Options on Financial Futures Summary 22:04 Page 1 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 76,927 N/A 160,000 236,927 | 61,338 12,833,696 +4,726 Three Month Euribor Mid-Curve 10,500 N/A 4,000 14,500 | 20,000 1,642,883 +120 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 2,832 N/A 3,000 5,832 | 0 5,391,702 0 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,000 0 Three Month Sterling Mid-Curve 16,598 N/A 10,500 27,098 | 0 2,301,368 0 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 237 N/A 0 237 | 0 1,802 0 Options on Financial Futures 22:04 Page 2 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.120 Indicative a-t-m Vol 0.26 Time to expiry: 13 Days | | 95750 3.3700 +0.0050 1.00 0.59 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 3.1200 +0.0050 1.00 0.59 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.8700 +0.0050 1.00 0.59 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.6200 +0.0050 1.00 0.59 2.3200S 0.3000 0 0 0| 0 2,400 0 0 96750 2.3700 +0.0050 1.00 0.59 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 2.1200 +0.0050 1.00 0.59 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.8700 +0.0050 1.00 0.59 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.6200 +0.0050 1.00 0.59 1.5250S 0.1700S 0 0 0| 0 4,475 0 0 97750 1.3700 +0.0050 1.00 0.59 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 1.1200 +0.0050 1.00 0.60 0.4650S 0.1050S 0 0 0| 0 8,225 0 0 98125 0.9950 +0.0050 1.00 0.60 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.8700 +0.0050 1.00 0.60 0.9600S 0.1750 0 0 0| 0 12,997 0 0 98375 0.7450 +0.0050 1.00 0.60 0.4550S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.6200 +0.0050 1.00 0.59 0.6200S 0.0850S 0 0 0| 0 47,770 0 0 98625 0.4950 +0.0050 1.00 0.57 0.5800S 0.2000S 0 0 0| 0 80,398 0 0 98750 0.3700 +0.0050 1.00 0.54 0.4800S 0.0500S 0 0 0| 0 92,885 0 0 98875 0.2450 +0.0050 0.99 0.49 0.3550S 0.0800S 0 0 0| 0 136,359 0 0 99000 0.1150 0.1225 +0.0050 0.94 0.40 0.1150 0.1150 0.2650 0.0250S 0 1,000 1,000| 0 203,416 0 0 99125 0.0150 0.0175 +0.0025 0.46 0.26 0.0150 0.0100S 0.1600 0.0100S 0 8,705 8,705| 38,238 327,243 -10,811 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| 0 334,827 0 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 0.43 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 0 9,705 9,705| 38,238 1,834,708 -10,811 0 | Oct 10 Underlying Price 99.085 (Dec 10) Indicative a-t-m Vol 0.39 Time to expiry: 48 Days | | 98750 0.3425 +0.0150 0.94 0.61 0.2250S 0.2250S 0 0 0| 0 500 0 0 98875 0.2225 +0.0125 0.86 0.53 0.3150 0.1250S 0 0 0| 0 14,910 0 0 99000 0.1150 +0.0100 0.70 0.44 0.1600S 0.0450 0 0 0| 15,000 98,475 +12,450 0 99125 0.0350 0.0350 0.0000 0.38 0.37 0.0350 0.0350 0.1400S 0.0150S 3,000 150 3,150| 0 69,223 0 0 99250 0.0100 +0.0025 0.13 0.40 0.0800S 0.0050S 3,000 0 3,000| 0 55,210 0 0 99375 0.0025 0.0000 0.05 0.48 0.0450 0.0050S 0 0 0| 0 23,700 0 0 99500 CAB 0.0000 0.02 0.53 0.0050S CAB 0 0 0| 0 8,300 0 0 Total 6,000 150 6,150| 15,000 270,318 +12,450 0 Options on Financial Futures 22:04 Page 3 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.085 (Dec 10) Indicative a-t-m Vol 0.41 Time to expiry: 76 Days | | 98875 0.2275 +0.0100 0.84 0.47 0.1600S 0.1600S 0 0 0| 0 12,984 0 0 99000 0.1275 +0.0075 0.67 0.43 0.1650S 0.0650 0 0 0| 0 22,575 0 0 99125 0.0450 0.0525 +0.0050 0.41 0.39 0.0450S 0.0450S 0.1050 0.0400S 0 300 300| 0 26,865 0 0 99250 0.0150 +0.0025 0.17 0.38 0.0150 0.0150 0 0 0| 0 11,500 0 0 99375 0.0050 0.0000 0.06 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 0 300 300| 0 85,924 0 0 | Dec 10 Underlying Price 99.085 Indicative a-t-m Vol 0.39 Time to expiry: 104 Days | | 96750 2.3350 +0.0150 1.00 0.60 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 2.0850 +0.0150 1.00 0.60 2.1100 0.4650 0 0 0| 0 2,255 0 0 97250 1.8350 +0.0150 1.00 0.60 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 1.5850 +0.0150 1.00 0.60 1.3050S 0.2750S 0 0 0| 0 14,100 0 0 97750 1.3350 +0.0150 1.00 0.60 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 1.0850 +0.0150 1.00 0.60 0.7850S 0.1500S 0 0 0| 0 19,262 0 0 98125 0.9600 +0.0150 1.00 0.60 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.8350 +0.0150 0.99 0.65 0.8000 0.1250S 0 0 0| 0 18,026 0 0 98375 0.7125 +0.0150 0.98 0.68 0.3500S 0.2450S 0 0 0| 0 6,500 0 0 98500 0.5700 0.5900 +0.0150 0.96 0.62 0.5700S 0.5700S 0.6400S 0.0600S 0 1,000 1,000| 0 206,921 0 0 98625 0.4550 0.4675 +0.0125 0.94 0.56 0.4550S 0.4550S 0.5400S 0.1300S 0 1,000 1,000| 0 27,339 0 0 98750 0.3475 +0.0100 0.90 0.49 0.4450S 0.0200S 0 0 0| 0 378,160 0 0 98875 0.2200 0.2350 +0.0075 0.81 0.45 0.2200S 0.2200S 0.3550 0.0550S 0 1,000 1,000| 0 120,769 0 0 99000 0.1300 0.1350 +0.0025 0.65 0.41 0.1300S 0.1300S 0.2650S 0.0100S 0 1,000 1,000| 0 410,343 0 0 99125 0.0600 0.0625 +0.0025 0.42 0.38 0.0600S 0.0550S 0.1750S 0.0200S 0 4,250 4,250| 0 220,197 0 0 99250 0.0200 0.0200 0.0000 0.20 0.36 0.0200 0.0200 0.1250 0.0050S 10,000 3,664 13,664| 250 377,234 0 0 99375 0.0075 +0.0025 0.08 0.38 0.0700S 0.0050 0 0 0| 0 203,929 0 0 99500 0.0050 +0.0025 0.04 0.45 0.0350 0.0050S 0 0 0| 0 136,244 0 0 99625 0.0025 +0.0025 0.02 0.47 0.0050S 0.0050S 0 0 0| 0 6,070 0 0 Total 10,000 11,914 21,914| 250 2,160,841 0 0 | Jan 11 Underlying Price 99.045 (Mar 11) Indicative a-t-m Vol 0.46 Time to expiry: 139 Days | | 98750 0.3300 +0.0075 0.81 0.55 0 0 0| 0 7,000 0 0 98875 0.2275 +0.0050 0.71 0.51 0 0 0| 0 2,500 0 0 99000 0.1400 +0.0025 0.56 0.47 0.1100S 0.1100S 0 0 0| 0 8,000 0 0 99125 0.0725 -0.0025 0.38 0.44 0.0700 0.0550S 40,000 0 40,000| 0 68,000 0 0 99250 0.0350 0.0300 -0.0025 0.21 0.42 0.0350S 0.0350S 0.0350S 0.0350S 8,000 2,000 10,000| 0 3,000 0 0 Total 48,000 2,000 50,000| 0 88,500 0 0 Options on Financial Futures 22:04 Page 4 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.045 (Mar 11) Indicative a-t-m Vol 0.48 Time to expiry: 167 Days | | 99000 0.1575 +0.0075 0.55 0.49 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.045 Indicative a-t-m Vol 0.47 Time to expiry: 195 Days | | 97250 1.7950 +0.0150 1.00 0.72 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 1.5450 +0.0150 1.00 0.72 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 1.2950 +0.0125 0.99 0.73 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 1.0500 +0.0125 0.97 0.76 0.7850S 0.2700 0 0 0| 0 9,050 0 0 98250 0.8075 +0.0125 0.95 0.69 0.6450 0.1350 0 0 0| 0 21,373 0 0 98500 0.5700 +0.0125 0.89 0.62 0.6700 0.1000S 0 0 0| 0 86,756 0 0 98625 0.4575 +0.0100 0.84 0.59 0.3700 0.2550S 0 0 0| 0 5,275 0 0 98750 0.3450 0.3475 +0.0050 0.77 0.55 0.3550 0.3450 0.4550S 0.0500S 0 25 25| 5 137,637 +5 0 98875 0.2475 +0.0050 0.68 0.51 0.3500 0.1250S 0 0 0| 0 49,454 0 0 99000 0.1550 0.1625 +0.0050 0.55 0.48 0.1550 0.1550 0.2850S 0.0250S 0 1,300 1,300| 0 176,670 0 0 99125 0.0925 0.0000 0.40 0.45 0.2000S 0.0450S 0 0 0| 0 101,777 0 0 99250 0.0450 0.0475 0.0000 0.25 0.42 0.0450 0.0400S 0.1500S 0.0050S 0 4,500 4,500| 0 120,744 0 0 99375 0.0150 0.0200 0.0000 0.13 0.41 0.0200 0.0150S 0.0850 0.0050S 0 2,525 2,525| 0 59,532 0 0 99500 0.0100 0.0000 0.07 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 8,350 8,350| 5 872,120 +5 0 | Jun 11 Underlying Price 99.015 Indicative a-t-m Vol 0.54 Time to expiry: 286 Days | | 97000 2.0150 +0.0200 1.00 0.88 1.8850S 0.5900S 0 0 0| 0 4,675 0 0 97250 1.7700 +0.0200 0.98 0.97 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 1.5250 +0.0200 0.97 0.93 1.4200S 0.4600S 0 0 0| 0 6,475 0 0 97750 1.2800 +0.0200 0.95 0.87 0.8050 0.4300 0 0 0| 0 13,100 0 0 97875 1.1575 +0.0175 0.94 0.83 0.8950 0.8950 0 0 0| 0 25 0 0 98000 1.0375 +0.0175 0.93 0.80 0.9600S 0.3900S 0 0 0| 0 20,488 0 0 98250 0.8025 +0.0175 0.88 0.74 0.5750 0.1300S 0 0 0| 0 5,205 0 0 98500 0.5750 +0.0150 0.81 0.67 0.5950 0.1250S 0 0 0| 0 35,374 0 0 98625 0.4700 +0.0150 0.76 0.64 0.3600S 0.2850S 0 0 0| 0 2,950 0 0 98750 0.3700 +0.0150 0.69 0.60 0.4500S 0.0700 0 0 0| 0 44,779 0 0 98875 0.2775 +0.0075 0.61 0.57 0.2850S 0.1400S 0 0 0| 0 23,549 0 0 99000 0.1975 +0.0075 0.51 0.55 0.2950S 0.0400S 0 0 0| 0 132,684 0 0 99125 0.1300 +0.0075 0.40 0.51 0.1400S 0.0550S 0 0 0| 0 107,012 0 0 99250 0.0700 0.0775 +0.0075 0.29 0.48 0.0700S 0.0700S 0.1500 0.0150S 0 2,000 2,000| 0 121,276 0 0 99375 0.0350 0.0400 +0.0025 0.18 0.45 0.0350S 0.0350S 0.0450S 0.0150S 0 2,000 2,000| 0 11,500 0 0 99500 0.0175 +0.0025 0.10 0.43 0.0700 0.0050S 0 0 0| 0 16,215 0 0 99750 0.0025 0.0000 0.03 0.43 0.0200 0.0050S 0 0 0| 0 6,700 0 0 Total 0 4,000 4,000| 0 555,907 0 0 Options on Financial Futures 22:04 Page 5 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.975 Indicative a-t-m Vol 0.59 Time to expiry: 384 Days | | 97250 1.7500 +0.0100 0.95 1.07 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 1.5050 +0.0100 0.93 0.99 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 1.2650 +0.0100 0.91 