Options on Financial Futures Summary 19:50 Page 1 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 54,262 N/A 79,000 133,262 | 607,194 13,768,090 +454,732 Three Month Euribor Mid-Curve 6,500 N/A 12,000 18,500 | 205,240 1,858,226 +129,903 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 45,950 N/A 9,000 54,950 | 18,800 5,405,818 -6,716 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,000 0 Three Month Sterling Mid-Curve 28,100 N/A 0 28,100 | 14,050 2,370,129 +650 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 19:50 Page 2 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 0.19 Time to expiry: 7 Days | | 95750 3.3750 0.0000 1.00 0.26 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 3.1250 0.0000 1.00 0.26 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.8750 0.0000 1.00 0.26 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.6250 0.0000 1.00 0.26 2.3200S 0.3000 0 0 0| 0 2,400 0 0 96750 2.3750 0.0000 1.00 0.26 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 2.1250 0.0000 1.00 0.26 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.8750 0.0000 1.00 0.26 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.6250 0.0000 1.00 0.26 1.5250S 0.1700S 0 0 0| 0 4,475 0 0 97750 1.3750 0.0000 1.00 0.25 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 1.1250 0.0000 1.00 0.25 0.4650S 0.1050S 0 0 0| 0 8,225 0 0 98125 1.0000 0.0000 1.00 0.25 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.8750 0.0000 1.00 0.25 0.9600S 0.1750 0 0 0| 0 12,997 0 0 98375 0.7500 0.0000 1.00 0.25 0.4550S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.6250 0.0000 1.00 0.25 0.6200S 0.0850S 0 0 0| 0 47,770 0 0 98625 0.5000 0.0000 1.00 0.25 0.5800S 0.2000S 0 0 0| 0 80,398 0 0 98750 0.3750 0.0000 1.00 0.25 0.4800S 0.0500S 0 0 0| 0 92,885 0 0 98875 0.2500 0.0000 1.00 0.36 0.3550S 0.0800S 0 0 0| 0 136,359 0 0 99000 0.1200 0.1250 0.0000 0.96 0.52 0.1200S 0.1200S 0.2650 0.0250S 0 1,086 1,086| 100 202,474 0 0 99125 0.0100 0.0100 0.0000 0.50 0.19 0.0100S 0.0050S 0.1600 0.0050S 0 1,836 1,836| 4,604 302,482 +997 0 99250 0.0050 0.0025 0.0000 0.07 0.62 0.0050S 0.0050S 0.1000S CAB 0 750 750| 4,000 317,992 0 0 99375 CAB 0.0000 0.00 0.45 0.0350S CAB 0 0 0| 2,000 327,980 0 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 0 3,672 3,672| 10,704 1,798,015 +997 0 | Oct 10 Underlying Price 99.065 (Dec 10) Indicative a-t-m Vol 0.34 Time to expiry: 42 Days | | 98750 0.3175 -0.0050 0.98 0.47 0.2250S 0.2250S 0 0 0| 0 500 0 0 98875 0.1950 -0.0050 0.91 0.41 0.3150 0.1250S 0 0 0| 0 14,910 0 0 99000 0.0900 -0.0050 0.70 0.37 0.1600S 0.0450 0 0 0| 3,500 96,245 -2,230 0 99125 0.0175 -0.0025 0.28 0.31 0.1400S 0.0150S 0 0 0| 1,260 72,386 +990 0 99250 0.0025 0.0000 0.06 0.34 0.0800S 0.0050S 0 0 0| 0 51,763 0 0 99375 CAB 0.0000 0.01 0.41 0.0450 CAB 0 0 0| 0 24,700 0 0 99500 CAB 0.0000 0.00 0.47 0.0050S CAB 0 0 0| 0 8,300 0 0 Total 0 0 0| 4,760 268,804 -1,240 0 Options on Financial Futures 19:50 Page 3 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 99.065 (Dec 10) Indicative a-t-m Vol 0.35 Time to expiry: 70 Days | | 98875 0.2050 -0.0050 0.84 0.44 0.1600S 0.1600S 0 0 0| 0 12,984 0 0 99000 0.1025 -0.0050 0.65 0.38 0.1650S 0.0650 0 0 0| 0 22,575 0 0 99125 0.0325 -0.0025 0.34 0.32 0.1050 0.0350S 0 0 0| 7,750 34,256 +6,591 0 99250 0.0050 -0.0025 0.09 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 0 0| 7,750 93,315 +6,591 0 | Dec 10 Underlying Price 99.065 Indicative a-t-m Vol 0.35 Time to expiry: 98 Days | | 96750 2.3150 -0.0050 1.00 0.55 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 2.0650 -0.0050 1.00 0.55 2.1100 0.4650 0 0 0| 0 2,255 0 0 97250 1.8150 -0.0050 1.00 0.55 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 1.5650 -0.0050 1.00 0.55 1.3050S 0.2750S 0 0 0| 0 14,100 0 0 97750 1.3150 -0.0050 1.00 0.55 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 1.0650 -0.0050 1.00 0.55 0.7850S 0.1500S 0 0 0| 0 19,262 0 0 98125 0.9400 -0.0050 1.00 0.54 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.8150 -0.0050 1.00 0.54 0.8000 0.1250S 0 0 0| 0 18,026 0 0 98375 0.6900 -0.0050 0.99 0.54 0.3500S 0.2450S 0 0 0| 0 6,500 0 0 98500 0.5675 -0.0050 0.98 0.54 0.6400S 0.0600S 0 0 0| 0 205,841 -80 0 98625 0.4450 -0.0050 0.96 0.50 0.5400S 0.1300S 0 0 0| 0 26,589 0 0 98750 0.3250 -0.0050 0.91 0.46 0.4450S 0.0200S 0 0 0| 0 378,160 0 0 98875 0.2200 0.2125 -0.0025 0.81 0.41 0.2200S 0.2200S 0.3550 0.0550S 0 500 500| 7 120,269 0 0 99000 0.1200 0.1150 0.0000 0.63 0.37 0.1200S 0.1100S 0.2650S 0.0100S 2,000 4,000 6,000| 2,010 394,333 +1,990 0 99125 0.0450 0.0400 -0.0050 0.36 0.32 0.0450 0.0350S 0.1750S 0.0200S 4,500 3,000 7,500| 19,182 304,849 -8,724 0 99250 0.0100 0.0100 0.0000 0.13 0.32 0.0100 0.0100 0.1250 0.0050S 2,500 3,000 5,500| 26,801 331,751 +6,467 0 99375 0.0025 0.0000 0.03 0.33 0.0700S 0.0050 0 0 0| 743 203,997 -505 0 99500 CAB 0.0000 0.01 0.33 0.0350 0.0050S 0 0 0| 0 136,244 0 0 99625 CAB 0.0000 0.00 0.34 0.0050S 0.0050S 0 0 0| 0 6,070 0 0 Total 9,000 10,500 19,500| 48,743 2,181,738 -852 0 | Jan 11 Underlying Price 99.005 (Mar 11) Indicative a-t-m Vol 0.43 Time to expiry: 133 Days | | 98750 0.2875 0.0000 0.80 0.50 0 0 0| 0 7,000 0 0 98875 0.1875 0.0000 0.68 0.46 0 0 0| 0 2,500 0 0 99000 0.1050 0.0000 0.51 0.43 0.1400S 0.1100S 0 0 0| 0 7,500 0 0 99125 0.0475 0.0000 0.31 0.40 0.0700 0.0450 0 0 0| 300 108,300 +300 0 99250 0.0175 0.0000 0.14 0.38 0.0350S 0.0150S 0 0 0| 10,000 40,850 +10,000 0 Total 0 0 0| 10,300 166,150 +10,300 0 Options on Financial Futures 19:50 Page 4 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 99.005 (Mar 11) Indicative a-t-m Vol 0.43 Time to expiry: 161 Days | | 99000 0.1150 +0.0025 0.51 0.43 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.005 Indicative a-t-m Vol 0.43 Time to expiry: 189 Days | | 97250 1.7550 +0.0050 1.00 0.68 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 1.5050 +0.0050 1.00 0.68 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 1.2550 +0.0050 1.00 0.68 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 1.0100 +0.0050 0.98 0.71 0.7850S 0.2700 0 0 0| 0 9,050 0 0 98250 0.7650 +0.0050 0.95 0.64 0.6450 0.1350 0 0 0| 0 21,373 0 0 98500 0.5275 +0.0050 0.89 0.57 0.6700 0.1000S 0 0 0| 0 86,756 0 0 98625 0.4100 0.4125 +0.0025 0.84 0.54 0.4100S 0.4100S 0.4100S 0.2550S 0 500 500| 0 5,275 0 0 98750 0.3050 +0.0025 0.76 0.50 0.4550S 0.0500S 0 0 0| 45 137,608 -44 0 98875 0.2050 0.2075 +0.0025 0.65 0.47 0.2050S 0.2050S 0.3500 0.1250S 0 500 500| 0 49,454 0 0 99000 0.1275 +0.0025 0.51 0.43 0.2850S 0.0250S 0 0 0| 0 177,927 0 0 99125 0.0650 -0.0025 0.34 0.41 0.2000S 0.0450S 0 0 0| 10 103,232 0 0 99250 0.0250 -0.0025 0.18 0.37 0.1500S 0.0050S 0 0 0| 10 124,229 +10 0 99375 0.0100 0.0000 0.09 0.38 0.0850 0.0050S 0 0 0| 10 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 1,000 1,000| 75 878,963 -34 0 | Jun 11 Underlying Price 98.950 Indicative a-t-m Vol 0.50 Time to expiry: 280 Days | | 97000 1.9500 +0.0150 1.00 0.83 1.8850S 0.5900S 0 0 0| 0 4,675 0 0 97250 1.7050 +0.0150 0.99 0.90 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 1.4600 +0.0150 0.97 0.90 1.4200S 0.4600S 0 0 0| 0 6,475 0 0 97750 1.2150 +0.0150 0.95 0.84 0.8050 0.4300 0 0 0| 0 13,100 0 0 97875 1.0950 +0.0150 0.94 0.81 0.8950 0.8950 0 0 0| 0 25 0 0 98000 0.9750 +0.0150 0.92 0.78 0.9600S 0.3900S 0 0 0| 0 20,488 0 0 98250 0.7375 +0.0125 0.88 0.70 0.5750 0.1300S 0 0 0| 0 5,205 0 0 98500 0.5100 +0.0075 0.80 0.62 0.5950 0.1250S 0 0 0| 0 35,374 0 0 98625 0.4050 +0.0100 0.74 0.59 0.4000S 0.2850S 0 0 0| 500 3,450 +500 0 98750 0.3100 +0.0075 0.66 0.56 0.4500S 0.0700 0 0 0| 0 44,779 0 0 98875 0.2250 +0.0100 0.57 0.53 0.2850S 0.1400S 0 0 0| 500 23,549 0 0 99000 0.1425 +0.0050 0.45 0.48 0.2950S 0.0400S 0 0 0| 5,550 135,293 +1,250 0 99125 0.0825 +0.0025 0.33 0.45 0.1400S 0.0550S 0 0 0| 3,500 106,772 0 0 99250 0.0400 +0.0050 0.20 0.41 0.1500 0.0150S 0 0 0| 1,000 154,286 0 0 99375 0.0150 +0.0025 0.10 0.38 0.0450S 0.0150S 0 0 0| 0 13,500 0 0 99500 0.0050 0.0000 0.04 0.37 0.0700 0.0050S 0 0 0| 0 16,215 0 0 99750 CAB 0.0000 0.01 0.37 0.0200 0.0050S 0 0 0| 0 6,700 0 0 Total 0 0 0| 11,050 593,786 +1,750 0 Options on Financial Futures 19:50 Page 5 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.890 Indicative a-t-m Vol 0.60 Time to expiry: 378 Days | | 97250 1.6700 +0.0150 0.94 1.06 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 1.4250 +0.0150 0.92 0.99 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 1.1850 +0.0100 0.89 0.91 0.5500S 0.4800S 0 0 0| 0 4,175 0 0 98000 0.9550 +0.0150 0.86 0.84 0.9600 0.2850S 0 0 0| 0 17,500 0 0 98250 0.7300 +0.0150 0.80 0.77 0.7800 0.3650 0 0 0| 0 16,225 0 0 98500 0.5150 +0.0050 0.71 0.70 0.5600S 0.1500S 0 0 0| 500 22,000 -500 0 98750 0.3300 +0.0100 0.59 0.63 0.4200S 0.1050 0 0 0| 800 50,725 0 0 99000 0.1750 +0.0050 0.42 0.57 0.2850S 0.0500S 0 0 0| 1,000 43,200 -250 0 99250 0.0650 0.0000 0.23 0.49 0.1400S 0.0150S 0 0 0| 1,500 26,950 -500 0 99500 0.0150 +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 0 0| 3,800 232,940 -1,250 0 | Dec 11 Underlying Price 98.790 Indicative a-t-m Vol 0.66 Time to expiry: 469 Days | | 97250 1.5900 +0.0150 0.91 1.05 0.6150S 0.6000S 0 0 0| 0 350 0 0 97500 1.3550 +0.0150 0.88 0.99 0.6350S 0.5100S 0 0 0| 0 24,500 0 0 97750 1.1250 +0.0150 0.84 0.93 1.0300 0.4650S 0 0 0| 0 18,295 0 0 98000 0.9050 +0.0150 0.79 0.87 0.8600S 0.4150S 0 0 0| 0 13,350 0 0 98250 0.6850 +0.0050 0.73 0.79 0.5000S 0.3100 0 0 0| 0 3,275 0 0 98500 0.4900 0.0000 0.64 0.73 0.5300S 0.1850S 0 0 0| 0 14,650 0 0 98750 0.3200 0.0000 0.52 0.67 0.4050S 0.1100S 0 0 0| 1,000 42,575 0 0 99000 0.1850 0.0000 0.38 0.62 0.3000S 0.0700S 0 0 0| 1,000 38,644 -1,000 0 99250 0.0800 0.0000 0.23 0.54 0.1900S 0.0150S 0 0 0| 3,000 38,851 +2,000 0 99500 0.0250 0.0000 0.10 0.48 0.0350S 0.0200S 0 0 0| 0 21,000 0 0 Total 0 0 0| 5,000 215,490 +1,000 0 | Mar 12 Underlying Price 98.700 Indicative a-t-m Vol 0.74 Time to expiry: 560 Days | | 96500 2.2500 +0.0150 0.93 1.25 2.0100S 2.0100S 0 0 0| 0 100 0 0 97750 1.0900 +0.0100 0.79 0.97 0.5400S 0.5400S 0 0 0| 0 500 0 0 98000 0.8800 +0.0100 0.74 0.91 0.7900 0.4600S 0 0 0| 0 3,000 0 0 98250 0.6800 +0.0100 0.67 0.85 0.6300S 0.4300S 0 0 0| 0 15,150 0 0 98500 0.4950 +0.0050 0.58 0.79 0.5450S 0.3250 0 0 0| 1,500 13,850 +1,175 0 98750 0.3250 0.3300 0.0000 0.48 0.72 0.3250S 0.3200S 0.3900S 0.3050 0 1,000 1,000| 5,250 13,500 +3,500 0 99000 0.2000 0.0000 0.36 0.67 0.2350S 0.1000S 0 0 0| 1,500 11,045 +1,000 0 99250 0.0950 -0.0050 0.23 0.59 0.0850 0.0850 0 0 0| 0 2,025 0 0 99500 0.0350 0.0000 0.11 0.52 0.0550 0.0100 0 0 0| 1,500 34,500 0 0 Total 0 1,000 1,000| 9,750 93,670 +5,675 0 Options on Financial Futures 19:50 Page 6 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.585 Indicative a-t-m Vol 0.81 Time to expiry: 651 Days | | 98250 0.6500 +0.0100 0.62 0.88 0.7300S 0.4800S 0 0 0| 1,000 15,350 +1,000 0 98500 0.4800 +0.0100 0.53 0.83 0.5250S 0.4200S 0 0 0| 2,000 8,750 +2,000 0 98750 0.3250 +0.0050 0.44 0.77 0.3800S 0.3250S 0 0 0| 6,000 8,000 +5,500 0 99000 0.2000 +0.0050 0.33 0.70 0.2300S 0.2250S 0 0 0| 0 10,700 0 0 99250 0.1000 0.0000 0.21 0.63 0.1100S 0.1100S 0 0 0| 0 2,750 0 0 99500 0.0400 0.0000 0.11 0.57 0.0600 0.0350S 0 0 0| 500 14,500 0 0 Total 0 0 0| 9,500 60,050 +8,500 0 | Total Calls 9,000 16,172 25,172| 121,432 6,582,921 +31,437 0 Options on Financial Futures 19:50 Page 7 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 0.19 Time to expiry: 7 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 0.0000 0.00 0.36 0.5200S 0.0050S 0 0 0| 0 250,820 0 0 99000 CAB 0.0000 -0.04 0.52 0.6150S 0.0050 0 0 0| 0 215,203 0 0 99125 0.0100 0.0000 -0.50 0.19 0.2700S 0.0100 0 0 0| 250 160,837 +250 0 99250 0.1275 0.0000 -0.93 0.62 0.2950S 0.1250S 0 0 0| 0 24,050 0 0 Total 0 0 0| 250 1,767,486 +250 0 Options on Financial Futures 19:50 Page 8 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 99.065 (Dec 10) Indicative a-t-m Vol 0.34 Time to expiry: 42 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| 0 8,431 0 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 0.0000 -0.09 0.41 0.1850S 0.0050 0 0 0| 0 21,168 0 0 99000 0.0250 0.0000 -0.30 0.37 0.1900S 0.0200 0 0 0| 1,250 31,558 -257 0 99125 0.0775 +0.0025 -0.72 0.31 0.2950S 0.0650S 0 0 0| 1,000 26,100 +100 0 Total 0 0 0| 2,250 135,437 -157 0 | Nov 10 Underlying Price 99.065 (Dec 10) Indicative a-t-m Vol 0.35 Time to expiry: 70 Days | | 98500 CAB 0.0000 -0.01 0.56 0.0450 0.0300S 0 0 0| 0 1,500 0 0 98750 0.0050 -0.0025 -0.07 0.48 0.0900S 0.0050 0 0 0| 0 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 0.0000 -0.35 0.38 0.1850S 0.0300 0 0 0| 0 2,500 0 0 99125 0.0925 +0.0025 -0.66 0.32 0.1100S 0.0700S 0 0 0| 0 800 0 0 Total 0 0 0| 0 11,001 0 0 Options on Financial Futures 19:50 Page 9 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 99.065 Indicative a-t-m Vol 0.35 Time to expiry: 98 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 0.54 0.2800S 0.0050 0 0 0| 0 22,600 0 0 98250 CAB 0.0000 0.00 0.54 0.5350S 0.0050S 0 0 0| 0 129,662 -200 0 98375 CAB 0.0000 -0.01 0.54 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 0 0 0| 4,000 269,801 -2,394 0 98625 0.0050 0.0000 -0.04 0.50 0.3450S 0.0050S 0 0 0| 1,150 251,878 -750 0 98750 0.0100 0.0000 -0.09 0.46 0.7300S 0.0100S 0 0 0| 1,502 285,685 0 0 98875 0.0200 0.0225 +0.0025 -0.19 0.41 0.0200S 0.0200S 0.3050S 0.0150S 2,000 60 2,060| 140 226,742 +96 0 99000 0.0500 0.0500 +0.0050 -0.37 0.37 0.0500S 0.0450S 0.9100S 0.0350S 2,000 530 2,530| 12,870 234,749 -4,880 0 99125 0.1000 0.1000 0.0000 -0.64 0.32 0.1000S 0.1000S 0.3050S 0.0850S 0 500 500| 7,000 66,603 +4,500 0 99250 0.1950 +0.0050 -0.87 0.32 0.3500S 0.2500S 0 0 0| 0 17,500 0 0 Total 4,000 1,090 5,090| 26,662 1,937,291 -3,628 0 | Jan 11 Underlying Price 99.005 (Mar 11) Indicative a-t-m Vol 0.43 Time to expiry: 133 Days | | 98250 0.0050 0.0000 -0.03 0.67 0.0050 0.0050 0 0 0| 0 25 0 0 98500 0.0125 -0.0025 -0.07 0.59 0.0450 0.0450 0 0 0| 0 1,600 0 0 98625 0.0200 0.0200 -0.0025 -0.12 0.54 0.0200S 0.0200S 0.0350 0.0200S 33,000 2,000 35,000| 500 113,500 +500 0 98750 0.0325 -0.0050 -0.20 0.50 0.1100S 0.0300S 0 0 0| 1,000 185,500 +1,000 0 98875 0.0600 0.0575 -0.0050 -0.32 0.46 0.0600S 0.0600S 0.0900 0.0500S 33,000 2,000 35,000| 500 76,100 0 0 99000 0.1000 -0.0050 -0.49 0.43 0.2250S 0.0950S 0 0 0| 0 183,000 0 0 99125 0.1675 -0.0050 -0.69 0.40 0.2000S 0.1550S 0 0 0| 0 2,500 0 0 Total 66,000 4,000 70,000| 2,000 562,225 +1,500 0 Options on Financial Futures 19:50 Page 10 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 99.005 (Mar 11) Indicative a-t-m Vol 0.43 Time to expiry: 161 Days | | 99000 0.1100 -0.0025 -0.49 0.43 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.005 Indicative a-t-m Vol 0.43 Time to expiry: 189 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 0.00 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 0.68 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 0.0325 -0.0025 -0.16 0.54 0.2400S 0.0300S 0 0 0| 1,000 90,065 0 0 98750 0.0500 -0.0025 -0.24 0.50 0.8500S 0.0500S 0 0 0| 0 176,390 0 0 98875 0.0775 -0.0025 -0.35 0.47 0.2750S 0.0750S 0 0 0| 1,000 43,350 +1,000 0 99000 0.1225 -0.0025 -0.49 0.43 1.0500S 0.1050S 0 0 0| 0 177,505 0 0 99125 0.1850 -0.0075 -0.66 0.41 0.3950S 0.1700S 0 0 0| 0 22,420 0 0 Total 0 0 0| 2,000 998,030 +1,000 0 Options on Financial Futures 19:50 Page 11 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.950 Indicative a-t-m Vol 0.50 Time to expiry: 280 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 -0.01 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 0.0000 -0.06 0.81 0.0850 0.0350S 0 0 0| 0 2,000 0 0 98000 0.0250 0.0000 -0.08 0.78 0.6000 0.0250S 0 0 0| 0 47,578 0 0 98125 0.0300 -0.0025 -0.10 0.74 0.1200 0.0350 0 0 0| 0 34,775 0 0 98250 0.0375 -0.0025 -0.12 0.70 0.4300S 0.0400 0 0 0| 0 42,655 0 0 98375 0.0500 0.0450 -0.0050 -0.16 0.65 0.0500S 0.0500S 0.1750S 0.0500S 0 2,000 2,000| 100,000 110,355 +85,680 0 98500 0.0600 -0.0075 -0.20 0.62 0.4150S 0.0750S 0 0 0| 0 54,698 0 0 98625 0.0800 0.0800 -0.0050 -0.26 0.59 0.0800S 0.0800S 0.2600S 0.0800S 0 4,000 4,000| 211,000 305,500 +210,500 0 98750 0.1050 0.1100 -0.0075 -0.34 0.56 0.1050S 0.1050S 0.3750S 0.0950 0 1,000 1,000| 0 72,607 0 0 98875 0.1450 0.1500 -0.0050 -0.43 0.53 0.1450S 0.1450S 0.3550S 0.1400S 0 3,000 3,000| 111,000 218,000 +110,300 0 99000 0.1950 0.1925 -0.0100 -0.55 0.48 0.1950S 0.1950S 0.4100S 0.1800S 0 1,000 1,000| 1,050 48,777 +200 0 99125 0.2600 0.2575 -0.0125 -0.67 0.45 0.2600S 0.2600S 0.3850S 0.2600S 0 1,000 1,000| 0 1,150 0 0 Total 0 12,000 12,000| 423,050 1,248,129 +406,680 0 Options on Financial Futures 19:50 Page 12 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.890 Indicative a-t-m Vol 0.60 Time to expiry: 378 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 1.14 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 0.0450 -0.0050 -0.11 0.91 0.6200S 0.0400S 0 0 0| 0 8,000 0 0 98000 0.0650 0.0000 -0.14 0.84 0.4300S 0.0550S 0 0 0| 0 17,550 0 0 98250 0.0900 0.0000 -0.20 0.77 0.7150S 0.1750S 0 0 0| 0 15,050 0 0 98500 0.1250 -0.0100 -0.29 0.70 0.5150S 0.1050 0 0 0| 1,000 21,850 +500 0 98750 0.1900 -0.0050 -0.41 0.63 0.5500S 0.1850S 0 0 0| 300 18,625 0 0 99000 0.2850 -0.0100 -0.58 0.57 0.4950S 0.3200S 0 0 0| 0 7,250 0 0 Total 0 0 0| 1,300 169,546 +500 0 | Dec 11 Underlying Price 98.790 Indicative a-t-m Vol 0.66 Time to expiry: 469 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 0.0300 -0.0050 -0.06 1.17 0.1400S 0.0700S 0 0 0| 0 12,000 0 0 97000 0.0400 -0.0050 -0.07 1.11 0.2400S 0.0450 0 0 0| 0 11,050 0 0 97250 0.0500 -0.0050 -0.09 1.05 0.6200 0.1150 0 0 0| 0 6,350 0 0 97500 0.0650 -0.0050 -0.12 0.99 0.5900S 0.0750S 0 0 0| 0 17,600 0 0 97750 0.0850 -0.0050 -0.16 0.93 0.6150S 0.1700S 0 0 0| 3,000 16,665 +2,000 0 98000 0.1150 -0.0050 -0.21 0.87 0.5300S 0.1000S 0 0 0| 1,000 27,850 +1,000 0 98250 0.1500 0.1450 -0.0150 -0.27 0.79 0.1500S 0.1500S 0.4750S 0.1500S 0 10,000 10,000| 2,000 16,450 0 0 98500 0.2000 -0.0200 -0.36 0.73 0.4700S 0.2000S 0 0 0| 3,000 22,800 +2,650 0 98750 0.2850 0.2800 -0.0200 -0.48 0.67 0.2850S 0.2850S 0.5350S 0.2500S 0 10,000 10,000| 5,000 30,050 +2,000 0 99000 0.3950 -0.0200 -0.62 0.62 0.6250S 0.6100S 0 0 0| 0 500 0 0 Total 0 20,000 20,000| 14,000 228,662 +7,650 0 Options on Financial Futures 19:50 Page 13 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.700 Indicative a-t-m Vol 0.74 Time to expiry: 560 Days | | 95000 0.0150 0.0000 -0.02 1.49 0.0500 0.0250 0 0 0| 0 600 0 0 96000 0.0350 0.0000 -0.05 1.35 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 96250 0.0400 -0.0050 -0.06 1.30 0.0800 0.0800 0 0 0| 0 300 0 0 96500 0.0500 -0.0050 -0.07 1.25 0.1700S 0.0900S 0 0 0| 0 4,025 0 0 96750 0.0600 -0.0050 -0.09 1.19 0.1450 0.1400 0 0 0| 0 2,000 0 0 97000 0.0700 -0.0100 -0.11 1.14 0.2200S 0.0700S 0 0 0| 500 14,337 +500 0 97250 0.0900 -0.0050 -0.13 1.08 0 0 0| 0 2,000 0 0 97500 0.1150 -0.0050 -0.17 1.03 0.3200S 0.1300 0 0 0| 0 9,675 0 0 97750 0.1400 -0.0100 -0.21 0.97 0.4800S 0.1400S 0 0 0| 500 1,000 +250 0 98000 0.1800 -0.0100 -0.26 0.91 0.5400S 0.1950S 0 0 0| 0 5,250 0 0 98250 0.2300 -0.0100 -0.33 0.85 0.5350S 0.4600S 0 0 0| 0 8,100 0 0 98500 0.2950 -0.0150 -0.42 0.79 0.5600S 0.2900S 0 0 0| 500 13,825 0 0 98750 0.3850 0.3800 -0.0200 -0.52 0.72 0.3850S 0.3800S 0.4250S 0.3300S 0 1,000 1,000| 3,750 