Options on Financial Futures Summary 21:59 Page 1 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 | | Contract CONNECT* Basis Block Trd Total | Official Open Volume Volume Volume Volume | Volume Interest Change | Short Term Interest Rate Products | Three Month Euribor 373,299 N/A 441,150 814,449 | 281,418 13,023,701 +37,457 Three Month Euribor Mid-Curve 30,303 N/A 60,440 90,743 | 76,537 1,681,429 +37,516 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 22,608 N/A 20,000 42,608 | 44,407 5,407,367 +11,863 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,000 0 Three Month Sterling Mid-Curve 16,600 N/A 42,000 58,600 | 119,505 2,343,916 +40,922 Three Month Euroswiss 0 N/A 0 0 | 0 0 0 | Swapnote Products | 2Yr Euro Swapnote 0 0 0 0 | 0 0 0 5Yr Euro Swapnote 0 0 0 0 | 0 0 0 10Yr Euro Swapnote 0 0 0 0 | 0 0 0 | Bond Products | Long Gilt 0 N/A 0 0 | 800 2,239 +200 Options on Financial Futures 21:59 Page 2 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 99.130 Indicative a-t-m Vol 0.14 Time to expiry: 11 Days | | 95750 3.3800 +0.0050 1.00 0.32 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 3.1300 +0.0050 1.00 0.32 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.8800 +0.0050 1.00 0.32 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.6300 +0.0050 1.00 0.32 2.3200S 0.3000 0 0 0| 0 2,400 0 0 96750 2.3800 +0.0050 1.00 0.32 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 2.1300 +0.0050 1.00 0.32 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.8800 +0.0050 1.00 0.32 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.6300 +0.0050 1.00 0.32 1.5250S 0.1700S 0 0 0| 0 4,475 0 0 97750 1.3800 +0.0050 1.00 0.32 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 1.1300 +0.0050 1.00 0.32 0.4650S 0.1050S 0 0 0| 0 8,225 0 0 98125 1.0050 +0.0050 1.00 0.32 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.8800 +0.0050 1.00 0.32 0.9600S 0.1750 0 0 0| 0 12,997 0 0 98375 0.7550 +0.0050 1.00 0.31 0.4550S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.6300 +0.0050 1.00 0.30 0.6200S 0.0850S 0 0 0| 0 47,770 0 0 98625 0.5050 +0.0050 1.00 0.30 0.5800S 0.2000S 0 0 0| 0 80,398 0 0 98750 0.3800 +0.0050 1.00 0.29 0.4800S 0.0500S 0 0 0| 0 92,885 0 0 98875 0.2575 +0.0075 0.96 0.82 0.3550S 0.0800S 0 0 0| 0 136,359 0 0 99000 0.1250 0.1350 +0.0100 0.90 0.57 0.1250S 0.1250S 0.2650 0.0250S 0 1,000 1,000| 58 202,474 -942 0 99125 0.0100 0.0125 -0.0025 0.58 0.14 0.0200S 0.0100 0.1600 0.0100S 30,000 23,012 53,012| 22,491 318,003 -10,090 0 99250 CAB 0.0000 0.00 0.24 0.1000S CAB 0 0 0| 3,923 318,008 -3,627 0 99375 0.0050 CAB 0.0000 0.00 0.25 0.0050S 0.0050S 0.0350S CAB 0 1,000 1,000| 6,647 328,680 -6,147 0 99500 CAB 0.0000 0.00 0.26 0.0150S CAB 0 0 0| 696 204,248 -500 0 99625 CAB 0.0000 0.00 0.26 0.0100S 0.0050S 0 0 0| 0 24,000 0 0 99750 CAB 0.0000 0.00 0.26 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 30,000 25,012 55,012| 33,815 1,814,252 -21,306 0 | Oct 10 Underlying Price 99.085 (Dec 10) Indicative a-t-m Vol 0.32 Time to expiry: 46 Days | | 98750 0.3375 -0.0025 0.96 0.53 0.2250S 0.2250S 0 0 0| 0 500 0 0 98875 0.2175 -0.0025 0.90 0.45 0.3150 0.1250S 0 0 0| 0 14,910 0 0 99000 0.1050 -0.0050 0.74 0.37 0.1600S 0.0450 0 0 0| 0 98,475 0 0 99125 0.0300 0.0250 -0.0075 0.35 0.30 0.0300 0.0250 0.1400S 0.0150S 0 2,819 2,819| 9,550 70,577 +1,204 0 99250 0.0025 -0.0025 0.06 0.30 0.0800S 0.0050S 3,000 5,000 8,000| 400 57,013 +400 0 99375 CAB -0.0025 0.02 0.40 0.0450 CAB 0 1,000 1,000| 0 23,700 0 0 99500 CAB 0.0000 0.01 0.45 0.0050S CAB 0 0 0| 0 8,300 0 0 Total 3,000 8,819 11,819| 9,950 273,475 +1,604 0 Options on Financial Futures 21:59 Page 3 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 0.34 Time to expiry: 74 Days | | 98875 0.2250 -0.0025 0.86 0.44 0.1600S 0.1600S 0 0 0| 0 12,984 0 0 99000 0.1175 -0.0050 0.69 0.38 0.1650S 0.0650 0 0 0| 0 22,575 0 0 99125 0.0400 -0.0050 0.39 0.32 0.1050 0.0400S 0 0 0| 500 27,665 +500 0 99250 0.0075 -0.0050 0.12 0.32 0.0150 0.0150 0 0 0| 0 11,500 0 0 99375 0.0025 -0.0025 0.04 0.37 0.0150S 0.0100 0 0 0| 0 11,000 0 0 99500 CAB -0.0025 0.01 0.42 0.0050 0.0050 0 0 0| 0 1,000 0 0 Total 0 0 0| 500 86,724 +500 0 | Dec 10 Underlying Price 99.085 Indicative a-t-m Vol 0.33 Time to expiry: 102 Days | | 96750 2.3350 0.0000 1.00 0.55 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 2.0850 0.0000 1.00 0.55 2.1100 0.4650 0 0 0| 0 2,255 0 0 97250 1.8350 0.0000 1.00 0.55 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 1.5850 0.0000 1.00 0.55 1.3050S 0.2750S 0 0 0| 0 14,100 0 0 97750 1.3350 0.0000 1.00 0.55 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 1.0850 0.0000 1.00 0.55 0.7850S 0.1500S 0 0 0| 0 19,262 0 0 98125 0.9600 0.0000 1.00 0.55 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.8350 0.0000 1.00 0.55 0.8000 0.1250S 0 0 0| 0 18,026 0 0 98375 0.7100 -0.0025 0.99 0.59 0.3500S 0.2450S 0 0 0| 0 6,500 0 0 98500 0.5875 -0.0025 0.97 0.58 0.6400S 0.0600S 0 0 0| 0 205,921 0 0 98625 0.4650 -0.0025 0.96 0.50 0.5400S 0.1300S 0 0 0| 0 26,589 0 0 98750 0.3450 -0.0025 0.93 0.47 0.4450S 0.0200S 0 0 0| 0 378,160 0 0 98875 0.2325 -0.0025 0.82 0.44 0.3550 0.0550S 0 0 0| 0 120,269 0 0 99000 0.1300 0.1300 -0.0025 0.66 0.38 0.1300S 0.1250S 0.2650S 0.0100S 0 1,250 1,250| 18,500 393,343 -16,000 0 99125 0.0500 0.0475 -0.0100 0.40 0.31 0.0550 0.0450S 0.1750S 0.0200S 98,575 25,934 124,509| 22,653 222,947 -1,000 0 99250 0.0150 0.0125 -0.0050 0.15 0.30 0.0200 0.0100S 0.1250 0.0050S 100,575 26,209 126,784| 18,879 381,403 +3,889 0 99375 0.0050 0.0025 -0.0050 0.04 0.32 0.0050 0.0050 0.0700S 0.0050 4,000 1,000 5,000| 651 203,502 -427 0 99500 CAB -0.0025 0.02 0.37 0.0350 0.0050S 0 0 0| 1,029 136,244 0 0 99625 CAB 0.0000 0.01 0.42 0.0050S 0.0050S 0 0 0| 0 6,070 0 0 Total 203,150 54,393 257,543| 61,712 2,148,083 -13,538 0 | Jan 11 Underlying Price 99.020 (Mar 11) Indicative a-t-m Vol 0.44 Time to expiry: 137 Days | | 98750 0.3050 -0.0100 0.81 0.52 0 0 0| 0 7,000 0 0 98875 0.1975 -0.0175 0.70 0.46 0 0 0| 0 2,500 0 0 99000 0.1175 -0.0125 0.53 0.44 0.1400S 0.1100S 0 0 0| 750 7,500 -500 0 99125 0.0600 -0.0025 0.34 0.43 0.0700 0.0550S 0 0 0| 2,000 108,000 0 0 99250 0.0250 0.0225 -0.0025 0.17 0.40 0.0250S 0.0250S 0.0350S 0.0250S 5,000 5,000 10,000| 10,000 21,750 +9,750 0 Total 5,000 5,000 10,000| 12,750 146,750 +9,250 0 Options on Financial Futures 21:59 Page 4 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 99.020 (Mar 11) Indicative a-t-m Vol 0.43 Time to expiry: 165 Days | | 99000 0.1275 -0.0175 0.53 0.44 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.020 Indicative a-t-m Vol 0.45 Time to expiry: 193 Days | | 97250 1.7700 -0.0150 1.00 0.69 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 1.5200 -0.0150 1.00 0.69 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 1.2700 -0.0150 0.99 0.69 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 1.0250 -0.0150 0.98 0.72 0.7850S 0.2700 0 0 0| 0 9,050 0 0 98250 0.7800 -0.0150 0.95 0.65 0.6450 0.1350 0 0 0| 0 21,373 0 0 98500 0.5425 -0.0150 0.89 0.59 0.6700 0.1000S 0 0 0| 0 86,756 0 0 98625 0.4275 -0.0175 0.84 0.55 0.3700 0.2550S 0 0 0| 0 5,275 0 0 98750 0.3200 0.3200 -0.0150 0.77 0.51 0.3200 0.3200 0.4550S 0.0500S 0 9 9| 0 137,652 0 0 98875 0.2225 -0.0150 0.66 0.48 0.3500 0.1250S 0 0 0| 0 49,454 0 0 99000 0.1400 0.1400 -0.0100 0.53 0.45 0.1450S 0.1300S 0.2850S 0.0250S 0 3,400 3,400| 600 176,827 -843 0 99125 0.0900 0.0750 -0.0100 0.36 0.42 0.0900S 0.0650S 0.2000S 0.0450S 0 6,900 6,900| 5,490 98,427 -3,350 0 99250 0.0325 -0.0050 0.22 0.39 0.1500S 0.0050S 0 0 0| 7,980 124,219 +1,475 0 99375 0.0200 0.0125 -0.0025 0.11 0.38 0.0200S 0.0200S 0.0850 0.0050S 0 500 500| 1,500 60,507 +450 0 99500 0.0050 -0.0025 0.05 0.39 0.0500 0.0050S 0 0 0| 500 33,252 -300 0 99625 0.0025 -0.0025 0.02 0.41 0.0200 0.0050S 0 0 0| 0 25,700 0 0 99750 CAB -0.0025 0.01 0.42 0.0050S 0.0050S 0 0 0| 196 4,000 0 0 Total 0 10,809 10,809| 16,266 873,092 -2,568 0 | Jun 11 Underlying Price 98.965 Indicative a-t-m Vol 0.51 Time to expiry: 284 Days | | 97000 1.9650 -0.0250 1.00 0.84 1.8850S 0.5900S 0 0 0| 0 4,675 0 0 97250 1.7200 -0.0250 0.98 0.92 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 1.4750 -0.0250 0.97 0.91 1.4200S 0.4600S 0 0 0| 0 6,475 0 0 97750 1.2300 -0.0250 0.95 0.85 0.8050 0.4300 0 0 0| 0 13,100 0 0 97875 1.1075 -0.0250 0.94 0.81 0.8950 0.8950 0 0 0| 0 25 0 0 98000 0.9875 -0.0250 0.93 0.77 0.9600S 0.3900S 0 0 0| 0 20,488 0 0 98250 0.7550 -0.0250 0.87 0.72 0.5750 0.1300S 0 0 0| 0 5,205 0 0 98500 0.5300 -0.0250 0.80 0.65 0.5950 0.1250S 0 0 0| 0 35,374 0 0 98625 0.4250 -0.0250 0.74 0.62 0.3600S 0.2850S 0 0 0| 0 2,950 0 0 98750 0.3275 -0.0225 0.66 0.58 0.4500S 0.0700 0 0 0| 0 44,779 0 0 98875 0.2450 0.2350 -0.0275 0.58 0.53 0.2450 0.2300S 0.2850S 0.1400S 0 270 270| 0 23,549 0 0 99000 0.1750 0.1575 -0.0250 0.47 0.50 0.1750S 0.1550S 0.2950S 0.0400S 0 1,040 1,040| 1,500 133,003 +319 0 99125 0.1050 0.0950 -0.0225 0.35 0.47 0.1050 0.0900S 0.1400S 0.0550S 0 260 260| 0 107,012 0 0 99250 0.0600 0.0500 -0.0175 0.23 0.44 0.0600S 0.0500S 0.1500 0.0150S 30,000 2,260 32,260| 0 123,276 0 0 99375 0.0225 -0.0125 0.13 0.41 0.0450S 0.0150S 0 0 0| 0 13,500 0 0 99500 0.0075 -0.0075 0.06 0.39 0.0700 0.0050S 0 0 0| 0 16,215 0 0 99750 CAB -0.0025 0.01 0.39 0.0200 0.0050S 0 0 0| 0 6,700 0 0 Total 30,000 3,830 33,830| 1,500 560,226 +319 0 Options on Financial Futures 21:59 Page 5 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 11 Underlying Price 98.910 Indicative a-t-m Vol 0.59 Time to expiry: 382 Days | | 97250 1.6900 -0.0250 0.94 1.08 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 1.4450 -0.0300 0.92 0.99 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 1.2050 -0.0300 0.90 0.91 0.5500S 0.4800S 0 0 0| 0 4,175 0 0 98000 0.9700 -0.0250 0.86 0.83 0.9600 0.2850S 0 0 0| 0 17,500 0 0 98250 0.7400 -0.0300 0.81 0.76 0.7800 0.3650 0 0 0| 0 16,225 0 0 98500 0.5300 -0.0250 0.72 0.69 0.5600S 0.1500S 0 0 0| 0 22,500 0 0 98750 0.3450 -0.0200 0.60 0.63 0.4200S 0.1050 0 0 0| 0 50,725 0 0 99000 0.1850 -0.0200 0.44 0.57 0.2850S 0.0500S 0 0 0| 0 43,450 0 0 99250 0.0700 -0.0150 0.25 0.49 0.1400S 0.0150S 0 0 0| 0 27,450 0 0 99500 0.0150 -0.0050 0.08 0.41 0.0800S 0.0050S 0 0 0| 450 