Options on Financial Futures Summary 21:55 Page 1 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 2010 | | Contract CONNECT* Basis Block Trd Total | Official Open Volume Volume Volume Volume | Volume Interest Change | Short Term Interest Rate Products | Three Month Euribor 85,594 N/A 85,750 171,344 | 268,346 12,826,582 +31,054 Three Month Euribor Mid-Curve 18,350 N/A 6,000 24,350 | 7,300 1,637,041 -2,000 THREE MONTH EURO (EURIBOR) 2 YEAR MID-CURVE 0 N/A 0 0 | 0 8,000 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 54,270 N/A 0 54,270 | 52,300 5,364,620 +22,197 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,000 0 Three Month Sterling Mid-Curve 49,260 N/A 18,750 68,010 | 8,000 2,266,908 +4,200 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 300 N/A 0 300 | 100 1,502 -50 Options on Financial Futures 21:55 Page 2 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 99.115 Indicative a-t-m Vol 0.23 Time to expiry: 17 Days | | 95750 3.3650 +0.0050 1.00 0.57 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 3.1150 +0.0050 1.00 0.57 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.8650 +0.0050 1.00 0.57 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.6150 +0.0050 1.00 0.57 2.3200S 0.3000 0 0 0| 0 2,400 0 0 96750 2.3650 +0.0050 1.00 0.57 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 2.1150 +0.0050 1.00 0.57 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.8650 +0.0050 1.00 0.57 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.6150 +0.0050 1.00 0.57 1.5250S 0.1700S 0 0 0| 0 4,475 0 0 97750 1.3650 +0.0050 1.00 0.58 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 1.1150 +0.0050 1.00 0.58 0.4650S 0.1050S 0 0 0| 0 8,225 0 0 98125 0.9900 +0.0050 1.00 0.58 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.8650 +0.0050 1.00 0.58 0.9600S 0.1750 0 0 0| 0 12,997 0 0 98375 0.7400 +0.0050 1.00 0.58 0.4550S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.6150 +0.0050 1.00 0.58 0.6200S 0.0850S 0 0 0| 0 47,770 0 0 98625 0.4900 +0.0050 1.00 0.56 0.5800S 0.2000S 0 0 0| 0 80,398 0 0 98750 0.3650 +0.0050 1.00 0.53 0.4800S 0.0500S 0 0 0| 0 92,885 0 0 98875 0.2400 +0.0050 0.99 0.48 0.3550S 0.0800S 0 0 0| 0 136,359 0 0 99000 0.1175 +0.0025 0.91 0.38 0.2650 0.0250S 0 0 0| 0 203,416 0 0 99125 0.0150 0.0150 0.0000 0.42 0.22 0.0150 0.0150 0.1600 0.0100S 24,875 9,505 34,380| 5,645 346,279 -2,467 0 99250 0.0025 0.0000 0.04 0.36 0.1000S CAB 0 0 0| 2,200 321,635 +1,000 0 99375 0.0050 CAB 0.0000 0.00 0.40 0.0050S 0.0050S 0.0350S CAB 0 500 500| 500 335,327 +500 0 99500 CAB 0.0000 0.00 0.41 0.0150S CAB 0 0 0| 0 204,748 0 0 99625 CAB 0.0000 0.00 0.41 0.0100S 0.0050S 0 0 0| 0 24,000 0 0 99750 CAB 0.0000 0.00 0.41 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 24,875 10,005 34,880| 8,345 1,854,244 -967 0 | Oct 10 Underlying Price 99.060 (Dec 10) Indicative a-t-m Vol 0.41 Time to expiry: 52 Days | | 98750 0.3150 -0.0100 0.94 0.54 0.2250S 0.2250S 0 0 0| 0 500 0 0 98875 0.2000 -0.0075 0.85 0.48 0.3150 0.1250S 0 0 0| 0 14,910 0 0 99000 0.1000 0.1000 -0.0050 0.64 0.43 0.1000 0.1000 0.1600S 0.0450 10,000 100 10,100| 20,000 79,195 +15,500 0 99125 0.0300 -0.0075 0.33 0.39 0.1400S 0.0150S 0 0 0| 2,000 69,223 0 0 99250 0.0100 0.0000 0.11 0.42 0.0800S 0.0050S 0 0 0| 2,250 55,210 +750 0 99375 0.0025 0.0000 0.04 0.46 0.0450 0.0050S 0 0 0| 0 23,700 0 0 99500 CAB 0.0000 0.01 0.51 0.0050S CAB 0 0 0| 0 8,300 0 0 Total 10,000 100 10,100| 24,250 251,038 +16,250 0 Options on Financial Futures 21:55 Page 3 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Nov 10 Underlying Price 99.060 (Dec 10) Indicative a-t-m Vol 0.42 Time to expiry: 80 Days | | 98875 0.2100 -0.0050 0.80 0.47 0.1600S 0.1600S 0 0 0| 0 12,984 0 0 99000 0.1150 -0.0050 0.62 0.43 0.1650S 0.0650 0 0 0| 0 22,575 0 0 99125 0.0475 -0.0025 0.36 0.40 0.1050 0.0400S 0 0 0| 0 26,865 0 0 99250 0.0125 -0.0025 0.14 0.38 0.0150 0.0150 0 0 0| 0 11,500 0 0 99375 0.0050 0.0000 0.05 0.41 0.0150S 0.0100 0 0 0| 0 11,000 0 0 99500 0.0025 0.0000 0.02 0.46 0.0050 0.0050 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 85,924 0 0 | Dec 10 Underlying Price 99.060 Indicative a-t-m Vol 0.42 Time to expiry: 108 Days | | 96750 2.3100 -0.0100 1.00 0.69 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 2.0600 -0.0100 1.00 0.69 2.1100 0.4650 0 0 0| 0 2,255 0 0 97250 1.8100 -0.0100 1.00 0.69 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 1.5600 -0.0100 1.00 0.69 1.3050S 0.2750S 0 0 0| 0 14,100 0 0 97750 1.3100 -0.0100 1.00 0.69 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 1.0600 -0.0100 1.00 0.69 0.7850S 0.1500S 0 0 0| 0 19,262 0 0 98125 0.9350 -0.0100 0.99 0.69 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.8100 -0.0100 0.99 0.68 0.8000 0.1250S 0 0 0| 0 18,026 0 0 98375 0.6875 -0.0100 0.98 0.64 0.3500S 0.2450S 0 0 0| 0 6,500 0 0 98500 0.5650 -0.0100 0.96 0.61 0.6400S 0.0600S 0 0 0| 0 206,921 0 0 98625 0.4450 -0.0100 0.92 0.57 0.5400S 0.1300S 0 0 0| 0 27,339 0 0 98750 0.3300 -0.0075 0.86 0.53 0.4450S 0.0200S 0 0 0| 0 378,160 0 0 98875 0.2200 -0.0100 0.76 0.48 0.3550 0.0550S 0 0 0| 0 120,769 0 0 99000 0.1250 0.1275 -0.0075 0.60 0.44 0.1250S 0.1250S 0.2650S 0.0100S 0 3,000 3,000| 0 413,343 0 0 99125 0.0550 0.0575 -0.0025 0.38 0.40 0.0550S 0.0550S 0.1750S 0.0200S 11,000 10,000 21,000| 0 218,588 0 0 99250 0.0200 0.0200 0.0000 0.17 0.37 0.0200S 0.0200S 0.1250 0.0050S 10,000 10,000 20,000| 0 377,234 0 0 99375 0.0050 -0.0025 0.06 0.37 0.0700S 0.0050 5,000 0 5,000| 0 198,929 0 0 99500 0.0025 -0.0025 0.04 0.45 0.0350 0.0050S 0 0 0| 0 136,244 0 0 99625 CAB -0.0025 0.01 0.47 0.0050S 0.0050S 0 0 0| 0 6,070 0 0 Total 26,000 23,000 49,000| 0 2,157,232 0 0 | Jan 11 Underlying Price 99.010 (Mar 11) Indicative a-t-m Vol 0.48 Time to expiry: 143 Days | | 98750 0.3050 -0.0050 0.78 0.55 0 0 0| 0 7,000 0 0 98875 0.2075 -0.0050 0.66 0.52 0 0 0| 0 2,500 0 0 99000 0.1250 -0.0050 0.51 0.49 0.1100S 0.1100S 0 0 0| 0 8,000 0 0 99125 0.0650 -0.0025 0.34 0.46 0.0700 0.0550S 0 0 0| 2,000 68,000 +2,000 0 99250 0.0275 0.0000 0.19 0.43 0 0 0| 0 3,000 0 0 Total 0 0 0| 2,000 88,500 +2,000 0 Options on Financial Futures 21:55 Page 4 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 11 Underlying Price 99.010 (Mar 11) Indicative a-t-m Vol 0.48 Time to expiry: 171 Days | | 99000 0.1350 -0.0025 0.51 0.48 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.010 Indicative a-t-m Vol 0.48 Time to expiry: 199 Days | | 97250 1.7600 -0.0050 1.00 0.72 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 1.5100 -0.0050 1.00 0.72 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 1.2625 -0.0050 0.99 0.72 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 1.0175 -0.0050 0.97 0.75 0.7850S 0.2700 0 0 0| 0 9,050 0 0 98250 0.7750 -0.0050 0.93 0.69 0.6450 0.1350 0 0 0| 0 21,373 0 0 98500 0.5400 -0.0050 0.87 0.63 0.6700 0.1000S 0 0 0| 0 86,756 0 0 98625 0.4300 -0.0025 0.81 0.59 0.3700 0.2550S 0 0 0| 0 5,275 0 0 98750 0.3250 -0.0050 0.74 0.55 0.4550S 0.0500S 0 0 0| 500 137,632 +283 0 98875 0.2300 -0.0025 0.64 0.52 0.3500 0.1250S 0 0 0| 1,000 49,454 +1,000 0 99000 0.1450 0.1450 -0.0075 0.51 0.48 0.1500S 0.1450 0.2850S 0.0250S 0 2,500 2,500| 500 178,170 0 0 99125 0.0850 -0.0025 0.37 0.46 0.2000S 0.0450S 0 0 0| 4,500 101,777 -2,225 0 99250 0.0400 0.0425 -0.0025 0.23 0.44 0.0400 0.0400 0.1500S 0.0050S 0 5,000 5,000| 4,000 120,436 0 0 99375 0.0150 0.0200 0.0000 0.12 0.43 0.0150S 0.0150S 0.0850 0.0050S 0 1,000 1,000| 1,000 60,085 +250 0 99500 0.0100 0.0000 0.06 0.44 0.0500 0.0050S 0 0 0| 0 33,552 0 0 99625 0.0050 0.0000 0.03 0.44 0.0200 0.0050S 0 0 0| 0 25,700 0 0 99750 0.0025 0.0000 0.01 0.45 0 0 0| 0 4,000 0 0 Total 0 8,500 8,500| 11,500 873,860 -692 0 | Jun 11 Underlying Price 98.960 Indicative a-t-m Vol 0.55 Time to expiry: 290 Days | | 97000 1.9625 -0.0050 0.99 0.88 1.8850S 0.5900S 0 0 0| 0 4,675 0 0 97250 1.7175 -0.0050 0.98 0.97 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 1.4725 -0.0050 0.96 0.92 1.4200S 0.4600S 0 0 0| 0 6,475 0 0 97750 1.2275 -0.0050 0.95 0.86 0.8050 0.4300 0 0 0| 0 13,100 0 0 97875 1.1075 -0.0050 0.93 0.83 0.8950 0.8950 0 0 0| 0 25 0 0 98000 0.9875 -0.0050 0.92 0.79 0.9600S 0.3900S 0 0 0| 0 20,488 0 0 98250 0.7525 -0.0050 0.87 0.73 0.5750 0.1300S 0 0 0| 0 5,205 0 0 98500 0.5325 -0.0025 0.79 0.66 0.5950 0.1250S 0 0 0| 0 35,374 0 0 98625 0.4300 -0.0025 0.73 0.63 0.3600S 0.2850S 0 0 0| 0 2,950 0 0 98750 0.3325 -0.0050 0.65 0.60 0.4500S 0.0700 0 0 0| 0 44,779 0 0 98875 0.2475 -0.0025 0.57 0.57 0.2850S 0.1400S 0 0 0| 0 23,549 0 0 99000 0.1750 0.1700 -0.0050 0.47 0.54 0.1750S 0.1700S 0.2950S 0.0400S 0 2,500 2,500| 2,750 131,684 +2,250 0 99125 0.1100 0.0000 0.36 0.51 0.1400S 0.0550S 0 0 0| 2,500 107,012 0 0 99250 0.0625 -0.0025 0.25 0.48 0.1500 0.0150S 0 0 0| 0 121,276 0 0 99375 0.0300 -0.0025 0.15 0.45 0.0450S 0.0150S 0 0 0| 0 11,500 0 0 99500 0.0125 -0.0025 0.08 0.43 0.0700 0.0050S 0 0 0| 0 16,215 0 0 99750 0.0025 0.0000 0.02 0.43 0.0200 0.0050S 0 0 0| 0 6,700 0 0 Total 0 2,500 2,500| 5,250 554,907 +2,250 0 Options on Financial Futures 21:55 Page 5 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 11 Underlying Price 98.910 Indicative a-t-m Vol 0.62 Time to expiry: 388 Days | | 97250 1.6900 -0.0100 0.94 1.08 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 1.4500 -0.0050 0.92 1.00 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 1.2100 -0.0050 0.89 0.93 0.5500S 0.4800S 0 0 0| 0 4,175 0 0 98000 0.9750 -0.0050 0.85 0.85 0.9600 0.2850S 0 0 0| 0 17,500 0 0 98250 0.7500 -0.0050 0.80 0.79 0.7800 0.3650 0 0 0| 0 16,225 0 0 98500 0.5400 -0.0050 0.71 0.72 0.5600S 0.1500S 0 0 0| 0 22,500 0 0 98750 0.3550 0.0000 0.60 0.66 0.4200S 0.1050 0 0 0| 0 50,725 0 0 99000 0.2000 +0.0050 0.44 0.59 0.2850S 0.0500S 0 0 0| 0 43,450 0 0 99250 0.0800 0.0000 0.26 0.51 0.1400S 0.0150S 0 0 0| 0 27,450 0 0 99500 0.0150 0.0000 0.09 0.42 0.0800S 0.0050S 0 0 0| 0 41,085 0 0 99750 0.0050 0.0000 0.02 0.41 0.0100S 0.0100S 0 0 0| 0 2,000 0 0 Total 0 0 0| 0 232,880 0 0 | Dec 11 Underlying Price 98.820 Indicative a-t-m Vol 0.68 Time to expiry: 479 Days | | 97250 1.6200 -0.0150 0.91 1.05 0.6150S 0.6000S 0 0 0| 0 350 0 0 97500 1.3850 -0.0150 0.88 0.99 0.6350S 0.5100S 0 0 0| 0 24,500 0 0 97750 1.1550 -0.0100 0.85 0.93 1.0300 0.4650S 0 0 0| 0 18,295 0 0 98000 0.9300 -0.0150 0.80 0.87 0.8600S 0.4150S 0 0 0| 0 13,350 0 0 98250 0.7200 -0.0100 0.73 0.81 0.5000S 0.3100 0 0 0| 0 3,275 0 0 98500 0.5250 -0.0100 0.65 0.75 0.5300S 0.1850S 0 0 0| 0 14,650 0 0 98750 0.3500 -0.0100 0.54 0.70 0.4050S 0.1100S 0 0 0| 0 42,575 0 0 99000 0.2050 -0.0050 0.40 0.63 0.3000S 0.0700S 0 0 0| 0 39,644 0 0 99250 0.1000 0.1000 0.0000 0.25 0.57 0.1000 0.1000 0.1900S 0.0150S 0 2,139 2,139| 0 37,876 0 0 99500 0.0300 0.0000 0.11 0.49 0.0350S 0.0200S 0 0 0| 0 21,000 0 0 Total 0 2,139 2,139| 0 215,515 0 0 | Mar 12 Underlying Price 98.750 Indicative a-t-m Vol 0.75 Time to expiry: 570 Days | | 96500 2.3000 -0.0150 0.93 1.26 2.0100S 2.0100S 0 0 0| 0 100 0 0 97750 1.1400 -0.0100 0.80 0.99 0.5400S 0.5400S 0 0 0| 0 500 0 0 98000 0.9250 -0.0050 0.75 0.92 0.7900 0.4600S 0 0 0| 0 3,000 0 0 98250 0.7200 -0.0100 0.68 0.86 0.6300S 0.4300S 0 0 0| 0 15,150 0 0 98500 0.5350 -0.0050 0.60 0.81 0.5450S 0.3250 0 0 0| 0 12,675 0 0 98750 0.3800 