Options on Financial Futures Summary 22:01 Page 1 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 151,638 N/A 129,780 281,418 | 236,927 12,986,244 +152,548 Three Month Euribor Mid-Curve 76,537 N/A 0 76,537 | 14,500 1,643,913 +1,030 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 11,407 N/A 33,000 44,407 | 5,832 5,395,504 +3,802 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,000 0 Three Month Sterling Mid-Curve 61,505 N/A 58,000 119,505 | 27,098 2,302,994 +1,626 Three Month Euroswiss 0 N/A 0 0 | 0 0 0 | Swapnote Products | 2Yr Euro Swapnote 0 0 0 0 | 0 0 0 5Yr Euro Swapnote 0 0 0 0 | 0 0 0 10Yr Euro Swapnote 0 0 0 0 | 0 0 0 | Bond Products | Long Gilt 0 N/A 800 800 | 237 2,039 +237 Options on Financial Futures 22:01 Page 2 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.125 Indicative a-t-m Vol 0.20 Time to expiry: 12 Days | | 95750 3.3750 +0.0050 1.00 0.16 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 3.1250 +0.0050 1.00 0.16 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.8750 +0.0050 1.00 0.16 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.6250 +0.0050 1.00 0.16 2.3200S 0.3000 0 0 0| 0 2,400 0 0 96750 2.3750 +0.0050 1.00 0.16 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 2.1250 +0.0050 1.00 0.16 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.8750 +0.0050 1.00 0.16 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.6250 +0.0050 1.00 0.16 1.5250S 0.1700S 0 0 0| 0 4,475 0 0 97750 1.3750 +0.0050 1.00 0.16 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 1.1250 +0.0050 1.00 0.16 0.4650S 0.1050S 0 0 0| 0 8,225 0 0 98125 1.0000 +0.0050 1.00 0.16 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.8750 +0.0050 1.00 0.16 0.9600S 0.1750 0 0 0| 0 12,997 0 0 98375 0.7500 +0.0050 1.00 0.16 0.4550S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.6250 +0.0050 1.00 0.16 0.6200S 0.0850S 0 0 0| 0 47,770 0 0 98625 0.5000 +0.0050 1.00 0.16 0.5800S 0.2000S 0 0 0| 0 80,398 0 0 98750 0.3750 +0.0050 1.00 0.16 0.4800S 0.0500S 0 0 0| 0 92,885 0 0 98875 0.2500 +0.0050 1.00 0.16 0.3550S 0.0800S 0 0 0| 0 136,359 0 0 99000 0.1300 0.1250 +0.0025 1.00 0.16 0.1300 0.1300 0.2650 0.0250S 0 58 58| 1,000 203,416 0 0 99125 0.0150 0.0150 -0.0025 0.50 0.20 0.0150 0.0150 0.1600 0.0100S 14,280 8,211 22,491| 8,705 328,093 +850 0 99250 0.0100 CAB -0.0025 0.00 0.16 0.0100S 0.1000S CAB 3,000 923 3,923| 0 321,635 0 0 99375 CAB 0.0000 0.00 0.16 0.0050S 0.0350S CAB 6,000 647 6,647| 0 334,827 0 0 99500 0.0050 CAB 0.0000 0.00 0.16 0.0050S 0.0050S 0.0150S CAB 0 696 696| 0 204,748 0 0 99625 CAB 0.0000 0.00 0.16 0.0100S 0.0050S 0 0 0| 0 24,000 0 0 99750 CAB 0.0000 0.00 0.16 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 23,280 10,535 33,815| 9,705 1,835,558 +850 0 | Oct 10 Underlying Price 99.085 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 47 Days | | 98750 0.3400 -0.0025 0.95 0.57 0.2250S 0.2250S 0 0 0| 0 500 0 0 98875 0.2200 -0.0025 0.88 0.49 0.3150 0.1250S 0 0 0| 0 14,910 0 0 99000 0.1100 -0.0050 0.72 0.40 0.1600S 0.0450 0 0 0| 0 98,475 0 0 99125 0.0350 0.0325 -0.0025 0.37 0.35 0.0350 0.0300S 0.1400S 0.0150S 9,000 550 9,550| 3,150 69,373 +150 0 99250 0.0050 0.0050 -0.0050 0.10 0.36 0.0050S 0.0050S 0.0800S 0.0050S 0 400 400| 3,000 56,613 +1,403 0 99375 0.0025 0.0000 0.03 0.44 0.0450 0.0050S 0 0 0| 0 23,700 0 0 99500 CAB 0.0000 0.01 0.49 0.0050S CAB 0 0 0| 0 8,300 0 0 Total 9,000 950 9,950| 6,150 271,871 +1,553 0 Options on Financial Futures 22:01 Page 3 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 0.37 Time to expiry: 75 Days | | 98875 0.2275 0.0000 0.84 0.46 0.1600S 0.1600S 0 0 0| 0 12,984 0 0 99000 0.1225 -0.0050 0.68 0.41 0.1650S 0.0650 0 0 0| 0 22,575 0 0 99125 0.0550 0.0450 -0.0075 0.40 0.35 0.0550S 0.0550S 0.1050 0.0400S 0 500 500| 300 27,165 +300 0 99250 0.0125 -0.0025 0.14 0.34 0.0150 0.0150 0 0 0| 0 11,500 0 0 99375 0.0050 0.0000 0.06 0.42 0.0150S 0.0100 0 0 0| 0 11,000 0 0 99500 0.0025 0.0000 0.02 0.44 0.0050 0.0050 0 0 0| 0 1,000 0 0 Total 0 500 500| 300 86,224 +300 0 | Dec 10 Underlying Price 99.085 Indicative a-t-m Vol 0.37 Time to expiry: 103 Days | | 96750 2.3350 0.0000 1.00 0.59 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 2.0850 0.0000 1.00 0.60 2.1100 0.4650 0 0 0| 0 2,255 0 0 97250 1.8350 0.0000 1.00 0.60 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 1.5850 0.0000 1.00 0.60 1.3050S 0.2750S 0 0 0| 0 14,100 0 0 97750 1.3350 0.0000 1.00 0.60 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 1.0850 0.0000 1.00 0.60 0.7850S 0.1500S 0 0 0| 0 19,262 0 0 98125 0.9600 0.0000 1.00 0.59 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.8350 0.0000 1.00 0.60 0.8000 0.1250S 0 0 0| 0 18,026 0 0 98375 0.7125 0.0000 0.98 0.68 0.3500S 0.2450S 0 0 0| 0 6,500 0 0 98500 0.5900 0.0000 0.96 0.63 0.6400S 0.0600S 0 0 0| 1,000 205,921 -1,000 0 98625 0.4675 0.0000 0.95 0.55 0.5400S 0.1300S 0 0 0| 1,000 26,589 -750 0 98750 0.3475 0.0000 0.90 0.49 0.4450S 0.0200S 0 0 0| 0 378,160 0 0 98875 0.2350 0.0000 0.81 0.45 0.3550 0.0550S 0 0 0| 1,000 120,269 -500 0 99000 0.1450 0.1325 -0.0025 0.66 0.40 0.1450S 0.1350S 0.2650S 0.0100S 0 18,500 18,500| 1,000 409,343 -1,000 0 99125 0.0650 0.0575 -0.0050 0.42 0.36 0.0650S 0.0550S 0.1750S 0.0200S 0 22,653 22,653| 4,250 223,947 +3,750 0 99250 0.0200 0.0175 -0.0025 0.19 0.34 0.0250S 0.0150 0.1250 0.0050S 0 18,879 18,879| 13,664 377,514 +280 0 99375 0.0100 0.0075 0.0000 0.07 0.38 0.0100S 0.0050 0.0700S 0.0050 0 651 651| 0 203,929 0 0 99500 0.0050 0.0025 -0.0025 0.04 0.44 0.0050S 0.0050S 0.0350 0.0050S 0 1,029 1,029| 0 136,244 0 0 99625 CAB -0.0025 0.01 0.47 0.0050S 0.0050S 0 0 0| 0 6,070 0 0 Total 0 61,712 61,712| 21,914 2,161,621 +780 0 | Jan 11 Underlying Price 99.035 (Mar 11) Indicative a-t-m Vol 0.45 Time to expiry: 138 Days | | 98750 0.3150 -0.0150 0.82 0.51 0 0 0| 0 7,000 0 0 98875 0.2150 -0.0125 0.71 0.49 0 0 0| 0 2,500 0 0 99000 0.1400 0.1300 -0.0100 0.55 0.46 0.1400S 0.1400S 0.1400S 0.1100S 0 750 750| 0 8,000 0 0 99125 0.0700 0.0625 -0.0100 0.36 0.42 0.0700S 0.0700S 0.0700 0.0550S 0 2,000 2,000| 40,000 108,000 +40,000 0 99250 0.0300 0.0250 -0.0050 0.19 0.39 0.0300S 0.0300S 0.0350S 0.0300S 0 10,000 10,000| 10,000 12,000 +9,000 0 Total 0 12,750 12,750| 50,000 137,500 +49,000 0 Options on Financial Futures 22:01 Page 4 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.035 (Mar 11) Indicative a-t-m Vol 0.47 Time to expiry: 166 Days | | 99000 0.1450 -0.0125 0.54 0.48 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.035 Indicative a-t-m Vol 0.45 Time to expiry: 194 Days | | 97250 1.7850 -0.0100 1.00 0.71 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 1.5350 -0.0100 1.00 0.71 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 1.2850 -0.0100 0.99 0.71 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 1.0400 -0.0100 0.97 0.74 0.7850S 0.2700 0 0 0| 0 9,050 0 0 98250 0.7950 -0.0125 0.95 0.67 0.6450 0.1350 0 0 0| 0 21,373 0 0 98500 0.5575 -0.0125 0.89 0.61 0.6700 0.1000S 0 0 0| 0 86,756 0 0 98625 0.4450 -0.0125 0.84 0.57 0.3700 0.2550S 0 0 0| 0 5,275 0 0 98750 0.3350 -0.0125 0.77 0.53 0.4550S 0.0500S 0 0 0| 25 137,652 +15 0 98875 0.2375 -0.0100 0.67 0.50 0.3500 0.1250S 0 0 0| 0 49,454 0 0 99000 0.1650 0.1500 -0.0125 0.54 0.46 0.1650 0.1650 0.2850S 0.0250S 0 600 600| 1,300 177,670 +1,000 0 99125 0.0950 0.0850 -0.0075 0.39 0.43 0.0950S 0.0900S 0.2000S 0.0450S 2,500 2,990 5,490| 0 101,777 0 0 99250 0.0450 0.0375 -0.0100 0.23 0.40 0.0450 0.0450 0.1500S 0.0050S 5,000 2,980 7,980| 4,500 122,744 +2,000 0 99375 0.0200 0.0150 -0.0050 0.12 0.39 0.0200S 0.0200S 0.0850 0.0050S 0 1,500 1,500| 2,525 60,057 +525 0 99500 0.0050 0.0075 -0.0025 0.06 0.41 0.0050 0.0050 0.0500 0.0050S 0 500 500| 0 33,552 0 0 99625 0.0050 0.0000 0.04 0.46 0.0200 0.0050S 0 0 0| 0 25,700 0 0 99750 0.0050 0.0025 0.0000 0.01 0.44 0.0050S 0.0050S 0.0050S 0.0050S 0 196 196| 0 4,000 0 0 Total 7,500 8,766 16,266| 8,350 875,660 +3,540 0 | Jun 11 Underlying Price 98.990 Indicative a-t-m Vol 0.54 Time to expiry: 285 Days | | 97000 1.9900 -0.0250 1.00 0.87 1.8850S 0.5900S 0 0 0| 0 4,675 0 0 97250 1.7450 -0.0250 0.98 0.96 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 1.5000 -0.0250 0.97 0.93 1.4200S 0.4600S 0 0 0| 0 6,475 0 0 97750 1.2550 -0.0250 0.95 0.87 0.8050 0.4300 0 0 0| 0 13,100 0 0 97875 1.1325 -0.0250 0.94 0.82 0.8950 0.8950 0 0 0| 0 25 0 0 98000 1.0125 -0.0250 0.93 0.78 0.9600S 0.3900S 0 0 0| 0 20,488 0 0 98250 0.7800 -0.0225 0.88 0.73 0.5750 0.1300S 0 0 0| 0 5,205 0 0 98500 0.5550 -0.0200 0.80 0.66 0.5950 0.1250S 0 0 0| 0 35,374 0 0 98625 0.4500 -0.0200 0.75 0.63 0.3600S 0.2850S 0 0 0| 0 2,950 0 0 98750 0.3500 -0.0200 0.68 0.60 0.4500S 0.0700 0 0 0| 0 44,779 0 0 98875 0.2625 -0.0150 0.59 0.57 0.2850S 0.1400S 0 0 0| 0 23,549 0 0 99000 0.1900 0.1825 -0.0150 0.49 0.54 0.1900S 0.1900S 0.2950S 0.0400S 0 1,500 1,500| 0 132,684 0 0 99125 0.1175 -0.0125 0.38 0.51 0.1400S 0.0550S 0 0 0| 0 107,012 0 0 99250 0.0675 -0.0100 0.27 0.48 0.1500 0.0150S 0 0 0| 2,000 123,276 +2,000 0 99375 0.0350 -0.0050 0.16 0.45 0.0450S 0.0150S 0 0 0| 2,000 13,500 +2,000 0 99500 0.0150 -0.0025 0.09 0.42 0.0700 0.0050S 0 0 0| 0 16,215 0 0 99750 0.0025 0.0000 0.02 0.42 0.0200 0.0050S 0 0 0| 0 6,700 0 0 Total 0 1,500 1,500| 4,000 559,907 +4,000 0 Options on Financial Futures 22:01 Page 5 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.935 Indicative a-t-m Vol 0.60 Time to expiry: 383 Days | | 97250 1.7150 -0.0350 0.94 1.09 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 1.4750 -0.0300 0.92 1.02 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 1.2350 -0.0300 0.89 0.95 0.5500S 0.4800S 0 0 0| 0 4,175 