42,395 +450 0 99750 CAB -0.0050 0.02 0.38 0.0100S 0.0100S 0 0 0| 0 2,000 0 0 Total 0 0 0| 450 234,190 +450 0 | Dec 11 Underlying Price 98.815 Indicative a-t-m Vol 0.68 Time to expiry: 473 Days | | 97250 1.6150 -0.0250 0.91 1.05 0.6150S 0.6000S 0 0 0| 0 350 0 0 97500 1.3800 -0.0200 0.88 0.99 0.6350S 0.5100S 0 0 0| 0 24,500 0 0 97750 1.1500 -0.0200 0.85 0.93 1.0300 0.4650S 0 0 0| 0 18,295 0 0 98000 0.9250 -0.0200 0.80 0.87 0.8600S 0.4150S 0 0 0| 0 13,350 0 0 98250 0.7150 -0.0200 0.73 0.81 0.5000S 0.3100 0 0 0| 0 3,275 0 0 98500 0.5200 -0.0150 0.65 0.75 0.5300S 0.1850S 0 0 0| 0 14,650 0 0 98750 0.3450 -0.0150 0.53 0.70 0.4050S 0.1100S 0 0 0| 0 42,575 0 0 99000 0.2000 -0.0100 0.40 0.63 0.3000S 0.0700S 0 0 0| 0 39,644 0 0 99250 0.0950 -0.0050 0.25 0.57 0.1900S 0.0150S 0 0 0| 0 36,851 0 0 99500 0.0300 0.0000 0.11 0.49 0.0350S 0.0200S 0 0 0| 0 21,000 0 0 Total 0 0 0| 0 214,490 0 0 | Mar 12 Underlying Price 98.730 Indicative a-t-m Vol 0.75 Time to expiry: 564 Days | | 96500 2.2800 -0.0250 0.93 1.26 2.0100S 2.0100S 0 0 0| 0 100 0 0 97750 1.1200 -0.0250 0.79 0.99 0.5400S 0.5400S 0 0 0| 0 500 0 0 98000 0.9050 -0.0250 0.74 0.92 0.7900 0.4600S 0 0 0| 0 3,000 0 0 98250 0.7050 -0.0200 0.68 0.86 0.6300S 0.4300S 0 0 0| 0 15,150 0 0 98500 0.5200 -0.0200 0.59 0.81 0.5450S 0.3250 0 0 0| 0 12,675 0 0 98750 0.3700 0.3550 -0.0150 0.49 0.75 0.3700S 0.3600S 0.3900S 0.3050 0 3,000 3,000| 0 7,000 0 0 99000 0.2200 -0.0100 0.38 0.68 0.2350S 0.1000S 0 0 0| 0 10,045 0 0 99250 0.1100 -0.0100 0.25 0.62 0.0850 0.0850 0 0 0| 0 2,025 0 0 99500 0.0400 -0.0050 0.13 0.54 0.0550 0.0100 0 0 0| 0 34,500 0 0 Total 0 3,000 3,000| 0 84,995 0 0 Options on Financial Futures 21:59 Page 6 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.630 Indicative a-t-m Vol 0.80 Time to expiry: 655 Days | | 98250 0.6800 -0.0200 0.63 0.88 0.7300S 0.4800S 0 0 0| 0 14,350 0 0 98500 0.5050 0.5050 -0.0200 0.55 0.83 0.5050S 0.5050S 0.5250S 0.4200S 0 3,250 3,250| 0 4,950 0 0 98750 0.3500 0.3500 -0.0150 0.46 0.77 0.3500S 0.3500S 0.3800S 0.3250S 0 500 500| 0 2,500 0 0 99000 0.2150 -0.0150 0.35 0.71 0.2300S 0.2250S 0 0 0| 0 10,700 0 0 99250 0.1150 -0.0100 0.23 0.64 0.1100S 0.1100S 0 0 0| 0 2,750 0 0 99500 0.0500 0.0500 0.0000 0.13 0.57 0.0500S 0.0500S 0.0600 0.0350S 0 1,000 1,000| 0 14,500 0 0 Total 0 4,750 4,750| 0 49,750 0 0 | Total Calls 271,150 115,613 386,763| 136,943 6,486,027 -25,289 0 Options on Financial Futures 21:59 Page 7 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 99.130 Indicative a-t-m Vol 0.14 Time to expiry: 11 Days | | 91000 CAB 0.0000 0.00 0.32 0.0050S 0.0050S 0 0 0| 0 523 0 0 92750 CAB 0.0000 0.00 0.32 0.0100S 0.0050 0 0 0| 0 754 0 0 94750 CAB 0.0000 0.00 0.32 0.0450 0.0100 0 0 0| 0 1,025 0 0 95000 CAB 0.0000 0.00 0.32 0.0300S 0.0050S 0 0 0| 0 2,150 0 0 95250 CAB 0.0000 0.00 0.32 0.2650S 0.2650S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 0.32 0.0300S 0.0200S 0 0 0| 0 1,200 0 0 95750 CAB 0.0000 0.00 0.32 0.5900S 0.5650S 0 0 0| 0 1,800 0 0 96000 CAB 0.0000 0.00 0.32 0.4950S 0.0050 0 0 0| 0 53,942 0 0 96250 CAB 0.0000 0.00 0.32 0.5650S 0.5300S 0 0 0| 0 6,175 0 0 96375 CAB 0.0000 0.00 0.32 0.0150 0.0150 0 0 0| 0 10 0 0 96500 CAB 0.0000 0.00 0.32 0.5850S 0.0050S 0 0 0| 0 20,620 0 0 96625 CAB 0.0000 0.00 0.32 0.0500 0.0500 0 0 0| 0 10 0 0 96750 CAB 0.0000 0.00 0.32 0.5800S 0.0450S 0 0 0| 0 9,401 0 0 97000 CAB 0.0000 0.00 0.32 0.5650S 0.0100S 0 0 0| 0 39,246 0 0 97125 CAB 0.0000 0.00 0.32 0.0400 0.0400 0 0 0| 0 1,250 0 0 97250 CAB 0.0000 0.00 0.32 1.1300S 0.0050 0 0 0| 0 29,360 0 0 97375 CAB 0.0000 0.00 0.32 0.1550 0.0350S 0 0 0| 0 8,060 0 0 97500 CAB 0.0000 0.00 0.32 0.5150S 0.0050S 0 0 0| 0 38,759 0 0 97625 CAB 0.0000 0.00 0.32 0.1450S 0.0050S 0 0 0| 0 7,121 0 0 97750 CAB 0.0000 0.00 0.32 0.5350S 0.0100S 0 0 0| 0 55,652 0 0 97875 CAB 0.0000 0.00 0.32 0.1850S 0.0050S 0 0 0| 0 10,410 0 0 98000 CAB 0.0000 0.00 0.32 0.5000S 0.0050S 0 0 0| 0 80,449 0 0 98125 CAB 0.0000 0.00 0.32 0.3300S 0.0050 0 0 0| 0 25,080 0 0 98250 CAB 0.0000 0.00 0.32 0.4300S 0.0050S 0 0 0| 0 83,818 0 0 98375 CAB 0.0000 0.00 0.31 0.4150S 0.0050S 0 0 0| 0 53,584 0 0 98500 CAB 0.0000 0.00 0.30 0.4700S 0.0050S 0 0 0| 0 137,299 0 0 98625 CAB 0.0000 0.00 0.30 0.3800S 0.0050S 0 0 0| 0 193,778 0 0 98750 CAB 0.0000 0.00 0.29 0.4600S 0.0050 0 0 0| 0 254,850 0 0 98875 0.0025 +0.0025 -0.04 0.82 0.5200S 0.0050S 0 0 0| 0 250,820 0 0 99000 0.0050 +0.0050 -0.10 0.57 0.6150S 0.0050 0 0 0| 500 215,203 -500 0 99125 0.0150 0.0075 -0.0075 -0.42 0.14 0.0200S 0.0100 0.2700S 0.0100 0 8,001 8,001| 500 156,837 -500 0 99250 0.1200 -0.0050 -1.00 0.24 0.2950S 0.1250S 0 0 0| 0 24,050 0 0 Total 0 8,001 8,001| 1,000 1,763,486 -1,000 0 Options on Financial Futures 21:59 Page 8 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 0.32 Time to expiry: 46 Days | | 98000 CAB 0.0000 0.00 0.70 0.0500 0.0150S 0 0 0| 0 500 0 0 98250 CAB 0.0000 0.00 0.68 0.0300S 0.0300S 0 0 0| 0 700 0 0 98375 CAB 0.0000 0.00 0.66 0.0450 0.0150 0 0 0| 0 1,250 0 0 98500 CAB 0.0000 0.00 0.63 0.0650 0.0050 0 0 0| 0 12,240 0 0 98625 CAB -0.0025 -0.01 0.59 0.1200S CAB 0 1,000 1,000| 0 7,931 0 0 98750 0.0025 -0.0025 -0.04 0.53 0.1400S 0.0050S 0 0 0| 0 33,490 0 0 98875 0.0075 -0.0025 -0.10 0.45 0.1850S 0.0050 0 0 0| 200 21,168 0 0 99000 0.0250 0.0200 -0.0050 -0.26 0.37 0.0250 0.0200 0.1900S 0.0200 25,000 3,500 28,500| 250 14,310 -250 0 99125 0.0700 0.0650 -0.0075 -0.65 0.30 0.0700S 0.0700S 0.2950S 0.0700S 20,000 1,500 21,500| 0 7,499 0 0 Total 45,000 6,000 51,000| 450 99,088 -250 0 | Nov 10 Underlying Price 99.085 (Dec 10) Indicative a-t-m Vol 0.34 Time to expiry: 74 Days | | 98500 CAB 0.0000 -0.01 0.56 0.0450 0.0300S 0 0 0| 0 1,500 0 0 98750 0.0050 0.0050 -0.0025 -0.06 0.48 0.0050 0.0050 0.0900S 0.0050 0 500 500| 0 4,000 0 0 98875 0.0150 -0.0025 -0.14 0.44 0.0800 0.0250S 0 0 0| 0 2,201 0 0 99000 0.0350 0.0325 -0.0050 -0.31 0.38 0.0350 0.0350 0.1850S 0.0300 0 250 250| 0 2,250 0 0 99125 0.0800 -0.0050 -0.61 0.32 0.1100S 0.0700S 0 0 0| 500 800 +500 0 Total 0 750 750| 500 10,751 +500 0 Options on Financial Futures 21:59 Page 9 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 0.33 Time to expiry: 102 Days | | 93000 CAB 0.0000 0.00 0.55 0.0150 CAB 0 0 0| 0 319 0 0 93750 CAB 0.0000 0.00 0.55 0.0100 0.0100 0 0 0| 0 120 0 0 94000 CAB 0.0000 0.00 0.55 0.0350 0.0350 0 0 0| 0 250 0 0 94500 CAB 0.0000 0.00 0.55 0.0350S 0.0050 0 0 0| 0 1,000 0 0 95000 CAB 0.0000 0.00 0.55 0.0750 0.0250S 0 0 0| 0 11,300 0 0 95500 CAB 0.0000 0.00 0.55 0.0650 0.0650 0 0 0| 0 2,000 0 0 95750 CAB 0.0000 0.00 0.55 0.0800S 0.0400S 0 0 0| 0 4,900 0 0 96000 CAB 0.0000 0.00 0.55 0.1300S 0.0250 0 0 0| 0 50,290 0 0 96125 CAB 0.0000 0.00 0.55 0.0050 0.0050 0 0 0| 0 150 0 0 96250 CAB 0.0000 0.00 0.55 0.1150S 0.1100S 0 0 0| 0 7,525 0 0 96500 CAB 0.0000 0.00 0.55 0.1900 0.0150 0 0 0| 0 7,523 0 0 96750 CAB 0.0000 0.00 0.55 0.5000S 0.0050S 0 0 0| 0 9,635 0 0 97000 CAB 0.0000 0.00 0.55 0.4950S 0.0050 0 0 0| 0 33,490 0 0 97250 CAB 0.0000 0.00 0.55 0.4850S 0.0050 0 0 0| 0 33,760 0 0 97375 CAB 0.0000 0.00 0.55 0.0450S 0.0450S 0 0 0| 0 2,000 0 0 97500 CAB 0.0000 0.00 0.55 0.6200S 0.0050 0 0 0| 0 53,830 0 0 97625 CAB 0.0000 0.00 0.55 0.1500S 0.0150 0 0 0| 0 12,250 0 0 97750 CAB 0.0000 0.00 0.55 0.5300S 0.0050S 0 0 0| 0 57,780 0 0 97875 CAB 0.0000 0.00 0.55 0.2050S 0.0050 0 0 0| 0 16,599 0 0 98000 CAB 0.0000 0.00 0.55 0.6400S 0.0050S 0 0 0| 0 90,168 0 0 98125 CAB 0.0000 0.00 0.55 0.2800S 0.0050 0 0 0| 0 22,600 0 0 98250 CAB 0.0000 0.00 0.55 0.5350S 0.0050S 0 0 0| 0 129,862 0 0 98375 CAB -0.0025 -0.01 0.59 0.3700S 0.0050 0 0 0| 2,000 37,182 -2,000 0 98500 0.0025 -0.0025 -0.03 0.58 0.5850S 0.0050S 0 0 0| 7,000 272,195 +1,500 0 98625 0.0050 0.0050 -0.0025 -0.04 0.50 0.0050 0.0050 0.3450S 0.0050S 0 250 250| 0 252,727 0 0 98750 0.0100 0.0100 -0.0025 -0.07 0.47 0.0100 0.0100 0.7300S 0.0100S 0 53,500 53,500| 5,500 314,861 +1,808 0 98875 0.0150 0.0225 -0.0025 -0.18 0.44 0.0200 0.0150S 0.3050S 0.0150S 6,250 106,060 112,310| 20 154,105 +20 0 99000 0.0550 0.0450 -0.0025 -0.34 0.38 0.0550S 0.0400S 0.9100S 0.0350S 12,500 55,600 68,100| 1,695 193,549 +1,185 0 99125 0.1000 0.0875 -0.0100 -0.60 0.31 0.1000S 0.0850S 0.3050S 0.0850S 6,250 7,750 14,000| 11,500 58,255 +1,135 0 99250 0.1775 -0.0050 -0.85 0.30 0.3500S 0.2500S 0 0 0| 0 17,500 0 0 Total 25,000 223,160 248,160| 27,715 1,847,725 +3,648 0 | Jan 11 Underlying Price 99.020 (Mar 11) Indicative a-t-m Vol 0.44 Time to expiry: 137 Days | | 98250 0.0050 0.0000 -0.03 0.68 0.0050 0.0050 0 0 0| 0 25 0 0 98500 0.0125 0.0000 -0.08 0.61 0.0450 0.0450 0 0 0| 0 1,600 0 0 98625 0.0200 0.0000 -0.12 0.55 0.0350 0.0300S 10,000 0 10,000| 20,000 103,000 +20,000 0 98750 0.0350 +0.0050 -0.19 0.52 0.1100S 0.0400S 10,000 0 10,000| 20,000 174,500 +20,000 0 98875 0.0600 0.0525 -0.0025 -0.30 0.46 0.0600 0.0550S 0.0900 0.0550S 10,000 2,225 12,225| 20,000 64,800 +15,975 0 99000 0.0950 0.0975 +0.0025 -0.47 0.44 0.1050S 0.0950S 0.2250S 0.0950S 10,000 4,400 14,400| 20,000 173,000 +20,000 0 99125 0.1550 0.1650 +0.0125 -0.66 0.43 0.1700S 0.1550S 0.2000S 0.1550S 0 2,200 2,200| 0 500 0 0 Total 40,000 8,825 48,825| 80,000 517,425 +75,975 0 Options on Financial Futures 21:59 Page 10 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 99.020 (Mar 11) Indicative a-t-m Vol 0.43 Time to expiry: 165 Days | | 99000 0.1075 -0.0025 -0.47 0.44 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.020 Indicative a-t-m Vol 0.45 Time to expiry: 193 Days | | 94000 CAB 0.0000 0.00 0.69 0.0650S 0.0150S 0 0 0| 0 3,750 0 0 94750 CAB 0.0000 0.00 0.69 0 0 0| 0 2,000 0 0 95000 CAB 0.0000 0.00 0.69 0.1250S 0.0350S 0 0 0| 0 5,500 0 0 95250 CAB 0.0000 0.00 0.69 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 95500 CAB 0.0000 0.00 0.69 0.1050S 0.0050S 0 0 0| 0 6,375 0 0 95750 CAB 0.0000 0.00 0.69 0.1050S 0.0900S 0 0 0| 0 3,500 0 0 96000 CAB 0.0000 0.00 0.69 0.1800S 0.0050S 0 0 0| 0 11,130 0 0 96250 CAB 0.0000 0.00 0.69 0.1850S 0.1500S 0 0 0| 0 4,525 0 0 96500 CAB 0.0000 0.00 0.69 0.3150 0.0100S 0 0 0| 0 13,450 0 0 96625 CAB 0.0000 0.00 0.69 0.0200 0.0100 0 0 0| 0 501 0 0 96750 CAB 0.0000 0.00 0.69 0 0 0| 0 4,000 0 0 96875 CAB 0.0000 0.00 0.69 0.0250 0.0200 0 0 0| 0 25 0 0 97000 CAB 0.0000 0.00 0.69 0.3250S 0.0150S 0 0 