Options on Financial Futures Summary 21:59 Page 1 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 11,338 N/A 50,000 61,338 | 171,344 12,828,970 +2,388 Three Month Euribor Mid-Curve 7,000 N/A 13,000 20,000 | 24,350 1,642,763 +5,722 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 0 N/A 0 0 | 54,270 5,391,702 +27,082 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,000 0 Three Month Sterling Mid-Curve 0 N/A 0 0 | 68,010 2,301,368 +34,460 Three Month Euroswiss 0 N/A 0 0 | 0 0 0 | Swapnote Products | 2Yr Euro Swapnote 0 0 0 0 | 0 0 0 5Yr Euro Swapnote 0 0 0 0 | 0 0 0 10Yr Euro Swapnote 0 0 0 0 | 0 0 0 | Bond Products | Long Gilt 0 N/A 0 0 | 300 1,802 +300 Options on Financial Futures 21:59 Page 2 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 0.26 Time to expiry: 14 Days | | 95750 3.3650 0.0000 1.00 0.59 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 3.1150 0.0000 1.00 0.59 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.8650 0.0000 1.00 0.59 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.6150 0.0000 1.00 0.59 2.3200S 0.3000 0 0 0| 0 2,400 0 0 96750 2.3650 0.0000 1.00 0.59 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 2.1150 0.0000 1.00 0.59 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.8650 0.0000 1.00 0.59 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.6150 0.0000 1.00 0.59 1.5250S 0.1700S 0 0 0| 0 4,475 0 0 97750 1.3650 0.0000 1.00 0.59 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 1.1150 0.0000 1.00 0.60 0.4650S 0.1050S 0 0 0| 0 8,225 0 0 98125 0.9900 0.0000 1.00 0.59 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.8650 0.0000 1.00 0.60 0.9600S 0.1750 0 0 0| 0 12,997 0 0 98375 0.7400 0.0000 1.00 0.60 0.4550S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.6150 0.0000 1.00 0.59 0.6200S 0.0850S 0 0 0| 0 47,770 0 0 98625 0.4900 0.0000 1.00 0.57 0.5800S 0.2000S 0 0 0| 0 80,398 0 0 98750 0.3650 0.0000 1.00 0.54 0.4800S 0.0500S 0 0 0| 0 92,885 0 0 98875 0.2400 0.0000 0.99 0.49 0.3550S 0.0800S 0 0 0| 0 136,359 0 0 99000 0.1175 0.0000 0.92 0.40 0.2650 0.0250S 0 0 0| 0 203,416 0 0 99125 0.0150 0.0150 0.0000 0.42 0.24 0.0150 0.0150 0.1600 0.0100S 32,500 5,738 38,238| 34,380 338,054 -8,225 0 99250 0.0025 0.0000 0.04 0.39 0.1000S CAB 0 0 0| 0 321,635 0 0 99375 CAB 0.0000 0.00 0.41 0.0350S CAB 0 0 0| 500 334,827 -500 0 99500 CAB 0.0000 0.00 0.42 0.0150S CAB 0 0 0| 0 204,748 0 0 99625 CAB 0.0000 0.00 0.42 0.0100S 0.0050S 0 0 0| 0 24,000 0 0 99750 CAB 0.0000 0.00 0.43 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 32,500 5,738 38,238| 34,880 1,845,519 -8,725 0 | Oct 10 Underlying Price 99.070 (Dec 10) Indicative a-t-m Vol 0.41 Time to expiry: 49 Days | | 98750 0.3275 +0.0125 0.93 0.59 0.2250S 0.2250S 0 0 0| 0 500 0 0 98875 0.2100 +0.0100 0.85 0.52 0.3150 0.1250S 0 0 0| 0 14,910 0 0 99000 0.1050 +0.0050 0.67 0.43 0.1600S 0.0450 15,000 0 15,000| 10,100 86,025 +6,830 0 99125 0.0350 +0.0050 0.35 0.39 0.1400S 0.0150S 0 0 0| 0 69,223 0 0 99250 0.0075 -0.0025 0.11 0.40 0.0800S 0.0050S 0 0 0| 0 55,210 0 0 99375 0.0025 0.0000 0.04 0.47 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 15,000 0 15,000| 10,100 257,868 +6,830 0 Options on Financial Futures 21:59 Page 3 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 99.070 (Dec 10) Indicative a-t-m Vol 0.41 Time to expiry: 77 Days | | 98875 0.2175 +0.0075 0.82 0.47 0.1600S 0.1600S 0 0 0| 0 12,984 0 0 99000 0.1200 +0.0050 0.64 0.43 0.1650S 0.0650 0 0 0| 0 22,575 0 0 99125 0.0475 0.0000 0.38 0.40 0.1050 0.0400S 0 0 0| 0 26,865 0 0 99250 0.0125 0.0000 0.15 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 99.070 Indicative a-t-m Vol 0.42 Time to expiry: 105 Days | | 96750 2.3200 +0.0100 1.00 0.60 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 2.0700 +0.0100 1.00 0.60 2.1100 0.4650 0 0 0| 0 2,255 0 0 97250 1.8200 +0.0100 1.00 0.60 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 1.5700 +0.0100 1.00 0.60 1.3050S 0.2750S 0 0 0| 0 14,100 0 0 97750 1.3200 +0.0100 1.00 0.60 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 1.0700 +0.0100 1.00 0.60 0.7850S 0.1500S 0 0 0| 0 19,262 0 0 98125 0.9450 +0.0100 1.00 0.60 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.8200 +0.0100 0.99 0.61 0.8000 0.1250S 0 0 0| 0 18,026 0 0 98375 0.6975 +0.0100 0.98 0.64 0.3500S 0.2450S 0 0 0| 0 6,500 0 0 98500 0.5750 +0.0100 0.96 0.61 0.6400S 0.0600S 0 0 0| 0 206,921 0 0 98625 0.4550 +0.0100 0.93 0.57 0.5400S 0.1300S 0 0 0| 0 27,339 0 0 98750 0.3375 +0.0075 0.87 0.53 0.4450S 0.0200S 0 0 0| 0 378,160 0 0 98875 0.2275 +0.0075 0.78 0.48 0.3550 0.0550S 0 0 0| 0 120,769 0 0 99000 0.1325 +0.0050 0.62 0.44 0.2650S 0.0100S 0 0 0| 3,000 410,343 -3,000 0 99125 0.0600 +0.0025 0.40 0.40 0.1750S 0.0200S 0 0 0| 21,000 220,197 +1,609 0 99250 0.0200 0.0200 0.0000 0.18 0.37 0.0200 0.0200 0.1250 0.0050S 0 250 250| 20,000 377,234 0 0 99375 0.0050 0.0000 0.06 0.37 0.0700S 0.0050 0 0 0| 5,000 203,929 +5,000 0 99500 0.0025 0.0000 0.04 0.45 0.0350 0.0050S 0 0 0| 0 136,244 0 0 99625 CAB 0.0000 0.01 0.47 0.0050S 0.0050S 0 0 0| 0 6,070 0 0 Total 0 250 250| 49,000 2,160,841 +3,609 0 | Jan 11 Underlying Price 99.030 (Mar 11) Indicative a-t-m Vol 0.49 Time to expiry: 140 Days | | 98750 0.3225 +0.0175 0.79 0.57 0 0 0| 0 7,000 0 0 98875 0.2225 +0.0150 0.68 0.53 0 0 0| 0 2,500 0 0 99000 0.1375 +0.0125 0.54 0.50 0.1100S 0.1100S 0 0 0| 0 8,000 0 0 99125 0.0750 +0.0100 0.37 0.47 0.0700 0.0550S 0 0 0| 0 68,000 0 0 99250 0.0325 +0.0050 0.21 0.44 0 0 0| 0 3,000 0 0 Total 0 0 0| 0 88,500 0 0 Options on Financial Futures 21:59 Page 4 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 99.030 (Mar 11) Indicative a-t-m Vol 0.49 Time to expiry: 168 Days | | 99000 0.1500 +0.0150 0.54 0.50 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.030 Indicative a-t-m Vol 0.48 Time to expiry: 196 Days | | 97250 1.7800 +0.0200 1.00 0.72 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 1.5300 +0.0200 1.00 0.72 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 1.2825 +0.0200 0.99 0.73 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 1.0375 +0.0200 0.97 0.76 0.7850S 0.2700 0 0 0| 0 9,050 0 0 98250 0.7950 +0.0200 0.94 0.70 0.6450 0.1350 0 0 0| 0 21,373 0 0 98500 0.5575 +0.0175 0.88 0.64 0.6700 0.1000S 0 0 0| 0 86,756 0 0 98625 0.4475 +0.0175 0.82 0.60 0.3700 0.2550S 0 0 0| 0 5,275 0 0 98750 0.3400 0.3425 +0.0175 0.75 0.57 0.3400 0.3400 0.4550S 0.0500S 0 5 5| 0 137,632 0 0 98875 0.2425 +0.0125 0.66 0.53 0.3500 0.1250S 0 0 0| 0 49,454 0 0 99000 0.1575 +0.0125 0.53 0.49 0.2850S 0.0250S 0 0 0| 2,500 176,670 -1,500 0 99125 0.0925 +0.0075 0.39 0.46 0.2000S 0.0450S 0 0 0| 0 101,777 0 0 99250 0.0475 +0.0050 0.25 0.44 0.1500S 0.0050S 0 0 0| 5,000 120,744 +308 0 99375 0.0200 0.0000 0.13 0.43 0.0850 0.0050S 0 0 0| 1,000 59,532 -553 0 99500 0.0100 0.0000 0.06 0.43 0.0500 0.0050S 0 0 0| 0 33,552 0 0 99625 0.0050 0.0000 0.04 0.45 0.0200 0.0050S 0 0 0| 0 25,700 0 0 99750 0.0025 0.0000 0.02 0.46 0 0 0| 0 4,000 0 0 Total 0 5 5| 8,500 872,115 -1,745 0 | Jun 11 Underlying Price 98.995 Indicative a-t-m Vol 0.55 Time to expiry: 287 Days | | 97000 1.9950 +0.0325 1.00 0.88 1.8850S 0.5900S 0 0 0| 0 4,675 0 0 97250 1.7500 +0.0325 0.98 0.97 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 1.5050 +0.0325 0.97 0.93 1.4200S 0.4600S 0 0 0| 0 6,475 0 0 97750 1.2600 +0.0325 0.95 0.87 0.8050 0.4300 0 0 0| 0 13,100 0 0 97875 1.1400 +0.0325 0.94 0.84 0.8950 0.8950 0 0 0| 0 25 0 0 98000 1.0200 +0.0325 0.92 0.80 0.9600S 0.3900S 0 0 0| 0 20,488 0 0 98250 0.7850 +0.0325 0.88 0.74 0.5750 0.1300S 0 0 0| 0 5,205 0 0 98500 0.5600 +0.0275 0.80 0.67 0.5950 0.1250S 0 0 0| 0 35,374 0 0 98625 0.4550 +0.0250 0.75 0.64 0.3600S 0.2850S 0 0 0| 0 2,950 0 0 98750 0.3550 +0.0225 0.68 0.60 0.4500S 0.0700 0 0 0| 0 44,779 0 0 98875 0.2700 +0.0225 0.60 0.58 0.2850S 0.1400S 0 0 0| 0 23,549 0 0 99000 0.1900 +0.0200 0.50 0.55 0.2950S 0.0400S 0 0 0| 2,500 132,684 +1,000 0 99125 0.1225 +0.0125 0.39 0.51 0.1400S 0.0550S 0 0 0| 0 107,012 0 0 99250 0.0700 +0.0075 0.27 0.48 0.1500 0.0150S 0 0 0| 0 121,276 0 0 99375 0.0375 +0.0075 0.17 0.45 0.0450S 0.0150S 0 0 0| 0 11,500 0 0 99500 0.0150 +0.0025 0.09 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 0 0| 2,500 555,907 +1,000 0 Options on Financial Futures 21:59 Page 5 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.960 