0 0 98000 0.9950 -0.0350 0.86 0.85 0.9600 0.2850S 0 0 0| 0 17,500 0 0 98250 0.7700 -0.0300 0.81 0.78 0.7800 0.3650 0 0 0| 0 16,225 0 0 98500 0.5550 -0.0300 0.73 0.71 0.5600S 0.1500S 0 0 0| 0 22,500 0 0 98750 0.3650 -0.0250 0.61 0.65 0.4200S 0.1050 0 0 0| 0 50,725 0 0 99000 0.2050 -0.0200 0.46 0.59 0.2850S 0.0500S 0 0 0| 0 43,450 0 0 99250 0.0850 -0.0100 0.27 0.50 0.1400S 0.0150S 0 0 0| 0 27,450 0 0 99500 0.0200 0.0200 -0.0050 0.10 0.43 0.0200 0.0200 0.0800S 0.0050S 0 450 450| 610 41,945 +610 0 99750 0.0050 0.0000 0.02 0.40 0.0100S 0.0100S 0 0 0| 0 2,000 0 0 Total 0 450 450| 610 233,740 +610 0 | Dec 11 Underlying Price 98.840 Indicative a-t-m Vol 0.67 Time to expiry: 474 Days | | 97250 1.6400 -0.0450 0.91 1.05 0.6150S 0.6000S 0 0 0| 0 350 0 0 97500 1.4000 -0.0450 0.89 0.99 0.6350S 0.5100S 0 0 0| 0 24,500 0 0 97750 1.1700 -0.0450 0.85 0.93 1.0300 0.4650S 0 0 0| 0 18,295 0 0 98000 0.9450 -0.0400 0.81 0.87 0.8600S 0.4150S 0 0 0| 0 13,350 0 0 98250 0.7350 -0.0350 0.74 0.81 0.5000S 0.3100 0 0 0| 0 3,275 0 0 98500 0.5350 -0.0350 0.66 0.75 0.5300S 0.1850S 0 0 0| 0 14,650 0 0 98750 0.3600 -0.0300 0.55 0.70 0.4050S 0.1100S 0 0 0| 0 42,575 0 0 99000 0.2100 -0.0250 0.41 0.63 0.3000S 0.0700S 0 0 0| 0 39,644 0 0 99250 0.1000 -0.0150 0.26 0.57 0.1900S 0.0150S 0 0 0| 936 36,851 -661 0 99500 0.0300 -0.0100 0.12 0.49 0.0350S 0.0200S 0 0 0| 0 21,000 0 0 Total 0 0 0| 936 214,490 -661 0 | Mar 12 Underlying Price 98.760 Indicative a-t-m Vol 0.75 Time to expiry: 565 Days | | 96500 2.3050 -0.0550 0.93 1.26 2.0100S 2.0100S 0 0 0| 0 100 0 0 97750 1.1450 -0.0450 0.80 0.99 0.5400S 0.5400S 0 0 0| 0 500 0 0 98000 0.9300 -0.0400 0.75 0.92 0.7900 0.4600S 0 0 0| 0 3,000 0 0 98250 0.7250 -0.0400 0.69 0.86 0.6300S 0.4300S 0 0 0| 0 15,150 0 0 98500 0.5400 -0.0350 0.61 0.81 0.5450S 0.3250 0 0 0| 0 12,675 0 0 98750 0.3700 -0.0300 0.51 0.75 0.3900S 0.3050 0 0 0| 0 7,000 0 0 99000 0.2300 -0.0250 0.39 0.68 0.2350S 0.1000S 0 0 0| 0 10,045 0 0 99250 0.1200 -0.0150 0.26 0.62 0.0850 0.0850 0 0 0| 0 2,025 0 0 99500 0.0450 -0.0100 0.14 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 22:01 Page 6 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 12 Underlying Price 98.665 Indicative a-t-m Vol 0.79 Time to expiry: 656 Days | | 98250 0.7000 -0.0400 0.64 0.88 0.7300S 0.4800S 0 0 0| 0 14,350 0 0 98500 0.5250 -0.0350 0.56 0.83 0.5250S 0.4200S 0 0 0| 0 4,950 0 0 98750 0.3650 -0.0300 0.47 0.77 0.3800S 0.3250S 0 0 0| 0 2,500 0 0 99000 0.2300 -0.0200 0.36 0.71 0.2300S 0.2250S 0 0 0| 0 10,700 0 0 99250 0.1250 -0.0150 0.25 0.64 0.1100S 0.1100S 0 0 0| 0 2,750 0 0 99500 0.0500 -0.0050 0.13 0.56 0.0600 0.0350S 0 0 0| 5 14,500 0 0 Total 0 0 0| 5 49,750 0 0 | Total Calls 39,780 97,163 136,943| 101,970 6,511,316 +59,972 0 Options on Financial Futures 22:01 Page 7 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.125 Indicative a-t-m Vol 0.20 Time to expiry: 12 Days | | 91000 CAB 0.0000 0.00 0.16 0.0050S 0.0050S 0 0 0| 0 523 0 0 92750 CAB 0.0000 0.00 0.16 0.0100S 0.0050 0 0 0| 0 754 0 0 94750 CAB 0.0000 0.00 0.16 0.0450 0.0100 0 0 0| 0 1,025 0 0 95000 CAB 0.0000 0.00 0.16 0.0300S 0.0050S 0 0 0| 0 2,150 0 0 95250 CAB 0.0000 0.00 0.16 0.2650S 0.2650S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 0.16 0.0300S 0.0200S 0 0 0| 0 1,200 0 0 95750 CAB 0.0000 0.00 0.16 0.5900S 0.5650S 0 0 0| 0 1,800 0 0 96000 CAB 0.0000 0.00 0.16 0.4950S 0.0050 0 0 0| 0 53,942 0 0 96250 CAB 0.0000 0.00 0.16 0.5650S 0.5300S 0 0 0| 0 6,175 0 0 96375 CAB 0.0000 0.00 0.16 0.0150 0.0150 0 0 0| 0 10 0 0 96500 CAB 0.0000 0.00 0.16 0.5850S 0.0050S 0 0 0| 0 20,620 0 0 96625 CAB 0.0000 0.00 0.16 0.0500 0.0500 0 0 0| 0 10 0 0 96750 CAB 0.0000 0.00 0.16 0.5800S 0.0450S 0 0 0| 0 9,401 0 0 97000 CAB 0.0000 0.00 0.16 0.5650S 0.0100S 0 0 0| 0 39,246 0 0 97125 CAB 0.0000 0.00 0.16 0.0400 0.0400 0 0 0| 0 1,250 0 0 97250 CAB 0.0000 0.00 0.16 1.1300S 0.0050 0 0 0| 0 29,360 0 0 97375 CAB 0.0000 0.00 0.16 0.1550 0.0350S 0 0 0| 0 8,060 0 0 97500 CAB 0.0000 0.00 0.16 0.5150S 0.0050S 0 0 0| 0 38,759 0 0 97625 CAB 0.0000 0.00 0.16 0.1450S 0.0050S 0 0 0| 0 7,121 0 0 97750 CAB 0.0000 0.00 0.16 0.5350S 0.0100S 0 0 0| 0 55,652 0 0 97875 CAB 0.0000 0.00 0.16 0.1850S 0.0050S 0 0 0| 0 10,410 0 0 98000 CAB 0.0000 0.00 0.16 0.5000S 0.0050S 0 0 0| 0 80,449 0 0 98125 CAB 0.0000 0.00 0.16 0.3300S 0.0050 0 0 0| 0 25,080 0 0 98250 CAB 0.0000 0.00 0.16 0.4300S 0.0050S 0 0 0| 0 83,818 0 0 98375 CAB 0.0000 0.00 0.16 0.4150S 0.0050S 0 0 0| 0 53,584 0 0 98500 CAB 0.0000 0.00 0.16 0.4700S 0.0050S 0 0 0| 0 137,299 0 0 98625 CAB 0.0000 0.00 0.16 0.3800S 0.0050S 0 0 0| 0 193,778 0 0 98750 CAB 0.0000 0.00 0.16 0.4600S 0.0050 0 0 0| 0 254,850 0 0 98875 CAB 0.0000 0.00 0.16 0.5200S 0.0050S 0 0 0| 0 250,820 0 0 99000 0.0050 CAB -0.0025 0.00 0.16 0.0050S 0.0050S 0.6150S 0.0050 0 500 500| 1,000 215,703 0 0 99125 0.0200 0.0150 -0.0075 -0.50 0.20 0.0200S 0.0200S 0.2700S 0.0200S 0 500 500| 7,335 157,337 +4,765 0 99250 0.1250 -0.0075 -1.00 0.16 0.2950S 0.1250S 0 0 0| 0 24,050 0 0 Total 0 1,000 1,000| 8,335 1,764,486 +4,765 0 Options on Financial Futures 22:01 Page 8 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 0.37 Time to expiry: 47 Days | | 98000 CAB 0.0000 0.00 0.74 0.0500 0.0150S 0 0 0| 0 500 0 0 98250 CAB 0.0000 0.00 0.72 0.0300S 0.0300S 0 0 0| 0 700 0 0 98375 CAB 0.0000 0.00 0.69 0.0450 0.0150 0 0 0| 0 1,250 0 0 98500 CAB 0.0000 -0.01 0.66 0.0650 0.0050 0 0 0| 0 12,240 0 0 98625 0.0025 0.0000 -0.02 0.62 0.1200S 0.0050 0 0 0| 0 7,931 0 0 98750 0.0050 -0.0025 -0.05 0.57 0.1400S 0.0050S 0 0 0| 0 33,490 0 0 98875 0.0050 0.0100 -0.0025 -0.12 0.49 0.0050 0.0050 0.1850S 0.0050 0 200 200| 12 21,168 +11 0 99000 0.0250 0.0250 -0.0050 -0.28 0.40 0.0250 0.0250 0.1900S 0.0250S 0 250 250| 4,732 14,560 +4,500 0 99125 0.0725 -0.0025 -0.63 0.35 0.2950S 0.0750S 0 0 0| 0 7,499 0 0 Total 0 450 450| 4,744 99,338 +4,511 0 | Nov 10 Underlying Price 99.085 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 75 Days | | 98500 CAB 0.0000 -0.01 0.58 0.0450 0.0300S 0 0 0| 0 1,500 0 0 98750 0.0075 0.0000 -0.07 0.51 0.0900S 0.0900S 0 0 0| 0 4,000 0 0 98875 0.0175 0.0000 -0.16 0.46 0.0800 0.0250S 0 0 0| 0 2,201 0 0 99000 0.0375 -0.0050 -0.32 0.41 0.1850S 0.0300 0 0 0| 0 2,250 0 0 99125 0.0700 0.0850 -0.0075 -0.60 0.35 0.0700S 0.0700S 0.1100S 0.0700S 0 500 500| 300 300 +300 0 Total 0 500 500| 300 10,251 +300 0 Options on Financial Futures 22:01 Page 9 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 0.37 Time to expiry: 103 Days | | 93000 CAB 0.0000 0.00 0.59 0.0150 CAB 0 0 0| 0 319 0 0 93750 CAB 0.0000 0.00 0.59 0.0100 0.0100 0 0 0| 0 120 0 0 94000 CAB 0.0000 0.00 0.59 0.0350 0.0350 0 0 0| 0 250 0 0 94500 CAB 0.0000 0.00 0.59 0.0350S 0.0050 0 0 0| 0 1,000 0 0 95000 CAB 0.0000 0.00 0.59 0.0750 0.0250S 0 0 0| 0 11,300 0 0 95500 CAB 0.0000 0.00 0.59 0.0650 0.0650 0 0 0| 0 2,000 0 0 95750 CAB 0.0000 0.00 0.59 0.0800S 0.0400S 0 0 0| 0 4,900 0 0 96000 CAB 0.0000 0.00 0.59 0.1300S 0.0250 0 0 0| 0 50,290 0 0 96125 CAB 0.0000 0.00 0.59 0.0050 0.0050 0 0 0| 0 150 0 0 96250 CAB 0.0000 0.00 0.59 0.1150S 0.1100S 0 0 0| 0 7,525 0 0 96500 CAB 0.0000 0.00 0.59 0.1900 0.0150 0 0 0| 0 7,523 0 0 96750 CAB 0.0000 0.00 0.59 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 0.59 0.2800S 0.0050 0 0 0| 0 22,600 0 0 98250 CAB 0.0000 0.00 0.60 0.5350S 0.0050S 0 0 0| 0 129,862 0 0 98375 0.0050 0.0025 0.0000 -0.02 0.68 0.0050 0.0050 0.3700S 0.0050 0 2,000 2,000| 0 39,182 0 0 98500 0.0050 0.0050 0.0000 -0.04 0.63 0.0050 0.0050 0.5850S 0.0050S 5,000 2,000 7,000| 22,000 270,695 -8,500 0 98625 0.0075 0.0000 -0.05 0.55 0.3450S 0.0050S 0 0 0| 0 252,727 0 0 98750 0.0200 0.0125 0.0000 -0.10 0.49 0.0200 0.0200 0.7300S 0.0100S 5,000 500 5,500| 2,000 313,053 0 0 98875 0.0200 0.0250 0.0000 -0.19 0.45 0.0200S 0.0200S 0.3050S 0.0200S 0 20 20| 103 154,085 0 0 99000 0.0450 0.0475 -0.0025 -0.34 0.40 0.0500S 0.0350S 0.9100S 0.0350S 0 1,695 1,695| 0 192,364 0 0 99125 0.0950 0.0975 -0.0050 -0.58 0.36 0.1000S 0.0950S 0.3050S 0.0900S 0 11,500 11,500| 750 57,120 0 0 99250 0.1825 -0.0025 -0.81 0.34 0.3500S 0.2500S 0 0 0| 0 17,500 0 0 Total 10,000 17,715 27,715| 24,853 1,844,077 -8,500 0 | Jan 11 Underlying Price 99.035 (Mar 11) Indicative a-t-m Vol 0.45 Time to expiry: 138 Days | | 98250 0.0050 0.0000 -0.03 0.67 0.0050 0.0050 0 0 0| 0 25 0 0 98500 0.0125 0.0000 -0.07 0.60 0.0450 0.0450 0 0 0| 0 1,600 0 0 98625 0.0200 0.0000 -0.11 0.56 0.0350 0.0300S 20,000 0 20,000| 0 83,000 0 0 98750 0.0300 -0.0050 -0.18 0.51 0.1100S 0.0400S 20,000 0 20,000| 40,000 154,500 +40,000 0 98875 0.0550 -0.0025 -0.29 0.49 0.0900 0.0600 20,000 0 20,000| 0 48,825 0 0 99000 0.0950 0.0000 -0.45 0.46 0.2250S 0.1000S 20,000 0 20,000| 40,000 153,000 +40,000 0 99125 0.1525 0.0000 -0.64 0.42 0.2000S 0.2000S 0 0 0| 0 500 0 0 Total 80,000 0 80,000| 80,000 441,450 +80,000 0 Options on Financial Futures 22:01 Page 10 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.035 (Mar 11) Indicative a-t-m Vol 0.47 Time to expiry: 166 Days | | 99000 0.1100 -0.0025 -0.46 0.48 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.035 Indicative a-t-m Vol 0.45 Time to expiry: 194 Days | | 94000 CAB 0.0000 0.00 0.71 0.0650S 0.0150S 0 0 0| 0 3,750 0 0 94750 CAB 0.0000 0.00 0.71 0 0 0| 0 2,000 0 0 95000 CAB 0.0000 0.00 0.71 0.1250S 0.0350S 0 0 0| 0 5,500 0 0 95250 CAB 0.0000 0.00 0.71 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 95500 CAB 0.0000 0.00 0.71 0.1050S 0.0050S 0 0 0| 0 6,375 0 0 95750 CAB 0.0000 0.00 0.71 0.1050S 0.0900S 0 0 0| 0 3,500 0 0 96000 CAB 0.0000 0.00 0.71 0.1800S 0.0050S 0 0 0| 0 11,130 0 0 96250 CAB 0.0000 0.00 0.71 0.1850S 0.1500S 0 0 0| 0 4,525 0 0 96500 CAB 