001 135,219 -7,750 0 99000 0.0950 0.1025 +0.0150 -0.45 0.51 0.1000S 0.0950S 0.3200S 0.0650S 0 7,000 7,000| 13,200 191,140 -7,450 0 99125 0.1450 0.1600 +0.0200 -0.63 0.47 0.1500S 0.1450S 0.4200S 0.1100S 17,500 3,000 20,500| 1,250 52,504 +250 0 99250 0.2425 +0.0225 -0.82 0.43 0.2250S 0.2250S 0 0 0| 0 500 0 0 Total 35,000 130,680 165,680| 92,404 1,745,926 -34,053 0 Options on Financial Futures 22:16 Page 12 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jul 10 Underlying Price 98.825 (Sep 10) Indicative a-t-m Vol 0.61 Time to expiry: 161 Days | | 98250 0.0350 +0.0050 -0.13 0.78 0.0500S 0.0400S 0 0 0| 0 4,300 0 0 98500 0.0725 +0.0125 -0.25 0.73 0.0900S 0.0700S 0 0 0| 0 70,250 0 0 98625 0.1000 +0.0125 -0.33 0.69 0 0 0| 0 20,000 0 0 98750 0.1350 +0.0150 -0.43 0.64 0.1700S 0.1600S 0 0 0| 0 80,000 0 0 98875 0.1800 +0.0100 -0.55 0.59 0.1750S 0.1600S 0 0 0| 2,750 2,500 +2,500 0 Total 0 0 0| 2,750 177,050 +2,500 0 | Sep 10 Underlying Price 98.825 Indicative a-t-m Vol 0.62 Time to expiry: 217 Days | | 91000 CAB 0.0000 0.00 0.91 0.0050S 0.0050S 0 0 0| 0 523 0 0 92750 CAB 0.0000 0.00 0.91 0.0100S 0.0050 0 0 0| 0 754 0 0 94750 CAB 0.0000 0.00 0.91 0.0450 0.0250 0 0 0| 0 1,025 0 0 95000 CAB 0.0000 0.00 0.91 0.0300S 0.0050S 0 0 0| 0 2,150 0 0 95250 CAB 0.0000 0.00 0.91 0.2650S 0.2650S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 0.91 0.0300S 0.0200S 0 0 0| 0 1,200 0 0 95750 CAB 0.0000 0.00 0.91 0.5900S 0.5650S 0 0 0| 0 1,800 0 0 96000 CAB 0.0000 0.00 0.91 0.4950S 0.0050 0 0 0| 0 53,942 0 0 96250 CAB 0.0000 0.00 0.91 0.5650S 0.5300S 0 0 0| 0 6,175 0 0 96375 CAB 0.0000 0.00 0.91 0.0150 0.0150 0 0 0| 0 10 0 0 96500 CAB 0.0000 0.00 0.91 0.5850S 0.0250 0 0 0| 0 20,620 0 0 96625 CAB 0.0000 0.00 0.91 0.0500 0.0500 0 0 0| 0 10 0 0 96750 CAB 0.0000 0.00 0.90 0.5800S 0.0450S 0 0 0| 0 9,401 0 0 97000 CAB 0.0000 0.00 0.88 0.5650S 0.0400S 0 0 0| 0 39,246 0 0 97125 CAB 0.0000 0.00 0.87 0.0400 0.0400 0 0 0| 0 1,250 0 0 97250 CAB 0.0000 0.00 0.80 1.1300S 0.0050 0 0 0| 0 30,360 0 0 97375 0.0025 0.0000 -0.01 0.85 0.1550 0.0350S 0 0 0| 0 8,060 0 0 97500 0.0050 0.0000 -0.02 0.84 0.5150S 0.0100 0 0 0| 0 42,648 0 0 97625 0.0075 0.0000 -0.03 0.83 0.1450S 0.0100 0 0 0| 0 6,621 0 0 97750 0.0125 +0.0025 -0.04 0.83 0.5350S 0.0150S 0 0 0| 0 31,627 0 0 97875 0.0175 0.0000 -0.06 0.82 0.1850S 0.0300S 0 0 0| 0 17,710 0 0 98000 0.0250 0.0000 -0.09 0.80 0.5000S 0.0200S 0 0 0| 250 42,207 -250 0 98125 0.0350 +0.0025 -0.12 0.78 0.3300S 0.0350S 0 0 0| 0 29,485 0 0 98250 0.0500 +0.0075 -0.15 0.77 0.4300S 0.0350S 0 0 0| 11,250 109,061 -5,000 0 98375 0.0600 0.0650 +0.0050 -0.21 0.73 0.0600S 0.0600S 0.4150S 0.0550 0 2,200 2,200| 4,000 72,294 -500 0 98500 0.0800 0.0875 +0.0075 -0.27 0.70 0.0800S 0.0800S 0.4700S 0.0800S 0 3,500 3,500| 3,000 281,712 +1,000 0 98625 0.1150 0.1150 +0.0050 -0.34 0.65 0.1150S 0.1150S 0.3800S 0.1100S 0 700 700| 5,100 88,110 +2,850 0 98750 0.1550 0.1575 +0.0100 -0.44 0.63 0.1550S 0.1500S 0.4600S 0.1400S 0 2,050 2,050| 11,350 207,555 +4,025 0 98875 0.2050 0.2100 +0.0125 -0.54 0.60 0.2050S 0.2050S 0.5200S 0.1900S 0 1,050 1,050| 4,700 91,854 +4,000 0 99000 0.2750 +0.0150 -0.66 0.57 0.6150S 0.2950S 0 0 0| 0 73,135 0 0 Total 0 9,500 9,500| 39,650 1,270,795 +6,125 0 Options on Financial Futures 22:16 Page 13 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.615 Indicative a-t-m Vol 0.73 Time to expiry: 308 Days | | 93000 CAB 0.0000 0.00 1.04 0.0150 CAB 0 0 0| 0 319 0 0 93750 CAB 0.0000 0.00 1.04 0.0100 0.0100 0 0 0| 0 120 0 0 94000 CAB 0.0000 0.00 1.04 0.0350 0.0350 0 0 0| 0 250 0 0 94500 CAB 0.0000 0.00 1.04 0.0350S 0.0050 0 0 0| 0 1,000 0 0 95000 CAB 0.0000 0.00 1.04 0.0750 0.0250S 0 0 0| 0 11,300 0 0 95500 CAB 0.0000 0.00 1.04 0.0650 0.0650 0 0 0| 0 2,000 0 0 95750 CAB 0.0000 0.00 1.04 0.0800S 0.0400S 0 0 0| 0 4,900 0 0 96000 CAB 0.0000 0.00 1.04 0.1300S 0.0250 0 0 0| 0 50,290 0 0 96250 CAB 0.0000 0.00 0.97 0.1150S 0.1100S 0 0 0| 0 7,525 0 0 96500 0.0050 0.0000 -0.01 1.08 0.1900 0.0150 0 0 0| 0 7,523 0 0 96750 0.0100 0.0000 -0.03 1.08 0.5000S 0.0150S 0 0 0| 0 13,135 0 0 97000 0.0150 0.0000 -0.04 1.02 0.4950S 0.0250S 0 0 0| 0 30,728 0 0 97250 0.0225 0.0000 -0.06 0.98 0.4850S 0.0400 0 0 0| 0 49,185 0 0 97375 0.0300 0.0000 -0.08 0.97 0.0450S 0.0450S 0 0 0| 0 2,000 0 0 97500 0.0375 0.0000 -0.10 0.95 0.6200S 0.0450S 0 0 0| 0 87,687 0 0 97625 0.0475 +0.0025 -0.11 0.92 0.1500S 0.0700 0 0 0| 0 7,810 0 0 97750 0.0600 +0.0075 -0.14 0.90 0.5300S 0.0800S 0 0 0| 0 97,558 0 0 97875 0.0750 +0.0025 -0.18 0.88 0.2050S 0.0750 0 0 0| 0 19,000 0 0 98000 0.0950 +0.0025 -0.21 0.86 0.6400S 0.0900S 0 0 0| 8,000 210,995 +4,200 0 98125 0.1175 +0.0050 -0.26 0.83 0.2800S 0.1000S 0 0 0| 3,000 6,600 +2,600 0 98250 0.1450 +0.0050 -0.31 0.81 0.5350S 0.1350S 0 0 0| 1,000 156,600 +1,000 0 98375 0.1800 +0.0075 -0.37 0.78 0.3700S 0.1600S 0 0 0| 5,000 7,175 +3,775 0 98500 0.2200 +0.0075 -0.43 0.76 0.5850S 0.2100S 0 0 0| 3,000 125,961 -1,250 0 98625 0.2600 0.2675 +0.0075 -0.50 0.73 0.2600S 0.2600S 0.3450S 0.2600 0 350 350| 2,500 8,400 +1,750 0 98750 0.3275 +0.0100 -0.58 0.70 0.7300S 0.4050S 0 0 0| 0 124,500 0 0 98875 0.3975 +0.0125 -0.66 0.67 0 0 0| 0 2,200 0 0 99000 0.4725 +0.0150 -0.75 0.63 0.9100S 0.7750S 0 0 0| 0 19,100 0 0 Total 0 350 350| 22,500 1,053,861 +12,075 0 Options on Financial Futures 22:16 Page 14 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 11 Underlying Price 98.415 Indicative a-t-m Vol 0.84 Time to expiry: 399 Days | | 94000 CAB 0.0000 0.00 1.43 0.0650S 0.0150S 0 0 0| 0 3,750 0 0 94750 CAB 0.0000 0.00 1.28 0 0 0| 0 2,000 0 0 95000 0.0050 0.0000 -0.01 1.45 0.1250S 0.0350S 0 0 0| 0 5,500 0 0 95250 0.0100 0.0000 -0.02 1.49 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 95500 0.0150 0.0000 -0.03 1.48 0.1050S 0.0150S 0 0 0| 0 6,875 0 0 95750 0.0200 0.0000 -0.03 1.41 0.1050S 0.0900S 0 0 0| 0 3,500 0 0 96000 0.0250 0.0000 -0.04 1.38 0.1800S 0.0300S 0 0 0| 0 12,130 0 0 96250 0.0300 0.0000 -0.05 1.32 0.1850S 0.1500S 0 0 0| 0 6,025 0 0 96500 0.0350 0.0000 -0.06 1.24 0.3150 0.0650 0 0 0| 0 14,750 0 0 96750 0.0400 0.0000 -0.08 1.15 0 0 0| 0 4,000 0 0 97000 0.0550 0.0000 -0.10 1.09 0.3250S 0.1000S 0 0 0| 0 32,560 0 0 97250 0.0800 0.0000 -0.14 1.06 0.6250S 0.1000S 0 0 0| 0 18,313 0 0 97500 0.1100 +0.0050 -0.19 1.02 0.5800S 0.1400S 0 0 0| 0 49,750 0 0 97750 0.1500 0.1550 +0.0050 -0.25 0.98 0.1500 0.1500 0.5700S 0.1500 0 7 7| 0 15,528 0 0 98000 0.2050 +0.0050 -0.33 0.92 0.6950 0.2050 0 0 0| 4 24,268 +4 0 98250 0.2750 +0.0050 -0.42 0.86 0.4950S 0.3500S 0 0 0| 0 15,500 0 0 98500 0.3700 0.3850 +0.0100 -0.54 0.83 0.3700S 0.3700S 0.6800S 0.3700S 2,000 1,500 3,500| 1,000 21,000 +1,000 0 98750 0.5150 +0.0100 -0.66 0.78 0.8500S 0.8300S 0 0 0| 0 40,000 0 0 99000 0.6750 +0.0150 -0.78 0.72 1.0500S 1.0350S 0 0 0| 0 20,000 0 0 Total 2,000 1,507 3,507| 1,004 296,449 +1,004 0 | Jun 11 Underlying Price 98.205 Indicative a-t-m Vol 0.90 Time to expiry: 490 Days | | 94500 0.0100 0.0000 -0.02 1.55 0.0650S 0.0450 0 0 0| 0 10,000 0 0 94750 0.0150 0.0000 -0.02 1.55 0.0550S 0.0550S 0 0 0| 0 18,000 0 0 95000 0.0200 0.0000 -0.03 1.52 0.1000S 0.0700S 0 0 0| 0 26,000 0 0 95250 0.0250 0.0000 -0.04 1.48 0.1050 0.0250 0 0 0| 0 1,080 0 0 95500 0.0300 0.0000 -0.04 1.43 0.1400S 0.0850S 0 0 0| 0 7,750 0 0 95750 0.0350 0.0000 -0.05 1.34 0.1450 0.0950S 0 0 0| 0 305 0 0 96000 0.0400 0.0000 -0.06 1.29 0.1600S 0.0750 0 0 0| 0 23,251 0 0 96250 0.0500 0.0000 -0.08 1.24 0 0 0| 0 1,950 0 0 96500 0.0650 0.0000 -0.10 1.19 0.2800S 0.1000S 0 0 0| 0 41,056 0 0 96750 0.0850 0.0000 -0.13 1.15 0.1150S 0.1150S 0 0 0| 0 1,000 0 0 97000 0.1150 +0.0050 -0.17 1.11 0.6650S 0.1150S 0 0 0| 4 81,449 +4 0 97250 0.1450 0.0000 -0.21 1.06 0.6300S 0.1900S 0 0 0| 0 55,500 0 0 97500 0.2000 0.1950 +0.0050 -0.27 1.03 0.2000 0.2000 0.6050S 0.1950S 0 15 15| 2 27,321 +2 0 97750 0.2550 +0.0050 -0.34 0.98 0.6000S 0.3200S 0 0 0| 0 11,520 0 0 98000 0.3300 +0.0100 -0.42 0.93 0.6000 0.4150S 0 0 0| 0 14,517 0 0 98250 0.4250 +0.0050 -0.52 0.89 0 0 0| 0 0 0 0 98500 0.5600 +0.0250 -0.62 0.87 0 0 0| 0 9,000 0 0 98750 0.7100 +0.0150 -0.72 0.82 0 0 0| 0 18,000 0 0 99000 0.8950 +0.0300 -0.80 0.81 0 0 0| 0 9,000 0 0 Total 0 15 15| 6 356,699 +6 0 Options on Financial Futures 22:16 Page 15 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 11 Underlying Price 98.005 Indicative a-t-m Vol 0.97 Time to expiry: 588 Days | | 92000 CAB 0.0000 0.00 1.52 0.0200 0.0150 0 0 0| 0 250 0 0 94000 0.0100 0.0000 -0.01 1.52 0.0400S 0.0350S 0 0 0| 0 2,000 0 0 94750 0.0250 0.0000 -0.03 1.46 0 0 0| 0 2,000 0 0 95000 0.0300 0.0000 -0.04 1.42 0.0800S 0.0400S 0 0 0| 0 10,500 0 0 95250 0.0350 0.0000 -0.05 1.38 0.1000S 0.0900S 0 0 0| 0 10,000 0 0 96000 0.0750 0.0000 -0.10 1.27 0.1250 0.1050S 0 0 0| 0 6,001 0 0 96250 0.0950 0.0000 -0.12 1.24 0.1150S 0.1150S 0 0 0| 0 2,100 0 0 96500 0.1200 0.0000 -0.15 1.21 0.2500S 0.1550S 0 0 0| 0 2,000 0 0 97000 0.1900 0.0000 -0.23 1.12 0.2550S 0.2550S 0 0 0| 0 500 0 0 97250 0.2450 +0.0050 -0.29 1.09 0.6150S 0.4600 0 0 0| 0 1,670 0 0 97500 0.3050 +0.0050 -0.35 1.05 0.6300S 0.5100S 0 0 0| 0 6,650 0 0 97750 0.3800 +0.0050 -0.42 1.01 0.6200S 0.4350S 0 0 0| 0 1,750 0 0 98000 0.4800 +0.0050 -0.50 0.97 0 0 0| 0 8,000 0 0 98250 0.5950 +0.0100 -0.58 0.93 0.7150S 0.7150S 0 0 0| 0 1,000 0 0 98500 0.7350 +0.0150 -0.67 0.89 0 0 0| 0 3,000 0 0 98750 0.9050 +0.0150 -0.75 0.87 0 0 0| 0 6,000 0 0 99000 1.0950 +0.0150 -0.83 0.84 0 0 0| 0 3,000 0 0 Total 0 0 0| 0 66,421 0 0 | Dec 11 Underlying Price 97.795 Indicative a-t-m Vol 1.02 Time to expiry: 679 Days | | 96000 0.1150 0.0000 -0.14 1.25 0.1800 0.1800 0 0 0| 0 1 0 0 96500 0.1850 +0.0050 -0.20 1.19 0.2400S 0.2300S 0 0 0| 0 12,500 0 0 97000 0.2850 +0.0100 -0.30 1.13 0 0 0| 0 1,250 0 0 97250 0.3450 +0.0100 -0.35 1.09 0.6200 0.5400S 0 0 0| 0 350 0 0 97500 0.4300 +0.0150 -0.41 1.06 0.5900S 0.4950S 0 0 0| 0 8,125 0 0 97750 0.5250 +0.0100 -0.48 1.03 0.6150S 0.6150S 0 0 0| 0 4,250 0 0 Total 0 0 0| 0 26,476 0 0 | Total Puts 112,000 143,973 255,973| 259,270 7,017,443 +8,781 0 Options on Financial