0| 0 20,391 0 0 97125 CAB 0.0000 0.00 0.69 0.0250 0.0250 0 0 0| 0 10 0 0 97250 CAB 0.0000 0.00 0.69 0.6250S 0.0200S 0 0 0| 0 18,319 0 0 97500 CAB 0.0000 0.00 0.69 0.5800S 0.0200S 0 0 0| 0 19,632 0 0 97750 CAB 0.0000 -0.01 0.69 0.5700S 0.0150 0 0 0| 0 29,550 0 0 97875 0.0025 0.0000 -0.01 0.73 0.0600 0.0200S 0 0 0| 0 4,120 0 0 98000 0.0050 0.0000 -0.02 0.72 0.6950 0.0050 0 0 0| 1,000 36,739 +1,000 0 98125 0.0075 0.0000 -0.03 0.68 0.0950S 0.0300S 0 0 0| 0 7,350 0 0 98250 0.0100 0.0000 -0.05 0.65 0.4950S 0.0300 0 0 0| 0 129,364 0 0 98375 0.0150 0.0000 -0.07 0.62 0.1450S 0.0200 0 0 0| 0 42,280 0 0 98500 0.0225 0.0000 -0.11 0.59 0.6800S 0.0200 0 0 0| 50 124,789 0 0 98625 0.0325 -0.0025 -0.16 0.55 0.2400S 0.0350S 0 0 0| 0 90,065 0 0 98750 0.0500 0.0000 -0.23 0.51 0.8500S 0.0500S 0 0 0| 0 176,390 0 0 98875 0.0775 0.0000 -0.34 0.48 0.2750S 0.0850S 0 0 0| 0 42,350 0 0 99000 0.1300 0.1200 +0.0050 -0.47 0.45 0.1300S 0.1150S 1.0500S 0.1050S 0 200 200| 24,350 177,505 -14,750 0 99125 0.1800 +0.0050 -0.64 0.42 0.3950S 0.1700S 0 0 0| 1,500 22,420 -730 0 Total 0 200 200| 26,900 997,030 -14,480 0 Options on Financial Futures 21:59 Page 11 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.965 Indicative a-t-m Vol 0.51 Time to expiry: 284 Days | | 94250 CAB 0.0000 0.00 0.83 0.0050 0.0050 0 0 0| 0 23 0 0 94500 CAB 0.0000 0.00 0.83 0.0650S 0.0050 0 0 0| 0 10,000 0 0 94750 CAB 0.0000 0.00 0.83 0.0550S 0.0550S 0 0 0| 0 18,000 0 0 95000 CAB 0.0000 0.00 0.83 0.1000S 0.0100 0 0 0| 0 26,500 0 0 95250 CAB 0.0000 0.00 0.83 0.1050 0.0150S 0 0 0| 0 1,080 0 0 95500 CAB 0.0000 0.00 0.83 0.1400S 0.0150S 0 0 0| 0 7,750 0 0 95750 CAB 0.0000 0.00 0.83 0.1450 0.0150 0 0 0| 0 805 0 0 96000 CAB 0.0000 0.00 0.83 0.1600S 0.0050 0 0 0| 0 23,551 0 0 96250 CAB 0.0000 0.00 0.83 0.0300S 0.0200S 0 0 0| 0 1,550 0 0 96500 CAB 0.0000 0.00 0.83 0.2800S 0.0200S 0 0 0| 0 35,181 0 0 96625 CAB 0.0000 0.00 0.84 0.0150 0.0150 0 0 0| 0 200 0 0 96750 CAB 0.0000 0.00 0.83 0.1150S 0.0300S 0 0 0| 0 2,300 0 0 97000 CAB 0.0000 0.00 0.84 0.6650S 0.0050S 0 0 0| 0 73,178 0 0 97250 0.0050 0.0000 -0.02 0.92 0.6300S 0.0200S 0 0 0| 0 45,925 0 0 97500 0.0100 0.0000 -0.03 0.91 0.6050S 0.0100S 0 0 0| 500 41,460 0 0 97750 0.0150 0.0000 -0.05 0.85 0.6000S 0.0200 0 0 0| 2,000 22,531 -524 0 97875 0.0175 0.0000 -0.06 0.81 0.0850 0.0350S 0 0 0| 0 2,000 0 0 98000 0.0225 0.0000 -0.07 0.77 0.6000 0.0250S 0 0 0| 0 47,578 0 0 98125 0.0300 0.0000 -0.10 0.74 0.1200 0.0350 0 0 0| 0 34,775 0 0 98250 0.0400 0.0000 -0.13 0.72 0.4300S 0.0400 0 0 0| 10 42,655 0 0 98375 0.0500 0.0000 -0.16 0.68 0.1750S 0.0550S 0 0 0| 0 24,675 0 0 98500 0.0650 0.0000 -0.20 0.65 0.4150S 0.0750S 0 0 0| 0 54,698 0 0 98625 0.0850 0.0000 -0.26 0.62 0.2600S 0.0850S 30,000 0 30,000| 0 77,500 0 0 98750 0.1050 0.1125 +0.0025 -0.34 0.58 0.1050S 0.1050S 0.3750S 0.0950 0 2,000 2,000| 3,625 71,857 -988 0 98875 0.1450 -0.0025 -0.42 0.53 0.3550S 0.1400S 30,000 0 30,000| 0 85,250 0 0 99000 0.1925 0.0000 -0.53 0.50 0.4100S 0.1800S 0 0 0| 1,750 48,577 -160 0 99125 0.2550 +0.0025 -0.65 0.47 0.3850S 0.2600S 0 0 0| 0 1,150 0 0 Total 60,000 2,000 62,000| 7,885 800,749 -1,672 0 Options on Financial Futures 21:59 Page 12 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 11 Underlying Price 98.910 Indicative a-t-m Vol 0.59 Time to expiry: 382 Days | | 92000 CAB 0.0000 0.00 1.22 0.0200 0.0150 0 0 0| 0 250 0 0 94000 CAB 0.0000 0.00 1.21 0.0400S 0.0350S 0 0 0| 0 2,000 0 0 94750 CAB 0.0000 0.00 1.21 0 0 0| 0 2,000 0 0 95000 CAB 0.0000 0.00 1.21 0.0800S 0.0150 0 0 0| 0 11,000 0 0 95250 CAB 0.0000 0.00 1.24 0.1000S 0.0900S 0 0 0| 0 10,000 0 0 96000 0.0050 -0.0025 -0.01 1.33 0.1250 0.1050S 0 0 0| 0 6,001 0 0 96250 0.0100 0.0000 -0.02 1.30 0.1150S 0.1150S 0 0 0| 0 2,100 0 0 96500 0.0150 0.0000 -0.03 1.25 0.2500S 0.0350S 0 0 0| 0 5,700 0 0 97000 0.0250 0.0000 -0.05 1.15 0.2550S 0.0200S 0 0 0| 0 14,250 0 0 97250 0.0300 0.0000 -0.06 1.08 0.6150S 0.0550S 0 0 0| 0 16,120 0 0 97500 0.0350 -0.0050 -0.08 0.99 0.6300S 0.0300S 0 0 0| 0 11,800 0 0 97750 0.0450 -0.0050 -0.10 0.91 0.6200S 0.0400S 0 0 0| 0 8,000 0 0 98000 0.0600 0.0000 -0.14 0.83 0.4300S 0.0550S 0 0 0| 0 17,550 0 0 98250 0.0800 -0.0050 -0.19 0.76 0.7150S 0.1750S 0 0 0| 0 15,050 0 0 98500 0.1200 0.0000 -0.28 0.69 0.5150S 0.1050 0 0 0| 25 21,350 +25 0 98750 0.1850 +0.0050 -0.40 0.63 0.5500S 0.1850S 0 0 0| 0 18,625 0 0 99000 0.2750 +0.0050 -0.56 0.57 0.4950S 0.3200S 0 0 0| 0 7,250 0 0 Total 0 0 0| 25 169,046 +25 0 | Dec 11 Underlying Price 98.815 Indicative a-t-m Vol 0.68 Time to expiry: 473 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 -0.06 1.17 0.1400S 0.0700S 0 0 0| 0 12,000 0 0 97000 0.0400 0.0000 -0.07 1.11 0.2400S 0.0450 0 0 0| 0 11,050 0 0 97250 0.0500 0.0000 -0.09 1.05 0.6200 0.1150 0 0 0| 0 6,350 0 0 97500 0.0650 +0.0050 -0.12 0.99 0.5900S 0.0750S 0 0 0| 0 17,600 0 0 97750 0.0850 +0.0050 -0.15 0.93 0.6150S 0.1700S 0 0 0| 0 14,665 0 0 98000 0.1100 +0.0050 -0.20 0.87 0.5300S 0.1000S 0 0 0| 0 26,850 0 0 98250 0.1500 +0.0050 -0.27 0.81 0.4750S 0.2400S 0 0 0| 0 16,450 0 0 98500 0.2050 +0.0100 -0.35 0.75 0.4700S 0.2000S 0 0 0| 0 20,150 0 0 98750 0.2800 +0.0100 -0.47 0.70 0.5350S 0.2500S 0 0 0| 0 28,050 0 0 99000 0.3850 +0.0150 -0.60 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 21:59 Page 13 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.730 Indicative a-t-m Vol 0.75 Time to expiry: 564 Days | | 95000 0.0100 0.0000 -0.02 1.47 0.0500 0.0250 0 0 0| 0 600 0 0 96000 0.0300 0.0000 -0.05 1.35 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 96250 0.0400 +0.0050 -0.06 1.30 0.0800 0.0800 0 0 0| 0 300 0 0 96500 0.0500 +0.0050 -0.07 1.26 0.1700S 0.0900S 0 0 0| 0 4,025 0 0 96750 0.0600 +0.0050 -0.09 1.20 0.1450 0.1400 0 0 0| 0 2,000 0 0 97000 0.0750 +0.0050 -0.11 1.15 0.2200S 0.1250S 0 0 0| 0 13,837 0 0 97250 0.0900 +0.0050 -0.13 1.10 0 0 0| 0 2,000 0 0 97500 0.1150 +0.0050 -0.17 1.04 0.3200S 0.1300 0 0 0| 0 9,675 0 0 97750 0.1400 +0.0050 -0.21 0.99 0.4800S 0.2500S 0 0 0| 0 750 0 0 98000 0.1750 +0.0050 -0.26 0.92 0.5400S 0.1950S 0 0 0| 0 5,250 0 0 98250 0.2250 +0.0100 -0.32 0.86 0.5350S 0.4600S 0 0 0| 0 8,100 0 0 98500 0.2900 +0.0100 -0.41 0.81 0.5600S 0.3400S 0 0 0| 0 13,825 0 0 98750 0.3700 0.3750 +0.0150 -0.51 0.75 0.3700S 0.3700S 0.4250S 0.3300S 0 3,000 3,000| 0 4,500 0 0 99000 0.4900 +0.0200 -0.62 0.68 0 0 0| 0 1,000 0 0 Total 0 3,000 3,000| 0 66,862 0 0 | Jun 12 Underlying Price 98.630 Indicative a-t-m Vol 0.80 Time to expiry: 655 Days | | 95000 0.0300 +0.0050 -0.04 1.57 0.0650S 0.0650S 0 0 0| 0 500 0 0 95750 0.0450 0.0000 -0.06 1.41 0.0700S 0.0700S 0 0 0| 0 500 0 0 96250 0.0650 0.0000 -0.08 1.32 0.1200S 0.1200S 0 0 0| 0 750 0 0 97000 0.1100 +0.0050 -0.14 1.16 0.2000S 0.1950S 0 0 0| 0 12,700 0 0 97250 0.1300 +0.0050 -0.17 1.10 0.2300S 0.2250S 0 0 0| 0 1,250 0 0 97500 0.1650 0.1600 +0.0050 -0.20 1.05 0.1650S 0.1650S 0.1650S 0.1650S 0 500 500| 0 3,500 0 0 98000 0.2400 +0.0100 -0.30 0.94 0 0 0| 0 3,500 0 0 98250 0.2900 0.3000 +0.0150 -0.37 0.88 0.2900S 0.2900S 0.5550S 0.2800S 0 1,000 1,000| 0 13,350 0 0 98500 0.3600 0.3750 +0.0150 -0.45 0.83 0.3800S 0.3600S 0.5600S 0.3600S 0 2,750 2,750| 0 5,450 0 0 98750 0.4700 0.4700 +0.0200 -0.54 0.77 0.4700S 0.4550S 0.4700S 0.4400S 0 1,500 1,500| 0 3,000 0 0 Total 0 5,750 5,750| 0 44,500 0 0 | Total Puts 170,000 257,686 427,686| 144,475 6,537,674 +62,746 0 Options on Financial Futures 21:59 Page 14 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Euribor Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.910 (Sep 11) Indicative a-t-m Vol 0.66 Time to expiry: 11 Days | | 97250 1.6600 -0.0250 1.00 0.77 0.5350 0.4950 0 0 0| 0 280 0 0 97375 1.5350 -0.0250 1.00 0.77 0.4300 0.4250S 0 0 0| 0 1,500 0 0 97500 1.4100 -0.0250 1.00 0.77 0.3800S 0.3600 0 0 0| 0 203 0 0 97625 1.2850 -0.0250 1.00 0.78 0.4300S 0.2900S 0 0 0| 0 4,651 0 0 97750 1.1600 -0.0250 1.00 0.79 0.3500S 0.2400S 0 0 0| 0 5,250 0 0 97875 1.0350 -0.0250 1.00 0.80 0.4550S 0.1950S 0 0 0| 0 1,750 0 0 98000 0.9100 -0.0250 1.00 0.81 0.7300S 0.1050S 0 0 0| 0 39,071 0 0 98125 0.7850 -0.0250 1.00 0.83 0.3250S 0.1050S 0 0 0| 0 24,752 0 0 98250 0.6600 -0.0250 1.00 0.85 0.7250S 0.0700S 0 0 0| 0 34,799 0 0 98375 0.5350 -0.0250 1.00 0.87 0.4600S 0.0550S 0 0 0| 0 5,250 0 0 98500 0.4100 -0.0250 0.99 0.92 0.4400S 0.0650S 0 0 0| 0 14,765 0 0 98625 0.2900 -0.0250 0.94 1.03 0.3500 0.0500S 0 0 0| 0 19,356 0 0 98750 0.1700 -0.0250 0.87 0.79 0.2850S 0.0250S 0 0 0| 0 42,365 0 0 98875 0.0700 -0.0100 0.61 0.68 0.2050S 0.0100 0 0 0| 1,058 59,373 -442 0 99000 0.0150 0.0100 -0.0100 0.20 0.60 0.0150 0.0150 0.1300S 0.0050 0 1,503 1,503| 2,968 44,395 -1,420 0 99125 CAB 0.0000 0.02 0.61 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 1,503 1,503| 4,026 354,427 -1,862 0 | Oct 10 Underlying Price 98.815 (Dec 11) Indicative a-t-m Vol 0.66 Time to expiry: 46 Days | | 98500 0.3300 -0.0250 0.88 0.77 0.3700S 0.1900S 0 0 0| 0 1,250 0 0 98625 0.2250 -0.0250 0.77 0.73 0.2400S 0.2400S 0 0 0| 0 250 0 0 98750 0.1350 -0.0200 0.61 0.69 0.1750 0.0700 0 0 0| 0 2,463 0 0 98875 0.0650 0.0650 -0.0150 0.40 0.64 0.0650S 0.0650S 0.1600S 0.0650S 0 250 250| 0 1,400 0 0 99000 0.0250 -0.0100 0.19 0.60 0.0450S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0100 -0.0050 0.08 0.63 0.0200S 0.0200S 0 0 0| 0 500 0 0 99250 0.0050 0.0000 0.03 0.65 0.0050S 0.0050S 0 0 0| 0 1,500 0 0 Total 0 250 250| 0 11,863 0 0 | Nov 10 Underlying Price 98.815 (Dec 11) Indicative a-t-m Vol 0.69 Time to expiry: 74 Days | | 98625 0.2500 -0.0200 0.72 0.74 0.1850S 0.1850S 0 0 0| 0 3,000 0 0 98750 0.1600 -0.0150 0.58 0.71 0.1150S 0.1150S 0 0 0| 0 3,000 0 0 98875 0.0950 -0.0100 0.42 0.68 0.0650S 0.0650S 0 0 0| 0 3,000 0 0 99000 0.0450 -0.0100 0.26 0.65 0.0700S 0.0350S 0 0 0| 0 7,500 0 0 99250 0.0050 -0.0050 0.06 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 21:59 Page 15 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.815 (Dec 11) Indicative a-t-m Vol 0.70 Time to expiry: 102 Days | | 97375 1.4400 -0.0250 1.00 0.87 0.4450 0.4450 0 0 0| 0 10 0 0 97625 1.1900 -0.0250 1.00 0.87 0.3900S 0.3850S 0 0 0| 0 350 0 0 97750 1.0650 -0.0250 0.99 0.88 0.3700S 0.2700S 0 0 0| 0 10,750 0 0 97875 0.9450 -0.0250 0.97 0.94 0.3150S 0.3150S 0 0 0| 0 3,000 0 0 98000 0.8250 -0.0250 