10,500 +3,000 0 99000 0.5000 -0.0200 -0.64 0.67 0 0 0| 0 1,000 0 0 Total 0 1,000 1,000| 5,250 73,612 +3,750 0 | Jun 12 Underlying Price 98.585 Indicative a-t-m Vol 0.81 Time to expiry: 651 Days | | 95000 0.0300 0.0000 -0.04 1.57 0.0650S 0.0650S 0 0 0| 0 500 0 0 95750 0.0500 0.0000 -0.06 1.41 0.0700S 0.0700S 0 0 0| 0 500 0 0 96250 0.0700 0.0000 -0.09 1.32 0.1200S 0.1200S 0 0 0| 0 750 0 0 97000 0.1150 -0.0050 -0.15 1.16 0.2000S 0.1950S 0 0 0| 0 12,700 0 0 97250 0.1400 -0.0050 -0.18 1.11 0.2300S 0.2250S 0 0 0| 0 1,250 0 0 97500 0.1700 -0.0050 -0.21 1.05 0.1650S 0.1650S 0 0 0| 0 4,000 0 0 98000 0.2550 -0.0050 -0.32 0.94 0 0 0| 0 3,500 0 0 98250 0.3150 -0.0100 -0.38 0.88 0.5550S 0.2800S 0 0 0| 1,000 14,350 +1,000 0 98500 0.3950 -0.0100 -0.47 0.83 0.5600S 0.3600S 0 0 0| 2,000 6,700 -750 0 98750 0.4900 -0.0150 -0.56 0.77 0.4800S 0.4400S 0 0 0| 6,000 9,500 +5,500 0 Total 0 0 0| 9,000 53,750 +5,750 0 | Total Puts 70,000 38,090 108,090| 485,762 7,185,169 +423,295 0 Options on Financial Futures 19:50 Page 14 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.890 (Sep 11) Indicative a-t-m Vol 0.70 Time to expiry: 7 Days | | 97250 1.6400 +0.0150 1.00 0.77 0.5350 0.4950 0 0 0| 0 280 0 0 97375 1.5150 +0.0150 1.00 0.87 0.4300 0.4250S 0 0 0| 0 1,500 0 0 97500 1.3900 +0.0150 1.00 0.87 0.3800S 0.3600 0 0 0| 0 203 0 0 97625 1.2650 +0.0150 1.00 0.88 0.4300S 0.2900S 0 0 0| 0 4,651 0 0 97750 1.1400 +0.0150 1.00 0.89 0.3500S 0.2400S 0 0 0| 0 5,250 0 0 97875 1.0150 +0.0150 1.00 0.96 0.4550S 0.1950S 0 0 0| 0 1,750 0 0 98000 0.8900 +0.0150 1.00 0.97 0.7300S 0.1050S 0 0 0| 0 39,071 0 0 98125 0.7650 +0.0150 1.00 0.99 0.3250S 0.1050S 0 0 0| 0 24,752 0 0 98250 0.6400 +0.0150 1.00 1.01 0.7250S 0.0700S 0 0 0| 0 34,799 0 0 98375 0.5150 +0.0150 1.00 1.03 0.4600S 0.0550S 0 0 0| 0 5,250 0 0 98500 0.3900 +0.0150 1.00 1.08 0.4400S 0.0650S 0 0 0| 0 14,765 0 0 98625 0.2700 +0.0150 0.95 1.19 0.3500 0.0500S 0 0 0| 0 19,356 0 0 98750 0.1500 +0.0150 0.86 0.95 0.2850S 0.0250S 0 0 0| 120 42,245 -120 0 98875 0.0450 0.0450 +0.0100 0.56 0.69 0.0450S 0.0450S 0.2050S 0.0100 0 250 250| 1,370 58,123 -1,250 0 99000 0.0050 0.0000 0.13 0.72 0.1300S 0.0050 0 0 0| 1,750 44,308 +728 0 99125 CAB 0.0000 0.01 0.77 0.0900S 0.0050S 0 0 0| 0 24,300 0 0 99250 CAB 0.0000 0.00 0.78 0.0500 0.0050 0 0 0| 0 29,367 0 0 99500 CAB 0.0000 0.00 0.73 0.0150S 0.0100S 0 0 0| 0 3,000 0 0 Total 0 250 250| 3,240 352,970 -642 0 | Oct 10 Underlying Price 98.790 (Dec 11) Indicative a-t-m Vol 0.67 Time to expiry: 42 Days | | 98500 0.3100 +0.0150 0.87 0.77 0.3700S 0.1900S 0 0 0| 250 1,500 +250 0 98625 0.2050 +0.0150 0.75 0.73 0.2400S 0.2400S 0 0 0| 0 250 0 0 98750 0.1150 +0.0100 0.57 0.69 0.1750 0.0700 0 0 0| 250 2,713 +250 0 98875 0.0500 +0.0050 0.35 0.64 0.1600S 0.0500S 0 0 0| 250 1,400 0 0 99000 0.0150 0.0000 0.15 0.60 0.0450S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0050 0.0000 0.06 0.63 0.0200S 0.0200S 0 0 0| 0 500 0 0 99250 CAB 0.0000 0.02 0.65 0.0050S 0.0050S 0 0 0| 0 1,500 0 0 Total 0 0 0| 750 12,363 +500 0 | Nov 10 Underlying Price 98.790 (Dec 11) Indicative a-t-m Vol 0.67 Time to expiry: 70 Days | | 98625 0.2250 +0.0100 0.70 0.72 0.1850S 0.1850S 0 0 0| 0 3,000 0 0 98750 0.1400 +0.0050 0.55 0.68 0.1150S 0.1150S 0 0 0| 0 3,000 0 0 98875 0.0750 0.0000 0.38 0.65 0.0650S 0.0650S 0 0 0| 0 3,000 0 0 99000 0.0350 0.0000 0.22 0.62 0.0700S 0.0350S 0 0 0| 0 7,500 0 0 99250 0.0050 0.0000 0.04 0.59 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 19:50 Page 15 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.790 (Dec 11) Indicative a-t-m Vol 0.66 Time to expiry: 98 Days | | 97375 1.4150 +0.0200 1.00 0.87 0.4450 0.4450 0 0 0| 0 10 0 0 97625 1.1650 +0.0200 1.00 0.88 0.3900S 0.3850S 0 0 0| 0 350 0 0 97750 1.0400 +0.0200 0.99 0.89 0.3700S 0.2700S 0 0 0| 0 10,750 0 0 97875 0.9200 +0.0200 0.97 0.93 0.3150S 0.3150S 0 0 0| 0 3,000 0 0 98000 0.8000 +0.0200 0.95 0.93 0.3500S 0.1200 0 0 0| 0 16,750 0 0 98125 0.6800 +0.0200 0.93 0.90 0.2850S 0.2600S 0 0 0| 0 2,250 0 0 98250 0.5650 +0.0200 0.89 0.86 0.5800S 0.1100S 0 0 0| 0 12,500 0 0 98375 0.4500 +0.0150 0.84 0.83 0.2550S 0.1150S 0 0 0| 0 3,750 0 0 98500 0.3450 +0.0150 0.76 0.79 0.4500S 0.0850S 0 0 0| 0 88,700 0 0 98625 0.2500 +0.0150 0.67 0.74 0.3200S 0.0600S 0 0 0| 0 10,250 0 0 98750 0.1600 +0.0100 0.55 0.68 0.2500S 0.0250 0 0 0| 20,000 108,235 +18,500 0 98875 0.0900 +0.0050 0.40 0.62 0.1450S 0.0350S 0 0 0| 550 136,500 0 0 99000 0.0500 +0.0050 0.25 0.62 0.1050S 0.0250S 0 0 0| 2,000 47,871 +750 0 99125 0.0250 +0.0050 0.15 0.62 0.0650S 0.0150S 0 0 0| 0 13,000 0 0 99250 0.0100 0.0000 0.08 0.62 0.0150S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 0 0| 22,550 457,916 +19,250 0 | Jan 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 133 Days | | 98625 0.2250 +0.0050 0.57 0.77 0 0 0| 0 0 0 0 98875 0.0950 -0.0050 0.34 0.71 0.1500S 0.0600S 0 0 0| 0 1,500 0 0 99000 0.0550 -0.0050 0.23 0.69 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 98.700 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 161 Days | | 98625 0.2400 +0.0050 0.56 0.76 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.71 Time to expiry: 189 Days | | 98000 0.7450 +0.0150 0.86 0.92 0.3900S 0.3900S 0 0 0| 0 1,000 0 0 98375 0.4250 +0.0150 0.72 0.79 0.3250S 0.1400S 0 0 0| 0 5,000 0 0 98500 0.3300 +0.0100 0.65 0.76 0.3200S 0.2450S 0 0 0| 0 10,750 0 0 98625 0.2450 +0.0050 0.56 0.72 0.3150S 0.1900 0 0 0| 250 4,000 +250 0 98750 0.1750 +0.0050 0.46 0.70 0.2650S 0.0500S 0 0 0| 0 29,500 0 0 98875 0.1150 +0.0050 0.36 0.67 0.1850S 0.1100S 0 0 0| 20,000 40,500 +20,000 0 99000 0.0700 +0.0050 0.26 0.64 0.0850S 0.0600S 6,000 0 6,000| 10,000 12,000 +8,000 0 99125 0.0350 0.0400 +0.0050 0.17 0.62 0.0350S 0.0350S 0.0950S 0.0250S 6,000 1,500 7,500| 0 27,000 0 0 99250 0.0200 0.0000 0.10 0.61 0 0 0| 0 1,000 0 0 99375 0.0100 0.0000 0.06 0.61 0 0 0| 0 1,000 0 0 Total 12,000 1,500 13,500| 30,250 131,750 +28,250 0 Options on Financial Futures 19:50 Page 16 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.585 (Jun 12) Indicative a-t-m Vol 0.79 Time to expiry: 280 Days | | 98250 0.4950 +0.0200 0.68 0.86 0.3800S 0.3600S 0 0 0| 0 800 0 0 98375 0.4050 +0.0200 0.62 0.83 0.3250S 0.3200S 0 0 0| 0 250 0 0 98500 0.3250 +0.0200 0.55 0.81 0.3750S 0.2700S 0 0 0| 2,950 7,575 +2,950 0 98625 0.2500 +0.0200 0.48 0.78 0.2550S 0.2550S 0 0 0| 250 250 +250 0 98750 0.1850 +0.0150 0.40 0.75 0.1900S 0.1450S 0 0 0| 0 2,500 0 0 99125 0.0450 0.0500 +0.0050 0.17 0.65 0.0450S 0.0450S 0.0500 0.0450S 0 1,500 1,500| 3,750 9,750 +3,750 0 99250 0.0300 +0.0050 0.12 0.64 0.0400S 0.0250S 0 0 0| 0 500 0 0 Total 0 1,500 1,500| 6,950 21,625 +6,950 0 | Total Calls 12,000 3,250 15,250| 63,740 1,003,624 +54,308 0 Options on Financial Futures 19:50 Page 17 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.890 (Sep 11) Indicative a-t-m Vol 0.70 Time to expiry: 7 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 0.87 0.4950S 0.1600S 0 0 0| 0 1,250 0 0 97500 CAB 0.0000 0.00 0.87 0.4200S 0.0100 0 0 0| 0 15,752 0 0 97625 CAB 0.0000 0.00 0.88 0.4050S 0.0150S 0 0 0| 0 12,060 0 0 97750 CAB 0.0000 0.00 0.89 0.3700S 0.0050 0 0 0| 0 6,587 0 0 97875 CAB 0.0000 0.00 0.96 0.3250S 0.0100 0 0 0| 0 10,790 0 0 98000 CAB 0.0000 0.00 0.97 0.6200S 0.0100S 0 0 0| 0 7,042 0 0 98125 CAB 0.0000 0.00 0.99 0.2650S 0.0150 0 0 0| 0 4,000 0 0 98250 CAB 0.0000 0.00 1.01 0.7600S 0.0100S 0 0 0| 0 38,779 0 0 98375 CAB 0.0000 0.00 1.03 0.2100S 0.0250S 0 0 0| 0 56,430 0 0 98500 CAB 0.0000 0.00 1.08 0.2400S 0.0050 0 0 0| 0 31,217 0 0 98625 0.0050 0.0000 -0.05 1.19 0.1650S 0.0050S 0 0 0| 0 46,575 0 0 98750 0.0100 0.0000 -0.14 0.95 0.2300S 0.0050 0 0 0| 5,000 83,152 +2,500 0 98875 0.0300 0.0300 -0.0050 -0.44 0.69 0.0300S 0.0300S 0.2300S 0.0150S 0 250 250| 8,650 51,112 +6,500 0 99000 0.1150 -0.0150 -0.87 0.72 0.2450S 0.0600S 0 0 0| 0 3,000 0 0 Total 0 250 250| 13,650 440,404 +9,000 0 | Oct 10 Underlying Price 98.790 (Dec 11) Indicative a-t-m Vol 0.67 Time to expiry: 42 Days | | 97250 CAB 0.0000 0.00 0.80 0 0 0| 0 750 0 0 97375 CAB 0.0000 0.00 0.80 0 0 0| 0 750 0 0 97750 CAB 0.0000 0.00 0.80 0 0 0| 0 750 0 0 97875 CAB 0.0000 0.00 0.80 0.0350S 0.0350S 0 0 0| 0 4,000 0 0 98125 CAB 0.0000 -0.01 0.81 0 0 0| 0 1,500 0 0 98250 0.0050 0.0000 -0.03 0.84 0 0 0| 0 750 0 0 98375 0.0100 0.0000 -0.06 0.81 0.0250S 0.0050S 0 0 0| 200 2,400 +200 0 98500 0.0200 -0.0050 -0.13 0.77 0.1000S 0.0150S 0 0 0| 200 3,025 +75 0 98625 0.0400 -0.0050 -0.25 0.73 0.0600S 0.0300S 0 0 0| 200 2,400 +200 0 98750 0.0750 -0.0100 -0.43 0.69 0.1050S 0.0650S 0 0 0| 200 2,463 +200 0 98875 0.1350 -0.0150 -0.65 0.64 0.1200S 0.1200S 0 0 0| 0 400 0 0 Total 0 0 0| 800 19,188 +675 0 Options on Financial Futures 19:50 Page 18 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.790 (Dec 11) Indicative a-t-m Vol 0.67 Time to expiry: 70 Days | | 98500 0.0350 -0.0100 -0.19 0.76 0.0300S 0.0300S 0 0 0| 0 960 0 0 98625 0.0600 -0.0100 -0.30 0.72 0.0500S 0.0500S 0 0 0| 0 100 0 0 98750 0.1000 -0.0150 -0.45 0.68 0.0900S 0.0800S 0 0 0| 0 960 0 0 98875 0.1600 -0.0200 -0.62 0.65 0.1400S 0.1400S 0 0 0| 0 100 0 0 Total 0 0 0| 0 2,120 0 0 | Dec 10 Underlying Price 98.790 (Dec 11) Indicative a-t-m Vol 0.66 Time to expiry: 98 Days | | 95250 CAB 0.0000 0.00 0.88 0 0 0| 0 16,000 0 0 95750 CAB 0.0000 0.00 0.88 0.0150 0.0150 0 0 0| 0 8,000 0 0 96000 CAB 0.0000 0.00 0.88 0 0 0| 0 14,000 0 0 96500 CAB 0.0000 0.00 0.87 0.1750S 0.1100S 0 0 0| 0 10,000 0 0 96750 CAB 0.0000 0.00 0.87 0.0500S 0.0500S 0 0 0| 0 1,000 0 0 97000 CAB 0.0000 0.00 0.87 0.2950S 0.0050S 0 0 0| 0 31,900 0 0 97125 CAB 0.0000 0.00 0.87 0.0750S 0.0650S 0 0 0| 0 1,500 0 0 97250 CAB 0.0000 0.00 0.87 0.1050S 0.0450S 0 0 0| 0 1,000 0 0 97375 