0.0000 0.00 0.71 0.3150 0.0100S 0 0 0| 0 13,450 0 0 96625 CAB 0.0000 0.00 0.71 0.0200 0.0100 0 0 0| 0 501 0 0 96750 CAB 0.0000 0.00 0.71 0 0 0| 0 4,000 0 0 96875 CAB 0.0000 0.00 0.71 0.0250 0.0200 0 0 0| 0 25 0 0 97000 CAB 0.0000 0.00 0.71 0.3250S 0.0150S 0 0 0| 0 20,391 0 0 97125 CAB 0.0000 0.00 0.71 0.0250 0.0250 0 0 0| 0 10 0 0 97250 CAB 0.0000 0.00 0.71 0.6250S 0.0200S 0 0 0| 0 18,319 0 0 97500 CAB 0.0000 0.00 0.71 0.5800S 0.0200S 0 0 0| 0 19,632 0 0 97750 CAB 0.0000 -0.01 0.71 0.5700S 0.0150 0 0 0| 0 29,550 0 0 97875 0.0025 0.0000 -0.02 0.75 0.0600 0.0200S 0 0 0| 0 4,120 0 0 98000 0.0050 0.0050 0.0000 -0.03 0.74 0.0050 0.0050 0.6950 0.0050 0 1,000 1,000| 0 35,739 0 0 98125 0.0075 0.0000 -0.04 0.70 0.0950S 0.0300S 0 0 0| 0 7,350 0 0 98250 0.0100 -0.0025 -0.05 0.67 0.4950S 0.0300 0 0 0| 0 129,364 0 0 98375 0.0150 -0.0025 -0.08 0.64 0.1450S 0.0200 0 0 0| 0 42,280 0 0 98500 0.0200 0.0225 -0.0025 -0.11 0.61 0.0200 0.0200 0.6800S 0.0200 0 50 50| 0 124,789 0 0 98625 0.0350 -0.0025 -0.16 0.57 0.2400S 0.0350S 0 0 0| 2,000 90,065 0 0 98750 0.0500 -0.0025 -0.23 0.53 0.8500S 0.0500S 0 0 0| 4,000 176,390 +4,000 0 98875 0.0775 0.0000 -0.33 0.50 0.2750S 0.0850S 0 0 0| 0 42,350 0 0 99000 0.1050 0.1150 -0.0025 -0.46 0.46 0.1150S 0.1050S 1.0500S 0.1050S 0 24,350 24,350| 2,300 192,255 +1,700 0 99125 0.1700 0.1750 +0.0025 -0.61 0.43 0.1700S 0.1700S 0.3950S 0.1700S 0 1,500 1,500| 0 23,150 0 0 Total 0 26,900 26,900| 8,300 1,011,510 +5,700 0 Options on Financial Futures 22:01 Page 11 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 11 Underlying Price 98.990 Indicative a-t-m Vol 0.54 Time to expiry: 285 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 0.86 0.1050 0.0150S 0 0 0| 0 1,080 0 0 95500 CAB 0.0000 0.00 0.86 0.1400S 0.0150S 0 0 0| 0 7,750 0 0 95750 CAB 0.0000 0.00 0.86 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 0.87 0.0150 0.0150 0 0 0| 0 200 0 0 96750 CAB 0.0000 0.00 0.87 0.1150S 0.0300S 0 0 0| 0 2,300 0 0 97000 CAB 0.0000 0.00 0.87 0.6650S 0.0050S 0 0 0| 0 73,178 0 0 97250 0.0050 0.0000 -0.02 0.96 0.6300S 0.0200S 0 0 0| 0 45,925 0 0 97500 0.0100 0.0100 0.0000 -0.03 0.93 0.0100 0.0100 0.6050S 0.0100S 0 500 500| 0 41,460 0 0 97750 0.0200 0.0150 0.0000 -0.05 0.87 0.0200 0.0200 0.6000S 0.0200 0 2,000 2,000| 0 23,055 0 0 97875 0.0175 0.0000 -0.06 0.82 0.0850 0.0350S 0 0 0| 0 2,000 0 0 98000 0.0225 0.0000 -0.07 0.78 0.6000 0.0250S 0 0 0| 0 47,578 0 0 98125 0.0300 0.0000 -0.10 0.77 0.1200 0.0350 0 0 0| 0 34,775 0 0 98250 0.0400 0.0400 +0.0025 -0.12 0.73 0.0400 0.0400 0.4300S 0.0400 0 10 10| 0 42,655 0 0 98375 0.0500 +0.0025 -0.16 0.70 0.1750S 0.0550S 0 0 0| 0 24,675 0 0 98500 0.0650 +0.0050 -0.20 0.66 0.4150S 0.0750S 0 0 0| 0 54,698 0 0 98625 0.0850 +0.0050 -0.25 0.63 0.2600S 0.0850S 0 0 0| 2,100 77,500 0 0 98750 0.0950 0.1100 +0.0050 -0.32 0.60 0.1100S 0.0950 0.3750S 0.0950 0 3,625 3,625| 4,100 72,845 +3,875 0 98875 0.1475 +0.0100 -0.41 0.57 0.3550S 0.1400S 0 0 0| 100 85,250 0 0 99000 0.1800 0.1925 +0.0100 -0.51 0.54 0.1800S 0.1800S 0.4100S 0.1800S 0 1,750 1,750| 2,100 48,737 +1,900 0 99125 0.2525 +0.0125 -0.62 0.51 0.3850S 0.2600S 0 0 0| 0 1,150 0 0 Total 0 7,885 7,885| 8,400 802,421 +5,775 0 Options on Financial Futures 22:01 Page 12 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.935 Indicative a-t-m Vol 0.60 Time to expiry: 383 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 0.0075 +0.0075 -0.02 1.36 0.1250 0.1050S 0 0 0| 0 6,001 0 0 96250 0.0100 +0.0050 -0.02 1.31 0.1150S 0.1150S 0 0 0| 0 2,100 0 0 96500 0.0150 +0.0050 -0.03 1.29 0.2500S 0.0350S 0 0 0| 0 5,700 0 0 97000 0.0250 +0.0050 -0.05 1.15 0.2550S 0.0200S 0 0 0| 0 14,250 0 0 97250 0.0300 +0.0050 -0.06 1.09 0.6150S 0.0550S 0 0 0| 0 16,120 0 0 97500 0.0400 +0.0100 -0.08 1.02 0.6300S 0.0300S 0 0 0| 0 11,800 0 0 97750 0.0500 +0.0100 -0.11 0.95 0.6200S 0.0400S 0 0 0| 0 8,000 0 0 98000 0.0600 +0.0050 -0.14 0.85 0.4300S 0.0550S 0 0 0| 0 17,550 0 0 98250 0.0850 +0.0100 -0.19 0.78 0.7150S 0.1750S 0 0 0| 0 15,050 0 0 98500 0.1050 0.1200 +0.0100 -0.27 0.71 0.1050 0.1050 0.5150S 0.1050 0 25 25| 25 21,325 +25 0 98750 0.1800 +0.0150 -0.39 0.65 0.5500S 0.1850S 0 0 0| 0 18,625 0 0 99000 0.2700 +0.0200 -0.54 0.59 0.4950S 0.3200S 0 0 0| 0 7,250 0 0 Total 0 25 25| 25 169,021 +25 0 | Dec 11 Underlying Price 98.840 Indicative a-t-m Vol 0.67 Time to expiry: 474 Days | | 92000 CAB 0.0000 0.00 1.20 0.0100 0.0050 0 0 0| 0 65 0 0 92500 CAB 0.0000 0.00 1.20 0.0100 0.0100 0 0 0| 0 56 0 0 95000 CAB 0.0000 0.00 1.21 0.0350 0.0350 0 0 0| 0 500 0 0 96000 0.0150 0.0000 -0.03 1.33 0.1800 0.0500 0 0 0| 0 50,276 0 0 96250 0.0200 0.0000 -0.03 1.28 0.1000 0.0500S 0 0 0| 0 100 0 0 96500 0.0250 0.0000 -0.04 1.23 0.2400S 0.0550S 0 0 0| 0 16,350 0 0 96750 0.0300 0.0000 -0.05 1.17 0.1400S 0.0700S 0 0 0| 0 12,000 0 0 97000 0.0400 +0.0050 -0.07 1.11 0.2400S 0.0450 0 0 0| 0 11,050 0 0 97250 0.0500 +0.0050 -0.09 1.05 0.6200 0.1150 0 0 0| 0 6,350 0 0 97500 0.0600 +0.0050 -0.11 0.99 0.5900S 0.0750S 0 0 0| 0 17,600 0 0 97750 0.0800 +0.0050 -0.15 0.93 0.6150S 0.1700S 0 0 0| 0 14,665 0 0 98000 0.1050 +0.0100 -0.19 0.87 0.5300S 0.1000S 0 0 0| 0 26,850 0 0 98250 0.1450 +0.0150 -0.26 0.81 0.4750S 0.2400S 0 0 0| 0 16,450 0 0 98500 0.1950 +0.0150 -0.34 0.75 0.4700S 0.2000S 0 0 0| 0 20,150 0 0 98750 0.2700 +0.0200 -0.45 0.70 0.5350S 0.2500S 0 0 0| 0 28,050 0 0 99000 0.3700 +0.0250 -0.59 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 22:01 Page 13 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.760 Indicative a-t-m Vol 0.75 Time to expiry: 565 Days | | 95000 0.0100 0.0000 -0.02 1.47 0.0500 0.0250 0 0 0| 0 600 0 0 96000 0.0300 0.0000 -0.05 1.35 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 96250 0.0350 0.0000 -0.05 1.28 0.0800 0.0800 0 0 0| 0 300 0 0 96500 0.0450 0.0000 -0.07 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 0.0700 +0.0050 -0.10 1.15 0.2200S 0.1250S 0 0 0| 0 13,837 0 0 97250 0.0850 +0.0050 -0.13 1.10 0 0 0| 0 2,000 0 0 97500 0.1100 +0.0100 -0.16 1.04 0.3200S 0.1300 0 0 0| 0 9,675 0 0 97750 0.1350 +0.0100 -0.20 0.99 0.4800S 0.2500S 0 0 0| 0 750 0 0 98000 0.1700 +0.0150 -0.25 0.92 0.5400S 0.1950S 0 0 0| 0 5,250 0 0 98250 0.2150 +0.0150 -0.31 0.86 0.5350S 0.4600S 0 0 0| 0 8,100 0 0 98500 0.2800 +0.0200 -0.39 0.81 0.5600S 0.3400S 0 0 0| 0 13,825 0 0 98750 0.3600 +0.0250 -0.49 0.75 0.4250S 0.3300S 0 0 0| 0 4,500 0 0 99000 0.4700 +0.0300 -0.61 0.68 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 66,862 0 0 | Jun 12 Underlying Price 98.665 Indicative a-t-m Vol 0.79 Time to expiry: 656 Days | | 95000 0.0250 0.0000 -0.03 1.54 0.0650S 0.0650S 0 0 0| 0 500 0 0 95750 0.0450 +0.0050 -0.06 1.41 0.0700S 0.0700S 0 0 0| 0 500 0 0 96250 0.0650 +0.0050 -0.08 1.32 0.1200S 0.1200S 0 0 0| 0 750 0 0 97000 0.1050 +0.0100 -0.13 1.16 0.2000S 0.1950S 0 0 0| 0 12,700 0 0 97250 0.1250 +0.0100 -0.16 1.10 0.2300S 0.2250S 0 0 0| 0 1,250 0 0 97500 0.1550 +0.0150 -0.20 1.05 0 0 0| 0 3,500 0 0 98000 0.2300 +0.0150 -0.29 0.94 0 0 0| 0 3,500 0 0 98250 0.2850 +0.0200 -0.36 0.88 0.5550S 0.2800S 0 0 0| 0 13,350 0 0 98500 0.3600 +0.0250 -0.44 0.83 0.5600S 0.3950S 0 0 0| 0 5,450 0 0 98750 0.4500 +0.0300 -0.53 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 90,000 54,475 144,475| 134,957 6,474,928 +92,576 0 Options on Financial Futures 22:01 Page 14 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.935 (Sep 11) Indicative a-t-m Vol 0.59 Time to expiry: 12 Days | | 97250 1.6850 -0.0400 1.00 0.77 0.5350 0.4950 0 0 0| 0 280 0 0 97375 1.5600 -0.0400 1.00 0.77 0.4300 0.4250S 0 0 0| 0 1,500 0 0 97500 1.4350 -0.0400 1.00 0.77 0.3800S 0.3600 0 0 0| 0 203 0 0 97625 1.3100 -0.0400 1.00 0.78 0.4300S 0.2900S 0 0 0| 0 4,651 0 0 97750 1.1850 -0.0400 1.00 0.79 0.3500S 0.2400S 0 0 0| 0 5,250 0 0 97875 1.0600 -0.0400 1.00 0.80 0.4550S 0.1950S 0 0 0| 0 1,750 0 0 98000 0.9350 -0.0400 1.00 0.81 0.7300S 0.1050S 0 0 0| 0 39,071 0 0 98125 0.8100 -0.0400 1.00 0.82 0.3250S 0.1050S 0 0 0| 0 24,752 0 0 98250 0.6850 -0.0400 1.00 0.84 0.7250S 0.0700S 0 0 0| 1,000 34,799 +750 0 98375 0.5600 -0.0400 1.00 0.89 0.4600S 0.0550S 0 0 0| 0 5,250 0 0 98500 0.4350 -0.0400 0.99 0.96 0.4400S 0.0650S 0 0 0| 0 14,765 0 0 98625 0.3150 -0.0350 0.96 0.96 0.3500 0.0500S 0 0 0| 0 19,356 0 0 98750 0.1950 -0.0350 0.88 0.83 0.2850S 0.0250S 0 0 0| 0 42,365 0 0 98875 0.1000 0.0800 -0.0300 0.70 0.61 0.1000 0.0900S 0.2050S 0.0100 0 1,058 1,058| 3,750 59,815 +1,680 0 99000 0.0300 0.0200 -0.0150 0.27 0.58 0.0300 0.0250 0.1300S 0.0050 0 2,968 2,968| 2,300 45,815 -600 0 99125 CAB -0.0050 0.05 0.62 0.0900S 0.0050S 0 0 0| 0 24,300 0 0 99250 CAB 0.0000 0.00 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 0 4,026 4,026| 7,050 356,289 +1,830 0 | Oct 10 Underlying Price 98.840 (Dec 11) Indicative a-t-m Vol 0.70 Time to expiry: 47 Days | | 98500 0.3550 -0.0500 0.88 0.81 0.3700S 0.1900S 0 0 0| 0 1,250 0 0 98625 0.2500 -0.0400 0.78 0.78 0.2400S 0.2400S 0 0 0| 0 250 0 0 98750 0.1550 -0.0350 0.64 0.73 0.1750 0.0700 0 0 0| 0 2,463 0 0 98875 0.0800 -0.0250 0.44 0.68 0.1600S 0.0900S 0 0 0| 0 1,400 0 0 99000 0.0350 -0.0150 0.25 0.65 0.0450S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0150 -0.0050 0.12 0.67 0.0200S 0.0200S 0 0 0| 0 500 0 0 99250 0.0050 -0.0050 0.05 0.69 0.0050S 0.0050S 0 0 0| 0 1,500 0 0 Total 0 0 0| 0 11,863 0 0 | Nov 10 Underlying Price 98.840 (Dec 11) Indicative a-t-m Vol 0.69 Time to expiry: 75 Days | | 98625 0.2700 -0.0350 0.74 0.74 0.1850S 0.1850S 0 0 0| 0 3,000 0 0 98750 0.1750 -0.0350 0.61 0.71 0.1150S 0.1150S 0 0 0| 0 3,000 0 0 98875 0.1050 -0.0250 0.46 0.68 0.0650S 0.0650S 0 0 0| 0 3,000 0 0 99000 0.0550 -0.0150 0.29 0.65 0.0700S 0.0350S 0 0 0| 0 7,500 0 0 99250 