0.94 0.98 0.3500S 0.1200 0 0 0| 0 16,750 0 0 98125 0.7050 -0.0250 0.92 0.93 0.2850S 0.2600S 0 0 0| 0 2,250 0 0 98250 0.5900 -0.0200 0.89 0.88 0.5800S 0.1100S 0 0 0| 0 12,500 0 0 98375 0.4750 -0.0200 0.84 0.84 0.2550S 0.1150S 0 0 0| 0 3,750 0 0 98500 0.3700 -0.0200 0.77 0.80 0.4500S 0.0850S 0 0 0| 11,000 88,700 +11,000 0 98625 0.2700 -0.0200 0.68 0.76 0.3200S 0.0600S 0 0 0| 0 10,250 0 0 98750 0.1850 -0.0150 0.57 0.72 0.2500S 0.0250 0 0 0| 11,000 89,735 -6,332 0 98875 0.1300 0.1150 -0.0100 0.43 0.68 0.1300S 0.1150S 0.1450S 0.0350S 3,000 2,750 5,750| 751 136,500 0 0 99000 0.0650 0.0600 -0.0100 0.29 0.62 0.0650S 0.0650S 0.1050S 0.0250S 6,000 1,000 7,000| 10 42,121 0 0 99125 0.0300 0.0250 -0.0100 0.16 0.60 0.0300S 0.0300S 0.0650S 0.0150S 0 500 500| 0 12,500 0 0 99250 0.0150 0.0000 0.09 0.61 0.0150S 0.0050S 0 0 0| 0 4,000 0 0 Total 9,000 4,250 13,250| 22,761 433,166 +4,668 0 | Jan 11 Underlying Price 98.730 (Mar 12) Indicative a-t-m Vol 0.77 Time to expiry: 137 Days | | 98750 0.1750 -0.0150 0.48 0.77 0 0 0| 0 0 0 0 98875 0.1150 -0.0150 0.37 0.74 0.1500S 0.0600S 0 0 0| 0 1,500 0 0 99000 0.0700 -0.0100 0.27 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 98.730 (Mar 12) Indicative a-t-m Vol 0.76 Time to expiry: 165 Days | | 98750 0.1900 -0.0150 0.49 0.75 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.730 (Mar 12) Indicative a-t-m Vol 0.76 Time to expiry: 193 Days | | 98000 0.7800 -0.0300 0.86 0.96 0.3900S 0.3900S 0 0 0| 0 1,000 0 0 98375 0.4650 -0.0200 0.72 0.86 0.3250S 0.1400S 0 0 0| 0 5,000 0 0 98500 0.3700 -0.0200 0.65 0.82 0.3200S 0.2450S 0 0 0| 0 10,750 0 0 98625 0.2850 -0.0150 0.57 0.79 0.3150S 0.1900 0 0 0| 0 3,750 0 0 98750 0.2050 -0.0200 0.49 0.75 0.2650S 0.0500S 0 0 0| 20,000 29,500 +16,750 0 98875 0.1400 -0.0150 0.39 0.71 0.1850S 0.1100S 0 0 0| 500 20,500 0 0 99000 0.0900 -0.0100 0.29 0.68 0.0600S 0.0600S 0 0 0| 0 4,000 0 0 99125 0.0500 -0.0050 0.20 0.64 0.0950S 0.0250S 0 0 0| 20,000 27,000 +18,750 0 99250 0.0300 -0.0050 0.13 0.63 0 0 0| 0 1,000 0 0 99375 0.0150 -0.0050 0.08 0.63 0 0 0| 0 1,000 0 0 Total 0 0 0| 40,500 103,500 +35,500 0 Options on Financial Futures 21:59 Page 16 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.630 (Jun 12) Indicative a-t-m Vol 0.83 Time to expiry: 284 Days | | 98250 0.5400 -0.0250 0.69 0.91 0.3800S 0.3600S 0 0 0| 0 800 0 0 98375 0.4500 -0.0200 0.63 0.89 0.3250S 0.3200S 0 0 0| 0 250 0 0 98500 0.3650 0.3700 -0.0150 0.57 0.86 0.3650S 0.3650S 0.3750S 0.2700S 0 1,700 1,700| 0 2,925 0 0 98625 0.2900 -0.0150 0.50 0.83 0 0 0| 0 0 0 0 98750 0.2250 -0.0100 0.43 0.80 0.1900S 0.1450S 0 0 0| 0 2,500 0 0 99125 0.0800 -0.0050 0.22 0.73 0.0500 0.0450S 0 0 0| 0 6,000 0 0 99250 0.0550 -0.0050 0.17 0.73 0.0400S 0.0250S 0 0 0| 0 500 0 0 Total 0 1,700 1,700| 0 12,975 0 0 | Total Calls 9,000 7,703 16,703| 67,287 942,931 +38,306 0 Options on Financial Futures 21:59 Page 17 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Euribor Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.910 (Sep 11) Indicative a-t-m Vol 0.66 Time to expiry: 11 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 0.83 0.2650S 0.0150 0 0 0| 0 4,000 0 0 98250 CAB 0.0000 0.00 0.85 0.7600S 0.0100S 0 0 0| 0 38,779 0 0 98375 CAB 0.0000 0.00 0.87 0.2100S 0.0250S 0 0 0| 0 56,430 0 0 98500 CAB 0.0000 -0.01 0.92 0.2400S 0.0050 0 0 0| 0 31,217 0 0 98625 0.0050 0.0050 0.0000 -0.06 1.03 0.0050S 0.0050S 0.1650S 0.0050S 12,110 1,750 13,860| 0 39,325 0 0 98750 0.0100 0.0100 0.0000 -0.13 0.79 0.0100S 0.0100S 0.2300S 0.0050 27,220 6,500 33,720| 500 69,803 -500 0 98875 0.0200 0.0350 +0.0150 -0.39 0.68 0.0350S 0.0200S 0.2300S 0.0150S 12,110 5,250 17,360| 3,750 27,752 +950 0 99000 0.0750 0.1000 +0.0150 -0.80 0.60 0.0750S 0.0750S 0.2450S 0.0600S 0 200 200| 0 2,900 0 0 Total 51,440 13,700 65,140| 4,250 396,345 +450 0 | Oct 10 Underlying Price 98.815 (Dec 11) Indicative a-t-m Vol 0.66 Time to expiry: 46 Days | | 97250 CAB 0.0000 0.00 0.80 0 0 0| 0 750 0 0 97375 CAB 0.0000 0.00 0.80 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 0.80 0.0350S 0.0350S 0 0 0| 0 4,000 0 0 98125 CAB 0.0000 -0.01 0.81 0 0 0| 0 1,500 0 0 98250 0.0050 0.0000 -0.03 0.84 0 0 0| 0 750 0 0 98375 0.0100 0.0000 -0.06 0.81 0.0250S 0.0100S 0 0 0| 0 2,200 0 0 98500 0.0150 0.0000 -0.12 0.77 0.1000S 0.0250S 0 0 0| 0 2,950 0 0 98625 0.0350 0.0000 -0.23 0.73 0.0600S 0.0450S 0 0 0| 0 2,200 0 0 98750 0.0650 0.0700 +0.0050 -0.39 0.69 0.0650S 0.0650S 0.1050S 0.0650S 0 250 250| 0 2,513 0 0 98875 0.1200 0.1250 +0.0100 -0.60 0.64 0.1200S 0.1200S 0.1200S 0.1200S 0 400 400| 0 0 0 0 Total 0 650 650| 0 18,363 0 0 Options on Financial Futures 21:59 Page 18 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.815 (Dec 11) Indicative a-t-m Vol 0.69 Time to expiry: 74 Days | | 98500 0.0350 +0.0050 -0.18 0.78 0.0300S 0.0300S 0 0 0| 0 960 0 0 98625 0.0600 +0.0050 -0.28 0.74 0.0500S 0.0500S 0 0 0| 0 100 0 0 98750 0.0950 +0.0100 -0.42 0.71 0.0900S 0.0800S 0 0 0| 0 960 0 0 98875 0.1550 +0.0150 -0.58 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 98.815 (Dec 11) Indicative a-t-m Vol 0.70 Time to expiry: 102 Days | | 95250 CAB 0.0000 0.00 0.88 0 0 0| 0 16,000 0 0 95750 CAB 0.0000 0.00 0.88 0.0150 0.0150 0 0 0| 0 8,000 0 0 96000 CAB 0.0000 0.00 0.88 0 0 0| 0 14,000 0 0 96500 CAB 0.0000 0.00 0.87 0.1750S 0.1100S 0 0 0| 0 10,000 0 0 96750 CAB 0.0000 0.00 0.87 0.0500S 0.0500S 0 0 0| 0 1,000 0 0 97000 CAB 0.0000 0.00 0.87 0.2950S 0.0050S 0 0 0| 0 31,900 0 0 97125 CAB 0.0000 0.00 0.87 0.0750S 0.0650S 0 0 0| 0 1,500 0 0 97250 CAB 0.0000 0.00 0.87 0.1050S 0.0450S 0 0 0| 0 1,000 0 0 97375 CAB 0.0000 0.00 0.87 0.1650S 0.1650S 0 0 0| 0 2,500 0 0 97500 CAB 0.0000 0.00 0.87 0.1750 0.0200S 0 0 0| 0 15,400 0 0 97625 CAB 0.0000 0.00 0.87 0.3900S 0.3900S 0 0 0| 0 350 0 0 97750 CAB 0.0000 -0.01 0.88 0.4400S 0.0900S 0 0 0| 0 6,500 0 0 97875 0.0050 0.0000 -0.03 0.94 0.3400S 0.3400S 0 0 0| 0 6,500 0 0 98000 0.0100 0.0000 -0.06 0.98 0.3300S 0.0350S 0 0 0| 0 36,520 0 0 98125 0.0150 0.0000 -0.08 0.93 0.3200S 0.0300S 0 0 0| 0 9,800 0 0 98250 0.0250 +0.0050 -0.11 0.88 0.3200S 0.0700S 0 0 0| 0 46,750 0 0 98375 0.0350 +0.0050 -0.16 0.84 0.3400S 0.1950 0 0 0| 0 3,000 0 0 98500 0.0550 +0.0050 -0.23 0.80 0.2900S 0.0500S 0 0 0| 0 38,250 0 0 98625 0.0800 +0.0050 -0.32 0.76 0.3350S 0.0750S 0 0 0| 0 9,750 0 0 98750 0.1200 +0.0100 -0.43 0.72 0.3250S 0.0950S 0 0 0| 4,250 10,300 -1,740 0 98875 0.1500 0.1750 +0.0150 -0.57 0.68 0.1700S 0.1500S 0.1850S 0.1500S 0 2,250 2,250| 250 3,450 0 0 Total 0 2,250 2,250| 4,500 272,470 -1,740 0 | Jan 11 Underlying Price 98.730 (Mar 12) Indicative a-t-m Vol 0.77 Time to expiry: 137 Days | | 98000 0.0300 0.0000 -0.11 0.97 0.0250S 0.0250S 0 0 0| 0 500 0 0 98250 0.0550 +0.0050 -0.19 0.89 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98500 0.1050 +0.0100 -0.32 0.83 0.0750S 0.0750S 0 0 0| 0 500 0 0 98750 0.1950 +0.0150 -0.52 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 2,000 0 0 | Feb 11 Underlying Price 98.730 (Mar 12) Indicative a-t-m Vol 0.76 Time to expiry: 165 Days | | 98750 0.2100 +0.0150 -0.51 0.75 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 19 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.730 (Mar 12) Indicative a-t-m Vol 0.76 Time to expiry: 193 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 -0.05 1.13 0 0 0| 0 1,500 0 0 97750 0.0300 0.0000 -0.09 1.03 0.0850S 0.0850S 0 0 0| 0 1,000 0 0 98000 0.0500 0.0000 -0.14 0.96 0.3200S 0.1000S 0 0 0| 0 9,250 0 0 98125 0.0650 0.0650 +0.0050 -0.18 0.93 0.0650 0.0650 0.0650 0.0650 0 2,000 2,000| 0 0 0 0 98250 0.0850 +0.0050 -0.23 0.89 0.2050S 0.0750 0 0 0| 0 5,300 0 0 98375 0.1100 +0.0100 -0.28 0.86 0 0 0| 0 1,500 0 0 98500 0.1400 +0.0100 -0.35 0.82 0.3350S 0.1750S 0 0 0| 0 15,500 0 0 98625 0.1800 +0.0150 -0.43 0.79 0.1950S 0.1950S 0 0 0| 0 250 0 0 98750 0.2250 +0.0100 -0.51 0.75 0.2100S 0.2100S 0 0 0| 0 4,000 0 0 98875 0.2850 +0.0150 -0.61 0.71 0.2250S 0.2250S 0 0 0| 500 500 +500 0 Total 0 2,000 2,000| 500 42,650 +500 0 | Jun 11 Underlying Price 98.630 (Jun 12) Indicative a-t-m Vol 0.83 Time to expiry: 284 Days | | 97875 0.0950 0.0900 +0.0100 -0.19 0.99 0.0950 0.0950 0.0950 0.0950 0 4,000 4,000| 0 0 0 0 98000 0.1100 +0.0100 -0.22 0.96 0.1000S 0.1000S 0 0 0| 0 3,000 0 0 98250 0.1600 +0.0100 -0.31 0.91 0.3350S 0.3300S 0 0 0| 0 800 0 0 98375 0.1950 +0.0150 -0.37 0.89 0.3400S 0.3200S 0 0 0| 0 250 0 0 98500 0.2400 +0.0200 -0.43 0.86 0.2600S 0.2600S 0 0 0| 0 500 0 0 98625 0.2850 +0.0200 -0.50 0.83 0 0 0| 0 0 0 0 Total 0 4,000 4,000| 0 4,550 0 0 | Total Puts 51,440 22,600 74,040| 9,250 738,498 -790 0 Options on Financial Futures 21:59 Page 20 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.525 (Sep 12) Indicative a-t-m Vol 0.73 Time to expiry: 11 Days | | 98500 0.0650 -0.0300 0.58 0.73 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 98625 0.0150 -0.0150 0.22 0.72 0 0 0| 0 0 0 0 98750 CAB -0.0050 0.04 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 98.395 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 46 Days | | 98500 0.0700 -0.0250 0.36 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.395 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 74 Days | | 98500 0.0950 -0.0250 0.38 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.395 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 102 Days | | 98500 0.1150 -0.0250 0.40 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.290 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 193 Days | | 98375 0.2100 -0.0350 0.45 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.165 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 284 Days | | 98250 0.2850 -0.0350 0.46 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 8,000 0 0 Options on Financial Futures 21:59 Page 21 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.525 (Sep 12) Indicative a-t-m Vol 0.73 Time to expiry: 11 Days | | 98625 0.1150 +0.0300 -0.78 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 98.395 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 46 Days | | 98500 0.1750 +0.0350 -0.64 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.395 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 74 Days | | 98500 0.2000 +0.0350 -0.62 