Options on Financial Futures Summary 22:08 - Interim Page 1 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 77,677 N/A 89,000 166,677 | 133,262 13,811,493 +43,403 Three Month Euribor Mid-Curve 19,630 N/A 8,000 27,630 | 18,500 1,854,726 -3,500 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 49,618 N/A 97,000 146,618 | 54,950 5,376,936 -28,882 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,000 0 Three Month Sterling Mid-Curve 6,682 N/A 156,600 163,282 | 28,100 2,365,994 -4,135 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 1,639 -600 Options on Financial Futures 22:08 - Interim Page 2 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 Sep 2010 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 99.125 Indicative a-t-m Vol 0.15 Time to expiry: 6 Days | | 95750 3.3750 0.0000 1.00 0.27 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 3.1250 0.0000 1.00 0.27 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.8750 0.0000 1.00 0.27 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.6250 0.0000 1.00 0.27 2.3200S 0.3000 0 0 0| 0 2,400 0 0 96750 2.3750 0.0000 1.00 0.27 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 2.1250 0.0000 1.00 0.27 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.8750 0.0000 1.00 0.27 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.6250 0.0000 1.00 0.27 1.5250S 0.1700S 0 0 0| 0 4,475 0 0 97750 1.3750 0.0000 1.00 0.27 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 1.1250 0.0000 1.00 0.27 0.4650S 0.1050S 0 0 0| 0 8,225 0 0 98125 1.0000 0.0000 1.00 0.27 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.8750 0.0000 1.00 0.27 0.9600S 0.1750 0 0 0| 0 12,997 0 0 98375 0.7500 0.0000 1.00 0.26 0.4550S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.6250 0.0000 1.00 0.26 0.6200S 0.0850S 0 0 0| 0 47,770 0 0 98625 0.5000 0.0000 1.00 0.26 0.5800S 0.2000S 0 0 0| 0 80,398 0 0 98750 0.3750 0.0000 1.00 0.26 0.4800S 0.0500S 0 0 0| 0 92,885 0 0 98875 0.2500 0.0000 1.00 0.38 0.3550S 0.0800S 0 0 0| 0 136,359 0 0 99000 0.1200 0.1250 0.0000 0.97 0.53 0.1200S 0.1200S 0.2650 0.0250S 0 186 186| 1,086 202,060 -414 0 99125 0.0050 0.0075 -0.0025 0.50 0.15 0.0100S 0.0050 0.1600 0.0050S 0 2,177 2,177| 1,836 298,939 -3,543 0 99250 0.0025 0.0000 0.06 0.64 0.1000S CAB 0 0 0| 750 314,592 -3,400 0 99375 CAB 0.0000 0.00 0.47 0.0350S CAB 0 0 0| 0 326,230 -1,750 0 99500 CAB 0.0000 0.00 0.47 0.0150S CAB 0 0 0| 0 204,248 0 0 99625 CAB 0.0000 0.00 0.48 0.0100S 0.0050S 0 0 0| 0 24,000 0 0 99750 CAB 0.0000 0.00 0.48 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 0 2,363 2,363| 3,672 1,788,908 -9,107 0 | Oct 10 Underlying Price 99.065 (Dec 10) Indicative a-t-m Vol 0.34 Time to expiry: 41 Days | | 98750 0.3175 0.0000 0.98 0.47 0.2250S 0.2250S 0 0 0| 0 500 0 0 98875 0.1950 0.0000 0.91 0.43 0.3150 0.1250S 0 0 0| 0 14,910 0 0 99000 0.0900 0.0000 0.70 0.37 0.1600S 0.0450 0 0 0| 0 96,245 0 0 99125 0.0250 0.0175 0.0000 0.28 0.31 0.0250 0.0250 0.1400S 0.0150S 0 26 26| 0 72,386 0 0 99250 0.0025 0.0000 0.05 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 26 26| 0 268,804 0 0 Options on Financial Futures 22:08 - Interim Page 3 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 0.32 Time to expiry: 69 Days | | 98875 0.2025 -0.0025 0.87 0.39 0.1600S 0.1600S 0 0 0| 0 12,984 0 0 99000 0.0975 -0.0050 0.67 0.34 0.1650S 0.0650 0 0 0| 0 22,575 0 0 99125 0.0250 0.0300 -0.0025 0.33 0.31 0.0250 0.0250 0.1050 0.0250 0 1 1| 0 34,256 0 0 99250 0.0050 0.0000 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 1 1| 0 93,315 0 0 | Dec 10 Underlying Price 99.065 Indicative a-t-m Vol 0.33 Time to expiry: 97 Days | | 96750 2.3150 0.0000 1.00 0.55 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 2.0650 0.0000 1.00 0.55 2.1100 0.4650 0 0 0| 0 2,255 0 0 97250 1.8150 0.0000 1.00 0.55 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 1.5650 0.0000 1.00 0.55 1.3050S 0.2750S 0 0 0| 0 14,100 0 0 97750 1.3150 0.0000 1.00 0.54 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 1.0650 0.0000 1.00 0.54 0.7850S 0.1500S 0 0 0| 0 19,262 0 0 98125 0.9400 0.0000 1.00 0.54 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.8150 0.0000 1.00 0.54 0.8000 0.1250S 0 0 0| 0 18,026 0 0 98375 0.6900 0.0000 0.99 0.54 0.3500S 0.2450S 0 0 0| 0 6,500 0 0 98500 0.5675 0.0000 0.98 0.52 0.6400S 0.0600S 0 0 0| 0 205,841 0 0 98625 0.4450 0.0000 0.96 0.49 0.5400S 0.1300S 0 0 0| 0 26,589 0 0 98750 0.3225 -0.0025 0.92 0.43 0.4450S 0.0200S 0 0 0| 0 378,160 0 0 98875 0.2150 0.2100 -0.0025 0.83 0.40 0.2150S 0.2000S 0.3550 0.0550S 0 1,175 1,175| 500 119,769 -500 0 99000 0.1150 0.1100 -0.0050 0.64 0.36 0.1150S 0.1050S 0.2650S 0.0100S 2,000 4,035 6,035| 6,000 393,333 -1,000 0 99125 0.0400 0.0375 -0.0025 0.35 0.31 0.0400 0.0350S 0.1750S 0.0200S 4,000 6,052 10,052| 7,500 301,349 -3,500 0 99250 0.0100 0.0100 0.0000 0.13 0.32 0.0100 0.0100 0.1250 0.0050S 2,000 5,527 7,527| 5,500 328,751 -3,000 0 99375 0.0050 0.0025 0.0000 0.03 0.33 0.0050S 0.0050S 0.0700S 0.0050 0 250 250| 0 203,997 0 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 8,000 17,039 25,039| 19,500 2,173,738 -8,000 0 | Jan 11 Underlying Price 99.030 (Mar 11) Indicative a-t-m Vol 0.41 Time to expiry: 132 Days | | 98750 0.3050 +0.0175 0.83 0.48 0 0 0| 0 7,000 0 0 98875 0.2000 +0.0125 0.72 0.44 0 0 0| 0 2,500 0 0 99000 0.1150 +0.0100 0.55 0.41 0.1400S 0.1100S 0 0 0| 0 7,500 0 0 99125 0.0525 +0.0050 0.34 0.39 0.0700 0.0450 0 0 0| 0 108,300 0 0 99250 0.0200 +0.0025 0.16 0.37 0.0350S 0.0150S 0 0 0| 0 40,850 0 0 Total 0 0 0| 0 166,150 0 0 Options on Financial Futures 22:08 - Interim Page 4 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 99.030 (Mar 11) Indicative a-t-m Vol 0.41 Time to expiry: 160 Days | | 99000 0.1250 +0.0100 0.54 0.42 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.030 Indicative a-t-m Vol 0.42 Time to expiry: 188 Days | | 97250 1.7800 +0.0250 1.00 0.68 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 1.5300 +0.0250 1.00 0.68 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 1.2800 +0.0250 1.00 0.68 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 1.0350 +0.0250 0.98 0.74 0.7850S 0.2700 0 0 0| 0 9,050 0 0 98250 0.7900 +0.0250 0.95 0.65 0.6450 0.1350 0 0 0| 0 21,373 0 0 98500 0.5475 +0.0200 0.91 0.56 0.6700 0.1000S 0 0 0| 0 86,756 0 0 98625 0.4325 +0.0200 0.86 0.53 0.4100S 0.2550S 0 0 0| 500 5,775 +500 0 98750 0.3200 0.3200 +0.0150 0.79 0.49 0.3250 0.3200 0.4550S 0.0500S 0 9 9| 0 137,608 0 0 98875 0.2200 +0.0125 0.68 0.45 0.3500 0.1250S 0 0 0| 500 49,954 +500 0 99000 0.1300 0.1350 +0.0075 0.54 0.42 0.1300S 0.1300S 0.2850S 0.0250S 0 500 500| 0 177,927 0 0 99125 0.0650 0.0700 +0.0050 0.37 0.39 0.0700S 0.0650S 0.2000S 0.0450S 0 1,020 1,020| 0 103,232 0 0 99250 0.0250 0.0300 +0.0050 0.20 0.36 0.0250S 0.0250S 0.1500S 0.0050S 0 520 520| 0 124,229 0 0 99375 0.0100 0.0125 +0.0025 0.09 0.37 0.0100S 0.0100S 0.0850 0.0050S 0 20 20| 0 60,507 0 0 99500 0.0050 0.0000 0.04 0.38 0.0500 0.0050S 0 0 0| 0 33,252 0 0 99625 0.0025 0.0000 0.02 0.39 0.0200 0.0050S 0 0 0| 0 25,700 0 0 99750 CAB 0.0000 0.01 0.40 0.0050S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 2,069 2,069| 1,000 879,963 +1,000 0 | Jun 11 Underlying Price 98.990 Indicative a-t-m Vol 0.47 Time to expiry: 279 Days | | 97000 1.9900 +0.0400 1.00 0.82 1.8850S 0.5900S 0 0 0| 0 4,675 0 0 97250 1.7425 +0.0375 0.99 0.88 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 1.4975 +0.0375 0.98 0.88 1.4200S 0.4600S 0 0 0| 0 6,475 0 0 97750 1.2525 +0.0375 0.96 0.82 0.8050 0.4300 0 0 0| 0 13,100 0 0 97875 1.1300 +0.0350 0.95 0.79 0.8950 0.8950 0 0 0| 0 25 0 0 98000 1.0075 +0.0325 0.94 0.75 0.9600S 0.3900S 0 0 0| 0 20,488 0 0 98250 0.7675 +0.0300 0.90 0.68 0.5750 0.1300S 0 0 0| 0 5,205 0 0 98500 0.5375 +0.0275 0.83 0.60 0.5950 0.1250S 0 0 0| 0 35,374 0 0 98625 0.4300 0.4275 +0.0225 0.78 0.56 0.4300 0.4300 0.4300 0.2850S 0 500 500| 0 3,450 0 0 98750 0.3275 +0.0175 0.70 0.53 0.4500S 0.0700 0 0 0| 0 44,779 0 0 98875 0.2400 0.2375 +0.0125 0.60 0.51 0.2400 0.2400 0.2850S 0.1400S 0 500 500| 0 23,549 0 0 99000 0.1550 0.1575 +0.0150 0.49 0.47 0.1550 0.1550 0.2950S 0.0400S 0 1,500 1,500| 0 135,293 0 0 99125 0.0950 0.0950 +0.0125 0.36 0.44 0.0950S 0.0900S 0.1400S 0.0550S 0 1,500 1,500| 0 106,772 0 0 99250 0.0450 0.0475 +0.0075 0.23 0.40 0.0450 0.0450 0.1500 0.0150S 0 1,500 1,500| 0 154,286 0 0 99375 0.0175 +0.0025 0.12 0.37 0.0450S 0.0150S 0 0 0| 0 13,500 0 0 99500 0.0075 +0.0025 0.05 0.36 0.0700 0.0050S 0 0 0| 0 16,215 0 0 99750 CAB 0.0000 0.01 0.36 0.0200 0.0050S 0 0 0| 0 6,700 0 0 Total 0 5,500 5,500| 0 593,786 0 0 Options on Financial Futures 22:08 - Interim Page 5 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.940 Indicative a-t-m Vol 0.56 Time to expiry: 377 Days | | 97250 1.7150 +0.0450 0.95 1.04 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 1.4700 +0.0450 0.93 0.97 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 1.2300 +0.0450 0.91 0.90 0.5500S 0.4800S 0 0 0| 0 4,175 0 0 98000 0.9950 +0.0400 0.87 0.82 0.9600 0.2850S 0 0 0| 0 17,500 0 0 98250 0.7650 +0.0350 0.82 0.75 0.7800 0.3650 0 0 0| 0 16,225 0 0 98500 0.5450 +0.0300 0.74 0.68 0.5600S 0.1500S 0 0 0| 0 22,000 0 0 98750 0.3500 +0.0200 0.62 0.61 0.4200S 0.1050 0 0 0| 0 50,725 0 0 99000 0.1850 0.1900 +0.0150 0.46 0.55 0.1900S 0.1850S 0.2850S 0.0500S 0 1,500 1,500| 0 43,200 0 0 99250 0.0750 +0.0100 0.26 0.47 0.1400S 0.0150S 0 0 0| 0 26,950 0 0 99500 0.0150 0.0000 0.08 0.40 0.0800S 0.0050S 0 0 0| 0 42,395 0 0 99750 0.0050 +0.0050 0.02 0.38 0.0100S 0.0100S 0 0 0| 0 2,000 0 0 Total 0 1,500 1,500| 0 232,940 0 0 | Dec 11 Underlying Price 98.840 Indicative a-t-m Vol 0.65 Time to expiry: 468 Days | | 97250 1.6350 +0.0450 0.92 1.03 0.6150S 0.6000S 0 0 0| 0 350 0 0 97500 1.3950 +0.0400 0.89 0.97 0.6350S 0.5100S 0 0 0| 