0.92 0.5500S 0.4800S 0 0 0| 0 4,175 0 0 98000 1.0300 +0.0100 0.87 0.85 0.9600 0.2850S 0 0 0| 0 17,500 0 0 98250 0.8000 +0.0100 0.82 0.78 0.7800 0.3650 0 0 0| 0 16,225 0 0 98500 0.5850 +0.0100 0.75 0.71 0.5600S 0.1500S 0 0 0| 0 22,500 0 0 98750 0.3900 +0.0050 0.63 0.65 0.4200S 0.1050 0 0 0| 0 50,725 0 0 99000 0.2250 +0.0050 0.48 0.59 0.2850S 0.0500S 0 0 0| 0 43,450 0 0 99250 0.0950 0.0000 0.30 0.50 0.1400S 0.0150S 0 0 0| 0 27,450 0 0 99500 0.0250 0.0250 +0.0050 0.12 0.43 0.0250 0.0250 0.0800S 0.0050S 0 610 610| 250 41,335 +250 0 99750 0.0050 0.0000 0.03 0.40 0.0100S 0.0100S 0 0 0| 0 2,000 0 0 Total 0 610 610| 250 233,130 +250 0 | Dec 11 Underlying Price 98.890 Indicative a-t-m Vol 0.66 Time to expiry: 475 Days | | 97250 1.6850 +0.0100 0.92 1.05 0.6150S 0.6000S 0 0 0| 0 350 0 0 97500 1.4450 +0.0050 0.90 0.99 0.6350S 0.5100S 0 0 0| 0 24,500 0 0 97750 1.2150 +0.0100 0.86 0.93 1.0300 0.4650S 0 0 0| 0 18,295 0 0 98000 0.9850 +0.0050 0.82 0.87 0.8600S 0.4150S 0 0 0| 0 13,350 0 0 98250 0.7700 +0.0050 0.76 0.81 0.5000S 0.3100 0 0 0| 0 3,275 0 0 98500 0.5700 +0.0100 0.68 0.75 0.5300S 0.1850S 0 0 0| 0 14,650 0 0 98750 0.3900 +0.0050 0.57 0.70 0.4050S 0.1100S 0 0 0| 0 42,575 0 0 99000 0.2350 +0.0050 0.44 0.63 0.3000S 0.0700S 0 0 0| 0 39,644 0 0 99250 0.1050 0.1150 0.0000 0.29 0.57 0.1050 0.1050 0.1900S 0.0150S 0 936 936| 0 37,512 0 0 99500 0.0400 +0.0050 0.14 0.49 0.0350S 0.0200S 0 0 0| 0 21,000 0 0 Total 0 936 936| 0 215,151 0 0 | Mar 12 Underlying Price 98.815 Indicative a-t-m Vol 0.73 Time to expiry: 566 Days | | 96500 2.3600 0.0000 0.94 1.26 2.0100S 2.0100S 0 0 0| 0 100 0 0 97750 1.1900 0.0000 0.81 0.99 0.5400S 0.5400S 0 0 0| 0 500 0 0 98000 0.9700 0.0000 0.77 0.92 0.7900 0.4600S 0 0 0| 0 3,000 0 0 98250 0.7650 0.0000 0.70 0.86 0.6300S 0.4300S 0 0 0| 0 15,150 0 0 98500 0.5750 0.0000 0.63 0.81 0.5450S 0.3250 0 0 0| 0 12,675 0 0 98750 0.4000 0.0000 0.53 0.75 0.3900S 0.3050 0 0 0| 0 7,000 0 0 99000 0.2550 0.0000 0.42 0.69 0.2350S 0.1000S 0 0 0| 0 10,045 0 0 99250 0.1350 0.0000 0.29 0.62 0.0850 0.0850 0 0 0| 0 2,025 0 0 99500 0.0550 0.0000 0.15 0.54 0.0550 0.0100 0 0 0| 0 34,500 0 0 Total 0 0 0| 0 84,995 0 0 Options on Financial Futures 22:04 Page 6 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.725 Indicative a-t-m Vol 0.78 Time to expiry: 657 Days | | 98250 0.7400 -0.0100 0.66 0.88 0.7300S 0.4800S 0 0 0| 0 14,350 0 0 98500 0.5600 -0.0050 0.58 0.83 0.5250S 0.4200S 0 0 0| 0 4,950 0 0 98750 0.3950 -0.0050 0.49 0.77 0.3800S 0.3250S 0 0 0| 0 2,500 0 0 99000 0.2500 -0.0050 0.39 0.71 0.2300S 0.2250S 0 0 0| 0 10,700 0 0 99250 0.1400 0.0000 0.27 0.64 0.1100S 0.1100S 0 0 0| 0 2,750 0 0 99500 0.0600 0.0550 -0.0050 0.15 0.56 0.0600 0.0600 0.0600 0.0350S 0 5 5| 2 14,500 0 0 Total 0 5 5| 2 49,750 0 0 | Total Calls 64,000 37,970 101,970| 53,745 6,451,344 +1,894 0 Options on Financial Futures 22:04 Page 7 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.120 Indicative a-t-m Vol 0.26 Time to expiry: 13 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 0.60 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 0.0050 0.0025 0.0000 -0.06 0.40 0.0050 0.0050 0.6150S 0.0050 0 1,000 1,000| 0 215,703 0 0 99125 0.0250 0.0225 -0.0025 -0.54 0.26 0.0300S 0.0250 0.2700S 0.0200S 0 7,335 7,335| 7,025 152,572 +2,775 0 99250 0.1325 -0.0050 -0.96 0.39 0.2950S 0.1250S 0 0 0| 0 24,050 0 0 Total 0 8,335 8,335| 7,025 1,759,721 +2,775 0 Options on Financial Futures 22:04 Page 8 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.085 (Dec 10) Indicative a-t-m Vol 0.39 Time to expiry: 48 Days | | 98000 CAB 0.0000 0.00 0.77 0.0500 0.0150S 0 0 0| 0 500 0 0 98250 CAB 0.0000 0.00 0.75 0.0300S 0.0300S 0 0 0| 0 700 0 0 98375 CAB 0.0000 0.00 0.73 0.0450 0.0150 0 0 0| 0 1,250 0 0 98500 CAB 0.0000 -0.01 0.70 0.0650 0.0050 0 0 0| 0 12,240 0 0 98625 0.0025 0.0000 -0.03 0.66 0.1200S 0.0050 0 0 0| 0 7,931 0 0 98750 0.0075 0.0000 -0.06 0.61 0.1400S 0.0050S 0 0 0| 0 33,490 0 0 98875 0.0200 0.0125 -0.0025 -0.14 0.53 0.0200 0.0150 0.1850S 0.0150 0 12 12| 158 21,157 +57 0 99000 0.0350 0.0300 -0.0050 -0.30 0.44 0.0350S 0.0300 0.1900S 0.0250S 0 4,732 4,732| 400 10,060 0 0 99125 0.0750 -0.0150 -0.62 0.37 0.2950S 0.0750S 0 0 0| 0 7,499 0 0 Total 0 4,744 4,744| 558 94,827 +57 0 | Nov 10 Underlying Price 99.085 (Dec 10) Indicative a-t-m Vol 0.41 Time to expiry: 76 Days | | 98500 CAB -0.0025 -0.01 0.58 0.0450 0.0300S 0 0 0| 0 1,500 0 0 98750 0.0075 -0.0025 -0.07 0.51 0.0900S 0.0900S 0 0 0| 0 4,000 0 0 98875 0.0175 -0.0050 -0.16 0.47 0.0800 0.0250S 0 0 0| 0 2,201 0 0 99000 0.0425 -0.0075 -0.33 0.43 0.1850S 0.0300 0 0 0| 0 2,250 0 0 99125 0.1100 0.0925 -0.0100 -0.59 0.39 0.1100S 0.1100S 0.1100S 0.1100S 0 300 300| 0 0 0 0 Total 0 300 300| 0 9,951 0 0 Options on Financial Futures 22:04 Page 9 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.085 Indicative a-t-m Vol 0.39 Time to expiry: 104 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 0.65 0.5350S 0.0050S 0 0 0| 0 129,862 0 0 98375 0.0025 0.0000 -0.02 0.68 0.3700S 0.0100S 0 0 0| 0 39,182 0 0 98500 0.0100 0.0050 0.0000 -0.04 0.62 0.0100S 0.0050S 0.5850S 0.0050S 0 22,000 22,000| 10 279,195 0 0 98625 0.0075 -0.0025 -0.06 0.56 0.3450S 0.0050S 0 0 0| 0 252,727 0 0 98750 0.0150 0.0125 -0.0050 -0.10 0.49 0.0150S 0.0150S 0.7300S 0.0100S 0 2,000 2,000| 0 313,053 0 0 98875 0.0400 0.0250 -0.0075 -0.19 0.45 0.0400 0.0400 0.3050S 0.0200S 0 103 103| 0 154,085 0 0 99000 0.0500 -0.0125 -0.35 0.41 0.9100S 0.0450S 0 0 0| 0 192,364 0 0 99125 0.1100 0.1025 -0.0125 -0.58 0.38 0.1100S 0.1100S 0.3050S 0.0900S 0 750 750| 0 57,120 0 0 99250 0.1850 -0.0150 -0.80 0.36 0.3500S 0.2500S 0 0 0| 0 17,500 0 0 Total 0 24,853 24,853| 10 1,852,577 0 0 | Jan 11 Underlying Price 99.045 (Mar 11) Indicative a-t-m Vol 0.46 Time to expiry: 139 Days | | 98250 0.0050 -0.0025 -0.03 0.70 0.0050 0.0050 0 0 0| 0 25 0 0 98500 0.0125 -0.0025 -0.08 0.62 0.0450 0.0450 0 0 0| 0 1,600 0 0 98625 0.0200 -0.0050 -0.12 0.58 0.0350 0.0300S 0 0 0| 0 83,000 0 0 98750 0.0350 -0.0075 -0.19 0.55 0.1100S 0.0400S 40,000 0 40,000| 0 114,500 0 0 98875 0.0575 -0.0100 -0.29 0.51 0.0900 0.0600 0 0 0| 0 48,825 0 0 99000 0.0950 -0.0125 -0.44 0.47 0.2250S 0.1000S 40,000 0 40,000| 0 113,000 0 0 99125 0.1525 -0.0175 -0.62 0.44 0.2000S 0.2000S 0 0 0| 0 500 0 0 Total 80,000 0 80,000| 0 361,450 0 0 Options on Financial Futures 22:04 Page 10 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.045 (Mar 11) Indicative a-t-m Vol 0.48 Time to expiry: 167 Days | | 99000 0.1125 -0.0075 -0.45 0.49 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.045 Indicative a-t-m Vol 0.47 Time to expiry: 195 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 CAB -0.0025 -0.01 0.73 0.5700S 0.0150 0 0 0| 0 29,550 0 0 97875 0.0025 -0.0025 -0.02 0.77 0.0600 0.0200S 0 0 0| 0 4,120 0 0 98000 0.0050 -0.0025 -0.03 0.76 0.6950 0.0200 0 0 0| 0 35,739 0 0 98125 0.0075 -0.0025 -0.04 0.72 0.0950S 0.0300S 0 0 0| 0 7,350 0 0 98250 0.0125 -0.0025 -0.05 0.69 0.4950S 0.0300 0 0 0| 0 129,364 0 0 98375 0.0175 -0.0025 -0.08 0.65 0.1450S 0.0200 0 0 0| 0 42,280 0 0 98500 0.0250 -0.0025 -0.11 0.62 0.6800S 0.0200 0 0 0| 0 124,789 0 0 98625 0.0375 -0.0050 -0.16 0.59 0.2400S 0.0350S 2,000 0 2,000| 0 90,065 0 0 98750 0.0525 -0.0100 -0.23 0.55 0.8500S 0.0500S 4,000 0 4,000| 0 172,390 0 0 98875 0.0775 -0.0100 -0.32 0.51 0.2750S 0.0850S 0 0 0| 0 42,350 0 0 99000 0.1300 0.1175 -0.0100 -0.45 0.48 0.1300S 0.1300S 1.0500S 0.1050S 2,000 300 2,300| 0 190,555 0 0 99125 0.1725 -0.0150 -0.60 0.45 0.3950S 0.2000S 0 0 0| 0 23,150 0 0 Total 8,000 300 8,300| 0 1,005,810 0 0 Options on Financial Futures 22:04 Page 11 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.015 Indicative a-t-m Vol 0.54 Time to expiry: 286 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 0.0000 0.00 0.88 0.6650S 0.0050S 0 0 0| 0 73,178 0 0 97250 0.0050 0.0000 -0.02 0.97 0.6300S 0.0200S 0 0 0| 0 45,925 0 0 97500 0.0100 0.0000 -0.03 0.93 0.6050S 0.0100S 0 0 0| 0 41,460 0 0 97750 0.0150 0.0000 -0.05 0.87 0.6000S 0.0400S 0 0 0| 0 23,055 0 0 97875 0.0175 -0.0025 -0.06 0.83 0.0850 0.0350S 0 0 0| 0 2,000 0 0 98000 0.0225 -0.0025 -0.07 0.80 0.6000 0.0250S 0 0 0| 0 47,578 0 0 98125 0.0300 -0.0025 -0.09 0.77 0.1200 0.0350 0 0 0| 0 34,775 0 0 98250 0.0375 -0.0025 -0.12 0.74 0.4300S 0.0450S 0 0 0| 0 42,655 0 0 98375 0.0475 -0.0025 -0.15 0.70 0.1750S 0.0550S 0 0 0| 0 24,675 0 0 98500 0.0600 -0.0050 -0.19 0.67 0.4150S 0.0750S 0 0 0| 0 54,698 0 0 98625 0.0850 0.0800 -0.0050 -0.24 0.64 0.0850S 0.0850S 0.2600S 0.0850S 2,000 100 2,100| 0 77,500 0 0 98750 0.1050 0.1050 -0.0050 -0.31 0.60 0.1050S 0.1050S 0.3750S 0.1050S 4,000 100 4,100| 0 68,970 0 0 98875 0.1450 0.1375 -0.0125 -0.39 0.57 0.1450S 0.1450S 0.3550S 0.1400S 0 100 100| 0 85,250 0 0 99000 0.1850 0.1825 -0.0125 -0.49 0.55 0.1850S 0.1850S 0.4100S 0.1850S 2,000 100 2,100| 0 46,837 0 0 99125 0.2400 -0.0125 -0.60 