Indicative a-t-m Vol 0.61 Time to expiry: 385 Days | | 97250 1.7400 +0.0500 0.94 1.08 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 1.4950 +0.0450 0.93 1.00 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 1.2550 +0.0450 0.90 0.93 0.5500S 0.4800S 0 0 0| 0 4,175 0 0 98000 1.0200 +0.0450 0.87 0.85 0.9600 0.2850S 0 0 0| 0 17,500 0 0 98250 0.7900 +0.0400 0.81 0.79 0.7800 0.3650 0 0 0| 0 16,225 0 0 98500 0.5750 +0.0350 0.74 0.72 0.5600S 0.1500S 0 0 0| 0 22,500 0 0 98750 0.3850 +0.0300 0.62 0.66 0.4200S 0.1050 0 0 0| 0 50,725 0 0 99000 0.2200 +0.0200 0.47 0.60 0.2850S 0.0500S 0 0 0| 0 43,450 0 0 99250 0.0950 +0.0150 0.29 0.51 0.1400S 0.0150S 0 0 0| 0 27,450 0 0 99500 0.0250 0.0200 +0.0050 0.11 0.42 0.0250 0.0250 0.0800S 0.0050S 0 250 250| 0 41,085 0 0 99750 0.0050 0.0000 0.03 0.41 0.0100S 0.0100S 0 0 0| 0 2,000 0 0 Total 0 250 250| 0 232,880 0 0 | Dec 11 Underlying Price 98.880 Indicative a-t-m Vol 0.66 Time to expiry: 476 Days | | 97250 1.6750 +0.0550 0.92 1.05 0.6150S 0.6000S 0 0 0| 0 350 0 0 97500 1.4400 +0.0550 0.89 0.99 0.6350S 0.5100S 0 0 0| 0 24,500 0 0 97750 1.2050 +0.0500 0.86 0.93 1.0300 0.4650S 0 0 0| 0 18,295 0 0 98000 0.9800 +0.0500 0.82 0.87 0.8600S 0.4150S 0 0 0| 0 13,350 0 0 98250 0.7650 +0.0450 0.76 0.81 0.5000S 0.3100 0 0 0| 0 3,275 0 0 98500 0.5600 +0.0350 0.67 0.75 0.5300S 0.1850S 0 0 0| 0 14,650 0 0 98750 0.3850 +0.0350 0.57 0.70 0.4050S 0.1100S 0 0 0| 0 42,575 0 0 99000 0.2300 +0.0250 0.43 0.63 0.3000S 0.0700S 0 0 0| 0 39,644 0 0 99250 0.1150 +0.0150 0.28 0.57 0.1900S 0.0150S 0 0 0| 2,139 37,512 -364 0 99500 0.0350 +0.0050 0.13 0.49 0.0350S 0.0200S 0 0 0| 0 21,000 0 0 Total 0 0 0| 2,139 215,151 -364 0 | Mar 12 Underlying Price 98.815 Indicative a-t-m Vol 0.73 Time to expiry: 567 Days | | 96500 2.3600 +0.0600 0.94 1.26 2.0100S 2.0100S 0 0 0| 0 100 0 0 97750 1.1900 +0.0500 0.81 0.99 0.5400S 0.5400S 0 0 0| 0 500 0 0 98000 0.9700 +0.0450 0.77 0.92 0.7900 0.4600S 0 0 0| 0 3,000 0 0 98250 0.7650 +0.0450 0.70 0.86 0.6300S 0.4300S 0 0 0| 0 15,150 0 0 98500 0.5750 +0.0400 0.63 0.81 0.5450S 0.3250 0 0 0| 0 12,675 0 0 98750 0.4000 +0.0300 0.53 0.75 0.3900S 0.3050 0 0 0| 750 7,000 +500 0 99000 0.2550 +0.0250 0.42 0.69 0.2350S 0.1000S 0 0 0| 0 10,045 0 0 99250 0.1350 +0.0150 0.29 0.62 0.0850 0.0850 0 0 0| 0 2,025 0 0 99500 0.0550 +0.0100 0.15 0.54 0.0550 0.0100 0 0 0| 0 34,500 0 0 Total 0 0 0| 750 84,995 +500 0 Options on Financial Futures 21:59 Page 6 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.735 Indicative a-t-m Vol 0.77 Time to expiry: 658 Days | | 98250 0.7500 +0.0450 0.66 0.88 0.7300S 0.4800S 0 0 0| 1,250 14,350 +500 0 98500 0.5650 +0.0400 0.59 0.83 0.5250S 0.4200S 0 0 0| 0 4,950 0 0 98750 0.4000 +0.0300 0.50 0.77 0.3800S 0.3250S 0 0 0| 1,000 2,500 +1,000 0 99000 0.2550 +0.0250 0.39 0.70 0.2300S 0.2250S 0 0 0| 0 10,700 0 0 99250 0.1400 +0.0150 0.27 0.63 0.1100S 0.1100S 0 0 0| 0 2,750 0 0 99500 0.0600 0.0600 +0.0050 0.15 0.56 0.0600 0.0600 0.0600 0.0350S 0 2 2| 0 14,500 0 0 Total 0 2 2| 2,250 49,750 +1,500 0 | Total Calls 47,500 6,245 53,745| 110,119 6,449,450 +2,605 0 Options on Financial Futures 21:59 Page 7 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 0.26 Time to expiry: 14 Days | | 91000 CAB 0.0000 0.00 0.59 0.0050S 0.0050S 0 0 0| 0 523 0 0 92750 CAB 0.0000 0.00 0.59 0.0100S 0.0050 0 0 0| 0 754 0 0 94750 CAB 0.0000 0.00 0.59 0.0450 0.0100 0 0 0| 0 1,025 0 0 95000 CAB 0.0000 0.00 0.59 0.0300S 0.0050S 0 0 0| 0 2,150 0 0 95250 CAB 0.0000 0.00 0.59 0.2650S 0.2650S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 0.59 0.0300S 0.0200S 0 0 0| 0 1,200 0 0 95750 CAB 0.0000 0.00 0.59 0.5900S 0.5650S 0 0 0| 0 1,800 0 0 96000 CAB 0.0000 0.00 0.59 0.4950S 0.0050 0 0 0| 0 53,942 0 0 96250 CAB 0.0000 0.00 0.59 0.5650S 0.5300S 0 0 0| 0 6,175 0 0 96375 CAB 0.0000 0.00 0.59 0.0150 0.0150 0 0 0| 0 10 0 0 96500 CAB 0.0000 0.00 0.59 0.5850S 0.0050S 0 0 0| 0 20,620 0 0 96625 CAB 0.0000 0.00 0.59 0.0500 0.0500 0 0 0| 0 10 0 0 96750 CAB 0.0000 0.00 0.59 0.5800S 0.0450S 0 0 0| 0 9,401 0 0 97000 CAB 0.0000 0.00 0.59 0.5650S 0.0100S 0 0 0| 0 39,246 0 0 97125 CAB 0.0000 0.00 0.59 0.0400 0.0400 0 0 0| 0 1,250 0 0 97250 CAB 0.0000 0.00 0.59 1.1300S 0.0050 0 0 0| 0 29,360 0 0 97375 CAB 0.0000 0.00 0.59 0.1550 0.0350S 0 0 0| 0 8,060 0 0 97500 CAB 0.0000 0.00 0.59 0.5150S 0.0050S 0 0 0| 0 38,759 0 0 97625 CAB 0.0000 0.00 0.59 0.1450S 0.0050S 0 0 0| 0 7,121 0 0 97750 CAB 0.0000 0.00 0.59 0.5350S 0.0100S 0 0 0| 0 55,652 0 0 97875 CAB 0.0000 0.00 0.60 0.1850S 0.0050S 0 0 0| 0 10,410 0 0 98000 CAB 0.0000 0.00 0.60 0.5000S 0.0050S 0 0 0| 0 80,449 0 0 98125 CAB 0.0000 0.00 0.59 0.3300S 0.0050 0 0 0| 0 25,080 0 0 98250 CAB 0.0000 0.00 0.60 0.4300S 0.0050S 0 0 0| 0 83,818 0 0 98375 CAB 0.0000 0.00 0.60 0.4150S 0.0050S 0 0 0| 0 53,584 0 0 98500 CAB 0.0000 0.00 0.59 0.4700S 0.0050S 0 0 0| 0 137,299 0 0 98625 CAB 0.0000 0.00 0.57 0.3800S 0.0050S 0 0 0| 0 193,778 0 0 98750 CAB 0.0000 0.00 0.54 0.4600S 0.0050 0 0 0| 0 254,850 0 0 98875 CAB 0.0000 -0.01 0.49 0.5200S 0.0050S 0 0 0| 0 250,820 0 0 99000 0.0025 0.0000 -0.08 0.40 0.6150S 0.0050 0 0 0| 1,000 215,703 -378 0 99125 0.0250 0.0250 0.0000 -0.58 0.24 0.0250 0.0250 0.2700S 0.0200S 2,500 4,525 7,025| 16,375 149,797 -2,184 0 99250 0.1375 0.0000 -0.96 0.39 0.2950S 0.1250S 0 0 0| 0 24,050 0 0 Total 2,500 4,525 7,025| 17,375 1,756,946 -2,562 0 Options on Financial Futures 21:59 Page 8 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 99.070 (Dec 10) Indicative a-t-m Vol 0.41 Time to expiry: 49 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 0.73 0.0300S 0.0300S 0 0 0| 0 700 0 0 98375 CAB 0.0000 0.00 0.71 0.0450 0.0150 0 0 0| 0 1,250 0 0 98500 CAB 0.0000 -0.01 0.68 0.0650 0.0050 0 0 0| 0 12,240 0 0 98625 0.0025 0.0000 -0.03 0.64 0.1200S 0.0050 0 0 0| 0 7,931 0 0 98750 0.0075 +0.0025 -0.07 0.59 0.1400S 0.0050S 0 0 0| 0 33,490 0 0 98875 0.0200 0.0150 0.0000 -0.15 0.52 0.0200 0.0150 0.1850S 0.0150 0 158 158| 0 21,100 0 0 99000 0.0350 0.0350 -0.0050 -0.33 0.43 0.0350 0.0350 0.1900S 0.0250S 0 400 400| 100 10,060 -100 0 99125 0.0900 -0.0050 -0.65 0.39 0.2950S 0.0750S 0 0 0| 0 7,499 0 0 Total 0 558 558| 100 94,770 -100 0 | Nov 10 Underlying Price 99.070 (Dec 10) Indicative a-t-m Vol 0.41 Time to expiry: 77 Days | | 98500 0.0025 0.0000 -0.02 0.58 0.0450 0.0300S 0 0 0| 0 1,500 0 0 98750 0.0100 0.0000 -0.08 0.51 0.0900S 0.0900S 0 0 0| 0 4,000 0 0 98875 0.0225 -0.0025 -0.18 0.47 0.0800 0.0250S 0 0 0| 2,000 2,201 +2,000 0 99000 0.0500 -0.0050 -0.36 0.43 0.1850S 0.0300 0 0 0| 0 2,250 0 0 Total 0 0 0| 2,000 9,951 +2,000 0 Options on Financial Futures 21:59 Page 9 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 99.070 Indicative a-t-m Vol 0.42 Time to expiry: 105 Days | | 93000 CAB 0.0000 0.00 0.60 0.0150 CAB 0 0 0| 0 319 0 0 93750 CAB 0.0000 0.00 0.60 0.0100 0.0100 0 0 0| 0 120 0 0 94000 CAB 0.0000 0.00 0.60 0.0350 0.0350 0 0 0| 0 250 0 0 94500 CAB 0.0000 0.00 0.60 0.0350S 0.0050 0 0 0| 0 1,000 0 0 95000 CAB 0.0000 0.00 0.60 0.0750 0.0250S 0 0 0| 0 11,300 0 0 95500 CAB 0.0000 0.00 0.60 0.0650 0.0650 0 0 0| 0 2,000 0 0 95750 CAB 0.0000 0.00 0.60 0.0800S 0.0400S 0 0 0| 0 4,900 0 0 96000 CAB 0.0000 0.00 0.60 0.1300S 0.0250 0 0 0| 0 50,290 0 0 96125 CAB 0.0000 0.00 0.60 0.0050 0.0050 0 0 0| 0 150 0 0 96250 CAB 0.0000 0.00 0.60 0.1150S 0.1100S 0 0 0| 0 7,525 0 0 96500 CAB 0.0000 0.00 0.60 0.1900 0.0150 0 0 0| 0 7,523 0 0 96750 CAB 0.0000 0.00 0.60 0.5000S 0.0050S 0 0 0| 0 9,635 0 0 97000 CAB 0.0000 0.00 0.60 0.4950S 0.0050 0 0 0| 0 33,490 0 0 97250 CAB 0.0000 0.00 0.60 0.4850S 0.0050 0 0 0| 0 33,760 0 0 97375 CAB 0.0000 0.00 0.60 0.0450S 0.0450S 0 0 0| 0 2,000 0 0 97500 CAB 0.0000 0.00 0.60 0.6200S 0.0050 0 0 0| 0 53,830 0 0 97625 CAB 0.0000 0.00 0.60 0.1500S 0.0150 0 0 0| 0 12,250 0 0 97750 CAB 0.0000 0.00 0.60 0.5300S 0.0050S 0 0 0| 0 57,780 0 0 97875 CAB 0.0000 0.00 0.60 0.2050S 0.0050 0 0 0| 0 16,599 0 0 98000 CAB 0.0000 0.00 0.60 0.6400S 0.0050S 0 0 0| 0 90,168 0 0 98125 CAB 0.0000 0.00 0.60 0.2800S 0.0050 0 0 0| 0 22,600 0 0 98250 CAB 0.0000 -0.01 0.61 0.5350S 0.0050S 0 0 0| 6,875 129,862 -6,875 0 98375 0.0025 0.0000 -0.02 0.64 0.3700S 0.0100S 0 0 0| 0 39,182 0 0 98500 0.0050 0.0050 0.0000 -0.04 0.61 0.0050 0.0050 0.5850S 0.0050S 0 10 10| 6,875 279,195 -2,500 0 98625 0.0100 0.0000 -0.07 0.57 0.3450S 0.0050S 0 0 0| 0 252,727 0 0 98750 