CAB 0.0000 0.00 0.87 0.1650S 0.1650S 0 0 0| 0 2,500 0 0 97500 CAB 0.0000 0.00 0.87 0.1750 0.0200S 0 0 0| 0 15,400 0 0 97625 CAB 0.0000 0.00 0.88 0.3900S 0.3900S 0 0 0| 0 350 0 0 97750 CAB 0.0000 -0.01 0.89 0.4400S 0.0900S 0 0 0| 0 6,500 0 0 97875 0.0050 0.0000 -0.03 0.93 0.3400S 0.3400S 0 0 0| 0 6,500 0 0 98000 0.0100 0.0000 -0.05 0.93 0.3300S 0.0100S 0 0 0| 20,000 27,500 -9,020 0 98125 0.0150 0.0000 -0.07 0.90 0.3200S 0.0300S 0 0 0| 0 9,800 0 0 98250 0.0200 0.0250 0.0000 -0.11 0.86 0.0200S 0.0200S 0.3200S 0.0200S 0 500 500| 25,500 47,550 +800 0 98375 0.0350 -0.0050 -0.16 0.83 0.3400S 0.0450S 0 0 0| 1,000 3,750 +750 0 98500 0.0550 0.0550 -0.0050 -0.24 0.79 0.0550S 0.0500S 0.2900S 0.0500S 0 1,000 1,000| 11,500 49,000 +10,750 0 98625 0.0900 0.0850 -0.0050 -0.33 0.74 0.0900S 0.0900S 0.3350S 0.0750S 0 500 500| 1,000 10,750 +1,000 0 98750 0.1150 0.1200 -0.0100 -0.45 0.68 0.1150S 0.1150S 0.3250S 0.0950S 0 500 500| 6,500 14,940 +4,640 0 98875 0.1900 0.1750 -0.0150 -0.60 0.62 0.1900S 0.1900S 0.1900S 0.1500S 0 500 500| 550 2,800 +50 0 Total 0 3,000 3,000| 66,050 280,740 +8,970 0 | Jan 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 133 Days | | 98000 0.0300 -0.0050 -0.11 0.96 0.0250S 0.0250S 0 0 0| 0 500 0 0 98250 0.0550 -0.0100 -0.19 0.86 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98500 0.1050 -0.0150 -0.34 0.80 0.0750S 0.0750S 0 0 0| 0 500 0 0 98625 0.1500 -0.0150 -0.43 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 2,000 0 0 | Feb 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.75 Time to expiry: 161 Days | | 98625 0.1650 -0.0150 -0.44 0.76 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 19:50 Page 19 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.700 (Mar 12) Indicative a-t-m Vol 0.71 Time to expiry: 189 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 -0.04 1.10 0 0 0| 0 1,500 0 0 97750 0.0300 0.0000 -0.09 1.00 0.0850S 0.0850S 0 0 0| 0 1,000 0 0 98000 0.0450 -0.0050 -0.14 0.92 0.3200S 0.1000S 0 0 0| 0 9,250 0 0 98125 0.0600 -0.0050 -0.18 0.88 0.0650 0.0650 0 0 0| 0 2,000 0 0 98250 0.0750 -0.0050 -0.22 0.83 0.2050S 0.0750 0 0 0| 23,000 26,750 +21,450 0 98375 0.1000 -0.0050 -0.28 0.79 0 0 0| 7,000 7,500 +6,000 0 98500 0.1300 -0.0100 -0.35 0.76 0.3350S 0.1750S 0 0 0| 0 15,500 0 0 98625 0.1700 -0.0150 -0.44 0.72 0.1950S 0.1700S 0 0 0| 23,250 23,000 +22,750 0 98750 0.2250 -0.0150 -0.54 0.70 0.2100S 0.2100S 0 0 0| 7,000 10,000 +6,000 0 98875 0.2900 -0.0150 -0.64 0.67 0.2250S 0.2250S 0 0 0| 0 500 0 0 Total 0 0 0| 60,250 100,850 +56,200 0 | Jun 11 Underlying Price 98.585 (Jun 12) Indicative a-t-m Vol 0.79 Time to expiry: 280 Days | | 97875 0.0850 +0.0050 -0.19 0.93 0.0950 0.0950 0 0 0| 500 4,500 +500 0 98000 0.1050 +0.0050 -0.23 0.91 0.1000S 0.1000S 0 0 0| 0 3,000 0 0 98250 0.1600 0.0000 -0.32 0.86 0.3350S 0.3300S 0 0 0| 0 800 0 0 98375 0.1950 0.0000 -0.38 0.83 0.3400S 0.3200S 0 0 0| 0 250 0 0 98500 0.2400 0.0000 -0.45 0.81 0.2600S 0.2600S 0 0 0| 0 500 0 0 98625 0.2900 0.0000 -0.52 0.78 0.2750S 0.2750S 0 0 0| 250 250 +250 0 Total 0 0 0| 750 9,300 +750 0 | Total Puts 0 3,250 3,250| 141,500 854,602 +75,595 0 Options on Financial Futures 19:50 Page 20 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.475 (Sep 12) Indicative a-t-m Vol 0.67 Time to expiry: 7 Days | | 98500 0.0250 0.0000 0.39 0.66 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 98750 CAB 0.0000 0.00 0.71 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 98.345 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 42 Days | | 98375 0.0950 +0.0050 0.46 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.345 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 70 Days | | 98375 0.1250 +0.0100 0.47 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.345 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 98 Days | | 98375 0.1450 +0.0100 0.47 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.240 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 189 Days | | 98250 0.2450 +0.0100 0.49 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.115 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 280 Days | | 98125 0.3150 +0.0100 0.50 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 8,000 0 0 Options on Financial Futures 19:50 Page 21 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.475 (Sep 12) Indicative a-t-m Vol 0.67 Time to expiry: 7 Days | | 98500 0.0500 -0.0200 -0.61 0.66 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 98.345 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 42 Days | | 98375 0.1250 -0.0150 -0.54 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.345 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 70 Days | | 98375 0.1550 -0.0100 -0.53 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.345 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 98 Days | | 98375 0.1750 -0.0100 -0.53 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.240 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 189 Days | | 98250 0.2550 -0.0100 -0.51 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.115 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 280 Days | | 98125 0.3250 -0.0150 -0.50 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 19:50 Page 22 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 99.270 Indicative a-t-m Vol 0.20 Time to expiry: 9 Days | | 95000 4.2700 +0.0100 1.00 0.72 0.8250S 0.8250S 0 0 0| 0 200 0 0 95250 4.0200 +0.0100 1.00 0.72 2.5200 0.6300S 0 0 0| 0 1,450 0 0 96000 3.2700 +0.0100 1.00 0.72 1.8650 0.4300S 0 0 0| 0 1,800 0 0 96250 3.0200 +0.0100 1.00 0.72 1.8000 0.3450S 0 0 0| 0 900 0 0 96500 2.7700 +0.0100 1.00 0.72 1.3050 0.3600S 0 0 0| 0 1,750 0 0 96750 2.5200 +0.0100 1.00 0.72 1.1400 0.3950S 0 0 0| 0 350 0 0 97000 2.2700 +0.0100 1.00 0.72 0.9650S 0.1300S 0 0 0| 0 2,925 0 0 97250 2.0200 +0.0100 1.00 0.72 0.6700S 0.5800S 0 0 0| 0 4,500 0 0 97500 1.7700 +0.0100 1.00 0.72 0.8100S 0.4700S 0 0 0| 0 7,100 0 0 97750 1.5200 +0.0100 1.00 0.72 1.3050S 0.2400S 0 0 0| 0 6,460 0 0 98000 1.2700 +0.0100 1.00 0.72 1.0650S 0.1300S 0 0 0| 0 12,660 0 0 98125 1.1450 +0.0100 1.00 0.72 0.5400S 0.5300S 0 0 0| 0 1,040 0 0 98250 1.0200 +0.0100 1.00 0.72 0.8250S 0.1400S 0 0 0| 0 11,096 0 0 98375 0.8950 +0.0100 1.00 0.72 0.4450S 0.3850 0 0 0| 0 1,550 0 0 98500 0.7700 +0.0100 1.00 0.72 0.6950S 0.0650S 0 0 0| 0 26,455 0 0 98625 0.6450 +0.0100 1.00 0.72 0.4150S 0.3250S 0 0 0| 0 8,750 0 0 98750 0.5200 +0.0100 1.00 0.72 0.5200S 0.0750S 0 0 0| 0 21,355 0 0 98875 0.3950 +0.0100 1.00 0.72 0.3050S 0.1800 0 0 0| 0 11,159 0 0 99000 0.2700 +0.0075 0.99 0.71 0.2750S 0.0100S 0 0 0| 0 47,707 0 0 99125 0.1400 0.1475 +0.0075 0.95 0.58 0.1400S 0.1400S 0.1650S 0.0500S 0 750 750| 250 70,505 0 0 99250 0.0250 0.0250 0.0000 0.71 0.20 0.0250S 0.0250S 0.1000 0.0100S 0 1,250 1,250| 500 71,402 0 0 99375 0.0050 CAB 0.0000 0.00 0.20 0.0050S 0.0050S 0.0600 0.0050S 0 250 250| 250 203,005 +50 0 99500 CAB 0.0000 0.00 0.20 0.0300S 0.0050S 0 0 0| 0 122,538 0 0 99625 CAB 0.0000 0.00 0.20 0.0100S 0.0050S 0 0 0| 0 33,500 0 0 99750 CAB 0.0000 0.00 0.20 0.0100S 0.0050S 0 0 0| 0 16,500 0 0 99875 CAB 0.0000 0.00 0.21 0 0 0| 0 4,000 0 0 Total 0 2,250 2,250| 1,000 690,657 +50 0 | Oct 10 Underlying Price 99.190 (Dec 10) Indicative a-t-m Vol 0.35 Time to expiry: 44 Days | | 99125 0.0975 -0.0075 0.67 0.42 0 0 0| 0 5,000 0 0 99250 0.0175 -0.0025 0.27 0.28 0.0200S 0.0200S 0 0 0| 0 10,500 0 0 99375 0.0025 0.0000 0.04 0.29 0 0 0| 0 5,000 0 0 Total 0 0 0| 0 20,500 0 0 | Nov 10 Underlying Price 99.190 (Dec 10) Indicative a-t-m Vol 0.38 Time to expiry: 72 Days | | 99250 0.0325 -0.0050 0.34 0.32 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 19:50 Page 23 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 99.190 Indicative a-t-m Vol 0.36 Time to expiry: 100 Days | | 97000 2.1900 -0.0100 1.00 0.76 1.4150S 0.5600S 0 0 0| 0 10,341 0 0 97250 1.9400 -0.0100 1.00 0.76 0.6700 0.4100S 0 0 0| 0 1,954 0 0 97500 1.6900 -0.0100 1.00 0.76 1.4150 0.2650S 0 0 0| 0 8,706 0 0 97750 1.4400 -0.0100 1.00 0.76 0.5650S 0.2250S 0 0 0| 0 2,060 0 0 97875 1.3150 -0.0100 1.00 0.76 0.5850S 0.5850S 0 0 0| 0 15 0 0 98000 1.1900 -0.0100 1.00 0.76 0.9550S 0.1450S 0 0 0| 0 22,895 0 0 98125 1.0650 -0.0100 1.00 0.76 0.8300S 0.4800S 0 0 0| 0 750 0 0 98250 0.9425 -0.0100 0.98 0.84 0.7900S 0.0750S 0 0 0| 0 7,037 0 0 98375 0.8200 -0.0100 0.97 0.85 0.6800S 0.3700 0 0 0| 0 6,760 0 0 98500 0.6975 -0.0100 0.95 0.79 0.7250S 0.0500S 0 0 0| 0 37,505 0 0 98625 0.5750 -0.0100 0.94 0.70 0.3800S 0.2650S 0 0 0| 0 6,450 0 0 98750 0.4525 -0.0100 0.91 0.63 0.4900S 0.0350S 0 0 0| 0 73,462 0 0 98875 0.3350 -0.0100 0.86 0.56 0.3250S 0.1650S 0 0 0| 0 18,700 0 0 99000 0.2225 -0.0075 0.78 0.47 0.2600S 0.0050S 0 0 0| 500 73,268 +500 0 99125 0.1200 -0.0075 0.62 0.40 0.1650 0.0400 0 0 0| 1,020 51,464 +980 0 99250 0.0400 0.0400 -0.0100 0.36 0.32 0.0400 0.0400 0.0750 0.0050S 9,000 4,000 13,000| 1,500 166,268 +500 0 99375 0.0075 0.0000 0.11 0.28 0.0400 0.0050S 0 0 0| 0 89,575 0 0 99500 0.0025 0.0000 0.02 0.30 0.0350S 0.0050S 0 0 0| 0 68,800 0 0 99625 CAB 0.0000 0.00 0.31 0.0100S 0.0050S 0 0 0| 0 24,500 0 0 99750 CAB 0.0000 0.00 0.31 0.0100 CAB 0 0 0| 0 18,498 0 0 Total 9,000 4,000 13,000| 3,020 689,008 +1,980 0 Options on Financial Futures 19:50 Page 24 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 0.45 Time to expiry: 191 Days | | 96250 2.8900 0.0000 1.00 1.07 2.1200S 0.7200S 0 0 0| 0 3,000 0 0 96500 2.6400 0.0000 1.00 1.07 0.7350S 0.7350S 0 0 0| 0 500 0 0 96750 2.3900 0.0000 1.00 1.07 0.7850S 0.6800S 0 0 0| 0 1,500 0 0 97000 2.1400 0.0000 1.00 1.07 1.4200S 0.5350S 0 0 0| 0 1,705 0 0 97250 1.8950 0.0000 0.99 1.21 0.9200 0.5000 