0 24,500 0 0 97750 1.1650 +0.0400 0.86 0.91 1.0300 0.4650S 0 0 0| 0 18,295 0 0 98000 0.9350 +0.0300 0.82 0.84 0.8600S 0.4150S 0 0 0| 0 13,350 0 0 98250 0.7250 +0.0400 0.75 0.79 0.5000S 0.3100 0 0 0| 0 3,275 0 0 98500 0.5250 +0.0350 0.66 0.73 0.5300S 0.1850S 0 0 0| 0 14,650 0 0 98750 0.3400 0.3450 +0.0250 0.55 0.67 0.3400S 0.3400S 0.4050S 0.1100S 0 500 500| 0 42,575 0 0 99000 0.2000 +0.0150 0.41 0.61 0.3000S 0.0700S 0 0 0| 0 38,644 0 0 99250 0.0900 +0.0100 0.25 0.54 0.1900S 0.0150S 0 0 0| 0 38,851 0 0 99500 0.0300 +0.0050 0.11 0.48 0.0350S 0.0200S 0 0 0| 0 21,000 0 0 Total 0 500 500| 0 215,490 0 0 | Mar 12 Underlying Price 98.750 Indicative a-t-m Vol 0.72 Time to expiry: 559 Days | | 96500 2.2950 +0.0450 0.93 1.25 2.0100S 2.0100S 0 0 0| 0 100 0 0 97750 1.1300 +0.0400 0.80 0.97 0.5400S 0.5400S 0 0 0| 0 500 0 0 98000 0.9150 +0.0350 0.75 0.90 0.7900 0.4600S 0 0 0| 0 3,000 0 0 98250 0.7100 +0.0300 0.69 0.84 0.6300S 0.4300S 0 0 0| 0 15,150 0 0 98500 0.5200 +0.0250 0.61 0.78 0.5450S 0.3250 0 0 0| 0 13,850 0 0 98750 0.3450 0.3500 +0.0200 0.50 0.72 0.3450S 0.3450S 0.3900S 0.3050 0 400 400| 1,000 14,000 +500 0 99000 0.2100 +0.0100 0.38 0.65 0.2350S 0.1000S 0 0 0| 0 11,045 0 0 99250 0.1000 +0.0050 0.24 0.58 0.0850 0.0850 0 0 0| 0 2,025 0 0 99500 0.0350 0.0000 0.12 0.51 0.0550 0.0100 0 0 0| 0 34,500 0 0 Total 0 400 400| 1,000 94,170 +500 0 Options on Financial Futures 22:08 - Interim Page 6 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.640 Indicative a-t-m Vol 0.76 Time to expiry: 650 Days | | 98250 0.6700 +0.0200 0.64 0.86 0.7300S 0.4800S 0 0 0| 0 15,350 0 0 98500 0.4900 0.4900 +0.0100 0.56 0.80 0.5000S 0.4900S 0.5250S 0.4200S 0 1,250 1,250| 0 8,750 0 0 98750 0.3350 +0.0100 0.46 0.74 0.3800S 0.3250S 0 0 0| 0 8,000 0 0 99000 0.2050 +0.0050 0.34 0.68 0.2300S 0.2250S 0 0 0| 0 10,700 0 0 99250 0.1050 +0.0050 0.23 0.61 0.1100S 0.1100S 0 0 0| 0 2,750 0 0 99500 0.0450 +0.0050 0.12 0.55 0.0600 0.0350S 0 0 0| 0 14,500 0 0 Total 0 1,250 1,250| 0 60,050 0 0 | Total Calls 8,000 30,648 38,648| 25,172 6,567,314 -15,607 0 Options on Financial Futures 22:08 - Interim Page 7 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 Sep 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 99.125 Indicative a-t-m Vol 0.15 Time to expiry: 6 Days | | 91000 CAB 0.0000 0.00 0.27 0.0050S 0.0050S 0 0 0| 0 523 0 0 92750 CAB 0.0000 0.00 0.27 0.0100S 0.0050 0 0 0| 0 754 0 0 94750 CAB 0.0000 0.00 0.27 0.0450 0.0100 0 0 0| 0 1,025 0 0 95000 CAB 0.0000 0.00 0.27 0.0300S 0.0050S 0 0 0| 0 2,150 0 0 95250 CAB 0.0000 0.00 0.27 0.2650S 0.2650S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 0.27 0.0300S 0.0200S 0 0 0| 0 1,200 0 0 95750 CAB 0.0000 0.00 0.27 0.5900S 0.5650S 0 0 0| 0 1,800 0 0 96000 CAB 0.0000 0.00 0.27 0.4950S 0.0050 0 0 0| 0 53,942 0 0 96250 CAB 0.0000 0.00 0.27 0.5650S 0.5300S 0 0 0| 0 6,175 0 0 96375 CAB 0.0000 0.00 0.27 0.0150 0.0150 0 0 0| 0 10 0 0 96500 CAB 0.0000 0.00 0.27 0.5850S 0.0050S 0 0 0| 0 20,620 0 0 96625 CAB 0.0000 0.00 0.27 0.0500 0.0500 0 0 0| 0 10 0 0 96750 CAB 0.0000 0.00 0.27 0.5800S 0.0450S 0 0 0| 0 9,401 0 0 97000 CAB 0.0000 0.00 0.27 0.5650S 0.0100S 0 0 0| 0 39,246 0 0 97125 CAB 0.0000 0.00 0.27 0.0400 0.0400 0 0 0| 0 1,250 0 0 97250 CAB 0.0000 0.00 0.27 1.1300S 0.0050 0 0 0| 0 29,360 0 0 97375 CAB 0.0000 0.00 0.27 0.1550 0.0350S 0 0 0| 0 8,060 0 0 97500 CAB 0.0000 0.00 0.27 0.5150S 0.0050S 0 0 0| 0 38,759 0 0 97625 CAB 0.0000 0.00 0.27 0.1450S 0.0050S 0 0 0| 0 7,121 0 0 97750 CAB 0.0000 0.00 0.27 0.5350S 0.0100S 0 0 0| 0 55,652 0 0 97875 CAB 0.0000 0.00 0.27 0.1850S 0.0050S 0 0 0| 0 10,410 0 0 98000 CAB 0.0000 0.00 0.27 0.5000S 0.0050S 0 0 0| 0 80,449 0 0 98125 CAB 0.0000 0.00 0.27 0.3300S 0.0050 0 0 0| 0 25,080 0 0 98250 CAB 0.0000 0.00 0.27 0.4300S 0.0050S 0 0 0| 0 83,818 0 0 98375 CAB 0.0000 0.00 0.26 0.4150S 0.0050S 0 0 0| 0 53,584 0 0 98500 CAB 0.0000 0.00 0.26 0.4700S 0.0050S 0 0 0| 0 137,299 0 0 98625 CAB 0.0000 0.00 0.26 0.3800S 0.0050S 0 0 0| 0 193,778 0 0 98750 CAB 0.0000 0.00 0.26 0.4600S 0.0050 0 0 0| 0 254,850 0 0 98875 CAB 0.0000 0.00 0.38 0.5200S 0.0050S 0 0 0| 0 250,820 0 0 99000 CAB 0.0000 -0.03 0.53 0.6150S 0.0050 0 0 0| 0 215,203 0 0 99125 0.0100 0.0075 -0.0025 -0.50 0.15 0.0100 0.0100 0.2700S 0.0100 0 854 854| 0 160,837 0 0 99250 0.1275 0.0000 -0.94 0.64 0.2950S 0.1250S 0 0 0| 0 24,050 0 0 Total 0 854 854| 0 1,767,486 0 0 Options on Financial Futures 22:08 - Interim Page 8 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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: 41 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 0.59 0.0450 0.0150 0 0 0| 0 1,250 0 0 98500 CAB 0.0000 0.00 0.56 0.0650 0.0050 0 0 0| 0 12,240 0 0 98625 CAB 0.0000 -0.01 0.52 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 0.43 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| 0 31,558 0 0 99125 0.0775 0.0000 -0.72 0.31 0.2950S 0.0650S 0 0 0| 0 26,100 0 0 Total 0 0 0| 0 135,437 0 0 | Nov 10 Underlying Price 99.065 (Dec 10) Indicative a-t-m Vol 0.32 Time to expiry: 69 Days | | 98500 CAB 0.0000 -0.01 0.53 0.0450 0.0300S 0 0 0| 0 1,500 0 0 98750 0.0050 0.0000 -0.05 0.45 0.0900S 0.0050 0 0 0| 0 4,000 0 0 98875 0.0125 -0.0025 -0.13 0.39 0.0800 0.0250S 0 0 0| 0 2,201 0 0 99000 0.0300 0.0325 -0.0050 -0.33 0.34 0.0300 0.0300 0.1850S 0.0300 0 2,000 2,000| 0 2,500 0 0 99125 0.0900 -0.0025 -0.67 0.31 0.1100S 0.0700S 0 0 0| 0 800 0 0 Total 0 2,000 2,000| 0 11,001 0 0 Options on Financial Futures 22:08 - Interim Page 9 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 0.33 Time to expiry: 97 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 0.54 0.1500S 0.0150 0 0 0| 0 12,250 0 0 97750 CAB 0.0000 0.00 0.54 0.5300S 0.0050S 0 0 0| 0 57,780 0 0 97875 CAB 0.0000 0.00 0.54 0.2050S 0.0050 0 0 0| 0 16,599 0 0 98000 CAB 0.0000 0.00 0.54 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 0 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 0.52 0.5850S 0.0050S 0 0 0| 0 269,801 0 0 98625 0.0050 0.0000 -0.04 0.49 0.3450S 0.0050S 0 0 0| 0 251,878 0 0 98750 0.0050 0.0075 -0.0025 -0.08 0.43 0.0050S 0.0050S 0.7300S 0.0050S 5,000 1,000 6,000| 0 285,685 0 0 98875 0.0200 0.0200 -0.0025 -0.17 0.40 0.0200 0.0150S 0.3050S 0.0150S 5,000 1,220 6,220| 2,060 226,742 0 0 99000 0.0450 0.0450 -0.0050 -0.36 0.36 0.0450 0.0450 0.9100S 0.0350S 0 760 760| 2,530 232,739 -2,010 0 99125 0.0950 0.0975 -0.0025 -0.65 0.31 0.1000S 0.0950S 0.3050S 0.0850S 5,000 3,500 8,500| 500 65,603 -1,000 0 99250 0.1900 0.1950 0.0000 -0.87 0.32 0.1900S 0.1900S 0.3500S 0.1900S 5,000 1,000 6,000| 0 17,500 0 0 Total 20,000 7,480 27,480| 5,090 1,934,281 -3,010 0 | Jan 11 Underlying Price 99.030 (Mar 11) Indicative a-t-m Vol 0.41 Time to expiry: 132 Days | | 98250 0.0050 0.0000 -0.03 0.68 0.0050 0.0050 0 0 0| 0 25 0 0 98500 0.0100 -0.0025 -0.06 0.58 0.0450 0.0450 0 0 0| 0 1,600 0 0 98625 0.0150 0.0150 -0.0050 -0.10 0.52 0.0150 0.0150 0.0350 0.0150 17,000 25 17,025| 35,000 148,500 +35,000 0 98750 0.0250 -0.0075 -0.17 0.48 0.1100S 0.0300S 3,000 0 3,000| 0 185,500 0 0 98875 0.0450 -0.0125 -0.28 0.44 0.0900 0.0500S 17,000 0 17,000| 35,000 109,600 +33,500 0 99000 0.0850 0.0850 -0.0150 -0.45 0.41 0.0850S 0.0850S 0.2250S 0.0850S 9,000 1,500 10,500| 0 183,000 0 0 99125 0.1475 -0.0200 -0.66 0.39 0.2000S 0.1550S 0 0 0| 0 2,500 0 0 Total 46,000 1,525 47,525| 70,000 630,725 +68,500 0 Options on Financial Futures 22:08 - Interim Page 10 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 99.030 (Mar 11) Indicative a-t-m Vol 0.41 Time to expiry: 160 Days | | 99000 0.0950 -0.0150 -0.46 0.42 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.030 Indicative a-t-m Vol 0.42 Time to expiry: 188 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 0.68 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 0.74 0.6950 0.0050 0 0 0| 0 36,739 0 0 98125 0.0075 0.0000 -0.03 0.69 0.0950S 0.0300S 0 0 0| 0 7,350 0 0 98250 0.0100 0.0000 -0.05 0.65 0.4950S 0.0300 0 0 0| 0 129,364 0 0 98375 0.0125 -0.0025 -0.06 0.60 0.1450S 0.0200 0 0 0| 0 42,280 0 0 98500 0.0200 0.0175 -0.0050 -0.09 0.56 0.0200S 0.0100S 0.6800S 0.0100S 0 2,010 2,010| 0 124,789 0 0 98625 0.0300 0.0275 -0.0050 -0.14 0.53 0.0300S 0.0300S 0.2400S 0.0300S 0 2,500 2,500| 0 90,065 0 0 98750 0.0400 -0.0100 -0.21 0.49 0.8500S 0.0500S 0 0 0| 0 176,390 0 0 98875 0.0700 0.0650 -0.0125 -0.32 0.45 0.0700S 0.0700S 0.2750S 0.0700S 0 500 500| 0 43,350 0 0 99000 0.1150 0.1050 -0.0175 -0.46 0.42 0.1150S 0.1150S 1.0500S 0.1050S 0 2,000 2,000| 0 177,505 0 0 99125 0.1650 -0.0200 -0.63 0.39 0.3950S 0.1700S 0 0 0| 0 22,420 0 0 Total 0 7,010 7,010| 0 998,030 0 0 Options on Financial Futures 22:08 - Interim Page 11 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.990 Indicative a-t-m Vol 0.47 Time to expiry: 279 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 0.82 0.6650S 0.0050S 0 0 0| 0 73,178 0 0 97250 0.0025 -0.0025 -0.01 0.88 0.6300S 0.0200S 0 0 0| 0 45,925 0 0 97500 0.0075 -0.0025 -0.02 0.88 0.6050S 0.0100S 0 0 0| 0 41,460 0 0 97750 0.0125 -0.0025 -0.04 0.82 0.6000S 0.0200 0 0 0| 0 22,531 0 0 97875 0.0150 -0.0050 -0.05 0.79 0.0850 0.0350S 0 0 0| 0 2,000 0 0 98000 0.0175 -0.0075 -0.06 0.75 0.6000 0.0250S 0 0 0| 0 47,578 0 0 98125 0.0225 -0.0075 -0.08 0.72 0.1200 0.0350 0 0 0| 0 34,775 0 0 98250 0.0275 -0.0100 -0.10 0.68 0.4300S 0.0400 0 0 0| 0 42,655 0 0 98375 0.0375 -0.0075 -0.13 0.64 0.1750S 0.0500S 0 0 0| 2,000 111,175 +820 0 98500 0.0475 -0.0125 -0.17 0.60 0.4150S 0.0750S 3,500 0 3,500| 0 54,698 0 0 98625 0.0600 0.0625 -0.0175 -0.22 0.56 0.0600S 0.0600S 0.2600S 0.0600S 0 10 10| 4,000 309,500 +4,000 0 98750 0.0875 -0.0225 -0.30 0.53 0.3750S 0.0950 3,500 0 3,500| 1,000 72,107 -500 0 98875 0.1225 -0.0275 -0.40 0.51 0.3550S 0.1400S 0 0 0| 3,000 220,000 +2,000 0 99000 0.1700 0.1675 -0.0250 -0.51 0.47 0.1700S 0.1700S 0.4100S 