0.51 0.3850S 0.2600S 0 0 0| 0 1,150 0 0 Total 8,000 400 8,400| 0 796,646 0 0 Options on Financial Futures 22:04 Page 12 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.975 Indicative a-t-m Vol 0.59 Time to expiry: 384 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 1.11 0.0400S 0.0350S 0 0 0| 0 2,000 0 0 94750 CAB 0.0000 0.00 1.10 0 0 0| 0 2,000 0 0 95000 CAB 0.0000 0.00 1.10 0.0800S 0.0150 0 0 0| 0 11,000 0 0 95250 CAB 0.0000 0.00 1.10 0.1000S 0.0900S 0 0 0| 0 10,000 0 0 96000 CAB -0.0050 -0.01 1.17 0.1250 0.1050S 0 0 0| 0 6,001 0 0 96250 0.0050 -0.0050 -0.02 1.26 0.1150S 0.1150S 0 0 0| 0 2,100 0 0 96500 0.0100 -0.0050 -0.02 1.25 0.2500S 0.0350S 0 0 0| 0 5,700 0 0 97000 0.0200 -0.0050 -0.04 1.15 0.2550S 0.0200S 0 0 0| 0 14,250 0 0 97250 0.0250 -0.0050 -0.05 1.07 0.6150S 0.0550S 0 0 0| 0 16,120 0 0 97500 0.0300 -0.0050 -0.07 0.99 0.6300S 0.0300S 0 0 0| 0 11,800 0 0 97750 0.0400 -0.0050 -0.09 0.92 0.6200S 0.0400S 0 0 0| 0 8,000 0 0 98000 0.0550 -0.0050 -0.13 0.85 0.4300S 0.0550S 0 0 0| 0 17,550 0 0 98250 0.0750 -0.0050 -0.18 0.78 0.7150S 0.1750S 0 0 0| 0 15,050 0 0 98500 0.1150 0.1100 -0.0050 -0.25 0.71 0.1150 0.1150 0.5150S 0.1150 0 25 25| 0 21,300 0 0 98750 0.1650 -0.0100 -0.37 0.65 0.5500S 0.1850S 0 0 0| 0 18,625 0 0 99000 0.2500 -0.0100 -0.52 0.59 0.4950S 0.3200S 0 0 0| 0 7,250 0 0 Total 0 25 25| 0 168,996 0 0 | Dec 11 Underlying Price 98.890 Indicative a-t-m Vol 0.66 Time to expiry: 475 Days | | 92000 CAB 0.0000 0.00 1.13 0.0100 0.0050 0 0 0| 0 65 0 0 92500 CAB 0.0000 0.00 1.13 0.0100 0.0100 0 0 0| 0 56 0 0 95000 CAB 0.0000 0.00 1.13 0.0350 0.0350 0 0 0| 0 500 0 0 96000 0.0150 0.0000 -0.02 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 0.0000 -0.06 1.11 0.2400S 0.0450 0 0 0| 0 11,050 0 0 97250 0.0450 0.0000 -0.08 1.05 0.6200 0.1150 0 0 0| 0 6,350 0 0 97500 0.0550 -0.0050 -0.10 0.99 0.5900S 0.0750S 0 0 0| 0 17,600 0 0 97750 0.0750 0.0000 -0.14 0.93 0.6150S 0.1700S 0 0 0| 0 14,665 0 0 98000 0.0950 -0.0050 -0.18 0.87 0.5300S 0.1000S 0 0 0| 0 26,850 0 0 98250 0.1300 -0.0050 -0.24 0.81 0.4750S 0.2400S 0 0 0| 0 16,450 0 0 98500 0.1800 0.0000 -0.32 0.75 0.4700S 0.2000S 0 0 0| 0 20,150 0 0 98750 0.2500 -0.0050 -0.43 0.70 0.5350S 0.2500S 0 0 0| 0 28,050 0 0 99000 0.3450 -0.0050 -0.56 0.63 0.6250S 0.6100S 0 0 0| 0 500 0 0 Total 0 0 0| 0 221,012 0 0 Options on Financial Futures 22:04 Page 13 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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: 566 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 0.0000 -0.05 1.30 0.0800 0.0800 0 0 0| 0 300 0 0 96500 0.0450 0.0000 -0.06 1.26 0.1700S 0.0900S 0 0 0| 0 4,025 0 0 96750 0.0550 0.0000 -0.08 1.20 0.1450 0.1400 0 0 0| 0 2,000 0 0 97000 0.0650 0.0000 -0.10 1.15 0.2200S 0.1250S 0 0 0| 0 13,837 0 0 97250 0.0800 0.0000 -0.12 1.10 0 0 0| 0 2,000 0 0 97500 0.1000 0.0000 -0.15 1.04 0.3200S 0.1300 0 0 0| 0 9,675 0 0 97750 0.1250 0.0000 -0.19 0.99 0.4800S 0.2500S 0 0 0| 0 750 0 0 98000 0.1550 0.0000 -0.23 0.92 0.5400S 0.1950S 0 0 0| 0 5,250 0 0 98250 0.2000 0.0000 -0.30 0.86 0.5350S 0.4600S 0 0 0| 0 8,100 0 0 98500 0.2600 0.0000 -0.37 0.81 0.5600S 0.3400S 0 0 0| 0 13,825 0 0 98750 0.3350 0.0000 -0.47 0.75 0.4250S 0.3300S 0 0 0| 0 4,500 0 0 99000 0.4400 0.0000 -0.58 0.69 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 66,862 0 0 | Jun 12 Underlying Price 98.725 Indicative a-t-m Vol 0.78 Time to expiry: 657 Days | | 95000 0.0250 0.0000 -0.03 1.54 0.0650S 0.0650S 0 0 0| 0 500 0 0 95750 0.0400 0.0000 -0.05 1.41 0.0700S 0.0700S 0 0 0| 0 500 0 0 96250 0.0600 0.0000 -0.08 1.32 0.1200S 0.1200S 0 0 0| 0 750 0 0 97000 0.0950 0.0000 -0.13 1.16 0.2000S 0.1950S 0 0 0| 0 12,700 0 0 97250 0.1150 0.0000 -0.15 1.10 0.2300S 0.2250S 0 0 0| 0 1,250 0 0 97500 0.1400 0.0000 -0.19 1.05 0 0 0| 0 3,500 0 0 98000 0.2150 +0.0050 -0.28 0.94 0 0 0| 0 3,500 0 0 98250 0.2650 0.0000 -0.34 0.88 0.5550S 0.2800S 0 0 0| 0 13,350 0 0 98500 0.3350 +0.0050 -0.42 0.83 0.5600S 0.3950S 0 0 0| 0 5,450 0 0 98750 0.4200 +0.0050 -0.51 0.77 0.4700S 0.4400S 0 0 0| 0 3,000 0 0 Total 0 0 0| 0 44,500 0 0 | Total Puts 96,000 38,957 134,957| 7,593 6,382,352 +2,832 0 Options on Financial Futures 22:04 Page 14 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.975 (Sep 11) Indicative a-t-m Vol 0.60 Time to expiry: 13 Days | | 97250 1.7250 +0.0150 1.00 0.77 0.5350 0.4950 0 0 0| 0 280 0 0 97375 1.6000 +0.0150 1.00 0.77 0.4300 0.4250S 0 0 0| 0 1,500 0 0 97500 1.4750 +0.0150 1.00 0.77 0.3800S 0.3600 0 0 0| 0 203 0 0 97625 1.3500 +0.0150 1.00 0.78 0.4300S 0.2900S 0 0 0| 0 4,651 0 0 97750 1.2250 +0.0150 1.00 0.79 0.3500S 0.2400S 0 0 0| 0 5,250 0 0 97875 1.1000 +0.0150 1.00 0.80 0.4550S 0.1950S 0 0 0| 0 1,750 0 0 98000 0.9750 +0.0150 1.00 0.81 0.7300S 0.1050S 0 0 0| 0 39,071 0 0 98125 0.8500 +0.0150 1.00 0.82 0.3250S 0.1050S 0 0 0| 0 24,752 0 0 98250 0.7250 0.7250 +0.0150 1.00 0.84 0.7250S 0.7250S 0.7250S 0.0700S 0 1,000 1,000| 0 34,049 0 0 98375 0.6000 +0.0150 1.00 0.89 0.4600S 0.0550S 0 0 0| 0 5,250 0 0 98500 0.4750 +0.0150 0.99 0.96 0.4400S 0.0650S 0 0 0| 0 14,765 0 0 98625 0.3500 +0.0100 0.97 0.96 0.3500 0.0500S 0 0 0| 0 19,356 0 0 98750 0.2300 +0.0100 0.92 0.83 0.2850S 0.0250S 0 0 0| 0 42,365 0 0 98875 0.1000 0.1100 +0.0050 0.81 0.58 0.1100S 0.1000S 0.2050S 0.0100 2,000 1,750 3,750| 6,000 58,135 +4,070 0 99000 0.0350 0.0350 +0.0050 0.42 0.60 0.0350S 0.0300S 0.1300S 0.0050 0 2,300 2,300| 6,000 46,415 -6,000 0 99125 0.0050 0.0000 0.11 0.62 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 2,000 5,050 7,050| 12,000 354,459 -1,930 0 | Oct 10 Underlying Price 98.890 (Dec 11) Indicative a-t-m Vol 0.68 Time to expiry: 48 Days | | 98500 0.4050 +0.0100 0.91 0.81 0.3700S 0.1900S 0 0 0| 0 1,250 0 0 98625 0.2900 +0.0050 0.83 0.78 0.2400S 0.2400S 0 0 0| 0 250 0 0 98750 0.1900 +0.0050 0.70 0.73 0.1750 0.0700 0 0 0| 0 2,463 0 0 98875 0.1050 +0.0050 0.52 0.68 0.1600S 0.0900S 0 0 0| 0 1,400 0 0 99000 0.0500 +0.0050 0.32 0.65 0.0450S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0200 0.0000 0.17 0.67 0.0200S 0.0200S 0 0 0| 0 500 0 0 99250 0.0100 0.0000 0.08 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 98.890 (Dec 11) Indicative a-t-m Vol 0.68 Time to expiry: 76 Days | | 98625 0.3050 +0.0050 0.78 0.74 0.1850S 0.1850S 0 0 0| 0 3,000 0 0 98750 0.2100 +0.0050 0.67 0.71 0.1150S 0.1150S 0 0 0| 0 3,000 0 0 98875 0.1300 +0.0050 0.52 0.68 0.0650S 0.0650S 0 0 0| 0 3,000 0 0 99000 0.0700 0.0000 0.36 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 22:04 Page 15 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.890 (Dec 11) Indicative a-t-m Vol 0.67 Time to expiry: 104 Days | | 97375 1.5150 +0.0100 1.00 0.89 0.4450 0.4450 0 0 0| 0 10 0 0 97625 1.2650 +0.0100 1.00 0.89 0.3900S 0.3850S 0 0 0| 0 350 0 0 97750 1.1400 +0.0100 0.99 0.90 0.3700S 0.2700S 0 0 0| 0 10,750 0 0 97875 1.0200 +0.0100 0.98 0.97 0.3150S 0.3150S 0 0 0| 0 3,000 0 0 98000 0.9000 +0.0100 0.96 0.97 0.3500S 0.1200 0 0 0| 0 16,750 0 0 98125 0.7800 +0.0100 0.94 0.97 0.2850S 0.2600S 0 0 0| 0 2,250 0 0 98250 0.6600 +0.0100 0.92 0.88 0.5800S 0.1100S 0 0 0| 0 12,500 0 0 98375 0.5400 +0.0050 0.88 0.83 0.2550S 0.1150S 0 0 0| 0 3,750 0 0 98500 0.4300 +0.0100 0.82 0.79 0.4000S 0.0850S 0 0 0| 0 77,700 0 0 98625 0.3250 +0.0050 0.75 0.75 0.3200S 0.0600S 0 0 0| 0 10,250 0 0 98750 0.2300 +0.0050 0.65 0.71 0.2500S 0.0250 0 0 0| 0 96,067 0 0 98875 0.1500 +0.0050 0.52 0.67 0.1450S 0.0350S 0 0 0| 0 136,500 0 0 99000 0.0850 0.0000 0.37 0.64 0.1050S 0.0250S 0 0 0| 0 42,121 0 0 99125 0.0450 +0.0050 0.23 0.61 0.0650S 0.0150S 0 0 0| 0 12,500 0 0 99250 0.0250 0.0000 0.14 0.63 0.0150S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 0 0| 0 428,498 0 0 | Jan 11 Underlying Price 98.815 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 139 Days | | 98875 0.1500 -0.0050 0.45 0.74 0.1500S 0.0600S 0 0 0| 0 1,500 0 0 99000 0.1000 0.0000 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 0.73 Time to expiry: 167 Days | | 98875 0.1650 -0.0050 0.45 0.72 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: 195 Days | | 98000 0.8600 0.0000 0.88 0.98 0.3900S 0.3900S 0 0 0| 0 1,000 0 0 98375 0.5300 0.0000 0.76 0.88 0.3250S 0.1400S 0 0 0| 0 5,000 0 0 98500 0.4300 0.0000 0.70 0.84 0.3200S 0.2450S 0 0 0| 0 10,750 0 0 98625 0.3400 0.0000 0.63 0.81 0.3150S 0.1900 0 0 0| 0 3,750 0 0 98750 0.2550 0.0000 0.55 0.77 0.2300S 0.0500S 0 0 0| 0 12,750 0 0 98875 0.1850 0.0000 0.46 0.73 0.1700S 0.1100S 0 0 0| 0 20,500 0 0 99000 0.1250 0.0000 0.36 0.70 0.0600S 0.0600S 0 0 0| 1,000 4,000 +1,000 0 99125 0.0750 0.0000 0.26 0.67 0.0950S 0.0250S 0 0 0| 0 8,250 0 0 99250 0.0450 0.0000 0.18 0.65 0 0 0| 1,000 1,000 +1,000 0 99375 0.0250 0.0000 0.11 0.64 0 0 0| 0 1,000 0 0 Total 0 0 0| 2,000 68,000 +2,000 0 Options on Financial Futures 22:04 Page 16 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.725 (Jun 12) Indicative a-t-m Vol 