0.0175 -0.0025 -0.13 0.53 0.7300S 0.0100S 0 0 0| 7,020 313,053 +1,510 0 98875 0.0325 -0.0025 -0.22 0.48 0.3050S 0.0200S 0 0 0| 6,040 154,085 0 0 99000 0.0625 -0.0050 -0.38 0.44 0.9100S 0.0450S 0 0 0| 3,020 192,364 +1,000 0 99125 0.1150 -0.0075 -0.60 0.40 0.3050S 0.0900S 0 0 0| 0 57,120 0 0 99250 0.2000 -0.0100 -0.82 0.37 0.3500S 0.2500S 0 0 0| 0 17,500 0 0 Total 0 10 10| 29,830 1,852,577 -6,865 0 | Jan 11 Underlying Price 99.030 (Mar 11) Indicative a-t-m Vol 0.49 Time to expiry: 140 Days | | 98250 0.0075 0.0000 -0.04 0.71 0.0050 0.0050 0 0 0| 0 25 0 0 98500 0.0150 0.0000 -0.09 0.63 0.0450 0.0450 0 0 0| 0 1,600 0 0 98625 0.0250 -0.0025 -0.13 0.60 0.0350 0.0300S 0 0 0| 0 83,000 0 0 98750 0.0425 -0.0025 -0.21 0.57 0.1100S 0.0400S 0 0 0| 0 114,500 0 0 98875 0.0675 -0.0050 -0.32 0.53 0.0900 0.0600 0 0 0| 0 48,825 0 0 99000 0.1075 -0.0075 -0.46 0.50 0.2250S 0.1000S 0 0 0| 0 113,000 0 0 99125 0.1700 -0.0100 -0.63 0.47 0.2000S 0.2000S 0 0 0| 0 500 0 0 Total 0 0 0| 0 361,450 0 0 Options on Financial Futures 21:59 Page 10 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 99.030 (Mar 11) Indicative a-t-m Vol 0.49 Time to expiry: 168 Days | | 99000 0.1200 -0.0050 -0.46 0.50 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.030 Indicative a-t-m Vol 0.48 Time to expiry: 196 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 0.72 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 0.73 0.5700S 0.0150 0 0 0| 0 29,550 0 0 97875 0.0050 0.0000 -0.02 0.77 0.0600 0.0200S 0 0 0| 0 4,120 0 0 98000 0.0075 0.0000 -0.03 0.76 0.6950 0.0200 0 0 0| 0 35,739 0 0 98125 0.0100 0.0000 -0.04 0.73 0.0950S 0.0300S 0 0 0| 0 7,350 0 0 98250 0.0150 0.0000 -0.06 0.70 0.4950S 0.0300 0 0 0| 0 129,364 0 0 98375 0.0200 0.0000 -0.09 0.67 0.1450S 0.0200 0 0 0| 0 42,280 0 0 98500 0.0275 -0.0025 -0.12 0.64 0.6800S 0.0200 0 0 0| 500 124,789 0 0 98625 0.0425 -0.0025 -0.18 0.60 0.2400S 0.0350S 0 0 0| 0 90,065 0 0 98750 0.0625 -0.0025 -0.25 0.57 0.8500S 0.0500S 0 0 0| 1,000 172,390 +1,000 0 98875 0.0875 -0.0075 -0.34 0.53 0.2750S 0.0850S 0 0 0| 0 42,350 0 0 99000 0.1275 -0.0075 -0.47 0.49 1.0500S 0.1050S 0 0 0| 1,000 190,555 0 0 99125 0.1875 -0.0125 -0.61 0.46 0.3950S 0.2000S 0 0 0| 0 23,150 0 0 Total 0 0 0| 2,500 1,005,810 +1,000 0 Options on Financial Futures 21:59 Page 11 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.995 Indicative a-t-m Vol 0.55 Time to expiry: 287 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 CAB -0.0025 0.00 0.88 0.6650S 0.0050S 0 0 0| 0 73,178 0 0 97250 0.0050 -0.0025 -0.02 0.97 0.6300S 0.0200S 0 0 0| 0 45,925 0 0 97500 0.0100 -0.0025 -0.03 0.93 0.6050S 0.0100S 0 0 0| 0 41,460 0 0 97750 0.0150 -0.0025 -0.05 0.87 0.6000S 0.0400S 0 0 0| 0 23,055 0 0 97875 0.0200 -0.0025 -0.06 0.84 0.0850 0.0350S 0 0 0| 0 2,000 0 0 98000 0.0250 -0.0025 -0.08 0.80 0.6000 0.0250S 0 0 0| 0 47,578 0 0 98125 0.0325 0.0000 -0.10 0.77 0.1200 0.0350 0 0 0| 0 34,775 0 0 98250 0.0400 -0.0025 -0.12 0.74 0.4300S 0.0450S 0 0 0| 0 42,655 0 0 98375 0.0500 -0.0050 -0.16 0.70 0.1750S 0.0550S 0 0 0| 0 24,675 0 0 98500 0.0650 -0.0075 -0.20 0.67 0.4150S 0.0750S 0 0 0| 385 54,698 +385 0 98625 0.0850 -0.0100 -0.25 0.64 0.2600S 0.1100S 0 0 0| 0 77,500 0 0 98750 0.1100 -0.0125 -0.32 0.60 0.3750S 0.1100 0 0 0| 385 68,970 +100 0 98875 0.1500 -0.0125 -0.40 0.58 0.3550S 0.1400S 0 0 0| 0 85,250 0 0 99000 0.1950 -0.0150 -0.50 0.55 0.4100S 0.1900 0 0 0| 2,500 46,837 +1,750 0 99125 0.2525 -0.0225 -0.61 0.51 0.3850S 0.2600S 0 0 0| 0 1,150 0 0 Total 0 0 0| 3,270 796,646 +2,235 0 Options on Financial Futures 21:59 Page 12 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.960 Indicative a-t-m Vol 0.61 Time to expiry: 385 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 0.0350 -0.0050 -0.07 1.00 0.6300S 0.0300S 0 0 0| 0 11,800 0 0 97750 0.0450 -0.0050 -0.10 0.93 0.6200S 0.0400S 0 0 0| 0 8,000 0 0 98000 0.0600 -0.0050 -0.13 0.85 0.4300S 0.0550S 0 0 0| 0 17,550 0 0 98250 0.0800 -0.0100 -0.19 0.79 0.7150S 0.1750S 0 0 0| 0 15,050 0 0 98500 0.1150 -0.0150 -0.26 0.72 0.5150S 0.1500S 0 0 0| 0 21,300 0 0 98750 0.1750 -0.0200 -0.38 0.66 0.5500S 0.1850S 0 0 0| 2,000 18,625 +1,500 0 99000 0.2600 -0.0300 -0.53 0.60 0.4950S 0.3200S 0 0 0| 0 7,250 0 0 Total 0 0 0| 2,000 168,996 +1,500 0 | Dec 11 Underlying Price 98.880 Indicative a-t-m Vol 0.66 Time to expiry: 476 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 -0.03 1.28 0.1000 0.0500S 0 0 0| 0 100 0 0 96500 0.0250 0.0000 -0.04 1.23 0.2400S 0.0550S 0 0 0| 0 16,350 0 0 96750 0.0300 0.0000 -0.05 1.17 0.1400S 0.0700S 0 0 0| 0 12,000 0 0 97000 0.0350 -0.0050 -0.07 1.12 0.2400S 0.0450 0 0 0| 0 11,050 0 0 97250 0.0450 -0.0050 -0.08 1.05 0.6200 0.1150 0 0 0| 0 6,350 0 0 97500 0.0600 -0.0050 -0.11 0.99 0.5900S 0.0750S 0 0 0| 0 17,600 0 0 97750 0.0750 -0.0100 -0.14 0.93 0.6150S 0.1700S 0 0 0| 0 14,665 0 0 98000 0.1000 -0.0100 -0.18 0.87 0.5300S 0.1000S 0 0 0| 575 26,850 0 0 98250 0.1350 -0.0150 -0.24 0.81 0.4750S 0.2400S 0 0 0| 0 16,450 0 0 98500 0.1800 -0.0250 -0.33 0.75 0.4700S 0.2000S 0 0 0| 575 20,150 +575 0 98750 0.2550 -0.0250 -0.43 0.70 0.5350S 0.2500S 0 0 0| 0 28,050 0 0 99000 0.3500 -0.0350 -0.57 0.63 0.6250S 0.6100S 0 0 0| 0 500 0 0 Total 0 0 0| 1,150 221,012 +575 0 Options on Financial Futures 21:59 Page 13 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.815 Indicative a-t-m Vol 0.73 Time to expiry: 567 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 -0.04 1.35 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 96250 0.0350 -0.0050 -0.05 1.30 0.0800 0.0800 0 0 0| 0 300 0 0 96500 0.0450 -0.0050 -0.06 1.26 0.1700S 0.0900S 0 0 0| 0 4,025 0 0 96750 0.0550 -0.0050 -0.08 1.20 0.1450 0.1400 0 0 0| 0 2,000 0 0 97000 0.0650 -0.0050 -0.10 1.15 0.2200S 0.1250S 0 0 0| 0 13,837 0 0 97250 0.0800 -0.0100 -0.12 1.10 0 0 0| 0 2,000 0 0 97500 0.1000 -0.0100 -0.15 1.04 0.3200S 0.1300 0 0 0| 0 9,675 0 0 97750 0.1250 -0.0150 -0.19 0.99 0.4800S 0.2500S 0 0 0| 0 750 0 0 98000 0.1550 -0.0200 -0.23 0.92 0.5400S 0.1950S 0 0 0| 0 5,250 0 0 98250 0.2000 -0.0200 -0.30 0.86 0.5350S 0.4600S 0 0 0| 0 8,100 0 0 98500 0.2600 -0.0250 -0.37 0.81 0.5600S 0.3400S 0 0 0| 0 13,825 0 0 98750 0.3350 -0.0350 -0.47 0.75 0.4250S 0.3300S 0 0 0| 750 4,500 +500 0 99000 0.4400 -0.0400 -0.58 0.69 0 0 0| 0 1,000 0 0 Total 0 0 0| 750 66,862 +500 0 | Jun 12 Underlying Price 98.735 Indicative a-t-m Vol 0.77 Time to expiry: 658 Days | | 95000 0.0250 0.0000 -0.03 1.54 0.0650S 0.0650S 0 0 0| 0 500 0 0 95750 0.0400 -0.0050 -0.05 1.41 0.0700S 0.0700S 0 0 0| 0 500 0 0 96250 0.0600 -0.0050 -0.07 1.32 0.1200S 0.1200S 0 0 0| 0 750 0 0 97000 0.0950 -0.0100 -0.13 1.16 0.2000S 0.1950S 0 0 0| 0 12,700 0 0 97250 0.1150 -0.0150 -0.15 1.10 0.2300S 0.2250S 0 0 0| 0 1,250 0 0 97500 0.1400 -0.0150 -0.18 1.05 0 0 0| 0 3,500 0 0 98000 0.2100 -0.0200 -0.27 0.94 0 0 0| 0 3,500 0 0 98250 0.2650 -0.0250 -0.34 0.88 0.5550S 0.2800S 0 0 0| 1,250 13,350 +500 0 98500 0.3300 -0.0300 -0.41 0.83 0.5600S 0.3950S 0 0 0| 0 5,450 0 0 98750 0.4150 -0.0400 -0.50 0.77 0.4700S 0.4400S 0 0 0| 1,000 3,000 +1,000 0 Total 0 0 0| 2,250 44,500 +1,500 0 | Total Puts 2,500 5,093 7,593| 61,225 6,379,520 -217 0 Options on Financial Futures 21:59 Page 14 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.960 (Sep 11) Indicative a-t-m Vol 0.58 Time to expiry: 14 Days | | 97250 1.7100 +0.0500 1.00 0.77 0.5350 0.4950 0 0 0| 0 280 0 0 97375 1.5850 +0.0500 1.00 0.77 0.4300 0.4250S 0 0 0| 0 1,500 0 0 97500 1.4600 +0.0500 1.00 0.77 0.3800S 0.3600 0 0 0| 0 203 0 0 97625 1.3350 +0.0500 1.00 0.78 0.4300S 0.2900S 0 0 0| 0 4,651 0 0 97750 1.2100 +0.0500 1.00 0.79 0.3500S 0.2400S 0 0 0| 0 5,250 0 0 97875 1.0850 +0.0500 1.00 0.80 0.4550S 0.1950S 0 0 0| 0 1,750 0 0 98000 0.9600 +0.0500 1.00 0.81 0.7300S 0.1050S 0 0 0| 0 39,071 0 0 98125 0.8350 +0.0500 1.00 0.82 0.3250S 0.1050S 0 0 0| 0 24,752 0 0 98250 0.7100 +0.0500 1.00 0.84 0.2750S 0.0700S 0 0 0| 0 34,049 0 0 98375 0.5850 +0.0500 1.00 0.89 0.4600S 0.0550S 0 0 0| 0 5,250 0 0 98500 0.4600 +0.0450 0.99 0.96 0.4400S 0.0650S 0 0 0| 0 14,765 0 0 98625 0.3400 +0.0450 0.96 0.96 0.3500 0.0500S 0 0 0| 0 19,356 0 0 98750 0.2200 +0.0450 0.90 0.83 0.2850S 0.0250S 0 0 0| 0 42,365 0 0 98875 0.0900 0.1050 +0.0250 0.75 0.62 0.0900S 0.0900S 0.2050S 0.0100 4,000 2,000 6,000| 0 54,065 0 0 99000 0.0300 +0.0100 0.36 0.56 0.1300S 0.0050 6,000 0 6,000| 500 52,415 -278 