0.1700S 0 500 500| 1,000 48,777 0 0 99125 0.2300 0.2300 -0.0275 -0.64 0.44 0.2300S 0.2300S 0.3850S 0.2300S 0 1,000 1,000| 1,000 2,150 +1,000 0 Total 7,000 1,510 8,510| 12,000 1,255,449 +7,320 0 Options on Financial Futures 22:08 - Interim Page 12 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.940 Indicative a-t-m Vol 0.56 Time to expiry: 377 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 CAB -0.0050 -0.01 1.19 0.1250 0.1050S 0 0 0| 0 6,001 0 0 96250 0.0050 -0.0050 -0.02 1.27 0.1150S 0.1150S 0 0 0| 0 2,100 0 0 96500 0.0100 -0.0050 -0.02 1.23 0.2500S 0.0350S 0 0 0| 0 5,700 0 0 97000 0.0200 -0.0050 -0.04 1.12 0.2550S 0.0200S 0 0 0| 0 14,250 0 0 97250 0.0250 -0.0050 -0.05 1.04 0.6150S 0.0550S 0 0 0| 0 16,120 0 0 97500 0.0300 -0.0050 -0.07 0.97 0.6300S 0.0300S 0 0 0| 0 11,800 0 0 97750 0.0400 -0.0050 -0.09 0.90 0.6200S 0.0400S 0 0 0| 0 8,000 0 0 98000 0.0550 -0.0100 -0.13 0.82 0.4300S 0.0550S 0 0 0| 0 17,550 0 0 98250 0.0750 -0.0150 -0.18 0.75 0.7150S 0.1750S 0 0 0| 0 15,050 0 0 98500 0.1050 -0.0200 -0.26 0.68 0.5150S 0.1050 0 0 0| 0 21,850 0 0 98750 0.1600 -0.0300 -0.38 0.61 0.5500S 0.1850S 0 0 0| 0 18,625 0 0 99000 0.2500 0.2500 -0.0350 -0.54 0.55 0.2550S 0.2500S 0.4950S 0.2500S 0 1,500 1,500| 0 7,250 0 0 Total 0 1,500 1,500| 0 169,546 0 0 | Dec 11 Underlying Price 98.840 Indicative a-t-m Vol 0.65 Time to expiry: 468 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 4,000 0 4,000| 0 50,276 0 0 96250 0.0200 0.0000 -0.03 1.28 0.1000 0.0500S 0 0 0| 0 100 0 0 96500 0.0250 0.0000 -0.04 1.25 0.2400S 0.0550S 0 0 0| 0 16,350 0 0 96750 0.0300 0.0000 -0.05 1.16 0.1400S 0.0700S 0 0 0| 0 12,000 0 0 97000 0.0350 -0.0050 -0.06 1.10 0.2400S 0.0450 0 0 0| 0 11,050 0 0 97250 0.0450 -0.0050 -0.08 1.03 0.6200 0.1150 0 0 0| 0 6,350 0 0 97500 0.0550 -0.0100 -0.11 0.97 0.5900S 0.0750S 0 0 0| 0 17,600 0 0 97750 0.0750 -0.0100 -0.14 0.91 0.6150S 0.1700S 0 0 0| 0 16,665 0 0 98000 0.0950 0.0950 -0.0200 -0.18 0.84 0.0950S 0.0950S 0.5300S 0.0950S 1,000 10,000 11,000| 0 27,850 0 0 98250 0.1450 0.1350 -0.0100 -0.25 0.79 0.1450S 0.1450S 0.4750S 0.1450S 1,000 1,500 2,500| 10,000 10,400 -6,050 0 98500 0.1850 0.1850 -0.0150 -0.34 0.73 0.1850S 0.1850S 0.4700S 0.1850S 1,000 10,000 11,000| 0 22,800 0 0 98750 0.2700 0.2550 -0.0250 -0.45 0.67 0.2700S 0.2550S 0.5350S 0.2500S 1,000 2,000 3,000| 10,000 22,050 -8,000 0 99000 0.3600 -0.0350 -0.59 0.61 0.6250S 0.6100S 0 0 0| 0 500 0 0 Total 8,000 23,500 31,500| 20,000 214,612 -14,050 0 Options on Financial Futures 22:08 - Interim Page 13 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.750 Indicative a-t-m Vol 0.72 Time to expiry: 559 Days | | 95000 0.0100 -0.0050 -0.02 1.49 0.0500 0.0250 0 0 0| 0 600 0 0 96000 0.0300 -0.0050 -0.04 1.35 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 96250 0.0350 -0.0050 -0.05 1.30 0.0800 0.0800 0 0 0| 0 300 0 0 96500 0.0450 -0.0050 -0.07 1.25 0.1700S 0.0900S 0 0 0| 0 4,025 0 0 96750 0.0550 -0.0050 -0.08 1.19 0.1450 0.1400 0 0 0| 0 2,000 0 0 97000 0.0650 -0.0050 -0.10 1.14 0.2200S 0.0700S 0 0 0| 0 14,337 0 0 97250 0.0850 -0.0050 -0.13 1.08 0 0 0| 0 2,000 0 0 97500 0.1050 -0.0100 -0.16 1.02 0.3200S 0.1300 0 0 0| 0 9,675 0 0 97750 0.1300 -0.0100 -0.20 0.97 0.4800S 0.1400S 0 0 0| 0 1,000 0 0 98000 0.1650 -0.0150 -0.25 0.90 0.5400S 0.1950S 0 0 0| 0 5,250 0 0 98250 0.2100 -0.0200 -0.31 0.84 0.5350S 0.4600S 0 0 0| 0 8,100 0 0 98500 0.2700 -0.0250 -0.39 0.78 0.5600S 0.2900S 0 0 0| 0 13,825 0 0 98750 0.3550 0.3500 -0.0300 -0.50 0.72 0.3550S 0.3550S 0.4250S 0.3300S 0 400 400| 1,000 10,750 +250 0 99000 0.4600 -0.0400 -0.62 0.65 0 0 0| 0 1,000 0 0 Total 0 400 400| 1,000 73,862 +250 0 | Jun 12 Underlying Price 98.640 Indicative a-t-m Vol 0.76 Time to expiry: 650 Days | | 95000 0.0300 0.0000 -0.04 1.57 0.0650S 0.0650S 0 0 0| 0 500 0 0 95750 0.0450 -0.0050 -0.06 1.41 0.0700S 0.0700S 0 0 0| 0 500 0 0 96250 0.0600 -0.0100 -0.08 1.31 0.1200S 0.1200S 0 0 0| 0 750 0 0 97000 0.1050 -0.0100 -0.13 1.14 0.2000S 0.1950S 0 0 0| 0 12,700 0 0 97250 0.1250 -0.0150 -0.16 1.09 0.2300S 0.2250S 0 0 0| 0 1,250 0 0 97500 0.1500 -0.0200 -0.20 1.03 0.1650S 0.1650S 0 0 0| 0 4,000 0 0 98000 0.2300 -0.0250 -0.30 0.92 0 0 0| 0 3,500 0 0 98250 0.2800 -0.0350 -0.36 0.86 0.5550S 0.2800S 0 0 0| 0 14,350 0 0 98500 0.3500 0.3500 -0.0450 -0.44 0.80 0.3500S 0.3500S 0.5600S 0.3500S 0 1,250 1,250| 0 6,700 0 0 98750 0.4450 -0.0450 -0.54 0.74 0.4800S 0.4400S 0 0 0| 0 9,500 0 0 Total 0 1,250 1,250| 0 53,750 0 0 | Total Puts 81,000 47,029 128,029| 108,090 7,244,179 +59,010 0 Options on Financial Futures 22:08 - Interim Page 14 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.940 (Sep 11) Indicative a-t-m Vol 0.71 Time to expiry: 6 Days | | 97250 1.6900 +0.0500 1.00 1.02 0.5350 0.4950 0 0 0| 0 280 0 0 97375 1.5650 +0.0500 1.00 1.01 0.4300 0.4250S 0 0 0| 0 1,500 0 0 97500 1.4400 +0.0500 1.00 1.03 0.3800S 0.3600 0 0 0| 0 203 0 0 97625 1.3150 +0.0500 1.00 1.04 0.4300S 0.2900S 0 0 0| 0 4,651 0 0 97750 1.1900 +0.0500 1.00 1.05 0.3500S 0.2400S 0 0 0| 0 5,250 0 0 97875 1.0650 +0.0500 1.00 1.04 0.4550S 0.1950S 0 0 0| 0 1,750 0 0 98000 0.9400 +0.0500 1.00 1.05 0.7300S 0.1050S 0 0 0| 0 39,071 0 0 98125 0.8150 +0.0500 1.00 1.05 0.3250S 0.1050S 0 0 0| 0 24,752 0 0 98250 0.6900 +0.0500 1.00 1.07 0.7250S 0.0700S 0 0 0| 0 33,799 -1,000 0 98375 0.5650 +0.0500 1.00 1.16 0.4600S 0.0550S 0 0 0| 0 5,250 0 0 98500 0.4400 +0.0500 1.00 1.20 0.4400S 0.0650S 0 0 0| 0 14,765 0 0 98625 0.3150 +0.0450 0.98 1.19 0.3500 0.0500S 0 0 0| 0 19,356 0 0 98750 0.1850 0.1900 +0.0400 0.96 0.90 0.1850S 0.1850S 0.2850S 0.0250S 0 500 500| 0 42,245 0 0 98875 0.0700 0.0750 +0.0300 0.78 0.69 0.0700S 0.0650S 0.2050S 0.0100 0 1,300 1,300| 250 58,248 +125 0 99000 0.0100 0.0150 +0.0100 0.25 0.72 0.0150 0.0100 0.1300S 0.0050 0 10,500 10,500| 0 43,308 -1,000 0 99125 CAB 0.0000 0.03 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 12,300 12,300| 250 351,095 -1,875 0 | Oct 10 Underlying Price 98.840 (Dec 11) Indicative a-t-m Vol 0.62 Time to expiry: 41 Days | | 98500 0.3500 +0.0400 0.92 0.74 0.3700S 0.1900S 0 0 0| 0 1,500 0 0 98625 0.2400 0.2400 +0.0350 0.82 0.70 0.2400S 0.2400S 0.2400S 0.2400S 0 250 250| 0 250 0 0 98750 0.1400 +0.0250 0.66 0.65 0.1750 0.0700 0 0 0| 0 2,713 0 0 98875 0.0650 0.0650 +0.0150 0.43 0.61 0.0650S 0.0650S 0.1600S 0.0500S 0 750 750| 0 1,400 0 0 99000 0.0200 +0.0050 0.20 0.57 0.0450S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0050 0.0050 0.0000 0.08 0.59 0.0050S 0.0050S 0.0200S 0.0050S 0 500 500| 0 500 0 0 99250 CAB 0.0000 0.02 0.61 0.0050S 0.0050S 0 0 0| 0 1,500 0 0 Total 0 1,500 1,500| 0 12,363 0 0 | Nov 10 Underlying Price 98.840 (Dec 11) Indicative a-t-m Vol 0.66 Time to expiry: 69 Days | | 98625 0.2600 +0.0350 0.76 0.72 0.1850S 0.1850S 0 0 0| 0 3,000 0 0 98750 0.1700 +0.0300 0.62 0.68 0.1150S 0.1150S 0 0 0| 0 3,000 0 0 98875 0.0950 +0.0200 0.45 0.65 0.0650S 0.0650S 0 0 0| 0 3,000 0 0 99000 0.0450 +0.0100 0.28 0.62 0.0700S 0.0350S 0 0 0| 0 7,500 0 0 99250 0.0050 0.0000 0.05 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 22:08 - Interim Page 15 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.840 (Dec 11) Indicative a-t-m Vol 0.64 Time to expiry: 97 Days | | 97375 1.4650 +0.0500 1.00 0.85 0.4450 0.4450 0 0 0| 0 10 0 0 97625 1.2150 +0.0500 1.00 0.86 0.3900S 0.3850S 0 0 0| 0 350 0 0 97750 1.0900 +0.0500 0.99 0.87 0.3700S 0.2700S 0 0 0| 0 10,750 0 0 97875 0.9650 +0.0450 0.98 0.87 0.3150S 0.3150S 0 0 0| 0 3,000 0 0 98000 0.8450 +0.0450 0.97 0.91 0.3500S 0.1200 0 0 0| 0 16,750 0 0 98125 0.7250 +0.0450 0.94 0.88 0.2850S 0.2600S 0 0 0| 0 2,250 0 0 98250 0.6050 +0.0400 0.91 0.85 0.5800S 0.1100S 0 0 0| 0 12,500 0 0 98375 0.4900 +0.0400 0.87 0.81 0.2550S 0.1150S 0 0 0| 0 3,750 0 0 98500 0.3800 +0.0350 0.81 0.77 0.4500S 0.0850S 0 0 0| 0 88,700 0 0 98625 0.2800 +0.0300 0.72 0.72 0.3200S 0.0600S 0 0 0| 0 10,250 0 0 98750 0.1850 +0.0250 0.60 0.67 0.2500S 0.0250 0 0 0| 0 108,235 0 0 98875 0.1100 0.1100 +0.0200 0.46 0.62 0.1100S 0.1050 0.1450S 0.0350S 0 20 20| 0 136,500 0 0 99000 0.0550 +0.0050 0.30 0.59 0.1050S 0.0250S 0 0 0| 0 47,871 0 0 99125 0.0250 0.0000 0.16 0.57 0.0650S 0.0150S 0 0 0| 0 13,000 0 0 99250 0.0150 +0.0050 0.09 0.61 0.0150S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 20 20| 0 457,916 0 0 | Jan 11 Underlying Price 98.750 (Mar 12) Indicative a-t-m Vol 0.70 Time to expiry: 132 Days | | 98750 0.1650 +0.0150 0.50 0.70 0 0 0| 0 0 0 0 98875 0.1050 +0.0100 0.38 0.67 0.1500S 0.0600S 0 0 0| 0 1,500 0 0 99000 0.0600 +0.0050 0.26 0.65 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 98.750 (Mar 12) Indicative a-t-m Vol 0.69 Time to expiry: 160 Days | | 98750 0.1800 +0.0100 0.50 0.69 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.750 (Mar 12) Indicative a-t-m Vol 0.68 Time to expiry: 188 Days | | 98000 0.7900 +0.0450 0.88 0.91 0.3900S 0.3900S 0 0 0| 0 1,000 0 0 98375 0.4600 +0.0350 0.75 0.79 0.3250S 0.1400S 0 0 0| 0 5,000 0 0 98500 0.3600 +0.0300 0.68 0.75 0.3200S 0.2450S 0 0 0| 0 10,750 0 0 98625 0.2700 +0.0250 0.60 0.71 0.3150S 0.1900 0 0 0| 0 4,000 0 0 98750 0.1900 +0.0150 0.50 0.68 0.2650S 0.0500S 0 0 0| 0 29,500 0 0 98875 0.1300 +0.0150 0.39 0.65 0.1850S 0.1100S 0 0 0| 0 40,500 0 0 99000 0.0800 +0.0100 0.29 0.62 0.0850S 0.0600S 4,000 0 4,000| 6,000 16,000 +4,000 0 99125 0.0400 0.0450 +0.0050 0.19 0.60 0.0400S 0.0400S 0.0950S 0.0250S 4,000 500 4,500| 7,500 21,500 -5,500 0 99250 0.0250 +0.0050 0.12 0.59 0 0 0| 0 1,000 0 0 99375 0.0100 0.0000 0.07 0.59 0 0 0| 0 1,000 0 0 Total 8,000 500 8,500| 13,500 130,250 -1,500 0 Options on Financial Futures 22:08 - Interim Page 16 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.640 (Jun 12) Indicative a-t-m Vol 0.78 Time to expiry: 279 Days | | 98250 0.5300 +0.0350 0.70 0.86 0.3800S 0.3600S 0 0 0| 0 800 0 0 98375 0.4400 +0.0350 0.65 0.83 0.3250S 