Futures 22:16 Page 16 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 98.415 (Mar 11) Indicative a-t-m Vol 0.86 Time to expiry: 7 Days | | 97750 0.6650 -0.0200 1.00 0.69 0 0 0| 0 9,000 0 0 97875 0.5400 -0.0200 1.00 0.90 0.2500S 0.2500S 0 0 0| 0 2,950 0 0 98000 0.4150 -0.0200 1.00 0.91 0.2000S 0.0900S 0 0 0| 0 8,250 0 0 98125 0.2950 0.2900 -0.0200 0.98 0.98 0.3250 0.2950 0.3250 0.0450S 0 3,000 3,000| 0 14,650 0 0 98250 0.1700 -0.0200 0.92 0.84 0.1550S 0.0250S 6,000 0 6,000| 2,000 21,425 -1,500 0 98375 0.0700 -0.0200 0.64 0.85 0.0850 0.0150 0 0 0| 11,050 37,750 -7,500 0 98500 0.0200 -0.0100 0.24 0.90 0.0200S 0.0100S 0 0 0| 13,600 12,600 +6,100 0 98625 CAB -0.0050 0.04 0.89 0.0100S 0.0050S 0 0 0| 10,500 16,850 +5,200 0 Total 6,000 3,000 9,000| 37,150 123,475 +2,300 0 | Mar 10 Underlying Price 98.415 (Mar 11) Indicative a-t-m Vol 0.92 Time to expiry: 35 Days | | 97375 1.0400 -0.0200 1.00 1.17 0.4650 0.4100 0 0 0| 0 1,160 0 0 97500 0.9150 -0.0200 1.00 1.08 0.4200S 0.2950 0 0 0| 0 250 0 0 97625 0.7900 -0.0200 1.00 0.94 0.3650S 0.3650S 0 0 0| 0 2,000 0 0 97750 0.6650 -0.0200 1.00 0.83 0.3300S 0.1950S 0 0 0| 0 2,250 0 0 97875 0.5450 -0.0200 0.96 1.00 0.2650S 0.1350S 0 0 0| 0 8,900 0 0 98000 0.4300 -0.0200 0.91 1.01 0.3200S 0.1250S 0 0 0| 0 144,850 0 0 98125 0.3200 -0.0150 0.82 1.02 0.2200S 0.0800S 0 0 0| 0 86,050 0 0 98250 0.2250 -0.0100 0.70 1.01 0.1750S 0.0400S 0 0 0| 0 87,575 0 0 98375 0.1350 -0.0050 0.56 0.92 0.1600S 0.0200S 0 0 0| 5,500 32,000 -825 0 98500 0.0750 0.0750 0.0000 0.38 0.91 0.0750S 0.0750S 0.0750S 0.0150 2,000 2,000 4,000| 28,300 31,460 0 0 98625 0.0200 -0.0100 0.17 0.71 0.0250S 0.0050S 0 0 0| 41,000 60,250 +39,500 0 98750 0.0050 0.0000 0.06 0.68 0.0100S 0.0050S 0 0 0| 21,000 26,650 +21,000 0 Total 2,000 2,000 4,000| 95,800 483,395 +59,675 0 | Apr 10 Underlying Price 98.205 (Jun 11) Indicative a-t-m Vol 0.93 Time to expiry: 70 Days | | 98250 0.1450 0.1350 -0.0150 0.46 0.92 0.1450S 0.1450S 0.1450S 0.0700S 0 250 250| 0 2,250 0 0 98375 0.0900 0.0850 -0.0100 0.33 0.90 0.0900S 0.0900S 0.0900S 0.0900S 0 500 500| 0 0 0 0 98500 0.0500 -0.0050 0.22 0.88 0.0300S 0.0200S 0 0 0| 0 14,250 0 0 98625 0.0200 0.0000 0.11 0.78 0.0050S 0.0050S 0 0 0| 0 5,000 0 0 Total 0 750 750| 0 21,500 0 0 Options on Financial Futures 22:16 Page 17 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 98.205 (Jun 11) Indicative a-t-m Vol 0.94 Time to expiry: 126 Days | | 97000 1.2200 -0.0200 0.95 1.27 0.8500 0.8500 0 0 0| 0 1 0 0 97125 1.1000 -0.0200 0.93 1.24 0.7450 0.7450 0 0 0| 0 1 0 0 97250 0.9800 -0.0200 0.92 1.19 0.6450 0.6450 0 0 0| 0 6,751 0 0 97375 0.8600 -0.0200 0.90 1.13 0.5500 0.5500 0 0 0| 0 1 0 0 97500 0.7400 -0.0200 0.88 1.05 0.4600 0.4600 0 0 0| 0 19,001 0 0 97625 0.6300 -0.0200 0.84 1.03 0.4800S 0.3700S 0 0 0| 8,250 33,001 -7,499 0 97750 0.5300 -0.0150 0.78 1.02 0.2600S 0.2350S 0 0 0| 0 19,100 0 0 97875 0.4350 -0.0100 0.71 1.03 0.3100S 0.1950S 0 0 0| 8,250 35,800 -6,000 0 98000 0.3600 0.3500 0.0000 0.64 1.01 0.3600S 0.3600S 0.3600S 0.1400S 0 500 500| 150 165,350 0 0 98125 0.2650 -0.0050 0.56 0.97 0.2650S 0.1000S 12,000 0 12,000| 127,750 136,500 +101,900 0 98250 0.2000 0.1950 0.0000 0.47 0.93 0.2000S 0.2000S 0.2150 0.0800S 12,000 500 12,500| 108,660 67,100 -64,750 0 98375 0.1300 -0.0050 0.37 0.87 0.1350S 0.0300S 0 0 0| 47,250 63,500 +25,200 0 98500 0.0800 -0.0050 0.27 0.83 0.0650S 0.0200S 0 1,000 1,000| 0 17,000 0 0 98625 0.0500 -0.0050 0.19 0.83 0.0500S 0.0500S 0 0 0| 3,000 8,750 +1,250 0 98750 0.0300 0.0000 0.13 0.82 0.0300S 0.0100S 0 0 0| 2,250 5,200 +2,250 0 99000 0.0100 0.0000 0.05 0.81 0.0050 0.0050 0 0 0| 0 5,000 0 0 Total 24,000 2,000 26,000| 305,560 582,056 +52,351 0 | Sep 10 Underlying Price 98.005 (Sep 11) Indicative a-t-m Vol 1.00 Time to expiry: 217 Days | | 97250 0.8450 -0.0200 0.81 1.15 0.5350 0.4950 0 0 0| 0 280 0 0 97375 0.7400 -0.0150 0.78 1.10 0.4300 0.4250S 0 0 0| 0 1,500 0 0 97500 0.6400 -0.0150 0.73 1.08 0.3800S 0.3600 0 0 0| 0 203 0 0 97625 0.5500 -0.0150 0.68 1.08 0.4300S 0.2900S 0 0 0| 0 4,651 0 0 97750 0.4600 -0.0150 0.63 1.05 0.3500S 0.2400S 0 0 0| 0 5,250 0 0 97875 0.3800 -0.0100 0.57 1.02 0.3150S 0.1950S 0 0 0| 0 1,500 0 0 98000 0.3050 -0.0100 0.50 1.00 0.2900S 0.1050S 72,500 0 72,500| 1,000 151,850 -1,000 0 98125 0.2300 -0.0100 0.44 0.95 0.1400S 0.1050S 72,500 0 72,500| 0 3,500 0 0 98250 0.1800 0.1700 -0.0100 0.36 0.92 0.1800S 0.1800S 0.1800S 0.0700S 0 500 500| 0 127,600 0 0 98375 0.1200 -0.0050 0.29 0.87 0.0700S 0.0550S 0 0 0| 0 2,000 0 0 98500 0.0850 -0.0050 0.23 0.86 0.0650S 0.0650S 0 0 0| 0 2,000 0 0 98625 0.0600 -0.0050 0.18 0.87 0 0 0| 0 500 0 0 98750 0.0400 0.0000 0.12 0.84 0.0250S 0.0250S 0 0 0| 0 500 0 0 98875 0.0250 0.0000 0.08 0.82 0.0100 0.0100 0 0 0| 0 5,000 0 0 Total 145,000 500 145,500| 1,000 306,334 -1,000 0 Options on Financial Futures 22:16 Page 18 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 97.795 (Dec 11) Indicative a-t-m Vol 1.00 Time to expiry: 308 Days | | 97375 0.6250 -0.0250 0.67 1.06 0.4450 0.4450 0 0 0| 0 10 0 0 97625 0.4650 -0.0200 0.57 1.04 0.3900S 0.3850S 0 0 0| 0 350 0 0 97750 0.3850 -0.0200 0.52 1.01 0.3100S 0.2700S 0 0 0| 0 3,000 0 0 97875 0.3150 -0.0200 0.47 0.99 0 0 0| 0 0 0 0 98000 0.2550 -0.0100 0.41 0.97 0.1650S 0.1200 0 0 0| 0 7,250 0 0 98250 0.1450 -0.0100 0.29 0.89 0.1100S 0.1100S 0 0 0| 0 800 0 0 98625 0.0550 -0.0050 0.14 0.86 0 0 0| 0 500 0 0 98750 0.0400 -0.0050 0.11 0.85 0.0250 0.0250 0 0 0| 0 1,500 0 0 Total 0 0 0| 0 13,410 0 0 | Total Calls 177,000 8,250 185,250| 439,510 1,530,170 +113,326 0 Options on Financial Futures 22:16 Page 19 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 98.415 (Mar 11) Indicative a-t-m Vol 0.86 Time to expiry: 7 Days | | 97375 CAB 0.0000 0.00 0.91 0 0 0| 0 50,500 0 0 97500 CAB 0.0000 0.00 0.99 0.0250 0.0250 0 0 0| 0 3,250 0 0 97625 CAB 0.0000 0.00 0.91 0.0700S 0.0050 0 0 0| 0 116,000 0 0 97750 CAB 0.0000 0.00 0.69 0.0550S 0.0050S 0 0 0| 0 31,250 0 0 97875 CAB 0.0000 0.00 0.90 0.1350S 0.0100S 2,750 0 2,750| 0 66,050 0 0 98000 CAB 0.0000 0.00 0.91 0.1800 0.0100 2,750 0 2,750| 0 36,901 0 0 98125 CAB 0.0000 -0.02 0.98 0.0850S 0.0300S 2,750 0 2,750| 0 30,758 0 0 98250 0.0100 0.0050 0.0000 -0.08 0.84 0.0100 0.0100 0.1250S 0.0100 2,750 4,000 6,750| 10,000 17,750 -9,750 0 98375 0.0300 0.0000 -0.36 0.85 0.1300S 0.1300S 0 0 0| 100 500 0 0 Total 11,000 4,000 15,000| 10,100 352,959 -9,750 0 | Mar 10 Underlying Price 98.415 (Mar 11) Indicative a-t-m Vol 0.92 Time to expiry: 35 Days | | 95500 CAB 0.0000 0.00 1.37 0 0 0| 0 5,000 0 0 96000 CAB 0.0000 0.00 1.36 0.0200S 0.0200S 0 0 0| 0 11,000 0 0 96500 CAB 0.0000 0.00 1.29 0.0450S 0.0450S 0 0 0| 0 6,000 0 0 96625 CAB 0.0000 0.00 1.28 0.0650 CAB 0 0 0| 0 1,500 0 0 96750 CAB 0.0000 0.00 1.25 0.0650S 0.0650S 0 0 0| 0 2,000 0 0 96875 CAB 0.0000 0.00 1.24 0.1700S 0.1500S 0 0 0| 0 450 0 0 97000 CAB 0.0000 0.00 1.23 0.1100S 0.0150S 0 0 0| 0 11,500 0 0 97125 CAB 0.0000 0.00 1.09 0.2100S 0.0400S 0 0 0| 0 4,000 0 0 97250 CAB 0.0000 0.00 1.15 0.1950S 0.0050S 0 0 0| 0 16,450 0 0 97375 CAB 0.0000 0.00 1.17 0.2000S 0.0050S 0 0 0| 0 108,100 0 0 97500 CAB 0.0000 0.00 1.08 0.3000S 0.0050S 0 0 0| 0 46,500 0 0 97625 CAB 0.0000 0.00 0.94 0.2950S 0.0100 0 0 0| 0 153,400 0 0 97750 CAB 0.0000 0.00 0.83 0.3400S 0.0050S 0 0 0| 0 43,585 0 0 97875 0.0050 0.0000 -0.04 1.00 0.3700S 0.0200 0 0 0| 0 59,227 0 0 98000 0.0150 0.0000 -0.09 1.01 0.4650S 0.0250S 0 0 0| 4,000 68,425 +4,000 0 98125 0.0300 +0.0050 -0.18 1.02 0.2850S 0.0700S 1,000 0 1,000| 0 36,201 0 0 98250 0.0550 0.0600 +0.0100 -0.30 1.01 0.0550S 0.0550S 0.1500S 0.0550S 1,000 700 1,700| 0 28,000 0 0 98375 0.0900 0.0950 +0.0150 -0.44 0.92 0.0900S 0.0900S 0.0900S 0.0850S 1,000 2,500 3,500| 2,000 2,000 +2,000 0 98500 0.1550 0.1600 +0.0200 -0.62 0.91 0.1550S 0.1550S 0.1550S 0.1550S 0 350 350| 0 0 0 0 Total 3,000 3,550 6,550| 6,000 603,338 +6,000 0 | Apr 10 Underlying Price 98.205 (Jun 11) Indicative a-t-m Vol 0.93 Time to expiry: 70 Days | | 97250 0.0100 0.0000 -0.04 1.28 0 0 0| 0 1,250 0 0 97375 0.0150 0.0000 -0.06 1.25 0.0300 0.0300 0 0 0| 0 50 0 0 97500 0.0200 0.0000 -0.08 1.19 0 0 0| 0 3,500 0 0 97625 0.0300 +0.0050 -0.12 1.13 0.0850S 0.0850S 0 0 0| 0 300 0 0 97750 0.0400 0.0000 -0.17 1.09 0 0 0| 0 2,250 0 0 98250 0.1800 +0.0050 -0.54 0.92 0 0 0| 0 0 0 0 Total 0 0 0| 0 7,350 0 0 Options on Financial Futures 22:16 Page 20 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 98.205 (Jun 11) Indicative a-t-m Vol 0.94 Time to expiry: 126 Days | | 96000 CAB 0.0000 0.00 1.12 0.0700S 0.0200S 0 0 0| 0 5,250 0 0 96125 CAB 0.0000 0.00 1.05 0.2100S 0.2050S 0 0 0| 0 1,500 0 0 96500 CAB 0.0000 0.00 1.06 0.1300S 0.0400S 0 0 0| 0 10,000 0 0 96625 CAB 0.0000 0.00 0.99 0.3350S 0.3300S 0 0 0| 0 1,500 0 0 96750 0.0050 0.0000 -0.02 1.23 0.0550 0.0400 0 0 0| 0 6,000 0 0 97000 0.0150 0.0000 -0.05 1.27 0.2200S 0.0300 0 0 0| 0 70,096 0 0 97125 0.0200 0.0000 -0.07 1.24 0.1450S 0.0450S 0 0 0| 0 36,000 0 0 97250 0.0250 0.0000 -0.08 1.19 0.1300S 0.0400S 0 0 0| 0 27,275 0 0 97375 0.0300 0.0000 -0.10 1.13 0.1500S 0.0400S 0 0 0| 0 166,000 0 0 97500 0.0350 0.0000 -0.12 1.05 0.2100S 0.0300S 0 0 0| 3,050 22,550 +3,050 0 97625 0.0500 0.0000 -0.16 1.03 0.1900 0.0750S 0 0 0| 0 69,000 0 0 97750 0.0750 +0.0050 -0.22 1.02 0.2950S 0.0700S 0 0 0| 3,050 67,550 +2,400 0 97875 0.1050 +0.0100 -0.29 1.03 0.2750S 0.1350S 0 0 0| 0 1,700 0 0 98000 0.1450 +0.0200 -0.36 1.01 0.2350S 0.1550S 0 1,000 1,000| 150 22,400 -150 0 98125 0.1850 +0.0150 -0.44 0.97 0.1850 0.1850 0 0 0| 1,000 1,000 +1,000 0 98250 0.2400 +0.0200 -0.53 0.93 0.2400S 0.2400S 0 0 0| 150 150 +150 0 Total 0 1,000 1,000| 7,400 507,971 +6,450 0 | Sep 10 Underlying Price 98.005 (Sep 11) Indicative a-t-m Vol 1.00 Time to expiry: 217 Days | | 96000 0.0100 0.0000 -0.03 1.37 0.0250 0.0250 0 0 0| 0 39,000 0 0 96500 0.0300 0.0000 -0.07 1.35 0.2100S 0.1150S 0 0 0| 0 16,000 0 0 96875 0.0550 0.0000 -0.12 1.26 0.1900 0.1900 0 0 0| 0 1 0 0 97000 0.0650 0.0000 -0.14 1.23 0.2500 0.1050S 0 0 0| 0 5,267 0 0 97125 0.0750 0.0000 -0.16 1.18 0.2850 0.2050S 0 0 0| 0 1,590 0 0 97250 0.0900 0.0000 -0.19 1.15 0.4200S 0.1500S 0 0 0| 0 12,800 0 0 97375 0.1100 +0.0050 -0.22 1.10 0.4950S 0.1600S 0 0 0| 0 1,250 0 0 97500 0.1350 +0.0050 -0.27 1.08 0.4200S 0.2200S 0 0 0| 0 5,102 0 0 97625 0.1600 0.1700 +0.0050 -0.32 1.08 0.1600S 0.1600S 0.4050S 0.1600S 0 500 500| 0 6,453 0 0 97750 0.2050 +0.0050 -0.37 1.05 0.3700S 0.2850S 0 0 0| 0 1,900 0 0 97875 0.2500 +0.0100 -0.43 1.02 0.3250S 0.2700S 0 0 0| 0 1,450 0 0 98000 0.3000 +0.0100 -0.50 1.00 0.6200S 0.3250S 0 0 0| 0 527 0 0 98250 0.4150 +0.0100 -0.64 0.92 0.7600S 0.4550S 0 0 0| 0 6 0 0 Total 0 500 500| 0 91,346 0 0 Options on Financial Futures 22:16 Page 21 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euribor Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 97.795 (Dec 11) Indicative a-t-m Vol 1.00 Time to expiry: 308 Days | | 95250 0.0050 0.0000 -0.01 1.29 0 0 0| 0 16,000 0 0 95750 0.0250 0.0000 -0.05 1.39 0 0 0| 0 8,000 0 0 96000 0.0350 0.0000 -0.07 1.34 0 0 0| 0 10,000 0 0 96500 0.0650 0.0000 -0.12 1.23 0.1750S 0.1100S 0 0 0| 0 13,000 0 0 97000 0.1300 +0.0050 -0.22 1.15 0.2950S 0.2950S 0 0 0| 0 5,000 0 0 97625 0.2950 +0.0100 -0.43 1.04 0.3900S 0.3900S 0 0 0| 0 350 0 0 97750 0.3400 +0.0100 -0.48 1.01 0.4400S 0.4400S 0 0 0| 0 500 0 0 97875 0.3950 +0.0100 -0.53 0.99 0 0 0| 0 0 0 0 Total 0 0 0| 0 52,850 0 0 | Total Puts 14,000 9,050 23,050| 23,500 1,615,814 +2,700 0 Options on Financial Futures 22:16 Page 22 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 THREE MONTH EURO (EURIBOR) 2 YEAR MID-CURVE | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 97.630 (Mar 12) Indicative a-t-m Vol 0.85 Time to expiry: 7 Days | | 97625 0.0500 -0.0250 0.52 0.85 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 97.630 (Mar 12) Indicative a-t-m Vol 1.01 Time to expiry: 35 Days | | 97625 0.1250 -0.0100 0.51 1.01 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 97.465 (Jun 12) Indicative a-t-m Vol 0.97 Time to expiry: 70 Days | | 97500 0.1500 -0.0200 0.47 0.97 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 97.465 (Jun 12) Indicative a-t-m Vol 0.94 Time to expiry: 126 Days | | 97125 0.4250 -0.0300 0.74 0.94 0.2300S 0.2300S 0 0 0| 0 1,100 0 0 97375 0.2650 -0.0200 0.57 0.94 0.1350S 0.1350S 0 0 0| 0 1,100 0 0 97500 0.2000 -0.0200 0.48 0.94 0.1450S 0.1350 0 0 0| 0 50 0 0 98000 0.0450 -0.0100 0.16 0.94 0.0650S 0.0450 0 0 0| 0 50 0 0 Total 0 0 0| 0 2,300 0 0 | Sep 10 Underlying Price 97.310 (Sep 12) Indicative a-t-m Vol 0.97 Time to expiry: 217 Days | | 97375 0.2600 -0.0200 0.47 0.97 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 97.140 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 308 Days | | 97125 0.3750 -0.0450 0.51 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 2,300 0 0 Options on Financial Futures 22:16 Page 23 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 THREE MONTH EURO (EURIBOR) 2 YEAR MID-CURVE | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 97.630 (Mar 12) Indicative a-t-m Vol 0.85 Time to expiry: 7 Days | | 97625 0.0450 +0.0100 -0.48 0.85 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 97.630 (Mar 12) Indicative a-t-m Vol 1.01 Time to expiry: 35 Days | | 97625 0.1200 +0.0250 -0.49 1.01 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 97.465 (Jun 12) Indicative a-t-m Vol 0.97 Time to expiry: 70 Days | | 97500 0.1850 +0.0150 -0.53 0.97 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 97.465 (Jun 12) Indicative a-t-m Vol 0.94 Time to expiry: 126 Days | | 97500 0.2350 +0.0150 -0.52 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 97.310 (Sep 12) Indicative a-t-m Vol 0.97 Time to expiry: 217 Days | | 97375 0.3250 +0.0150 -0.53 0.97 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 97.140 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 308 Days | | 97125 0.3600 0.0000 -0.49 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 24 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Eurodollar | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Apr 10 Underlying Price 99.570 (Jun 10) Indicative a-t-m Vol 0.32 Time to expiry: 70 Days | | 99625 CAB 0.000 0.29 0.23 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.710 Indicative a-t-m Vol 0.46 Time to expiry: 399 Days | | 98750 0.150 -0.050 0.47 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 11 Underlying Price 98.025 Indicative a-t-m Vol 0.46 Time to expiry: 588 Days | | 98000 0.250 0.000 0.52 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 11 Underlying Price 97.700 Indicative a-t-m Vol 0.46 Time to expiry: 679 Days | | 97750 0.200 -0.050 0.47 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 25 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Eurodollar | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Apr 10 Underlying Price 99.570 (Jun 10) Indicative a-t-m Vol 0.32 Time to expiry: 70 Days | | 99625 0.050 0.000 -0.71 0.23 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.710 Indicative a-t-m Vol 0.46 Time to expiry: 399 Days | | 98750 0.200 0.000 -0.53 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 11 Underlying Price 98.025 Indicative a-t-m Vol 0.46 Time to expiry: 588 Days | | 98000 0.200 0.000 -0.48 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 11 Underlying Price 97.700 Indicative a-t-m Vol 0.46 Time to expiry: 679 Days | | 97750 0.250 0.000 -0.53 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 26 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Eurodollar Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 98.710 (Mar 11) Indicative a-t-m Vol 0.71 Time to expiry: 35 Days | | 98750 0.050 -0.050 0.43 0.71 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 98.360 (Jun 11) Indicative a-t-m Vol 0.66 Time to expiry: 70 Days | | 98375 0.100 0.000 0.48 0.66 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 98.025 (Sep 11) Indicative a-t-m Vol 0.72 Time to expiry: 217 Days | | 98000 0.250 0.000 0.52 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 97.700 (Dec 11) Indicative a-t-m Vol 0.72 Time to expiry: 308 Days | | 97750 0.250 0.000 0.47 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 27 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Eurodollar Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 98.710 (Mar 11) Indicative a-t-m Vol 0.71 Time to expiry: 35 Days | | 98750 0.100 0.000 -0.57 0.71 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 98.360 (Jun 11) Indicative a-t-m Vol 0.66 Time to expiry: 70 Days | | 98375 0.100 0.000 -0.52 0.66 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 98.025 (Sep 11) Indicative a-t-m Vol 0.72 Time to expiry: 217 Days | | 98000 0.200 0.000 -0.48 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 97.700 (Dec 11) Indicative a-t-m Vol 0.72 Time to expiry: 308 Days | | 97750 0.300 +0.050 -0.53 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 28 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 99.320 (Mar 10) Indicative a-t-m Vol 0.43 Time to expiry: 9 Days | | 99125 0.1950 -0.0225 0.98 0.61 0.2500S 0.1700S 0 0 0| 0 1,000 0 0 99250 0.0900 0.0850 -0.0150 0.76 0.63 0.0900S 0.0900S 0.1300S 0.0750S 0 250 250| 500 11,000 0 0 99375 0.0050 0.0025 -0.0050 0.10 0.27 0.0050S 0.0050S 0.0450 0.0050 0 500 500| 2,500 35,921 +1,625 0 99500 0.0050 CAB -0.0050 0.01 0.47 0.0050S 0.0050S 0.0100S 0.0050S 0 250 250| 500 24,300 0 0 Total 0 1,000 1,000| 3,500 72,221 +1,625 0 | Mar 10 Underlying Price 99.320 Indicative a-t-m Vol 0.36 Time to expiry: 37 Days | | 93750 5.5700 -0.0200 1.00 1.09 4.2250S 0.7800S 0 0 0| 0 1,125 0 0 94000 5.3200 -0.0200 1.00 1.09 3.9750S 0.7000S 0 0 0| 0 1,100 0 0 94250 5.0700 -0.0200 1.00 1.09 0.7150S 0.5300S 0 0 0| 0 3,000 0 0 95000 4.3200 -0.0200 1.00 1.09 2.1400 0.2900 0 0 0| 0 2,006 0 0 95250 4.0700 -0.0200 1.00 1.09 4.0750S 0.4450S 0 0 0| 0 1,050 0 0 95500 3.8200 -0.0200 1.00 1.09 3.8300S 0.1800S 0 0 0| 0 3,555 0 0 96000 3.3200 -0.0200 1.00 1.09 2.3500 0.1100 0 0 0| 0 1,819 0 0 96250 3.0700 -0.0200 1.00 1.09 1.9500S 0.1750 0 0 0| 0 2,900 0 0 96500 2.8200 -0.0200 1.00 1.09 1.5650S 0.0750S 0 0 0| 0 850 0 0 96750 2.5700 -0.0200 1.00 1.09 0.6250S 0.6250S 0 0 0| 0 100 0 0 97000 2.3200 -0.0200 1.00 1.09 1.2900S 0.0400 0 0 0| 0 9,860 0 0 97250 2.0700 -0.0200 1.00 1.09 1.5050 0.3300S 0 0 0| 0 410 0 0 97500 1.8200 -0.0200 1.00 1.09 0.7500S 0.0350 0 0 0| 0 1,000 0 0 98000 1.3200 -0.0200 1.00 1.09 0.9900S 0.0200 0 0 0| 0 5,549 0 0 98125 1.1950 -0.0200 1.00 1.09 0.5900 0.3150S 0 0 0| 0 4,900 0 0 98250 1.0700 -0.0200 1.00 1.09 1.1050S 0.2250S 0 0 0| 0 5,365 0 0 98375 0.9450 -0.0200 1.00 1.08 0.7100S 0.1700S 0 0 0| 0 6,250 0 0 98500 0.8200 -0.0200 0.99 1.00 0.8300S 0.0200 0 0 0| 0 16,578 0 0 98625 0.6950 -0.0225 0.99 0.93 0.7300S 0.1050S 0 0 0| 0 18,261 0 0 98750 0.5725 -0.0225 0.98 0.90 0.6000 0.0500S 0 0 0| 0 39,693 0 0 98875 0.4300 0.4500 -0.0225 0.96 0.82 0.4300S 0.4300S 0.4850S 0.0500S 0 2,000 2,000| 0 15,130 0 0 99000 0.3275 -0.0225 0.93 0.67 0.3600 0.0200S 2,000 0 2,000| 2,500 47,277 0 0 99125 0.2100 0.2050 -0.0275 0.88 0.53 0.2100S 0.2100S 0.2950S 0.0300S 4,000 4,000 8,000| 0 88,271 0 0 99250 0.0975 -0.0225 0.69 0.44 0.2150S 0.0050S 6,500 0 6,500| 30,801 91,246 -14,149 0 99375 0.0175 -0.0025 0.29 0.30 0.1400S 0.0100S 0 0 0| 6,350 136,275 -3,355 0 99500 CAB -0.0050 0.03 0.29 0.0800S 0.0050 0 0 0| 500 182,723 -250 0 99625 CAB -0.0025 0.01 0.43 0.0300S 0.0050S 0 0 0| 0 73,617 0 0 99750 CAB 0.0000 0.00 0.52 0.0150S 0.0050S 0 0 0| 0 20,730 0 0 99875 CAB 0.0000 0.00 0.36 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 12,500 6,000 18,500| 40,151 781,640 -17,754 0 Options on Financial Futures 22:16 Page 29 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Apr 10 Underlying Price 99.200 (Jun 10) Indicative a-t-m Vol 0.47 Time to expiry: 72 Days | | 99250 0.0525 -0.0200 0.39 0.42 0 0 0| 0 3,000 0 0 99375 0.0100 -0.0050 0.12 0.34 0 0 0| 0 6,000 0 0 99500 0.0025 -0.0050 0.04 0.38 0 0 0| 0 6,000 0 0 Total 0 0 0| 0 15,000 0 0 | Jun 10 Underlying Price 99.200 Indicative a-t-m Vol 0.45 Time to expiry: 128 Days | | 93750 5.4500 -0.0500 1.00 1.01 0.8350S 0.8350S 0 0 0| 0 750 0 0 94500 4.7000 -0.0500 1.00 1.01 3.3000S 0.5400S 0 0 0| 0 500 0 0 95250 3.9500 -0.0500 1.00 1.01 0.7200S 0.7200S 0 0 0| 0 250 0 0 95500 3.7000 -0.0500 1.00 1.01 1.0800S 1.0800S 0 0 0| 0 5,250 0 0 95750 3.4500 -0.0500 1.00 1.01 0 0 0| 0 1,250 0 0 96500 2.7000 -0.0500 1.00 1.01 1.4850 0.1950 0 0 0| 0 4,538 0 0 97000 2.2000 -0.0500 1.00 1.01 1.1300 0.0900 0 0 0| 0 250 0 0 97500 1.7000 -0.0500 1.00 1.01 1.0300 0.1600S 0 0 0| 0 2,782 0 0 97750 1.4525 -0.0500 0.99 1.07 0.7150S 0.4000S 0 0 0| 0 1,050 0 0 97875 1.3300 -0.0500 0.98 1.08 0.4900S 0.4900S 0 0 0| 0 500 0 0 98000 1.2075 -0.0500 0.97 1.08 0.9250 0.1200S 0 0 0| 0 6,725 0 0 98125 1.0850 -0.0500 0.96 1.05 1.0750S 0.3600 0 0 0| 0 650 0 0 98250 0.9625 -0.0500 0.95 1.00 0.9050S 0.1500S 0 0 0| 0 6,259 0 0 98375 0.8400 -0.0500 0.94 0.93 0.4500S 0.2250S 0 0 0| 0 2,750 0 0 98500 0.7200 -0.0500 0.92 0.86 0.7200S 0.0200S 0 0 0| 0 40,890 0 0 98625 0.6000 -0.0500 0.89 0.79 0.5500S 0.1100S 0 0 0| 0 13,989 0 0 98750 0.4825 -0.0475 0.86 0.72 0.4800S 0.0400S 0 0 0| 0 32,494 0 0 98875 0.3700 -0.0425 0.80 0.67 0.4100 0.0600S 0 0 0| 0 26,475 0 0 99000 0.2700 0.2600 -0.0400 0.72 0.59 0.2700 0.2700 0.3050S 0.0150S 0 1,000 1,000| 1,000 76,134 +500 0 99125 0.1650 0.1600 -0.0325 0.60 0.50 0.1650S 0.1650S 0.2200 0.0150S 0 1,500 1,500| 0 164,121 0 0 99250 0.0900 0.0750 -0.0250 0.42 0.42 0.0900S 0.0800S 0.1400S 0.0050S 15,250 4,000 19,250| 6,250 173,765 -4,250 0 99375 0.0100 0.0175 -0.0075 0.18 0.32 0.0200S 0.0100S 0.0750S 0.0050S 0 7,500 7,500| 4,700 177,586 -2,500 0 99500 0.0050 -0.0050 0.06 0.33 0.0450S 0.0050S 0 0 0| 1,000 156,117 -500 0 99625 0.0050 0.0025 -0.0025 0.02 0.36 0.0050S 0.0050S 0.0250S 0.0050S 0 1,000 1,000| 0 129,006 0 0 99750 CAB 0.0000 0.00 0.28 0.0050S 0.0050S 0 0 0| 0 60,495 0 0 Total 15,250 15,000 30,250| 12,950 1,084,576 -6,750 0 Options on Financial Futures 22:16 Page 30 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.970 Indicative a-t-m Vol 0.68 Time to expiry: 219 Days | | 95000 3.9700 -0.0500 1.00 1.13 0.8250S 0.8250S 0 0 0| 0 200 0 0 95250 3.7200 -0.0500 1.00 1.13 2.5200 0.6300S 0 0 0| 0 1,450 0 0 96000 2.9700 -0.0500 1.00 1.23 1.8650 0.4300S 0 0 0| 0 1,800 0 0 96250 2.7200 -0.0500 1.00 1.26 1.8000 0.3450S 0 0 0| 0 900 0 0 96500 2.4725 -0.0500 0.99 1.34 1.3050 0.3600S 0 0 0| 0 1,750 0 0 96750 2.2275 -0.0500 0.98 1.38 1.1400 0.3950S 0 0 0| 0 350 0 0 97000 1.9825 -0.0500 0.97 1.38 0.9650S 0.1300S 0 0 0| 0 2,925 0 0 97250 1.7375 -0.0500 0.96 1.31 0.6700S 0.5800S 0 0 0| 0 4,500 0 0 97500 1.4925 -0.0500 0.94 1.22 0.8100S 0.4700S 0 0 0| 0 7,100 0 0 97750 1.2525 -0.0500 0.92 1.15 1.0950S 0.2400S 0 0 0| 0 6,260 0 0 98000 1.0125 -0.0525 0.89 1.04 0.9100S 0.1300S 0 0 0| 0 13,160 0 0 98125 0.8975 -0.0525 0.87 1.00 0.5400S 0.5300S 0 0 0| 0 1,040 0 0 98250 0.7825 -0.0525 0.84 0.95 0.7150S 0.1400S 0 0 0| 0 13,096 0 0 98375 0.6725 -0.0475 0.80 0.91 0.4450S 0.3850 0 0 0| 0 1,550 0 0 98500 0.5675 -0.0450 0.76 0.88 0.5900S 0.0650S 0 0 0| 80 23,455 0 0 98625 0.4650 -0.0425 0.70 0.84 0.4150S 0.3250S 0 0 0| 0 9,500 0 0 98750 0.3700 -0.0425 0.64 0.80 0.3500S 0.0750S 0 0 0| 0 23,755 0 0 98875 0.2750 -0.0300 0.57 0.73 0.2850S 0.1800 0 0 0| 0 9,300 0 0 99000 0.1900 -0.0475 0.48 0.67 0.2200S 0.0100S 0 0 0| 0 57,022 0 0 99125 0.1250 -0.0200 0.37 0.62 0.1450S 0.0750S 0 0 0| 4,000 45,134 -1,000 0 99250 0.0625 -0.0250 0.25 0.54 0.1000 0.0100S 0 0 0| 15 92,918 0 0 99375 0.0225 -0.0175 0.12 0.45 0.0600 0.0050S 0 0 0| 3,000 133,335 -1,125 0 99500 0.0050 -0.0100 0.05 0.41 0.0300S 0.0050S 0 0 0| 0 92,431 0 0 99625 0.0025 0.0000 0.01 0.38 0.0100S 0.0050S 0 0 0| 0 17,000 0 0 99750 CAB 0.0000 0.00 0.36 0.0100S 0.0050S 0 0 0| 0 17,500 0 0 99875 CAB 0.0000 0.00 0.36 0 0 0| 0 4,000 0 0 Total 0 0 0| 7,095 581,431 -2,125 0 Options on Financial Futures 22:16 Page 31 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.630 Indicative a-t-m Vol 0.88 Time to expiry: 310 Days | | 97000 1.6775 -0.0400 0.91 1.33 1.4150S 0.5600S 0 0 0| 0 10,341 0 0 97250 1.4450 -0.0400 0.89 1.27 0.6700 0.4100S 0 0 0| 0 1,954 0 0 97500 1.2150 -0.0400 0.85 1.21 0.8100S 0.2650S 0 0 0| 0 8,756 0 0 97750 0.9850 -0.0375 0.81 1.11 0.5650S 0.2250S 0 0 0| 0 2,060 0 0 97875 0.8775 -0.0400 0.78 1.08 0.5850S 0.5850S 0 0 0| 0 15 0 0 98000 0.7725 -0.0375 0.75 1.04 0.6500S 0.1450S 0 0 0| 0 25,395 0 0 98125 0.6750 -0.0275 0.71 1.02 0.4800S 0.4800S 0 0 0| 0 750 0 0 98250 0.5800 -0.0325 0.67 0.99 0.6150 0.0750S 0 0 0| 22 6,563 0 0 98375 0.4925 -0.0350 0.62 0.97 0.4000S 0.3700 0 0 0| 0 7,260 0 0 98500 0.4000 0.4075 -0.0300 0.56 0.93 0.4000S 0.4000S 0.4000S 0.0500S 0 1,000 1,000| 0 46,437 0 0 98625 0.3225 -0.0300 0.50 0.88 0.2650S 0.2650S 0 0 0| 0 5,700 0 0 98750 0.2375 -0.0275 0.44 0.81 0.2700 0.0350S 0 0 0| 1,500 82,620 0 0 98875 0.1775 -0.0250 0.37 0.78 0.1650S 0.1650S 0 0 0| 0 3,500 0 0 99000 0.1350 0.1250 -0.0200 0.29 0.74 0.1350S 0.1350S 0.1500 0.0050S 0 2,000 2,000| 2,500 99,676 -1,500 0 99125 0.0825 -0.0150 0.22 0.71 0.1050 0.0400 2,000 0 2,000| 6,000 30,400 -3,000 0 99250 0.0525 -0.0075 0.16 0.68 0.0750 0.0050S 0 0 0| 2,000 154,600 0 0 99375 0.0300 0.0300 -0.0125 0.10 0.65 0.0300S 0.0300S 0.0400 0.0100S 4,000 2 4,002| 0 80,500 0 0 99500 0.0150 0.0200 -0.0050 0.07 0.65 0.0150S 0.0150S 0.0350S 0.0050S 0 2 2| 0 74,200 0 0 99625 0.0100 -0.0050 0.04 0.64 0.0050S 0.0050S 0 0 0| 0 31,500 0 0 99750 0.0050 -0.0025 0.02 0.60 0.0100 CAB 0 0 0| 0 14,413 0 0 Total 6,000 3,004 9,004| 12,022 686,640 -4,500 0 | Mar 11 Underlying Price 98.270 Indicative a-t-m Vol 1.07 Time to expiry: 401 Days | | 96250 2.0850 -0.0400 0.91 1.50 0.8700S 0.7200S 0 0 0| 0 3,150 0 0 96500 1.8550 -0.0450 0.88 1.45 0.7350S 0.7350S 0 0 0| 0 500 0 0 96750 1.6300 -0.0400 0.86 1.41 0.7850S 0.6800S 0 0 0| 0 1,500 0 0 97000 1.4050 -0.0400 0.82 1.36 0.9400S 0.5350S 0 0 0| 0 1,955 0 0 97250 1.1850 -0.0400 0.78 1.29 0.9200 0.5000 0 0 0| 0 3,750 0 0 97500 0.9800 -0.0350 0.73 1.23 0.6850S 0.2400S 0 0 0| 0 8,623 0 0 97750 0.7900 -0.0350 0.67 1.19 0.5550S 0.3100 0 0 0| 0 3,505 0 0 98000 0.6100 -0.0350 0.59 1.13 0.6300 0.1400S 0 0 0| 60 9,790 0 0 98250 0.4600 0.4500 -0.0250 0.51 1.07 0.4600 0.4450 0.4600 0.1100S 0 10 10| 2,000 7,725 -2,000 0 98500 0.3200 -0.0250 0.42 1.03 0.2700 0.0500S 0 0 0| 0 13,315 0 0 98750 0.2100 -0.0200 0.32 0.98 0.2050S 0.0300S 0 0 0| 0 4,590 0 0 99000 0.1050 -0.0150 0.21 0.87 0.1400S 0.0200S 0 0 0| 2,000 17,750 0 0 99250 0.0550 -0.0100 0.13 0.84 0.0700S 0.0300 0 0 0| 2,000 27,250 0 0 99500 0.0200 -0.0050 0.06 0.75 0.0200S 0.0100 0 0 0| 0 15,500 0 0 Total 0 10 10| 6,060 118,903 -2,000 0 Options on Financial Futures 22:16 Page 32 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 11 Underlying Price 97.900 Indicative a-t-m Vol 1.19 Time to expiry: 492 Days | | 96250 1.8000 -0.0200 0.84 1.50 0.8850S 0.7400S 0 0 0| 0 870 0 0 96500 1.5750 -0.0200 0.81 1.44 1.2700S 0.5500 0 0 0| 0 2,250 0 0 96750 1.3650 -0.0200 0.77 1.39 0.8900S 0.7050S 0 0 0| 0 1,500 0 0 97000 1.1550 -0.0200 0.73 1.33 0.9500S 0.3700S 0 0 0| 0 5,750 0 0 97250 0.9600 -0.0200 0.68 1.28 0.7950S 0.6900S 0 0 0| 0 3,500 0 0 97500 0.7900 0.7900 -0.0150 0.61 1.25 0.7900S 0.7900S 0.7900S 0.2250S 0 50 50| 0 13,511 0 0 98000 0.4750 0.4850 -0.0100 0.47 1.17 0.4750S 0.4750S 0.4750S 0.1350S 0 50 50| 2,000 10,044 -1,000 0 98250 0.3500 -0.0050 0.39 1.11 0.1900S 0.1050 0 0 0| 0 195 0 0 98500 0.2350 -0.0050 0.31 1.05 0.1500S 0.0600S 0 0 0| 0 9,250 0 0 98750 0.1500 0.0000 0.23 0.99 0.1000S 0.1000S 0 0 0| 0 6,000 0 0 99000 0.0850 -0.0050 0.15 0.94 0.0750S 0.0300S 0 0 0| 0 13,750 0 0 99250 0.0350 0.0000 0.08 0.85 0.0500S 0.0300S 0 0 0| 0 13,750 0 0 99500 0.0150 0.0000 0.04 0.80 0.0350S 0.0050S 0 0 0| 0 13,000 0 0 99750 0.0050 0.0000 0.01 0.72 0.0250S 0.0250S 0 0 0| 0 11,000 0 0 Total 0 100 100| 2,000 104,370 -1,000 0 | Sep 11 Underlying Price 97.550 Indicative a-t-m Vol 1.26 Time to expiry: 590 Days | | 96250 1.5500 -0.0200 0.77 1.46 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 1.3450 -0.0250 0.73 1.42 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 1.1600 -0.0200 0.68 1.39 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 0.9800 -0.0200 0.63 1.35 0.8200S 0.6800S 0 0 0| 0 4,250 0 0 97500 0.6500 -0.0200 0.52 1.26 0 0 0| 0 0 0 0 98000 0.4000 -0.0150 0.38 1.20 0.2850S 0.2850S 0 0 0| 0 2,000 0 0 98500 0.2000 0.2050 -0.0150 0.25 1.12 0.2000 0.2000 0.2000 0.1100S 0 100 100| 0 4,100 0 0 99000 0.0900 -0.0100 0.14 1.05 0.0850S 0.0400S 0 0 0| 0 3,500 0 0 99500 0.0350 -0.0050 0.06 1.01 0.0050S 0.0050S 0 0 0| 0 2,000 0 0 Total 0 100 100| 0 20,200 0 0 | Dec 11 Underlying Price 97.200 Indicative a-t-m Vol 1.31 Time to expiry: 681 Days | | 96500 1.1300 0.0000 0.65 1.38 0.9000S 0.8350S 0 0 0| 0 1,150 0 0 96750 0.9650 0.0000 0.60 1.36 0.8300S 0.7550S 0 0 0| 0 1,100 0 0 97000 0.8100 +0.0050 0.55 1.33 0.7300S 0.7300S 0 0 0| 0 2,500 0 0 97250 0.6700 +0.0100 0.49 1.31 0.6700S 0.6700S 0 0 0| 1,000 1,000 +1,000 0 Total 0 0 0| 1,000 5,750 +1,000 0 | Total Calls 33,750 25,214 58,964| 84,778 3,470,731 -31,504 0 Options on Financial Futures 22:16 Page 33 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 99.320 (Mar 10) Indicative a-t-m Vol 0.43 Time to expiry: 9 Days | | 98500 CAB 0.0000 0.00 0.91 0.0150 0.0150 0 0 0| 0 10 0 0 99000 CAB 0.0000 0.00 0.73 0 0 0| 2,500 2,000 -500 0 99125 0.0050 CAB -0.0025 -0.02 0.61 0.0050S 0.0050S 0.0200S 0.0050S 0 1,000 1,000| 2,500 10,250 -500 0 99250 0.0100 0.0150 +0.0050 -0.24 0.63 0.0100S 0.0100S 0.0350S 0.0100 0 2,000 2,000| 1,541 24,000 0 0 99375 0.0400 0.0575 +0.0150 -0.90 0.27 0.0400S 0.0400S 0.0800S 0.0300S 0 1,000 1,000| 0 10,500 0 0 Total 0 4,000 4,000| 6,541 46,760 -1,000 0 Options on Financial Futures 22:16 Page 34 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 99.320 Indicative a-t-m Vol 0.36 Time to expiry: 37 Days | | 91000 CAB 0.0000 0.00 1.09 0.0050S 0.0050S 0 0 0| 0 130 0 0 92000 CAB 0.0000 0.00 1.09 0.1900 