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.395 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 102 Days | | 98500 0.2200 +0.0350 -0.60 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.290 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 193 Days | | 98375 0.2950 +0.0350 -0.55 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.165 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 284 Days | | 98250 0.3700 +0.0400 -0.54 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 22 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 0.26 Time to expiry: 13 Days | | 95000 4.2600 0.0000 1.00 0.70 0.8250S 0.8250S 0 0 0| 0 200 0 0 95250 4.0100 0.0000 1.00 0.70 2.5200 0.6300S 0 0 0| 0 1,450 0 0 96000 3.2600 0.0000 1.00 0.70 1.8650 0.4300S 0 0 0| 0 1,800 0 0 96250 3.0100 0.0000 1.00 0.70 1.8000 0.3450S 0 0 0| 0 900 0 0 96500 2.7600 0.0000 1.00 0.70 1.3050 0.3600S 0 0 0| 0 1,750 0 0 96750 2.5100 0.0000 1.00 0.70 1.1400 0.3950S 0 0 0| 0 350 0 0 97000 2.2600 0.0000 1.00 0.70 0.9650S 0.1300S 0 0 0| 0 2,925 0 0 97250 2.0100 0.0000 1.00 0.70 0.6700S 0.5800S 0 0 0| 0 4,500 0 0 97500 1.7600 0.0000 1.00 0.70 0.8100S 0.4700S 0 0 0| 0 7,100 0 0 97750 1.5100 0.0000 1.00 0.70 1.3050S 0.2400S 0 0 0| 0 6,460 0 0 98000 1.2600 0.0000 1.00 0.70 1.0650S 0.1300S 0 0 0| 0 12,660 0 0 98125 1.1350 0.0000 1.00 0.70 0.5400S 0.5300S 0 0 0| 0 1,040 0 0 98250 1.0100 0.0000 1.00 0.70 0.8250S 0.1400S 0 0 0| 0 11,096 0 0 98375 0.8850 0.0000 1.00 0.70 0.4450S 0.3850 0 0 0| 0 1,550 0 0 98500 0.7600 0.0000 1.00 0.70 0.6950S 0.0650S 0 0 0| 0 26,455 0 0 98625 0.6350 0.0000 1.00 0.70 0.4150S 0.3250S 0 0 0| 0 8,750 0 0 98750 0.5100 0.0000 1.00 0.70 0.5200S 0.0750S 0 0 0| 0 21,355 0 0 98875 0.3850 -0.0025 0.98 0.93 0.3050S 0.1800 0 0 0| 0 11,159 0 0 99000 0.2750 0.2625 -0.0025 0.95 0.80 0.2750S 0.2750S 0.2750S 0.0100S 0 500 500| 1,000 48,207 -638 0 99125 0.1550 0.1400 -0.0025 0.90 0.54 0.1550S 0.1550S 0.1650S 0.0500S 0 1,000 1,000| 2,000 71,505 -1,000 0 99250 0.0450 0.0250 -0.0025 0.58 0.25 0.0450S 0.0450S 0.1000 0.0100S 0 500 500| 1,000 71,902 -1,000 0 99375 CAB -0.0025 0.02 0.30 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 0 2,000 2,000| 4,000 692,607 -2,638 0 | Oct 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.36 Time to expiry: 48 Days | | 99125 0.1100 -0.0075 0.68 0.45 0 0 0| 5,000 5,000 +5,000 0 99250 0.0200 0.0225 -0.0125 0.32 0.30 0.0200S 0.0200S 0.0200S 0.0200S 0 500 500| 10,000 10,000 +9,600 0 99375 0.0025 -0.0025 0.06 0.31 0 0 0| 5,000 5,000 +5,000 0 Total 0 500 500| 20,000 20,000 +19,600 0 | Nov 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.38 Time to expiry: 76 Days | | 99250 0.0375 -0.0100 0.37 0.33 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 23 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 99.200 Indicative a-t-m Vol 0.38 Time to expiry: 104 Days | | 97000 2.2000 -0.0100 1.00 0.81 1.4150S 0.5600S 0 0 0| 0 10,341 0 0 97250 1.9500 -0.0100 1.00 0.81 0.6700 0.4100S 0 0 0| 0 1,954 0 0 97500 1.7000 -0.0100 1.00 0.81 1.4150 0.2650S 0 0 0| 0 8,706 0 0 97750 1.4500 -0.0100 1.00 0.81 0.5650S 0.2250S 0 0 0| 0 2,060 0 0 97875 1.3250 -0.0100 1.00 0.81 0.5850S 0.5850S 0 0 0| 0 15 0 0 98000 1.2000 -0.0100 1.00 0.82 0.9550S 0.1450S 0 0 0| 0 22,895 0 0 98125 1.0775 -0.0100 0.99 0.91 0.8300S 0.4800S 0 0 0| 0 750 0 0 98250 0.9550 -0.0100 0.97 0.92 0.7900S 0.0750S 0 0 0| 0 7,037 0 0 98375 0.8325 -0.0100 0.96 0.90 0.6800S 0.3700 0 0 0| 0 6,760 0 0 98500 0.7100 -0.0100 0.94 0.83 0.7250S 0.0500S 0 0 0| 0 37,505 0 0 98625 0.5875 -0.0100 0.93 0.74 0.3800S 0.2650S 0 0 0| 0 6,450 0 0 98750 0.4675 -0.0100 0.90 0.67 0.4900S 0.0350S 0 0 0| 0 73,462 0 0 98875 0.3500 -0.0100 0.85 0.60 0.3250S 0.1650S 2,500 0 2,500| 0 18,700 0 0 99000 0.2250 0.2375 -0.0075 0.77 0.51 0.2250S 0.2250S 0.2600S 0.0050S 2,500 500 3,000| 500 69,893 -500 0 99125 0.1200 0.1350 -0.0050 0.63 0.43 0.1200S 0.1200S 0.1650 0.0400 2,500 1,000 3,500| 1,300 52,234 0 0 99250 0.0350 0.0500 -0.0050 0.39 0.34 0.0350S 0.0350S 0.0750 0.0050S 5,500 500 6,000| 2,100 165,168 +1,100 0 99375 0.0125 0.0000 0.15 0.31 0.0400 0.0050S 0 0 0| 800 89,575 -200 0 99500 0.0050 0.0000 0.05 0.34 0.0350S 0.0050S 0 0 0| 0 68,800 0 0 99625 0.0025 0.0000 0.02 0.39 0.0100S 0.0050S 0 0 0| 0 24,500 0 0 99750 0.0050 CAB 0.0000 0.01 0.40 0.0050 0.0050 0.0100 CAB 0 306 306| 0 18,498 0 0 Total 13,000 2,306 15,306| 4,700 685,303 +400 0 Options on Financial Futures 21:59 Page 24 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 11 Underlying Price 99.150 Indicative a-t-m Vol 0.46 Time to expiry: 195 Days | | 96250 2.9000 -0.0100 1.00 1.06 2.1200S 0.7200S 0 0 0| 0 3,000 0 0 96500 2.6500 -0.0100 1.00 1.06 0.7350S 0.7350S 0 0 0| 0 500 0 0 96750 2.4000 -0.0100 1.00 1.06 0.7850S 0.6800S 0 0 0| 0 1,500 0 0 97000 2.1500 -0.0100 1.00 1.06 1.4200S 0.5350S 0 0 0| 0 1,705 0 0 97250 1.9025 -0.0100 0.99 1.11 0.9200 0.5000 0 0 0| 0 3,750 0 0 97500 1.6575 -0.0100 0.98 1.15 0.6850S 0.2400S 0 0 0| 0 8,623 0 0 97750 1.4125 -0.0100 0.96 1.11 0.9500S 0.3100 0 0 0| 0 3,255 0 0 98000 1.1675 -0.0100 0.94 1.01 0.6600S 0.1400S 0 0 0| 0 8,315 0 0 98250 0.9250 -0.0100 0.92 0.91 0.6350 0.1100S 0 0 0| 0 4,950 0 0 98500 0.6850 -0.0100 0.87 0.79 0.7100S 0.0500S 0 0 0| 0 17,970 0 0 98625 0.5675 -0.0100 0.84 0.72 0.4750 0.2600S 0 0 0| 0 6,852 0 0 98750 0.4550 -0.0100 0.80 0.67 0.4850 0.0300S 0 0 0| 0 16,327 0 0 98875 0.3475 -0.0075 0.73 0.61 0.3600S 0.1800S 0 0 0| 0 24,420 0 0 99000 0.2450 -0.0050 0.65 0.54 0.2750S 0.0200S 0 0 0| 343 65,825 0 0 99125 0.1500 -0.0100 0.53 0.47 0.1700S 0.0450S 0 0 0| 343 57,725 0 0 99250 0.0775 -0.0025 0.37 0.41 0.0900S 0.0200S 0 0 0| 343 78,150 0 0 99375 0.0250 -0.0025 0.18 0.34 0.0450S 0.0050S 6,000 0 6,000| 98 33,122 0 0 99500 0.0100 0.0000 0.08 0.34 0.0200S 0.0050S 0 0 0| 0 34,000 0 0 99625 0.0050 0.0000 0.04 0.36 0 0 0| 0 5,000 0 0 99750 0.0025 0.0000 0.01 0.38 0 0 0| 0 25,000 0 0 Total 6,000 0 6,000| 1,127 399,989 0 0 | Jun 11 Underlying Price 99.070 Indicative a-t-m Vol 0.56 Time to expiry: 286 Days | | 96250 2.8225 -0.0100 0.99 1.38 0.8850S 0.7400S 0 0 0| 0 870 0 0 96500 2.5775 -0.0100 0.98 1.42 1.2700S 0.5500 0 0 0| 0 2,250 0 0 96750 2.3325 -0.0100 0.97 1.41 1.7400S 0.7050S 0 0 0| 0 1,500 0 0 97000 2.0875 -0.0100 0.96 1.35 1.2400 0.3700S 0 0 0| 0 6,750 0 0 97250 1.8425 -0.0100 0.95 1.27 1.0900S 0.6900S 0 0 0| 0 3,500 0 0 97500 1.5975 -0.0100 0.94 1.17 0.8700 0.2250S 0 0 0| 0 12,144 0 0 97750 1.3550 -0.0100 0.92 1.08 0.7650S 0.7650S 0 0 0| 0 500 0 0 98000 1.1175 -0.0075 0.89 1.00 0.9100S 0.1350S 0 0 0| 0 13,044 0 0 98250 0.8825 -0.0100 0.85 0.91 0.7550S 0.1050 0 0 0| 0 7,826 0 0 98500 0.6550 -0.0075 0.79 0.81 0.5650S 0.0600S 0 0 0| 0 11,050 0 0 98750 0.4400 -0.0025 0.70 0.71 0.4700 0.1000S 0 0 0| 0 13,828 0 0 98875 0.3350 -0.0075 0.64 0.64 0.3500S 0.2450S 0 0 0| 0 6,400 0 0 99000 0.2425 -0.0100 0.55 0.59 0.2750S 0.0300S 0 0 0| 500 34,700 -500 0 99125 0.1625 -0.0100 0.45 0.54 0.1700S 0.0800S 0 0 0| 0 7,600 0 0 99250 0.1000 -0.0075 0.34 0.50 0.1100S 0.0200 0 0 0| 1,000 45,760 0 0 99375 0.0525 -0.0050 0.23 0.46 0.0450S 0.0150S 0 0 0| 0 15,300 0 0 99500 0.0250 0.0000 0.13 0.43 0.0350S 0.0050S 0 0 0| 500 17,250 +500 0 99750 0.0050 0.0000 0.03 0.41 0.0250S 0.0250S 0 0 0| 0 11,000 0 0 Total 0 0 0| 2,000 211,272 0 0 Options on Financial Futures 21:59 Page 25 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.960 Indicative a-t-m Vol 0.69 Time to expiry: 384 Days | | 96250 2.7450 -0.0250 0.95 1.66 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 2.5000 -0.0250 0.94 1.59 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 2.2550 -0.0250 0.93 1.48 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 2.0150 -0.0200 0.92 1.42 0.8200S 0.6800S 0 0 0| 0 4,250 0 0 97500 1.5350 -0.0200 0.88 1.24 0.7800 0.7800 0 0 0| 0 10 0 0 97750 1.2950 -0.0200 0.86 1.13 0.7500S 0.5100S 0 0 0| 0 7,130 0 0 98000 1.0550 -0.0200 0.83 1.02 0.5350 0.2850S 0 0 0| 0 3,500 0 0 98250 0.8300 -0.0200 0.78 0.92 0.5050S 0.2900 0 0 0| 0 627 0 0 98500 0.6200 -0.0150 0.71 0.84 0.4550S 0.1100S 0 0 0| 0 10,350 0 0 98750 0.4250 -0.0100 0.61 0.77 0.3400S 0.1150 0 0 0| 0 6,690 0 0 99000 0.2550 -0.0050 0.48 0.68 0.2800S 0.0400S 0 0 0| 1,000 16,175 +1,000 0 99250 0.1250 0.1250 -0.0050 0.32 0.60 0.1250S 0.1250S 0.1250S 0.0200 0 500 500| 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 0 500 500| 1,000 68,182 +1,000 0 | Dec 11 Underlying Price 98.810 Indicative a-t-m Vol 0.77 Time to expiry: 475 Days | | 96500 2.3750 0.0000 0.92 1.51 0.9000S 0.8350S 0 0 0| 0 1,150 0 0 96750 2.1350 0.0000 0.90 1.43 0.8300S 0.7550S 0 0 0| 0 1,100 0 0 97000 1.8950 0.0000 0.89 1.35 0.9650S 0.7300S 0 0 0| 0 6,500 0 0 97250 1.6550 0.0000 0.87 1.26 0.7300 0.6700S 0 0 0| 0 4,638 0 0 97500 1.4250 0.0000 0.84 1.18 0.6750S 0.5500S 0 0 0| 0 1,700 0 0 97750 1.1950 0.0000 0.80 1.11 0.7100S 0.5350S 0 0 0| 0 2,475 0 0 98000 0.9800 +0.0050 0.76 1.04 0.6550S 0.3450 0 0 0| 0 3,366 0 0 98250 0.7700 +0.0050 0.70 0.97 0.5900S 0.2600 0 0 0| 0 4,400 0 0 98500 0.5700 0.0000 0.62 0.88 0.4400 0.1200 0 0 0| 0 13,280 0 0 98750 0.3850 +0.0050 0.53 0.79 0.3550S 0.0900 0 0 0| 0 8,000 0 0 99000 0.2300 +0.0050 0.41 0.70 0.2200S 0.0600S 0 0 0| 1,000 9,119 -250 0 99250 0.1100 +0.0050 0.26 0.61 0.0950S 0.0550S 0 0 0| 1,000 9,000 0 0 99500 0.0350 0.0000 0.12 0.51 0.0250S 0.0150S 0 0 0| 1,000 1,250 +250 0 Total 0 0 0| 3,000 65,978 0 0 Options on Financial Futures 21:59 Page 26 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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: 566 Days | | 97000 1.7550 0.0000 0.86 1.27 0.7800S 0.7800S 0 0 0| 0 250 0 0 97250 1.5250 0.0000 0.83 1.20 0.7200S 0.6250S 0 0 0| 0 2,000 0 0 97750 1.0850 0.0000 0.75 1.08 0.7200S 0.6200S 0 0 0| 0 1,125 0 0 98000 0.8850 0.0000 0.70 1.02 0.6200S 0.5050S 0 0 0| 0 2,500 0 0 98250 0.6900 -0.0100 0.63 0.96 0.5300 0.4700 0 0 0| 0 2,100 0 0 98500 0.5150 0.0000 0.55 0.90 0.4800S 0.1300S 0 0 0| 0 4,550 0 0 98750 0.3550 0.0000 0.46 0.83 0.2400S 0.2400S 0 0 0| 0 500 0 0 99000 0.2250 0.0000 0.35 0.76 0.1950S 0.1000S 0 0 0| 0 9,200 0 0 99250 0.1150 0.0000 0.23 0.68 0.0950S 0.0500S 0 0 0| 0 8,350 0 0 99500 0.0400 0.0000 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 98.460 Indicative a-t-m Vol 0.89 Time to expiry: 