0 0 0| 0 3,750 0 0 97500 1.6500 0.0000 0.97 1.20 0.6850S 0.2400S 0 0 0| 0 8,623 0 0 97750 1.4050 0.0000 0.96 1.13 0.9500S 0.3100 0 0 0| 0 3,255 0 0 98000 1.1600 0.0000 0.94 1.03 0.6600S 0.1400S 0 0 0| 0 8,315 0 0 98250 0.9175 -0.0025 0.91 0.92 0.6350 0.1100S 0 0 0| 0 4,950 0 0 98500 0.6775 -0.0050 0.87 0.80 0.7100S 0.0500S 0 0 0| 0 17,970 0 0 98625 0.5600 -0.0050 0.84 0.73 0.4750 0.2600S 0 0 0| 0 6,852 0 0 98750 0.4475 -0.0050 0.79 0.67 0.4850 0.0300S 0 0 0| 0 16,327 0 0 98875 0.3375 -0.0050 0.73 0.61 0.3600S 0.1800S 0 0 0| 1,000 25,420 +1,000 0 99000 0.2350 -0.0075 0.64 0.54 0.2750S 0.0200S 0 0 0| 1,000 66,825 +1,000 0 99125 0.1400 -0.0075 0.52 0.46 0.1700S 0.0450S 0 0 0| 1,000 57,725 0 0 99250 0.0625 -0.0050 0.34 0.38 0.0900S 0.0200S 0 0 0| 1,000 78,150 0 0 99375 0.0250 -0.0025 0.18 0.35 0.0450S 0.0050S 0 0 0| 0 37,122 0 0 99500 0.0100 -0.0025 0.08 0.36 0.0200S 0.0050S 0 0 0| 0 34,000 0 0 99625 0.0050 0.0000 0.04 0.38 0 0 0| 0 5,000 0 0 99750 0.0025 0.0000 0.01 0.39 0 0 0| 0 25,000 0 0 Total 0 0 0| 4,000 405,989 +2,000 0 | Jun 11 Underlying Price 99.070 Indicative a-t-m Vol 0.57 Time to expiry: 282 Days | | 96250 2.8250 +0.0100 0.99 1.40 0.8850S 0.7400S 0 0 0| 0 870 0 0 96500 2.5800 +0.0100 0.98 1.44 1.2700S 0.5500 0 0 0| 0 2,250 0 0 96750 2.3350 +0.0100 0.97 1.43 1.7400S 0.7050S 0 0 0| 0 1,500 0 0 97000 2.0900 +0.0100 0.96 1.37 1.2400 0.3700S 0 0 0| 0 6,750 0 0 97250 1.8450 +0.0100 0.95 1.29 1.0900S 0.6900S 0 0 0| 0 3,500 0 0 97500 1.6000 +0.0100 0.94 1.19 0.8700 0.2250S 0 0 0| 0 12,144 0 0 97750 1.3550 +0.0050 0.92 1.09 0.7650S 0.7650S 0 0 0| 0 500 0 0 98000 1.1150 +0.0025 0.89 1.00 0.9100S 0.1350S 0 0 0| 0 13,044 0 0 98250 0.8800 0.0000 0.85 0.91 0.7550S 0.1050 0 0 0| 0 7,826 0 0 98500 0.6525 0.0000 0.79 0.81 0.5650S 0.0600S 0 0 0| 0 11,050 0 0 98750 0.4375 +0.0025 0.70 0.71 0.4700 0.1000S 0 0 0| 30 13,832 +4 0 98875 0.3375 +0.0025 0.64 0.65 0.3500S 0.2450S 0 0 0| 0 6,400 0 0 99000 0.2475 0.0000 0.55 0.60 0.2750S 0.0300S 0 0 0| 0 34,700 0 0 99125 0.1650 -0.0025 0.46 0.55 0.1700S 0.0800S 0 0 0| 0 7,600 0 0 99250 0.1025 -0.0025 0.34 0.51 0.1100S 0.0200 0 0 0| 0 45,760 0 0 99375 0.0525 -0.0050 0.23 0.47 0.0450S 0.0150S 0 0 0| 0 15,300 0 0 99500 0.0250 -0.0025 0.13 0.44 0.0350S 0.0050S 0 0 0| 0 17,250 0 0 99750 0.0050 0.0000 0.03 0.42 0.0250S 0.0250S 0 0 0| 0 11,000 0 0 Total 0 0 0| 30 211,276 +4 0 Options on Financial Futures 19:50 Page 25 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.970 Indicative a-t-m Vol 0.64 Time to expiry: 380 Days | | 96250 2.7550 +0.0200 0.95 1.65 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 2.5100 +0.0200 0.94 1.57 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 2.2650 +0.0200 0.93 1.49 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 2.0200 +0.0150 0.92 1.39 0.8200S 0.6800S 0 0 0| 0 4,250 0 0 97500 1.5350 +0.0100 0.89 1.21 0.7800 0.7800 0 0 0| 0 10 0 0 97750 1.3000 +0.0150 0.86 1.12 0.7500S 0.5100S 0 0 0| 0 7,130 0 0 98000 1.0650 +0.0150 0.83 1.01 0.5350 0.2850S 0 0 0| 0 3,500 0 0 98250 0.8350 +0.0100 0.78 0.92 0.5050S 0.2900 0 0 0| 0 627 0 0 98500 0.6200 +0.0100 0.71 0.83 0.4550S 0.1100S 0 0 0| 0 10,350 0 0 98750 0.4200 0.0000 0.62 0.73 0.3400S 0.1150 0 0 0| 0 6,690 0 0 99000 0.2400 -0.0100 0.48 0.63 0.2800S 0.0400S 0 0 0| 0 16,175 0 0 99250 0.1000 0.1050 -0.0150 0.30 0.53 0.1000S 0.1000S 0.1250S 0.0200 0 500 500| 0 12,100 0 0 99500 0.0200 0.0200 -0.0150 0.11 0.42 0.0200S 0.0200S 0.0300S 0.0050S 0 500 500| 0 3,500 0 0 Total 0 1,000 1,000| 0 68,682 0 0 | Dec 11 Underlying Price 98.820 Indicative a-t-m Vol 0.76 Time to expiry: 471 Days | | 96500 2.3850 +0.0200 0.92 1.51 0.9000S 0.8350S 0 0 0| 0 1,150 0 0 96750 2.1450 +0.0200 0.90 1.43 0.8300S 0.7550S 0 0 0| 0 1,100 0 0 97000 1.9050 +0.0200 0.89 1.35 0.9650S 0.7300S 0 0 0| 0 6,500 0 0 97250 1.6650 +0.0200 0.87 1.28 0.7300 0.6700S 0 0 0| 0 4,638 0 0 97500 1.4350 +0.0200 0.84 1.20 0.6750S 0.5500S 0 0 0| 0 1,700 0 0 97750 1.2050 +0.0150 0.81 1.12 0.7100S 0.5350S 0 0 0| 0 2,475 0 0 98000 0.9850 +0.0150 0.76 1.04 0.6550S 0.3450 0 0 0| 0 3,366 0 0 98250 0.7700 +0.0050 0.70 0.96 0.5900S 0.2600 0 0 0| 0 4,400 0 0 98500 0.5750 +0.0100 0.63 0.88 0.4400 0.1200 0 0 0| 0 13,280 0 0 98750 0.3900 +0.0100 0.53 0.79 0.3550S 0.0900 0 0 0| 0 8,000 0 0 99000 0.2200 0.2250 0.0000 0.41 0.69 0.2200S 0.2200S 0.2200S 0.0600S 0 500 500| 0 9,119 0 0 99250 0.1050 0.1000 -0.0050 0.26 0.58 0.1050S 0.0950S 0.1050S 0.0550S 0 1,250 1,250| 0 9,000 0 0 99500 0.0250 0.0200 -0.0100 0.09 0.46 0.0250S 0.0200S 0.0250S 0.0150S 0 1,000 1,000| 0 1,250 0 0 Total 0 2,750 2,750| 0 65,978 0 0 Options on Financial Futures 19:50 Page 26 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.660 Indicative a-t-m Vol 0.85 Time to expiry: 562 Days | | 97000 1.7700 +0.0250 0.86 1.27 0.7800S 0.7800S 0 0 0| 0 250 0 0 97250 1.5400 +0.0250 0.83 1.20 0.7200S 0.6250S 0 0 0| 0 2,000 0 0 97750 1.1000 +0.0200 0.76 1.08 0.7200S 0.6200S 0 0 0| 0 1,125 0 0 98000 0.8950 +0.0200 0.70 1.02 0.6200S 0.5050S 0 0 0| 0 2,500 0 0 98250 0.7000 +0.0150 0.64 0.95 0.5300 0.4700 0 0 0| 0 2,100 0 0 98500 0.5200 +0.0100 0.56 0.89 0.4800S 0.1300S 0 0 0| 0 4,550 0 0 98750 0.3600 +0.0100 0.47 0.83 0.2400S 0.2400S 0 0 0| 0 500 0 0 99000 0.2250 +0.0050 0.36 0.76 0.1950S 0.1000S 0 0 0| 0 9,200 0 0 99250 0.1200 +0.0100 0.24 0.68 0.0950S 0.0500S 0 0 0| 0 8,350 0 0 99500 0.0400 0.0000 0.12 0.58 0.0350S 0.0200 0 0 0| 0 2,025 0 0 Total 0 0 0| 0 32,600 0 0 | Jun 12 Underlying Price 98.480 Indicative a-t-m Vol 0.91 Time to expiry: 653 Days | | 98250 0.6300 +0.0200 0.57 0.97 0.4900S 0.4900S 0 0 0| 0 250 0 0 98500 0.4650 +0.0150 0.50 0.91 0 0 0| 0 0 0 0 98750 0.3150 +0.0150 0.40 0.83 0.3350S 0.3200S 0 0 0| 0 1,000 0 0 99250 0.0950 +0.0100 0.19 0.67 0.0900S 0.0700S 0 0 0| 0 3,500 0 0 99500 0.0350 0.0000 0.10 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 9,000 10,000 19,000| 8,050 2,190,690 +4,034 0 Options on Financial Futures 19:50 Page 27 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 99.270 Indicative a-t-m Vol 0.20 Time to expiry: 9 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 0.00 0.72 0.2700S CAB 0 0 0| 0 50,619 0 0 99000 CAB -0.0025 -0.01 0.71 0.2550 0.0050S 0 0 0| 0 41,779 0 0 99125 0.0025 -0.0025 -0.05 0.58 0.3000S 0.0050S 0 0 0| 0 42,370 0 0 99250 0.0050 0.0050 -0.0100 -0.29 0.20 0.0050S 0.0050S 0.8150S 0.0050S 0 250 250| 0 21,535 0 0 99375 0.1050 -0.0100 -1.00 0.20 0.9150S 0.1100S 0 0 0| 0 3,749 0 0 Total 0 250 250| 0 496,314 0 0 Options on Financial Futures 19:50 Page 28 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 99.190 (Dec 10) Indicative a-t-m Vol 0.35 Time to expiry: 44 Days | | 99000 0.0175 0.0000 -0.16 0.55 0.0200S 0.0150S 0 0 0| 0 1,000 0 0 99125 0.0325 +0.0025 -0.33 0.42 0.0500S 0.0300S 0 0 0| 0 1,500 0 0 99250 0.0775 +0.0075 -0.73 0.28 0 0 0| 0 0 0 0 Total 0 0 0| 0 2,500 0 0 | Nov 10 Underlying Price 99.190 (Dec 10) Indicative a-t-m Vol 0.38 Time to expiry: 72 Days | | 99250 0.0925 +0.0050 -0.66 0.32 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 19:50 Page 29 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 99.190 Indicative a-t-m Vol 0.36 Time to expiry: 100 Days | | 89000 CAB 0.0000 0.00 0.76 0.0150S CAB 0 0 0| 0 365 0 0 89500 CAB 0.0000 0.00 0.76 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 0.76 0 0 0| 0 2,000 0 0 92000 CAB 0.0000 0.00 0.76 0.0300 0.0050S 0 0 0| 0 1,550 0 0 93125 CAB 0.0000 0.00 0.76 0.0150 0.0150 0 0 0| 0 25 0 0 93750 CAB 0.0000 0.00 0.76 0.0800 0.0800 0 0 0| 0 3 0 0 94000 CAB 0.0000 0.00 0.76 0.1450 CAB 0 0 0| 0 13,295 0 0 94250 CAB 0.0000 0.00 0.76 0.1050 0.0100S 0 0 0| 0 2,513 0 0 94500 CAB 0.0000 0.00 0.76 0.1700S 0.0350S 0 0 0| 0 13,216 0 0 94750 CAB 0.0000 0.00 0.76 0.1600 0.1600 0 0 0| 0 10 0 0 95000 CAB 0.0000 0.00 0.76 0.1800S 0.0200S 0 0 0| 0 11,170 0 0 95125 CAB 0.0000 0.00 0.76 0.0050 0.0050 0 0 0| 0 500 0 0 95250 CAB 0.0000 0.00 0.76 0.1200S 0.1200S 0 0 0| 0 4,000 0 0 95375 CAB 0.0000 0.00 0.76 0.0750 0.0750 0 0 0| 0 25 0 0 95500 CAB 0.0000 0.00 0.76 0.2950S 0.0050S 0 0 0| 0 11,425 0 0 95750 CAB 0.0000 0.00 0.76 0.3200S 0.0050S 0 0 0| 0 3,631 0 0 95875 CAB 0.0000 0.00 0.76 0.0050 0.0050 0 0 0| 0 150 0 0 96000 CAB 0.0000 0.00 0.76 0.3400S 0.0050 0 0 0| 0 22,333 0 0 96125 CAB 0.0000 0.00 0.76 0.1150 0.1150 0 0 0| 0 5 0 0 96250 CAB 0.0000 0.00 0.76 0.2600S 0.0100S 0 0 0| 0 13,545 0 0 96375 CAB 0.0000 0.00 0.76 0.1350 0.0150 0 0 0| 0 95 0 0 96500 CAB 0.0000 0.00 0.76 0.6400S 0.0050S 0 0 0| 0 14,175 0 0 96750 CAB 0.0000 0.00 0.76 0.6000S 0.0250S 0 0 0| 0 5,866 0 0 96875 CAB 0.0000 0.00 0.76 0.1850 0.0200S 0 0 0| 0 3,025 0 0 97000 CAB 0.0000 0.00 0.76 0.8000S 0.0050 0 0 0| 0 9,200 0 0 97125 CAB 0.0000 0.00 0.76 0.1650S 0.0050 0 0 0| 0 13,700 0 0 97250 CAB 0.0000 0.00 0.76 0.6700S 0.0350S 0 0 0| 0 10,975 0 0 97375 CAB 0.0000 0.00 0.76 0.0550 0.0250 0 0 0| 0 10 0 0 97500 CAB 0.0000 0.00 0.76 0.7700S 0.0100 0 0 0| 0 28,994 0 0 97625 CAB 0.0000 0.00 0.76 0.2100 0.0250 0 0 0| 0 4,020 0 0 97750 CAB 0.0000 0.00 0.76 0.6850S 0.0050 0 0 0| 0 12,900 0 0 97875 CAB 0.0000 0.00 0.76 0.5050S 0.0050 0 0 0| 0 44,688 0 0 98000 CAB 0.0000 0.00 0.76 0.8100S 0.0050S 0 0 0| 0 75,950 0 0 98125 CAB 0.0000 0.00 0.76 0.4700S 0.0150S 0 0 0| 0 42,575 0 0 98250 0.0025 0.0000 -0.02 0.84 0.4300S 0.0150 0 0 0| 0 37,857 0 0 98375 0.0050 0.0000 -0.03 0.85 0.4150S 0.0100S 0 0 0| 0 19,978 0 0 98500 0.0075 0.0000 -0.05 0.79 0.3400S 0.0100 0 0 0| 0 161,811 0 0 98625 0.0100 0.0000 -0.06 0.70 0.2700S 0.0150S 0 0 0| 0 9,050 0 0 98750 0.0125 0.0000 -0.09 0.63 0.3200S 0.0100S 0 0 0| 0 55,908 0 0 98875 0.0200 0.0000 -0.14 0.56 0.3100 0.0150S 0 0 0| 0 95,936 0 0 99000 0.0325 +0.0025 -0.22 0.47 0.3800 0.0250 0 0 0| 0 66,118 0 