0.0100 0.0000 0.07 0.62 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 22:01 Page 15 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.840 (Dec 11) Indicative a-t-m Vol 0.69 Time to expiry: 103 Days | | 97375 1.4650 -0.0500 1.00 0.89 0.4450 0.4450 0 0 0| 0 10 0 0 97625 1.2150 -0.0500 1.00 0.89 0.3900S 0.3850S 0 0 0| 0 350 0 0 97750 1.0900 -0.0500 0.99 0.90 0.3700S 0.2700S 0 0 0| 0 10,750 0 0 97875 0.9700 -0.0500 0.97 0.96 0.3150S 0.3150S 0 0 0| 0 3,000 0 0 98000 0.8500 -0.0500 0.95 1.00 0.3500S 0.1200 0 0 0| 0 16,750 0 0 98125 0.7300 -0.0500 0.93 0.94 0.2850S 0.2600S 0 0 0| 0 2,250 0 0 98250 0.6100 -0.0500 0.90 0.88 0.5800S 0.1100S 0 0 0| 0 12,500 0 0 98375 0.4950 -0.0450 0.86 0.83 0.2550S 0.1150S 0 0 0| 0 3,750 0 0 98500 0.4500 0.3900 -0.0400 0.79 0.79 0.4500S 0.4500S 0.4500S 0.0850S 0 11,000 11,000| 0 77,700 0 0 98625 0.2900 -0.0350 0.71 0.76 0.3200S 0.0600S 0 0 0| 0 10,250 0 0 98750 0.2450 0.2000 -0.0300 0.59 0.72 0.2450S 0.2450S 0.2500S 0.0250 0 11,000 11,000| 0 96,067 0 0 98875 0.1250 0.1250 -0.0250 0.46 0.68 0.1300 0.1250 0.1450S 0.0350S 0 751 751| 0 136,500 0 0 99000 0.0750 0.0700 -0.0150 0.32 0.64 0.0750 0.0750 0.1050S 0.0250S 0 10 10| 0 42,121 0 0 99125 0.0350 -0.0100 0.19 0.61 0.0650S 0.0150S 0 0 0| 0 12,500 0 0 99250 0.0150 -0.0100 0.11 0.63 0.0150S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 22,761 22,761| 0 428,498 0 0 | Jan 11 Underlying Price 98.760 (Mar 12) Indicative a-t-m Vol 0.76 Time to expiry: 138 Days | | 98875 0.1300 -0.0200 0.40 0.74 0.1500S 0.0600S 0 0 0| 0 1,500 0 0 99000 0.0800 -0.0200 0.29 0.72 0.0900S 0.0300S 0 0 0| 0 3,000 0 0 Total 0 0 0| 0 4,500 0 0 | Feb 11 Underlying Price 98.760 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 166 Days | | 98875 0.1400 -0.0250 0.41 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.760 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 194 Days | | 98000 0.8100 -0.0500 0.86 0.97 0.3900S 0.3900S 0 0 0| 0 1,000 0 0 98375 0.4850 -0.0450 0.73 0.87 0.3250S 0.1400S 0 0 0| 0 5,000 0 0 98500 0.3900 -0.0400 0.67 0.83 0.3200S 0.2450S 0 0 0| 0 10,750 0 0 98625 0.3000 -0.0400 0.59 0.79 0.3150S 0.1900 0 0 0| 0 3,750 0 0 98750 0.2650 0.2250 -0.0300 0.51 0.76 0.2650S 0.2650S 0.2650S 0.0500S 0 20,000 20,000| 0 12,750 0 0 98875 0.1850 0.1550 -0.0300 0.41 0.72 0.1850S 0.1850S 0.1850S 0.1100S 0 500 500| 0 20,500 0 0 99000 0.1000 -0.0250 0.31 0.68 0.0600S 0.0600S 0 0 0| 0 4,000 0 0 99125 0.0800 0.0550 -0.0200 0.22 0.64 0.0800S 0.0800S 0.0950S 0.0250S 0 20,000 20,000| 0 8,250 0 0 99250 0.0350 -0.0100 0.14 0.63 0 0 0| 0 1,000 0 0 99375 0.0200 -0.0050 0.09 0.63 0 0 0| 0 1,000 0 0 Total 0 40,500 40,500| 0 68,000 0 0 Options on Financial Futures 22:01 Page 16 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Euribor Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 11 Underlying Price 98.665 (Jun 12) Indicative a-t-m Vol 0.81 Time to expiry: 285 Days | | 98250 0.5650 -0.0450 0.70 0.90 0.3800S 0.3600S 0 0 0| 0 800 0 0 98375 0.4700 -0.0450 0.65 0.88 0.3250S 0.3200S 0 0 0| 0 250 0 0 98500 0.3850 -0.0400 0.59 0.85 0.3750S 0.2700S 0 0 0| 0 2,925 0 0 98750 0.2350 -0.0350 0.45 0.79 0.1900S 0.1450S 0 0 0| 0 2,500 0 0 99125 0.0850 -0.0200 0.23 0.72 0.0500 0.0450S 0 0 0| 0 6,000 0 0 99250 0.0600 -0.0150 0.18 0.72 0.0400S 0.0250S 0 0 0| 0 500 0 0 Total 0 0 0| 0 12,975 0 0 | Total Calls 0 67,287 67,287| 7,050 904,625 +1,830 0 Options on Financial Futures 22:01 Page 17 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.935 (Sep 11) Indicative a-t-m Vol 0.59 Time to expiry: 12 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 0.0050 +0.0050 -0.04 0.96 0.1650S 0.0050S 0 0 0| 0 39,325 0 0 98750 0.0050 0.0100 +0.0050 -0.12 0.83 0.0050 0.0050 0.2300S 0.0050 0 500 500| 500 70,303 -500 0 98875 0.0150 0.0200 +0.0100 -0.30 0.61 0.0200 0.0150 0.2300S 0.0150S 0 3,750 3,750| 3,750 26,802 -3,000 0 99000 0.0850 +0.0250 -0.73 0.58 0.2450S 0.0600S 0 0 0| 1,200 2,900 +700 0 Total 0 4,250 4,250| 5,450 395,895 -2,800 0 | Oct 10 Underlying Price 98.840 (Dec 11) Indicative a-t-m Vol 0.70 Time to expiry: 47 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 0.0050 +0.0050 -0.03 0.85 0 0 0| 0 750 0 0 98375 0.0100 +0.0050 -0.06 0.84 0.0250S 0.0100S 0 0 0| 0 2,200 0 0 98500 0.0150 0.0000 -0.12 0.81 0.1000S 0.0250S 0 0 0| 0 2,950 0 0 98625 0.0350 +0.0100 -0.22 0.78 0.0600S 0.0450S 0 0 0| 0 2,200 0 0 98750 0.0650 +0.0150 -0.36 0.73 0.1050S 0.0850S 0 0 0| 0 2,513 0 0 98875 0.1150 +0.0250 -0.56 0.68 0 0 0| 0 0 0 0 Total 0 0 0| 0 18,363 0 0 Options on Financial Futures 22:01 Page 18 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.840 (Dec 11) Indicative a-t-m Vol 0.69 Time to expiry: 75 Days | | 98500 0.0300 +0.0050 -0.17 0.79 0.0300S 0.0300S 0 0 0| 0 960 0 0 98625 0.0550 +0.0150 -0.26 0.74 0.0500S 0.0500S 0 0 0| 0 100 0 0 98750 0.0850 +0.0150 -0.39 0.71 0.0900S 0.0800S 0 0 0| 0 960 0 0 98875 0.1400 +0.0250 -0.54 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 98.840 (Dec 11) Indicative a-t-m Vol 0.69 Time to expiry: 103 Days | | 95250 CAB 0.0000 0.00 0.89 0 0 0| 0 16,000 0 0 95750 CAB 0.0000 0.00 0.89 0.0150 0.0150 0 0 0| 0 8,000 0 0 96000 CAB 0.0000 0.00 0.89 0 0 0| 0 14,000 0 0 96500 CAB 0.0000 0.00 0.89 0.1750S 0.1100S 0 0 0| 0 10,000 0 0 96750 CAB 0.0000 0.00 0.89 0.0500S 0.0500S 0 0 0| 0 1,000 0 0 97000 CAB 0.0000 0.00 0.89 0.2950S 0.0050S 0 0 0| 0 31,900 0 0 97125 CAB 0.0000 0.00 0.89 0.0750S 0.0650S 0 0 0| 0 1,500 0 0 97250 CAB 0.0000 0.00 0.89 0.1050S 0.0450S 0 0 0| 0 1,000 0 0 97375 CAB 0.0000 0.00 0.89 0.1650S 0.1650S 0 0 0| 0 2,500 0 0 97500 CAB 0.0000 0.00 0.89 0.1750 0.0200S 0 0 0| 0 15,400 0 0 97625 CAB 0.0000 0.00 0.89 0.3900S 0.3900S 0 0 0| 0 350 0 0 97750 CAB 0.0000 -0.01 0.90 0.4400S 0.0900S 0 0 0| 0 6,500 0 0 97875 0.0050 0.0000 -0.03 0.96 0.3400S 0.3400S 0 0 0| 0 6,500 0 0 98000 0.0100 0.0000 -0.05 1.00 0.3300S 0.0350S 0 0 0| 0 36,520 0 0 98125 0.0150 0.0000 -0.07 0.94 0.3200S 0.0300S 0 0 0| 0 9,800 0 0 98250 0.0200 0.0000 -0.10 0.88 0.3200S 0.0700S 0 0 0| 0 46,750 0 0 98375 0.0300 +0.0050 -0.14 0.83 0.3400S 0.1950 0 0 0| 0 3,000 0 0 98500 0.0500 +0.0100 -0.21 0.79 0.2900S 0.0500S 0 0 0| 0 38,250 0 0 98625 0.0750 +0.0150 -0.29 0.76 0.3350S 0.0750S 0 0 0| 0 9,750 0 0 98750 0.0950 0.1100 +0.0200 -0.41 0.72 0.0950S 0.0950S 0.3250S 0.0950S 0 4,250 4,250| 0 12,040 0 0 98875 0.1550 0.1600 +0.0250 -0.54 0.68 0.1550S 0.1550S 0.1850S 0.1500S 0 250 250| 0 3,450 0 0 Total 0 4,500 4,500| 0 274,210 0 0 | Jan 11 Underlying Price 98.760 (Mar 12) Indicative a-t-m Vol 0.76 Time to expiry: 138 Days | | 98000 0.0300 +0.0050 -0.10 0.98 0.0250S 0.0250S 0 0 0| 500 500 +500 0 98250 0.0500 +0.0100 -0.17 0.89 0.0400S 0.0400S 0 0 0| 1,000 1,000 +1,000 0 98500 0.0950 +0.0150 -0.30 0.83 0.0750S 0.0750S 0 0 0| 500 500 +500 0 98875 0.2450 +0.0350 -0.60 0.74 0 0 0| 0 0 0 0 Total 0 0 0| 2,000 2,000 +2,000 0 | Feb 11 Underlying Price 98.760 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 166 Days | | 98875 0.2550 +0.0300 -0.59 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:01 Page 19 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.760 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 194 Days | | 96125 CAB 0.0000 0.00 0.97 0.0200 0.0200 0 0 0| 0 600 0 0 97000 CAB 0.0000 -0.01 0.98 0.0250S 0.0250S 0 0 0| 0 3,250 0 0 97375 0.0150 0.0000 -0.04 1.13 0 0 0| 0 1,500 0 0 97750 0.0300 0.0000 -0.09 1.05 0.0850S 0.0850S 0 0 0| 0 1,000 0 0 98000 0.0500 +0.0050 -0.14 0.97 0.3200S 0.1000S 0 0 0| 0 9,250 0 0 98250 0.0800 +0.0100 -0.21 0.90 0.2050S 0.0750 0 0 0| 0 5,300 0 0 98375 0.1000 +0.0100 -0.27 0.87 0 0 0| 0 1,500 0 0 98500 0.1300 +0.0150 -0.33 0.83 0.3350S 0.1750S 0 0 0| 0 15,500 0 0 98625 0.1650 +0.0150 -0.41 0.79 0.1950S 0.1950S 0 0 0| 0 250 0 0 98750 0.2150 +0.0250 -0.49 0.76 0.2100S 0.2100S 0 0 0| 0 4,000 0 0 98875 0.2250 0.2700 +0.0250 -0.59 0.72 0.2250S 0.2250S 0.2250S 0.2250S 0 500 500| 0 0 0 0 Total 0 500 500| 0 42,150 0 0 | Jun 11 Underlying Price 98.665 (Jun 12) Indicative a-t-m Vol 0.81 Time to expiry: 285 Days | | 98000 0.1000 +0.0100 -0.21 0.95 0.1000S 0.1000S 0 0 0| 0 3,000 0 0 98250 0.1500 +0.0150 -0.30 0.90 0.3350S 0.3300S 0 0 0| 0 800 0 0 98375 0.1800 +0.0150 -0.35 0.88 0.3400S 0.3200S 0 0 0| 0 250 0 0 98500 0.2200 +0.0200 -0.41 0.85 0.2600S 0.2600S 0 0 0| 0 500 0 0 98750 0.3200 +0.0250 -0.55 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 4,550 0 0 | Total Puts 0 9,250 9,250| 7,450 739,288 -800 0 Options on Financial Futures 22:01 Page 20 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.570 (Sep 12) Indicative a-t-m Vol 0.73 Time to expiry: 12 Days | | 98500 0.0950 -0.0550 0.70 0.73 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 98625 0.0300 -0.0300 0.34 0.72 0 0 0| 0 0 0 0 98750 0.0050 -0.0100 0.09 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 98.455 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 47 Days | | 98500 0.0950 -0.0300 0.44 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.455 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 75 Days | | 98500 0.1200 -0.0300 0.45 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.455 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 103 Days | | 98500 0.1400 -0.0300 0.46 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.360 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 194 Days | | 98375 0.2450 -0.0300 0.49 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.240 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 285 Days | | 98250 0.3200 -0.0300 0.50 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 22:01 Page 21 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.570 (Sep 