0.1900 0 0 0| 0 1,000 0 0 92250 CAB 0.0000 0.00 1.09 0.1450 0.1450 0 0 0| 0 10 0 0 92500 CAB 0.0000 0.00 1.09 0 0 0| 0 500 0 0 92750 CAB 0.0000 0.00 1.09 0.2400 0.2400 0 0 0| 0 10 0 0 93000 CAB 0.0000 0.00 1.09 0.0900S 0.0900S 0 0 0| 0 800 0 0 93250 CAB 0.0000 0.00 1.09 0.5250S 0.5250S 0 0 0| 0 1 0 0 93500 CAB 0.0000 0.00 1.09 0.1450S 0.0200 0 0 0| 0 500 0 0 93750 CAB 0.0000 0.00 1.09 0.8500S 0.0150S 0 0 0| 0 1,125 0 0 94000 CAB 0.0000 0.00 1.09 0.8200S 0.0050 0 0 0| 0 2,748 0 0 94250 CAB 0.0000 0.00 1.09 0.7250 0.0400 0 0 0| 0 4,825 0 0 95000 CAB 0.0000 0.00 1.09 0.7050S 0.0200 0 0 0| 0 1,680 0 0 95250 CAB 0.0000 0.00 1.09 0.7050S 0.5650S 0 0 0| 0 605 0 0 95500 CAB 0.0000 0.00 1.09 0.7300S 0.0050 0 0 0| 0 1,400 0 0 96000 CAB 0.0000 0.00 1.09 0.0700S 0.0400S 0 0 0| 0 6,750 0 0 96250 CAB 0.0000 0.00 1.09 0.0750S 0.0750S 0 0 0| 0 3,000 0 0 96375 CAB 0.0000 0.00 1.09 0.0300 0.0300 0 0 0| 0 20 0 0 96500 CAB 0.0000 0.00 1.09 0.0950S 0.0650S 0 0 0| 0 14,250 0 0 96625 CAB 0.0000 0.00 1.09 0.0350 0.0350 0 0 0| 0 10 0 0 96750 CAB 0.0000 0.00 1.09 0.5650S 0.5650S 0 0 0| 0 100 0 0 96875 CAB 0.0000 0.00 1.09 0.0450 0.0450 0 0 0| 0 10 0 0 97000 CAB 0.0000 0.00 1.09 0.1400 0.0050 0 0 0| 0 16,300 0 0 97125 CAB 0.0000 0.00 1.09 0.0950S 0.0800S 0 0 0| 0 2,000 0 0 97250 CAB 0.0000 0.00 1.09 0.1850S 0.0100S 0 0 0| 0 7,550 0 0 97375 CAB 0.0000 0.00 1.09 0.1200S 0.0450S 0 0 0| 0 5,750 0 0 97500 CAB 0.0000 0.00 1.09 0.2750 0.0050S 0 0 0| 0 37,603 0 0 97625 CAB 0.0000 0.00 1.09 0.0900S 0.0650S 0 0 0| 0 8,000 0 0 97750 CAB 0.0000 0.00 1.09 0.3050S 0.0200S 0 0 0| 0 12,725 0 0 97875 CAB 0.0000 0.00 1.09 0.0900S 0.0350S 0 0 0| 0 7,000 0 0 98000 CAB 0.0000 0.00 1.09 0.5200S 0.0050 0 0 0| 0 54,117 0 0 98125 CAB 0.0000 0.00 1.09 0.3450S 0.0100 0 0 0| 0 8,335 0 0 98250 CAB 0.0000 0.00 1.09 0.2800S 0.0050S 0 0 0| 0 9,425 0 0 98375 CAB 0.0000 0.00 1.08 0.3050S 0.0050S 0 0 0| 0 7,065 0 0 98500 CAB 0.0000 -0.01 1.00 0.3100S 0.0050S 0 0 0| 0 46,901 0 0 98625 CAB -0.0025 -0.01 0.93 0.3100S 0.0100S 0 0 0| 0 8,270 0 0 98750 0.0025 -0.0025 -0.02 0.90 0.6800 0.0100S 0 0 0| 0 30,208 0 0 98875 0.0050 -0.0025 -0.04 0.82 0.2400S 0.0050 0 0 0| 0 39,885 0 0 99000 0.0075 -0.0025 -0.07 0.67 0.2450S 0.0100 0 0 0| 2,000 44,075 +25 0 99125 0.0100 -0.0075 -0.12 0.53 0.2550S 0.0100S 0 0 0| 34,760 63,552 +23,225 0 99250 0.0275 -0.0025 -0.31 0.44 0.2600S 0.0100 0 0 0| 24,264 46,954 +15,742 0 99375 0.0725 +0.0175 -0.71 0.30 0.1800S 0.0450S 0 0 0| 0 9,450 0 0 Total 0 0 0| 61,024 504,639 +38,992 0 Options on Financial Futures 22:16 Page 35 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Apr 10 Underlying Price 99.200 (Jun 10) Indicative a-t-m Vol 0.47 Time to expiry: 72 Days | | 99000 0.0450 +0.0125 -0.25 0.67 0.0700S 0.0500S 0 0 0| 0 3,000 0 0 99125 0.0625 +0.0175 -0.38 0.54 0.0650S 0.0650S 0 0 0| 0 1,000 0 0 99250 0.1025 +0.0300 -0.61 0.42 0.1050S 0.1050S 0 0 0| 0 1,000 0 0 99375 0.1850 +0.0450 -0.88 0.34 0.1800S 0.1800S 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 6,000 0 0 Options on Financial Futures 22:16 Page 36 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 99.200 Indicative a-t-m Vol 0.45 Time to expiry: 128 Days | | 90250 CAB 0.0000 0.00 1.01 0.0050 CAB 0 0 0| 0 850 0 0 91000 CAB 0.0000 0.00 1.01 0.0150S CAB 0 0 0| 0 1,063 0 0 91250 CAB 0.0000 0.00 1.01 0.0050 CAB 0 0 0| 0 9 0 0 92000 CAB 0.0000 0.00 1.01 0.0050S 0.0050S 0 0 0| 0 250 0 0 92500 CAB 0.0000 0.00 1.01 0.3450S 0.0050S 0 0 0| 0 1,750 0 0 92750 CAB 0.0000 0.00 1.01 0.0200 0.0100 0 0 0| 0 30 0 0 93000 CAB 0.0000 0.00 1.01 0.0100 0.0100 0 0 0| 0 10 0 0 93250 CAB 0.0000 0.00 1.01 0.5850S 0.5850S 0 0 0| 0 1 0 0 93500 CAB 0.0000 0.00 1.01 0.4150S 0.4150S 0 0 0| 0 900 0 0 93750 CAB 0.0000 0.00 1.01 0.8750S 0.8700S 0 0 0| 0 750 0 0 94000 CAB 0.0000 0.00 1.01 0.3250S 0.0200 0 0 0| 0 2,000 0 0 94875 CAB 0.0000 0.00 1.01 0.0550 0.0100 0 0 0| 0 80 0 0 95000 CAB 0.0000 0.00 1.01 0.1100S 0.0050 0 0 0| 0 6,798 0 0 95125 CAB 0.0000 0.00 1.01 0.0150 0.0150 0 0 0| 0 300 0 0 95250 CAB 0.0000 0.00 1.01 0.5800S 0.5800S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 1.01 0.0600S 0.0450S 0 0 0| 0 3,000 0 0 95750 CAB 0.0000 0.00 1.01 0.0850S 0.0850S 0 0 0| 0 1,000 0 0 95875 CAB 0.0000 0.00 1.01 0.0350 0.0350 0 0 0| 0 5 0 0 96000 CAB 0.0000 0.00 1.01 0.1950S 0.0050S 0 0 0| 0 27,850 0 0 96125 CAB 0.0000 0.00 1.01 0.0100 0.0100 0 0 0| 0 5 0 0 96250 CAB 0.0000 0.00 1.01 0.2400 0.0050S 0 0 0| 0 3,625 0 0 96375 CAB 0.0000 0.00 1.01 0.0050 0.0050 0 0 0| 0 10 0 0 96500 CAB 0.0000 0.00 1.01 0.6300S 0.0150 0 0 0| 0 13,955 0 0 96625 CAB 0.0000 0.00 1.01 0.1050 0.1050 0 0 0| 0 20 0 0 96750 CAB 0.0000 0.00 1.01 0.3150S 0.0100S 0 0 0| 0 6,126 0 0 96875 CAB 0.0000 0.00 1.01 0.1600 0.0250 0 0 0| 0 1,050 0 0 97000 CAB 0.0000 0.00 1.01 0.3750S 0.0050 0 0 0| 0 31,175 0 0 97125 CAB 0.0000 0.00 1.01 0.0650 0.0200 0 0 0| 0 210 0 0 97250 CAB 0.0000 0.00 1.01 0.2400 0.0100 0 0 0| 0 19,600 0 0 97375 CAB 0.0000 0.00 1.01 0.1000S 0.0200S 0 0 0| 0 10,875 0 0 97500 CAB 0.0000 0.00 1.01 0.5550S 0.0100S 0 0 0| 0 54,414 0 0 97625 CAB 0.0000 0.00 1.01 0.0550 0.0300 0 0 0| 0 60 0 0 97750 0.0025 0.0000 -0.01 1.07 0.6000 0.0200S 0 0 0| 0 33,611 0 0 97875 0.0050 0.0000 -0.02 1.08 0.4100S 0.0350 0 0 0| 0 2,480 0 0 98000 0.0075 0.0000 -0.03 1.08 0.5100S 0.0100 0 0 0| 500 68,300 -500 0 98125 0.0100 0.0000 -0.04 1.05 0.4400S 0.0100S 0 0 0| 0 8,855 0 0 98250 0.0150 0.0125 0.0000 -0.05 1.00 0.0150S 0.0150S 0.9150S 0.0150S 0 3,000 3,000| 0 19,310 0 0 98375 0.0150 0.0000 -0.06 0.93 0.7350 0.0150 0 0 0| 1,000 10,763 0 0 98500 0.0200 0.0000 -0.08 0.86 0.3700S 0.0250S 0 0 0| 0 36,092 0 0 98625 0.0250 0.0000 -0.11 0.79 0.4300S 0.0250S 0 0 0| 0 22,010 0 0 98750 0.0325 +0.0025 -0.14 0.72 0.4900S 0.0250 0 0 0| 500 32,254 -500 0 98875 0.0400 0.0450 +0.0075 -0.20 0.67 0.0400S 0.0400S 0.3650 0.0400S 0 5,500 5,500| 0 15,484 0 0 99000 0.0600 0.0600 +0.0100 -0.28 0.59 0.0600 0.0600 0.3750S 0.0450 0 500 500| 250 79,912 0 0 Options on Financial Futures 22:16 Page 37 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | 99125 0.0850 +0.0175 -0.40 0.50 0.2150S 0.0800 0 0 0| 0 85,192 0 0 99250 0.1250 0.1250 +0.0250 -0.58 0.42 0.1250 0.1250 0.2350S 0.1000S 0 10 10| 750 48,696 +750 0 99375 0.1925 +0.0425 -0.82 0.32 0.4000S 0.1950S 0 0 0| 0 4,900 0 0 99500 0.3050 +0.0450 -0.94 0.33 0.4050S 0.3050S 0 0 0| 0 900 0 0 Total 0 9,010 9,010| 3,000 656,780 -250 0 Options on Financial Futures 22:16 Page 38 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.970 Indicative a-t-m Vol 0.68 Time to expiry: 219 Days | | 90500 CAB 0.0000 0.00 1.13 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 1.13 0.0050 0.0050 0 0 0| 0 65 0 0 92750 CAB 0.0000 0.00 1.13 0.0350 0.0100 0 0 0| 0 759 0 0 93000 CAB 0.0000 0.00 1.13 0.0400 0.0100 0 0 0| 0 170 0 0 93250 CAB 0.0000 0.00 1.13 0.0100 0.0100 0 0 0| 0 20 0 0 93500 CAB 0.0000 0.00 1.13 0.0250S 0.0100 0 0 0| 0 260 0 0 94000 CAB 0.0000 0.00 1.13 0.1400S 0.0300 0 0 0| 0 500 0 0 94500 CAB 0.0000 0.00 1.13 0.3000S 0.0600 0 0 0| 0 1,463 0 0 94750 CAB 0.0000 0.00 1.13 0.0750 0.0700 0 0 0| 0 23 0 0 95000 CAB 0.0000 0.00 1.13 0.5800S 0.0800 0 0 0| 0 220 0 0 95250 CAB 0.0000 0.00 1.13 0.7750S 0.1000 0 0 0| 0 3,450 0 0 95500 CAB 0.0000 0.00 1.11 0.2050S 0.0050S 0 0 0| 0 6,010 0 0 95625 CAB 0.0000 0.00 1.14 0.0400 0.0400 0 0 0| 0 700 0 0 95750 CAB 0.0000 0.00 1.17 0.0950S 0.0950S 0 0 0| 0 2,000 0 0 96000 CAB 0.0000 0.00 1.23 0.2800S 0.0100S 0 0 0| 0 31,870 0 0 96125 CAB 0.0000 0.00 1.23 0.0600 0.0600 0 0 0| 0 10 0 0 96250 CAB 0.0000 0.00 1.26 0.3000S 0.0650 0 0 0| 0 3,530 0 0 96375 CAB 0.0000 0.00 1.23 0.1100 0.0100 0 0 0| 0 720 0 0 96500 0.0025 0.0000 -0.01 1.34 0.3900 0.0200S 0 0 0| 0 17,410 0 0 96625 0.0050 0.0000 -0.01 1.35 0.0850 0.0350 0 0 0| 0 12,000 0 0 96750 0.0075 0.0000 -0.02 1.38 0.2850 0.0250S 0 0 0| 0 9,625 0 0 96875 0.0100 0.0000 -0.02 1.40 0.1800 0.0850 0 0 0| 0 3,770 0 0 97000 0.0125 0.0000 -0.03 1.38 0.3800S 0.0200S 0 0 0| 0 30,500 0 0 97125 0.0150 0.0000 -0.04 1.35 0.1650S 0.1000 0 0 0| 0 3,785 0 0 97250 0.0175 0.0000 -0.04 1.31 0.5600S 0.0400 0 0 0| 0 13,952 0 0 97375 0.0200 0.0000 -0.05 1.26 0.2500 0.0450 0 0 0| 0 1,020 0 0 97500 0.0225 0.0000 -0.06 1.22 0.5400S 0.0200S 0 0 0| 0 9,065 0 0 97625 0.0275 0.0000 -0.07 1.18 0.3050 0.1550S 0 0 0| 0 350 0 0 97750 0.0325 0.0000 -0.08 1.15 0.6350S 0.0400S 0 0 0| 0 6,220 0 0 97875 0.0375 0.0000 -0.10 1.10 0.3700 0.0450 0 0 0| 0 4,275 0 0 98000 0.0425 -0.0025 -0.11 1.04 0.9400 0.0500 0 0 0| 0 29,748 0 0 98125 0.0525 -0.0025 -0.13 1.00 0.5250S 0.0650 0 0 0| 0 25,520 0 0 98250 0.0625 -0.0025 -0.16 0.95 0.8700 0.0800S 0 0 0| 0 12,350 0 0 98375 0.0775 +0.0025 -0.20 0.91 0.5050S 0.0650S 0 0 0| 0 23,274 0 0 98500 0.0975 +0.0050 -0.24 0.88 0.4250S 0.1150S 0 0 0| 0 32,827 0 0 98625 0.1200 +0.0075 -0.30 0.84 0.4050S 0.1000 0 0 0| 1,000 20,368 +1,000 0 98750 0.1500 +0.0075 -0.36 0.80 0.4200S 0.2550S 0 0 0| 0 3,350 0 0 98875 0.1800 +0.0200 -0.43 0.73 0.2700S 0.2250S 0 0 0| 0 3,250 0 0 99000 0.2200 +0.0025 -0.52 0.67 0.2400S 0.2150S 0 0 0| 0 10,750 0 0 99250 0.3425 +0.0250 -0.75 0.54 0.8150S 0.6400S 0 0 0| 0 61 0 0 99375 0.4275 +0.0325 -0.88 0.45 0.9150S 0.7250S 0 0 0| 0 61 0 0 Total 0 0 0| 1,000 325,501 +1,000 0 Options on Financial Futures 22:16 Page 39 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.630 Indicative a-t-m Vol 0.88 Time to expiry: 310 Days | | 89000 CAB 0.0000 0.00 1.42 0.0150S CAB 0 0 0| 0 365 0 0 89500 CAB 0.0000 0.00 1.42 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 1.42 0 0 0| 0 2,000 0 0 92000 CAB 0.0000 0.00 1.42 0.0300 0.0050S 0 0 0| 0 1,550 0 0 93125 CAB 0.0000 0.00 1.42 0.0150 0.0150 0 0 0| 0 25 0 0 93750 CAB 0.0000 0.00 1.42 0.0800 0.0800 0 0 0| 0 3 0 0 94000 CAB 0.0000 0.00 1.42 0.1450 0.0300S 0 0 0| 0 13,355 0 0 94250 CAB 0.0000 0.00 1.42 0.1050 0.0100S 0 0 0| 0 2,513 0 0 94500 CAB 0.0000 0.00 1.42 0.1700S 0.0350S 0 0 0| 0 13,216 0 0 94750 CAB 0.0000 0.00 1.42 0.1600 0.1600 0 0 0| 0 10 0 0 95000 CAB 0.0000 0.00 1.44 0.1800S 0.0200S 0 0 0| 0 