0.3200S 0 0 0| 0 250 0 0 98500 0.3550 +0.0300 0.58 0.81 0.3750S 0.2700S 0 0 0| 0 7,575 0 0 98625 0.2750 +0.0250 0.51 0.78 0.2550S 0.2550S 0 0 0| 0 250 0 0 98750 0.2100 +0.0250 0.43 0.75 0.1900S 0.1450S 0 0 0| 0 2,500 0 0 99125 0.0600 +0.0100 0.20 0.65 0.0500 0.0450S 0 0 0| 1,500 10,750 +1,000 0 99250 0.0400 +0.0100 0.14 0.64 0.0400S 0.0250S 0 0 0| 0 500 0 0 Total 0 0 0| 1,500 22,625 +1,000 0 | Total Calls 8,000 14,320 22,320| 15,250 1,001,249 -2,375 0 Options on Financial Futures 22:08 - Interim Page 17 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.940 (Sep 11) Indicative a-t-m Vol 0.71 Time to expiry: 6 Days | | 96000 CAB 0.0000 0.00 1.02 0.0250 0.0250 0 0 0| 0 39,000 0 0 96500 CAB 0.0000 0.00 1.02 0.2100S 0.0150 0 0 0| 0 9,000 0 0 96875 CAB 0.0000 0.00 1.02 0.1900 0.1900 0 0 0| 0 1 0 0 97000 CAB 0.0000 0.00 1.02 0.2500 0.1050S 0 0 0| 0 9,267 0 0 97125 CAB 0.0000 0.00 1.02 0.2850 0.2050S 0 0 0| 0 1,590 0 0 97250 CAB 0.0000 0.00 1.02 0.4200S 0.0050 0 0 0| 0 13,800 0 0 97375 CAB 0.0000 0.00 1.01 0.4950S 0.1600S 0 0 0| 0 1,250 0 0 97500 CAB 0.0000 0.00 1.03 0.4200S 0.0100 0 0 0| 0 15,752 0 0 97625 CAB 0.0000 0.00 1.04 0.4050S 0.0150S 0 0 0| 0 12,060 0 0 97750 CAB 0.0000 0.00 1.05 0.3700S 0.0050 0 0 0| 0 6,587 0 0 97875 CAB 0.0000 0.00 1.04 0.3250S 0.0100 0 0 0| 0 10,790 0 0 98000 CAB 0.0000 0.00 1.05 0.6200S 0.0100S 0 0 0| 0 7,042 0 0 98125 CAB 0.0000 0.00 1.05 0.2650S 0.0150 0 0 0| 0 4,000 0 0 98250 CAB 0.0000 0.00 1.07 0.7600S 0.0100S 0 0 0| 0 38,779 0 0 98375 CAB 0.0000 0.00 1.16 0.2100S 0.0250S 0 0 0| 0 56,430 0 0 98500 CAB 0.0000 0.00 1.20 0.2400S 0.0050 0 0 0| 0 31,217 0 0 98625 CAB -0.0050 -0.02 1.19 0.1650S 0.0050S 0 0 0| 0 46,575 0 0 98750 CAB -0.0100 -0.04 0.90 0.2300S 0.0050 0 0 0| 0 83,152 0 0 98875 0.0100 0.0100 -0.0200 -0.22 0.69 0.0150 0.0100 0.2300S 0.0100 0 5,300 5,300| 250 48,987 -2,125 0 99000 0.0750 -0.0400 -0.75 0.72 0.2450S 0.0600S 0 0 0| 0 3,000 0 0 Total 0 5,300 5,300| 250 438,279 -2,125 0 | Oct 10 Underlying Price 98.840 (Dec 11) Indicative a-t-m Vol 0.62 Time to expiry: 41 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 0.76 0 0 0| 0 750 0 0 97875 CAB 0.0000 0.00 0.77 0.0350S 0.0350S 0 0 0| 0 4,000 0 0 98125 CAB 0.0000 0.00 0.77 0 0 0| 0 1,500 0 0 98250 CAB -0.0050 -0.01 0.80 0 0 0| 0 750 0 0 98375 0.0050 -0.0050 -0.04 0.77 0.0250S 0.0050S 0 0 0| 0 2,400 0 0 98500 0.0100 -0.0100 -0.08 0.74 0.1000S 0.0150S 0 0 0| 0 3,025 0 0 98625 0.0250 -0.0150 -0.18 0.70 0.0600S 0.0300S 0 0 0| 0 2,400 0 0 98750 0.0500 -0.0250 -0.34 0.65 0.1050S 0.0650S 0 0 0| 0 2,463 0 0 98875 0.1000 -0.0350 -0.57 0.61 0.1200S 0.1200S 0 0 0| 0 400 0 0 Total 0 0 0| 0 19,188 0 0 Options on Financial Futures 22:08 - Interim Page 18 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.840 (Dec 11) Indicative a-t-m Vol 0.66 Time to expiry: 69 Days | | 98500 0.0250 -0.0100 -0.15 0.76 0.0300S 0.0300S 0 0 0| 0 960 0 0 98625 0.0450 -0.0150 -0.24 0.72 0.0500S 0.0500S 0 0 0| 0 100 0 0 98750 0.0800 -0.0200 -0.38 0.68 0.0900S 0.0800S 0 0 0| 0 960 0 0 98875 0.1300 -0.0300 -0.55 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 98.840 (Dec 11) Indicative a-t-m Vol 0.64 Time to expiry: 97 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 0.85 0.1650S 0.1650S 0 0 0| 0 2,500 0 0 97500 CAB 0.0000 0.00 0.85 0.1750 0.0200S 0 0 0| 0 15,400 0 0 97625 CAB 0.0000 0.00 0.86 0.3900S 0.3900S 0 0 0| 0 350 0 0 97750 CAB 0.0000 -0.01 0.87 0.4400S 0.0900S 0 0 0| 0 6,500 0 0 97875 CAB -0.0050 -0.02 0.87 0.3400S 0.3400S 0 0 0| 0 6,500 0 0 98000 0.0050 -0.0050 -0.03 0.91 0.3300S 0.0100S 0 0 0| 0 27,500 0 0 98125 0.0100 -0.0050 -0.06 0.88 0.3200S 0.0300S 0 0 0| 0 9,800 0 0 98250 0.0150 -0.0100 -0.09 0.85 0.3200S 0.0200S 0 0 0| 500 47,550 0 0 98375 0.0250 -0.0100 -0.13 0.81 0.3400S 0.0450S 0 0 0| 0 3,500 -250 0 98500 0.0400 -0.0150 -0.19 0.77 0.2900S 0.0500S 0 0 0| 1,000 50,000 +1,000 0 98625 0.0650 -0.0200 -0.28 0.72 0.3350S 0.0750S 0 0 0| 500 10,750 0 0 98750 0.0950 0.0950 -0.0250 -0.40 0.67 0.0950S 0.0950S 0.3250S 0.0950S 0 10 10| 500 14,940 0 0 98875 0.1450 -0.0300 -0.54 0.62 0.1900S 0.1500S 0 0 0| 500 3,050 +250 0 Total 0 10 10| 3,000 281,740 +1,000 0 | Jan 11 Underlying Price 98.750 (Mar 12) Indicative a-t-m Vol 0.70 Time to expiry: 132 Days | | 98000 0.0200 -0.0100 -0.08 0.90 0.0250S 0.0250S 0 0 0| 0 500 0 0 98250 0.0400 -0.0150 -0.15 0.83 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98500 0.0800 -0.0250 -0.29 0.76 0.0750S 0.0750S 0 0 0| 0 500 0 0 98750 0.1650 -0.0350 -0.50 0.70 0 0 0| 0 0 0 0 Total 0 0 0| 0 2,000 0 0 | Feb 11 Underlying Price 98.750 (Mar 12) Indicative a-t-m Vol 0.69 Time to expiry: 160 Days | | 98750 0.1800 -0.0400 -0.50 0.69 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:08 - Interim Page 19 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.750 (Mar 12) Indicative a-t-m Vol 0.68 Time to expiry: 188 Days | | 96125 CAB 0.0000 0.00 0.81 0.0200 0.0200 0 0 0| 0 600 0 0 97000 CAB 0.0000 0.00 0.81 0.0250S 0.0250S 0 0 0| 0 3,250 0 0 97375 0.0100 -0.0050 -0.04 1.10 0 0 0| 0 1,500 0 0 97750 0.0250 -0.0050 -0.08 1.00 0.0850S 0.0850S 0 0 0| 0 1,000 0 0 98000 0.0400 -0.0050 -0.12 0.91 0.3200S 0.1000S 0 0 0| 0 9,250 0 0 98125 0.0500 -0.0100 -0.16 0.87 0.0650 0.0650 0 0 0| 0 2,000 0 0 98250 0.0650 -0.0100 -0.20 0.83 0.2050S 0.0750 0 0 0| 0 26,750 0 0 98375 0.0850 -0.0150 -0.25 0.79 0 0 0| 0 7,500 0 0 98500 0.1100 -0.0200 -0.32 0.75 0.3350S 0.1750S 0 0 0| 0 15,500 0 0 98625 0.1450 -0.0250 -0.40 0.71 0.1950S 0.1700S 0 0 0| 0 23,000 0 0 98750 0.1900 -0.0350 -0.50 0.68 0.2100S 0.2100S 0 0 0| 0 10,000 0 0 98875 0.2550 -0.0350 -0.61 0.65 0.2250S 0.2250S 0 0 0| 0 500 0 0 Total 0 0 0| 0 100,850 0 0 | Jun 11 Underlying Price 98.640 (Jun 12) Indicative a-t-m Vol 0.78 Time to expiry: 279 Days | | 97875 0.0750 -0.0100 -0.17 0.93 0.0950 0.0950 0 0 0| 0 4,500 0 0 98000 0.0900 -0.0150 -0.21 0.91 0.1000S 0.1000S 0 0 0| 0 3,000 0 0 98250 0.1400 -0.0200 -0.30 0.86 0.3350S 0.3300S 0 0 0| 0 800 0 0 98375 0.1750 -0.0200 -0.35 0.83 0.3400S 0.3200S 0 0 0| 0 250 0 0 98500 0.2150 -0.0250 -0.42 0.81 0.2600S 0.2600S 0 0 0| 0 500 0 0 98625 0.2600 -0.0300 -0.49 0.78 0.2750S 0.2750S 0 0 0| 0 250 0 0 Total 0 0 0| 0 9,300 0 0 | Total Puts 0 5,310 5,310| 3,250 853,477 -1,125 0 Options on Financial Futures 22:08 - Interim Page 20 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.535 (Sep 12) Indicative a-t-m Vol 0.67 Time to expiry: 6 Days | | 98500 0.0550 +0.0300 0.67 0.66 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 98750 CAB 0.0000 0.01 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 98.410 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 41 Days | | 98375 0.1250 +0.0300 0.55 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.410 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 69 Days | | 98375 0.1550 +0.0300 0.54 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.410 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 97 Days | | 98375 0.1750 +0.0300 0.54 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.310 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 188 Days | | 98250 0.2800 +0.0350 0.54 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.190 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 279 Days | | 98125 0.3550 +0.0400 0.53 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 8,000 0 0 Options on Financial Futures 22:08 - Interim Page 21 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.535 (Sep 12) Indicative a-t-m Vol 0.67 Time to expiry: 6 Days | | 98500 0.0200 -0.0300 -0.33 0.66 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 98.410 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 41 Days | | 98375 0.0900 -0.0350 -0.45 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.410 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 69 Days | | 98375 0.1200 -0.0350 -0.46 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.410 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 97 Days | | 98375 0.1400 -0.0350 -0.46 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.310 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 188 Days | | 98250 0.2200 -0.0350 -0.46 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.190 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 279 Days | | 98125 0.2900 -0.0350 -0.47 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:08 - Interim Page 22 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 99.250 Indicative a-t-m Vol 0.25 Time to expiry: 8 Days | | 95000 4.2500 -0.0200 1.00 0.77 0.8250S 0.8250S 0 0 0| 0 200 0 0 95250 4.0000 -0.0200 1.00 0.77 2.5200 0.6300S 0 0 0| 0 1,450 0 0 96000 3.2500 -0.0200 1.00 0.77 1.8650 0.4300S 0 0 0| 0 1,800 0 0 96250 3.0000 -0.0200 1.00 0.77 1.8000 0.3450S 0 0 0| 0 900 0 0 96500 2.7500 -0.0200 1.00 0.77 1.3050 0.3600S 0 0 0| 0 1,750 0 0 96750 2.5000 -0.0200 1.00 0.77 1.1400 0.3950S 0 0 0| 0 350 0 0 97000 2.2500 -0.0200 1.00 0.77 0.9650S 0.1300S 0 0 0| 0 2,925 0 0 97250 2.0000 -0.0200 1.00 0.77 0.6700S 0.5800S 0 0 0| 0 4,500 0 0 97500 1.7500 -0.0200 1.00 0.77 0.8100S 0.4700S 0 0 0| 0 7,100 0 0 97750 1.5000 -0.0200 1.00 0.77 1.3050S 0.2400S 0 0 0| 0 6,460 0 0 98000 1.2500 -0.0200 1.00 0.77 1.0650S 0.1300S 0 0 0| 0 12,660 0 0 98125 1.1250 -0.0200 1.00 0.77 0.5400S 0.5300S 0 0 0| 0 1,040 0 0 98250 1.0000 -0.0200 1.00 0.77 0.8250S 0.1400S 0 0 0| 0 11,096 0 0 98375 0.8750 -0.0200 1.00 0.77 0.4450S 0.3850 0 0 0| 0 1,550 0 0 98500 0.7500 -0.0200 1.00 0.77 0.6950S 0.0650S 0 0 0| 0 26,455 0 0 98625 0.6250 -0.0200 1.00 0.76 0.4150S 0.3250S 0 0 0| 0 8,750 0 0 98750 0.5000 -0.0200 1.00 0.76 0.5200S 0.0750S 0 0 0| 0 21,355 0 0 98875 0.3750 -0.0200 1.00 0.76 0.3050S 0.1800 0 0 0| 0 11,159 0 0 99000 0.2500 -0.0200 0.99 0.75 0.2750S 0.0100S 0 0 0| 0 47,707 0 0 99125 0.1275 -0.0200 0.92 0.63 