12) Indicative a-t-m Vol 0.73 Time to expiry: 12 Days | | 98625 0.0850 +0.0350 -0.66 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 98.455 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 47 Days | | 98500 0.1400 +0.0300 -0.56 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.455 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 75 Days | | 98500 0.1650 +0.0300 -0.55 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.455 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 103 Days | | 98500 0.1850 +0.0300 -0.54 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.360 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 194 Days | | 98375 0.2600 +0.0300 -0.51 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.240 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 285 Days | | 98250 0.3300 +0.0300 -0.50 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 22:01 Page 22 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.260 Indicative a-t-m Vol 0.28 Time to expiry: 14 Days | | 95000 4.2600 -0.0100 1.00 0.70 0.8250S 0.8250S 0 0 0| 0 200 0 0 95250 4.0100 -0.0100 1.00 0.70 2.5200 0.6300S 0 0 0| 0 1,450 0 0 96000 3.2600 -0.0100 1.00 0.70 1.8650 0.4300S 0 0 0| 0 1,800 0 0 96250 3.0100 -0.0100 1.00 0.70 1.8000 0.3450S 0 0 0| 0 900 0 0 96500 2.7600 -0.0100 1.00 0.70 1.3050 0.3600S 0 0 0| 0 1,750 0 0 96750 2.5100 -0.0100 1.00 0.70 1.1400 0.3950S 0 0 0| 0 350 0 0 97000 2.2600 -0.0100 1.00 0.70 0.9650S 0.1300S 0 0 0| 0 2,925 0 0 97250 2.0100 -0.0100 1.00 0.70 0.6700S 0.5800S 0 0 0| 0 4,500 0 0 97500 1.7600 -0.0100 1.00 0.70 0.8100S 0.4700S 0 0 0| 0 7,100 0 0 97750 1.5100 -0.0100 1.00 0.70 1.3050S 0.2400S 0 0 0| 0 6,460 0 0 98000 1.2600 -0.0100 1.00 0.70 1.0650S 0.1300S 0 0 0| 0 12,660 0 0 98125 1.1350 -0.0100 1.00 0.70 0.5400S 0.5300S 0 0 0| 0 1,040 0 0 98250 1.0100 -0.0100 1.00 0.70 0.8250S 0.1400S 0 0 0| 0 11,096 0 0 98375 0.8850 -0.0100 1.00 0.70 0.4450S 0.3850 0 0 0| 0 1,550 0 0 98500 0.7600 -0.0100 1.00 0.70 0.6950S 0.0650S 0 0 0| 0 26,455 0 0 98625 0.6350 -0.0100 1.00 0.70 0.4150S 0.3250S 0 0 0| 0 8,750 0 0 98750 0.5100 -0.0100 1.00 0.70 0.5200S 0.0750S 0 0 0| 0 21,355 0 0 98875 0.3875 -0.0100 0.97 1.02 0.3050S 0.1800 0 0 0| 0 11,159 0 0 99000 0.2650 -0.0100 0.93 0.86 0.2750S 0.0100S 1,000 0 1,000| 0 48,845 0 0 99125 0.1425 -0.0100 0.87 0.59 0.1650S 0.0500S 2,000 0 2,000| 0 72,505 0 0 99250 0.0275 -0.0050 0.57 0.27 0.1000 0.0100S 1,000 0 1,000| 500 72,902 0 0 99375 0.0025 0.0000 0.06 0.36 0.0600 0.0050S 0 0 0| 0 202,955 0 0 99500 CAB 0.0000 0.01 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 4,000 0 4,000| 500 695,245 0 0 | Oct 10 Underlying Price 99.210 (Dec 10) Indicative a-t-m Vol 0.38 Time to expiry: 49 Days | | 99125 0.1175 -0.0075 0.70 0.45 5,000 0 5,000| 0 0 0 0 99250 0.0350 -0.0025 0.38 0.35 0.0200S 0.0200S 10,000 0 10,000| 0 400 0 0 99375 0.0050 0.0000 0.07 0.31 5,000 0 5,000| 0 0 0 0 Total 20,000 0 20,000| 0 400 0 0 | Nov 10 Underlying Price 99.210 (Dec 10) Indicative a-t-m Vol 0.39 Time to expiry: 77 Days | | 99250 0.0475 0.0000 0.40 0.36 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:01 Page 23 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.210 Indicative a-t-m Vol 0.37 Time to expiry: 105 Days | | 97000 2.2100 -0.0100 1.00 0.81 1.4150S 0.5600S 0 0 0| 0 10,341 0 0 97250 1.9600 -0.0100 1.00 0.81 0.6700 0.4100S 0 0 0| 0 1,954 0 0 97500 1.7100 -0.0100 1.00 0.81 1.4150 0.2650S 0 0 0| 0 8,706 0 0 97750 1.4600 -0.0100 1.00 0.81 0.5650S 0.2250S 0 0 0| 0 2,060 0 0 97875 1.3350 -0.0100 1.00 0.81 0.5850S 0.5850S 0 0 0| 0 15 0 0 98000 1.2100 -0.0100 1.00 0.82 0.9550S 0.1450S 0 0 0| 0 22,895 0 0 98125 1.0875 -0.0100 0.99 0.91 0.8300S 0.4800S 0 0 0| 0 750 0 0 98250 0.9650 -0.0100 0.98 0.91 0.7900S 0.0750S 0 0 0| 0 7,037 0 0 98375 0.8425 -0.0100 0.96 0.90 0.6800S 0.3700 0 0 0| 0 6,760 0 0 98500 0.7200 -0.0100 0.95 0.83 0.7250S 0.0500S 0 0 0| 0 37,505 0 0 98625 0.5975 -0.0100 0.93 0.74 0.3800S 0.2650S 0 0 0| 0 6,450 0 0 98750 0.4775 -0.0075 0.90 0.67 0.4900S 0.0350S 0 0 0| 0 73,462 0 0 98875 0.3600 -0.0075 0.85 0.60 0.3250S 0.1650S 0 0 0| 0 18,700 0 0 99000 0.2600 0.2450 -0.0100 0.78 0.52 0.2600S 0.2600S 0.2600S 0.0050S 0 500 500| 0 70,393 0 0 99125 0.1550 0.1400 -0.0075 0.65 0.43 0.1550S 0.1500S 0.1650 0.0400 0 1,300 1,300| 1,200 52,234 +200 0 99250 0.0600 0.0550 -0.0050 0.41 0.35 0.0600S 0.0550S 0.0750 0.0050S 0 2,100 2,100| 2,400 164,068 +2,400 0 99375 0.0150 0.0125 -0.0050 0.15 0.30 0.0150S 0.0100S 0.0400 0.0050S 0 800 800| 200 89,775 +200 0 99500 0.0050 0.0000 0.06 0.34 0.0350S 0.0050S 0 0 0| 0 68,800 0 0 99625 0.0025 0.0000 0.02 0.39 0.0100S 0.0050S 0 0 0| 0 24,500 0 0 99750 CAB 0.0000 0.01 0.40 0.0100 CAB 0 0 0| 0 18,498 0 0 Total 0 4,700 4,700| 3,800 684,903 +2,800 0 Options on Financial Futures 22:01 Page 24 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.160 Indicative a-t-m Vol 0.47 Time to expiry: 196 Days | | 96250 2.9100 -0.0100 1.00 1.06 2.1200S 0.7200S 0 0 0| 0 3,000 0 0 96500 2.6600 -0.0100 1.00 1.06 0.7350S 0.7350S 0 0 0| 0 500 0 0 96750 2.4100 -0.0100 1.00 1.06 0.7850S 0.6800S 0 0 0| 0 1,500 0 0 97000 2.1600 -0.0100 1.00 1.06 1.4200S 0.5350S 0 0 0| 0 1,705 0 0 97250 1.9125 -0.0100 0.99 1.11 0.9200 0.5000 0 0 0| 0 3,750 0 0 97500 1.6675 -0.0100 0.98 1.15 0.6850S 0.2400S 0 0 0| 0 8,623 0 0 97750 1.4225 -0.0100 0.96 1.11 0.9500S 0.3100 0 0 0| 0 3,255 0 0 98000 1.1775 -0.0100 0.94 1.01 0.6600S 0.1400S 0 0 0| 0 8,315 0 0 98250 0.9350 -0.0075 0.92 0.91 0.6350 0.1100S 0 0 0| 0 4,950 0 0 98500 0.6950 -0.0075 0.88 0.79 0.7100S 0.0500S 0 0 0| 0 17,970 0 0 98625 0.5775 -0.0075 0.85 0.72 0.4750 0.2600S 0 0 0| 0 6,852 0 0 98750 0.4650 -0.0075 0.80 0.67 0.4850 0.0300S 0 0 0| 0 16,327 0 0 98875 0.3550 -0.0075 0.74 0.61 0.3600S 0.1800S 0 0 0| 0 24,420 0 0 99000 0.2700 0.2500 -0.0075 0.66 0.54 0.2700S 0.2700S 0.2750S 0.0200S 0 343 343| 0 65,825 0 0 99125 0.1700 0.1600 -0.0050 0.54 0.49 0.1700S 0.1700S 0.1700S 0.0450S 0 343 343| 0 57,725 0 0 99250 0.0800 0.0800 -0.0050 0.38 0.41 0.0800S 0.0800S 0.0900S 0.0200S 0 343 343| 0 78,150 0 0 99375 0.0300 0.0275 -0.0025 0.20 0.34 0.0300S 0.0300S 0.0450S 0.0050S 0 98 98| 0 33,122 0 0 99500 0.0100 0.0000 0.09 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 1,127 1,127| 0 399,989 0 0 | Jun 11 Underlying Price 99.080 Indicative a-t-m Vol 0.57 Time to expiry: 287 Days | | 96250 2.8325 -0.0200 0.99 1.38 0.8850S 0.7400S 0 0 0| 0 870 0 0 96500 2.5875 -0.0200 0.98 1.42 1.2700S 0.5500 0 0 0| 0 2,250 0 0 96750 2.3425 -0.0200 0.97 1.41 1.7400S 0.7050S 0 0 0| 0 1,500 0 0 97000 2.0975 -0.0200 0.96 1.35 1.2400 0.3700S 0 0 0| 0 6,750 0 0 97250 1.8525 -0.0200 0.95 1.27 1.0900S 0.6900S 0 0 0| 0 3,500 0 0 97500 1.6075 -0.0200 0.94 1.19 0.8700 0.2250S 0 0 0| 0 12,144 0 0 97750 1.3650 -0.0200 0.92 1.10 0.7650S 0.7650S 0 0 0| 0 500 0 0 98000 1.1250 -0.0200 0.89 1.00 0.9100S 0.1350S 0 0 0| 0 13,044 0 0 98250 0.8925 -0.0175 0.85 0.91 0.7550S 0.1050 0 0 0| 0 7,826 0 0 98500 0.6625 -0.0175 0.79 0.81 0.5650S 0.0600S 0 0 0| 0 11,050 0 0 98750 0.4425 -0.0150 0.71 0.69 0.4700 0.1000S 0 0 0| 2 13,828 +2 0 98875 0.3425 -0.0125 0.64 0.64 0.3500S 0.2450S 0 0 0| 0 6,400 0 0 99000 0.2750 0.2525 -0.0075 0.56 0.60 0.2750S 0.2750S 0.2750S 0.0300S 0 500 500| 0 35,200 0 0 99125 0.1725 -0.0050 0.46 0.55 0.1700S 0.0800S 0 0 0| 0 7,600 0 0 99250 0.1100 0.1075 -0.0050 0.35 0.51 0.1100S 0.1100S 0.1100S 0.0200 0 1,000 1,000| 0 45,760 0 0 99375 0.0575 0.0000 0.24 0.47 0.0450S 0.0150S 0 0 0| 0 15,300 0 0 99500 0.0350 0.0250 +0.0025 0.14 0.43 0.0350S 0.0350S 0.0350S 0.0050S 0 500 500| 0 16,750 0 0 99750 0.0050 0.0000 0.03 0.41 0.0250S 0.0250S 0 0 0| 0 11,000 0 0 Total 0 2,000 2,000| 2 211,272 +2 0 Options on Financial Futures 22:01 Page 25 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 11 Underlying Price 98.970 Indicative a-t-m Vol 0.69 Time to expiry: 385 Days | | 96250 2.7700 -0.0300 0.94 1.79 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 2.5250 -0.0300 0.93 1.70 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 2.2800 -0.0300 0.92 1.60 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 2.0350 -0.0300 0.91 1.49 0.8200S 0.6800S 0 0 0| 0 4,250 0 0 97500 1.5550 -0.0250 0.87 1.28 0.7800 0.7800 0 0 0| 0 10 0 0 97750 1.3150 -0.0250 0.85 1.17 0.7500S 0.5100S 0 0 0| 0 7,130 0 0 98000 1.0750 -0.0250 0.82 1.06 0.5350 0.2850S 0 0 0| 0 3,500 0 0 98250 0.8500 -0.0200 0.77 0.96 0.5050S 0.2900 0 0 0| 0 627 0 0 98500 0.6350 -0.0150 0.71 0.86 0.4550S 0.1100S 0 0 0| 0 10,350 0 0 98750 0.4350 -0.0150 0.61 0.77 0.3400S 0.1150 0 0 0| 0 6,690 0 0 99000 0.2800 0.2600 -0.0100 0.48 0.68 0.2800S 0.2800S 0.2800S 0.0400S 0 1,000 1,000| 0 15,175 0 0 99250 0.1300 0.0000 0.32 0.60 0.1000 0.0200 0 0 0| 0 11,600 0 0 99500 0.0400 0.0000 0.15 0.51 0.0300S 0.0050S 0 0 0| 0 3,500 0 0 Total 0 1,000 1,000| 0 67,182 0 0 | Dec 11 Underlying Price 98.810 Indicative a-t-m Vol 0.76 Time to expiry: 476 Days | | 96500 2.3750 -0.0350 0.92 1.49 0.9000S 0.8350S 0 0 0| 0 1,150 0 0 96750 2.1350 -0.0350 0.90 1.43 0.8300S 0.7550S 0 0 0| 0 1,100 0 0 97000 1.8950 -0.0350 0.89 1.35 0.9650S 0.7300S 0 0 0| 0 6,500 0 0 97250 1.6550 -0.0350 0.87 1.26 0.7300 0.6700S 0 0 0| 0 4,638 0 0 97500 1.4250 -0.0300 0.84 1.18 0.6750S 0.5500S 0 0 0| 0 1,700 0 0 97750 1.1950 -0.0350 0.80 1.11 0.7100S 0.5350S 0 0 0| 0 2,475 0 0 98000 0.9750 -0.0300 0.76 1.02 0.6550S 0.3450 0 0 0| 0 3,366 0 0 98250 0.7650 -0.0250 0.70 0.96 0.5900S 0.2600 0 0 0| 0 4,400 0 0 98500 0.5700 -0.0250 0.63 0.87 0.4400 0.1200 0 0 0| 0 13,280 0 0 98750 0.3800 -0.0250 0.53 0.78 0.3550S 0.0900 0 0 0| 0 8,000 0 0 99000 0.2250 -0.0150 0.41 0.69 0.2200S 0.0600S 1,000 0 1,000| 0 9,369 0 0 99250 