11,170 0 0 95250 0.0050 0.0000 -0.01 1.61 0.1200S 0.1200S 0 0 0| 0 4,000 0 0 95375 0.0075 0.0000 -0.01 1.65 0.0750 0.0750 0 0 0| 0 25 0 0 95500 0.0100 0.0000 -0.02 1.66 0.2950S 0.0200S 0 0 0| 0 12,975 0 0 95750 0.0150 0.0000 -0.03 1.65 0.3200S 0.0850S 0 0 0| 0 3,631 0 0 96000 0.0200 0.0000 -0.03 1.61 0.3400S 0.0250S 0 0 0| 0 22,370 0 0 96125 0.0225 0.0000 -0.04 1.59 0.1150 0.1150 0 0 0| 0 5 0 0 96250 0.0250 0.0000 -0.04 1.55 0.2600S 0.1250 0 0 0| 0 13,862 0 0 96375 0.0275 0.0000 -0.05 1.51 0.1350 0.1350 0 0 0| 0 5 0 0 96500 0.0300 0.0000 -0.05 1.46 0.6400S 0.0400S 0 0 0| 0 15,900 0 0 96750 0.0375 0.0000 -0.07 1.39 0.6000S 0.0650S 0 0 0| 0 5,866 0 0 96875 0.0425 0.0000 -0.08 1.36 0.1850 0.0900S 0 0 0| 0 5,895 0 0 97000 0.0475 0.0000 -0.09 1.33 0.8000S 0.1100S 0 0 0| 0 9,100 0 0 97125 0.0550 0.0550 0.0000 -0.10 1.30 0.0550 0.0550 0.1650S 0.0550 0 4,000 4,000| 0 36,000 0 0 97250 0.0650 0.0000 -0.11 1.27 0.6700S 0.0950S 0 0 0| 0 17,200 0 0 97500 0.0850 0.0000 -0.15 1.21 0.7700S 0.0800S 0 0 0| 300 32,615 0 0 97625 0.0900 0.0950 +0.0075 -0.17 1.16 0.0900 0.0900 0.2100 0.0900 0 20 20| 0 10 0 0 97750 0.1050 +0.0025 -0.19 1.11 0.6850S 0.1900S 0 0 0| 0 3,950 0 0 97875 0.1225 0.0000 -0.22 1.08 0.5050S 0.4000 0 0 0| 0 15 0 0 98000 0.1500 0.1425 +0.0025 -0.25 1.04 0.1500 0.1500 0.8100S 0.1500S 0 500 500| 16,000 22,709 +10,020 0 98125 0.1700 +0.0125 -0.29 1.02 0.4700S 0.3650S 0 0 0| 0 22,750 0 0 98250 0.2000 +0.0075 -0.33 0.99 0.4300S 0.1850S 0 0 0| 300 5,050 +300 0 98375 0.2375 +0.0050 -0.38 0.97 0.4150S 0.4150S 0 0 0| 0 2,000 0 0 98500 0.2775 +0.0100 -0.44 0.93 0.3400S 0.2550 0 0 0| 15,500 16,005 +15,500 0 98625 0.3175 +0.0100 -0.50 0.88 0 0 0| 0 0 0 0 99125 0.5850 0.5775 +0.0250 -0.78 0.71 0.5850 0.5850 0.8000 0.5850 0 100 100| 0 290 0 0 Total 0 4,620 4,620| 32,100 296,635 +25,820 0 Options on Financial Futures 22:16 Page 40 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 11 Underlying Price 98.270 Indicative a-t-m Vol 1.07 Time to expiry: 401 Days | | 90000 CAB 0.0000 0.00 1.70 0.0250 0.0150 0 0 0| 0 1,500 0 0 91500 CAB 0.0000 0.00 1.70 0.0100 0.0100 0 0 0| 0 10 0 0 92250 CAB 0.0000 0.00 1.70 0.0150 0.0150 0 0 0| 0 10 0 0 92500 CAB 0.0000 0.00 1.70 0.0450 0.0400 0 0 0| 0 2,020 0 0 94000 0.0100 -0.0050 -0.01 1.95 0.0950 0.0700 0 0 0| 0 6,500 0 0 94500 0.0200 -0.0050 -0.03 1.94 0.2350S 0.2350S 0 0 0| 0 500 0 0 95000 0.0300 -0.0050 -0.04 1.85 0.2150 0.0250S 0 0 0| 500 7,700 0 0 95250 0.0350 -0.0050 -0.05 1.79 0.1450 0.1450 0 0 0| 0 10 0 0 95500 0.0400 -0.0050 -0.06 1.72 0.4350S 0.1950 0 0 0| 0 1,700 0 0 95750 0.0450 -0.0050 -0.06 1.62 0.4450S 0.1450S 0 0 0| 0 1,325 0 0 96000 0.0550 0.0000 -0.08 1.57 0.5600 0.2750S 0 0 0| 0 3,200 0 0 96250 0.0650 0.0000 -0.09 1.50 0.7950S 0.2250S 0 0 0| 0 6,250 0 0 96500 0.0850 -0.0050 -0.12 1.45 0.7450S 0.2800S 0 0 0| 0 6,350 0 0 96750 0.1100 0.0000 -0.14 1.41 0.7700S 0.1800 0 0 0| 0 2,410 0 0 97000 0.1350 0.0000 -0.18 1.36 0.7300S 0.1600 0 0 0| 0 8,300 0 0 97250 0.1650 0.0000 -0.22 1.29 0.8000S 0.3200S 0 0 0| 0 4,970 0 0 97500 0.2150 0.2100 +0.0050 -0.27 1.23 0.2150S 0.2150S 0.8000S 0.2150S 0 2,000 2,000| 0 13,605 0 0 97750 0.2700 +0.0050 -0.33 1.19 0.7850S 0.5300S 0 0 0| 0 6,000 0 0 98000 0.3400 +0.0050 -0.41 1.13 0.5400S 0.5400S 0 0 0| 0 2,750 0 0 98250 0.4300 +0.0150 -0.49 1.07 0 0 0| 0 0 0 0 Total 0 2,000 2,000| 500 75,110 0 0 | Jun 11 Underlying Price 97.900 Indicative a-t-m Vol 1.19 Time to expiry: 492 Days | | 90000 CAB 0.0000 0.00 1.78 0.0250 0.0200 0 0 0| 0 3,000 0 0 92000 CAB 0.0000 0.00 1.78 0.0700 0.0700 0 0 0| 0 250 0 0 93750 0.0250 0.0000 -0.03 1.96 0.2200 0.1500 0 0 0| 0 40 0 0 94000 0.0300 0.0000 -0.04 1.95 0.1900 0.1900 0 0 0| 0 4,500 0 0 95000 0.0600 0.0000 -0.07 1.76 0 0 0| 0 3,500 0 0 95500 0.0900 +0.0050 -0.10 1.68 0 0 0| 0 500 0 0 95750 0.1050 +0.0050 -0.12 1.62 0.2600S 0.2600S 0 0 0| 0 3,000 0 0 96000 0.1250 +0.0050 -0.14 1.56 0.3600S 0.3600S 0 0 0| 0 11,000 0 0 96250 0.1500 +0.0100 -0.16 1.50 0.8200S 0.1900 0 0 0| 0 2,820 0 0 96500 0.1750 +0.0100 -0.19 1.44 0.8850S 0.2200 0 0 0| 0 6,001 0 0 96750 0.2150 +0.0100 -0.23 1.39 0.8200S 0.3100S 0 0 0| 0 5,400 0 0 97000 0.2550 +0.0100 -0.27 1.33 0.7500S 0.4350S 0 0 0| 0 5,500 0 0 97250 0.3100 +0.0100 -0.32 1.28 0.7400S 0.6900S 0 0 0| 0 3,500 0 0 97500 0.3900 +0.0150 -0.39 1.25 0.7800S 0.4900S 0 0 0| 0 9,750 0 0 98000 0.5850 +0.0200 -0.53 1.17 0 0 0| 0 0 0 0 Total 0 0 0| 0 58,761 0 0 Options on Financial Futures 22:16 Page 41 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 11 Underlying Price 97.550 Indicative a-t-m Vol 1.26 Time to expiry: 590 Days | | 90000 CAB 0.0000 0.00 2.08 0.0350 0.0350 0 0 0| 0 500 0 0 92000 0.0300 0.0000 -0.02 2.36 0.0550 0.0550 0 0 0| 0 1,000 0 0 93000 0.0500 0.0000 -0.04 2.20 0.2000 0.1900 0 0 0| 0 2,500 0 0 93500 0.0600 0.0000 -0.05 2.08 0 0 0| 0 1,500 0 0 94000 0.0700 0.0000 -0.06 1.93 0 0 0| 0 3,000 0 0 95000 0.1200 0.0000 -0.11 1.73 0.3900S 0.3550S 0 0 0| 0 2,000 0 0 95250 0.1350 -0.0050 -0.13 1.68 0 0 0| 0 6,000 0 0 96000 0.2100 -0.0050 -0.20 1.51 0.3350S 0.3350S 0 0 0| 0 800 0 0 96250 0.2500 0.0000 -0.23 1.46 0.8050S 0.8050S 0 0 0| 0 100 0 0 96500 0.2950 -0.0050 -0.27 1.42 0.8800S 0.4650S 0 0 0| 0 4,550 0 0 96750 0.3600 0.0000 -0.32 1.39 0.8600S 0.8000S 0 0 0| 0 2,000 0 0 97000 0.4300 0.0000 -0.37 1.35 0.8500S 0.7600S 0 0 0| 0 4,250 0 0 97500 0.6000 0.0000 -0.48 1.26 0 0 0| 0 0 0 0 Total 0 0 0| 0 28,200 0 0 | Dec 11 Underlying Price 97.200 Indicative a-t-m Vol 1.31 Time to expiry: 681 Days | | 94000 0.0950 0.0000 -0.08 1.80 0.2000 0.2000 0 0 0| 0 60 0 0 95000 0.1650 0.0000 -0.15 1.62 0.2800S 0.2800S 0 0 0| 0 500 0 0 95500 0.2250 +0.0100 -0.20 1.53 0.3900S 0.3900S 0 0 0| 0 300 0 0 96000 0.3100 +0.0100 -0.26 1.45 0.5150S 0.4100S 0 0 0| 0 3,550 0 0 96500 0.4300 +0.0100 -0.35 1.38 0.8100S 0.6700S 0 0 0| 0 1,150 0 0 96750 0.5150 +0.0100 -0.40 1.36 0.7550S 0.6700S 0 0 0| 0 1,100 0 0 97000 0.6100 +0.0150 -0.45 1.33 0.7200S 0.6800S 0 0 0| 0 2,500 0 0 97250 0.7200 +0.0200 -0.51 1.31 0.7200S 0.7200S 0 0 0| 1,000 1,000 +1,000 0 Total 0 0 0| 1,000 10,160 +1,000 0 | Total Puts 0 19,630 19,630| 105,165 2,008,546 +65,562 0 Options on Financial Futures 22:16 Page 42 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 THREE MONTH STERLING 2 YEAR MID-CURVE | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 96.900 (Mar 12) Indicative a-t-m Vol 1.42 Time to expiry: 9 Days | | 96875 0.1000 -0.0300 0.55 1.42 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 96.900 (Mar 12) Indicative a-t-m Vol 1.26 Time to expiry: 37 Days | | 96875 0.1700 -0.0100 0.53 1.28 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 96.630 (Jun 12) Indicative a-t-m Vol 1.29 Time to expiry: 72 Days | | 96625 0.2250 -0.0200 0.50 1.29 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 96.630 (Jun 12) Indicative a-t-m Vol 1.30 Time to expiry: 128 Days | | 95250 1.3950 -0.0300 0.95 1.43 0.5950S 0.5950S 0 0 0| 0 500 0 0 95500 1.1550 -0.0300 0.93 1.37 0.4450S 0.4450S 0 0 0| 0 500 0 0 95750 0.9250 -0.0250 0.88 1.30 0.3700S 0.3700S 0 0 0| 0 500 0 0 96000 0.7100 -0.0300 0.80 1.30 0.2700S 0.2700S 0 0 0| 0 500 0 0 96625 0.3000 -0.0200 0.50 1.30 0 0 0| 0 0 0 0 Total 0 0 0| 0 2,000 0 0 | Sep 10 Underlying Price 96.390 (Sep 12) Indicative a-t-m Vol 1.36 Time to expiry: 219 Days | | 96375 0.4150 -0.0200 0.51 1.36 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 96.180 (Dec 12) Indicative a-t-m Vol 1.46 Time to expiry: 310 Days | | 96250 0.4850 -0.0200 0.48 1.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 2,000 0 0 Options on Financial Futures 22:16 Page 43 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 THREE MONTH STERLING 2 YEAR MID-CURVE | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 96.900 (Mar 12) Indicative a-t-m Vol 1.42 Time to expiry: 9 Days | | 96875 0.0750 -0.0100 -0.45 1.42 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 96.900 (Mar 12) Indicative a-t-m Vol 1.26 Time to expiry: 37 Days | | 96875 0.1450 +0.0100 -0.47 1.28 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 96.630 (Jun 12) Indicative a-t-m Vol 1.29 Time to expiry: 72 Days | | 96625 0.2200 +0.0100 -0.50 1.29 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 96.630 (Jun 12) Indicative a-t-m Vol 1.30 Time to expiry: 128 Days | | 94000 CAB 0.0000 0.00 1.20 0.1950S 0.1950S 0 0 0| 0 500 0 0 94125 CAB 0.0000 0.00 1.16 0.2250S 0.2250S 0 0 0| 0 500 0 0 95500 0.0250 0.0000 -0.07 1.37 0.4250 0.2900S 0 0 0| 0 250 0 0 96625 0.2950 +0.0100 -0.50 1.30 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,250 0 0 | Sep 10 Underlying Price 96.390 (Sep 12) Indicative a-t-m Vol 1.36 Time to expiry: 219 Days | | 96375 0.4000 +0.0200 -0.49 1.36 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 96.180 (Dec 12) Indicative a-t-m Vol 1.46 Time to expiry: 310 Days | | 96250 0.5550 +0.0200 -0.52 1.