Options on Financial Futures Summary 22:04 Page 1 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 121,094 N/A 486,100 607,194 | 814,449 13,313,358 +289,657 Three Month Euribor Mid-Curve 125,490 N/A 79,750 205,240 | 90,743 1,728,323 +46,894 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 4,800 N/A 14,000 18,800 | 42,608 5,412,534 +5,167 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,000 0 Three Month Sterling Mid-Curve 10,050 N/A 4,000 14,050 | 58,600 2,369,479 +25,563 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 | 0 2,239 0 Options on Financial Futures 22:04 Page 2 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 99.125 Indicative a-t-m Vol 0.15 Time to expiry: 10 Days | | 95750 3.3750 -0.0050 1.00 0.26 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 3.1250 -0.0050 1.00 0.26 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.8750 -0.0050 1.00 0.26 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.6250 -0.0050 1.00 0.26 2.3200S 0.3000 0 0 0| 0 2,400 0 0 96750 2.3750 -0.0050 1.00 0.26 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 2.1250 -0.0050 1.00 0.26 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.8750 -0.0050 1.00 0.26 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.6250 -0.0050 1.00 0.26 1.5250S 0.1700S 0 0 0| 0 4,475 0 0 97750 1.3750 -0.0050 1.00 0.25 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 1.1250 -0.0050 1.00 0.25 0.4650S 0.1050S 0 0 0| 0 8,225 0 0 98125 1.0000 -0.0050 1.00 0.25 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.8750 -0.0050 1.00 0.25 0.9600S 0.1750 0 0 0| 0 12,997 0 0 98375 0.7500 -0.0050 1.00 0.25 0.4550S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.6250 -0.0050 1.00 0.25 0.6200S 0.0850S 0 0 0| 0 47,770 0 0 98625 0.5000 -0.0050 1.00 0.25 0.5800S 0.2000S 0 0 0| 0 80,398 0 0 98750 0.3750 -0.0050 1.00 0.25 0.4800S 0.0500S 0 0 0| 0 92,885 0 0 98875 0.2500 -0.0075 1.00 0.25 0.3550S 0.0800S 0 0 0| 0 136,359 0 0 99000 0.1200 0.1250 -0.0100 1.00 0.23 0.1200S 0.1200S 0.2650 0.0250S 0 100 100| 1,000 202,474 0 0 99125 0.0150 0.0100 -0.0025 0.50 0.15 0.0150S 0.0050S 0.1600 0.0050S 1,700 2,904 4,604| 53,012 301,485 -16,518 0 99250 0.0050 0.0025 +0.0025 0.04 0.45 0.0050S 0.0050S 0.1000S CAB 3,400 600 4,000| 0 317,992 -16 0 99375 0.0050 CAB 0.0000 0.00 0.45 0.0050S 0.0050S 0.0350S CAB 1,700 300 2,000| 1,000 327,980 -700 0 99500 CAB 0.0000 0.00 0.46 0.0150S CAB 0 0 0| 0 204,248 0 0 99625 CAB 0.0000 0.00 0.46 0.0100S 0.0050S 0 0 0| 0 24,000 0 0 99750 CAB 0.0000 0.00 0.46 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 6,800 3,904 10,704| 55,012 1,797,018 -17,234 0 | Oct 10 Underlying Price 99.070 (Dec 10) Indicative a-t-m Vol 0.33 Time to expiry: 45 Days | | 98750 0.3225 -0.0150 0.98 0.47 0.2250S 0.2250S 0 0 0| 0 500 0 0 98875 0.2000 -0.0175 0.91 0.41 0.3150 0.1250S 0 0 0| 0 14,910 0 0 99000 0.1000 0.0950 -0.0100 0.71 0.37 0.1000S 0.1000S 0.1600S 0.0450 0 3,500 3,500| 0 98,475 0 0 99125 0.0250 0.0200 -0.0050 0.31 0.31 0.0250S 0.0200 0.1400S 0.0150S 0 1,260 1,260| 2,819 71,396 +819 0 99250 0.0025 0.0000 0.07 0.34 0.0800S 0.0050S 0 0 0| 8,000 51,763 -5,250 0 99375 CAB 0.0000 0.02 0.41 0.0450 CAB 0 0 0| 1,000 24,700 +1,000 0 99500 CAB 0.0000 0.00 0.47 0.0050S CAB 0 0 0| 0 8,300 0 0 Total 0 4,760 4,760| 11,819 270,044 -3,431 0 Options on Financial Futures 22:04 Page 3 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 99.070 (Dec 10) Indicative a-t-m Vol 0.35 Time to expiry: 73 Days | | 98875 0.2100 -0.0150 0.84 0.44 0.1600S 0.1600S 0 0 0| 0 12,984 0 0 99000 0.1075 -0.0100 0.66 0.38 0.1650S 0.0650 0 0 0| 0 22,575 0 0 99125 0.0350 0.0350 -0.0050 0.35 0.32 0.0350S 0.0350S 0.1050 0.0350S 0 7,750 7,750| 0 27,665 0 0 99250 0.0075 0.0000 0.10 0.32 0.0150 0.0150 0 0 0| 0 11,500 0 0 99375 0.0025 0.0000 0.03 0.37 0.0150S 0.0100 0 0 0| 0 11,000 0 0 99500 CAB 0.0000 0.01 0.42 0.0050 0.0050 0 0 0| 0 1,000 0 0 Total 0 7,750 7,750| 0 86,724 0 0 | Dec 10 Underlying Price 99.070 Indicative a-t-m Vol 0.34 Time to expiry: 101 Days | | 96750 2.3200 -0.0150 1.00 0.55 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 2.0700 -0.0150 1.00 0.55 2.1100 0.4650 0 0 0| 0 2,255 0 0 97250 1.8200 -0.0150 1.00 0.55 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 1.5700 -0.0150 1.00 0.55 1.3050S 0.2750S 0 0 0| 0 14,100 0 0 97750 1.3200 -0.0150 1.00 0.55 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 1.0700 -0.0150 1.00 0.55 0.7850S 0.1500S 0 0 0| 0 19,262 0 0 98125 0.9450 -0.0150 1.00 0.55 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.8200 -0.0150 1.00 0.55 0.8000 0.1250S 0 0 0| 0 18,026 0 0 98375 0.6950 -0.0150 0.99 0.55 0.3500S 0.2450S 0 0 0| 0 6,500 0 0 98500 0.5725 -0.0150 0.98 0.54 0.6400S 0.0600S 0 0 0| 0 205,921 0 0 98625 0.4500 -0.0150 0.96 0.50 0.5400S 0.1300S 0 0 0| 0 26,589 0 0 98750 0.3300 -0.0150 0.91 0.45 0.4450S 0.0200S 0 0 0| 0 378,160 0 0 98875 0.2150 0.2150 -0.0175 0.83 0.40 0.2150 0.2150 0.3550 0.0550S 0 7 7| 0 120,269 0 0 99000 0.1150 0.1150 -0.0150 0.65 0.35 0.1150 0.1150 0.2650S 0.0100S 0 2,010 2,010| 1,250 392,343 -1,000 0 99125 0.0500 0.0450 -0.0025 0.37 0.32 0.0500S 0.0450 0.1750S 0.0200S 0 19,182 19,182| 124,509 313,573 +90,626 0 99250 0.0150 0.0100 -0.0025 0.13 0.31 0.0150S 0.0100 0.1250 0.0050S 18,300 8,501 26,801| 126,784 325,284 -56,119 0 99375 0.0050 0.0025 0.0000 0.03 0.32 0.0050S 0.0050S 0.0700S 0.0050 0 743 743| 5,000 204,502 +1,000 0 99500 CAB 0.0000 0.01 0.32 0.0350 0.0050S 0 0 0| 0 136,244 0 0 99625 CAB 0.0000 0.00 0.33 0.0050S 0.0050S 0 0 0| 0 6,070 0 0 Total 18,300 30,443 48,743| 257,543 2,182,590 +34,507 0 | Jan 11 Underlying Price 99.000 (Mar 11) Indicative a-t-m Vol 0.44 Time to expiry: 136 Days | | 98750 0.2875 -0.0175 0.79 0.51 0 0 0| 0 7,000 0 0 98875 0.1875 -0.0100 0.67 0.47 0 0 0| 0 2,500 0 0 99000 0.1050 -0.0125 0.50 0.44 0.1400S 0.1100S 0 0 0| 0 7,500 0 0 99125 0.0450 0.0475 -0.0125 0.30 0.40 0.0450 0.0450 0.0700 0.0450 0 300 300| 0 108,000 0 0 99250 0.0200 0.0175 -0.0050 0.14 0.38 0.0200S 0.0150S 0.0350S 0.0150S 0 10,000 10,000| 10,000 30,850 +9,100 0 Total 0 10,300 10,300| 10,000 155,850 +9,100 0 Options on Financial Futures 22:04 Page 4 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 99.000 (Mar 11) Indicative a-t-m Vol 0.43 Time to expiry: 164 Days | | 99000 0.1125 -0.0150 0.50 0.43 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.000 Indicative a-t-m Vol 0.43 Time to expiry: 192 Days | | 97250 1.7500 -0.0200 1.00 0.68 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 1.5000 -0.0200 1.00 0.68 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 1.2500 -0.0200 0.99 0.68 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 1.0050 -0.0200 0.98 0.71 0.7850S 0.2700 0 0 0| 0 9,050 0 0 98250 0.7600 -0.0200 0.95 0.64 0.6450 0.1350 0 0 0| 0 21,373 0 0 98500 0.5225 -0.0200 0.89 0.57 0.6700 0.1000S 0 0 0| 0 86,756 0 0 98625 0.4100 -0.0175 0.84 0.54 0.3700 0.2550S 0 0 0| 0 5,275 0 0 98750 0.3150 0.3025 -0.0175 0.76 0.50 0.3150 0.3050 0.4550S 0.0500S 0 45 45| 9 137,652 0 0 98875 0.2050 -0.0175 0.65 0.47 0.3500 0.1250S 0 0 0| 0 49,454 0 0 99000 0.1250 -0.0150 0.50 0.43 0.2850S 0.0250S 0 0 0| 3,400 177,927 +1,100 0 99125 0.0650 0.0675 -0.0075 0.34 0.41 0.0650S 0.0650S 0.2000S 0.0450S 0 10 10| 6,900 103,232 +4,805 0 99250 0.0250 0.0275 -0.0050 0.19 0.39 0.0250S 0.0250S 0.1500S 0.0050S 0 10 10| 0 124,219 0 0 99375 0.0100 0.0100 -0.0025 0.08 0.38 0.0100S 0.0100S 0.0850 0.0050S 0 10 10| 500 60,507 0 0 99500 0.0050 0.0000 0.04 0.39 0.0500 0.0050S 0 0 0| 0 33,252 0 0 99625 0.0025 0.0000 0.02 0.40 0.0200 0.0050S 0 0 0| 0 25,700 0 0 99750 CAB 0.0000 0.01 0.41 0.0050S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 75 75| 10,809 878,997 +5,905 0 | Jun 11 Underlying Price 98.935 Indicative a-t-m Vol 0.51 Time to expiry: 283 Days | | 97000 1.9350 -0.0300 1.00 0.83 1.8850S 0.5900S 0 0 0| 0 4,675 0 0 97250 1.6900 -0.0300 0.98 0.90 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 1.4450 -0.0300 0.97 0.90 1.4200S 0.4600S 0 0 0| 0 6,475 0 0 97750 1.2000 -0.0300 0.95 0.84 0.8050 0.4300 0 0 0| 0 13,100 0 0 97875 1.0800 -0.0275 0.93 0.81 0.8950 0.8950 0 0 0| 0 25 0 0 98000 0.9600 -0.0275 0.92 0.78 0.9600S 0.3900S 0 0 0| 0 20,488 0 0 98250 0.7250 -0.0300 0.87 0.71 0.5750 0.1300S 0 0 0| 0 5,205 0 0 98500 0.5025 -0.0275 0.79 0.63 0.5950 0.1250S 0 0 0| 0 35,374 0 0 98625 0.4000 0.3950 -0.0300 0.73 0.59 0.4000S 0.4000S 0.4000S 0.2850S 0 500 500| 0 2,950 0 0 98750 0.3025 -0.0250 0.65 0.56 0.4500S 0.0700 0 0 0| 0 44,779 0 0 98875 0.2150 0.2150 -0.0200 0.55 0.53 0.2150S 0.2150S 0.2850S 0.1400S 0 500 500| 270 23,549 0 0 99000 0.1550 0.1375 -0.0200 0.44 0.48 0.1550S 0.1400S 0.2950S 0.0400S 3,500 2,050 5,550| 1,040 134,043 +1,040 0 99125 0.0800 -0.0150 0.31 0.45 0.1400S 0.0550S 3,500 0 3,500| 260 106,772 -240 0 99250 0.0450 0.0350 -0.0150 0.19 0.40 0.0450S 0.0350S 0.1500 0.0150S 0 1,000 1,000| 32,260 154,286 +31,010 0 99375 0.0125 -0.0100 0.09 0.38 0.0450S 0.0150S 0 0 0| 0 13,500 0 0 99500 0.0050 -0.0025 0.03 0.35 0.0700 0.0050S 0 0 0| 0 16,215 0 0 99750 CAB 0.0000 0.00 0.35 0.0200 0.0050S 0 0 0| 0 6,700 0 0 Total 7,000 4,050 11,050| 33,830 592,036 +31,810 0 Options on Financial Futures 22:04 Page 5 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.875 Indicative a-t-m Vol 0.60 Time to expiry: 381 Days | | 97250 1.6550 -0.0350 0.94 1.06 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 1.4100 -0.0350 0.92 0.99 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 1.1750 -0.0300 0.89 0.91 0.5500S 0.4800S 0 0 0| 0 4,175 0 0 98000 0.9400 -0.0300 0.85 0.84 0.9600 0.2850S 0 0 0| 0 17,500 0 0 98250 0.7150 -0.0250 0.79 0.77 0.7800 0.3650 0 0 0| 0 16,225 0 0 98500 0.5000 0.5100 -0.0200 0.70 0.70 0.5000S 0.5000S 0.5600S 0.1500S 0 500 500| 0 22,500 0 0 98750 0.3200 0.3200 -0.0250 0.58 0.63 0.3300S 0.3200S 0.4200S 0.1050 0 800 800| 0 50,725 0 0 99000 0.1700 0.1700 -0.0150 0.41 0.57 0.1700S 0.1700S 0.2850S 0.0500S 0 1,000 1,000| 0 43,450 0 0 99250 0.0650 0.0650 -0.0050 0.22 0.49 0.0650S 0.0650S 0.1400S 0.0150S 0 1,500 1,500| 0 27,450 0 0 99500 0.0100 -0.0050 0.07 0.41 0.0800S 0.0050S 0 0 0| 0 42,395 0 0 99750 CAB 0.0000 0.01 0.38 0.0100S 0.0100S 0 0 0| 0 2,000 0 0 Total 0 3,800 3,800| 0 234,190 0 0 | Dec 11 Underlying Price 98.770 Indicative a-t-m Vol 0.69 Time to expiry: 472 Days | | 97250 1.5750 -0.0400 0.90 1.05 0.6150S 0.6000S 0 0 0| 0 350 0 0 97500 1.3400 -0.0400 0.88 0.99 0.6350S 0.5100S 0 0 0| 0 24,500 0 0 97750 1.1100 -0.0400 