657 Days | | 98250 0.6100 +0.0050 0.57 0.95 0.4900S 0.4900S 0 0 0| 0 250 0 0 98500 0.4450 +0.0050 0.49 0.88 0 0 0| 0 0 0 0 98750 0.2950 0.0000 0.40 0.81 0.3350S 0.3200S 0 0 0| 0 1,000 0 0 99250 0.0800 0.0000 0.18 0.65 0.0900S 0.0700S 0 0 0| 0 3,500 0 0 99500 0.0300 0.0000 0.09 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 19,000 5,306 24,306| 35,827 2,181,931 +18,362 0 Options on Financial Futures 21:59 Page 27 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 0.26 Time to expiry: 13 Days | | 90500 CAB 0.0000 0.00 0.70 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 0.70 0.0050 0.0050 0 0 0| 0 65 0 0 92750 CAB 0.0000 0.00 0.70 0.0350 0.0100 0 0 0| 0 759 0 0 93000 CAB 0.0000 0.00 0.70 0.0400 0.0100 0 0 0| 0 170 0 0 93250 CAB 0.0000 0.00 0.70 0.0100 0.0100 0 0 0| 0 20 0 0 93500 CAB 0.0000 0.00 0.70 0.0250S 0.0100 0 0 0| 0 260 0 0 94000 CAB 0.0000 0.00 0.70 0.1400S 0.0300 0 0 0| 0 500 0 0 94500 CAB 0.0000 0.00 0.70 0.3000S 0.0600 0 0 0| 0 1,463 0 0 94750 CAB 0.0000 0.00 0.70 0.0750 0.0700 0 0 0| 0 23 0 0 95000 CAB 0.0000 0.00 0.70 0.5800S 0.0800 0 0 0| 0 220 0 0 95250 CAB 0.0000 0.00 0.70 0.7750S 0.1000 0 0 0| 0 3,450 0 0 95500 CAB 0.0000 0.00 0.70 0.2050S 0.0050S 0 0 0| 0 6,010 0 0 95625 CAB 0.0000 0.00 0.70 0.0400 0.0400 0 0 0| 0 700 0 0 95750 CAB 0.0000 0.00 0.70 0.0950S 0.0950S 0 0 0| 0 2,000 0 0 96000 CAB 0.0000 0.00 0.70 0.2800S 0.0100S 0 0 0| 0 31,870 0 0 96125 CAB 0.0000 0.00 0.70 0.0600 0.0600 0 0 0| 0 10 0 0 96250 CAB 0.0000 0.00 0.70 0.3000S 0.0650 0 0 0| 0 3,530 0 0 96375 CAB 0.0000 0.00 0.70 0.1100 0.0100 0 0 0| 0 720 0 0 96500 CAB 0.0000 0.00 0.70 0.3900 0.0200S 0 0 0| 0 17,410 0 0 96625 CAB 0.0000 0.00 0.70 0.0850 0.0100 0 0 0| 0 10,025 0 0 96750 CAB 0.0000 0.00 0.70 0.2850 0.0250S 0 0 0| 0 9,625 0 0 96875 CAB 0.0000 0.00 0.70 0.1800 0.0850 0 0 0| 0 3,770 0 0 97000 CAB 0.0000 0.00 0.70 0.3800S 0.0200S 0 0 0| 0 29,500 0 0 97125 CAB 0.0000 0.00 0.70 0.1650S 0.0050 0 0 0| 0 3,795 0 0 97250 CAB 0.0000 0.00 0.70 0.5600S 0.0100 0 0 0| 0 14,372 0 0 97375 CAB 0.0000 0.00 0.70 0.2500 0.0450 0 0 0| 0 1,020 0 0 97500 CAB 0.0000 0.00 0.70 0.5400S 0.0050 0 0 0| 0 9,365 0 0 97625 CAB 0.0000 0.00 0.70 0.3050 0.0100 0 0 0| 0 450 0 0 97750 CAB 0.0000 0.00 0.70 0.6350S 0.0100 0 0 0| 0 7,720 0 0 97875 CAB 0.0000 0.00 0.70 0.3700 0.0100 0 0 0| 0 4,275 0 0 98000 CAB 0.0000 0.00 0.70 0.9400 0.0050 0 0 0| 0 22,508 0 0 98125 CAB 0.0000 0.00 0.70 0.5250S 0.0150S 0 0 0| 0 15,250 0 0 98250 CAB 0.0000 0.00 0.70 0.8700 0.0050S 0 0 0| 0 12,185 0 0 98375 CAB 0.0000 0.00 0.70 0.5050S 0.0200 0 0 0| 0 17,911 0 0 98500 CAB 0.0000 0.00 0.70 0.4250S 0.0100 0 0 0| 0 57,775 0 0 98625 CAB 0.0000 0.00 0.70 0.4050S 0.0200S 0 0 0| 0 18,247 0 0 98750 CAB 0.0000 0.00 0.70 0.4200S 0.0050 0 0 0| 0 29,089 0 0 98875 0.0050 CAB -0.0025 -0.02 0.93 0.0050 0.0050 0.2700S CAB 0 92 92| 0 50,619 0 0 99000 0.0025 -0.0025 -0.05 0.80 0.2550 0.0050S 0 0 0| 0 41,779 0 0 99125 0.0050 0.0050 -0.0025 -0.10 0.54 0.0050S 0.0050S 0.3000S 0.0050S 0 3,470 3,470| 530 40,370 -500 0 99250 0.0150 0.0150 -0.0025 -0.42 0.25 0.0150S 0.0150S 0.8150S 0.0150 0 3,470 3,470| 530 19,535 0 0 99375 0.1150 -0.0025 -0.98 0.30 0.9150S 0.1100S 0 0 0| 0 3,749 0 0 Total 0 7,032 7,032| 1,060 492,314 -500 0 Options on Financial Futures 21:59 Page 28 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Oct 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.36 Time to expiry: 48 Days | | 99000 0.0200 +0.0025 -0.17 0.58 0.0200S 0.0150S 0 0 0| 0 1,000 0 0 99125 0.0300 0.0350 +0.0025 -0.32 0.45 0.0300S 0.0300S 0.0500S 0.0300S 0 500 500| 0 1,000 0 0 99250 0.0725 -0.0025 -0.68 0.30 0 0 0| 0 0 0 0 Total 0 500 500| 0 2,000 0 0 | Nov 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.38 Time to expiry: 76 Days | | 99250 0.0875 0.0000 -0.63 0.33 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 29 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 99.200 Indicative a-t-m Vol 0.38 Time to expiry: 104 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 0.0050 CAB 0.0000 0.00 0.82 0.0050S 0.0050S 0.8100S 0.0050S 0 216 216| 0 75,950 0 0 98125 0.0025 0.0000 -0.01 0.91 0.4700S 0.0150S 0 0 0| 0 42,575 0 0 98250 0.0050 0.0000 -0.03 0.92 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 0.0100 0.0000 -0.06 0.83 0.0100S 0.0100S 0.3400S 0.0100 0 500 500| 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 0.0200 0.0175 0.0000 -0.10 0.67 0.0200S 0.0200S 0.3200S 0.0100S 0 1,000 1,000| 0 55,908 0 0 98875 0.0250 0.0000 -0.15 0.60 0.3100 0.0150S 0 0 0| 0 95,936 0 0 99000 0.0400 0.0375 +0.0025 -0.23 0.51 0.0450S 0.0400S 0.3800 0.0250 0 1,716 1,716| 0 66,118 0 0 99125 0.0600 +0.0050 -0.37 0.43 0.8000 0.0400S 0 0 0| 0 15,212 0 0 99250 0.1000 +0.0050 -0.61 0.34 0.2950S 0.0700S 0 0 0| 0 15,940 0 0 Options on Financial Futures 21:59 Page 30 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | 99375 0.1875 +0.0100 -0.85 0.31 0.4000S 0.2750S 0 0 0| 0 1,600 0 0 Total 0 3,432 3,432| 0 845,044 0 0 | Mar 11 Underlying Price 99.150 Indicative a-t-m Vol 0.46 Time to expiry: 195 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 -0.05 1.06 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 0.0250 0.0000 -0.08 0.91 0.3400S 0.0250S 0 0 0| 5 87,875 +1 0 98375 0.0300 0.0000 -0.10 0.85 0.2750 0.0200S 0 0 0| 0 15,002 0 0 98500 0.0350 0.0000 -0.13 0.79 0.4500S 0.0350 0 500 500| 0 65,474 0 0 98625 0.0400 0.0425 0.0000 -0.16 0.72 0.0400 0.0400 0.4000S 0.0350S 0 833 833| 0 35,833 0 0 98750 0.0550 0.0000 -0.20 0.67 0.4100 0.0550 0 0 0| 0 16,675 0 0 98875 0.0725 +0.0025 -0.27 0.61 0.3500S 0.0650S 0 0 0| 0 13,200 0 0 99000 0.0950 +0.0050 -0.35 0.54 0.2900 0.0900 0 500 500| 0 27,746 0 0 99125 0.1250 0.0000 -0.47 0.47 0.1350 0.1050S 0 0 0| 0 8,925 0 0 Total 0 1,833 1,833| 5 706,017 +1 0 Options on Financial Futures 21:59 Page 31 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 99.070 Indicative a-t-m Vol 0.56 Time to expiry: 286 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 0 0 0| 3,000 40,400 -3,000 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 0.0300 0.0275 0.0000 -0.06 1.17 0.0300S 0.0300S 0.7800S 0.0300S 0 2,500 2,500| 3,000 156,750 -3,000 0 97750 0.0350 0.0000 -0.08 1.08 0.3350S 0.0550S 0 0 0| 0 20,780 0 0 98000 0.0475 +0.0025 -0.11 1.00 0.4900S 0.0450S 0 0 0| 0 17,250 0 0 98125 0.0550 +0.0025 -0.13 0.96 0.1150S 0.0850S 0 0 0| 0 750 0 0 98250 0.0625 0.0000 -0.15 0.91 0.5300S 0.0550S 0 0 0| 5 20,554 0 0 98375 0.0725 0.0000 -0.18 0.87 0.1600 0.0600S 0 0 0| 0 8,250 0 0 98500 0.0850 +0.0025 -0.21 0.81 0.4550S 0.0900S 0 0 0| 0 9,750 0 0 98625 0.1000 +0.0050 -0.25 0.76 0.2150S 0.1650S 0 0 0| 0 1,750 0 0 98750 0.1200 +0.0075 -0.30 0.71 0.4100S 0.1200S 0 0 0| 0 11,400 0 0 98875 0.1400 +0.0025 -0.36 0.64 0.2750S 0.1500S 0 0 0| 0 5,400 0 0 99000 0.1725 0.0000 -0.45 0.59 0.3450 0.1850S 0 0 0| 0 4,500 0 0 99125 0.2175 0.0000 -0.55 0.54 0.3200S 0.2000S 0 0 0| 0 1,500 0 0 Total 0 2,500 2,500| 6,005 794,083 -6,000 0 Options on Financial Futures 21:59 Page 32 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.960 Indicative a-t-m Vol 0.69 Time to expiry: 384 Days | | 90000 CAB 0.0000 0.00 0.80 0.0350 0.0350 0 0 0| 0 500 0 0 92000 CAB 0.0000 0.00 0.79 0.0550 0.0550 0 0 0| 0 1,000 0 0 93000 CAB 0.0000 0.00 0.81 0.2000 0.1900 0 0 0| 0 2,500 0 0 93500 CAB 0.0000 0.00 0.81 0 0 0| 0 1,500 0 0 94000 CAB -0.0050 0.00 0.87 0.0350S 0.0050 0 0 0| 1,500 7,300 0 0 95000 0.0100 -0.0150 -0.01 1.83 0.3900S 0.3550S 0 0 0| 0 2,000 0 0 95250 0.0150 -0.0150 -0.02 1.88 0 0 0| 0 6,000 0 0 95500 0.0200 -0.0150 -0.03 1.85 0.1150 0.0800 0 0 0| 0 3,000 0 0 96000 0.0350 0.0300 -0.0150 -0.04 1.72 0.0350 0.0350 0.3350S 0.0250 1,000 5 1,005| 0 11,500 0 0 96250 0.0350 -0.0150 -0.05 1.66 0.8050S 0.0550 0 0 0| 0 104 0 0 96500 0.0400 -0.0150 -0.06 1.59 0.8800S 0.0600 0 0 0| 0 6,000 0 0 96750 0.0450 -0.0150 -0.07 1.48 0.8600S 0.8000S 0 0 0| 0 2,000 0 0 97000 0.0550 -0.0100 -0.08 1.42 0.8500S 0.0650S 0 0 0| 0 9,750 0 0 97250 0.0650 -0.0100 -0.10 1.33 0.4800 0.0750S 0 0 0| 0 4,502 0 0 97500 0.0750 -0.0100 -0.12 1.24 0.2150S 0.1000S 0 0 0| 0 3,250 0 0 97750 0.0850 -0.0100 -0.14 1.13 0.5800S 0.1150S 0 0 0| 0 11,005 0 0 98000 0.0950 -0.0100 -0.17 1.02 0.5300S 0.1050S 0 0 0| 0 12,700 0 0 98250 0.1050 0.1200 -0.0100 -0.22 0.92 0.1050S 0.1050S 0.5250S 0.1050S 0 500 500| 0 7,355 0 0 98500 0.1600 -0.0050 -0.29 0.84 0.5350S 0.2450S 0 0 0| 0 8,450 0 0 98750 0.2150 0.2150 0.0000 -0.39 0.77 0.2150S 0.2150S 0.4450S 0.2150S 0 500 500| 0 2,750 0 0 99000 0.2950 +0.0050 -0.52 0.68 0 0 0| 0 0 0 0 Total 1,000 1,005 2,005| 1,500 103,166 0 0 Options on Financial Futures 21:59 Page 33 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 0.77 Time to expiry: 475 Days | | 93000 CAB 0.0000 0.00 1.32 0.0400 0.0400 0 0 0| 0 10 0 0 94000 0.0100 0.0000 -0.01 1.97 0.2000 0.0500 0 0 0| 0 3,080 0 0 94250 0.0150 0.0000 -0.02 2.00 0.0200 0.0200 0 0 0| 0 3,000 0 0 94500 0.0200 0.0000 -0.02 1.99 0.0550S 0.0550S 0 0 0| 0 1,750 0 0 94750 0.0250 0.0000 -0.03 1.95 0.1250 0.0700S 0 0 0| 0 3,000 0 0 95000 0.0300 0.0000 -0.03 1.90 0.2800S 0.1300 0 0 0| 0 501 0 0 95500 0.0400 0.0000 -0.05 1.80 0.3900S 0.3900S 0 0 0| 0 300 0 0 95750 0.0450 0.0000 -0.05 1.72 0.2500 0.1200S 0 0 0| 0 7,000 0 0 96000 0.0500 0.0000 -0.06 1.66 0.5150S 0.0400S 0 0 0| 0 8,050 0 0 96250 0.0550 0.0000 -0.07 1.57 0.0950 0.0900 0 0 0| 0 6 0 0 96500 0.0600 0.0650 0.0000 -0.08 1.51 0.0600 0.0600 0.8100S 0.0600 0 1,000 1,000| 0 2,390 0 0 96750 0.0750 0.0000 -0.10 1.43 0.7550S 0.1050S 0 0 0| 0 3,100 0 0 97000 0.0850 0.0000 -0.11 1.35 0.7200S 0.0450S 0 0 0| 0 17,416 0 0 97250 0.0950 0.0000 -0.13 1.26 0.7200S 0.1850 0 0 0| 0 5,638 0 0 97500 0.1150 0.0000 -0.16 1.18 0.6950S 0.0700S 0 0 0| 0 23,050 0 0 97750 0.1350 0.0000 -0.20 1.11 0.5350S 0.1950S 0 0 0| 0 7,676 0 0 98000 0.1700 +0.0050 -0.24 1.04 0.5350S 0.1200S 0 0 0| 0 15,500 0 0 98250 0.2100 +0.0050 -0.30 0.97 0.5900 0.2100S 0 0 0| 5 40,993 0 0 98500 0.2600 0.0000 -0.38 0.88 0.4700S 0.2700S 0 0 0| 0 9,250 0 0 98750 0.3250 +0.0050 -0.47 0.79 0.5000S 0.3450S 0 0 0| 0 36,690 0 0 Total 0 1,000 1,000| 5 188,400 0 0 | Mar 12 Underlying Price 98.640 Indicative a-t-m Vol 0.86 Time to expiry: 566 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 1.51 0.1650S 0.1650S 0 