0 99125 0.0050 0.0000 0.08 0.57 0.0900S 0.0050S 0 0 0| 0 24,300 0 0 99250 CAB 0.0000 0.01 0.62 0.0500 0.0050 0 0 0| 0 29,367 0 0 99500 CAB 0.0000 0.00 0.63 0.0150S 0.0100S 0 0 0| 0 3,000 0 0 Total 10,000 2,000 12,000| 500 356,389 -278 0 | Oct 10 Underlying Price 98.880 (Dec 11) Indicative a-t-m Vol 0.68 Time to expiry: 49 Days | | 98500 0.3950 +0.0500 0.90 0.81 0.3700S 0.1900S 0 0 0| 0 1,250 0 0 98625 0.2850 +0.0450 0.82 0.78 0.2400S 0.2400S 0 0 0| 0 250 0 0 98750 0.1850 +0.0350 0.69 0.73 0.1750 0.0700 0 0 0| 0 2,463 0 0 98875 0.1000 +0.0200 0.51 0.68 0.1600S 0.0900S 0 0 0| 0 1,400 0 0 99000 0.0450 +0.0100 0.31 0.65 0.0450S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0200 +0.0050 0.16 0.67 0.0200S 0.0200S 0 0 0| 0 500 0 0 99250 0.0100 +0.0050 0.07 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 98.880 (Dec 11) Indicative a-t-m Vol 0.68 Time to expiry: 77 Days | | 98625 0.3000 +0.0450 0.77 0.74 0.1850S 0.1850S 0 0 0| 0 3,000 0 0 98750 0.2050 +0.0350 0.66 0.71 0.1150S 0.1150S 0 0 0| 0 3,000 0 0 98875 0.1250 +0.0250 0.51 0.68 0.0650S 0.0650S 0 0 0| 0 3,000 0 0 99000 0.0700 +0.0200 0.34 0.65 0.0700S 0.0350S 0 0 0| 0 7,500 0 0 99250 0.0100 0.0000 0.09 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 21:59 Page 15 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.880 (Dec 11) Indicative a-t-m Vol 0.67 Time to expiry: 105 Days | | 97375 1.5050 +0.0600 1.00 0.89 0.4450 0.4450 0 0 0| 0 10 0 0 97625 1.2550 +0.0600 1.00 0.89 0.3900S 0.3850S 0 0 0| 0 350 0 0 97750 1.1300 +0.0600 0.99 0.90 0.3700S 0.2700S 0 0 0| 0 10,750 0 0 97875 1.0100 +0.0600 0.97 0.97 0.3150S 0.3150S 0 0 0| 0 3,000 0 0 98000 0.8900 +0.0600 0.96 0.97 0.3500S 0.1200 0 0 0| 0 16,750 0 0 98125 0.7700 +0.0600 0.94 0.93 0.2850S 0.2600S 0 0 0| 0 2,250 0 0 98250 0.6500 +0.0550 0.91 0.88 0.5800S 0.1100S 0 0 0| 0 12,500 0 0 98375 0.5350 +0.0550 0.87 0.83 0.2550S 0.1150S 0 0 0| 0 3,750 0 0 98500 0.4200 +0.0450 0.82 0.79 0.4000S 0.0850S 0 0 0| 0 77,700 0 0 98625 0.3200 +0.0400 0.74 0.75 0.3200S 0.0600S 0 0 0| 0 10,250 0 0 98750 0.2250 +0.0300 0.63 0.71 0.2500S 0.0250 0 0 0| 1,250 96,067 +1,000 0 98875 0.1450 +0.0250 0.51 0.67 0.1450S 0.0350S 0 0 0| 3,000 136,500 +1,000 0 99000 0.0850 +0.0200 0.36 0.64 0.1050S 0.0250S 0 0 0| 1,200 42,121 0 0 99125 0.0400 +0.0100 0.23 0.61 0.0650S 0.0150S 0 0 0| 1,500 12,500 +1,500 0 99250 0.0250 +0.0100 0.14 0.63 0.0150S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 0 0| 6,950 428,498 +3,500 0 | Jan 11 Underlying Price 98.815 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 140 Days | | 98750 0.2200 +0.0300 0.56 0.77 0 0 0| 0 0 0 0 98875 0.1550 +0.0250 0.45 0.74 0.1500S 0.0600S 0 0 0| 0 1,500 0 0 99000 0.1000 +0.0200 0.34 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 98.815 (Mar 12) Indicative a-t-m Vol 0.76 Time to expiry: 168 Days | | 98750 0.2400 +0.0300 0.55 0.78 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.815 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 196 Days | | 98000 0.8600 +0.0600 0.88 0.98 0.3900S 0.3900S 0 0 0| 0 1,000 0 0 98375 0.5300 +0.0500 0.76 0.88 0.3250S 0.1400S 0 0 0| 0 5,000 0 0 98500 0.4300 +0.0450 0.70 0.84 0.3200S 0.2450S 0 0 0| 0 10,750 0 0 98625 0.3400 +0.0400 0.63 0.81 0.3150S 0.1900 0 0 0| 0 3,750 0 0 98750 0.2550 +0.0300 0.55 0.77 0.2300S 0.0500S 0 0 0| 0 12,750 0 0 98875 0.1850 +0.0300 0.46 0.73 0.1700S 0.1100S 0 0 0| 0 20,500 0 0 99000 0.1250 +0.0200 0.36 0.70 0.0600S 0.0600S 1,000 0 1,000| 0 3,000 0 0 99125 0.0750 +0.0100 0.26 0.67 0.0950S 0.0250S 0 0 0| 0 8,250 0 0 99250 0.0450 +0.0100 0.18 0.65 1,000 0 1,000| 0 0 0 0 99375 0.0250 +0.0050 0.12 0.64 0 0 0| 0 1,000 0 0 Total 2,000 0 2,000| 0 66,000 0 0 Options on Financial Futures 21:59 Page 16 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.735 (Jun 12) Indicative a-t-m Vol 0.81 Time to expiry: 287 Days | | 98250 0.6200 +0.0500 0.73 0.91 0.3800S 0.3600S 0 0 0| 0 800 0 0 98375 0.5250 +0.0450 0.68 0.89 0.3250S 0.3200S 0 0 0| 0 250 0 0 98500 0.4350 +0.0450 0.62 0.86 0.3750S 0.2700S 0 0 0| 0 2,925 0 0 98625 0.3500 +0.0350 0.56 0.83 0 0 0| 0 0 0 0 98750 0.2750 +0.0300 0.49 0.81 0.1900S 0.1450S 0 0 0| 0 2,500 0 0 99125 0.1100 +0.0200 0.27 0.74 0.0500 0.0450S 0 0 0| 0 6,000 0 0 99250 0.0750 +0.0100 0.21 0.73 0.0400S 0.0250S 0 0 0| 0 500 0 0 Total 0 0 0| 0 12,975 0 0 | Total Calls 12,000 2,000 14,000| 7,450 902,725 +3,222 0 Options on Financial Futures 21:59 Page 17 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.960 (Sep 11) Indicative a-t-m Vol 0.58 Time to expiry: 14 Days | | 96000 CAB 0.0000 0.00 0.77 0.0250 0.0250 0 0 0| 0 39,000 0 0 96500 CAB 0.0000 0.00 0.77 0.2100S 0.0150 0 0 0| 0 9,000 0 0 96875 CAB 0.0000 0.00 0.77 0.1900 0.1900 0 0 0| 0 1 0 0 97000 CAB 0.0000 0.00 0.77 0.2500 0.1050S 0 0 0| 0 9,267 0 0 97125 CAB 0.0000 0.00 0.77 0.2850 0.2050S 0 0 0| 0 1,590 0 0 97250 CAB 0.0000 0.00 0.77 0.4200S 0.0050 0 0 0| 0 13,800 0 0 97375 CAB 0.0000 0.00 0.77 0.4950S 0.1600S 0 0 0| 0 1,250 0 0 97500 CAB 0.0000 0.00 0.77 0.4200S 0.0100 0 0 0| 0 15,752 0 0 97625 CAB 0.0000 0.00 0.78 0.4050S 0.0150S 0 0 0| 0 12,060 0 0 97750 CAB 0.0000 0.00 0.79 0.3700S 0.0050 0 0 0| 0 6,587 0 0 97875 CAB 0.0000 0.00 0.80 0.3250S 0.0100 0 0 0| 0 10,790 0 0 98000 CAB 0.0000 0.00 0.81 0.6200S 0.0100S 0 0 0| 0 7,042 0 0 98125 CAB 0.0000 0.00 0.82 0.2650S 0.0150 0 0 0| 0 4,000 0 0 98250 CAB 0.0000 0.00 0.84 0.7600S 0.0100S 0 0 0| 0 38,779 0 0 98375 CAB 0.0000 0.00 0.89 0.2100S 0.0250S 0 0 0| 0 56,430 0 0 98500 CAB -0.0050 -0.01 0.96 0.2400S 0.0050 0 0 0| 0 31,217 0 0 98625 0.0050 -0.0050 -0.04 0.96 0.1650S 0.0050S 0 0 0| 0 39,325 0 0 98750 0.0100 -0.0050 -0.10 0.83 0.2300S 0.0100 0 0 0| 0 70,803 0 0 98875 0.0300 0.0200 -0.0250 -0.25 0.62 0.0300S 0.0300S 0.2300S 0.0250S 1,000 2,000 3,000| 0 32,752 0 0 99000 0.0700 -0.0400 -0.64 0.56 0.2450S 0.0750S 0 0 0| 0 2,200 0 0 Total 1,000 2,000 3,000| 0 401,645 0 0 | Oct 10 Underlying Price 98.880 (Dec 11) Indicative a-t-m Vol 0.68 Time to expiry: 49 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 0.80 0 0 0| 0 750 0 0 97875 CAB 0.0000 0.00 0.82 0.0350S 0.0350S 0 0 0| 0 4,000 0 0 98125 CAB 0.0000 -0.01 0.85 0 0 0| 0 1,500 0 0 98250 CAB -0.0050 -0.02 0.85 0 0 0| 0 750 0 0 98375 0.0050 -0.0100 -0.05 0.84 0.0250S 0.0100S 0 0 0| 0 2,200 0 0 98500 0.0150 -0.0100 -0.10 0.81 0.1000S 0.0250S 0 0 0| 0 2,950 0 0 98625 0.0300 -0.0150 -0.18 0.78 0.0600S 0.0450S 0 0 0| 0 2,200 0 0 98750 0.0550 -0.0250 -0.31 0.73 0.1050S 0.0850S 0 0 0| 0 2,513 0 0 98875 0.0950 -0.0400 -0.49 0.68 0 0 0| 0 0 0 0 Total 0 0 0| 0 18,363 0 0 Options on Financial Futures 21:59 Page 18 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.880 (Dec 11) Indicative a-t-m Vol 0.68 Time to expiry: 77 Days | | 98500 0.0250 -0.0150 -0.14 0.79 0.0300S 0.0300S 0 0 0| 100 960 +100 0 98625 0.0450 -0.0150 -0.23 0.74 0.0500S 0.0500S 0 0 0| 100 100 +100 0 98750 0.0750 -0.0250 -0.34 0.71 0.0900S 0.0800S 0 0 0| 100 960 +100 0 98875 0.1200 -0.0350 -0.49 0.68 0.1400S 0.1400S 0 0 0| 100 100 +100 0 Total 0 0 0| 400 2,120 +400 0 | Dec 10 Underlying Price 98.880 (Dec 11) Indicative a-t-m Vol 0.67 Time to expiry: 105 Days | | 95250 CAB 0.0000 0.00 0.89 0 0 0| 0 16,000 0 0 95750 CAB 0.0000 0.00 0.89 0.0150 0.0150 0 0 0| 0 8,000 0 0 96000 CAB 0.0000 0.00 0.89 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 0.89 0.2950S 0.0050S 0 0 0| 0 31,900 0 0 97125 CAB 0.0000 0.00 0.89 0.0750S 0.0650S 0 0 0| 0 1,500 0 0 97250 CAB 0.0000 0.00 0.89 0.1050S 0.0450S 0 0 0| 0 1,000 0 0 97375 CAB 0.0000 0.00 0.89 0.1650S 0.1650S 0 0 0| 0 2,500 0 0 97500 CAB 0.0000 0.00 0.89 0.1750 0.0200S 0 0 0| 0 15,400 0 0 97625 CAB 0.0000 0.00 0.89 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 -0.04 0.97 0.3300S 0.0350S 0 0 0| 0 36,520 0 0 98125 0.0150 0.0000 -0.06 0.93 0.3200S 0.0300S 0 0 0| 0 9,800 0 0 98250 0.0200 -0.0050 -0.09 0.88 0.3200S 0.0700S 0 0 0| 0 46,750 0 0 98375 0.0300 -0.0050 -0.13 0.83 0.3400S 0.1950 0 0 0| 0 3,000 0 0 98500 0.0400 -0.0150 -0.18 0.79 0.2900S 0.0500S 0 0 0| 7,000 38,250 -2,300 0 98625 0.0650 -0.0200 -0.26 0.75 0.3350S 0.0750S 0 0 0| 3,000 9,750 -600 0 98750 0.0950 -0.0300 -0.37 0.71 0.3250S 0.1100S 0 0 0| 3,000 12,040 +2,500 0 98875 0.1400 -0.0350 -0.49 0.67 0.1850S 0.1500S 0 0 0| 500 3,450 -500 0 Total 0 0 0| 13,500 274,210 -900 0 | Jan 11 Underlying Price 98.815 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 