0.84 0.93 1.0300 0.4650S 0 0 0| 0 18,295 0 0 98000 0.8900 -0.0350 0.79 0.87 0.8600S 0.4150S 0 0 0| 0 13,350 0 0 98250 0.6800 -0.0350 0.72 0.81 0.5000S 0.3100 0 0 0| 0 3,275 0 0 98500 0.4900 -0.0300 0.63 0.75 0.5300S 0.1850S 0 0 0| 0 14,650 0 0 98750 0.3200 0.3200 -0.0250 0.51 0.69 0.3200S 0.3200S 0.4050S 0.1100S 0 1,000 1,000| 0 42,575 0 0 99000 0.1900 0.1850 -0.0150 0.37 0.63 0.1900S 0.1900S 0.3000S 0.0700S 0 1,000 1,000| 0 39,644 0 0 99250 0.0800 -0.0150 0.22 0.55 0.1900S 0.0150S 3,000 0 3,000| 0 36,851 0 0 99500 0.0250 -0.0050 0.09 0.48 0.0350S 0.0200S 0 0 0| 0 21,000 0 0 Total 3,000 2,000 5,000| 0 214,490 0 0 | Mar 12 Underlying Price 98.680 Indicative a-t-m Vol 0.76 Time to expiry: 563 Days | | 96500 2.2350 -0.0450 0.92 1.26 2.0100S 2.0100S 0 0 0| 0 100 0 0 97750 1.0800 -0.0400 0.78 0.99 0.5400S 0.5400S 0 0 0| 0 500 0 0 98000 0.8700 -0.0350 0.73 0.92 0.7900 0.4600S 0 0 0| 0 3,000 0 0 98250 0.6700 -0.0350 0.66 0.86 0.6300S 0.4300S 0 0 0| 0 15,150 0 0 98500 0.4900 -0.0300 0.57 0.81 0.5450S 0.3250 1,500 0 1,500| 0 12,675 0 0 98750 0.3500 0.3300 -0.0250 0.47 0.74 0.3550S 0.3300S 0.3900S 0.3050 2,500 2,750 5,250| 3,000 10,000 +3,000 0 99000 0.2000 -0.0200 0.35 0.68 0.2350S 0.1000S 1,500 0 1,500| 0 10,045 0 0 99250 0.1000 -0.0100 0.23 0.62 0.0850 0.0850 0 0 0| 0 2,025 0 0 99500 0.0350 -0.0050 0.11 0.54 0.0550 0.0100 1,500 0 1,500| 0 34,500 0 0 Total 7,000 2,750 9,750| 3,000 87,995 +3,000 0 Options on Financial Futures 22:04 Page 6 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.565 Indicative a-t-m Vol 0.81 Time to expiry: 654 Days | | 98250 0.6400 0.6400 -0.0400 0.61 0.88 0.6400S 0.6400S 0.7300S 0.4800S 0 1,000 1,000| 0 14,350 0 0 98500 0.5100 0.4700 -0.0350 0.53 0.83 0.5100S 0.5100S 0.5250S 0.4200S 0 2,000 2,000| 3,250 6,750 +1,800 0 98750 0.3500 0.3200 -0.0300 0.43 0.77 0.3500S 0.3400S 0.3800S 0.3250S 0 6,000 6,000| 500 2,500 0 0 99000 0.1950 -0.0200 0.32 0.70 0.2300S 0.2250S 0 0 0| 0 10,700 0 0 99250 0.1000 -0.0150 0.21 0.63 0.1100S 0.1100S 0 0 0| 0 2,750 0 0 99500 0.0450 0.0400 -0.0100 0.11 0.57 0.0450 0.0450 0.0600 0.0350S 0 500 500| 1,000 14,500 0 0 Total 0 9,500 9,500| 4,750 51,550 +1,800 0 | Total Calls 42,100 79,332 121,432| 386,763 6,551,484 +65,457 0 Options on Financial Futures 22:04 Page 7 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 99.125 Indicative a-t-m Vol 0.15 Time to expiry: 10 Days | | 91000 CAB 0.0000 0.00 0.25 0.0050S 0.0050S 0 0 0| 0 523 0 0 92750 CAB 0.0000 0.00 0.25 0.0100S 0.0050 0 0 0| 0 754 0 0 94750 CAB 0.0000 0.00 0.25 0.0450 0.0100 0 0 0| 0 1,025 0 0 95000 CAB 0.0000 0.00 0.25 0.0300S 0.0050S 0 0 0| 0 2,150 0 0 95250 CAB 0.0000 0.00 0.25 0.2650S 0.2650S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 0.26 0.0300S 0.0200S 0 0 0| 0 1,200 0 0 95750 CAB 0.0000 0.00 0.26 0.5900S 0.5650S 0 0 0| 0 1,800 0 0 96000 CAB 0.0000 0.00 0.26 0.4950S 0.0050 0 0 0| 0 53,942 0 0 96250 CAB 0.0000 0.00 0.26 0.5650S 0.5300S 0 0 0| 0 6,175 0 0 96375 CAB 0.0000 0.00 0.26 0.0150 0.0150 0 0 0| 0 10 0 0 96500 CAB 0.0000 0.00 0.26 0.5850S 0.0050S 0 0 0| 0 20,620 0 0 96625 CAB 0.0000 0.00 0.26 0.0500 0.0500 0 0 0| 0 10 0 0 96750 CAB 0.0000 0.00 0.26 0.5800S 0.0450S 0 0 0| 0 9,401 0 0 97000 CAB 0.0000 0.00 0.26 0.5650S 0.0100S 0 0 0| 0 39,246 0 0 97125 CAB 0.0000 0.00 0.26 0.0400 0.0400 0 0 0| 0 1,250 0 0 97250 CAB 0.0000 0.00 0.26 1.1300S 0.0050 0 0 0| 0 29,360 0 0 97375 CAB 0.0000 0.00 0.26 0.1550 0.0350S 0 0 0| 0 8,060 0 0 97500 CAB 0.0000 0.00 0.26 0.5150S 0.0050S 0 0 0| 0 38,759 0 0 97625 CAB 0.0000 0.00 0.25 0.1450S 0.0050S 0 0 0| 0 7,121 0 0 97750 CAB 0.0000 0.00 0.25 0.5350S 0.0100S 0 0 0| 0 55,652 0 0 97875 CAB 0.0000 0.00 0.25 0.1850S 0.0050S 0 0 0| 0 10,410 0 0 98000 CAB 0.0000 0.00 0.25 0.5000S 0.0050S 0 0 0| 0 80,449 0 0 98125 CAB 0.0000 0.00 0.25 0.3300S 0.0050 0 0 0| 0 25,080 0 0 98250 CAB 0.0000 0.00 0.25 0.4300S 0.0050S 0 0 0| 0 83,818 0 0 98375 CAB 0.0000 0.00 0.25 0.4150S 0.0050S 0 0 0| 0 53,584 0 0 98500 CAB 0.0000 0.00 0.25 0.4700S 0.0050S 0 0 0| 0 137,299 0 0 98625 CAB 0.0000 0.00 0.25 0.3800S 0.0050S 0 0 0| 0 193,778 0 0 98750 CAB 0.0000 0.00 0.25 0.4600S 0.0050 0 0 0| 0 254,850 0 0 98875 CAB -0.0025 0.00 0.25 0.5200S 0.0050S 0 0 0| 0 250,820 0 0 99000 CAB -0.0050 0.00 0.23 0.6150S 0.0050 0 0 0| 0 215,203 0 0 99125 0.0100 0.0100 +0.0025 -0.50 0.15 0.0100 0.0100 0.2700S 0.0100 0 250 250| 8,001 160,587 +3,750 0 99250 0.1275 +0.0075 -0.96 0.45 0.2950S 0.1250S 0 0 0| 0 24,050 0 0 Total 0 250 250| 8,001 1,767,236 +3,750 0 Options on Financial Futures 22:04 Page 8 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 99.070 (Dec 10) Indicative a-t-m Vol 0.33 Time to expiry: 45 Days | | 98000 CAB 0.0000 0.00 0.63 0.0500 0.0150S 0 0 0| 0 500 0 0 98250 CAB 0.0000 0.00 0.61 0.0300S 0.0300S 0 0 0| 0 700 0 0 98375 CAB 0.0000 0.00 0.58 0.0450 0.0150 0 0 0| 0 1,250 0 0 98500 CAB 0.0000 0.00 0.55 0.0650 0.0050 0 0 0| 0 12,240 0 0 98625 CAB 0.0000 -0.01 0.51 0.1200S CAB 0 0 0| 1,000 8,431 +500 0 98750 0.0025 0.0000 -0.02 0.47 0.1400S 0.0050S 0 0 0| 0 33,490 0 0 98875 0.0050 -0.0025 -0.09 0.41 0.1850S 0.0050 0 0 0| 0 21,168 0 0 99000 0.0200 0.0250 +0.0050 -0.29 0.37 0.0250 0.0200 0.1900S 0.0200 0 1,250 1,250| 28,500 31,815 +17,505 0 99125 0.0650 0.0750 +0.0100 -0.69 0.31 0.0700 0.0650S 0.2950S 0.0650S 0 1,000 1,000| 21,500 26,000 +18,501 0 Total 0 2,250 2,250| 51,000 135,594 +36,506 0 | Nov 10 Underlying Price 99.070 (Dec 10) Indicative a-t-m Vol 0.35 Time to expiry: 73 Days | | 98500 CAB 0.0000 -0.01 0.56 0.0450 0.0300S 0 0 0| 0 1,500 0 0 98750 0.0075 +0.0025 -0.07 0.48 0.0900S 0.0050 0 0 0| 500 4,000 0 0 98875 0.0150 0.0000 -0.16 0.44 0.0800 0.0250S 0 0 0| 0 2,201 0 0 99000 0.0375 +0.0050 -0.34 0.38 0.1850S 0.0300 0 0 0| 250 2,500 +250 0 99125 0.0900 +0.0100 -0.65 0.32 0.1100S 0.0700S 0 0 0| 0 800 0 0 Total 0 0 0| 750 11,001 +250 0 Options on Financial Futures 22:04 Page 9 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 99.070 Indicative a-t-m Vol 0.34 Time to expiry: 101 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 0.0000 -0.01 0.55 0.3700S 0.0050 0 0 0| 0 37,182 0 0 98500 0.0025 0.0000 -0.02 0.54 0.5850S 0.0050S 4,000 0 4,000| 0 272,195 0 0 98625 0.0050 0.0050 0.0000 -0.04 0.50 0.0050 0.0050 0.3450S 0.0050S 0 1,150 1,150| 250 252,628 -99 0 98750 0.0100 0.0100 0.0000 -0.09 0.45 0.0100 0.0100 0.7300S 0.0100S 0 1,502 1,502| 53,500 285,685 -29,176 0 98875 0.0300 0.0200 -0.0025 -0.17 0.40 0.0300 0.0200S 0.3050S 0.0150S 0 140 140| 112,310 226,646 +72,541 0 99000 0.0450 0.0450 0.0000 -0.35 0.35 0.0500S 0.0400S 0.9100S 0.0350S 8,000 4,870 12,870| 68,100 239,629 +46,080 0 99125 0.0900 0.1000 +0.0125 -0.63 0.32 0.0950S 0.0900S 0.3050S 0.0850S 4,000 3,000 7,000| 14,000 62,103 +3,848 0 99250 0.1900 +0.0125 -0.87 0.31 0.3500S 0.2500S 0 0 0| 0 17,500 0 0 Total 16,000 10,662 26,662| 248,160 1,940,919 +93,194 0 | Jan 11 Underlying Price 99.000 (Mar 11) Indicative a-t-m Vol 0.44 Time to expiry: 136 Days | | 98250 0.0050 0.0000 -0.03 0.68 0.0050 0.0050 0 0 0| 0 25 0 0 98500 0.0150 +0.0025 -0.08 0.60 0.0450 0.0450 0 0 0| 0 1,600 0 0 98625 0.0250 0.0225 +0.0025 -0.13 0.55 0.0250S 0.0250S 0.0350 0.0250S 0 500 500| 10,000 113,000 +10,000 0 98750 0.0300 0.0375 +0.0025 -0.21 0.51 0.0300S 0.0300S 0.1100S 0.0300S 0 1,000 1,000| 10,000 184,500 +10,000 0 98875 0.0500 0.0625 +0.0100 -0.33 0.47 0.0500S 0.0500S 0.0900 0.0500S 0 500 500| 12,225 76,100 +11,300 0 99000 0.1050 +0.0075 -0.50 0.44 0.2250S 0.0950S 0 0 0| 14,400 183,000 +10,000 0 99125 0.1725 +0.0075 -0.70 0.40 0.2000S 0.1550S 0 0 0| 2,200 2,500 +2,000 0 Total 0 2,000 2,000| 48,825 560,725 +43,300 0 Options on Financial Futures 22:04 Page 10 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 99.000 (Mar 11) Indicative a-t-m Vol 0.43 Time to expiry: 164 Days | | 99000 0.1125 +0.0050 -0.50 0.43 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.000 Indicative a-t-m Vol 0.43 Time to expiry: 192 Days | | 94000 CAB 0.0000 0.00 0.68 0.0650S 0.0150S 0 0 0| 0 3,750 0 0 94750 CAB 0.0000 0.00 0.68 0 0 0| 0 2,000 0 0 95000 CAB 0.0000 0.00 0.68 0.1250S 0.0350S 0 0 0| 0 5,500 0 0 95250 CAB 0.0000 0.00 0.68 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 95500 CAB 0.0000 0.00 0.68 0.1050S 0.0050S 0 0 0| 0 6,375 0 0 95750 CAB 0.0000 0.00 0.68 0.1050S 0.0900S 0 0 0| 0 3,500 0 0 96000 CAB 0.0000 0.00 0.68 0.1800S 0.0050S 0 0 0| 0 11,130 0 0 96250 CAB 0.0000 0.00 0.68 0.1850S 0.1500S 0 0 0| 0 4,525 0 0 96500 CAB 0.0000 0.00 0.68 0.3150 0.0100S 0 0 0| 0 13,450 0 0 96625 CAB 0.0000 0.00 0.68 0.0200 0.0100 0 0 0| 0 501 0 0 96750 CAB 0.0000 0.00 0.67 0 0 0| 0 4,000 0 0 96875 CAB 0.0000 0.00 0.68 0.0250 0.0200 0 0 0| 0 25 0 0 97000 CAB 0.0000 0.00 0.68 0.3250S 0.0150S 0 0 0| 0 20,391 0 0 97125 CAB 0.0000 0.00 0.68 0.0250 0.0250 0 0 0| 0 10 0 0 97250 CAB 0.0000 0.00 0.68 0.6250S 0.0200S 0 0 0| 0 18,319 0 0 97500 CAB 0.0000 0.00 0.68 0.5800S 0.0200S 0 0 0| 0 19,632 0 0 97750 CAB 0.0000 -0.01 0.68 0.5700S 0.0150 0 0 0| 0 29,550 0 0 97875 0.0025 0.0000 -0.01 0.72 0.0600 0.0200S 0 0 0| 0 4,120 0 0 98000 0.0050 0.0000 -0.02 0.71 0.6950 0.0050 0 0 0| 0 36,739 0 0 98125 0.0075 0.0000 -0.03 0.67 0.0950S 0.0300S 0 0 0| 0 7,350 0 0 98250 0.0100 0.0000 -0.05 0.64 0.4950S 0.0300 0 0 0| 0 129,364 0 0 98375 0.0150 0.0000 -0.07 0.61 0.1450S 0.0200 0 0 0| 0 42,280 0 0 98500 0.0225 0.0000 -0.11 0.57 0.6800S 0.0200 0 0 0| 0 124,789 0 0 98625 0.0300 0.0350 +0.0025 -0.16 0.54 0.0300S 0.0300S 0.2400S 0.0300S 0 1,000 1,000| 0 90,065 0 0 98750 0.0525 +0.0025 -0.24 0.50 0.8500S 0.0500S 0 0 0| 0 176,390 0 0 98875 0.0750 0.0800 +0.0025 -0.35 0.47 0.0750S 0.0750S 0.2750S 0.0750S 0 1,000 1,000| 0 42,350 0 0 99000 0.1250 +0.0050 -0.50 0.43 1.0500S 0.1050S 0 0 0| 200 177,505 0 0 99125 0.1925 +0.0125 -0.66 0.41 0.3950S 0.1700S 0 0 0| 0 22,420 0 0 Total 0 2,000 2,000| 200 997,030 0 0 Options on Financial Futures 22:04 Page 11 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.935 Indicative a-t-m Vol 0.51 Time to expiry: 283 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 0.83 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 0.83 0.6650S 0.0050S 0 0 0| 0 73,178 0 0 97250 0.0050 0.0000 -0.02 0.90 0.6300S 0.0200S 0 0 0| 0 45,925 0 0 97500 0.0100 0.0000 -0.03 0.90 0.6050S 0.0100S 0 0 0| 0 41,460 0 0 97750 0.0150 0.0000 -0.05 0.84 0.6000S 0.0200 0 0 0| 0 22,531 0 0 97875 0.0200 +0.0025 -0.07 0.81 0.0850 0.0350S 0 0 0| 0 2,000 0 0 98000 0.0250 +0.0025 -0.08 0.78 0.6000 0.0250S 0 0 0| 0 47,578 0 0 98125 0.0325 +0.0025 -0.10 0.74 0.1200 0.0350 0 0 0| 0 34,775 0 0 98250 0.0400 0.0000 -0.13 0.71 0.4300S 0.0400 0 0 0| 0 42,655 0 0 98375 0.0500 0.0000 -0.16 0.66 0.1750S 0.0550S 100,000 0 100,000| 0 24,675 0 0 98500 0.0675 +0.0025 -0.21 0.63 0.4150S 0.0750S 0 0 0| 0 54,698 0 0 98625 0.0950 0.0850 0.0000 -0.27 0.59 0.0950S 0.0850 0.2600S 0.0850S 210,000 1,000 211,000| 30,000 95,000 +17,500 0 98750 0.1175 +0.0050 -0.35 0.56 0.3750S 0.0950 0 0 0| 2,000 72,607 +750 0 98875 0.1600 0.1550 +0.0100 -0.45 0.53 0.1600S 0.1600S 0.3550S 0.1400S 110,000 1,000 111,000| 30,000 107,700 +22,450 0 99000 0.1950 0.2025 +0.0100 -0.56 0.48 0.2050 0.1950S 0.4100S 0.1800S 0 1,050 1,050| 0 48,577 0 0 99125 0.2700 +0.0150 -0.69 0.45 0.3850S 0.2600S 0 0 0| 0 1,150 0 0 Total 420,000 3,050 423,050| 62,000 841,449 +40,700 0 Options on Financial Futures 22:04 Page 12 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.875 Indicative a-t-m Vol 0.60 Time to expiry: 381 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 1.21 0.1000S 0.0900S 0 0 0| 0 10,000 0 0 96000 0.0050 0.0000 -0.01 1.31 0.1250 0.1050S 0 0 0| 0 6,001 0 0 96250 0.0100 0.0000 -0.02 1.29 0.1150S 0.1150S 0 0 0| 0 2,100 0 0 96500 0.0150 0.0000 -0.03 1.24 0.2500S 0.0350S 0 0 0| 0 5,700 0 0 97000 0.0250 0.0000 -0.05 1.13 0.2550S 0.0200S 0 0 0| 0 14,250 0 0 97250 0.0300 0.0000 -0.06 1.06 0.6150S 0.0550S 0 0 0| 0 16,120 0 0 97500 0.0350 0.0000 -0.08 0.99 0.6300S 0.0300S 0 0 0| 0 11,800 0 0 97750 0.0500 +0.0050 -0.11 0.91 0.6200S 0.0400S 0 0 0| 0 8,000 0 0 98000 0.0650 +0.0050 -0.15 0.84 0.4300S 0.0550S 0 0 0| 0 17,550 0 0 98250 0.0900 +0.0100 -0.21 0.77 0.7150S 0.1750S 0 0 0| 0 15,050 0 0 98500 0.1300 0.1350 +0.0150 -0.30 0.70 0.1300S 0.1300S 0.5150S 0.1050 0 1,000 1,000| 0 21,350 0 0 98750 0.2000 0.1950 +0.0100 -0.42 0.63 0.2000S 0.2000S 0.5500S 0.1850S 0 300 300| 0 18,625 0 0 99000 0.2950 +0.0200 -0.59 0.57 0.4950S 0.3200S 0 0 0| 0 7,250 0 0 Total 0 1,300 1,300| 0 169,046 0 0 | Dec 11 Underlying Price 98.770 Indicative a-t-m Vol 0.69 Time to expiry: 472 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 -0.04 1.28 0.1000 0.0500S 0 0 0| 0 100 0 0 96500 0.0250 0.0000 -0.05 1.23 0.2400S 0.0550S 0 0 0| 0 16,350 0 0 96750 0.0350 +0.0050 -0.06 1.17 0.1400S 0.0700S 0 0 0| 0 12,000 0 0 97000 0.0450 +0.0050 -0.08 1.11 0.2400S 0.0450 0 0 0| 0 11,050 0 0 97250 0.0550 +0.0050 -0.10 1.05 0.6200 0.1150 0 0 0| 0 6,350 0 0 97500 0.0700 +0.0050 -0.12 0.99 0.5900S 0.0750S 0 0 0| 0 17,600 0 0 97750 0.0900 +0.0050 -0.16 0.93 0.6150S 0.1700S 3,000 0 3,000| 0 14,665 0 0 98000 0.1150 0.1200 +0.0100 -0.21 0.87 0.1150S 0.1150S 0.5300S 0.1000S 0 1,000 1,000| 0 26,850 0 0 98250 0.1500 0.1600 +0.0100 -0.28 0.81 0.1500S 0.1500S 0.4750S 0.1500S 0 2,000 2,000| 0 16,450 0 0 98500 0.2050 0.2200 +0.0150 -0.37 0.75 0.2050S 0.2050S 0.4700S 0.2000S 0 3,000 3,000| 0 20,150 0 0 98750 0.2850 0.3000 +0.0200 -0.49 0.69 0.3000S 0.2850S 0.5350S 0.2500S 2,000 3,000 5,000| 0 28,050 0 0 99000 0.4150 +0.0300 -0.63 0.63 0.6250S 0.6100S 0 0 0| 0 500 0 0 Total 5,000 9,000 14,000| 0 221,012 0 0 Options on Financial Futures 22:04 Page 13 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.680 Indicative a-t-m Vol 0.76 Time to expiry: 563 Days | | 95000 0.0150 +0.0050 -0.02 1.48 0.0500 0.0250 0 0 0| 0 600 0 0 96000 0.0350 +0.0050 -0.05 1.35 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 96250 0.0450 +0.0050 -0.06 1.31 0.0800 0.0800 0 0 0| 0 300 0 0 96500 0.0550 +0.0050 -0.08 1.26 0.1700S 0.0900S 0 0 0| 0 4,025 0 0 96750 0.0650 +0.0050 -0.09 1.20 0.1450 0.1400 0 0 0| 0 2,000 0 0 97000 0.0700 0.0800 +0.0050 -0.11 1.15 0.0700S 0.0700S 0.2200S 0.0700S 0 500 500| 0 13,837 0 0 97250 0.0950 +0.0050 -0.14 1.10 0 0 0| 0 2,000 0 0 97500 0.1200 +0.0050 -0.18 1.04 0.3200S 0.1300 0 0 0| 0 9,675 0 0 97750 0.1400 0.1500 +0.0100 -0.22 0.99 0.1400S 0.1400S 0.4800S 0.1400S 0 500 500| 0 750 0 0 98000 0.1900 +0.0150 -0.27 0.92 0.5400S 0.1950S 0 0 0| 0 5,250 0 0 98250 0.2400 +0.0150 -0.34 0.86 0.5350S 0.4600S 0 0 0| 0 8,100 0 0 98500 0.2900 0.3100 +0.0200 -0.43 0.81 0.2900S 0.2900S 0.5600S 0.2900S 0 500 500| 0 13,825 0 0 98750 0.3750 0.4000 +0.0250 -0.53 0.74 0.4000S 0.3700S 0.4250S 0.3300S 1,000 2,750 3,750| 3,000 7,500 +3,000 0 99000 0.5200 +0.0300 -0.65 0.68 0 0 0| 0 1,000 0 0 Total 1,000 4,250 5,250| 3,000 69,862 +3,000 0 | Jun 12 Underlying Price 98.565 Indicative a-t-m Vol 0.81 Time to expiry: 654 Days | | 95000 0.0300 0.0000 -0.04 1.57 0.0650S 0.0650S 0 0 0| 0 500 0 0 95750 0.0500 +0.0050 -0.06 1.41 0.0700S 0.0700S 0 0 0| 0 500 0 0 96250 0.0700 +0.0050 -0.09 1.32 0.1200S 0.1200S 0 0 0| 0 750 0 0 97000 0.1200 +0.0100 -0.15 1.16 0.2000S 0.1950S 0 0 0| 0 12,700 0 0 97250 0.1450 +0.0150 -0.18 1.11 0.2300S 0.2250S 0 0 0| 0 1,250 0 0 97500 0.1750 +0.0150 -0.22 1.05 0.1650S 0.1650S 0 0 0| 500 4,000 +500 0 98000 0.2600 +0.0200 -0.32 0.94 0 0 0| 0 3,500 0 0 98250 0.3200 0.3250 +0.0250 -0.39 0.88 0.3200S 0.3200S 0.5550S 0.2800S 0 1,000 1,000| 1,000 13,350 0 0 98500 0.4050 +0.0300 -0.47 0.83 0.5600S 0.3600S 2,000 0 2,000| 2,750 7,450 +2,000 0 98750 0.4700 0.5050 +0.0350 -0.57 0.77 0.4800S 0.4700S 0.4800S 0.4400S 0 6,000 6,000| 1,500 4,000 +1,000 0 Total 2,000 7,000 9,000| 5,750 48,000 +3,500 0 | Total Puts 444,000 41,762 485,762| 427,686 6,761,874 +224,200 0 Options on Financial Futures 22:04 Page 14 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.875 (Sep 11) Indicative a-t-m Vol 0.51 Time to expiry: 10 Days | | 97250 1.6250 -0.0350 1.00 0.77 0.5350 0.4950 0 0 0| 0 280 0 0 97375 1.5000 -0.0350 1.00 0.77 0.4300 0.4250S 0 0 0| 0 1,500 0 0 97500 1.3750 -0.0350 1.00 0.77 0.3800S 0.3600 0 0 0| 0 203 0 0 97625 1.2500 -0.0350 1.00 0.78 0.4300S 0.2900S 0 0 0| 0 4,651 0 0 97750 1.1250 -0.0350 1.00 0.79 0.3500S 0.2400S 0 0 0| 0 5,250 0 0 97875 1.0000 -0.0350 1.00 0.80 0.4550S 0.1950S 0 0 0| 0 1,750 0 0 98000 0.8750 -0.0350 1.00 0.81 0.7300S 0.1050S 0 0 0| 0 39,071 0 0 98125 0.7500 -0.0350 1.00 0.83 0.3250S 0.1050S 0 0 0| 0 24,752 0 0 98250 0.6250 -0.0350 1.00 0.85 0.7250S 0.0700S 0 0 0| 0 34,799 0 0 98375 0.5000 -0.0350 1.00 0.87 0.4600S 0.0550S 0 0 0| 0 5,250 0 0 98500 0.3750 -0.0350 0.99 0.92 0.4400S 0.0650S 0 0 0| 0 14,765 0 0 98625 0.2550 -0.0350 0.93 1.03 0.3500 0.0500S 0 0 0| 0 19,356 0 0 98750 0.1350 0.1350 -0.0350 0.85 0.73 0.1350S 0.1350S 0.2850S 0.0250S 0 120 120| 0 42,365 0 0 98875 0.0400 0.0350 -0.0350 0.50 0.51 0.0400S 0.0400S 0.2050S 0.0100 1,250 120 1,370| 0 59,373 0 0 99000 0.0050 0.0050 -0.0050 0.10 0.62 0.0050 0.0050 0.1300S 0.0050 0 1,750 1,750| 1,503 43,580 -815 0 99125 CAB 0.0000 0.01 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 1,250 1,990 3,240| 1,503 353,612 -815 0 | Oct 10 Underlying Price 98.770 (Dec 11) Indicative a-t-m Vol 0.68 Time to expiry: 45 Days | | 98500 0.2950 0.2950 -0.0350 0.84 0.77 0.2950S 0.2950S 0.3700S 0.1900S 0 250 250| 0 1,250 0 0 98625 0.1900 -0.0350 0.71 0.73 0.2400S 0.2400S 0 0 0| 0 250 0 0 98750 0.1000 0.1050 -0.0300 0.53 0.69 0.1000S 0.1000S 0.1750 0.0700 0 250 250| 0 2,463 0 0 98875 0.0500 0.0450 -0.0200 0.32 0.64 0.0500S 0.0500S 0.1600S 0.0500S 0 250 250| 250 1,400 0 0 99000 0.0150 -0.0100 0.14 0.60 0.0450S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0050 -0.0050 0.05 0.63 0.0200S 0.0200S 0 0 0| 0 500 0 0 99250 CAB -0.0050 0.02 0.65 0.0050S 0.0050S 0 0 0| 0 1,500 0 0 Total 0 750 750| 250 11,863 0 0 | Nov 10 Underlying Price 98.770 (Dec 11) Indicative a-t-m Vol 0.70 Time to expiry: 73 Days | | 98625 0.2150 -0.0350 0.67 0.74 0.1850S 0.1850S 0 0 0| 0 3,000 0 0 98750 0.1350 -0.0250 0.53 0.71 0.1150S 0.1150S 0 0 0| 0 3,000 0 0 98875 0.0750 -0.0200 0.36 0.68 0.0650S 0.0650S 0 0 0| 0 3,000 0 0 99000 0.0350 -0.0100 0.21 0.65 0.0700S 0.0350S 0 0 0| 0 7,500 0 0 99250 0.0050 0.0000 0.04 0.62 0.0150S 0.0100S 0 0 0| 0 6,000 0 0 Total 0 0 0| 0 22,500 0 0 Options on Financial Futures 22:04 Page 15 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.770 (Dec 11) Indicative a-t-m Vol 0.66 Time to expiry: 101 Days | | 97375 1.3950 -0.0450 1.00 0.87 0.4450 0.4450 0 0 0| 0 10 0 0 97625 1.1450 -0.0450 0.99 0.87 0.3900S 0.3850S 0 0 0| 0 350 0 0 97750 1.0200 -0.0450 0.99 0.88 0.3700S 0.2700S 0 0 0| 0 10,750 0 0 97875 0.9000 -0.0450 0.97 0.92 0.3150S 0.3150S 0 0 0| 0 3,000 0 0 98000 0.7800 -0.0450 0.95 0.92 0.3500S 0.1200 0 0 0| 0 16,750 0 0 98125 0.6600 -0.0450 0.92 0.89 0.2850S 0.2600S 0 0 0| 0 2,250 0 0 98250 0.5450 -0.0450 0.88 0.86 0.5800S 0.1100S 0 0 0| 0 12,500 0 0 98375 0.4350 -0.0400 0.82 0.82 0.2550S 0.1150S 0 0 0| 0 3,750 0 0 98500 0.3300 -0.0400 0.75 0.78 0.4500S 0.0850S 0 0 0| 0 88,700 0 0 98625 0.2350 -0.0350 0.65 0.73 0.3200S 0.0600S 0 0 0| 0 10,250 0 0 98750 0.1700 0.1500 -0.0350 0.52 0.67 0.1700S 0.1500S 0.2500S 0.0250 0 20,000 20,000| 0 89,735 0 0 98875 0.1050 0.0850 -0.0300 0.37 0.62 0.1050S 0.0900S 0.1450S 0.0350S 0 550 550| 5,750 136,500 0 0 99000 0.0450 -0.0150 0.24 0.61 0.1050S 0.0250S 2,000 0 2,000| 7,000 47,121 +5,000 0 99125 0.0200 -0.0050 0.13 0.61 0.0650S 0.0150S 0 0 0| 500 13,000 +500 0 99250 0.0100 -0.0050 0.07 0.62 0.0150S 0.0050S 0 0 0| 0 4,000 0 0 Total 2,000 20,550 22,550| 13,250 438,666 +5,500 0 | Jan 11 Underlying Price 98.680 (Mar 12) Indicative a-t-m Vol 0.78 Time to expiry: 136 Days | | 98750 0.1500 -0.0250 0.44 0.77 0 0 0| 0 0 0 0 98875 0.1000 -0.0150 0.33 0.74 0.1500S 0.0600S 0 0 0| 0 1,500 0 0 99000 0.0600 -0.0100 0.23 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 98.680 (Mar 12) Indicative a-t-m Vol 0.77 Time to expiry: 164 Days | | 98750 0.1650 -0.0250 0.45 0.75 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.680 (Mar 12) Indicative a-t-m Vol 0.72 Time to expiry: 192 Days | | 98000 0.7300 -0.0500 0.85 0.91 0.3900S 0.3900S 0 0 0| 0 1,000 0 0 98375 0.4100 -0.0550 0.71 0.78 0.3250S 0.1400S 0 0 0| 0 5,000 0 0 98500 0.3200 -0.0500 0.63 0.76 0.3200S 0.2450S 0 0 0| 0 10,750 0 0 98625 0.2550 0.2400 -0.0450 0.54 0.73 0.2550S 0.2550S 0.3150S 0.1900 0 250 250| 0 3,750 0 0 98750 0.1700 -0.0350 0.45 0.70 0.2650S 0.0500S 0 0 0| 0 29,500 0 0 98875 0.1100 0.1100 -0.0300 0.34 0.67 0.1100S 0.1100S 0.1850S 0.1100S 10,000 10,000 20,000| 0 20,500 0 0 99000 0.0850 0.0650 -0.0250 0.24 0.63 0.0850S 0.0850S 0.0850S 0.0600S 7,000 3,000 10,000| 0 4,000 0 0 99125 0.0350 -0.0150 0.16 0.61 0.0950S 0.0250S 0 0 0| 0 27,000 0 0 99250 0.0200 -0.0100 0.10 0.61 0 0 0| 0 1,000 0 0 99375 0.0100 -0.0050 0.06 0.61 0 0 0| 0 1,000 0 0 Total 17,000 13,250 30,250| 0 103,500 0 0 Options on Financial Futures 22:04 Page 16 