0 0| 0 4,000 0 0 96250 0.0700 0.0000 -0.09 1.46 0.1400 0.1400 0 0 0| 0 2 0 0 96500 0.0850 0.0000 -0.10 1.39 0.2200S 0.1650 0 0 0| 0 6,450 0 0 97000 0.1150 0.0000 -0.14 1.27 0.6500S 0.2350S 0 0 0| 0 5,250 0 0 97250 0.1350 0.0000 -0.17 1.20 0.7000S 0.2700 0 0 0| 0 1,506 0 0 97500 0.1600 0.0000 -0.20 1.14 0.4550S 0.3350S 0 0 0| 0 3,500 0 0 97750 0.1950 0.0000 -0.25 1.08 0.6950S 0.2000 0 0 0| 0 8,700 0 0 98000 0.2450 0.0000 -0.30 1.02 0.6400S 0.3950S 0 0 0| 0 1,500 0 0 98250 0.3000 -0.0100 -0.37 0.96 0.5100S 0.3000 0 0 0| 5 7,050 0 0 98500 0.3750 0.0000 -0.45 0.90 0.5150S 0.3850S 0 0 0| 0 250 0 0 98750 0.4650 0.0000 -0.54 0.83 0 0 0| 0 0 0 0 Total 0 0 0| 5 57,008 0 0 Options on Financial Futures 21:59 Page 34 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 12 Underlying Price 98.460 Indicative a-t-m Vol 0.89 Time to expiry: 657 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 0.0000 -0.08 1.61 0.0950 0.0950 0 0 0| 0 8,500 0 0 96000 0.0950 0.0000 -0.10 1.48 0 0 0| 0 650 0 0 96250 0.1050 -0.0050 -0.12 1.42 0.2200 0.2200 0 0 0| 0 5,002 0 0 97000 0.1650 -0.0050 -0.18 1.24 0.2300S 0.2300S 0 0 0| 0 11,000 0 0 97250 0.1950 0.0000 -0.22 1.18 0.3800 0.3800 0 0 0| 0 2 0 0 97750 0.2750 -0.0050 -0.30 1.07 0.4600S 0.4600S 0 0 0| 0 5,000 0 0 98000 0.3300 -0.0050 -0.36 1.00 0.5500S 0.3350S 0 0 0| 0 2,000 0 0 98250 0.4000 -0.0050 -0.43 0.95 0.5500S 0.3800S 0 0 0| 0 1,250 0 0 98500 0.4850 -0.0050 -0.51 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 37,404 0 0 | Total Puts 1,000 17,302 18,302| 8,580 3,225,436 -6,499 0 Options on Financial Futures 21:59 Page 35 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.270 (Sep 12) Indicative a-t-m Vol 0.94 Time to expiry: 13 Days | | 98250 0.0850 +0.0050 0.54 0.94 0 0 0| 0 0 0 0 98375 0.0300 0.0000 0.27 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: 48 Days | | 98000 0.1800 0.0000 0.56 1.04 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: 76 Days | | 98000 0.2200 0.0000 0.55 1.04 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: 104 Days | | 98000 0.2500 0.0000 0.54 1.05 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: 195 Days | | 97875 0.3300 0.0000 0.51 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.720 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 286 Days | | 97750 0.3600 -0.0100 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 21:59 Page 36 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.270 (Sep 12) Indicative a-t-m Vol 0.94 Time to expiry: 13 Days | | 98000 0.0050 -0.0050 -0.08 0.99 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98250 0.0650 -0.0050 -0.46 0.94 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: 48 Days | | 98000 0.1200 0.0000 -0.44 1.04 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: 76 Days | | 98000 0.1600 0.0000 -0.45 1.04 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: 104 Days | | 98000 0.1900 0.0000 -0.46 1.05 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: 195 Days | | 97875 0.3150 0.0000 -0.49 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.720 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 286 Days | | 97750 0.3900 0.0000 -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 21:59 Page 37 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.960 (Sep 11) Indicative a-t-m Vol 0.67 Time to expiry: 13 Days | | 96250 2.7100 -0.0100 1.00 0.88 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 2.2100 -0.0100 1.00 0.88 0.4750 0.4450 0 0 0| 0 750 0 0 97000 1.9600 -0.0100 1.00 0.88 0.5900 0.5900 0 0 0| 0 10 0 0 97125 1.8350 -0.0100 1.00 0.88 0.4100 0.4100 0 0 0| 0 500 0 0 97500 1.4600 -0.0100 1.00 0.88 0.5650S 0.5600S 0 0 0| 0 4,000 0 0 97625 1.3350 -0.0100 1.00 0.88 0.2700 0.2700 0 0 0| 0 10 0 0 97750 1.2100 -0.0100 1.00 0.88 0.3750S 0.2250 0 0 0| 0 2,560 0 0 98000 0.9600 -0.0100 1.00 0.89 0.5950S 0.0700S 0 0 0| 0 18,502 0 0 98125 0.8350 -0.0100 1.00 0.89 0.2050S 0.0700S 0 0 0| 0 9,000 0 0 98250 0.7100 -0.0100 1.00 0.89 0.4550S 0.1200S 0 0 0| 0 27,512 0 0 98375 0.5850 -0.0100 1.00 0.89 0.5600S 0.0250S 0 0 0| 0 33,752 0 0 98500 0.4600 -0.0100 1.00 0.89 0.3900S 0.0100S 0 0 0| 0 35,989 0 0 98625 0.3400 -0.0050 0.96 0.96 0.3250S 0.0250S 0 0 0| 0 134,675 0 0 98750 0.2200 -0.0050 0.90 0.84 0.2700S 0.0050S 0 0 0| 0 135,240 0 0 98875 0.1100 -0.0050 0.72 0.76 0.1450 0.0100S 0 0 0| 0 28,235 0 0 99000 0.0300 0.0300 -0.0050 0.37 0.62 0.0300 0.0300 0.0850S 0.0050S 0 250 250| 250 27,253 -250 0 99125 0.0050 0.0000 0.08 0.62 0.0250S 0.0050S 0 0 0| 0 22,452 0 0 99250 CAB 0.0000 0.01 0.67 0.0100S 0.0050S 0 0 0| 0 7,750 0 0 Total 0 250 250| 250 489,315 -250 0 | Oct 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.71 Time to expiry: 48 Days | | 98500 0.3450 0.0000 0.82 0.95 0.3250S 0.1050S 0 0 0| 0 16,625 0 0 98750 0.1400 0.0000 0.59 0.75 0.1800 0.0250S 0 0 0| 0 30,640 0 0 98875 0.0700 0.0000 0.40 0.68 0.0850S 0.0150S 0 0 0| 0 2,000 0 0 99000 0.0250 0.0000 0.21 0.64 0.0350S 0.0050S 0 0 0| 0 33,605 0 0 99125 0.0100 0.0000 0.09 0.63 0.0150S 0.0100 0 0 0| 0 5,102 0 0 99250 0.0050 0.0000 0.04 0.68 0.0150S 0.0150S 0 0 0| 0 10,000 0 0 Total 0 0 0| 0 97,972 0 0 | Nov 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 76 Days | | 98750 0.1750 0.0000 0.57 0.78 0.1500S 0.1500S 0 0 0| 0 500 0 0 98875 0.1000 0.0000 0.42 0.72 0.0800S 0.0800S 0 0 0| 0 500 0 0 99000 0.0500 0.0000 0.27 0.68 0.0350S 0.0350S 0 0 0| 0 500 0 0 99125 0.0200 -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 21:59 Page 38 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.76 Time to expiry: 104 Days | | 96625 2.1850 0.0000 1.00 1.29 0.5600S 0.5600S 0 0 0| 0 1,200 0 0 96750 2.0600 0.0000 1.00 1.30 0.5650S 0.5400S 0 0 0| 0 1,200 0 0 97500 1.3250 0.0000 0.95 1.49 0.7500S 0.3950S 0 0 0| 0 3,510 0 0 97625 1.2050 0.0000 0.94 1.45 0.4250S 0.4200S 0 0 0| 0 500 0 0 97750 1.0850 0.0000 0.92 1.41 0.5700S 0.3200S 0 0 0| 0 3,250 0 0 97875 0.9650 0.0000 0.91 1.35 0.6300S 0.1950S 0 0 0| 7,000 16,925 0 0 98000 0.8450 0.0000 0.89 1.27 0.8800S 0.1300 0 0 0| 7,000 31,879 0 0 98125 0.7250 0.0000 0.87 1.18 0.7400S 0.1200S 0 0 0| 7,000 39,425 0 0 98250 0.6050 0.6100 0.0000 0.83 1.10 0.6050S 0.6050S 0.6500S 0.0750S 0 1,500 1,500| 7,000 35,270 0 0 98375 0.5000 +0.0050 0.80 1.03 0.5200S 0.0600S 0 0 0| 0 28,906 0 0 98500 0.3950 0.3900 0.0000 0.73 0.94 0.3950S 0.3900S 0.4200S 0.0350S 0 3,500 3,500| 0 55,662 0 0 98625 0.2850 -0.0050 0.66 0.85 0.3150S 0.0250S 0 0 0| 0 22,152 0 0 98750 0.2050 0.2000 +0.0050 0.56 0.79 0.2050S 0.2000S 0.2250S 0.0150S 0 3,500 3,500| 0 145,628 0 0 98875 0.1250 0.1250 +0.0050 0.43 0.72 0.1250S 0.1250S 0.1250S 0.0100S 0 2,000 2,000| 0 61,032 0 0 99000 0.0600 0.0600 -0.0050 0.29 0.64 0.0600S 0.0600S 0.0950S 0.0050S 0 2,000 2,000| 20,000 139,402 -10,000 0 99125 0.0250 -0.0050 0.16 0.60 0.0400S 0.0050S 0 0 0| 35,003 73,500 +21,260 0 99250 0.0100 0.0000 0.08 0.58 0.0200S 0.0050S 0 0 0| 20,000 77,000 +20,000 0 99375 0.0050 0.0000 0.03 0.57 0 0 0| 5,000 10,000 +5,000 0 Total 0 12,500 12,500| 108,003 746,441 +36,260 0 | Mar 11 Underlying Price 98.640 (Mar 12) Indicative a-t-m Vol 0.82 Time to expiry: 195 Days | | 97500 1.1800 0.0000 0.90 1.24 0.8750 0.8750 0 0 0| 0 50 0 0 97875 0.8400 0.0000 0.83 1.11 0.4650S 0.4650S 0 0 0| 0 1,250 0 0 98000 0.7300 0.0000 0.80 1.08 0.4300S 0.4300S 0 0 0| 0 250 0 0 98125 0.6200 0.0000 0.76 1.02 0 0 0| 0 2,000 0 0 98250 0.5150 0.0000 0.71 0.97 0.3200S 0.0950S 0 0 0| 0 5,000 0 0 98375 0.4200 0.0000 0.66 0.92 0.2800S 0.2800S 0 0 0| 0 2,250 0 0 98500 0.3300 0.0000 0.59 0.87 0.3250S 0.3250S 0 0 0| 0 3,500 0 0 98625 0.2450 0.0000 0.51 0.82 0.1550S 0.1100S 0 0 0| 0 1,000 0 0 98750 0.1750 0.0000 0.42 0.78 0.2050S 0.0250S 0 0 0| 500 11,750 0 0 98875 0.1150 0.0000 0.33 0.73 0.1200S 0.0350S 0 0 0| 0 6,250 0 0 99000 0.0650 0.0650 -0.0050 0.23 0.68 0.0650S 0.0600 0.0650S 0.0400S 0 750 750| 1,000 4,000 +500 0 99125 0.0350 0.0000 0.15 0.64 0.0500 0.0200S 0 0 0| 1,002 4,000 +250 0 99250 0.0150 0.0150 0.0000 0.08 0.61 0.0150S 0.0150S 0.0350S 0.0050S 0 1,000 1,000| 1,500 7,000 -1,000 0 99375 0.0100 0.0000 0.05 0.60 0 0 0| 1,000 1,000 +1,000 0 Total 0 1,750 1,750| 5,002 49,300 +750 0 Options on Financial Futures 21:59 Page 39 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 2010 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 11 Underlying Price 98.460 (Jun 12) Indicative a-t-m Vol 0.90 Time to expiry: 286 Days | | 97750 0.8450 +0.0100 0.77 1.12 0.5150S 0.5150S 0 0 0| 0 250 0 0 98000 0.6400 +0.0050 0.69 1.05 0.4000S 0.3550 0 0 0| 0 400 0 0 98250 0.4550 +0.0050 0.60 0.97 0.2700S 0.2300 0 0 0| 0 400 0 0 98500 0.2900 +0.0050 0.48 0.89 0.1900S 0.1900S 0 0 0| 0 1,750 0 0 98750 0.1650 0.0000 0.35 0.82 0.1700S 0.1050S 0 0 0| 0 4,500 0 0 98875 0.1150 0.0000 0.28 0.79 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 99000 0.0750 0.0000 0.21 0.75 0.0400S 0.0350S 0 0 0| 0 3,250 0 0 99125 0.0500 +0.0050 0.15 0.72 0.0200S 0.0200S 0 0 0| 0 2,000 0 0 99250 0.0300 0.0000 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 0 14,500 14,500| 113,255 1,405,578 +36,760 0 Options on Financial Futures 21:59 Page 40 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 98.960 (Sep 11) Indicative a-t-m Vol 0.67 Time to expiry: 13 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 12,000 0 12,000| 0 57,227 0 0 98625 0.0050 +0.0050 -0.04 0.96 0.3300S 0.0050S 12,000 0 12,000| 1,000 34,052 +412 0 98750 0.0050 0.0100 +0.0050 -0.10 0.84 0.0050S 0.0050S 0.2300S 0.0050S 12,000 500 12,500| 3,000 27,697 +1,500 0 98875 0.0200 0.0250 +0.0050 -0.28 0.76 0.0200S 0.0200S 0.1550S 0.0150S 2,000 1,000 3,000| 2,000 14,351 +2,000 0 99000 0.0600 0.0700 +0.0050 -0.63 0.62 0.0600S 0.0600S 0.0600S 0.0450 0 500 500| 250 970 +250 0 Total 38,000 2,000 40,000| 6,250 436,924 +4,162 0 | Oct 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.71 Time to expiry: 48 Days | | 98250 0.0250 0.0000 -0.11 1.25 0.0200S 0.0200S 1,000 0 1,000| 0 3,500 0 0 98375 0.0300 0.0000 -0.14 1.11 0.1500S 0.0250S 0 0 0| 0 7,450 0 0 98500 0.0350 0.0000 -0.18 0.95 0.1450S 0.0350S 2,000 0 2,000| 0 8,375 0 0 98625 0.0550 0.0000 -0.28 0.86 0.0750S 0.0550S 0 100 100| 0 3,650 0 0 98750 0.0800 0.0000 -0.41 0.75 0.1250S 0.0900S 1,000 0 1,000| 0 8,550 0 0 98875 