140 Days | | 98750 0.1550 -0.0350 -0.44 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 11 Underlying Price 98.815 (Mar 12) Indicative a-t-m Vol 0.76 Time to expiry: 168 Days | | 98750 0.1750 -0.0350 -0.45 0.78 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 19 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.815 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 196 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 0.99 0.0250S 0.0250S 0 0 0| 0 3,250 0 0 97375 0.0150 0.0000 -0.04 1.14 0 0 0| 0 1,500 0 0 97750 0.0300 0.0000 -0.08 1.06 0.0850S 0.0850S 0 0 0| 0 1,000 0 0 98000 0.0450 -0.0050 -0.12 0.98 0.3200S 0.1000S 0 0 0| 0 9,250 0 0 98250 0.0750 0.0700 -0.0100 -0.20 0.91 0.0750 0.0750 0.2050S 0.0750 0 3,000 3,000| 0 2,300 0 0 98375 0.0900 -0.0150 -0.24 0.88 0 0 0| 0 1,500 0 0 98500 0.1150 -0.0200 -0.30 0.84 0.3350S 0.1750S 0 0 0| 0 15,500 0 0 98625 0.1500 -0.0250 -0.37 0.81 0.1950S 0.1950S 0 0 0| 0 250 0 0 98750 0.1900 -0.0350 -0.45 0.77 0.2100S 0.2100S 0 0 0| 0 4,000 0 0 Total 0 3,000 3,000| 0 39,150 0 0 | Jun 11 Underlying Price 98.735 (Jun 12) Indicative a-t-m Vol 0.81 Time to expiry: 287 Days | | 98000 0.0900 -0.0150 -0.19 0.97 0.1000S 0.1000S 0 0 0| 3,000 3,000 +3,000 0 98250 0.1350 -0.0200 -0.27 0.91 0.3350S 0.3300S 0 0 0| 0 800 0 0 98375 0.1650 -0.0250 -0.32 0.89 0.3400S 0.3200S 0 0 0| 0 250 0 0 98500 0.2000 -0.0250 -0.38 0.86 0.2600S 0.2600S 0 0 0| 0 500 0 0 98625 0.2400 -0.0350 -0.44 0.83 0 0 0| 0 0 0 0 Total 0 0 0| 3,000 4,550 +3,000 0 | Total Puts 1,000 5,000 6,000| 16,900 740,038 +2,500 0 Options on Financial Futures 21:59 Page 20 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.650 (Sep 12) Indicative a-t-m Vol 0.72 Time to expiry: 14 Days | | 98500 0.1600 +0.0500 0.85 0.73 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 98625 0.0700 +0.0300 0.57 0.72 0 0 0| 0 0 0 0 98750 0.0200 +0.0100 0.24 0.72 0.0200S 0.0200S 0 0 0| 0 4,000 0 0 99000 CAB 0.0000 0.01 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 98.535 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 49 Days | | 98500 0.1350 +0.0300 0.55 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.535 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 77 Days | | 98500 0.1600 +0.0350 0.54 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.535 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 105 Days | | 98500 0.1800 +0.0350 0.53 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.440 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 196 Days | | 98375 0.2850 +0.0350 0.54 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.320 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 287 Days | | 98250 0.3600 +0.0300 0.54 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 21:59 Page 21 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 98.650 (Sep 12) Indicative a-t-m Vol 0.72 Time to expiry: 14 Days | | 98625 0.0450 -0.0450 -0.43 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 98.535 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 49 Days | | 98500 0.1000 -0.0450 -0.45 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.535 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 77 Days | | 98500 0.1250 -0.0400 -0.46 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.535 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 105 Days | | 98500 0.1450 -0.0400 -0.47 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.440 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 196 Days | | 98375 0.2200 -0.0350 -0.46 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.320 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 287 Days | | 98250 0.2900 -0.0300 -0.46 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 21:59 Page 22 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 16 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 1.00 0.69 0.3050S 0.1800 0 0 0| 0 11,159 0 0 99000 0.2725 0.0000 0.97 0.69 0.2750S 0.0100S 0 0 0| 0 48,845 0 0 99125 0.1525 -0.0025 0.88 0.57 0.1650S 0.0500S 0 0 0| 0 72,505 0 0 99250 0.0375 0.0000 0.62 0.30 0.1000 0.0100S 0 0 0| 0 72,902 0 0 99375 0.0025 -0.0025 0.09 0.36 0.0600 0.0050S 0 0 0| 0 202,955 0 0 99500 CAB -0.0025 0.02 0.52 0.0300S 0.0050S 0 0 0| 0 122,538 0 0 99625 CAB 0.0000 0.00 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| 0 695,245 0 0 | Oct 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 51 Days | | 99250 0.0275 0.0000 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: 79 Days | | 99250 0.0375 -0.0025 0.37 0.33 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 23 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 107 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 0.99 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 0.5875 -0.0025 0.93 0.74 0.3800S 0.2650S 0 0 0| 0 6,450 0 0 98750 0.4675 -0.0025 0.90 0.67 0.4900S 0.0350S 0 0 0| 0 73,462 0 0 98875 0.3500 -0.0025 0.84 0.60 0.3250S 0.1650S 0 0 0| 0 18,700 0 0 99000 0.2400 0.0000 0.76 0.52 0.2600S 0.0050S 0 0 0| 0 70,393 0 0 99125 0.1350 0.0000 0.63 0.43 0.1650 0.0400 0 0 0| 8,000 52,034 +6,467 0 99250 0.0500 0.0000 0.39 0.34 0.0750 0.0050S 0 0 0| 23,500 161,668 +12,105 0 99375 0.0125 -0.0025 0.15 0.32 0.0400 0.0050S 0 0 0| 15,500 89,575 +3,760 0 99500 0.0050 0.0000 0.05 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 0 0| 47,000 682,103 +22,332 0 Options on Financial Futures 21:59 Page 24 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 198 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 1.11 0.9200 0.5000 0 0 0| 0 3,750 0 0 97500 1.6575 0.0000 0.98 1.15 0.6850S 0.2400S 0 0 0| 0 8,623 0 0 97750 1.4125 0.0000 0.96 1.09 0.9500S 0.3100 0 0 0| 0 3,255 0 0 98000 1.1675 0.0000 0.94 1.00 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 0.3475 -0.0025 0.73 0.61 0.3600S 0.1800S 0 0 0| 0 24,420 0 0 99000 0.2450 0.0000 0.65 0.54 0.2750S 0.0200S 0 0 0| 0 65,825 0 0 99125 0.1525 0.0000 0.53 0.48 0.1650S 0.0450S 0 0 0| 0 57,725 0 0 99250 0.0750 0.0000 0.37 0.40 0.0900S 0.0200S 0 0 0| 0 78,150 0 0 99375 0.0250 0.0000 0.19 0.34 0.0450S 0.0050S 0 0 0| 0 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 0.01 0.38 0 0 0| 0 25,000 0 0 Total 0 0 0| 0 399,989 0 0 | Jun 11 Underlying Price 99.080 Indicative a-t-m Vol 0.55 Time to expiry: 289 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 0.8925 -0.0025 0.85 0.91 0.7550S 0.1050 0 0 0| 0 7,826 0 0 98500 0.6625 -0.0025 0.79 0.81 0.5650S 0.0600S 0 0 0| 0 11,050 0 0 98750 0.4425 -0.0025 0.71 0.69 0.4550 0.1000S 0 0 0| 0 13,826 0 0 98875 0.3400 -0.0025 0.64 0.64 0.3500S 0.2450S 0 0 0| 0 6,400 0 0 99000 0.2475 -0.0025 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| 0 7,600 0 0 99250 0.1025 0.0000 0.35 0.49 0.1000S 0.0200 0 0 0| 0 45,760 0 0 99375 0.0500 -0.0025 0.23 0.44 0.0450S 0.0150S 0 0 0| 0 15,300 0 0 99500 0.0200 0.0000 0.12 0.40 0.0350S 0.0050S 0 0 0| 0 16,750 0 0 99750 0.0025 -0.0025 0.03 0.39 0.0250S 0.0250S 0 0 0| 0 11,000 0 0 Total 0 0 0| 0 211,270 0 0 Options on Financial Futures 21:59 Page 25 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 387 Days | | 96250 2.7700 0.0000 0.94 1.77 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 2.5250 0.0000 0.93 1.68 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 2.2800 0.0000 0.92 1.58 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 2.0350 0.0000 0.91 1.47 0.8200S 0.6800S 0 0 0| 0 4,250 0 0 97500 1.5550 0.0000 0.87 1.28 0.7800 0.7800 0 0 0| 0 10 0 0 97750 1.3150 0.0000 0.85 1.17 0.7500S 0.5100S 0 0 0| 0 7,130 0 0 98000 1.0800 0.0000 0.82 1.06 0.5350 0.2850S 0 0 0| 0 3,500 0 0 98250 0.8500 0.0000 0.77 0.95 0.5050S 0.2900 0 0 0| 0 627 0 0 98500 0.6300 0.0000 0.71 0.85 0.4550S 0.1100S 0 0 0| 0 10,350 0 0 98750 0.4250 -0.0050 0.62 0.75 0.3400S 0.1150 0 0 0| 0 6,690 0 0 99000 0.2450 -0.0050 0.48 0.64 0.2600S 0.0400S 0 0 0| 0 15,175 0 0 99250 0.1050 0.0000 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: 478 Days | | 96500 2.3750 0.0000 0.92 1.51 0.9000S 0.8350S 0 0 0| 0 1,150 0 0 96750 2.1350 0.0000 0.90 1.43 0.8300S 0.7550S 0 0 0| 0 1,100 0 0 97000 1.8950 0.0000 0.89 1.35 0.9650S 0.7300S 0 0 0| 0 6,500 0 0 97250 1.6600 0.0000 0.86 1.27 0.7300 0.6700S 0 0 0| 0 4,638 0 0 97500 1.4250 0.0000 0.84 1.18 0.6750S 0.5500S 0 0 0| 0 1,700 0 0 97750 1.2000 0.0000 0.80 