0.1050 -0.0100 0.26 0.59 0.0950S 0.0550S 1,000 0 1,000| 0 9,000 0 0 99500 0.0350 -0.0050 0.12 0.51 0.0250S 0.0150S 1,000 0 1,000| 0 1,000 0 0 Total 3,000 0 3,000| 0 65,978 0 0 Options on Financial Futures 22:01 Page 26 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 12 Underlying Price 98.640 Indicative a-t-m Vol 0.86 Time to expiry: 567 Days | | 97000 1.7550 -0.0450 0.86 1.27 0.7800S 0.7800S 0 0 0| 0 250 0 0 97250 1.5250 -0.0450 0.83 1.20 0.7200S 0.6250S 0 0 0| 0 2,000 0 0 97750 1.0850 -0.0400 0.75 1.08 0.7200S 0.6200S 0 0 0| 0 1,125 0 0 98000 0.8850 -0.0300 0.70 1.02 0.6200S 0.5050S 0 0 0| 0 2,500 0 0 98250 0.7000 -0.0200 0.63 0.98 0.5300 0.4700 0 0 0| 0 2,100 0 0 98500 0.5150 -0.0200 0.55 0.90 0.4800S 0.1300S 0 0 0| 0 4,550 0 0 98750 0.3550 -0.0150 0.46 0.83 0.2400S 0.2400S 0 0 0| 0 500 0 0 99000 0.2250 -0.0050 0.35 0.76 0.1950S 0.1000S 0 0 0| 0 9,200 0 0 99250 0.1150 +0.0050 0.23 0.68 0.0950S 0.0500S 0 0 0| 0 8,350 0 0 99500 0.0400 +0.0050 0.12 0.58 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 98.450 Indicative a-t-m Vol 0.89 Time to expiry: 658 Days | | 98250 0.6050 -0.0400 0.57 0.95 0.4900S 0.4900S 0 0 0| 0 250 0 0 98500 0.4400 -0.0300 0.49 0.88 0 0 0| 0 0 0 0 98750 0.2950 -0.0250 0.39 0.81 0.3350S 0.3200S 0 0 0| 0 1,000 0 0 99250 0.0800 -0.0150 0.18 0.65 0.0900S 0.0700S 0 0 0| 0 3,500 0 0 99500 0.0300 -0.0050 0.08 0.57 0.0300S 0.0250S 0 0 0| 0 1,250 0 0 Total 0 0 0| 0 6,000 0 0 | Total Calls 27,000 8,827 35,827| 4,302 2,163,569 +2,802 0 Options on Financial Futures 22:01 Page 27 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.260 Indicative a-t-m Vol 0.28 Time to expiry: 14 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 0.0025 0.0000 -0.03 1.02 0.2700S CAB 0 0 0| 10 50,619 0 0 99000 0.0050 0.0000 -0.07 0.86 0.2550 0.0050S 0 0 0| 10 41,779 0 0 99125 0.0050 0.0075 0.0000 -0.13 0.59 0.0050S 0.0050S 0.3000S 0.0050S 0 530 530| 500 40,870 0 0 99250 0.0150 0.0175 +0.0050 -0.43 0.27 0.0150S 0.0150S 0.8150S 0.0150 0 530 530| 1,010 19,535 +1,000 0 99375 0.1175 +0.0100 -0.94 0.36 0.9150S 0.1100S 0 0 0| 0 3,749 0 0 Total 0 1,060 1,060| 1,530 492,814 +1,000 0 Options on Financial Futures 22:01 Page 28 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.210 (Dec 10) Indicative a-t-m Vol 0.38 Time to expiry: 49 Days | | 99000 0.0175 0.0000 -0.16 0.58 0.0200S 0.0150S 0 0 0| 0 1,000 0 0 99125 0.0325 +0.0025 -0.30 0.45 0.0500S 0.0300S 0 0 0| 0 1,000 0 0 99250 0.0750 +0.0075 -0.62 0.35 0 0 0| 0 0 0 0 Total 0 0 0| 0 2,000 0 0 | Nov 10 Underlying Price 99.210 (Dec 10) Indicative a-t-m Vol 0.39 Time to expiry: 77 Days | | 99250 0.0875 +0.0100 -0.60 0.36 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:01 Page 29 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.210 Indicative a-t-m Vol 0.37 Time to expiry: 105 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 0.0175 +0.0025 -0.10 0.67 0.3200S 0.0100S 0 0 0| 0 55,908 0 0 98875 0.0250 +0.0025 -0.15 0.60 0.3100 0.0150S 0 0 0| 0 95,936 0 0 99000 0.0350 0.0000 -0.22 0.52 0.3800 0.0250 0 0 0| 0 66,118 0 0 99125 0.0550 +0.0025 -0.35 0.43 0.8000 0.0400S 0 0 0| 0 15,212 0 0 99250 0.0950 +0.0050 -0.59 0.35 0.2950S 0.0700S 0 0 0| 0 15,940 0 0 Options on Financial Futures 22:01 Page 30 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 0.1775 +0.0050 -0.85 0.30 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 99.160 Indicative a-t-m Vol 0.47 Time to expiry: 196 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 1.11 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 0.0300 0.0250 +0.0025 -0.08 0.91 0.0300 0.0300 0.3400S 0.0250S 0 5 5| 0 87,874 0 0 98375 0.0300 +0.0050 -0.10 0.86 0.2750 0.0200S 0 0 0| 0 15,002 0 0 98500 0.0350 +0.0025 -0.12 0.79 0.4500S 0.0350 0 0 0| 0 65,474 0 0 98625 0.0425 +0.0025 -0.15 0.72 0.4000S 0.0350S 0 0 0| 0 35,833 0 0 98750 0.0550 +0.0025 -0.20 0.67 0.4100 0.0550 0 0 0| 0 16,675 0 0 98875 0.0700 +0.0025 -0.26 0.61 0.3500S 0.0650S 0 0 0| 0 13,200 0 0 99000 0.0900 +0.0025 -0.34 0.54 0.2900 0.0900 0 0 0| 0 27,746 0 0 99125 0.1250 +0.0050 -0.46 0.49 0.1350 0.1050S 0 0 0| 0 8,925 0 0 Total 0 5 5| 0 706,016 0 0 Options on Financial Futures 22:01 Page 31 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 11 Underlying Price 99.080 Indicative a-t-m Vol 0.57 Time to expiry: 287 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 0.0000 -0.01 1.38 0.8200S 0.0150S 0 0 0| 0 56,374 0 0 96500 0.0075 0.0000 -0.02 1.42 0.8850S 0.0250S 0 0 0| 0 117,501 0 0 96750 0.0125 0.0000 -0.03 1.41 0.8200S 0.0300S 3,000 0 3,000| 0 43,400 0 0 96875 0.0150 0.0000 -0.03 1.39 0.0150 0.0150 0 0 0| 0 30 0 0 97000 0.0175 0.0000 -0.04 1.35 0.7500S 0.0400S 0 0 0| 0 233,000 0 0 97250 0.0225 0.0000 -0.05 1.27 0.7400S 0.0550S 0 0 0| 0 57,254 0 0 97500 0.0275 0.0000 -0.06 1.19 0.7800S 0.0650S 3,000 0 3,000| 0 159,750 0 0 97750 0.0350 0.0000 -0.08 1.10 0.3350S 0.0550S 0 0 0| 0 20,780 0 0 98000 0.0450 0.0000 -0.11 1.00 0.4900S 0.0450S 0 0 0| 0 17,250 0 0 98125 0.0525 +0.0025 -0.13 0.96 0.1150S 0.0850S 0 0 0| 0 750 0 0 98250 0.0700 0.0625 +0.0025 -0.15 0.91 0.0700 0.0700 0.5300S 0.0550S 0 5 5| 0 20,554 0 0 98375 0.0725 +0.0025 -0.18 0.87 0.1600 0.0600S 0 0 0| 0 8,250 0 0 98500 0.0825 +0.0025 -0.21 0.81 0.4550S 0.0900S 0 0 0| 0 9,750 0 0 98625 0.0950 +0.0025 -0.24 0.75 0.2150S 0.1650S 0 0 0| 0 1,750 0 0 98750 0.1125 +0.0050 -0.29 0.69 0.4100S 0.1200S 0 0 0| 0 11,400 0 0 98875 0.1375 +0.0075 -0.36 0.64 0.2750S 0.1500S 0 0 0| 0 5,400 0 0 99000 0.1725 +0.0125 -0.44 0.60 0.3450 0.1850S 0 0 0| 0 4,500 0 0 99125 0.2175 +0.0150 -0.54 0.55 0.3200S 0.2000S 0 0 0| 0 1,500 0 0 Total 6,000 5 6,005| 0 800,083 0 0 Options on Financial Futures 22:01 Page 32 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 11 Underlying Price 98.970 Indicative a-t-m Vol 0.69 Time to expiry: 385 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 0.0050 0.0000 -0.01 2.11 0.0050 0.0050 0.0350S 0.0050 0 1,500 1,500| 0 7,300 0 0 95000 0.0250 0.0000 -0.03 2.14 0.3900S 0.3550S 0 0 0| 0 2,000 0 0 95250 0.0300 0.0000 -0.04 2.09 0 0 0| 0 6,000 0 0 95500 0.0350 0.0000 -0.04 2.03 0.1150 0.0800 0 0 0| 0 3,000 0 0 96000 0.0450 0.0000 -0.06 1.88 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 0.0750 +0.0050 -0.11 1.39 0.4800 0.0750S 0 0 0| 0 4,502 0 0 97500 0.0850 +0.0050 -0.13 1.28 0.2150S 0.1000S 0 0 0| 0 3,250 0 0 97750 0.0950 +0.0050 -0.15 1.17 0.5800S 0.1150S 0 0 0| 0 11,005 0 0 98000 0.1050 +0.0050 -0.18 1.06 0.5300S 0.1050S 0 0 0| 0 12,700 0 0 98250 0.1300 +0.0100 -0.23 0.96 0.5250S 0.1900S 0 0 0| 0 7,355 0 0 98500 0.1650 +0.0150 -0.29 0.86 0.5350S 0.2450S 0 0 0| 0 8,450 0 0 98750 0.2150 +0.0150 -0.39 0.77 0.4450S 0.3100S 0 0 0| 0 2,750 0 0 99000 0.2900 +0.0200 -0.52 0.68 0 0 0| 0 0 0 0 Total 0 1,500 1,500| 0 103,166 0 0 Options on Financial Futures 22:01 Page 33 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 11 Underlying Price 98.810 Indicative a-t-m Vol 0.76 Time to expiry: 476 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 0.0650 +0.0050 -0.08 1.49 0.8100S 0.1100S 0 0 0| 0 2,390 0 0 96750 0.0750 +0.0050 -0.10 1.43 0.7550S 0.1050S 0 0 0| 0 3,100 0 0 97000 0.0850 +0.0050 -0.11 1.35 0.7200S 0.0450S 0 0 0| 0 17,416 0 0 97250 0.0950 +0.0050 -0.13 1.26 0.7200S 0.1850 0 0 0| 0 5,638 0 0 97500 0.1150 +0.0100 -0.16 1.18 0.6950S 0.0700S 0 0 0| 0 23,050 0 0 97750 0.1350 +0.0050 -0.20 1.11 0.5350S 0.1950S 0 0 0| 0 7,676 0 0 98000 0.1650 +0.0100 -0.24 1.02 0.5350S 0.1200S 0 0 0| 0 15,500 0 0 98250 0.2100 0.2050 +0.0150 -0.30 0.96 0.2100 0.2100 0.5900 0.2100S 0 5 5| 0 40,993 0 0 98500 0.2600 +0.0150 -0.37 0.87 0.4700S 0.2700S 0 0 0| 0 9,250 0 0 98750 0.3200 +0.0150 -0.47 0.78 0.5000S 0.3450S 0 0 0| 0 36,690 0 0 Total 0 5 5| 0 188,400 0 0 | Mar 12 Underlying Price 98.640 Indicative a-t-m Vol 0.86 Time to expiry: 567 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 -0.05 1.80 0 0 0| 0 2,000 0 0 95500 0.0500 0.0000 -0.06 1.65 0.1250S 0.1250S 0 0 0| 0 1,000 0 0 96000 0.0600 0.0000 -0.07 1.50 0.1650S 0.1650S 0 0 0| 0 4,000 0 0 96250 0.0700 +0.0050 -0.09 1.46 0.1400 0.1400 0 0 0| 0 2 0 0 96500 0.0850 +0.0050 -0.10 1.39 0.2200S 0.1650 0 0 0| 0 6,450 0 0 97000 0.1150 +0.0050 -0.14 1.27 0.6500S 0.2350S 0 0 0| 0 5,250 0 0 97250 0.1350 +0.0050 -0.17 1.20 0.7000S 0.2700 0 0 0| 0 1,506 0 0 97500 0.1600 +0.0100 -0.20 1.14 0.4550S 0.3350S 0 0 0| 0 3,500 0 0 97750 0.1950 +0.0100 -0.25 1.08 0.6950S 0.2000 0 0 0| 0 8,700 0 0 98000 0.2450 +0.0200 -0.30 1.02 0.6400S 0.3950S 0 0 0| 0 1,500 0 0 98250 0.3000 0.3100 +0.0300 -0.37 0.98 0.3000 0.3000 0.5100S 0.3000 0 5 5| 0 7,050 0 0 98500 0.3750 +0.0300 -0.45 0.90 0.5150S 0.3850S 0 0 0| 0 250 0 0 98750 0.4650 +0.0350 -0.54 0.83 0 0 0| 0 0 0 0 Total 0 5 5| 0 57,008 0 0 Options on Financial Futures 22:01 Page 34 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.450 Indicative a-t-m Vol 0.89 Time to expiry: 658 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 1.74 0.1050 0.1050 0 0 0| 0 3,000 0 0 95500 0.0750 +0.0050 -0.08 1.61 0.0950 0.0950 0 0 0| 0 8,500 0 0 96000 0.0950 +0.0050 -0.10 1.48 0 0 0| 0 650 0 0 96250 0.1100 +0.0100 -0.12 1.42 0.2200 0.2200 0 0 0| 0 5,002 0 0 97000 0.1700 +0.0150 -0.19 1.24 0.2300S 0.2300S 0 0 0| 0 11,000 0 0 97250 0.1950 +0.0150 -0.22 1.18 0.3800 0.3800 0 0 0| 0 2 0 0 97750 0.2800 +0.0200 -0.31 1.07 0.4600S 0.4600S 0 0 0| 0 5,000 0 0 98000 0.3350 +0.0250 -0.36 1.00 0.5500S 0.3350S 0 0 0| 0 2,000 0 0 98250 0.4050 +0.0300 -0.43 0.95 0.5500S 0.3800S 0 0 0| 0 1,250 0 0 98500 0.4900 +0.0400 -0.51 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 37,404 0 0 | Total Puts 6,000 2,580 8,580| 1,530 3,231,935 +1,000 0 Options on Financial Futures 22:01 Page 