0.81 Time to expiry: 286 Days | | 98250 0.6100 -0.0100 0.73 0.91 0.3800S 0.3600S 0 0 0| 0 800 0 0 98375 0.5150 -0.0100 0.68 0.89 0.3250S 0.3200S 0 0 0| 0 250 0 0 98500 0.4250 -0.0100 0.62 0.86 0.3750S 0.2700S 0 0 0| 0 2,925 0 0 98750 0.2700 -0.0050 0.49 0.81 0.1900S 0.1450S 0 0 0| 0 2,500 0 0 99125 0.1050 -0.0050 0.27 0.74 0.0500 0.0450S 0 0 0| 0 6,000 0 0 99250 0.0750 0.0000 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 2,000 5,050 7,050| 14,000 902,795 +70 0 Options on Financial Futures 22:04 Page 17 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.975 (Sep 11) Indicative a-t-m Vol 0.60 Time to expiry: 13 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 0.0000 -0.01 0.96 0.2400S 0.0050 0 0 0| 0 31,217 0 0 98625 CAB -0.0050 -0.03 0.96 0.1650S 0.0050S 0 0 0| 0 39,325 0 0 98750 0.0050 0.0050 -0.0050 -0.08 0.83 0.0050 0.0050 0.2300S 0.0050 0 500 500| 0 70,803 0 0 98875 0.0200 0.0100 -0.0100 -0.19 0.58 0.0200S 0.0150S 0.2300S 0.0150S 2,000 1,750 3,750| 3,000 29,802 -2,950 0 99000 0.0600 0.0600 -0.0100 -0.58 0.60 0.0600S 0.0600S 0.2450S 0.0600S 0 1,200 1,200| 0 2,200 0 0 Total 2,000 3,450 5,450| 3,000 398,695 -2,950 0 | Oct 10 Underlying Price 98.890 (Dec 11) Indicative a-t-m Vol 0.68 Time to expiry: 48 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 0.0000 -0.02 0.85 0 0 0| 0 750 0 0 98375 0.0050 0.0000 -0.04 0.84 0.0250S 0.0100S 0 0 0| 0 2,200 0 0 98500 0.0150 0.0000 -0.09 0.81 0.1000S 0.0250S 0 0 0| 0 2,950 0 0 98625 0.0250 -0.0050 -0.17 0.78 0.0600S 0.0450S 0 0 0| 0 2,200 0 0 98750 0.0500 -0.0050 -0.30 0.73 0.1050S 0.0850S 0 0 0| 0 2,513 0 0 98875 0.0900 -0.0050 -0.48 0.68 0 0 0| 0 0 0 0 Total 0 0 0| 0 18,363 0 0 Options on Financial Futures 22:04 Page 18 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.890 (Dec 11) Indicative a-t-m Vol 0.68 Time to expiry: 76 Days | | 98500 0.0250 0.0000 -0.14 0.79 0.0300S 0.0300S 0 0 0| 0 960 0 0 98625 0.0400 -0.0050 -0.22 0.74 0.0500S 0.0500S 0 0 0| 0 100 0 0 98750 0.0700 -0.0050 -0.33 0.71 0.0900S 0.0800S 0 0 0| 0 960 0 0 98875 0.1150 -0.0050 -0.48 0.68 0.1400S 0.1400S 0 0 0| 0 100 0 0 Total 0 0 0| 0 2,120 0 0 | Dec 10 Underlying Price 98.890 (Dec 11) Indicative a-t-m Vol 0.67 Time to expiry: 104 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 -0.02 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 0.97 0.3200S 0.0300S 0 0 0| 0 9,800 0 0 98250 0.0200 0.0000 -0.08 0.88 0.3200S 0.0700S 0 0 0| 0 46,750 0 0 98375 0.0250 -0.0050 -0.12 0.83 0.3400S 0.1950 0 0 0| 0 3,000 0 0 98500 0.0400 0.0000 -0.18 0.79 0.2900S 0.0500S 0 0 0| 0 38,250 0 0 98625 0.0600 -0.0050 -0.25 0.75 0.3350S 0.0750S 0 0 0| 0 9,750 0 0 98750 0.0900 -0.0050 -0.35 0.71 0.3250S 0.1100S 0 0 0| 0 12,040 0 0 98875 0.1350 -0.0050 -0.48 0.67 0.1850S 0.1500S 0 0 0| 0 3,450 0 0 Total 0 0 0| 0 274,210 0 0 | Jan 11 Underlying Price 98.815 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 139 Days | | 98000 0.0250 0.0250 0.0000 -0.09 0.98 0.0250S 0.0250S 0.0250S 0.0250S 0 500 500| 0 0 0 0 98250 0.0400 0.0400 0.0000 -0.15 0.89 0.0400S 0.0400S 0.0400S 0.0400S 0 1,000 1,000| 0 0 0 0 98500 0.0750 0.0800 0.0000 -0.27 0.83 0.0750S 0.0750S 0.0750S 0.0750S 0 500 500| 0 0 0 0 98875 0.2100 -0.0050 -0.55 0.74 0 0 0| 0 0 0 0 Total 0 2,000 2,000| 0 0 0 0 | Feb 11 Underlying Price 98.815 (Mar 12) Indicative a-t-m Vol 0.73 Time to expiry: 167 Days | | 98875 0.2250 -0.0050 -0.55 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 19 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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: 195 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 0.0000 -0.12 0.98 0.3200S 0.1000S 0 0 0| 0 9,250 0 0 98250 0.0700 0.0000 -0.19 0.91 0.2050S 0.0750 0 0 0| 3,000 5,300 +3,000 0 98375 0.0900 0.0000 -0.24 0.88 0 0 0| 0 1,500 0 0 98500 0.1150 0.0000 -0.30 0.84 0.3350S 0.1750S 0 0 0| 0 15,500 0 0 98625 0.1500 0.0000 -0.37 0.81 0.1950S 0.1950S 0 0 0| 0 250 0 0 98750 0.1900 0.0000 -0.45 0.77 0.2100S 0.2100S 0 0 0| 0 4,000 0 0 98875 0.2450 0.0000 -0.54 0.73 0 0 0| 0 0 0 0 Total 0 0 0| 3,000 42,150 +3,000 0 | Jun 11 Underlying Price 98.725 (Jun 12) Indicative a-t-m Vol 0.81 Time to expiry: 286 Days | | 98000 0.0900 0.0000 -0.19 0.97 0.1000S 0.1000S 0 0 0| 0 3,000 0 0 98250 0.1350 0.0000 -0.27 0.91 0.3350S 0.3300S 0 0 0| 0 800 0 0 98375 0.1650 0.0000 -0.32 0.89 0.3400S 0.3200S 0 0 0| 0 250 0 0 98500 0.2000 0.0000 -0.38 0.86 0.2600S 0.2600S 0 0 0| 0 500 0 0 98750 0.2950 +0.0050 -0.51 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 4,550 0 0 | Total Puts 2,000 5,450 7,450| 6,000 740,088 +50 0 Options on Financial Futures 22:04 Page 20 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.635 (Sep 12) Indicative a-t-m Vol 0.72 Time to expiry: 13 Days | | 98500 0.1500 -0.0100 0.83 0.73 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 98625 0.0600 -0.0100 0.53 0.72 0 0 0| 0 0 0 0 98750 0.0150 -0.0050 0.20 0.72 0.0200S 0.0200S 0 0 0| 0 4,000 0 0 99000 CAB 0.0000 0.00 0.70 0.0050S 0.0050S 0 0 0| 0 2,000 0 0 Total 0 0 0| 0 8,000 0 0 | Oct 10 Underlying Price 98.515 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 48 Days | | 98500 0.1250 -0.0100 0.52 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.515 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 76 Days | | 98500 0.1500 -0.0100 0.52 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.515 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 104 Days | | 98500 0.1700 -0.0100 0.52 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.420 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 195 Days | | 98500 0.2150 -0.0100 0.45 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.300 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 286 Days | | 98375 0.2900 -0.0100 0.47 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 22:04 Page 21 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.635 (Sep 12) Indicative a-t-m Vol 0.72 Time to expiry: 13 Days | | 98625 0.0500 +0.0050 -0.47 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 98.515 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 48 Days | | 98500 0.1100 +0.0100 -0.48 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.515 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 76 Days | | 98500 0.1350 +0.0100 -0.48 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.515 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 104 Days | | 98500 0.1550 +0.0100 -0.48 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.420 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 195 Days | | 98500 0.2950 +0.0100 -0.55 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.300 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 286 Days | | 98375 0.3650 +0.0100 -0.53 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 22:04 Page 22 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 0.27 Time to expiry: 15 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 0.3975 +0.0025 1.00 1.02 0.3050S 0.1800 0 0 0| 0 11,159 0 0 99000 0.2750 +0.0025 0.97 0.86 0.2750S 0.0100S 0 0 0| 0 48,845 0 0 99125 0.1525 0.0000 0.88 0.60 0.1650S 0.0500S 0 0 0| 0 72,505 0 0 99250 0.0350 0.0325 -0.0050 0.63 0.25 0.0350S 0.0350S 0.1000 0.0100S 0 500 500| 0 72,902 0 0 99375 0.0025 0.0000 0.08 0.36 0.0600 0.0050S 0 0 0| 0 202,955 0 0 99500 CAB 0.0000 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 0 500 500| 0 695,245 0 0 | Oct 10 Underlying Price 99.220 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 50 Days | | 99250 0.0375 +0.0100 0.41 0.35 0.0200S 0.0200S 0 0 0| 0 400 0 0 Total 0 0 0| 0 400 0 0 | Nov 10 Underlying Price 99.220 (Dec 10) Indicative a-t-m Vol 0.36 Time to expiry: 78 Days | | 99250 0.0475 +0.0100 0.42 0.33 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 23 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.220 Indicative a-t-m Vol 0.36 Time to expiry: 106 Days | | 97000 2.2200 +0.0200 1.00 0.81 1.4150S 0.5600S 0 0 0| 0 10,341 0 0 97250 1.9700 +0.0200 1.00 0.81 0.6700 0.4100S 0 0 0| 0 1,954 0 0 97500 1.7200 +0.0200 1.00 0.81 1.4150 0.2650S 0 0 0| 0 8,706 0 0 97750 1.4700 +0.0200 1.00 0.81 0.5650S 0.2250S 0 0 0| 0 2,060 0 0 97875 1.3450 +0.0200 1.00 0.81 0.5850S 0.5850S 0 0 0| 0 15 0 0 98000 1.2200 +0.0200 1.00 0.82 0.9550S 0.1450S 0 0 0| 0 22,895 0 0 98125 1.0975 +0.0200 0.99 0.91 0.8300S 0.4800S 0 0 0| 0 750 0 0 98250 0.9750 +0.0200 0.98 0.91 0.7900S 0.0750S 0 0 0| 0 7,037 0 0 98375 0.8525 +0.0200 0.96 0.90 0.6800S 0.3700 0 0 0| 0 6,760 0 0 98500 0.7300 +0.0200 0.95 0.83 0.7250S 0.0500S 0 0 0| 0 37,505 0 0 98625 0.6075 +0.0200 0.93 0.74 0.3800S 0.2650S 0 0 0| 0 6,450 0 0 98750 0.4850 +0.0175 0.91 0.67 0.4900S 0.0350S 0 0 0| 0 73,462 0 0 98875 0.3675 +0.0175 0.86 0.60 0.3250S 0.1650S 0 0 0| 0 18,700 0 0 99000 0.2550 +0.0150 0.79 0.52 0.2600S 0.0050S 0 0 0| 0 70,393 0 0 99125 0.1450 0.1475 +0.0125 0.66 