0.1650S 0.0500S 0 0 0| 750 71,005 +500 0 99250 0.0250 0.0150 -0.0100 0.50 0.25 0.0250S 0.0250S 0.1000 0.0100S 0 568 568| 1,250 70,652 -750 0 99375 CAB 0.0000 0.00 0.25 0.0600 0.0050S 0 0 0| 250 203,255 +250 0 99500 CAB 0.0000 0.00 0.25 0.0300S 0.0050S 0 0 0| 0 122,538 0 0 99625 CAB 0.0000 0.00 0.25 0.0100S 0.0050S 0 0 0| 0 33,500 0 0 99750 CAB 0.0000 0.00 0.25 0.0100S 0.0050S 0 0 0| 0 16,500 0 0 99875 CAB 0.0000 0.00 0.25 0 0 0| 0 4,000 0 0 Total 0 568 568| 2,250 690,657 0 0 | Oct 10 Underlying Price 99.180 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 43 Days | | 99125 0.0900 -0.0075 0.65 0.42 0 0 0| 0 5,000 0 0 99250 0.0150 -0.0025 0.25 0.30 0.0200S 0.0200S 0 0 0| 0 10,500 0 0 99375 0.0025 0.0000 0.03 0.30 0 0 0| 0 5,000 0 0 Total 0 0 0| 0 20,500 0 0 | Nov 10 Underlying Price 99.180 (Dec 10) Indicative a-t-m Vol 0.39 Time to expiry: 71 Days | | 99250 0.0275 -0.0050 0.31 0.32 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:08 - Interim Page 23 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 99.180 Indicative a-t-m Vol 0.38 Time to expiry: 99 Days | | 97000 2.1800 -0.0100 1.00 0.76 1.4150S 0.5600S 0 0 0| 0 10,341 0 0 97250 1.9300 -0.0100 1.00 0.76 0.6700 0.4100S 0 0 0| 0 1,954 0 0 97500 1.6800 -0.0100 1.00 0.76 1.4150 0.2650S 0 0 0| 0 8,706 0 0 97750 1.4300 -0.0100 1.00 0.77 0.5650S 0.2250S 0 0 0| 0 2,060 0 0 97875 1.3050 -0.0100 1.00 0.77 0.5850S 0.5850S 0 0 0| 0 15 0 0 98000 1.1800 -0.0100 1.00 0.77 0.9550S 0.1450S 0 0 0| 0 22,895 0 0 98125 1.0550 -0.0100 1.00 0.77 0.8300S 0.4800S 0 0 0| 0 750 0 0 98250 0.9325 -0.0100 0.98 0.85 0.7900S 0.0750S 0 0 0| 0 7,037 0 0 98375 0.8100 -0.0100 0.96 0.86 0.6800S 0.3700 0 0 0| 0 6,760 0 0 98500 0.6875 -0.0100 0.95 0.80 0.7250S 0.0500S 0 0 0| 0 37,505 0 0 98625 0.5650 -0.0100 0.93 0.72 0.3800S 0.2650S 0 0 0| 0 6,450 0 0 98750 0.4450 -0.0075 0.90 0.64 0.4900S 0.0350S 0 0 0| 0 73,462 0 0 98875 0.3275 -0.0075 0.85 0.57 0.3250S 0.1650S 2,500 0 2,500| 0 18,700 0 0 99000 0.2150 -0.0075 0.76 0.49 0.2600S 0.0050S 5,000 0 5,000| 0 73,268 0 0 99125 0.1250 0.1150 -0.0050 0.60 0.41 0.1250 0.1200S 0.1650 0.0400 2,500 520 3,020| 0 51,464 0 0 99250 0.0400 0.0400 0.0000 0.34 0.34 0.0400S 0.0400S 0.0750 0.0050S 31,000 2,000 33,000| 13,000 156,268 -10,000 0 99375 0.0100 0.0075 0.0000 0.10 0.30 0.0100S 0.0100S 0.0400 0.0050S 0 500 500| 0 89,575 0 0 99500 0.0025 0.0000 0.03 0.31 0.0350S 0.0050S 0 0 0| 0 68,800 0 0 99625 CAB 0.0000 0.00 0.32 0.0100S 0.0050S 0 0 0| 0 24,500 0 0 99750 CAB 0.0000 0.00 0.32 0.0100 CAB 0 0 0| 0 18,498 0 0 Total 41,000 3,020 44,020| 13,000 679,008 -10,000 0 Options on Financial Futures 22:08 - Interim Page 24 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 99.130 Indicative a-t-m Vol 0.46 Time to expiry: 190 Days | | 96250 2.8800 -0.0100 1.00 1.07 2.1200S 0.7200S 0 0 0| 0 3,000 0 0 96500 2.6300 -0.0100 1.00 1.07 0.7350S 0.7350S 0 0 0| 0 500 0 0 96750 2.3800 -0.0100 1.00 1.07 0.7850S 0.6800S 0 0 0| 0 1,500 0 0 97000 2.1300 -0.0100 1.00 1.07 1.4200S 0.5350S 0 0 0| 0 1,705 0 0 97250 1.8850 -0.0100 0.99 1.21 0.9200 0.5000 0 0 0| 0 3,750 0 0 97500 1.6400 -0.0100 0.97 1.20 0.6850S 0.2400S 0 0 0| 0 8,623 0 0 97750 1.3950 -0.0100 0.96 1.13 0.9500S 0.3100 0 0 0| 0 3,255 0 0 98000 1.1500 -0.0100 0.94 1.03 0.6600S 0.1400S 0 0 0| 0 8,315 0 0 98250 0.9075 -0.0100 0.91 0.92 0.6350 0.1100S 0 0 0| 0 4,950 0 0 98500 0.6700 -0.0075 0.87 0.80 0.7100S 0.0500S 0 0 0| 0 17,970 0 0 98625 0.5525 -0.0075 0.83 0.73 0.4750 0.2600S 0 0 0| 0 6,852 0 0 98750 0.4375 -0.0100 0.79 0.67 0.4850 0.0300S 0 0 0| 0 16,327 0 0 98875 0.3300 -0.0075 0.72 0.61 0.3600S 0.1800S 0 0 0| 0 24,420 -1,000 0 99000 0.2275 -0.0075 0.63 0.54 0.2750S 0.0200S 0 0 0| 0 65,825 -1,000 0 99125 0.1350 0.1350 -0.0050 0.51 0.46 0.1350S 0.1350S 0.1700S 0.0450S 0 500 500| 0 56,725 -1,000 0 99250 0.0500 0.0575 -0.0050 0.33 0.38 0.0500S 0.0500S 0.0900S 0.0200S 0 500 500| 0 77,150 -1,000 0 99375 0.0200 0.0225 -0.0025 0.17 0.35 0.0200S 0.0200S 0.0450S 0.0050S 0 500 500| 0 37,122 0 0 99500 0.0075 -0.0025 0.07 0.36 0.0200S 0.0050S 0 0 0| 0 34,000 0 0 99625 0.0025 -0.0025 0.03 0.38 0 0 0| 0 5,000 0 0 99750 CAB -0.0025 0.01 0.38 0 0 0| 0 25,000 0 0 Total 0 1,500 1,500| 0 401,989 -4,000 0 | Jun 11 Underlying Price 99.070 Indicative a-t-m Vol 0.57 Time to expiry: 281 Days | | 96250 2.8225 -0.0025 0.99 1.39 0.8850S 0.7400S 0 0 0| 0 870 0 0 96500 2.5775 -0.0025 0.98 1.44 1.2700S 0.5500 0 0 0| 0 2,250 0 0 96750 2.3325 -0.0025 0.97 1.42 1.7400S 0.7050S 0 0 0| 0 1,500 0 0 97000 2.0875 -0.0025 0.96 1.36 1.2400 0.3700S 0 0 0| 0 6,750 0 0 97250 1.8425 -0.0025 0.95 1.28 1.0900S 0.6900S 0 0 0| 0 3,500 0 0 97500 1.5975 -0.0025 0.94 1.19 0.8700 0.2250S 0 0 0| 0 12,144 0 0 97750 1.3550 0.0000 0.92 1.09 0.7650S 0.7650S 0 0 0| 0 500 0 0 98000 1.1150 0.0000 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 0.0000 0.70 0.71 0.4700 0.1000S 0 0 0| 0 13,832 0 0 98875 0.3375 0.0000 0.64 0.65 0.3500S 0.2450S 0 0 0| 0 6,400 0 0 99000 0.2450 -0.0025 0.55 0.60 0.2750S 0.0300S 0 0 0| 0 34,700 0 0 99125 0.1650 0.0000 0.45 0.55 0.1700S 0.0800S 0 0 0| 0 7,600 0 0 99250 0.1000 -0.0025 0.34 0.50 0.1100S 0.0200 0 0 0| 0 45,760 0 0 99375 0.0525 0.0000 0.23 0.47 0.0450S 0.0150S 0 0 0| 0 15,300 0 0 99500 0.0250 0.0000 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| 0 211,276 0 0 Options on Financial Futures 22:08 - Interim Page 25 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.980 Indicative a-t-m Vol 0.64 Time to expiry: 379 Days | | 96250 2.7650 +0.0100 0.95 1.65 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 2.5200 +0.0100 0.94 1.57 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 2.2750 +0.0100 0.93 1.49 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 2.0300 +0.0100 0.92 1.39 0.8200S 0.6800S 0 0 0| 0 4,250 0 0 97500 1.5450 +0.0100 0.89 1.21 0.7800 0.7800 0 0 0| 0 10 0 0 97750 1.3050 +0.0050 0.87 1.12 0.7500S 0.5100S 0 0 0| 0 7,130 0 0 98000 1.0700 +0.0050 0.83 1.01 0.5350 0.2850S 0 0 0| 0 3,500 0 0 98250 0.8450 +0.0100 0.79 0.92 0.5050S 0.2900 0 0 0| 0 627 0 0 98500 0.6250 +0.0050 0.72 0.83 0.4550S 0.1100S 0 0 0| 0 10,350 0 0 98750 0.4250 +0.0050 0.62 0.73 0.3400S 0.1150 0 0 0| 0 6,690 0 0 99000 0.2450 0.2450 +0.0050 0.49 0.63 0.2450S 0.2450S 0.2800S 0.0400S 0 250 250| 0 16,175 0 0 99250 0.1000 0.1050 0.0000 0.31 0.53 0.1000S 0.1000S 0.1250S 0.0200 0 500 500| 500 12,100 0 0 99500 0.0250 +0.0050 0.11 0.42 0.0300S 0.0050S 0 0 0| 500 4,000 +500 0 Total 0 750 750| 1,000 69,182 +500 0 | Dec 11 Underlying Price 98.850 Indicative a-t-m Vol 0.75 Time to expiry: 470 Days | | 96500 2.4100 +0.0250 0.92 1.51 0.9000S 0.8350S 0 0 0| 0 1,150 0 0 96750 2.1700 +0.0250 0.91 1.43 0.8300S 0.7550S 0 0 0| 0 1,100 0 0 97000 1.9300 +0.0250 0.89 1.35 0.9650S 0.7300S 0 0 0| 0 6,500 0 0 97250 1.6950 +0.0300 0.87 1.28 0.7300 0.6700S 0 0 0| 0 4,638 0 0 97500 1.4600 +0.0250 0.85 1.20 0.6750S 0.5500S 0 0 0| 0 1,700 0 0 97750 1.2300 +0.0250 0.81 1.12 0.7100S 0.5350S 0 0 0| 0 2,475 0 0 98000 1.0100 +0.0250 0.77 1.04 0.6550S 0.3450 0 0 0| 0 3,366 0 0 98250 0.7900 +0.0200 0.71 0.96 0.5900S 0.2600 0 0 0| 0 4,400 0 0 98500 0.5900 +0.0150 0.64 0.88 0.4400 0.1200 0 0 0| 0 13,280 0 0 98750 0.4050 +0.0150 0.55 0.79 0.3550S 0.0900 0 0 0| 0 8,000 0 0 99000 0.2400 +0.0150 0.42 0.69 0.2200S 0.0600S 0 0 0| 500 8,619 -500 0 99250 0.1100 +0.0100 0.27 0.58 0.1050S 0.0550S 0 0 0| 1,250 9,250 +250 0 99500 0.0250 +0.0050 0.10 0.46 0.0250S 0.0150S 0 0 0| 1,000 2,250 +1,000 0 Total 0 0 0| 2,750 66,728 +750 0 Options on Financial Futures 22:08 - Interim Page 26 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.700 Indicative a-t-m Vol 0.84 Time to expiry: 561 Days | | 97000 1.8050 +0.0350 0.87 1.27 0.7800S 0.7800S 0 0 0| 0 250 0 0 97250 1.5750 +0.0350 0.84 1.20 0.7200S 0.6250S 0 0 0| 0 2,000 0 0 97750 1.1300 +0.0300 0.77 1.08 0.7200S 0.6200S 0 0 0| 0 1,125 0 0 98000 0.9200 +0.0250 0.72 1.02 0.6200S 0.5050S 0 0 0| 0 2,500 0 0 98250 0.7250 +0.0250 0.65 0.95 0.5300 0.4700 0 0 0| 0 2,100 0 0 98500 0.5400 +0.0200 0.58 0.89 0.4800S 0.1300S 0 0 0| 0 4,550 0 0 98750 0.3800 +0.0200 0.48 0.83 0.2400S 0.2400S 0 0 0| 0 500 0 0 99000 0.2400 +0.0150 0.38 0.76 0.1950S 0.1000S 0 0 0| 0 9,200 0 0 99250 0.1250 +0.0050 0.26 0.68 0.0950S 0.0500S 0 0 0| 0 8,350 0 0 99500 0.0450 +0.0050 0.13 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 98.530 Indicative a-t-m Vol 0.88 Time to expiry: 652 Days | | 98250 0.6550 +0.0250 0.59 0.96 0.4900S 0.4900S 0 0 0| 0 250 0 0 98500 0.4850 0.4850 +0.0200 0.51 0.89 0.4900S 0.4850S 0.4900S 0.4850S 0 900 900| 0 0 0 0 98750 0.3300 +0.0150 0.42 0.82 0.3350S 0.3200S 0 0 0| 0 1,000 0 0 99250 0.1000 +0.0050 0.20 0.66 0.0900S 0.0700S 0 0 0| 0 3,500 0 0 99500 0.0400 +0.0050 0.11 0.58 0.0300S 0.0250S 0 0 0| 0 1,250 0 0 Total 0 900 900| 0 6,000 0 0 | Total Calls 41,000 6,738 47,738| 19,000 2,177,940 -12,750 0 Options on Financial Futures 22:08 - Interim Page 27 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 99.250 Indicative a-t-m Vol 0.25 Time to expiry: 8 Days | | 90500 CAB 0.0000 0.00 0.77 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 0.77 0.0050 0.0050 0 0 0| 0 65 0 0 92750 CAB 0.0000 0.00 0.77 0.0350 0.0100 0 0 0| 0 759 0 0 93000 CAB 0.0000 0.00 0.77 0.0400 0.0100 0 0 0| 0 170 0 0 93250 CAB 0.0000 0.00 0.77 0.0100 0.0100 0 0 0| 0 20 0 0 93500 CAB 0.0000 0.00 0.77 0.0250S 0.0100 0 0 0| 0 260 0 0 94000 CAB 0.0000 0.00 0.77 0.1400S 0.0300 0 0 0| 0 500 0 0 94500 CAB 0.0000 0.00 0.77 0.3000S 0.0600 0 0 0| 0 1,463 0 0 94750 CAB 0.0000 0.00 0.77 0.0750 0.0700 0 0 0| 0 23 0 0 95000 CAB 0.0000 0.00 0.77 0.5800S 0.0800 0 0 0| 0 220 0 0 95250 CAB 0.0000 0.00 0.77 0.7750S 0.1000 0 0 0| 0 3,450 0 0 95500 CAB 0.0000 0.00 0.77 0.2050S 0.0050S 0 0 0| 0 6,010 0 0 95625 CAB 0.0000 0.00 0.77 0.0400 0.0400 0 0 0| 0 700 0 0 95750 CAB 0.0000 0.00 0.77 0.0950S 