1.11 0.7100S 0.5350S 0 0 0| 0 2,475 0 0 98000 0.9750 0.0000 0.76 1.02 0.6550S 0.3450 0 0 0| 0 3,366 0 0 98250 0.7650 0.0000 0.70 0.95 0.5900S 0.2600 0 0 0| 0 4,400 0 0 98500 0.5700 0.0000 0.62 0.87 0.4400 0.1200 0 0 0| 0 13,280 0 0 98750 0.3850 0.0000 0.53 0.78 0.3550S 0.0900 0 0 0| 0 8,000 0 0 99000 0.2250 0.0000 0.41 0.69 0.2200S 0.0600S 0 0 0| 0 9,369 0 0 99250 0.1050 0.0000 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 21:59 Page 26 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 569 Days | | 97000 1.7550 0.0000 0.86 1.27 0.7800S 0.7800S 0 0 0| 0 250 0 0 97250 1.5250 0.0000 0.83 1.20 0.7200S 0.6250S 0 0 0| 0 2,000 0 0 97750 1.0850 -0.0050 0.75 1.08 0.7200S 0.6200S 0 0 0| 0 1,125 0 0 98000 0.8800 0.0000 0.70 1.01 0.6200S 0.5050S 0 0 0| 0 2,500 0 0 98250 0.6850 0.0000 0.63 0.95 0.5300 0.4700 0 0 0| 0 2,100 0 0 98500 0.5050 0.0000 0.55 0.87 0.4800S 0.1300S 0 0 0| 0 4,550 0 0 98750 0.3400 0.0000 0.46 0.80 0.2400S 0.2400S 0 0 0| 0 500 0 0 99000 0.2000 0.0000 0.34 0.71 0.1950S 0.1000S 0 0 0| 0 9,200 0 0 99250 0.0950 0.0000 0.22 0.62 0.0950S 0.0500S 0 0 0| 0 8,350 0 0 99500 0.0300 0.0000 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: 660 Days | | 98250 0.6100 0.0000 0.57 0.95 0.4900S 0.4900S 0 0 0| 0 250 0 0 98500 0.4400 0.0000 0.49 0.87 0 0 0| 0 0 0 0 98750 0.2950 -0.0050 0.40 0.81 0.3350S 0.3200S 0 0 0| 750 1,000 +750 0 99250 0.0850 0.0000 0.18 0.65 0.0900S 0.0700S 0 0 0| 250 3,500 +250 0 99500 0.0300 0.0000 0.08 0.56 0.0300S 0.0250S 0 0 0| 500 1,250 +500 0 Total 0 0 0| 1,500 6,000 +1,500 0 | Total Calls 0 0 0| 48,500 2,160,767 +23,832 0 Options on Financial Futures 21:59 Page 27 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 16 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 0.00 0.69 0.2700S CAB 0 0 0| 0 50,619 0 0 99000 0.0025 0.0000 -0.03 0.69 0.2550 0.0050S 0 0 0| 0 41,779 0 0 99125 0.0075 -0.0025 -0.12 0.57 0.3000S 0.0050S 0 0 0| 0 40,870 0 0 99250 0.0175 0.0000 -0.38 0.30 0.8150S 0.0150 0 0 0| 0 18,535 0 0 99375 0.1075 -0.0025 -0.91 0.36 0.9150S 0.1100S 0 0 0| 0 3,749 0 0 Total 0 0 0| 0 491,814 0 0 Options on Financial Futures 21:59 Page 28 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 51 Days | | 99000 0.0200 -0.0025 -0.18 0.58 0.0200S 0.0150S 0 0 0| 0 1,000 -1,000 0 99125 0.0350 -0.0025 -0.33 0.45 0.0500S 0.0300S 0 0 0| 0 1,000 -1,000 0 99250 0.0775 0.0000 -0.66 0.32 0 0 0| 0 0 0 0 Total 0 0 0| 0 2,000 -2,000 0 | Nov 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 79 Days | | 99250 0.0875 -0.0025 -0.63 0.33 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 29 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 107 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 -0.01 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| 0 161,311 0 0 98625 0.0125 -0.0025 -0.07 0.74 0.2700S 0.0150S 0 0 0| 0 9,050 0 0 98750 0.0175 -0.0025 -0.10 0.67 0.3200S 0.0100S 0 0 0| 0 55,908 0 0 98875 0.0250 -0.0025 -0.16 0.60 0.3100 0.0150S 0 0 0| 0 95,936 0 0 99000 0.0400 0.0000 -0.24 0.52 0.3800 0.0250 0 0 0| 0 66,118 0 0 99125 0.0600 0.0000 -0.37 0.43 0.8000 0.0400S 0 0 0| 0 15,212 0 0 99250 0.1000 0.0000 -0.61 0.34 0.2950S 0.0700S 0 0 0| 0 15,940 0 0 Options on Financial Futures 21:59 Page 30 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 0.1875 -0.0025 -0.85 0.32 0.4000S 0.2750S 0 0 0| 0 1,600 0 0 Total 0 0 0| 0 845,044 0 0 | Mar 11 Underlying Price 99.150 Indicative a-t-m Vol 0.46 Time to expiry: 198 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 1.11 0.8000S 0.0050 0 0 0| 0 105,753 0 0 97375 0.0050 0.0000 -0.02 1.15 0.1000S 0.0850 0 0 0| 0 1,000 0 0 97500 0.0075 0.0000 -0.02 1.15 0.8000S 0.0100 0 0 0| 0 23,605 0 0 97625 0.0100 0.0000 -0.03 1.13 0.1350 0.1200S 0 0 0| 0 5,250 0 0 97750 0.0125 0.0000 -0.04 1.09 0.7850S 0.0150 0 0 0| 0 156,555 0 0 97875 0.0150 0.0000 -0.05 1.05 0.1800 0.0150 0 0 0| 0 4,105 0 0 98000 0.0175 0.0000 -0.06 1.00 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| 0 87,874 0 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| 0 65,474 0 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| 0 16,675 0 0 98875 0.0725 -0.0025 -0.27 0.61 0.3500S 0.0650S 0 0 0| 0 13,200 0 0 99000 0.0950 0.0000 -0.35 0.54 0.2900 0.0900 0 0 0| 0 27,746 0 0 99125 0.1275 0.0000 -0.47 0.48 0.1350 0.1050S 0 0 0| 0 8,925 0 0 Total 0 0 0| 0 706,016 0 0 Options on Financial Futures 21:59 Page 31 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 289 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 0.0625 -0.0025 -0.15 0.91 0.5300S 0.0550S 0 0 0| 0 20,554 0 0 98375 0.0725 -0.0025 -0.18 0.87 0.1600 0.0600S 0 0 0| 0 8,250 0 0 98500 0.0825 -0.0025 -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 0.1125 -0.0025 -0.29 0.69 0.4100S 0.1200S 0 0 0| 0 11,400 0 0 98875 0.1350 -0.0025 -0.36 0.64 0.2750S 0.1500S 0 0 0| 0 5,400 0 0 99000 0.1675 -0.0025 -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| 0 1,500 0 0 Total 0 0 0| 0 800,083 0 0 Options on Financial Futures 21:59 Page 32 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 387 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 -0.05 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 0.0000 -0.11 1.39 0.4800 0.0750S 0 0 0| 0 4,502 0 0 97500 0.0850 0.0000 -0.13 1.28 0.2150S 0.1000S 0 0 0| 0 3,250 0 0 97750 0.0950 0.0000 -0.15 1.17 0.5800S 0.1150S 0 0 0| 0 11,005 0 0 98000 0.1100 0.0000 -0.18 1.06 0.5300S 0.1050S 0 0 0| 5,000 12,700 +4,500 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 0.2050 -0.0050 -0.38 0.75 0.4450S 0.3100S 0 0 0| 0 2,750 0 0 99000 0.2750 -0.0050 -0.52 0.64 0 0 0| 0 0 0 0 Total 0 0 0| 5,000 103,166 +4,500 0 Options on Financial Futures 21:59 Page 33 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 478 Days | | 93000 CAB 0.0000 0.00 1.32 0.0400 0.0400 0 0 0| 0 10 0 0 94000 0.0100 0.0000 -0.01 1.97 0.2000 0.0500 0 0 0| 0 3,080 0 0 94250 0.0150 0.0000 -0.02 2.00 0.0200 0.0200 0 0 0| 0 3,000 0 0 94500 0.0200 0.0000 -0.02 1.99 0.0550S 0.0550S 0 0 0| 0 1,750 0 0 94750 0.0250 0.0000 -0.03 1.95 0.1250 0.0700S 0 0 0| 0 3,000 0 0 95000 0.0300 0.0000 -0.03 1.90 0.2800S 0.1300 0 0 0| 0 501 0 0 95500 0.0400 0.0000 -0.05 1.80 0.3900S 0.3900S 0 0 0| 0 300 0 0 95750 0.0450 0.0000 -0.05 1.72 0.2500 0.1200S 0 0 0| 0 7,000 0 0 96000 0.0500 0.0000 -0.06 1.66 0.5150S 0.0400S 0 0 0| 0 8,050 0 0 96250 0.0550 0.0000 -0.07 1.56 0.0950 0.0900 0 0 0| 0 6 0 0 96500 0.0650 0.0000 -0.08 1.51 0.8100S 0.1100S 0 0 0| 0 2,390 0 0 96750 0.0750 0.0000 -0.10 1.43 0.7550S 0.1050S 0 0 0| 0 3,100 0 0 97000 0.0850 0.0000 -0.11 1.35 0.7200S 0.0450S 0 0 0| 0 17,416 0 0 97250 0.1000 0.0000 -0.14 1.27 0.7200S 0.1850 0 0 0| 0 5,638 0 0 97500 0.1150 0.0000 -0.16 1.18 0.6950S 0.0700S 0 0 0| 10 23,050 0 0 97750 0.1400 0.0000 -0.20 1.11 0.5350S 0.1950S 0 0 0| 0 7,676 0 0 98000 0.1650 0.0000 -0.24 1.02 0.5350S 0.1200S 0 0 0| 0 15,500 0 0 98250 0.2050 0.0000 -0.30 0.95 0.5900 0.2100S 0 0 0| 0 40,993 0 0 98500 0.2600 0.0000 -0.38 0.87 0.4700S 0.2700S 0 0 0| 0 9,250 0 0 98750 0.3250 0.0000 -0.47 0.78 0.5000S 0.3450S 0 0 0| 0 36,690 0 0 Total 0 0 0| 10 188,400 0 0 | Mar 12 Underlying Price 98.640 Indicative a-t-m Vol 0.83 Time to expiry: 569 Days | | 93000 CAB 0.0000 0.00 1.25 0 0 0| 0 4,000 0 0 94000 0.0200 0.0000 -0.02 1.94 0.1000 0.0850S 0 0 0| 0 6,300 0 0 94500 0.0300 0.0000 -0.03 1.88 0 0 0| 0 5,500 0 0 95000 0.0400 0.0000 -0.04 1.77 0 0 0| 0 2,000 0 0 95500 0.0500 0.0000 -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 0.0000 -0.10 1.39 0.2200S 0.1650 0 0 0| 0 6,450 0 0 97000 0.1150 0.0000 -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 0.1600 -0.0050 -0.20 1.14 0.4550S 0.3350S 0 0 0| 0 3,500 0 0 97750 0.1950 -0.0050 -0.25 1.08 0.6950S 0.2000 0 0 0| 10 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 0.0000 -0.45 0.87 0.5150S 0.3850S 0 0 0| 0 250 0 0 98750 0.4500 0.0000 -0.54 0.80 0 0 0| 0 0 0 0 Total 0 0 0| 10 57,008 0 0 Options on Financial Futures 21:59 Page 34 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 660 Days | | 93000 0.0200 0.0000 -0.02 2.07 0.0400 0.0400 0 0 0| 0 1,000 0 0 95000 0.0600 0.0000 -0.06 1.72 0.1050 0.1050 0 0 0| 0 3,000 0 0 95500 0.0750 0.0000 -0.08 1.60 0.0950 0.0950 0 0 0| 0 8,500 0 0 96000 0.0950 0.0000 -0.10 1.48 0 0 0| 0 650 0 0 96250 0.1100 0.0000 -0.12 1.42 0.2200 0.2200 0 0 0| 0 5,002 0 0 97000 0.1650 0.0000 -0.18 1.24 