0.43 0.1450S 0.1450S 0.1650 0.0400 1,000 200 1,200| 0 52,034 0 0 99250 0.0550 0.0600 +0.0100 0.44 0.35 0.0550S 0.0550S 0.0750 0.0050S 2,000 400 2,400| 0 161,668 0 0 99375 0.0150 0.0175 +0.0050 0.18 0.32 0.0150S 0.0150S 0.0400 0.0050S 0 200 200| 0 89,575 0 0 99500 0.0050 0.0000 0.06 0.34 0.0350S 0.0050S 0 0 0| 0 68,800 0 0 99625 0.0025 0.0000 0.03 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 3,000 800 3,800| 0 682,103 0 0 Options on Financial Futures 22:04 Page 24 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.170 Indicative a-t-m Vol 0.46 Time to expiry: 197 Days | | 96250 2.9200 +0.0200 1.00 1.06 2.1200S 0.7200S 0 0 0| 0 3,000 0 0 96500 2.6700 +0.0200 1.00 1.06 0.7350S 0.7350S 0 0 0| 0 500 0 0 96750 2.4200 +0.0200 1.00 1.06 0.7850S 0.6800S 0 0 0| 0 1,500 0 0 97000 2.1700 +0.0200 1.00 1.06 1.4200S 0.5350S 0 0 0| 0 1,705 0 0 97250 1.9225 +0.0200 0.99 1.11 0.9200 0.5000 0 0 0| 0 3,750 0 0 97500 1.6775 +0.0200 0.98 1.15 0.6850S 0.2400S 0 0 0| 0 8,623 0 0 97750 1.4325 +0.0200 0.96 1.09 0.9500S 0.3100 0 0 0| 0 3,255 0 0 98000 1.1875 +0.0200 0.94 1.01 0.6600S 0.1400S 0 0 0| 0 8,315 0 0 98250 0.9425 +0.0200 0.92 0.89 0.6350 0.1100S 0 0 0| 0 4,950 0 0 98500 0.7025 +0.0175 0.88 0.77 0.7100S 0.0500S 0 0 0| 0 17,970 0 0 98625 0.5850 +0.0150 0.85 0.72 0.4750 0.2600S 0 0 0| 0 6,852 0 0 98750 0.4725 +0.0150 0.81 0.67 0.4850 0.0300S 0 0 0| 0 16,327 0 0 98875 0.3625 +0.0150 0.75 0.61 0.3600S 0.1800S 0 0 0| 0 24,420 0 0 99000 0.2575 +0.0125 0.67 0.54 0.2750S 0.0200S 0 0 0| 0 65,825 0 0 99125 0.1650 +0.0125 0.55 0.49 0.1650S 0.0450S 0 0 0| 0 57,725 0 0 99250 0.0850 +0.0100 0.40 0.41 0.0900S 0.0200S 0 0 0| 0 78,150 0 0 99375 0.0300 +0.0050 0.21 0.34 0.0450S 0.0050S 0 0 0| 0 33,122 0 0 99500 0.0100 0.0000 0.10 0.34 0.0200S 0.0050S 0 0 0| 0 34,000 0 0 99625 0.0050 0.0000 0.04 0.36 0 0 0| 0 5,000 0 0 99750 0.0025 0.0000 0.02 0.38 0 0 0| 0 25,000 0 0 Total 0 0 0| 0 399,989 0 0 | Jun 11 Underlying Price 99.100 Indicative a-t-m Vol 0.55 Time to expiry: 288 Days | | 96250 2.8525 +0.0175 0.99 1.38 0.8850S 0.7400S 0 0 0| 0 870 0 0 96500 2.6075 +0.0175 0.98 1.42 1.2700S 0.5500 0 0 0| 0 2,250 0 0 96750 2.3625 +0.0175 0.97 1.41 1.7400S 0.7050S 0 0 0| 0 1,500 0 0 97000 2.1175 +0.0175 0.96 1.35 1.2400 0.3700S 0 0 0| 0 6,750 0 0 97250 1.8725 +0.0175 0.95 1.28 1.0900S 0.6900S 0 0 0| 0 3,500 0 0 97500 1.6275 +0.0175 0.94 1.19 0.8700 0.2250S 0 0 0| 0 12,144 0 0 97750 1.3850 +0.0175 0.92 1.10 0.7650S 0.7650S 0 0 0| 0 500 0 0 98000 1.1450 +0.0175 0.90 1.00 0.9100S 0.1350S 0 0 0| 0 13,044 0 0 98250 0.9100 +0.0175 0.86 0.91 0.7550S 0.1050 0 0 0| 0 7,826 0 0 98500 0.6800 +0.0175 0.80 0.81 0.5650S 0.0600S 0 0 0| 0 11,050 0 0 98750 0.4700 0.4575 +0.0150 0.72 0.69 0.4700 0.4700 0.4700 0.1000S 0 2 2| 0 13,826 0 0 98875 0.3550 +0.0150 0.66 0.64 0.3500S 0.2450S 0 0 0| 0 6,400 0 0 99000 0.2600 +0.0125 0.58 0.58 0.2400S 0.0300S 0 0 0| 0 35,200 0 0 99125 0.1775 +0.0100 0.48 0.54 0.1700S 0.0800S 0 0 0| 0 7,600 0 0 99250 0.1125 +0.0100 0.37 0.50 0.1000S 0.0200 0 0 0| 0 45,760 0 0 99375 0.0575 +0.0075 0.25 0.45 0.0450S 0.0150S 0 0 0| 0 15,300 0 0 99500 0.0225 +0.0025 0.13 0.40 0.0350S 0.0050S 0 0 0| 0 16,750 0 0 99750 0.0050 +0.0025 0.03 0.39 0.0250S 0.0250S 0 0 0| 0 11,000 0 0 Total 0 2 2| 0 211,270 0 0 Options on Financial Futures 22:04 Page 25 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.000 Indicative a-t-m Vol 0.66 Time to expiry: 386 Days | | 96250 2.8000 +0.0300 0.94 1.79 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 2.5550 +0.0300 0.93 1.70 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 2.3100 +0.0300 0.92 1.60 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 2.0650 +0.0300 0.91 1.49 0.8200S 0.6800S 0 0 0| 0 4,250 0 0 97500 1.5800 +0.0250 0.88 1.28 0.7800 0.7800 0 0 0| 0 10 0 0 97750 1.3400 +0.0250 0.86 1.17 0.7500S 0.5100S 0 0 0| 0 7,130 0 0 98000 1.1000 +0.0200 0.83 1.06 0.5350 0.2850S 0 0 0| 0 3,500 0 0 98250 0.8700 +0.0200 0.78 0.95 0.5050S 0.2900 0 0 0| 0 627 0 0 98500 0.6500 +0.0200 0.72 0.85 0.4550S 0.1100S 0 0 0| 0 10,350 0 0 98750 0.4500 +0.0250 0.63 0.77 0.3400S 0.1150 0 0 0| 0 6,690 0 0 99000 0.2700 +0.0250 0.50 0.66 0.2600S 0.0400S 0 0 0| 0 15,175 0 0 99250 0.1300 +0.0250 0.34 0.57 0.1000 0.0200 0 0 0| 0 11,600 0 0 99500 0.0400 +0.0100 0.16 0.49 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 98.850 Indicative a-t-m Vol 0.74 Time to expiry: 477 Days | | 96500 2.4100 +0.0350 0.92 1.49 0.9000S 0.8350S 0 0 0| 0 1,150 0 0 96750 2.1700 +0.0350 0.91 1.43 0.8300S 0.7550S 0 0 0| 0 1,100 0 0 97000 1.9300 +0.0350 0.89 1.35 0.9650S 0.7300S 0 0 0| 0 6,500 0 0 97250 1.6900 +0.0300 0.87 1.26 0.7300 0.6700S 0 0 0| 0 4,638 0 0 97500 1.4550 +0.0300 0.85 1.18 0.6750S 0.5500S 0 0 0| 0 1,700 0 0 97750 1.2300 +0.0300 0.81 1.11 0.7100S 0.5350S 0 0 0| 0 2,475 0 0 98000 1.0050 +0.0300 0.77 1.02 0.6550S 0.3450 0 0 0| 0 3,366 0 0 98250 0.7900 +0.0250 0.71 0.95 0.5900S 0.2600 0 0 0| 0 4,400 0 0 98500 0.5950 +0.0250 0.64 0.87 0.4400 0.1200 0 0 0| 0 13,280 0 0 98750 0.4050 +0.0200 0.55 0.78 0.3550S 0.0900 0 0 0| 0 8,000 0 0 99000 0.2400 +0.0150 0.43 0.69 0.2200S 0.0600S 0 0 0| 0 9,369 0 0 99250 0.1150 +0.0100 0.28 0.59 0.0950S 0.0550S 0 0 0| 0 9,000 0 0 99500 0.0400 +0.0050 0.13 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 22:04 Page 26 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.690 Indicative a-t-m Vol 0.83 Time to expiry: 568 Days | | 97000 1.8000 +0.0450 0.86 1.27 0.7800S 0.7800S 0 0 0| 0 250 0 0 97250 1.5700 +0.0450 0.84 1.20 0.7200S 0.6250S 0 0 0| 0 2,000 0 0 97750 1.1250 +0.0400 0.76 1.08 0.7200S 0.6200S 0 0 0| 0 1,125 0 0 98000 0.9150 +0.0350 0.71 1.01 0.6200S 0.5050S 0 0 0| 0 2,500 0 0 98250 0.7200 +0.0350 0.65 0.95 0.5300 0.4700 0 0 0| 0 2,100 0 0 98500 0.5350 +0.0300 0.57 0.88 0.4800S 0.1300S 0 0 0| 0 4,550 0 0 98750 0.3700 +0.0300 0.48 0.81 0.2400S 0.2400S 0 0 0| 0 500 0 0 99000 0.2300 +0.0300 0.37 0.74 0.1950S 0.1000S 0 0 0| 0 9,200 0 0 99250 0.1100 +0.0150 0.24 0.64 0.0950S 0.0500S 0 0 0| 0 8,350 0 0 99500 0.0350 +0.0050 0.11 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 98.520 Indicative a-t-m Vol 0.87 Time to expiry: 659 Days | | 98250 0.6450 +0.0350 0.59 0.95 0.4900S 0.4900S 0 0 0| 0 250 0 0 98500 0.4700 +0.0300 0.51 0.87 0 0 0| 0 0 0 0 98750 0.3200 +0.0250 0.42 0.81 0.3350S 0.3200S 0 0 0| 0 1,000 0 0 99250 0.0950 +0.0100 0.20 0.65 0.0900S 0.0700S 0 0 0| 0 3,500 0 0 99500 0.0350 +0.0050 0.10 0.56 0.0300S 0.0250S 0 0 0| 0 1,250 0 0 Total 0 0 0| 0 6,000 0 0 | Total Calls 3,000 1,302 4,302| 0 2,160,767 0 0 Options on Financial Futures 22:04 Page 27 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 0.27 Time to expiry: 15 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 0.0050 0.0025 +0.0025 0.00 1.02 0.0050S 0.0050S 0.2700S CAB 0 10 10| 0 50,619 0 0 99000 0.0050 0.0050 +0.0025 -0.03 0.86 0.0050S 0.0050S 0.2550 0.0050S 0 10 10| 0 41,779 0 0 99125 0.0050 0.0075 0.0000 -0.12 0.60 0.0050S 0.0050S 0.3000S 0.0050S 0 500 500| 0 40,870 0 0 99250 0.0150 0.0125 -0.0050 -0.37 0.25 0.0150 0.0150 0.8150S 0.0150 0 1,010 1,010| 0 18,535 0 0 99375 0.1075 0.0000 -0.92 0.36 0.9150S 0.1100S 0 0 0| 0 3,749 0 0 Total 0 1,530 1,530| 0 491,814 0 0 Options on Financial Futures 22:04 Page 28 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.220 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 50 Days | | 99000 0.0175 -0.0025 -0.15 0.58 0.0200S 0.0150S 0 0 0| 0 1,000 0 0 99125 0.0300 -0.0050 -0.28 0.45 0.0500S 0.0300S 0 0 0| 0 1,000 0 0 99250 0.0675 -0.0100 -0.59 0.35 0 0 0| 0 0 0 0 Total 0 0 0| 0 2,000 0 0 | Nov 10 Underlying Price 99.220 (Dec 10) Indicative a-t-m Vol 0.36 Time to expiry: 78 Days | | 99250 0.0775 -0.0100 -0.58 0.33 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 29 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.220 Indicative a-t-m Vol 0.36 Time to expiry: 106 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 -0.02 0.91 0.4300S 0.0150 0 0 0| 0 37,857 0 0 98375 0.0075 0.0000 -0.04 0.90 0.4150S 0.0100S 0 0 0| 0 19,978 0 0 98500 0.0100 0.0000 -0.05 0.83 0.3400S 0.0100 0 0 0| 0 161,311 0 0 98625 0.0125 0.0000 -0.07 0.74 0.2700S 0.0150S 0 0 0| 0 9,050 0 0 98750 0.0150 -0.0025 -0.09 0.67 0.3200S 0.0100S 0 0 0| 0 55,908 0 0 98875 0.0225 -0.0025 -0.14 0.60 0.3100 0.0150S 0 0 0| 0 95,936 0 0 99000 0.0350 -0.0050 -0.21 0.52 0.3800 0.0250 0 0 0| 0 66,118 0 0 99125 0.0525 -0.0075 -0.34 0.43 0.8000 0.0400S 0 0 0| 0 15,212 0 0 99250 0.0900 -0.0100 -0.56 0.35 0.2950S 0.0700S 0 0 0| 0 15,940 0 0 Options on Financial Futures 22:04 Page 30 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 0.1725 -0.0150 -0.82 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 99.170 Indicative a-t-m Vol 0.46 Time to expiry: 197 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 -0.04 1.05 0.1800 0.0150 0 0 0| 0 4,105 0 0 98000 0.0175 0.0000 -0.06 1.01 0.5400S 0.0150 0 0 