0.3700 0.0000 0.50 0.75 0.3800S 0.3800S 0.3900S 0.3050 0 750 750| 0 6,500 0 0 99000 0.2300 0.0000 0.39 0.69 0.2350S 0.1000S 0 0 0| 0 10,045 0 0 99250 0.1200 0.0000 0.26 0.62 0.0850 0.0850 0 0 0| 0 2,025 0 0 99500 0.0450 0.0000 0.13 0.54 0.0550 0.0100 0 0 0| 0 34,500 0 0 Total 0 750 750| 0 84,495 0 0 Options on Financial Futures 21:55 Page 6 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 12 Underlying Price 98.665 Indicative a-t-m Vol 0.79 Time to expiry: 661 Days | | 98250 0.7200 0.7050 -0.0150 0.64 0.88 0.7200S 0.7200S 0.7300S 0.4800S 0 1,250 1,250| 0 13,850 0 0 98500 0.5250 -0.0150 0.56 0.83 0.5250S 0.4200S 0 0 0| 0 4,950 0 0 98750 0.3800 0.3700 -0.0100 0.47 0.77 0.3800S 0.3800S 0.3800S 0.3250S 0 1,000 1,000| 0 1,500 0 0 99000 0.2300 -0.0100 0.36 0.70 0.2300S 0.2250S 0 0 0| 0 10,700 0 0 99250 0.1250 -0.0050 0.25 0.64 0.1100S 0.1100S 0 0 0| 0 2,750 0 0 99500 0.0550 -0.0050 0.14 0.57 0.0500S 0.0350S 0 0 0| 0 14,500 0 0 Total 0 2,250 2,250| 0 48,250 0 0 | Total Calls 60,875 49,244 110,119| 51,345 6,446,845 +18,841 0 Options on Financial Futures 21:55 Page 7 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 10 Underlying Price 99.115 Indicative a-t-m Vol 0.23 Time to expiry: 17 Days | | 91000 CAB 0.0000 0.00 0.57 0.0050S 0.0050S 0 0 0| 0 523 0 0 92750 CAB 0.0000 0.00 0.57 0.0100S 0.0050 0 0 0| 0 754 0 0 94750 CAB 0.0000 0.00 0.57 0.0450 0.0100 0 0 0| 0 1,025 0 0 95000 CAB 0.0000 0.00 0.57 0.0300S 0.0050S 0 0 0| 0 2,150 0 0 95250 CAB 0.0000 0.00 0.57 0.2650S 0.2650S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 0.57 0.0300S 0.0200S 0 0 0| 0 1,200 0 0 95750 CAB 0.0000 0.00 0.57 0.5900S 0.5650S 0 0 0| 0 1,800 0 0 96000 CAB 0.0000 0.00 0.57 0.4950S 0.0050 0 0 0| 0 53,942 0 0 96250 CAB 0.0000 0.00 0.57 0.5650S 0.5300S 0 0 0| 0 6,175 0 0 96375 CAB 0.0000 0.00 0.57 0.0150 0.0150 0 0 0| 0 10 0 0 96500 CAB 0.0000 0.00 0.57 0.5850S 0.0050S 0 0 0| 0 20,620 0 0 96625 CAB 0.0000 0.00 0.57 0.0500 0.0500 0 0 0| 0 10 0 0 96750 CAB 0.0000 0.00 0.57 0.5800S 0.0450S 0 0 0| 0 9,401 0 0 97000 CAB 0.0000 0.00 0.57 0.5650S 0.0100S 0 0 0| 0 39,246 0 0 97125 CAB 0.0000 0.00 0.57 0.0400 0.0400 0 0 0| 0 1,250 0 0 97250 CAB 0.0000 0.00 0.57 1.1300S 0.0050 0 0 0| 0 29,360 0 0 97375 CAB 0.0000 0.00 0.57 0.1550 0.0350S 0 0 0| 0 8,060 0 0 97500 CAB 0.0000 0.00 0.57 0.5150S 0.0050S 0 0 0| 0 38,759 0 0 97625 CAB 0.0000 0.00 0.58 0.1450S 0.0050S 0 0 0| 0 7,121 0 0 97750 CAB 0.0000 0.00 0.58 0.5350S 0.0100S 0 0 0| 0 55,652 0 0 97875 CAB 0.0000 0.00 0.58 0.1850S 0.0050S 0 0 0| 0 10,410 0 0 98000 CAB 0.0000 0.00 0.58 0.5000S 0.0050S 0 0 0| 0 80,449 0 0 98125 CAB 0.0000 0.00 0.58 0.3300S 0.0050 0 0 0| 0 25,080 0 0 98250 CAB 0.0000 0.00 0.58 0.4300S 0.0050S 0 0 0| 0 83,818 0 0 98375 CAB 0.0000 0.00 0.58 0.4150S 0.0050S 0 0 0| 0 53,584 0 0 98500 CAB 0.0000 0.00 0.58 0.4700S 0.0050S 0 0 0| 0 137,299 0 0 98625 CAB 0.0000 0.00 0.56 0.3800S 0.0050S 0 0 0| 1,000 193,778 +250 0 98750 CAB 0.0000 0.00 0.53 0.4600S 0.0050 0 0 0| 1,000 254,850 -750 0 98875 CAB 0.0000 -0.01 0.48 0.5200S 0.0050S 0 0 0| 10,000 250,820 +5,270 0 99000 0.0100 0.0025 -0.0025 -0.09 0.38 0.0100S 0.0050S 0.6150S 0.0050 0 1,000 1,000| 21,650 216,081 +10,250 0 99125 0.0250 0.0250 -0.0050 -0.58 0.22 0.0250S 0.0250S 0.2700S 0.0200S 14,875 1,500 16,375| 12,500 151,981 +2,662 0 99250 0.1375 -0.0050 -0.96 0.36 0.2950S 0.1250S 0 0 0| 0 24,050 0 0 Total 14,875 2,500 17,375| 46,150 1,759,508 +17,682 0 Options on Financial Futures 21:55 Page 8 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Oct 10 Underlying Price 99.060 (Dec 10) Indicative a-t-m Vol 0.41 Time to expiry: 52 Days | | 98000 CAB 0.0000 0.00 0.75 0.0500 0.0150S 0 0 0| 0 500 0 0 98250 CAB 0.0000 0.00 0.72 0.0300S 0.0300S 0 0 0| 0 700 0 0 98375 CAB 0.0000 0.00 0.70 0.0450 0.0150 0 0 0| 0 1,250 0 0 98500 CAB 0.0000 -0.01 0.65 0.0650 0.0050 0 0 0| 0 12,240 0 0 98625 0.0025 0.0000 -0.03 0.60 0.1200S 0.0050 0 0 0| 0 7,931 0 0 98750 0.0050 0.0000 -0.06 0.54 0.1400S 0.0050S 0 0 0| 0 33,490 0 0 98875 0.0150 +0.0025 -0.15 0.48 0.1850S 0.0150 0 0 0| 250 21,100 0 0 99000 0.0400 0.0400 +0.0050 -0.36 0.43 0.0400 0.0400 0.1900S 0.0250S 0 100 100| 850 10,160 +350 0 99125 0.0950 +0.0025 -0.67 0.39 0.2950S 0.0750S 0 0 0| 0 7,499 0 0 Total 0 100 100| 1,100 94,870 +350 0 | Nov 10 Underlying Price 99.060 (Dec 10) Indicative a-t-m Vol 0.42 Time to expiry: 80 Days | | 98500 0.0025 +0.0025 -0.02 0.57 0.0450 0.0300S 0 0 0| 0 1,500 0 0 98750 0.0100 +0.0025 -0.09 0.51 0.0900S 0.0900S 0 0 0| 0 4,000 0 0 98875 0.0250 0.0250 +0.0050 -0.20 0.47 0.0250S 0.0250S 0.0800 0.0250S 0 2,000 2,000| 0 201 0 0 99000 0.0550 +0.0050 -0.38 0.43 0.1850S 0.0300 0 0 0| 0 2,250 0 0 99125 0.1125 +0.0075 -0.64 0.40 0 0 0| 0 0 0 0 Total 0 2,000 2,000| 0 7,951 0 0 Options on Financial Futures 21:55 Page 9 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 99.060 Indicative a-t-m Vol 0.42 Time to expiry: 108 Days | | 93000 CAB 0.0000 0.00 0.69 0.0150 CAB 0 0 0| 0 319 0 0 93750 CAB 0.0000 0.00 0.69 0.0100 0.0100 0 0 0| 0 120 0 0 94000 CAB 0.0000 0.00 0.69 0.0350 0.0350 0 0 0| 0 250 0 0 94500 CAB 0.0000 0.00 0.69 0.0350S 0.0050 0 0 0| 0 1,000 0 0 95000 CAB 0.0000 0.00 0.69 0.0750 0.0250S 0 0 0| 0 11,300 0 0 95500 CAB 0.0000 0.00 0.69 0.0650 0.0650 0 0 0| 0 2,000 0 0 95750 CAB 0.0000 0.00 0.69 0.0800S 0.0400S 0 0 0| 0 4,900 0 0 96000 CAB 0.0000 0.00 0.69 0.1300S 0.0250 0 0 0| 0 50,290 0 0 96125 CAB 0.0000 0.00 0.69 0.0050 0.0050 0 0 0| 0 150 0 0 96250 CAB 0.0000 0.00 0.69 0.1150S 0.1100S 0 0 0| 0 7,525 0 0 96500 CAB 0.0000 0.00 0.69 0.1900 0.0150 0 0 0| 0 7,523 0 0 96750 CAB 0.0000 0.00 0.69 0.5000S 0.0050S 0 0 0| 0 9,635 0 0 97000 CAB 0.0000 0.00 0.69 0.4950S 0.0050 0 0 0| 0 33,490 0 0 97250 CAB 0.0000 0.00 0.69 0.4850S 0.0050 0 0 0| 0 33,760 0 0 97375 CAB 0.0000 0.00 0.69 0.0450S 0.0450S 0 0 0| 0 2,000 0 0 97500 CAB 0.0000 0.00 0.69 0.6200S 0.0050 0 0 0| 0 53,830 0 0 97625 CAB 0.0000 0.00 0.69 0.1500S 0.0150 0 0 0| 0 12,250 0 0 97750 CAB 0.0000 0.00 0.69 0.5300S 0.0050S 0 0 0| 0 57,780 0 0 97875 CAB 0.0000 0.00 0.69 0.2050S 0.0050 0 0 0| 0 16,599 0 0 98000 CAB 0.0000 0.00 0.69 0.6400S 0.0050S 0 0 0| 0 90,168 0 0 98125 CAB 0.0000 -0.01 0.69 0.2800S 0.0050 0 0 0| 0 22,600 0 0 98250 0.0050 CAB 0.0000 -0.01 0.68 0.0050S 0.0050S 0.5350S 0.0050S 0 6,875 6,875| 0 136,737 0 0 98375 0.0025 0.0000 -0.02 0.64 0.3700S 0.0100S 0 0 0| 0 39,182 0 0 98500 0.0100 0.0050 0.0000 -0.04 0.61 0.0100S 0.0100S 0.5850S 0.0050S 0 6,875 6,875| 0 281,695 0 0 98625 0.0100 0.0000 -0.08 0.57 0.3450S 0.0050S 0 0 0| 0 252,727 0 0 98750 0.0150 0.0200 +0.0025 -0.14 0.53 0.0250S 0.0150S 0.7300S 0.0100S 2,000 5,020 7,020| 1,000 311,543 -1,000 0 98875 0.0300 0.0350 0.0000 -0.24 0.48 0.0300S 0.0300S 0.3050S 0.0200S 4,000 2,040 6,040| 30,000 154,085 +3,557 0 99000 0.0600 0.0675 +0.0025 -0.40 0.44 0.0600S 0.0600S 0.9100S 0.0450S 2,000 1,020 3,020| 57,000 191,364 -11,000 0 99125 0.1225 +0.0075 -0.62 0.40 0.3050S 0.0900S 0 0 0| 28,000 57,120 +18,848 0 99250 0.2100 +0.0100 -0.83 0.37 0.3500S 0.2500S 0 0 0| 0 17,500 0 0 Total 8,000 21,830 29,830| 116,000 1,859,442 +10,405 0 | Jan 11 Underlying Price 99.010 (Mar 11) Indicative a-t-m Vol 0.48 Time to expiry: 143 Days | | 98250 0.0075 0.0000 -0.04 0.70 0.0050 0.0050 0 0 0| 0 25 0 0 98500 0.0150 0.0000 -0.09 0.62 0.0450 0.0450 0 0 0| 0 1,600 0 0 98625 0.0275 0.0000 -0.14 0.58 0.0350 0.0300S 0 0 0| 0 83,000 0 0 98750 0.0450 0.0000 -0.22 0.55 0.1100S 0.0400S 0 0 0| 2,000 114,500 +2,000 0 98875 0.0725 0.0000 -0.34 0.52 0.0900 0.0600 0 0 0| 0 48,825 0 0 99000 0.1150 0.0000 -0.49 0.49 0.2250S 0.1000S 0 0 0| 2,000 113,000 +2,000 0 99125 0.1800 +0.0025 -0.66 0.46 0.2000S 0.2000S 0 0 0| 0 500 0 0 Total 0 0 0| 4,000 361,450 +4,000 0 Options on Financial Futures 21:55 Page 10 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 11 Underlying Price 99.010 (Mar 11) Indicative a-t-m Vol 0.48 Time to expiry: 171 Days | | 99000 0.1250 +0.0025 -0.49 0.48 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.010 Indicative a-t-m Vol 0.48 Time to expiry: 199 Days | | 94000 CAB 0.0000 0.00 0.72 0.0650S 0.0150S 0 0 0| 0 3,750 0 0 94750 CAB 0.0000 0.00 0.72 0 0 0| 0 2,000 0 0 95000 CAB 0.0000 0.00 0.72 0.1250S 0.0350S 0 0 0| 0 5,500 0 0 95250 CAB 0.0000 0.00 0.72 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 95500 CAB 0.0000 0.00 0.72 0.1050S 0.0050S 0 0 0| 0 6,375 0 0 95750 CAB 0.0000 0.00 0.72 0.1050S 0.0900S 0 0 0| 0 3,500 0 0 96000 CAB 0.0000 0.00 0.72 0.1800S 0.0050S 0 0 0| 0 11,130 0 0 96250 CAB 0.0000 0.00 0.72 0.1850S 0.1500S 0 0 0| 0 4,525 0 0 96500 CAB 0.0000 0.00 0.72 0.3150 0.0100S 0 0 0| 0 13,450 0 0 96625 CAB 0.0000 0.00 0.72 0.0200 0.0100 0 0 0| 0 501 0 0 96750 CAB 0.0000 0.00 0.71 0 0 0| 0 4,000 0 0 96875 CAB 0.0000 0.00 0.72 0.0250 0.0200 0 0 0| 0 25 0 0 97000 CAB 0.0000 0.00 0.72 0.3250S 0.0150S 0 0 0| 0 20,391 0 0 97125 CAB 0.0000 0.00 0.72 0.0250 0.0250 0 0 0| 0 10 0 0 97250 CAB 0.0000 0.00 0.72 0.6250S 0.0200S 0 0 0| 0 18,319 0 0 97500 CAB 0.0000 0.00 0.72 0.5800S 0.0200S 0 0 0| 0 19,632 0 0 97750 0.0025 0.0000 -0.01 0.72 0.5700S 0.0150 0 0 0| 0 29,550 0 0 97875 0.0050 0.0000 -0.02 0.75 0.0600 0.0200S 0 0 0| 0 4,120 0 0 98000 0.0075 0.0000 -0.03 0.75 0.6950 0.0200 0 0 0| 0 35,739 0 0 98125 0.0100 0.0000 -0.05 0.72 0.0950S 0.0300S 0 0 0| 0 7,350 0 0 98250 0.0150 0.0000 -0.07 0.69 0.4950S 0.0300 0 0 0| 0 129,364 0 0 98375 0.0200 0.0000 -0.09 0.66 0.1450S 0.0200 0 0 0| 2,000 42,280 +25 0 98500 0.0250 0.0300 0.0000 -0.13 0.63 0.0250S 0.0250S 0.6800S 0.0200 0 500 500| 0 124,789 0 0 98625 0.0450 +0.0025 -0.19 0.59 0.2400S 0.0350S 0 0 0| 0 90,065 0 0 98750 0.0600 0.0650 0.0000 -0.26 0.55 0.0600S 0.0600S 0.8500S 0.0500S 0 1,000 1,000| 37,000 171,390 -19,750 0 98875 0.0950 +0.0025 -0.36 0.52 0.2750S 0.0850S 0 0 0| 0 42,350 0 0 99000 0.1350 0.1350 -0.0025 -0.49 0.48 0.1400S 0.1350S 1.0500S 0.1050S 0 1,000 1,000| 5,000 190,555 -4,000 0 99125 0.2000 +0.0025 -0.63 0.46 0.3950S 0.2000S 0 0 0| 0 23,150 0 0 Total 0 2,500 2,500| 44,000 1,004,810 -23,725 0 Options on Financial Futures 21:55 Page 11 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 11 Underlying Price 98.960 Indicative a-t-m Vol 0.55 Time to expiry: 290 Days | | 94250 CAB 0.0000 0.00 0.87 0.0050 0.0050 0 0 0| 0 23 0 0 94500 CAB 0.0000 0.00 0.87 0.0650S 0.0050 0 0 0| 0 10,000 0 0 94750 CAB 0.0000 0.00 0.87 0.0550S 0.0550S 0 0 0| 0 18,000 0 0 95000 CAB 0.0000 0.00 0.87 0.1000S 0.0100 0 0 0| 0 26,500 0 0 95250 CAB 0.0000 0.00 0.87 0.1050 0.0150S 0 0 0| 0 1,080 0 0 95500 CAB 0.0000 0.00 0.87 0.1400S 0.0150S 0 0 0| 0 7,750 0 0 95750 CAB 0.0000 0.00 0.87 0.1450 0.0150 0 0 0| 0 805 0 0 96000 CAB 0.0000 0.00 0.87 0.1600S 0.0050 0 0 0| 0 23,551 0 0 96250 CAB 0.0000 0.00 0.87 0.0300S 0.0200S 0 0 0| 0 1,550 0 0 96500 CAB 0.0000 0.00 0.87 0.2800S 0.0200S 0 0 0| 0 35,181 0 0 96625 CAB 0.0000 0.00 0.88 0.0150 0.0150 0 0 0| 0 200 0 0 96750 CAB 0.0000 0.00 0.88 0.1150S 0.0300S 0 0 0| 0 2,300 0 0 97000 0.0025 0.0000 -0.01 0.88 0.6650S 0.0050S 0 0 0| 0 73,178 0 0 97250 0.0075 0.0000 -0.02 0.97 0.6300S 0.0200S 0 0 0| 0 45,925 0 0 97500 0.0125 0.0000 -0.04 0.92 0.6050S 0.0100S 0 0 0| 0 41,460 0 0 97750 0.0175 0.0000 -0.05 0.86 0.6000S 0.0400S 0 0 0| 0 23,055 0 0 97875 0.0225 0.0000 -0.07 0.83 0.0850 0.0350S 0 0 0| 0 2,000 0 0 98000 