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 1,250 0 0 Options on Financial Futures 22:16 Page 44 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 98.270 (Mar 11) Indicative a-t-m Vol 1.21 Time to expiry: 9 Days | | 97500 0.7700 -0.0400 1.00 1.57 0.2150S 0.2150S 0 0 0| 0 1,000 0 0 97750 0.5200 -0.0400 0.99 1.34 0.3850S 0.1000S 0 0 0| 0 3,100 0 0 97875 0.4000 -0.0400 0.97 1.41 0.2400S 0.2400S 0 0 0| 0 1,500 0 0 98000 0.2800 -0.0400 0.92 1.27 0.3150S 0.0350S 0 0 0| 100 22,000 -100 0 98125 0.1700 -0.0450 0.77 1.29 0.2100 0.0500S 0 0 0| 1,200 10,200 -1,000 0 98250 0.0850 -0.0450 0.54 1.19 0.1200S 0.0200S 0 0 0| 3,500 22,450 -2,700 0 98375 0.0400 -0.0300 0.30 1.30 0.0300S 0.0150S 0 0 0| 1,000 10,000 0 0 98500 0.0100 -0.0300 0.11 1.21 2,000 0 2,000| 0 1,000 0 0 Total 2,000 0 2,000| 5,800 71,250 -3,800 0 | Mar 10 Underlying Price 98.270 (Mar 11) Indicative a-t-m Vol 1.20 Time to expiry: 37 Days | | 96125 2.1450 -0.0400 1.00 1.68 0.5600S 0.5600S 0 0 0| 0 200 0 0 96250 2.0200 -0.0400 1.00 1.57 0.6450S 0.6450S 0 0 0| 0 150 0 0 96625 1.6450 -0.0400 1.00 1.40 0 0 0| 0 1,800 0 0 97000 1.2700 -0.0400 0.99 1.59 0.4500S 0.2200S 0 0 0| 0 4,000 0 0 97125 1.1450 -0.0400 0.99 1.46 0.4600 0.2250 0 0 0| 0 500 0 0 97250 1.0200 -0.0400 0.99 1.32 0.4100S 0.2000S 0 0 0| 0 3,125 0 0 97375 0.9000 -0.0400 0.97 1.48 0.5900 0.2300S 0 0 0| 0 4,000 0 0 97500 0.7800 -0.0400 0.95 1.49 0.3750S 0.2900S 0 0 0| 0 40,000 0 0 97625 0.6600 -0.0400 0.92 1.46 0.4150 0.0800S 0 0 0| 0 7,001 0 0 97750 0.5450 -0.0400 0.88 1.41 0.3350S 0.1300S 0 0 0| 0 53,165 0 0 97875 0.4350 -0.0400 0.82 1.35 0.3000S 0.1150S 0 0 0| 0 11,600 0 0 98000 0.3300 -0.0350 0.75 1.28 0.3250 0.0650 0 0 0| 0 28,564 0 0 98125 0.2350 -0.0300 0.65 1.20 0.1650S 0.0450S 0 0 0| 0 10,600 0 0 98250 0.1750 0.1650 -0.0200 0.52 1.22 0.1750S 0.1750S 0.1750S 0.0200S 0 1,000 1,000| 0 19,967 0 0 98375 0.0950 -0.0200 0.38 1.10 0.0900S 0.0200S 0 0 0| 0 25,100 0 0 98500 0.0450 -0.0150 0.24 1.02 0.0600S 0.0100S 0 0 0| 250 10,075 +125 0 98625 0.0250 -0.0100 0.15 1.07 0.0150S 0.0150S 0 0 0| 0 97 0 0 98750 0.0150 -0.0050 0.08 1.08 0.0200S 0.0050S 0 0 0| 0 1,830 0 0 99000 CAB -0.0050 0.01 1.04 0 0 0| 0 1,000 0 0 Total 0 1,000 1,000| 250 222,774 +125 0 | Apr 10 Underlying Price 97.900 (Jun 11) Indicative a-t-m Vol 1.20 Time to expiry: 72 Days | | 97875 0.2250 -0.0200 0.52 1.21 0 0 0| 0 0 0 0 98000 0.1550 -0.0200 0.42 1.16 0.0950S 0.0950S 0 0 0| 0 750 0 0 98375 0.0400 0.0400 -0.0050 0.16 1.08 0.0400S 0.0400S 0.0450S 0.0400S 0 8,500 8,500| 7,500 7,500 +7,500 0 98625 0.0050 0.0100 0.0000 0.04 0.97 0.0050S 0.0050S 0.0100S 0.0050S 0 8,500 8,500| 7,500 7,500 +7,500 0 Total 0 17,000 17,000| 15,000 15,750 +15,000 0 Options on Financial Futures 22:16 Page 45 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 97.900 (Jun 11) Indicative a-t-m Vol 1.22 Time to expiry: 128 Days | | 96125 1.7900 -0.0300 0.96 1.73 0.6100S 0.6100S 0 0 0| 0 10 0 0 96625 1.3100 -0.0300 0.92 1.60 0.6100S 0.5600S 0 0 0| 0 7,225 0 0 96750 1.1950 -0.0300 0.90 1.58 0.5300S 0.5250S 0 0 0| 0 500 0 0 97000 0.9650 -0.0300 0.85 1.49 0.6500S 0.4550S 0 0 0| 0 260 0 0 97125 0.8550 -0.0300 0.82 1.45 0.4750S 0.3850S 0 0 0| 0 860 0 0 97250 0.7500 -0.0250 0.79 1.42 0.4650S 0.3400S 0 0 0| 0 346 0 0 97375 0.6500 -0.0250 0.75 1.38 0.4700 0.2700S 0 0 0| 0 1,089 0 0 97500 0.5500 -0.0250 0.70 1.33 0.4550S 0.2450S 0 0 0| 0 68,925 0 0 97625 0.4600 -0.0200 0.64 1.30 0.3300 0.1800S 0 0 0| 0 20,000 0 0 97750 0.3750 -0.0150 0.58 1.27 0.2700 0.1200S 0 0 0| 0 87,250 0 0 97875 0.3000 -0.0150 0.52 1.24 0.2250S 0.1200S 0 0 0| 0 24,649 0 0 98000 0.2250 -0.0150 0.44 1.17 0.1600S 0.0700S 0 0 0| 0 140,001 0 0 98125 0.1700 -0.0150 0.37 1.15 0.1150S 0.0550S 0 0 0| 0 65,800 0 0 98250 0.1250 -0.0100 0.30 1.13 0.1300 0.0400S 2,000 0 2,000| 2,500 56,275 -500 0 98375 0.0800 -0.0100 0.23 1.08 0.0950S 0.0300S 0 0 0| 5,500 37,500 +2,250 0 98500 0.0550 -0.0050 0.16 1.05 0.0650S 0.0050 0 0 0| 2,000 177,501 -500 0 98625 0.0300 0.0000 0.10 0.98 0.0400S 0.0100S 0 0 0| 5,500 76,900 0 0 Total 2,000 0 2,000| 15,500 765,091 +1,250 0 | Sep 10 Underlying Price 97.550 (Sep 11) Indicative a-t-m Vol 1.30 Time to expiry: 219 Days | | 96250 1.3900 -0.0150 0.86 1.61 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 0.9650 -0.0200 0.76 1.53 0.4750 0.4450 0 0 0| 0 750 0 0 97000 0.7700 -0.0150 0.69 1.46 0.5900 0.5900 0 0 0| 0 10 0 0 97125 0.6750 -0.0150 0.65 1.43 0.4100 0.4100 0 0 0| 0 500 0 0 97625 0.3500 -0.0150 0.47 1.28 0.2700 0.2700 0 0 0| 0 10 0 0 97750 0.2850 -0.0100 0.42 1.25 0.2250 0.2250 0 0 0| 0 10 0 0 98000 0.1700 -0.0100 0.31 1.16 0.1250S 0.0700S 0 0 0| 0 70,775 0 0 98125 0.1300 -0.0100 0.25 1.14 0.0700S 0.0700S 0 0 0| 0 15,500 0 0 98250 0.1000 -0.0050 0.21 1.13 0 0 0| 0 5,000 0 0 98375 0.0700 -0.0050 0.16 1.10 0.0250S 0.0250S 0 0 0| 0 12,000 0 0 98500 0.0500 -0.0050 0.12 1.08 0.0450 0.0100S 0 0 0| 0 86,775 0 0 98750 0.0250 0.0000 0.07 1.06 0.0050S 0.0050S 0 0 0| 0 17,000 0 0 Total 0 0 0| 0 209,455 0 0 Options on Financial Futures 22:16 Page 46 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 97.200 (Dec 11) Indicative a-t-m Vol 1.36 Time to expiry: 310 Days | | 96625 0.8750 -0.0300 0.67 1.51 0.5600S 0.5600S 0 0 0| 0 1,200 0 0 96750 0.7850 -0.0350 0.64 1.48 0.5650S 0.5400S 0 0 0| 0 1,200 0 0 97250 0.4550 -0.0350 0.49 1.34 0 0 0| 0 0 0 0 97875 0.1550 -0.0500 0.26 1.14 0.2000S 0.1950S 0 0 0| 2,850 2,850 +2,850 0 98000 0.1100 -0.0550 0.21 1.08 0.1300 0.1300 2,000 0 2,000| 500 1,500 +500 0 98125 0.0900 -0.0350 0.17 1.09 0.1200S 0.1200S 0 0 0| 61,850 60,000 +59,000 0 98250 0.0750 0.0700 -0.0250 0.14 1.08 0.0750S 0.0750S 0.0800S 0.0750S 0 2,500 2,500| 500 500 +500 0 98375 0.0500 -0.0200 0.11 1.07 0.0700S 0.0650S 0 0 0| 47,850 45,850 +45,850 0 98500 0.0400 0.0400 -0.0100 0.09 1.07 0.0400S 0.0400S 0.0400S 0.0350S 0 2,500 2,500| 33,500 33,000 +31,000 0 98625 0.0350 -0.0050 0.08 1.11 0.0400S 0.0350S 0 0 0| 47,850 45,000 +45,000 0 98750 0.0150 0.0300 0.0000 0.07 1.14 0.0150S 0.0150S 0.0200S 0.0150S 0 2,500 2,500| 500 500 +500 0 98875 0.0250 0.0000 0.06 1.16 0 0 0| 45,000 45,000 +45,000 0 99000 0.0100 0.0200 0.0000 0.05 1.18 0.0100S 0.0100S 0.0100S 0.0050S 0 2,500 2,500| 5,500 5,500 +5,500 0 Total 2,000 10,000 12,000| 245,900 242,100 +235,700 0 | Total Calls 6,000 28,000 34,000| 282,450 1,526,420 +248,275 0 Options on Financial Futures 22:16 Page 47 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 98.270 (Mar 11) Indicative a-t-m Vol 1.21 Time to expiry: 9 Days | | 96875 CAB 0.0000 0.00 1.77 0.0150 0.0050 0 0 0| 0 2,900 0 0 97000 CAB 0.0000 0.00 1.77 0.0800S 0.0100S 0 0 0| 0 1,000 0 0 97125 CAB 0.0000 0.00 1.73 0.1050S 0.0050S 0 0 0| 0 5,350 0 0 97250 CAB 0.0000 0.00 1.86 0.1300 0.0050S 0 0 0| 0 6,000 0 0 97375 CAB 0.0000 0.00 1.96 0.1800S 0.0050S 0 0 0| 0 19,750 0 0 97500 CAB 0.0000 0.00 1.57 0.2000S 0.0050S 0 0 0| 0 30,500 0 0 97625 CAB 0.0000 -0.01 1.69 0.2100S 0.0100S 0 0 0| 0 41,700 0 0 97750 CAB 0.0000 -0.01 1.34 0.1600S 0.0150S 0 0 0| 0 38,500 0 0 97875 0.0050 0.0050 0.0000 -0.03 1.41 0.0050S 0.0050S 0.1450S 0.0050S 0 2,000 2,000| 0 41,000 0 0 98000 0.0100 0.0100 0.0000 -0.08 1.27 0.0100S 0.0100S 0.1100 0.0100S 0 4,000 4,000| 100 28,300 -100 0 98125 0.0300 0.0250 -0.0050 -0.23 1.29 0.0300S 0.0250S 0.1250S 0.0250S 4,000 4,000 8,000| 250 17,925 -125 0 98250 0.0650 0.0650 -0.0050 -0.46 1.19 0.0650S 0.0650S 0.0650S 0.0650S 2,000 1,000 3,000| 0 0 0 0 Total 6,000 11,000 17,000| 350 232,925 -225 0 | Mar 10 Underlying Price 98.270 (Mar 11) Indicative a-t-m Vol 1.20 Time to expiry: 37 Days | | 94000 CAB 0.0000 0.00 1.78 0.0950 CAB 0 0 0| 0 713 0 0 94500 CAB 0.0000 0.00 1.77 0.0550S 0.0250S 0 0 0| 0 5,000 0 0 94625 CAB 0.0000 0.00 1.77 0.1100S 0.0900S 0 0 0| 0 500 0 0 95000 CAB 0.0000 0.00 1.77 0.2300 0.0450S 0 0 0| 0 3,750 0 0 95500 CAB 0.0000 0.00 1.77 0.0950S 0.0850S 0 0 0| 0 5,000 0 0 95625 CAB 0.0000 0.00 1.77 0.1500S 0.0850S 0 0 0| 0 1,600 0 0 95750 CAB 0.0000 0.00 1.76 0.3200S 0.0150S 0 0 0| 0 2,600 0 0 96000 CAB 0.0000 0.00 1.74 0.5100S 0.0200 0 0 0| 0 17,300 0 0 96125 CAB 0.0000 0.00 1.68 0.5300S 0.5300S 0 0 0| 0 200 0 0 96250 CAB 0.0000 0.00 1.57 0.4650S 0.0250S 0 0 0| 0 23,650 0 0 96375 CAB 0.0000 0.00 1.51 0.3150S 0.1950S 0 0 0| 0 1,600 0 0 96500 CAB 0.0000 0.00 1.46 0.7600S 0.0100S 0 0 0| 0 7,877 0 0 96625 CAB 0.0000 0.00 1.40 0.0750S 0.0450S 0 0 0| 0 4,850 0 0 96750 CAB 0.0000 0.00 1.57 0.5150S 0.0200S 0 0 0| 0 10,550 0 0 97000 CAB 0.0000 -0.01 1.59 0.4750S 0.0100S 0 0 0| 0 27,240 0 0 97125 CAB 0.0000 -0.01 1.46 0.1450S 0.0350S 0 0 0| 0 13,350 0 0 97250 CAB 0.0000 -0.01 1.32 0.4600S 0.0050 0 0 0| 0 24,500 0 0 97375 0.0050 0.0000 -0.03 1.48 0.4000S 0.0750S 0 0 0| 0 3,251 0 0 97500 0.0100 0.0000 -0.05 1.49 0.2500S 0.0300S 0 0 0| 0 24,060 0 0 97625 0.0150 0.0000 -0.08 1.46 0.1600S 0.0500S 0 0 0| 0 7,000 0 0 97750 0.0250 0.0000 -0.12 1.41 0.2850S 0.0300S 0 0 0| 1,000 8,550 +1,000 0 97875 0.0400 0.0000 -0.18 1.35 0.2700S 0.0850S 0 0 0| 0 9,100 0 0 98000 0.0600 +0.0050 -0.25 1.28 0.1450S 0.0750S 0 0 0| 4,900 9,800 +4,900 0 98125 0.0900 +0.0100 -0.35 1.20 0 0 0| 0 4,000 0 0 98250 0.1450 +0.0200 -0.48 1.22 0 0 0| 0 0 0 0 Total 0 0 0| 5,900 216,041 +5,900 0 Options on Financial Futures 22:16 Page 48 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Apr 10 Underlying Price 97.900 (Jun 11) Indicative a-t-m Vol 1.20 Time to expiry: 72 Days | | 97375 0.0700 +0.0050 -0.20 1.43 0.1200S 0.1200S 0 0 0| 0 750 0 0 97625 0.1200 +0.0050 -0.32 1.34 0.1900S 0.1900S 0 0 0| 0 750 0 0 97875 0.2000 +0.0100 -0.48 1.21 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,500 0 0 | Jun 10 Underlying Price 97.900 (Jun 11) Indicative a-t-m Vol 1.22 Time to expiry: 128 Days | | 94500 CAB 0.0000 0.00 1.77 0.0200S 0.0150S 0 0 0| 0 8,000 0 0 94750 CAB 0.0000 0.00 1.75 0.0250S 0.0200S 0 0 0| 0 5,000 0 0 95500 CAB 0.0000 0.00 1.56 0.1300S 0.0150S 0 0 0| 0 8,000 0 0 96000 0.0100 0.0000 -0.03 1.71 0.1050 0.0250S 0 0 0| 0 1,000 0 0 96125 0.0150 0.0000 -0.04 1.73 0.6200S 0.1200 0 0 0| 0 861 0 0 96250 0.0200 0.0000 -0.05 1.73 0.1450S 0.1200S 0 0 0| 0 8,500 0 0 96375 0.0250 0.0000 -0.06 1.72 0.3450S 0.3450S 0 0 0| 0 1,000 0 0 96500 0.0300 0.0000 -0.07 1.67 0.3150S 0.0700S 0 0 0| 0 11,500 0 0 96625 0.0350 0.0000 -0.08 1.60 0.6000S 0.5200S 0 0 0| 0 7,225 0 0 96750 0.0450 0.0000 -0.10 1.58 0.5300S 0.1250S 0 0 0| 0 1,500 0 0 96875 0.0550 0.0000 -0.12 1.53 0.2300S 0.2300S 0 0 0| 0 1,000 0 0 97000 0.0650 0.0000 -0.15 1.49 0.4000S 0.1100S 0 0 0| 0 9,500 0 0 97125 0.0800 0.0000 -0.18 1.45 0.4550S 0.4200S 0 0 0| 0 40 0 0 97250 0.1000 +0.0050 -0.21 1.42 0.4900S 0.3500S 0 0 0| 0 1,096 0 0 97375 0.1250 +0.0050 -0.25 1.38 0.4900S 0.3200S 0 0 0| 0 64 0 0 97500 0.1500 0.1500 +0.0050 -0.30 1.33 0.1500S 0.1500S 0.3750S 0.1500S 0 500 500| 250 2,264 +250 0 97875 0.2750 +0.0150 -0.48 1.24 0 0 0| 0 0 0 0 98000 0.3350 0.3250 +0.0150 -0.56 1.17 0.3350S 0.3350S 0.3350S 0.3350S 0 500 500| 0 0 0 0 Total 0 1,000 1,000| 250 66,550 +250 0 | Sep 10 Underlying Price 97.550 (Sep 11) Indicative a-t-m Vol 1.30 Time to expiry: 219 Days | | 94875 0.0100 0.0000 -0.02 1.75 0 0 0| 0 4,000 0 0 95000 0.0150 0.0000 -0.03 1.80 0 0 0| 0 7,000 0 0 95125 0.0200 0.0000 -0.04 1.81 0 