0| 0 46,100 0 0 98125 0.0200 0.0000 -0.07 0.95 0.2350 0.0300 0 0 0| 0 16,015 0 0 98250 0.0225 0.0000 -0.08 0.89 0.3400S 0.0250S 0 0 0| 0 87,874 0 0 98375 0.0250 -0.0025 -0.09 0.82 0.2750 0.0200S 0 0 0| 0 15,002 0 0 98500 0.0325 -0.0025 -0.12 0.77 0.4500S 0.0350 0 0 0| 0 65,474 0 0 98625 0.0400 -0.0050 -0.15 0.72 0.4000S 0.0350S 0 0 0| 0 35,833 0 0 98750 0.0525 -0.0050 -0.19 0.67 0.4100 0.0550 0 0 0| 0 16,675 0 0 98875 0.0675 -0.0050 -0.25 0.61 0.3500S 0.0650S 0 0 0| 0 13,200 0 0 99000 0.0875 -0.0075 -0.33 0.54 0.2900 0.0900 0 0 0| 0 27,746 0 0 99125 0.1200 -0.0075 -0.45 0.49 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 22:04 Page 31 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.100 Indicative a-t-m Vol 0.55 Time to expiry: 288 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 0.0025 -0.0025 -0.01 1.38 0.8200S 0.0150S 0 0 0| 0 56,374 0 0 96500 0.0075 -0.0025 -0.02 1.42 0.8850S 0.0250S 0 0 0| 0 117,501 0 0 96750 0.0125 -0.0025 -0.03 1.41 0.8200S 0.0300S 0 0 0| 0 43,400 0 0 96875 0.0150 -0.0025 -0.03 1.39 0.0150 0.0150 0 0 0| 0 30 0 0 97000 0.0175 -0.0025 -0.04 1.35 0.7500S 0.0400S 0 0 0| 0 233,000 0 0 97250 0.0225 -0.0025 -0.05 1.28 0.7400S 0.0550S 0 0 0| 0 57,254 0 0 97500 0.0275 -0.0025 -0.06 1.19 0.7800S 0.0650S 0 0 0| 0 159,750 0 0 97750 0.0350 -0.0025 -0.08 1.10 0.3350S 0.0550S 0 0 0| 0 20,780 0 0 98000 0.0450 -0.0025 -0.10 1.00 0.4900S 0.0450S 0 0 0| 0 17,250 0 0 98125 0.0500 -0.0050 -0.12 0.96 0.1150S 0.0850S 0 0 0| 0 750 0 0 98250 0.0600 -0.0025 -0.14 0.91 0.5300S 0.0550S 0 0 0| 0 20,554 0 0 98375 0.0700 -0.0025 -0.17 0.87 0.1600 0.0600S 0 0 0| 0 8,250 0 0 98500 0.0800 -0.0025 -0.20 0.81 0.4550S 0.0900S 0 0 0| 0 9,750 0 0 98625 0.0925 -0.0050 -0.24 0.75 0.2150S 0.1650S 0 0 0| 0 1,750 0 0 98750 0.1075 -0.0050 -0.28 0.69 0.4100S 0.1200S 0 0 0| 0 11,400 0 0 98875 0.1300 -0.0050 -0.34 0.64 0.2750S 0.1500S 0 0 0| 0 5,400 0 0 99000 0.1600 -0.0075 -0.42 0.58 0.3450 0.1850S 0 0 0| 0 4,500 0 0 99125 0.2025 -0.0100 -0.52 0.54 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 22:04 Page 32 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.000 Indicative a-t-m Vol 0.66 Time to expiry: 386 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 1.88 0.3350S 0.0250 0 0 0| 0 11,500 0 0 96250 0.0500 0.0000 -0.06 1.79 0.8050S 0.0550 0 0 0| 0 104 0 0 96500 0.0550 0.0000 -0.07 1.70 0.8800S 0.0600 0 0 0| 0 6,000 0 0 96750 0.0600 0.0000 -0.08 1.60 0.8600S 0.8000S 0 0 0| 0 2,000 0 0 97000 0.0650 0.0000 -0.09 1.49 0.8500S 0.0650S 0 0 0| 0 9,750 0 0 97250 0.0700 -0.0050 -0.10 1.39 0.4800 0.0750S 0 0 0| 0 4,502 0 0 97500 0.0800 -0.0050 -0.12 1.28 0.2150S 0.1000S 0 0 0| 0 3,250 0 0 97750 0.0900 -0.0050 -0.14 1.17 0.5800S 0.1150S 0 0 0| 0 11,005 0 0 98000 0.1000 -0.0100 -0.17 1.06 0.5300S 0.1050S 0 0 0| 0 12,700 0 0 98250 0.1200 -0.0100 -0.22 0.95 0.5250S 0.1900S 0 0 0| 0 7,355 0 0 98500 0.1500 -0.0100 -0.28 0.85 0.5350S 0.2450S 0 0 0| 0 8,450 0 0 98750 0.2000 -0.0050 -0.37 0.77 0.4450S 0.3100S 0 0 0| 0 2,750 0 0 99000 0.2700 -0.0050 -0.50 0.66 0 0 0| 0 0 0 0 Total 0 0 0| 0 103,166 0 0 Options on Financial Futures 22:04 Page 33 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.850 Indicative a-t-m Vol 0.74 Time to expiry: 477 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 1.57 0.0950 0.0900 0 0 0| 0 6 0 0 96500 0.0600 -0.0050 -0.08 1.49 0.8100S 0.1100S 0 0 0| 0 2,390 0 0 96750 0.0700 -0.0050 -0.09 1.43 0.7550S 0.1050S 0 0 0| 0 3,100 0 0 97000 0.0800 -0.0050 -0.11 1.35 0.7200S 0.0450S 0 0 0| 0 17,416 0 0 97250 0.0900 -0.0100 -0.13 1.26 0.7200S 0.1850 0 0 0| 0 5,638 0 0 97500 0.1050 -0.0100 -0.15 1.18 0.6950S 0.0700S 0 0 0| 0 23,050 0 0 97750 0.1300 -0.0100 -0.19 1.11 0.5350S 0.1950S 0 0 0| 0 7,676 0 0 98000 0.1550 -0.0100 -0.23 1.02 0.5350S 0.1200S 0 0 0| 0 15,500 0 0 98250 0.1900 -0.0150 -0.29 0.95 0.5900 0.2100S 0 0 0| 0 40,993 0 0 98500 0.2450 -0.0150 -0.36 0.87 0.4700S 0.2700S 0 0 0| 0 9,250 0 0 98750 0.3050 -0.0200 -0.45 0.78 0.5000S 0.3450S 0 0 0| 0 36,690 0 0 Total 0 0 0| 0 188,400 0 0 | Mar 12 Underlying Price 98.690 Indicative a-t-m Vol 0.83 Time to expiry: 568 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 1.80 0 0 0| 0 2,000 0 0 95500 0.0500 0.0000 -0.06 1.67 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 0.0650 -0.0050 -0.08 1.45 0.1400 0.1400 0 0 0| 0 2 0 0 96500 0.0800 -0.0050 -0.10 1.39 0.2200S 0.1650 0 0 0| 0 6,450 0 0 97000 0.1100 -0.0050 -0.14 1.27 0.6500S 0.2350S 0 0 0| 0 5,250 0 0 97250 0.1300 -0.0050 -0.16 1.20 0.7000S 0.2700 0 0 0| 0 1,506 0 0 97500 0.1500 -0.0100 -0.19 1.14 0.4550S 0.3350S 0 0 0| 0 3,500 0 0 97750 0.1850 -0.0100 -0.24 1.08 0.6950S 0.2000 0 0 0| 0 8,700 0 0 98000 0.2250 -0.0150 -0.29 1.01 0.6400S 0.3950S 0 0 0| 0 1,500 0 0 98250 0.2800 -0.0150 -0.35 0.95 0.5100S 0.3500 0 0 0| 0 7,050 0 0 98500 0.3450 -0.0200 -0.43 0.88 0.5150S 0.3850S 0 0 0| 0 250 0 0 98750 0.4300 -0.0200 -0.52 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 57,008 0 0 Options on Financial Futures 22:04 Page 34 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.520 Indicative a-t-m Vol 0.87 Time to expiry: 659 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 1.75 0.1050 0.1050 0 0 0| 0 3,000 0 0 95500 0.0700 -0.0050 -0.07 1.60 0.0950 0.0950 0 0 0| 0 8,500 0 0 96000 0.0900 -0.0050 -0.09 1.48 0 0 0| 0 650 0 0 96250 0.1000 -0.0100 -0.11 1.42 0.2200 0.2200 0 0 0| 0 5,002 0 0 97000 0.1550 -0.0100 -0.17 1.24 0.2300S 0.2300S 0 0 0| 0 11,000 0 0 97250 0.1800 -0.0150 -0.21 1.18 0.3800 0.3800 0 0 0| 0 2 0 0 97750 0.2600 -0.0150 -0.29 1.07 0.4600S 0.4600S 0 0 0| 0 5,000 0 0 98000 0.3100 -0.0200 -0.35 1.00 0.5500S 0.3350S 0 0 0| 0 2,000 0 0 98250 0.3750 -0.0250 -0.41 0.95 0.5500S 0.3800S 0 0 0| 0 1,250 0 0 98500 0.4500 -0.0300 -0.49 0.87 0 0 0| 0 0 0 0 Total 0 0 0| 0 37,404 0 0 | Total Puts 0 1,530 1,530| 0 3,230,935 0 0 Options on Financial Futures 22:04 Page 35 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.340 (Sep 12) Indicative a-t-m Vol 0.91 Time to expiry: 15 Days | | 98250 0.1300 +0.0350 0.68 0.94 0 0 0| 0 0 0 0 98375 0.0600 +0.0200 0.43 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 98.140 (Dec 12) Indicative a-t-m Vol 1.02 Time to expiry: 50 Days | | 98125 0.1600 +0.0300 0.52 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 78 Days | | 98125 0.1950 +0.0250 0.51 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 106 Days | | 98125 0.2300 +0.0300 0.51 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.970 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 197 Days | | 97875 0.3750 +0.0250 0.55 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.810 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 288 Days | | 97750 0.4100 +0.0300 0.53 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 22:04 Page 36 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.340 (Sep 12) Indicative a-t-m Vol 0.91 Time to expiry: 15 Days | | 98000 0.0050 -0.0050 -0.05 0.99 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98250 0.0400 -0.0250 -0.32 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.02 Time to expiry: 50 Days | | 98125 0.1450 -0.0300 -0.48 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 78 Days | | 98125 0.1800 -0.0350 -0.49 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 106 Days | | 98125 0.2150 -0.0300 -0.49 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.970 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 197 Days | | 97875 0.2800 -0.0250 -0.45 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.810 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 288 Days | | 97750 0.3500 -0.0300 -0.47 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 22:04 Page 37 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.000 (Sep 11) Indicative a-t-m Vol 0.62 Time to expiry: 15 Days | | 96250 2.7500 +0.0300 1.00 0.88 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 2.2500 +0.0300 1.00 0.88 0.4750 0.4450 0 0 0| 0 750 0 0 97000 2.0000 +0.0300 1.00 0.88 0.5900 0.5900 0 0 0| 0 10 0 0 97125 1.8750 +0.0300 1.00 0.88 0.4100 0.4100 0 0 0| 0 500 0 0 97500 1.5000 +0.0300 1.00 0.88 0.5650S 0.5600S 0 0 0| 0 4,000 0 0 97625 1.3750 +0.0300 1.00 0.88 0.2700 0.2700 0 0 0| 0 10 0 0 97750 1.2500 +0.0300 1.00 0.88 0.3750S 0.2250 0 0 0| 0 2,560 0 0 98000 1.0000 +0.0300 1.00 0.89 0.5950S 0.0700S 0 0 0| 0 18,502 0 0 98125 0.8750 +0.0300 1.00 0.89 0.2050S 0.0700S 0 0 0| 0 9,000 0 0 98250 0.7500 +0.0300 1.00 0.89 0.4550S 0.1200S 0 0 0| 0 27,512 0 0 98375 0.6250 +0.0300 1.00 0.89 0.5600S 0.0250S 0 0 0| 0 33,752 0 0 98500 0.5000 +0.0300 1.00 0.89 0.3900S 0.0100S 0 0 0| 0 35,989 0 0 98625 0.3750 +0.0250 0.98 0.89 0.3250S 0.0250S 0 0 0| 0 134,675 0 0 98750 0.2550 +0.0250 0.93 0.83 0.2700S 0.0050S 0 0 0| 0 135,240 0 0 98875 0.1400 0.1400 +0.0200 0.80 0.72 0.1450S 0.1400S 0.1450 0.0100S 0 700 700| 0 28,235 0 0 99000 0.0500 +0.0050 