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.565 (Jun 12) Indicative a-t-m Vol 0.77 Time to expiry: 283 Days | | 98250 0.4750 -0.0650 0.67 0.83 0.3800S 0.3600S 0 0 0| 0 800 0 0 98375 0.3850 -0.0650 0.61 0.81 0.3250S 0.3200S 0 0 0| 0 250 0 0 98500 0.3650 0.3050 -0.0650 0.54 0.78 0.3650S 0.3300S 0.3750S 0.2700S 1,000 1,950 2,950| 1,700 4,625 +1,700 0 98625 0.2550 0.2300 -0.0600 0.46 0.75 0.2550S 0.2550S 0.2550S 0.2550S 0 250 250| 0 0 0 0 98750 0.1700 -0.0550 0.39 0.73 0.1900S 0.1450S 0 0 0| 0 2,500 0 0 99125 0.0500 0.0450 -0.0350 0.16 0.64 0.0500S 0.0500S 0.0500 0.0450S 3,000 750 3,750| 0 6,000 0 0 99250 0.0250 -0.0300 0.10 0.62 0.0400S 0.0250S 0 0 0| 0 500 0 0 Total 4,000 2,950 6,950| 1,700 14,675 +1,700 0 | Total Calls 24,250 39,490 63,740| 16,703 949,316 +6,385 0 Options on Financial Futures 22:04 Page 17 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.875 (Sep 11) Indicative a-t-m Vol 0.51 Time to expiry: 10 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 0.0000 -0.07 1.03 0.1650S 0.0050S 0 0 0| 13,860 46,575 +7,250 0 98750 0.0050 0.0100 0.0000 -0.15 0.73 0.0050S 0.0050S 0.2300S 0.0050 0 5,000 5,000| 33,720 80,652 +10,849 0 98875 0.0300 0.0350 0.0000 -0.50 0.51 0.0400 0.0300 0.2300S 0.0150S 1,500 7,150 8,650| 17,360 44,612 +16,860 0 99000 0.1300 +0.0300 -0.90 0.62 0.2450S 0.0600S 0 0 0| 200 3,000 +100 0 Total 1,500 12,150 13,650| 65,140 431,404 +35,059 0 | Oct 10 Underlying Price 98.770 (Dec 11) Indicative a-t-m Vol 0.68 Time to expiry: 45 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 -0.04 0.84 0 0 0| 0 750 0 0 98375 0.0050 0.0100 0.0000 -0.08 0.81 0.0050S 0.0050S 0.0250S 0.0050S 0 200 200| 0 2,200 0 0 98500 0.0150 0.0250 +0.0100 -0.16 0.77 0.0150S 0.0150S 0.1000S 0.0150S 0 200 200| 0 2,950 0 0 98625 0.0300 0.0450 +0.0100 -0.29 0.73 0.0300S 0.0300S 0.0600S 0.0300S 0 200 200| 0 2,200 0 0 98750 0.0650 0.0850 +0.0150 -0.47 0.69 0.0650S 0.0650S 0.1050S 0.0650S 0 200 200| 250 2,263 -250 0 98875 0.1500 +0.0250 -0.68 0.64 0.1200S 0.1200S 0 0 0| 400 400 +400 0 Total 0 800 800| 650 18,513 +150 0 Options on Financial Futures 22:04 Page 18 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.770 (Dec 11) Indicative a-t-m Vol 0.70 Time to expiry: 73 Days | | 98500 0.0450 +0.0100 -0.22 0.78 0.0300S 0.0300S 0 0 0| 0 960 0 0 98625 0.0700 +0.0100 -0.33 0.74 0.0500S 0.0500S 0 0 0| 0 100 0 0 98750 0.1150 +0.0200 -0.47 0.71 0.0900S 0.0800S 0 0 0| 0 960 0 0 98875 0.1800 +0.0250 -0.64 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 98.770 (Dec 11) Indicative a-t-m Vol 0.66 Time to expiry: 101 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 -0.01 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 0.92 0.3400S 0.3400S 0 0 0| 0 6,500 0 0 98000 0.0100 0.0100 0.0000 -0.05 0.92 0.0100S 0.0100S 0.3300S 0.0100S 0 20,000 20,000| 0 36,520 0 0 98125 0.0150 0.0000 -0.08 0.89 0.3200S 0.0300S 0 0 0| 0 9,800 0 0 98250 0.0250 0.0250 0.0000 -0.12 0.86 0.0250S 0.0200S 0.3200S 0.0200S 5,000 20,500 25,500| 0 46,750 0 0 98375 0.0450 0.0400 +0.0050 -0.18 0.82 0.0450S 0.0450S 0.3400S 0.0450S 0 1,000 1,000| 0 3,000 0 0 98500 0.0550 0.0600 +0.0050 -0.25 0.78 0.0600S 0.0550S 0.2900S 0.0500S 10,000 1,500 11,500| 0 38,250 0 0 98625 0.0850 0.0900 +0.0100 -0.35 0.73 0.0850S 0.0850S 0.3350S 0.0750S 0 1,000 1,000| 0 9,750 0 0 98750 0.1200 0.1300 +0.0100 -0.48 0.67 0.1250S 0.1200S 0.3250S 0.0950S 5,000 1,500 6,500| 0 10,300 0 0 98875 0.1650 0.1900 +0.0150 -0.63 0.62 0.1800S 0.1650S 0.1850S 0.1500S 0 550 550| 2,250 2,750 -700 0 Total 20,000 46,050 66,050| 2,250 271,770 -700 0 | Jan 11 Underlying Price 98.680 (Mar 12) Indicative a-t-m Vol 0.78 Time to expiry: 136 Days | | 98000 0.0350 +0.0050 -0.12 0.98 0.0250S 0.0250S 0 0 0| 0 500 0 0 98250 0.0650 +0.0100 -0.21 0.89 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98500 0.1200 +0.0150 -0.36 0.83 0.0750S 0.0750S 0 0 0| 0 500 0 0 98750 0.2200 +0.0250 -0.56 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 2,000 0 0 | Feb 11 Underlying Price 98.680 (Mar 12) Indicative a-t-m Vol 0.77 Time to expiry: 164 Days | | 98750 0.2350 +0.0250 -0.55 0.75 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 19 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.680 (Mar 12) Indicative a-t-m Vol 0.72 Time to expiry: 192 Days | | 96125 CAB 0.0000 0.00 0.83 0.0200 0.0200 0 0 0| 0 600 0 0 97000 CAB 0.0000 0.00 0.83 0.0250S 0.0250S 0 0 0| 0 3,250 0 0 97375 0.0150 0.0000 -0.05 1.09 0 0 0| 0 1,500 0 0 97750 0.0300 0.0000 -0.09 0.98 0.0850S 0.0850S 0 0 0| 0 1,000 0 0 98000 0.0500 0.0000 -0.15 0.91 0.3200S 0.1000S 0 0 0| 0 9,250 0 0 98125 0.0650 0.0000 -0.19 0.88 0.0650 0.0650 0 0 0| 2,000 2,000 +2,000 0 98250 0.0800 0.0800 -0.0050 -0.23 0.82 0.0850S 0.0800S 0.2050S 0.0750 10,000 13,000 23,000| 0 5,300 0 0 98375 0.1050 -0.0050 -0.29 0.78 7,000 0 7,000| 0 1,500 0 0 98500 0.1400 0.0000 -0.37 0.76 0.3350S 0.1750S 0 0 0| 0 15,500 0 0 98625 0.1900 0.1850 +0.0050 -0.46 0.73 0.1900S 0.1700S 0.1950S 0.1700S 10,000 13,250 23,250| 0 250 0 0 98750 0.2400 +0.0150 -0.55 0.70 0.2100S 0.2100S 7,000 0 7,000| 0 4,000 0 0 98875 0.3050 +0.0200 -0.66 0.67 0.2250S 0.2250S 0 0 0| 0 500 0 0 Total 34,000 26,250 60,250| 2,000 44,650 +2,000 0 | Jun 11 Underlying Price 98.565 (Jun 12) Indicative a-t-m Vol 0.77 Time to expiry: 283 Days | | 97875 0.0800 -0.0100 -0.19 0.91 0.0950 0.0950 0 500 500| 4,000 4,000 +4,000 0 98000 0.1000 -0.0100 -0.23 0.88 0.1000S 0.1000S 0 0 0| 0 3,000 0 0 98250 0.1600 0.0000 -0.33 0.83 0.3350S 0.3300S 0 0 0| 0 800 0 0 98375 0.1950 0.0000 -0.39 0.81 0.3400S 0.3200S 0 0 0| 0 250 0 0 98500 0.2400 0.0000 -0.46 0.78 0.2600S 0.2600S 0 0 0| 0 500 0 0 98625 0.2750 0.2900 +0.0050 -0.54 0.75 0.2750S 0.2750S 0.2750S 0.2750S 0 250 250| 0 0 0 0 Total 0 750 750| 4,000 8,550 +4,000 0 | Total Puts 55,500 86,000 141,500| 74,040 779,007 +40,509 0 Options on Financial Futures 22:04 Page 20 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.455 (Sep 12) Indicative a-t-m Vol 0.69 Time to expiry: 10 Days | | 98500 0.0250 -0.0400 0.34 0.66 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 98750 CAB 0.0000 0.01 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 98.325 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 45 Days | | 98375 0.0900 -0.0350 0.43 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.325 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 73 Days | | 98375 0.1150 -0.0350 0.44 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.325 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 101 Days | | 98375 0.1350 -0.0350 0.45 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.220 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 192 Days | | 98250 0.2350 -0.0350 0.48 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.090 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 283 Days | | 98125 0.3050 -0.0400 0.48 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 8,000 0 0 Options on Financial Futures 22:04 Page 21 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.455 (Sep 12) Indicative a-t-m Vol 0.69 Time to expiry: 10 Days | | 98500 0.0700 +0.0300 -0.66 0.66 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 98.325 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 45 Days | | 98375 0.1400 +0.0350 -0.57 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.325 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 73 Days | | 98375 0.1650 +0.0350 -0.56 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.325 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 101 Days | | 98375 0.1850 +0.0350 -0.55 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.220 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 192 Days | | 98250 0.2650 +0.0350 -0.52 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.090 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 283 Days | | 98125 0.3400 +0.0350 -0.52 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 22 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 0.28 Time to expiry: 12 Days | | 95000 4.2600 0.0000 1.00 0.72 0.8250S 0.8250S 0 0 0| 0 200 0 0 95250 4.0100 0.0000 1.00 0.72 2.5200 0.6300S 0 0 0| 0 1,450 0 0 96000 3.2600 0.0000 1.00 0.72 1.8650 0.4300S 0 0 0| 0 1,800 0 0 96250 3.0100 0.0000 1.00 0.72 1.8000 0.3450S 0 0 0| 0 900 0 0 96500 2.7600 0.0000 1.00 0.72 1.3050 0.3600S 0 0 0| 0 1,750 0 0 96750 2.5100 0.0000 1.00 0.72 1.1400 0.3950S 0 0 0| 0 350 0 0 97000 2.2600 0.0000 1.00 0.72 0.9650S 0.1300S 0 0 0| 0 2,925 0 0 97250 2.0100 0.0000 1.00 0.72 0.6700S 0.5800S 0 0 0| 0 4,500 0 0 97500 1.7600 0.0000 1.00 0.72 0.8100S 0.4700S 0 0 0| 0 7,100 0 0 97750 1.5100 0.0000 1.00 0.72 1.3050S 0.2400S 0 0 0| 0 6,460 0 0 98000 1.2600 0.0000 1.00 0.72 1.0650S 0.1300S 0 0 0| 0 12,660 0 0 98125 1.1350 0.0000 1.00 0.72 0.5400S 0.5300S 0 0 0| 0 1,040 0 0 98250 1.0100 0.0000 1.00 0.72 0.8250S 0.1400S 0 0 0| 0 11,096 0 0 98375 0.8850 0.0000 1.00 0.72 0.4450S 0.3850 0 0 0| 0 1,550 0 0 98500 0.7600 0.0000 1.00 0.72 0.6950S 0.0650S 0 0 0| 0 26,455 0 0 98625 0.6350 0.0000 1.00 0.72 0.4150S 0.3250S 0 0 0| 0 8,750 0 0 98750 0.5100 0.0000 1.00 0.72 0.5200S 0.0750S 0 0 0| 0 21,355 0 0 98875 0.3850 0.0000 0.98 0.96 0.3050S 0.1800 0 0 0| 0 11,159 0 0 99000 0.2625 0.0000 0.96 0.82 0.2750S 0.0100S 0 0 0| 500 47,707 -500 0 99125 0.1350 0.1400 0.0000 0.89 0.58 0.1350S 0.1350S 0.1650S 0.0500S 0 250 250| 1,000 70,505 -1,000 0 99250 0.0250 0.0250 0.0000 0.58 0.27 0.0250S 0.0250S 0.1000 0.0100S 0 500 500| 500 71,402 -500 0 99375 0.0050 CAB 0.0000 0.03 0.32 0.0050S 0.0050S 0.0600 0.0050S 0 250 250| 0 202,955 0 0 99500 CAB 0.0000 0.01 0.54 0.0300S 0.0050S 0 0 0| 0 122,538 0 0 99625 CAB 0.0000 0.00 0.62 0.0100S 0.0050S 0 0 0| 0 33,500 0 0 99750 CAB 0.0000 0.00 0.62 0.0100S 0.0050S 0 0 0| 0 16,500 0 0 99875 CAB 0.0000 0.00 0.61 0 0 0| 0 4,000 0 0 Total 0 1,000 1,000| 2,000 690,607 -2,000 0 | Oct 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.34 Time to expiry: 47 Days | | 99125 0.1050 -0.0050 0.69 0.42 0 0 0| 0 5,000 0 0 99250 0.0200 -0.0025 0.31 0.28 0.0200S 0.0200S 0 0 0| 500 10,500 +500 0 99375 0.0025 0.0000 0.05 0.29 0 0 0| 0 5,000 0 0 Total 0 0 0| 500 20,500 +500 0 | Nov 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 75 Days | | 99250 0.0375 0.0000 0.37 0.32 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 23 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 0.36 Time to expiry: 103 Days | | 97000 2.2000 0.0000 1.00 0.77 1.4150S 0.5600S 0 0 0| 0 10,341 0 0 97250 1.9500 