0.0275 0.0000 -0.08 0.79 0.6000 0.0250S 0 0 0| 0 47,578 0 0 98125 0.0325 0.0000 -0.10 0.76 0.1200 0.0350 0 0 0| 0 34,775 0 0 98250 0.0425 0.0000 -0.13 0.73 0.4300S 0.0450S 0 0 0| 0 42,655 0 0 98375 0.0550 0.0000 -0.17 0.69 0.1750S 0.0550S 0 0 0| 0 24,675 0 0 98500 0.0800 0.0725 +0.0025 -0.21 0.66 0.0800S 0.0800S 0.4150S 0.0750S 0 385 385| 2,000 54,313 +1,000 0 98625 0.0950 +0.0025 -0.27 0.63 0.2600S 0.1100S 0 0 0| 0 77,500 0 0 98750 0.1350 0.1225 0.0000 -0.35 0.60 0.1350S 0.1350S 0.3750S 0.1100 0 385 385| 1 68,870 +1 0 98875 0.1625 +0.0025 -0.43 0.57 0.3550S 0.1400S 0 0 0| 1,000 85,250 0 0 99000 0.2100 0.2100 0.0000 -0.53 0.54 0.2150S 0.2100S 0.4100S 0.1900 0 2,500 2,500| 2,750 45,087 +2,500 0 99125 0.2750 +0.0050 -0.64 0.51 0.3850S 0.2600S 0 0 0| 0 1,150 0 0 Total 0 3,270 3,270| 5,751 794,411 +3,501 0 Options on Financial Futures 21:55 Page 12 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 98.910 Indicative a-t-m Vol 0.62 Time to expiry: 388 Days | | 92000 CAB 0.0000 0.00 1.12 0.0200 0.0150 0 0 0| 0 250 0 0 94000 CAB 0.0000 0.00 1.12 0.0400S 0.0350S 0 0 0| 0 2,000 0 0 94750 CAB 0.0000 0.00 1.11 0 0 0| 0 2,000 0 0 95000 CAB 0.0000 0.00 1.11 0.0800S 0.0150 0 0 0| 0 11,000 0 0 95250 CAB 0.0000 0.00 1.11 0.1000S 0.0900S 0 0 0| 0 10,000 0 0 96000 0.0050 0.0000 -0.01 1.25 0.1250 0.1050S 0 0 0| 0 6,001 0 0 96250 0.0100 0.0000 -0.02 1.27 0.1150S 0.1150S 0 0 0| 0 2,100 0 0 96500 0.0150 0.0000 -0.03 1.26 0.2500S 0.0350S 0 0 0| 0 5,700 0 0 97000 0.0250 0.0000 -0.05 1.16 0.2550S 0.0200S 0 0 0| 0 14,250 0 0 97250 0.0300 0.0000 -0.06 1.08 0.6150S 0.0550S 0 0 0| 0 16,120 0 0 97500 0.0400 +0.0050 -0.08 1.00 0.6300S 0.0300S 0 0 0| 0 11,800 0 0 97750 0.0500 +0.0050 -0.11 0.93 0.6200S 0.0400S 0 0 0| 0 8,000 0 0 98000 0.0650 +0.0050 -0.15 0.85 0.4300S 0.0550S 0 0 0| 0 17,550 0 0 98250 0.0900 +0.0050 -0.20 0.79 0.7150S 0.1750S 0 0 0| 0 15,050 0 0 98500 0.1300 +0.0050 -0.29 0.72 0.5150S 0.1500S 0 0 0| 0 21,300 0 0 98750 0.1950 +0.0100 -0.40 0.66 0.5500S 0.1850S 2,000 0 2,000| 0 17,125 0 0 99000 0.2900 +0.0150 -0.56 0.59 0.4950S 0.3200S 0 0 0| 0 7,250 0 0 Total 2,000 0 2,000| 0 167,496 0 0 | Dec 11 Underlying Price 98.820 Indicative a-t-m Vol 0.68 Time to expiry: 479 Days | | 92000 CAB 0.0000 0.00 1.12 0.0100 0.0050 0 0 0| 0 65 0 0 92500 CAB 0.0000 0.00 1.12 0.0100 0.0100 0 0 0| 0 56 0 0 95000 CAB 0.0000 0.00 1.12 0.0350 0.0350 0 0 0| 0 500 0 0 96000 0.0150 0.0000 -0.03 1.33 0.1800 0.0500 0 0 0| 0 50,276 0 0 96250 0.0200 0.0000 -0.04 1.28 0.1000 0.0500S 0 0 0| 0 100 0 0 96500 0.0250 0.0000 -0.05 1.23 0.2400S 0.0550S 0 0 0| 0 16,350 0 0 96750 0.0300 0.0000 -0.06 1.17 0.1400S 0.0700S 0 0 0| 0 12,000 0 0 97000 0.0400 0.0000 -0.07 1.12 0.2400S 0.0450 0 0 0| 0 11,050 0 0 97250 0.0500 0.0000 -0.09 1.05 0.6200 0.1150 0 0 0| 0 6,350 0 0 97500 0.0650 0.0000 -0.12 0.99 0.5900S 0.0750S 0 0 0| 0 17,600 0 0 97750 0.0850 +0.0050 -0.15 0.93 0.6150S 0.1700S 0 0 0| 0 14,665 0 0 98000 0.1000 0.1100 0.0000 -0.20 0.87 0.1000S 0.1000S 0.5300S 0.1000S 0 575 575| 0 26,850 0 0 98250 0.1500 +0.0050 -0.27 0.81 0.4750S 0.2400S 0 0 0| 0 16,450 0 0 98500 0.2000 0.2050 +0.0050 -0.35 0.75 0.2000S 0.2000S 0.4700S 0.2000S 0 575 575| 0 19,575 0 0 98750 0.2800 +0.0050 -0.46 0.70 0.5350S 0.2500S 0 0 0| 0 28,050 0 0 99000 0.3850 +0.0100 -0.60 0.63 0.6250S 0.6100S 0 0 0| 0 500 0 0 Total 0 1,150 1,150| 0 220,437 0 0 Options on Financial Futures 21:55 Page 13 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 12 Underlying Price 98.750 Indicative a-t-m Vol 0.75 Time to expiry: 570 Days | | 95000 0.0100 0.0000 -0.02 1.47 0.0500 0.0250 0 0 0| 0 600 0 0 96000 0.0300 0.0000 -0.05 1.35 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 96250 0.0400 +0.0050 -0.06 1.30 0.0800 0.0800 0 0 0| 0 300 0 0 96500 0.0500 +0.0050 -0.07 1.26 0.1700S 0.0900S 0 0 0| 0 4,025 0 0 96750 0.0600 +0.0050 -0.09 1.20 0.1450 0.1400 0 0 0| 0 2,000 0 0 97000 0.0700 +0.0050 -0.11 1.15 0.2200S 0.1250S 0 0 0| 0 13,837 0 0 97250 0.0900 +0.0050 -0.13 1.10 0 0 0| 0 2,000 0 0 97500 0.1100 +0.0050 -0.16 1.04 0.3200S 0.1300 0 0 0| 0 9,675 0 0 97750 0.1400 +0.0100 -0.20 0.99 0.4800S 0.2500S 0 0 0| 0 750 0 0 98000 0.1750 +0.0150 -0.25 0.92 0.5400S 0.1950S 0 0 0| 0 5,250 0 0 98250 0.2200 +0.0100 -0.32 0.86 0.5350S 0.4600S 0 0 0| 0 8,100 0 0 98500 0.2850 +0.0150 -0.40 0.81 0.5600S 0.3400S 0 0 0| 0 13,825 0 0 98750 0.3600 0.3700 +0.0200 -0.50 0.75 0.3600S 0.3600S 0.4250S 0.3300S 0 750 750| 0 4,000 0 0 99000 0.4800 +0.0200 -0.61 0.69 0 0 0| 0 1,000 0 0 Total 0 750 750| 0 66,362 0 0 | Jun 12 Underlying Price 98.665 Indicative a-t-m Vol 0.79 Time to expiry: 661 Days | | 95000 0.0250 0.0000 -0.03 1.54 0.0650S 0.0650S 0 0 0| 0 500 0 0 95750 0.0450 0.0000 -0.06 1.41 0.0700S 0.0700S 0 0 0| 0 500 0 0 96250 0.0650 0.0000 -0.08 1.32 0.1200S 0.1200S 0 0 0| 0 750 0 0 97000 0.1050 0.0000 -0.14 1.16 0.2000S 0.1950S 0 0 0| 0 12,700 0 0 97250 0.1300 +0.0050 -0.16 1.10 0.2300S 0.2250S 0 0 0| 0 1,250 0 0 97500 0.1550 +0.0050 -0.20 1.05 0 0 0| 0 3,500 0 0 98000 0.2300 +0.0050 -0.29 0.94 0 0 0| 0 3,500 0 0 98250 0.2800 0.2900 +0.0100 -0.36 0.88 0.2800S 0.2800S 0.5550S 0.2800S 0 1,250 1,250| 0 12,850 0 0 98500 0.3600 +0.0100 -0.44 0.83 0.5600S 0.3950S 0 0 0| 0 5,450 0 0 98750 0.4500 0.4550 +0.0150 -0.53 0.77 0.4500S 0.4500S 0.4700S 0.4400S 0 1,000 1,000| 0 2,000 0 0 Total 0 2,250 2,250| 0 43,000 0 0 | Total Puts 24,875 36,350 61,225| 217,001 6,379,737 +12,213 0 Options on Financial Futures 21:55 Page 14 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 98.910 (Sep 11) Indicative a-t-m Vol 0.66 Time to expiry: 17 Days | | 97250 1.6600 -0.0100 1.00 0.88 0.5350 0.4950 0 0 0| 0 280 0 0 97375 1.5350 -0.0100 1.00 0.88 0.4300 0.4250S 0 0 0| 0 1,500 0 0 97500 1.4100 -0.0100 1.00 0.88 0.3800S 0.3600 0 0 0| 0 203 0 0 97625 1.2850 -0.0100 1.00 0.91 0.4300S 0.2900S 0 0 0| 0 4,651 0 0 97750 1.1600 -0.0100 1.00 0.92 0.3500S 0.2400S 0 0 0| 0 5,250 0 0 97875 1.0350 -0.0100 1.00 0.97 0.4550S 0.1950S 0 0 0| 0 1,750 0 0 98000 0.9100 -0.0100 1.00 1.01 0.7300S 0.1050S 0 0 0| 0 39,071 0 0 98125 0.7850 -0.0100 1.00 1.07 0.3250S 0.1050S 0 0 0| 0 24,752 0 0 98250 0.6600 -0.0100 1.00 1.04 0.2750S 0.0700S 0 0 0| 0 34,049 0 0 98375 0.5350 -0.0100 0.99 1.00 0.4600S 0.0550S 0 0 0| 0 5,250 0 0 98500 0.4150 -0.0100 0.96 1.08 0.4400S 0.0650S 0 0 0| 0 14,765 0 0 98625 0.2950 -0.0100 0.90 1.01 0.3500 0.0500S 0 0 0| 0 19,356 0 0 98750 0.1750 -0.0100 0.82 0.78 0.2850S 0.0250S 0 0 0| 2,500 42,365 -1,000 0 98875 0.0800 -0.0050 0.59 0.67 0.2050S 0.0100 0 0 0| 0 54,065 0 0 99000 0.0200 0.0200 -0.0050 0.26 0.64 0.0200 0.0200 0.1300S 0.0050 0 500 500| 2,900 52,693 0 0 99125 0.0050 0.0000 0.07 0.66 0.0900S 0.0050S 0 0 0| 0 24,300 0 0 99250 CAB 0.0000 0.02 0.73 0.0500 0.0050 0 0 0| 0 29,367 0 0 99500 CAB 0.0000 0.00 0.74 0.0150S 0.0100S 0 0 0| 0 3,000 0 0 Total 0 500 500| 5,400 356,667 -1,000 0 | Oct 10 Underlying Price 98.820 (Dec 11) Indicative a-t-m Vol 0.72 Time to expiry: 52 Days | | 98500 0.3450 -0.0150 0.85 0.83 0.3700S 0.1900S 0 0 0| 0 1,250 0 0 98625 0.2400 -0.0100 0.75 0.78 0.2400S 0.2400S 0 0 0| 0 250 0 0 98750 0.1500 -0.0100 0.60 0.74 0.1750 0.0700 0 0 0| 0 2,463 0 0 98875 0.0800 -0.0050 0.42 0.70 0.1600S 0.0900S 0 0 0| 0 1,400 0 0 99000 0.0350 0.0000 0.23 0.65 0.0450S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0150 0.0000 0.11 0.67 0.0200S 0.0200S 0 0 0| 0 500 0 0 99250 0.0050 0.0000 0.05 0.69 0.0050S 0.0050S 0 0 0| 0 1,500 0 0 Total 0 0 0| 0 11,863 0 0 | Nov 10 Underlying Price 98.820 (Dec 11) Indicative a-t-m Vol 0.69 Time to expiry: 80 Days | | 98625 0.2550 -0.0150 0.71 0.74 0.1850S 0.1850S 0 0 0| 0 3,000 0 0 98750 0.1700 -0.0100 0.58 0.71 0.1150S 0.1150S 0 0 0| 0 3,000 0 0 98875 0.1000 -0.0100 0.43 0.68 0.0650S 0.0650S 0 0 0| 0 3,000 0 0 99000 0.0500 -0.0050 0.28 0.65 0.0700S 0.0350S 0 0 0| 0 7,500 0 0 99250 0.0100 0.0000 0.06 0.60 0.0150S 0.0100S 0 0 0| 0 6,000 0 0 Total 0 0 0| 0 22,500 0 0 Options on Financial Futures 21:55 Page 15 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 98.820 (Dec 11) Indicative a-t-m Vol 0.70 Time to expiry: 108 Days | | 97375 1.4450 -0.0150 1.00 0.88 0.4450 0.4450 0 0 0| 0 10 0 0 97625 1.1950 -0.0150 1.00 0.85 0.3900S 0.3850S 0 0 0| 0 350 0 0 97750 1.0700 -0.0150 0.99 0.90 0.3700S 0.2700S 0 0 0| 0 10,750 0 0 97875 0.9500 -0.0150 0.97 0.97 0.3150S 0.3150S 0 0 0| 0 3,000 0 0 98000 0.8300 -0.0150 0.94 0.96 0.3500S 0.1200 0 0 0| 0 16,750 0 0 98125 0.7100 -0.0150 0.92 0.91 0.2850S 0.2600S 0 0 0| 0 2,250 0 0 98250 0.5950 -0.0150 0.89 0.87 0.5800S 0.1100S 0 0 0| 0 12,500 0 0 98375 0.4800 -0.0150 0.84 0.82 0.2550S 0.1150S 0 0 0| 0 3,750 0 0 98500 0.3750 -0.0150 0.78 0.78 0.4000S 0.0850S 0 0 0| 0 77,700 0 0 98625 0.2800 -0.0100 0.69 0.75 0.3200S 0.0600S 0 0 0| 0 10,250 0 0 98750 0.1900 0.1950 -0.0100 0.57 0.72 0.1950S 0.1900S 0.2500S 0.0250 0 1,250 1,250| 0 95,067 0 0 98875 0.1300 0.1200 -0.0100 0.44 0.68 0.1300S 0.1200S 0.1450S 0.0350S 0 3,000 3,000| 200 135,500 0 0 99000 0.0600 0.0650 -0.0100 0.30 0.64 0.0600S 0.0600S 0.1050S 0.0250S 0 1,200 1,200| 0 42,121 0 0 99125 0.0300 0.0300 -0.0050 0.18 0.61 0.0300S 0.0300S 0.0650S 0.0150S 0 1,500 1,500| 0 11,000 0 0 99250 0.0150 -0.0050 0.10 0.63 0.0150S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 6,950 6,950| 200 424,998 0 0 | Jan 11 Underlying Price 98.750 (Mar 12) Indicative a-t-m Vol 0.77 Time to expiry: 143 Days | | 98750 0.1900 -0.0100 0.50 0.77 0 0 0| 0 0 0 0 98875 0.1300 -0.0050 0.39 0.74 0.1500S 0.0600S 0 0 0| 0 1,500 0 0 99000 0.0800 -0.0050 0.29 0.72 0.0900S 0.0300S 0 0 0| 0 3,000 0 0 Total 0 0 0| 0 4,500 0 0 | Feb 11 Underlying Price 98.750 (Mar 12) Indicative a-t-m Vol 0.78 Time to expiry: 171 Days | | 98750 0.2100 -0.0050 0.50 0.78 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.750 (Mar 12) Indicative a-t-m Vol 0.77 Time to expiry: 199 Days | | 98000 0.8000 -0.0150 0.86 0.95 0.3900S 0.3900S 0 0 0| 0 1,000 0 0 98375 0.4800 -0.0100 0.73 0.86 0.3250S 0.1400S 0 0 0| 0 5,000 0 0 98500 0.3850 -0.0100 0.66 0.83 0.3200S 0.2450S 0 0 0| 0 10,750 0 0 98625 0.3000 -0.0100 0.59 0.80 0.3150S 0.1900 0 0 0| 0 3,750 0 0 98750 0.2250 -0.0050 0.50 0.77 0.2300S 0.0500S 0 0 0| 0 12,750 0 0 98875 0.1550 -0.0050 0.41 0.73 0.1700S 0.1100S 0 0 0| 0 20,500 0 0 99000 0.1050 0.0000 0.31 0.70 0.0600S 0.0600S 0 0 0| 0 3,000 0 0 99125 0.0650 0.0000 0.22 0.67 0.0950S 0.0250S 0 0 0| 0 8,250 0 0 99375 0.0200 0.0000 0.09 0.64 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 66,000 0 0 Options on Financial Futures 21:55 Page 16 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 11 Underlying Price 98.665 (Jun 12) Indicative a-t-m Vol 0.83 Time to expiry: 290 Days | | 98250 0.5700 -0.0150 0.70 0.91 0.3800S 0.3600S 0 0 0| 0 800 0 0 98375 0.4800 -0.0150 0.65 0.89 0.3250S 0.3200S 0 0 0| 0 250 0 0 98500 0.3900 -0.0150 0.59 0.86 0.3750S 0.2700S 0 0 0| 0 2,925 0 0 98750 0.2450 -0.0100 0.45 0.81 0.1900S 0.1450S 0 0 0| 0 2,500 0 0 99125 0.0900 -0.0050 0.24 0.74 0.0500 0.0450S 0 0 0| 0 6,000 0 0 99250 0.0650 -0.0050 0.18 0.73 0.0400S 0.0250S 0 0 0| 0 500 0 0 Total 0 0 0| 0 12,975 0 0 | Total Calls 0 7,450 7,450| 5,600 899,503 -1,000 0 Options on Financial Futures 21:55 Page 17 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 98.910 (Sep 11) Indicative a-t-m Vol 0.66 Time to expiry: 17 