0.2300S 0.2300S 0 0 0| 0 11,000 0 0 97250 0.1950 0.0000 -0.22 1.18 0.3800 0.3800 0 0 0| 0 2 0 0 97750 0.2750 0.0000 -0.30 1.06 0.4600S 0.4600S 0 0 0| 0 5,000 0 0 98000 0.3300 0.0000 -0.36 1.00 0.5500S 0.3350S 0 0 0| 0 2,000 0 0 98250 0.4000 0.0000 -0.43 0.95 0.5500S 0.3800S 0 0 0| 750 1,250 +750 0 98500 0.4800 0.0000 -0.51 0.87 0 0 0| 0 0 0 0 Total 0 0 0| 750 37,404 +750 0 | Total Puts 0 0 0| 5,770 3,230,935 +3,250 0 Options on Financial Futures 21:59 Page 35 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 16 Days | | 98250 0.0950 -0.0050 0.56 0.94 0 0 0| 0 0 0 0 98375 0.0400 -0.0050 0.31 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: 51 Days | | 98125 0.1300 -0.0050 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: 79 Days | | 98125 0.1700 0.0000 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: 107 Days | | 98125 0.2000 -0.0050 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: 198 Days | | 97875 0.3500 0.0000 0.52 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: 289 Days | | 97750 0.3800 0.0000 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 21:59 Page 36 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 16 Days | | 98000 0.0100 0.0000 -0.09 0.99 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98250 0.0650 -0.0050 -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: 51 Days | | 98125 0.1750 -0.0050 -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: 79 Days | | 98125 0.2150 0.0000 -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: 107 Days | | 98125 0.2450 -0.0050 -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: 198 Days | | 97875 0.3050 0.0000 -0.48 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: 289 Days | | 97750 0.3800 0.0000 -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 21:59 Page 37 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 16 Days | | 96250 2.7200 0.0000 1.00 0.76 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 2.2200 0.0000 1.00 0.76 0.4750 0.4450 0 0 0| 0 750 0 0 97000 1.9700 0.0000 1.00 0.76 0.5900 0.5900 0 0 0| 0 10 0 0 97125 1.8450 0.0000 1.00 0.76 0.4100 0.4100 0 0 0| 0 500 0 0 97500 1.4700 0.0000 1.00 0.77 0.5650S 0.5600S 0 0 0| 0 4,000 0 0 97625 1.3450 0.0000 1.00 0.73 0.2700 0.2700 0 0 0| 0 10 0 0 97750 1.2200 0.0000 1.00 0.74 0.3750S 0.2250 0 0 0| 0 2,560 0 0 98000 0.9700 0.0000 1.00 0.86 0.5950S 0.0700S 0 0 0| 0 18,502 0 0 98125 0.8450 0.0000 1.00 0.90 0.2050S 0.0700S 0 0 0| 0 9,000 0 0 98250 0.7200 0.0000 1.00 0.93 0.4550S 0.1200S 0 0 0| 0 27,512 0 0 98375 0.5950 0.0000 1.00 0.97 0.5600S 0.0250S 0 0 0| 0 33,752 0 0 98500 0.4700 0.0000 0.99 0.99 0.3900S 0.0100S 0 0 0| 0 35,989 0 0 98625 0.3500 0.0000 0.97 0.89 0.3250S 0.0250S 0 0 0| 0 134,675 0 0 98750 0.2300 0.0000 0.90 0.79 0.2700S 0.0050S 0 0 0| 3,000 135,240 0 0 98875 0.1200 -0.0050 0.73 0.72 0.1450 0.0100S 0 0 0| 6,000 28,235 -6,000 0 99000 0.0450 0.0000 0.42 0.66 0.0850S 0.0050S 0 0 0| 0 27,503 0 0 99125 0.0100 0.0000 0.12 0.62 0.0250S 0.0050S 0 0 0| 0 22,452 0 0 99250 CAB 0.0000 0.03 0.67 0.0100S 0.0050S 0 0 0| 0 8,100 0 0 Total 0 0 0| 9,000 489,915 -6,000 0 | Oct 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.71 Time to expiry: 51 Days | | 98500 0.3450 -0.0050 0.81 0.95 0.3250S 0.1050S 0 0 0| 0 16,625 0 0 98750 0.1450 0.0000 0.59 0.75 0.1800 0.0250S 0 0 0| 500 30,640 0 0 98875 0.0700 -0.0050 0.40 0.68 0.0850S 0.0150S 0 0 0| 0 2,000 0 0 99000 0.0300 0.0000 0.21 0.64 0.0350S 0.0050S 0 0 0| 0 33,605 0 0 99125 0.0100 0.0000 0.09 0.63 0.0150S 0.0100 0 0 0| 0 5,102 0 0 99250 0.0050 0.0000 0.04 0.68 0.0150S 0.0150S 0 0 0| 0 10,000 0 0 Total 0 0 0| 500 97,972 0 0 | Nov 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 79 Days | | 98750 0.1750 -0.0050 0.57 0.78 0.1500S 0.1500S 0 0 0| 0 500 0 0 98875 0.1050 0.0000 0.42 0.72 0.0800S 0.0800S 0 0 0| 0 500 0 0 99000 0.0500 -0.0050 0.27 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 21:59 Page 38 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 107 Days | | 96625 2.1850 0.0000 1.00 0.99 0.5600S 0.5600S 0 0 0| 0 1,200 0 0 96750 2.0600 0.0000 1.00 1.02 0.5650S 0.5400S 0 0 0| 0 1,200 0 0 97500 1.3250 0.0000 0.96 1.43 0.7500S 0.3950S 0 0 0| 0 3,510 0 0 97625 1.2050 0.0000 0.94 1.43 0.4250S 0.4200S 0 0 0| 0 500 0 0 97750 1.0850 0.0000 0.92 1.38 0.5700S 0.3200S 0 0 0| 0 3,250 0 0 97875 0.9650 0.0000 0.91 1.31 0.6300S 0.1950S 0 0 0| 0 16,925 0 0 98000 0.8450 0.0000 0.89 1.23 0.8450S 0.1300 0 0 0| 0 34,141 0 0 98125 0.7250 0.0000 0.87 1.12 0.7400S 0.1200S 0 0 0| 0 39,425 0 0 98250 0.6100 0.0000 0.84 1.06 0.6250S 0.0750S 0 0 0| 0 36,770 0 0 98375 0.4950 0.0000 0.80 0.97 0.4350S 0.0600S 0 0 0| 0 31,168 0 0 98500 0.3900 0.0000 0.74 0.91 0.4200S 0.0350S 0 0 0| 0 55,662 0 0 98625 0.2900 -0.0050 0.66 0.86 0.3100S 0.0250S 0 0 0| 0 22,652 0 0 98750 0.2000 -0.0050 0.56 0.79 0.2250S 0.0150S 0 0 0| 0 145,628 0 0 98875 0.1250 -0.0050 0.44 0.73 0.1200S 0.0100S 0 0 0| 0 61,032 0 0 99000 0.0700 0.0000 0.30 0.67 0.0950S 0.0050S 0 0 0| 5 147,902 0 0 99125 0.0300 0.0000 0.17 0.60 0.0400S 0.0050S 0 0 0| 0 52,240 0 0 99250 0.0100 0.0000 0.08 0.57 0.0050S 0.0050S 0 0 0| 0 57,000 0 0 99375 0.0050 0.0000 0.03 0.57 0 0 0| 0 5,000 0 0 Total 0 0 0| 5 715,205 0 0 | Mar 11 Underlying Price 98.640 (Mar 12) Indicative a-t-m Vol 0.83 Time to expiry: 198 Days | | 97500 1.1800 0.0000 0.90 1.21 0.8750 0.8750 0 0 0| 0 50 0 0 97875 0.8350 -0.0050 0.83 1.10 0.4650S 0.4650S 0 0 0| 0 1,250 0 0 98000 0.7300 0.0000 0.80 1.07 0.4300S 0.4300S 0 0 0| 0 250 0 0 98125 0.6250 0.0000 0.76 1.03 0 0 0| 0 2,000 0 0 98250 0.5200 -0.0050 0.71 0.98 0.3200S 0.0950S 0 0 0| 0 5,000 0 0 98375 0.4250 0.0000 0.65 0.94 0.2800S 0.2800S 0 0 0| 0 2,250 0 0 98500 0.3350 0.0000 0.59 0.89 0.3250S 0.3250S 0 0 0| 0 3,500 0 0 98625 0.2500 0.0000 0.51 0.84 0.1550S 0.1100S 0 0 0| 0 1,000 0 0 98750 0.1750 0.0000 0.42 0.78 0.1700S 0.0250S 0 0 0| 0 11,750 0 0 98875 0.1150 0.0000 0.33 0.73 0.1200S 0.0350S 0 0 0| 2,250 6,250 +1,500 0 99000 0.0700 0.0000 0.24 0.69 0.0500S 0.0400S 0 0 0| 0 3,500 0 0 99125 0.0400 0.0000 0.15 0.65 0.0350 0.0200S 0 0 0| 5 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 0 0 0| 2,255 48,550 +1,500 0 Options on Financial Futures 21:59 Page 39 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 289 Days | | 97750 0.8450 0.0000 0.77 1.12 0.5150S 0.5150S 0 0 0| 0 250 0 0 98000 0.6400 -0.0050 0.69 1.05 0.4000S 0.3550 0 0 0| 0 400 0 0 98250 0.4550 0.0000 0.60 0.97 0.2700S 0.2300 0 0 0| 0 400 0 0 98500 0.2900 -0.0050 0.48 0.89 0.1900S 0.1900S 0 0 0| 0 1,750 0 0 98750 0.1650 -0.0050 0.35 0.82 0.1700S 0.1050S 0 0 0| 500 4,500 +500 0 98875 0.1150 -0.0050 0.28 0.79 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 99000 0.0800 0.0000 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 0.0300 0.0000 0.10 0.71 0.0250S 0.0100S 0 0 0| 500 6,000 +500 0 Total 0 0 0| 1,000 20,550 +1,000 0 | Total Calls 0 0 0| 12,760 1,374,192 -3,500 0 Options on Financial Futures 21:59 Page 40 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 16 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 -0.01 0.99 0.3050S 0.0050S 0 0 0| 0 57,227 0 0 98625 0.0050 0.0000 -0.03 0.89 0.3300S 0.0050S 0 0 0| 0 33,640 0 0 98750 0.0100 0.0000 -0.10 0.79 0.2300S 0.0050S 0 0 0| 500 26,947 +500 0 98875 0.0250 -0.0050 -0.27 0.72 0.1550S 0.0150S 0 0 0| 1,000 12,351 0 0 99000 0.0750 0.0000 -0.58 0.66 0.0600S 0.0450 0 0 0| 500 720 +500 0 Total 0 0 0| 2,000 433,512 +1,000 0 | Oct 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.71 Time to expiry: 51 Days | | 98250 0.0200 -0.0050 -0.10 1.18 0.0200S 0.0200S 0 0 0| 1,500 3,500 -1,000 0 98375 0.0250 -0.0050 -0.13 1.06 0.1500S 0.0250S 0 0 0| 2,250 7,450 +1,750 0 98500 0.0350 -0.0050 -0.19 0.95 0.1450S 0.0350S 0 0 0| 3,000 8,375 -250 0 98625 0.0550 -0.0050 -0.28 0.86 0.0750S 0.0550S 0 0 0| 1,500 3,650 +1,500 0 98750 0.0850 0.0000 -0.41 0.75 0.1250S 0.0900S 0 0 0| 1,500 8,550 0 0 98875 0.1350 -0.0050 -0.60 0.68 0.1200 0.1200 0 0 0| 0 5 0 0 Total 0 0 0| 9,750 31,530 +2,000 0 Options on Financial Futures 21:59 Page 41 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 79 Days | | 98750 0.1150 -0.0050 -0.43 0.78 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: 107 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 1.43 0.4100S 0.2100 0 0 0| 0 6,850 0 0 97750 0.0250 0.0000 -0.08 1.38 0.4150S 0.0200 