0.0950S 0 0 0| 0 2,000 0 0 96000 CAB 0.0000 0.00 0.77 0.2800S 0.0100S 0 0 0| 0 31,870 0 0 96125 CAB 0.0000 0.00 0.77 0.0600 0.0600 0 0 0| 0 10 0 0 96250 CAB 0.0000 0.00 0.77 0.3000S 0.0650 0 0 0| 0 3,530 0 0 96375 CAB 0.0000 0.00 0.77 0.1100 0.0100 0 0 0| 0 720 0 0 96500 CAB 0.0000 0.00 0.77 0.3900 0.0200S 0 0 0| 0 17,410 0 0 96625 CAB 0.0000 0.00 0.77 0.0850 0.0100 0 0 0| 0 10,025 0 0 96750 CAB 0.0000 0.00 0.77 0.2850 0.0250S 0 0 0| 0 9,625 0 0 96875 CAB 0.0000 0.00 0.77 0.1800 0.0850 0 0 0| 0 3,770 0 0 97000 CAB 0.0000 0.00 0.77 0.3800S 0.0200S 0 0 0| 0 29,500 0 0 97125 CAB 0.0000 0.00 0.77 0.1650S 0.0050 0 0 0| 0 3,795 0 0 97250 CAB 0.0000 0.00 0.77 0.5600S 0.0100 0 0 0| 0 14,372 0 0 97375 CAB 0.0000 0.00 0.77 0.2500 0.0450 0 0 0| 0 1,020 0 0 97500 CAB 0.0000 0.00 0.77 0.5400S 0.0050 0 0 0| 0 9,365 0 0 97625 CAB 0.0000 0.00 0.77 0.3050 0.0100 0 0 0| 0 450 0 0 97750 CAB 0.0000 0.00 0.77 0.6350S 0.0100 0 0 0| 0 7,720 0 0 97875 CAB 0.0000 0.00 0.77 0.3700 0.0100 0 0 0| 0 4,275 0 0 98000 CAB 0.0000 0.00 0.77 0.9400 0.0050 0 0 0| 0 22,508 0 0 98125 CAB 0.0000 0.00 0.77 0.5250S 0.0150S 0 0 0| 0 15,250 0 0 98250 CAB 0.0000 0.00 0.77 0.8700 0.0050S 0 0 0| 0 12,185 0 0 98375 CAB 0.0000 0.00 0.77 0.5050S 0.0200 0 0 0| 0 17,911 0 0 98500 CAB 0.0000 0.00 0.77 0.4250S 0.0100 0 0 0| 0 57,775 0 0 98625 CAB 0.0000 0.00 0.76 0.4050S 0.0200S 0 0 0| 0 18,247 0 0 98750 CAB 0.0000 0.00 0.76 0.4200S 0.0050 0 0 0| 0 29,089 0 0 98875 CAB 0.0000 0.00 0.76 0.2700S CAB 0 0 0| 0 50,619 0 0 99000 CAB 0.0000 -0.01 0.75 0.2550 0.0050S 0 0 0| 0 41,779 0 0 99125 0.0025 0.0000 -0.08 0.63 0.3000S 0.0050S 0 0 0| 0 42,370 0 0 99250 0.0150 +0.0100 -0.50 0.25 0.8150S 0.0050S 0 0 0| 250 21,785 +250 0 99375 0.1250 +0.0200 -1.00 0.25 0.9150S 0.1100S 0 0 0| 0 3,749 0 0 Total 0 0 0| 250 496,564 +250 0 Options on Financial Futures 22:08 - Interim Page 28 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 99.180 (Dec 10) Indicative a-t-m Vol 0.37 Time to expiry: 43 Days | | 99000 0.0175 0.0000 -0.17 0.55 0.0200S 0.0150S 0 0 0| 0 1,000 0 0 99125 0.0350 +0.0025 -0.35 0.42 0.0500S 0.0300S 0 0 0| 0 1,500 0 0 99250 0.0850 +0.0075 -0.75 0.30 0 0 0| 0 0 0 0 Total 0 0 0| 0 2,500 0 0 | Nov 10 Underlying Price 99.180 (Dec 10) Indicative a-t-m Vol 0.39 Time to expiry: 71 Days | | 99250 0.0975 +0.0050 -0.69 0.32 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 22:08 - Interim Page 29 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 99.180 Indicative a-t-m Vol 0.38 Time to expiry: 99 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 0.77 0.6850S 0.0050 0 0 0| 0 12,900 0 0 97875 CAB 0.0000 0.00 0.77 0.5050S 0.0050 0 0 0| 0 44,688 0 0 98000 CAB 0.0000 0.00 0.77 0.8100S 0.0050S 0 0 0| 0 75,950 0 0 98125 CAB 0.0000 0.00 0.77 0.4700S 0.0150S 0 0 0| 0 42,575 0 0 98250 0.0050 0.0025 0.0000 -0.02 0.85 0.0050 0.0050 0.4300S 0.0050 0 4,000 4,000| 0 37,857 0 0 98375 0.0050 0.0000 -0.04 0.86 0.4150S 0.0100S 0 0 0| 0 19,978 0 0 98500 0.0075 0.0000 -0.05 0.80 0.3400S 0.0100 0 0 0| 0 161,811 0 0 98625 0.0100 0.0000 -0.07 0.72 0.2700S 0.0150S 0 0 0| 0 9,050 0 0 98750 0.0150 +0.0025 -0.10 0.64 0.3200S 0.0100S 0 0 0| 0 55,908 0 0 98875 0.0225 +0.0025 -0.15 0.57 0.3100 0.0150S 0 0 0| 0 95,936 0 0 99000 0.0350 +0.0025 -0.24 0.49 0.3800 0.0250 0 0 0| 0 66,118 0 0 99125 0.0600 +0.0050 -0.40 0.41 0.8000 0.0400S 0 0 0| 0 15,212 0 0 99250 0.1100 +0.0100 -0.66 0.34 0.2950S 0.0700S 0 0 0| 0 15,940 0 0 Options on Financial Futures 22:08 - Interim Page 30 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 0.2025 +0.0100 -0.90 0.30 0.4000S 0.2750S 0 0 0| 0 1,600 0 0 Total 0 4,000 4,000| 0 845,544 0 0 | Mar 11 Underlying Price 99.130 Indicative a-t-m Vol 0.46 Time to expiry: 190 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 0.0000 -0.07 0.97 0.2350 0.0300 0 0 0| 0 16,015 0 0 98250 0.0275 0.0000 -0.09 0.92 0.3400S 0.0250S 4,000 0 4,000| 0 87,875 0 0 98375 0.0325 0.0000 -0.11 0.86 0.2750 0.0200S 0 0 0| 0 15,002 0 0 98500 0.0400 +0.0025 -0.13 0.80 0.4500S 0.0350 2,000 0 2,000| 0 65,474 0 0 98625 0.0475 +0.0025 -0.17 0.73 0.4000S 0.0350S 0 0 0| 0 35,000 0 0 98750 0.0575 0.0000 -0.21 0.67 0.4100 0.0550 0 0 0| 0 16,675 0 0 98875 0.0750 +0.0025 -0.28 0.61 0.3500S 0.0650S 0 0 0| 0 13,200 0 0 99000 0.0975 +0.0025 -0.37 0.54 0.2900 0.0900 0 0 0| 0 27,421 0 0 99125 0.1300 +0.0050 -0.49 0.46 0.1350 0.1050S 0 0 0| 0 9,675 0 0 Total 6,000 0 6,000| 0 705,609 0 0 Options on Financial Futures 22:08 - Interim Page 31 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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: 281 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 0.0025 -0.0025 -0.01 1.39 0.8200S 0.0150S 0 0 0| 0 56,374 0 0 96500 0.0075 -0.0025 -0.02 1.44 0.8850S 0.0250S 0 0 0| 0 117,501 0 0 96750 0.0125 -0.0025 -0.03 1.42 0.8200S 0.0300S 0 0 0| 0 35,400 0 0 96875 0.0150 -0.0025 -0.03 1.39 0.0150 0.0150 0 0 0| 0 30 0 0 97000 0.0175 -0.0025 -0.04 1.36 0.7500S 0.0400S 0 0 0| 0 233,000 0 0 97250 0.0225 -0.0025 -0.05 1.28 0.7400S 0.0550S 0 0 0| 0 57,254 0 0 97500 0.0275 -0.0025 -0.06 1.19 0.7800S 0.0300S 0 0 0| 0 149,250 0 0 97750 0.0350 0.0000 -0.08 1.09 0.3350S 0.0550S 0 0 0| 0 20,780 0 0 98000 0.0450 0.0000 -0.11 1.00 0.4900S 0.0450S 0 0 0| 0 17,250 0 0 98125 0.0525 0.0000 -0.13 0.95 0.1150S 0.0850S 0 0 0| 0 750 0 0 98250 0.0600 0.0000 -0.15 0.91 0.5300S 0.0550S 0 0 0| 0 20,554 0 0 98375 0.0700 0.0000 -0.17 0.86 0.1600 0.0600S 0 0 0| 0 8,250 0 0 98500 0.0825 0.0000 -0.21 0.81 0.4550S 0.0900S 0 0 0| 0 9,750 0 0 98625 0.0975 0.0000 -0.25 0.76 0.2150S 0.1650S 0 0 0| 0 1,750 0 0 98750 0.1175 0.0000 -0.30 0.71 0.4100S 0.1200S 0 0 0| 0 11,400 0 0 98875 0.1425 0.0000 -0.36 0.65 0.2750S 0.1500S 0 0 0| 0 5,400 0 0 99000 0.1750 -0.0025 -0.45 0.60 0.3450 0.1850S 0 0 0| 0 4,500 0 0 99125 0.2200 0.0000 -0.55 0.55 0.3200S 0.2000S 0 0 0| 0 1,500 0 0 Total 0 0 0| 0 781,583 0 0 Options on Financial Futures 22:08 - Interim Page 32 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.980 Indicative a-t-m Vol 0.64 Time to expiry: 379 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 0 0 95000 0.0100 0.0000 -0.01 1.83 0.3900S 0.3550S 0 0 0| 0 2,000 0 0 95250 0.0150 0.0000 -0.02 1.85 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 0.0000 -0.08 1.39 0.8500S 0.0650S 0 0 0| 0 9,750 0 0 97250 0.0550 0.0000 -0.09 1.30 0.4800 0.0750S 0 0 0| 0 4,502 0 0 97500 0.0650 0.0000 -0.11 1.21 0.2150S 0.1000S 0 0 0| 0 3,250 0 0 97750 0.0750 -0.0050 -0.13 1.12 0.5800S 0.0800S 0 0 0| 500 10,505 -500 0 98000 0.0900 -0.0050 -0.17 1.01 0.5300S 0.0900S 0 0 0| 1,000 13,700 +1,000 0 98250 0.1150 0.0000 -0.21 0.92 0.5250S 0.1050S 0 0 0| 0 7,855 0 0 98500 0.1450 -0.0050 -0.28 0.83 0.5350S 0.1500S 0 0 0| 500 8,950 +500 0 98750 0.1950 -0.0050 -0.38 0.73 0.4450S 0.2100S 0 0 0| 500 3,750 +500 0 99000 0.2650 -0.0050 -0.51 0.63 0 0 0| 0 0 0 0 Total 0 0 0| 2,500 103,166 +1,500 0 Options on Financial Futures 22:08 - Interim Page 33 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.850 Indicative a-t-m Vol 0.75 Time to expiry: 470 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 1.74 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 0.0600 -0.0050 -0.08 1.51 0.8100S 0.0600 0 0 0| 0 1,490 0 0 96750 0.0700 -0.0050 -0.09 1.43 0.7550S 0.1050S 0 0 0| 0 3,100 0 0 97000 0.0800 -0.0050 -0.11 1.35 0.7200S 0.0450S 0 0 0| 0 17,416 0 0 97250 0.0950 0.0000 -0.13 1.28 0.7200S 0.1850 0 0 0| 0 5,638 0 0 97500 0.1100 -0.0050 -0.15 1.20 0.6950S 0.0700S 0 0 0| 0 23,050 0 0 97750 0.1300 -0.0050 -0.19 1.12 0.5350S 0.1950S 0 0 0| 0 7,676 0 0 98000 0.1600 -0.0050 -0.23 1.04 0.5350S 0.1200S 0 0 0| 0 15,500 0 0 98250 0.1950 0.1900 -0.0100 -0.29 0.96 0.1950S 0.1900S 0.5900 0.1900S 0 18,990 18,990| 16,600 36,343 -4,650 0 98500 0.2400 -0.0150 -0.36 0.88 0.4700S 0.2700S 0 0 0| 0 9,250 0 0 98750 0.3050 0.3050 -0.0150 -0.45 0.79 0.3050S 0.3050S 0.5000S 0.3050S 0 18,990 18,990| 16,600 23,458 -13,232 0 Total 0 37,980 37,980| 33,200 169,618 -17,882 0 | Mar 12 Underlying Price 98.700 Indicative a-t-m Vol 0.84 Time to expiry: 561 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 -0.05 1.67 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 0.0650 -0.0050 -0.08 1.46 0.1400 0.1400 0 0 0| 0 2 0 0 96500 0.0750 -0.0050 -0.10 1.40 0.2200S 0.1650 0 0 0| 0 6,450 0 0 97000 0.1050 -0.0050 -0.13 1.27 0.6500S 0.2350S 0 0 0| 0 5,250 0 0 97250 0.1250 -0.0050 -0.16 1.20 0.7000S 0.2700 0 0 0| 0 1,506 0 0 97500 0.1500 -0.0050 -0.19 1.14 0.4550S 0.3350S 0 0 0| 0 3,500 0 0 97750 0.1800 -0.0100 -0.23 1.08 0.6950S 0.2000 0 0 0| 0 8,700 0 0 98000 0.2200 -0.0150 -0.28 1.02 0.6400S 0.3950S 0 0 0| 0 1,500 0 0 98250 0.2750 -0.0150 -0.35 0.95 0.5100S 0.3000 0 0 0| 0 7,050 0 0 98500 0.3400 -0.0200 -0.42 0.89 0.5150S 0.3850S 0 0 0| 0 250 0 0 98750 0.4300 -0.0200 -0.52 0.83 0 0 0| 0 0 0 0 Total 0 0 0| 0 57,008 0 0 Options on Financial Futures 22:08 - Interim Page 34 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.530 Indicative a-t-m Vol 0.88 Time to expiry: 652 Days | | 93000 0.0250 0.0000 -0.02 2.21 0.0400 0.0400 0 0 0| 0 1,000 0 0 95000 0.0650 0.0000 -0.06 1.78 0.1050 0.1050 0 0 0| 0 3,000 0 0 95500 0.0750 0.0000 -0.08 1.64 0.0950 0.0950 0 0 0| 0 8,500 0 0 96000 0.0900 -0.0050 -0.10 1.50 0 0 0| 0 650 0 0 96250 0.1000 -0.0100 -0.11 1.44 0.2200 0.2200 0 0 0| 0 5,002 0 0 97000 0.1550 -0.0150 -0.17 1.26 0.2300S 0.2300S 25,000 0 25,000| 0 11,000 0 0 97250 0.1850 -0.0100 -0.20 1.20 0.3800 0.3800 25,000 0 25,000| 0 2 0 0 97750 0.2550 -0.0200 -0.29 1.07 0.4600S 0.4600S 0 0 0| 0 5,000 0 0 98000 0.3100 -0.0250 -0.34 1.02 0.5500S 0.3350S 0 0 0| 0 2,000 0 0 98250 0.3750 -0.0250 -0.41 0.96 0.5500S 0.3800S 0 0 0| 0 1,250 0 0 98500 0.4500 0.4550 -0.0300 -0.49 0.89 0.4500S 0.4500S 0.4500S 0.4500S 0 900 900| 0 0 0 0 Total 50,000 900 50,900| 0 37,404 0 0 | Total Puts 56,000 42,880 