0.1350 0.0000 -0.60 0.68 0.1200 0.1200 0 0 0| 0 5 0 0 Total 4,000 100 4,100| 0 31,530 0 0 Options on Financial Futures 21:59 Page 41 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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: 76 Days | | 98750 0.1150 0.0000 -0.43 0.78 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.810 (Dec 11) Indicative a-t-m Vol 0.76 Time to expiry: 104 Days | | 95500 CAB 0.0000 0.00 1.30 0.1900S 0.0800 0 0 0| 0 2,650 0 0 95750 CAB 0.0000 0.00 1.30 0.2600S 0.2500S 0 0 0| 0 3,500 0 0 96000 CAB 0.0000 0.00 1.30 0.2950S 0.0800S 0 0 0| 0 7,700 0 0 96125 CAB 0.0000 0.00 1.30 0.2150 0.0800S 0 0 0| 0 100 0 0 96250 CAB 0.0000 0.00 1.30 0.2700S 0.1850S 0 0 0| 0 500 0 0 96375 CAB 0.0000 0.00 1.30 0.4150S 0.4150S 0 0 0| 0 3,000 0 0 96500 CAB 0.0000 0.00 1.30 0.3700S 0.0050S 0 0 0| 0 17,200 0 0 96625 CAB 0.0000 0.00 1.29 0.5300S 0.1350S 0 0 0| 0 3,950 0 0 96750 CAB 0.0000 0.00 1.30 0.5500S 0.5150S 0 0 0| 0 2,700 0 0 96875 CAB 0.0000 0.00 1.29 0.2950S 0.1000S 0 0 0| 0 11,450 0 0 97000 CAB 0.0000 0.00 1.29 0.2500S 0.0150S 0 0 0| 0 41,270 0 0 97125 CAB 0.0000 -0.01 1.29 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 1.41 0.4150S 0.0200 0 0 0| 0 83,400 0 0 97875 0.0300 0.0000 -0.09 1.35 0.3950S 0.0600S 0 0 0| 0 15,200 0 0 98000 0.0350 0.0000 -0.11 1.27 0.3200S 0.0250S 0 0 0| 0 40,660 0 0 98125 0.0400 0.0000 -0.13 1.18 0.4100S 0.0300S 0 0 0| 0 84,500 0 0 98250 0.0500 0.0000 -0.17 1.10 0.2250S 0.0450 0 0 0| 0 10,936 0 0 98375 0.0650 +0.0050 -0.20 1.03 0.4200S 0.0450S 0 0 0| 0 25,230 0 0 98500 0.0800 0.0000 -0.27 0.94 0.2200S 0.0900S 0 0 0| 0 7,908 0 0 98625 0.1000 -0.0050 -0.34 0.85 0.1050S 0.0850S 0 0 0| 0 19,000 0 0 98750 0.1400 +0.0050 -0.44 0.79 0.3050S 0.1550S 0 0 0| 0 7,750 0 0 Total 0 0 0| 0 438,984 0 0 Options on Financial Futures 21:59 Page 42 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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: 195 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 1.19 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 -0.09 1.29 0.1100S 0.1000S 0 0 0| 0 500 0 0 97500 0.0400 0.0000 -0.10 1.24 0.0500S 0.0500S 0 0 0| 0 500 0 0 97625 0.0500 0.0000 -0.12 1.20 0.1450S 0.1450S 0 0 0| 0 500 0 0 98000 0.0900 0.0000 -0.20 1.08 0.3500S 0.1100S 0 0 0| 0 3,250 0 0 98250 0.1250 0.0000 -0.29 0.97 0.3350S 0.1200S 0 0 0| 0 1,000 0 0 98375 0.1550 0.0000 -0.34 0.92 0.3000S 0.3000S 0 0 0| 0 250 0 0 98500 0.1900 0.0000 -0.41 0.87 0.2350S 0.1700S 0 0 0| 0 1,500 0 0 98625 0.2300 0.0000 -0.49 0.82 0 0 0| 0 0 0 0 Total 0 0 0| 0 21,900 0 0 | Jun 11 Underlying Price 98.460 (Jun 12) Indicative a-t-m Vol 0.90 Time to expiry: 286 Days | | 96750 0.0450 0.0000 -0.08 1.42 0.1100S 0.0950S 0 0 0| 0 3,250 0 0 97125 0.0700 0.0000 -0.12 1.31 0.1300S 0.1300S 0 0 0| 0 250 0 0 97250 0.0800 0.0000 -0.14 1.28 0.1800S 0.1600S 0 0 0| 0 3,250 0 0 97500 0.1000 0.0000 -0.18 1.20 0.1950S 0.1950S 0 0 0| 0 1,250 0 0 97750 0.1350 0.0000 -0.23 1.12 0.4100S 0.4100S 0 0 0| 0 250 0 0 98000 0.1800 -0.0050 -0.31 1.05 0.3350S 0.3350S 0 0 0| 0 750 0 0 98500 0.3300 -0.0050 -0.52 0.89 0 0 0| 0 0 0 0 Total 0 0 0| 0 9,000 0 0 | Total Puts 42,000 2,100 44,100| 6,250 938,338 +4,162 0 Options on Financial Futures 21:59 Page 43 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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: 11 Days | | 99875 CAB 0.0000 0.06 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.770 Indicative a-t-m Vol 0.20 Time to expiry: 102 Days | | 99750 0.0550 -0.0050 0.58 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.700 Indicative a-t-m Vol 0.20 Time to expiry: 193 Days | | 99750 0.0350 -0.0100 0.37 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.610 Indicative a-t-m Vol 0.20 Time to expiry: 284 Days | | 99625 0.0650 -0.0100 0.47 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 44 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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: 11 Days | | 99875 0.0550 0.0000 -0.94 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.770 Indicative a-t-m Vol 0.20 Time to expiry: 102 Days | | 99750 0.0350 +0.0050 -0.42 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.700 Indicative a-t-m Vol 0.20 Time to expiry: 193 Days | | 99750 0.0850 +0.0100 -0.63 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.610 Indicative a-t-m Vol 0.20 Time to expiry: 284 Days | | 99625 0.0800 +0.0100 -0.53 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 45 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 109.275 Indicative a-t-m Vol 1.00 Time to expiry: 11 Days | | 10930 0.067 -0.023 0.45 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.145 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 46 Days | | 10920 0.130 -0.028 0.44 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.145 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 74 Days | | 10920 0.171 -0.028 0.46 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.145 Indicative a-t-m Vol 1.00 Time to expiry: 102 Days | | 10920 0.205 -0.028 0.46 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 46 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 109.275 Indicative a-t-m Vol 1.00 Time to expiry: 11 Days | | 10930 0.092 +0.017 -0.55 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.145 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 46 Days | | 10920 0.185 +0.027 -0.56 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.145 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 74 Days | | 10920 0.226 +0.027 -0.54 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.145 Indicative a-t-m Vol 1.00 Time to expiry: 102 Days | | 10920 0.260 +0.027 -0.54 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 47 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 119.82 Indicative a-t-m Vol 10.17 Time to expiry: 11 Days | | 12000 0.80 -0.17 0.47 10.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.38 (Dec 10) Indicative a-t-m Vol 10.12 Time to expiry: 46 Days | | 11975 1.56 -0.16 0.47 10.18 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.38 (Dec 10) Indicative a-t-m Vol 10.12 Time to expiry: 74 Days | | 11975 2.02 -0.16 0.48 10.18 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.38 Indicative a-t-m Vol 10.12 Time to expiry: 102 Days | | 11975 2.40 -0.15 0.49 10.18 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 48 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 119.82 Indicative a-t-m Vol 10.17 Time to expiry: 11 Days | | 12000 0.98 +0.10 -0.53 10.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.38 (Dec 10) Indicative a-t-m Vol 10.12 Time to expiry: 46 Days | | 11975 1.93 +0.13 -0.53 10.18 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.38 (Dec 10) Indicative a-t-m Vol 10.12 Time to expiry: 74 Days | | 11975 2.39 +0.13 -0.52 10.18 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.38 Indicative a-t-m Vol 10.12 Time to expiry: 102 Days | | 11975 2.77 +0.14 -0.51 10.18 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 49 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 130.99 Indicative a-t-m Vol 10.00 Time to expiry: 11 Days | | 13200 0.53 -0.36 0.34 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 130.41 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 46 Days | | 13150 1.38 -0.40 0.42 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 130.41 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 74 Days | | 13150 1.86 -0.41 0.44 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 130.41 Indicative a-t-m Vol 10.00 Time to expiry: 102 Days | | 13150 2.26 -0.41 0.45 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 50 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 130.99 Indicative a-t-m Vol 10.00 Time to expiry: 11 Days | | 13200 1.54 +0.44 -0.66 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 130.41 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 46 Days | | 13150 2.47 +0.44 -0.58 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 130.41 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 74 Days | | 13150 2.95 +0.43 -0.56 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 130.41 Indicative a-t-m Vol 10.00 Time to expiry: 102 Days | | 13150 3.35 +0.43 -0.55 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 21:59 Page 51 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 124.00 (Dec 10) Indicative a-t-m Vol 7.19 Time to expiry: 21 Days | | 12400 0.87 -0.17 0.50 7.19 0 0 0| 200 200 0 0 12450 0.65 -0.15 0.41 7.23 0 0 0| 0 0 0 0 12500 0.47 -0.12 0.33 7.26 0 0 0| 400 400 0 0 12600 0.23 -0.08 0.19 7.35 0 0 0| 200 200 +200 0 Total 0 0 0| 800 800 +200 0 | Nov 10 Underlying Price 124.00 (Dec 10) Indicative a-t-m Vol 6.29 Time to expiry: 50 Days | | 12450 0.93 -0.14 0.44 6.28 0 0 0| 0 0 0 0 12500 0.73 -0.12 0.37 6.27 1.35 1.30 0 0 0| 0 237 0 0 Total 0 0 0| 0 237 0 0 | Dec 10 Underlying Price 124.00 Indicative a-t-m Vol 6.57 Time to expiry: 82 Days | | 12450 1.32 -0.14 0.46 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 128.65 Indicative a-t-m Vol 6.57 Time to expiry: 172 Days | | 12900 2.15 -0.15 0.49 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 800 1,037 +200 0 Options on Financial Futures 21:59 Page 52 Business Day Thu 2 Sep 2010 | Previous Business Day | Wed 1 Sep 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 124.00 (Dec 10) Indicative a-t-m Vol 7.19 Time to expiry: 21 Days | | 12050 0.06 +0.01 -0.06 7.54 0 0 0| 0 200 0 0 12150 0.15 +0.02 -0.13 7.51 0.20S 0.12S 0 0 0| 0 102 0 0 12250 0.33 +0.05 -0.25 7.33 0.22S 0.20S 0 0 0| 0 600 0 0 12350 0.64 +0.09 -0.41 7.18 0.41S 0.41S 0 0 0| 0 300 0 0 12450 1.15 +0.13 -0.59 7.23 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,202 0 0 | Nov 10 Underlying Price 124.00 (Dec 10) Indicative a-t-m Vol 6.29 Time to expiry: 50 Days | | 12450 1.43 +0.14 -0.56 6.28 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 124.00 Indicative a-t-m Vol 6.57 Time to expiry: 82 Days | | 12450 1.82 +0.14 -0.54 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 128.65 Indicative a-t-m Vol 6.57 Time to expiry: 172 Days | | 12900 2.50 +0.13 -0.51 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