0.0000 1.00 0.77 0.6700 0.4100S 0 0 0| 0 1,954 0 0 97500 1.7000 0.0000 1.00 0.77 1.4150 0.2650S 0 0 0| 0 8,706 0 0 97750 1.4500 0.0000 1.00 0.77 0.5650S 0.2250S 0 0 0| 0 2,060 0 0 97875 1.3250 0.0000 1.00 0.77 0.5850S 0.5850S 0 0 0| 0 15 0 0 98000 1.2000 0.0000 1.00 0.78 0.9550S 0.1450S 0 0 0| 0 22,895 0 0 98125 1.0750 -0.0025 0.99 0.81 0.8300S 0.4800S 0 0 0| 0 750 0 0 98250 0.9525 -0.0025 0.98 0.84 0.7900S 0.0750S 0 0 0| 0 7,037 0 0 98375 0.8300 -0.0025 0.97 0.86 0.6800S 0.3700 0 0 0| 0 6,760 0 0 98500 0.7075 -0.0025 0.95 0.79 0.7250S 0.0500S 0 0 0| 0 37,505 0 0 98625 0.5850 -0.0025 0.94 0.70 0.3800S 0.2650S 0 0 0| 0 6,450 0 0 98750 0.4625 -0.0050 0.91 0.63 0.4900S 0.0350S 0 0 0| 0 73,462 0 0 98875 0.3450 -0.0050 0.87 0.56 0.3250S 0.1650S 0 0 0| 2,500 18,700 0 0 99000 0.2150 0.2300 -0.0075 0.79 0.47 0.2150S 0.2150S 0.2600S 0.0050S 0 500 500| 3,000 72,768 +2,875 0 99125 0.1150 0.1275 -0.0075 0.64 0.40 0.1250 0.1150S 0.1650 0.0400 0 1,020 1,020| 3,500 50,484 -1,750 0 99250 0.0450 0.0500 0.0000 0.39 0.34 0.0450S 0.0350S 0.0750 0.0050S 0 1,500 1,500| 6,000 165,768 +600 0 99375 0.0075 -0.0050 0.11 0.27 0.0400 0.0050S 0 0 0| 0 89,575 0 0 99500 0.0025 -0.0025 0.03 0.30 0.0350S 0.0050S 0 0 0| 0 68,800 0 0 99625 CAB -0.0025 0.01 0.36 0.0100S 0.0050S 0 0 0| 0 24,500 0 0 99750 CAB 0.0000 0.00 0.36 0.0100 CAB 0 0 0| 306 18,498 0 0 Total 0 3,020 3,020| 15,306 687,028 +1,725 0 Options on Financial Futures 22:04 Page 24 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 99.140 Indicative a-t-m Vol 0.48 Time to expiry: 194 Days | | 96250 2.8900 -0.0100 1.00 1.09 2.1200S 0.7200S 0 0 0| 0 3,000 0 0 96500 2.6400 -0.0100 1.00 1.09 0.7350S 0.7350S 0 0 0| 0 500 0 0 96750 2.3900 -0.0100 1.00 1.09 0.7850S 0.6800S 0 0 0| 0 1,500 0 0 97000 2.1400 -0.0100 1.00 1.09 1.4200S 0.5350S 0 0 0| 0 1,705 0 0 97250 1.8950 -0.0075 0.98 1.23 0.9200 0.5000 0 0 0| 0 3,750 0 0 97500 1.6500 -0.0075 0.97 1.21 0.6850S 0.2400S 0 0 0| 0 8,623 0 0 97750 1.4050 -0.0075 0.96 1.14 0.9500S 0.3100 0 0 0| 0 3,255 0 0 98000 1.1600 -0.0075 0.94 1.03 0.6600S 0.1400S 0 0 0| 0 8,315 0 0 98250 0.9200 -0.0050 0.91 0.94 0.6350 0.1100S 0 0 0| 0 4,950 0 0 98500 0.6825 -0.0025 0.86 0.82 0.7100S 0.0500S 0 0 0| 0 17,970 0 0 98625 0.5650 -0.0025 0.83 0.76 0.4750 0.2600S 0 0 0| 0 6,852 0 0 98750 0.4525 -0.0025 0.78 0.69 0.4850 0.0300S 0 0 0| 0 16,327 0 0 98875 0.3425 -0.0050 0.72 0.62 0.3600S 0.1800S 1,000 0 1,000| 0 24,420 0 0 99000 0.2425 -0.0025 0.63 0.56 0.2750S 0.0200S 1,000 0 1,000| 0 65,825 0 0 99125 0.1475 -0.0025 0.52 0.49 0.1700S 0.0450S 1,000 0 1,000| 0 57,725 0 0 99250 0.0675 -0.0100 0.35 0.39 0.0900S 0.0200S 1,000 0 1,000| 0 78,150 0 0 99375 0.0275 +0.0025 0.19 0.37 0.0450S 0.0050S 0 0 0| 6,000 37,122 +4,000 0 99500 0.0125 +0.0025 0.09 0.38 0.0200S 0.0050S 0 0 0| 0 34,000 0 0 99625 0.0050 0.0000 0.05 0.39 0 0 0| 0 5,000 0 0 99750 0.0025 0.0000 0.02 0.41 0 0 0| 0 25,000 0 0 Total 4,000 0 4,000| 6,000 403,989 +4,000 0 | Jun 11 Underlying Price 99.060 Indicative a-t-m Vol 0.59 Time to expiry: 285 Days | | 96250 2.8150 -0.0075 0.99 1.41 0.8850S 0.7400S 0 0 0| 0 870 0 0 96500 2.5700 -0.0075 0.98 1.44 1.2700S 0.5500 0 0 0| 0 2,250 0 0 96750 2.3250 -0.0075 0.97 1.43 1.7400S 0.7050S 0 0 0| 0 1,500 0 0 97000 2.0800 -0.0075 0.96 1.38 1.2400 0.3700S 0 0 0| 0 6,750 0 0 97250 1.8350 -0.0075 0.95 1.29 1.0900S 0.6900S 0 0 0| 0 3,500 0 0 97500 1.5900 -0.0075 0.93 1.20 0.8700 0.2250S 0 0 0| 0 12,144 0 0 97750 1.3500 -0.0050 0.91 1.11 0.7650S 0.7650S 0 0 0| 0 500 0 0 98000 1.1125 -0.0050 0.88 1.03 0.9100S 0.1350S 0 0 0| 0 13,044 0 0 98250 0.8800 -0.0025 0.84 0.94 0.7550S 0.1050 0 0 0| 0 7,826 0 0 98500 0.6525 -0.0025 0.78 0.84 0.5650S 0.0600S 0 0 0| 0 11,050 0 0 98750 0.4400 0.4350 -0.0050 0.69 0.71 0.4400 0.4350 0.4700 0.1000S 0 30 30| 0 13,828 0 0 98875 0.3350 0.0000 0.63 0.66 0.3500S 0.2450S 0 0 0| 0 6,400 0 0 99000 0.2475 +0.0050 0.55 0.61 0.2750S 0.0300S 0 0 0| 0 34,700 0 0 99125 0.1675 +0.0050 0.45 0.57 0.1700S 0.0800S 0 0 0| 0 7,600 0 0 99250 0.1050 +0.0050 0.34 0.53 0.1100S 0.0200 0 0 0| 0 45,760 0 0 99375 0.0575 +0.0050 0.23 0.49 0.0450S 0.0150S 0 0 0| 0 15,300 0 0 99500 0.0275 +0.0025 0.14 0.46 0.0350S 0.0050S 0 0 0| 0 17,250 0 0 99750 0.0050 0.0000 0.04 0.44 0.0250S 0.0250S 0 0 0| 0 11,000 0 0 Total 0 30 30| 0 211,272 0 0 Options on Financial Futures 22:04 Page 25 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.950 Indicative a-t-m Vol 0.69 Time to expiry: 383 Days | | 96250 2.7350 -0.0100 0.95 1.66 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 2.4900 -0.0100 0.94 1.59 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 2.2450 -0.0100 0.93 1.49 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 2.0050 -0.0100 0.92 1.42 0.8200S 0.6800S 0 0 0| 0 4,250 0 0 97500 1.5250 -0.0100 0.88 1.24 0.7800 0.7800 0 0 0| 0 10 0 0 97750 1.2850 -0.0100 0.85 1.13 0.7500S 0.5100S 0 0 0| 0 7,130 0 0 98000 1.0500 -0.0050 0.82 1.02 0.5350 0.2850S 0 0 0| 0 3,500 0 0 98250 0.8250 -0.0050 0.77 0.92 0.5050S 0.2900 0 0 0| 0 627 0 0 98500 0.6100 -0.0100 0.70 0.84 0.4550S 0.1100S 0 0 0| 0 10,350 0 0 98750 0.4200 -0.0050 0.60 0.77 0.3400S 0.1150 0 0 0| 0 6,690 0 0 99000 0.2500 -0.0050 0.47 0.68 0.2800S 0.0400S 0 0 0| 0 16,175 0 0 99250 0.1200 -0.0050 0.31 0.60 0.1250S 0.0200 0 0 0| 500 12,100 +500 0 99500 0.0350 -0.0050 0.14 0.51 0.0300S 0.0050S 0 0 0| 0 3,500 0 0 Total 0 0 0| 500 68,682 +500 0 | Dec 11 Underlying Price 98.800 Indicative a-t-m Vol 0.77 Time to expiry: 474 Days | | 96500 2.3650 -0.0100 0.92 1.51 0.9000S 0.8350S 0 0 0| 0 1,150 0 0 96750 2.1250 -0.0100 0.90 1.43 0.8300S 0.7550S 0 0 0| 0 1,100 0 0 97000 1.8850 -0.0100 0.89 1.35 0.9650S 0.7300S 0 0 0| 0 6,500 0 0 97250 1.6450 -0.0100 0.87 1.26 0.7300 0.6700S 0 0 0| 0 4,638 0 0 97500 1.4150 -0.0100 0.84 1.18 0.6750S 0.5500S 0 0 0| 0 1,700 0 0 97750 1.1900 -0.0050 0.80 1.11 0.7100S 0.5350S 0 0 0| 0 2,475 0 0 98000 0.9700 -0.0100 0.76 1.04 0.6550S 0.3450 0 0 0| 0 3,366 0 0 98250 0.7650 -0.0050 0.69 0.97 0.5900S 0.2600 0 0 0| 0 4,400 0 0 98500 0.5650 -0.0050 0.62 0.88 0.4400 0.1200 0 0 0| 0 13,280 0 0 98750 0.3800 -0.0050 0.52 0.79 0.3550S 0.0900 0 0 0| 0 8,000 0 0 99000 0.2250 -0.0050 0.40 0.70 0.2200S 0.0600S 0 0 0| 0 9,119 0 0 99250 0.1050 -0.0050 0.26 0.61 0.0950S 0.0550S 0 0 0| 0 9,000 0 0 99500 0.0300 -0.0050 0.11 0.51 0.0250S 0.0150S 0 0 0| 0 1,250 0 0 Total 0 0 0| 0 65,978 0 0 Options on Financial Futures 22:04 Page 26 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.630 Indicative a-t-m Vol 0.87 Time to expiry: 565 Days | | 97000 1.7450 -0.0100 0.86 1.27 0.7800S 0.7800S 0 0 0| 0 250 0 0 97250 1.5150 -0.0100 0.83 1.20 0.7200S 0.6250S 0 0 0| 0 2,000 0 0 97750 1.0800 -0.0050 0.75 1.08 0.7200S 0.6200S 0 0 0| 0 1,125 0 0 98000 0.8750 -0.0100 0.69 1.02 0.6200S 0.5050S 0 0 0| 0 2,500 0 0 98250 0.6850 -0.0050 0.63 0.96 0.5300 0.4700 0 0 0| 0 2,100 0 0 98500 0.5100 -0.0050 0.55 0.90 0.4800S 0.1300S 0 0 0| 0 4,550 0 0 98750 0.3500 -0.0050 0.46 0.83 0.2400S 0.2400S 0 0 0| 0 500 0 0 99000 0.2200 -0.0050 0.35 0.76 0.1950S 0.1000S 0 0 0| 0 9,200 0 0 99250 0.1100 -0.0050 0.23 0.68 0.0950S 0.0500S 0 0 0| 0 8,350 0 0 99500 0.0400 0.0000 0.11 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 98.440 Indicative a-t-m Vol 0.92 Time to expiry: 656 Days | | 98250 0.6100 0.0000 0.56 0.97 0.4900S 0.4900S 0 0 0| 0 250 0 0 98500 0.4500 +0.0050 0.48 0.91 0 0 0| 0 0 0 0 98750 0.3000 +0.0050 0.39 0.83 0.3350S 0.3200S 0 0 0| 0 1,000 0 0 99250 0.0850 +0.0050 0.18 0.67 0.0900S 0.0700S 0 0 0| 0 3,500 0 0 99500 0.0350 +0.0050 0.09 0.60 0.0300S 0.0250S 0 0 0| 0 1,250 0 0 Total 0 0 0| 0 6,000 0 0 | Total Calls 4,000 4,050 8,050| 24,306 2,186,656 +4,725 0 Options on Financial Futures 22:04 Page 27 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 0.28 Time to expiry: 12 Days | | 90500 CAB 0.0000 0.00 0.72 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 0.72 0.0050 0.0050 0 0 0| 0 65 0 0 92750 CAB 0.0000 0.00 0.72 0.0350 0.0100 0 0 0| 0 759 0 0 93000 CAB 0.0000 0.00 0.72 0.0400 0.0100 0 0 0| 0 170 0 0 93250 CAB 0.0000 0.00 0.72 0.0100 0.0100 0 0 0| 0 20 0 0 93500 CAB 0.0000 0.00 0.72 0.0250S 0.0100 0 0 0| 0 260 0 0 94000 CAB 0.0000 0.00 0.72 0.1400S 0.0300 0 0 0| 0 500 0 0 94500 CAB 0.0000 0.00 0.72 0.3000S 0.0600 0 0 0| 0 1,463 0 0 94750 CAB 0.0000 0.00 0.72 0.0750 0.0700 0 0 0| 0 23 0 0 95000 CAB 0.0000 0.00 0.72 0.5800S 0.0800 0 0 0| 0 220 0 0 95250 CAB 0.0000 0.00 0.72 0.7750S 0.1000 0 0 0| 0 3,450 0 0 95500 CAB 0.0000 0.00 0.72 0.2050S 0.0050S 0 0 0| 0 6,010 0 0 95625 CAB 0.0000 0.00 0.72 0.0400 0.0400 0 0 0| 0 700 0 0 95750 CAB 0.0000 0.00 0.72 0.0950S 0.0950S 0 0 0| 0 2,000 0 0 96000 CAB 0.0000 0.00 0.72 0.2800S 0.0100S 0 0 0| 0 31,870 0 0 96125 CAB 0.0000 0.00 0.72 0.0600 0.0600 0 0 0| 0 10 0 0 96250 CAB 0.0000 0.00 0.72 0.3000S 0.0650 0 0 0| 0 3,530 0 0 96375 CAB 0.0000 0.00 0.72 0.1100 0.0100 0 0 0| 0 720 0 0 96500 CAB 0.0000 0.00 0.72 0.3900 0.0200S 0 0 0| 0 17,410 0 0 96625 CAB 0.0000 0.00 0.72 0.0850 0.0100 0 0 0| 0 10,025 0 0 96750 CAB 0.0000 0.00 0.72 0.2850 0.0250S 0 0 0| 0 9,625 0 0 96875 CAB 0.0000 0.00 0.72 0.1800 0.0850 0 0 0| 0 3,770 0 0 97000 CAB 0.0000 0.00 0.72 0.3800S 0.0200S 0 0 0| 0 29,500 0 0 97125 CAB 0.0000 0.00 0.72 0.1650S 0.0050 0 0 0| 0 3,795 0 0 97250 CAB 0.0000 0.00 0.72 0.5600S 0.0100 0 0 0| 0 14,372 0 0 97375 CAB 0.0000 0.00 0.72 0.2500 0.0450 0 0 0| 0 1,020 0 0 97500 CAB 0.0000 0.00 0.72 0.5400S 0.0050 0 0 0| 0 9,365 0 0 97625 CAB 0.0000 0.00 0.72 0.3050 0.0100 0 0 0| 0 450 0 0 97750 CAB 0.0000 0.00 0.72 0.6350S 0.0100 0 0 0| 0 7,720 0 0 97875 CAB 0.0000 0.00 0.72 0.3700 0.0100 0 0 0| 0 4,275 0 0 98000 CAB 0.0000 0.00 0.72 0.9400 0.0050 0 0 0| 0 22,508 0 0 98125 CAB 0.0000 0.00 0.72 0.5250S 0.0150S 0 0 0| 0 15,250 0 0 98250 CAB 0.0000 0.00 0.72 0.8700 0.0050S 0 0 0| 0 12,185 0 0 98375 CAB 0.0000 0.00 0.72 0.5050S 0.0200 0 0 0| 0 17,911 0 0 98500 CAB 0.0000 0.00 0.72 0.4250S 0.0100 0 0 0| 0 57,775 0 0 98625 CAB 0.0000 0.00 0.72 0.4050S 0.0200S 0 0 0| 0 18,247 0 0 98750 CAB 0.0000 0.00 0.72 0.4200S 0.0050 0 0 0| 0 29,089 0 0 98875 CAB 0.0000 -0.02 0.96 0.2700S CAB 0 0 0| 92 50,619 0 0 99000 0.0025 0.0000 -0.04 0.82 0.2550 0.0050S 0 0 0| 0 41,779 0 0 99125 0.0050 0.0000 -0.11 0.58 0.3000S 0.0050S 0 0 0| 3,470 42,370 +2,000 0 99250 0.0150 0.0000 -0.42 0.27 0.8150S 0.0150 0 0 0| 3,470 21,535 +2,000 0 99375 0.1150 0.0000 -0.97 0.32 0.9150S 0.1100S 0 0 0| 0 3,749 0 0 Total 0 0 0| 7,032 496,314 +4,000 0 Options on Financial Futures 22:04 Page 28 