35 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.260 (Sep 12) Indicative a-t-m Vol 0.94 Time to expiry: 14 Days | | 98375 0.0300 -0.0300 0.26 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 98.060 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 49 Days | | 98125 0.1200 -0.0400 0.43 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.060 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 77 Days | | 98125 0.1550 -0.0400 0.45 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.060 (Dec 12) Indicative a-t-m Vol 1.05 Time to expiry: 105 Days | | 98125 0.1900 -0.0400 0.45 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.890 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 196 Days | | 98000 0.2700 -0.0400 0.45 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.730 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 287 Days | | 97750 0.3700 -0.0400 0.49 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 22:01 Page 36 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.260 (Sep 12) Indicative a-t-m Vol 0.94 Time to expiry: 14 Days | | 98000 0.0100 +0.0050 -0.09 0.99 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98375 0.1450 +0.0500 -0.74 0.90 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.060 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 49 Days | | 98125 0.1850 +0.0400 -0.57 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.060 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 77 Days | | 98125 0.2200 +0.0400 -0.55 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.060 (Dec 12) Indicative a-t-m Vol 1.05 Time to expiry: 105 Days | | 98125 0.2550 +0.0400 -0.55 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.890 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 196 Days | | 98000 0.3800 +0.0400 -0.55 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.730 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 287 Days | | 97750 0.3900 +0.0400 -0.51 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 22:01 Page 37 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.970 (Sep 11) Indicative a-t-m Vol 0.65 Time to expiry: 14 Days | | 96250 2.7200 -0.0300 1.00 0.88 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 2.2200 -0.0300 1.00 0.88 0.4750 0.4450 0 0 0| 0 750 0 0 97000 1.9700 -0.0300 1.00 0.88 0.5900 0.5900 0 0 0| 0 10 0 0 97125 1.8450 -0.0300 1.00 0.88 0.4100 0.4100 0 0 0| 0 500 0 0 97500 1.4700 -0.0300 1.00 0.88 0.5650S 0.5600S 0 0 0| 0 4,000 0 0 97625 1.3450 -0.0300 1.00 0.88 0.2700 0.2700 0 0 0| 0 10 0 0 97750 1.2200 -0.0300 1.00 0.88 0.3750S 0.2250 0 0 0| 0 2,560 0 0 98000 0.9700 -0.0300 1.00 0.89 0.5950S 0.0700S 0 0 0| 0 18,502 0 0 98125 0.8450 -0.0300 1.00 0.89 0.2050S 0.0700S 0 0 0| 0 9,000 0 0 98250 0.7200 -0.0300 1.00 0.89 0.4550S 0.1200S 0 0 0| 0 27,512 0 0 98375 0.5950 -0.0300 1.00 0.89 0.5600S 0.0250S 0 0 0| 0 33,752 0 0 98500 0.4700 -0.0300 1.00 0.89 0.3900S 0.0100S 0 0 0| 0 35,989 0 0 98625 0.3450 -0.0300 0.97 0.89 0.3250S 0.0250S 0 0 0| 0 134,675 0 0 98750 0.2250 -0.0300 0.91 0.83 0.2700S 0.0050S 0 0 0| 0 135,240 0 0 98875 0.1150 -0.0250 0.74 0.72 0.1450 0.0100S 0 0 0| 700 28,235 0 0 99000 0.0550 0.0350 -0.0150 0.41 0.62 0.0550S 0.0550S 0.0850S 0.0050S 0 250 250| 0 27,503 0 0 99125 0.0050 -0.0050 0.11 0.62 0.0250S 0.0050S 0 0 0| 1,400 22,452 0 0 99250 CAB 0.0000 0.02 0.67 0.0100S 0.0050S 0 0 0| 700 7,750 -350 0 Total 0 250 250| 2,800 489,565 -350 0 | Oct 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.71 Time to expiry: 49 Days | | 98500 0.3450 -0.0350 0.81 0.95 0.3250S 0.1050S 0 0 0| 0 16,625 0 0 98750 0.1400 -0.0250 0.59 0.75 0.1800 0.0250S 0 0 0| 0 30,640 0 0 98875 0.0700 -0.0200 0.40 0.68 0.0850S 0.0150S 0 0 0| 0 2,000 0 0 99000 0.0250 -0.0150 0.21 0.64 0.0350S 0.0050S 0 0 0| 0 33,605 0 0 99125 0.0100 -0.0050 0.09 0.63 0.0150S 0.0100 0 0 0| 0 5,102 0 0 99250 0.0050 0.0000 0.04 0.68 0.0150S 0.0150S 0 0 0| 0 10,000 0 0 Total 0 0 0| 0 97,972 0 0 | Nov 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 77 Days | | 98750 0.1750 -0.0250 0.57 0.78 0.1500S 0.1500S 0 0 0| 0 500 0 0 98875 0.1000 -0.0200 0.42 0.72 0.0800S 0.0800S 0 0 0| 0 500 0 0 99000 0.0500 -0.0150 0.27 0.68 0.0350S 0.0350S 0 0 0| 0 500 0 0 99125 0.0250 -0.0050 0.15 0.65 0.0100S 0.0100S 0 0 0| 0 500 0 0 Total 0 0 0| 0 2,000 0 0 Options on Financial Futures 22:01 Page 38 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 105 Days | | 96625 2.1850 -0.0400 1.00 1.15 0.5600S 0.5600S 0 0 0| 0 1,200 0 0 96750 2.0600 -0.0400 1.00 1.16 0.5650S 0.5400S 0 0 0| 0 1,200 0 0 97500 1.3250 -0.0400 0.95 1.49 0.7500S 0.3950S 0 0 0| 0 3,510 0 0 97625 1.2050 -0.0400 0.94 1.45 0.4250S 0.4200S 0 0 0| 0 500 0 0 97750 1.0850 -0.0400 0.92 1.40 0.5700S 0.3200S 0 0 0| 0 3,250 0 0 97875 0.9650 -0.0400 0.90 1.35 0.6300S 0.1950S 7,000 0 7,000| 0 16,925 0 0 98000 0.8450 -0.0400 0.89 1.24 0.8800S 0.1300 7,000 0 7,000| 2,262 31,879 -2,262 0 98125 0.7250 -0.0400 0.87 1.15 0.7400S 0.1200S 7,000 0 7,000| 0 39,425 0 0 98250 0.6100 -0.0350 0.84 1.07 0.6500S 0.0750S 7,000 0 7,000| 2,262 35,270 -1,500 0 98375 0.4950 -0.0300 0.80 0.98 0.5200S 0.0600S 0 0 0| 2,262 28,906 -2,262 0 98500 0.3900 -0.0250 0.74 0.92 0.4200S 0.0350S 0 0 0| 0 55,662 0 0 98625 0.2900 -0.0250 0.66 0.85 0.3150S 0.0250S 0 0 0| 2,262 22,152 -500 0 98750 0.1950 -0.0250 0.56 0.78 0.2250S 0.0150S 0 0 0| 0 145,628 0 0 98875 0.1200 -0.0250 0.43 0.72 0.1200S 0.0100S 0 0 0| 750 61,032 0 0 99000 0.0750 0.0650 -0.0100 0.29 0.66 0.0750S 0.0750S 0.0950S 0.0050S 5,000 15,000 20,000| 1,500 149,402 +1,500 0 99125 0.0350 0.0300 -0.0050 0.17 0.61 0.0350 0.0350 0.0400S 0.0050S 5,000 30,003 35,003| 750 52,240 0 0 99250 0.0200 0.0100 -0.0050 0.08 0.58 0.0200S 0.0200S 0.0200S 0.0050S 5,000 15,000 20,000| 0 57,000 0 0 99375 0.0050 0.0000 0.03 0.57 5,000 0 5,000| 0 5,000 0 0 Total 48,000 60,003 108,003| 12,048 710,181 -5,024 0 | Mar 11 Underlying Price 98.640 (Mar 12) Indicative a-t-m Vol 0.82 Time to expiry: 196 Days | | 97500 1.1800 -0.0500 0.90 1.23 0.8750 0.8750 0 0 0| 0 50 0 0 97875 0.8400 -0.0400 0.83 1.11 0.4650S 0.4650S 0 0 0| 0 1,250 0 0 98000 0.7300 -0.0400 0.80 1.08 0.4300S 0.4300S 0 0 0| 0 250 0 0 98125 0.6200 -0.0400 0.76 1.02 0 0 0| 0 2,000 0 0 98250 0.5150 -0.0400 0.71 0.97 0.3200S 0.0950S 0 0 0| 0 5,000 0 0 98375 0.4200 -0.0350 0.66 0.92 0.2800S 0.2800S 0 0 0| 0 2,250 0 0 98500 0.3300 -0.0350 0.59 0.87 0.3250S 0.3250S 0 0 0| 0 3,500 0 0 98625 0.2450 -0.0300 0.51 0.82 0.1550S 0.1100S 0 0 0| 0 1,000 0 0 98750 0.2050 0.1750 -0.0200 0.42 0.78 0.2050S 0.2050S 0.2050S 0.0250S 0 500 500| 0 11,750 0 0 98875 0.1150 -0.0150 0.33 0.73 0.1200S 0.0350S 0 0 0| 0 6,250 0 0 99000 0.0700 -0.0100 0.24 0.69 0.0500S 0.0400S 1,000 0 1,000| 0 3,500 0 0 99125 0.0500 0.0350 -0.0100 0.15 0.65 0.0500 0.0500 0.0500 0.0200S 1,000 2 1,002| 0 3,750 0 0 99250 0.0300 0.0150 -0.0100 0.09 0.61 0.0300S 0.0300S 0.0350S 0.0050S 1,000 500 1,500| 0 8,000 0 0 99375 0.0100 0.0000 0.05 0.60 1,000 0 1,000| 0 0 0 0 Total 4,000 1,002 5,002| 0 48,550 0 0 Options on Financial Futures 22:01 Page 39 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 98.450 (Jun 12) Indicative a-t-m Vol 0.91 Time to expiry: 287 Days | | 97750 0.8350 -0.0550 0.76 1.12 0.5150S 0.5150S 0 0 0| 0 250 0 0 98000 0.6350 -0.0500 0.69 1.05 0.4000S 0.3550 0 0 0| 0 400 0 0 98250 0.4500 -0.0400 0.59 0.97 0.2700S 0.2300 0 0 0| 0 400 0 0 98500 0.2850 -0.0350 0.48 0.89 0.1900S 0.1900S 0 0 0| 0 1,750 0 0 98750 0.1650 -0.0250 0.34 0.82 0.1700S 0.1050S 0 0 0| 0 4,500 0 0 98875 0.1150 -0.0200 0.27 0.79 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 99000 0.0750 -0.0150 0.20 0.75 0.0400S 0.0350S 0 0 0| 0 3,250 0 0 99125 0.0450 -0.0150 0.14 0.72 0.0200S 0.0200S 0 0 0| 0 2,000 0 0 99250 0.0300 -0.0050 0.10 0.70 0.0250S 0.0100S 0 0 0| 0 6,000 0 0 Total 0 0 0| 0 20,550 0 0 | Total Calls 52,000 61,255 113,255| 14,848 1,368,818 -5,374 0 Options on Financial Futures 22:01 Page 40 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Sterling Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.970 (Sep 11) Indicative a-t-m Vol 0.65 Time to expiry: 14 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 0.0000 -0.03 0.89 0.3300S 0.0050S 1,000 0 1,000| 0 33,640 0 0 98750 0.0050 0.0000 -0.09 0.83 0.2300S 0.0050S 3,000 0 3,000| 1,000 26,197 -750 0 98875 0.0200 +0.0050 -0.26 0.72 0.1550S 0.0150S 2,000 0 2,000| 0 12,351 0 0 99000 0.0500 0.0650 +0.0150 -0.59 0.62 0.0500S 0.0500S 0.0600S 0.0450 0 250 250| 0 720 0 0 Total 6,000 250 6,250| 1,000 432,762 -750 0 | Oct 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.71 Time to expiry: 49 Days | | 98250 0.0250 +0.0050 -0.11 1.24 0.0200S 0.0200S 0 0 0| 0 3,500 0 0 98375 0.0300 +0.0050 -0.14 1.11 0.1500S 0.0250S 0 0 0| 0 7,450 0 0 98500 0.0350 +0.0050 -0.19 0.95 0.1450S 0.0350S 0 0 0| 0 8,375 0 0 98625 0.0550 +0.0100 -0.28 0.86 0.0750S 0.0550S 0 0 0| 0 3,650 0 0 98750 0.0800 +0.0150 -0.41 0.75 0.1250S 0.0900S 0 0 0| 0 8,550 0 0 98875 0.1350 +0.0200 -0.60 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 22:01 Page 41 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Sterling Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Nov 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 77 Days | | 98875 0.1650 +0.0200 -0.58 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 105 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 1.15 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 -0.05 1.49 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 -0.08 1.40 0.4150S 0.0200 0 0 0| 0 83,400 0 0 97875 0.0300 0.0000 -0.10 1.35 0.3950S 0.0600S 0 0 0| 0 15,200 0 0 98000 0.0350 0.0000 -0.11 1.24 