0 99125 0.0550 +0.0025 -0.38 0.40 0.8000 0.0400S 0 0 0| 0 15,212 0 0 99250 0.1000 0.0000 -0.64 0.32 0.2950S 0.0700S 0 0 0| 0 15,940 0 0 Options on Financial Futures 19:50 Page 30 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 0.1925 +0.0100 -0.89 0.28 0.4000S 0.2750S 0 0 0| 0 1,600 0 0 Total 0 0 0| 0 845,544 0 0 | Mar 11 Underlying Price 99.140 Indicative a-t-m Vol 0.45 Time to expiry: 191 Days | | 90000 CAB 0.0000 0.00 1.07 0.0250 0.0150 0 0 0| 0 1,500 0 0 91500 CAB 0.0000 0.00 1.07 0.0100 0.0100 0 0 0| 0 10 0 0 92250 CAB 0.0000 0.00 1.07 0.0150 0.0150 0 0 0| 0 10 0 0 92500 CAB 0.0000 0.00 1.07 0.0450 0.0400 0 0 0| 0 2,020 0 0 93250 CAB 0.0000 0.00 1.07 0.0050S 0.0050S 0 0 0| 0 30 0 0 94000 CAB 0.0000 0.00 1.07 0.0950 0.0700 0 0 0| 0 6,500 0 0 94125 CAB 0.0000 0.00 1.07 0.0050S 0.0050S 0 0 0| 0 50 0 0 94250 CAB 0.0000 0.00 1.07 0.0050 0.0050 0 0 0| 0 36 0 0 94500 CAB 0.0000 0.00 1.07 0.2350S 0.2350S 0 0 0| 0 500 0 0 95000 CAB 0.0000 0.00 1.07 0.2150 0.0050 0 0 0| 0 7,700 0 0 95250 CAB 0.0000 0.00 1.07 0.1450 0.1450 0 0 0| 0 10 0 0 95500 CAB 0.0000 0.00 1.07 0.4350S 0.1950 0 0 0| 0 1,700 0 0 95750 CAB 0.0000 0.00 1.07 0.4450S 0.0150 0 0 0| 0 1,900 0 0 96000 CAB 0.0000 0.00 1.07 0.5600 0.0250S 0 0 0| 0 13,000 0 0 96250 CAB 0.0000 0.00 1.07 0.7950S 0.0350S 0 0 0| 0 5,500 0 0 96375 CAB 0.0000 0.00 1.07 0.0300 0.0300 0 0 0| 0 1 0 0 96500 CAB 0.0000 0.00 1.07 0.7450S 0.0050 0 0 0| 0 5,550 0 0 96625 CAB 0.0000 0.00 1.07 0.0500 0.0500 0 0 0| 0 12 0 0 96750 CAB 0.0000 0.00 1.07 0.7700S 0.0450 0 0 0| 0 2,440 0 0 97000 CAB 0.0000 0.00 1.07 0.7300S 0.0100 0 0 0| 0 28,423 0 0 97125 0.0025 0.0000 -0.01 1.16 0.0700 0.0700 0 0 0| 0 12 0 0 97250 0.0050 0.0000 -0.01 1.21 0.8000S 0.0050 0 0 0| 0 105,753 0 0 97375 0.0075 0.0000 -0.02 1.22 0.1000S 0.0850 0 0 0| 0 1,000 0 0 97500 0.0100 0.0000 -0.03 1.20 0.8000S 0.0100 0 0 0| 0 23,605 0 0 97625 0.0125 0.0000 -0.03 1.17 0.1350 0.1200S 0 0 0| 0 5,250 0 0 97750 0.0150 0.0000 -0.04 1.13 0.7850S 0.0150 0 0 0| 0 156,555 0 0 97875 0.0175 0.0000 -0.05 1.08 0.1800 0.0150 0 0 0| 0 4,105 0 0 98000 0.0200 0.0000 -0.06 1.03 0.5400S 0.0150 0 0 0| 0 46,100 0 0 98125 0.0225 -0.0025 -0.07 0.97 0.2350 0.0300 0 0 0| 0 16,015 0 0 98250 0.0275 -0.0025 -0.09 0.92 0.3400S 0.0250S 0 0 0| 0 87,875 0 0 98375 0.0325 -0.0025 -0.11 0.86 0.2750 0.0200S 0 0 0| 0 15,002 0 0 98500 0.0375 -0.0050 -0.13 0.80 0.4500S 0.0350 0 0 0| 0 65,474 0 0 98625 0.0450 -0.0050 -0.16 0.73 0.4000S 0.0350S 0 0 0| 0 35,000 0 0 98750 0.0575 -0.0050 -0.21 0.67 0.4100 0.0550 0 0 0| 0 16,675 0 0 98875 0.0725 -0.0050 -0.27 0.61 0.3500S 0.0650S 0 0 0| 0 13,200 0 0 99000 0.0950 -0.0075 -0.36 0.54 0.2900 0.0900 0 0 0| 0 27,421 0 0 99125 0.1250 -0.0075 -0.48 0.46 0.1350 0.1050S 0 0 0| 750 9,675 +750 0 Total 0 0 0| 750 705,609 +750 0 Options on Financial Futures 19:50 Page 31 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 Sep 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 11 Underlying Price 99.070 Indicative a-t-m Vol 0.57 Time to expiry: 282 Days | | 90000 CAB 0.0000 0.00 1.21 0.0250 0.0200 0 0 0| 0 3,000 0 0 92000 CAB 0.0000 0.00 1.21 0.0700 0.0700 0 0 0| 0 250 0 0 93750 CAB 0.0000 0.00 1.21 0.2200 0.1500 0 0 0| 0 40 0 0 94000 CAB 0.0000 0.00 1.21 0.1900 0.0100S 0 0 0| 0 5,800 0 0 95000 CAB 0.0000 0.00 1.21 0 0 0| 0 3,500 0 0 95500 CAB 0.0000 0.00 1.21 0.0650S 0.0650S 0 0 0| 0 3,500 0 0 95750 CAB 0.0000 0.00 1.21 0.2600S 0.2600S 0 0 0| 0 3,000 0 0 96000 CAB 0.0000 0.00 1.22 0.3600S 0.0500 0 0 0| 0 11,800 0 0 96250 0.0050 0.0000 -0.01 1.40 0.8200S 0.0150S 0 0 0| 0 56,374 0 0 96500 0.0100 0.0000 -0.02 1.44 0.8850S 0.0250S 0 0 0| 0 117,501 0 0 96750 0.0150 0.0000 -0.03 1.43 0.8200S 0.0300S 0 0 0| 5,000 35,400 -5,000 0 96875 0.0175 0.0000 -0.03 1.40 0.0150 0.0150 0 0 0| 0 30 0 0 97000 0.0200 0.0000 -0.04 1.37 0.7500S 0.0400S 0 0 0| 0 233,000 0 0 97250 0.0250 0.0000 -0.05 1.29 0.7400S 0.0550S 0 0 0| 0 57,254 0 0 97500 0.0300 0.0000 -0.06 1.19 0.7800S 0.0300S 0 0 0| 5,000 149,250 -5,000 0 97750 0.0350 -0.0050 -0.08 1.09 0.3350S 0.0550S 0 0 0| 0 20,780 0 0 98000 0.0450 -0.0075 -0.11 1.00 0.4900S 0.0450S 0 0 0| 0 17,250 0 0 98125 0.0525 -0.0075 -0.13 0.95 0.1150S 0.0850S 0 0 0| 0 750 0 0 98250 0.0600 -0.0100 -0.15 0.91 0.5300S 0.0550S 0 0 0| 0 20,554 0 0 98375 0.0700 -0.0100 -0.17 0.86 0.1600 0.0600S 0 0 0| 0 8,250 0 0 98500 0.0825 -0.0100 -0.21 0.81 0.4550S 0.0900S 0 0 0| 0 9,750 0 0 98625 0.0975 -0.0100 -0.25 0.76 0.2150S 0.1650S 0 0 0| 0 1,750 0 0 98750 0.1175 -0.0075 -0.30 0.71 0.4100S 0.1200S 0 0 0| 0 11,400 0 0 98875 0.1425 -0.0075 -0.36 0.65 0.2750S 0.1500S 0 0 0| 0 5,400 0 0 99000 0.1775 -0.0100 -0.45 0.60 0.3450 0.1850S 0 0 0| 0 4,500 0 0 99125 0.2200 -0.0125 -0.54 0.55 0.3200S 0.2000S 0 0 0| 0 1,500 0 0 Total 0 0 0| 10,000 781,583 -10,000 0 Options on Financial Futures 19:50 Page 32 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.970 Indicative a-t-m Vol 0.64 Time to expiry: 380 Days | | 90000 CAB 0.0000 0.00 0.76 0.0350 0.0350 0 0 0| 0 500 0 0 92000 CAB 0.0000 0.00 0.76 0.0550 0.0550 0 0 0| 0 1,000 0 0 93000 CAB 0.0000 0.00 0.76 0.2000 0.1900 0 0 0| 0 2,500 0 0 93500 CAB 0.0000 0.00 0.76 0 0 0| 0 1,500 0 0 94000 CAB 0.0000 0.00 0.83 0.0350S 0.0050 0 0 0| 0 5,800 -1,500 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 1.85 0 0 0| 0 6,000 0 0 95500 0.0200 0.0000 -0.03 1.82 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| 0 10,500 0 0 96250 0.0350 0.0000 -0.05 1.65 0.8050S 0.0550 0 0 0| 0 104 0 0 96500 0.0400 0.0000 -0.06 1.57 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 0.0500 -0.0050 -0.08 1.39 0.8500S 0.0650S 0 0 0| 0 9,750 0 0 97250 0.0550 -0.0100 -0.09 1.30 0.4800 0.0750S 0 0 0| 0 4,502 0 0 97500 0.0650 -0.0100 -0.11 1.21 0.2150S 0.1000S 0 0 0| 0 3,250 0 0 97750 0.0800 0.0800 -0.0050 -0.14 1.12 0.0800S 0.0800S 0.5800S 0.0800S 0 500 500| 0 11,005 0 0 98000 0.0950 0.0950 -0.0050 -0.17 1.01 0.0950S 0.0900S 0.5300S 0.0900S 0 1,000 1,000| 0 12,700 0 0 98250 0.1150 -0.0100 -0.22 0.92 0.5250S 0.1050S 0 0 0| 0 7,855 0 0 98500 0.1500 0.1500 -0.0100 -0.29 0.83 0.1500S 0.1500S 0.5350S 0.1500S 0 500 500| 0 8,450 0 0 98750 0.2100 0.2000 -0.0200 -0.38 0.73 0.2100S 0.2100S 0.4450S 0.2100S 0 500 500| 0 3,250 0 0 99000 0.2700 -0.0300 -0.52 0.63 0 0 0| 0 0 0 0 Total 0 2,500 2,500| 0 101,666 -1,500 0 Options on Financial Futures 19:50 Page 33 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.820 Indicative a-t-m Vol 0.76 Time to expiry: 471 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 1.96 0.1250 0.0700S 0 0 0| 0 3,000 0 0 95000 0.0300 0.0000 -0.03 1.92 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 1.73 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 1.58 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| 0 1,490 0 0 96750 0.0750 0.0000 -0.10 1.43 0.7550S 0.1050S 0 0 0| 0 3,100 0 0 97000 0.0850 0.0000 -0.11 1.35 0.7200S 0.0450S 0 0 0| 0 17,416 0 0 97250 0.0950 0.0000 -0.13 1.28 0.7200S 0.1850 0 0 0| 0 5,638 0 0 97500 0.1150 0.0000 -0.16 1.20 0.6950S 0.0700S 0 0 0| 0 23,050 0 0 97750 0.1350 -0.0050 -0.19 1.12 0.5350S 0.1950S 0 0 0| 0 7,676 0 0 98000 0.1650 -0.0050 -0.24 1.04 0.5350S 0.1200S 0 0 0| 0 15,500 0 0 98250 0.2000 0.2000 -0.0150 -0.30 0.96 0.2000S 0.2000S 0.5900 0.2000S 0 16,600 16,600| 0 40,993 0 0 98500 0.2550 -0.0100 -0.37 0.88 0.4700S 0.2700S 0 0 0| 0 9,250 0 0 98750 0.3200 0.3200 -0.0100 -0.47 0.79 0.3200S 0.3200S 0.5000S 0.3200S 0 16,600 16,600| 0 36,690 0 0 Total 0 33,200 33,200| 0 187,500 0 0 | Mar 12 Underlying Price 98.660 Indicative a-t-m Vol 0.85 Time to expiry: 562 Days | | 93000 CAB 0.0000 0.00 1.25 0 0 0| 0 4,000 0 0 94000 0.0200 0.0000 -0.02 1.94 0.1000 0.0850S 0 0 0| 0 6,300 0 0 94500 0.0300 0.0000 -0.03 1.88 0 0 0| 0 5,500 0 0 95000 0.0400 0.0000 -0.04 1.80 0 0 0| 0 2,000 0 0 95500 0.0500 0.0000 -0.06 1.66 0.1250S 0.1250S 0 0 0| 0 1,000 0 0 96000 0.0600 0.0000 -0.07 1.52 0.1650S 0.1650S 0 0 0| 0 4,000 0 0 96250 0.0700 0.0000 -0.09 1.46 0.1400 0.1400 0 0 0| 0 2 0 0 96500 0.0800 -0.0050 -0.10 1.40 0.2200S 0.1650 0 0 0| 0 6,450 0 0 97000 0.1100 -0.0050 -0.14 1.27 0.6500S 0.2350S 0 0 0| 0 5,250 0 0 97250 0.1300 -0.0050 -0.17 1.20 0.7000S 0.2700 0 0 0| 0 1,506 0 0 97500 0.1550 -0.0100 -0.20 1.14 0.4550S 0.3350S 0 0 0| 0 3,500 0 0 97750 0.1900 -0.0100 -0.24 1.08 0.6950S 0.2000 0 0 0| 0 8,700 0 0 98000 0.2350 -0.0100 -0.30 1.02 0.6400S 0.3950S 0 0 0| 0 1,500 0 0 98250 0.2900 -0.0150 -0.36 0.95 0.5100S 0.3000 0 0 0| 0 7,050 0 0 98500 0.3600 -0.0200 -0.44 0.89 0.5150S 0.3850S 0 0 0| 0 250 0 0 98750 0.4500 -0.0200 -0.53 0.83 0 0 0| 0 0 0 0 Total 0 0 0| 0 57,008 0 0 Options on Financial Futures 19:50 Page 34 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.480 Indicative a-t-m Vol 0.91 Time to expiry: 653 Days | | 93000 0.0250 0.0000 -0.02 2.20 0.0400 0.0400 0 0 0| 0 1,000 0 0 95000 0.0650 0.0000 -0.06 1.76 0.1050 0.1050 0 0 0| 0 3,000 0 0 95500 0.0750 -0.0050 -0.08 1.63 0.0950 0.0950 0 0 0| 0 8,500 0 0 96000 0.0950 -0.0050 -0.10 1.50 0 0 0| 0 650 0 0 96250 0.1100 -0.0050 -0.12 1.45 0.2200 0.2200 0 0 0| 0 5,002 0 0 97000 0.1700 -0.0050 -0.18 1.27 0.2300S 0.2300S 0 0 0| 0 11,000 0 0 97250 0.1950 -0.0100 -0.22 1.21 0.3800 0.3800 0 0 0| 0 2 0 0 97750 0.2750 -0.0200 -0.30 1.09 0.4600S 0.4600S 0 0 0| 0 5,000 0 0 98000 0.3350 -0.0150 -0.36 1.03 0.5500S 0.3350S 0 0 0| 0 2,000 0 0 98250 0.4000 -0.0200 -0.43 0.97 0.5500S 0.3800S 0 0 0| 0 1,250 0 0 98500 0.4850 -0.0250 -0.50 0.91 0 0 0| 0 0 0 0 Total 0 0 0| 0 37,404 0 0 | Total Puts 0 35,950 35,950| 10,750 3,215,128 -10,750 0 Options on Financial Futures 19:50 Page 35 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.290 (Sep 12) Indicative a-t-m Vol 0.93 Time to expiry: 9 Days | | 98250 0.0800 +0.0150 0.61 0.94 0 0 0| 0 0 0 0 98375 0.0200 0.0000 0.27 0.90 0.0250S 0.0250S 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 44 Days | | 98000 0.1900 +0.0200 0.60 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 72 Days | | 98000 0.2300 +0.0250 0.58 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 100 Days | | 98000 0.2650 +0.0250 0.57 1.05 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.910 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 191 Days | | 97875 0.3400 +0.0250 0.52 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.740 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 282 Days | | 97625 0.4350 +0.0300 0.55 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 19:50 Page 36 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.290 (Sep 12) Indicative a-t-m Vol 0.93 Time to expiry: 9 Days | | 98000 CAB -0.0100 -0.03 0.99 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98250 0.0400 -0.0350 -0.39 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 44 Days | | 98000 0.1000 -0.0300 -0.40 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 72 Days | | 98000 0.1400 -0.0250 -0.42 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 100 Days | | 98000 0.1750 -0.0250 -0.43 1.05 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.910 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 191 Days | | 97875 0.3050 -0.0250 -0.48 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.740 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 282 Days | | 97625 0.3200 -0.0300 -0.45 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 19:50 Page 37 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.970 (Sep 11) Indicative a-t-m Vol 0.67 Time to expiry: 9 Days | | 96250 2.7200 +0.0200 1.00 0.90 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 2.2200 +0.0200 1.00 0.90 0.4750 0.4450 0 0 0| 0 750 0 0 97000 1.9700 +0.0200 1.00 0.90 0.5900 0.5900 0 0 0| 0 10 0 0 97125 1.8450 +0.0200 1.00 0.90 0.4100 0.4100 0 0 0| 0 500 0 0 97500 1.4700 +0.0200 1.00 0.90 0.5650S 0.5600S 0 0 0| 0 4,000 0 0 97625 1.3450 +0.0200 1.00 0.90 0.2700 0.2700 0 0 0| 0 10 0 0 97750 1.2200 +0.0200 1.00 0.90 0.3750S 0.2250 0 0 0| 0 2,560 0 0 98000 0.9700 +0.0200 1.00 0.91 0.5950S 0.0700S 0 0 0| 0 18,502 0 0 98125 0.8450 +0.0200 1.00 0.91 0.2050S 0.0700S 0 0 0| 0 9,000 0 0 98250 0.7200 +0.0200 1.00 0.91 0.4550S 0.1200S 0 0 0| 0 27,512 0 0 98375 0.5950 +0.0200 1.00 0.91 0.5600S 0.0250S 0 0 0| 0 33,752 0 0 98500 0.4700 +0.0200 1.00 0.91 0.3900S 0.0100S 0 0 0| 0 35,989 0 0 98625 0.3450 +0.0200 0.99 0.98 0.3250S 0.0250S 0 0 0| 0 134,675 0 0 98750 0.2250 +0.0150 0.95 0.86 0.2700S 0.0050S 0 0 0| 0 135,240 0 0 98875 0.1000 0.1100 +0.0100 0.79 0.78 0.1000S 0.1000S 0.1450 0.0100S 0 500 500| 0 28,235 0 0 99000 0.0250 0.0250 0.0000 0.38 0.64 0.0250S 0.0250S 0.0850S 0.0050S 0 250 250| 0 27,253 0 0 99125 CAB -0.0050 0.06 0.63 0.0250S 0.0050S 0 0 0| 0 22,452 0 0 99250 CAB 0.0000 0.00 0.69 0.0100S 0.0050S 0 0 0| 0 7,750 0 0 Total 0 750 750| 0 489,315 0 0 | Oct 10 Underlying Price 98.820 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 44 Days | | 98500 0.3550 +0.0200 0.82 1.00 0.3250S 0.1050S 0 0 0| 0 16,625 0 0 98750 0.1450 +0.0100 0.60 0.78 0.1800 0.0250S 0 0 0| 0 30,640 0 0 98875 0.0750 +0.0100 0.41 0.72 0.0850S 0.0150S 0 0 0| 0 2,000 0 0 99000 0.0300 +0.0050 0.22 0.67 0.0350S 0.0050S 0 0 0| 2,000 34,605 +1,000 0 99125 0.0100 0.0000 0.10 0.67 0.0150S 0.0100 0 0 0| 0 5,102 0 0 99250 0.0050 0.0000 0.04 0.71 0.0150S 0.0150S 0 0 0| 0 10,000 0 0 Total 0 0 0| 2,000 98,972 +1,000 0 | Nov 10 Underlying Price 98.820 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 72 Days | | 98750 0.1750 +0.0100 0.58 0.78 0.1500S 0.1500S 0 0 0| 0 500 0 0 98875 0.1000 +0.0050 0.43 0.72 0.0800S 0.0800S 0 0 0| 0 500 0 0 99000 0.0500 +0.0050 0.27 0.68 0.0350S 0.0350S 0 0 0| 0 500 0 0 99125 0.0200 0.0000 0.15 0.65 0.0100S 0.0100S 0 0 0| 0 500 0 0 Total 0 0 0| 0 2,000 0 0 Options on Financial Futures 19:50 Page 38 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.820 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 100 Days | | 96625 2.1950 +0.0200 1.00 1.29 0.5600S 0.5600S 0 0 0| 0 1,200 0 0 96750 2.0700 +0.0200 1.00 1.30 0.5650S 0.5400S 0 0 0| 0 1,200 0 0 97500 1.3350 +0.0200 0.96 1.49 0.7500S 0.3950S 0 0 0| 0 3,510 0 0 97625 1.2150 +0.0200 0.94 1.45 0.4250S 0.4200S 0 0 0| 0 500 0 0 97750 1.0950 +0.0200 0.93 1.41 0.5700S 0.3200S 0 0 0| 0 3,250 0 0 97875 0.9750 +0.0200 0.91 1.35 0.6300S 0.1950S 0 0 0| 0 16,925 0 0 98000 0.8550 +0.0200 0.89 1.27 0.8800S 0.1300 0 0 0| 0 31,879 0 0 98125 0.7350 +0.0200 0.87 1.17 0.7400S 0.1200S 0 0 0| 0 39,425 0 0 98250 0.6150 +0.0150 0.85 1.07 0.6500S 0.0750S 0 0 0| 1,500 35,770 -1,000 0 98375 0.5050 +0.0200 0.81 1.03 0.5200S 0.0600S 0 0 0| 0 28,906 0 0 98500 0.3950 +0.0150 0.75 0.93 0.4200S 0.0350S 0 0 0| 3,000 53,457 -2,000 0 98625 0.2900 +0.0100 0.67 0.85 0.3150S 0.0250S 0 0 0| 0 22,152 0 0 98750 0.2000 +0.0100 0.57 0.79 0.2250S 0.0150S 0 0 0| 0 145,628 0 0 98875 0.1250 +0.0050 0.44 0.72 0.1250S 0.0100S 0 0 0| 0 59,032 0 0 99000 0.0700 0.0700 +0.0050 0.31 0.68 0.0700S 0.0700S 0.0950S 0.0050S 0 3,000 3,000| 1,500 137,902 -1,500 0 99125 0.0300 0.0300 0.0000 0.18 0.63 0.0300S 0.0300S 0.0400S 0.0050S 0 3,000 3,000| 0 73,500 0 0 99250 0.0100 0.0000 0.08 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| 6,000 741,236 -4,500 0 | Mar 11 Underlying Price 98.660 (Mar 12) Indicative a-t-m Vol 0.81 Time to expiry: 191 Days | | 97500 1.2000 +0.0300 0.91 1.24 0.8750 0.8750 0 0 0| 0 50 0 0 97875 0.8550 +0.0250 0.84 1.11 0.4650S 0.4650S 0 0 0| 0 1,250 0 0 98000 0.7450 +0.0250 0.81 1.08 0.4300S 0.4300S 0 0 0| 0 250 0 0 98125 0.6350 +0.0200 0.77 1.02 0 0 0| 0 2,000 0 0 98250 0.5300 +0.0200 0.72 0.97 0.3200S 0.0950S 0 0 0| 0 5,000 0 0 98375 0.4300 +0.0200 0.67 0.92 0.2800S 0.2800S 0 0 0| 0 2,250 0 0 98500 0.3350 +0.0150 0.60 0.87 0.3250S 0.3250S 0 0 0| 0 3,500 0 0 98625 0.2550 +0.0150 0.52 0.82 0.1550S 0.1100S 0 0 0| 0 1,000 0 0 98750 0.1800 +0.0100 0.44 0.78 0.2050S 0.0250S 0 0 0| 0 11,750 0 0 98875 0.1200 +0.0100 0.34 0.73 0.1200S 0.0350S 0 0 0| 0 6,250 0 0 99000 0.0700 +0.0050 0.24 0.68 0.0650S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0400 +0.0050 0.16 0.64 0.0500 0.0200S 0 0 0| 0 4,000 0 0 99250 0.0200 +0.0050 0.09 0.61 0.0350S 0.0050S 0 0 0| 0 8,000 0 0 99375 0.0100 +0.0050 0.05 0.60 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 50,800 0 0 Options on Financial Futures 19:50 Page 39 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.480 (Jun 12) Indicative a-t-m Vol 0.89 Time to expiry: 282 Days | | 97750 0.8550 +0.0250 0.78 1.11 0.5150S 0.5150S 0 0 0| 0 250 0 0 98000 0.6500 +0.0250 0.70 1.04 0.4000S 0.3550 0 0 0| 0 400 0 0 98250 0.4600 +0.0200 0.61 0.96 0.2700S 0.2300 0 0 0| 0 400 0 0 98500 0.2950 +0.0150 0.49 0.88 0.1900S 0.1900S 0 0 0| 0 1,750 0 0 98750 0.1600 0.1700 +0.0100 0.35 0.82 0.1600S 0.1600S 0.1700S 0.1050S 0 250 250| 0 4,500 0 0 98875 0.1150 +0.0050 0.28 0.78 0.0600S 0.0600S 0 0 0| 1,000 3,000 +1,000 0 99000 0.0750 +0.0050 0.21 0.74 0.0400S 0.0350S 0 0 0| 2,000 5,250 +2,000 0 99125 0.0450 0.0000 0.15 0.71 0.0200S 0.0200S 0 0 0| 1,000 3,000 +1,000 0 99250 0.0200 0.0250 0.0000 0.10 0.68 0.0200S 0.0200S 0.0250S 0.0100S 0 250 250| 0 6,000 0 0 Total 0 500 500| 4,000 24,550 +4,000 0 | Total Calls 0 7,250 7,250| 12,000 1,406,873 +500 0 Options on Financial Futures 19:50 Page 40 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.970 (Sep 11) Indicative a-t-m Vol 0.67 Time to expiry: 9 Days | | 94875 CAB 0.0000 0.00 0.88 0 0 0| 0 4,000 0 0 95000 CAB 0.0000 0.00 0.86 0 0 0| 0 7,000 0 0 95125 CAB 0.0000 0.00 0.86 0 0 0| 0 2,000 0 0 95750 CAB 0.0000 0.00 0.90 0.3350S 0.0150 0 0 0| 0 1,200 0 0 95875 CAB 0.0000 0.00 0.90 0.0200 0.0200 0 0 0| 0 10 0 0 96000 CAB 0.0000 0.00 0.90 0.2200S 0.1150S 0 0 0| 0 3,250 0 0 96125 CAB 0.0000 0.00 0.90 0.4600S 0.4600S 0 0 0| 0 2,750 0 0 96250 CAB 0.0000 0.00 0.90 0.6850S 0.0250 0 0 0| 0 2,615 0 0 96375 CAB 0.0000 0.00 0.90 0.3100 0.2500S 0 0 0| 0 2,510 0 0 96500 CAB 0.0000 0.00 0.90 0.3450 0.0950S 0 0 0| 0 2,510 0 0 96750 CAB 0.0000 0.00 0.90 0.1050 0.0400 0 0 0| 0 5,500 0 0 96875 CAB 0.0000 0.00 0.90 0.0950 0.0400S 0 0 0| 0 2,286 0 0 97000 CAB 0.0000 0.00 0.90 0.4050 0.0600S 0 0 0| 0 14,115 0 0 97125 CAB 0.0000 0.00 0.90 0.1500 0.0600S 0 0 0| 0 3,500 0 0 97250 CAB 0.0000 0.00 0.90 0.1750 0.0200S 0 0 0| 0 41,760 0 0 97375 CAB 0.0000 0.00 0.90 0.0550 0.0400S 0 0 0| 0 7,100 0 0 97500 CAB 0.0000 0.00 0.90 0.2100S 0.0050 0 0 0| 0 37,135 0 0 97625 CAB 0.0000 0.00 0.90 0.2950 0.0400S 0 0 0| 0 6,140 0 0 97750 CAB 0.0000 0.00 0.90 0.3050S 0.0050S 0 0 0| 0 7,050 0 0 97875 CAB 0.0000 0.00 0.90 0.1400S 0.1400S 0 0 0| 0 1,000 0 0 98000 CAB 0.0000 0.00 0.91 0.3350S CAB 0 0 0| 0 37,494 0 0 98125 CAB 0.0000 0.00 0.91 0.2000S 0.0200 0 0 0| 0 30,000 0 0 98250 CAB 0.0000 0.00 0.91 0.2700S 0.0050S 0 0 0| 0 59,102 0 0 98375 CAB 0.0000 0.00 0.91 0.2400S 0.0050S 0 0 0| 0 22,600 0 0 98500 0.0050 CAB 0.0000 0.00 0.91 0.0050S 0.0050S 0.3050S 0.0050S 0 5,000 5,000| 0 63,977 0 0 98625 0.0050 CAB 0.0000 -0.01 0.98 0.0050S 0.0050S 0.3300S 0.0050S 0 5,150 5,150| 100 40,240 -100 0 98750 0.0050 0.0050 -0.0050 -0.05 0.86 0.0050S 0.0050S 0.2300S 0.0050S 0 5,150 5,150| 100 35,297 0 0 98875 0.0150 0.0150 -0.0100 -0.21 0.78 0.0200S 0.0100S 0.1550S 0.0100S 0 5,300 5,300| 850 17,006 +750 0 99000 0.0600 0.0550 -0.0200 -0.62 0.64 0.0600S 0.0600S 0.0600S 0.0450 0 250 250| 0 1,470 0 0 Total 0 20,850 20,850| 1,050 460,617 +650 0 | Oct 10 Underlying Price 98.820 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 44 Days | | 98250 0.0250 0.0000 -0.10 1.31 0.0200S 