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 0.34 Time to expiry: 47 Days | | 99000 0.0175 -0.0025 -0.16 0.55 0.0200S 0.0150S 0 0 0| 0 1,000 0 0 99125 0.0300 -0.0050 -0.31 0.42 0.0500S 0.0300S 0 0 0| 500 1,500 +500 0 99250 0.0700 -0.0025 -0.69 0.28 0 0 0| 0 0 0 0 Total 0 0 0| 500 2,500 +500 0 | Nov 10 Underlying Price 99.200 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 75 Days | | 99250 0.0875 0.0000 -0.63 0.32 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 29 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 0.36 Time to expiry: 103 Days | | 89000 CAB 0.0000 0.00 0.77 0.0150S CAB 0 0 0| 0 365 0 0 89500 CAB 0.0000 0.00 0.77 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 0.77 0 0 0| 0 2,000 0 0 92000 CAB 0.0000 0.00 0.77 0.0300 0.0050S 0 0 0| 0 1,550 0 0 93125 CAB 0.0000 0.00 0.77 0.0150 0.0150 0 0 0| 0 25 0 0 93750 CAB 0.0000 0.00 0.77 0.0800 0.0800 0 0 0| 0 3 0 0 94000 CAB 0.0000 0.00 0.77 0.1450 CAB 0 0 0| 0 13,295 0 0 94250 CAB 0.0000 0.00 0.77 0.1050 0.0100S 0 0 0| 0 2,513 0 0 94500 CAB 0.0000 0.00 0.77 0.1700S 0.0350S 0 0 0| 0 13,216 0 0 94750 CAB 0.0000 0.00 0.77 0.1600 0.1600 0 0 0| 0 10 0 0 95000 CAB 0.0000 0.00 0.77 0.1800S 0.0200S 0 0 0| 0 11,170 0 0 95125 CAB 0.0000 0.00 0.77 0.0050 0.0050 0 0 0| 0 500 0 0 95250 CAB 0.0000 0.00 0.77 0.1200S 0.1200S 0 0 0| 0 4,000 0 0 95375 CAB 0.0000 0.00 0.77 0.0750 0.0750 0 0 0| 0 25 0 0 95500 CAB 0.0000 0.00 0.77 0.2950S 0.0050S 0 0 0| 0 11,425 0 0 95750 CAB 0.0000 0.00 0.77 0.3200S 0.0050S 0 0 0| 0 3,631 0 0 95875 CAB 0.0000 0.00 0.77 0.0050 0.0050 0 0 0| 0 150 0 0 96000 CAB 0.0000 0.00 0.77 0.3400S 0.0050 0 0 0| 0 22,333 0 0 96125 CAB 0.0000 0.00 0.77 0.1150 0.1150 0 0 0| 0 5 0 0 96250 CAB 0.0000 0.00 0.77 0.2600S 0.0100S 0 0 0| 0 13,545 0 0 96375 CAB 0.0000 0.00 0.77 0.1350 0.0150 0 0 0| 0 95 0 0 96500 CAB 0.0000 0.00 0.77 0.6400S 0.0050S 0 0 0| 0 14,175 0 0 96750 CAB 0.0000 0.00 0.77 0.6000S 0.0250S 0 0 0| 0 5,866 0 0 96875 CAB 0.0000 0.00 0.77 0.1850 0.0200S 0 0 0| 0 3,025 0 0 97000 CAB 0.0000 0.00 0.77 0.8000S 0.0050 0 0 0| 0 9,200 0 0 97125 CAB 0.0000 0.00 0.77 0.1650S 0.0050 0 0 0| 0 13,700 0 0 97250 CAB 0.0000 0.00 0.77 0.6700S 0.0350S 0 0 0| 0 10,975 0 0 97375 CAB 0.0000 0.00 0.77 0.0550 0.0250 0 0 0| 0 10 0 0 97500 CAB 0.0000 0.00 0.77 0.7700S 0.0100 0 0 0| 0 28,994 0 0 97625 CAB 0.0000 0.00 0.77 0.2100 0.0250 0 0 0| 0 4,020 0 0 97750 CAB 0.0000 0.00 0.77 0.6850S 0.0050 0 0 0| 0 12,900 0 0 97875 CAB 0.0000 0.00 0.77 0.5050S 0.0050 0 0 0| 0 44,688 0 0 98000 CAB 0.0000 0.00 0.78 0.8100S 0.0050S 0 0 0| 216 75,950 0 0 98125 CAB -0.0025 -0.01 0.81 0.4700S 0.0150S 0 0 0| 0 42,575 0 0 98250 0.0025 -0.0025 -0.02 0.84 0.4300S 0.0150 0 0 0| 0 37,857 0 0 98375 0.0050 -0.0025 -0.03 0.86 0.4150S 0.0100S 0 0 0| 0 19,978 0 0 98500 0.0075 -0.0025 -0.05 0.79 0.3400S 0.0100 0 0 0| 500 161,811 +500 0 98625 0.0100 -0.0025 -0.06 0.70 0.2700S 0.0150S 0 0 0| 0 9,050 0 0 98750 0.0125 -0.0050 -0.09 0.63 0.3200S 0.0100S 0 0 0| 1,000 55,908 0 0 98875 0.0200 -0.0050 -0.13 0.56 0.3100 0.0150S 0 0 0| 0 95,936 0 0 99000 0.0300 -0.0075 -0.21 0.47 0.3800 0.0250 0 0 0| 1,716 66,118 0 0 99125 0.0525 -0.0075 -0.36 0.40 0.8000 0.0400S 0 0 0| 0 15,212 0 0 99250 0.1000 0.0000 -0.61 0.34 0.2950S 0.0700S 0 0 0| 0 15,940 0 0 Options on Financial Futures 22:04 Page 30 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 0.1825 -0.0050 -0.89 0.27 0.4000S 0.2750S 0 0 0| 0 1,600 0 0 Total 0 0 0| 3,432 845,544 +500 0 | Mar 11 Underlying Price 99.140 Indicative a-t-m Vol 0.48 Time to expiry: 194 Days | | 90000 CAB 0.0000 0.00 1.09 0.0250 0.0150 0 0 0| 0 1,500 0 0 91500 CAB 0.0000 0.00 1.09 0.0100 0.0100 0 0 0| 0 10 0 0 92250 CAB 0.0000 0.00 1.09 0.0150 0.0150 0 0 0| 0 10 0 0 92500 CAB 0.0000 0.00 1.09 0.0450 0.0400 0 0 0| 0 2,020 0 0 93250 CAB 0.0000 0.00 1.09 0.0050S 0.0050S 0 0 0| 0 30 0 0 94000 CAB 0.0000 0.00 1.09 0.0950 0.0700 0 0 0| 0 6,500 0 0 94125 CAB 0.0000 0.00 1.09 0.0050S 0.0050S 0 0 0| 0 50 0 0 94250 CAB 0.0000 0.00 1.09 0.0050 0.0050 0 0 0| 0 36 0 0 94500 CAB 0.0000 0.00 1.09 0.2350S 0.2350S 0 0 0| 0 500 0 0 95000 CAB 0.0000 0.00 1.09 0.2150 0.0050 0 0 0| 0 7,700 0 0 95250 CAB 0.0000 0.00 1.09 0.1450 0.1450 0 0 0| 0 10 0 0 95500 CAB 0.0000 0.00 1.09 0.4350S 0.1950 0 0 0| 0 1,700 0 0 95750 CAB 0.0000 0.00 1.09 0.4450S 0.0150 0 0 0| 0 1,900 0 0 96000 CAB 0.0000 0.00 1.09 0.5600 0.0250S 0 0 0| 0 13,000 0 0 96250 CAB 0.0000 0.00 1.09 0.7950S 0.0350S 0 0 0| 0 5,500 0 0 96375 CAB 0.0000 0.00 1.09 0.0300 0.0300 0 0 0| 0 1 0 0 96500 CAB 0.0000 0.00 1.09 0.7450S 0.0050 0 0 0| 0 5,550 0 0 96625 CAB 0.0000 0.00 1.09 0.0500 0.0500 0 0 0| 0 12 0 0 96750 CAB 0.0000 0.00 1.09 0.7700S 0.0450 0 0 0| 0 2,440 0 0 97000 CAB 0.0000 0.00 1.09 0.7300S 0.0100 0 0 0| 0 28,423 0 0 97125 0.0025 +0.0025 -0.01 1.18 0.0700 0.0700 0 0 0| 0 12 0 0 97250 0.0050 +0.0025 -0.02 1.23 0.8000S 0.0050 0 0 0| 0 105,753 0 0 97375 0.0075 +0.0025 -0.02 1.23 0.1000S 0.0850 0 0 0| 0 1,000 0 0 97500 0.0100 +0.0025 -0.03 1.21 0.8000S 0.0100 0 0 0| 0 23,605 0 0 97625 0.0125 +0.0025 -0.03 1.16 0.1350 0.1200S 0 0 0| 0 5,250 0 0 97750 0.0150 +0.0025 -0.04 1.14 0.7850S 0.0150 0 0 0| 0 156,555 0 0 97875 0.0175 +0.0025 -0.05 1.09 0.1800 0.0150 0 0 0| 0 4,105 0 0 98000 0.0200 +0.0025 -0.06 1.03 0.5400S 0.0150 0 0 0| 0 46,100 0 0 98125 0.0250 +0.0050 -0.08 0.98 0.2350 0.0300 0 0 0| 0 16,015 0 0 98250 0.0300 +0.0050 -0.09 0.94 0.3400S 0.0250S 0 0 0| 0 87,875 0 0 98375 0.0350 +0.0050 -0.11 0.88 0.2750 0.0200S 0 0 0| 0 15,002 0 0 98500 0.0425 +0.0075 -0.14 0.82 0.4500S 0.0350 0 0 0| 500 65,474 0 0 98625 0.0500 +0.0075 -0.17 0.76 0.4000S 0.0350S 0 0 0| 833 35,000 -833 0 98750 0.0625 +0.0075 -0.22 0.69 0.4100 0.0550 0 0 0| 0 16,675 0 0 98875 0.0775 +0.0050 -0.28 0.62 0.3500S 0.0650S 0 0 0| 0 13,200 0 0 99000 0.1025 +0.0075 -0.37 0.56 0.2900 0.0900 0 0 0| 500 27,421 -325 0 99125 0.1250 0.1325 +0.0075 -0.48 0.49 0.1250 0.1250 0.1350 0.1050S 0 750 750| 0 8,925 0 0 Total 0 750 750| 1,833 704,859 -1,158 0 Options on Financial Futures 22:04 Page 31 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 99.060 Indicative a-t-m Vol 0.59 Time to expiry: 285 Days | | 90000 CAB 0.0000 0.00 1.23 0.0250 0.0200 0 0 0| 0 3,000 0 0 92000 CAB 0.0000 0.00 1.23 0.0700 0.0700 0 0 0| 0 250 0 0 93750 CAB 0.0000 0.00 1.23 0.2200 0.1500 0 0 0| 0 40 0 0 94000 CAB 0.0000 0.00 1.22 0.1900 0.0100S 0 0 0| 0 5,800 0 0 95000 CAB 0.0000 0.00 1.22 0 0 0| 0 3,500 0 0 95500 CAB 0.0000 0.00 1.22 0.0650S 0.0650S 0 0 0| 0 3,500 0 0 95750 CAB 0.0000 0.00 1.22 0.2600S 0.2600S 0 0 0| 0 3,000 0 0 96000 CAB 0.0000 0.00 1.24 0.3600S 0.0500 0 0 0| 0 11,800 0 0 96250 0.0050 +0.0025 -0.01 1.41 0.8200S 0.0150S 0 0 0| 0 56,374 0 0 96500 0.0100 +0.0025 -0.02 1.44 0.8850S 0.0250S 0 0 0| 0 117,501 0 0 96750 0.0150 +0.0025 -0.03 1.43 0.8200S 0.0300S 5,000 0 5,000| 0 40,400 0 0 96875 0.0175 +0.0025 -0.04 1.41 0.0150 0.0150 0 0 0| 0 30 0 0 97000 0.0200 +0.0025 -0.04 1.38 0.7500S 0.0400S 0 0 0| 0 233,000 0 0 97250 0.0250 +0.0025 -0.05 1.29 0.7400S 0.0550S 0 0 0| 0 57,254 0 0 97500 0.0300 +0.0025 -0.07 1.20 0.7800S 0.0300S 5,000 0 5,000| 2,500 154,250 -2,500 0 97750 0.0400 +0.0050 -0.09 1.11 0.3350S 0.0550S 0 0 0| 0 20,780 0 0 98000 0.0525 +0.0050 -0.12 1.03 0.4900S 0.0450S 0 0 0| 0 17,250 0 0 98125 0.0600 +0.0050 -0.14 0.98 0.1150S 0.0850S 0 0 0| 0 750 0 0 98250 0.0700 +0.0075 -0.16 0.94 0.5300S 0.0550S 0 0 0| 0 20,554 0 0 98375 0.0800 +0.0075 -0.19 0.89 0.1600 0.0600S 0 0 0| 0 8,250 0 0 98500 0.0925 +0.0075 -0.22 0.84 0.4550S 0.0900S 0 0 0| 0 9,750 0 0 98625 0.1075 +0.0075 -0.26 0.78 0.2150S 0.1650S 0 0 0| 0 1,750 0 0 98750 0.1250 +0.0050 -0.31 0.71 0.4100S 0.1200S 0 0 0| 0 11,400 0 0 98875 0.1500 +0.0100 -0.37 0.66 0.2750S 0.1500S 0 0 0| 0 5,400 0 0 99000 0.1875 +0.0150 -0.45 0.61 0.3450 0.1850S 0 0 0| 0 4,500 0 0 99125 0.2325 +0.0150 -0.55 0.57 0.3200S 0.2000S 0 0 0| 0 1,500 0 0 Total 10,000 0 10,000| 2,500 791,583 -2,500 0 Options on Financial Futures 22:04 Page 32 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.950 Indicative a-t-m Vol 0.69 Time to expiry: 383 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 0.0000 0.00 0.87 0.0350S 0.0050 0 0 0| 0 7,300 0 0 95000 0.0100 0.0000 -0.01 1.83 0.3900S 0.3550S 0 0 0| 0 2,000 0 0 95250 0.0150 0.0000 -0.02 1.88 0 0 0| 0 6,000 0 0 95500 0.0200 0.0000 -0.03 1.85 0.1150 0.0800 0 0 0| 0 3,000 0 0 96000 0.0300 0.0000 -0.04 1.72 0.3350S 0.0250 0 0 0| 1,005 10,500 -1,000 0 96250 0.0350 0.0000 -0.05 1.66 0.8050S 0.0550 0 0 0| 0 104 0 0 96500 0.0400 0.0000 -0.06 1.59 0.8800S 0.0600 0 0 0| 0 6,000 0 0 96750 0.0450 0.0000 -0.07 1.49 0.8600S 0.8000S 0 0 0| 0 2,000 0 0 97000 0.0550 0.0000 -0.08 1.42 0.8500S 0.0650S 0 0 0| 0 9,750 0 0 97250 0.0650 0.0000 -0.10 1.33 0.4800 0.0750S 0 0 0| 0 4,502 0 0 97500 0.0750 0.0000 -0.12 1.24 0.2150S 0.1000S 0 0 0| 0 3,250 0 0 97750 0.0850 0.0000 -0.15 1.13 0.5800S 0.1150S 0 0 0| 0 11,005 0 0 98000 0.1000 +0.0050 -0.18 1.02 0.5300S 0.1050S 0 0 0| 0 12,700 0 0 98250 0.1250 +0.0050 -0.23 0.92 0.5250S 0.1050S 0 0 0| 500 7,855 +500 0 98500 0.1600 0.0000 -0.30 0.84 0.5350S 0.2450S 0 0 0| 0 8,450 0 0 98750 0.2200 +0.0050 -0.40 0.77 0.4450S 0.2150S 0 0 0| 500 3,250 +500 0 99000 0.3000 +0.0050 -0.53 0.68 0 0 0| 0 0 0 0 Total 0 0 0| 2,005 103,166 0 0 Options on Financial Futures 22:04 Page 33 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.800 Indicative a-t-m Vol 0.77 Time to expiry: 474 Days | | 93000 CAB 0.0000 0.00 1.32 0.0400 0.0400 0 0 0| 0 10 0 0 94000 0.0100 0.0000 -0.01 1.97 0.2000 0.0500 0 0 0| 0 3,080 0 0 94250 0.0150 0.0000 -0.02 2.00 0.0200 0.0200 0 0 0| 0 3,000 0 0 94500 0.0200 0.0000 -0.02 1.99 0.0550S 0.0550S 0 0 0| 0 1,750 0 0 94750 0.0250 0.0000 -0.03 1.95 0.1250 0.0700S 0 0 0| 0 3,000 0 0 95000 0.0300 0.0000 -0.03 1.90 0.2800S 0.1300 0 0 0| 0 501 0 0 95500 0.0400 0.0000 -0.05 1.80 0.3900S 0.3900S 0 0 0| 0 300 0 0 95750 0.0450 0.0000 -0.05 1.72 0.2500 0.1200S 0 0 0| 0 7,000 0 0 96000 0.0500 0.0000 -0.06 1.66 0.5150S 0.0400S 0 0 0| 0 8,050 0 0 96250 0.0550 0.0000 -0.07 1.57 0.0950 0.0900 0 0 0| 0 6 0 0 96500 0.0650 0.0000 -0.08 1.51 0.8100S 0.0600 0 0 0| 1,000 1,490 -900 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 0.1400 +0.0050 -0.20 1.11 0.5350S 0.1950S 0 0 0| 0 7,676 0 0 98000 0.1700 0.0000 -0.24 1.04 0.5350S 0.1200S 0 0 0| 0 15,500 0 0 98250 0.2150 +0.0050 -0.31 0.97 0.5900 0.2100S 0 0 0| 0 40,993 0 0 98500 0.2650 +0.0050 -0.38 0.88 0.4700S 0.2700S 0 0 0| 0 9,250 0 0 98750 0.3300 +0.0050 -0.48 0.79 0.5000S 