98,880| 35,950 3,198,996 -16,132 0 Options on Financial Futures 22:08 - Interim Page 35 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.340 (Sep 12) Indicative a-t-m Vol 0.91 Time to expiry: 8 Days | | 98250 0.1100 +0.0300 0.75 0.94 0 0 0| 0 0 0 0 98375 0.0350 +0.0150 0.39 0.90 0.0250S 0.0250S 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.02 Time to expiry: 43 Days | | 98125 0.1450 +0.0200 0.52 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 71 Days | | 98125 0.1900 +0.0250 0.51 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 99 Days | | 98125 0.2200 +0.0200 0.51 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.970 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 190 Days | | 97875 0.3700 +0.0300 0.55 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.800 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 281 Days | | 97750 0.4000 +0.0300 0.52 1.09 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 1,000 0 0 Options on Financial Futures 22:08 - Interim Page 36 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.340 (Sep 12) Indicative a-t-m Vol 0.91 Time to expiry: 8 Days | | 98000 CAB 0.0000 -0.01 0.99 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98250 0.0200 -0.0200 -0.25 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.02 Time to expiry: 43 Days | | 98125 0.1300 -0.0300 -0.48 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 71 Days | | 98125 0.1750 -0.0250 -0.49 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.140 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 99 Days | | 98125 0.2050 -0.0300 -0.49 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.970 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 190 Days | | 97875 0.2750 -0.0300 -0.45 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.800 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 281 Days | | 97750 0.3500 -0.0300 -0.48 1.09 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 1,000 0 0 Options on Financial Futures 22:08 - Interim Page 37 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.980 (Sep 11) Indicative a-t-m Vol 0.66 Time to expiry: 8 Days | | 96250 2.7300 +0.0100 1.00 0.90 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 2.2300 +0.0100 1.00 0.90 0.4750 0.4450 0 0 0| 0 750 0 0 97000 1.9800 +0.0100 1.00 0.90 0.5900 0.5900 0 0 0| 0 10 0 0 97125 1.8550 +0.0100 1.00 0.89 0.4100 0.4100 0 0 0| 0 500 0 0 97500 1.4800 +0.0100 1.00 0.90 0.5650S 0.5600S 0 0 0| 0 4,000 0 0 97625 1.3550 +0.0100 1.00 0.90 0.2700 0.2700 0 0 0| 0 10 0 0 97750 1.2300 +0.0100 1.00 0.90 0.3750S 0.2250 0 0 0| 0 2,560 0 0 98000 0.9800 +0.0100 1.00 0.91 0.5950S 0.0700S 0 0 0| 0 18,502 0 0 98125 0.8550 +0.0100 1.00 0.91 0.2050S 0.0700S 0 0 0| 0 9,000 0 0 98250 0.7300 +0.0100 1.00 0.91 0.4550S 0.1200S 0 0 0| 0 27,512 0 0 98375 0.6050 +0.0100 1.00 0.91 0.5600S 0.0250S 0 0 0| 0 33,752 0 0 98500 0.4800 +0.0100 1.00 0.91 0.3900S 0.0100S 0 0 0| 0 35,989 0 0 98625 0.3550 +0.0100 0.99 0.98 0.3250S 0.0250S 77,550 0 77,550| 0 134,675 0 0 98750 0.2350 +0.0100 0.95 0.95 0.2700S 0.0050S 77,550 0 77,550| 0 135,240 0 0 98875 0.1150 +0.0050 0.83 0.76 0.1450 0.0100S 0 0 0| 500 28,235 0 0 99000 0.0300 +0.0050 0.41 0.64 0.0850S 0.0050S 0 500 500| 250 27,003 -250 0 99125 CAB 0.0000 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 155,100 500 155,600| 750 489,065 -250 0 | Oct 10 Underlying Price 98.850 (Dec 11) Indicative a-t-m Vol 0.73 Time to expiry: 43 Days | | 98500 0.3850 +0.0300 0.83 1.06 0.3250S 0.1050S 0 0 0| 0 16,625 0 0 98750 0.1650 +0.0200 0.65 0.78 0.1800 0.0250S 0 0 0| 0 30,640 0 0 98875 0.0850 +0.0100 0.46 0.72 0.0850S 0.0150S 0 0 0| 0 2,000 0 0 99000 0.0350 +0.0050 0.26 0.67 0.0350S 0.0050S 0 0 0| 0 34,605 0 0 99125 0.0150 +0.0050 0.12 0.67 0.0150S 0.0100 0 0 0| 0 5,102 0 0 99250 0.0050 0.0000 0.05 0.71 0.0150S 0.0150S 0 0 0| 0 10,000 0 0 Total 0 0 0| 0 98,972 0 0 | Nov 10 Underlying Price 98.850 (Dec 11) Indicative a-t-m Vol 0.73 Time to expiry: 71 Days | | 98750 0.1900 +0.0150 0.62 0.78 0.1500S 0.1500S 0 0 0| 0 500 0 0 98875 0.1150 +0.0150 0.47 0.72 0.0800S 0.0800S 0 0 0| 0 500 0 0 99000 0.0600 +0.0100 0.31 0.68 0.0350S 0.0350S 0 0 0| 0 500 0 0 99125 0.0250 +0.0050 0.17 0.65 0.0100S 0.0100S 0 0 0| 0 500 0 0 Total 0 0 0| 0 2,000 0 0 Options on Financial Futures 22:08 - Interim Page 38 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.850 (Dec 11) Indicative a-t-m Vol 0.74 Time to expiry: 99 Days | | 96625 2.2250 +0.0300 1.00 1.29 0.5600S 0.5600S 0 0 0| 0 1,200 0 0 96750 2.1000 +0.0300 1.00 1.30 0.5650S 0.5400S 0 0 0| 0 1,200 0 0 97500 1.3650 +0.0300 0.96 1.50 0.7500S 0.3950S 0 0 0| 0 3,510 0 0 97625 1.2450 +0.0300 0.95 1.49 0.4250S 0.4200S 0 0 0| 0 500 0 0 97750 1.1250 +0.0300 0.93 1.44 0.5700S 0.3200S 0 0 0| 0 3,250 0 0 97875 1.0050 +0.0300 0.92 1.38 0.6300S 0.1950S 0 0 0| 0 16,925 0 0 98000 0.8850 +0.0300 0.90 1.30 0.8800S 0.1300 0 0 0| 0 31,879 0 0 98125 0.7650 +0.0300 0.88 1.21 0.7400S 0.1200S 0 0 0| 0 39,425 0 0 98250 0.6450 +0.0300 0.85 1.10 0.6500S 0.0750S 0 0 0| 0 35,770 0 0 98375 0.5250 +0.0200 0.82 1.01 0.5200S 0.0600S 0 0 0| 0 28,906 0 0 98500 0.4150 +0.0200 0.77 0.93 0.4200S 0.0350S 0 0 0| 0 53,457 0 0 98625 0.3150 0.3100 +0.0200 0.70 0.85 0.3150S 0.3150S 0.3150S 0.0250S 0 500 500| 0 22,152 0 0 98750 0.2150 0.2150 +0.0150 0.60 0.79 0.2150S 0.2150S 0.2250S 0.0150S 0 500 500| 0 145,628 0 0 98875 0.1400 0.1400 +0.0150 0.47 0.73 0.1400S 0.1400S 0.1400S 0.0100S 0 10 10| 0 59,032 0 0 99000 0.0750 0.0800 +0.0100 0.34 0.68 0.0750S 0.0750S 0.0950S 0.0050S 0 510 510| 3,000 137,902 0 0 99125 0.0350 0.0350 +0.0050 0.20 0.63 0.0350S 0.0350S 0.0400S 0.0050S 0 10 10| 3,000 75,000 +1,500 0 99250 0.0100 0.0150 +0.0050 0.10 0.59 0.0100S 0.0100S 0.0200S 0.0050S 0 10 10| 0 77,000 0 0 99375 0.0050 0.0000 0.04 0.58 0 0 0| 0 10,000 0 0 Total 0 1,540 1,540| 6,000 742,736 +1,500 0 | Mar 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.80 Time to expiry: 190 Days | | 97500 1.2400 +0.0400 0.91 1.26 0.8750 0.8750 0 0 0| 0 50 0 0 97875 0.8850 +0.0300 0.85 1.11 0.4650S 0.4650S 0 0 0| 0 1,250 0 0 98000 0.7750 +0.0300 0.82 1.08 0.4300S 0.4300S 0 0 0| 0 250 0 0 98125 0.6650 +0.0300 0.79 1.02 0 0 0| 0 2,000 0 0 98250 0.5600 +0.0300 0.74 0.97 0.3200S 0.0950S 0 0 0| 0 5,000 0 0 98375 0.4550 +0.0250 0.69 0.92 0.2800S 0.2800S 0 0 0| 0 2,250 0 0 98500 0.3600 +0.0250 0.63 0.87 0.3250S 0.3250S 0 0 0| 0 3,500 0 0 98625 0.2750 +0.0200 0.55 0.82 0.1550S 0.1100S 0 0 0| 0 1,000 0 0 98750 0.1950 +0.0150 0.47 0.78 0.2050S 0.0250S 0 0 0| 0 11,750 0 0 98875 0.1300 +0.0100 0.37 0.73 0.1200S 0.0350S 0 0 0| 0 6,250 0 0 99000 0.0800 +0.0100 0.27 0.68 0.0650S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0450 +0.0050 0.18 0.64 0.0500 0.0200S 0 0 0| 0 4,000 0 0 99250 0.0200 0.0000 0.10 0.61 0.0350S 0.0050S 0 0 0| 0 8,000 0 0 99375 0.0100 0.0000 0.06 0.60 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 50,800 0 0 Options on Financial Futures 22:08 - Interim Page 39 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.530 (Jun 12) Indicative a-t-m Vol 0.86 Time to expiry: 281 Days | | 97750 0.8850 +0.0300 0.80 1.08 0.5150S 0.5150S 0 0 0| 0 250 0 0 98000 0.6750 +0.0250 0.73 1.01 0.4000S 0.3550 0 0 0| 0 400 0 0 98250 0.4850 +0.0250 0.64 0.94 0.2700S 0.2300 0 0 0| 0 400 0 0 98500 0.3150 +0.0200 0.52 0.87 0.1900S 0.1900S 0 0 0| 0 1,750 0 0 98625 0.2450 0.2450 +0.0200 0.45 0.83 0.2450S 0.2450S 0.2450S 0.2450S 0 500 500| 0 0 0 0 98750 0.1800 +0.0100 0.38 0.80 0.1700S 0.1050S 0 0 0| 250 4,750 +250 0 98875 0.1250 +0.0100 0.30 0.76 0.0600S 0.0600S 0 0 0| 0 3,000 0 0 99000 0.0850 +0.0100 0.23 0.73 0.0400S 0.0350S 0 0 0| 0 5,250 0 0 99125 0.0500 +0.0050 0.16 0.69 0.0200S 0.0200S 0 0 0| 0 3,000 0 0 99250 0.0250 0.0000 0.10 0.65 0.0250S 0.0100S 1,500 0 1,500| 250 6,250 +250 0 Total 1,500 500 2,000| 500 25,050 +500 0 | Total Calls 156,600 2,540 159,140| 7,250 1,408,623 +1,750 0 Options on Financial Futures 22:08 - Interim Page 40 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.980 (Sep 11) Indicative a-t-m Vol 0.66 Time to expiry: 8 Days | | 94875 CAB 0.0000 0.00 0.90 0 0 0| 0 4,000 0 0 95000 CAB 0.0000 0.00 0.90 0 0 0| 0 7,000 0 0 95125 CAB 0.0000 0.00 0.90 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 0.89 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 CAB 0.0000 0.00 0.91 0.3050S 0.0050S 0 0 0| 5,000 62,727 -1,250 0 98625 CAB 0.0000 -0.01 0.98 0.3300S 0.0050S 0 0 0| 5,150 36,240 -4,000 0 98750 0.0050 0.0050 0.0000 -0.05 0.95 0.0050S 0.0050S 0.2300S 0.0050S 0 71 71| 5,150 35,297 0 0 98875 0.0150 0.0100 -0.0050 -0.17 0.76 0.0150S 0.0150S 0.1550S 0.0100S 0 71 71| 5,300 16,121 -885 0 99000 0.0500 -0.0050 -0.59 0.64 0.0600S 0.0450 0 0 0| 250 1,720 +250 0 Total 0 142 142| 20,850 454,732 -5,885 0 | Oct 10 Underlying Price 98.850 (Dec 11) Indicative a-t-m Vol 0.73 Time to expiry: 43 Days | | 98250 0.0250 0.0000 -0.10 1.38 0.0200S 0.0200S 0 0 0| 0 3,500 0 0 98375 0.0200 0.0300 0.0000 -0.13 1.23 0.0200S 0.0200S 0.1500S 0.0200S 0 1,000 1,000| 0 7,450 0 0 98500 0.0250 0.0350 0.0000 -0.17 1.06 0.0250S 0.0250S 0.1450S 0.0250S 0 1,000 1,000| 0 9,250 0 0 98625 0.0400 0.0400 -0.0100 -0.23 0.89 0.0400S 0.0400S 0.0750S 0.0400S 0 1,000 1,000| 0 3,750 0 0 98750 0.0650 0.0650 -0.0100 -0.35 0.78 0.0650S 0.0650S 0.1250S 0.0650S 0 1,000 1,000| 0 9,300 0 0 98875 0.1100 -0.0200 -0.54 0.72 0.1200 0.1200 0 0 0| 0 5 0 0 Total 0 4,000 4,000| 0 33,255 0 0 Options on Financial Futures 22:08 - Interim Page 41 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.850 (Dec 11) Indicative a-t-m Vol 0.73 Time to expiry: 71 Days | | 98875 0.1400 -0.0150 -0.53 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.850 (Dec 11) Indicative a-t-m Vol 0.74 Time to expiry: 99 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 0.00 1.29 