0.0200S 0 0 0| 0 3,500 0 0 98375 0.0300 0.0000 -0.13 1.17 0.1500S 0.0250S 0 0 0| 0 7,450 0 0 98500 0.0350 0.0000 -0.18 1.00 0.1450S 0.0350S 0 0 0| 0 9,250 0 0 98625 0.0500 -0.0050 -0.26 0.89 0.0750S 0.0550S 0 0 0| 0 3,750 0 0 98750 0.0750 -0.0100 -0.40 0.78 0.1250S 0.0900S 0 0 0| 0 9,300 0 0 98875 0.1300 -0.0100 -0.59 0.72 0.1200 0.1200 0 0 0| 0 5 0 0 Total 0 0 0| 0 33,255 0 0 Options on Financial Futures 19:50 Page 41 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.820 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 72 Days | | 98750 0.1050 -0.0100 -0.42 0.78 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.820 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 100 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 -0.04 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 -0.07 1.41 0.4150S 0.0200 0 0 0| 0 83,400 0 0 97875 0.0300 0.0000 -0.09 1.35 0.3950S 0.0600S 0 0 0| 0 15,200 0 0 98000 0.0350 0.0000 -0.11 1.27 0.3200S 0.0250S 0 0 0| 0 40,660 0 0 98125 0.0400 0.0000 -0.13 1.17 0.4100S 0.0300S 0 0 0| 0 84,500 0 0 98250 0.0450 -0.0050 -0.15 1.07 0.2250S 0.0450 0 0 0| 0 10,936 0 0 98375 0.0600 0.0000 -0.19 1.03 0.4200S 0.0450S 0 0 0| 0 25,230 0 0 98500 0.0750 -0.0050 -0.25 0.93 0.2200S 0.0800S 0 0 0| 500 7,908 0 0 98625 0.0950 -0.0100 -0.33 0.85 0.1050S 0.0850S 0 0 0| 0 19,000 0 0 98750 0.1300 -0.0100 -0.43 0.79 0.3050S 0.1450S 0 0 0| 500 7,250 -500 0 Total 0 0 0| 1,000 438,484 -500 0 Options on Financial Futures 19:50 Page 42 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 98.660 (Mar 12) Indicative a-t-m Vol 0.81 Time to expiry: 191 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 -0.08 1.29 0.1100S 0.1000S 0 0 0| 0 500 0 0 97500 0.0400 0.0000 -0.09 1.24 0.0500S 0.0500S 0 0 0| 0 500 0 0 97625 0.0450 -0.0050 -0.11 1.20 0.1450S 0.1450S 0 0 0| 0 500 0 0 98000 0.0850 -0.0050 -0.19 1.08 0.3500S 0.1100S 0 0 0| 0 3,250 0 0 98250 0.1200 -0.0100 -0.28 0.97 0.3350S 0.1200S 0 0 0| 0 1,000 0 0 98375 0.1450 -0.0100 -0.33 0.92 0.3000S 0.3000S 0 0 0| 0 250 0 0 98500 0.1750 -0.0150 -0.40 0.87 0.2350S 0.1700S 0 0 0| 0 1,500 0 0 98625 0.2200 -0.0150 -0.48 0.82 0 0 0| 0 0 0 0 Total 0 0 0| 0 21,900 0 0 | Jun 11 Underlying Price 98.480 (Jun 12) Indicative a-t-m Vol 0.89 Time to expiry: 282 Days | | 96750 0.0450 0.0000 -0.08 1.42 0.1100S 0.0950S 0 0 0| 0 3,250 0 0 97125 0.0600 -0.0100 -0.11 1.29 0.1300S 0.1300S 0 0 0| 0 250 0 0 97250 0.0700 -0.0100 -0.13 1.26 0.1800S 0.1600S 0 0 0| 0 3,250 0 0 97500 0.0900 -0.0150 -0.17 1.19 0.1950S 0.1950S 0 0 0| 0 1,250 0 0 97750 0.1250 -0.0150 -0.22 1.11 0.4100S 0.4100S 0 0 0| 0 250 0 0 98000 0.1700 -0.0150 -0.30 1.04 0.3350S 0.3350S 0 0 0| 0 750 0 0 98500 0.3150 -0.0250 -0.51 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 9,000 0 0 | Total Puts 0 20,850 20,850| 2,050 963,256 +150 0 Options on Financial Futures 19:50 Page 43 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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: 7 Days | | 99875 CAB 0.0000 0.02 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: 98 Days | | 99750 0.0500 -0.0050 0.58 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.690 Indicative a-t-m Vol 0.20 Time to expiry: 189 Days | | 99750 0.0300 -0.0050 0.34 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.590 Indicative a-t-m Vol 0.20 Time to expiry: 280 Days | | 99625 0.0550 -0.0050 0.42 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 19:50 Page 44 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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: 7 Days | | 99875 0.0550 0.0000 -0.98 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: 98 Days | | 99750 0.0300 -0.0050 -0.42 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.690 Indicative a-t-m Vol 0.20 Time to expiry: 189 Days | | 99750 0.0900 +0.0050 -0.66 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 99.590 Indicative a-t-m Vol 0.20 Time to expiry: 280 Days | | 99625 0.0900 +0.0050 -0.58 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 19:50 Page 45 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 109.230 Indicative a-t-m Vol 1.00 Time to expiry: 7 Days | | 10920 0.075 +0.001 0.58 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.080 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 42 Days | | 10900 0.193 +0.018 0.59 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.080 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 70 Days | | 10900 0.235 +0.019 0.57 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.080 Indicative a-t-m Vol 1.00 Time to expiry: 98 Days | | 10900 0.269 +0.019 0.56 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 19:50 Page 46 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 109.230 Indicative a-t-m Vol 1.00 Time to expiry: 7 Days | | 10920 0.045 -0.024 -0.42 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.080 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 42 Days | | 10900 0.113 -0.022 -0.41 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.080 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 70 Days | | 10900 0.155 -0.021 -0.43 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.080 Indicative a-t-m Vol 1.00 Time to expiry: 98 Days | | 10900 0.189 -0.021 -0.44 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 19:50 Page 47 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 119.56 Indicative a-t-m Vol 10.14 Time to expiry: 7 Days | | 11950 0.69 -0.08 0.52 10.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.09 (Dec 10) Indicative a-t-m Vol 10.09 Time to expiry: 42 Days | | 11900 1.69 -0.02 0.52 10.08 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.09 (Dec 10) Indicative a-t-m Vol 10.09 Time to expiry: 70 Days | | 11900 2.16 0.00 0.52 10.08 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.09 Indicative a-t-m Vol 10.09 Time to expiry: 98 Days | | 11900 2.54 0.00 0.52 10.08 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 19:50 Page 48 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 119.56 Indicative a-t-m Vol 10.14 Time to expiry: 7 Days | | 11950 0.63 -0.17 -0.48 10.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.09 (Dec 10) Indicative a-t-m Vol 10.09 Time to expiry: 42 Days | | 11900 1.60 -0.09 -0.48 10.08 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.09 (Dec 10) Indicative a-t-m Vol 10.09 Time to expiry: 70 Days | | 11900 2.07 -0.07 -0.48 10.08 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.09 Indicative a-t-m Vol 10.09 Time to expiry: 98 Days | | 11900 2.45 -0.07 -0.48 10.08 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 19:50 Page 49 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 130.14 Indicative a-t-m Vol 10.00 Time to expiry: 7 Days | | 13000 0.78 -0.10 0.53 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 129.49 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 42 Days | | 12950 1.77 -0.04 0.51 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 129.49 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 70 Days | | 12950 2.27 -0.03 0.51 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 129.49 Indicative a-t-m Vol 10.00 Time to expiry: 98 Days | | 12950 2.69 -0.02 0.51 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 19:50 Page 50 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 130.14 Indicative a-t-m Vol 10.00 Time to expiry: 7 Days | | 13000 0.64 -0.18 -0.47 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 129.49 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 42 Days | | 12950 1.78 -0.08 -0.49 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 129.49 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 70 Days | | 12950 2.28 -0.07 -0.49 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 129.49 Indicative a-t-m Vol 10.00 Time to expiry: 98 Days | | 12950 2.70 -0.06 -0.49 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 19:50 Page 51 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 123.84 (Dec 10) Indicative a-t-m Vol 7.18 Time to expiry: 17 Days | | 12350 0.97 +0.09 0.57 7.18 0 0 0| 0 0 0 0 12400 0.71 +0.06 0.47 7.19 0 0 0| 0 200 0 0 12500 0.35 +0.02 0.28 7.26 0 0 0| 0 400 0 0 12600 0.15 0.00 0.15 7.35 0 0 0| 0 200 0 0 Total 0 0 0| 0 800 0 0 | Nov 10 Underlying Price 123.84 (Dec 10) Indicative a-t-m Vol 6.29 Time to expiry: 46 Days | | 12350 1.29 +0.11 0.55 6.29 0 0 0| 0 0 0 0 12500 0.63 +0.06 0.34 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 123.84 Indicative a-t-m Vol 6.57 Time to expiry: 78 Days | | 12350 1.68 +0.12 0.54 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 128.49 Indicative a-t-m Vol 6.57 Time to expiry: 168 Days | | 12800 2.54 +0.13 0.54 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 19:50 Page 52 Business Day Mon 6 Sep 2010 | Previous Business Day | Fri 3 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 123.84 (Dec 10) Indicative a-t-m Vol 7.18 Time to expiry: 17 Days | | 12050 0.04 -0.04 -0.05 7.54 0 0 0| 0 200 0 0 12150 0.13 -0.08 -0.12 7.51 0.20S 0.12S 0 0 0| 0 102 0 0 12250 0.30 -0.13 -0.25 7.33 0.22S 0.20S 0 0 0| 0 600 0 0 12350 0.63 -0.19 -0.43 7.18 0.41S 0.41S 0 0 0| 0 300 0 0 Total 0 0 0| 0 1,202 0 0 | Nov 10 Underlying Price 123.84 (Dec 10) Indicative a-t-m Vol 6.29 Time to expiry: 46 Days | | 12350 0.95 -0.17 -0.45 6.29 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 123.84 Indicative a-t-m Vol 6.57 Time to expiry: 78 Days | | 12350 1.34 -0.16 -0.46 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 128.49 Indicative a-t-m Vol 6.57 Time to expiry: 168 Days | | 12800 2.05 -0.15 -0.46 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 1,202 0 0