Days | | 96000 CAB 0.0000 0.00 0.88 0.0250 0.0250 0 0 0| 0 39,000 0 0 96500 CAB 0.0000 0.00 0.88 0.2100S 0.0150 0 0 0| 0 9,000 0 0 96875 CAB 0.0000 0.00 0.88 0.1900 0.1900 0 0 0| 0 1 0 0 97000 CAB 0.0000 0.00 0.88 0.2500 0.1050S 0 0 0| 0 9,267 0 0 97125 CAB 0.0000 0.00 0.88 0.2850 0.2050S 0 0 0| 0 1,590 0 0 97250 CAB 0.0000 0.00 0.88 0.4200S 0.0050 0 0 0| 0 13,800 0 0 97375 CAB 0.0000 0.00 0.88 0.4950S 0.1600S 0 0 0| 0 1,250 0 0 97500 CAB 0.0000 0.00 0.88 0.4200S 0.0100 0 0 0| 0 15,752 0 0 97625 CAB 0.0000 0.00 0.91 0.4050S 0.0150S 0 0 0| 0 12,060 0 0 97750 CAB 0.0000 0.00 0.92 0.3700S 0.0050 0 0 0| 0 6,587 0 0 97875 CAB 0.0000 0.00 0.97 0.3250S 0.0100 0 0 0| 0 10,790 0 0 98000 CAB 0.0000 0.00 1.01 0.6200S 0.0100S 0 0 0| 0 7,042 0 0 98125 CAB 0.0000 0.00 1.07 0.2650S 0.0150 0 0 0| 0 4,000 0 0 98250 CAB 0.0000 0.00 1.04 0.7600S 0.0100S 0 0 0| 0 38,779 0 0 98375 CAB 0.0000 -0.01 1.00 0.2100S 0.0250S 0 0 0| 0 56,430 0 0 98500 0.0050 0.0000 -0.04 1.08 0.2400S 0.0050 0 0 0| 0 31,217 0 0 98625 0.0100 0.0000 -0.10 1.01 0.1650S 0.0050S 0 0 0| 0 39,325 0 0 98750 0.0150 0.0000 -0.18 0.78 0.2300S 0.0100 0 0 0| 1,500 70,803 -1,200 0 98875 0.0450 +0.0050 -0.41 0.67 0.2300S 0.0250S 0 0 0| 0 32,752 0 0 99000 0.1100 +0.0050 -0.74 0.64 0.2450S 0.0750S 0 0 0| 0 2,200 0 0 Total 0 0 0| 1,500 401,645 -1,200 0 | Oct 10 Underlying Price 98.820 (Dec 11) Indicative a-t-m Vol 0.72 Time to expiry: 52 Days | | 97250 CAB 0.0000 0.00 0.75 0 0 0| 0 750 0 0 97375 CAB 0.0000 0.00 0.74 0 0 0| 0 750 0 0 97750 CAB 0.0000 0.00 0.82 0 0 0| 0 750 0 0 97875 CAB 0.0000 0.00 0.85 0.0350S 0.0350S 0 0 0| 0 4,000 0 0 98125 CAB 0.0000 -0.02 0.90 0 0 0| 0 1,500 0 0 98250 0.0050 0.0000 -0.05 0.92 0 0 0| 0 750 0 0 98375 0.0150 +0.0050 -0.09 0.87 0.0250S 0.0100S 0 0 0| 0 2,200 0 0 98500 0.0250 0.0000 -0.15 0.83 0.1000S 0.0250S 0 0 0| 0 2,950 0 0 98625 0.0450 +0.0050 -0.25 0.78 0.0600S 0.0450S 0 0 0| 0 2,200 0 0 98750 0.0800 +0.0050 -0.40 0.74 0.1050S 0.0850S 0 0 0| 0 2,513 0 0 98875 0.1350 +0.0100 -0.58 0.70 0 0 0| 0 0 0 0 Total 0 0 0| 0 18,363 0 0 Options on Financial Futures 21:55 Page 18 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Nov 10 Underlying Price 98.820 (Dec 11) Indicative a-t-m Vol 0.69 Time to expiry: 80 Days | | 98500 0.0300 0.0400 +0.0050 -0.19 0.79 0.0300S 0.0300S 0.0300S 0.0300S 0 100 100| 0 860 0 0 98625 0.0500 0.0600 0.0000 -0.29 0.74 0.0500S 0.0500S 0.0500S 0.0500S 0 100 100| 0 0 0 0 98750 0.0900 0.1000 +0.0050 -0.42 0.71 0.0900S 0.0900S 0.0900S 0.0800S 0 100 100| 0 860 0 0 98875 0.1400 0.1550 +0.0050 -0.57 0.68 0.1400S 0.1400S 0.1400S 0.1400S 0 100 100| 0 0 0 0 Total 0 400 400| 0 1,720 0 0 | Dec 10 Underlying Price 98.820 (Dec 11) Indicative a-t-m Vol 0.70 Time to expiry: 108 Days | | 95250 CAB 0.0000 0.00 0.90 0 0 0| 0 16,000 0 0 95750 CAB 0.0000 0.00 0.90 0.0150 0.0150 0 0 0| 0 8,000 0 0 96000 CAB 0.0000 0.00 0.90 0 0 0| 0 14,000 0 0 96500 CAB 0.0000 0.00 0.89 0.1750S 0.1100S 0 0 0| 0 10,000 0 0 96750 CAB 0.0000 0.00 0.89 0.0500S 0.0500S 0 0 0| 0 1,000 0 0 97000 CAB 0.0000 0.00 0.88 0.2950S 0.0050S 0 0 0| 0 31,900 0 0 97125 CAB 0.0000 0.00 0.90 0.0750S 0.0650S 0 0 0| 0 1,500 0 0 97250 CAB 0.0000 0.00 0.84 0.1050S 0.0450S 0 0 0| 0 1,000 0 0 97375 CAB 0.0000 0.00 0.88 0.1650S 0.1650S 0 0 0| 0 2,500 0 0 97500 CAB 0.0000 0.00 0.90 0.1750 0.0200S 0 0 0| 0 15,400 0 0 97625 CAB 0.0000 0.00 0.85 0.3900S 0.3900S 0 0 0| 0 350 0 0 97750 CAB 0.0000 -0.01 0.90 0.4400S 0.0900S 0 0 0| 0 6,500 0 0 97875 0.0050 0.0000 -0.03 0.97 0.3400S 0.3400S 0 0 0| 0 6,500 0 0 98000 0.0100 0.0000 -0.06 0.96 0.3300S 0.0350S 0 0 0| 0 36,520 0 0 98125 0.0150 0.0000 -0.08 0.91 0.3200S 0.0300S 0 0 0| 0 9,800 0 0 98250 0.0250 0.0000 -0.11 0.87 0.3200S 0.0700S 0 0 0| 0 46,750 0 0 98375 0.0350 0.0000 -0.16 0.82 0.3400S 0.1950 0 0 0| 0 3,000 0 0 98500 0.0650 0.0550 0.0000 -0.22 0.78 0.0650S 0.0650S 0.2900S 0.0500S 4,000 3,000 7,000| 0 40,550 0 0 98625 0.0750 0.0850 +0.0050 -0.31 0.75 0.0750S 0.0750S 0.3350S 0.0750S 0 3,000 3,000| 0 10,350 0 0 98750 0.1300 0.1250 +0.0050 -0.43 0.72 0.1300S 0.1300S 0.3250S 0.1100S 0 3,000 3,000| 0 9,540 0 0 98875 0.1600 0.1750 +0.0050 -0.56 0.68 0.1600S 0.1600S 0.1850S 0.1500S 0 500 500| 200 3,950 +200 0 Total 4,000 9,500 13,500| 200 275,110 +200 0 | Jan 11 Underlying Price 98.750 (Mar 12) Indicative a-t-m Vol 0.77 Time to expiry: 143 Days | | 98750 0.1900 +0.0100 -0.50 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 11 Underlying Price 98.750 (Mar 12) Indicative a-t-m Vol 0.78 Time to expiry: 171 Days | | 98750 0.2100 +0.0150 -0.50 0.78 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:55 Page 19 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Mar 11 Underlying Price 98.750 (Mar 12) Indicative a-t-m Vol 0.77 Time to expiry: 199 Days | | 96125 CAB 0.0000 0.00 0.79 0.0200 0.0200 0 0 0| 0 600 0 0 97000 CAB 0.0000 -0.01 0.97 0.0250S 0.0250S 0 0 0| 0 3,250 0 0 97375 0.0150 +0.0050 -0.04 1.08 0 0 0| 0 1,500 0 0 97750 0.0300 +0.0050 -0.09 1.02 0.0850S 0.0850S 0 0 0| 0 1,000 0 0 98000 0.0500 +0.0050 -0.14 0.95 0.3200S 0.1000S 0 0 0| 0 9,250 0 0 98250 0.0800 +0.0050 -0.22 0.89 0.2050S 0.1550S 0 0 0| 0 2,300 0 0 98375 0.1050 +0.0100 -0.27 0.86 0 0 0| 0 1,500 0 0 98500 0.1350 +0.0100 -0.34 0.83 0.3350S 0.1750S 0 0 0| 0 15,500 0 0 98625 0.1750 +0.0100 -0.41 0.80 0.1950S 0.1950S 0 0 0| 0 250 0 0 98750 0.2250 +0.0150 -0.50 0.77 0.2100S 0.2100S 0 0 0| 0 4,000 0 0 Total 0 0 0| 0 39,150 0 0 | Jun 11 Underlying Price 98.665 (Jun 12) Indicative a-t-m Vol 0.83 Time to expiry: 290 Days | | 98000 0.1000 0.1050 +0.0050 -0.22 0.97 0.1000S 0.1000S 0.1000S 0.1000S 2,000 1,000 3,000| 0 0 0 0 98250 0.1550 +0.0100 -0.30 0.91 0.3350S 0.3300S 0 0 0| 0 800 0 0 98375 0.1900 +0.0100 -0.35 0.89 0.3400S 0.3200S 0 0 0| 0 250 0 0 98500 0.2250 +0.0100 -0.41 0.86 0.2600S 0.2600S 0 0 0| 0 500 0 0 98750 0.3300 +0.0150 -0.55 0.81 0 0 0| 0 0 0 0 Total 2,000 1,000 3,000| 0 1,550 0 0 | Total Puts 6,000 10,900 16,900| 1,700 737,538 -1,000 0 Options on Financial Futures 21:55 Page 20 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 98.575 (Sep 12) Indicative a-t-m Vol 0.73 Time to expiry: 17 Days | | 98500 0.1100 -0.0200 0.68 0.73 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 98625 0.0400 -0.0150 0.38 0.72 0 0 0| 0 0 0 0 98750 0.0100 -0.0050 0.13 0.72 0.0200S 0.0200S 0 0 0| 0 4,000 0 0 99000 CAB 0.0000 0.00 0.70 0.0050S 0.0050S 0 0 0| 0 2,000 0 0 Total 0 0 0| 0 8,000 0 0 | Oct 10 Underlying Price 98.460 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 52 Days | | 98500 0.1050 -0.0150 0.45 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.460 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 80 Days | | 98500 0.1250 -0.0200 0.46 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.460 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 108 Days | | 98500 0.1450 -0.0200 0.46 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.370 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 199 Days | | 98375 0.2500 -0.0200 0.50 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.260 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 290 Days | | 98250 0.3300 -0.0200 0.51 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 8,000 0 0 Options on Financial Futures 21:55 Page 21 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 98.575 (Sep 12) Indicative a-t-m Vol 0.73 Time to expiry: 17 Days | | 98625 0.0900 +0.0150 -0.62 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 98.460 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 52 Days | | 98500 0.1450 +0.0200 -0.55 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.460 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 80 Days | | 98500 0.1650 +0.0150 -0.54 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.460 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 108 Days | | 98500 0.1850 +0.0150 -0.54 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.370 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 199 Days | | 98375 0.2550 +0.0150 -0.50 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.260 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 290 Days | | 98250 0.3200 +0.0100 -0.49 0.94 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 21:55 Page 22 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 99.270 Indicative a-t-m Vol 0.31 Time to expiry: 19 Days | | 95000 4.2700 0.0000 1.00 0.70 0.8250S 0.8250S 0 0 0| 0 200 0 0 95250 4.0200 0.0000 1.00 0.70 2.5200 0.6300S 0 0 0| 0 1,450 0 0 96000 3.2700 0.0000 1.00 0.70 1.8650 0.4300S 0 0 0| 0 1,800 0 0 96250 3.0200 0.0000 1.00 0.70 1.8000 0.3450S 0 0 0| 0 900 0 0 96500 2.7700 0.0000 1.00 0.70 1.3050 0.3600S 0 0 0| 0 1,750 0 0 96750 2.5200 0.0000 1.00 0.70 1.1400 0.3950S 0 0 0| 0 350 0 0 97000 2.2700 0.0000 1.00 0.70 0.9650S 0.1300S 0 0 0| 0 2,925 0 0 97250 2.0200 0.0000 1.00 0.70 0.6700S 0.5800S 0 0 0| 0 4,500 0 0 97500 1.7700 0.0000 1.00 0.70 0.8100S 0.4700S 0 0 0| 0 7,100 0 0 97750 1.5200 0.0000 1.00 0.70 1.3050S 0.2400S 0 0 0| 0 6,460 0 0 98000 1.2700 0.0000 1.00 0.70 1.0650S 0.1300S 0 0 0| 0 12,660 0 0 98125 1.1450 0.0000 1.00 0.70 0.5400S 0.5300S 0 0 0| 0 1,040 0 0 98250 1.0200 0.0000 1.00 0.70 0.8250S 0.1400S 0 0 0| 0 11,096 0 0 98375 0.8950 0.0000 1.00 0.70 0.4450S 0.3850 0 0 0| 0 1,550 0 0 98500 0.7700 0.0000 1.00 0.70 0.6950S 0.0650S 0 0 0| 0 26,455 0 0 98625 0.6450 0.0000 1.00 0.70 0.4150S 0.3250S 0 0 0| 0 8,750 0 0 98750 0.5200 0.0000 1.00 0.70 0.5200S 0.0750S 0 0 0| 0 21,355 0 0 98875 0.3950 0.0000 0.99 0.69 0.3050S 0.1800 0 0 0| 0 11,159 0 0 99000 0.2725 0.0000 0.95 0.69 0.2750S 0.0100S 0 0 0| 0 48,845 0 0 99125 0.1550 +0.0050 0.86 0.57 0.1650S 0.0500S 0 0 0| 0 72,505 0 0 99250 0.0375 +0.0025 0.61 0.30 0.1000 0.0100S 0 0 0| 600 72,902 -600 0 99375 0.0050 +0.0025 0.10 0.36 0.0600 0.0050S 0 0 0| 0 202,955 0 0 99500 0.0025 +0.0025 0.03 0.52 0.0300S 0.0050S 0 0 0| 0 122,538 0 0 99625 CAB 0.0000 0.01 0.60 0.0100S 0.0050S 0 0 0| 0 33,500 0 0 99750 CAB 0.0000 0.00 0.60 0.0100S 0.0050S 0 0 0| 0 16,500 0 0 99875 CAB 0.0000 0.00 0.59 0 0 0| 0 4,000 0 0 Total 0 0 0| 600 695,245 -600 0 | Oct 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 54 Days | | 99250 0.0275 +0.0075 0.34 0.32 0.0200S 0.0200S 0 0 0| 0 400 0 0 Total 0 0 0| 0 400 0 0 | Nov 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 82 Days | | 99250 0.0400 +0.0075 0.37 0.33 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:55 Page 23 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 99.200 Indicative a-t-m Vol 0.37 Time to expiry: 110 Days | | 97000 2.2000 0.0000 1.00 0.81 1.4150S 0.5600S 0 0 0| 0 10,341 0 0 97250 1.9500 0.0000 1.00 0.81 0.6700 0.4100S 0 0 0| 0 1,954 0 0 97500 1.7000 0.0000 1.00 0.81 1.4150 0.2650S 0 0 0| 0 8,706 0 0 97750 1.4500 0.0000 1.00 0.81 0.5650S 0.2250S 0 0 0| 0 2,060 0 0 97875 1.3250 0.0000 1.00 0.81 0.5850S 0.5850S 0 0 0| 0 15 0 0 98000 1.2000 0.0000 1.00 0.82 0.9550S 0.1450S 0 0 0| 0 22,895 0 0 98125 1.0775 0.0000 0.98 0.91 0.8300S 0.4800S 0 0 0| 0 750 0 0 98250 0.9550 0.0000 0.97 0.91 0.7900S 0.0750S 0 0 0| 0 7,037 0 0 98375 0.8325 0.0000 0.96 0.86 0.6800S 0.3700 0 0 0| 0 6,760 0 0 98500 0.7100 0.0000 0.95 0.80 0.7250S 0.0500S 0 0 0| 0 37,505 0 0 98625 0.5900 0.0000 0.92 0.74 0.3800S 0.2650S 0 0 0| 0 6,450 0 