0 0| 0 2,000 0 0 95750 0.0450 0.0000 -0.08 1.69 0.3350S 0.3350S 0 0 0| 0 1,000 0 0 96000 0.0650 0.0000 -0.11 1.67 0.2200S 0.1150S 0 0 0| 0 3,500 0 0 96125 0.0750 0.0000 -0.12 1.63 0.4600S 0.4600S 0 0 0| 0 3,000 0 0 96250 0.0900 +0.0050 -0.14 1.61 0.6850S 0.2750 0 0 0| 0 1,125 0 0 96375 0.1050 +0.0050 -0.16 1.59 0.3100 0.2500S 0 0 0| 0 2,510 0 0 96500 0.1200 0.0000 -0.19 1.57 0.3450 0.1900S 0 0 0| 0 1,010 0 0 97000 0.2200 +0.0050 -0.31 1.46 0.4050 0.3250S 0 0 0| 0 5,000 0 0 97625 0.4250 +0.0050 -0.53 1.28 0 0 0| 0 0 0 0 Total 0 0 0| 0 30,145 0 0 Options on Financial Futures 22:16 Page 49 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Sterling Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 97.200 (Dec 11) Indicative a-t-m Vol 1.36 Time to expiry: 310 Days | | 95500 0.1100 -0.0200 -0.14 1.77 0.1900S 0.1600S 0 0 0| 0 2,000 0 0 95750 0.1400 -0.0200 -0.17 1.72 0.2600S 0.2500S 0 0 0| 0 3,500 0 0 96000 0.1750 -0.0200 -0.21 1.66 0.2950S 0.2200S 0 0 0| 0 3,500 0 0 96250 0.2150 -0.0250 -0.25 1.60 0.2700S 0.2700S 0 0 0| 0 500 0 0 96375 0.2400 -0.0250 -0.28 1.57 0.4150S 0.4150S 0 0 0| 0 3,000 0 0 96500 0.2650 -0.0250 -0.30 1.53 0.3700S 0.3400S 0 0 0| 0 2,500 0 0 96625 0.3000 -0.0200 -0.33 1.51 0.5300S 0.5300S 0 0 0| 0 1,200 0 0 96750 0.3350 -0.0250 -0.36 1.48 0.5500S 0.5150S 0 0 0| 0 1,200 0 0 97000 0.4150 -0.0250 -0.43 1.42 0 0 0| 0 1,000 0 0 97250 0.5050 -0.0250 -0.51 1.34 0 0 0| 0 0 0 0 Total 0 0 0| 0 18,400 0 0 | Total Puts 6,000 12,000 18,000| 6,500 565,561 +5,925 0 Options on Financial Futures 22:16 Page 50 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euroswiss | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 99.730 Indicative a-t-m Vol 0.08 Time to expiry: 35 Days | | 99750 CAB -0.0050 0.19 0.07 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 99.700 Indicative a-t-m Vol 0.11 Time to expiry: 126 Days | | 99750 0.0100 +0.0050 0.23 0.11 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 99.590 Indicative a-t-m Vol 0.20 Time to expiry: 217 Days | | 99625 0.0450 0.0000 0.41 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.420 Indicative a-t-m Vol 0.20 Time to expiry: 308 Days | | 99375 0.1000 0.0000 0.60 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 51 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Three Month Euroswiss | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 99.730 Indicative a-t-m Vol 0.08 Time to expiry: 35 Days | | 99750 0.0200 -0.0050 -0.81 0.07 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 99.700 Indicative a-t-m Vol 0.11 Time to expiry: 126 Days | | 99750 0.0600 -0.0050 -0.77 0.11 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 99.590 Indicative a-t-m Vol 0.20 Time to expiry: 217 Days | | 99625 0.0800 0.0000 -0.59 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.420 Indicative a-t-m Vol 0.20 Time to expiry: 308 Days | | 99375 0.0550 0.0000 -0.40 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 52 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 2Yr Euro Swapnote | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 108.505 (Mar 10) Indicative a-t-m Vol 1.00 Time to expiry: 7 Days | | 10860 0.024 -0.026 0.26 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 108.505 Indicative a-t-m Vol 1.00 Time to expiry: 35 Days | | 10860 0.094 -0.024 0.39 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 108.505 (Jun 10) Indicative a-t-m Vol 1.00 Time to expiry: 70 Days | | 10860 0.147 -0.024 0.42 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 108.505 Indicative a-t-m Vol 1.00 Time to expiry: 126 Days | | 10860 0.211 -0.023 0.44 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 53 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 2Yr Euro Swapnote | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 108.505 (Mar 10) Indicative a-t-m Vol 1.00 Time to expiry: 7 Days | | 10860 0.119 +0.019 -0.74 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 108.505 Indicative a-t-m Vol 1.00 Time to expiry: 35 Days | | 10860 0.189 +0.021 -0.61 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 108.505 (Jun 10) Indicative a-t-m Vol 1.00 Time to expiry: 70 Days | | 10860 0.242 +0.021 -0.58 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 108.505 Indicative a-t-m Vol 1.00 Time to expiry: 126 Days | | 10860 0.306 +0.022 -0.56 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 54 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 5Yr Euro Swapnote | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 115.99 (Mar 10) Indicative a-t-m Vol 10.00 Time to expiry: 7 Days | | 11625 0.52 -0.20 0.44 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 115.99 Indicative a-t-m Vol 10.00 Time to expiry: 35 Days | | 11625 1.33 -0.14 0.48 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 115.99 (Jun 10) Indicative a-t-m Vol 10.00 Time to expiry: 70 Days | | 11625 1.92 -0.12 0.49 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 115.99 Indicative a-t-m Vol 10.00 Time to expiry: 126 Days | | 11625 2.60 -0.12 0.50 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 55 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 5Yr Euro Swapnote | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 115.99 (Mar 10) Indicative a-t-m Vol 10.00 Time to expiry: 7 Days | | 11625 0.78 -0.04 -0.56 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 115.99 Indicative a-t-m Vol 10.00 Time to expiry: 35 Days | | 11625 1.59 +0.02 -0.52 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 115.99 (Jun 10) Indicative a-t-m Vol 10.00 Time to expiry: 70 Days | | 11625 2.18 +0.04 -0.51 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 115.99 Indicative a-t-m Vol 10.00 Time to expiry: 126 Days | | 11625 2.86 +0.04 -0.50 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 56 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 10Yr Euro Swapnote | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 122.15 (Mar 10) Indicative a-t-m Vol 10.00 Time to expiry: 7 Days | | 12250 0.52 -0.32 0.42 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 122.15 Indicative a-t-m Vol 10.00 Time to expiry: 35 Days | | 12250 1.36 -0.27 0.47 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 122.15 (Jun 10) Indicative a-t-m Vol 10.00 Time to expiry: 70 Days | | 12250 1.98 -0.25 0.48 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 122.15 Indicative a-t-m Vol 10.00 Time to expiry: 126 Days | | 12250 2.71 -0.24 0.49 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 57 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 10Yr Euro Swapnote | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 10 Underlying Price 122.15 (Mar 10) Indicative a-t-m Vol 10.00 Time to expiry: 7 Days | | 12250 0.87 +0.09 -0.58 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 122.15 Indicative a-t-m Vol 10.00 Time to expiry: 35 Days | | 12250 1.71 +0.14 -0.53 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 122.15 (Jun 10) Indicative a-t-m Vol 10.00 Time to expiry: 70 Days | | 12250 2.33 +0.16 -0.52 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 122.15 Indicative a-t-m Vol 10.00 Time to expiry: 126 Days | | 12250 3.06 +0.17 -0.51 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:16 Page 58 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Long Gilt | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 115.46 Indicative a-t-m Vol 7.20 Time to expiry: 11 Days | | 11500 0.86 -0.44 0.62 7.17 1.20 0.65S 0 0 0| 0 1,150 0 0 11550 0.58 -0.39 0.49 7.20 0.84S 0.84S 0 0 0| 0 1,000 0 0 11600 0.37 -0.31 0.36 7.13 0.87S 0.65S 0 0 0| 150 1,350 -150 0 11650 0.22 -0.24 0.25 7.16 0.65 0.43S 0 0 0| 0 1,690 0 0 11700 0.10 -0.17 0.14 6.80 0.24 0.19S 300 0 300| 0 1,654 0 0 11750 0.06 -0.11 0.09 7.08 0.27 0.14 0 0 0| 0 1,104 0 0 11800 0.03 -0.07 0.04 7.02 0.25 0.09S 0 0 0| 0 2,610 0 0 11850 0.01 -0.04 0.02 6.97 0 0 0| 0 2,000 0 0 11900 CAB -0.02 0.01 6.91 0.11 0.02S 0 0 0| 0 1,690 0 0 Total 300 0 300| 150 14,248 -150 0 | Apr 10 Underlying Price 114.01 (Jun 10) Indicative a-t-m Vol 7.86 Time to expiry: 44 Days | | 11450 1.03 -0.31 0.44 7.86 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | May 10 Underlying Price 114.01 (Jun 10) Indicative a-t-m Vol 7.85 Time to expiry: 74 Days | | 11450 1.39 -0.30 0.46 7.86 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 114.01 Indicative a-t-m Vol 7.85 Time to expiry: 102 Days | | 11450 1.67 -0.30 0.47 7.85 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 300 0 300| 150 14,248 -150 0 Options on Financial Futures 22:16 Page 59 Business Day Mon 8 Feb 2010 | Previous Business Day | Fri 5 Feb 2010 Long Gilt | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 115.46 Indicative a-t-m Vol 7.20 Time to expiry: 11 Days | | 11000 CAB 0.00 0.00 7.73 0.19S 0.01S 0 0 0| 0 2,942 0 0 11100 CAB 0.00 0.00 7.74 0.21S 0.11S 0 0 0| 0 1,050 0 0 11200 0.01 0.00 -0.02 7.79 0.46S 0.04S 0 0 0| 0 5,488 0 0 11250 0.02 0.00 -0.03 7.61 0.58S 0.05 0 0 0| 0 920 0 0 11300 0.04 +0.01 -0.06 7.61 0.54S 0.12S 0 0 0| 0 770 0 0 11350 0.08 +0.02 -0.10 7.46 0.38S 0.15 0 0 0| 0 530 0 0 11400 0.14 +0.04 -0.17 7.37 1.06S 0.15 0 0 0| 0 3,110 0 0 11450 0.25 +0.07 -0.26 7.41 0.20S 0.20S 300 0 300| 500 500 +500 0 11500 0.40 +0.12 -0.38 7.17 0.60S 0.32S 0 0 0| 500 1,540 +400 0 11550 0.62 +0.17 -0.51 7.20 0.70 0.70 0 0 0| 0 50 0 0 11600 0.91 +0.25 -0.64 7.13 0.77S 0.55S 0 0 0| 250 750 +100 0 Total 300 0 300| 1,250 17,650 +1,000 0 | Apr 10 Underlying Price 114.01 (Jun 10) Indicative a-t-m Vol 7.86 Time to expiry: 44 Days | | 11450 1.52 +0.25 -0.56 7.86 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | May 10 Underlying Price 114.01 (Jun 10) Indicative a-t-m Vol 7.85 Time to expiry: 74 Days | | 11450 1.88 +0.26 -0.54 7.86 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 114.01 Indicative a-t-m Vol 7.85 Time to expiry: 102 Days | | 11450 2.16 +0.26 -0.53 7.85 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 300 0 300| 1,250 17,650 +1,000 0