0.3200S 0.0250S 0 0 0| 0 40,660 0 0 98125 0.0400 0.0000 -0.13 1.15 0.4100S 0.0300S 0 0 0| 3,500 84,500 +1,000 0 98250 0.0500 +0.0050 -0.16 1.07 0.2250S 0.0450 0 0 0| 750 10,936 +750 0 98375 0.0600 +0.0100 -0.20 0.98 0.4200S 0.0450S 0 0 0| 3,500 25,230 +2,500 0 98500 0.0800 +0.0150 -0.26 0.92 0.2200S 0.0900S 0 0 0| 0 7,908 0 0 98625 0.1050 +0.0150 -0.34 0.85 0.1050S 0.0850S 0 0 0| 3,500 19,000 +3,500 0 98750 0.1350 +0.0150 -0.44 0.78 0.3050S 0.1550S 0 0 0| 0 7,750 0 0 98875 0.1850 +0.0150 -0.57 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 11,250 438,984 +7,750 0 Options on Financial Futures 22:01 Page 42 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Three Month Sterling Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 11 Underlying Price 98.640 (Mar 12) Indicative a-t-m Vol 0.82 Time to expiry: 196 Days | | 95000 CAB 0.0000 0.00 1.17 0.0500 0.0350 0 0 0| 0 300 0 0 95875 CAB 0.0000 0.00 1.19 0.0550 0.0550 0 0 0| 0 50 0 0 96000 CAB 0.0000 0.00 1.19 0.1800S 0.0600S 0 0 0| 0 3,000 0 0 96125 CAB 0.0000 0.00 1.20 0.0700 0.0700 0 0 0| 0 50 0 0 96250 CAB 0.0000 0.00 1.19 0.2200S 0.1300S 0 0 0| 0 500 0 0 96375 CAB 0.0000 0.00 1.19 0.2350S 0.0200S 0 0 0| 0 1,000 0 0 96500 CAB 0.0000 -0.01 1.20 0.2650S 0.1650S 0 0 0| 0 2,000 0 0 96750 0.0100 0.0000 -0.03 1.39 0.3300S 0.1450S 0 0 0| 0 2,500 0 0 96875 0.0150 0.0000 -0.04 1.40 0.3700S 0.2500S 0 0 0| 0 500 0 0 97000 0.0200 0.0000 -0.05 1.40 0.4250S 0.1700S 0 0 0| 0 3,500 0 0 97250 0.0300 0.0000 -0.07 1.34 0.3300S 0.2550S 0 0 0| 0 1,000 0 0 97375 0.0350 0.0000 -0.08 1.27 0.1100S 0.1000S 0 0 0| 0 500 0 0 97500 0.0400 0.0000 -0.10 1.23 0.0500S 0.0500S 0 0 0| 0 500 0 0 97625 0.0500 +0.0050 -0.12 1.20 0.1450S 0.1450S 0 0 0| 0 500 0 0 98000 0.0900 +0.0100 -0.20 1.08 0.3500S 0.1100S 0 0 0| 0 3,250 0 0 98250 0.1250 +0.0100 -0.29 0.97 0.3350S 0.1200S 0 0 0| 0 1,000 0 0 98375 0.1550 +0.0150 -0.34 0.92 0.3000S 0.3000S 0 0 0| 0 250 0 0 98500 0.1900 +0.0150 -0.41 0.87 0.2350S 0.1700S 0 0 0| 0 1,500 0 0 98750 0.2850 +0.0300 -0.58 0.78 0 0 0| 0 0 0 0 Total 0 0 0| 0 21,900 0 0 | Jun 11 Underlying Price 98.450 (Jun 12) Indicative a-t-m Vol 0.91 Time to expiry: 287 Days | | 96750 0.0450 0.0000 -0.08 1.41 0.1100S 0.0950S 0 0 0| 0 3,250 0 0 97125 0.0700 +0.0100 -0.12 1.31 0.1300S 0.1300S 0 0 0| 0 250 0 0 97250 0.0800 +0.0100 -0.14 1.27 0.1800S 0.1600S 0 0 0| 0 3,250 0 0 97500 0.1000 +0.0100 -0.18 1.19 0.1950S 0.1950S 0 0 0| 0 1,250 0 0 97750 0.1350 +0.0150 -0.24 1.12 0.4100S 0.4100S 0 0 0| 0 250 0 0 98000 0.1850 +0.0200 -0.31 1.05 0.3350S 0.3350S 0 0 0| 0 750 0 0 98500 0.3350 +0.0350 -0.52 0.89 0 0 0| 0 0 0 0 Total 0 0 0| 0 9,000 0 0 | Total Puts 6,000 250 6,250| 12,250 934,176 +7,000 0 Options on Financial Futures 22:01 Page 43 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.820 Indicative a-t-m Vol 0.20 Time to expiry: 12 Days | | 99750 0.0700 +0.0100 0.97 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: 103 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: 194 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 99.630 Indicative a-t-m Vol 0.20 Time to expiry: 285 Days | | 99625 0.0750 -0.0100 0.51 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 22:01 Page 44 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 99.820 Indicative a-t-m Vol 0.20 Time to expiry: 12 Days | | 99750 CAB 0.0000 -0.03 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: 103 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: 194 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 99.630 Indicative a-t-m Vol 0.20 Time to expiry: 285 Days | | 99625 0.0700 +0.0100 -0.49 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 22:01 Page 45 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 109.315 Indicative a-t-m Vol 1.00 Time to expiry: 12 Days | | 10940 0.047 -0.029 0.34 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.200 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 47 Days | | 10930 0.113 -0.047 0.40 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.200 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 75 Days | | 10930 0.153 -0.047 0.42 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.200 Indicative a-t-m Vol 1.00 Time to expiry: 103 Days | | 10930 0.186 -0.048 0.43 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 22:01 Page 46 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 109.315 Indicative a-t-m Vol 1.00 Time to expiry: 12 Days | | 10940 0.132 +0.036 -0.66 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.200 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 47 Days | | 10930 0.213 +0.053 -0.60 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.200 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 75 Days | | 10930 0.253 +0.053 -0.58 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.200 Indicative a-t-m Vol 1.00 Time to expiry: 103 Days | | 10930 0.286 +0.052 -0.57 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 22:01 Page 47 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 120.09 Indicative a-t-m Vol 10.22 Time to expiry: 12 Days | | 12050 0.74 -0.18 0.43 10.29 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.67 (Dec 10) Indicative a-t-m Vol 10.16 Time to expiry: 47 Days | | 12000 1.61 -0.17 0.48 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.67 (Dec 10) Indicative a-t-m Vol 10.16 Time to expiry: 75 Days | | 12000 2.07 -0.17 0.49 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.67 Indicative a-t-m Vol 10.16 Time to expiry: 103 Days | | 12000 2.45 -0.16 0.49 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:01 Page 48 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 120.09 Indicative a-t-m Vol 10.22 Time to expiry: 12 Days | | 12050 1.15 +0.13 -0.57 10.29 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.67 (Dec 10) Indicative a-t-m Vol 10.16 Time to expiry: 47 Days | | 12000 1.94 +0.14 -0.52 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.67 (Dec 10) Indicative a-t-m Vol 10.16 Time to expiry: 75 Days | | 12000 2.40 +0.14 -0.51 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.67 Indicative a-t-m Vol 10.16 Time to expiry: 103 Days | | 12000 2.78 +0.15 -0.51 10.22 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:01 Page 49 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 131.79 Indicative a-t-m Vol 10.00 Time to expiry: 12 Days | | 13300 0.51 -0.46 0.32 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 131.25 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 47 Days | | 13250 1.35 -0.50 0.40 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 131.25 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 75 Days | | 13250 1.83 -0.51 0.43 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 131.25 Indicative a-t-m Vol 10.00 Time to expiry: 103 Days | | 13250 2.23 -0.52 0.44 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 22:01 Page 50 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 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 131.79 Indicative a-t-m Vol 10.00 Time to expiry: 12 Days | | 13300 1.72 +0.60 -0.68 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 131.25 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 47 Days | | 13250 2.60 +0.58 -0.60 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 131.25 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 75 Days | | 13250 3.08 +0.57 -0.57 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 131.25 Indicative a-t-m Vol 10.00 Time to expiry: 103 Days | | 13250 3.48 +0.56 -0.56 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 22:01 Page 51 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Long Gilt | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Oct 10 Underlying Price 124.28 (Dec 10) Indicative a-t-m Vol 7.21 Time to expiry: 22 Days | | 12400 1.04 -0.64 0.55 7.19 200 0 200| 0 200 0 0 12500 0.59 -0.48 0.38 7.26 400 0 400| 0 400 0 0 12550 0.43 -0.39 0.30 7.28 0 0 0| 0 0 0 0 12600 0.31 -0.31 0.23 7.35 200 0 200| 0 0 0 0 Total 800 0 800| 0 600 0 0 | Nov 10 Underlying Price 124.28 (Dec 10) Indicative a-t-m Vol 6.28 Time to expiry: 51 Days | | 12500 0.85 -0.48 0.41 6.27 1.35 1.30 0 0 0| 237 237 +237 0 12550 0.67 -0.41 0.34 6.26 0 0 0| 0 0 0 0 Total 0 0 0| 237 237 +237 0 | Dec 10 Underlying Price 124.28 Indicative a-t-m Vol 6.57 Time to expiry: 83 Days | | 12550 1.03 -0.44 0.38 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 128.93 Indicative a-t-m Vol 6.57 Time to expiry: 173 Days | | 13000 1.85 -0.46 0.44 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 800 0 800| 237 837 +237 0 Options on Financial Futures 22:01 Page 52 Business Day Wed 1 Sep 2010 | Previous Business Day | Tue 31 Aug 2010 Long Gilt | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Oct 10 Underlying Price 124.28 (Dec 10) Indicative a-t-m Vol 7.21 Time to expiry: 22 Days | | 12050 0.05 +0.03 -0.05 7.54 0 0 0| 0 200 0 0 12150 0.13 +0.07 -0.11 7.51 0.20S 0.12S 0 0 0| 0 102 0 0 12250 0.28 +0.15 -0.21 7.33 0.22S 0.20S 0 0 0| 0 600 0 0 12350 0.55 +0.26 -0.36 7.18 0.41S 0.41S 0 0 0| 0 300 0 0 12550 1.65 +0.59 -0.70 7.28 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,202 0 0 | Nov 10 Underlying Price 124.28 (Dec 10) Indicative a-t-m Vol 6.28 Time to expiry: 51 Days | | 12550 1.89 +0.57 -0.66 6.26 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 124.28 Indicative a-t-m Vol 6.57 Time to expiry: 83 Days | | 12550 2.25 +0.54 -0.62 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 128.93 Indicative a-t-m Vol 6.57 Time to expiry: 173 Days | | 13000 2.92 +0.52 -0.56 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