0 98750 0.4700 0.0000 0.89 0.67 0.4900S 0.0350S 0 0 0| 0 73,462 0 0 98875 0.3525 0.0000 0.84 0.60 0.3250S 0.1650S 0 0 0| 0 18,700 0 0 99000 0.2400 -0.0025 0.76 0.52 0.2600S 0.0050S 0 0 0| 0 70,393 0 0 99125 0.1350 0.1350 -0.0025 0.63 0.43 0.1350S 0.1350S 0.1650 0.0400 0 8,000 8,000| 2,000 45,567 0 0 99250 0.0500 0.0500 -0.0025 0.39 0.34 0.0500S 0.0500S 0.0750 0.0050S 0 23,500 23,500| 5,000 149,563 +3,475 0 99375 0.0150 0.0150 0.0000 0.16 0.32 0.0150S 0.0100S 0.0400 0.0050S 0 15,500 15,500| 0 85,815 0 0 99500 0.0050 0.0000 0.06 0.34 0.0350S 0.0050S 0 0 0| 0 68,800 0 0 99625 0.0025 0.0000 0.02 0.39 0.0100S 0.0050S 0 0 0| 0 24,500 0 0 99750 CAB 0.0000 0.01 0.40 0.0100 CAB 0 0 0| 0 18,498 0 0 Total 0 47,000 47,000| 7,000 659,771 +3,475 0 Options on Financial Futures 21:55 Page 24 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Mar 11 Underlying Price 99.150 Indicative a-t-m Vol 0.46 Time to expiry: 201 Days | | 96250 2.9000 0.0000 1.00 1.06 2.1200S 0.7200S 0 0 0| 0 3,000 0 0 96500 2.6500 0.0000 1.00 1.06 0.7350S 0.7350S 0 0 0| 0 500 0 0 96750 2.4000 0.0000 1.00 1.06 0.7850S 0.6800S 0 0 0| 0 1,500 0 0 97000 2.1500 0.0000 1.00 1.06 1.4200S 0.5350S 0 0 0| 0 1,705 0 0 97250 1.9025 0.0000 0.99 1.09 0.9200 0.5000 0 0 0| 0 3,750 0 0 97500 1.6575 0.0000 0.98 1.13 0.6850S 0.2400S 0 0 0| 0 8,623 0 0 97750 1.4125 0.0000 0.96 1.07 0.9500S 0.3100 0 0 0| 0 3,255 0 0 98000 1.1675 0.0000 0.95 0.98 0.6600S 0.1400S 0 0 0| 0 8,315 0 0 98250 0.9225 0.0000 0.92 0.87 0.6350 0.1100S 0 0 0| 0 4,950 0 0 98500 0.6850 0.0000 0.88 0.77 0.7100S 0.0500S 0 0 0| 0 17,970 0 0 98625 0.5700 0.0000 0.84 0.72 0.4750 0.2600S 0 0 0| 0 6,852 0 0 98750 0.4575 0.0000 0.79 0.67 0.4850 0.0300S 0 0 0| 0 16,327 0 0 98875 0.3500 0.0000 0.73 0.61 0.3600S 0.1800S 0 0 0| 2,000 24,420 +1,000 0 99000 0.2450 -0.0025 0.65 0.54 0.2750S 0.0200S 0 0 0| 4,000 65,825 -1,000 0 99125 0.1525 -0.0025 0.53 0.48 0.1650S 0.0450S 0 0 0| 4,000 57,725 +1,000 0 99250 0.0750 0.0000 0.37 0.40 0.0900S 0.0200S 0 0 0| 7,000 78,150 0 0 99375 0.0250 0.0000 0.19 0.34 0.0450S 0.0050S 0 0 0| 1,000 33,122 0 0 99500 0.0100 0.0000 0.08 0.34 0.0200S 0.0050S 0 0 0| 0 34,000 0 0 99625 0.0050 0.0000 0.04 0.36 0 0 0| 0 5,000 0 0 99750 0.0025 0.0000 0.02 0.38 0 0 0| 0 25,000 0 0 Total 0 0 0| 18,000 399,989 +1,000 0 | Jun 11 Underlying Price 99.080 Indicative a-t-m Vol 0.55 Time to expiry: 292 Days | | 96250 2.8350 0.0000 0.99 1.41 0.8850S 0.7400S 0 0 0| 0 870 0 0 96500 2.5900 0.0000 0.98 1.45 1.2700S 0.5500 0 0 0| 0 2,250 0 0 96750 2.3450 0.0000 0.97 1.42 1.7400S 0.7050S 0 0 0| 0 1,500 0 0 97000 2.1000 0.0000 0.96 1.36 1.2400 0.3700S 0 0 0| 0 6,750 0 0 97250 1.8550 0.0000 0.95 1.28 1.0900S 0.6900S 0 0 0| 0 3,500 0 0 97500 1.6100 0.0000 0.94 1.19 0.8700 0.2250S 0 0 0| 0 12,144 0 0 97750 1.3675 0.0000 0.92 1.10 0.7650S 0.7650S 0 0 0| 0 500 0 0 98000 1.1275 0.0000 0.89 1.00 0.9100S 0.1350S 0 0 0| 0 13,044 0 0 98250 0.8950 0.0000 0.85 0.91 0.7550S 0.1050 0 0 0| 0 7,826 0 0 98500 0.6650 0.0000 0.79 0.81 0.5650S 0.0600S 0 0 0| 0 11,050 0 0 98750 0.4450 0.0000 0.71 0.69 0.4550 0.1000S 0 0 0| 0 13,826 0 0 98875 0.3425 0.0000 0.64 0.64 0.3500S 0.2450S 0 0 0| 0 6,400 0 0 99000 0.2500 0.0000 0.56 0.58 0.2400S 0.0300S 0 0 0| 0 35,200 0 0 99125 0.1675 0.0000 0.46 0.53 0.1700S 0.0800S 0 0 0| 250 7,600 +250 0 99250 0.1025 0.0000 0.35 0.49 0.1000S 0.0200 0 0 0| 0 45,760 0 0 99375 0.0525 0.0000 0.23 0.44 0.0450S 0.0150S 0 0 0| 0 15,300 0 0 99500 0.0200 -0.0025 0.12 0.40 0.0350S 0.0050S 0 0 0| 0 16,750 0 0 99750 0.0050 0.0000 0.03 0.39 0.0250S 0.0250S 0 0 0| 0 11,000 0 0 Total 0 0 0| 250 211,270 +250 0 Options on Financial Futures 21:55 Page 25 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 11 Underlying Price 98.970 Indicative a-t-m Vol 0.65 Time to expiry: 390 Days | | 96250 2.7700 -0.0100 0.94 1.77 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 2.5250 -0.0100 0.93 1.68 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 2.2800 -0.0100 0.92 1.58 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 2.0350 -0.0100 0.91 1.47 0.8200S 0.6800S 0 0 0| 0 4,250 0 0 97500 1.5550 -0.0050 0.87 1.28 0.7800 0.7800 0 0 0| 0 10 0 0 97750 1.3150 -0.0050 0.85 1.17 0.7500S 0.5100S 0 0 0| 0 7,130 0 0 98000 1.0800 -0.0050 0.82 1.06 0.5350 0.2850S 0 0 0| 0 3,500 0 0 98250 0.8500 -0.0100 0.77 0.95 0.5050S 0.2900 0 0 0| 0 627 0 0 98500 0.6300 -0.0100 0.71 0.85 0.4550S 0.1100S 0 0 0| 0 10,350 0 0 98750 0.4300 -0.0100 0.61 0.75 0.3400S 0.1150 0 0 0| 0 6,690 0 0 99000 0.2500 -0.0050 0.48 0.64 0.2600S 0.0400S 0 0 0| 0 15,175 0 0 99250 0.1050 -0.0050 0.30 0.53 0.1000 0.0200 0 0 0| 0 11,600 0 0 99500 0.0300 0.0000 0.13 0.47 0.0300S 0.0050S 0 0 0| 0 3,500 0 0 Total 0 0 0| 0 67,182 0 0 | Dec 11 Underlying Price 98.810 Indicative a-t-m Vol 0.76 Time to expiry: 481 Days | | 96500 2.3750 -0.0100 0.91 1.51 0.9000S 0.8350S 0 0 0| 0 1,150 0 0 96750 2.1350 -0.0100 0.90 1.43 0.8300S 0.7550S 0 0 0| 0 1,100 0 0 97000 1.8950 -0.0100 0.89 1.35 0.9650S 0.7300S 0 0 0| 0 6,500 0 0 97250 1.6600 -0.0050 0.86 1.27 0.7300 0.6700S 0 0 0| 0 4,638 0 0 97500 1.4250 -0.0100 0.84 1.18 0.6750S 0.5500S 0 0 0| 0 1,700 0 0 97750 1.2000 -0.0100 0.80 1.11 0.7100S 0.5350S 0 0 0| 0 2,475 0 0 98000 0.9750 -0.0100 0.76 1.02 0.6550S 0.3450 0 0 0| 0 3,366 0 0 98250 0.7650 -0.0100 0.70 0.95 0.5900S 0.2600 0 0 0| 0 4,400 0 0 98500 0.5700 -0.0100 0.62 0.87 0.4400 0.1200 0 0 0| 0 13,280 0 0 98750 0.3850 -0.0100 0.53 0.78 0.3550S 0.0900 0 0 0| 0 8,000 0 0 99000 0.2250 -0.0100 0.41 0.69 0.2200S 0.0600S 0 0 0| 0 9,369 0 0 99250 0.1050 -0.0050 0.26 0.59 0.0950S 0.0550S 0 0 0| 0 9,000 0 0 99500 0.0350 0.0000 0.12 0.51 0.0250S 0.0150S 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 65,978 0 0 Options on Financial Futures 21:55 Page 26 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Mar 12 Underlying Price 98.640 Indicative a-t-m Vol 0.83 Time to expiry: 572 Days | | 97000 1.7550 -0.0150 0.86 1.27 0.7800S 0.7800S 0 0 0| 0 250 0 0 97250 1.5250 -0.0200 0.83 1.20 0.7200S 0.6250S 0 0 0| 0 2,000 0 0 97750 1.0900 -0.0150 0.75 1.08 0.7200S 0.6200S 0 0 0| 0 1,125 0 0 98000 0.8800 -0.0200 0.70 1.01 0.6200S 0.5050S 0 0 0| 0 2,500 0 0 98250 0.6850 -0.0200 0.63 0.95 0.5300 0.4700 0 0 0| 0 2,100 0 0 98500 0.5050 -0.0100 0.55 0.87 0.4800S 0.1300S 0 0 0| 0 4,550 0 0 98750 0.3400 -0.0150 0.46 0.80 0.2400S 0.2400S 0 0 0| 0 500 0 0 99000 0.2000 -0.0150 0.34 0.71 0.1950S 0.1000S 0 0 0| 0 9,200 0 0 99250 0.0950 -0.0150 0.22 0.62 0.0950S 0.0500S 0 0 0| 0 8,350 0 0 99500 0.0300 -0.0150 0.10 0.54 0.0350S 0.0200 0 0 0| 0 2,025 0 0 Total 0 0 0| 0 32,600 0 0 | Jun 12 Underlying Price 98.460 Indicative a-t-m Vol 0.88 Time to expiry: 663 Days | | 98250 0.6100 -0.0150 0.57 0.95 0.4900S 0.4900S 0 0 0| 0 250 0 0 98500 0.4400 -0.0150 0.49 0.87 0 0 0| 0 0 0 0 98750 0.3350 0.3000 -0.0050 0.40 0.81 0.3350S 0.3350S 0.3350S 0.3200S 0 750 750| 0 250 0 0 99250 0.0900 0.0850 -0.0100 0.18 0.65 0.0900S 0.0900S 0.0900S 0.0700S 0 250 250| 0 3,250 0 0 99500 0.0300 0.0300 -0.0050 0.08 0.56 0.0300S 0.0300S 0.0300S 0.0250S 0 500 500| 0 750 0 0 Total 0 1,500 1,500| 0 4,500 0 0 | Total Calls 0 48,500 48,500| 25,850 2,136,935 +4,125 0 Options on Financial Futures 21:55 Page 27 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 99.270 Indicative a-t-m Vol 0.31 Time to expiry: 19 Days | | 90500 CAB 0.0000 0.00 0.70 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 0.70 0.0050 0.0050 0 0 0| 0 65 0 0 92750 CAB 0.0000 0.00 0.70 0.0350 0.0100 0 0 0| 0 759 0 0 93000 CAB 0.0000 0.00 0.70 0.0400 0.0100 0 0 0| 0 170 0 0 93250 CAB 0.0000 0.00 0.70 0.0100 0.0100 0 0 0| 0 20 0 0 93500 CAB 0.0000 0.00 0.70 0.0250S 0.0100 0 0 0| 0 260 0 0 94000 CAB 0.0000 0.00 0.70 0.1400S 0.0300 0 0 0| 0 500 0 0 94500 CAB 0.0000 0.00 0.70 0.3000S 0.0600 0 0 0| 0 1,463 0 0 94750 CAB 0.0000 0.00 0.70 0.0750 0.0700 0 0 0| 0 23 0 0 95000 CAB 0.0000 0.00 0.70 0.5800S 0.0800 0 0 0| 0 220 0 0 95250 CAB 0.0000 0.00 0.70 0.7750S 0.1000 0 0 0| 0 3,450 0 0 95500 CAB 0.0000 0.00 0.70 0.2050S 0.0050S 0 0 0| 0 6,010 0 0 95625 CAB 0.0000 0.00 0.70 0.0400 0.0400 0 0 0| 0 700 0 0 95750 CAB 0.0000 0.00 0.70 0.0950S 0.0950S 0 0 0| 0 2,000 0 0 96000 CAB 0.0000 0.00 0.70 0.2800S 0.0100S 0 0 0| 0 31,870 0 0 96125 CAB 0.0000 0.00 0.70 0.0600 0.0600 0 0 0| 0 10 0 0 96250 CAB 0.0000 0.00 0.70 0.3000S 0.0650 0 0 0| 0 3,530 0 0 96375 CAB 0.0000 0.00 0.70 0.1100 0.0100 0 0 0| 0 720 0 0 96500 CAB 0.0000 0.00 0.70 0.3900 0.0200S 0 0 0| 0 17,410 0 0 96625 CAB 0.0000 0.00 0.70 0.0850 0.0100 0 0 0| 0 10,025 0 0 96750 CAB 0.0000 0.00 0.70 0.2850 0.0250S 0 0 0| 0 9,625 0 0 96875 CAB 0.0000 0.00 0.70 0.1800 0.0850 0 0 0| 0 3,770 0 0 97000 CAB 0.0000 0.00 0.70 0.3800S 0.0200S 0 0 0| 0 29,500 0 0 97125 CAB 0.0000 0.00 0.70 0.1650S 0.0050 0 0 0| 0 3,795 0 0 97250 CAB 0.0000 0.00 0.70 0.5600S 0.0100 0 0 0| 0 14,372 0 0 97375 CAB 0.0000 0.00 0.70 0.2500 0.0450 0 0 0| 0 1,020 0 0 97500 CAB 0.0000 0.00 0.70 0.5400S 0.0050 0 0 0| 0 9,365 0 0 97625 CAB 0.0000 0.00 0.70 0.3050 0.0100 0 0 0| 0 450 0 0 97750 CAB 0.0000 0.00 0.70 0.6350S 0.0100 0 0 0| 0 7,720 0 0 97875 CAB 0.0000 0.00 0.70 0.3700 0.0100 0 0 0| 0 4,275 0 0 98000 CAB 0.0000 0.00 0.70 0.9400 0.0050 0 0 0| 0 22,508 0 0 98125 CAB 0.0000 0.00 0.70 0.5250S 0.0150S 0 0 0| 0 15,250 0 0 98250 CAB 0.0000 0.00 0.70 0.8700 0.0050S 0 0 0| 0 12,185 0 0 98375 CAB 0.0000 0.00 0.70 0.5050S 0.0200 0 0 0| 0 17,911 0 0 98500 CAB 0.0000 0.00 0.70 0.4250S 0.0100 0 0 0| 0 57,775 0 0 98625 CAB 0.0000 0.00 0.70 0.4050S 0.0200S 0 0 0| 0 18,247 0 0 98750 CAB 0.0000 0.00 0.70 0.4200S 0.0050 0 0 0| 0 29,089 0 0 98875 CAB 0.0000 -0.01 0.69 0.2700S CAB 0 0 0| 0 50,619 0 0 99000 0.0025 0.0000 -0.05 0.69 0.2550 0.0050S 0 0 0| 0 41,779 0 0 99125 0.0100 +0.0050 -0.14 0.57 0.3000S 0.0050S 0 0 0| 0 40,870 0 0 99250 0.0175 +0.0025 -0.39 0.30 0.8150S 0.0150 0 0 0| 600 18,535 +600 0 99375 0.1100 +0.0025 -0.90 0.36 0.9150S 0.1100S 0 0 0| 0 3,749 0 0 Total 0 0 0| 600 491,814 +600 0 Options on Financial Futures 21:55 Page 28 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Oct 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 54 Days | | 99000 0.0225 +0.0050 -0.18 0.58 0.0200S 0.0150S 0 0 0| 0 2,000 0 0 99125 0.0375 +0.0075 -0.33 0.45 0.0500S 0.0300S 0 0 0| 0 2,000 0 0 99250 0.0775 +0.0075 -0.66 0.32 0 0 0| 0 0 0 0 Total 0 0 0| 0 4,000 0 0 | Nov 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 82 Days | | 99250 0.0900 +0.0075 -0.63 0.33 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:55 Page 29 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 99.200 Indicative a-t-m Vol 0.37 Time to expiry: 110 Days | | 89000 CAB 0.0000 0.00 0.81 0.0150S CAB 0 0 0| 0 365 0 0 89500 CAB 0.0000 0.00 0.81 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 0.81 0 0 0| 0 2,000 0 0 92000 CAB 0.0000 0.00 0.81 0.0300 0.0050S 0 0 0| 0 1,550 0 0 93125 CAB 0.0000 0.00 0.81 0.0150 0.0150 0 0 0| 0 25 0 0 93750 CAB 0.0000 0.00 0.81 0.0800 0.0800 0 0 0| 0 3 0 0 94000 CAB 0.0000 0.00 0.81 0.1450 CAB 0 0 0| 0 13,295 0 0 94250 CAB 0.0000 0.00 0.81 0.1050 0.0100S 0 0 0| 0 2,513 0 0 94500 CAB 0.0000 0.00 0.81 0.1700S 0.0350S 0 0 0| 0 13,216 0 0 94750 CAB 0.0000 0.00 0.81 0.1600 0.1600 0 0 0| 0 10 0 0 95000 CAB 0.0000 0.00 0.81 0.1800S 0.0200S 0 0 0| 0 11,170 0 0 95125 CAB 0.0000 0.00 