0.3450S 0 0 0| 0 36,690 0 0 Total 0 0 0| 1,000 187,500 -900 0 | Mar 12 Underlying Price 98.630 Indicative a-t-m Vol 0.87 Time to expiry: 565 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 1.45 0.1400 0.1400 0 0 0| 0 2 0 0 96500 0.0850 0.0000 -0.10 1.39 0.2200S 0.1650 0 0 0| 0 6,450 0 0 97000 0.1150 0.0000 -0.14 1.27 0.6500S 0.2350S 0 0 0| 0 5,250 0 0 97250 0.1350 0.0000 -0.17 1.20 0.7000S 0.2700 0 0 0| 0 1,506 0 0 97500 0.1650 +0.0050 -0.21 1.14 0.4550S 0.3350S 0 0 0| 0 3,500 0 0 97750 0.2000 +0.0050 -0.25 1.08 0.6950S 0.2000 0 0 0| 0 8,700 0 0 98000 0.2450 0.0000 -0.31 1.02 0.6400S 0.3950S 0 0 0| 0 1,500 0 0 98250 0.3050 +0.0050 -0.37 0.96 0.5100S 0.3000 0 0 0| 0 7,050 0 0 98500 0.3800 +0.0050 -0.45 0.90 0.5150S 0.3850S 0 0 0| 0 250 0 0 98750 0.4700 +0.0050 -0.54 0.83 0 0 0| 0 0 0 0 Total 0 0 0| 0 57,008 0 0 Options on Financial Futures 22:04 Page 34 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.440 Indicative a-t-m Vol 0.92 Time to expiry: 656 Days | | 93000 0.0250 +0.0050 -0.02 2.18 0.0400 0.0400 0 0 0| 0 1,000 0 0 95000 0.0650 +0.0050 -0.06 1.76 0.1050 0.1050 0 0 0| 0 3,000 0 0 95500 0.0800 +0.0050 -0.08 1.64 0.0950 0.0950 0 0 0| 0 8,500 0 0 96000 0.1000 +0.0050 -0.10 1.50 0 0 0| 0 650 0 0 96250 0.1150 +0.0100 -0.12 1.45 0.2200 0.2200 0 0 0| 0 5,002 0 0 97000 0.1750 +0.0100 -0.19 1.27 0.2300S 0.2300S 0 0 0| 0 11,000 0 0 97250 0.2050 +0.0100 -0.22 1.21 0.3800 0.3800 0 0 0| 0 2 0 0 97750 0.2950 +0.0200 -0.31 1.09 0.4600S 0.4600S 0 0 0| 0 5,000 0 0 98000 0.3500 +0.0200 -0.37 1.03 0.5500S 0.3350S 0 0 0| 0 2,000 0 0 98250 0.4200 +0.0200 -0.44 0.97 0.5500S 0.3800S 0 0 0| 0 1,250 0 0 98500 0.5100 +0.0250 -0.52 0.91 0 0 0| 0 0 0 0 Total 0 0 0| 0 37,404 0 0 | Total Puts 10,000 750 10,750| 18,302 3,225,878 +442 0 Options on Financial Futures 22:04 Page 35 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.240 (Sep 12) Indicative a-t-m Vol 0.95 Time to expiry: 12 Days | | 98250 0.0650 -0.0200 0.48 0.94 0 0 0| 0 0 0 0 98375 0.0200 -0.0100 0.21 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 98.040 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 47 Days | | 98000 0.1700 -0.0100 0.54 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.040 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 75 Days | | 98000 0.2050 -0.0150 0.54 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.040 (Dec 12) Indicative a-t-m Vol 1.05 Time to expiry: 103 Days | | 98000 0.2400 -0.0100 0.53 1.05 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.860 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 194 Days | | 97875 0.3150 -0.0150 0.49 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.680 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 285 Days | | 97750 0.3400 -0.0200 0.47 1.09 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 1,000 0 0 Options on Financial Futures 22:04 Page 36 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.240 (Sep 12) Indicative a-t-m Vol 0.95 Time to expiry: 12 Days | | 98000 0.0100 +0.0050 -0.10 0.99 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98250 0.0750 +0.0100 -0.52 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.040 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 47 Days | | 98000 0.1300 +0.0100 -0.46 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.040 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 75 Days | | 98000 0.1650 +0.0050 -0.46 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.040 (Dec 12) Indicative a-t-m Vol 1.05 Time to expiry: 103 Days | | 98000 0.2000 +0.0100 -0.47 1.05 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.860 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 194 Days | | 97875 0.3300 +0.0150 -0.51 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.680 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 285 Days | | 97750 0.4100 +0.0200 -0.53 1.09 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 1,000 0 0 Options on Financial Futures 22:04 Page 37 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.950 (Sep 11) Indicative a-t-m Vol 0.68 Time to expiry: 12 Days | | 96250 2.7000 -0.0100 1.00 0.88 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 2.2000 -0.0100 1.00 0.88 0.4750 0.4450 0 0 0| 0 750 0 0 97000 1.9500 -0.0100 1.00 0.88 0.5900 0.5900 0 0 0| 0 10 0 0 97125 1.8250 -0.0100 1.00 0.88 0.4100 0.4100 0 0 0| 0 500 0 0 97500 1.4500 -0.0100 1.00 0.88 0.5650S 0.5600S 0 0 0| 0 4,000 0 0 97625 1.3250 -0.0100 1.00 0.88 0.2700 0.2700 0 0 0| 0 10 0 0 97750 1.2000 -0.0100 1.00 0.88 0.3750S 0.2250 0 0 0| 0 2,560 0 0 98000 0.9500 -0.0100 1.00 0.89 0.5950S 0.0700S 0 0 0| 0 18,502 0 0 98125 0.8250 -0.0100 1.00 0.89 0.2050S 0.0700S 0 0 0| 0 9,000 0 0 98250 0.7000 -0.0100 1.00 0.89 0.4550S 0.1200S 0 0 0| 0 27,512 0 0 98375 0.5750 -0.0100 1.00 0.89 0.5600S 0.0250S 0 0 0| 0 33,752 0 0 98500 0.4500 -0.0100 1.00 0.89 0.3900S 0.0100S 0 0 0| 0 35,989 0 0 98625 0.3250 -0.0150 0.97 0.96 0.3250S 0.0250S 0 0 0| 0 134,675 0 0 98750 0.2100 -0.0100 0.90 0.84 0.2700S 0.0050S 0 0 0| 0 135,240 0 0 98875 0.1000 -0.0100 0.70 0.76 0.1450 0.0100S 0 0 0| 0 28,235 0 0 99000 0.0250 -0.0050 0.33 0.62 0.0850S 0.0050S 0 0 0| 250 27,253 0 0 99125 0.0050 0.0000 0.06 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 0 0| 250 489,315 0 0 | Oct 10 Underlying Price 98.800 (Dec 11) Indicative a-t-m Vol 0.72 Time to expiry: 47 Days | | 98500 0.3350 -0.0100 0.81 0.97 0.3250S 0.1050S 0 0 0| 0 16,625 0 0 98750 0.1350 -0.0050 0.57 0.75 0.1800 0.0250S 0 0 0| 0 30,640 0 0 98875 0.0650 -0.0050 0.38 0.68 0.0850S 0.0150S 0 0 0| 0 2,000 0 0 99000 0.0250 0.0250 0.0000 0.19 0.64 0.0250 0.0250 0.0350S 0.0050S 0 2,000 2,000| 0 33,605 0 0 99125 0.0100 0.0000 0.08 0.63 0.0150S 0.0100 0 0 0| 0 5,102 0 0 99250 0.0050 0.0000 0.03 0.68 0.0150S 0.0150S 0 0 0| 0 10,000 0 0 Total 0 2,000 2,000| 0 97,972 0 0 | Nov 10 Underlying Price 98.800 (Dec 11) Indicative a-t-m Vol 0.76 Time to expiry: 75 Days | | 98750 0.1650 -0.0100 0.56 0.78 0.1500S 0.1500S 0 0 0| 0 500 0 0 98875 0.0950 -0.0050 0.41 0.72 0.0800S 0.0800S 0 0 0| 0 500 0 0 99000 0.0450 -0.0050 0.26 0.68 0.0350S 0.0350S 0 0 0| 0 500 0 0 99125 0.0200 0.0000 0.14 0.65 0.0100S 0.0100S 0 0 0| 0 500 0 0 Total 0 0 0| 0 2,000 0 0 Options on Financial Futures 22:04 Page 38 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.800 (Dec 11) Indicative a-t-m Vol 0.76 Time to expiry: 103 Days | | 96625 2.1750 -0.0100 1.00 1.29 0.5600S 0.5600S 0 0 0| 0 1,200 0 0 96750 2.0500 -0.0100 1.00 1.30 0.5650S 0.5400S 0 0 0| 0 1,200 0 0 97500 1.3150 -0.0100 0.95 1.49 0.7500S 0.3950S 0 0 0| 0 3,510 0 0 97625 1.1950 -0.0100 0.94 1.45 0.4250S 0.4200S 0 0 0| 0 500 0 0 97750 1.0750 -0.0100 0.92 1.41 0.5700S 0.3200S 0 0 0| 0 3,250 0 0 97875 0.9550 -0.0100 0.90 1.35 0.6300S 0.1950S 0 0 0| 0 16,925 0 0 98000 0.8350 -0.0100 0.89 1.27 0.8800S 0.1300 0 0 0| 0 31,879 0 0 98125 0.7150 -0.0100 0.86 1.17 0.7400S 0.1200S 0 0 0| 0 39,425 0 0 98250 0.6100 0.6000 -0.0100 0.84 1.07 0.6100S 0.6100S 0.6500S 0.0750S 0 1,500 1,500| 1,500 36,770 +1,500 0 98375 0.4850 -0.0150 0.79 0.99 0.5200S 0.0600S 0 0 0| 0 28,906 0 0 98500 0.3950 0.3800 -0.0100 0.73 0.93 0.3950S 0.3950S 0.4200S 0.0350S 0 3,000 3,000| 3,500 55,457 -205 0 98625 0.2800 -0.0050 0.65 0.85 0.3150S 0.0250S 0 0 0| 0 22,152 0 0 98750 0.1900 -0.0100 0.55 0.79 0.2250S 0.0150S 0 0 0| 3,500 145,628 0 0 98875 0.1200 -0.0050 0.42 0.72 0.1250S 0.0100S 0 0 0| 2,000 59,032 -2,000 0 99000 0.0800 0.0650 +0.0050 0.29 0.68 0.0800S 0.0800S 0.0950S 0.0050S 0 1,500 1,500| 2,000 139,402 0 0 99125 0.0300 +0.0050 0.17 0.63 0.0400S 0.0050S 0 0 0| 0 73,500 0 0 99250 0.0100 0.0000 0.07 0.58 0.0200S 0.0050S 0 0 0| 0 77,000 0 0 99375 0.0050 0.0000 0.03 0.57 0 0 0| 0 10,000 0 0 Total 0 6,000 6,000| 12,500 745,736 -705 0 | Mar 11 Underlying Price 98.630 (Mar 12) Indicative a-t-m Vol 0.82 Time to expiry: 194 Days | | 97500 1.1700 -0.0100 0.90 1.24 0.8750 0.8750 0 0 0| 0 50 0 0 97875 0.8300 -0.0100 0.83 1.11 0.4650S 0.4650S 0 0 0| 0 1,250 0 0 98000 0.7200 -0.0100 0.79 1.08 0.4300S 0.4300S 0 0 0| 0 250 0 0 98125 0.6150 -0.0050 0.75 1.02 0 0 0| 0 2,000 0 0 98250 0.5100 -0.0050 0.71 0.97 0.3200S 0.0950S 0 0 0| 0 5,000 0 0 98375 0.4100 -0.0100 0.65 0.92 0.2800S 0.2800S 0 0 0| 0 2,250 0 0 98500 0.3200 -0.0100 0.58 0.87 0.3250S 0.3250S 0 0 0| 0 3,500 0 0 98625 0.2400 -0.0050 0.50 0.82 0.1550S 0.1100S 0 0 0| 0 1,000 0 0 98750 0.1700 -0.0050 0.42 0.78 0.2050S 0.0250S 0 0 0| 0 11,750 0 0 98875 0.1100 -0.0050 0.32 0.73 0.1200S 0.0350S 0 0 0| 0 6,250 0 0 99000 0.0650 0.0000 0.23 0.68 0.0650S 0.0400S 0 0 0| 750 4,500 +500 0 99125 0.0350 0.0000 0.14 0.64 0.0500 0.0200S 0 0 0| 0 4,000 0 0 99250 0.0150 0.0000 0.08 0.61 0.0350S 0.0050S 0 0 0| 1,000 8,000 +1,000 0 99375 0.0050 -0.0050 0.04 0.60 0 0 0| 0 1,000 0 0 Total 0 0 0| 1,750 50,800 +1,500 0 Options on Financial Futures 22:04 Page 39 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.440 (Jun 12) Indicative a-t-m Vol 0.91 Time to expiry: 285 Days | | 97750 0.8300 -0.0150 0.76 1.12 0.5150S 0.5150S 0 0 0| 0 250 0 0 98000 0.6250 -0.0150 0.69 1.05 0.4000S 0.3550 0 0 0| 0 400 0 0 98250 0.4400 -0.0150 0.59 0.97 0.2700S 0.2300 0 0 0| 0 400 0 0 98500 0.2800 -0.0100 0.47 0.89 0.1900S 0.1900S 0 0 0| 0 1,750 0 0 98750 0.1600 -0.0050 0.33 0.82 0.1700S 0.1050S 0 0 0| 0 4,500 0 0 98875 0.1100 -0.0050 0.27 0.79 0.0600S 0.0600S 1,000 0 1,000| 0 2,000 0 0 99000 0.0700 -0.0050 0.20 0.75 0.0400S 0.0350S 2,000 0 2,000| 0 3,250 0 0 99125 0.0450 -0.0050 0.14 0.72 0.0200S 0.0200S 1,000 0 1,000| 0 2,000 0 0 99250 0.0250 -0.0050 0.09 0.70 0.0250S 0.0100S 0 0 0| 0 6,000 0 0 Total 4,000 0 4,000| 0 20,550 0 0 | Total Calls 4,000 8,000 12,000| 14,500 1,406,373 +795 0 Options on Financial Futures 22:04 Page 40 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.950 (Sep 11) Indicative a-t-m Vol 0.68 Time to expiry: 12 Days | | 94875 CAB 0.0000 0.00 0.88 0 0 0| 0 4,000 0 0 95000 CAB 0.0000 0.00 0.88 0 0 0| 0 7,000 0 0 95125 CAB 0.0000 0.00 0.88 0 0 0| 0 2,000 0 0 95750 CAB 0.0000 0.00 0.88 0.3350S 0.0150 0 0 0| 0 1,200 0 0 95875 CAB 0.0000 0.00 0.88 0.0200 0.0200 0 0 0| 0 10 0 0 96000 CAB 0.0000 0.00 0.88 0.2200S 0.1150S 0 0 0| 0 3,250 0 0 96125 CAB 0.0000 0.00 0.88 0.4600S 0.4600S 0 0 0| 0 2,750 0 0 96250 CAB 0.0000 0.00 0.88 0.6850S 0.0250 0 0 0| 0 2,615 0 0 96375 CAB 0.0000 0.00 0.88 0.3100 0.2500S 0 0 0| 0 2,510 0 0 96500 CAB 0.0000 0.00 0.88 0.3450 0.0950S 0 0 0| 0 2,510 0 0 96750 CAB 0.0000 0.00 0.88 0.1050 