0.50 0.62 0.0850S 0.0050S 0 0 0| 0 27,503 0 0 99125 0.0100 0.0100 0.0000 0.16 0.62 0.0150S 0.0100S 0.0250S 0.0050S 0 1,400 1,400| 0 22,452 0 0 99250 0.0050 CAB 0.0000 0.04 0.67 0.0050S 0.0050S 0.0100S 0.0050S 0 700 700| 0 8,100 0 0 Total 0 2,800 2,800| 0 489,915 0 0 | Oct 10 Underlying Price 98.850 (Dec 11) Indicative a-t-m Vol 0.69 Time to expiry: 50 Days | | 98500 0.3800 +0.0350 0.84 0.95 0.3250S 0.1050S 0 0 0| 0 16,625 0 0 98750 0.1650 +0.0200 0.64 0.75 0.1800 0.0250S 0 0 0| 0 30,640 0 0 98875 0.0900 +0.0200 0.46 0.68 0.0850S 0.0150S 0 0 0| 0 2,000 0 0 99000 0.0400 +0.0100 0.26 0.64 0.0350S 0.0050S 0 0 0| 0 33,605 0 0 99125 0.0150 +0.0050 0.12 0.63 0.0150S 0.0100 0 0 0| 0 5,102 0 0 99250 0.0050 0.0000 0.06 0.68 0.0150S 0.0150S 0 0 0| 0 10,000 0 0 Total 0 0 0| 0 97,972 0 0 | Nov 10 Underlying Price 98.850 (Dec 11) Indicative a-t-m Vol 0.73 Time to expiry: 78 Days | | 98750 0.2000 +0.0250 0.61 0.78 0.1500S 0.1500S 0 0 0| 0 500 0 0 98875 0.1200 +0.0150 0.47 0.72 0.0800S 0.0800S 0 0 0| 0 500 0 0 99000 0.0650 +0.0150 0.32 0.68 0.0350S 0.0350S 0 0 0| 0 500 0 0 99125 0.0300 +0.0050 0.18 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 22:04 Page 38 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.850 (Dec 11) Indicative a-t-m Vol 0.73 Time to expiry: 106 Days | | 96625 2.2250 +0.0400 1.00 1.15 0.5600S 0.5600S 0 0 0| 0 1,200 0 0 96750 2.1000 +0.0400 1.00 1.16 0.5650S 0.5400S 0 0 0| 0 1,200 0 0 97500 1.3650 +0.0400 0.96 1.46 0.7500S 0.3950S 0 0 0| 0 3,510 0 0 97625 1.2450 +0.0400 0.94 1.45 0.4250S 0.4200S 0 0 0| 0 500 0 0 97750 1.1250 +0.0400 0.93 1.40 0.5700S 0.3200S 0 0 0| 0 3,250 0 0 97875 1.0050 +0.0400 0.91 1.35 0.6300S 0.1950S 0 0 0| 0 16,925 0 0 98000 0.8800 0.8850 +0.0400 0.90 1.27 0.8800S 0.8800S 0.8800S 0.1300 0 2,262 2,262| 0 34,141 0 0 98125 0.7650 +0.0400 0.88 1.18 0.7400S 0.1200S 0 0 0| 0 39,425 0 0 98250 0.6500 0.6450 +0.0350 0.85 1.10 0.6500S 0.6500S 0.6500S 0.0750S 0 2,262 2,262| 0 36,770 0 0 98375 0.5200 0.5250 +0.0300 0.82 0.97 0.5200S 0.5200S 0.5200S 0.0600S 0 2,262 2,262| 0 31,168 0 0 98500 0.4150 +0.0250 0.77 0.90 0.4200S 0.0350S 0 0 0| 0 55,662 0 0 98625 0.3150 0.3150 +0.0250 0.69 0.83 0.3150S 0.3150S 0.3150S 0.0250S 0 2,262 2,262| 0 22,652 0 0 98750 0.2200 +0.0200 0.60 0.77 0.2250S 0.0150S 0 0 0| 0 145,628 0 0 98875 0.1450 +0.0200 0.48 0.73 0.1200S 0.0100S 750 0 750| 0 61,032 0 0 99000 0.0750 +0.0050 0.33 0.65 0.0950S 0.0050S 1,500 0 1,500| 0 147,902 0 0 99125 0.0350 +0.0050 0.20 0.61 0.0400S 0.0050S 750 0 750| 0 52,240 0 0 99250 0.0150 +0.0050 0.10 0.57 0.0050S 0.0050S 0 0 0| 0 57,000 0 0 99375 0.0050 0.0000 0.04 0.57 0 0 0| 0 5,000 0 0 Total 3,000 9,048 12,048| 0 715,205 0 0 | Mar 11 Underlying Price 98.690 (Mar 12) Indicative a-t-m Vol 0.81 Time to expiry: 197 Days | | 97500 1.2300 +0.0500 0.91 1.25 0.8750 0.8750 0 0 0| 0 50 0 0 97875 0.8800 +0.0450 0.85 1.10 0.4650S 0.4650S 0 0 0| 0 1,250 0 0 98000 0.7700 +0.0400 0.82 1.07 0.4300S 0.4300S 0 0 0| 0 250 0 0 98125 0.6600 +0.0350 0.78 1.03 0 0 0| 0 2,000 0 0 98250 0.5550 +0.0350 0.73 0.98 0.3200S 0.0950S 0 0 0| 0 5,000 0 0 98375 0.4550 +0.0300 0.68 0.94 0.2800S 0.2800S 0 0 0| 0 2,250 0 0 98500 0.3650 +0.0300 0.62 0.89 0.3250S 0.3250S 0 0 0| 0 3,500 0 0 98625 0.2750 +0.0250 0.54 0.84 0.1550S 0.1100S 0 0 0| 0 1,000 0 0 98750 0.1950 +0.0200 0.46 0.78 0.1700S 0.0250S 0 0 0| 0 11,750 0 0 98875 0.1300 +0.0150 0.36 0.73 0.1200S 0.0350S 0 0 0| 0 6,250 0 0 99000 0.0800 +0.0100 0.27 0.69 0.0500S 0.0400S 0 0 0| 0 3,500 0 0 99125 0.0450 +0.0050 0.18 0.65 0.0350 0.0200S 0 0 0| 0 3,750 0 0 99250 0.0250 +0.0050 0.11 0.62 0.0350S 0.0050S 0 0 0| 0 8,000 0 0 Total 0 0 0| 0 48,550 0 0 Options on Financial Futures 22:04 Page 39 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.520 (Jun 12) Indicative a-t-m Vol 0.88 Time to expiry: 288 Days | | 97750 0.8900 +0.0450 0.79 1.12 0.5150S 0.5150S 0 0 0| 0 250 0 0 98000 0.6850 +0.0450 0.72 1.05 0.4000S 0.3550 0 0 0| 0 400 0 0 98250 0.4900 +0.0350 0.63 0.97 0.2700S 0.2300 0 0 0| 0 400 0 0 98500 0.3200 +0.0300 0.51 0.89 0.1900S 0.1900S 0 0 0| 0 1,750 0 0 98750 0.1900 +0.0250 0.38 0.82 0.1700S 0.1050S 0 0 0| 0 4,500 0 0 98875 0.1350 +0.0200 0.31 0.79 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 99000 0.0900 +0.0100 0.24 0.75 0.0400S 0.0350S 0 0 0| 0 3,250 0 0 99125 0.0600 +0.0100 0.17 0.72 0.0200S 0.0200S 0 0 0| 0 2,000 0 0 99250 0.0350 +0.0050 0.12 0.71 0.0250S 0.0100S 0 0 0| 0 6,000 0 0 Total 0 0 0| 0 20,550 0 0 | Total Calls 3,000 11,848 14,848| 0 1,374,192 0 0 Options on Financial Futures 22:04 Page 40 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.000 (Sep 11) Indicative a-t-m Vol 0.62 Time to expiry: 15 Days | | 94875 CAB 0.0000 0.00 0.88 0 0 0| 0 4,000 0 0 95000 CAB 0.0000 0.00 0.88 0 0 0| 0 7,000 0 0 95125 CAB 0.0000 0.00 0.88 0 0 0| 0 2,000 0 0 95750 CAB 0.0000 0.00 0.88 0.3350S 0.0150 0 0 0| 0 1,200 0 0 95875 CAB 0.0000 0.00 0.88 0.0200 0.0200 0 0 0| 0 10 0 0 96000 CAB 0.0000 0.00 0.88 0.2200S 0.1150S 0 0 0| 0 3,250 0 0 96125 CAB 0.0000 0.00 0.88 0.4600S 0.4600S 0 0 0| 0 2,750 0 0 96250 CAB 0.0000 0.00 0.88 0.6850S 0.0250 0 0 0| 0 2,615 0 0 96375 CAB 0.0000 0.00 0.88 0.3100 0.2500S 0 0 0| 0 2,510 0 0 96500 CAB 0.0000 0.00 0.88 0.3450 0.0950S 0 0 0| 0 2,510 0 0 96750 CAB 0.0000 0.00 0.88 0.1050 0.0400 0 0 0| 0 5,500 0 0 96875 CAB 0.0000 0.00 0.88 0.0950 0.0400S 0 0 0| 0 2,286 0 0 97000 CAB 0.0000 0.00 0.88 0.4050 0.0600S 0 0 0| 0 14,115 0 0 97125 CAB 0.0000 0.00 0.88 0.1500 0.0600S 0 0 0| 0 3,500 0 0 97250 CAB 0.0000 0.00 0.88 0.1750 0.0200S 0 0 0| 0 41,760 0 0 97375 CAB 0.0000 0.00 0.88 0.0550 0.0400S 0 0 0| 0 7,100 0 0 97500 CAB 0.0000 0.00 0.88 0.2100S 0.0050 0 0 0| 0 37,135 0 0 97625 CAB 0.0000 0.00 0.88 0.2950 0.0400S 0 0 0| 0 6,140 0 0 97750 CAB 0.0000 0.00 0.88 0.3050S 0.0050S 0 0 0| 0 7,050 0 0 97875 CAB 0.0000 0.00 0.88 0.1400S 0.1400S 0 0 0| 0 1,000 0 0 98000 CAB 0.0000 0.00 0.89 0.3350S CAB 0 0 0| 0 37,494 0 0 98125 CAB 0.0000 0.00 0.89 0.2000S 0.0200 0 0 0| 0 30,000 0 0 98250 CAB 0.0000 0.00 0.89 0.2700S 0.0050S 0 0 0| 0 59,102 0 0 98375 CAB 0.0000 0.00 0.89 0.2400S 0.0050S 0 0 0| 0 22,600 0 0 98500 CAB 0.0000 0.00 0.89 0.3050S 0.0050S 0 0 0| 0 57,227 0 0 98625 CAB -0.0050 -0.02 0.89 0.3300S 0.0050S 0 0 0| 0 33,640 0 0 98750 0.0050 0.0050 -0.0050 -0.07 0.83 0.0050 0.0050 0.2300S 0.0050S 0 1,000 1,000| 0 26,947 0 0 98875 0.0150 -0.0100 -0.20 0.72 0.1550S 0.0150S 0 0 0| 0 12,351 0 0 99000 0.0500 -0.0250 -0.50 0.62 0.0600S 0.0450 0 0 0| 0 720 0 0 Total 0 1,000 1,000| 0 433,512 0 0 | Oct 10 Underlying Price 98.850 (Dec 11) Indicative a-t-m Vol 0.69 Time to expiry: 50 Days | | 98250 0.0200 0.0000 -0.09 1.24 0.0200S 0.0200S 0 0 0| 0 3,500 0 0 98375 0.0250 0.0000 -0.12 1.11 0.1500S 0.0250S 0 0 0| 0 7,450 0 0 98500 0.0300 -0.0050 -0.16 0.95 0.1450S 0.0350S 0 0 0| 0 8,375 0 0 98625 0.0450 -0.0100 -0.24 0.86 0.0750S 0.0550S 0 0 0| 0 3,650 0 0 98750 0.0650 -0.0200 -0.36 0.75 0.1250S 0.0900S 0 0 0| 0 8,550 0 0 98875 0.1150 -0.0200 -0.54 0.68 0.1200 0.1200 0 0 0| 0 5 0 0 Total 0 0 0| 0 31,530 0 0 Options on Financial Futures 22:04 Page 41 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.850 (Dec 11) Indicative a-t-m Vol 0.73 Time to expiry: 78 Days | | 98750 0.1000 -0.0150 -0.39 0.78 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.850 (Dec 11) Indicative a-t-m Vol 0.73 Time to expiry: 106 Days | | 95500 CAB 0.0000 0.00 1.17 0.1900S 0.0800 0 0 0| 0 2,650 0 0 95750 CAB 0.0000 0.00 1.17 0.2600S 0.2500S 0 0 0| 0 3,500 0 0 96000 CAB 0.0000 0.00 1.16 0.2950S 0.0800S 0 0 0| 0 7,700 0 0 96125 CAB 0.0000 0.00 1.16 0.2150 0.0800S 0 0 0| 0 100 0 0 96250 CAB 0.0000 0.00 1.16 0.2700S 0.1850S 0 0 0| 0 500 0 0 96375 CAB 0.0000 0.00 1.16 0.4150S 0.4150S 0 0 0| 0 3,000 0 0 96500 CAB 0.0000 0.00 1.15 0.3700S 0.0050S 0 0 0| 0 17,200 0 0 96625 CAB 0.0000 0.00 1.15 0.5300S 0.1350S 0 0 0| 0 3,950 0 0 96750 CAB 0.0000 0.00 1.16 0.5500S 0.5150S 0 0 0| 0 2,700 0 0 96875 CAB 0.0000 0.00 1.17 0.2950S 0.1000S 0 0 0| 0 11,450 0 0 97000 CAB 0.0000 0.00 1.16 0.2500S 0.0150S 0 0 0| 0 41,270 0 0 97125 CAB 0.0000 0.00 1.17 0.3000S 0.0200S 0 0 0| 0 7,050 0 0 97250 0.0050 0.0000 -0.02 1.44 0.2800 0.0200S 0 0 0| 0 2,720 0 0 97375 0.0100 0.0000 -0.03 1.50 0.4200S 0.1200 0 0 0| 0 14,010 0 0 97500 0.0150 0.0000 -0.04 1.46 0.4000S 0.0100S 0 0 0| 0 19,750 0 0 97625 0.0200 0.0000 -0.06 1.45 0.4100S 0.2100 0 0 0| 0 6,850 0 0 97750 0.0250 0.0000 -0.07 1.40 0.4150S 0.0200 0 0 0| 0 83,400 0 0 97875 0.0300 0.0000 -0.09 1.35 0.3950S 0.0600S 0 0 0| 0 15,200 0 0 98000 0.0350 0.0000 -0.10 1.27 0.3200S 0.0250S 0 0 0| 0 40,660 0 0 98125 0.0300 0.0400 0.0000 -0.12 1.18 0.0300S 0.0300S 0.4100S 0.0300S 2,500 1,000 3,500| 0 83,500 0 0 98250 0.0450 0.0450 -0.0050 -0.15 1.10 0.0450 0.0450 0.2250S 0.0450 0 750 750| 0 10,186 0 0 98375 0.0450 0.0500 -0.0100 -0.18 0.97 0.0450S 0.0450S 0.4200S 0.0450S 2,500 1,000 3,500| 0 22,730 