0.81 0.0050 0.0050 0 0 0| 0 500 0 0 95250 CAB 0.0000 0.00 0.81 0.1200S 0.1200S 0 0 0| 0 4,000 0 0 95375 CAB 0.0000 0.00 0.81 0.0750 0.0750 0 0 0| 0 25 0 0 95500 CAB 0.0000 0.00 0.81 0.2950S 0.0050S 0 0 0| 0 11,425 0 0 95750 CAB 0.0000 0.00 0.81 0.3200S 0.0050S 0 0 0| 0 3,631 0 0 95875 CAB 0.0000 0.00 0.81 0.0050 0.0050 0 0 0| 0 150 0 0 96000 CAB 0.0000 0.00 0.81 0.3400S 0.0050 0 0 0| 0 22,333 0 0 96125 CAB 0.0000 0.00 0.81 0.1150 0.1150 0 0 0| 0 5 0 0 96250 CAB 0.0000 0.00 0.81 0.2600S 0.0100S 0 0 0| 0 13,545 0 0 96375 CAB 0.0000 0.00 0.81 0.1350 0.0150 0 0 0| 0 95 0 0 96500 CAB 0.0000 0.00 0.81 0.6400S 0.0050S 0 0 0| 0 14,175 0 0 96750 CAB 0.0000 0.00 0.81 0.6000S 0.0250S 0 0 0| 0 5,866 0 0 96875 CAB 0.0000 0.00 0.81 0.1850 0.0200S 0 0 0| 0 3,025 0 0 97000 CAB 0.0000 0.00 0.81 0.8000S 0.0050 0 0 0| 0 9,200 0 0 97125 CAB 0.0000 0.00 0.81 0.1650S 0.0050 0 0 0| 0 13,700 0 0 97250 CAB 0.0000 0.00 0.81 0.6700S 0.0350S 0 0 0| 0 10,975 0 0 97375 CAB 0.0000 0.00 0.81 0.0550 0.0250 0 0 0| 0 10 0 0 97500 CAB 0.0000 0.00 0.81 0.7700S 0.0100 0 0 0| 0 28,994 0 0 97625 CAB 0.0000 0.00 0.81 0.2100 0.0250 0 0 0| 0 4,020 0 0 97750 CAB 0.0000 0.00 0.81 0.6850S 0.0050 0 0 0| 0 12,900 0 0 97875 CAB 0.0000 0.00 0.81 0.5050S 0.0050 0 0 0| 0 44,688 0 0 98000 CAB 0.0000 0.00 0.82 0.8100S 0.0200 0 0 0| 0 75,950 0 0 98125 0.0025 0.0000 -0.02 0.91 0.4700S 0.0150S 0 0 0| 0 42,575 0 0 98250 0.0050 0.0000 -0.03 0.91 0.4300S 0.0150 0 0 0| 0 37,857 0 0 98375 0.0075 0.0000 -0.04 0.86 0.4150S 0.0100S 0 0 0| 0 19,978 0 0 98500 0.0100 0.0000 -0.05 0.80 0.3400S 0.0100 0 0 0| 20 161,311 0 0 98625 0.0150 0.0000 -0.08 0.74 0.2700S 0.0150S 0 0 0| 0 9,050 0 0 98750 0.0200 0.0000 -0.11 0.67 0.3200S 0.0100S 0 0 0| 2,000 55,908 +2,000 0 98875 0.0275 0.0000 -0.16 0.60 0.3100 0.0150S 0 0 0| 10 95,936 0 0 99000 0.0400 -0.0025 -0.24 0.52 0.3800 0.0250 0 0 0| 4,000 66,118 +4,000 0 99125 0.0600 -0.0025 -0.37 0.43 0.8000 0.0400S 0 0 0| 1,000 15,212 +1,000 0 99250 0.1000 -0.0025 -0.61 0.34 0.2950S 0.0700S 0 0 0| 2,000 15,940 0 0 Options on Financial Futures 21:55 Page 30 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | 99375 0.1900 0.0000 -0.84 0.32 0.4000S 0.2750S 0 0 0| 0 1,600 0 0 Total 0 0 0| 9,030 845,044 +7,000 0 | Mar 11 Underlying Price 99.150 Indicative a-t-m Vol 0.46 Time to expiry: 201 Days | | 90000 CAB 0.0000 0.00 1.06 0.0250 0.0150 0 0 0| 0 1,500 0 0 91500 CAB 0.0000 0.00 1.06 0.0100 0.0100 0 0 0| 0 10 0 0 92250 CAB 0.0000 0.00 1.06 0.0150 0.0150 0 0 0| 0 10 0 0 92500 CAB 0.0000 0.00 1.06 0.0450 0.0400 0 0 0| 0 2,020 0 0 93250 CAB 0.0000 0.00 1.06 0.0050S 0.0050S 0 0 0| 0 30 0 0 94000 CAB 0.0000 0.00 1.06 0.0950 0.0700 0 0 0| 0 6,500 0 0 94125 CAB 0.0000 0.00 1.06 0.0050S 0.0050S 0 0 0| 0 50 0 0 94250 CAB 0.0000 0.00 1.06 0.0050 0.0050 0 0 0| 0 36 0 0 94500 CAB 0.0000 0.00 1.06 0.2350S 0.2350S 0 0 0| 0 500 0 0 95000 CAB 0.0000 0.00 1.06 0.2150 0.0050 0 0 0| 0 7,700 0 0 95250 CAB 0.0000 0.00 1.06 0.1450 0.1450 0 0 0| 0 10 0 0 95500 CAB 0.0000 0.00 1.06 0.4350S 0.1950 0 0 0| 0 1,700 0 0 95750 CAB 0.0000 0.00 1.06 0.4450S 0.0150 0 0 0| 0 1,900 0 0 96000 CAB 0.0000 0.00 1.06 0.5600 0.0250S 0 0 0| 0 13,000 0 0 96250 CAB 0.0000 0.00 1.06 0.7950S 0.0350S 0 0 0| 0 5,500 0 0 96375 CAB 0.0000 0.00 1.06 0.0300 0.0300 0 0 0| 0 1 0 0 96500 CAB 0.0000 0.00 1.06 0.7450S 0.0050 0 0 0| 0 5,550 0 0 96625 CAB 0.0000 0.00 1.06 0.0500 0.0500 0 0 0| 0 12 0 0 96750 CAB 0.0000 0.00 1.06 0.7700S 0.0450 0 0 0| 0 2,440 0 0 97000 CAB 0.0000 0.00 1.06 0.7300S 0.0100 0 0 0| 0 28,423 0 0 97125 CAB 0.0000 0.00 1.06 0.0700 0.0700 0 0 0| 0 12 0 0 97250 0.0025 0.0000 -0.01 1.09 0.8000S 0.0050 0 0 0| 10 105,753 0 0 97375 0.0050 0.0000 -0.02 1.14 0.1000S 0.0850 0 0 0| 0 1,000 0 0 97500 0.0075 0.0000 -0.02 1.13 0.8000S 0.0100 0 0 0| 0 23,605 0 0 97625 0.0100 0.0000 -0.03 1.11 0.1350 0.1200S 0 0 0| 0 5,250 0 0 97750 0.0125 0.0000 -0.04 1.07 0.7850S 0.0150 0 0 0| 40 156,555 0 0 97875 0.0150 0.0000 -0.05 1.03 0.1800 0.0150 0 0 0| 0 4,105 0 0 98000 0.0175 0.0000 -0.05 0.98 0.5400S 0.0150 0 0 0| 0 46,100 0 0 98125 0.0200 0.0000 -0.06 0.92 0.2350 0.0300 0 0 0| 0 16,015 0 0 98250 0.0225 0.0000 -0.08 0.87 0.3400S 0.0250S 0 0 0| 20 87,874 +10 0 98375 0.0275 0.0000 -0.10 0.82 0.2750 0.0200S 0 0 0| 0 15,002 0 0 98500 0.0350 0.0000 -0.12 0.77 0.4500S 0.0350 0 0 0| 5,000 65,474 +5,000 0 98625 0.0450 0.0000 -0.16 0.72 0.4000S 0.0350S 0 0 0| 0 35,833 0 0 98750 0.0575 0.0000 -0.21 0.67 0.4100 0.0550 0 0 0| 5,000 16,675 +2,412 0 98875 0.0750 0.0000 -0.27 0.61 0.3500S 0.0650S 0 0 0| 1,000 13,200 +100 0 99000 0.0950 -0.0025 -0.35 0.54 0.2900 0.0900 0 0 0| 5,000 27,746 +2,200 0 99125 0.1275 -0.0025 -0.47 0.48 0.1350 0.1050S 0 0 0| 500 8,925 +500 0 Total 0 0 0| 16,570 706,016 +10,222 0 Options on Financial Futures 21:55 Page 31 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 11 Underlying Price 99.080 Indicative a-t-m Vol 0.55 Time to expiry: 292 Days | | 90000 CAB 0.0000 0.00 1.20 0.0250 0.0200 0 0 0| 0 3,000 0 0 92000 CAB 0.0000 0.00 1.20 0.0700 0.0700 0 0 0| 0 250 0 0 93750 CAB 0.0000 0.00 1.20 0.2200 0.1500 0 0 0| 0 40 0 0 94000 CAB 0.0000 0.00 1.20 0.1900 0.0100S 0 0 0| 0 5,800 0 0 95000 CAB 0.0000 0.00 1.20 0 0 0| 0 3,500 0 0 95500 CAB 0.0000 0.00 1.20 0.0650S 0.0650S 0 0 0| 0 3,500 0 0 95750 CAB 0.0000 0.00 1.20 0.2600S 0.2600S 0 0 0| 0 3,000 0 0 96000 CAB 0.0000 0.00 1.22 0.3600S 0.0500 0 0 0| 0 11,800 0 0 96250 0.0050 0.0000 -0.01 1.41 0.8200S 0.0150S 0 0 0| 0 56,374 0 0 96500 0.0100 0.0000 -0.02 1.45 0.8850S 0.0250S 0 0 0| 0 117,501 0 0 96750 0.0150 0.0000 -0.03 1.42 0.8200S 0.0300S 0 0 0| 0 43,400 0 0 96875 0.0175 0.0000 -0.03 1.39 0.0150 0.0150 0 0 0| 0 30 0 0 97000 0.0200 0.0000 -0.04 1.36 0.7500S 0.0400S 0 0 0| 0 233,000 0 0 97250 0.0250 0.0000 -0.05 1.28 0.7400S 0.0550S 0 0 0| 0 57,254 0 0 97500 0.0300 0.0000 -0.06 1.19 0.7800S 0.0650S 0 0 0| 0 159,750 0 0 97750 0.0375 0.0000 -0.08 1.10 0.3350S 0.0550S 0 0 0| 0 20,780 0 0 98000 0.0475 0.0000 -0.11 1.00 0.4900S 0.0450S 0 0 0| 0 17,250 0 0 98125 0.0550 0.0000 -0.13 0.96 0.1150S 0.0850S 0 0 0| 0 750 0 0 98250 0.0650 0.0000 -0.15 0.91 0.5300S 0.0550S 0 0 0| 0 20,554 0 0 98375 0.0750 0.0000 -0.18 0.87 0.1600 0.0600S 0 0 0| 0 8,250 0 0 98500 0.0850 0.0000 -0.21 0.81 0.4550S 0.0900S 0 0 0| 0 9,750 0 0 98625 0.0975 0.0000 -0.25 0.75 0.2150S 0.1650S 0 0 0| 0 1,750 0 0 98750 0.1150 0.0000 -0.29 0.69 0.4100S 0.1200S 0 0 0| 0 11,400 0 0 98875 0.1375 0.0000 -0.36 0.64 0.2750S 0.1500S 0 0 0| 0 5,400 0 0 99000 0.1700 0.0000 -0.44 0.58 0.3450 0.1850S 0 0 0| 0 4,500 0 0 99125 0.2125 0.0000 -0.54 0.53 0.3200S 0.2000S 0 0 0| 250 1,500 +250 0 Total 0 0 0| 250 800,083 +250 0 Options on Financial Futures 21:55 Page 32 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 98.970 Indicative a-t-m Vol 0.65 Time to expiry: 390 Days | | 90000 CAB 0.0000 0.00 1.33 0.0350 0.0350 0 0 0| 0 500 0 0 92000 CAB 0.0000 0.00 1.33 0.0550 0.0550 0 0 0| 0 1,000 0 0 93000 CAB 0.0000 0.00 1.33 0.2000 0.1900 0 0 0| 0 2,500 0 0 93500 CAB 0.0000 0.00 1.33 0 0 0| 0 1,500 0 0 94000 0.0050 0.0000 -0.01 2.11 0.0350S 0.0300S 0 0 0| 0 7,300 0 0 95000 0.0250 0.0000 -0.03 2.14 0.3900S 0.3550S 0 0 0| 0 2,000 0 0 95250 0.0300 0.0000 -0.04 2.09 0 0 0| 0 6,000 0 0 95500 0.0350 0.0000 -0.04 2.03 0.1150 0.0800 0 0 0| 0 3,000 0 0 96000 0.0450 0.0000 -0.06 1.86 0.3350S 0.0250 0 0 0| 0 11,500 0 0 96250 0.0500 0.0000 -0.06 1.77 0.8050S 0.0550 0 0 0| 0 104 0 0 96500 0.0550 0.0000 -0.07 1.68 0.8800S 0.0600 0 0 0| 0 6,000 0 0 96750 0.0600 0.0000 -0.08 1.58 0.8600S 0.8000S 0 0 0| 0 2,000 0 0 97000 0.0650 0.0000 -0.09 1.47 0.8500S 0.0650S 0 0 0| 0 9,750 0 0 97250 0.0750 +0.0050 -0.11 1.39 0.4800 0.0750S 0 0 0| 0 4,502 0 0 97500 0.0850 +0.0050 -0.13 1.28 0.2150S 0.1000S 0 0 0| 0 3,250 0 0 97750 0.0950 +0.0050 -0.15 1.17 0.5800S 0.1150S 0 0 0| 0 11,005 0 0 98000 0.1050 0.1100 +0.0050 -0.18 1.06 0.1050S 0.1050S 0.5300S 0.1050S 0 5,000 5,000| 0 8,200 0 0 98250 0.1300 0.0000 -0.23 0.95 0.5250S 0.1900S 0 0 0| 0 7,355 0 0 98500 0.1600 0.0000 -0.29 0.85 0.5350S 0.2450S 0 0 0| 0 8,450 0 0 98750 0.2100 0.0000 -0.39 0.75 0.4450S 0.3100S 0 0 0| 0 2,750 0 0 99000 0.2800 +0.0050 -0.52 0.64 0 0 0| 0 0 0 0 Total 0 5,000 5,000| 0 98,666 0 0 Options on Financial Futures 21:55 Page 33 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 11 Underlying Price 98.810 Indicative a-t-m Vol 0.76 Time to expiry: 481 Days | | 93000 CAB 0.0000 0.00 1.32 0.0400 0.0400 0 0 0| 0 10 0 0 94000 0.0100 +0.0050 -0.01 1.97 0.2000 0.0500 0 0 0| 0 3,080 0 0 94250 0.0150 +0.0050 -0.02 2.00 0.0200 0.0200 0 0 0| 0 3,000 0 0 94500 0.0200 +0.0050 -0.03 1.99 0.0550S 0.0550S 0 0 0| 0 1,750 0 0 94750 0.0250 +0.0050 -0.03 1.95 0.1250 0.0700S 0 0 0| 0 3,000 0 0 95000 0.0300 +0.0050 -0.04 1.90 0.2800S 0.1300 0 0 0| 0 501 0 0 95500 0.0400 +0.0050 -0.05 1.80 0.3900S 0.3900S 0 0 0| 0 300 0 0 95750 0.0450 +0.0050 -0.06 1.72 0.2500 0.1200S 0 0 0| 0 7,000 0 0 96000 0.0500 +0.0050 -0.06 1.66 0.5150S 0.0400S 0 0 0| 0 8,050 0 0 96250 0.0550 +0.0050 -0.07 1.56 0.0950 0.0900 0 0 0| 0 6 0 0 96500 0.0650 +0.0100 -0.09 1.51 0.8100S 0.1100S 0 0 0| 0 2,390 0 0 96750 0.0750 +0.0100 -0.10 1.43 0.7550S 0.1050S 0 0 0| 0 3,100 0 0 97000 0.0850 +0.0100 -0.11 1.35 0.7200S 0.0450S 0 0 0| 0 17,416 0 0 97250 0.1000 +0.0150 -0.14 1.27 0.7200S 0.1850 0 0 0| 0 5,638 0 0 97500 0.1100 0.1150 +0.0100 -0.16 1.18 0.1100 0.1100 0.6950S 0.0700S 0 10 10| 0 23,050 0 0 97750 0.1400 +0.0100 -0.20 1.11 0.5350S 0.1950S 0 0 0| 0 7,676 0 0 98000 0.1650 +0.0100 -0.24 1.02 0.5350S 0.1200S 0 0 0| 0 15,500 0 0 98250 0.2050 +0.0100 -0.30 0.95 0.5900 0.2100S 0 0 0| 0 40,993 0 0 98500 0.2600 +0.0100 -0.38 0.87 0.4700S 0.2700S 0 0 0| 0 9,250 0 0 98750 0.3250 +0.0100 -0.47 0.78 0.5000S 0.3450S 0 0 0| 0 36,690 0 0 Total 0 10 10| 0 188,400 0 0 | Mar 12 Underlying Price 98.640 Indicative a-t-m Vol 0.83 Time to expiry: 572 Days | | 93000 CAB 0.0000 0.00 1.25 0 0 0| 0 4,000 0 0 94000 0.0200 +0.0050 -0.02 1.94 0.1000 0.0850S 0 0 0| 0 6,300 0 0 94500 0.0300 +0.0050 -0.03 1.88 0 0 0| 0 5,500 0 0 95000 0.0400 +0.0050 -0.04 1.77 0 0 0| 0 2,000 0 0 95500 0.0500 +0.0050 -0.06 1.65 0.1250S 0.1250S 0 0 0| 0 1,000 0 0 96000 0.0600 0.0000 -0.07 1.51 0.1650S 0.1650S 0 0 0| 0 4,000 0 0 96250 0.0700 0.0000 -0.09 1.45 0.1400 0.1400 0 0 0| 0 2 0 0 96500 0.0850 +0.0050 -0.10 1.39 0.2200S 0.1650 0 0 0| 0 6,450 0 0 97000 0.1150 +0.0050 -0.14 1.27 0.6500S 0.2350S 0 0 0| 0 5,250 0 0 97250 0.1350 0.0000 -0.17 1.20 0.7000S 0.2700 0 0 0| 0 1,506 0 0 97500 0.1650 +0.0050 -0.21 1.14 0.4550S 0.3350S 0 0 0| 0 3,500 0 0 97750 0.2000 0.2000 +0.0050 -0.25 1.08 0.2000 0.2000 0.6950S 0.2000 0 10 10| 0 8,700 0 0 98000 0.2400 0.0000 -0.30 1.01 0.6400S 0.3950S 0 0 0| 0 1,500 0 0 98250 0.2950 0.0000 -0.37 0.95 0.5100S 0.3500 0 0 0| 0 7,050 0 0 98500 0.3650 +0.0100 -0.45 0.87 0.5150S 0.3850S 0 0 0| 0 250 0 0 98750 0.4500 +0.0050 -0.54 0.80 0 0 0| 0 0 0 0 Total 0 10 10| 0 57,008 0 0 Options on Financial Futures 21:55 Page 34 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 12 Underlying Price 98.460 Indicative a-t-m Vol 0.88 Time to expiry: 663 Days | | 93000 0.0200 +0.0050 -0.02 2.07 0.0400 0.0400 0 0 0| 0 1,000 0 0 95000 0.0600 +0.0050 -0.06 1.72 0.1050 0.1050 0 0 0| 0 3,000 0 0 95500 0.0750 +0.0100 -0.08 1.60 0.0950 0.0950 0 0 0| 0 8,500 0 0 96000 