0.3000S 0.0200S 0 0 0| 0 7,050 0 0 97250 0.0050 0.0000 -0.01 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 1.50 0.4000S 0.0100S 0 0 0| 0 19,750 0 0 97625 0.0200 0.0000 -0.05 1.49 0.4100S 0.2100 0 0 0| 0 6,850 0 0 97750 0.0250 0.0000 -0.07 1.44 0.4150S 0.0200 0 0 0| 0 83,400 0 0 97875 0.0300 0.0000 -0.08 1.38 0.3950S 0.0600S 0 0 0| 0 15,200 0 0 98000 0.0350 0.0000 -0.10 1.30 0.3200S 0.0250S 0 0 0| 0 40,660 0 0 98125 0.0400 0.0000 -0.12 1.21 0.4100S 0.0300S 0 0 0| 0 84,500 0 0 98250 0.0450 0.0000 -0.15 1.10 0.2250S 0.0450 0 0 0| 0 10,936 0 0 98375 0.0500 -0.0100 -0.18 1.01 0.4200S 0.0450S 0 0 0| 0 25,230 0 0 98500 0.0650 -0.0100 -0.23 0.93 0.2200S 0.0800S 0 0 0| 0 7,908 0 0 98625 0.0850 -0.0100 -0.30 0.85 0.1050S 0.0850S 0 0 0| 0 19,000 0 0 98750 0.1150 -0.0150 -0.40 0.79 0.3050S 0.1450S 0 0 0| 0 7,250 0 0 98875 0.1650 -0.0150 -0.53 0.73 0 0 0| 0 0 0 0 Total 0 0 0| 0 438,484 0 0 Options on Financial Futures 22:08 - Interim Page 42 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 98.700 (Mar 12) Indicative a-t-m Vol 0.80 Time to expiry: 190 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 0.00 1.20 0.2650S 0.1650S 0 0 0| 0 2,000 0 0 96750 0.0100 0.0000 -0.02 1.39 0.3300S 0.1450S 0 0 0| 0 2,500 0 0 96875 0.0150 0.0000 -0.03 1.40 0.3700S 0.2500S 0 0 0| 0 500 0 0 97000 0.0200 0.0000 -0.04 1.40 0.4250S 0.1700S 0 0 0| 0 3,500 0 0 97250 0.0300 0.0000 -0.07 1.36 0.3300S 0.2550S 0 0 0| 0 1,000 0 0 97375 0.0350 0.0000 -0.08 1.31 0.1100S 0.1000S 0 0 0| 0 500 0 0 97500 0.0400 0.0000 -0.09 1.26 0.0500S 0.0500S 0 0 0| 0 500 0 0 97625 0.0450 0.0000 -0.10 1.21 0.1450S 0.1450S 0 0 0| 0 500 0 0 98000 0.0750 -0.0100 -0.18 1.08 0.3500S 0.1100S 0 0 0| 0 3,250 0 0 98250 0.1100 -0.0100 -0.26 0.97 0.3350S 0.1200S 0 0 0| 0 1,000 0 0 98375 0.1300 -0.0150 -0.31 0.92 0.3000S 0.3000S 0 0 0| 0 250 0 0 98500 0.1600 -0.0150 -0.37 0.87 0.2350S 0.1700S 0 0 0| 0 1,500 0 0 98625 0.2000 -0.0200 -0.45 0.82 0 0 0| 0 0 0 0 Total 0 0 0| 0 21,900 0 0 | Jun 11 Underlying Price 98.530 (Jun 12) Indicative a-t-m Vol 0.86 Time to expiry: 281 Days | | 96750 0.0400 -0.0050 -0.07 1.41 0.1100S 0.0950S 0 0 0| 0 3,250 0 0 97125 0.0550 -0.0050 -0.10 1.29 0.1300S 0.1300S 0 0 0| 0 250 0 0 97250 0.0600 -0.0100 -0.11 1.24 0.1800S 0.1600S 0 0 0| 0 3,250 0 0 97500 0.0800 -0.0100 -0.15 1.16 0.1950S 0.1950S 0 0 0| 0 1,250 0 0 97750 0.1050 -0.0200 -0.20 1.08 0.4100S 0.4100S 0 0 0| 0 250 0 0 98000 0.1450 -0.0250 -0.27 1.01 0.3350S 0.3350S 0 0 0| 0 750 0 0 98500 0.2850 -0.0300 -0.48 0.87 0 0 0| 0 0 0 0 Total 0 0 0| 0 9,000 0 0 | Total Puts 0 4,142 4,142| 20,850 957,371 -5,885 0 Options on Financial Futures 22:08 - Interim Page 43 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 99.810 Indicative a-t-m Vol 0.20 Time to expiry: 6 Days | | 99875 CAB 0.0000 0.00 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.750 Indicative a-t-m Vol 0.20 Time to expiry: 97 Days | | 99750 0.0400 -0.0100 0.50 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.680 Indicative a-t-m Vol 0.20 Time to expiry: 188 Days | | 99750 0.0300 0.0000 0.31 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: 279 Days | | 99625 0.0550 0.0000 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 22:08 - Interim Page 44 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 99.810 Indicative a-t-m Vol 0.20 Time to expiry: 6 Days | | 99875 0.0650 +0.0100 -1.00 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.750 Indicative a-t-m Vol 0.20 Time to expiry: 97 Days | | 99750 0.0400 +0.0100 -0.50 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.680 Indicative a-t-m Vol 0.20 Time to expiry: 188 Days | | 99750 0.1000 +0.0100 -0.69 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: 279 Days | | 99625 0.0900 0.0000 -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 22:08 - Interim Page 45 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 109.305 Indicative a-t-m Vol 1.00 Time to expiry: 6 Days | | 10920 0.122 +0.047 0.78 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.155 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 41 Days | | 10910 0.177 +0.037 0.56 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.155 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 69 Days | | 10910 0.219 +0.037 0.55 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.155 Indicative a-t-m Vol 1.00 Time to expiry: 97 Days | | 10910 0.254 +0.037 0.54 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:08 - Interim Page 46 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 109.305 Indicative a-t-m Vol 1.00 Time to expiry: 6 Days | | 10920 0.017 -0.028 -0.22 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.155 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 41 Days | | 10910 0.122 -0.038 -0.44 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.155 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 69 Days | | 10910 0.164 -0.038 -0.45 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.155 Indicative a-t-m Vol 1.00 Time to expiry: 97 Days | | 10910 0.199 -0.038 -0.46 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:08 - Interim Page 47 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 119.94 Indicative a-t-m Vol 10.19 Time to expiry: 6 Days | | 11950 0.85 +0.16 0.62 10.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.44 (Dec 10) Indicative a-t-m Vol 10.13 Time to expiry: 41 Days | | 11900 1.86 +0.17 0.55 10.08 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.44 (Dec 10) Indicative a-t-m Vol 10.13 Time to expiry: 69 Days | | 11900 2.33 +0.17 0.54 10.08 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.44 Indicative a-t-m Vol 10.13 Time to expiry: 97 Days | | 11900 2.71 +0.17 0.54 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 22:08 - Interim Page 48 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 119.94 Indicative a-t-m Vol 10.19 Time to expiry: 6 Days | | 11950 0.41 -0.22 -0.38 10.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.44 (Dec 10) Indicative a-t-m Vol 10.13 Time to expiry: 41 Days | | 11900 1.42 -0.18 -0.45 10.08 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.44 (Dec 10) Indicative a-t-m Vol 10.13 Time to expiry: 69 Days | | 11900 1.89 -0.18 -0.46 10.08 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.44 Indicative a-t-m Vol 10.13 Time to expiry: 97 Days | | 11900 2.27 -0.18 -0.46 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 22:08 - Interim Page 49 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 131.04 Indicative a-t-m Vol 10.00 Time to expiry: 6 Days | | 13000 1.30 +0.52 0.74 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 130.39 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 41 Days | | 12950 2.24 +0.47 0.59 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 130.39 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 69 Days | | 12950 2.74 +0.47 0.57 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 130.39 Indicative a-t-m Vol 10.00 Time to expiry: 97 Days | | 12950 3.15 +0.46 0.56 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 22:08 - Interim Page 50 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 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 131.04 Indicative a-t-m Vol 10.00 Time to expiry: 6 Days | | 13000 0.26 -0.38 -0.26 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 130.39 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 41 Days | | 12950 1.35 -0.43 -0.41 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 130.39 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 69 Days | | 12950 1.85 -0.43 -0.43 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 130.39 Indicative a-t-m Vol 10.00 Time to expiry: 97 Days | | 12950 2.26 -0.44 -0.44 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 22:08 - Interim Page 51 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 Sep 2010 Long Gilt | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Oct 10 Underlying Price 124.55 (Dec 10) Indicative a-t-m Vol 7.23 Time to expiry: 16 Days | | 12400 1.07 +0.36 0.62 7.19 0 0 0| 0 0 -200 0 12500 0.58 +0.23 0.41 7.26 0 0 0| 0 0 -400 0 12600 0.27 +0.12 0.24 7.35 0 0 0| 0 200 0 0 Total 0 0 0| 0 200 -600 0 | Nov 10 Underlying Price 124.55 (Dec 10) Indicative a-t-m Vol 6.28 Time to expiry: 45 Days | | 12400 1.40 +0.36 0.58 6.29 0 0 0| 0 0 0 0 12500 0.90 +0.27 0.44 6.27 1.35 1.30 0 0 0| 0 237 0 0 Total 0 0 0| 0 237 0 0 | Dec 10 Underlying Price 124.55 Indicative a-t-m Vol 6.57 Time to expiry: 77 Days | | 12400 1.80 +0.37 0.56 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 129.20 Indicative a-t-m Vol 6.57 Time to expiry: 167 Days | | 12850 2.66 +0.37 0.56 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 437 -600 0 Options on Financial Futures 22:08 - Interim Page 52 Business Day Tue 7 Sep 2010 | Previous Business Day | Mon 6 Sep 2010 Long Gilt | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Oct 10 Underlying Price 124.55 (Dec 10) Indicative a-t-m Vol 7.23 Time to expiry: 16 Days | | 12050 0.02 -0.02 -0.02 7.54 0 0 0| 0 200 0 0 12150 0.05 -0.08 -0.06 7.51 0.20S 0.12S 0 0 0| 0 102 0 0 12250 0.15 -0.15 -0.15 7.33 0.22S 0.20S 0 0 0| 0 600 0 0 12350 0.35 -0.28 -0.29 7.18 0.41S 0.41S 0 0 0| 0 300 0 0 12400 0.52 -0.35 -0.38 7.19 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,202 0 0 | Nov 10 Underlying Price 124.55 (Dec 10) Indicative a-t-m Vol 6.28 Time to expiry: 45 Days | | 12400 0.85 -0.35 -0.42 6.29 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 124.55 Indicative a-t-m Vol 6.57 Time to expiry: 77 Days | | 12400 1.25 -0.34 -0.44 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 129.20 Indicative a-t-m Vol 6.57 Time to expiry: 167 Days | | 12850 1.96 -0.34 -0.44 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