0 0 98500 0.0650 -0.0150 -0.23 0.90 0.2200S 0.0900S 0 0 0| 0 7,908 0 0 98625 0.0850 0.0900 -0.0150 -0.31 0.83 0.0850S 0.0850S 0.1050S 0.0850S 2,500 1,000 3,500| 0 15,500 0 0 98750 0.1200 -0.0200 -0.40 0.77 0.3050S 0.1550S 0 0 0| 0 7,750 0 0 Total 7,500 3,750 11,250| 0 431,234 0 0 Options on Financial Futures 22:04 Page 42 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 98.690 (Mar 12) Indicative a-t-m Vol 0.81 Time to expiry: 197 Days | | 95000 CAB 0.0000 0.00 1.24 0.0500 0.0350 0 0 0| 0 300 0 0 95875 CAB 0.0000 0.00 1.26 0.0550 0.0550 0 0 0| 0 50 0 0 96000 CAB 0.0000 0.00 1.26 0.1800S 0.0600S 0 0 0| 0 3,000 0 0 96125 CAB 0.0000 0.00 1.27 0.0700 0.0700 0 0 0| 0 50 0 0 96250 CAB 0.0000 0.00 1.26 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 1.27 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 -0.04 1.37 0.4250S 0.1700S 0 0 0| 0 3,500 0 0 97250 0.0300 0.0000 -0.07 1.35 0.3300S 0.2550S 0 0 0| 0 1,000 0 0 97375 0.0350 0.0000 -0.08 1.31 0.1100S 0.1000S 0 0 0| 0 500 0 0 97500 0.0400 0.0000 -0.09 1.25 0.0500S 0.0500S 0 0 0| 0 500 0 0 97625 0.0450 -0.0050 -0.11 1.19 0.1450S 0.1450S 0 0 0| 0 500 0 0 98000 0.0800 -0.0100 -0.18 1.07 0.3500S 0.1100S 0 0 0| 0 3,250 0 0 98250 0.1150 -0.0150 -0.27 0.98 0.3350S 0.1200S 0 0 0| 0 1,000 0 0 98375 0.1400 -0.0200 -0.32 0.94 0.3000S 0.3000S 0 0 0| 0 250 0 0 98500 0.1750 -0.0200 -0.38 0.89 0.2350S 0.1700S 0 0 0| 0 1,500 0 0 98625 0.2100 -0.0250 -0.46 0.84 0 0 0| 0 0 0 0 Total 0 0 0| 0 21,900 0 0 | Jun 11 Underlying Price 98.520 (Jun 12) Indicative a-t-m Vol 0.88 Time to expiry: 288 Days | | 96750 0.0450 -0.0050 -0.08 1.45 0.1100S 0.0950S 0 0 0| 0 3,250 0 0 97125 0.0600 -0.0100 -0.11 1.31 0.1300S 0.1300S 0 0 0| 0 250 0 0 97250 0.0700 -0.0100 -0.12 1.27 0.1800S 0.1600S 0 0 0| 0 3,250 0 0 97500 0.0900 -0.0100 -0.16 1.19 0.1950S 0.1950S 0 0 0| 0 1,250 0 0 97750 0.1200 -0.0150 -0.21 1.12 0.4100S 0.4100S 0 0 0| 0 250 0 0 98000 0.1650 -0.0150 -0.28 1.05 0.3350S 0.3350S 0 0 0| 0 750 0 0 98500 0.3000 -0.0300 -0.49 0.89 0 0 0| 0 0 0 0 Total 0 0 0| 0 9,000 0 0 | Total Puts 7,500 4,750 12,250| 0 927,176 0 0 Options on Financial Futures 22:04 Page 43 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.810 Indicative a-t-m Vol 0.20 Time to expiry: 13 Days | | 99875 CAB -0.0050 0.05 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: 104 Days | | 99750 0.0600 0.0000 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: 195 Days | | 99750 0.0450 0.0000 0.42 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.650 Indicative a-t-m Vol 0.20 Time to expiry: 286 Days | | 99625 0.0850 +0.0050 0.56 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 44 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 99.810 Indicative a-t-m Vol 0.20 Time to expiry: 13 Days | | 99875 0.0650 +0.0150 -0.95 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: 104 Days | | 99750 0.0300 0.0000 -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: 195 Days | | 99750 0.0750 0.0000 -0.58 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.650 Indicative a-t-m Vol 0.20 Time to expiry: 286 Days | | 99625 0.0600 -0.0050 -0.44 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 45 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 109.380 Indicative a-t-m Vol 1.00 Time to expiry: 13 Days | | 10940 0.076 +0.006 0.46 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.300 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 48 Days | | 10930 0.160 +0.011 0.50 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.300 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 76 Days | | 10930 0.200 +0.011 0.50 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.300 Indicative a-t-m Vol 1.00 Time to expiry: 104 Days | | 10930 0.234 +0.011 0.50 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 46 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 109.380 Indicative a-t-m Vol 1.00 Time to expiry: 13 Days | | 10940 0.096 -0.014 -0.54 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.300 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 48 Days | | 10930 0.160 -0.014 -0.50 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.300 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 76 Days | | 10930 0.200 -0.014 -0.50 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.300 Indicative a-t-m Vol 1.00 Time to expiry: 104 Days | | 10930 0.234 -0.014 -0.50 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 47 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 120.40 Indicative a-t-m Vol 10.27 Time to expiry: 13 Days | | 12025 1.04 0.00 0.53 10.24 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.98 (Dec 10) Indicative a-t-m Vol 10.22 Time to expiry: 48 Days | | 12000 1.78 +0.01 0.51 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.98 (Dec 10) Indicative a-t-m Vol 10.22 Time to expiry: 76 Days | | 12000 2.24 +0.02 0.51 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.98 Indicative a-t-m Vol 10.22 Time to expiry: 104 Days | | 12000 2.61 +0.01 0.51 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 48 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 120.40 Indicative a-t-m Vol 10.27 Time to expiry: 13 Days | | 12025 0.89 -0.06 -0.47 10.24 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.98 (Dec 10) Indicative a-t-m Vol 10.22 Time to expiry: 48 Days | | 12000 1.80 -0.05 -0.49 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.98 (Dec 10) Indicative a-t-m Vol 10.22 Time to expiry: 76 Days | | 12000 2.26 -0.04 -0.49 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.98 Indicative a-t-m Vol 10.22 Time to expiry: 104 Days | | 12000 2.63 -0.05 -0.49 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 49 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 132.85 Indicative a-t-m Vol 10.00 Time to expiry: 13 Days | | 13250 1.22 +0.08 0.56 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 132.33 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 48 Days | | 13200 2.10 +0.09 0.53 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 132.33 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 76 Days | | 13200 2.59 +0.10 0.53 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 132.33 Indicative a-t-m Vol 10.00 Time to expiry: 104 Days | | 13200 3.00 +0.11 0.53 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 50 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 132.85 Indicative a-t-m Vol 10.00 Time to expiry: 13 Days | | 13250 0.87 -0.14 -0.44 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 132.33 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 48 Days | | 13200 1.77 -0.13 -0.47 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 132.33 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 76 Days | | 13200 2.26 -0.12 -0.47 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 132.33 Indicative a-t-m Vol 10.00 Time to expiry: 104 Days | | 13200 2.67 -0.11 -0.47 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 51 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 125.26 (Dec 10) Indicative a-t-m Vol 7.27 Time to expiry: 23 Days | | 12400 1.68 +0.46 0.71 7.19 0 0 0| 0 200 0 0 12450 1.35 +0.40 0.63 7.23 0 0 0| 0 0 0 0 12500 1.07 +0.35 0.55 7.26 0 0 0| 0 400 0 0 Total 0 0 0| 0 600 0 0 | Nov 10 Underlying Price 125.26 (Dec 10) Indicative a-t-m Vol 6.27 Time to expiry: 52 Days | | 12450 1.61 +0.36 0.60 6.28 0 0 0| 0 0 0 0 12500 1.35 1.33 +0.32 0.54 6.27 1.35 1.30 1.35 1.30 0 237 237| 0 0 0 0 Total 0 237 237| 0 0 0 0 | Dec 10 Underlying Price 125.26 Indicative a-t-m Vol 6.57 Time to expiry: 84 Days | | 12450 1.99 +0.36 0.58 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 129.91 Indicative a-t-m Vol 6.57 Time to expiry: 174 Days | | 12950 2.56 +0.33 0.54 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 237 237| 0 600 0 0 Options on Financial Futures 22:04 Page 52 Business Day Tue 31 Aug 2010 | Previous Business Day | Mon 30 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 125.26 (Dec 10) Indicative a-t-m Vol 7.27 Time to expiry: 23 Days | | 12050 0.02 -0.02 -0.02 7.54 0 0 0| 0 200 0 0 12150 0.06 -0.04 -0.06 7.51 0.20S 0.12S 0 0 0| 0 102 0 0 12250 0.13 -0.09 -0.12 7.33 0.22S 0.20S 0 0 0| 0 600 0 0 12350 0.29 -0.16 -0.22 7.18 0.41S 0.41S 0 0 0| 0 300 0 0 12450 0.59 -0.26 -0.37 7.23 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,202 0 0 | Nov 10 Underlying Price 125.26 (Dec 10) Indicative a-t-m Vol 6.27 Time to expiry: 52 Days | | 12450 0.85 -0.30 -0.40 6.28 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 125.26 Indicative a-t-m Vol 6.57 Time to expiry: 84 Days | | 12450 1.23 -0.30 -0.42 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 129.91 Indicative a-t-m Vol 6.57 Time to expiry: 174 Days | | 12950 2.15 -0.33 -0.46 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 1,202 0 0