0.0950 +0.0150 -0.10 1.48 0 0 0| 0 650 0 0 96250 0.1100 +0.0150 -0.12 1.42 0.2200 0.2200 0 0 0| 0 5,002 0 0 97000 0.1650 +0.0150 -0.18 1.24 0.2300S 0.2300S 0 0 0| 0 11,000 0 0 97250 0.1950 +0.0150 -0.22 1.18 0.3800 0.3800 0 0 0| 0 2 0 0 97750 0.2750 +0.0150 -0.30 1.06 0.4600S 0.4600S 0 0 0| 0 5,000 0 0 98000 0.3300 +0.0150 -0.36 1.00 0.5500S 0.3350S 0 0 0| 0 2,000 0 0 98250 0.3800 0.4000 +0.0150 -0.43 0.95 0.3800S 0.3800S 0.5500S 0.3800S 0 750 750| 0 500 0 0 98500 0.4800 +0.0150 -0.51 0.87 0 0 0| 0 0 0 0 Total 0 750 750| 0 36,654 0 0 | Total Puts 0 5,770 5,770| 26,450 3,227,685 +18,072 0 Options on Financial Futures 21:55 Page 35 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 98.280 (Sep 12) Indicative a-t-m Vol 0.93 Time to expiry: 19 Days | | 98250 0.1000 -0.0200 0.56 0.94 0 0 0| 0 0 0 0 98375 0.0450 -0.0100 0.32 0.90 0.0250S 0.0250S 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.080 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 54 Days | | 98125 0.1350 -0.0150 0.45 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.080 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 82 Days | | 98125 0.1700 -0.0150 0.46 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.080 (Dec 12) Indicative a-t-m Vol 1.05 Time to expiry: 110 Days | | 98125 0.2050 -0.0150 0.47 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.920 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 201 Days | | 98000 0.2900 -0.0150 0.46 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.750 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 292 Days | | 97750 0.3800 -0.0200 0.50 1.09 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 1,000 0 0 Options on Financial Futures 21:55 Page 36 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 98.280 (Sep 12) Indicative a-t-m Vol 0.93 Time to expiry: 19 Days | | 98000 0.0100 0.0000 -0.11 0.99 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98250 0.0700 +0.0100 -0.44 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.080 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 54 Days | | 98125 0.1800 +0.0150 -0.55 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.080 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 82 Days | | 98125 0.2150 +0.0150 -0.54 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.080 (Dec 12) Indicative a-t-m Vol 1.05 Time to expiry: 110 Days | | 98125 0.2500 +0.0150 -0.53 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.920 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 201 Days | | 98000 0.3700 +0.0150 -0.54 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.750 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 292 Days | | 97750 0.3800 +0.0200 -0.50 1.09 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 1,000 0 0 Options on Financial Futures 21:55 Page 37 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 98.970 (Sep 11) Indicative a-t-m Vol 0.68 Time to expiry: 19 Days | | 96250 2.7200 -0.0100 1.00 0.76 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 2.2200 -0.0100 1.00 0.76 0.4750 0.4450 0 0 0| 0 750 0 0 97000 1.9700 -0.0100 1.00 0.76 0.5900 0.5900 0 0 0| 0 10 0 0 97125 1.8450 -0.0100 1.00 0.76 0.4100 0.4100 0 0 0| 0 500 0 0 97500 1.4700 -0.0100 1.00 0.77 0.5650S 0.5600S 0 0 0| 0 4,000 0 0 97625 1.3450 -0.0100 1.00 0.73 0.2700 0.2700 0 0 0| 0 10 0 0 97750 1.2200 -0.0100 1.00 0.74 0.3750S 0.2250 0 0 0| 0 2,560 0 0 98000 0.9700 -0.0100 1.00 0.86 0.5950S 0.0700S 0 0 0| 0 18,502 0 0 98125 0.8450 -0.0100 1.00 0.90 0.2050S 0.0700S 0 0 0| 0 9,000 0 0 98250 0.7200 -0.0100 1.00 0.93 0.4550S 0.1200S 0 0 0| 0 27,512 0 0 98375 0.5950 -0.0100 1.00 0.97 0.5600S 0.0250S 0 0 0| 0 33,752 0 0 98500 0.4700 -0.0100 0.98 0.99 0.3900S 0.0100S 0 0 0| 0 35,989 0 0 98625 0.3500 -0.0100 0.95 0.89 0.3250S 0.0250S 0 0 0| 0 134,675 0 0 98750 0.2300 -0.0100 0.89 0.79 0.2700S 0.0050S 3,000 0 3,000| 0 135,240 0 0 98875 0.1250 -0.0050 0.72 0.72 0.1450 0.0100S 6,000 0 6,000| 0 34,235 0 0 99000 0.0450 -0.0050 0.42 0.66 0.0850S 0.0050S 0 0 0| 0 27,503 0 0 99125 0.0100 -0.0050 0.14 0.62 0.0250S 0.0050S 0 0 0| 0 22,452 0 0 99250 CAB -0.0050 0.04 0.67 0.0100S 0.0050S 0 0 0| 0 8,100 0 0 Total 9,000 0 9,000| 0 495,915 0 0 | Oct 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.71 Time to expiry: 54 Days | | 98500 0.3500 -0.0150 0.80 0.95 0.3250S 0.1050S 0 0 0| 0 16,625 0 0 98750 0.1750 0.1450 -0.0200 0.58 0.75 0.1750S 0.1750S 0.1800 0.0250S 0 500 500| 0 30,640 0 0 98875 0.0750 -0.0100 0.40 0.68 0.0850S 0.0150S 0 0 0| 0 2,000 0 0 99000 0.0300 -0.0050 0.22 0.64 0.0350S 0.0050S 0 0 0| 0 33,605 0 0 99125 0.0100 -0.0050 0.10 0.63 0.0150S 0.0100 0 0 0| 0 5,102 0 0 99250 0.0050 -0.0050 0.05 0.68 0.0150S 0.0150S 0 0 0| 0 10,000 0 0 Total 0 500 500| 0 97,972 0 0 | Nov 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 82 Days | | 98750 0.1800 -0.0100 0.57 0.78 0.1500S 0.1500S 0 0 0| 0 500 0 0 98875 0.1050 -0.0050 0.42 0.72 0.0800S 0.0800S 0 0 0| 0 500 0 0 99000 0.0550 -0.0050 0.28 0.68 0.0350S 0.0350S 0 0 0| 0 500 0 0 99125 0.0250 0.0000 0.15 0.65 0.0100S 0.0100S 0 0 0| 0 500 0 0 Total 0 0 0| 0 2,000 0 0 Options on Financial Futures 21:55 Page 38 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 98.810 (Dec 11) Indicative a-t-m Vol 0.76 Time to expiry: 110 Days | | 96625 2.1850 -0.0200 1.00 0.99 0.5600S 0.5600S 0 0 0| 0 1,200 0 0 96750 2.0600 -0.0200 1.00 1.02 0.5650S 0.5400S 0 0 0| 0 1,200 0 0 97500 1.3250 -0.0200 0.96 1.43 0.7500S 0.3950S 0 0 0| 0 3,510 0 0 97625 1.2050 -0.0200 0.94 1.38 0.4250S 0.4200S 0 0 0| 0 500 0 0 97750 1.0850 -0.0200 0.93 1.34 0.5700S 0.3200S 0 0 0| 0 3,250 0 0 97875 0.9650 -0.0200 0.91 1.27 0.6300S 0.1950S 0 0 0| 0 16,925 0 0 98000 0.8450 -0.0200 0.89 1.20 0.8450S 0.1300 0 0 0| 0 34,141 0 0 98125 0.7250 -0.0200 0.87 1.12 0.7400S 0.1200S 0 0 0| 0 39,425 0 0 98250 0.6100 -0.0200 0.84 1.06 0.6250S 0.0750S 0 0 0| 1,000 36,770 -300 0 98375 0.4950 -0.0200 0.80 0.97 0.4350S 0.0600S 0 0 0| 0 31,168 0 0 98500 0.3900 -0.0200 0.73 0.91 0.4200S 0.0350S 0 0 0| 0 55,662 0 0 98625 0.2950 -0.0150 0.66 0.86 0.3100S 0.0250S 0 0 0| 1,000 22,652 -500 0 98750 0.2050 -0.0100 0.56 0.79 0.2250S 0.0150S 0 0 0| 0 145,628 0 0 98875 0.1300 -0.0100 0.44 0.73 0.1200S 0.0100S 0 0 0| 0 61,032 0 0 99000 0.0650 0.0700 -0.0050 0.30 0.67 0.0650 0.0650 0.0950S 0.0050S 0 5 5| 0 147,902 0 0 99125 0.0300 -0.0050 0.17 0.60 0.0400S 0.0050S 0 0 0| 0 52,240 0 0 99250 0.0100 -0.0050 0.08 0.57 0.0050S 0.0050S 0 0 0| 0 57,000 0 0 99375 0.0050 0.0000 0.04 0.57 0 0 0| 0 5,000 0 0 Total 0 5 5| 2,000 715,205 -800 0 | Mar 11 Underlying Price 98.640 (Mar 12) Indicative a-t-m Vol 0.83 Time to expiry: 201 Days | | 97500 1.1800 -0.0200 0.90 1.21 0.8750 0.8750 0 0 0| 0 50 0 0 97875 0.8400 -0.0100 0.83 1.10 0.4650S 0.4650S 0 0 0| 0 1,250 0 0 98000 0.7300 -0.0100 0.80 1.07 0.4300S 0.4300S 0 0 0| 0 250 0 0 98125 0.6250 -0.0100 0.75 1.03 0 0 0| 0 2,000 0 0 98250 0.5250 -0.0050 0.71 0.98 0.3200S 0.0950S 0 0 0| 0 5,000 0 0 98375 0.4250 -0.0050 0.65 0.94 0.2800S 0.2800S 0 0 0| 0 2,250 0 0 98500 0.3350 -0.0050 0.59 0.89 0.3250S 0.3250S 0 0 0| 0 3,500 0 0 98625 0.2500 -0.0100 0.51 0.84 0.1550S 0.1100S 0 0 0| 0 1,000 0 0 98750 0.1750 -0.0100 0.42 0.78 0.1700S 0.0250S 0 0 0| 0 11,750 0 0 98875 0.1150 -0.0100 0.33 0.73 0.1200S 0.0350S 2,250 0 2,250| 0 4,750 0 0 99000 0.0700 -0.0050 0.24 0.69 0.0500S 0.0400S 0 0 0| 0 3,500 0 0 99125 0.0350 0.0400 0.0000 0.16 0.65 0.0350 0.0350 0.0350 0.0200S 0 5 5| 0 3,750 0 0 99250 0.0200 0.0000 0.09 0.62 0.0350S 0.0050S 0 0 0| 0 8,000 0 0 Total 2,250 5 2,255| 0 47,050 0 0 Options on Financial Futures 21:55 Page 39 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 11 Underlying Price 98.460 (Jun 12) Indicative a-t-m Vol 0.90 Time to expiry: 292 Days | | 97750 0.8450 -0.0200 0.77 1.12 0.5150S 0.5150S 0 0 0| 0 250 0 0 98000 0.6450 -0.0100 0.69 1.05 0.4000S 0.3550 0 0 0| 0 400 0 0 98250 0.4550 -0.0100 0.60 0.97 0.2700S 0.2300 0 0 0| 0 400 0 0 98500 0.2950 -0.0050 0.48 0.89 0.1900S 0.1900S 0 0 0| 0 1,750 0 0 98750 0.1700 0.1700 0.0000 0.35 0.82 0.1700S 0.1700S 0.1700S 0.1050S 0 500 500| 0 4,000 0 0 98875 0.1200 0.0000 0.28 0.79 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 99000 0.0800 +0.0050 0.21 0.75 0.0400S 0.0350S 0 0 0| 0 3,250 0 0 99125 0.0500 0.0000 0.15 0.72 0.0200S 0.0200S 0 0 0| 0 2,000 0 0 99250 0.0250 0.0300 0.0000 0.11 0.71 0.0250S 0.0250S 0.0250S 0.0100S 0 500 500| 0 5,500 0 0 Total 0 1,000 1,000| 0 19,550 0 0 | Total Calls 11,250 1,510 12,760| 2,000 1,377,692 -800 0 Options on Financial Futures 21:55 Page 40 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 98.970 (Sep 11) Indicative a-t-m Vol 0.68 Time to expiry: 19 Days | | 94875 CAB 0.0000 0.00 0.80 0 0 0| 0 4,000 0 0 95000 CAB 0.0000 0.00 0.80 0 0 0| 0 7,000 0 0 95125 CAB 0.0000 0.00 0.80 0 0 0| 0 2,000 0 0 95750 CAB 0.0000 0.00 0.80 0.3350S 0.0150 0 0 0| 0 1,200 0 0 95875 CAB 0.0000 0.00 0.76 0.0200 0.0200 0 0 0| 0 10 0 0 96000 CAB 0.0000 0.00 0.76 0.2200S 0.1150S 0 0 0| 0 3,250 0 0 96125 CAB 0.0000 0.00 0.76 0.4600S 0.4600S 0 0 0| 0 2,750 0 0 96250 CAB 0.0000 0.00 0.76 0.6850S 0.0250 0 0 0| 0 2,615 0 0 96375 CAB 0.0000 0.00 0.76 0.3100 0.2500S 0 0 0| 0 2,510 0 0 96500 CAB 0.0000 0.00 0.76 0.3450 0.0950S 0 0 0| 0 2,510 0 0 96750 CAB 0.0000 0.00 0.76 0.1050 0.0400 0 0 0| 0 5,500 0 0 96875 CAB 0.0000 0.00 0.76 0.0950 0.0400S 0 0 0| 0 2,286 0 0 97000 CAB 0.0000 0.00 0.76 0.4050 0.0600S 0 0 0| 0 14,115 0 0 97125 CAB 0.0000 0.00 0.76 0.1500 0.0600S 0 0 0| 0 3,500 0 0 97250 CAB 0.0000 0.00 0.73 0.1750 0.0200S 0 0 0| 0 41,760 0 0 97375 CAB 0.0000 0.00 0.79 0.0550 0.0400S 0 0 0| 0 7,100 0 0 97500 CAB 0.0000 0.00 0.77 0.2100S 0.0050 0 0 0| 0 37,135 0 0 97625 CAB 0.0000 0.00 0.73 0.2950 0.0400S 0 0 0| 0 6,140 0 0 97750 CAB 0.0000 0.00 0.74 0.3050S 0.0050S 0 0 0| 0 7,050 0 0 97875 CAB 0.0000 0.00 0.81 0.1400S 0.1400S 0 0 0| 0 1,000 0 0 98000 CAB 0.0000 0.00 0.86 0.3350S CAB 0 0 0| 0 37,494 0 0 98125 CAB 0.0000 0.00 0.90 0.2000S 0.0200 0 0 0| 0 30,000 0 0 98250 CAB 0.0000 0.00 0.93 0.2700S 0.0050S 0 0 0| 0 59,102 0 0 98375 CAB 0.0000 0.00 0.97 0.2400S 0.0050S 0 0 0| 0 22,600 0 0 98500 CAB 0.0000 -0.02 0.99 0.3050S 0.0050S 0 0 0| 0 57,227 0 0 98625 0.0050 0.0000 -0.05 0.89 0.3300S 0.0050S 0 0 0| 0 33,640 0 0 98750 0.0050 0.0100 0.0000 -0.11 0.79 0.0050S 0.0050S 0.2300S 0.0050S 0 500 500| 0 26,447 0 0 98875 0.0200 0.0300 +0.0050 -0.28 0.72 0.0200S 0.0200S 0.1550S 0.0150S 0 1,000 1,000| 0 12,351 0 0 99000 0.0600 0.0750 +0.0050 -0.58 0.66 0.0600S 0.0600S 0.0600S 0.0450 0 500 500| 0 220 0 0 Total 0 2,000 2,000| 0 432,512 0 0 | Oct 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.71 Time to expiry: 54 Days | | 98250 0.0200 0.0250 +0.0100 -0.11 1.18 0.0200S 0.0200S 0.0200S 0.0200S 0 1,500 1,500| 0 4,500 0 0 98375 0.0300 0.0300 +0.0050 -0.14 1.06 0.0300 0.0250S 0.1500S 0.0250S 0 2,250 2,250| 0 5,700 0 0 98500 0.0350 0.0400 +0.0050 -0.20 0.95 0.0450S 0.0350S 0.1450S 0.0350S 0 3,000 3,000| 0 8,625 0 0 98625 0.0550 0.0600 +0.0050 -0.29 0.86 0.0550S 0.0550S 0.0750S 0.0550S 0 1,500 1,500| 0 2,150 0 0 98750 0.0900 0.0850 0.0000 -0.42 0.75 0.0900S 0.0900S 0.1250S 0.0900S 0 1,500 1,500| 0 8,550 0 0 98875 0.1400 +0.0100 -0.60 0.68 0.1200 0.1200 0 0 0| 0 5 0 0 Total 0 9,750 9,750| 0 29,530 