0 0 0| 0 83,400 0 0 97875 0.0300 0.0000 -0.09 1.31 0.3950S 0.0600S 0 0 0| 0 15,200 0 0 98000 0.0350 0.0000 -0.11 1.23 0.3200S 0.0250S 0 0 0| 0 40,660 0 0 98125 0.0400 0.0000 -0.13 1.12 0.4100S 0.0350S 0 0 0| 14,500 83,500 +9,000 0 98250 0.0500 0.0000 -0.16 1.06 0.2250S 0.0500S 0 0 0| 0 10,186 0 0 98375 0.0600 0.0000 -0.20 0.97 0.4200S 0.0550S 0 0 0| 14,500 22,730 +11,460 0 98500 0.0800 0.0000 -0.26 0.91 0.2200S 0.0900S 0 0 0| 0 7,908 0 0 98625 0.1050 -0.0050 -0.34 0.86 0.1050S 0.1000S 0 0 0| 14,500 15,500 +14,500 0 98750 0.1400 -0.0050 -0.44 0.79 0.3050S 0.1550S 0 0 0| 0 7,750 0 0 Total 0 0 0| 43,500 431,234 +34,960 0 Options on Financial Futures 21:59 Page 42 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 198 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 0.0000 -0.12 1.19 0.1450S 0.1450S 0 0 0| 0 500 0 0 98000 0.0900 0.0000 -0.20 1.07 0.3500S 0.1100S 0 0 0| 0 3,250 0 0 98250 0.1300 -0.0050 -0.29 0.98 0.3350S 0.1200S 0 0 0| 0 1,000 0 0 98375 0.1600 0.0000 -0.35 0.94 0.3000S 0.3000S 0 0 0| 0 250 0 0 98500 0.1950 0.0000 -0.41 0.89 0.2350S 0.1700S 0 0 0| 0 1,500 0 0 98625 0.2350 0.0000 -0.49 0.84 0 0 0| 0 0 0 0 Total 0 0 0| 0 21,900 0 0 | Jun 11 Underlying Price 98.460 (Jun 12) Indicative a-t-m Vol 0.90 Time to expiry: 289 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 0.0000 -0.12 1.31 0.1300S 0.1300S 0 0 0| 0 250 0 0 97250 0.0800 0.0000 -0.14 1.27 0.1800S 0.1600S 0 0 0| 0 3,250 0 0 97500 0.1000 0.0000 -0.18 1.19 0.1950S 0.1950S 0 0 0| 0 1,250 0 0 97750 0.1350 0.0000 -0.23 1.12 0.4100S 0.4100S 0 0 0| 0 250 0 0 98000 0.1800 -0.0050 -0.31 1.05 0.3350S 0.3350S 0 0 0| 0 750 0 0 98500 0.3300 -0.0050 -0.52 0.89 0 0 0| 0 0 0 0 Total 0 0 0| 0 9,000 0 0 | Total Puts 0 0 0| 55,250 927,176 +37,960 0 Options on Financial Futures 21:59 Page 43 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 99.830 Indicative a-t-m Vol 0.20 Time to expiry: 14 Days | | 99875 0.0050 0.0000 0.13 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.780 Indicative a-t-m Vol 0.20 Time to expiry: 105 Days | | 99750 0.0600 -0.0150 0.61 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.720 Indicative a-t-m Vol 0.20 Time to expiry: 196 Days | | 99750 0.0450 -0.0050 0.42 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.640 Indicative a-t-m Vol 0.20 Time to expiry: 287 Days | | 99625 0.0800 -0.0100 0.53 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 21:59 Page 44 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 99.830 Indicative a-t-m Vol 0.20 Time to expiry: 14 Days | | 99875 0.0500 +0.0100 -0.87 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.780 Indicative a-t-m Vol 0.20 Time to expiry: 105 Days | | 99750 0.0300 +0.0050 -0.39 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.720 Indicative a-t-m Vol 0.20 Time to expiry: 196 Days | | 99750 0.0750 +0.0050 -0.58 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.640 Indicative a-t-m Vol 0.20 Time to expiry: 287 Days | | 99625 0.0650 +0.0100 -0.47 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 21:59 Page 45 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 109.360 Indicative a-t-m Vol 1.00 Time to expiry: 14 Days | | 10930 0.122 +0.028 0.61 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.275 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 49 Days | | 10920 0.202 +0.028 0.57 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.275 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 77 Days | | 10920 0.241 +0.028 0.56 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.275 Indicative a-t-m Vol 1.00 Time to expiry: 105 Days | | 10920 0.274 +0.028 0.55 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 21:59 Page 46 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 109.360 Indicative a-t-m Vol 1.00 Time to expiry: 14 Days | | 10930 0.062 -0.037 -0.39 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.275 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 49 Days | | 10920 0.127 -0.032 -0.43 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.275 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 77 Days | | 10920 0.166 -0.032 -0.44 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.275 Indicative a-t-m Vol 1.00 Time to expiry: 105 Days | | 10920 0.199 -0.032 -0.45 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 21:59 Page 47 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 120.34 Indicative a-t-m Vol 10.26 Time to expiry: 14 Days | | 12000 1.17 +0.02 0.56 10.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.92 (Dec 10) Indicative a-t-m Vol 10.21 Time to expiry: 49 Days | | 11975 1.89 +0.06 0.52 10.18 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.92 (Dec 10) Indicative a-t-m Vol 10.21 Time to expiry: 77 Days | | 11975 2.33 +0.07 0.52 10.18 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.92 Indicative a-t-m Vol 10.21 Time to expiry: 105 Days | | 11975 2.71 +0.08 0.52 10.18 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 21:59 Page 48 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 120.34 Indicative a-t-m Vol 10.26 Time to expiry: 14 Days | | 12000 0.83 -0.20 -0.44 10.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.92 (Dec 10) Indicative a-t-m Vol 10.21 Time to expiry: 49 Days | | 11975 1.72 -0.16 -0.48 10.18 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.92 (Dec 10) Indicative a-t-m Vol 10.21 Time to expiry: 77 Days | | 11975 2.16 -0.15 -0.48 10.18 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.92 Indicative a-t-m Vol 10.21 Time to expiry: 105 Days | | 11975 2.54 -0.14 -0.48 10.18 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 21:59 Page 49 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 132.63 Indicative a-t-m Vol 10.00 Time to expiry: 14 Days | | 13200 1.41 +0.17 0.60 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 132.11 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 49 Days | | 13150 2.27 +0.21 0.56 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 132.11 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 77 Days | | 13150 2.75 +0.22 0.55 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 132.11 Indicative a-t-m Vol 10.00 Time to expiry: 105 Days | | 13150 3.15 +0.22 0.54 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 21:59 Page 50 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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 132.63 Indicative a-t-m Vol 10.00 Time to expiry: 14 Days | | 13200 0.78 -0.32 -0.40 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 132.11 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 49 Days | | 13150 1.66 -0.28 -0.44 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 132.11 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 77 Days | | 13150 2.14 -0.27 -0.45 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 132.11 Indicative a-t-m Vol 10.00 Time to expiry: 105 Days | | 13150 2.54 -0.27 -0.46 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 21:59 Page 51 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 24 Days | | 12400 1.22 -0.05 0.61 6.88 0 0 0| 0 200 0 0 12450 0.95 -0.05 0.52 6.92 0 0 0| 0 0 0 0 12500 0.72 -0.05 0.43 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: 53 Days | | 12450 1.25 -0.03 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: 85 Days | | 12450 1.63 -0.03 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: 175 Days | | 12950 2.23 -0.02 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 21:59 Page 52 Business Day Mon 30 Aug 2010 | Previous Business Day | Fri 27 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: 24 Days | | 12050 0.04 -0.01 -0.04 7.23 0 0 0| 0 200 0 0 12150 0.10 -0.02 -0.09 7.20 0.20S 0.12S 0 0 0| 0 102 0 0 12250 0.22 -0.03 -0.18 7.02 0.22S 0.20S 0 0 0| 200 600 +200 0 12350 0.45 -0.04 -0.31 6.87 0.41S 0.41S 0 0 0| 100 300 +100 0 12450 0.85 -0.05 -0.48 6.92 0 0 0| 0 0 0 0 Total 0 0 0| 300 1,202 +300 0 | Nov 10 Underlying Price 124.60 (Dec 10) Indicative a-t-m Vol 6.28 Time to expiry: 53 Days | | 12450 1.15 -0.03 -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: 85 Days | | 12450 1.53 -0.03 -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: 175 Days | | 12950 2.48 -0.02 -0.51 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 300 1,202 +300 0