0.0400 0 0 0| 0 5,500 0 0 96875 CAB 0.0000 0.00 0.88 0.0950 0.0400S 0 0 0| 0 2,286 0 0 97000 CAB 0.0000 0.00 0.88 0.4050 0.0600S 0 0 0| 0 14,115 0 0 97125 CAB 0.0000 0.00 0.88 0.1500 0.0600S 0 0 0| 0 3,500 0 0 97250 CAB 0.0000 0.00 0.88 0.1750 0.0200S 0 0 0| 0 41,760 0 0 97375 CAB 0.0000 0.00 0.88 0.0550 0.0400S 0 0 0| 0 7,100 0 0 97500 CAB 0.0000 0.00 0.88 0.2100S 0.0050 0 0 0| 0 37,135 0 0 97625 CAB 0.0000 0.00 0.88 0.2950 0.0400S 0 0 0| 0 6,140 0 0 97750 CAB 0.0000 0.00 0.88 0.3050S 0.0050S 0 0 0| 0 7,050 0 0 97875 CAB 0.0000 0.00 0.88 0.1400S 0.1400S 0 0 0| 0 1,000 0 0 98000 CAB 0.0000 0.00 0.89 0.3350S CAB 0 0 0| 0 37,494 0 0 98125 CAB 0.0000 0.00 0.89 0.2000S 0.0200 0 0 0| 0 30,000 0 0 98250 CAB 0.0000 0.00 0.89 0.2700S 0.0050S 0 0 0| 0 59,102 0 0 98375 CAB 0.0000 0.00 0.89 0.2400S 0.0050S 0 0 0| 0 22,600 0 0 98500 CAB 0.0000 0.00 0.89 0.3050S 0.0050S 0 0 0| 12,000 63,977 +6,750 0 98625 0.0050 CAB -0.0050 -0.03 0.96 0.0050S 0.0050S 0.3300S 0.0050S 0 100 100| 12,000 40,340 +6,288 0 98750 0.0100 0.0100 0.0000 -0.10 0.84 0.0100S 0.0100S 0.2300S 0.0050S 0 100 100| 12,500 35,297 +7,600 0 98875 0.0200 0.0250 0.0000 -0.30 0.76 0.0250S 0.0200S 0.1550S 0.0150S 0 850 850| 3,000 16,256 +1,905 0 99000 0.0750 +0.0050 -0.67 0.62 0.0600S 0.0450 0 0 0| 500 1,470 +500 0 Total 0 1,050 1,050| 40,000 459,967 +23,043 0 | Oct 10 Underlying Price 98.800 (Dec 11) Indicative a-t-m Vol 0.72 Time to expiry: 47 Days | | 98250 0.0250 0.0000 -0.11 1.25 0.0200S 0.0200S 0 0 0| 1,000 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 -0.19 0.97 0.1450S 0.0350S 0 0 0| 2,000 9,250 +875 0 98625 0.0550 0.0000 -0.28 0.85 0.0750S 0.0550S 0 0 0| 100 3,750 +100 0 98750 0.0850 +0.0050 -0.43 0.75 0.1250S 0.0900S 0 0 0| 1,000 9,300 +750 0 98875 0.1400 +0.0050 -0.62 0.68 0.1200 0.1200 0 0 0| 0 5 0 0 Total 0 0 0| 4,100 33,255 +1,725 0 Options on Financial Futures 22:04 Page 41 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.800 (Dec 11) Indicative a-t-m Vol 0.76 Time to expiry: 75 Days | | 98750 0.1150 0.0000 -0.44 0.78 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.800 (Dec 11) Indicative a-t-m Vol 0.76 Time to expiry: 103 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 -0.10 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 -0.14 1.17 0.4100S 0.0300S 0 0 0| 0 84,500 0 0 98250 0.0500 0.0000 -0.16 1.07 0.2250S 0.0450 0 0 0| 0 10,936 0 0 98375 0.0600 -0.0050 -0.21 0.99 0.4200S 0.0450S 0 0 0| 0 25,230 0 0 98500 0.0800 0.0800 0.0000 -0.27 0.93 0.0800S 0.0800S 0.2200S 0.0800S 0 500 500| 0 7,908 0 0 98625 0.1050 +0.0050 -0.35 0.85 0.1050S 0.0850S 0 0 0| 0 19,000 0 0 98750 0.1450 0.1400 0.0000 -0.45 0.79 0.1450S 0.1450S 0.3050S 0.1450S 0 500 500| 0 7,750 0 0 Total 0 1,000 1,000| 0 438,984 0 0 Options on Financial Futures 22:04 Page 42 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 98.630 (Mar 12) Indicative a-t-m Vol 0.82 Time to expiry: 194 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 -0.21 1.08 0.3500S 0.1100S 0 0 0| 0 3,250 0 0 98250 0.1300 +0.0050 -0.29 0.97 0.3350S 0.1200S 0 0 0| 0 1,000 0 0 98375 0.1550 0.0000 -0.35 0.92 0.3000S 0.3000S 0 0 0| 0 250 0 0 98500 0.1900 0.0000 -0.42 0.87 0.2350S 0.1700S 0 0 0| 0 1,500 0 0 98625 0.2350 +0.0050 -0.50 0.82 0 0 0| 0 0 0 0 Total 0 0 0| 0 21,900 0 0 | Jun 11 Underlying Price 98.440 (Jun 12) Indicative a-t-m Vol 0.91 Time to expiry: 285 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 0.1050 +0.0050 -0.18 1.20 0.1950S 0.1950S 0 0 0| 0 1,250 0 0 97750 0.1400 +0.0050 -0.24 1.12 0.4100S 0.4100S 0 0 0| 0 250 0 0 98000 0.1850 +0.0050 -0.31 1.05 0.3350S 0.3350S 0 0 0| 0 750 0 0 98500 0.3400 +0.0100 -0.53 0.89 0 0 0| 0 0 0 0 Total 0 0 0| 0 9,000 0 0 | Total Puts 0 2,050 2,050| 44,100 963,106 +24,768 0 Options on Financial Futures 22:04 Page 43 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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: 10 Days | | 99875 CAB 0.0000 0.05 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: 101 Days | | 99750 0.0550 0.0000 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: 192 Days | | 99750 0.0350 0.0000 0.37 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.600 Indicative a-t-m Vol 0.20 Time to expiry: 283 Days | | 99625 0.0600 -0.0050 0.44 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 44 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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: 10 Days | | 99875 0.0550 0.0000 -0.95 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: 101 Days | | 99750 0.0350 0.0000 -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: 192 Days | | 99750 0.0850 0.0000 -0.63 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.600 Indicative a-t-m Vol 0.20 Time to expiry: 283 Days | | 99625 0.0850 +0.0050 -0.56 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 45 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 109.205 Indicative a-t-m Vol 1.00 Time to expiry: 10 Days | | 10930 0.034 -0.033 0.30 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.040 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 45 Days | | 10920 0.088 -0.042 0.34 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.040 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 73 Days | | 10920 0.126 -0.045 0.37 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.040 Indicative a-t-m Vol 1.00 Time to expiry: 101 Days | | 10920 0.159 -0.046 0.39 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 46 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 109.205 Indicative a-t-m Vol 1.00 Time to expiry: 10 Days | | 10930 0.129 +0.037 -0.70 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.040 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 45 Days | | 10920 0.248 +0.063 -0.66 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.040 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 73 Days | | 10920 0.286 +0.060 -0.63 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.040 Indicative a-t-m Vol 1.00 Time to expiry: 101 Days | | 10920 0.319 +0.059 -0.61 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 47 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 119.47 Indicative a-t-m Vol 10.13 Time to expiry: 10 Days | | 11975 0.66 -0.26 0.45 10.16 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.02 (Dec 10) Indicative a-t-m Vol 10.08 Time to expiry: 45 Days | | 11950 1.48 -0.19 0.46 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.02 (Dec 10) Indicative a-t-m Vol 10.08 Time to expiry: 73 Days | | 11950 1.94 -0.19 0.47 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.02 Indicative a-t-m Vol 10.08 Time to expiry: 101 Days | | 11950 2.32 -0.19 0.48 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 48 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 119.47 Indicative a-t-m Vol 10.13 Time to expiry: 10 Days | | 11975 0.94 +0.09 -0.55 10.16 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.02 (Dec 10) Indicative a-t-m Vol 10.08 Time to expiry: 45 Days | | 11950 1.96 +0.17 -0.54 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.02 (Dec 10) Indicative a-t-m Vol 10.08 Time to expiry: 73 Days | | 11950 2.42 +0.17 -0.53 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.02 Indicative a-t-m Vol 10.08 Time to expiry: 101 Days | | 11950 2.80 +0.17 -0.52 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:04 Page 49 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 130.06 Indicative a-t-m Vol 10.00 Time to expiry: 10 Days | | 13100 0.46 -0.48 0.33 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 129.45 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 45 Days | | 13050 1.36 -0.46 0.42 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 129.45 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 73 Days | | 13050 1.85 -0.46 0.44 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 129.45 Indicative a-t-m Vol 10.00 Time to expiry: 101 Days | | 13050 2.25 -0.47 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 22:04 Page 50 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 130.06 Indicative a-t-m Vol 10.00 Time to expiry: 10 Days | | 13100 1.40 +0.45 -0.67 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 129.45 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 45 Days | | 13050 2.41 +0.50 -0.58 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 129.45 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 73 Days | | 13050 2.90 +0.50 -0.56 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 129.45 Indicative a-t-m Vol 10.00 Time to expiry: 101 Days | | 13050 3.30 +0.49 -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 22:04 Page 51 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 123.56 (Dec 10) Indicative a-t-m Vol 7.18 Time to expiry: 20 Days | | 12400 0.65 -0.22 0.42 7.19 0 0 0| 0 200 0 0 12500 0.33 -0.14 0.26 7.26 0 0 0| 0 400 0 0 12600 0.15 -0.08 0.14 7.35 0 0 0| 0 200 0 0 Total 0 0 0| 0 800 0 0 | Nov 10 Underlying Price 123.56 (Dec 10) Indicative a-t-m Vol 6.29 Time to expiry: 49 Days | | 12400 0.94 -0.22 0.44 6.29 0 0 0| 0 0 0 0 12500 0.57 -0.16 0.31 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 123.56 Indicative a-t-m Vol 6.57 Time to expiry: 81 Days | | 12400 1.33 -0.22 0.46 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 128.21 Indicative a-t-m Vol 6.57 Time to expiry: 171 Days | | 12850 2.17 -0.23 0.49 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 1,037 0 0 Options on Financial Futures 22:04 Page 52 Business Day Fri 3 Sep 2010 | Previous Business Day | Thu 2 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 123.56 (Dec 10) Indicative a-t-m Vol 7.18 Time to expiry: 20 Days | | 12050 0.08 +0.02 -0.08 7.54 0 0 0| 0 200 0 0 12150 0.21 +0.06 -0.17 7.51 0.20S 0.12S 0 0 0| 0 102 0 0 12250 0.43 +0.10 -0.31 7.33 0.22S 0.20S 0 0 0| 0 600 0 0 12350 0.82 +0.18 -0.49 7.18 0.41S 0.41S 0 0 0| 0 300 0 0 12400 1.09 +0.22 -0.58 7.19 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,202 0 0 | Nov 10 Underlying Price 123.56 (Dec 10) Indicative a-t-m Vol 6.29 Time to expiry: 49 Days | | 12400 1.38 +0.22 -0.56 6.29 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 123.56 Indicative a-t-m Vol 6.57 Time to expiry: 81 Days | | 12400 1.77 +0.22 -0.54 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 128.21 Indicative a-t-m Vol 6.57 Time to expiry: 171 Days | | 12850 2.46 +0.21 -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