0 0 Options on Financial Futures 21:55 Page 41 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Nov 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 82 Days | | 98875 0.1700 +0.0150 -0.58 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.76 Time to expiry: 110 Days | | 95500 CAB 0.0000 0.00 1.01 0.1900S 0.0800 0 0 0| 0 2,650 0 0 95750 CAB 0.0000 0.00 0.98 0.2600S 0.2500S 0 0 0| 0 3,500 0 0 96000 CAB 0.0000 0.00 0.97 0.2950S 0.0800S 0 0 0| 0 7,700 0 0 96125 CAB 0.0000 0.00 0.97 0.2150 0.0800S 0 0 0| 0 100 0 0 96250 CAB 0.0000 0.00 0.96 0.2700S 0.1850S 0 0 0| 0 500 0 0 96375 CAB 0.0000 0.00 0.96 0.4150S 0.4150S 0 0 0| 0 3,000 0 0 96500 CAB 0.0000 0.00 0.97 0.3700S 0.0050S 0 0 0| 0 17,200 0 0 96625 CAB 0.0000 0.00 0.99 0.5300S 0.1350S 0 0 0| 0 3,950 0 0 96750 CAB 0.0000 0.00 1.02 0.5500S 0.5150S 0 0 0| 0 2,700 0 0 96875 CAB 0.0000 0.00 0.98 0.2950S 0.1000S 0 0 0| 0 11,450 0 0 97000 CAB 0.0000 0.00 0.91 0.2500S 0.0150S 0 0 0| 0 41,270 0 0 97125 CAB 0.0000 0.00 1.00 0.3000S 0.0200S 0 0 0| 0 7,050 0 0 97250 0.0050 0.0000 -0.02 1.36 0.2800 0.0200S 0 0 0| 0 2,720 0 0 97375 0.0100 0.0000 -0.03 1.45 0.4200S 0.1200 0 0 0| 0 14,010 0 0 97500 0.0150 0.0000 -0.04 1.43 0.4000S 0.0100S 0 0 0| 0 19,750 0 0 97625 0.0200 0.0000 -0.06 1.38 0.4100S 0.2100 0 0 0| 0 6,850 0 0 97750 0.0250 0.0000 -0.07 1.34 0.4150S 0.0200 0 0 0| 0 83,400 0 0 97875 0.0300 0.0000 -0.09 1.27 0.3950S 0.0600S 0 0 0| 0 15,200 0 0 98000 0.0350 0.0000 -0.11 1.20 0.3200S 0.0250S 0 0 0| 4,500 40,660 +4,500 0 98125 0.0350 0.0400 0.0000 -0.13 1.12 0.0350S 0.0350S 0.4100S 0.0350S 2,500 12,000 14,500| 0 74,500 0 0 98250 0.0500 0.0000 -0.16 1.06 0.2250S 0.0500S 0 0 0| 0 10,186 0 0 98375 0.0550 0.0600 0.0000 -0.20 0.97 0.0550S 0.0550S 0.4200S 0.0550S 2,500 12,000 14,500| 0 11,270 0 0 98500 0.0800 0.0000 -0.27 0.91 0.2200S 0.0900S 0 0 0| 0 7,908 0 0 98625 0.1000 0.1100 +0.0050 -0.34 0.86 0.1000S 0.1000S 0.1050S 0.1000S 2,500 12,000 14,500| 0 1,000 0 0 98750 0.1450 +0.0100 -0.44 0.79 0.3050S 0.1550S 0 0 0| 0 7,750 0 0 98875 0.1950 +0.0100 -0.56 0.73 0 0 0| 0 0 0 0 Total 7,500 36,000 43,500| 4,500 396,274 +4,500 0 Options on Financial Futures 21:55 Page 42 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Mar 11 Underlying Price 98.640 (Mar 12) Indicative a-t-m Vol 0.83 Time to expiry: 201 Days | | 95000 CAB 0.0000 0.00 1.17 0.0500 0.0350 0 0 0| 0 300 0 0 95875 CAB 0.0000 0.00 1.21 0.0550 0.0550 0 0 0| 0 50 0 0 96000 CAB 0.0000 0.00 1.21 0.1800S 0.0600S 0 0 0| 0 3,000 0 0 96125 CAB 0.0000 0.00 1.22 0.0700 0.0700 0 0 0| 0 50 0 0 96250 CAB 0.0000 0.00 1.23 0.2200S 0.1300S 0 0 0| 0 500 0 0 96375 CAB 0.0000 -0.01 1.26 0.2350S 0.0200S 0 0 0| 0 1,000 0 0 96500 CAB 0.0000 -0.01 1.20 0.2650S 0.1650S 0 0 0| 0 2,000 0 0 96750 0.0100 0.0000 -0.03 1.39 0.3300S 0.1450S 0 0 0| 0 2,500 0 0 96875 0.0150 0.0000 -0.04 1.40 0.3700S 0.2500S 0 0 0| 0 500 0 0 97000 0.0200 0.0000 -0.05 1.37 0.4250S 0.1700S 0 0 0| 0 3,500 0 0 97250 0.0300 0.0000 -0.07 1.30 0.3300S 0.2550S 0 0 0| 0 1,000 0 0 97375 0.0350 0.0000 -0.08 1.26 0.1100S 0.1000S 0 0 0| 0 500 0 0 97500 0.0400 0.0000 -0.10 1.21 0.0500S 0.0500S 0 0 0| 0 500 0 0 97625 0.0500 +0.0050 -0.12 1.17 0.1450S 0.1450S 0 0 0| 0 500 0 0 98000 0.0900 +0.0100 -0.20 1.07 0.3500S 0.1100S 0 0 0| 0 3,250 0 0 98250 0.1350 +0.0150 -0.29 0.98 0.3350S 0.1200S 0 0 0| 1,000 1,000 +500 0 98375 0.1600 +0.0150 -0.35 0.94 0.3000S 0.3000S 0 0 0| 0 250 0 0 98500 0.1950 +0.0150 -0.41 0.89 0.2350S 0.1700S 0 0 0| 500 1,500 0 0 98625 0.2350 +0.0100 -0.49 0.84 0 0 0| 0 0 0 0 Total 0 0 0| 1,500 21,900 +500 0 | Jun 11 Underlying Price 98.460 (Jun 12) Indicative a-t-m Vol 0.90 Time to expiry: 292 Days | | 96750 0.0500 0.0000 -0.09 1.45 0.1100S 0.0950S 0 0 0| 0 3,250 0 0 97125 0.0700 +0.0050 -0.12 1.31 0.1300S 0.1300S 0 0 0| 0 250 0 0 97250 0.0800 +0.0100 -0.14 1.27 0.1800S 0.1600S 0 0 0| 0 3,250 0 0 97500 0.1000 +0.0100 -0.18 1.19 0.1950S 0.1950S 0 0 0| 0 1,250 0 0 97750 0.1350 +0.0100 -0.23 1.12 0.4100S 0.4100S 0 0 0| 0 250 0 0 98000 0.1850 +0.0200 -0.31 1.05 0.3350S 0.3350S 0 0 0| 0 750 0 0 98500 0.3350 +0.0250 -0.52 0.89 0 0 0| 0 0 0 0 Total 0 0 0| 0 9,000 0 0 | Total Puts 7,500 47,750 55,250| 6,000 889,216 +5,000 0 Options on Financial Futures 21:55 Page 43 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 99.840 Indicative a-t-m Vol 0.20 Time to expiry: 17 Days | | 99875 0.0050 0.0000 0.22 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.800 Indicative a-t-m Vol 0.20 Time to expiry: 108 Days | | 99750 0.0750 -0.0050 0.68 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.730 Indicative a-t-m Vol 0.20 Time to expiry: 199 Days | | 99750 0.0500 -0.0050 0.45 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.660 Indicative a-t-m Vol 0.20 Time to expiry: 290 Days | | 99625 0.0900 -0.0050 0.58 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 21:55 Page 44 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 99.840 Indicative a-t-m Vol 0.20 Time to expiry: 17 Days | | 99875 0.0400 0.0000 -0.78 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.800 Indicative a-t-m Vol 0.20 Time to expiry: 108 Days | | 99750 0.0250 +0.0050 -0.32 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.730 Indicative a-t-m Vol 0.20 Time to expiry: 199 Days | | 99750 0.0700 +0.0050 -0.55 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.660 Indicative a-t-m Vol 0.20 Time to expiry: 290 Days | | 99625 0.0550 +0.0050 -0.42 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 21:55 Page 45 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 109.295 Indicative a-t-m Vol 1.00 Time to expiry: 17 Days | | 10930 0.094 -0.016 0.49 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.215 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 52 Days | | 10930 0.127 -0.015 0.42 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.215 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 80 Days | | 10930 0.166 -0.014 0.44 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.215 Indicative a-t-m Vol 1.00 Time to expiry: 108 Days | | 10930 0.198 -0.015 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 21:55 Page 46 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 109.295 Indicative a-t-m Vol 1.00 Time to expiry: 17 Days | | 10930 0.099 +0.009 -0.51 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.215 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 52 Days | | 10930 0.212 +0.015 -0.58 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.215 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 80 Days | | 10930 0.251 +0.016 -0.56 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.215 Indicative a-t-m Vol 1.00 Time to expiry: 108 Days | | 10930 0.283 +0.015 -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 21:55 Page 47 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 120.12 Indicative a-t-m Vol 10.22 Time to expiry: 17 Days | | 12025 1.03 -0.08 0.49 10.24 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.70 (Dec 10) Indicative a-t-m Vol 10.17 Time to expiry: 52 Days | | 12000 1.72 -0.11 0.48 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.70 (Dec 10) Indicative a-t-m Vol 10.17 Time to expiry: 80 Days | | 12000 2.16 -0.10 0.49 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.70 Indicative a-t-m Vol 10.17 Time to expiry: 108 Days | | 12000 2.52 -0.11 0.49 10.22 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 21:55 Page 48 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 120.12 Indicative a-t-m Vol 10.22 Time to expiry: 17 Days | | 12025 1.16 +0.03 -0.51 10.24 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.70 (Dec 10) Indicative a-t-m Vol 10.17 Time to expiry: 52 Days | | 12000 2.02 +0.08 -0.52 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.70 (Dec 10) Indicative a-t-m Vol 10.17 Time to expiry: 80 Days | | 12000 2.46 +0.09 -0.51 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.70 Indicative a-t-m Vol 10.17 Time to expiry: 108 Days | | 12000 2.82 +0.08 -0.51 10.22 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 21:55 Page 49 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 132.14 Indicative a-t-m Vol 10.00 Time to expiry: 17 Days | | 13250 1.00 -0.23 0.46 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 131.62 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 52 Days | | 13200 1.82 -0.22 0.48 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 131.62 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 80 Days | | 13200 2.29 -0.22 0.48 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 131.62 Indicative a-t-m Vol 10.00 Time to expiry: 108 Days | | 13200 2.69 -0.22 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 21:55 Page 50 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Sep 10 Underlying Price 132.14 Indicative a-t-m Vol 10.00 Time to expiry: 17 Days | | 13250 1.36 +0.17 -0.54 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 131.62 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 52 Days | | 13200 2.20 +0.19 -0.52 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 131.62 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 80 Days | | 13200 2.67 +0.19 -0.52 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 131.62 Indicative a-t-m Vol 10.00 Time to expiry: 108 Days | | 13200 3.07 +0.19 -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 21:55 Page 51 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Oct 10 Underlying Price 124.60 (Dec 10) Indicative a-t-m Vol 6.93 Time to expiry: 27 Days | | 12400 1.27 -0.06 0.60 6.88 0 0 0| 0 200 0 0 12450 1.00 -0.05 0.52 6.92 0 0 0| 0 0 0 0 12500 0.77 -0.05 0.44 6.95 0 0 0| 0 400 0 0 Total 0 0 0| 0 600 0 0 | Nov 10 Underlying Price 124.60 (Dec 10) Indicative a-t-m Vol 6.28 Time to expiry: 56 Days | | 12450 1.28 -0.05 0.52 6.28 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 124.60 Indicative a-t-m Vol 6.57 Time to expiry: 88 Days | | 12450 1.66 -0.04 0.52 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 129.25 Indicative a-t-m Vol 6.57 Time to expiry: 178 Days | | 12950 2.25 -0.04 0.49 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 600 0 0 Options on Financial Futures 21:55 Page 52 Business Day Fri 27 Aug 2010 | Previous Business Day | Thu 26 Aug 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 | | Oct 10 Underlying Price 124.60 (Dec 10) Indicative a-t-m Vol 6.93 Time to expiry: 27 Days | | 12050 0.05 0.00 -0.05 7.23 0 0 0| 0 200 0 0 12150 0.12 0.00 -0.10 7.20 0.20S 0.12S 0 0 0| 50 102 -50 0 12250 0.22 0.25 0.00 -0.19 7.02 0.22S 0.22S 0.22S 0.20S 0 200 200| 50 400 0 0 12350 0.41 0.49 0.00 -0.32 6.87 0.41S 0.41S 0.41S 0.41S 0 100 100| 0 200 0 0 12450 0.90 +0.01 -0.48 6.92 0 0 0| 0 0 0 0 Total 0 300 300| 100 902 -50 0 | Nov 10 Underlying Price 124.60 (Dec 10) Indicative a-t-m Vol 6.28 Time to expiry: 56 Days | | 12450 1.18 +0.01 -0.48 6.28 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 124.60 Indicative a-t-m Vol 6.57 Time to expiry: 88 Days | | 12450 1.56 +0.02 -0.48 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 129.25 Indicative a-t-m Vol 6.57 Time to expiry: 178 Days | | 12950 2.50 +0.02 -0.51 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 300 300| 100 902 -50 0